10-D 1 final_2006-a1.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 August 1, 2006 to August 31, 2006 Commission File Number of issuing entity: 333-130333-01 ----------------- CMALT (CITIMORTGAGE ALTERNATIVE LOAN TRUST), SERIES 2006-A1 ------------------------------------------------------------------------ (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-130333 ---------------------- 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) 02-0776221 and 02-0776220 ---------------------------------------------------------------------------- (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 IIA-1 { } { } {X} _____________ Class IIA-PO { } { } {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-PO { } { } {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 September 25, 2006 a distribution was made to holders of Citicorp Mortgage Securities, Inc CMALT. REMIC Pass-Through Certificates, Series 2006-A1 issued by Citicorp Mortgage Securities Trust CMALT, Series 2006-A1. 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 August 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 April 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 May 05, 2006.) (10.1) Form of Mortgage Loan Purchase Agreement, dated April 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 May 05, 2006.) (99.1) Monthly distribution report for the month of August 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: September 25, 2006 3 Exhibit No. Description ----------- ------------- (99.1) Monthly distribution report for the month of August 2006. 4 EXHIBIT 99.1 ------------- Citicorp Mortgage Securities, Inc. CMALT Distribution Date Statement to Certificateholders Remic Pass-Through Certificate Series Name: CMALT 2006-A1 Payment Date: 09/25/2006 Issuer: Citicorp Mortgage Securities, Inc. CMALT Record Date: See footnote Determination Date: 09/18/2006 Distribution Date: 25-Sep-06 Distribution #: 5 W.A.C. 6.15% Trustee U.S. Bank National Association Clare M. O'Brien (617) 603-6402 Bond Administrator CitiMortgage, Inc. Valentina Polonskaya (636) 261-1342 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 # --------------------------------------------------------------------------------------------------------------------------------- IIA-1 Fixed 5.25000% 5.25000% 0508/01/2006 0508/31/2006 $80,053,000.00 17309AAH2 ~ IIA-PO Principal Only 0.00000% 0.00000% 0508/01/2006 0508/31/2006 $437,768.00 17309AAJ8 **~ IIA-IO WAC IO 0.~~26723~~26188% 0.~~26687~~26173% 0508/01/2006 0508/31/2006 $69,494,210.29 ------------------- Class A-15 yr reg Total $80,490,768.00 IA-1 Super Senior 5.75000% 5.75000% 0508/01/2006 0508/31/2006 $195,250,000.00 17309AAA7 IA-2 Super Snr Support 5.75000% 5.75000% 0508/01/2006 0508/31/2006 $9,550,000.00 17309AAB5 IA-3 Fixed 5.75000% 5.75000% 0508/01/2006 0508/31/2006 $10,000,000.00 17309AAC3 IA-4 Fixed - NAS 5.75000% 5.75000% 0508/01/2006 0508/31/2006 $40,534,000.00 17309AAD1 IA-5 Fixed 5.50000% 5.50000% 0508/01/2006 0508/31/2006 $75,000,000.00 17309AAE9 IA-6 Fixed 6.00000% 6.00000% 0508/01/2006 0508/31/2006 $75,000,000.00 17309AAF6 ~ IA-PO Principal Only 0.00000% 0.00000% 0508/01/2006 0508/31/2006 $3,404,524.00 17309AAG4 **~ IA-IO WAC IO 0.~~36751~~36466% 0.~~36686~~36350% 0508/01/2006 0508/31/2006 $329,106,357.11 ------------------- Class A-30 yr reg/IO Total $408,738,524.00 B-1 Subordinated 5.~~66793~~66852% 5.~~66812~~66872% 0508/01/2006 0508/31/2006 $7,604,000.00 17309AAK5 B-2 Subordinated 5.~~66793~~66852% 5.~~66812~~66872% 0508/01/2006 0508/31/2006 $3,802,000.00 17309AAL3 B-3 Subordinated 5.~~66793~~66852% 5.~~66812~~66872% 0508/01/2006 0508/31/2006 $2,281,000.00 17309AAM1 B-4 Subordinated 5.~~66793~~66852% 5.~~66812~~66872% 0508/01/2006 0508/31/2006 $1,774,000.00 17309AAN9 B-5 Subordinated 5.~~66793~~66852% 5.~~66812~~66872% 0508/01/2006 0508/31/2006 $1,267,000.00 17309AAP4 B-6 Subordinated 5.~~66793~~66852% 5.~~66812~~66872% 0508/01/2006 0508/31/2006 $1,016,403.99 17309AAQ2 ------------------- Class SUB Total $17,744,403.99 =================== $506,973,695.99 ** 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. CMALT Distribution Date Statement to Certificate Holders Remic Pass-Through Certificate Series Name: CMALT 2006-A1 Payment Date: 09/25/2006

---------------------------------------------------------------------------------------------------------------- Non Interest Supported * Interest Interest Principal CLASS Accrued Shortfall Shortfall Recoveries Recoveries Interest Paid ---------------------------------------------------------------------------------------------------------------- IIA-1 $~~348~~341,~~764~~437.9774 $0.00 $0.00 $0.00 $0.00 $~~348~~341,~~764~~437.9774 IIA-PO $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 IIA-IO $1514,~~410~~767.6919 $0.00 $0.00 $0.00 $0.00 $1514,~~410~~767.6919 ----------------------------------------------------------------------------------------------------- A-15 yr reg $~~364~~356,~~175~~204.6693 $0.00 $0.00 $0.00 $0.00 $~~364~~356,~~175~~204.6693 IA-1 $~~930~~910,~~804~~185.4406 $0.00 $0.00 $0.00 $0.00 $~~930~~910,~~804~~185.4406 IA-2 $4544,~~527~~518.1865 $0.00 $0.00 $0.00 $0.00 $4544,~~527~~518.1865 IA-3 $47,916.67 $0.00 $0.00 $0.00 $0.00 $47,916.67 IA-4 $194,225.42 $0.00 $0.00 $0.00 $0.00 $194,225.42 IA-5 $~~341~~334,~~997~~421.9695 $0.00 $0.00 $0.00 $0.00 $~~341~~334,~~997~~421.9695 IA-6 $~~373~~364,~~088~~823.6894 $0.00 $0.00 $0.00 $0.00 $~~373~~364,~~088~~823.6894 IA-PO $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 IA-IO $~~100~~97,~~327~~611.5431 $0.00 $0.00 $0.00 $0.00 $~~100~~97,~~327~~611.5431 ----------------------------------------------------------------------------------------------------- A-30 yr reg/ $21,~~033~~993,~~887~~703.8900 $0.00 $0.00 $0.00 $0.00 $21,~~033~~993,~~887~~703.8900 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 $35,~~867~~722.0464 $0.00 $0.00 $0.00 $0.00 $35,~~867~~722.0464 B-2 $17,~~933~~861.5232 $0.00 $0.00 $0.00 $0.00 $17,~~933~~861.5232 B-3 $10,~~759~~715.1785 $0.00 $0.00 $0.00 $0.00 $10,~~759~~715.1785 B-4 $8,~~367~~334.7203 $0.00 $0.00 $0.00 $0.00 $8,~~367~~334.7203 B-5 $5,~~976~~952.2721 $0.00 $0.00 $0.00 $0.00 $5,~~976~~952.2721 B-6 $4,~~794~~774.2494 $0.00 $0.00 $0.00 $0.00 $4,~~794~~774.2494 ----------------------------------------------------------------------------------------------------- SUB Total $83,~~697~~360.9699 $0.00 $0.00 $0.00 $0.00 $83,~~697~~360.9699 ====================================================================================================== Total $2,~~481~~433,~~761~~268.5192 $0.00 $0.00 $0.00 $0.00 $2,~~481~~433,~~761~~268.5192 * Regular and residual interests have equal rights to service fee to reduce non-supported prepayment interest shortfalls.

----------------------------------------------------------------------------- Interest Cum Unpaid Relief Act Paid Per Interest Interest CLASS Certificate Shortfalls Shortfalls ----------------------------------------------------------------------------- IIA-1 4.~~35667583~~26514609 $0.00 $0.00 IIA-PO 0.00000000 $0.00 $0.00 IIA-IO 0.~~22175502~~21249526 $0.00 $0.00 -------------------------------------- A-15 yr reg To $0.00 $0.00 IA-1 4.~~76724425~~66163923 $0.00 $0.00 IA-2 4.~~76724398~~66163874 $0.00 $0.00 IA-3 4.79166700 $0.00 $0.00 IA-4 4.79166675 $0.00 $0.00 IA-5 4.~~55997280~~45895933 $0.00 $0.00 IA-6 4.~~97451573~~86431920 $0.00 $0.00 IA-PO 0.00000000 $0.00 $0.00 IA-IO 0.~~30484838~~29659503 $0.00 $0.00 -------------------------------------- A-30 yr reg/IO $0.00 $0.00 RES 0.00000000 $0.00 $0.00 -------------------------------------- RES Total $0.00 $0.00 B-1 4.~~71686481~~69787480 $0.00 $0.00 B-2 4.~~71686481~~69787480 $0.00 $0.00 B-3 4.~~71686541~~69787374 $0.00 $0.00 B-4 4.~~71686584~~69787486 $0.00 $0.00 B-5 4.~~71686661~~69787687 $0.00 $0.00 B-6 4.~~71686460~~69787609 $0.00 $0.00 -------------------------------------- SUB Total $0.00 $0.00 ========================================== Total $0.00 $0.00

7 Citicorp Mortgage Securities, Inc. CMALT Distribution Date Statement to Certificateholders Remic Pass-Through Certificate Series Name: CMALT 2006-A1 Payment Date: 09/25/2006

--------------------------------------------------------------------------------------------------------------- Certificate Reductions not part of Principal distributions Paid Cumulative Principal to reduce Principal Per Principal CLASS Due Stated Amount Paid Certificate Loss --------------------------------------------------------------------------------------------------------------- IIA-1 $376,~~847~~411.1788 $0.00 $376,~~847~~411.1788 4.~~70747093~~70203340 0.00 IIA-PO $1,~~898~~902.6840 $0.00 $1,~~898~~902.6840 4.~~33718317~~34568082 0.00 IIA-IO $.00 $0.00 $.00 0.00000000 0.00 ---------------------------------------------------------------------------------------------------- A-15 yr reg Total $378,~~745~~314.8528 $0.00 $378,~~745~~314.8528 0.00 IA-1 $1,~~108~~657,~~047~~749.4624 $0.00 $1,~~108~~657,~~047~~749.4624 58.~~67501900~~49039303 0.00 IA-2 $5481,~~196~~083.4325 $0.00 $5481,~~196~~083.4325 58.~~67501885~~49039267 0.00 IA-3 $.00 $0.00 $.00 0.00000000 0.00 IA-4 $.00 $0.00 $.00 0.00000000 0.00 IA-5 $~~425~~636,~~626~~779.4348 $0.00 $~~425~~636,~~626~~779.4348 58.~~67501907~~49039307 0.00 IA-6 $~~425~~636,~~626~~779.4348 $0.00 $~~425~~636,~~626~~779.4348 58.~~67501907~~49039307 0.00 IA-PO $713,~~896~~607.4140 $0.00 $713,~~896~~607.4140 23.~~31938738~~99685830 0.00 IA-IO $.00 $0.00 $.00 0.00000000 0.00 ---------------------------------------------------------------------------------------------------- 30 yr reg/IO Total $23,~~021~~025,~~393~~998.1685 $0.00 $23,~~021~~025,~~393~~998.1685 0.00 B-1 $10,~~371~~594.2193 $0.00 $10,~~371~~594.2193 1.~~36391504~~39333640 0.00 B-2 $5,~~185~~297.6146 $0.00 $5,~~185~~297.6146 1.~~36391636~~39333509 0.00 B-3 $3,~~111~~178.0920 $0.00 $3,~~111~~178.0920 1.~~36391495~~39333626 0.00 B-4 $2,~~419~~471.5978 $0.00 $2,~~419~~471.5978 1.~~36391770~~39333709 0.00 B-5 $1,~~728~~765.0836 $0.00 $1,~~728~~765.0836 1.~~36391476~~39333860 0.00 B-6 $1,~~386~~416.2919 $0.00 $1,~~386~~416.2919 1.~~36391633~~39333377 0.00 ---------------------------------------------------------------------------------------------------- SUB Total $24,~~201~~723.8792 $0.00 $24,~~201~~723.8792 0.00 ===================================================================================================== Total $23,~~424~~429,~~340~~037.8805 $0.00 $23,~~424~~429,~~340~~037.8805 0.00

8 Citicorp Mortgage Securities, Inc. CMALT Distribution Date Statement to Certificateholders Remic Pass-Through Certificate Series Name: CMALT 2006-A1 Payment Date: 09/25/2006

----------------------------------------------------------------------------------------------------------------------------------- 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 ----------------------------------------------------------------------------------------------------------------------------------- IIA-1 $7978,~~717~~042,~~707~~913.8304 $7977,~~340~~666,~~860~~501.6616 ~~995~~974.~~81162267~~89054801 ~~991~~970.~~10415175~~18851461 0.~~99110415~~97018851 96.~~479622877~~445928299% 96.~~476253651~~442577346% 100.000000000% IIA-PO $~~436~~430,~~039~~349.0022 $~~434~~428,~~140~~446.3282 ~~996~~983.~~05041940~~05316972 ~~991~~978.~~71323623~~70748890 0.~~99171324~~97870749 0.000000000% 0.000000000% 0.000000000% ** IIA-IO $6967,~~201~~667,~~528~~350.8154 $6867,~~871~~337,~~381~~924.9086 ~~995~~973.~~78840484~~71205828 ~~991~~968.~~03769383~~97172554 0.~~99103769~~96897173 0.000000000% 0.000000000% 0.000000000% ----------------------------------------------------------------------------------------------------------------------- A-15yrreg $8078,~~153~~473,~~746~~262.8326 $7978,~~775~~094,~~000~~947.98 96.~~479622877~~445928299% 96.~~476253651~~442577346% 100.000000000% IA-1 $~~194~~189,~~254~~951,~~839~~665.6926$~~193~~188,~~146~~293,~~792~~916.2302 ~~994~~972.~~90314822~~86384256 ~~989~~964.~~22812922~~37344953 0.~~98922813~~96437345 46.~~434989715~~275799189% 46.~~394900926~~212620125% 55.031003400% IA-2 $9,~~501~~290,~~325~~849.0770 $9,~~447~~209,~~128~~766.6445 ~~994~~972.~~90314869~~86384293 ~~989~~964.~~22812984~~37345026 0.~~98922813~~96437345 2.~~271212046~~263425774% 2.~~269251237~~260335582% 2.691657300% IA-3 $10,000,000.00 $10,000,000.00 1,000.00000000 1,000.00000000 1.00000000 2.~~390416104~~436188128% 2.~~402053919~~454281110% 0.000000000% IA-4 $40,534,000.00 $40,534,000.00 1,000.00000000 1,000.00000000 1.00000000 9.~~689312637~~874844960% 9.~~736485356~~948183052% 0.000000000% IA-5 $7472,~~617~~964,~~736~~788.1219 $7472,~~192~~328,~~109~~008.6971 ~~994~~972.~~90314827~~86384253 ~~989~~964.~~22812920~~37344947 0.~~98922813~~96437345 17.~~836743809~~775595078% 17.~~821344785~~751326551% 21.138669700% IA-6 $7472,~~617~~964,~~736~~788.1118 $7472,~~192~~328,~~109~~008.6870 ~~994~~972.~~90314813~~86384240 ~~989~~964.~~22812907~~37344933 0.~~98922813~~96437345 17.~~836743807~~775595076% 17.~~821344783~~751326549% 21.138669600% IA-PO $3,~~391~~342,~~588~~061.5551 $3,~~383~~328,~~692~~454.1411 ~~996~~981.~~20051144~~65309159 ~~993~~977.~~88112406~~65623329 0.~~99388112~~97765623 0.000000000% 0.000000000% 0.000000000% ** IA-IO $~~327~~321,~~586~~210,~~827~~318.8260$~~325~~318,~~841~~722,~~987~~043.2397 ~~995~~976.~~38286254~~00763905 ~~990~~968.~~08110962~~44693846 0.~~99008111~~96844694 0.000000000% 0.000000000% 0.000000000% ----------------------------------------------------------------------------------------------------------------------- A-30yrreg/ $~~406~~399,~~917~~048,~~225~~152.5484$~~404~~396,~~895~~022,~~832~~153.3899 96.~~459418119~~401448207% 96.~~445381008~~378072970% 100.000000000% B-1 $7,~~593~~562,~~685~~324.6486 $7,~~583~~551,~~314~~729.4393 ~~998~~994.~~64356128~~51931352 ~~997~~993.~~27964624~~12597712 0.~~99727965~~99312598 1.~~515815606~~538946683% 1.~~521076643~~547540726% 0.000000000% B-2 $3,~~796~~781,~~842~~162.8242 $3,~~791~~775,~~657~~864.2196 ~~998~~994.~~64356128~~51931089 ~~997~~993.~~27964492~~12597580 0.~~99727964~~99312598 0.~~757907803~~769473339% 0.~~760538320~~773770362% 0.000000000% B-3 $2,~~277~~268,~~905~~498.9655 $2,~~274~~265,~~794~~320.8735 ~~998~~994.~~64355984~~51931171 ~~997~~993.~~27964489~~12597545 0.~~99727964~~99312598 0.~~454704812~~461643527% 0.~~456282985~~464221513% 0.000000000% B-4 $1,~~771~~764,~~593~~277.6825 $1,~~769~~761,~~174~~805.0947 ~~998~~994.~~64356257~~51930665 ~~997~~993.~~27964487~~12596956 0.~~99727964~~99312597 0.~~353637150~~359033587% 0.~~354864539~~361038562% 0.000000000% B-5 $1,~~265~~260,~~281~~055.3996 $1,~~263~~258,~~553~~290.3160 ~~998~~994.~~64355959~~51930545 ~~997~~993.~~27964483~~12596685 0.~~99727964~~99312597 0.~~252569485~~256423649% 0.~~253446094~~257855612% 0.000000000% B-6 $1,~~015~~010,~~025~~833.3040 $1,~~013~~009,~~639~~417.0121 ~~998~~994.~~64356101~~51931510 ~~997~~993.~~27964468~~12598133 0.~~99727964~~99312598 0.~~202614549~~205706411% 0.~~203317775~~206855152% 0.000000000% ----------------------------------------------------------------------------------------------------------------------- SUB Total $17,~~720~~647,~~334~~152.7944 $17,~~696~~622,~~132~~428.9252 3.~~537249407~~591227199% 3.~~549526359~~611281929% 0.000000000% ====================================================================================================================== Total $~~504~~495,~~791~~168,~~307~~567.1654 $~~502~~491,~~366~~739,~~966~~530.2849 PO Balance $3,~~827~~772,~~627~~410.5573 $3,~~817~~756,~~832~~900.4693 Non PO Bal $~~500~~491,~~963~~396,~~679~~156.6181 $~~498~~487,~~549~~982,~~133~~629.8256

9 Citicorp Mortgage Securities, Inc. CMALT Distribution Date Statement to Certificateholders Remic Pass-Through Certificate Series Name: CMALT 2006-A1 Payment Date: 09/25/2006 Delinquency Status - Determined by the MBA Method -------------------------------------------------- 30 - 59 days Delq 60+ days Book Value REO ----------------------------------------------------- Number 10 5 0 Amount $2,515,896.82 $1,953,132.90 $0.00 Stated Collateral Information ------------------------------- Service Fees Begin Balance Aggregate Adj Balance -------------------------------------------------------------------- $43,144.76 $495,168,567.54 $491,739,530.49 Advances ------------ Voluntary Advances $0.00 Trustee Advances $0.00 Advance Account Advances $0.00 Certificate Account Advances $214,960.61 Summary of Disbursements ------------------------- Withdrawals Remittances Residual and (Deposits) P&I Distributed ----------------------------------------------------------------- $5,862,305.97 $0.00 $0.00 $5,862,305.97 10 Citicorp Mortgage Securities, Inc. CMALT Distribution Date Statement to Certificateholders Remic Pass-Through Certificate Series Name: CMALT 2006-A1 Payment Date: 09/25/2006 COLLATERAL INFORMATION: GENERAL INFORMATION: AT ISSUE BEGINNING ENDING WAC-SCHED BAL 6.15% 6.15% WAM 324 320 319 AVG LTV 63 63 63 AVG LOAN SIZE $282,752 $281,026 $280,834 # OF LOANS 1,793 1,762 1,751 ACTUAL BALANCE $506,973,695.99 $495,681,472.42 $492,249,994.24 SCHEDULED BALANCE $506,973,695.99 $495,168,567.54 $491,739,530.49 TYPE OF DWELLING UNIT: AT ISSUE CURRENT SNGL FAM DET 83% 84% 2-4 FAMILY 5% 5% TOWNHOUSE 3% 2% CONDOMINIUM 7% 7% COOPERATIVE 2% 2% GEOGRAPHIC DISTRIBUTION: LTV DISTRIBUTION: AT ISSUE CURRENT AT ISSUE CURRENT 65% AND BELOW 48% 48% CA 38% CA 38% 65.01-75% 23% 24% NY 11% NY 11% 75.01-80% 28% 27% FL 7% FL 7% OVER 80% 1% 1% NJ 5% NJ 5% MD 4% MD 4% OTHER 35% OTHER 35% CREDIT ENHANCEMENT: AT ISSUE CURRENT SUBORDINATION 3.50% $17,744,403.99 3.58% $17,622,428.52 CUMULATIVE LOSS REDUCTION $0.00 PREPAYMENT INFORMATION: SCHEDULED PRINCIPAL: $696,322.45 PRINCIPAL PREPAYMENTS: $2,732,714.60 1 MONTH 3 MONTH 12 MONTH CUMULATIVE PRICING SPEED(CPR):See Prospectus PREPAYMENT HISTORY(PSA): 341% 394% 0% 370% PREPAYMENT HISTORY(CPR): 6.46% 6.68% 0.00% 5.53% DELINQUENCY (1)

--------------------------------------------------------------------------------------------------------- Number of Amount of Scheduled Amount of Actual Pool Item loans Balance Balance # PCT Amount PCT Amount PCT --------------------------------------------------------------------------------------------------------- (2) 30-59 Days 10 0.5657% $12,~~986~~508,~~828~~834.7410 0.4051% $12,~~992~~515,~~372~~896.6482 0.4051% (2) 60-89 Days 02 0.0011% $0742,885.0035 0.0015% $0745,082.0072 0.0015% (2) 90 + Days 03 0.0017% $01,203,268.0081 0.0024% $01,208,050.0018 0.0025% 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 01 0.0006% $0114,621.0049 0.0002% $0114,947.0074 0.0002% PURCHASE AMOUNT ADVANCES NA

(1) DETERMINED BY THE MBA METHOD. (2) DOES NOT INCLUDE REAL ESTATE OWNED BY THE TRUST. ------------------------------------------------------------------------------- 30 yr REG COLLATERAL INFORMATION: GENERAL INFORMATION: AT ISSUE BEGINNING ENDING WAC-SCHED BAL 6.20% 6.20% WAM 353 349 348 AVG LTV 64 64 64 AVG LOAN SIZE $288,961 $287,588 $287,712 # OF LOANS 1,286 1,261 1,252 ACTUAL BALANCE $371,603,831.37 $362,917,709.22 $360,484,823.17 SCHEDULED BALANCE $371,603,831.37 $362,648,985.58 $360,215,858.39 TYPE OF DWELLING UNIT: AT ISSUE CURRENT SNGL FAM DET 82% 83% 2-4 FAMILY 5% 5% TOWNHOUSE 3% 2% CONDOMINIUM 8% 8% COOPERATIVE 2% 2% GEOGRAPHIC DISTRIBUTION: LTV DISTRIBUTION: AT ISSUE CURRENT AT ISSUE CURRENT 65% AND BELOW 46% 46% CA 39% CA 39% 65.01-75% 24% 25% NY 11% NY 11% 75.01-80% 29% 28% FL 8% FL 8% OVER 80% 1% 1% NJ 6% NJ 6% IL 3% MD 3% OTHER 33% OTHER 33% PREPAYMENT INFORMATION: SCHEDULED PRINCIPAL: $383,037.91 PRINCIPAL PREPAYMENTS: $2,050,089.28 1 MONTH 3 MONTH 12 MONTH CUMULATIVE PRICING SPEED(CPR):See Prospectus PREPAYMENT HISTORY(PSA): 348% 413% 0% 404% PREPAYMENT HISTORY(CPR): 6.62% 7.02% 0.00% 6.06% DELINQUENCY (1)

--------------------------------------------------------------------------------------------------------- Number of Amount of Scheduled Amount of Actual Pool Item loans Balance Balance # PCT Amount PCT Amount PCT --------------------------------------------------------------------------------------------------------- (2) 30-59 Days 78 0.5564% $12,~~460~~147,~~649~~462.8741 0.4060% $12,~~463~~151,~~438~~763.7915 0.4060% ARM (2) 60-89 Days 02 0.0016% $0742,885.0035 0.0021% $0745,082.0072 0.0021% (2) 90 + Days 03 0.0024% $01,203,268.0081 0.0033% $01,208,050.0018 0.0034% 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 01 0.0008% $0114,621.0049 0.0003% $0114,947.0074 0.0003% PURCHASE AMOUNT ADVANCES NA

(1) DETERMINED BY THE MBA METHOD. (2) DOES NOT INCLUDE REAL ESTATE OWNED BY THE TRUST. ------------------------------------------------------------------------------- 15 yr Reg COLLATERAL INFORMATION: GENERAL INFORMATION: AT ISSUE BEGINNING ENDING WAC-SCHED BAL 5.70% 5.69% WAM 175 171 170 AVG LTV 51 51 51 AVG LOAN SIZE $214,423 $211,297 $210,285 # OF LOANS 389 385 385 ACTUAL BALANCE $83,410,355.16 $81,593,356.60 $81,201,287.13 SCHEDULED BALANCE $83,410,355.16 $81,349,175.36 $80,959,788.16 TYPE OF DWELLING UNIT: AT ISSUE CURRENT SNGL FAM DET 85% 85% 2-4 FAMILY 6% 6% TOWNHOUSE 2% 2% CONDOMINIUM 5% 5% COOPERATIVE 2% 2% GEOGRAPHIC DISTRIBUTION: LTV DISTRIBUTION: AT ISSUE CURRENT AT ISSUE CURRENT 65% AND BELOW 76% 76% CA 36% CA 36% 65.01-75% 17% 17% NY 11% NY 11% 75.01-80% 7% 7% VA 6% VA 6% OVER 80% 0% 0% FL 4% FL 5% MD 4% MD 4% OTHER 39% OTHER 38% PREPAYMENT INFORMATION: SCHEDULED PRINCIPAL: $313,284.54 PRINCIPAL PREPAYMENTS: $76,102.66 1 MONTH 3 MONTH 12 MONTH CUMULATIVE PRICING SPEED(CPR):See Prospectus PREPAYMENT HISTORY(PSA): 57% 205% 0% 160% PREPAYMENT HISTORY(CPR): 1.17% 3.76% 0.00% 2.62% DELINQUENCY (1)

--------------------------------------------------------------------------------------------------------- Number of Amount of Scheduled Amount of Actual Pool Item loans Balance Balance # PCT Amount PCT Amount PCT --------------------------------------------------------------------------------------------------------- (2) 30-59 Days 2 0.52% $~~375~~361,~~379~~371.1369 0.45% $~~378~~364,~~134~~133.1167 0.4645% 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 yr IO COLLATERAL INFORMATION: GENERAL INFORMATION: AT ISSUE BEGINNING ENDING WAC-SCHED BAL 6.49% 6.49% WAM 357 353 352 AVG LTV 72 72 72 AVG LOAN SIZE $440,335 $441,124 $443,543 # OF LOANS 118 116 114 ACTUAL BALANCE $51,959,509.46 $51,170,406.60 $50,563,883.94 SCHEDULED BALANCE $51,959,509.46 $51,170,406.60 $50,563,883.94 TYPE OF DWELLING UNIT: AT ISSUE CURRENT SNGL FAM DET 91% 91% 2-4 FAMILY 0% 0% TOWNHOUSE 3% 3% CONDOMINIUM 5% 5% COOPERATIVE 1% 1% GEOGRAPHIC DISTRIBUTION: LTV DISTRIBUTION: AT ISSUE CURRENT AT ISSUE CURRENT 65% AND BELOW 20% 19% CA 32% CA 32% 65.01-75% 28% 28% NY 13% NY 13% 75.01-80% 52% 53% MD 8% VA 8% OVER 80% 0% 0% VA 8% MD 8% FL 7% FL 5% OTHER 32% OTHER 34% PREPAYMENT INFORMATION: SCHEDULED PRINCIPAL: $0.00 PRINCIPAL PREPAYMENTS: $606,522.66 1 MONTH 3 MONTH 12 MONTH CUMULATIVE PRICING SPEED(CPR):See Prospectus PREPAYMENT HISTORY(PSA): 820% 617% 0% 515% PREPAYMENT HISTORY(CPR): 13.33% 8.81% 0.00% 6.33% DELINQUENCY (1)

--------------------------------------------------------------------------------------------------------- Number of Amount of Scheduled Amount of Actual Pool Item loans Balance Balance # PCT Amount PCT Amount PCT --------------------------------------------------------------------------------------------------------- (2) 30-59 Days 10 0.8500% $~~150,799~~0.7400 0.2900% $~~150,799~~0.7400 0.2900% 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 yr REG and 30 yr IO COLLATERAL INFORMATION: GENERAL INFORMATION: AT ISSUE BEGINNING ENDING WAC-SCHED BAL 6.24% 6.24% WAM 353 349 348 AVG LTV 65 65 65 AVG LOAN SIZE $301,683 $300,522 $300,717 # OF LOANS 1,404 1,377 1,366 ACTUAL BALANCE $423,563,340.83 $414,088,115.82 $411,048,707.11 SCHEDULED BALANCE $423,563,340.83 $413,819,392.18 $410,779,742.33 TYPE OF DWELLING UNIT: AT ISSUE CURRENT SNGL FAM DET 83% 83% 2-4 FAMILY 4% 5% TOWNHOUSE 3% 3% CONDOMINIUM 8% 7% COOPERATIVE 2% 2% GEOGRAPHIC DISTRIBUTION: LTV DISTRIBUTION: AT ISSUE CURRENT AT ISSUE CURRENT 65% AND BELOW 42% 43% CA 38% CA 39% 65.01-75% 25% 25% NY 11% NY 11% 75.01-80% 32% 31% FL 8% FL 8% OVER 80% 1% 1% NJ 5% NJ 5% MD 4% MD 4% OTHER 34% OTHER 33% PREPAYMENT INFORMATION: SCHEDULED PRINCIPAL: $383,037.91 PRINCIPAL PREPAYMENTS: $2,656,611.94 1 MONTH 3 MONTH 12 MONTH CUMULATIVE PRICING SPEED(CPR):See Prospectus PREPAYMENT HISTORY(PSA): 400% 434% 0% 415% PREPAYMENT HISTORY(CPR): 7.47% 7.24% 0.00% 6.09% DELINQUENCY (1)

--------------------------------------------------------------------------------------------------------- Number of Amount of Scheduled Amount of Actual Pool Item loans Balance Balance # PCT Amount PCT Amount PCT --------------------------------------------------------------------------------------------------------- (2) 30-59 Days 8 0.5859% $12,~~611~~147,~~449~~462.6141 0.3852% $12,~~614~~151,~~238~~763.5315 0.3852% FIXED (2) 60-89 Days 02 0.0015% $0742,885.0035 0.0018% $0745,082.0072 0.0018% (2) 90 + Days 03 0.0022% $01,203,268.0081 0.0029% $01,208,050.0018 0.0029% 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 01 0.0007% $0114,621.0049 0.0003% $0114,947.0074 0.0003% PURCHASE AMOUNT ADVANCES NA

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

Filing Compare · CMALT (CitiMortgage Alternative Loan Trust), Series 2006-A1