-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, KIBUBylJrcqrC4bdtFG/obWTWL58Rzo+f98JDJrUNC40Wmp3yu3Hp1CsL4YAfBU1 tukG+LejLLRFZXxGs+yfrQ== 0001056404-05-000219.txt : 20050105 0001056404-05-000219.hdr.sgml : 20050105 20050105081821 ACCESSION NUMBER: 0001056404-05-000219 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041227 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20050105 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Merrill Lynch Mort Inv Inc MLMI Series 2004-A4 CENTRAL INDEX KEY: 0001307231 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] STATE OF INCORPORATION: DE FISCAL YEAR END: 1228 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-112231-28 FILM NUMBER: 05510418 BUSINESS ADDRESS: STREET 1: 4LD FINANCIAL CENTER FLOOR 10 CITY: NEW YORK STATE: NY ZIP: 10281-1310 BUSINESS PHONE: 2124491000 MAIL ADDRESS: STREET 1: WORLD FINANCIAL CTR N TOWER STREET 2: 250 VESEY ST 10TH FL CITY: NEW YORK STATE: NY ZIP: 10281-1310 8-K 1 mlm04a04_dec.txt DECEMBER 8-K 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): December 27, 2004 MERRILL LYNCH MORTGAGE INVESTORS, INC. Mortgage Pass-Through Certificates, Series 2004-A04 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-112231-28 54-2162608 Pooling and Servicing Agreement) (Commission IRS EIN (State or other File Number) jurisdiction of Incorporation) 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 December 27, 2004 a distribution was made to holders of MERRILL LYNCH MORTGAGE INVESTORS, INC., Mortgage Pass-Through Certificates, Series 2004-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 2004-A04 Trust, relating to the December 27, 2004 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 2004-A04 Trust (Registrant) By: Wells Fargo Bank, N.A. as Master Servicer By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 12/29/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-A04 Trust, relating to the December 27, 2004 distribution. EX-99.1
Merrill Lynch Mortgage Loans, Inc. Mortgage Pass-Through Certificates Record Date: 11/30/2004 Distribution Date: 12/27/2004 Merrill Lynch Mortgage Loans, Inc. Mortgage Pass-Through Certificates Series 2004-A04 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution A-1 59020ULQ6 SEN 4.29843% 270,057,407.19 967,353.40 7,395,306.51 A-2 59020ULR4 SEN 4.29843% 200,956,093.30 719,830.50 5,503,022.19 A-3 59020ULS2 SEN 4.29843% 6,535,998.43 23,412.13 178,983.10 M-1 59020ULT0 SUB 4.29843% 8,758,820.36 31,374.35 1,201.98 M-2 59020ULU7 SUB 4.29843% 2,752,629.28 9,860.00 377.75 M-3 59020ULV5 SUB 4.29843% 1,501,797.74 5,379.48 206.09 B-1 59020ULW3 SUB 4.29843% 1,250,831.54 4,480.51 171.65 B-2 59020ULX1 SUB 4.29843% 1,000,865.20 3,585.13 137.35 B-3 59020ULY9 SUB 4.29843% 500,663.16 1,793.39 68.71 R 59020ULZ6 SEQ 0.00000% 0.00 0.39 0.00 R-1 MLM04A4RI SEQ 0.00000% 0.00 0.00 0.00 Totals 493,315,106.20 1,767,069.28 13,079,475.33
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses A-1 0.00 262,662,100.69 8,362,659.91 0.00 A-2 0.00 195,453,071.11 6,222,852.69 0.00 A-3 0.00 6,357,015.33 202,395.23 0.00 M-1 0.00 8,757,618.38 32,576.33 0.00 M-2 0.00 2,752,251.53 10,237.75 0.00 M-3 0.00 1,501,591.65 5,585.57 0.00 B-1 0.00 1,250,659.89 4,652.16 0.00 B-2 0.00 1,000,727.85 3,722.48 0.00 B-3 0.00 500,594.45 1,862.10 0.00 R 0.00 0.00 0.39 0.00 R-1 0.00 0.00 0.00 0.00 Totals 0.00 480,235,630.88 14,846,544.61 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.
Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) A-1 274,148,000.00 270,057,407.19 37,060.20 7,358,246.31 0.00 0.00 A-2 204,000,000.00 200,956,093.30 27,577.37 5,475,444.82 0.00 0.00 A-3 6,635,000.00 6,535,998.43 896.94 178,086.16 0.00 0.00 M-1 8,760,000.00 8,758,820.36 1,201.98 0.00 0.00 0.00 M-2 2,753,000.00 2,752,629.28 377.75 0.00 0.00 0.00 M-3 1,502,000.00 1,501,797.74 206.09 0.00 0.00 0.00 B-1 1,251,000.00 1,250,831.54 171.65 0.00 0.00 0.00 B-2 1,001,000.00 1,000,865.20 137.35 0.00 0.00 0.00 B-3 500,730.59 500,663.16 68.71 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 R-1 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 Totals 500,550,730.59 493,315,106.20 67,698.04 13,011,777.29 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.
Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution A-1 7,395,306.51 262,662,100.69 0.95810329 7,395,306.51 A-2 5,503,022.19 195,453,071.11 0.95810329 5,503,022.19 A-3 178,983.10 6,357,015.33 0.95810329 178,983.10 M-1 1,201.98 8,757,618.38 0.99972813 1,201.98 M-2 377.75 2,752,251.53 0.99972813 377.75 M-3 206.09 1,501,591.65 0.99972813 206.09 B-1 171.65 1,250,659.89 0.99972813 171.65 B-2 137.35 1,000,727.85 0.99972812 137.35 B-3 68.71 500,594.45 0.99972812 68.71 R 0.00 0.00 0.00000000 0.00 R 0.00 0.00 0.00000000 0.00 R-1 0.00 0.00 0.00000000 0.00 R-1 0.00 0.00 0.00000000 0.00 Totals 13,079,475.33 480,235,630.88 0.95941450 13,079,475.33
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion A-1 274,148,000.00 985.07888874 0.13518319 26.84041580 0.00000000 A-2 204,000,000.00 985.07888873 0.13518319 26.84041578 0.00000000 A-3 6,635,000.00 985.07888922 0.13518312 26.84041598 0.00000000 M-1 8,760,000.00 999.86533790 0.13721233 0.00000000 0.00000000 M-2 2,753,000.00 999.86533963 0.13721395 0.00000000 0.00000000 M-3 1,502,000.00 999.86533955 0.13721039 0.00000000 0.00000000 B-1 1,251,000.00 999.86533973 0.13721023 0.00000000 0.00000000 B-2 1,001,000.00 999.86533467 0.13721279 0.00000000 0.00000000 B-3 500,730.59 999.86533677 0.13721950 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All classes are per $1000 denomination.
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution A-1 0.00000000 26.97559898 958.10328979 0.95810329 26.97559898 A-2 0.00000000 26.97559897 958.10328975 0.95810329 26.97559897 A-3 0.00000000 26.97559910 958.10329013 0.95810329 26.97559910 M-1 0.00000000 0.13721233 999.72812557 0.99972813 0.13721233 M-2 0.00000000 0.13721395 999.72812568 0.99972813 0.13721395 M-3 0.00000000 0.13721039 999.72812916 0.99972813 0.13721039 B-1 0.00000000 0.13721023 999.72812950 0.99972813 0.13721023 B-2 0.00000000 0.13721279 999.72812188 0.99972812 0.13721279 B-3 0.00000000 0.13721950 999.72811727 0.99972812 0.13721950 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-1 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.
Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall A-1 274,148,000.00 4.29843% 270,057,407.19 967,353.40 0.00 0.00 A-2 204,000,000.00 4.29843% 200,956,093.30 719,830.50 0.00 0.00 A-3 6,635,000.00 4.29843% 6,535,998.43 23,412.13 0.00 0.00 M-1 8,760,000.00 4.29843% 8,758,820.36 31,374.35 0.00 0.00 M-2 2,753,000.00 4.29843% 2,752,629.28 9,860.00 0.00 0.00 M-3 1,502,000.00 4.29843% 1,501,797.74 5,379.48 0.00 0.00 B-1 1,251,000.00 4.29843% 1,250,831.54 4,480.51 0.00 0.00 B-2 1,001,000.00 4.29843% 1,000,865.20 3,585.13 0.00 0.00 B-3 500,730.59 4.29843% 500,663.16 1,793.39 0.00 0.00 R 0.00 0.00000% 0.00 0.00 0.00 0.00 R-1 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 500,550,730.59 1,767,068.89 0.00 0.00
Interest Distribution Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance A-1 0.00 0.00 967,353.40 0.00 262,662,100.69 A-2 0.00 0.00 719,830.50 0.00 195,453,071.11 A-3 0.00 0.00 23,412.13 0.00 6,357,015.33 M-1 0.00 0.00 31,374.35 0.00 8,757,618.38 M-2 0.00 0.00 9,860.00 0.00 2,752,251.53 M-3 0.00 0.00 5,379.48 0.00 1,501,591.65 B-1 0.00 0.00 4,480.51 0.00 1,250,659.89 B-2 0.00 0.00 3,585.13 0.00 1,000,727.85 B-3 0.00 0.00 1,793.39 0.00 500,594.45 R 0.00 0.00 0.39 0.00 0.00 R-1 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 1,767,069.28 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.
Interest Distribution Factors 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-1 274,148,000.00 4.29843% 985.07888874 3.52858091 0.00000000 0.00000000 A-2 204,000,000.00 4.29843% 985.07888873 3.52858088 0.00000000 0.00000000 A-3 6,635,000.00 4.29843% 985.07888922 3.52858026 0.00000000 0.00000000 M-1 8,760,000.00 4.29843% 999.86533790 3.58154680 0.00000000 0.00000000 M-2 2,753,000.00 4.29843% 999.86533963 3.58154740 0.00000000 0.00000000 M-3 1,502,000.00 4.29843% 999.86533955 3.58154461 0.00000000 0.00000000 B-1 1,251,000.00 4.29843% 999.86533973 3.58154277 0.00000000 0.00000000 B-2 1,001,000.00 4.29843% 999.86533467 3.58154845 0.00000000 0.00000000 B-3 500,730.59 4.29843% 999.86533677 3.58154672 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 R-1 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) All classes are per $1000 denomination.
Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance A-1 0.00000000 0.00000000 3.52858091 0.00000000 958.10328979 A-2 0.00000000 0.00000000 3.52858088 0.00000000 958.10328975 A-3 0.00000000 0.00000000 3.52858026 0.00000000 958.10329013 M-1 0.00000000 0.00000000 3.58154680 0.00000000 999.72812557 M-2 0.00000000 0.00000000 3.58154740 0.00000000 999.72812568 M-3 0.00000000 0.00000000 3.58154461 0.00000000 999.72812916 B-1 0.00000000 0.00000000 3.58154277 0.00000000 999.72812950 B-2 0.00000000 0.00000000 3.58154845 0.00000000 999.72812188 B-3 0.00000000 0.00000000 3.58154672 0.00000000 999.72811727 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-1 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.
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 15,006,889.63 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 2,791.52 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 15,009,681.15 Withdrawals Reimbursement for Servicer Advances 8,975.58 Payment of Service Fee 154,160.97 Payment of Interest and Principal 14,846,544.60 Total Withdrawals (Pool Distribution Amount) 15,009,681.15 Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 0.00 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 0.00
SERVICING FEES Gross Servicing Fee 154,160.97 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 154,160.97
LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENCY STATUS DELINQUENT 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 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 2 0 0 0 2 824,922.13 0.00 0.00 0.00 824,922.13 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 2 0 0 0 2 824,922.13 0.00 0.00 0.00 824,922.13 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 0.262123% 0.000000% 0.000000% 0.000000% 0.262123% 0.171754% 0.000000% 0.000000% 0.000000% 0.171754% 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 0.262123% 0.000000% 0.000000% 0.000000% 0.262123% 0.171754% 0.000000% 0.000000% 0.000000% 0.171754%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 2,791.52
SUBORDINATION LEVEL/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class A 15,767,730.59 3.15007643% 15,763,443.75 3.28243944% 96.717561% 0.000000% Class R 15,767,730.59 3.15007643% 15,763,443.75 3.28243944% 0.000000% 0.000000% Class M-1 7,007,730.59 1.40000407% 7,005,825.37 1.45883082% 1.823609% 55.556505% Class M-2 4,254,730.59 0.85000987% 4,253,573.84 0.88572642% 0.573104% 17.459710% Class M-3 2,752,730.59 0.54994038% 2,751,982.19 0.57304831% 0.312678% 9.525784% Class B-1 1,501,730.59 0.30001566% 1,501,322.30 0.31262201% 0.260426% 7.933926% Class B-2 500,730.59 0.10003593% 500,594.45 0.10423934% 0.208383% 6.348409% Class B-3 0.00 0.00000000% 0.00 0.00000000% 0.104239% 3.175667% Class R-I 0.00 0.00000000% 0.00 0.00000000% 0.000000% 0.000000% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 100,000.00 0.01997800% 100,000.00 0.02082311% Fraud 5,005,507.00 0.99999994% 5,005,507.00 1.04230229%
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 4.673435% Weighted Average Net Coupon 4.298435% Weighted Average Pass-Through Rate 4.298435% Weighted Average Maturity(Stepdown Calculation) 353 Beginning Scheduled Collateral Loan Count 782 Number Of Loans Paid In Full 19 Ending Scheduled Collateral Loan Count 763 Beginning Scheduled Collateral Balance 493,315,106.20 Ending Scheduled Collateral Balance 480,235,630.88 Ending Actual Collateral Balance at 30-Nov-2004 480,293,328.73 Monthly P &I Constant 1,988,927.95 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 14,787,907.82 Scheduled Principal 67,698.03 Unscheduled Principal 13,011,777.29
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