8-K 1 mlm05a03_10506.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): June 27, 2005 MERRILL LYNCH MORTGAGE INVESTORS, INC. Mortgage Loan Asset-Backed Certificates, Series 2005-A03 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-121605-11 Pooling and Servicing Agreement) (Commission 54-2175571 (State or other File Number) 54-2175572 jurisdiction 54-6666949 of Incorporation) 54-6666950 IRS EIN c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, Maryland 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On June 27, 2005 a distribution was made to holders of MERRILL LYNCH MORTGAGE INVESTORS, INC., Mortgage Loan Asset-Backed Certificates, Series 2005-A03 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Loan Asset-Backed Certificates, Series 2005-A03 Trust, relating to the June 27, 2005 distribution. 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 hereunto duly authorized. MERRILL LYNCH MORTGAGE INVESTORS, INC. Mortgage Loan Asset-Backed Certificates, Series 2005-A03 Trust (Registrant) By: Wells Fargo Bank, N.A. as Master Servicer By: /s/ Beth Belfield as Officer By: Beth Belfield as Officer Date: 6/30/2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Loan Asset-Backed Certificates, Series 2005-A03 Trust , relating to the June 27, 2005 distribution. EX-99.1

~~SECURITIES~~Merrill ~~AND~~Lynch ~~EXCHANGE~~Mortgage ~~COMMISSION~~Loans, Inc. Mortgage Loan Asset-Backed Certificates Record Date: 5/31/2005 Distribution Date: 6/27/2005 Merrill Lynch Mortgage Loans, Inc. Mortgage Loan Asset-Backed Certificates Series 2005-A03 Contact: Customer Service - SecuritiesLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 846-8130 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Class CUSIP Description Rate Balance Distribution A-1 59020UVQ5 SEN 3.36000% 259,508,000.00 775,063.89 A-2 59020UVR3 SEN 3.42000% 28,834,000.00 87,655.36 M-1 59020UVT9 MEZ 3.53000% 10,156,000.00 31,867.27 M-2 59020UVU6 MEZ 3.74000% 7,458,000.00 24,793.71 B-1 59020UVV4 SUB 4.39000% 5,237,000.00 20,435.94 B-2 59020UVW2 SUB 4.79000% 1,587,000.00 6,757.09 B-3 59020UVY8 SUB 5.09000% 3,333,000.00 15,079.97 X MLM05A03X SEN 0.00000% 0.00 519,668.37 P MLM05A03P SEN 0.00000% 0.01 14,266.70 R 59020UVS1 SEN 3.36000% 100.00 0.00 Totals 316,113,100.01 1,495,588.30

~~Washington~~Certificateholder Distribution Summary (continued) Current Ending Cumulative Principal Realized Certificate Total Realized Class Distribution Loss Balance Distribution Losses A-1 5,429,213.87 D0.C00 254,078,786.13 ~~20549~~6,204,277.76 0.00 A-2 603,241.34 0.00 28,230,758.66 690,896.70 0.00 M-1 0.00 0.00 10,156,000.00 31,867.27 0.00 M-2 0.00 0.00 7,458,000.00 24,793.71 0.00 B-1 0.00 0.00 5,237,000.00 20,435.94 0.00 B-2 0.00 0.00 1,587,000.00 6,757.09 0.00 B-3 0.00 0.00 3,333,000.00 15,079.97 0.00 X 0.00 0.00 1,269,529.38 519,668.37 0.00 P 0.00 0.00 0.01 14,266.70 0.00 R 100.00 0.00 0.00 100.00 0.00 Totals 6,032,555.21 0.00 311,350,074.18 7,528,143.51 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.

~~FORM~~Principal 8Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) A-K1 259,508,000.00 259,508,000.00 0.00 5,429,213.87 0.00 0.00 A-2 28,834,000.00 28,834,000.00 0.00 603,241.34 0.00 0.00 M-1 10,156,000.00 10,156,000.00 0.00 0.00 0.00 0.00 M-2 7,458,000.00 7,458,000.00 0.00 0.00 0.00 0.00 B-1 5,237,000.00 5,237,000.00 0.00 0.00 0.00 0.00 B-2 1,587,000.00 1,587,000.00 0.00 0.00 0.00 0.00 B-3 3,333,000.00 3,333,000.00 0.00 0.00 0.00 0.00 X 0.00 0.00 0.00 0.00 0.00 0.00 P 0.01 0.01 0.00 0.00 0.00 0.00 R 100.00 100.00 0.00 100.00 0.00 0.00 Totals 316,113,100.01 316,113,100.01 0.00 6,032,555.21 0.00 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

~~CURRENT~~Principal ~~REPORT~~Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution A-1 5,429,213.87 254,078,786.13 0.97907882 5,429,213.87 A-2 603,241.34 28,230,758.66 0.97907882 603,241.34 M-1 0.00 10,156,000.00 1.00000000 0.00 M-2 0.00 7,458,000.00 1.00000000 0.00 B-1 0.00 5,237,000.00 1.00000000 0.00 B-2 0.00 1,587,000.00 1.00000000 0.00 B-3 0.00 3,333,000.00 1.00000000 0.00 X 0.00 1,269,529.38 0.00000000 0.00 P 0.00 0.01 1.00000000 0.00 R 100.00 0.00 0.00000000 100.00 Totals 6,032,555.21 311,350,074.18 0.98493253 6,032,555.21

~~Pursuant~~Principal toDistribution ~~Section~~Factors 13Statement orOriginal 15Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (d2) ofAmount ~~the~~Balance Distribution Distribution Accretion A-1 259,508,000.00 1000.00000000 0.00000000 20.92118112 0.00000000 A-2 28,834,000.00 1000.00000000 0.00000000 20.92118124 0.00000000 M-1 10,156,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 7,458,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-1 5,237,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-2 1,587,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-3 3,333,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 P 0.01 0.00000000 0.00000000 0.00000000 0.00000000 R 100.00 1000.00000000 0.00000000 1000.00000000 0.00000000 (2) Per $1000 denomination. class B and C certificates are per $1 denomination.

~~SECURITIES~~Principal ~~EXCHANGE~~Distribution ~~ACT~~Factors OFStatement ~~1934~~(continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution A-1 0.00000000 20.92118112 979.07881888 0.97907882 20.92118112 A-2 0.00000000 20.92118124 979.07881876 0.97907882 20.92118124 M-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 0.00000000 1.00000000 0.00000000 R 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

~~Date~~Interest ofDistribution ~~Report~~Statement ~~(Date~~Beginning Payment of ~~earliest~~Original ~~event~~Current ~~reported)~~Certificate/ ~~May~~Current 26Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall A-1 259,508,000.00 ~~2005~~3.36000% 259,508,000.00 775,063.89 0.00 0.00 A-2 28,834,000.00 3.42000% 28,834,000.00 87,655.36 0.00 0.00 M-1 10,156,000.00 3.53000% 10,156,000.00 31,867.27 0.00 0.00 M-2 7,458,000.00 3.74000% 7,458,000.00 24,793.71 0.00 0.00 B-1 5,237,000.00 4.39000% 5,237,000.00 20,435.94 0.00 0.00 B-2 1,587,000.00 4.79000% 1,587,000.00 6,757.09 0.00 0.00 B-3 3,333,000.00 5.09000% 3,333,000.00 15,079.97 0.00 0.00 X 0.00 0.00000% 317,382,345.40 0.00 0.00 0.00 P 0.01 0.00000% 0.01 0.00 0.00 0.00 R 100.00 3.36000% 100.00 0.30 0.00 0.30 Totals 316,113,100.01 961,653.53 0.00 0.30

~~Merrill~~Interest ~~Lynch~~Distribution ~~Mortgage~~Statement ~~Investors,~~(continued) ~~Inc.~~Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (as4) ~~company~~Distribution ~~under~~Shortfall aBalance ~~Pooling~~A-1 ~~and~~0.00 ~~Servicing~~0.00 ~~Agreement~~775,063.89 ~~dated~~0.00 as254,078,786.13 ofA-2 ~~May~~0.00 0.00 87,655.36 0.00 28,230,758.66 M-1 0.00 0.00 31,867.27 ~~2005~~0.00 10,156,000.00 ~~providing~~M-2 ~~for~~0.00 0.00 24,793.71 ~~inter~~0.00 ~~alia~~7,458,000.00 ~~the~~B-1 ~~issuance~~0.00 of0.00 ~~Mortgage~~20,435.94 ~~Pass~~0.00 5,237,000.00 B-~~Through~~2 ~~Certificates~~0.00 0.00 6,757.09 ~~Series~~0.00 ~~2005~~1,587,000.00 B-A33 0.00 0.00 15,079.97 0.00 3,333,000.00 X 0.00 0.00 519,668.37 0.00 311,350,074.18 P 0.00 0.00 14,266.70 0.00 0.01 R 0.00 0.00 0.00 0.30 0.00 Totals 0.00 0.00 1,495,588.30 0.30 (4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

~~Merrill~~Interest ~~Lynch~~Distribution ~~Mortgage~~Factors ~~Investors~~Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall A-1 259,508,000.00 ~~Inc~~3.36000% 1000.00000000 2.98666665 0.00000000 0.00000000 A-2 28,834,000.00 3.42000% 1000.00000000 3.04000000 0.00000000 0.00000000 M-1 10,156,000.00 3.53000% 1000.00000000 3.13777767 0.00000000 0.00000000 M-2 7,458,000.00 3.74000% 1000.00000000 3.32444489 0.00000000 0.00000000 B-1 5,237,000.00 4.39000% 1000.00000000 3.90222265 0.00000000 0.00000000 B-2 1,587,000.00 4.79000% 1000.00000000 4.25777568 0.00000000 0.00000000 B-3 3,333,000.00 5.09000% 1000.00000000 4.52444344 0.00000000 0.00000000 X 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 P 0.01 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 R 100.00 3.36000% 1000.00000000 3.00000000 0.00000000 3.00000000 (5) Per $1000 denomination.

Interest Distribution Factors Statement (~~Exact~~continued) ~~name~~Remaining ofEnding ~~registrant~~Non-Supported asTotal ~~specified~~Unpaid inCertificate/ ~~its~~Interest ~~charter~~Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance A-1 0.00000000 0.00000000 2.98666665 0.00000000 979.07881888 A-2 0.00000000 0.00000000 3.04000000 0.00000000 979.07881876 M-1 0.00000000 0.00000000 3.13777767 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 3.32444489 0.00000000 1000.00000000 B-1 0.00000000 0.00000000 3.90222265 0.00000000 1000.00000000 B-2 0.00000000 0.00000000 4.25777568 0.00000000 1000.00000000 B-3 0.00000000 0.00000000 4.52444344 0.00000000 1000.00000000 X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 3.00000000 0.00000000 (6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Delaware	333-121605	33-3416059
(State or Other Jurisdiction of Incorporation)	(Commission File Number)	(I.R.S. Employer Identification No.)
4 World Financial Center New York, New York		10281
(Address of Principal Executive Offices)		(Zip Code)

~~Registrant’s~~PREPAYMENT/CURTAILMENT ~~telephone~~INTEREST ~~number,~~SHORTFALL ~~including~~Total ~~area~~Prepayment/Curtailment ~~code,~~Interest isShortfall ~~(212)~~0.00 ~~449~~Servicing Fee Support 0.00 Non-~~1000~~Supported Prepayment/Curtailment Interest Shortfall 0.00

~~Check~~SERVICING ~~the~~FEES ~~appropriate~~Gross ~~box~~Servicing ~~below~~Fee if66,121.32 ~~the~~Supported ~~Form~~Prepayment/Curtailment ~~8-K~~Interest ~~filing~~Shortfall is0.00 ~~intended~~Net toServicing ~~simultaneously~~Fee ~~satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A~~66,121.~~2. below):~~32

oOTHER ~~Written~~ACCOUNTS ~~communications~~Beginning ~~pursuant~~Current toCurrent ~~Rule~~Ending ~~425~~Account ~~under~~Type ~~the~~Balance ~~Securities~~Withdrawals ~~Act~~Deposits ~~(17~~Balance ~~CFR~~Reserve ~~230~~Fund 0.~~425)~~00 0.00 0.00 0.00

oLOAN ~~Soliciting~~STATUS ~~material~~STRATIFICATION/CREDIT ~~pursuant~~ENHANCEMENT toSTATEMENT ~~Rule~~DELINQUENT ~~14a~~BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-~~12(b)~~29 ~~under~~Days ~~the~~0 ~~Exchange~~0 ~~Act~~0 ~~(17~~0 ~~CFR~~0.00 ~~240~~0.~~14a~~00 0.00 0.00 30 Days 22 0 0 0 22 5,421,504.84 0.00 0.00 0.00 5,421,504.84 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 22 0 0 0 22 5,421,504.84 0.00 0.00 0.00 5,421,504.84 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-~~12(b))~~29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.964286% 0.000000% 0.000000% 0.000000% 1.964286% 1.741255% 0.000000% 0.000000% 0.000000% 1.741255% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.964286% 0.000000% 0.000000% 0.000000% 1.964286% 1.741255% 0.000000% 0.000000% 0.000000% 1.741255%

oOTHER ~~Pre-commencement~~INFORMATION ~~communications~~Current ~~pursuant~~Period toClass ~~Rule~~A ~~14d-2(b)~~Insufficient ~~under~~Funds ~~the~~0.00 ~~Exchange~~Principal ~~Act~~Balance ~~(17~~of ~~CFR~~Contaminated ~~240~~Properties 0.~~14d-2(b))~~00 Periodic Advance 25,741.70

oCOLLATERAL ~~Pre-commencement~~STATEMENT ~~communications~~Collateral ~~pursuant~~Description toMixed ~~Rule~~ARM ~~13e~~Weighted Average Gross Coupon 5.851845% Weighted Average Net Coupon 5.601845% Weighted Average Pass-4Through Rate 5.601845% Weighted Average Maturity(cStepdown Calculation) ~~under~~355 ~~the~~Beginning ~~Exchange~~Scheduled ~~Act~~Collateral ~~(17~~Loan ~~CFR~~Count ~~240~~1,141 Number Of Loans Paid In Full 21 Ending Scheduled Collateral Loan Count 1,120 Beginning Scheduled Collateral Balance 317,382,345.~~13e~~40 Ending Scheduled Collateral Balance 311,350,074.18 Ending Actual Collateral Balance at 31-~~4(c))~~May-2005 311,356,220.75 Monthly P&I Constant 1,554,955.95 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 7,229.16 Unscheduled Principal 6,025,042.06 Required Overcollateralization Amount 0.00 Overcollateralized Increase Amount 183.98 Overcollateralized reduction Amount 0.00 Specified O/C Amount 1,269,529.38 Overcollateralized Amount 1,269,529.38 Overcollateralized Deficiency Amount 0.00 Base Overcollateralized Amount 0.00 Extra principal distribution Amount 183.98 Excess Cash Amount 519,952.35

~~Item~~COLLATERAL 8STATEMENT Collateral Description Mixed ARM Weighted Average Coupon Rate 5.01851845% Weighted Average Net Rate 5.601845% Weighted Average Pass Through Rate 5.601845% Weighted Average Maturity 355 Record Date 05/31/2005 Principal and Interest Constant 1,554,955.95 Beginning Loan Count 1,141 Loans Paid in Full 21 Ending Loan Count 1,120 Beginning Scheduled Balance 317,382,345.40 Ending Scheduled Balance 311,350,074.18 Ending Actual Balance at 31-May-2005 311,356,220.75 Scheduled Principal 7,229.16 Unscheduled Principal 6,025,042.06 Scheduled Interest 1,547,726.79 Servicing Fee 66,121.32 Master Servicing Fee 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other ~~Events~~Fee 0.00 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 1,481,605.47 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Required Overcollateralized Amount 0.00 Overcollateralized Increase Amount 183.98 Overcollateralized Reduction Amount 0.00 Specified O/C Amount 1,269,529.38 Overcollateralized Amount 1,269,529.38 Overcollateralized Deficiency Amount 0.00 Base Overcollateralization Amount 0.00

On or about May 26, 2005, the Registrant will cause the issuance and sale of MLMI Series 2005-A3 Mortgage Pass-Through Certificates (the “Certificates”) pursuant to a Pooling and Servicing Agreement to be dated as of May 1, 2005, among the Registrant as depositor, Wells Fargo Bank, N.A. as master servicer and securities administrator and Wachovia Bank, National Association as trustee.

Item 9.01.		Financial Statements, Pro Forma Financial Information and Exhibits
	(a)	Financial Statements.

Not applicable.

(b) Pro Forma Financial Information.

Not applicable.

	(c)	Exhibits
Exhibit No.			Item 601(a) of Regulation S-K Exhibit No.	Description
1			4	Pooling and Servicing Agreement, dated as of May 1, 2005 among Merrill Lynch Mortgage Investors, Inc., as depositor, Wells Fargo Bank, N.A., as master servicer and securities administrator and Wachovia Bank, National Association, as trustee. (In accordance with Rule 202 of Regulation S-T, Exhibit H, the mortgage loan schedule, is being filed in paper pursuant to a continuing hardship exemption.)

SIGNATURE

Pursuant to the requirements of the Securities Exchange Act of 1934, the Registrant has duly caused this report to be signed on behalf of the Registrant by the undersigned thereunto duly authorized.

MERRILL LYNCH MORTGAGE INVESTORS, INC. By: /s/ Paul Park Name: Paul Park Title: Managing Director

Dated: June 10, 2005

EXHIBIT INDEX

Item 601(a) of Number	Sequentially Exhibit Exhibit No.	Regulation S-K Description	Numbered Page
1	4	Pooling and Servicing Agreement	5

Filing Compare · MERRILL LYNCH MORTGAGE INVESTORS TRUST, SERIES 2005-A3