8-K 1 mlm05a07_10510.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): October 25, 2005 MERRILL LYNCH MORTGAGE INVESTORS TRUST Mortgage Pass-Through Certificates, Series 2005-A07 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-127233-10 Pooling and Servicing Agreement) (Commission 54-2184296 (State or other File Number) 54-2184297 jurisdiction IRS EIN of Incorporation) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 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 October 25, 2005 a distribution was made to holders of MERRILL LYNCH MORTGAGE INVESTORS TRUST, Mortgage Pass-Through Certificates, Series 2005-A07 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-A07 Trust, relating to the October 25, 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 TRUST Mortgage Pass-Through Certificates, Series 2005-A07 Trust (Registrant) By: Wells Fargo Bank, N.A. as Master Servicer By: /s/ Beth Belfield as Officer By: Beth Belfield as Officer Date: 10/25/2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2005-A07 Trust, relating to the October 25, 2005 distribution. EX-99.1

~~SECURITIES~~Merrill ~~AND~~Lynch ~~EXCHANGE~~Mortgage ~~COMMISSION~~Investors Trust Mortgage Pass-Through Certificates Record Date: 9/30/2005 Distribution Date: 10/25/2005 Merrill Lynch Mortgage Investors Trust Mortgage Pass-Through Certificates Series 2005-A07 Contact: CTSLink Customer Service Wells Fargo Bank, N.A. Corporate Trust Services 9062 Old Annapolis Road Columbia, MD 21045-1951 @ www.ctslink.com/cmbs Telephone: (301) 815-6600 Fax: (301) 815-6600 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Class CUSIP Description Rate Balance Distribution I A-1 59020UE35 SEN 5.28939% 76,351,000.00 336,541.90 I A-2 59020UE43 SEN 5.28939% 2,437,000.00 10,741.87 II A-1 59020UH32 SEN 5.40646% 359,206,000.00 1,618,362.31 II A-2 59020UH40 SEN 5.40646% 11,464,000.00 51,649.77 M-1 59020UE50 MEZ 5.38594% 6,487,000.00 29,115.48 M-2 59020UE68 MEZ 5.38594% 2,780,000.00 12,477.42 M-3 59020UE76 MEZ 5.38594% 1,390,000.00 6,238.71 B-1 MLM05A7B1 JUN 5.38594% 1,390,000.00 6,238.71 B-2 MLM05A7B2 JUN 5.38594% 695,000.00 3,119.36 B-3 MLM05A7B3 JUN 5.38594% 1,160,704.12 5,209.57 R MLM05A7R1 SEN 0.00000% 0.00 0.00 Totals 463,360,704.12 2,079,695.10

~~Washington~~Certificateholder Distribution Summary (continued) Current Ending Cumulative Principal Realized Certificate Total Realized Class Distribution Loss Balance Distribution Losses I A-1 1,625,558.16 D0.C00 74,725,441.84 ~~20549~~1,962,100.06 0.00 I A-2 51,885.18 0.00 2,385,114.82 62,627.05 0.00 II A-1 3,721,462.24 0.00 355,484,537.76 5,339,824.55 0.00 II A-2 118,769.85 0.00 11,345,230.15 170,419.62 0.00 M-1 1,267.34 0.00 6,485,732.66 30,382.82 0.00 M-2 543.12 0.00 2,779,456.88 13,020.54 0.00 M-3 271.56 0.00 1,389,728.44 6,510.27 0.00 B-1 271.56 0.00 1,389,728.44 6,510.27 0.00 B-2 135.78 0.00 694,864.22 3,255.14 0.00 B-3 226.76 0.00 1,160,477.36 5,436.33 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 5,520,391.55 0.00 457,840,312.57 7,600,086.65 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee. This report has been compiled from information provided to Wells Fargo Bank, N.A. by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank, N.A. has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished by third parties.

~~FORM~~Principal 8Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) I A-K1 76,351,000.00 76,351,000.00 24,603.04 1,600,955.12 0.00 0.00 I A-2 2,437,000.00 2,437,000.00 785.29 51,099.89 0.00 0.00 II A-1 359,206,000.00 359,206,000.00 60,486.72 3,660,975.52 0.00 0.00 II A-2 11,464,000.00 11,464,000.00 1,930.42 116,839.43 0.00 0.00 M-1 6,487,000.00 6,487,000.00 1,267.34 0.00 0.00 0.00 M-2 2,780,000.00 2,780,000.00 543.12 0.00 0.00 0.00 M-3 1,390,000.00 1,390,000.00 271.56 0.00 0.00 0.00 B-1 1,390,000.00 1,390,000.00 271.56 0.00 0.00 0.00 B-2 695,000.00 695,000.00 135.78 0.00 0.00 0.00 B-3 1,160,704.12 1,160,704.12 226.76 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 463,360,704.12 463,360,704.12 90,521.59 5,429,869.96 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 1,625,558.16 74,725,441.84 0.97870941 1,625,558.16 I A-2 51,885.18 2,385,114.82 0.97870941 51,885.18 II A-1 3,721,462.24 355,484,537.76 0.98963975 3,721,462.24 II A-2 118,769.85 11,345,230.15 0.98963975 118,769.85 M-1 1,267.34 6,485,732.66 0.99980463 1,267.34 M-2 543.12 2,779,456.88 0.99980463 543.12 M-3 271.56 1,389,728.44 0.99980463 271.56 B-1 271.56 1,389,728.44 0.99980463 271.56 B-2 135.78 694,864.22 0.99980463 135.78 B-3 226.76 1,160,477.36 0.99980464 226.76 R 0.00 0.00 0.00000000 0.00 Totals 5,520,391.55 457,840,312.57 0.98808619 5,520,391.55

~~Pursuant~~Principal toDistribution ~~Section~~Factors 13Statement orOriginal 15Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (d2) ofAmount ~~the~~Balance Distribution Distribution Accretion I A-1 76,351,000.00 1000.00000000 0.32223599 20.96835824 0.00000000 I A-2 2,437,000.00 1000.00000000 0.32223636 20.96835864 0.00000000 II A-1 359,206,000.00 1000.00000000 0.16839006 10.19185515 0.00000000 II A-2 11,464,000.00 1000.00000000 0.16838974 10.19185537 0.00000000 M-1 6,487,000.00 1000.00000000 0.19536612 0.00000000 0.00000000 M-2 2,780,000.00 1000.00000000 0.19536691 0.00000000 0.00000000 M-3 1,390,000.00 1000.00000000 0.19536691 0.00000000 0.00000000 B-1 1,390,000.00 1000.00000000 0.19536691 0.00000000 0.00000000 B-2 695,000.00 1000.00000000 0.19536691 0.00000000 0.00000000 B-3 1,160,704.12 1000.00000000 0.19536417 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000

~~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-1 0.00000000 21.29059423 978.70940577 0.97870941 21.29059423 I A-2 0.00000000 21.29059499 978.70940501 0.97870941 21.29059499 II A-1 0.00000000 10.36024521 989.63975479 0.98963975 10.36024521 II A-2 0.00000000 10.36024512 989.63975488 0.98963975 10.36024512 M-1 0.00000000 0.19536612 999.80463388 0.99980463 0.19536612 M-2 0.00000000 0.19536691 999.80463309 0.99980463 0.19536691 M-3 0.00000000 0.19536691 999.80463309 0.99980463 0.19536691 B-1 0.00000000 0.19536691 999.80463309 0.99980463 0.19536691 B-2 0.00000000 0.19536691 999.80463309 0.99980463 0.19536691 B-3 0.00000000 0.19536417 999.80463583 0.99980464 0.19536417 R 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/ ~~September~~Current 30Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall I A-1 76,351,000.00 ~~2005~~5.28939% 76,351,000.00 336,541.90 0.00 0.00 I A-2 2,437,000.00 5.28939% 2,437,000.00 10,741.87 0.00 0.00 II A-1 359,206,000.00 5.40646% 359,206,000.00 1,618,362.31 0.00 0.00 II A-2 11,464,000.00 5.40646% 11,464,000.00 51,649.77 0.00 0.00 M-1 6,487,000.00 5.38594% 6,487,000.00 29,115.48 0.00 0.00 M-2 2,780,000.00 5.38594% 2,780,000.00 12,477.42 0.00 0.00 M-3 1,390,000.00 5.38594% 1,390,000.00 6,238.71 0.00 0.00 B-1 1,390,000.00 5.38594% 1,390,000.00 6,238.71 0.00 0.00 B-2 695,000.00 5.38594% 695,000.00 3,119.36 0.00 0.00 B-3 1,160,704.12 5.38594% 1,160,704.12 5,209.57 0.00 0.00 R 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 463,360,704.12 2,079,695.10 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-1 0.00 0.00 336,541.90 ~~Inc~~0.00 ~~(as~~74,725,441.84 ~~company~~I ~~under~~A-2 a0.00 ~~Pooling~~0.00 ~~and~~10,741.87 ~~Servicing~~0.00 ~~Agreement~~2,385,114.82 ~~dated~~II asA-1 of0.00 ~~September~~0.00 1,618,362.31 ~~2005~~0.00 355,484,537.76 ~~providing~~II ~~for~~A-2 0.00 0.00 51,649.77 ~~inter~~0.00 ~~alia~~11,345,230.15 ~~the~~M-1 ~~issuance~~0.00 of0.00 ~~Mortgage~~29,115.48 ~~Pass~~0.00 6,485,732.66 M-~~Through~~2 ~~Certificates~~0.00 0.00 12,477.42 ~~Series~~0.00 ~~2005~~2,779,456.88 M-A73 0.00 0.00 6,238.71 0.00 1,389,728.44 B-1 0.00 0.00 6,238.71 0.00 1,389,728.44 B-2 0.00 0.00 3,119.36 0.00 694,864.22 B-3 0.00 0.00 5,209.57 0.00 1,160,477.36 R 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 2,079,695.10 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-1 76,351,000.00 ~~Inc~~5.28939% 1000.00000000 4.40782570 0.00000000 0.00000000 I A-2 2,437,000.00 5.28939% 1000.00000000 4.40782519 0.00000000 0.00000000 II A-1 359,206,000.00 5.40646% 1000.00000000 4.50538774 0.00000000 0.00000000 II A-2 11,464,000.00 5.40646% 1000.00000000 4.50538817 0.00000000 0.00000000 M-1 6,487,000.00 5.38594% 1000.00000000 4.48828118 0.00000000 0.00000000 M-2 2,780,000.00 5.38594% 1000.00000000 4.48828058 0.00000000 0.00000000 M-3 1,390,000.00 5.38594% 1000.00000000 4.48828058 0.00000000 0.00000000 B-1 1,390,000.00 5.38594% 1000.00000000 4.48828058 0.00000000 0.00000000 B-2 695,000.00 5.38594% 1000.00000000 4.48828777 0.00000000 0.00000000 B-3 1,160,704.12 5.38594% 1000.00000000 4.48828423 0.00000000 0.00000000 R 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-1 0.00000000 0.00000000 4.40782570 0.00000000 978.70940577 I A-2 0.00000000 0.00000000 4.40782519 0.00000000 978.70940501 II A-1 0.00000000 0.00000000 4.50538774 0.00000000 989.63975479 II A-2 0.00000000 0.00000000 4.50538817 0.00000000 989.63975488 M-1 0.00000000 0.00000000 4.48828118 0.00000000 999.80463388 M-2 0.00000000 0.00000000 4.48828058 0.00000000 999.80463309 M-3 0.00000000 0.00000000 4.48828058 0.00000000 999.80463309 B-1 0.00000000 0.00000000 4.48828058 0.00000000 999.80463309 B-2 0.00000000 0.00000000 4.48828777 0.00000000 999.80463309 B-3 0.00000000 0.00000000 4.48828423 0.00000000 999.80463583 R 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 (State or Other Jurisdiction of Incorporation)	333-127233 (Commission File Number)	33-3416059 (I.R.S. Employer Identification No.)
4 World Financial Center New York, New York (Address of Principal Executive Offices)		10281 (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 if105,928.29 ~~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~~105,928.~~2. below):~~29

oLOAN ~~Written~~STATUS ~~communications~~STRATIFICATION/CREDIT ~~pursuant~~ENHANCEMENT toSTATEMENT ~~Rule~~DELINQUENT ~~425~~BANKRUPTCY ~~under~~FORECLOSURE ~~the~~REO ~~Securities~~Total ~~Act~~No ~~(17~~of ~~CFR~~Loans ~~230~~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.~~425)~~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 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 0.000000% 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%

Delinquency Status By Groups

oDELINQUENT ~~Soliciting~~BANKRUPTCY ~~material~~FORECLOSURE ~~pursuant~~REO toTotal ~~Rule~~Group ~~14a~~1 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 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-~~12(b))~~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 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 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%

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 0.00

oCREDIT ~~Pre-commencement~~ENHANCEMENT ~~communications~~Original ~~pursuant~~$ toOriginal ~~Rule~~% ~~13e-4(c)~~Current ~~under~~$ ~~the~~Current ~~Exchange~~% ~~Act~~Bankruptcy ~~(17~~4,698,776.00 ~~CFR~~1.01406441% ~~240~~4,698,776.~~13e-~~00 1.02629145% Fraud 4~~(c))~~,633,602.00 0.99999891% 4,633,602.00 1.01205636% Special Hazard 126,605.00 0.02732321% 126,605.00 0.02765265% Limit of Subordinate's Exposure to Certain Types of Losses

REO Detail - All Mortgage Loans in REO during Current Period

~~Item~~Summary 812 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Nov-04 0.01000% Original Principal Balance 0. ~~Other~~00 ~~Events~~Dec-04 0.000% Current Principal Balance 0.00 Jan-05 0.000% Feb-05 0.000% Current REO Total Mar-05 0.000% Loans in REO 0 Apr-05 0.000% Original Principal Balance 0.00 May-05 0.000% Current Principal Balance 0.00 Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Nov-04 0.000% Original Principal Balance 0.00 Dec-04 0.000% Current Principal Balance 0.00 Jan-05 0.000% Feb-05 0.000% Current REO Total Mar-05 0.000% Loans in REO 0 Apr-05 0.000% Original Principal Balance 0.00 May-05 0.000% Current Principal Balance 0.00 Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Nov-04 0.000% Original Principal Balance 0.00 Dec-04 0.000% Current Principal Balance 0.00 Jan-05 0.000% Feb-05 0.000% Current REO Total Mar-05 0.000% Loans in REO 0 Apr-05 0.000% Original Principal Balance 0.00 May-05 0.000% Current Principal Balance 0.00 Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

OnREO orLoan ~~about~~Detail ~~September 30, 2005, the Registrant will cause the issuance and sale of MLMI Series 2005~~-A7 All Mortgage ~~Pass-Through~~Loans ~~Certificates~~in ~~(the~~REO ~~“Certificates”)~~during ~~pursuant~~Current toPeriod aMonth ~~Pooling~~Loan ~~and~~First ~~Servicing~~Original ~~Agreement~~Loan toEntered bePayment ~~dated~~LTV asat ofPrincipal ~~September~~Group 1,Number ~~2005,~~REO ~~between~~Date ~~the~~State ~~Registrant~~Origination asBalance ~~depositor,~~No ~~Wells~~REO ~~Fargo~~loans ~~Bank,~~this Nperiod.~~A. as master servicer and securities administrator, and Wachovia Bank, National Association, as trustee.~~

~~Item~~REO ~~9.01.~~Loan ~~Financial~~Detail ~~Statements,~~- ~~Pro~~All ~~Forma~~Mortgage ~~Financial~~Loans ~~Information~~in ~~and~~REO ~~Exhibits~~during Current Period (continued) Current Paid Current Approximate Loan Principal To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest No REO loans this period.

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

~~(a)~~Summary ~~Financial~~12 ~~Statements~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Nov-04 0.000% ~~Not~~Original ~~applicable~~Principal Balance 0.00 ~~(b)~~Dec-04 ~~Pro~~0.000% ~~Forma~~Current ~~Financial~~Principal ~~Information~~Balance 0.00 ~~Not~~Jan-05 ~~applicable~~0.000% ~~(c)~~Feb-05 ~~Exhibits~~0.000% Current Foreclosure Total Mar-05 0.000% Loans in Foreclosure 0 Apr-05 0.000% Original Principal Balance 0.00 May-05 0.000% Current Principal Balance 0.00 Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Nov-04 0.000% Original Principal Balance 0.00 Dec-04 0.000% Current Principal Balance 0.00 Jan-05 0.000% Feb-05 0.000% Current Foreclosure Total Mar-05 0.000% Loans in Foreclosure 0 Apr-05 0.000% Original Principal Balance 0.00 May-05 0.000% Current Principal Balance 0.00 Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Nov-04 0.000% Original Principal Balance 0.00 Dec-04 0.000% Current Principal Balance 0.00 Jan-05 0.000% Feb-05 0.000% Current Foreclosure Total Mar-05 0.000% Loans in Foreclosure 0 Apr-05 0.000% Original Principal Balance 0.00 May-05 0.000% Current Principal Balance 0.00 Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Exhibit No.	Item 601(a) of Regulation S-K Exhibit No.	Description
1	4	Pooling and Servicing Agreement, dated as of September 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~~Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Principal To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest No Foreclosure loans this period.

~~Pursuant~~COLLATERAL toSTATEMENT ~~the~~Collateral ~~requirements~~Description ofMixed ~~the~~Fixed ~~Securities~~& ~~Exchange~~Arm ~~Act~~Weighted ofAverage ~~1934~~Gross Coupon 5.660273% Weighted Average Net Coupon 5.385942% Weighted Average Pass-Through Rate 5.385942% Weighted Average Maturity(Stepdown Calculation) 356 Beginning Scheduled Collateral Loan Count 814 Number Of Loans Paid In Full 7 Ending Scheduled Collateral Loan Count 807 Beginning Scheduled Collateral Balance 463,360,704.12 ~~the~~Ending ~~Registrant~~Scheduled ~~has~~Collateral ~~duly~~Balance ~~caused~~457,840,312.57 ~~this~~Ending ~~report~~Actual toCollateral beBalance ~~signed~~at on30-Sep-2005 ~~behalf~~457,896,506.31 ofMonthly ~~the~~P&I ~~Registrant~~Constant by2,276,144.93 ~~the~~Special ~~undersigned~~Servicing ~~thereunto~~Fee ~~duly~~0.00 ~~authorized~~Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 90,521.59 Unscheduled Principal 5,429,869.96

~~MERRILL~~Group ~~LYNCH~~Level ~~MORTGAGE~~Collateral ~~INVESTORS~~Statement Group Group 1 Group 2 Total Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Mixed Fixed & Arm Weighted Average Coupon Rate 5.600848 5.672904 5.660273 Weighted Average Net Rate 5.289391 5.406465 5.385942 Weighted Average Maturity 355 356 356 Beginning Loan Count 148 666 814 Loans Paid In Full 3 4 7 Ending Loan Count 145 662 807 Beginning Scheduled Balance 81,225,768.56 ~~INC~~382,134,935.56 ~~By:~~463,360,704.12 Ending Scheduled Balance 79,547,539.68 378,292,772.89 457,840,312.57 Record Date 09/s30/2005 ~~Matthew~~09/30/2005 ~~Whalen~~09/30/2005 ~~Name:~~Principal ~~Matthew~~And ~~Whalen~~Interest ~~Title:~~Constant ~~Managing~~405,284.84 ~~Director~~1,870,860.09 2,276,144.93 Scheduled Principal 26,173.87 64,347.72 90,521.59 Unscheduled Principal 1,652,055.01 3,777,814.95 5,429,869.96 Scheduled Interest 379,110.97 1,806,512.37 2,185,623.34 Servicing Fees 21,081.95 84,846.34 105,928.29 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 358,029.02 1,721,666.03 2,079,695.05 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 5.289391 5.406465 5.385942

~~Dated:~~Prepayment ~~October~~Detail 17- Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Principal Principal Principal Group Count Balance Balance Count Balance Balance Group 1 3 1,605,600.00 ~~2005~~1,599,601.26 0 0.00 0.00 Group 2 4 2,879,294.00 2,877,999.00 0 0.00 0.00 Total 7 4,484,894.00 4,477,600.26 0 0.00 0.00

~~EXHIBIT~~Prepayment ~~INDEX~~Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Principal Principal Principal Curtailment Group Count Balance Balance Count Balance Balance Amount Group 1 0 0.00 0.00 0 0.00 0.00 53,489.81 Group 2 0 0.00 0.00 0 0.00 0.00 900,468.30 Total 0 0.00 0.00 0 0.00 0.00 953,958.11

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

Prepayment - Voluntary Prepayments

Realized Loss Report - Collateral Summary

Filing Compare · MERRILL LYNCH MORTGAGE INVESTORS TRUST, SERIES 2005-A7