MERRILL LYNCH SECURITIES CLASS ACTION SETTLEMENT
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Notice of Pendency and Proposed Settlement of Class Action, Motion for Attorneys’ Fees and Expenses and Court Hearing
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FREQUENTLY ASKED QUESTIONS

  1. Why did I get this Notice package?
    You may have purchased or acquired Merrill Lynch common stock or any of the Preferred Securities listed below during the Settlement Class Period from October 17, 2006 through December 31, 2008.

    List of Eligible Merrill Lynch Securities NYSE Symbol CUSIP No.
    1. Merrill Lynch Common Stock MER 590188108
    Nos. 2 – 14 below are collectively referred to as the "Preferred Securities" in the Notice
    2. Merrill Lynch Capital Trust III - 7% Preferred - MER D MERPRD 59021F206
    3. Merrill Lynch Capital Trust IV - 7.12% Preferred - MER E MERPRE 59021G204
    4. Merrill Lynch Capital Trust V - 7.28% Preferred - MER F MERPRF 59021K205
    5. Merrill Lynch Series 1 Floating Preferred - MER G MERPRG 59021S703
    6. Merrill Lynch Series 2 Floating Preferred - MER H MERPRH 59021S638
    7. Merrill Lynch Series 3 - 6.375% Preferred - MER I MERPRI 59021V839
    8. Merrill Lynch Series 4 Floating Preferred - MER J MERPRJ 59021V813
    9. Merrill Lynch Series 5 Floating Preferred - MER L MERPRL 59022C178
    10. Merrill Lynch Series 6 - 6.70% Preferred - MER N MERPRN 59022Y840
    11. Merrill Lynch Series 7 - 6.25% Preferred - MER O MERPRO 59022Y832
    12. Merrill Lynch Capital Trust I - 6.45% Preferred - MER K MERPRK 590199204
    13. Merrill Lynch Capital Trust II - 6.45% Preferred - MER M MERPRM 59024T203
    14. Merrill Lynch Capital Trust III - 7.375% Preferred - MER P MERPRP 59025D207


    The Court in charge of this case is the United States District Court for the Southern District of New York. The case is known as In Re Merrill Lynch & Co., Inc. Securities, Derivative and ERISA Litigation, Master File No. 07-cv-9633 (JSR)(DFE). However, the settlement described in this Notice applies only to the claims in the securities class action cases and not the claims in the related derivative or ERISA cases. Judge Jed Rakoff is the judge hearing this case. The people who sued are called plaintiffs. Merrill Lynch and the other parties who were sued in this case are the Defendants. The full list of Defendants appears on page 9 below. This case is one of several related actions which were filed against Defendants and others relating to Merrill Lynch’s exposures to, and disclosures relating to, subprime mortgages, securities backed by subprime mortgages and related assets. All such related cases were consolidated before Judge Rakoff under the caption In Re Merrill Lynch & Co., Inc. Securities, Derivative and ERISA Litigation, Master File No. 07-cv-9633 (JSR)(DFE).

    The Notice was sent to you because you have a right to know about the proposed settlement of this case, and about all of your options, before the Court decides whether to approve the settlement. If the Court approves the settlement, and resolves any objections to the settlement submitted by Settlement Class Members and any appeals are resolved as explained below, then an administrator appointed by the Court will process the claims received and distribute the payments to Settlement Class Members with valid claims.


  2. What is this lawsuit about?
    Beginning in October 2007, a number of class action complaints alleging violations of federal securities laws were filed (the "Securities Action"), naming as defendants Merrill Lynch & Co., Inc., Merrill Lynch, Pierce, Fenner & Smith, Inc., Citigroup Global Markets, Morgan Stanley & Co., UBS Securities, Wachovia Capital Services and Deloitte & Touche LLP, certain Merrill Lynch officers and directors, and others.

    On December 31, 2007, certain plaintiffs moved to consolidate the Securities Action and for appointment as lead plaintiff pursuant to the Private Securities Litigation Reform Act ("PSLRA"). On January 2, 2008, the State Teachers Retirement System of Ohio moved for appointment as lead plaintiff in the Securities Action.

    On March 12, 2008, the Court consolidated the actions brought on behalf of investors in Merrill Lynch securities and appointed State Teachers Retirement System of Ohio as sole lead plaintiff in the Securities Action (the "Lead Plaintiff"). The Court also approved Lead Plaintiff’s selection of Kaplan Fox & Kilsheimer LLP, Berger & Montague, P.C., and Barrack, Rodos & Bacine as Co-Lead Counsel in the Securities Action.

    On May 21, 2008, Lead Plaintiff, together with additional plaintiff Gary Kosseff (collectively, "Plaintiffs"), filed the Amended Complaint in the Securities Action. Plaintiffs alleged claims against the Defendants under Sections 10(b), 14(a), and 20(a) of the Securities Exchange Act of 1934 (the "Exchange Act") and Sections 11, 12(a)(2), and 15 of the Securities Act of 1933 ("Securities Act") on behalf of investors in Merrill Lynch common stock and the Preferred Securities issued by Merrill Lynch or its affiliates.

    The Amended Complaint alleges that during the Settlement Class Period Merrill Lynch accumulated financial exposure to U.S. subprime residential mortgage-related assets and asset backed securities ("ABS"), collateralized debt obligations ("CDOs"), and related exposures and financial instruments that reached $40 billion by the end of June 2007. The Amended Complaint alleges that Defendants did not properly disclose Merrill Lynch’s exposure to these assets until beginning October 5, 2007, when Merrill Lynch began to disclose its exposures and began to initiate write-downs. By January 17, 2008, Merrill Lynch had written down over $24 billion in U.S. subprime ABS and CDO exposures. Plaintiffs also allege: (a) that Defendants sought to minimize and/or obscure Merrill Lynch’s exposure by falsely representing that Merrill Lynch’s risk controls and hedging techniques were effectively mitigating and minimizing any impact that subprime assets would have on Merrill Lynch; (b) that Defendants falsely led investors to believe that the impact of subprime assets would be minimal on Merrill Lynch; and (c) that by at least February 2007, Merrill Lynch’s U.S. subprime ABS and CDO exposures had become substantially impaired and should have been materially written down.

    On or about July 28, 2008, Lead Plaintiff entered into a tolling agreement with Citigroup Global Markets, Morgan Stanley & Co., UBS Securities, and Wachovia Capital Markets LLC (collectively, the "Underwriter Defendants"), as a result of which Lead Plaintiff agreed to voluntarily dismiss without prejudice the Underwriter Defendants from the Securities Action. On August 5, 2008, the Court approved the voluntary dismissal of the Underwriter Defendants.

    On July 21, 2008, certain of the Defendants moved to dismiss the Amended Complaint. Merrill Lynch also moved to strike certain allegations of the Amended Complaint, which motion certain other of the Defendants also joined. On September 19, 2008, Plaintiffs filed a consolidated opposition to Defendants’ motions to dismiss and Merrill Lynch’s motion to strike. Plaintiffs also filed a motion to strike certain arguments and documents Defendants submitted with their motions to dismiss.

    On November 14, 2008, Defendants filed reply memoranda in further support of their motions to dismiss, and in opposition to Plaintiffs’ motion to strike. Plaintiffs filed a reply memorandum in further support of their motion to strike on November 14, 2008. On November 25, 2008, the Court issued an Order setting oral argument on the pending motions to dismiss in the Securities Action for January 15, 2009.

    On January 7, 2009, with the motions to dismiss the Securities Action pending, the parties in the Securities Action agreed in principle to settle the Securities Action on behalf of the Settlement Class Members, subject to certain conditions, including approval by the Lead Plaintiff. On January 16, 2009, Lead Plaintiff notified Merrill Lynch that it agreed to the proposed settlement. The settlement includes all claims that Lead Plaintiff alleged or could have alleged in the Amended Complaint during the Settlement Class Period as set forth in the definition of Released Claims on page 8 below. The Settlement Class Period extends from October 17, 2006 through and including December 31, 2008, the day before Merrill Lynch was acquired by Bank of America.


  3. Why is this a class action?
    In a class action, one or more persons and/or entities called class representatives, sue on behalf of all persons and/or entities who have similar claims. All of these persons and/or entities are collectively referred to as a Class, or individually, as Class Members. One court resolves all of the issues in the case for all Class Members, except for those Class Members who exclude themselves from the Class. In the Notice, the Class is known as the Settlement Class and the Class Members are known as the Settlement Class Members.


  4. Why is there a settlement?
    The Court did not decide in favor of Plaintiffs or Defendants. Instead, Lead Plaintiff and Defendants have agreed to settle this action. Lead Plaintiff has agreed to settle this action based on the risks of continued litigation, and its conclusion and the conclusion of Co-Lead Counsel that the proposed settlement is fair, reasonable and adequate and, indeed, an excellent recovery for the members of the Settlement Class. By settling, the Settlement Class avoids the cost and risks of continued litigation, while at the same time the Settlement Class will receive substantial compensation. Consequently, Lead Plaintiff and Co-Lead Counsel recommend approval of the settlement. Merrill Lynch has agreed to the settlement to put this matter behind it and to avoid the costs, distraction and risks of the litigation.

    Lead Plaintiff and Co-Lead Counsel believe that there were many risks of continued litigation in this case. For example, in their motions to dismiss, the Defendants raised several defenses challenging the sufficiency of Plaintiffs’ allegations of scienter – that is, whether the Defendants acted with the required intent to deceive Merrill Lynch investors. The Defendants also asserted defenses concerning whether the Plaintiffs have sufficiently alleged that the Defendants even made any false or misleading statements relating to Merrill Lynch’s businesses in subprime mortgages and related mortgage securities and other assets (or otherwise). They have also argued that Merrill Lynch’s financial problems and Plaintiffs’ losses were caused by the market-wide credit crisis that also impacted adversely several other investment banks during the Settlement Class Period, and that any losses were not caused by any improper conduct or false statements on Defendants’ part. Additionally, the Defendants have asserted defenses concerning damages and related issues, among others.

    Lead Plaintiff and Co-Lead Counsel are also mindful that, even if the motions to dismiss were denied, there exist inherent problems of proof under, and possible other defenses to, the federal securities law violations asserted in the Securities Action. For example, Lead Plaintiff and Defendants do not agree on whether there were damages, and if so, the average amount of damages per share that would have been recoverable if Plaintiffs were to have prevailed on each claim asserted in the Securities Action. The issues on which they disagree include, among others: (1) the appropriate method for determining the amount by which Merrill Lynch common stock and Preferred Securities were allegedly artificially inflated (if at all) during the Settlement Class Period; (2) the amount by which Merrill Lynch common stock and Preferred Securities were allegedly artificially inflated (if at all) during the Settlement Class Period; (3) the effect of various market forces influencing the trading prices of Merrill Lynch common stock and Preferred Securities at various times during the Settlement Class Period; (4) the extent to which external factors, such as general market conditions, influenced the trading prices of Merrill Lynch common stock and Preferred Securities at various times during the Settlement Class Period; (5) the extent to which the various statements that Plaintiffs allege were materially false or misleading influenced (if at all) the trading prices of Merrill Lynch common stock and Preferred Securities at various times during the Settlement Class Period; (6) the extent to which the various allegedly adverse material facts that Plaintiffs allege were omitted influenced (if at all) the trading prices of Merrill Lynch common stock and Preferred Securities at various times during the Settlement Class Period; (7) whether the statements made were false or materially misleading, and whether such statements or the facts allegedly omitted were material or otherwise actionable under the federal securities laws; and (8) whether Plaintiffs could rely on the fraud-on-the-market presumption of reliance in lieu of proving actual reliance on Defendants’ allegedly false statements during the Settlement Class Period by purchasers of Merrill Lynch common stock and Preferred Securities.

    In the absence of any settlement, the parties would present factual and expert testimony on each of these issues, and there is considerable risk that the Court may strike one or more experts or that the Court or jury would resolve the inevitable "battle of the experts" against Lead Plaintiff and the Settlement Class.

    Although Lead Plaintiff believes that the claims it alleges have substantial merit, Lead Plaintiff recognizes that these defenses present serious contingent risk. Further, even if the Defendants’ motions to dismiss were denied, the Defendants would likely have continued to assert these defenses throughout the litigation. And even if Lead Plaintiff survived Defendants’ efforts to obtain pre-trial dismissal and prevailed through trial, the Defendants could be expected to appeal and continue to assert one or more of these defenses. Lead Plaintiff and Co-Lead Counsel have also considered several other factors, including Merrill Lynch’s potential ability to satisfy a judgment for an amount substantially in excess of the Settlement Fund even assuming Lead Plaintiff prevailed through trial and on appeal.

    Lead Plaintiff and Co-Lead Counsel also recognize and acknowledge the expense and length of continued proceedings necessary to prosecute the Securities Action against the Defendants through trial and through appeals. Co-Lead Counsel have also taken into account the uncertain outcome and the risk of any litigation, especially in complex actions such as the Securities Action, as well as the difficulties, costs, and delays inherent in such litigation.

    Co-Lead Counsel have conducted extensive and lengthy discussions and arm’s-length negotiations with counsel for Defendants with respect to the proposed settlement to achieve the best relief possible consistent with the interests of the Settlement Class. Co-Lead Counsel have retained damage experts who assisted in estimating potential damages and in constructing the Plan of Allocation set out at the end of the Notice. Accordingly, Lead Plaintiff and Co-Lead Counsel believe that the settlement provides an excellent monetary recovery for the Settlement Class based on the claims asserted, the procedural posture of the Securities Action, the evidence developed, and the damages that might be proven by the Settlement Class.

    The settlement is embodied in the parties’ Stipulation and Agreement of Settlement dated February17, 2009(the "Settlement Stipulation"). The parties’ Settlement Stipulation has been filed with the Court and is available at the link on the left entitled "Court Documents".

    Defendants have denied, and continue to deny, each and every claim and contention alleged by Lead Plaintiff in the Securities Action. Defendants have expressly denied, and continue to deny, all charges of wrongdoing or liability against them arising out of any of the conduct, statements, acts or omissions alleged, or that could have been alleged, in the Securities Action. Defendants believe that Lead Plaintiff’s allegations of fraud have no merit and that a class could not be certified under the relevant federal class action rule. Defendants have also denied, and continue to deny, among other things, the allegations that Lead Plaintiff or the Settlement Class has suffered damage, that the prices of Merrill Lynch common stock and Preferred Securities were inflated artificially by reasons of alleged misrepresentations, non-disclosures or otherwise, or that Lead Plaintiff or the Settlement Class was harmed by the conduct alleged in the Securities Action.

    Nonetheless, Defendants have concluded that further conduct of the Securities Action would be protracted and expensive, and that it is desirable that the Securities Action be fully and finally settled in the manner and upon the terms and conditions set forth in the Settlement Stipulation to avoid further costs and distraction associated with continued litigation.

    The settlement is subject to certain conditions under which the parties may terminate the settlement, including conditions based on the number and extent of the exclusions received.
  5. WHO IS IN THE SETTLEMENT

  6. How do I know if I am part of the settlement?
    To see if you will get money from this settlement, you first have to decide if you are a member of the Settlement Class in this Action. The Court decided that everyone who fits the following description is a Settlement Class Member:
    All persons who purchased or acquired Merrill Lynch common stock or the Preferred Securities (listed above) during the time period from October 17, 2006 through and including December 31, 2008 (the "Settlement Class Period").
    The Court has also decided that pending final determination of whether the settlement summarized in the Notice should be approved, all Settlement Class Members, and anyone who acts or purports to act on their behalf, are prohibited from instituting or commencing any action which asserts Released Claims against any of the Released Parties (as those terms are defined in the answer to Question 11 below).


  7. Are there exceptions to being included?
    Even if you otherwise fall within the definition of the Settlement Class described in the answer to Question 5 above, you are not a Settlement Class Member if: (1) you are a Defendant or any of their affiliates; (2) you are Temasek Capital (Private) Limited or Davis Selected Advisors L.P., or any of their affiliates; or (3) you are or were a present or former employee of Merrill Lynch and its subsidiaries and you acquired Merrill Lynch common stock or Preferred Securities through exercise of warrants and/or as compensation. Also, if you exclude yourself from the Settlement Class, by following the steps described in the answer to Question 12 below, you will not be a part of the Settlement Class and therefore will not be entitled to share in the settlement.

    If one of your mutual funds owns Merrill Lynch common stock or any of the Preferred Securities listed above, that alone does not make you a Settlement Class Member. You are a Settlement Class Member only if you purchased or otherwise acquired Merrill Lynch common stock or any of the Preferred Securities during the Settlement Class Period. Contact your broker to see if during the Settlement Class Period you owned, held or acquired Merrill Lynch common stock or any of the Preferred Securities.


  8. I’m still not sure if I am included.
    If you are still not sure whether you are included in the Settlement Class, you can ask for free help, by calling the Claims Administrator at 1-877-576-9980 or email at info@MerrillLynchLitigation.com for more information. Or you can fill out and return the claim form attached to the Notice to see if you qualify.
  9. THE SETTLEMENT BENEFITS – WHAT YOU GET

  10. What does the settlement provide?
    The parties arrived at a proposed settlement of the lawsuit which is embodied in the Settlement Stipulation signed by their attorneys. The parties’ agreement, by itself, is not sufficient for the settlement to be official. Instead, the proposed settlement requires the Court’s approval before it can become official. The terms of the proposed settlement are summarized below, and the full settlement terms are in the Settlement Stipulation. You can obtain a copy of the Settlement Stipulation by writing to Co-Lead Counsel: Frederic S. Fox, Kaplan Fox & Kilsheimer LLP, 850 Third Avenue, 14th Floor, New York, NY 10022, telephone (212) 687-1980; Lawrence J. Lederer, Berger & Montague, P.C., 1622 Locust Street, Philadelphia, PA 19103, telephone (215) 875-3000; or M. Richard Komins, Barrack, Rodos & Bacine, 3300 Two Commerce Square, 2001 Market Street, Philadelphia, PA 19103, telephone (215) 963-0600.

    1. What is the Settlement Fund?
      Pursuant to the proposed settlement, the $475 million cash Settlement Fund has been established for the Settlement Class in full and complete settlement of the Securities Action. The Settlement Fund has already been placed into an escrow account established by Co-Lead Counsel for the benefit of the Settlement Class, and has been invested in interest-bearing instruments or funds backed by the United States government or its agencies, pending final approval of the settlement by the Court as provided in the parties’ Settlement Stipulation. If the settlement is not approved by the Court, Defendants are entitled to a refund of the Settlement Fund less certain notice costs and taxes, also as set forth in the parties’ Settlement Stipulation.

      It is estimated that prior to a secondary offering of Merrill Lynch common stock on July 29, 2008, approximately 446.6 million shares of Merrill Lynch common stock were available for public trading by investors (commonly known as the "float") during the Settlement Class Period, and may have sustained damages caused by one of the "corrective disclosures" identified by Co-Lead Counsel and their economic and damages consultant – that is, a disclosure that at least partially revealed the true extent of Merrill Lynch’s exposure to subprime mortgages, ABS, CDOs and related investments. (See the "Plan of Allocation" link on the left.) Similarly, it is estimated that following the secondary offering of Merrill Lynch common stock on July 29, 2008, approximately 814.8 million shares of Merrill Lynch common stock were in the float and may have sustained damages following an additional disclosure on August 7, 2008. Between January 17, 2008 and August 6, 2008, the weighted average float is approximately 465 million shares. With regard to the 13 issues of Preferred Securities, it is estimated that the float was approximately 245.2 million shares throughout the entire Settlement Class Period. As used in the Notice, all shares of common stock or Preferred Securities in the float are "damaged shares" – that is shares that have incurred damage as a result of one or more of the "corrective disclosures" identified in the Plan of Allocation.

      As a result, for shares purchased by Settlement Class Members on or before January 16, 2008, it is estimated that the $475 million recovery represents an average recovery of $0.88 1 per damaged common share in the float and $0.165 per damaged share of Preferred Securities in the float. For shares purchased by Settlement Class Members after January 16, 2008, it is estimated that the settlement represents an average recovery of $0.084 per damaged common share in the weighted average float and $0.007 per damaged share of Preferred Securities in the float. These figures are only estimates and assume that claims are filed on behalf of 100% of the estimated amount of damaged shares. Also, these figures are before deduction of any fees and costs that the Court may award.

      After deducting the requested attorneys’ fees of up to 7.82% of the Settlement Fund and up to $2,500,000 in reimbursement of costs and expenses (see Question 16 below), the net recovery is estimated to be $0.807 per damaged common share and $0. 151 per damaged share of Preferred Securities purchased during the Settlement Class Period on or before January 16, 2008, and $0.077 per damaged common share and $0.006 per damaged share of Preferred Securities purchased during the Settlement Class Period after January 16, 2008. These are only estimates. These net recovery figures are before deducting any costs incurred in providing notice of the settlement or in processing the claims received from Settlement Class Members (to the extent not offset by interest income earned by the Settlement Fund), and your actual recovery may vary. (See answer to Question 8(b) below.)

      Under the federal securities laws, persons who purchased Merrill Lynch common stock or Preferred Securities may recover, in general, only for losses proximately caused by disclosures correcting Defendants’ prior misleading statements, and may not recover for any price declines caused by general market or industry factors or by disclosures of other negative information not alleged to have corrected prior misstatements. It is likely, therefore, that if Plaintiffs were to prevail completely in establishing liability on every single claim at trial, and if all claims were upheld through all appeals, that the recovery for investors who purchased their Merrill Lynch common stock or Preferred Securities would be considerably less than the market losses on these Securities. Defendants do not agree that any portion of the market declines could be recovered even if liability were to be established.

      After the deduction of all fees, costs and other expenses as approved by the Court and any taxes, the remaining proceeds in the Settlement Fund (the "Net Settlement Fund") will be available to pay to Settlement Class Members who file valid Proof of Claim and Release forms and otherwise meet all of the requirements of the Plan of Allocation.


    2. How can I compute my Payable Claim?
      Your actual recovery from the Net Settlement Fund will vary from the estimates set out above depending on: (1) the date you purchased your Merrill Lynch common stock or Preferred Securities, (2) the number of shares purchased and the price you paid, (3) the date of any sales of your Merrill Lynch common stock or Preferred Securities, (4) the sales price you received, (5) the expense of administering the claims process, (6) attorneys’ fees and expenses awarded by the Court, (7) interest income received and taxes paid by the Settlement Fund, (8) the number of eligible shares of common stock and Preferred Securities purchased by other Settlement Class Members who elect to participate in the settlement, and (9) the Recognized Losses and Payable Claims of all other valid approved claimants computed in accordance with the Plan of Allocation. Defendants take no position on the Plan of Allocation.

      By following the Plan of Allocation, you can calculate your Payable Claim. Payments from the Net Settlement Fund are likely to be significantly less than each valid claimant’s Payable Claim. The claims administrator appointed by the Court, Rust Consulting, Inc. (the "Claims Administrator") will distribute the Net Settlement Fund according to the Plan of Allocation after the deadline for submission of Proof of Claim and Release forms has passed, and all other claims have been processed.
  11. HOW YOU GET A PAYMENT – SUBMITTING A CLAIM FORM

  12. How can I get a payment?
    To qualify for payment, you must send in a Proof of Claim and Release form. This form is attached to the Notice. You may also obtain a claim form by clicking on the link on the left entitled "Proof of Claim". Please read the instructions carefully, fill out the form, sign it in the location indicated, include all the documents the form asks for, and mail the claim form and documentation, postmarked not later than September 9, 2009, to:

    Claims Administrator
    Merrill Lynch & Co., Inc. Securities Litigation
    c/o Rust Consulting, Inc.
    P.O. Box 9444
    Minneapolis, MN 55440-9444

    The Claims Administrator will process your claim and advise you if you are an "Authorized Claimant" – meaning whether your claim satisfies the requirements approved by the Court.


  13. Do I need to submit supporting documentation?
    Yes. You must attach to the Proof of Claim (for each transaction) original or legible copies of either:

    • Broker confirmation slips;
    • Monthly brokerage statements;
    • Year-end brokerage statements;
    • A letter from your broker on the firm’s letterhead; or
    • Other satisfactory proof confirming the particulars of each purchase and sale of the securities between, inclusive.

  14. If you have multiple accounts that you purchased shares through, can you use the same Proof of Claim form for all your accounts?
    Each account held during the Class Period should be filed separately. Therefore, photocopy the Proof of Claim form that you have and submit an executed Proof of Claim form for each account held.


  15. Can you file electronically?
    Certain claimants with large numbers of transactions may request, or may be requested, to submit information regarding their transactions in electronic files. All Claimants MUST submit a manually signed paper Proof of Claim form listing all their transactions whether or not they also submit electronic copies. If you wish to file your claim electronically, you must click on the box on the left of the screen with the name "Broker Template" to obtain the required file layout or you can contact the Claims Administrator at (877) 576-9980.

  16. When would I receive my payment?
    The Court will hold a Hearing at 4:00 p.m. on July 27, 2009, to decide whether to approve the settlement (the "Hearing" or "Fairness Hearing"). The Hearing date can be changed by the Court. Upon approval of the settlement and the resolution of any appeals, the Claims Administrator will process all of the claim forms. Everyone who sends in a claim form will be informed of the approval or disapproval of their claim. Before any distribution can occur, the Court will be asked to approve any distribution. Please be patient.

  17. What am I giving up to get a payment or stay in the Settlement Class?
    Unless you exclude yourself, you will remain in the Settlement Class. That means that if the settlement is approved by the Court, and the settlement becomes effective under the terms of the Settlement Stipulation (the "Effective Date"), you and all Settlement Class Members (including any Settlement Class Member who is a party to any other action, arbitration or other proceeding), will release (that is, can’t sue, continue to sue, or be part of any other lawsuit or arbitration) all "Released Claims" and "Unknown Claims" against, and in favor of, all of the "Defendants" and all of the other "Released Parties" as those terms are defined in the Settlement Stipulation and also below. It also means that all of the Court’s orders will apply to you and legally bind you (and your heirs, joint tenants, tenants in common, beneficiaries, executors and administrators, successors and assigns), even if you receive no allocation.

    "Released Claims" means any and all claims, actions, debts, demands, set-offs (both legal and equitable), causes of action, rights or liabilities whatsoever (including, but not limited to, any claims for damages, equitable relief, interest, attorneys’ fees, expert or consulting fees, and any other costs, expenses or liability whatsoever), whether based on federal, state or local statutory or common law or any other law, rule or regulation, whether fixed or contingent, accrued or un-accrued, liquidated or un-liquidated, at law or in equity, matured or un-matured, whether direct, representative, class, individual or in any other form, including both known claims and Unknown Claims (defined below), that have been asserted in the Securities Action by the Settlement Class Members or any of them against any of the Released Parties, or which otherwise were or could have been at issue in the Securities Action, or that have been or could have been asserted in any forum by the Settlement Class Members or any of them against any of the Released Parties which arise out of or relate to or are based in whole or in part upon any of the allegations, transactions, facts, matters or occurrences, representations, disclosures, statements or omissions alleged, involved, set forth, or referred to in the Amended Complaint, in connection with such Settlement Class Members’ purchase or acquisition of Merrill common stock or the Preferred Securities during the Settlement Class Period. Released Claims includes only the claims that were or could have been asserted on behalf of purchasers or acquirers during the Settlement Class Period of only Merrill common stock and the Preferred Securities.

    The definition of "Released Claims" above specifically excludes the claims asserted in (1) all derivative actions consolidated into the docket number 07cv9696 by order dated March 12, 2008, the derivative action captioned Lambrecht v. O’Neal, 08cv6582, and all derivative actions involving substantially similar facts; (2) the ERISA actions consolidated into the docket number 07cv10268 by order dated March 12, 2008; and (3) the claims relating to the following securities asserted in the action captioned Louisiana Sheriffs’ Pension and Relief Fund, et al. v. Merrill Lynch & Co., Inc., et al., 08cv09063: 8.625% Non-Cumulative Preferred Securities, Series 8 (CUSIP: 59023V373); Medium-Term Notes, Series C (CUSIP: 5901 8YYR6); Medium-Term Notes, Series C (CUSIP: 5901 8YYW5); 6.11% Subordinated Notes due January 29, 2037 (CUSIP: 59022CAJ2); 5.70% Subordinated Notes due May 2, 2017 (CUSIP: 59022CCS0); Medium-Term Notes, Series C (CUSIP: 59018YE72); 6.05% Medium-Term Notes, Series C (CUSIP: 5901 8YJ36); 6.40% Medium-Term Notes, Series C (CUSIP: 5901 8YJ69); Accelerated Return Notes (CUSIP: 59022W356); 5.45% Medium-Term Notes, Series C (CUSIP: 59018YM40); 6.15% Medium-Term Notes, Series C (CUSIP: 5901 8YN56); 6.875% Medium-Term Notes, Series C (CUSIP: 5901 8YN64); 7.75% Subordinated Notes (CUSIP: 59023VAA8). Released Claims also specifically excludes the claims asserted in the securities actions captioned, Sklar v. Bank of America Corp., et al., 09-cv-580 (S.D.N.Y. filed Jan. 21, 2009); Boorn v. Bank of America Corp., et al., 09-cv-01 59 (N.D. Ga. filed Jan. 21, 2009); and Zitner v. Bank of America Corp., et al., 09-cv-00881 (S.D.N.Y. filed Jan. 30, 2009), as well as any actions involving substantially similar facts. It is expressly understood that no release is given to any Released Party in connection with any purchase, acquisition, or retention of Bank of America Corp. ("BAC") securities by any purchaser, acquirer, or holder of BAC securities.

    "Defendants" means Merrill Lynch & Co., Inc.; Merrill Lynch, Pierce, Fenner & Smith Incorporated, Merrill Lynch Capital Trust I, Merrill Lynch Capital Trust II, Merrill Lynch Capital Trust III, E. Stanley O’Neal, Ahmass L. Fakahany, Gregory J. Fleming, Jeffrey N. Edwards, Lawrence A. Tosi, Armando M. Codina, Virgis W. Colbert, Carol T. Christ, Alberto Cribiore, John D. Finnegan, Judith Mayhew Jonas, Aulana L. Peters, Joseph W. Prueher, Ann N. Reese, Charles O. Rosotti, Citigroup Global Markets, Morgan Stanley & Co., UBS Securities, Wachovia Capital Services and Deloitte & Touche LLP.

    "Released Parties" means Defendants and their respective heirs, executors, personal representatives, estate and administrators; their respective past, present and future parent entities, affiliates, related parties, subsidiaries, predecessors and successors; and each of their respective, past, present and future assigns, insurers, partners, officers, directors, controlling persons, representatives, employees, agents, attorneys, counsel, underwriters, and financial or investment advisors.

    "Unknown Claims" any and all Released Claims that Plaintiffs and any Settlement Class Member does not know or suspect to exist in his, her or its favor at the time of the release of the Released Parties. With respect to any and all Released Claims, the parties stipulate and agree that upon the Effective Date of the settlement, Lead Plaintiff shall expressly, and each Settlement Class Member shall be deemed to have, and by operation of the Order and Final Judgment shall have, expressly waived any and all provisions, rights and benefits conferred by any law of any state or territory of the United States, or principle of common law, which is similar, comparable or equivalent to California Civil Code, Section 1542, which provides:

    A general release does not extend to claims which the creditor does not know or suspect to exist in his or her favor at the time of executing the release, which if known by him or her must have materially affected his or her settlement with the debtor.

    Lead Plaintiff and Defendants acknowledge, and Settlement Class Members by operation of law shall be deemed to have acknowledged, that the inclusion of "Unknown Claims" in the definition of Released Claims was separately bargained for and was a key element of the settlement.

    In addition, Lead Plaintiff and all Settlement Class Members, whether or not any such person submits a Proof of Claim, or otherwise shares in the Settlement Fund, on behalf of themselves and each of their predecessors, successors, assigns, personal representatives, heirs and any other Person who purports to claim through them, will be deemed by this settlement to release and forever discharge the Released Parties from any and all of the Released Claims. Assuming the settlement is approved, Lead Plaintiff and all Settlement Class Members, and anyone claiming through or on behalf of any of them, will be forever barred and enjoined from commencing, instituting, prosecuting or continuing to prosecute any action or other proceeding in any court of law or equity, arbitration tribunal, administrative forum, or other forum of any kind, asserting against any of the Released Parties, and each of them, any of the Released Claims, as set forth in the parties’ Settlement Stipulation.

    Also assuming the settlement is approved, all claims for contribution, indemnification, or any other form of relief by other alleged joint tort feasors against the Released Parties based upon, arising out of, relating to, or in connection with the Released Claims of the Settlement Class or any Settlement Class Member will be barred, extinguished, discharged, satisfied and otherwise rendered unenforceable to the full extent permitted by law, and the future filing of any such claims enjoined, also as set forth in the parties’ Settlement Stipulation.


    EXCLUDING YOURSELF FROM THE SETTLEMENT

  18. What do I do if I decide that I do not want to be part of the settlement?
    If you do not want to receive a payment from this settlement, and you want to keep the right to sue or continue to sue Defendants on your own about the legal and factual issues in this case, then you must take steps to get out of the settlement. This is called excluding yourself – or is sometimes referred to as "opting out" of the Settlement Class.

    To exclude yourself from the settlement, you must send a letter by mail stating that you want to be excluded from the Settlement Class.

    Be sure to include your name, address, telephone number, a statement requesting exclusion from the Settlement Class and your signature. Please also provide a complete description of your purchases and sales in Merrill Lynch common stock and Preferred Securities during the Settlement Class Period, including the dates, the number of shares, and the prices paid and received per share for each purchase and sale. Please also include the amount of shares of Merrill Lynch common stock or Preferred Securities held by you, if any, as of the close of business on December 31, 2008. You must mail your exclusion request, postmarked no later than July 6, 2009, and send it to:

    Claims Administrator
    Merrill Lynch & Co., Inc. Securities Litigation
    c/o Rust Consulting, Inc.
    P.O. Box 9444
    Minneapolis, MN 55440-9444

    You cannot exclude yourself on the phone or by e-mail. If you ask to be excluded, you will not receive a settlement payment, and you cannot object to the settlement. You will not be legally bound by anything that happens in this lawsuit.

  19. If I do not exclude myself, can I sue Defendants for the same thing later?
    No. Unless you exclude yourself, you give up any right to sue (or bring arbitration claims against) Defendants for the claims that this settlement resolves. If you have a pending lawsuit or arbitration proceeding relating to the claims in this case, it is important that you speak to your lawyer in that case immediately. You must exclude yourself from this Settlement Class to continue your own lawsuit or arbitration. Remember, the exclusion deadline is July 6, 2009.

  20. If I exclude myself, can I receive money from this settlement?
    No. If you exclude yourself, do not send in a claim form to ask for any money.


    THE LAWYERS REPRESENTING YOU

  21. Do I have a lawyer in this case?
    The Court appointed the law firms of: Kaplan Fox & Kilsheimer LLP, 850 Third Avenue, 14th Floor, New York, NY 10022, telephone (212) 687-1980; Berger & Montague, P.C., 1622 Locust Street, Philadelphia, PA 19103, telephone (215) 875-3000; and Barrack, Rodos & Bacine, 3300 Two Commerce Square, 2001 Market Street, Philadelphia, PA 19103, telephone (215) 963-0600, to represent you and other Settlement Class Members in this case. These lawyers are called Co-Lead Counsel or Class Counsel. You will not be charged separately for these lawyers. If you want to be represented by your own lawyer, you may hire one at your own expense.

  22. How will the lawyers be paid?
    Co-Lead Counsel have expended considerable time litigating this case on a contingent fee basis. They have also advanced the expenses of litigation including experts’ fees with the expectation that if they were successful in recovering money for the Settlement Class, they would receive fees and be reimbursed for their expenses from the Settlement Fund, as is customary in this type of litigation. Accordingly, on or before the July 27, 2009 Fairness Hearing, Co-Lead Counsel will file a motion asking the Court to award them attorneys’ fees in an amount of up to $37,125,000 (or approximately 7.82% of the Settlement Fund), plus any interest earned thereon, together with reimbursement of costs and expenses Co-Lead Counsel incurred and disbursed on behalf of the Settlement Class in an amount estimated not to exceed $2,500,000. For shares purchased by Settlement Class Members on or before January 17, 2008, the requested fees and expenses are estimated to amount to an average of $0.073 per damaged common share and $0.014 per damaged share of Preferred Securities. For shares purchased during the Settlement Class Period, but after January 16, 2008, the requested fees and expenses are estimated to amount to an average of $0.007 per damaged common share and $0.001 per damaged share of Preferred Securities. In addition, Plaintiffs, including the Lead Plaintiff, reserve the right to seek approval from the Court at the Fairness Hearing for reimbursement from the Settlement Fund for the reasonable costs and expenses they have incurred in conducting this litigation on behalf of the Settlement Class.

    These average per share figures are based on the estimated number of shares of Merrill Lynch common stock and Preferred Securities available in the float, as described in response to Question 8(a) above. The Court may award a different amount. Any amounts awarded by the Court will come out of the Settlement Fund. Any Settlement Class Member may present objections to the motion for an award of attorneys’ fees and reimbursement of expenses.

    OBJECTING TO THE SETTLEMENT OR FEES

  23. How do I tell the Court that I do not like the settlement, Plan of Allocation or the request for fees?
    If you are a Settlement Class Member, you can object to the settlement if you do not like any part of it, including the Plan of Allocation. You can state why you think the Court should not approve it. Similarly, you may object to Co-Lead Counsel’s motion for approval of attorneys’ fees and reimbursement of expenses or any part of it. The Court will consider your views. To object, you must send a written objection stating that you object to the settlement or attorneys’ fees in the Securities Action which is part of In Re Merrill Lynch & Co., Inc. Securities, Derivative and ERISA Litigation, Master File No. 07-cv-9633 (JSR)(DFE). Be sure to include your name, address, telephone number, your signature, proof of number of shares of Merrill Lynch common stock or Preferred Securities that you purchased and sold during the Settlement Class Period, and the reasons you object to any part of the settlement or the motion for attorneys’ fees and expenses. Your objection must be mailed or hand-delivered so that it is received on or before July 6, 2009, and be filed with the Clerk of Court and sent to Co-Lead Counsel and Counsel for the Defendants, at each of the following five addresses:

    Court Plaintiffs’ Co-Lead Counsel Merrill Lynch’s Counsel
    Clerk of the Court
    United States District Court
    U.S. Courthouse
    500 Pearl Street, Room 1930
    New York, NY 10007-1312
    Frederic S. Fox, Esq.
    Kaplan Fox & Kilsheimer, LLP
    850 Third Avenue, 14th Floor
    New York, NY 10022
        -and-
    Lawrence J. Lederer, Esq.
    Berger & Montague, P.C.
    1622 Locust Street
    Philadelphia, PA 19103
        -and
    M. Richard Komins, Esq.
    Barrack, Rodos & Bacine
    3300 Two Commerce Square
    2001 Market Street
    Philadelphia, PA 19103
    Jay B. Kasner, Esq.
    Skadden,Arps, Slate, Meagher & Flom LLP
    Four Times Square
    New York, NY 10036


  24. What is the difference between objecting and requesting exclusion?
    Objecting is simply telling the Court that you do not like something about the settlement, the Plan of Allocation or the motion for attorneys’ fees and expenses. You can object only if you stay in the Settlement Class. Excluding yourself is telling the Court that you do not want to be part of the Settlement Class. If you exclude yourself, you have no basis to object because the case no longer affects you. If you exclude yourself, you will be unable to share in the settlement.


    THE COURT’S FAIRNESS HEARING

  25. When and where will the Court decide whether to approve the settlement?
    The Court will hold the Fairness Hearing at 4:00 p.m. on July 27, 2009, at the United States District Court for the Southern District of New York, Daniel Patrick Moynihan United States Courthouse, 500 Pearl Street, New York, NY 10007. The Fairness Hearing date can be changed by the Court without further notice to the Settlement Class. At this Fairness Hearing, the Court will consider whether the settlement is fair, reasonable and adequate and related matters, including how much to award to Co-Lead Counsel for attorneys’ fees and expenses. You may attend and ask to speak. If there are objections, the Court will consider them. The Court will listen to people (or their counsel) who have submitted a written objection and who have submitted a separate written notice of their intention to appear and speak at the Fairness Hearing ("Notice of Intention to Appear"), mailed or hand delivered so that it is received no later than July 6, 2009 by the Clerk of the Court and each of the four law firms listed in the chart following Question 17 above. At or after the Fairness Hearing, the Court will decide whether to approve the settlement and the Plan of Allocation, how much to award to Co-Lead Counsel for attorneys’ fees and expenses, and any separate request for reimbursement of reasonable costs and expenses by the Plaintiffs. We cannot predict how long these decisions will take.

  26. Do I have to come to the Fairness Hearing?
    No. Co-Lead Counsel will answer any questions the Court may have on behalf of Settlement Class Members. But, you are welcome to come at your own expense. If you send an objection, you do not have to come to Court to talk about it. As long as you mailed your written objection on time, the Court will consider it. You may also attend or pay your own lawyer to attend to speak in support of any objection you may have filed, as long as you have followed the instructions set forth in the answer to Question 21 below. Nevertheless, it is not necessary for you or your lawyer to attend or speak at the Fairness Hearing.

  27. May I speak at the Fairness Hearing?
    If you have submitted a written objection to the settlement, the Plan of Allocation, the motion of Co-Lead Counsel for attorneys’ fees and expenses or any other aspect of the settlement and follow the instructions set out in response to Questions 17, 19 and 20 above, or the Court otherwise orders, you (or your counsel) may speak at the Fairness Hearing in support of your objection. To do so, along with your written objection, please be certain to also file and serve your Notice of Intention to Appear as stated in the answers to Questions 17 and 19 above. Unless the Court allows, you cannot speak at the Fairness Hearing if you exclude yourself or if you do not follow the instructions set forth in response to Questions 17, 19 and 20 above.

    IF YOU DO NOTHING

  28. What happens if I do nothing at all?
    If you do nothing, and you are a member of the Settlement Class, you will not receive any money from this settlement but you will be bound by all judgments entered, whether favorable or unfavorable to the Settlement Class. Unless you exclude yourself, you will not be able to start a lawsuit, continue with a lawsuit, or be part of any other lawsuit against Defendants about the legal and factual issues in this case, ever again.


    GETTING MORE INFORMATION

  29. How do I obtain more information about the settlement?
    To obtain more information about the settlement, the claims asserted or any other issue pertaining to this case or the settlement, you may contact the Claims Administrator, Merrill Lynch & Co., Inc. Securities Litigation, c/o Rust Consulting, Inc., P.O. Box 9444, Minneapolis, MN 55440-9444, or any one of Co-Lead Counsel, Kaplan Fox & Kilsheimer LLP; Berger & Montague, P.C.; or Barrack, Rodos & Bacine, at their addresses listed in the answer to Question 17 above.


    SPECIAL NOTICE TO SECURITIES BROKERS AND OTHER NOMINEES

    If you purchased Merrill Lynch common stock or any of the listed Preferred Securities during the Settlement Class Period as nominee for a beneficial owner, then within ten (10) days after you receive this Notice, you must either: (a) send a copy of this Notice and the accompanying Proof of Claim and Release form by first-class mail to all such beneficial owners; or (b) provide a list, electronically if possible, of the names and addresses of such beneficial owners to the Claims Administrator:

    Merrill Lynch & Co., Inc. Securities Litigation
    c/o Rust Consulting, Inc.
    P.O. Box 9444
    Minneapolis, MN 55440-9444
    1-877-576-9980
    Email: info@MerrillLynchLitigation.com

    If you chose option (a) above, you may request enough Notice forms from the Claims Administrator (at no charge to you) to complete your mailing and send a written statement to the Claims Administrator confirming that the mailing was made as directed, and identifying the persons and the addresses to whom this Notice was sent. You may seek reimbursement of your reasonable expenses actually incurred in complying with these directives, subject to approval of Co-Lead Counsel or the Court. All communications concerning this matter should be addressed to the Claims Administrator.



IMPORTANT: THIS SITE IS NOT OPERATED BY MERRILL LYNCH & CO., INC. THIS SETTLEMENT IS SUPERVISED BY PLAINTIFFS’ CO-LEAD COUNSEL. THE ADMINISTRATOR HANDLES ALL ASPECTS OF CLAIM PROCESSING. THIS IS AN AUTHORIZED SITE FOR THIS SETTTLEMENT. DO NOT RELY UPON OTHER SITES THAT SET OUT DIFFERENT AND UNAUTHORIZED INFORMATION.