Unassociated Document

		FREE WRITING PROSPECTUS
		FILED PURSUANT TO RULE 433
		REGISTRATION FILE NO.: 333-172366-05

THIS FREE WRITING PROSPECTUS, DATED NOVEMBER 30, 2012, MAY BE AMENDED OR

COMPLETED PRIOR TO TIME OF SALE.

The depositor has filed a registration statement (including a prospectus) with the SEC (SEC File No. 333-172366) for the offering to which this communication relates. Before you invest, you should read the prospectus in that registration statement and other documents the depositor has filed with the SEC for more complete information about the depositor and this offering. You may get these documents for free by visiting EDGAR on the SEC website at www.sec.gov. Alternatively, the depositor or any underwriter or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling 1-800-745-2063 (8 a.m. – 5 p.m. EST) or by emailing wfs.cmbs@wellsfargo.com.

SUPPLEMENT TO FREE WRITING PROSPECTUS AND STRUCTURAL AND

COLLATERAL TERM SHEET, EACH DATED NOVEMBER 23, 2012

$1,060,364,000

(Approximate)

WFRBS Commercial Mortgage Trust 2012-C10

as Issuing Entity

Wells Fargo Commercial Mortgage Securities, Inc.

as Depositor

Wells Fargo Bank, National Association

The Royal Bank of Scotland

Liberty Island Group I LLC

Basis Real Estate Capital II, LLC

C-III Commercial Mortgage LLC

as Sponsors and Mortgage Loan Sellers

Commercial Mortgage Pass-Through Certificates

Series 2012-C10

November 30, 2012

WELLS FARGO SECURITIES	RBS

Co-Lead Manager and Co-Bookrunner	Co-Lead Manager and Co-Bookrunner

Deutsche Bank Securities

Co-Manager

$1,060,364,000 (Approximate)

WFRBS Commercial Mortgage Trust 2012-C10

Commercial Mortgage Pass-Through Certificates, Series 2012-C10

IMPORTANT NOTICE REGARDING THE CERTIFICATES

THE CERTIFICATES REFERRED TO IN THESE MATERIALS ARE SUBJECT TO MODIFICATION OR REVISION (INCLUDING THE POSSIBILITY THAT ONE OR MORE CLASSES OF CERTIFICATES MAY BE SPLIT, COMBINED OR ELIMINATED AT ANY TIME PRIOR TO ISSUANCE OR AVAILABILITY OF A FINAL PROSPECTUS SUPPLEMENT) AND ARE OFFERED ON A “WHEN, AS AND IF ISSUED” BASIS. PROSPECTIVE INVESTORS SHOULD UNDERSTAND THAT, WHEN CONSIDERING THE PURCHASE OF THESE SECURITIES, A CONTRACT OF SALE WILL COME INTO BEING NO SOONER THAN THE DATE ON WHICH THE RELEVANT CLASS OF CERTIFICATES HAS BEEN PRICED AND THE UNDERWRITERS HAVE CONFIRMED THE ALLOCATION OF CERTIFICATES TO BE MADE TO INVESTORS; ANY “INDICATIONS OF INTEREST” EXPRESSED BY ANY PROSPECTIVE INVESTOR, AND ANY “SOFT CIRCLES” GENERATED BY THE UNDERWRITERS, WILL NOT CREATE BINDING CONTRACTUAL OBLIGATIONS FOR SUCH PROSPECTIVE INVESTORS, ON THE ONE HAND, OR THE UNDERWRITERS, THE DEPOSITOR OR ANY OF THEIR RESPECTIVE AGENTS OR AFFILIATES, ON THE OTHER HAND.

AS A RESULT OF THE FOREGOING, A PROSPECTIVE INVESTOR MAY COMMIT TO PURCHASE CERTIFICATES THAT HAVE CHARACTERISTICS THAT MAY CHANGE, AND EACH PROSPECTIVE INVESTOR IS ADVISED THAT ALL OR A PORTION OF THE CERTIFICATES REFERRED TO IN THESE MATERIALS MAY BE ISSUED WITHOUT ALL OR CERTAIN OF THE CHARACTERISTICS DESCRIBED IN THESE MATERIALS. THE UNDERWRITERS’ OBLIGATION TO SELL CERTIFICATES TO ANY PROSPECTIVE INVESTOR IS CONDITIONED ON THE CERTIFICATES AND THE TRANSACTION HAVING THE CHARACTERISTICS DESCRIBED IN THESE MATERIALS. IF THE UNDERWRITERS DETERMINE THAT A CONDITION IS NOT SATISFIED IN ANY MATERIAL RESPECT, SUCH PROSPECTIVE INVESTOR WILL BE NOTIFIED, AND NEITHER THE DEPOSITOR NOR THE UNDERWRITERS WILL HAVE ANY OBLIGATION TO SUCH PROSPECTIVE INVESTOR TO DELIVER ANY PORTION OF THE CERTIFICATES WHICH SUCH PROSPECTIVE INVESTOR HAS COMMITTED TO PURCHASE, AND THERE WILL BE NO LIABILITY BETWEEN THE UNDERWRITERS, THE DEPOSITOR OR ANY OF THEIR RESPECTIVE AGENTS OR AFFILIATES, ON THE ONE HAND, AND SUCH PROSPECTIVE INVESTOR, ON THE OTHER HAND, AS A CONSEQUENCE OF THE NON-DELIVERY.

EACH PROSPECTIVE INVESTOR HAS REQUESTED THAT THE UNDERWRITERS PROVIDE TO SUCH PROSPECTIVE INVESTOR INFORMATION IN CONNECTION WITH SUCH PROSPECTIVE INVESTOR’S CONSIDERATION OF THE PURCHASE OF THE CERTIFICATES DESCRIBED IN THESE MATERIALS. THESE MATERIALS ARE BEING PROVIDED TO EACH PROSPECTIVE INVESTOR FOR INFORMATIVE PURPOSES ONLY IN RESPONSE TO SUCH PROSPECTIVE INVESTOR’S SPECIFIC REQUEST. THE UNDERWRITERS DESCRIBED IN THESE MATERIALS MAY FROM TIME TO TIME PERFORM INVESTMENT BANKING SERVICES FOR, OR SOLICIT INVESTMENT BANKING BUSINESS FROM, ANY COMPANY NAMED IN THESE MATERIALS. THE UNDERWRITERS AND/OR THEIR AFFILIATES OR RESPECTIVE EMPLOYEES MAY FROM TIME TO TIME HAVE A LONG OR SHORT POSITION IN ANY SECURITY OR CONTRACT DISCUSSED IN THESE MATERIALS.

THE INFORMATION CONTAINED HEREIN SUPERSEDES ANY PREVIOUS SUCH INFORMATION DELIVERED TO ANY PROSPECTIVE INVESTOR AND WILL BE SUPERSEDED BY INFORMATION DELIVERED TO SUCH PROSPECTIVE INVESTOR PRIOR TO THE TIME OF SALE.

IMPORTANT NOTICE RELATING TO AUTOMATICALLY-GENERATED EMAIL DISCLAIMERS

Any legends, disclaimers or other notices that may appear at the bottom of any email communication to which this Supplement is attached relating to (1) these materials not constituting an offer (or a solicitation of an offer), (2) no representation that these materials are accurate or complete and may not be updated or (3) these materials possibly being confidential, are not applicable to these materials and should be disregarded. Such legends, disclaimers or other notices have been automatically generated as a result of these materials having been sent via Bloomberg or another system.

THE INFORMATION IN THIS SUPPLEMENT IS NOT COMPLETE AND MAY BE AMENDED PRIOR TO THE TIME OF SALE. THIS SUPPLEMENT IS NOT AN OFFER TO SELL THESE SECURITIES AND IT IS NOT A SOLICITATION OF AN OFFER TO BUY THESE SECURITIES IN ANY JURISDICTION WHERE THE OFFER OR SALE IS NOT PERMITTED.

$1,060,364,000 (Approximate)

WFRBS Commercial Mortgage Trust 2012-C10

Commercial Mortgage Pass-Through Certificates, Series 2012-C10

The Free Writing Prospectus dated November 23, 2012 (the “Free Writing Prospectus”) and the Structural and Collateral Term Sheet dated November 23, 2012 (the “Term Sheet”) are hereby updated as set forth below. The information in this supplement dated November 30, 2012 (the “Supplement”) supersedes any contradictory information in the Free Writing Prospectus and the Term Sheet. Defined terms used in this Supplement but not defined herein have the meanings given to them in the Free Writing Prospectus. In all other respects, except as modified below, the Free Writing Prospectus and Term Sheet remain unmodified.

Structural Update

1. Class A-FL, Class A-FX and Class A-3 Certificates.

The principal balance of the Class A-3 Certificates will be reduced to $521,167,000. A new class of certificates, the Class A-FL Certificates, with an initial principal balance of $100,000,000 will be offered, which will receive payments and be allocated losses as described in Attachment A to this Supplement. An additional class of certificates, the Class A-FX Certificates, with an initial principal balance of $0, will also be offered, which will receive payments and be allocated losses pari passu with the Class A-FL Certificates. Additional information with respect to the Class A-FL, Class A-FX and Class A-3 Certificates is set forth on Attachment A of this Supplement. The trust will privately offer the Class A-FL and Class A-FX Certificates pursuant to a separate Private Placement Memorandum. After giving effect to the addition of the Class A-FL certificates and the Class A-FX certificates, the trust fund will issue seventeen (17) classes of commercial mortgage pass-through certificates, and the aggregate certificate principal balance of Certificates offered by the Free Writing Prospectus is now $1,060,364,000.

2. Updated DEC Tables.

Percentages of Initial Certificate Principal Balance Outstanding for the

Class A-3 Certificates at the Specified Percentages of CPR

0% CPR During Lock-out, Defeasance or Yield Maintenance and Prepayment Premium

– otherwise at indicated CPR

Distribution Date in	0% CPR			25% CPR			50% CPR			75% CPR			100% CPR
Closing Date		100	%		100	%		100	%		100	%		100	%
December 2013		100	%		100	%		100	%		100	%		100	%
December 2014		100	%		100	%		100	%		100	%		100	%
December 2015		100	%		100	%		100	%		100	%		100	%
December 2016		100	%		100	%		100	%		100	%		100	%
December 2017		100	%		100	%		100	%		100	%		100	%
December 2018		100	%		100	%		100	%		100	%		100	%
December 2019		100	%		100	%		100	%		100	%		100	%
December 2020		100	%		100	%		100	%		100	%		100	%
December 2021		100	%		100	%		100	%		100	%		100	%
December 2022 and thereafter		0	%		0	%		0	%		0	%		0	%
Weighted average life (years)		9.88			9.87			9.84			9.80			9.57

$1,060,364,000 (Approximate)

WFRBS Commercial Mortgage Trust 2012-C10

Commercial Mortgage Pass-Through Certificates, Series 2012-C10

3. Revised Issue Characteristics.

Class	Expected Ratings (DBRS/KBRA/Moody’s)	Approx. Initial Principal Balance(1)	Approx. % of Aggregate Cut-off Date Balance	Approx. Initial Credit Support(2)	Approx. Initial Pass- Through Rate	Pass- Through Rate Description	Weighted Average Life (Years)(3)	Expected Principal Window(3)
Offered Certificates
A-3	AAA(sf)/AAA(sf)/Aaa(sf)	$521,167,000	39.917%	30.000%	%	(4)	9.88	9/2022 – 12/2022
Non-Offered Certificates
A-FL	AAA(sf)/AAA(sf)/Aaa(sf)	$100,000,000(5)	7.659%	30.000%	(6)	Floating	9.71	7/2022 – 9/2022
A-FX	AAA(sf)/AAA(sf)/Aaa(sf)	$0(5)	N/A	30.000%	%	(4)	N/A	N/A

Notes:

(1)

The principal balances set forth in the table are approximate. The actual initial principal balances may be larger or smaller depending on the aggregate cut-off date principal balance of the mortgage loans definitively included in the pool of mortgage loans, which aggregate cut-off date principal balance may be as much as 5% larger or smaller than the amount presented in the Free Writing Prospectus.

(2)

The approximate initial credit support with respect to the Class A-FL, A-FX and A-3 certificates represents the approximate credit enhancement for the Class A-1, A-2, A-FL, A-FX, A-3 and A-SB certificates in the aggregate. No class of certificates will provide any credit support to the Class A-FL certificates for any failure by the swap counterparty to make the payment under the related swap contract.

(3)

Calculated based on a 0% CPR and the structuring assumptions described in the Free Writing Prospectus.

(4)

The pass-through rates for the Class A-3 and Class A-FX certificates and the Class A-FX regular interest, in each case, will be one of the following: (i) a fixed rate per annum, (ii) the weighted average of the net mortgage interest rates on the mortgage loans for the related distribution date, (iii) a variable rate per annum equal to the lesser of (a) a fixed rate and (b) the weighted average of the net mortgage interest rates on the mortgage loans for the related distribution date or (iv) a variable rate per annum equal to the weighted average of the net mortgage interest rates on the mortgage loans for the related distribution date minus a specified percentage. For purposes of the calculation of the weighted average of the net mortgage rates on the mortgage loans for each distribution date, the mortgage interest rates will be adjusted as necessary to a 30/360 basis.

(5)

The aggregate principal balance of the Class A-FL and A-FX certificates will at all times equal the principal balance of the Class A-FX regular interest. The approximate initial principal balance of the Class A-FX regular interest is $100,000,000.

(6)

The pass-through rate on the Class A-FL Certificates will be a per annum rate equal to LIBOR plus %; provided, however, that under certain circumstances, the pass-through rate on the Class A-FL Certificates may convert to the pass-through rate applicable to the Class A-FX regular interest. The initial LIBOR rate will be determined two LIBOR Business Days prior to the Closing Date, and subsequent LIBOR rates for the Class A-FL Certificates will be determined two LIBOR Business Days before the start of the related interest accrual period.

Collateral Update

With respect to the mortgage loan secured by the mortgaged property identified on Annex A-1 to the Free Writing Prospectus as Rogue Valley Mall, the information with respect to such mortgage loan in Annex A-3 to the Free Writing Prospectus and in the Structural Collateral Term Sheet is updated to reflect underwritten total reimbursables of $5.00 per square foot.

With respect to the mortgage loan secured by the mortgaged property identified on Annex A-1 to the Free Writing Prospectus as Bluerock Business Center, the information with respect to such mortgage loan in Annex A-3 to the Free Writing Prospectus and in the Structural Collateral Term Sheet is updated to reflect underwritten TI/LC expenditures of $161,092 and $1.59 per square foot.

ATTACHMENT A

Class A-FL, Class A-FX and Class A-3 Certificates

The WFRBS Commercial Mortgage Trust 2012-C10, Commercial Mortgage Pass-Through Certificates, Series 2012-C10, will include one class of certificates (the “Class A-FL Certificates”) that entitles their holders to payments of interest based on a floating rate. The trust will have the benefit of a swap transaction under a swap agreement (the "Swap Agreement") with the Swap Counterparty. The trust fund will include a swap transaction that will relate to the Class A-FL Certificates (the "Swap Transaction"). Wells Fargo Bank, National Association (the "Swap Counterparty"), an affiliate of the depositor, one of the mortgage loan sellers and one of the underwriters, will be the counterparty under the Swap Transaction.

Holders of the Class A-FL Certificates may, under certain circumstances, exchange such Certificates for an equal principal balance of Class A-FX Certificates. Any such exchange will reduce the outstanding principal balance of the Class A-FL Certificates, which could in turn have an adverse effect on the liquidity of the remaining Class A-FL Certificates.

Distributions of interest among the Class A-1, A-2, A-3, A-SB, X-A and X-B Certificates and the Class A-FX Regular Interest will generally be made on a pro rata basis in accordance with their respective interest entitlements.

Prior to the allocation of the Principal Distribution Amount for each distribution date to the Class A-3 Certificates, the remaining portion of the Principal Distribution Amount (net of any portion thereof that is distributable on that distribution date to the holders of the Class A-SB, Class A-1 and Class A-2 Certificates), will be allocated to the Class A-FX Regular Interest (and, therefore, to the holders of the Class A-FX and A-FL Certificates) in an amount equal to the lesser of: (1) such remaining portion of the Principal Distribution Amount for that distribution date and (2) the aggregate principal balance of the Class A-FX Regular Interest immediately prior to that distribution date.

Any reduction of the principal balances of the Class A-1, A-2, A-3 and A-SB Certificates and the Class A-FX Regular Interest (and, therefore, the Class A-FX and A-FL Certificates) in connection with Realized Losses and Additional Trust Fund Expenses will be made on a pro rata basis in accordance with the relative sizes of those principal balances at the time of the reduction.

The monthly statement to Certificateholders is expected to include the following information: (i) the amount of the distribution on the distribution date to the holders of each Class of interest-bearing Certificates and the Class A-FX Regular Interest allocable to the interest distributable on that Class of Certificates or regular interest and, with respect to the Class A-FL Certificates (a) information that the amount of interest distributed on such Class is the Class A-FL Certificates’ allocable portion of the interest distributable with respect to the Class A-FX Regular Interest, and (b) whether a conversion event has occurred and is continuing with respect to the swap contract related to the Class A-FL Certificates; (ii) the amount of any (a) payment by the swap counterparty under the swap contract with respect to the Class A-FL Certificates as a termination payment, (b) payment to any successor swap counterparty to acquire a replacement interest rate swap contract, and (c) collateral posted in connection with any rating agency trigger event; and (iii) the amount of and identification of any payments on the Class A-FL Certificates in addition to the amount of principal and interest due thereon.

For purposes of allocations of Yield Maintenance Charges and Prepayment Premiums, “YM Group A” shall include the Class A-1, Class A-2, Class A-3, Class A-SB, Class A-S and Class X-A Certificates, as well as the Class A-FX Regular Interest.

In addition to other limitations described above, no amendment may be made to the Pooling and Servicing Agreement that would adversely affect the swap counterparty under the swap contract without the consent of the Swap Counterparty. For the avoidance of doubt, any exchange by a holder of a Class A-FL Certificate of any portion of its aggregate outstanding certificate principal balance for an equal aggregate outstanding certificate principal balance of Class A-FX Certificates will not be deemed to be an amendment.

As used herein, “LIBOR Business Day” means any day on which commercial banks are open for international business (including dealings in U.S. dollar deposits) in London, England.