10-D 1 final_2006-01.txt 1 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 10-D ASSET-BACKED ISSUER DISTRIBUTION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the monthly distribution period from May 1, 2006 to May 31, 2006 Commission File Number of issuing entity: 333-109722-01 ----------------- CITICORP MORTGAGE SECURITIES TRUST, SERIES 2006-01 ------------------------------------------------------------------------ (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-109722 ---------------------- CITICORP MORTGAGE SECURITIES, INC. ------------------------------------------------------------------------ (Exact name of depositor as specified in its charter) CITIMORTGAGE, INC. ------------------------------------------------------------------------- (Exact name of sponsor as specified in its charter) New York ----------------------------------------------------------------------------- (State or other jurisdiction of incorporation or organization of the issuing entity) 03-0582717 and 03-0582722 ---------------------------------------------------------------------------- (I.R.S. Employer Identification No.) 1000 Technology Drive, O'Fallon, Missouri 63368-2240 ---------------------------------------- ---------- (Address of principal executive offices of the issuing entity) (Zip Code) (636) 261-1300 ------------------------------------------------------------------------- (Telephone number, including area code) -------------------------------------------------------------------------- (Former name, former address. if changed since last report.) Registered/reporting pursuant to (check one) Title Name of exchange of Class Section 12(b) Section 12(g) Section 15(d) (if Section 12(b)) Class IVA-1 { } { } {X} _____________ Class IIA-1 { } { } {X} _____________ Class VA-1 { } { } {X} _____________ Class IA-1 { } { } {X} _____________ Class IA-2 { } { } {X} _____________ Class IA-3 { } { } {X} _____________ Class IA-4 { } { } {X} _____________ Class IA-5 { } { } {X} _____________ Class IA-6 { } { } {X} _____________ Class IA-7 { } { } {X} _____________ Class IA-8 { } { } {X} _____________ Class IA-9 { } { } {X} _____________ Class IA-10 { } { } {X} _____________ Class IA-11 { } { } {X} _____________ Class IA-12 { } { } {X} _____________ Class IA-13 { } { } {X} _____________ Class IIIA-1 { } { } {X} _____________ Class IIIA-2 { } { } {X} _____________ Class A-PO2 { } { } {X} _____________ Class A-PO1 { } { } {X} _____________ Class B-1 { } { } {X} _____________ Class B-2 { } { } {X} _____________ Class B-3 { } { } {X} _____________ Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes{X} No{ } 1 2 Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On June 26, 2006 a distribution was made to holders of Citicorp Mortgage Securities, Inc. REMIC Pass-Through Certificates, Series 2006-01 issued by Citicorp Mortgage Securities Trust, Series 2006-01. The monthly distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1. Part II - OTHER INFORMATION Item 9. Exhibits (a) The following are documents filed as part of this Form 10-D: (99.1) Monthly distribution report for the month of May 2006. (b) Exhibits required to be filed by Form 10-D and Item 601 of Regulation S-K: (4.1) Pooling and Servicing Agreement, dated as of February 01, 2006, among Citicorp Mortgage Securities, Inc., CitiMortgage, Inc., U.S. Bank National Association, and Citibank, N.A. (incorporated by reference to Exhibit 4.1 to the Current Report on Form 8-K filed by the issuing entity with the Securities and Exchange Commission on March 13, 2006.) (10.1) Form of Mortgage Loan Purchase Agreement, dated February 01, 2006, between Citicorp Mortgage Securities, Inc. and CitiMortgage, Inc. (incorporated by reference to Exhibit 10.1 to the Current Report on Form 8-K filed by the issuing entity with the Securities and Exchange Commission on March 13, 2006.) (99.1) Monthly distribution report for the month of May 2006. 2 3 SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. CITICORP MORTGAGE SECURITIES, INC. Depositor By: /s/ Cathy Johnson ------------------------- Cathy Johnson Assistant Vice President Dated: June 26, 2006 3 Exhibit No. Description ----------- ------------- (99.1) Monthly distribution report for the month of May 2006. 4 EXHIBIT 99.1 ------------- Citicorp Mortgage Securities, Inc. Distribution Date Statement to Certificateholders Remic Pass-Through Certificate Series Name: CMSI 2006-01 Payment Date: 06/26/2006 Issuer: Citicorp Mortgage Securities, Inc. Record Date: See footnote Determination Date: 06/16/2006 Distribution Date: 26-Jun-06 Distribution #: 4 W.A.C. 5.88% Trustee U.S. Bank National Association Clare M. O'Brien (617) 603-6402 Bond Administrator CitiMortgage, Inc. Linda Tonioli (636) 261-6229 Paying Agent: Citibank N.A. Nancy Forte (212) 816-5685

--------------------------------------------------------------------------------------------------------------------------------- Next Accrual Accrual Current Succeeding Start End Class Coupon Type Coupon Coupon Date Date Original Par CUSIP # --------------------------------------------------------------------------------------------------------------------------------- IVA-1 Fixed 5.00000% 5.00000% 0305/01/2006 0305/31/2006 $23,410,949.00 1729735L9 **~ IVA-IO WAC IO 0.~~24893~~24918% 0.~~24905~~24927% 0305/01/2006 0305/31/2006 $21,316,951.63 ------------------- Class A-10 YR REG Total $23,410,949.00 IIA-1 Fixed 5.00000% 5.00000% 0305/01/2006 0305/31/2006 $126,888,546.00 1729735F2 **~ IIA-IO WAC IO 0.~~33951~~33741% 0.~~33985~~33738% 0305/01/2006 0305/31/2006 $124,258,080.14 ------------------- Class A-15 YR REG Total $126,888,546.00 VA-1 Fixed 5.50000% 5.50000% 0305/01/2006 0305/31/2006 $33,041,545.00 1729735M7 **~ VA-IO WAC IO 0.~~20787~~20546% 0.~~20792~~20549% 0305/01/2006 0305/31/2006 $28,775,753.58 ------------------- Class A-20 YR REG Total $33,041,545.00 IA-1 Fixed 6.00000% 6.00000% 0305/01/2006 0305/31/2006 $7,478,000.00 1729734S5 IA-2 Fixed 6.00000% 6.00000% 0305/01/2006 0305/31/2006 $7,648,000.00 1729734T3 IA-3 Fixed 6.00000% 6.00000% 0305/01/2006 0305/31/2006 $6,458,000.00 1729734U0 IA-4 Fixed 6.00000% 6.00000% 0305/01/2006 0305/31/2006 $8,416,000.00 1729734V8 IA-5 PO 0.00000% 0.00000% 0305/01/2006 0305/31/2006 $2,727,273.00 1729734W6 IA-6 NAS, Spr Snr 5.50000% 5.50000% 0305/01/2006 0305/31/2006 $20,000,000.00 1729734X4 IA-7 Fixed 5.50000% 5.50000% 0305/01/2006 0305/31/2006 $317,941,811.00 1729734Y2 IA-8 Accretion Dir/VADM 5.50000% 5.50000% 0305/01/2006 0305/31/2006 $16,170,916.00 1729734Z9 IA-9 Accrual, Spr Snr 5.50000% 5.50000% 0305/01/2006 0305/31/2006 $10,000,000.00 1729735A3 IA-1Accrual, Spr Snr Spt 5.50000% 5.50000% 0305/01/2006 0305/31/2006 $260,000.00 1729735B1 IA-11 NAS, Spr Snr Spt 5.50000% 5.50000% 0305/01/2006 0305/31/2006 $1,000,000.00 1729735C9 IA-12 NAS 5.50000% 5.50000% 0305/01/2006 0305/31/2006 $20,900,000.00 1729735D7 IA-13 Fixed 5.50000% 5.50000% 0305/01/2006 0305/31/2006 $158,530,615.00 1729735E5 **~ IA-IO WAC IO 0.~~28295~~28181% 0.~~28155~~28120% 0305/01/2006 0305/31/2006 $552,502,230.37 ------------------- Class A-30 YR REG Total $577,530,615.00 IIIA-1 Spr Snr 5.00000% 5.00000% 0305/01/2006 0305/31/2006 $45,920,000.00 1729735H8 IIIA-2 Spr Snr Spt 5.00000% 5.00000% 0305/01/2006 0305/31/2006 $1,148,939.00 1729735J4 **~ IIIA-IO WAC IO 0.~~32401~~32404% 0.~~32404~~32405% 0305/01/2006 0305/31/2006 $47,101,546.81 ------------------- Class A-30 YR RELO Total $47,068,939.00 ~ A-PO2 Principal Only 0.00000% 0.00000% 0305/01/2006 0305/31/2006 $347,640.00 1729735P0 ------------------- Class A-COMBO 10-15 YR Total $347,640.00 ~ A-PO1 Principal Only 0.00000% 0.00000% 0305/01/2006 0305/31/2006 $1,830,180.00 1729735N5 ------------------- Class A-COMBO 20-30 YR Total $1,830,180.00 B-1 Subordinated 5.~~37816~~37860% 5.~~37838~~37882% 0305/01/2006 0305/31/2006 $11,217,000.00 1729735Q8 B-2 Subordinated 5.~~37816~~37860% 5.~~37838~~37882% 0305/01/2006 0305/31/2006 $3,739,000.00 1729735R6 B-3 Subordinated 5.~~37816~~37860% 5.~~37838~~37882% 0305/01/2006 0305/31/2006 $2,077,000.00 1729735S4 B-4 Subordinated 5.~~37816~~37860% 5.~~37838~~37882% 0305/01/2006 0305/31/2006 $1,661,000.00 1729735T2 B-5 Subordinated 5.~~37815~~37860% 5.~~37838~~37882% 0305/01/2006 0305/31/2006 $830,000.00 1729735U9 B-6 Subordinated 5.~~37816~~37860% 5.~~37838~~37882% 0305/01/2006 0305/31/2006 $1,248,270.91 1729735V7 ------------------- Class SUB Total $20,772,270.91 =================== $830,890,684.91 ** Denotes Notional Balance Record Date: For a distribution day, the close of business on (a) for a LIBOR class, the last day (whether or not a business day) of its last LIBOR accrual period preceding the distribution day, and (b) for any other class, the last day of the preceding month.

6 Citicorp Mortgage Securities, Inc. Distribution Date Statement to Certificate Holders Remic Pass-Through Certificate Series Name: CMSI 2006-01 Payment Date: 06/26/2006

---------------------------------------------------------------------------------------------------------------- Non Interest Supported * Interest Interest Principal CLASS Accrued Shortfall Shortfall Recoveries Recoveries Interest Paid ---------------------------------------------------------------------------------------------------------------- IVA-1 $9695,~~846~~369.6670 $0.00 $0.00 $0.00 $0.00 $9695,~~846~~369.6670 IVA-IO $4,~~390~~327.3245 $0.00 $0.00 $0.00 $0.00 $4,~~390~~327.3245 ----------------------------------------------------------------------------------------------------- A-10 YR REG $~~101~~99,~~236~~697.9815 $0.00 $0.00 $0.00 $0.00 $~~101~~99,~~236~~697.9815 IIA-1 $~~526~~511,~~598~~548.4361 $0.00 $0.00 $0.00 $0.00 $~~526~~511,~~598~~548.4361 IIA-IO $3533,~~016~~789.2060 $0.00 $0.00 $0.00 $0.00 $3533,~~016~~789.2060 ----------------------------------------------------------------------------------------------------- A-15 YR REG $~~561~~545,~~614~~338.6321 $0.00 $0.00 $0.00 $0.00 $~~561~~545,~~614~~338.6321 VA-1 $~~151~~148,~~079~~065.1493 $0.00 $0.00 $0.00 $0.00 $~~151~~148,~~079~~065.1493 VA-IO $4,~~972~~816.8725 $0.00 $0.00 $0.00 $0.00 $4,~~972~~816.8725 ----------------------------------------------------------------------------------------------------- A-20 YR REG $~~156~~152,~~052~~882.0118 $0.00 $0.00 $0.00 $0.00 $~~156~~152,~~052~~882.0118 IA-1 $37,390.00 $0.00 $0.00 $0.00 $0.00 $37,390.00 IA-2 $38,240.00 $0.00 $0.00 $0.00 $0.00 $38,240.00 IA-3 $32,290.00 $0.00 $0.00 $0.00 $0.00 $32,290.00 IA-4 $42,080.00 $0.00 $0.00 $0.00 $0.00 $42,080.00 IA-5 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 IA-6 $91,666.67 $0.00 $0.00 $0.00 $0.00 $91,666.67 IA-7 $1,~~453~~433,~~536~~749.1998 $0.00 $0.00 $0.00 $0.00 $1,~~453~~433,~~536~~749.1998 IA-8 $73,~~901~~467.1714 $0.00 $0.00 $0.00 $0.00 $73,~~901~~467.1714 IA-9 $46,~~043~~466.4043 $0.00 $0.00 $0.00 $0.00 $0.00 IA-10 $1,~~197~~208.13 $0.00 $0.00 $0.00 $0.00 $0.00 IA-11 $4,583.33 $0.00 $0.00 $0.00 $0.00 $4,583.33 IA-12 $95,791.67 $0.00 $0.00 $0.00 $0.00 $95,791.67 IA-13 $~~725~~717,~~199~~713.8363 $0.00 $0.00 $0.00 $0.00 $~~725~~717,~~199~~713.8363 IA-IO $~~130~~128,~~019~~134.1951 $0.00 $0.00 $0.00 $0.00 $~~130~~128,~~019~~134.1951 ----------------------------------------------------------------------------------------------------- A-30 YR REG $2,~~771~~742,~~938~~781.5849 $0.00 $0.00 $0.00 $0.00 $2,~~724~~695,~~698~~106.0593 IIIA-1 $190,~~652~~115.1017 $0.00 $0.00 $0.00 $0.00 $190,~~652~~115.1017 IIIA-2 $4,~~770~~756.2077 $0.00 $0.00 $0.00 $0.00 $4,~~770~~756.2077 IIIA-IO $12,~~672~~638.5075 $0.00 $0.00 $0.00 $0.00 $12,~~672~~638.5075 ----------------------------------------------------------------------------------------------------- A-30 YR RELO $~~208~~207,~~094~~510.8069 $0.00 $0.00 $0.00 $0.00 $~~208~~207,~~094~~510.8069 A-PO2 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 ----------------------------------------------------------------------------------------------------- A-COMBO 10-1 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 A-PO1 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 ----------------------------------------------------------------------------------------------------- A-COMBO 20-3 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 RES $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 ----------------------------------------------------------------------------------------------------- RES Total $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 B-1 $50,~~188~~025.9710 $0.00 $0.00 $0.00 $0.00 $50,~~188~~025.9710 B-2 $16,~~729~~675.6603 $0.00 $0.00 $0.00 $0.00 $16,~~729~~675.6603 B-3 $9,~~293~~262.2692 $0.00 $0.00 $0.00 $0.00 $9,~~293~~262.2692 B-4 $7,~~431~~407.9266 $0.00 $0.00 $0.00 $0.00 $7,~~431~~407.9266 B-5 $3,~~713~~701.7260 $0.00 $0.00 $0.00 $0.00 $3,~~713~~701.7260 B-6 $5,~~585~~566.2299 $0.00 $0.00 $0.00 $0.00 $5,~~585~~566.2299 ----------------------------------------------------------------------------------------------------- SUB Total $92,~~942~~639.7530 $0.00 $0.00 $0.00 $0.00 $92,~~942~~639.7530 ====================================================================================================== Total $3,~~891~~840,~~879~~849.7502 $0.00 $0.00 $0.00 $0.00 $3,~~844~~793,~~639~~174.2246 * Regular and residual interests have equal rights to service fee to reduce non-supported ~~prepaymen~~prepayment interest shortfalls.

----------------------------------------------------------------------------- Interest Cum Unpaid Relief Act Paid Per Interest Interest CLASS Certificate Shortfalls Shortfalls ----------------------------------------------------------------------------- IVA-1 4.~~13681052~~07372209 $0.00 $0.00 IVA-IO 0.~~20595440~~20300510 $0.00 $0.00 -------------------------------------- A-10 YR REG To $0.00 $0.00 IIA-1 4.~~15008641~~03147980 $0.00 $0.00 IIA-IO 0.~~28180220~~27193081 $0.00 $0.00 -------------------------------------- A-15 YR REG To $0.00 $0.00 VA-1 4.~~57239938~~48120480 $0.00 $0.00 VA-IO 0.~~17281459~~16737181 $0.00 $0.00 -------------------------------------- A-20 YR REG To $0.00 $0.00 IA-1 5.00000000 $0.00 $0.00 IA-2 5.00000000 $0.00 $0.00 IA-3 5.00000000 $0.00 $0.00 IA-4 5.00000000 $0.00 $0.00 IA-5 0.00000000 $0.00 $0.00 IA-6 4.58333350 $0.00 $0.00 IA-7 4.~~57170507~~50947290 $0.00 $0.00 IA-8 4.~~57000519~~54316503 $0.00 $0.00 IA-9 0.00000000 $0.00 $0.00 IA-10 0.00000000 $0.00 $0.00 IA-11 4.58333000 $0.00 $0.00 IA-12 4.58333349 $0.00 $0.00 IA-13 4.~~57450966~~52728724 $0.00 $0.00 IA-IO 0.~~23532790~~23191673 $0.00 $0.00 -------------------------------------- A-30 YR REG To $0.00 $0.00 IIIA-1 4.~~15183145~~14013872 $0.00 $0.00 IIIA-2 4.~~15183051~~14014147 $0.00 $0.00 IIIA-IO 0.~~26904637~~26832983 $0.00 $0.00 -------------------------------------- A-30 YR RELO T $0.00 $0.00 A-PO2 0.00000000 $0.00 $0.00 -------------------------------------- A-COMBO 10-15 $0.00 $0.00 A-PO1 0.00000000 $0.00 $0.00 -------------------------------------- A-COMBO 20-30 $0.00 $0.00 RES 0.00000000 $0.00 $0.00 -------------------------------------- RES Total $0.00 $0.00 B-1 4.~~47436659~~45975751 $0.00 $0.00 B-2 4.~~47436748~~45975662 $0.00 $0.00 B-3 4.~~47436688~~45975927 $0.00 $0.00 B-4 4.~~47436484~~45975918 $0.00 $0.00 B-5 4.~~47436145~~45975904 $0.00 $0.00 B-6 4.~~47436526~~45976106 $0.00 $0.00 -------------------------------------- SUB Total $0.00 $0.00 ========================================== Total $0.00 $0.00

7 Citicorp Mortgage Securities, Inc. Distribution Date Statement to Certificateholders Remic Pass-Through Certificate Series Name: CMSI 2006-01 Payment Date: 06/26/2006

--------------------------------------------------------------------------------------------------------------- Certificate Reductions not part of Principal distributions Paid Cumulative Principal to reduce Principal Per Principal CLASS Due Stated Amount Paid Certificate Loss --------------------------------------------------------------------------------------------------------------- IVA-1 $~~174~~178,~~942~~135.8043 $0.00 $~~174~~178,~~942~~135.8043 7.~~47269152~~60906489 0.00 IVA-IO $.00 $0.00 $.00 0.00000000 0.00 ---------------------------------------------------------------------------------------------------- A-10 YR REG Total $~~174~~178,~~942~~135.8043 $0.00 $~~174~~178,~~942~~135.8043 0.00 IIA-1 $1560,~~741,306~~755.6374 $0.00 $1560,~~741,306~~755.6374 134.~~72311911~~41927784 0.00 IIA-IO $.00 $0.00 $.00 0.00000000 0.00 ---------------------------------------------------------------------------------------------------- A-15 YR REG Total $1560,~~741,306~~755.6374 $0.00 $1560,~~741,306~~755.6374 0.00 VA-1 $87,~~259~~571.0052 $0.00 $87,~~259~~571.0052 2.~~64088740~~65034580 0.00 VA-IO $.00 $0.00 $.00 0.00000000 0.00 ---------------------------------------------------------------------------------------------------- A-20 YR REG Total $87,~~259~~571.0052 $0.00 $87,~~259~~571.0052 0.00 IA-1 $.00 $0.00 $.00 0.00000000 0.00 IA-2 $.00 $0.00 $.00 0.00000000 0.00 IA-3 $.00 $0.00 $.00 0.00000000 0.00 IA-4 $.00 $0.00 $.00 0.00000000 0.00 IA-5 $.00 $0.00 $.00 0.00000000 0.00 IA-6 $.00 $0.00 $.00 0.00000000 0.00 IA-7 $21,~~516~~862,~~185~~138.7952 $0.00 $21,~~516~~862,~~185~~138.7952 75.~~91398207~~85685322 0.00 IA-8 $47,~~240~~674.5356 $0.00 $47,~~240~~674.5356 2.~~92132678~~94816694 0.00 IA-9 $.00 $0.00 $.00 0.00000000 0.00 IA-10 $.00 $0.00 $.00 0.00000000 0.00 IA-11 $.00 $0.00 $.00 0.00000000 0.00 IA-12 $.00 $0.00 $.00 0.00000000 0.00 IA-13 $~~952~~704,~~010~~548.6984 $0.00 $~~952~~704,~~010~~548.6984 64.~~00521666~~44424467 0.00 IA-IO $.00 $0.00 $.00 0.00000000 0.00 ---------------------------------------------------------------------------------------------------- A-30 YR REG Total $32,~~515~~614,~~437~~361.0192 $0.00 $32,~~515~~614,~~437~~361.0192 0.00 IIIA-1 $6557,~~283~~666.2316 $0.00 $6557,~~283~~666.2316 1.~~42167313~~25579617 0.00 IIIA-2 $1,~~633~~442.4283 $0.00 $1,~~633~~442.4283 1.~~42167687~~25579339 0.00 IIIA-IO $.00 $0.00 $.00 0.00000000 0.00 ---------------------------------------------------------------------------------------------------- A-30 YR RELO Total $6659,~~916~~108.6599 $0.00 $6659,~~916~~108.6599 0.00 A-PO2 $1,~~755~~783.0833 $0.00 $1,~~755~~783.0833 5.~~04855598~~12981820 0.00 ---------------------------------------------------------------------------------------------------- MBO 10-15 YR Total $1,~~755~~783.0833 $0.00 $1,~~755~~783.0833 0.00 A-PO1 $2,~~536~~592.9989 $0.00 $2,~~536~~592.9989 1.~~38619699~~41674043 0.00 ---------------------------------------------------------------------------------------------------- MBO 20-30 YR Total $2,~~536~~592.9989 $0.00 $2,~~536~~592.9989 0.00 B-1 $18,~~670~~968.1644 $0.00 $18,~~670~~968.1644 1.~~66445217~~69104395 0.00 B-2 $6,~~223~~322.3881 $0.00 $6,~~223~~322.3881 1.~~66445039~~69104306 0.00 B-3 $3,~~457~~512.0730 $0.00 $3,~~457~~512.0730 1.~~66445354~~69104478 0.00 B-4 $2,~~764~~808.6582 $0.00 $2,~~764~~808.6582 1.~~66444913~~69104154 0.00 B-5 $1,~~381~~403.4957 $0.00 $1,~~381~~403.4957 1.~~66444578~~69104819 0.00 B-6 $2,~~077~~110.6988 $0.00 $2,~~077~~110.6988 1.~~66445439~~69104317 0.00 ---------------------------------------------------------------------------------------------------- SUB Total $3435,~~574~~126.4482 $0.00 $3435,~~574~~126.4482 0.00 ===================================================================================================== Total $53,~~624~~539,~~728~~436.6064 $0.00 $53,~~624~~539,~~728~~436.6064 0.00

8 Citicorp Mortgage Securities, Inc. Distribution Date Statement to Certificateholders Remic Pass-Through Certificate Series Name: CMSI 2006-01 Payment Date: 06/26/2006

----------------------------------------------------------------------------------------------------------------------------------- CLASS Previous Period's Ending Period's Beginning Balance Ending Balance Ending Balance Beginning Ending Prepayment Balance Balance Per Certificate Per Certificate Pool Factor Class PCT Class PCT Percentage ----------------------------------------------------------------------------------------------------------------------------------- IVA-1 $2322,~~243~~888,~~198~~728.2939 $2322,~~068~~710,~~255~~592.4996 ~~992~~977.~~83451901~~69331734 ~~985~~970.~~36182749~~08425246 0.~~98536183~~97008425 97.~~487378316~~483161215% 97.~~485481227~~481058467% 100.000000000% ** IVA-IO $2120,~~163~~840,~~993~~043.0480 $2120,~~004~~677,~~467~~609.3139 ~~992~~977.~~82455613~~62776600 ~~985~~970.~~34104100~~00780172 0.~~98534104~~97000780 0.000000000% 0.000000000% 0.000000000% ----------------------------------------------------------------------------------------------------------------------- A-10YRREG $2322,~~243~~888,~~198~~728.2939 $2322,~~068~~710,~~255~~592.4996 97.~~487378316~~483161215% 97.~~485481227~~481058467% 100.000000000% IIA-1 $~~126~~122,~~383~~771,~~623~~665.9598$~~124~~122,~~642~~210,~~317~~910.3224 ~~996~~967.~~02074367~~55514859 ~~982~~963.~~29762456~~13587075 0.~~98229762~~96313587 97.~~494662076~~441523988% 97.~~469708816~~439618079% 100.000000000% ** IIA-IO $~~123~~120,~~763~~172,~~676~~802.8912$~~122~~119,~~032~~622,~~919~~533.9633 ~~996~~967.~~02115815~~12263689 ~~982~~962.~~09243071~~69420222 0.~~98209243~~96269420 0.000000000% 0.000000000% 0.000000000% ----------------------------------------------------------------------------------------------------------------------- A-15YRREG $~~126~~122,~~383~~771,~~623~~665.9598$~~124~~122,~~642~~210,~~317~~910.3224 97.~~494662076~~441523988% 97.~~469708816~~439618079% 100.000000000% VA-1 $32,~~962~~305,~~721~~293.3147 $32,~~875~~217,~~462~~721.3195 ~~997~~977.~~61440665~~71740002 ~~994~~975.~~97351925~~06705422 0.~~99497352~~97506705 97.~~483152462~~444884649% 97.~~482346029~~444037296% 100.000000000% ** VA-IO $28,~~707~~129,~~197~~353.6777 $28,~~630~~052,~~252~~450.5977 ~~997~~977.~~61758072~~53665049 ~~994~~974.~~94362538~~86415749 0.~~99494363~~97486416 0.000000000% 0.000000000% 0.000000000% ----------------------------------------------------------------------------------------------------------------------- A-20YRREG $32,~~962~~305,~~721~~293.3147 $32,~~875~~217,~~462~~721.3195 97.~~483152462~~444884649% 97.~~482346029~~444037296% 100.000000000% IA-1 $7,478,000.00 $7,478,000.00 1,000.00000000 1,000.00000000 1.00000000 1.~~264773344~~277697833% 1.~~272268932~~283359671% 0.000000000% IA-2 $7,648,000.00 $7,648,000.00 1,000.00000000 1,000.00000000 1.00000000 1.~~293525881~~306744187% 1.~~301191868~~312534737% 0.000000000% IA-3 $6,458,000.00 $6,458,000.00 1,000.00000000 1,000.00000000 1.00000000 1.~~092258125~~103419712% 1.~~098731314~~108309274% 0.000000000% IA-4 $8,416,000.00 $8,416,000.00 1,000.00000000 1,000.00000000 1.00000000 1.~~423419693~~437965360% 1.~~431855487~~444337388% 0.000000000% IA-5 $2,727,273.00 $2,727,273.00 1,000.00000000 1,000.00000000 1.00000000 0.~~461270686~~465984327% 0.~~464004373~~468049235% 0.000000000% IA-6 $20,000,000.00 $20,000,000.00 1,000.00000000 1,000.00000000 1.00000000 3.~~382651363~~417218062% 3.~~402698401~~432360714% 0.000000000% IA-7 $~~317~~312,~~135~~818,~~169~~177.1074$~~314~~310,~~618~~956,~~983~~039.3122 ~~997~~983.~~46292601~~88499693 ~~989~~978.~~54894394~~02814371 0.~~98954894~~97802814 53.~~637885605~~448396367% 53.~~527675584~~365664648% 72.550266447% IA-8 $16,~~123~~029,~~891~~193.0041 $1615,~~076~~981,~~650~~518.4785 ~~997~~991.~~09200147~~23595781 ~~994~~988.~~17067469~~28779087 0.~~99417067~~98828779 2.~~727075093~~738762462% 2.~~735199643~~742716873% 0.000000000% IA-9 $10,~~045~~138,~~833~~131.3317 $10,~~091~~184,~~876~~597.7360 1,~~004~~013.~~58333300~~81311700 1,~~009~~018.~~18767300~~45976000 1.~~00918767~~01845976 1.~~699077590~~732210247% 1.~~716980641~~747860634% 0.000000000% IA-10 $~~261~~263,~~191~~591.6742 $~~262~~264,~~388~~799.8055 1,~~004~~013.~~58334615~~81315385 1,~~009~~018.~~18769231~~45980769 1.~~00918769~~01845981 0.~~044176017~~045037468% 0.~~044641497~~045444378% 0.000000000% IA-11 $1,000,000.00 $1,000,000.00 1,000.00000000 1,000.00000000 1.00000000 0.~~169132568~~170860903% 0.~~170134920~~171618035% 0.000000000% IA-12 $20,900,000.00 $20,900,000.00 1,000.00000000 1,000.00000000 1.00000000 3.~~534870674~~570992875% 3.~~555819829~~586816946% 0.000000000% IA-13 $~~158~~156,~~225~~592,~~418~~064.2634$~~157~~155,~~273~~887,~~407~~515.5750 ~~998~~987.~~07484037~~77175841 ~~992~~983.~~06962371~~32751374 0.~~99206962~~98332751 26.~~761071339~~755461537% 26.~~757698629~~753109204% 27.449733552% ** IA-IO $~~551~~545,~~420~~622,~~504~~593.2232$~~547~~543,~~986~~089,~~452~~895.0901 ~~998~~987.~~04213252~~54821850 ~~991~~982.~~82667864~~96416767 0.~~99182668~~98296417 0.000000000% 0.000000000% 0.000000000% ----------------------------------------------------------------------------------------------------------------------- A-30YRREG $~~576~~570,~~418~~468,~~776~~431.3608$~~572~~567,~~950~~901,~~579~~743.8872 97.~~491187984~~470751347% 97.~~478901124~~462181744% 100.000000000% IIIA-1 $45,~~756~~627,~~504~~641.2042 $45,~~691~~569,~~220~~975.9726 ~~996~~993.~~43955139~~63330618 ~~995~~992.~~01787827~~37751002 0.~~99501788~~99237751 95.~~112134645~~110815693% 95.~~111423396~~110532110% 97.559029320% IIIA-2 $1,~~144~~141,~~848~~624.2605 $1,~~143~~140,~~214~~181.8422 ~~996~~993.~~43954988~~63329994 ~~995~~992.~~01787301~~37750655 0.~~99501787~~99237751 2.~~379748273~~379715261% 2.~~379730468~~379708172% 2.440970679% ** IIIA-IO $46,~~934~~804,~~089~~180.8972 $46,~~868~~746,~~261~~164.1009 ~~996~~993.~~44476814~~68670224 ~~995~~992.~~04717518~~45496711 0.~~99504718~~99245497 0.000000000% 0.000000000% 0.000000000% ----------------------------------------------------------------------------------------------------------------------- A-30YRRELO $46,~~901~~769,~~352~~265.4647 $46,~~834~~710,~~435~~156.8148 97.~~491882919~~490530954% 97.~~491153864~~490240282% 100.000000000% A-PO2 $~~345~~342,~~932~~444.3199 $~~344~~340,~~177~~661.2366 ~~995~~985.~~08776320~~05635140 ~~990~~979.~~03920723~~92653320 0.~~99003921~~97992653 0.000000000% 0.000000000% 0.000000000% ----------------------------------------------------------------------------------------------------------------------- COMBO10-15 $~~345~~342,~~932~~444.3199 $~~344~~340,~~177~~661.2366 0.000000000% 0.000000000% 0.000000000% A-PO1 $1,~~827~~819,~~787~~253.8635 $1,~~825~~816,~~250~~660.8746 ~~998~~994.~~69294823~~02974024 ~~997~~992.~~30675125~~61299981 0.~~99730675~~99261300 0.000000000% 0.000000000% 0.000000000% ----------------------------------------------------------------------------------------------------------------------- COMBO20-30 $1,~~827~~819,~~787~~253.8635 $1,~~825~~816,~~250~~660.8746 0.000000000% 0.000000000% 0.000000000% B-1 $11,~~198~~160,~~396~~923.1210 $11,~~179~~141,~~725~~954.9666 ~~998~~995.~~34145672~~00072212 ~~996~~993.~~67700455~~30967817 0.~~99667700~~99330968 1.~~354676114~~367975088% 1.~~361597363~~371512592% 0.000000000% B-2 $3,~~732~~720,~~798~~307.70 $3,~~726~~713,~~575~~984.3289 ~~998~~995.~~34145493~~00072212 ~~996~~993.~~67700455~~30967906 0.~~99667700~~99330968 0.~~451558704~~455991696% 0.~~453865787~~457170864% 0.000000000% B-3 $2,~~073~~066,~~555~~616.2049 $2,~~070~~063,~~098~~104.1319 ~~998~~995.~~34145402~~00071738 ~~996~~993.~~67700048~~30967260 0.~~99667700~~99330967 0.~~250839108~~253301617% 0.~~252120684~~253956640% 0.000000000% B-4 $1,~~658~~652,~~245~~696.1620 $1,~~655~~649,~~480~~887.5138 ~~998~~995.~~34145695~~00072246 ~~996~~993.~~67700783~~30968092 0.~~99667701~~99330968 0.~~200598825~~202568121% 0.~~201623716~~203091951% 0.000000000% B-5 $~~828~~825,~~623~~850.4160 $~~827~~824,~~241~~447.9203 ~~998~~995.~~34145783~~00072289 ~~996~~993.~~67701205~~30967470 0.~~99667701~~99330967 0.~~100239027~~101223083% 0.~~100751165~~101484839% 0.000000000% B-6 $1,~~246~~242,~~200~~030.6045 $1,~~244~~239,~~122~~919.9157 ~~998~~995.~~34145778~~00071663 ~~996~~993.~~67700339~~30967346 0.~~99667700~~99330967 0.~~150753569~~152233529% 0.~~151523792~~152627196% 0.000000000% ----------------------------------------------------------------------------------------------------------------------- SUB Total $20,~~737~~668,~~819~~424.1954 $20,~~703~~633,~~244~~297.7572 2.~~508665350~~533293136% 2.~~521482509~~539844085% 0.000000000% ====================================================================================================================== Total $~~828~~818,~~821~~033,~~211~~507.7327 $~~823~~814,~~243~~541,~~723~~745.6619 PO Balance $2,~~173~~161,~~720~~698.1734 $2,~~169~~157,~~428~~322.1012 Non PO Bal $~~826~~815,~~647~~871,~~491~~808.5693 $~~821~~812,~~074~~384,~~295~~423.5607

9 Citicorp Mortgage Securities, Inc. Distribution Date Statement to Certificateholders Remic Pass-Through Certificate Series Name: CMSI 2006-01 Payment Date: 06/26/2006 Delinquency Status - Determined by the MBA Method -------------------------------------------------- 30 - 59 days Delq 60+ days Book Value REO ----------------------------------------------------- Number 4 1 0 Amount $1,686,430.51 $1,057,983.22 $0.00 Stated Collateral Information ------------------------------- Service Fees Begin Balance Aggregate Adj Balance -------------------------------------------------------------------- $78,625.73 $818,033,507.27 $814,541,745.19 Advances ------------ Voluntary Advances $0.00 Trustee Advances $0.00 Advance Account Advances $0.00 Certificate Account Advances $84,876.59 Summary of Disbursements ------------------------- Withdrawals Remittances Residual and (Deposits) P&I Distributed ----------------------------------------------------------------- $7,332,611.10 $0.00 $0.00 $7,332,611.10 10 Citicorp Mortgage Securities, Inc. Distribution Date Statement to Certificateholders Remic Pass-Through Certificate Series Name: CMSI 2006-01 Payment Date: 06/26/2006 COLLATERAL INFORMATION: GENERAL INFORMATION: AT ISSUE BEGINNING ENDING WAC-SCHED BAL 5.88% 5.88% WAM 317 314 313 AVG LTV 64 64 64 AVG LOAN SIZE $571,845 $568,079 $566,441 # OF LOANS 1,453 1,440 1,438 ACTUAL BALANCE $830,890,684.91 $818,978,581.26 $815,489,123.96 SCHEDULED BALANCE $830,890,684.91 $818,033,507.27 $814,541,745.19 TYPE OF DWELLING UNIT: AT ISSUE CURRENT SNGL FAM DET 84% 84% 2-4 FAMILY 3% 3% TOWNHOUSE 1% 1% CONDOMINIUM 6% 6% COOPERATIVE 6% 6% GEOGRAPHIC DISTRIBUTION: LTV DISTRIBUTION: AT ISSUE CURRENT AT ISSUE CURRENT 65% AND BELOW 46% 46% CA 33% CA 33% 65.01-75% 22% 22% NY 19% NY 19% 75.01-80% 32% 32% NJ 5% NJ 5% OVER 80% 0% 0% MA 4% MA 4% FL 4% FL 3% OTHER 35% OTHER 36% CREDIT ENHANCEMENT: AT ISSUE CURRENT SUBORDINATION 2.50% $20,772,270.91 2.53% $20,633,297.72 CUMULATIVE LOSS REDUCTION $0.00 PREPAYMENT INFORMATION: SCHEDULED PRINCIPAL: $1,387,840.03 PRINCIPAL PREPAYMENTS: $2,103,922.05 1 MONTH 3 MONTH 12 MONTH CUMULATIVE PRICING SPEED(CPR):See Prospectus PREPAYMENT HISTORY(PSA): 215% 393% 0% 345% PREPAYMENT HISTORY(CPR): 3.07% 4.83% 0.00% 3.89% DELINQUENCY (1)

--------------------------------------------------------------------------------------------------------- Number of Amount of Scheduled Amount of Actual Pool Item loans Balance Balance # PCT Amount PCT Amount PCT --------------------------------------------------------------------------------------------------------- (2) 30-59 Days 34 0.2128% $1,~~477~~682,~~171~~788.3899 0.1821% $1,~~482~~686,~~731~~430.0651 0.1821% (2) 60-89 Days 01 0.0007% $01,054,918.0051 0.0013% $01,057,983.0022 0.0013% (2) 90 + Days 0 0.00% $0.00 0.00% $0.00 0.00% REAL ESTATE OWNED BY THE TRUST 0 0.00% $0.00 0.00% $0.00 0.00% FORECLOSURES IN PROCESS 0 0.00% $0.00 0.00% $0.00 0.00% BANKRUPTCIES IN PROCESS 0 0.00% $0.00 0.00% $0.00 0.00% PURCHASE AMOUNT ADVANCES NA

(1) DETERMINED BY THE MBA METHOD. (2) DOES NOT INCLUDE REAL ESTATE OWNED BY THE TRUST. ------------------------------------------------------------------------------- 30 REG COLLATERAL INFORMATION: GENERAL INFORMATION: AT ISSUE BEGINNING ENDING WAC-SCHED BAL 6.00% 6.00% WAM 357 354 353 AVG LTV 66 66 66 AVG LOAN SIZE $573,304 $570,844 $569,438 # OF LOANS 1,036 1,028 1,026 ACTUAL BALANCE $593,942,929.96 $587,276,716.65 $584,686,361.02 SCHEDULED BALANCE $593,942,929.96 $586,827,431.72 $584,243,415.11 TYPE OF DWELLING UNIT: AT ISSUE CURRENT SNGL FAM DET 82% 82% 2-4 FAMILY 3% 3% TOWNHOUSE 2% 2% CONDOMINIUM 6% 6% COOPERATIVE 7% 7% GEOGRAPHIC DISTRIBUTION: LTV DISTRIBUTION: AT ISSUE CURRENT AT ISSUE CURRENT 65% AND BELOW 43% 43% CA 34% CA 34% 65.01-75% 22% 22% NY 21% NY 22% 75.01-80% 35% 35% NJ 4% NJ 5% OVER 80% 0% 0% MD 4% MD 4% MA 3% MA 3% OTHER 34% OTHER 32% PREPAYMENT INFORMATION: SCHEDULED PRINCIPAL: $609,584.11 PRINCIPAL PREPAYMENTS: $1,974,432.50 1 MONTH 3 MONTH 12 MONTH CUMULATIVE PRICING SPEED(CPR):See Prospectus PREPAYMENT HISTORY(PSA): 284% 374% 0% 331% PREPAYMENT HISTORY(CPR): 3.97% 4.49% 0.00% 3.64% DELINQUENCY (1)

--------------------------------------------------------------------------------------------------------- Number of Amount of Scheduled Amount of Actual Pool Item loans Balance Balance # PCT Amount PCT Amount PCT --------------------------------------------------------------------------------------------------------- (2) 30-59 Days 13 0.1029% $~~525~~1,~~980~~147,621.3329 0.0920% $~~526~~1,149,995.4146 0.0920% ARM (2) 60-89 Days 01 0.0010% $01,054,918.0051 0.0018% $01,057,983.0022 0.0018% (2) 90 + Days 0 0.00% $0.00 0.00% $0.00 0.00% REAL ESTATE OWNED BY THE TRUST 0 0.00% $0.00 0.00% $0.00 0.00% FORECLOSURES IN PROCESS 0 0.00% $0.00 0.00% $0.00 0.00% BANKRUPTCIES IN PROCESS 0 0.00% $0.00 0.00% $0.00 0.00% PURCHASE AMOUNT ADVANCES NA

(1) DETERMINED BY THE MBA METHOD. (2) DOES NOT INCLUDE REAL ESTATE OWNED BY THE TRUST. ------------------------------------------------------------------------------- 15 REG COLLATERAL INFORMATION: GENERAL INFORMATION: AT ISSUE BEGINNING ENDING WAC-SCHED BAL 5.56% 5.56% WAM 177 174 173 AVG LTV 57 57 57 AVG LOAN SIZE $584,691 $576,395 $573,774 # OF LOANS 223 219 219 ACTUAL BALANCE $130,386,201.96 $126,540,032.78 $125,974,951.44 SCHEDULED BALANCE $130,386,201.96 $126,230,474.23 $125,656,524.10 TYPE OF DWELLING UNIT: AT ISSUE CURRENT SNGL FAM DET 86% 87% 2-4 FAMILY 1% 1% TOWNHOUSE 2% 1% CONDOMINIUM 7% 7% COOPERATIVE 4% 4% GEOGRAPHIC DISTRIBUTION: LTV DISTRIBUTION: AT ISSUE CURRENT AT ISSUE CURRENT 65% AND BELOW 65% 65% CA 28% CA 28% 65.01-75% 19% 19% NY 16% NY 16% 75.01-80% 16% 16% FL 8% FL 8% OVER 80% 0% 0% MA 4% MA 4% AZ 3% CO 3% OTHER 41% OTHER 41% PREPAYMENT INFORMATION: SCHEDULED PRINCIPAL: $480,518.30 PRINCIPAL PREPAYMENTS: $93,431.83 1 MONTH 3 MONTH 12 MONTH CUMULATIVE PRICING SPEED(CPR):See Prospectus PREPAYMENT HISTORY(PSA): 68% 695% 0% 583% PREPAYMENT HISTORY(CPR): 0.95% 8.35% 0.00% 6.42% DELINQUENCY (1)

--------------------------------------------------------------------------------------------------------- Number of Amount of Scheduled Amount of Actual Pool Item loans Balance Balance # PCT Amount PCT Amount PCT --------------------------------------------------------------------------------------------------------- (2) 30-59 Days 1 0.45% $492,924.48 0.38% $496,479.15 0.39% FIXED (2) 60-89 Days 0 0.00% $0.00 0.00% $0.00 0.00% (2) 90 + Days 0 0.00% $0.00 0.00% $0.00 0.00% REAL ESTATE OWNED BY THE TRUST 0 0.00% $0.00 0.00% $0.00 0.00% FORECLOSURES IN PROCESS 0 0.00% $0.00 0.00% $0.00 0.00% BANKRUPTCIES IN PROCESS 0 0.00% $0.00 0.00% $0.00 0.00% PURCHASE AMOUNT ADVANCES NA

--------------------------------------------------------------------------------------------------------- Number of Amount of Scheduled Amount of Actual Pool Item loans Balance Balance # PCT Amount PCT Amount PCT --------------------------------------------------------------------------------------------------------- (2) 30-59 Days 1 1.18% $458,266.57 0.95% $459,256.50 0.96% FIXED (2) 60-89 Days 0 0.00% $0.00 0.00% $0.00 0.00% (2) 90 + Days 0 0.00% $0.00 0.00% $0.00 0.00% REAL ESTATE OWNED BY THE TRUST 0 0.00% $0.00 0.00% $0.00 0.00% FORECLOSURES IN PROCESS 0 0.00% $0.00 0.00% $0.00 0.00% BANKRUPTCIES IN PROCESS 0 0.00% $0.00 0.00% $0.00 0.00% PURCHASE AMOUNT ADVANCES NA

(1) DETERMINED BY THE MBA METHOD. (2) DOES NOT INCLUDE REAL ESTATE OWNED BY THE TRUST. ------------------------------------------------------------------------------- 30 RELO COLLATERAL INFORMATION: GENERAL INFORMATION: AT ISSUE BEGINNING ENDING WAC-SCHED BAL 5.56% 5.56% WAM 356 353 352 AVG LTV 72 72 72 AVG LOAN SIZE $568,444 $564,868 $564,155 # OF LOANS 85 85 85 ACTUAL BALANCE $48,317,709.74 $48,049,318.01 $47,991,087.69 SCHEDULED BALANCE $48,317,709.74 $48,013,760.52 $47,953,196.09 TYPE OF DWELLING UNIT: AT ISSUE CURRENT SNGL FAM DET 97% 97% 2-4 FAMILY 0% 0% TOWNHOUSE 0% 0% CONDOMINIUM 2% 2% COOPERATIVE 1% 1% GEOGRAPHIC DISTRIBUTION: LTV DISTRIBUTION: AT ISSUE CURRENT AT ISSUE CURRENT 65% AND BELOW 28% 28% CA 25% CA 26% 65.01-75% 21% 21% NJ 13% NJ 13% 75.01-80% 50% 50% CT 9% CT 9% OVER 80% 1% 1% VA 8% VA 8% GA 7% GA 7% OTHER 38% OTHER 37% PREPAYMENT INFORMATION: SCHEDULED PRINCIPAL: $54,989.81 PRINCIPAL PREPAYMENTS: $5,574.62 1 MONTH 3 MONTH 12 MONTH CUMULATIVE PRICING SPEED(CPR):See Prospectus PREPAYMENT HISTORY(PSA): 12% 24% 0% 83% PREPAYMENT HISTORY(CPR): 0.17% 0.29% 0.00% 0.93% DELINQUENCY (1)

(1) DETERMINED BY THE MBA METHOD. (2) DOES NOT INCLUDE REAL ESTATE OWNED BY THE TRUST. ------------------------------------------------------------------------------- 10 REG COLLATERAL INFORMATION: GENERAL INFORMATION: AT ISSUE BEGINNING ENDING WAC-SCHED BAL 5.45% 5.45% WAM 115 112 111 AVG LTV 53 53 53 AVG LOAN SIZE $561,016 $548,532 $544,274 # OF LOANS 43 43 43 ACTUAL BALANCE $24,123,681.88 $23,667,812.40 $23,487,856.54 SCHEDULED BALANCE $24,123,681.88 $23,586,868.24 $23,403,776.97 TYPE OF DWELLING UNIT: AT ISSUE CURRENT SNGL FAM DET 94% 94% 2-4 FAMILY 0% 0% TOWNHOUSE 0% 0% CONDOMINIUM 6% 6% COOPERATIVE 0% 0% GEOGRAPHIC DISTRIBUTION: LTV DISTRIBUTION: AT ISSUE CURRENT AT ISSUE CURRENT 65% AND BELOW 66% 66% CA 29% CA 29% 65.01-75% 26% 26% MO 11% MO 11% 75.01-80% 8% 8% NJ 11% NJ 11% OVER 80% 0% 0% MA 9% MA 9% AL 7% AL 7% OTHER 33% OTHER 33% PREPAYMENT INFORMATION: SCHEDULED PRINCIPAL: $163,572.73 PRINCIPAL PREPAYMENTS: $19,518.54 1 MONTH 3 MONTH 12 MONTH CUMULATIVE PRICING SPEED(CPR):See Prospectus PREPAYMENT HISTORY(PSA): 68% 76% 0% 74% PREPAYMENT HISTORY(CPR): 1.13% 1.12% 0.00% 1.01% DELINQUENCY (1)

(1) DETERMINED BY THE MBA METHOD. (2) DOES NOT INCLUDE REAL ESTATE OWNED BY THE TRUST. ------------------------------------------------------------------------------- 20 REG COLLATERAL INFORMATION: GENERAL INFORMATION: AT ISSUE BEGINNING ENDING WAC-SCHED BAL 5.89% 5.89% WAM 234 231 230 AVG LTV 61 61 61 AVG LOAN SIZE $516,972 $513,461 $512,074 # OF LOANS 66 65 65 ACTUAL BALANCE $34,120,161.37 $33,444,701.42 $33,348,867.27 SCHEDULED BALANCE $34,120,161.37 $33,374,972.56 $33,284,832.92 TYPE OF DWELLING UNIT: AT ISSUE CURRENT SNGL FAM DET 85% 85% 2-4 FAMILY 4% 4% TOWNHOUSE 1% 1% CONDOMINIUM 6% 6% COOPERATIVE 4% 4% GEOGRAPHIC DISTRIBUTION: LTV DISTRIBUTION: AT ISSUE CURRENT AT ISSUE CURRENT 65% AND BELOW 59% 60% CA 38% CA 38% 65.01-75% 17% 17% NY 18% NY 17% 75.01-80% 24% 23% MA 9% MA 9% OVER 80% 0% 0% VA 8% VA 8% OH 7% OH 7% OTHER 20% OTHER 21% PREPAYMENT INFORMATION: SCHEDULED PRINCIPAL: $79,175.08 PRINCIPAL PREPAYMENTS: $10,964.56 1 MONTH 3 MONTH 12 MONTH CUMULATIVE PRICING SPEED(CPR):See Prospectus PREPAYMENT HISTORY(PSA): 24% 367% 0% 297% PREPAYMENT HISTORY(CPR): 0.43% 5.98% 0.00% 4.55% DELINQUENCY (1)

(1) DETERMINED BY THE MBA METHOD. (2) DOES NOT INCLUDE REAL ESTATE OWNED BY THE TRUST. -------------------------------------------------------------------------------

Filing Compare · Citicorp Mortgage Securities Trust, Series 2006-1