Siena Mortgages 07-5 S.r.l.

Very similar in structure to the original Siena Mortgage 07-5 deal that came to market in
December 2007, this transaction collateralises 41,888 loans secured by a first-ranking
mortgage

All loans have been made to an individual resident in Italy, and all are paid on a monthly,
quarterly, or semi-annual basis. All loans have paid at least one instalment The average
current outstanding amount is Eur81,551 with WA seasoning of 2.40yrs and a WA
current LTV of 59.33% (original LTV 67.38%).

Regionally, the North & South of Italy account for 67.06% of the loans (68.53% of out-
standing amount).

Compare/contrast: BPL Mortgages Srl, Eurohome (Italy) Mortgages S.R.L,
MARS 2600 S.r.L(Series 2)
BPL Mortgages SrlEurohome (Italy) Mortgages S.R.L