EXHIBIT 12 MERRILL LYNCH PREFERRED CAPITAL TRUST III MERRILL LYNCH PREFERRED FUNDING III, L.P. COMPUTATION OF RATIOS OF EARNINGS TO COMBINED FIXED CHARGES AND PREFERRED SECURITIES DISTRIBUTIONS (dollars in thousands) FOR THE YEAR ENDED FOR THE PERIOD JANUARY 16, 1998 DECEMBER 31, 1999 TO DECEMBER 25, 1998 ------------------------------------------ -------------------------------------- MERRILL LYNCH MERRILL LYNCH MERRILL LYNCH MERRILL LYNCH PREFERRED PREFERRED PREFERRED PREFERRED CAPITAL TRUST III FUNDING III, L.P. CAPITAL TRUST III FUNDING III, L.P. ----------------- ------------------ ------------------ ----------------- Earnings $ 54,124 $ 63,471 $ 51,727 $ 60,685 ======== ======== ======== ======== Fixed charges $ - $ - $ - $ - Preferred securities distribution requirements 52,500 54,124 50,175 51,727 -------- -------- -------- -------- Total combined fixed charges and preferred securities distributions $ 52,500 $ 54,124 $ 50,175 $ 51,727 ======== ======== ======== ======== Ratio of earnings to combined fixed charges and preferred securities distributions 1.03 1.17 1.03 1.17