<HELP> for explanation.

95) Options
CF
1} Pd
2) Pd
3) Pd
4)
5) Pd
6) Pd
7) Pd
8) Pd
9) Pd
10) Pd
11) Pd
12) Pd
13) Pd
14) Pd
15) Pd
16) *
17) *
18)
19) +

Series
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28

Mtge

WSR WORLD SAVINGS REMIC

Pricing Date
Collateral
3/22/02 Whole ARM
3/22/02 Whole ARM
6/21/02 Whole ARM
10/18/02 Whole ARM
8/22/03 Whole ARM
4/07/04 Whole ARM
8/19/04 Whole ARM
9/24/04 Whole ARM
5/20/05 Whole ARM
7/22/05 Whole ARM
10/21/05 Whole ARM
11/18/05 Whole 15yr
12/23/05 Whole 15yr
4/26/06 Whole 15yr
8/28/06 Whole 15yr
9/26/06 Whole 15yr
11/27/06 Whole 15yr
12/26/06 Whole 15yr
2/26/07 Whole 15yr

Page 1/2

Net Cpn
5.79
5.71
5.48

WAC
5.870
5.790
5.560

WAM
28Y 5M
29Y 6M
28Y OM

4.46

4.960

29Y OM

5.530

29Y 6M
29Y 7M

32 Series
Orig Bal at Iss
2,255,996,617
2,366,227,122
2,887,490,442
466,523,478
4,227,623,603
7,826,715,875
3,326,205,172
5,812,185,812
4,505,249,791
2,381,185,582
5,861,081,575
6,005,260,017
4,270,173,928
4,043,080,696
6,021,049,754
2,712,231,194
3,565,242,690
4,071,438,796
4,266,399,995

A u s t r a l i a 61 2 9777 8600 B r a z i l 5511 3048 4500 Europe 44 20 7330 7500 Germany 49 69 9204 1210 Hong Kong 852 2977 6000
Japan 81 3 3201 8900
Singapore 65 6212 1000
U.S. 1 212 318 2000
Copyright 2012 Bloomberg Finance L.P.
SN 333422 EDT GMT-4=00 H270-1224-0 28"Apr-2012 12=39=43

<HELP> for explanation.

95) Options
CF
1}
2)
3)
4}
5)
6}
7)
8)
9}
10)
11)
12)
B)

*
*
*
*
#

Pd
Pd
Pd
Pd
Pd
Pd

Series
29
30
31
32
33
34
35
1998 -1
2000-V
2000-VI
2001 - IX
2001 - VII
2001-VIII

Mtge

WSR WORLD SAVINGS REMIC

Pricing Date
Collateral
4/27/07 Whole 15yr
8/28/07 Whole 15yr
11/28/07 Whole 15yr
12/28/07 Whole 15yr
2/28/08 Whole 15yr
4/18/08 Whole lOyr
4/29/08 Whole lOyr
6/12/98 Whole ARM
6/23/00 Whole ARM
10/27/00 Whole ARM
9/20/01 Whole ARM
3/23/01 Whole ARM
6/22/01 Whole ARM

Page 2/2

Net Cpn

7.06
7.52
7.89
7.03
8.11
7.86

WAC

7.133
7.595
7.968
7.100
8.177
7.930

WAM

25Y
27Y
29Y
29Y
27Y
29Y

5M
5M
4M
2M
7M
6M

32 Series
Orig Bal at Iss
4,726,006,687
3,758,642,623
3,076,846,999
5,732,744,798
3,111,794,762
5,770,815,912
4,336,368,106
3,859,581,000
2,026,461,175
2,608,734,291
3,007,295,697
2,995,949,439
3,004,576,598

A u s t r a l i a 61 2 9777 6600 B r a z i l 5511 3046 4500 Europe 44 20 7330 7500 Germany 49 69 9204 1210 Hong Kong 852 2977 6000
Japan 81 3 3201 8900
Singapore 65 6212 1000
U.S. 1 212 318 2000
Copyright 2012 Bloomberg Finance L.P
SN 333422 EDT Gt1T"4=00 H270-1224-0 28-Apr"2012 12-40=06

!I00M9YK

Mtge D E S

Bloomberg

66

Mtge
SECURITY

DES

Page 1

DESCRIPTION

WSR
20 A
1.7488% 10/22/35
Issuer:
W
O
R
L
D
SAVINGS
REMIC
CUSIP: 98153LAA0
PRVT PLACEMENT
: A
Col Mty 10/22/35 4 ) FLOATER FORMULA
Series 20
JKMO: FLT,AFC
IxLIBOROlM
+35BP
** PAID OFF**
ORIGINAL ISSUE
5,439,083,702
0" USD
10.5%
(310.2%
CALLABLE
.000000000 WAL 2.7Yr 25
lr-0.35% (0%
6
)
WSB
4.38125%
8 Cpn 1.74875%
Monthly
set
1st
BNY
11/22/05
12/22/08
settle
10/21/05
3,
s
t
Monthly
PAYMENT
11/30/08
Dated date 10/21/05
22nd
Beg accrue 11/22/08
10/21/05 0
End accrue 12/21/08
11/22/05 accrut. ACT/360
11/22/08
93%
Class/Deal Pet N / A
NO COLLATERAL AVAILABLE
14) I d e n t i f i e r s
65) Personal Notes
5T

Dec08 Nov

IPSA
C P R

<G0>

Oct Sep Aug

Jul Jun May

Apr Mar

Feb Jan08

No
144A Eligible
DTC Book Entry
DTC SameDay

.09 .09 .10 .10 .11 .12 .13 .15 .16 .17 .18
1.75
4.10 3.54 3.09 2.81 3.10 3.05 3.23 2.96 3.47 4.28
CPN
1000000
See Page 3 f o r Comments.
F A C T .

nr r

1000

A u s t r a l i a 61 2 977? 8600 B r a z i l 5511 3048 4500 Europe 44 20 7330 7500 Germany 49 69 9204 1210 Hong Kong 852 297? 6000
Singapore 65 6212 1000
U.S. 1 212 318 2000
Copyright 2012 Bloomberg Finance L.P.
Japan 81 3 320 1 8900
SN 333422 EDT GI1T-4=00 H270-1224"2 28-Apr~2012 10:18=06

<HELP> for explanation, <MENU> for similar functions.

95) Documents Underwriter
Lead Manager

Servicer
Master

WSR 20

SFNS

Structured Finance Notes

World Savings Bank

Trustee
Bank of New York
Paying Agent

World Savings Bank FSB

Originator/Seller

Mtge

Deal%

Asset Manager
Swap Counterparty

21) Related Parties

A u s t r a l i a 61 2 9777 8600 B r a z i l 5511 3048 4500 Europe 44 20 7330 7500 Germany 49 69 9204 1210 Hong Kong 852 2977 6000
Japan 81 3 3201 8900
Singapore 65 6212 1000
U.S. 1 212 318 2000
Copyright 2012 Bloomberg F i n a n c e L.P.
SN 333422 EDT GMT-4=00 H270-1224-2 28~Apr-2012 11=31=31