SIENA MORTGAGES 09-6 S.R.L. Deutsche Bank Asset Backed Certificates August 16, 2021 Distribution
External Parties Table of Contents Originator Page Banca Monte Dei Paschi di Siena S.p.A 1. Notes Payment Details and Ratings Data 2 2. Funds Provisioned for Amortisation 3 Arranger MPS Capital Services Banca per le Imprese S.p.A. 3. Collection Summary 5 4. Pre-Enforcement Priority of Payments 6 Servicer & Originator 5. Reconciliation Assets and Liabilities 8 Banca Monte Dei Paschi di Siena S.p.A 6. Post-Enforcement Priority of Payments 9 7. Portfolio Information 11 Sole Lead Managers MPS Capital Services Banca per le Imprese S.p.A.
Rating Agencies Fitch Rating Services Moody's Investors Service, Inc.
Interest Rate Swap Provider Banca Monte Dei Paschi di Siena S.p.A
Account Bank Bank of New York Mellon Banca Monte Dei Paschi di Siena S.p.A
Total Number of Pages 14
Dates Contacts
Original Closing Date April 24, 2009 Antonio Savorra Relationship Manager First Distribution Date November 15, 2009 Phone: +39(02)40242155 Fax: 0039 02 4024 30 [email protected] Distribution Date August 16, 2021 Next Distribution Date November 15, 2021 Address: Piazza del Calendario, 3 Legal Maturity Date May 15, 2076 21026 Distribution Frequency Quarterly Milano
Interest Period[Start] May 17, 2021 Interest Period[End] August 15, 2021 Accrual Number of Days 91
This Investor Report (the "Report") is prepared by Deutsche Bank S.p.A. ("DB") for information purposes only. Certain information included in this Report (the "Third Party Information") is provided by Banca Monte Dei Paschi di Siena S.p.A and Banca Monte Dei Paschi di Siena S.p.A in its capacity as Servicer/Swap Counterparty respectively. Please be advised that DB will have no liability for the Third Party Information and this Report is provided without any representations or warranties by DB as to the completeness or accuracy of such Third Party Information.
Page 1 of 14 Trust & Agency Services SIENA MORTGAGES 09-6 S.R.L. Deutsche Bank Asset Backed Certificates August 16, 2021 Distribution Notes Payment Details and Ratings Data
Current Period Distribution Original Beginning Beginning Ending Ending Principal Principal Total Pool Pool Principal Class ISIN Ccy Balance Balance Interest Principal Distribution Factor Factor Balance (1) (2) (3) (4)=(2)+(3) (5) (6) (7)=(1)-(3) A IT0004488794 € 3,851,300,000.00 293,214,327.18 0.00 38,953,394.11 38,953,394.11 0.0761339 0.0660195 254,260,933.07 B IT0004488810 € 403,700,000.00 403,700,000.00 856,169.20 0.00 856,169.20 1.0000000 1.0000000 403,700,000.00 C IT0004488828 € 181,450,000.00 181,450,000.00 1,081,991.39 0.00 1,081,991.39 1.0000000 1.0000000 181,450,000.00 D IT0004488844 € 106,700,000.00 51,488,214.74 0.00 0.00 0.00 0.4825512 0.4825512 51,488,214.74
Total 4,543,150,000.00 929,852,541.92 1,938,160.59 38,953,394.11 40,891,554.70 890,899,147.81
Interest Accrual Details
Beginning Prior Total Current Interest Principal Unpaid Accrued Interest Interest Unpaid Class DaysMethod Index Margin Rate Balance Interest Interest Due Paid Interest (1) (2) (3) = (1) + (2) (4) (5) (6) = (4) + (5) (7) (8) = (6) - (7) A 91 Act/360 -0.54100% 0.42000% 0.00000% 293,214,327.18 0.00 0.00 0.00 0.00 0.00 B 91 Act/360 -0.54100% 1.38000% 0.83900% 403,700,000.00 0.00 856,169.20 856,169.20 856,169.20 0.00 C 91 Act/360 -0.54100% 2.90000% 2.35900% 181,450,000.00 0.00 1,081,991.39 1,081,991.39 1,081,991.39 0.00 D 91 Act/360 N/A N/A 0.00000% 51,488,214.74 0.00 0.00 0.00 0.00 0.00
Total 929,852,541.92 0.00 1,938,160.59 1,938,160.59 1,938,160.59 0.00
Ratings Detail Actual Ratings Class ISIN Code Fitch Moody's A IT0004488794 AA Aa3 B IT0004488810 AA Not Rated C IT0004488828 A- Not Rated D IT0004488844 Not Rated Not Rated
Page 2 of 14 Trust & Agency Services SIENA MORTGAGES 09-6 S.R.L. Deutsche Bank Asset Backed Certificates August 16, 2021 Distribution Funds Provisioned for Amortisation
Funds Provisioned for Amortisation
Class A Notes Protection Level 44.0000%
Class A Notes Protection Ratio 69.7096%
Outstanding Principal at the beginning of the quarterly collection period €929,852,541.92
Outstanding Principal at the end of the quarterly collection period €890,899,147.81
Expected Amortisation Amount €38,953,394.11
(i) The Aggregate Principal Amount Oustanding of the Rated Notes, minus €878,364,327.18
(ii) The Notional Outstanding Amount of the Portfolio on the immediately preceding Collection Date €839,410,933.07
Principal Equivalent Amount €38,953,394.11
The lesser of:
a) Issuer Available Funds €44,703,918.95
minus:
All amounts payable in priority to the Principal Equivalent Amount in respect of the relevant Class of Notes €5,043,794.18
a) Applicable Amount €39,660,124.77
b) The greater of :
i) nil €0.00
and
ii) The Expected Amortisation Amount €38,953,394.11
b) Applicable Amount €38,953,394.11
Cash Reserve
Original Balance €106,474,800.00
Opening Balance €138,755,476.62
Cash Reserve Target Amount €145,000,000.00
Cash Reserve Excess Amount €0.00
Draw-down Amount €0.00
Amount credited €706,730.66
Closing Balance €139,462,207.28
NOTE: "In respect of the Payment Date falling in May, 2017, the Cash Reserve Amount has been maintained at Euro 145.000.000,00 as per Written Resolution signed by the counterparties"
Amortisation Ledger
Opening Balance €0.00
Closing Balance €0.00
Events
Amortisation Date November 15, 2010
Page 3 of 14 Trust & Agency Services SIENA MORTGAGES 09-6 S.R.L. Deutsche Bank Asset Backed Certificates August 16, 2021 Distribution
Step Up Date May 15, 2016
Trigger Notice No
Priority Event One No
Default Receivables €259,399,347.69
10% of Portfolio Principal at Issue €435,819,404.20
Priority Event Two No
Default Receivables €259,399,347.69
17% of Portfolio Principal at Issue €740,892,987.15
Page 4 of 14 Trust & Agency Services SIENA MORTGAGES 09-6 S.R.L. Deutsche Bank Asset Backed Certificates August 16, 2021 Distribution Collection Summary
Available Funds
Issuer Available Funds €44,703,918.95
[a] Collections and Recoveries collected by the Servicer €26,940,086.76
[b] Payment to be received from the Swap Counterparty €0.00
[c] Received from the Originator wrt Transfer and the Warranty and Indemnity Agreements €6,853,359.63
[d] Received from the Servicer excluding Collections and Recoveries €0.00
[e] On Initial Amortisation Date, the Funds Provisioned for Amortisation €0.00
[f] Eligible investments €0.00
[g] Interest accrued on Accounts €-24.90
[h] Proceeds from sale of Portfolio €0.00
[i] Any other amounts received pursuant to the documents €10,910,497.46
[j] Cash Reserve Available Amount and Cash Reserve Excess Amount €0.00
Page 5 of 14 Trust & Agency Services SIENA MORTGAGES 09-6 S.R.L. Deutsche Bank Asset Backed Certificates August 16, 2021 Distribution Pre-Enforcement Priority of Payments
Pre-Enforcement Priority of Payments
Pre Trigger Notice Priority of Payments
[i] Payment of Expenses €20,755.83
[ii] Payment of Remuneration due to the Representative of Noteholders €2,387.75
[iii] Payment to the Expenses Account up to Retention Amount €4,249.73
[iv] Payment on pro rata basis
[a] Italian Account Bank €0.00
[b] English Account Bank €316,537.02
[c] Agent Bank €0.00
[d] Cash Manager €0.00
[e] Calculation Agent €1,500.00
[f] Paying Agents €1,000.00
[g] Corporate Servicer €10,999.47
[h] Servicer €314,689.38
[i] Back-up Servicer €7,534.37
[j] Back-up Servicer Facilitator €0.00
[v] Payment to the Swap Counterparty €2,425,980.04
[vi] Payment of Class A Notes Interest €0.00
[vii] Payment of Class B Notes Interest, subject to no Priority Event Two having occurred €856,169.20
[viii] Payment of Class C Notes Interest, subject to no Priority Event One having occurred €1,081,991.39
[ix] Payment of Class A Principal Equivalent Amount
[a] Prior to Initial Amortisation Date, To Retain on Main Collection Account and record in Amortisation Ledger €0.00
[b] Following the Initial Amortisation Date, Payment to Class A €38,953,394.11
[x] Payment of Class B Notes Interest, following the occurrence of Priority Event Two €0.00
[xi] Payment of Class B Principal Equivalent Amount
[a] Prior to Initial Amortisation Date, To Retain on Main Collection Account and record in Amortisation Ledger €0.00
[b] Following the Initial Amortisation Date, Payment to Class B €0.00
[xii] Payment of Class C Notes Interest, following the occurrence of Priority Event One €0.00
[xiii] Payment of Class C Principal Equivalent Amount
[a] Prior to Initial Amortisation Date, To Retain on Main Collection Account and record in Amortisation Ledger €0.00
[b] Following the Initial Amortisation Date, Payment to Class C €0.00
[xiv] Payment to Cash Reserve Account up to Target Cash Reserve Amount €706,730.66
Page 6 of 14 Trust & Agency Services SIENA MORTGAGES 09-6 S.R.L. Deutsche Bank Asset Backed Certificates August 16, 2021 Distribution
[xv] Payment of Swap Termination Amount €0.00
[xvi] Payment of Adjustment Purchase Price to Originator €0.00
[xvii] Payment of any amount due to Originator under the Transaction Documents €0.00
[xviii] Following the Initial Amortisation Date, Class D Notes Principal up to Class D Notes Retained Amount €0.00
[xix] Payment of Variable Return on Class D Notes €0.00
[xx] Payment of Class D Notes Retained Amount €0.00
Page 7 of 14 Trust & Agency Services SIENA MORTGAGES 09-6 S.R.L. Deutsche Bank Asset Backed Certificates August 16, 2021 Distribution Reconciliation Assets and Liabilities
Assets and Liability Summary
Assets Amount Liabilities Amount Mortgage Pool Balance €839,410,933.07 Principal Outstanding Amount on Notes €890,899,147.81 Cash Reserve Balance €139,462,207.28
Total Assets €978,873,140.35 Total Liabilities €890,899,147.81
Page 8 of 14 Trust & Agency Services SIENA MORTGAGES 09-6 S.R.L. Deutsche Bank Asset Backed Certificates August 16, 2021 Distribution Post-Enforcement Priority of Payments
Post-Enforcement Priority of Payments
Post Trigger Notice Priority of Payments
[i] Payment of Expenses, subject to no Insolvency Event €0.00
[ii] Payment on pro rata basis
[a] Payment of Remuneration due to the Representative of Noteholders €0.00
[b] Payment of Remuneration due to any Receiver under the Deed of Charge €0.00
[iii] Payment to the Expenses Account up to Retention Amount, subject to no Insolvency Event €0.00
[iv] Payment on pro rata basis
[a] Italian Account Bank €0.00
[b] English Account Bank €0.00
[c] Agent Bank €0.00
[d] Cash Manager €0.00
[e] Calculation Agent €0.00
[f] Paying Agents €0.00
[g] Corporate Servicer €0.00
[h] Servicer €0.00
[i] Back-up Servicer €0.00
[j] Back-up Servicer Facilitator €0.00
[v] Payment to the Swap Counterparty €0.00
[vi] Payment of Class A Notes Interest €0.00
[vii] Payment of Class A Principal Equivalent Amount
[a] Prior to Initial Amortisation Date, To Retain on Main Collection Account and record in Amortisation Ledger €0.00
[b] Following the Initial Amortisation Date, Payment to Class A €0.00
[viii] Payment of Class B Notes Interest €0.00
[ix] Payment of Class B Principal Equivalent Amount
[a] Prior to Initial Amortisation Date, To Retain on Main Collection Account and record in Amortisation Ledger €0.00
[b] Following the Initial Amortisation Date, Payment to Class B €0.00
[x] Payment of Class C Notes Interest €0.00
[xi] Payment of Class C Principal Equivalent Amount
[a] Prior to Initial Amortisation Date, To Retain on Main Collection Account and record in Amortisation Ledger €0.00
[b] Following the Initial Amortisation Date, Payment to Class C €0.00
Page 9 of 14 Trust & Agency Services SIENA MORTGAGES 09-6 S.R.L. Deutsche Bank Asset Backed Certificates August 16, 2021 Distribution
[xii] Payment of Swap Termination Amount €0.00
[xiii] Payment of Adjustment Purchase Price to Originator €0.00
[xiv] Payment of any amount due to Originator under the Transaction Documents €0.00
[xv] Following the Initial Amortisation Date, Class D Notes Principal up to Class D Notes Retained Amount €0.00
[xvi] Payment of Variable Return on Class D Notes €0.00
[xvii] Payment of Class D Notes Retained Amount €0.00
Page 10 of 14 Trust & Agency Services SIENA MORTGAGES 09-6 S.R.L. Deutsche Bank Asset Backed Certificates August 16, 2021 Distribution Portfolio Information
Outstanding Loan Amount
Number of Loans Percentage Current Balance Percentage
up to 50,000 8,186 53.3568% 191,822,579.14 22.5261% over 50,000 up to 75,000 2,815 18.3483% 175,062,055.78 20.5579% over 75,000 up to 100,000 2,167 14.1246% 187,009,184.68 21.9608% over 100,000 up to 150,000 1,698 11.0677% 201,596,806.44 23.6739% over 150,000 up to 200,000 322 2.0988% 54,231,834.57 6.3685% over 200,000 up to 250,000 87 0.5671% 19,218,267.76 2.2568% over 250,000 up to 300,000 39 0.2542% 10,608,662.56 1.2458% over 300,000 up to 400,000 20 0.1304% 6,854,973.93 0.8050% over 400,000 up to 500,000 5 0.0326% 2,166,696.44 0.2544% over 500,000 up to 750,000 1 0.0065% 512,083.20 0.0601% over 750,000 up to 1,000,000 0 0.0000% 0.00 0.0000% over 1,000,000 up to 1,500,000 2 0.0130% 2,474,671.19 0.2906% over 1,500,000 0 0.0000% 0.00 0.0000% Total 15,342 100.0000% 851,557,815.69 100.0000%
Years to Maturity
Number of Loans Percentage Current Balance Percentage
up to 5 yrs 4,482 29.2139% 75,409,166.44 8.8554% over 5 - 10yrs 3,912 25.4986% 173,006,122.00 20.3164% over 10 - 15yrs 2,807 18.2962% 197,812,023.00 23.2294% over 15 - 20yrs 3,885 25.3226% 375,827,829.00 44.1342% over 20 - 25yrs 141 0.9190% 15,950,841.00 1.8731% over 25 - 30yrs 112 0.7300% 13,076,650.00 1.5356% over 30 3 0.0196% 475,184.00 0.0558% Total 15,342 100.0000% 851,557,815.44 100.0000%
Current Loan/Current Market Value
Number of Loans Percentage Current Balance Percentage
0-20 5,800 37.8047% 118,254,693.02 13.8869% 20-30 2,297 14.9720% 109,958,552.44 12.9126% 30-40 2,082 13.5706% 133,650,605.68 15.6948% 40-50 1,894 12.3452% 149,797,844.56 17.5910% 50-60 1,262 8.2258% 120,638,084.52 14.1668% 60-70 1,120 7.3002% 118,243,845.14 13.8856% 70-80 642 4.1846% 71,809,272.09 8.4327% > 80 245 1.5969% 29,204,918.24 3.4296% Total 15,342 100.0000% 851,557,815.69 100.0000%
Page 11 of 14 Trust & Agency Services SIENA MORTGAGES 09-6 S.R.L. Deutsche Bank Asset Backed Certificates August 16, 2021 Distribution
Geographical Distribution
Number of Loans Percentage Current Balance Percentage
ABRUZZI 186 1.2124% 10,526,355.95 1.2361% BASILICATA 49 0.3194% 1,735,895.53 0.2038% CALABRIA 414 2.6985% 13,398,429.39 1.5734% CAMPANIA 833 5.4295% 50,892,569.04 5.9764% EMILIA-ROMAGNA 2,006 13.0752% 110,820,882.28 13.0139% FRIULI-VENEZIA GIULIA 19 0.1238% 1,105,736.52 0.1298% LAZIO 1,560 10.1682% 107,397,766.78 12.6119% LIGURIA 129 0.8408% 7,246,010.32 0.8509% LOMBARDIA 4,625 30.1460% 264,088,681.54 31.0124% MARCHE 328 2.1379% 13,806,667.20 1.6213% MOLISE 41 0.2672% 1,903,938.36 0.2236% PIEMONTE 377 2.4573% 20,298,521.56 2.3837% PUGLIA 1,805 11.7651% 81,875,849.77 9.6148% SARDEGNA 71 0.4628% 4,136,578.52 0.4858% SICILIA 1,265 8.2453% 45,684,250.31 5.3648% TOSCANA 1,251 8.1541% 92,765,060.32 10.8936% TRENTINO-ALTO ADIGE 9 0.0587% 540,009.23 0.0634% UMBRIA 180 1.1733% 10,333,756.02 1.2135% VALLE DAOSTA 44 0.2868% 2,858,243.98 0.3356% VENETO 150 0.9777% 10,142,613.07 1.1911% ESTERO 0 0.0000% 0.00 0.0000% Total 15,342 100.0000% 851,557,815.69 100.0000%
Interest Type
Number of Loans Percentage Current Balance Percentage
Fixed 3,109 20.2646% 127,157,992.00 14.9324% Floating 12,233 79.7354% 724,399,823.67 85.0676% Floating with cap 0 0.0000% 0.00 0.0000% Other 0 0.0000% 0.00 0.0000% Total 15,342 100.0000% 851,557,815.67 100.0000%
Payment Frequency
Number of Loans Percentage Current Balance Percentage
MENSILE 14,140 92.1653% 765,831,315.97 89.9330% TRIMESTRALE 214 1.3949% 19,984,198.29 2.3468% SEMESTRALE 988 6.4398% 65,742,301.43 7.7202% Total 15,342 100.0000% 851,557,815.69 100.0000%
Page 12 of 14 Trust & Agency Services SIENA MORTGAGES 09-6 S.R.L. Deutsche Bank Asset Backed Certificates August 16, 2021 Distribution
Seasoning (months)
Number of Loans Percentage Current Balance Percentage
up to 12 0 0.0000% 0.00 0.0000% over 12 up to 24 0 0.0000% 0.00 0.0000% over 24 up to 36 0 0.0000% 0.00 0.0000% over 36 up to 48 0 0.0000% 0.00 0.0000% over 48 up to 60 0 0.0000% 0.00 0.0000% over 60 up to 72 0 0.0000% 0.00 0.0000% over 72 up to 84 0 0.0000% 0.00 0.0000% over 84 15,342 100.0000% 851,557,815.69 100.0000% Total 15,342 100.0000% 851,557,815.69 100.0000%
Original Loan/Original Market Value
Number of Loans Percentage Current Balance Percentage
0-20 282 1.8381% 7,025,061.95 0.8250% 20-30 703 4.5822% 21,670,553.19 2.5448% 30-40 1,199 7.8151% 43,765,306.79 5.1394% 40-50 1,782 11.6152% 74,437,394.61 8.7413% 50-60 1,898 12.3713% 91,666,925.41 10.7646% 60-70 2,230 14.5353% 120,292,327.63 14.1261% 70-80 6,721 43.8078% 436,642,446.87 51.2757% > 80 527 3.4350% 56,057,799.24 6.5830% Total 15,342 100.0000% 851,557,815.69 100.0000%
Geographical Distribution
Number of Loans Percentage Current Balance Percentage
North 0 0.0000% 0.00 0.0000% Center 0 0.0000% 0.00 0.0000% South 0 0.0000% 0.00 0.0000% Total 0 100.0000% 0.00 100.0000%
Page 13 of 14 Trust & Agency Services SIENA MORTGAGES 09-6 S.R.L. Deutsche Bank Asset Backed Certificates August 16, 2021 Distribution
Portfolio Arrears
Number of Loans Percentage Current Balance Percentage
>0 and <=1 Months 968 6.3095% 46,605,097.23 5.4729% >1 and <=2 Months 52 0.3389% 3,025,021.68 0.3552% >2 and <=3 Months 26 0.1695% 1,490,397.68 0.1750% >3 and <=4 Months 19 0.1238% 885,713.74 0.1040% >4 and <=5 Months 23 0.1499% 1,196,664.65 0.1405% >5 and <=6 Months 21 0.1369% 1,068,004.11 0.1254% >6 and <=7 Months 12 0.0782% 775,737.21 0.0911% >7 and <=8 Months 8 0.0521% 485,643.53 0.0570% >8 and <=9 Months 7 0.0456% 453,193.57 0.0532% >9 and <=10 Months 5 0.0326% 369,204.85 0.0434% >10 and <=11 Months 4 0.0261% 192,015.38 0.0225% >11 and <=12 Months 10 0.0652% 432,402.56 0.0508% >12 Months 46 0.2998% 2,396,501.82 0.2814% Total 1,201 7.8282% 59,375,598.01 6.9726%
Page 14 of 14 Trust & Agency Services