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<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

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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

291 3.461.744.762 5.111.734.794.598 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.89 7.076.336.133 7.770.859.798 3.368.11 7.P SN 333422 EDT Gt1T"4=00 H270-1224-0 28-Apr"2012 12-40=06 .697 2.581.295.930 WAM 25Y 27Y 29Y 29Y 27Y 29Y 5M 5M 4M 2M 7M 6M 32 Series Orig Bal at Iss 4.03 8.642.106 3.175 2.439 3.726.815.000 2.912 4.949.004.006.576.999 5.995.06 7.608.S.846.968 7. 1 212 318 2000 Copyright 2012 Bloomberg Finance L.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 7.007.100 8.758. 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 .177 7.<HELP> for explanation.623 3.687 3.86 WAC 7.IX 2001 .026.732.595 7.52 7.

81 3.35% (§0% 6 ) WSB 4.09 .75 4.18 1.P.09 2.38125% 8 Cpn 1.74875% Monthly set 1st BNY 11/22/05 12/22/08 settle 10/21/05 3.15 . 0 0 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.10 .AFC IxLIBOROlM +35BP ** PAID OFF** ORIGINAL ISSUE 5.96 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.702 0" USD 10.47 4.23 2.000000000 WAL 2.!I00M9YK Mtge D E S Bloomberg 66 Mtge SECURITY DES Page 1 DESCRIPTION WSR 20 A 1.17 .05 3.13 .10 3.28 CPN 1000000 See Page 3 f o r Comments.2% CALLABLE .5% (310.7Yr 25 lr-0. 1 212 318 2000 Copyright 2012 Bloomberg Finance L.10 .09 .12 . Japan 81 3 320 1 8900 SN 333422 EDT GI1T-4=00 H270-1224"2 28-Apr~2012 10:18=06 .16 .54 3.7488% 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.083.11 .439.10 3. 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 . F A C T .

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.<HELP> for explanation.P. SN 333422 EDT GMT-4=00 H270-1224-2 28~Apr-2012 11=31=31 . <MENU> for similar functions. 1 212 318 2000 Copyright 2012 Bloomberg F i n a n c e L.