424B3 1 f424b3_012704europe2001.txt PROSPECTUS SUPPLEMENT - EUROPE 2001 PROSPECTUS SUPPLEMENT Filed Pursuant to Rule No. 424(b)(3) (To Prospectus dated July 7, 2003) REGISTRATION NO. 333-44286 [HOLDERS EUROPE 2001 LOGO] 1,000,000,000 Depositary Receipts Europe 2001 HOLDRS (SM) Trust This prospectus supplement supplements information contained in the prospectus dated July 7, 2003 relating to the sale of up to 1,000,000,000 depositary receipts by the Europe 2001 HOLDRS (SM) Trust. The share amounts specified in the table on page 12 of the base prospectus shall be replaced with the following:
Primary U.S. Share Trading Name of Company Ticker Amounts Market --------------- ------ ------- ------ AEGON N.V. AEG 5.2 NYSE Alcatel* ALA 3 NYSE Amdocs Limited DOX 3 NYSE ARM Holdings p.l.c.* ARMHY 8 NASDAQ ASM International N.V. ASMI 13 NASDAQ ASML Holding N.V. ASML 7 NASDAQ AstraZeneca p.l.c.* AZN 4 NYSE Autonomy Corporation p.l.c.* AUTN 1.2 NASDAQ Aventis S.A.* AVE 2 NYSE AXA* AXA 6 NYSE Bookham Technology p.l.c.* BKHM 12 NASDAQ BP p.l.c.* BP 4 NYSE Business Objects S.A.* BOBJ 4.5 NASDAQ Cable & Wireless p.l.c.* CWP 4 NYSE DaimlerChrysler AG DCX 4 NYSE Deutsche Telekom AG* DT 5 NYSE Diageo p.l.c.* DEO 5 NYSE Elan Corporation, p.l.c.* ELN 4 NYSE Ericsson LM Telephone Company* ERICY 1.6 NASDAQ GlaxoSmithKline p.l.c.* GSK 6 NYSE Infineon Technologies AG* IFX 5 NYSE ING Group N.V.* ING 4 NYSE IONA Technologies p.l.c.* IONA 3 NASDAQ Koninklijke Philips Electronics N.V. PHG 5 NYSE Millicom International Cellular S.A.* MICC 2 NASDAQ Nokia Corp.* NOK 5 NYSE Novartis AG* NVS 5 NYSE Qiagen N.V. QGENF 6 NASDAQ Repsol YPF, S.A.* REP 11 NYSE Royal Dutch Petroleum Company RD 3 NYSE Ryanair Holdings p.l.c.* RYAAY 8 NASDAQ SAP AG* SAP 4 NYSE Scottish Power p.l.c.* SPI 7 NYSE Serono S.A.* SRA 9 NYSE Shire Pharmaceuticals Group p.l.c.* SHPGY 4 NASDAQ Skillsoft p.l.c.* SKIL 6 NASDAQ STMicroelectronics N.V. STM 4 NYSE (continued on following page)
Primary U.S. Share Trading Name of Company Ticker Amounts Market --------------- ------ ------- ------ Telefonica S.A.* TEF 3.31224241 NYSE Terra Networks, S.A.* TRLY 15 NASDAQ Total S.A.* TOT 3 NYSE UBS AG UBS 3 NYSE Unilever N.V. UN 3 NYSE Vivendi Universal* V 3 NYSE Vodafone Group p.l.c.* VOD 6 NYSE WPP Group p.l.c.* WPPGY 3 NASDAQ
----------------------- * The securities of these non-U.S. companies trade in the United States as American Depository Receipts. Please see "Risk Factors" and "Federal Income Tax Consequences--Special considerations with respect to underlying securities of foreign issuers" for additional information relating to an investment in a non-U.S. company. The share amounts listed in the table above reflect all previous stock splits, dividends and business combination transactions. The date of this prospectus supplement is December 31, 2003.