CLASS
|
F/KBRA/MDY
|
SIZE($MM)
|
WAL
|
C/E
|
Level
|
Coupon
|
Yield
|
$Px
|
|||
A-1
|
AAA(sf)/AAA(sf)/Aaa(sf)
|
97.008
|
2.92
|
30.000%
|
35
|
0.8640
|
0.8545
|
99.9981
|
|||
A-2
|
AAA(sf)/AAA(sf)/Aaa(sf)
|
187.668
|
4.92
|
30.000%
|
65
|
1.8810
|
1.4499
|
101.9958
|
|||
A-3
|
AAA(sf)/AAA(sf)/Aaa(sf)
|
414.057
|
9.87
|
30.000%
|
120
|
3.0010
|
2.7722
|
101.9963
|
|||
A-SB
|
AAA(sf)/AAA(sf)/Aaa(sf)
|
96.932
|
7.22
|
30.000%
|
105
|
2.5590
|
2.2539
|
101.9978
|
|||
A-S
|
AAA(sf)/AAA(sf)/Aaa(sf)
|
113.833
|
9.94
|
21.250%
|
185
|
3.6600
|
3.4302
|
101.9977
|
|||
B
|
AA(sf)/AA(sf)/Aa2(sf)
|
66.674
|
9.94
|
16.125%
|
250
|
4.3110
|
4.0802
|
101.9990
|
|||
C
|
A(sf)/A(sf)/A2(sf)
|
43.907
|
9.94
|
12.750%
|
360
|
5.0436
|
5.1802
|
98.4428
|
CLASS
|
F/KBRA/MDY
|
SIZE($MM)
|
WAL
|
C/E
|
|||
A-FL
|
AAA(sf)/AAA(sf)/Aaa(sf)
|
115.000
|
9.45
|
30.000%
|
|||
D
|
BBB+(sf)/BBB+(sf)/Baa1(sf)
|
*** NOT AVAILABLE ***
|
|||||
E
|
BBB-(sf)/BBB-(sf)/Baa3(sf)
|
*** NOT AVAILABLE ***
|
CUT-OFF DATE BALANCE:
|
$1,300,950,580
|
NUMBER OF LOANS:
|
80
|
NUMBER OF PROPERTIES:
|
122
|
WA CUT-OFF LTV:
|
63.4%
|
WA BALLOON LTV:
|
54.1%
|
WA U/W DSCR:
|
1.64x
|
WA U/W NOI DEBT YIELD:
|
11.1%
|
WA MORTGAGE RATE:
|
4.920%
|
TOP TEN LOANS %:
|
53.8%
|
WA TERM TO MATURITY (MOS):
|
108
|
WA AMORTIZATION TERM (MOS):
|
339
|
WA SEASONING (MOS):
|
3
|
LOAN SELLERS:
|
WFB (48.6%), RBS (39.5%), LIG I (5.1%),
|
|
C-III (5.1%), Basis (1.7%)
|
TOP 5 PROPERTY TYPES:
|
RT(37.2%),OF(29.6%),IN(13.7%),HO(8.7%),MF(4.0%)
|
TOP 5 STATES:
|
CA(18.6%),NY(12.1%),WA(10.3%),TX(8.7%),GA(7.3%)
|
MASTER SERVICER:
|
WELLS FARGO BANK, NATIONAL ASSOCIATION
|
SPECIAL SERVICER:
|
RIALTO CAPITAL ADVISORS, LLC
|
SUBORDINATE CLASS REP:
|
RIALTO REAL ESTATE FUND, LP
|
ANTICIPATED SETTLEMENT:
|
AUGUST 7, 2012
|