0000947871-11-000557.txt : 20110606 0000947871-11-000557.hdr.sgml : 20110606 20110606132621 ACCESSION NUMBER: 0000947871-11-000557 CONFORMED SUBMISSION TYPE: 424B3 PUBLIC DOCUMENT COUNT: 2 FILED AS OF DATE: 20110606 DATE AS OF CHANGE: 20110606 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MERRILL LYNCH, PIERCE, FENNER & SMITH INC. CENTRAL INDEX KEY: 0000728612 STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211] IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 424B3 SEC ACT: 1933 Act SEC FILE NUMBER: 333-44286 FILM NUMBER: 11894708 BUSINESS ADDRESS: STREET 1: 4 WORLD FINANCIAL CENTER STREET 2: NORTH TOWER CITY: NEW YORK STATE: NY ZIP: 10080 BUSINESS PHONE: 212-670-2756 MAIL ADDRESS: STREET 1: 4 WORLD FINANCIAL CENTER STREET 2: NORTH TOWER CITY: NEW YORK STATE: NY ZIP: 10080 FORMER COMPANY: FORMER CONFORMED NAME: MERRILL LYNCH PIERCE FENNER & SMITH INC DATE OF NAME CHANGE: 19920929 424B3 1 ss120464_424b3-europe.htm PROSPECTUS SUPPLEMENT
 
PROSPECTUS SUPPLEMENT REGISTRATION NO.  333-44286
(To Prospectus dated March 15, 2011)
 Filed Pursuant to Rule 424(b)(3)
 

1,000,000,000 Depositary Receipts
Europe 2001 HOLDRS (SM) Trust

This prospectus supplement supplements information contained in the prospectus dated March 15, 2011 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 in the “Highlights of Europe 2001 HOLDRS” section of the base prospectus shall be replaced with the following:
 
Name of Company(1)
  
Ticker
  
Share
Amounts
  
Primary U.S.
Trading
Market
AEGON N.V.
  
AEG
  
5.2000
  
NYSE
Alcatel-Lucent*
  
ALU
  
3.0000
  
NYSE
Amdocs Limited
  
DOX
  
3.0000
  
NYSE
ARM Holdings, plc*
  
ARMH
  
8.0000
  
NASDAQ GS
ASM International N.V.
  
ASMI
  
13.0000
  
NASDAQ GS
ASML Holding N.V.
  
ASML
  
6.2222
  
NASDAQ GS
AstraZeneca PLC.*
  
AZN
  
4.0000
  
NYSE
BP p.l.c.*
  
BP
  
4.0000
  
NYSE
Diageo p.l.c.*
  
DEO
  
5.0000
  
NYSE
Elan Corporation, p.l.c.*
  
ELN
  
4.0000
  
NYSE
LM Ericsson Telephone Company*
  
ERIC
  
3.2000
  
NASDAQ GS
GlaxoSmithKline p.l.c.*
  
GSK
  
6.0000
  
NYSE
ING Groep N.V.*
  
ING
  
4.0000
  
NYSE
Koninklijke Philips Electronics N.V.
  
PHG
  
5.0000
  
NYSE
Nokia Corporation*
  
NOK
  
5.0000
  
NYSE
Novartis AG*
  
NVS
  
5.0000
  
NYSE
Oclaro Inc.
  
OCLR
  
0.2400
  
NASDAQ GM
Qiagen N.V.
  
QGEN
  
6.0000
  
NASDAQ GS
Repsol YPF, S.A.*
  
REP
  
11.0000
  
NYSE
Ryanair Holdings p.l.c.*
  
RYAAY
  
16.0000
  
NASDAQ GS
Sanofi-Aventis SA*
  
SNY
  
4.6956
  
NYSE
SAP AG*
  
SAP
  
4.0000
  
NYSE
Shire plc*
  
SHPGY
  
4.0000
  
NASDAQ GS
STMicroelectronics N.V.
  
STM
  
4.0000
  
NYSE
Telefonica S.A.*
  
TEF
  
4.5558
  
NYSE
Total S.A.*
  
TOT
  
6.0000
  
NYSE
UBS AG
  
UBS
  
6.3000
  
NYSE
Unilever N.V.
  
UN
  
9.0000
  
NYSE
Vodafone Group Public Limited Company*
  
VOD
  
5.2500
  
NASDAQ GS
WPP Group plc
  
WPPGY
  
3.0000
  
NASDAQ GS

___________________________
*  The securities of these non-U.S. companies trade in the United States as American Depository Receipts.  Please see “Risk Factors” and “U.S. 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.
 
(1) Effective May 31, 2011 (the “delisting date”), Millicom International Cellular S.A., an underlying constituent of the Europe 2001 HOLDRS Trust (the “Trust”), was delisted from trading on NASDAQ GS.  Pursuant to the prospectus for the Trust, if Millicom International Cellular S.A. is not listed for trading on another national
 
 
 
 
 
securities exchange within five business days from the delisting date, it shall be distributed by The Bank of New York Mellon.  The rate of distribution is 0.08 Millicom International Cellular S.A. shares per Europe 2001 HOLDRS.  The record date and pay date for the distribution shall be June 13, 2011 and June 16, 2011, respectively.
 
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 June 6, 2011.
 
 
 
 
 
 
 
 
 
 
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