Content:

Pages

Contact Information:

Statement to Certificate Holders

Analyst:

David Ratner

714.259.6251

Statement to Certificate Holders (Factors)

david.ratner@abnamro.com

Pool/Non-Pool Funds Cash Reconciliation

Administrator:

Christopher Lewis

312.904.7992

Cash Reconciliation Summary

5-6

christopher.lewis@abnamro.com

Pool Detail and Performance Indicators

7-9

LaSalle Website:

www.etrustee.net

Bond Interest Reconciliation Part I

Bond Interest Reconciliation Part II

Bond Principal Reconciliation

Outside Parties To The Transaction

Rating Information

End of Month Balance Reporting

14-15

15 Month Loan Status Summary Part I

16-18

15 Month Loan Status Summary Part II

19-21

15 Month Historical Payoff Summary

22-24

Prepayment Summary

Current Period Realized Loss Detail

Historical Realized Loss Summary

Realized Loss Summary

Servicemembers Civil Relief Act

Material Breaches Detail

Modified Loan Detail

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

Distribution Date: 25-Apr-06

ABN AMRO Acct : 723540.1

Payment Date:

25-Apr-06

Prior Payment:

N/A

Next Payment:

25-May-06

Record Date:

30-Mar-06

Depositor: Merrill Lynch Mortgage Investors Inc.

Distribution Count:

Underwriter: Merrill Lynch & Company- Asset Backed Sec. Group

Master Servicer: Wilshire Credit Corporation

Closing Date:

30-Mar-06

Rating Agency: Moody's Investors Service, Inc./Standard & Poor's

First Pay. Date:

25-Apr-06

Rated Final

Payment Date:

1-Feb-37

Determination

Date:

14-Apr-06

24-Apr-2006 17:13

A-1

59020U5B7

171,181,000.00

4,476,299.19

0.00

166,704,700.81

613,208.38

0.00

4.9600000000%

A-2A

59020U5C5

111,712,000.00

8,500,490.33

0.00

103,211,509.67

391,302.31

0.00

4.8500000000%

A-2B

59020U5D3

72,476,000.00

0.00

72,476,000.00

329,161.83

0.00

5.4500000000%

A-2C

59020U5E1

25,474,000.00

0.00

25,474,000.00

123,124.33

0.00

5.8000000000%

A-2D

59020U5F8

23,296,000.00

0.00

23,296,000.00

108,617.60

0.00

5.5950000000%

M-1

59020U5G6

17,863,000.00

0.00

17,863,000.00

66,311.43

0.00

5.1400000000%

M-2

59020U5H4

16,828,000.00

0.00

16,828,000.00

62,712.35

0.00

5.1600000000%

M-3

59020U5J0

10,097,000.00

0.00

10,097,000.00

37,774.00

0.00

5.1800000000%

M-4

59020U5K7

9,061,000.00

0.00

9,061,000.00

34,552.61

0.00

5.2800000000%

M-5

59020U5L5

9,061,000.00

0.00

9,061,000.00

34,683.49

0.00

5.3000000000%

M-6

59020U5M3

8,284,000.00

0.00

8,284,000.00

32,307.60

0.00

5.4000000000%

B-1

59020U5N1

8,284,000.00

0.00

8,284,000.00

35,897.33

0.00

6.0000000000%

B-2

59020U5P6

8,543,000.00

0.00

8,543,000.00

47,698.42

0.00

6.7000000000%

B-3

59020U5Q4

5,177,000.00

0.00

5,177,000.00

26,845.62

0.00

7.1800000000%

59020U5R 2

517,795,728.08 N

517,795,728.08

0.00

504,813,141.48

1,474,192.65

0.00

3.4164653867%

59020U5S0

0.00

97,497.10

N/A

59020U5T8

100.00

0.00

0.36

0.00

4.9600000000%

Total

497,337,100.00

12,976,889.52

0.00

484,360,210.48

3,515,887.41

97,497.10

Total P&I Payment

16,492,776.93

Current Realized

Loss

Class

CUSIP

Beginning
Certificate

Balance

Principal Payment

Original Face

Value

(1)

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

(1)

N denotes notional balance not included in total

(2)

Accrued Interest plus/minus Interest Adjustment minus Deferred Interest equals Interest Payment * Denotes Controlling Class

Distribution Date: 25-Apr-06

Pass-Through

Rate

Deferred

Interest

Ending Certificate

Balance

Interest Payment

(2)

Interest

Adjustment

Bond Payments

24-Apr-2006 17:13

Page 2 of 31

A-1

59020U5B7

171,181,000.00

1000.000000000

26.149509525

0.000000000

973.850490475

3.582222209

0.000000000

5.13938000%

A-2A

59020U5C5

111,712,000.00

1000.000000000

76.092902553

0.000000000

923.907097447

3.502777768

0.000000000

5.02938000%

A-2B

59020U5D3

72,476,000.00

1000.000000000

0.000000000

1000.000000000

4.541666621

0.000000000

Fixed

A-2C

59020U5E1

25,474,000.00

1000.000000000

0.000000000

1000.000000000

4.833333202

0.000000000

Fixed

A-2D

59020U5F8

23,296,000.00

1000.000000000

0.000000000

1000.000000000

4.662500000

0.000000000

Fixed

M-1

59020U5G6

17,863,000.00

1000.000000000

0.000000000

1000.000000000

3.712222471

0.000000000

5.31938000%

M-2

59020U5H4

16,828,000.00

1000.000000000

0.000000000

1000.000000000

3.726666865

0.000000000

5.33938000%

M-3

59020U5J0

10,097,000.00

1000.000000000

0.000000000

1000.000000000

3.741111221

0.000000000

5.35938000%

M-4

59020U5K7

9,061,000.00

1000.000000000

0.000000000

1000.000000000

3.813332965

0.000000000

5.45938000%

M-5

59020U5L5

9,061,000.00

1000.000000000

0.000000000

1000.000000000

3.827777287

0.000000000

5.47938000%

M-6

59020U5M3

8,284,000.00

1000.000000000

0.000000000

1000.000000000

3.900000000

0.000000000

5.57938000%

B-1

59020U5N1

8,284,000.00

1000.000000000

0.000000000

1000.000000000

4.333332931

0.000000000

6.17938000%

B-2

59020U5P6

8,543,000.00

1000.000000000

0.000000000

1000.000000000

5.583333724

0.000000000

Fixed

B-3

59020U5Q4

5,177,000.00

1000.000000000

0.000000000

1000.000000000

5.185555341

0.000000000

7.35938000%

59020U5R 2

517,795,728.08 N

1000.000000000

0.000000000

974.927204116

2.847054485

0.000000000

N/A

59020U5S0

0.00

0.000000000

N/A

59020U5T8

100.00

1000.000000000 1000.000000000

0.000000000

3.600000000

0.000000000

N/A

* Per $1,000 of Original Face Value ** Estimated

Merrill Lynch Mortgage Investors Trust

Next Rate **

Deferred Interest *

Ending Certificate

Balance *

Interest Payment *

Interest Adjustment*

Statement to Certificate Holders (FACTORS)

Distribution Date: 25-Apr-06

Series 2006-RM1

Mortgage Loan Asset-Backed Certificates

Bond Payments

Current

Realized Loss *

Original Face

Value

Class

CUSIP

Beginning Certificate

Balance *

Principal

Payment *

24-Apr-2006 17:13

Page 3 of 31

Interest Summary

Principal Summary

Supplemental Interest Trust

Interest Summary

Principal Summary

Net Swap Payments received

0.00

Scheduled Interest

3,628,441.46

Scheduled Prin Distribution

202,247.96

Net Swap Payments paid

0.00

Fees

215,748.22

Curtailments

38,600.77

Remittance Interest

3,412,693.24

Prepayments in Full

12,741,737.87

Swap Termination Payments received

0.00

Other Interest Proceeds/Shortfalls

Liquidation Proceeds

0.00

Swap Termination Payments paid

0.00

Prepayment Penalties

97,497.10

Repurchase Proceeds

0.00

Other Interest Loss

0.00

Other Principal Proceeds

0.00

Defaulted Swap Termination Payments

0.00

Other Interest Proceeds

0.00

Remittance Principal

12,982,586.60

Non-advancing Interest

0.00

Non-Supported Interest Shortfall

0.00

Cap Contracts

Relief Act Shortfall

0.00

Modification Shortfall

0.00

Class A-1

0.00

Other Interest Proceeds/Shortfalls

97,497.10

Class A-2A

0.00

Interest Adjusted

3,510,190.34

Floating Rate Subordinate Certificates

0.00

Fee Summary

Total Servicing Fees

215,748.22

Total Trustee Fees

0.00

LPMI Fees

0.00

Credit Manager's Fees

0.00

Misc. Fees / Trust Expense

0.00

Insurance Premium

0.00

Total Fees

215,748.22

Advances (Principal & Interest)

Prior Month's Outstanding Advances

N/A

Current Advances

N/A

Reimbursement of Prior Advances

N/A

Outstanding Advances

3,351,386.12

P&I Due Certificate Holders

16,492,776.94

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

Pool Source of Funds

Non-Pool Source of Funds

P&I Advances as of the end of the Due Period do not reflect the amount of advances remitted by the Servicer on the Servicer Remittance Date due to additional proceeds received between the end of the Due Period and the Servicer Remittance Date and netted from the P&I Advances
stated as of the end of the Due Period.

Distribution Date: 25-Apr-06

Cash Reconciliation Summary

24-Apr-2006 17:13

Page 4 of 31

Fixed

ARM

Total

Interest Summary

Scheduled Interest

101,855.93

1,414,413.64

1,516,269.57

Fees

6,375.98

85,008.33

91,384.31

Remittance Interest

95,479.94

1,329,405.31

1,424,885.26

Other Interest Proceeds/Shortfalls

Prepayment Penalties

5,267.29

31,885.69

37,152.98

Other Interest Loss

0.00

Other Interest Proceeds

0.00

Non-advancing Interest

0.00

Net PPIS/Relief Act Shortfall

0.00

Modification Shortfall

0.00

Other Interest Proceeds/Shortfalls

5,267.29

31,885.69

37,152.98

Interest Adjusted

100,747.23

1,361,291.00

1,462,038.24

Principal Summary

Scheduled Principal Distribution

10,920.15

88,769.63

99,689.78

Curtailments

562.13

19,782.08

20,344.21

Prepayments in Full

391,114.99

3,967,215.43

4,358,330.42

Liquidation Proceeds

0.00

Repurchase Proceeds

0.00

Other Principal Proceeds

0.00

Less Mod Losses

0.00

Remittance Principal

402,597.27

4,075,767.14

4,478,364.41

Fee Summary

Total Servicing Fees

6,375.98

85,008.33

91,384.31

Total Trustee Fees

0.00

LPMI Fees

0.00

Total Fees

6,375.98

85,008.33

91,384.31

Beginning Principal Balance

15,302,361.50

204,019,989.98

219,322,351.48

Ending Principal Balance

14,899,764.23

199,944,222.84

214,843,987.07

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

Distribution Date: 25-Apr-06

Cash Reconciliation Summary Group I

24-Apr-2006 17:13

Page 5 of 31

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

Distribution Date: 25-Apr-06

Fixed

ARM

Total

Interest Summary

Scheduled Interest

531,100.14

1,581,071.75

2,112,171.89

Fees

24,716.56

99,647.35

124,363.91

Remittance Interest

506,383.58

1,481,424.41

1,987,807.98

Other Interest Proceeds/Shortfalls

Prepayment Penalties

6,004.81

54,339.31

60,344.12

Other Interest Loss

0.00

Other Interest Proceeds

0.00

Non-advancing Interest

0.00

Net PPIS/Relief Act Shortfall

0.00

Modification Shortfall

0.00

Other Interest Proceeds/Shortfalls

6,004.81

54,339.31

60,344.12

Interest Adjusted

512,388.39

1,535,763.72

2,048,152.10

Principal Summary

Scheduled Principal Distribution

23,360.13

79,198.05

102,558.18

Curtailments

5,019.70

13,236.86

18,256.56

Prepayments in Full

755,291.28

7,628,116.17

8,383,407.45

Liquidation Proceeds

0.00

Repurchase Proceeds

0.00

Other Principal Proceeds

0.00

Less Mod Losses

0.00

Remittance Principal

783,671.11

7,720,551.08

8,504,222.19

Fee Summary

Total Servicing Fees

24,716.56

99,647.35

124,363.91

Total Trustee Fees

0.00

LPMI Fees

0.00

Total Fees

24,716.56

99,647.35

124,363.91

Beginning Principal Balance

59,319,744.95

239,153,631.65

298,473,376.60

Ending Principal Balance

58,536,073.84

231,433,080.57

289,969,154.41

Cash Reconciliation Summary Group II

24-Apr-2006 17:13

Page 6 of 31

Pool Detail

Performance Indicators

Factors Impacting Principal Payment Rules

WA Rates/Life

Historical

Amount

Count

Delinquency Levels

Num

Den

Fixed

Adj

Overall

Original Pool Balance

517,795,728.08 3,050

3 mo. Rolling Average

0.00

504,813,141

0.00%

WAC - Current

9.65%

7.61%

7.90%

Cum Scheduled Principal

202,247.96

6 mo. Rolling Average

0.00

504,813,141

0.00%

WAC - Original

9.65%

7.61%

7.90%

Cum Unscheduled Principal

12,780,338.64

12 mo. Rolling Average

0.00

504,813,141

0.00%

WAL - Current

362.03

356.87

357.61

Cum Liquidations

0.00

Loss Levels

Amount

Count

WAL - Original

362.03

356.87

357.61

Cum Deferred Interest

0.00

3 mo. Cum Loss

0.00

6 mo. Cum loss

0.00

Current Index Rate

Current

Amount

Count

12 mo. Cum Loss

0.00

Next Index Rate

Beginning Pool

517,795,728.08 3,050 100.00%

Scheduled Principal

202,247.96

0.04%

Triggers

Prepayment Charges

Amount

Count

Unscheduled Principal

12,780,338.64

2.47%

Current

97,497.10

Deferred Interest

0.00

0.00%

> Delinquency Trigger Event

(2)

Cumulative

97,497.10

Liquidations

0.00

0.00%

Delinquency Event Calc

(1)

0.00

504,813,141

0.00%

Repurchases

0.00

0.00%

Ending Pool

504,813,141.48 2,996

97.49%

> Loss Trigger Event?

(3)

Average Loan Balance

168,495.71

Cumulative Loss

0.00%

Current Loss Detail

Amount

> Overall Trigger Event?

Liquidation

0.00

Pool Composition

Realized Loss

0.00

Step Down Date

Realized Loss Adjustment

0.00

Distribution Count

Properties

%/Score

Net Liquidation

0.00

Required Percentage

(4)

N/A

Cut-off LTV

74.75%

Step Down %

(5)

56.10%

Cash Out/Refinance

32.49%

Credit Enhancement

Amount

% of Required Percentage

(6)

N/A

SFR

73.94%

Original OC

20,458,628.08 3.95%

> Step Down Date?

Target OC

20,452,931.00 3.95%

Min

Max

Beginning OC

20,458,628.08

Extra Principal

0.00

FICO

500

808

635.44

Ending OC

20,452,931.00

Cumulative Extra Principal

0.00

Most Senior Certificates

404,139,100.00 78.05%

OC Release

5,697.08

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

Distribution Date: 25-Apr-06

Pool Detail and Performance Indicators Total (All Loans)

Misc/Additional Information

Pool Level Information

4.780000%
4.959380%

Balance

387,063,252.86
168,256,145.30
382,843,313.49

Owner Occupied

494,866,295.52

95.57%

Legend: (1) 60 Days+, REO, F/C % (3) Condn: Cum Loss > specified thresholds (5) Defined Benchmark
(2) (1) > (6) * (4), then TRUE (4) Most Senior Certs + OC Amount / Ending Pool Bal (6) Defined Benchmark (Used in Delinq Event Calc)

24-Apr-2006 17:13

Page 7 of 31

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

Distribution Date: 25-Apr-06

Pool Detail

Performance Indicators

Factors Impacting Principal Payment Rules

WA Rates/Life

Historical

Amount

Count

Delinquency Levels

Num

Den

Fixed

Adj

Overall

Original Pool Balance

219,322,351.48 1,270

3 mo. Rolling Average

0.00

214,843,987

0.00%

WAC - Current

7.49%

7.82%

7.79%

Cum Scheduled Principal

99,689.78

6 mo. Rolling Average

0.00

214,843,987

0.00%

WAC - Original

7.49%

7.82%

7.79%

Cum Unscheduled Principal

4,378,674.63

12 mo. Rolling Average

0.00

214,843,987

0.00%

WAL - Current

373.49

356.89

358.04

Cum Liquidations

0.00

Loss Levels

Amount

Count

WAL - Original

373.49

356.89

358.04

Cum Deferred Interest

0.00

3 mo. Cum Loss

0.00

6 mo. Cum loss

0.00

Current Index Rate

Current

Amount

Count

12 mo. Cum Loss

0.00

Next Index Rate

Beginning Pool

219,322,351.48 1,270 100.00%

Scheduled Principal

99,689.78

0.05%

Triggers

Prepayment Charges

Amount

Count

Unscheduled Principal

4,378,674.63

2.00%

Current

37,152.98

Deferred Interest

0.00

0.00%

> Delinquency Trigger Event

(2)

N/A

Cumulative

37,152.98

Liquidations

0.00

0.00%

Delinquency Event Calc

(1)

N/A

Repurchases

0.00

0.00%

Ending Pool

214,843,987.07 1,216

97.96%

> Loss Trigger Event?

(3)

N/A

Average Loan Balance

176,680.91

Cumulative Loss

N/A

Current Loss Detail

Amount

> Overall Trigger Event?

N/A

Liquidation

0.00

Pool Composition

Realized Loss

0.00

Step Down Date

Realized Loss Adjustment

0.00

Distribution Count

Properties

%/Score

Net Liquidation

0.00

Required Percentage

(4)

N/A

Cut-off LTV

80.61%

Step Down %

(5)

N/A

Cash Out/Refinance

63.37%

Credit Enhancement

Amount

% of Required Percentage

(6)

N/A

SFR

74.28%

Original OC

N/A

> Step Down Date?

N/A

Target OC

N/A

Min

Max

Beginning OC

N/A

Extra Principal

N/A

FICO

500

790

618.63

Ending OC

N/A

Cumulative Extra Principal

N/A

Most Senior Certificates

N/A

OC Release

N/A

Pool Detail and Performance Indicators Group I

Misc/Additional Information

Pool Level Information

N/A
N/A

Balance

176,794,718.20
138,981,763.71
162,906,083.78

Owner Occupied

197,764,933.89

90.17%

24-Apr-2006 17:13

Page 8 of 31

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

Distribution Date: 25-Apr-06

Pool Detail

Performance Indicators

Factors Impacting Principal Payment Rules

WA Rates/Life

Historical

Amount

Count

Delinquency Levels

Num

Den

Fixed

Adj

Overall

Original Pool Balance

298,473,376.60 1,780

3 mo. Rolling Average

0.00

289,969,154

0.00%

WAC - Current

10.22%

7.43%

7.97%

Cum Scheduled Principal

102,558.18

6 mo. Rolling Average

0.00

289,969,154

0.00%

WAC - Original

10.22%

7.43%

7.97%

Cum Unscheduled Principal

8,401,664.01

12 mo. Rolling Average

0.00

289,969,154

0.00%

WAL - Current

359.02

356.86

357.28

Cum Liquidations

0.00

Loss Levels

Amount

Count

WAL - Original

359.02

356.86

357.28

Cum Deferred Interest

0.00

3 mo. Cum Loss

0.00

6 mo. Cum loss

0.00

Current Index Rate

Current

Amount

Count

12 mo. Cum Loss

0.00

Next Index Rate

Beginning Pool

298,473,376.60 1,780 100.00%

Scheduled Principal

102,558.18

0.03%

Triggers

Prepayment Charges

Amount

Count

Unscheduled Principal

8,401,664.01

2.81%

Current

60,344.12

Deferred Interest

0.00

0.00%

> Delinquency Trigger Event

(2)

N/A

Cumulative

60,344.12

Liquidations

0.00

0.00%

Delinquency Event Calc

(1)

N/A

Repurchases

0.00

0.00%

Ending Pool

289,969,154.41 1,726

97.15%

> Loss Trigger Event?

(3)

N/A

Average Loan Balance

168,000.67

Cumulative Loss

N/A

Current Loss Detail

Amount

> Overall Trigger Event?

N/A

Liquidation

0.00

Pool Composition

Realized Loss

0.00

Step Down Date

Realized Loss Adjustment

0.00

Distribution Count

Properties

%/Score

Net Liquidation

0.00

Required Percentage

(4)

N/A

Cut-off LTV

70.45%

Step Down %

(5)

N/A

Cash Out/Refinance

9.81%

Credit Enhancement

Amount

% of Required Percentage

(6)

N/A

SFR

73.69%

Original OC

N/A

> Step Down Date?

N/A

Target OC

N/A

Min

Max

Beginning OC

N/A

Extra Principal

N/A

FICO

503

808

647.90

Ending OC

N/A

Cumulative Extra Principal

N/A

Most Senior Certificates

N/A

OC Release

N/A

Pool Detail and Performance Indicators Group II

Misc/Additional Information

Pool Level Information

N/A
N/A

Balance

210,268,534.66

29,274,381.59

219,937,229.71

Owner Occupied

297,101,361.63

99.54%

24-Apr-2006 17:13

Page 9 of 31

A-1

Act/360

171,181,000.00

4.960000000%

613,208.38

0.00

613,208.38

0.00

A-2A

Act/360

111,712,000.00

4.850000000%

391,302.31

0.00

391,302.31

0.00

A-2B

30/360

72,476,000.00

5.450000000%

329,161.83

0.00

329,161.83

0.00

A-2C

30/360

25,474,000.00

5.800000000%

123,124.33

0.00

123,124.33

0.00

A-2D

30/360

23,296,000.00

5.595000000%

108,617.60

0.00

108,617.60

0.00

M-1

Act/360

17,863,000.00

5.140000000%

66,311.43

0.00

66,311.43

0.00

M-2

Act/360

16,828,000.00

5.160000000%

62,712.35

0.00

62,712.35

0.00

M-3

Act/360

10,097,000.00

5.180000000%

37,774.00

0.00

37,774.00

0.00

M-4

Act/360

9,061,000.00

5.280000000%

34,552.61

0.00

34,552.61

0.00

M-5

Act/360

9,061,000.00

5.300000000%

34,683.49

0.00

34,683.49

0.00

M-6

Act/360

8,284,000.00

5.400000000%

32,307.60

0.00

32,307.60

0.00

B-1

Act/360

8,284,000.00

6.000000000%

35,897.33

0.00

35,897.33

0.00

B-2

30/360

8,543,000.00

6.700000000%

47,698.42

0.00

47,698.42

0.00

B-3

Act/360

5,177,000.00

7.180000000%

26,845.62

0.00

26,845.62

0.00

30/360

517,795,728.08

3.416470000%

1,474,192.65

0.00

1,474,192.65

0.00

0.000000000%

0.00

97,497.10

0.00

97,497.10

0.00

Act/360

100.00

4.960000000%

0.36

0.00

0.36

0.00

Total

497,337,100.00

3,418,390.31

97,497.10

0.00

3,515,887.41

0.00

Interest

Payment

Amount

Interest Carry-

Forward

Amount

Interest Carry-

Forward

Amount

Net Cap

Rate in

Effect Y/N

Total Interest

Deductions

Method Days

Floating Rate

Certficate

Carry-Over

Floating Rate

Certficate Carry-

Over

Class

Accrual

Certificate

Interest

Distribution Date: 25-Apr-06

Pass-Thru Rate

Total Interest

Additions

Distributable

Certificate

Interest

Bond Interest Reconciliation

Opening Balance

- - Accrual - -

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

- - - - - Outstanding - - - -

- - - - - - Recovered - - - - - -

24-Apr-2006 17:13

Page 10 of 31

A-1

30-Mar-06

25-Apr-06

0.00

A-2A

30-Mar-06

25-Apr-06

0.00

A-2B

30-Mar-06

1-Mar-06

1-Apr-06

0.00

A-2C

30-Mar-06

1-Mar-06

1-Apr-06

0.00

A-2D

30-Mar-06

1-Mar-06

1-Apr-06

0.00

M-1

30-Mar-06

25-Apr-06

0.00

M-2

30-Mar-06

25-Apr-06

0.00

M-3

30-Mar-06

25-Apr-06

0.00

M-4

30-Mar-06

25-Apr-06

0.00

M-5

30-Mar-06

25-Apr-06

0.00

M-6

30-Mar-06

25-Apr-06

0.00

B-1

30-Mar-06

25-Apr-06

0.00

B-2

30-Mar-06

1-Mar-06

1-Apr-06

0.00

B-3

30-Mar-06

25-Apr-06

0.00

30-Mar-06

1-Mar-06

1-Apr-06

0.00

30-Mar-06

1-Mar-06

1-Apr-06

0.00

97,497.10

0.00

30-Mar-06

25-Apr-06

0.00

Total

0.00

97,497.10

0.00

Merrill Lynch Mortgage Investors Trust

Interest Carry-

Forward

Floating Rate

Cartificate Carry-

Over

(1)

Other Interest Proceeds are additional interest amounts specifically allocated to the bond(s) and used in determining the bonds Distributable Interest.

(2)

Interest Carry-Forward Shortfall is unpaid interest with interest thereon.

- - - - - - - - - - - - - - - - - - - - - - - - - - - Additions - - - - - - - - - - - - - - - - - - - - - - - - - - - -

- - - - - - - - - - - Deductions - - - - - - - - - -

Bond Interest Reconciliation

Non-Supported

Interest Shortfall

Prepayment

Premiums

Record Date

Class

Supplemental

Interest Trust

Payments From

Cap Contracts

Interest Carry-

Forward

Distribution Date: 25-Apr-06

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

Prior Interest Due

Date

Current Interest

Due Date

Floating Rate

Cartificate Carry-

Over

Other Interest

Proceeds

(1)

24-Apr-2006 17:13

Page 11 of 31

A-1

171,181,000.00

99,589.78

4,376,709.41

0.00

166,704,700.81

1-Feb-37

21.95%

22.51%

A-2A

111,712,000.00

102,558.18

8,397,932.15

0.00

103,211,509.67

1-Feb-37

21.95%

22.51%

A-2B

72,476,000.00

0.00

72,476,000.00

1-Feb-37

21.95%

22.51%

A-2C

25,474,000.00

0.00

25,474,000.00

1-Feb-37

21.95%

22.51%

A-2D

23,296,000.00

0.00

23,296,000.00

1-Feb-37

21.95%

22.51%

M-1

17,863,000.00

0.00

17,863,000.00

1-Feb-37

18.50%

18.97%

M-2

16,828,000.00

0.00

16,828,000.00

1-Feb-37

15.25%

15.64%

M-3

10,097,000.00

0.00

10,097,000.00

1-Feb-37

13.30%

13.64%

M-4

9,061,000.00

0.00

9,061,000.00

1-Feb-37

11.55%

11.85%

M-5

9,061,000.00

0.00

9,061,000.00

1-Feb-37

9.80%

10.05%

M-6

8,284,000.00

0.00

8,284,000.00

1-Feb-37

8.20%

8.41%

B-1

8,284,000.00

0.00

8,284,000.00

1-Feb-37

6.60%

6.77%

B-2

8,543,000.00

0.00

8,543,000.00

1-Feb-37

4.95%

5.08%

B-3

5,177,000.00

0.00

5,177,000.00

1-Feb-37

3.95%

4.05%

517,795,728.08

0.00

504,813,141.48

1-Feb-37

N/A

0.00

1-Feb-37

N/A

100.00

0.00

1-Feb-37

21.95%

22.51%

Total

497,337,100.00

202,247.96

12,774,641.56

0.00

484,360,210.48

Cumulative

Losses

- - - - - - - - - - - - - - - - Losses - - - - - - - - - - - - - - -

Extra

Principal
Payment

Prior
Loss

Reimburs.

Bond Principal Reconciliation

Unscheduled

Principal
Payment

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

Current

Original

Interest on

Losses

Scheduled

Principal Payment

Ending

Class Balance

Rated

Final

Maturity

- Credit Support -

Class

Original Class

Balance

Beginning Class

Balance

Current

Losses

Distribution Date: 25-Apr-06

24-Apr-2006 17:13

Page 12 of 31

Class

CUSIP

Fitch

Moody's

S&P

A-1

59020U5B7

Aaa

AAA

A-2A

59020U5C5

Aaa

AAA

A-2B

59020U5D3

Aaa

AAA

A-2C

59020U5E1

Aaa

AAA

A-2D

59020U5F8

Aaa

AAA

M-1

59020U5G6

Aa1

AA+

M-2

59020U5H4

Aa2

M-3

59020U5J0

Aa3

M-4

59020U5K7

M-5

59020U5L5

A+

M-6

59020U5M3

A+

B-1

59020U5N1

Baa1

B-2

59020U5P6

Baa2

BBB+

B-3

59020U5Q4

Baa3

BBB+

59020U5R 2

59020U5S0

NR - Designates that the class was not rated by the rating agency.
(1) Changed ratings provided on this report are based on information provided by the applicable rating agency via electronic transmission. It shall be understood that this transmission will generally have been provided to LaSalle within 30 days
of the payment date listed on this statement. Because ratings may have changed during the 30 day window, or may not be being provided by the rating agency in an electronic format and therefore not being updated on this report, LaSalle
recommends that investors obtain current rating information directly from the rating agency.

- - - - - - - - - Original Ratings - - - - - - -

Fitch

Moody's

S&P

- - - - - - - - - - - - - - - - Ratings Change / Change Date

(1)

- - - - - - - - - - - - - - - - -

Distribution Date: 25-Apr-06

Ratings Information

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

24-Apr-2006 17:13

Page 13 of 31

Type

Count

Count (%)

Scheduled UPB

Sched UPB (%)

Arrears

Arrears (%)

REO Book Value

2946

96.5902%

496,925,851.14

98.4376%

0.00

0.0000%

0.00

1.6393%

7,887,290.34

1.5624%

0.00

0.0000%

0.00

PIF

1.7705%

0.00

0.0000%

0.00

0.0000%

0.00

Total (Prior Month End):

3050

100.0000%

504,813,141.00

100.0000%

0.00

0.0000%

0.00

Delinq Total (Prior Month End):

1.6393%

7,887,290.00

1.5624%

0.00

0.0000%

0.00

1234

97.1654%

212,317,096.11

98.8238%

0.00

0.0000%

0.00

1.2598%

2,526,890.96

1.1762%

0.00

0.0000%

0.00

PIF

1.5748%

0.00

0.0000%

0.00

0.0000%

0.00

Total (Prior Month End):

1270

100.0000%

214,843,987.00

100.0000%

0.00

0.0000%

0.00

Delinq Total (Prior Month End):

1.2598%

2,526,890.00

1.1762%

0.00

0.0000%

0.00

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

Distribution Date: 25-Apr-06

End of Month Balance Reporting

F/C Quick Sale

Value

Total

Group 1

24-Apr-2006 17:13

Page 14 of 31

Type

Count

Count (%)

Scheduled UPB

Sched UPB (%)

Arrears

Arrears (%)

REO Book Value

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

Distribution Date: 25-Apr-06

End of Month Balance Reporting

F/C Quick Sale

Value

1712

96.1798%

284,608,755.03

98.1514%

0.00

0.0000%

0.00

1.9101%

5,360,399.38

1.8486%

0.00

0.0000%

0.00

PIF

1.9101%

0.00

0.0000%

0.00

0.0000%

0.00

Total (Prior Month End):

1780

100.0000%

289,969,154.00

100.0000%

0.00

0.0000%

0.00

Delinq Total (Prior Month End):

1.9101%

5,360,399.00

1.8486%

0.00

0.0000%

0.00

Group 2

24-Apr-2006 17:13

Page 15 of 31

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

25-Apr-06

2,946

496,925,851

7,887,290

25-Apr-06

102

14,789,607

110,158

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

Distribution Date: 25-Apr-06

Asset-Backed Facts ~ 15 Month Historical Loan Status Summary Part I

Distribution

Date

Current

Delinq 1 Month

Delinq 2 Months

Delinq 3+ Months

Bankruptcy

Foreclosure

REO

Total (All Loans)

Group I - Fixed

Delinquency Balances are Exclusive of REO, Foreclosures and Bankruptcies.

24-Apr-2006 17:13

Page 16 of 31

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

Distribution Date: 25-Apr-06

Asset-Backed Facts ~ 15 Month Historical Loan Status Summary Part I

Distribution

Date

Current

Delinq 1 Month

Delinq 2 Months

Delinq 3+ Months

Bankruptcy

Foreclosure

REO

25-Apr-06

1,132

197,527,489

2,416,733

25-Apr-06

914

57,408,235

1,127,839

Group I - ARM

Group II - Fixed

Delinquency Balances are Exclusive of REO, Foreclosures and Bankruptcies.

24-Apr-2006 17:13

Page 17 of 31

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Count

Balance

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

Distribution Date: 25-Apr-06

Asset-Backed Facts ~ 15 Month Historical Loan Status Summary Part I

Distribution

Date

Current

Delinq 1 Month

Delinq 2 Months

Delinq 3+ Months

Bankruptcy

Foreclosure

REO

25-Apr-06

798

227,200,520

4,232,560

Delinquency Balances are Exclusive of REO, Foreclosures and Bankruptcies.

Group II - ARM

24-Apr-2006 17:13

Page 18 of 31

Balance

25-Apr-06

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

Distribution Date: 25-Apr-06

Asset-Backed Facts ~ 15 Month Historical Loan Status Summary Part II

- - - - - - - - - - - In Foreclosure and Delinquent - - - - - - - - - - - - -

- - - - - - - - - - - - - - - In REO and Delinquent - - - - - - - - - - - - - -

- - - - - - - - - - - - - In Bankruptcy and Delinquent - - - - - - - - - - - - -

Distribution

Date

Current

31-60 Days

61-90 Days

90 + Days

Current

31-60 Days

61-90 Days

90 + Days

Total (All Loans)

Group I - Fixed

61-90 Days

90 + Days

Current

31-60 Days

24-Apr-2006 17:13

Page 19 of 31

Balance

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

Distribution Date: 25-Apr-06

Asset-Backed Facts ~ 15 Month Historical Loan Status Summary Part II

- - - - - - - - - - - In Foreclosure and Delinquent - - - - - - - - - - - - -

- - - - - - - - - - - - - - - In REO and Delinquent - - - - - - - - - - - - - -

- - - - - - - - - - - - - In Bankruptcy and Delinquent - - - - - - - - - - - - -

Distribution

Date

Current

31-60 Days

61-90 Days

90 + Days

Current

31-60 Days

61-90 Days

90 + Days

61-90 Days

90 + Days

Current

31-60 Days

25-Apr-06

Group I - ARM

Group II - Fixed

24-Apr-2006 17:13

Page 20 of 31

Balance

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

Distribution Date: 25-Apr-06

Asset-Backed Facts ~ 15 Month Historical Loan Status Summary Part II

- - - - - - - - - - - In Foreclosure and Delinquent - - - - - - - - - - - - -

- - - - - - - - - - - - - - - In REO and Delinquent - - - - - - - - - - - - - -

- - - - - - - - - - - - - In Bankruptcy and Delinquent - - - - - - - - - - - - -

Distribution

Date

Current

31-60 Days

61-90 Days

90 + Days

Current

31-60 Days

61-90 Days

90 + Days

61-90 Days

90 + Days

Current

31-60 Days

25-Apr-06

Group II - ARM

24-Apr-2006 17:13

Page 21 of 31

Insurance

Substitution

Liquidation

Remaining Term

Balance

Proceeds

Amount

Life

Coupon

Remit

25-Apr-06

2,996 504,813,141

12,741,738

0.00

358

8.41%

7.91%

25-Apr-06

103

14,899,764

391,115

0.00

373

7.99%

7.49%

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

Distribution Date: 25-Apr-06

Asset-Backed Facts ~ 15 Month Historical Payoff/Loss Summary

Curr Weighted Avg.

Total (All Loans)

Group I - Fixed

Distribution

Date

Ending Pool

Payoffs

Realized Losses

24-Apr-2006 17:13

Page 22 of 31

Insurance

Substitution

Liquidation

Remaining Term

Balance

Proceeds

Amount

Life

Coupon

Remit

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

Distribution Date: 25-Apr-06

Asset-Backed Facts ~ 15 Month Historical Payoff/Loss Summary

Curr Weighted Avg.

Distribution

Date

Ending Pool

Payoffs

Realized Losses

25-Apr-06

1,147 199,944,223

3,967,215

0.00

357

8.32%

7.82%

25-Apr-06

932

58,536,074

755,291

0.00

359

10.74%

10.24%

Group I - ARM

Group II - Fixed

24-Apr-2006 17:13

Page 23 of 31

Insurance

Substitution

Liquidation

Remaining Term

Balance

Proceeds

Amount

Life

Coupon

Remit

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

Distribution Date: 25-Apr-06

Asset-Backed Facts ~ 15 Month Historical Payoff/Loss Summary

Curr Weighted Avg.

Distribution

Date

Ending Pool

Payoffs

Realized Losses

25-Apr-06

814

231,433,081

7,628,116

0.00

357

7.93%

7.43%

Group II - ARM

24-Apr-2006 17:13

Page 24 of 31

SMM (Single Monthly Mortality)

Total

Current Period

2.46%

3-Month Average

2.46%

6-Month Average

2.46%

12-Month Average

2.46%

Average Since Cut-Off

2.46%

CPR (Conditional Prepayment Rate)

Total

Current Period

25.85%

3-Month Average

25.85%

6-Month Average

25.85%

12-Month Average

25.85%

Average Since Cut-Off

25.85%

PSA (Public Securities Association)

Total

Current Period

431%

3-Month Average

431%

6-Month Average

431%

12-Month Average

431%

Average Since Cut-Off

431%

SMM

Single Monthly Mortality

(Partial and Full Prepayments + Repurchases + Liquidations) / (Beginning Collateral Balance - Scheduled Principal)

CPR

Conditional Prepayment Rate

1 - ((1 - SMM)^12)

PSA

Public Securities Association

100 * CPR / (0.2 * MIN(30,WAS))

WAS

Weighted Average Seasoning

((Original Term - Remaining Term) * (Current Scheduled Balance / Deal Scheduled Principal Balance)

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

Distribution Date: 25-Apr-06

Prepayment Summary

0.00%

0.43%

0.86%

1.29%

1.71%

2.14%

2.57%

3.00%

May-05

Jun-05

Jul-05

Aug-05

Sep-05

Oct-05

Nov-05

Dec-05

Jan-06

Feb-06

Mar-06

Apr-06

0.00%

4.14%

8.29%

12.43%

16.57%

20.71%

24.86%

29.00%

May-05

Jun-05

Jul-05

Aug-05

Sep-05

Oct-05

Nov-05

Dec-05

Jan-06

Feb-06

Mar-06

Apr-06

71%

143%

214%

286%

357%

429%

500%

May-05

Jun-05

Jul-05

Aug-05

Sep-05

Oct-05

Nov-05

Dec-05

Jan-06

Feb-06

Mar-06

Apr-06

24-Apr-2006 17:13

Page 25 of 31

C
M
N
O
P

REO
Short Pay
Third Party
Write-off

R
S
T
W

1
2
3
4
5

6
7
8
9

Loss-Loan

Adjusted

Net Liquidation

Proceeds

Disclosure Control #

Period

Loss to Trust

Loss-Loan Non-

adjusted

Adjustment Legend
Escrow Bal/Adv
MREC
Rest'd Escrow
Replacement Res.
Suspense

Third Party
Charged Off/Matured
Side Note
Manual

Liq. Type Code - Legend
Charge-off
Matured
Repurchase
Note Sale
Paid in Full

Current Period Realized Loss Detail

Loss-Certs Non-

adjusted

Subsequent

Recov/(Exp)

Original

Liquidation

Balance

Adj Type

Liq Type

Loss-Certs

Adjusted

Distribution Date: 25-Apr-06

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

24-Apr-2006 17:13

Page 26 of 31

Distribution Date

Beginning

Scheduled Balance

Net Liquidation

Proceeds

Realized Loss

Loan Count

Realized Loss

Adjusted

Cumulative

Realized Loss

Amount

Count

Amount

Count

Amount

Count

25-Apr-06

0.00

Total

0.00

- - - - - - - - - - - - - - - - - Current Realized Loss - - - - - - - - - - - - - - - - -

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

Distribution Date: 25-Apr-06

Historical Realized Loss Summary

Recovery on Prior

Liquidations

Claims on Prior

Liquidations

(Claims)/Recoveries on

Prior Payoffs

- - - - - - - - - - - - - - Previous Liquidations/Payoffs - - - - - - - - - - - - - -

24-Apr-2006 17:13

Page 27 of 31

MDR (monthly Default Rate)

Total

Current Period

0.00%

3-Month Average

0.00%

6-Month Average

0.00%

12-Month Average

0.00%

Average Since Cut-Off

0.00%

CDR (Conditional Default Rate)

Total

Current Period

0.00%

3-Month Average

0.00%

6-Month Average

0.00%

12-Month Average

0.00%

Average Since Cut-Off

0.00%

SDA (Standard Default Assumption)

Total

Current Period

0.00%

3-Month Average

0.00%

6-Month Average

0.00%

12-Month Average

0.00%

Average Since Cut-Off

0.00%

MDR

(Monthly Default Rate)

(Beginning Principal Balance of Liquidated Loans) / (Total Beginning Principal Balance)

CDR

(Conditional Default Rate)

1 - ((1 - MDR)^

SDA

(Standard Default Assumption)

If WAS=30 then CDR/(WAS*0.02) else if 30<WAS=60 then CDR/0.6 else if 60<WAS=120 then CDR/(0.6-((WAS-60)*0.0095)) else if WAS>120 then CDR/0.03

WAS

Weighted Average Seasoning

((Original Term - Remaining Term) * (Current Scheduled Balance / Deal Scheduled Principal Balance)

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

Distribution Date: 25-Apr-06

Realized Loss Summary

0.00%

20.00%

40.00%

60.00%

80.00%

100.00%

May-05

Jun-05

Jul-05

Aug-05

Sep-05

Oct-05

Nov-05

Dec-05

Jan-06

Feb-06

Mar-06

Apr-06

0.00%

20.00%

40.00%

60.00%

80.00%

100.00%

May-05

Jun-05

Jul-05

Aug-05

Sep-05

Oct-05

Nov-05

Dec-05

Jan-06

Feb-06

Mar-06

Apr-06

20%

40%

60%

80%

100%

May-05

Jun-05

Jul-05

Aug-05

Sep-05

Oct-05

Nov-05

Dec-05

Jan-06

Feb-06

Mar-06

Apr-06

24-Apr-2006 17:13

Page 28 of 31

Total

Relief Act Interest

Shortfall

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

Distribution Date: 25-Apr-06

Servicemembers Civil Relief Act

Ending balance

Loan Rate

P&I Amount

Scheduled Interest

Disclosure Control

Beginning

Balance

Scheduled

Principal

Unscheduled

Principal

Interest Received

24-Apr-2006 17:13

Page 29 of 31

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

Distribution Date: 25-Apr-06

Material Breaches Detail

Disclosure

Control #

Loan Group #

Ending Principal

Balance

Material Breach

Date

Material Breach Description

Material breaches of pool asset representation or warranties or transaction covenants.

24-Apr-2006 17:13

Page 30 of 31

Merrill Lynch Mortgage Investors Trust

Mortgage Loan Asset-Backed Certificates

Series 2006-RM1

Distribution Date: 25-Apr-06

Modified Loan Detail

Disclosure

Control #

Loan Group #

Modified Maturity

Date

Cutoff Maturity

Date

Modification Description

Modifications include any extensions or waivers to the mortgage loan terms, fees, penalties or payments during the preceding calendar month or that have become material over time.

24-Apr-2006 17:13

Page 31 of 31

Merrill Lynch Mortgage Investors Trust, Series 2006-RM1 10-D