-----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, M5r7lep0V8Zas+23fkZvezIdR8L6+IXvhcbFgkAYU5jm7QVUotMXdSwxR/meU7XS NLbEjx3q/inIxz9Cg0oslA== 0000950135-04-000038.txt : 20040108 0000950135-04-000038.hdr.sgml : 20040108 20040108150209 ACCESSION NUMBER: 0000950135-04-000038 CONFORMED SUBMISSION TYPE: 497 PUBLIC DOCUMENT COUNT: 1 FILED AS OF DATE: 20040108 EFFECTIVENESS DATE: 20040108 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GMO TRUST CENTRAL INDEX KEY: 0000772129 STATE OF INCORPORATION: MA FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: 497 SEC ACT: 1933 Act SEC FILE NUMBER: 002-98772 FILM NUMBER: 04515308 BUSINESS ADDRESS: STREET 1: 40 ROWES WHARF CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 6173307500 MAIL ADDRESS: STREET 1: 40 ROWES WHARF CITY: BOSTON STATE: MA ZIP: 02110 FORMER COMPANY: FORMER CONFORMED NAME: GMO CORE TRUST DATE OF NAME CHANGE: 19900927 497 1 b49066gme497.txt GMO TRUST GMO TRUST SUPPLEMENT DATED JANUARY 8, 2004 TO GMO TRUST PROSPECTUS DATED JUNE 30, 2003 GMO CURRENCY HEDGED INTERNATIONAL BOND FUND The clause "and currencies" is added after the term "countries" in the first sentence of the first paragraph under the caption "Principal investment strategies" on page 52 of the Prospectus. Effective as of January 1, 2004, the Fund's benchmark changed from the J.P. Morgan Non-U.S. Government Bond Index (Hedged) to the J.P. Morgan Non-U.S. Government Bond Index (Hedged) (ex-Japan). Accordingly, the paragraph under the caption "Benchmark" on page 52 of the Prospectus is replaced in its entirety by the following: The Fund's benchmark is the J.P. Morgan Non-U.S. Government Bond Index (Hedged) (ex-Japan), an independently maintained and published index composed of non-U.S. government bonds (excluding Japanese government bonds) with maturities of one year or more that are currency-hedged into U.S. dollars. In addition, the "Average Annual Total Returns" table below and to the right in the "Performance" section on page 53 of the Prospectus is replaced in its entirety by the following: AVERAGE ANNUAL TOTAL RETURNS Periods Ending December 31, 2002
1 YEAR 5 YEARS 10 YEARS INCEPT. CLASS III 9/30/94 RETURN BEFORE TAXES 3.01% 5.98% N/A 11.44% RETURN AFTER TAXES ON DISTRIBUTIONS 0.38% 2.24% N/A 6.40% RETURN AFTER TAXES ON DISTRIBUTIONS AND SALE OF FUND SHARES 1.82% 2.97% N/A 6.81% J.P MORGAN NON-U.S. GOVERNMENT BOND INDEX (HEDGED) (EX-JAPAN) (a) 8.15% 7.30% N/A 9.46% J.P MORGAN NON-U.S. GOVERNMENT BOND INDEX (HEDGED) (b) 7.01% 7.36% N/A 9.70%
(a) Fund's benchmark. (b) The J.P. Morgan Non-U.S. Government Bond Index (Hedged) is an independently maintained and published index composed of non-U.S. government bonds with maturities of one year or more that are currency-hedged into U.S. dollars. Effective as of January 1, 2004, the Fund changed its benchmark from the J.P. Morgan Non-U.S. Government Bond Index (Hedged) to the J.P. Morgan Non-U.S. Government Bond Index (Hedged) (ex-Japan). This change was effected because the Manager expects that the Fund will be substantially underweight in Japan relative to the J.P. Morgan Non-U.S. Government Bond Index (Hedged). GMO TRUST SUPPLEMENT DATED JANUARY 8, 2004 TO GMO TRUST CLASS M SHARES PROSPECTUS DATED JUNE 30, 2003 GMO CURRENCY HEDGED INTERNATIONAL BOND FUND The clause "and currencies" is added after the term "countries" in the first sentence of the first paragraph under the caption "Principal investment strategies" on page 34 of the Prospectus. Effective as of January 1, 2004, the Fund's benchmark changed from the J.P. Morgan Non-U.S. Government Bond Index (Hedged) to the J.P. Morgan Non-U.S. Government Bond Index (Hedged) (ex-Japan). Accordingly, the paragraph under the caption "Benchmark" on page 34 of the Prospectus is replaced in its entirety by the following: The Fund's benchmark is the J.P. Morgan Non-U.S. Government Bond Index (Hedged) (ex-Japan), an independently maintained and published index composed of non-U.S. government bonds (excluding Japanese government bonds) with maturities of one year or more that are currency-hedged into U.S. dollars. In addition, the "Average Annual Total Returns" table below and to the right in the "Performance" section on page 35 of the Prospectus is replaced in its entirety by the following: AVERAGE ANNUAL TOTAL RETURNS* Periods Ending December 31, 2002
1 YEAR 5 YEARS 10 YEARS INCEPT. CLASS III 9/30/94 RETURN BEFORE TAXES 3.01% 5.98% N/A 11.44% RETURN AFTER TAXES ON DISTRIBUTIONS 0.38% 2.24% N/A 6.40% RETURN AFTER TAXES ON DISTRIBUTIONS AND SALE OF FUND SHARES 1.82% 2.97% N/A 6.81% J.P MORGAN NON-U.S. GOVERNMENT BOND INDEX (HEDGED) 8.15% 7.30% N/A 9.46% (EX-JAPAN)(a) J.P MORGAN NON-U.S. GOVERNMENT BOND INDEX (HEDGED)(b) 7.01% 7.36% N/A 9.70%
(a) Fund's benchmark. (b) The J.P. Morgan Non-U.S. Government Bond Index (Hedged) is an independently maintained and published index composed of non-U.S. government bonds with maturities of one year or more that are currency-hedged into U.S. dollars. Effective as of January 1, 2004, the Fund changed its benchmark from the J.P. Morgan Non-U.S. Government Bond Index (Hedged) to the J.P. Morgan Non-U.S. Government Bond Index (Hedged) (ex-Japan). This change was effected because the Manager expects that the Fund will be substantially underweight in Japan relative to the J.P. Morgan Non-U.S. Government Bond Index (Hedged). * The return information presented in the bar chart and table is that of the Fund's Class III shares, which are offered through a separate prospectus. Class M shares are invested in the same portfolio of securities as Class III shares and would have substantially similar annual returns. Annual returns would differ only to the extent Class M shares and Class III shares do not have the same expenses. -----END PRIVACY-ENHANCED MESSAGE-----