World Savings Remic List029
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Transcript of World Savings Remic List029
<HELP> for explanation. Mtge
95) Options - WSR WORLD SAVINGS REMIC Page 1/2
32 Series CF Series Pricing Date Collateral Net Cpn WAC WAM Orig Bal at Iss
1} Pd 10 3/22/02 Whole ARM 5.79 5.870 28Y 5M 2,255,996,617 2) Pd 11 3/22/02 Whole ARM 5.71 5.790 29Y 6M 2,366,227,122 3) Pd 12 6/21/02 Whole ARM 5.48 5.560 28Y OM 2,887,490,442 4) 13 10/18/02 Whole ARM 466,523,478 5) Pd 14 8/22/03 Whole ARM 4,227,623,603 6) Pd 15 4/07/04 Whole ARM 7,826,715,875 7) Pd 16 8/19/04 Whole ARM 4.46 4.960 29Y OM 3,326,205,172 8) Pd 17 9/24/04 Whole ARM 5,812,185,812 9) Pd 18 5/20/05 Whole ARM 5.530 29Y 6M 4,505,249,791
10) Pd 19 7/22/05 Whole ARM 29Y 7M 2,381,185,582 11) Pd 20 10/21/05 Whole ARM 5,861,081,575 12) Pd 21 11/18/05 Whole 15yr 6,005,260,017 13) Pd 22 12/23/05 Whole 15yr 4,270,173,928 14) Pd 23 4/26/06 Whole 15yr 4,043,080,696 15) Pd 24 8/28/06 Whole 15yr 6,021,049,754 16) * 25 9/26/06 Whole 15yr 2,712,231,194 17) * 26 11/27/06 Whole 15yr 3,565,242,690 18) 27 12/26/06 Whole 15yr 4,071,438,796 19) + 28 2/26/07 Whole 15yr 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. Mtge
95) Options • WSR WORLD SAVINGS REMIC Page 2/2
32 Series CF Series Pricing Date Collateral Net Cpn WAC WAM Orig Bal at Iss
1} * 29 4/27/07 Whole 15yr 4,726,006,687 2) 30 8/28/07 Whole 15yr 3,758,642,623 3) 31 11/28/07 Whole 15yr 3,076,846,999 4} * 32 12/28/07 Whole 15yr 5,732,744,798 5) * 33 2/28/08 Whole 15yr 3,111,794,762 6} * 34 4/18/08 Whole lOyr 5,770,815,912 7) # 35 4/29/08 Whole lOyr 4,336,368,106 8) Pd 1998 -1 6/12/98 Whole ARM 7.06 7.133 25Y 5M 3,859,581,000 9} Pd 2000-V 6/23/00 Whole ARM 7.52 7.595 27Y 5M 2,026,461,175
10) Pd 2000-VI 10/27/00 Whole ARM 7.89 7.968 29Y 4M 2,608,734,291 11) Pd 2001 - IX 9/20/01 Whole ARM 7.03 7.100 29Y 2M 3,007,295,697 12) Pd 2001 - VII 3/23/01 Whole ARM 8.11 8.177 27Y 7M 2,995,949,439 B) Pd 2001-VIII 6/22/01 Whole ARM 7.86 7.930 29Y 6M 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 Mtge D E S
Bloomberg 66 <G0>
CUSIP: 98153LAA0 Series 20 JKMO: FLT,AFC
SECURITY DESCRIPTION W S R 2 0 A 1.7488%
Issuer: WORLD SAVINGS REMIC : A Col Mty 10/22/35 4 ) FLOATER FORMULA
** PAID OFF** 0"
.000000000 8 Cpn 1.74875%
12/22/08 11/30/08
Beg accrue 11/22/08 End accrue 12/21/08
11/22/08 Class/Deal Pet N / A
65) Personal Notes
ORIGINAL ISSUE 5,439,083,702 2.7Yr 25
4.38125% 11/22/05
settle 10/21/05 Dated date 10/21/05
10/21/05 11/22/05
93%
USD WAL 1st
3, s t
14) Identifiers
IxLIBOROlM +35BP
10.5% (310.2% lr-0.35% (§0% Monthly set
Monthly PAYMENT 22nd
0 accrut. ACT/360
Page 1 10/22/35 PRVT PLACEMENT
CALLABLE 6) WSB
BNY
NO COLLATERAL AVAILABLE
5T Dec08 I P S A
C P R
F A C T . 0 0
C P N
Nov Oct Sep Aug Jul Jun May Apr Mar Feb Jan08
.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
See Page 3 f o r Comments. A u s t r a l i a 61 2 Japan 81 3 320
1000000
No 144A Eligible DTC Book Entry DTC SameDay
n r r 1000 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
1 8900 Singapore 65 6212 1000 U.S. 1 212 318 2000 Copyright 2012 Bloomberg Finance L.P. SN 333422 EDT GI1T-4=00 H270-1224"2 28-Apr~2012 10:18=06
<HELP> for explanation, <MENU> for similar functions. Mtge S F N S
95) Documents - WSR 20 Structured Finance Notes
Underwriter Lead Manager World Savings Bank
Servicer Trustee Master World Savings Bank FSB Bank of New York ! Master World Savings Bank FSB
Paying Agent Master World Savings Bank FSB
| Originator/Seller 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 Finance L.P.
SN 333422 EDT GMT-4=00 H270-1224-2 28~Apr-2012 11=31=31