8-K 1 mlm05a04_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 Pass-Through Certificates, Series 2005-A04 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-121605-16 Pooling and Servicing Agreement) (Commission 54-2175636 (State or other File Number) 54-2175637 jurisdiction 54-2175638 of Incorporation) 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 Pass-Through Certificates, Series 2005-A04 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2005-A04 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 Pass-Through Certificates, Series 2005-A04 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 Pass-Through Certificates, Series 2005-A04 Trust, relating to the June 27, 2005 distribution. EX-99.1

~~SECURITIES~~Merrill ~~AND~~Lynch ~~EXCHANGE~~Mortgage ~~COMMISSION~~Loans, Inc. Mortgage Pass-Through Certificates Record Date: 5/31/2005 Distribution Date: 6/27/2005 Merrill Lynch Mortgage Loans, Inc. Mortgage Pass-Through Certificates Series MLMI 2005-A4 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 I-A 59020UXH3 SEN 4.85754% 207,739,000.00 840,916.51 II-A-1 59020UXJ9 SEN 5.03344% 133,885,000.00 561,584.64 II-A-2 59020UXK6 SEN 4.45890% 92,531,000.00 343,822.06 II-A-IO 59020UXV2 SEN 0.57454% 0.00 44,301.99 III-A 59020UXL4 SEN 5.00960% 18,332,000.00 76,530.04 IV-A 59020UXM2 SEN 5.39278% 24,505,000.00 110,125.00 M-1 59020UXN0 SUB 4.97438% 11,048,000.00 45,797.42 M-2 59020UXP5 SUB 4.97438% 5,020,000.00 20,809.47 M-3 59020UXQ3 SUB 4.97438% 2,761,000.00 11,445.21 B-1 59020UXR1 SUB 4.97438% 2,761,000.00 11,445.21 B-2 59020UXS9 SUB 4.97438% 1,255,000.00 5,202.37 B-3 59020UXT7 SUB 4.97438% 2,262,538.58 9,378.93 R-I MLM05A4R1 SEN 0.00000% 0.00 0.00 R-II MLM05A4R2 SEN 0.00000% 0.00 0.00 R-III 59020UXU4 SEN 0.00000% 0.00 0.00 Totals 502,099,538.58 2,081,358.85

~~Washington~~Certificateholder Distribution Summary (continued) Current Ending Cumulative Principal Realized Certificate Total Realized Class Distribution Loss Balance Distribution Losses I-A 1,771,964.27 D0.C00 205,967,035.73 ~~20549~~2,612,880.78 0.00 II-A-1 285,548.47 0.00 133,599,451.53 847,133.11 0.00 II-A-2 0.00 0.00 92,531,000.00 343,822.06 0.00 II-A-IO 0.00 0.00 0.00 44,301.99 0.00 III-A 56,398.38 0.00 18,275,601.62 132,928.42 0.00 IV-A 16,413.64 0.00 24,488,586.36 126,538.64 0.00 M-1 2,198.90 0.00 11,045,801.10 47,996.32 0.00 M-2 999.14 0.00 5,019,000.86 21,808.61 0.00 M-3 549.52 0.00 2,760,450.48 11,994.73 0.00 B-1 549.52 0.00 2,760,450.48 11,994.73 0.00 B-2 249.78 0.00 1,254,750.22 5,452.15 0.00 B-3 450.32 0.00 2,262,088.26 9,829.25 0.00 R-I 0.00 0.00 0.00 0.00 0.00 R-II 0.00 0.00 0.00 0.00 0.00 R-III 0.00 0.00 0.00 0.00 0.00 Totals 2,135,321.94 0.00 499,964,216.64 4,216,680.79 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) I-KA 207,739,000.00 207,739,000.00 26,511.63 1,745,452.64 0.00 0.00 II-A-1 133,885,000.00 133,885,000.00 37,528.79 248,019.68 0.00 0.00 II-A-2 92,531,000.00 92,531,000.00 0.00 0.00 0.00 0.00 II-A-IO 0.00 0.00 0.00 0.00 0.00 0.00 III-A 18,332,000.00 18,332,000.00 16,475.00 39,923.38 0.00 0.00 IV-A 24,505,000.00 24,505,000.00 14,409.27 2,004.37 0.00 0.00 M-1 11,048,000.00 11,048,000.00 2,198.90 0.00 0.00 0.00 M-2 5,020,000.00 5,020,000.00 999.14 0.00 0.00 0.00 M-3 2,761,000.00 2,761,000.00 549.52 0.00 0.00 0.00 B-1 2,761,000.00 2,761,000.00 549.52 0.00 0.00 0.00 B-2 1,255,000.00 1,255,000.00 249.78 0.00 0.00 0.00 B-3 2,262,538.58 2,262,538.58 450.32 0.00 0.00 0.00 R-I 0.00 0.00 0.00 0.00 0.00 0.00 R-II 0.00 0.00 0.00 0.00 0.00 0.00 R-III 0.00 0.00 0.00 0.00 0.00 0.00 Totals 502,099,538.58 502,099,538.58 99,921.87 2,035,400.07 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 I-A 1,771,964.27 205,967,035.73 0.99147024 1,771,964.27 II-A-1 285,548.47 133,599,451.53 0.99786721 285,548.47 II-A-2 0.00 92,531,000.00 1.00000000 0.00 II-A-IO 0.00 0.00 0.00000000 0.00 III-A 56,398.38 18,275,601.62 0.99692350 56,398.38 IV-A 16,413.64 24,488,586.36 0.99933019 16,413.64 M-1 2,198.90 11,045,801.10 0.99980097 2,198.90 M-2 999.14 5,019,000.86 0.99980097 999.14 M-3 549.52 2,760,450.48 0.99980097 549.52 B-1 549.52 2,760,450.48 0.99980097 549.52 B-2 249.78 1,254,750.22 0.99980097 249.78 B-3 450.32 2,262,088.26 0.99980097 450.32 R-I 0.00 0.00 0.00000000 0.00 R-II 0.00 0.00 0.00000000 0.00 R-III 0.00 0.00 0.00000000 0.00 Totals 2,135,321.94 499,964,216.64 0.99574721 2,135,321.94

~~Pursuant~~Principal toDistribution ~~Section~~Factors 13Statement orOriginal 15Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (d2) ofAmount ~~the~~Balance Distribution Distribution Accretion I-A 207,739,000.00 1000.00000000 0.12761990 8.40214230 0.00000000 II-A-1 133,885,000.00 1000.00000000 0.28030616 1.85248295 0.00000000 II-A-2 92,531,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 III-A 18,332,000.00 1000.00000000 0.89870172 2.17779729 0.00000000 IV-A 24,505,000.00 1000.00000000 0.58801347 0.08179433 0.00000000 M-1 11,048,000.00 1000.00000000 0.19903150 0.00000000 0.00000000 M-2 5,020,000.00 1000.00000000 0.19903187 0.00000000 0.00000000 M-3 2,761,000.00 1000.00000000 0.19902934 0.00000000 0.00000000 B-1 2,761,000.00 1000.00000000 0.19902934 0.00000000 0.00000000 B-2 1,255,000.00 1000.00000000 0.19902789 0.00000000 0.00000000 B-3 2,262,538.58 1000.00000000 0.19903307 0.00000000 0.00000000 R-I 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R-II 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R-III 0.00 0.00000000 0.00000000 0.00000000 0.00000000 All Classes are per $1,000 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 I-A 0.00000000 8.52976220 991.47023780 0.99147024 8.52976220 II-A-1 0.00000000 2.13278911 997.86721089 0.99786721 2.13278911 II-A-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 II-A-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 III-A 0.00000000 3.07649902 996.92350098 0.99692350 3.07649902 IV-A 0.00000000 0.66980779 999.33019221 0.99933019 0.66980779 M-1 0.00000000 0.19903150 999.80096850 0.99980097 0.19903150 M-2 0.00000000 0.19903187 999.80096813 0.99980097 0.19903187 M-3 0.00000000 0.19902934 999.80097066 0.99980097 0.19902934 B-1 0.00000000 0.19902934 999.80097066 0.99980097 0.19902934 B-2 0.00000000 0.19902789 999.80097211 0.99980097 0.19902789 B-3 0.00000000 0.19903307 999.80096693 0.99980097 0.19903307 R-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-II 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-III 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (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/ ~~June~~Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall I-A 207,739,000.00 4.85754% 207,739,000.00 840,916.51 0.00 0.00 II-A-1 133,885,000.00 5.03344% 133,885,000.00 561,584.64 0.00 0.00 II-A-2 92,531,000.00 4.45890% 92,531,000.00 343,822.06 0.00 0.00 II-A-IO 0.00 0.57454% 92,531,000.00 44,301.99 0.00 0.00 III-A 18,332,000.00 5.00960% 18,332,000.00 76,530.04 0.00 0.00 IV-A 24,505,000.00 5.39278% 24,505,000.00 110,125.00 0.00 0.00 M-1 11,048,000.00 4.97438% 11,048,000.00 45,797.42 0.00 0.00 M-2 5,020,000.00 4.97438% 5,020,000.00 20,809.47 ~~2005~~0.00 0.00 M-3 2,761,000.00 4.97438% 2,761,000.00 11,445.21 0.00 0.00 B-1 2,761,000.00 4.97438% 2,761,000.00 11,445.21 0.00 0.00 B-2 1,255,000.00 4.97438% 1,255,000.00 5,202.37 0.00 0.00 B-3 2,262,538.58 4.97438% 2,262,538.58 9,378.93 0.00 0.00 R-I 0.00 0.00000% 0.00 0.00 0.00 0.00 R-II 0.00 0.00000% 0.00 0.00 0.00 0.00 R-III 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 502,099,538.58 2,081,358.85 0.00 0.00

~~Merrill~~Interest ~~Lynch~~Distribution ~~Mortgage~~Statement ~~Investors~~(continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance I-A 0.00 0.00 840,916.51 ~~Inc~~0.00 ~~(as~~205,967,035.73 ~~company~~II-A-1 ~~under~~0.00 a0.00 ~~Pooling~~561,584.64 ~~and~~0.00 ~~Servicing~~133,599,451.53 ~~Agreement~~II-A-2 0.00 0.00 343,822.06 ~~dated~~0.00 as92,531,000.00 ofII-A-IO ~~May~~0.00 0.00 44,301.99 0.00 92,531,000.00 III-A 0.00 0.00 76,530.04 0.00 18,275,601.62 IV-A 0.00 0.00 110,125.00 0.00 24,488,586.36 M-1 0.00 0.00 45,797.42 ~~2005~~0.00 11,045,801.10 ~~providing~~M-2 ~~for~~0.00 0.00 20,809.47 ~~inter~~0.00 ~~alia~~5,019,000.86 ~~the~~M-3 ~~issuance~~0.00 of0.00 ~~Mortgage~~11,445.21 ~~Pass~~0.00 2,760,450.48 B-~~Through~~1 ~~Certificates~~0.00 0.00 11,445.21 ~~Series~~0.00 ~~2005~~2,760,450.48 B-A42 0.00 0.00 5,202.37 0.00 1,254,750.22 B-3 0.00 0.00 9,378.93 0.00 2,262,088.26 R-I 0.00 0.00 0.00 0.00 0.00 R-II 0.00 0.00 0.00 0.00 0.00 R-III 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 2,081,358.85 0.00 (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 I-A 207,739,000.00 ~~Inc~~4.85754% 1000.00000000 4.04794723 0.00000000 0.00000000 II-A-1 133,885,000.00 5.03344% 1000.00000000 4.19452993 0.00000000 0.00000000 II-A-2 92,531,000.00 4.45890% 1000.00000000 3.71574996 0.00000000 0.00000000 II-A-IO 0.00 0.57454% 1000.00000000 0.47877998 0.00000000 0.00000000 III-A 18,332,000.00 5.00960% 1000.00000000 4.17466943 0.00000000 0.00000000 IV-A 24,505,000.00 5.39278% 1000.00000000 4.49398082 0.00000000 0.00000000 M-1 11,048,000.00 4.97438% 1000.00000000 4.14531318 0.00000000 0.00000000 M-2 5,020,000.00 4.97438% 1000.00000000 4.14531275 0.00000000 0.00000000 M-3 2,761,000.00 4.97438% 1000.00000000 4.14531329 0.00000000 0.00000000 B-1 2,761,000.00 4.97438% 1000.00000000 4.14531329 0.00000000 0.00000000 B-2 1,255,000.00 4.97438% 1000.00000000 4.14531474 0.00000000 0.00000000 B-3 2,262,538.58 4.97438% 1000.00000000 4.14531274 0.00000000 0.00000000 R-I 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 R-II 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 R-III 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) Per $1 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 I-A 0.00000000 0.00000000 4.04794723 0.00000000 991.47023780 II-A-1 0.00000000 0.00000000 4.19452993 0.00000000 997.86721089 II-A-2 0.00000000 0.00000000 3.71574996 0.00000000 1000.00000000 II-A-IO 0.00000000 0.00000000 0.47877998 0.00000000 1000.00000000 III-A 0.00000000 0.00000000 4.17466943 0.00000000 996.92350098 IV-A 0.00000000 0.00000000 4.49398082 0.00000000 999.33019221 M-1 0.00000000 0.00000000 4.14531318 0.00000000 999.80096850 M-2 0.00000000 0.00000000 4.14531275 0.00000000 999.80096813 M-3 0.00000000 0.00000000 4.14531329 0.00000000 999.80097066 B-1 0.00000000 0.00000000 4.14531329 0.00000000 999.80097066 B-2 0.00000000 0.00000000 4.14531474 0.00000000 999.80097211 B-3 0.00000000 0.00000000 4.14531274 0.00000000 999.80096693 R-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-II 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-III 0.00000000 0.00000000 0.00000000 0.00000000 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 if123,864.49 ~~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~~123,864.~~2. below):~~49

Delinquency Status By Groups

oDELINQUENT ~~Written~~BANKRUPTCY ~~communications~~FORECLOSURE ~~pursuant~~REO toTotal ~~Rule~~Group ~~425~~1 ~~under~~No ~~the~~of ~~Securities~~Loans ~~Act~~No ~~(17~~of ~~CFR~~Loans ~~230~~No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.~~425)~~00 0.00 0.00 0.00 30 Days 3 0 0 0 3 1,675,076.80 0.00 0.00 0.00 1,675,076.80 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 3 0 0 0 3 1,675,076.80 0.00 0.00 0.00 1,675,076.80 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.492611% 0.000000% 0.000000% 0.000000% 0.492611% 0.772213% 0.000000% 0.000000% 0.000000% 0.772213% 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 0.492611% 0.000000% 0.000000% 0.000000% 0.492611% 0.772213% 0.000000% 0.000000% 0.000000% 0.772213% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 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 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 6 0 0 0 6 2,742,704.70 0.00 0.00 0.00 2,742,704.70 60 Days 1 0 0 0 1 136,800.00 0.00 0.00 0.00 136,800.00 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 7 0 0 0 7 2,879,504.70 0.00 0.00 0.00 2,879,504.70 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.121495% 0.000000% 0.000000% 0.000000% 1.121495% 1.152042% 0.000000% 0.000000% 0.000000% 1.152042% 60 Days 0.186916% 0.000000% 0.000000% 0.000000% 0.186916% 0.057461% 0.000000% 0.000000% 0.000000% 0.057461% 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 1.308411% 0.000000% 0.000000% 0.000000% 1.308411% 1.209504% 0.000000% 0.000000% 0.000000% 1.209504% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 3 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 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 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 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 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 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 4 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 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 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 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 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 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%

oCREDIT ~~Soliciting~~ENHANCEMENT ~~material~~Original ~~pursuant~~$ toOriginal ~~Rule~~% ~~14a-12(b)~~Current ~~under~~$ ~~the~~Current ~~Exchange~~% ~~Act~~Bankruptcy ~~(17~~185,209.00 ~~CFR~~0.03688691% ~~240~~185,209.~~14a-12(b))~~00 0.03704445% Fraud 15,062,985.00 2.99999977% 15,062,985.00 3.01281262% Special Hazard 5,020,995.00 0.99999992% 5,020,995.00 1.00427087% Limit of Subordinate's Exposure to Certain Types of Losses

oCOLLATERAL ~~Pre-commencement~~STATEMENT ~~communications~~Collateral ~~pursuant~~Description toMixed ~~Rule~~Fixed ~~14d~~& Arm Weighted Average Gross Coupon 5.124021% Weighted Average Net Coupon 4.827989% Weighted Average Pass-2Through Rate 4.827989% Weighted Average Maturity(bStepdown Calculation) ~~under~~355 ~~the~~Beginning ~~Exchange~~Scheduled ~~Act~~Collateral ~~(17~~Loan ~~CFR~~Count ~~240~~1,239 Number Of Loans Paid In Full 4 Ending Scheduled Collateral Loan Count 1,235 Beginning Scheduled Collateral Balance 502,099,538.~~14d~~58 Ending Scheduled Collateral Balance 499,964,216.63 Ending Actual Collateral Balance at 31-May-2005 500,040,808.38 Monthly P&I Constant 2~~(b))~~,243,895.72 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 99,921.88 Unscheduled Principal 2,035,400.07

oGroup ~~Pre-commencement~~Level ~~communications~~Collateral ~~pursuant~~Statement toGroup ~~Rule~~Group ~~13e-~~1 Group 2 Group 3 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.090304 5.080023 5.356069 Weighted Average Net Rate 4~~(c)~~.839536 ~~under~~4.741563 ~~the~~5.009602 ~~Exchange~~Weighted ~~Act~~Average ~~(17~~Maturity ~~CFR~~355 356 353 Beginning Loan Count 612 536 50 Loans Paid In Full 3 1 0 Ending Loan Count 609 535 50 Beginning Scheduled Balance 218,673,407.93 238,333,485.63 19,297,732.81 Ending Scheduled Balance 216,900,048.21 238,045,961.82 19,240,466.~~13e~~52 Record Date 05/31/2005 05/31/2005 05/31/2005 Principal And Interest Constant 955,502.10 1,048,453.83 103,476.24 Scheduled Principal 27,907.08 39,504.13 17,342.91 Unscheduled Principal 1,745,452.64 248,019.68 39,923.38 Scheduled Interest 927,595.02 1,008,949.70 86,133.33 Servicing Fees 45,696.83 67,222.02 5,571.70 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 0.00 0.00 0.00 Pool Insurance Fee 0.00 0.00 0.00 Spread 1 0.00 0.00 0.00 Spread 2 0.00 0.00 0.00 Spread 3 0.00 0.00 0.00 Net Interest 881,898.19 941,727.68 80,561.63 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 4~~(c))~~.839536 4.741563 5.009602

~~Item~~Group 8Level Collateral Statement Group Group 4 Total Collateral Description Mixed ARM Mixed Fixed & Arm Weighted Average Coupon Rate 5.01642777 5.124021 Weighted Average Net Rate 5.392777 4.827989 Weighted Average Maturity 355 355 Beginning Loan Count 41 1,239 Loans Paid In Full 0 4 Ending Loan Count 41 1,235 Beginning Scheduled Balance 25,794,912.21 502,099,538.58 Ending scheduled Balance 25,777,740.08 499,964,216.63 Record Date 05/31/2005 05/31/2005 Principal And Interest Constant 136,463.55 2,243,895.72 Scheduled Principal 15,167.76 99,921.88 Unscheduled Principal 2,004.37 2,035,400.07 Scheduled Interest 121,295.79 2,143,973.84 Servicing Fees 5,373.94 123,864.49 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other ~~Events~~Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 115,921.85 2,020,109.35 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalties 0.00 0.00 Special Servicing Fee 0.00 0.00 Pass-Through Rate 5.392777 4.827989

On or about June 3, 2005, the Registrant will cause the issuance and sale of MLMI Series 2005-A4 Mortgage Pass-Through Certificates (the “Certificates”) pursuant to a Pooling and Servicing Agreement to be dated as of May 1, 2005, between 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/ Alan Chan Name: Alan Chan Title: Vice President

Dated: June 20, 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

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