0001435109-16-001989.txt : 20160826 0001435109-16-001989.hdr.sgml : 20160826 20160826120034 ACCESSION NUMBER: 0001435109-16-001989 CONFORMED SUBMISSION TYPE: N-CSRS PUBLIC DOCUMENT COUNT: 6 CONFORMED PERIOD OF REPORT: 20160630 FILED AS OF DATE: 20160826 DATE AS OF CHANGE: 20160826 EFFECTIVENESS DATE: 20160826 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Wright Managed Equity Trust CENTRAL INDEX KEY: 0000703499 IRS NUMBER: 046481187 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-CSRS SEC ACT: 1940 Act SEC FILE NUMBER: 811-03489 FILM NUMBER: 161853517 BUSINESS ADDRESS: STREET 1: 440 WHEELERS FARM RD. CITY: MILFORD STATE: CT ZIP: 06461 BUSINESS PHONE: 800-888-9471 MAIL ADDRESS: STREET 1: 440 WHEELERS FARM RD. CITY: MILFORD STATE: CT ZIP: 06461 FORMER COMPANY: FORMER CONFORMED NAME: WRIGHT MANAGED EQUITY TRUST DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: EQUITY FUND FOR BANK TRUST DEPARTMENTS EQBT FUND DATE OF NAME CHANGE: 19880218 0000703499 S000009482 Wright Selected Blue Chip Equities Fund C000025949 Wright Selected Blue Chip Equities Fund WSBEX 0000703499 S000009483 Wright Major Blue Chip Equities Fund C000025950 Wright Major Blue Chip Equities Fund WQCEX 0000703499 S000009484 Wright International Blue Chip Equities Fund C000025951 Wright International Blue Chip Equities Fund WIBCX N-CSRS 1 063016wrighequitycsr.htm
As filed with the Securities and Exchange Commission on August 26, 2016

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549

FORM N-CSR

CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT
INVESTMENT COMPANIES

Investment Company Act file number 811-3489

THE WRIGHT MANAGED EQUITY TRUST
177 West Putnam Ave.
Greenwich, Connecticut 06830


Michael J. McKeen, Principal Financial Officer
Three Canal Plaza, Suite 600
Portland, Maine 04101
207-347-2000


Date of fiscal year end: December 31

Date of reporting period: January 1, 2016 – June 30, 2016
 


ITEM 1. REPORT TO STOCKHOLDERS.
 

The Wright Managed Blue Chip Investment Funds

The Wright Managed Blue Chip Investment Funds consist of three equity funds from The Wright Managed Equity Trust and one fixed-income fund from The Wright Managed Income Trust. Each of the four funds have distinct investment objectives and policies. They can be used individually or in combination to achieve virtually any objective. Further, as they are all "no-load" funds (no commissions or sales charges), portfolio allocation strategies can be altered as desired to meet changing market conditions or changing requirements without incurring any sales charges.

Approved Wright Investment List

Securities selected for investment in these funds are chosen mainly from a list of "investment grade" companies maintained by Wright Investors' Service ("Wright", "WIS" or the "Adviser"). Over 39,000 global companies (covering 85 countries) in Wright's database are screened as new data becomes available to determine any eligible additions or deletions to the list. The qualifications for inclusion as "investment grade" are companies that meet Wright's Quality Rating criteria. This rating includes fundamental criteria for investment acceptance, financial strength, profitability & stability and growth. In addition, securities, which are not included in Wright's "investment grade" list, may also be selected from companies in the fund's specific benchmark (up to 20% of the market value of the portfolio) in order to achieve broad diversification.

Three Equity Funds

Wright Selected Blue Chip Equities Fund (WSBC) (the "Fund") seeks to enhance total investment return through price appreciation plus income. The Fund's portfolio is characterized as a blend of growth and value stocks. The market capitalization of the companies is typically between $1-$10 billion at the time of the Fund's investment. The Adviser seeks to outperform the Standard & Poor's MidCap 400 Index ("S&P MidCap 400") by selecting stocks using fundamental company analysis and company specific criteria such as valuation and earnings trends. The portfolio is then diversified across industries and sectors.

Wright Major Blue Chip Equities Fund (WMBC) (the "Fund") seeks to enhance total investment return through price appreciation plus income by providing a broadly diversified portfolio of equities of larger well-established companies with market values of $5-$10 billion or more. The Adviser seeks to outperform the Standard & Poor's 500 Index ("S&P 500") by selecting stocks, using fundamental company analysis and company specific criteria such as valuation and earnings trends. The portfolio is then diversified across industries and sectors.

Wright International Blue Chip Equities Fund (WIBC) (the "Fund") seeks total return consisting of price appreciation plus income by investing in a broadly diversified portfolio of equities of well-established, non-U.S. companies. The Fund may buy common stocks traded on the securities exchange of the country in which the company is based or it may purchase American Depositary Receipts ("ADR's") traded in the United States. The portfolio is denominated in U.S. dollars and investors should understand that fluctuations in foreign exchange rates may impact the value of their investment. The Adviser seeks to outperform the MSCI World ex U.S. Index ("MSCI World ex U.S.") by selecting stocks using fundamental company analysis and company-specific criteria such as valuation and earnings trends. The portfolio is then diversified across industries, sectors and countries.

One Fixed-Income Fund

Wright Current Income Fund (WCIF) (the "Fund") may be invested in a variety of securities and may use a number of strategies, including GNMAs, to produce a high level of income with reasonable stability of principal. The Fund reinvests all principal payments. Dividends are accrued daily and paid monthly. The Fund's benchmark is the Barclays GNMA Backed Bond Index.
 
 

 

Table of Contents

 


Investment Objectives                                                               inside front
Letter to Shareholders                                                                 2
Fund Expenses                                                        4     
Board of Trustees Annual Approval of the Investment Advisory Agreement                                                                                                          40
Important Notices Regarding Delivery of Shareholder Documents, Portfolio Holdings and Proxy Voting                                                      42

                                
                                        FINANCIAL STATEMENTS


The Wright Managed Equity Trust

Wright Selected Blue Chip Equities Fund
Portfolio of Investments                                    6
Statements of Assets and Liabilities                              8
Statement of Operations                                                                                          8
Statemenst of Changes in Net Assets                                                                   9
Financial Highlights                                                                                                10

Wright Major Blue Chip Equities Fund
Portfolio of Investments                                                                                         11
Statement of Assets and Liabilities                                                                      13
Statement of Operations                                                                                         13
Statements of Changes in Net Assets                                                                  14
Financial Highlights                                                                                                 15

Wright International Blue Chip Equities Fund
Portfolio of Investments                                                                                         16
Statement of Assets and Liabilities                                                                      18
Statement of Operations                                                                                         18
Statements of Changes in Net Assets                                                                  19
Financial Highlights                                                                                                 20

Notes to Financial Statements                                                                               21

The Wright Managed Income Trust

Wright Current Income Fund
Portfolio of Investments                                                                                         28
Statement of Assets and Liabilities                                                                      32
Statement of Operations                                                                                         32
Statements of Changes in Nets Assets                                                                33
Financial Highlights                                                                                                 34

Notes to Financial Statements                                                                               35
 
 

Letter to Shareholders
 
 

Dear Shareholder:

SUMMARY: The major U.S. indexes continued to show a mixed performance in the second quarter, with the Dow and S&P 500 positive for June, Q2 and the first half of 2016 while NASDAQ was negative for all three periods. Foreign stocks continued to have negative returns for American investors despite a mostly weaker dollar. Bonds, dividend-rich stocks and gold remained the best performers for the first half as investors sought havens from volatile trading brought on by a weak global economy, Brexit and other uncertainties. Central banks promise to remain accommodative in this environment, with the Federal Reserve growing less and less likely to raise interest rates, which creates opportunities for active investors.


U.S. stocks managed mostly positive returns in June and the second quarter despite the fallout from the United Kingdom's unexpected decision to leave the European Union and continuing concerns about weak global growth. The Dow Jones Industrial Average had a total return, including dividends, of 0.9% in June, while the S&P 500 gained 0.3%. For the quarter, the Dow returned 2.1% and the S&P added 2.5%. But NASDAQ continued to underperform the two blue-chip indexes, losing 2.1% last month and 0.2% for Q2. For the year to date, the Dow is up 4.3% and the S&P ahead by 3.8%, while NASDAQ is down 2.7%.

Dividend-rich equities delivered the best returns by far in the first half as investors continued to seek safe-haven stocks. Telecom stocks were the best performers among the S&P 500's 10 sectors with a return of nearly 25%, followed closely by utilities, which returned 23.4%. Energy stocks were the best performers for Q2, gaining 11.6%, as the price of crude rebounded sharply from its February lows. Financials and tech stocks were the worst performing sectors in the first half, the only two sectors to post negative returns.

Foreign stocks continued to underperform their American counterparts, despite a mostly weaker dollar. Emerging markets were the best performers in the first half, gaining 6.4% after rising 4.0% in June and 0.7% in Q2. Euro zone stocks are down 6.0% YTD after losing another 4.8% in June and 3.5% in Q2. Japanese stocks returned a negative 2.5% in June and 5.6% for the first half even though the dollar has sunk 14% against the yen.

Bonds continued to provide a safe haven for investors looking to escape uncertainty from the global upheaval. The Barclays U.S. Bond Market Aggregate, which is heavily weighted with U.S. government bonds, had a total return of 5.3% in the first half as the yield on the 10-year Treasury note plunged nearly 80 bps since the beginning of the year to close the first half at 1.47%, near its all-time low. But corporate bonds continued to outperform guvvies, returning 7.5% year to date, while high-yield bonds returned 9.1%. Returns on foreign bonds were even better, as yields in many countries have dropped below zero. The Barclays Global Bonds Aggregate, excluding the U.S., returned nearly 12% in the first half. More than $11.7 trillion of global bonds now carry negative yields, according to Fitch Ratings. Gold has also been a safe haven and one of the top performers so far this year, climbing 25% YTD after rising another 8.7% last month.

The most recent predictions for the U.S. economy are calling for growth to remain subpar not just for this year but for several years to come. The Federal Reserve doesn't see growth exceeding 2% for at least the next three years, according to its most recent updated forecast. The International Monetary Fund lowered its U.S. growth forecast for this year to 2.2% from 2.4%, while the World Bank reduced its global growth estimate for this year, largely due to a half percentage point cut in its outlook for advanced economies, led by a huge downward revision for the U.S. to 1.9% from 2.7%. For the second quarter, the Atlanta Fed is predicting 2.6% annualized growth while the New York Fed sees a 2.1% pace, as of July 1.

In the wake of the unexpected decision by the U.K. to leave the European Union, monetary policy across the globe is likely to remain accommodative. Fed Chair Janet Yellen said slow growth – and low interest rates – are likely to be with us for a long time to come, and that was even before the Brexit vote. The Fed left interest rates unchanged at its June monetary policy meeting while also lowering expectations for future increases. Indeed, not only is the possibility of a rate increase getting smaller, especially as the presidential election draws nearer, the odds of a rate reduction are growing. According to one market survey at the end of June, the odds of a rate cut later this year are higher than for a rate increase.
 
2
 
 

Letter to Shareholders
 
 
 
As we enter the second half of the year, we need to remind ourselves just how resilient the global financial markets have been as we've dealt with one crisis after another. Whether it's Brexit or Greece or China or something else, the markets have always stabilized, often thanks to central bank intervention. Such dislocations also create attractive opportunities for active managers like Wright. While we can expect further turbulence in the short term, we will diligently monitor global events and economic data and be prepared to adjust asset allocations, if necessary. For now, we remain invested in what we believe to be high-quality stocks and bonds in our client portfolios, and advise long-term investors to do the same.
 
Sincerely,
  
                                
                                
 
                               
                                 Amit S. Khandwala
Co-Chief Executive Officer
 
 

This commentary does not constitute an offer to sell any securities or the solicitation of an offer to purchase any securities. Past performance is not indicative of future results. Statements and opinions in this publication are based on sources of information believed to be accurate and reliable, but the Advisor makes no representations or guarantees as to the accuracy or completeness thereof.



 

 
 
3
 
 

Fund Expenses
 
 
 
Example:
As a shareholder of a fund, you incur two types of costs: (1) transaction costs, including redemption fees (if applicable); and (2) ongoing costs including management fees; distribution or service fees; and other fund expenses.  This example is intended to help you understand your ongoing costs (in dollars) of investing in a fund and to compare these costs with the ongoing costs of investing in other mutual funds.  The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (January 1, 2016 – June 30, 2016).

Actual Expenses:
The first line of the tables shown on the following page provides information about actual account values and actual expenses.  You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period.  Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the first line under the heading entitled "Expenses Paid During Period" to estimate the expenses you paid on your account during this period.

Hypothetical Example for Comparison Purposes:
The second line of the tables provides information about hypothetical account values and hypothetical expenses based on the actual Fund expense ratio and an assumed rate of return of 5% per year (before expenses), which is not the actual return of the Fund.  The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period.  You may use this information to compare the ongoing costs of investing in your Fund and other funds.  To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.

Please note that the expenses shown in the tables are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as redemption fees (if applicable).  Therefore, the second line of the tables is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds.  In addition, if these transactional costs were included, your costs would have been higher.
 
 
 
 
4
 
 

Fund Expenses
 
 
 
EQUITY FUNDS

Wright Selected Blue Chip Equities Fund

 
 
Beginning
Account Value (1/1/16)
 
Ending
Account Value    (6/30/16)
 
Expenses Paid
During Period*
(1/1/16-6/30/16)
Actual Fund Shares
$1,000.00
$1,011.34
$7.00
Hypothetical (5% return per year before expenses)
Fund Shares
$1,000.00
$1,017.90
$7.02

*Expenses are equal to the Fund's annualized expense ratio of 1.40% multiplied by the average account value over the period, multiplied by 182/366 (to reflect the one-half year period).  The example assumes that the $1,000 was invested at the net asset value per share determined at the close of business on December 31, 2015.

Wright Major Blue Chip Equities Fund

 
 
Beginning
Account Value (1/1/16)
 
Ending
Account Value    (6/30/16)
 
Expenses Paid
During Period*
(1/1/16-6/30/16)
Actual Fund Shares
$1,000.00
$1,013.86
$7.01
Hypothetical (5% return per year before expenses)
Fund Shares
$1,000.00
$1,017.90
$7.02

*Expenses are equal to the Fund's annualized expense ratio of 1.40% multiplied by the average account value over the period, multiplied by 182/366 (to reflect the one-half year period).  The example assumes that the $1,000 was invested at the net asset value per share determined at the close of business on December 31, 2015.


Wright International Blue Chip Equities Fund

 
 
Beginning
Account Value (1/1/16)
 
Ending
Account Value    (6/30/16)
 
Expenses Paid
During Period*
(1/1/16-6/30/16)
Actual Fund Shares
$1,000.00
$932.05
$8.89
Hypothetical (5% return per year before expenses)
Fund Shares
$1,000.00
$1,015.66
$9.27

*Expenses are equal to the Fund's annualized expense ratio of 1.85% multiplied by the average account value over the period, multiplied by 182/366 (to reflect the one-half year period).  The example assumes that the $1,000 was invested at the net asset value per share determined at the close of business on December 31, 2015.
 
FIXED-INCOME FUNDS

Wright Current Income Fund

 
 
Beginning
Account Value (1/1/16)
 
Ending
Account Value    (6/30/16)
 
Expenses Paid
During Period*
(1/1/16-6/30/16)
Actual Fund Shares
$1,000.00
$1,031.69
$4.55
Hypothetical (5% return per year before expenses)
Fund Shares
$1,000.00
$1,020.39
$4.52

*Expenses are equal to the Fund's annualized expense ratio of 0.90% multiplied by the average account value over the period, multiplied by 182/366 (to reflect the one-half year period).  The example assumes that the $1,000 was invested at the net asset value per share determined at the close of business on December 31, 2015.



 
 
5
 
 

Wright Selected Blue Chip Equities Funds (WSBC)
Portfolio of Investments - As of June 30, 2016
 
 

 
Shares
   
Value
 

EQUITY INTERESTS - 99.8%



AUTOMOBILES & COMPONENTS - 1.3%
Gentex Corp.
32,685
 
$
504,983
 



BANKS - 5.4%
Commerce Bancshares, Inc.
5,156
 
$
246,972
 
East West Bancorp, Inc.
10,715
   
366,239
 
Fulton Financial Corp.
53,840
   
726,840
 
Signature Bank*
6,590
   
823,223
 
     
$
2,163,274
 



CAPITAL GOODS - 11.2%
AECOM*
28,590
 
$
908,304
 
AO Smith Corp.
4,805
   
423,369
 
B/E Aerospace, Inc.
8,965
   
413,959
 
Carlisle Cos., Inc.
7,485
   
791,015
 
Huntington Ingalls Industries, Inc.
6,875
   
1,155,206
 
Orbital ATK, Inc.
6,760
   
575,546
 
Triumph Group, Inc.
7,645
   
271,398
 
     
$
4,538,797
 



COMMERCIAL & PROFESSIONAL SERVICES - 6.9%
Deluxe Corp.
16,200
 
$
1,075,194
 
ManpowerGroup, Inc.
8,660
   
557,185
 
RR Donnelley & Sons Co.
68,635
   
1,161,304
 
     
$
2,793,683
 



CONSUMER DURABLES & APPAREL - 3.5%
Brunswick Corp.
8,605
 
$
389,979
 
CalAtlantic Group, Inc.
5,695
   
209,063
 
Hanesbrands, Inc.
24,555
   
617,067
 
TRI Pointe Homes, Inc.*
17,180
   
203,068
 
     
$
1,419,177
 



CONSUMER SERVICES - 4.4%
Brinker International, Inc.
20,750
 
$
944,748
 
Jack in the Box, Inc.
5,010
   
430,459
 
Service Corp. International
7,600
   
205,504
 
Sotheby's
7,565
   
207,281
 
     
$
1,787,992
 



DIVERSIFIED FINANCIALS - 6.3%
FactSet Research Systems, Inc.
1,455
 
$
234,866
 
Federated Investors, Inc. - Class B
14,055
   
404,503
 
MSCI, Inc.
11,735
   
905,003
 
Raymond James Financial, Inc.
11,050
   
544,765
 
SEI Investments Co.
9,135
   
439,485
 
     
$
2,528,622
 



ENERGY - 0.6%
Denbury Resources, Inc.
28,160
 
$
101,094
 
QEP Resources, Inc.
9,120
   
160,786
 
     
$
261,880
 



FOOD & STAPLES RETAILING - 0.4%
United Natural Foods, Inc.*
3,235
 
$
151,398
 



FOOD, BEVERAGE & TOBACCO - 4.7%
Dean Foods Co.
23,565
 
$
426,291
 
 
Shares
   
Value
 

Ingredion, Inc.
8,755
 
$
1,132,985
 
TreeHouse Foods, Inc.*
3,385
   
347,470
 
     
$
1,906,746
 



HEALTH CARE EQUIPMENT & SERVICES - 9.4%
Amsurg Corp.*
5,465
 
$
423,756
 
Centene Corp.*
26,585
   
1,897,371
 
MEDNAX, Inc.*
6,020
   
436,029
 
Molina Healthcare, Inc.*
3,975
   
198,352
 
ResMed, Inc.
3,260
   
206,130
 
Universal Health Services, Inc. - Class B
1,390
   
186,399
 
VCA, Inc.*
6,360
   
430,000
 
     
$
3,778,037
 



INSURANCE - 6.9%
American Financial Group, Inc.
7,345
 
$
543,016
 
Arthur J. Gallagher & Co.
4,410
   
209,916
 
Everest Re Group, Ltd.
1,760
   
321,499
 
Reinsurance Group of America, Inc.
5,000
   
484,950
 
Willis Towers Watson PLC
4,560
   
566,854
 
WR Berkley Corp.
11,197
   
670,924
 
     
$
2,797,159
 



MATERIALS - 6.8%
Albemarle Corp.
3,720
 
$
295,033
 
Ingevity Corp.*
6,783
   
230,893
 
Minerals Technologies, Inc.
2,975
   
168,980
 
Packaging Corp. of America
16,490
   
1,103,676
 
Sonoco Products Co.
4,210
   
209,069
 
WestRock Co.
18,650
   
724,925
 
     
$
2,732,576
 



PHARMACEUTICALS & BIOTECHNOLOGY - 1.7%
Charles River Laboratories International, Inc.*
8,090
 
$
666,939
 



REAL ESTATE - 5.3%
Communications Sales & Leasing, Inc. REIT
4,510
 
$
130,339
 
Corrections Corp. of America REIT
37,355
   
1,308,172
 
Duke Realty Corp. REIT
14,785
   
394,168
 
Jones Lang LaSalle, Inc.
3,315
   
323,047
 
     
$
2,155,726
 



RETAILING - 1.4%
Big Lots, Inc.
2,710
 
$
135,798
 
LKQ Corp.*
6,230
   
197,491
 
Signet Jewelers, Ltd.
2,770
   
228,276
 
     
$
561,565
 



SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 1.1%
Integrated Device Technology, Inc.*
8,140
 
$
163,858
 
Synaptics, Inc.*
5,355
   
287,831
 
     
$
451,689
 



SOFTWARE & SERVICES - 12.0%
Alliance Data Systems Corp.*
2,320
 
$
454,534
 
Broadridge Financial Solutions, Inc.
9,495
   
619,074
 
Cadence Design Systems, Inc.*
54,545
   
1,325,443
 
Convergys Corp.
10,425
   
260,625
 


 
See Notes to Financial Statements.
6
 
 

Wright Selected Blue Chip Equities Funds (WSBC)
Portfolio of Investments - As of June 30, 2016
 
 
 

 
Shares
   
Value
 

Fortinet, Inc.*
14,585
 
$
460,740
 
Global Payments, Inc.
10,555
   
753,416
 
Manhattan Associates, Inc.*
5,930
   
380,291
 
PTC, Inc.*
15,875
   
596,583
 
     
$
4,850,706
 



TECHNOLOGY HARDWARE & EQUIPMENT - 3.4%
ARRIS International PLC*
17,615
 
$
369,210
 
Arrow Electronics, Inc.*
10,535
   
652,117
 
Avnet, Inc.
8,170
   
330,967
 
     
$
1,352,294
 



UTILITIES - 7.1%
Great Plains Energy, Inc.
13,735
 
$
417,544
 
ONE Gas, Inc.
13,876
   
924,003
 
UGI Corp.
33,917
   
1,534,744
 
     
$
2,876,291
 

TOTAL EQUITY INTERESTS - 99.8%
(identified cost, $33,028,207)
 
$
40,279,534
 

SHORT-TERM INVESTMENTS - 0.0%
Fidelity Government Money Market Fund, 0.25% (1)
13,088
 
$
13,088
 

TOTAL SHORT-TERM INVESTMENTS - 0.0%
(identified cost, $13,088)
 
$
13,088
 

TOTAL INVESTMENTS — 99.8%
(identified cost, $33,041,295)
 
$
40,292,622
 

OTHER ASSETS, IN EXCESS OF LIABILITIES — 0.2%
   
75,555
 

NET ASSETS — 100.0%
 
$
40,368,177
 

PLC — Public Limited Company
REIT — Real Estate Investment Trust
 
* Non-income producing security.
(1) Variable rate security. Rate presented is as of June 30, 2016.

Portfolio Composition by Sector
% of total investments at June 30, 2016
 
Financials
 
24.0%
Industrials
18.2%
Information Technology
16.5%
Health Care
11.0%
Consumer Discretionary
10.6%
Utilities
7.1%
Materials
6.8%
Consumer Staples
5.1%
Energy
0.7%


See Notes to Financial Statements.
7
 
 

Wright Selected Blue Chip Equities Funds (WSBC)
 
 
 
 
STATEMENT OF ASSETS AND LIABILITIES
As of June 30, 2016
             
ASSETS:
   
 
 
 
Investments, at value
       
 
(identified cost $33,041,295) (Note 1A)
 
$
40,292,622
 
 
Receivable for fund shares sold
   
19,500
 
 
Dividends receivable
   
59,064
 
 
Prepaid expenses and other assets
   
20,372
 
 
Total assets
 
$
40,391,558
 
             
LIABILITIES:
       
 
Payable for fund shares reacquired
 
$
3,206
 
 
Accrued expenses and other liabilities
   
20,175
 
 
Total liabilities
 
$
23,381
 
NET ASSETS
 
$
 40,368,177
 
             
NET ASSETS CONSIST OF:
       
 
Paid-in capital
 
$
33,723,221
 
 
Accumulated net realized loss on    investments
   
(670,172
)
 
Undistributed net investment income
   
63,801
 
 
Unrealized appreciation on investments
   
7,251,327
 
 
Net assets applicable to outstanding shares
 
$
40,368,177
 
             
SHARES OF BENEFICIAL INTEREST OUTSTANDING AT $0.000 PAR VALUE (UNLIMITED SHARES AUTHORIZED)
 
 
3,564,596
 
             
NET ASSET VALUE, OFFERING PRICE, AND REDEMPTION PRICE PER SHARE OF BENEFICIAL INTEREST
 
$
11.32
 
             



STATEMENT OF OPERATIONS
For the Six Months Ended June 30, 2016
             
INVESTMENT INCOME (Note 1C)
   
 
 
 
Dividend income
 
$
337,938
 
 
Total investment income
 
$
337,938
 
             
Expenses –
       
 
Investment adviser fee (Note 3)
 
$
117,336
 
 
Administrator fee (Note 3)
   
23,467
 
 
Trustee expense (Note 3)
   
8,706
 
 
Custodian fee
   
2,521
 
 
Accountant fee
   
19,814
 
 
Distribution expenses (Note 4)
   
48,890
 
 
Transfer agent fee
   
15,753
 
 
Printing
   
72
 
 
Shareholder communications
   
3,157
 
 
Audit services
   
8,576
 
 
Legal services
   
4,751
 
 
Compliance services
   
3,202
 
 
Registration costs
   
9,541
 
 
Interest expense (Note 8)
   
353
 
 
Miscellaneous
   
13,032
 
 
Total expenses
 
$
279,171
 
             
Deduct –
       
 
Waiver and/or reimbursement by the principal underwriter and/or investment adviser (Note 4)
 
$
(5,034
)
 
Net expenses
 
$
274,137
 
 
Net investment income
 
$
63,801
 
             
REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS:
 
 
Net realized loss on investment transactions
 
$
(614,340
)
 
Net change in unrealized appreciation (depreciation) on investments
   
1,185,724
 
 
Net realized and unrealized gain on investments
 
$
571,384
 
 
Net increase in net assets from operations
 
$
635,185
 
             



See Notes to Financial Statements.
8
 
 

Wright Selected Blue Chip Equities Funds (WSBC)
 
 
 
 
                     
                 
     
Six Months Ended
 
Year Ended
 
STATEMENTS OF CHANGES IN NET ASSETS
 
June 30, 2016
 
December 31, 2015
 
INCREASE (DECREASE) IN NET ASSETS:
                 
  From operations –
                 
 
Net investment income
 
$
63,801
   
$
97,747
   
0
Net realized gain (loss) on investment transactions
   
(614,340
)
   
2,938,459
   
 
Net change in unrealized appreciation (depreciation) on investments
   
1,185,724
     
(3,165,113
)
 
 
Net increase (decrease) in net assets from operations
 
$
635,185
 
 
$
(128,907
)
 
  Distributions to shareholders (Note 2)
                 
 
From net investment income
 
$
-
   
$
(58,600
)
 
 
From net realized capital gains
   
(831,095
)
   
(3,929,775
)
 
 
Total distributions
 
$
(831,095
)
 
$
(3,988,375
)
 
Net increase in net assets resulting from fund share transactions (Note 6)
 
$
2,057,441
 
 
$
5,014,056
 
 
Net increase in net assets
 
$
1,861,531
   
$
896,774
   
 
                   
NET ASSETS:
                 
 
At beginning of period
   
38,506,646
     
37,609,872
   
 
At end of period
 
$
40,368,177
 
 
$
38,506,646
 
 
                     
UNDISTRIBUTED NET INVESTMENT INCOME INCLUDED IN NET ASSETS AT END OF PERIOD
 
$
63,801
 
 
$
-
 
 
                     
 
 
See Notes to Financial Statements.
9
 
 

Wright Selected Blue Chip Equities Funds (WSBC)
 
 
 
 
These financial highlights reflect selected data for a share outstanding throughout each period.
 
           
   
Six Months Ended
Years Ended December 31,
FINANCIAL HIGHLIGHTS
June 30, 2016
 
2015
2014
2013
2012
2011
                                         
Net asset value, beginning of period 
$
 11.430
   
$
 12.740
 
$
 14.160
 
$
 11.530
 
$
 10.280
 
$
 10.400
 
Income (loss) from investment operations:
                                     
Net investment income (loss) (1)
 
 0.018
     
 0.032
   
 0.027
   
 (0.007
)
 
 0.028
   
 (0.018
)
Net realized and unrealized gain (loss)
 
 0.105
   
 
 (0.030
)
 
 1.043
 
 
 4.412
 
 
 1.616
 
 
 (0.102
)
 
Total income (loss) from investment operations
 
 0.123
   
 
 0.002
 
 
 1.070
 
 
 4.405
 
 
 1.644
 
 
 (0.120
)
                                       
Less distributions:
                                     
From net investment income
 
     
 (0.019
)
 
 (0.036
)
 
(2)
 
 (0.025
)
 
 
From net realized gains
 
 (0.233
)
   
 (1.293
)
 (2.454
)
 
 (1.775
)
 
 (0.369
)
 
 
 
Total distributions
 
 (0.233
)
 
 
 (1.312
)
 
 (2.490
)
 
 (1.775
)
 
 (0.394
)
 
 
Net asset value, end of period 
$
11.320
   
$
11.430
 
$
12.740
 
$
14.160
 
$
11.530
 
$
10.280
 
Total Return(3)
 
1.13
%(4)
 
(0.22
)%
 
7.99
%
 
39.82
%
 
16.02
%
 
(1.15
)%
Ratios/Supplemental Data(6):
                                     
Net assets, end of period (000 omitted)
$40,368
   
$38,507
 
$37,610
 
$40,204
 
$29,922
 
$32,362
 
Ratios (As a percentage of average daily net assets):
Net expenses 
 
1.40
%(5)
1.40
%
1.45
%
1.40
%
1.40
%
1.40
%
Net investment income (loss) 
 
0.33
%(5)
0.25
%
0.19
%
(0.06
)%
0.25
%
(0.17
)%
Portfolio turnover rate
 
36
%(4)
55
%
66
%
76
%
54
%
82
%
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
     
For
 
                 
(1)
Computed using average shares outstanding.
(2)
Less than $0.001 per share.
(3)
Total return is calculated assuming a purchase at the net asset value on the first day and a sale at the net asset value on the last day of each period reported. Dividends and distributions, if any, are assumed to be reinvested at the net asset value on the reinvestment date.
(4)
Not annualized.
(5)
Annualized.
(6)
For each of the periods presented, the operating expenses of the Fund were reduced by a waiver of fees and/or allocation of expenses to the principal underwriter and/or investment adviser. Had such action not been undertaken, expenses and net investment income (loss) ratios would have been as follows:
   
2016
 
2015
2014
2013
2012
2011
   
Ratios (As a percentage of average daily net assets):
 
Expenses
 
1.43
%(5)
 
1.44
%
 
1.51
%
 
1.43
%
 
1.48
%
 
1.46
%
Net investment income (loss) 
 
0.30
%(5)
 
0.21
%
 
0.13
%
 
(0.09
)%
 
0.17
%
 
(0.23
)%
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
                                         
 
 
See Notes to Financial Statements.
10
 
 

Wright Major Blue Chip Equities Funds (WMBC)
Portfolio of Investments - As of June 30, 2016
 
 
 
 
Shares
   
Value
 

EQUITY INTERESTS - 99.8%

BANKS - 10.0%
Bank of America Corp.
7,435
 
$
98,662
 
Citigroup, Inc.
3,640
   
154,300
 
JPMorgan Chase & Co.
4,270
   
265,338
 
U.S. Bancorp
6,495
   
261,943
 
Wells Fargo & Co.
9,025
   
427,153
 
     
$
1,207,396
 


CAPITAL GOODS - 8.7%
Boeing Co. (The)
2,060
 
$
267,532
 
Huntington Ingalls Industries, Inc.
885
   
148,707
 
Lockheed Martin Corp.
1,510
   
374,737
 
Northrop Grumman Corp.
1,155
   
256,733
 
     
$
1,047,709
 

CONSUMER DURABLES & APPAREL - 2.2%
Coach, Inc.
3,050
 
$
124,257
 
PVH Corp.
1,555
   
146,528
 
     
$
270,785
 


CONSUMER SERVICES - 1.1%
Wyndham Worldwide Corp.
1,850
 
$
131,775
 


DIVERSIFIED FINANCIALS - 4.9%
Ameriprise Financial, Inc.
915
 
$
82,213
 
Discover Financial Services
4,865
   
260,715
 
Nasdaq, Inc.
3,810
   
246,393
 
     
$
589,321
 


ENERGY - 3.9%
Anadarko Petroleum Corp.
1,585
 
$
84,401
 
Marathon Petroleum Corp.
3,405
   
129,254
 
Phillips 66
1,410
   
111,869
 
Schlumberger, Ltd.
1,755
   
138,786
 
     
$
464,310
 


FOOD & STAPLES RETAILING - 4.3%
CVS Health Corp.
3,990
 
$
382,002
 
Walgreens Boots Alliance, Inc.
1,585
   
131,983
 
     
$
513,985
 


FOOD, BEVERAGE & TOBACCO - 5.0%
Altria Group, Inc.
4,260
 
$
293,770
 
Philip Morris International, Inc.
3,010
   
306,177
 
     
$
599,947
 


HEALTH CARE EQUIPMENT & SERVICES - 8.3%
Aetna, Inc.
1,615
 
$
197,240
 
Anthem, Inc.
3,100
   
407,154
 
Centene Corp.*
1,970
   
140,599
 
UnitedHealth Group, Inc.
1,775
   
250,630
 
     
$
995,623
 


INSURANCE - 6.1%
MetLife, Inc.
6,160
 
$
245,353
 
Progressive Corp. (The)
11,320
   
379,220
 
WR Berkley Corp.
1,940
   
116,245
 
     
$
740,818
 


MATERIALS - 1.6%
Dow Chemical Co. (The)
3,830
 
$
190,389
 

 
Shares
   
Value
 

MEDIA - 5.8%
Comcast Corp. - Class A
9,785
 
$
637,884
 
Scripps Networks Interactive, Inc. - Class A
905
   
56,354
 
     
$
694,238
 


PHARMACEUTICALS & BIOTECHNOLOGY - 5.8%
Amgen, Inc.
1,425
 
$
216,814
 
Gilead Sciences, Inc.
4,190
   
349,530
 
Pfizer, Inc.
3,745
   
131,861
 
     
$
698,205
 


RETAILING - 3.3%
Dollar General Corp.
1,595
 
$
149,930
 
Home Depot, Inc. (The)
1,955
   
249,634
 
     
$
399,564
 


SOFTWARE & SERVICES - 15.4%
Alphabet, Inc. - Class C*
245
 
$
169,564
 
Cognizant Technology Solutions Corp. - Class A*
2,065
   
118,201
 
Facebook, Inc.- Class A*
1,525
   
174,277
 
International Business Machines Corp.
2,105
   
319,497
 
MasterCard, Inc. - Class A
3,205
   
282,232
 
Microsoft Corp.
7,875
   
402,964
 
Oracle Corp.
9,605
   
393,133
 
     
$
1,859,868
 


TECHNOLOGY HARDWARE & EQUIPMENT - 3.7%
Apple, Inc.
4,645
 
$
444,062
 


TELECOMMUNICATION SERVICES - 3.9%
AT&T, Inc.
6,170
 
$
266,606
 
Verizon Communications, Inc.
3,630
   
202,699
 
     
$
469,305
 


TRANSPORTATION - 3.3%
Southwest Airlines Co.
10,060
 
$
394,453
 


UTILITIES - 2.5%
NextEra Energy, Inc.
2,295
 
$
299,268
 

TOTAL EQUITY INTERESTS - 99.8%
(identified cost, $11,905,648)
 
$
12,011,021
 

SHORT-TERM INVESTMENTS - 0.0%
Fidelity Government Money Market Fund, 0.25% (1)
5,769
 
$
5,769
 

TOTAL SHORT-TERM INVESTMENTS - 0.0%
(identified cost, $5,769)
 
$
5,769
 

TOTAL INVESTMENTS — 99.8%
(identified cost, $11,911,417)
 
$
12,016,790
 

OTHER ASSETS, IN EXCESS OF LIABILITIES — 0.2%
   
22,354
 

NET ASSETS — 100.0%
 
$
12,039,144
 

* — Non-income producing security.
(1) Variable rate security. Rate presented is as of June 30, 2016.
 
 
See Notes to Financial Statements.
11
 
 

Wright Major Blue Chip Equities Funds (WMBC)
Portfolio of Investments - As of June 30, 2016
 
 

 
Portfolio Composition by Sector
% of total investments at June 30, 2016
Financials
21.1%
Information Technology
19.2%
Health Care
14.1%
Consumer Discretionary
12.5%
Industrials
12.0%
Consumer Staples
9.3%
Telecommunication Services
3.9%
Energy
3.9%
Utilities
2.4%
Materials
1.6%

See Notes to Financial Statements.
12
 
 

Wright Major Blue Chip Equities Funds (WMBC)
 
 
 
 
 
STATEMENT OF ASSETS AND LIABILITIES
As of June 30, 2016
             
ASSETS:
   
 
 
 
Investments, at value
       
 
(identified cost $11,911,417) (Note 1A)
 
$
12,016,790
 
 
Dividends receivable
   
11,059
 
 
Prepaid expenses and other assets
   
20,845
 
 
Total assets
 
$
12,048,694
 
             
LIABILITIES:
       
 
Accrued expenses and other liabilities
   
9,550
 
 
Total liabilities
 
$
9,550
 
NET ASSETS
 
$
 12,039,144
 
             
NET ASSETS CONSIST OF:
       
 
Paid-in capital
 
$
11,965,948
 
 
Accumulated net realized loss on investments
   
(96,986
)
 
Undistributed net investment income
   
64,809
 
 
Unrealized appreciation on investments
   
105,373
 
 
Net assets applicable to outstanding shares
 
$
12,039,144
 
             
SHARES OF BENEFICIAL INTEREST OUTSTANDING AT $0.000 PAR VALUE (UNLIMITED SHARES AUTHORIZED)
 
 
698,994
 
             
NET ASSET VALUE, OFFERING PRICE, AND REDEMPTION PRICE PER SHARE OF BENEFICIAL INTEREST
 
$
17.22
 
             



STATEMENT OF OPERATIONS
For the Six Months Ended June 30, 2016
             
INVESTMENT INCOME (Note 1C)
   
 
 
 
Dividend income
 
$
149,420
 
 
Total investment income
 
$
149,420
 
             
Expenses –
       
 
Investment adviser fee (Note 3)
 
$
36,165
 
 
Administrator fee (Note 3)
   
7,233
 
 
Trustee expense (Note 3)
   
8,346
 
 
Custodian fee
   
2,417
 
 
Accountant fee
   
17,909
 
 
Distribution expenses (Note 4)
   
15,069
 
 
Transfer agent fee
   
12,586
 
 
Printing
   
22
 
 
Shareholder communications
   
2,320
 
 
Audit services
   
8,216
 
 
Legal services
   
1,555
 
 
Compliance services
   
2,626
 
 
Registration costs
   
8,991
 
 
Interest expense (Note 8)
   
206
 
 
Miscellaneous
   
7,649
 
 
Total expenses
 
$
131,310
 
             
Deduct –
       
 
Waiver and/or reimbursement by the principal underwriter and/or investment adviser (Note 4)
 
$
(46,719
)
 
Net expenses
 
$
84,591
 
 
Net investment income
 
$
64,829
 
             
REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS:
 
 
Net realized loss on investment transactions
 
$
(95,991
)
 
Net change in unrealized appreciation (depreciation) on investments
   
192,861
 
 
Net realized and unrealized gain on investments
 
$
96,870
 
 
Net increase in net assets from operations
 
$
161,699
 
             
 
See Notes to Financial Statements.
13
 
 

Wright Major Blue Chip Equities Funds (WMBC)
 
 
 
 
                     
                 
     
Six Months Ended
 
Year Ended
 
STATEMENTS OF CHANGES IN NET ASSETS
 
June 30, 2016
 
December 31, 2015
 
INCREASE (DECREASE) IN NET ASSETS:
                 
  From operations –
                 
 
Net investment income
 
$
64,829
   
$
126,572
   
0
Net realized gain (loss) on investment transactions
   
(95,991
)
   
1,973,543
   
 
Net change in unrealized appreciation (depreciation) on investments
   
192,861
     
(2,502,483
)
 
 
Net increase (decrease) in net assets from operations
 
$
161,699
 
 
$
(402,368
)
 
  Distributions to shareholders (Note 2)
                 
 
From net investment income
 
$
(2,373
)
 
$
(126,527
)
 
 
From net realized capital gains
   
(939,427
)
   
-
 
 
 
Total distributions
 
$
(941,800
)
 
$
(126,527
)
 
Net increase (decrease) in net assets resulting from fund share transactions (Note 6)
$
22,260
 
 
$
(2,599,030
)
 
Net decrease in net assets
 
$
(757,841
)
 
$
(3,127,925
)
 
 
                   
NET ASSETS:
                 
 
At beginning of period
   
12,796,985
     
15,924,910
   
 
At end of period
 
$
12,039,144
 
 
$
12,796,985
 
 
                     
UNDISTRIBUTED NET INVESTMENT INCOME INCLUDED IN NET ASSETS AT END OF PERIOD
 
$
64,809
 
 
$
2,353
 
 
                     
 
See Notes to Financial Statements.
14
 
 

Wright Major Blue Chip Equities Funds (WMBC)
 
 
 
 
These financial highlights reflect selected data for a share outstanding throughout each period.
 
           
   
Six Months Ended
Years Ended December 31,
FINANCIAL HIGHLIGHTS
June 30, 2016
 
2015
2014
2013
2012
2011
                                         
Net asset value, beginning of period 
$
 18.360
   
$
 19.100
 
$
 17.030
 
$
 12.690
 
$
 12.260
 
$
 12.250
 
Income (loss) from investment operations:
                                     
Net investment income (loss) (1)
 
 0.092
     
 0.168
   
 0.127
   
 0.096
   
 0.082
   
 (0.012
)
Net realized and unrealized gain (loss)
 
 0.154
   
 
 (0.727
)
 
 2.095
 
 
 4.344
 
 
 0.437
 
 
 0.022
 
 
Total income (loss) from investment operations
 
0.246
   
 
 (0.559
)
 
 2.222
 
 
 4.440
 
 
 0.519
 
 
 0.010
 
                                       
Less distributions:
                                     
From net investment income
 
(2)
   
 (0.181
)
 
 (0.152
)
 
 (0.100
)
 
 (0.089
)
 
 
From net realized gains
 
 (1.386
)
   
   
   
   
   
 
 
Total distributions
 
 (1.386
)
 
 
 (0.181
)
 
 (0.152
)
 
 (0.100
)
 
 (0.089
)
 
 
Net asset value, end of period 
$
17.220
   
$
18.360
 
$
19.100
 
$
17.030
 
$
12.690
 
$
12.260
 
Total Return(3)
 
1.39
%(4)
 
(2.91
)%
 
13.04
%
 
35.03
%
 
4.23
%
 
0.08
%
Ratios/Supplemental Data(6):
                                     
Net assets, end of period (000 omitted)
$12,039
   
$12,797
 
$15,925
 
$17,692
 
$15,559
 
$18,921
 
Ratios (As a percentage of average daily net assets):
Net expenses 
 
1.40
%(5)
1.40
%
1.40
%
1.40
%
1.40
%
1.40
%
Net investment income (loss) 
 
1.08
%(5)
0.89
%
0.71
%
0.65
%
0.64
%
(0.09
)%
Portfolio turnover rate
 
16
%(4)
118
%
62
%
64
%
76
%
154
%
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
     
 
 
                 
(1)
Computed using average shares outstanding.
(2)
Less than $0.001 per share.
(3)
Total return is calculated assuming a purchase at the net asset value on the first day and a sale at the net asset value on the last day of each period reported. Dividends and distributions, if any, are assumed to be reinvested at the net asset value on the reinvestment date.
(4)
Not annualized.
(5)
Annualized.
(6)
For each of the periods presented, the operating expenses of the Fund were reduced by a waiver of fees and/or allocation of expenses to the principal underwriter and/or investment adviser. Had such action not been undertaken, expenses and net investment income (loss) ratios would have been as follows:
   
2016
 
2015
2014
2013
2012
2011
   
Ratios (As a percentage of average daily net assets):
 
Expenses
 
2.18
%(5)
 
2.05
%
 
1.86
%
 
1.87
%
 
1.84
%
 
1.70
%
Net investment income (loss) 
 
0.30
%(5)
 
0.24
%
 
0.25
%
 
0.17
%
 
0.20
%
 
(0.39
)%
 
 
See Notes to Financial Statements.
15
 
 

Wright International Blue Chip Equities Funds (WIBC)
Portfolio of Investments - As of June 30, 2016
 
 
 

 
Shares
   
Value
 

EQUITY INTERESTS - 97.4%



AUSTRALIA - 2.8%
Australia & New Zealand Banking Group, Ltd.
7,960
 
$
140,990
 
CIMIC Group, Ltd.
8,805
   
230,620
 
CSL, Ltd.
2,269
   
186,278
 
Woodside Petroleum, Ltd.
5,780
   
113,322
 
     
$
671,210
 



BELGIUM - 0.4%
Delhaize Group
1,012
 
$
104,310
 



CANADA - 9.1%
Alimentation Couche-Tard, Inc. - Class B
14,130
 
$
603,499
 
Canadian Tire Corp., Ltd. - Class A
2,429
   
266,325
 
CGI Group, Inc. - Class A*
8,909
   
382,760
 
Magna International, Inc.
5,195
   
180,550
 
Manulife Financial Corp.
24,915
   
334,042
 
Toronto-Dominion Bank (The)
9,935
   
434,218
 
     
$
2,201,394
 



DENMARK - 2.4%
AP Moeller - Maersk A/S - Class B
161
 
$
203,705
 
Novo Nordisk A/S - Class B
4,027
   
214,875
 
Pandora A/S
1,239
   
167,038
 
     
$
585,618
 



FRANCE - 9.2%
Airbus Group SE
6,934
 
$
404,751
 
AXA SA
13,745
   
270,005
 
BNP Paribas SA
3,680
   
161,180
 
Societe Generale SA
2,461
   
75,747
 
Thales SA
1,347
   
113,071
 
TOTAL SA
10,780
   
509,580
 
Veolia Environnement SA
10,823
   
229,416
 
Vinci SA
1,341
   
92,443
 
Vivendi SA
20,635
   
371,650
 
     
$
2,227,843
 



GERMANY - 13.2%
Allianz SE
1,301
 
$
184,245
 
BASF SE
7,759
   
583,170
 
Bayer AG
1,067
   
108,626
 
Bayerische Motoren Werke AG
2,959
   
222,467
 
Continental AG
763
   
148,140
 
Daimler AG
4,276
   
262,149
 
Hannover Rueck SE
3,003
   
312,924
 
Infineon Technologies AG
7,315
   
105,474
 
Merck KGaA
1,452
   
146,196
 
Muenchener Rueckversicherungs-Gesellschaft AG - Class R
3,044
   
504,440
 
Siemens AG
2,442
   
248,748
 
Volkswagen AG
2,629
   
369,913
 
     
$
3,196,492
 

 
Shares
   
Value
 



HONG KONG - 1.9%
BOC Hong Kong Holdings, Ltd.
60,000
 
$
181,398
 
CK Hutchison Holdings, Ltd.
18,000
   
196,582
 
Henderson Land Development Co., Ltd.
13,200
   
72,344
 
     
$
450,324
 



IRELAND - 0.8%
Ryanair Holdings PLC
15,590
 
$
193,541
 



ISRAEL - 2.6%
Check Point Software Technologies, Ltd.*
2,288
 
$
183,026
 
Teva Pharmaceutical Industries, Ltd., ADR
8,833
   
452,525
 
     
$
635,551
 



ITALY - 1.4%
Intesa Sanpaolo SpA
180,239
 
$
334,297
 



JAPAN - 22.9%
Asahi Group Holdings, Ltd.
2,300
 
$
75,948
 
Asahi Kasei Corp.
36,000
   
252,230
 
Central Japan Railway Co.
1,341
   
242,979
 
Daiwa House Industry Co., Ltd.
17,226
   
502,652
 
Fuji Heavy Industries, Ltd.
5,700
   
197,733
 
Hitachi, Ltd.
11,535
   
47,612
 
Hoya Corp.
3,119
   
112,997
 
ITOCHU Corp.
39,800
   
483,232
 
Japan Tobacco, Inc.
2,000
   
83,397
 
KDDI Corp.
40,100
   
1,239,465
 
Mitsubishi Corp.
8,600
   
149,427
 
Mitsubishi Electric Corp.
8,000
   
94,679
 
Murata Manufacturing Co., Ltd.
1,200
   
131,581
 
Nippon Telegraph & Telephone Corp.
12,100
   
582,053
 
Nissan Motor Co., Ltd.
9,200
   
84,126
 
Nomura Real Estate Holdings, Inc.
6,500
   
112,547
 
ORIX Corp.
17,900
   
226,062
 
Sekisui Chemical Co., Ltd.
12,000
   
150,826
 
Sekisui House, Ltd.
5,600
   
99,328
 
Shimadzu Corp.
10,000
   
151,430
 
Toyota Motor Corp.
8,200
   
410,197
 
Yamada Denki Co., Ltd.
15,800
   
84,837
 
     
$
5,515,338
 



NETHERLANDS - 2.8%
Boskalis Westminster
8,397
 
$
286,408
 
Heineken NV
1,297
   
118,132
 
ING Groep NV
18,293
   
184,060
 
Koninklijke Philips NV
3,470
   
84,234
 
     
$
672,834
 



SINGAPORE - 0.4%
DBS Group Holdings, Ltd.
8,700
 
$
101,424
 



SOUTH AFRICA - 0.6%
The Foschini Group, Ltd.
14,666
 
$
133,525
 
 
See Notes to Financial Statements.
16
 
 

Wright International Blue Chip Equities Funds (WIBC)
Portfolio of Investments - As of June 30, 2016
 
 
 

 
Shares
   
Value
 



SPAIN - 4.2%
Enagas SA
5,822
 
$
177,301
 
Gas Natural SDG SA
12,075
   
224,788
 
Iberdrola SA
44,163
   
288,101
 
Red Electrica Corp. SA
3,716
   
322,967
 
     
$
1,013,157
 



SWITZERLAND - 12.1%
ABB, Ltd.
7,144
 
$
141,712
 
Actelion, Ltd.*
5,847
   
948,457
 
Nestle SA
13,180
   
1,020,359
 
Novartis AG
4,512
   
368,329
 
Swiss Re AG
3,764
   
321,352
 
UBS Group AG*
10,088
   
130,253
 
     
$
2,930,462
 



UNITED KINGDOM - 10.3%
ARM Holdings PLC
5,805
 
$
83,919
 
Aviva PLC
33,240
   
167,499
 
BHP Billiton PLC
19,636
   
237,662
 
BP PLC
43,308
   
241,158
 
British American Tobacco PLC
3,688
   
231,311
 
easyJet PLC
5,286
   
77,799
 
Imperial Brands PLC
4,102
   
213,338
 
Legal & General Group PLC
49,320
   
120,868
 
Rio Tinto PLC
4,134
   
121,375
 
Royal Dutch Shell PLC - Class B
11,080
   
294,267
 
Shire PLC
5,516
   
322,306
 
WPP PLC
17,274
   
361,973
 
     
$
2,473,475
 



UNITED STATES - 0.3%
Carnival PLC
1,409
 
$
63,221
 

TOTAL EQUITY INTERESTS - 97.4%
(identified cost, $20,896,998)
 
$
23,504,016
 

SHORT-TERM INVESTMENTS - 1.9%
Fidelity Government Money Market Fund, 0.25% (1)
455,567
 
$
455,567
 

TOTAL SHORT-TERM INVESTMENTS - 1.9%
(identified cost, $455,567)
 
$
455,567
 

TOTAL INVESTMENTS — 99.3%
(identified cost, $21,352,565)
 
$
23,959,583
 

OTHER ASSETS, IN EXCESS OF LIABILITIES — 0.7%
   
174,586
 

NET ASSETS — 100.0%
 
$
24,134,169
 

ADR — American Depositary Receipt
PLC — Public Limited Company
* Non-income producing security.
 (1) Variable rate security. Rate presented is as of June 30, 2016.

Portfolio Composition by Sector
% of total investments at June 30, 2016
Financials
20.8%
Consumer Discretionary
15.0%
Industrials
13.7%
Health Care
12.3%
Consumer Staples
10.4%
Telecommunication Services
7.6%
Utilities
5.4%
Energy
5.1%
Materials
5.1%
Information Technology
4.6%
 
 
 
See Notes to Financial Statements.
17
 
 

Wright International Blue Chip Equities Funds (WIBC)
 
 
 
 
STATEMENT OF ASSETS AND LIABILITIES
As of June 30, 2016
             
ASSETS:
   
 
 
 
Investments, at value
       
 
(identified cost $21,352,565) (Note 1A)
 
$
23,959,583
 
 
Foreign currency, at value
       
 
(identified cost $21,961) (Note 1A)
   
21,917
 
 
Dividends receivable
   
25,944
 
 
Tax reclaims receivable
   
121,223
 
 
Prepaid expenses and other assets
   
21,480
 
 
Total assets
 
$
24,150,147
 
             
LIABILITIES:
       
 
Accrued expenses and other liabilities
   
15,978
 
 
Total liabilities
 
$
15,978
 
NET ASSETS
 
$
 24,134,169
 
             
NET ASSETS CONSIST OF:
       
 
Paid-in capital
 
$
72,954,598
 
 
Accumulated net realized loss on investments and foreign currency
   
(51,643,975
)
 
Undistributed net investment income
   
229,283
 
 
Unrealized appreciation on investments and foreign currency
   
2,594,263
 
 
Net assets applicable to outstanding shares
 
$
24,134,169
 
             
SHARES OF BENEFICIAL INTEREST OUTSTANDING AT $0.000 PAR VALUE (UNLIMITED SHARES AUTHORIZED)
 
 
1,802,219
 
             
NET ASSET VALUE, OFFERING PRICE, AND REDEMPTION PRICE PER SHARE OF BENEFICIAL INTEREST
 
$
13.39
 
             



STATEMENT OF OPERATIONS
For the Six Months Ended June 30, 2016
             
INVESTMENT INCOME (Note 1C)
   
 
 
Dividend income (net of foreign taxes $74,662)
 
$
548,245
 
 
Total investment income
 
$
548,245
 
             
Expenses –
       
 
Investment adviser fee (Note 3)
 
$
97,389
 
 
Administrator fee (Note 3)
   
20,695
 
 
Trustee expense (Note 3)
   
8,376
 
 
Custodian fee
   
9,107
 
 
Accountant fee
   
30,153
 
 
Distribution expenses (Note 4)
   
30,434
 
 
Transfer agent fee
   
21,616
 
 
Printing
   
45
 
 
Shareholder communications
   
2,742
 
 
Audit services
   
8,248
 
 
Legal services
   
3,145
 
 
Compliance services
   
2,848
 
 
Registration costs
   
9,243
 
 
Interest expense (Note 8)
   
51
 
 
Miscellaneous
   
11,809
 
 
Total expenses
 
$
255,901
 
             
Deduct –
       
 
Waiver and/or reimbursement by the principal underwriter and/or investment adviser (Note 4)
 
$
(30,637
)
 
Net expenses
 
$
225,264
 
 
Net investment income
 
$
322,981
 
             
REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS AND FOREIGN CURRENCY:
 
Net realized loss –
       
 
Investment transactions
 
$
(729,604
)
 
Foreign currency transactions
   
(6,219
)
 
Net realized loss
 
$
(735,823
)
             
Change in unrealized appreciation (depreciation) –
       
 
Investments
 
$
(1,253,715
)
 
Foreign currency translations
   
5,933
 
 
Net change in unrealized appreciation (depreciation) on investments
 
$
(1,247,782
)
 
Net realized and unrealized loss on investments and foreign currency translations
 
$
(1,983,605
)
 
Net decrease in net assets from operations
 
$
(1,660,624
)
             
 
 
See Notes to Financial Statements.
18
 
 

Wright International Blue Chip Equities Funds (WIBC)
 
 
 
 
                     
                 
   
                Six Months Ended
Year Ended
 
STATEMENTS OF CHANGES IN NET ASSETS
 
June 30, 2016
 
December 31, 2015
 
INCREASE (DECREASE) IN NET ASSETS:
                 
  From operations –
                 
 
Net investment income
 
$
322,981
   
$
315,223
   
 
Net realized gain (loss) on investment and foreign currency transactions
   
(735,823
)
   
468,816
   
 
Net change in unrealized appreciation (depreciation) on investments and foreign currency translations
 
(1,247,782
)
   
(1,323,966
)
 
 
Net decrease in net assets from operations
 
$
(1,660,624
)
 
$
(539,927
)
 
  Distributions to shareholders (Note 2)
                 
 
From net investment income
 
$
(76,539
)
 
$
(338,581
)
 
 
Total distributions
 
$
(76,539
)
 
$
(338,581
)
 
Net increase (decrease) in net assets resulting from fund share transactions (Note 6)
$
534,523
 
 
$
(1,777,065
)
 
Net decrease in net assets
 
$
(1,202,640
)
 
$
(2,655,573
)
 
 
                   
NET ASSETS:
                 
 
At beginning of period
   
25,336,809
     
27,992,382
   
 
At end of period
 
$
24,134,169
 
 
$
25,336,809
 
 
                     
UNDISTRIBUTED (DISTRIBUTIONS IN EXCESS OF) NET INVESTMENT INCOME INCLUDED IN NET ASSETS AT END OF PERIOD
 
$
229,283
 
 
$
(17,159
)
 
                     
See Notes to Financial Statements.
19
 
 

Wright International Blue Chip Equities Funds (WIBC)
 
 
 
 
These financial highlights reflect selected data for a share outstanding throughout each period.
 
           
   
Six Months Ended
Years Ended December 31,
FINANCIAL HIGHLIGHTS
June 30, 2016
 
2015
2014
2013
2012
2011
                                         
Net asset value, beginning of period 
$
 14.400
   
$
 14.900
 
$
 16.280
 
$
 14.120
 
$
 12.580
 
$
 14.860
 
Income (loss) from investment operations:
                                     
Net investment income (1)
 
 0.179
     
 0.169
   
 0.382
   
 0.236
   
 0.244
   
 0.224
 
Net realized and unrealized gain (loss)
 
 (1.147
)
 
 
 (0.486
)
 
 (1.439
)
 
 2.480
 
 
 1.567
 
 
 (2.256
)
 
Total income (loss) from investment operations
 
 (0.968
)
 
 
 (0.317
)
 
 (1.057
)
 
 2.716
 
 
 1.811
 
 
 (2.032
)
                                       
Less distributions:
                                     
From net investment income
 
 (0.042
)
 
 
 (0.185
)
 
 (0.323
)
 
 (0.556
)
 
 (0.272
)
 
 (0.248
)
Redemption Fees(1)
 
   
 
 0.002
 
 
(2)
 
(2)
 
 0.001
 
 
(2)
#
                                     
Net asset value, end of period 
$
13.390
   
$
14.400
 
$
14.900
 
$
16.280
 
$
14.120
 
$
12.580
 
Total Return(3)
 
(6.73
)%(4)
 
(2.11
)%
 
(6.51
)%
 
19.46
%
 
14.45
%
 
(13.65
)%
Ratios/Supplemental Data(6):
                                     
Net assets, end of period (000 omitted)
$24,134
   
$25,337
 
$27,992
 
$32,067
 
$33,256
 
$34,250
 
Ratios (As a percentage of average daily net assets):
Net expenses 
 
1.85
%(5)
1.85
%
1.85
%
1.85
%
1.85
%
1.78
%
Net investment income 
 
2.65
%(5)
1.11
%
2.37
%
1.57
%
1.84
%
1.56
%
Portfolio turnover rate
 
23
%(4)
33
%
57
%
45
%
58
%
50
%
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
     
 
 
                 
                                         
(1)
Computed using average shares outstanding.
(2)
Less than $0.001 per share.
(3)
Total return is calculated assuming a purchase at the net asset value on the first day and a sale at the net asset value on the last day of each period reported. Dividends and distributions, if any, are assumed to be reinvested at the net asset value on the reinvestment date.
(4)
Not annualized.
(5)
Annualized.
(6)
For each of the periods presented, the operating expenses of the Fund were reduced by a waiver of fees and/or allocation of expenses to the principal underwriter and/or investment adviser. Had such action not been undertaken, expenses and net investment income ratios would have been as follows:
   
2016
 
2015
2014
2013
2012
 
   
Ratios (As a percentage of average daily net assets):
 
Expenses
 
2.10
%(5)
 
2.04
%
 
2.01
%
 
2.01
%
 
2.01
%
 
   
Net investment income 
 
2.40
%(5)
 
0.92
%
 
2.21
%
 
1.41
%
 
1.69
%
 
   
 
 
See Notes to Financial Statements.
20
 
 

The Wright Managed Equity Trust
Notes to Financial Statements
 
 
 
1. Significant Accounting Policies
Wright Selected Blue Chip Equities Fund ("WSBC"), Wright Major Blue Chip Equities Fund ("WMBC"), and Wright International Blue Chip Equities Fund ("WIBC") (each a "Fund" and collectively, the "Funds") (the Funds constituting Wright Managed Equity Trust (the "Trust")), are registered under the Investment Company Act of 1940, as amended (the "1940 Act"), as diversified, open-end management investment companies. The Funds seek to provide total return consisting of price appreciation and current income.
The following is a summary of significant accounting policies consistently followed by the Trust in the preparation of their financial statements. The policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP").
A. Investment Valuations – Equity securities listed on a U.S. securities exchange generally are valued at the last sale price on the day of valuation or, if no sales took place on such date, at the mean between the closing bid and asked prices therefore on the exchange where such securities are principally traded. Equity securities listed on the NASDAQ Global or Global Select Market generally are valued at the NASDAQ official closing price. Unlisted or listed securities for which closing sales prices or closing quotations are not available are valued at the mean between the latest available bid and asked prices or, in the case of preferred equity securities that are not listed or traded in the over-the-counter market, by a third party pricing service. Investments in open-end mutual funds are valued at net asset value. Short-term debt securities with a remaining maturity of sixty days or less are generally valued at amortized cost, which approximates market value. If short-term debt securities are acquired with a remaining maturity of more than sixty days, they will be valued by a third party pricing service. Foreign securities and currencies are valued in U.S. dollars, based on foreign currency exchange rate quotations supplied by a third party pricing service. The daily valuation of exchange-traded foreign securities generally is determined as of the close of trading on the principal exchange on which such securities trade. Events occurring after the close of trading on foreign exchanges are monitored by the investment adviser and may result in adjustments to the valuation of foreign securities to more accurately reflect their fair value as of the close of regular trading on the New York Stock Exchange. Investments for which valuations or market quotations are not readily available or are deemed unreliable are valued at fair value using methods determined in good faith by or at the direction of the Trustees of the Funds in a manner that most fairly reflects the security's value, or the amount that the Funds might reasonably expect to receive for the security upon its current sale in the ordinary course. Each such determination is based on a consideration of all relevant factors, which are likely to vary from one pricing context to another. These factors may include, but are not limited to, the type of security, the existence of any contractual restrictions on the security's disposition, the price and extent of public trading in similar securities of the issuer or of comparable companies, quotations or relevant information obtained from broker-dealers or other market participants, information obtained from the issuer, analysts, and/or the appropriate stock exchange (for exchange-traded securities), an analysis of the company's financial condition, and an evaluation of the forces that influence the issuer and the market(s) in which the security is purchased and sold.
B. Investment Transactions – Investment transactions for financial statement purposes are accounted for on a trade date basis. Realized gains and losses on investments sold are determined on the basis of identified cost.
C. Income – Dividend income is recorded on the ex-dividend date. However, if the ex-dividend date has passed, certain dividends from foreign securities are recorded as the Funds are informed of the ex-dividend date. Withholding taxes on foreign dividends and capital gains have been provided for in accordance with the Funds' understanding of applicable countries' tax rules and rates. Interest income is recorded on the basis of interest accrued, adjusted for amortization of premium and accretion of discount.
D. Federal Taxes – Each Fund's policy is to comply with the provisions of the Internal Revenue Code (the "Code") applicable to regulated investment companies and to distribute to shareholders each year substantially all of its taxable income and all or substantially all of its net realized capital gains. Accordingly, no provision for federal income or excise tax is necessary. Foreign taxes are provided for based on WIBC's understanding of the tax rules and rates that exist in the foreign markets in which it invests. At December 31,
 
 
21
 
 

The Wright Managed Equity Trust
Notes to Financial Statements
 
 
2015, WIBC, for federal income tax purposes, has capital loss carryforwards of $50,598,764, which will reduce the Fund's taxable income arising from future net realized gain on investment transactions, if any, to the extent permitted by the Code, and thus will reduce the amount of the distributions to shareholders, which would otherwise be necessary to relieve the Fund of any liability for federal income or excise tax. Pursuant to the Code, such capital loss carryforwards will expire as follows:
December 31,
WIBC
2016
 $15,739,844
2017
   34,697,416

In addition to the amounts noted in the table above, WIBC has $161,504 available short term capital loss carryforwards that have no expiration date.

As of June 30, 2016, the Funds had no uncertain tax positions that would require financial statement recognition, de-recognition, or disclosure. Each of the Funds' federal tax returns filed in the 3-year period ended December 31, 2015, remains subject to examination by the Internal Revenue Service.
E. Expenses – The majority of expenses of the Trust are directly identifiable to an individual Fund. Expenses which are not readily identifiable to a specific Fund are allocated taking into consideration, among other things, the nature and type of expense and the relative size of the Funds.
F. Redemption Fees – A shareholder who redeems or exchanges shares of WIBC within three months of purchase will incur a redemption fee of 2.00% of the current net asset value of shares redeemed, subject to certain limitations. The fee is charged for the benefit of the remaining shareholders and will be paid to WIBC to help offset transaction costs. The fee is accounted for as an addition to paid-in capital. The Fund reserves the right to modify the terms of or terminate the fee at any time. There are limited exceptions to the imposition of the redemption fee.
G. Foreign Currency Translation – Investment valuations, other assets, and liabilities initially expressed in foreign currencies are translated each business day into U.S. dollars based upon current exchange rates. Purchases and sales of foreign investment securities and income and expenses denominated in foreign currencies are translated into U.S. dollars based upon currency exchange rates in effect on the respective dates of such transactions. Reported net realized foreign exchange gains or losses arise from sales of foreign currencies, currency gains or losses realized between the trade and settlement dates on securities transactions, and the difference between the amounts of dividends, interest and foreign withholding taxes recorded on the Funds' books and the U.S. dollar equivalent of the amounts actually received or paid. The portion of unrealized gains and losses on investments that results from fluctuations in foreign currency exchange rates is not separately disclosed.
H. Use of Estimates – The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of income and expense during the reporting period. Actual results could differ from those estimates.
I. Indemnifications – Under each Fund's organizational documents, its officers and Trustees may be indemnified against certain liabilities and expenses arising out of the performance of their duties to the Funds, and shareholders are indemnified against personal liability for the obligations of the Funds. Additionally, in the normal course of business, the Funds enter into agreements with service providers that may contain indemnification clauses. Each Fund's maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Funds that have not yet occurred.
J. Interim Financial Statements – The interim financial statements relating to June 30, 2016, and for the six months then ended have not been audited by an independent registered public accounting firm, but in the opinion of Funds' management, reflect all adjustments, consisting only of normal recurring adjustments, necessary for the fair presentation of the financial statements.
 
 
22
 
 

The Wright Managed Equity Trust
Notes to Financial Statements
 
 
2. Distributions to Shareholders
It is the present policy of the Trust to make annual distributions of all or substantially all of the net investment income of the Funds and to distribute annually all or substantially all of the net realized capital gains (reduced by available capital loss carryforwards from prior years, if any) of the Funds. Distributions to shareholders are recorded on the ex-dividend date. Shareholders may reinvest income and capital gain distributions in additional shares of the same Fund at the net asset value as of the reinvestment date or, at the election of the shareholder, receive distributions in cash. The Funds distinguish between distributions on a tax basis and a financial reporting basis. GAAP requires that only distributions in excess of tax basis earnings and profits be reported in the financial statements as a return of capital. Permanent differences between book and tax accounting relating to distributions are reclassified to paid-in capital. For tax purposes, distributions from short-term capital gains are considered to be from ordinary income.
As of December 31, 2015, the components of distributable earnings (accumulated losses) on a tax basis were as follows:
     
WSBC
     
WMBC
     
WIBC
 
Undistributed ordinary income
 
$
-
   
$
2,353
   
$
76,428
 
Undistributed long-term gain
   
831,010
     
939,389
     
-
 
Capital loss carryforward and post October losses
   
 
-
     
 
-
     
 
(50,630,051

)
Net unrealized appreciation (depreciation)
   
6,009,856
     
(88,445
)
   
3,470,357
 
Total
 
$
6,840,866
   
$
853,297
   
$
(47,083,266
)

The difference between components of distributable earnings (accumulated losses) on a tax basis and the amounts reflected in the Statements of Assets and Liabilities are primarily due to wash sales, passive foreign investment company transactions, differing treatment of 988 gains/losses and real estate investment trust transactions.
For tax purposes, the prior year deferred late year losses were $31,287 (realized during the period November 1, 2015 through December 31, 2015) for WIBC. This loss was recognized for tax purposes on the first business day of the Fund's current fiscal year, January 1, 2016.
3. Investment Adviser Fee and Other Transactions with Affiliates
The investment adviser fee is earned by Wright Investor Services, Inc. ("Wright") as compensation for investment advisory services rendered to the Funds. The fees are computed at annual rates of the Funds' average daily net assets as noted below, and are payable monthly.
Annual Advisory Fee Rates
Fund
Under $100 Million
$100 Million to $250 Million
$250 Million to $500 Million
$500 Million to $1 Billion
Over $1 Billion
WSBC
0.60%
0.57%
0.54%
0.50%
0.45%
WMBC
0.60%
0.57%
0.54%
0.50%
0.45%
WIBC
0.80%
0.78%
0.76%
0.72%
0.67%

For the period ended June 30, 2016, the fee and the effective annual rate, as a percentage of average daily net assets for each of the Funds were as follows:
Fund
Investment Adviser Fee
Effective Annual Rate
WSBC
$117,336
0.60%
WMBC
$  36,165
0.60%
WIBC
$  97,389
0.80%

 
 
23
 
 

The Wright Managed Equity Trust
Notes to Financial Statements
 
 
 
The administrator fee is earned by Wright for administering the business affairs of each Fund. The fee is computed at an annual rate of 0.17% of WIBC's average daily net assets up to $100 million and 0.07% of average daily net assets over $100 million. The fee is computed at an annual rate of 0.12% of WSBC's and WMBC's average daily net assets up to $100 million and 0.07% of average daily net assets over $100 million. Atlantic Fund Administration, LLC (d/b/a Atlantic Fund Services) ("Atlantic") serves as sub-administrator of the Funds to perform certain services of the administrator as may be agreed upon between the administrator and sub-administrator. The sub-administration fee is paid by Wright.
For the period ended June 30, 2016, the administrator fee for WSBC, WMBC and WIBC amounted to $23,467, $7,233 and $20,695, respectively.
Certain Trustees and officers of the Trust are Trustees or officers of the above organizations and/or of the Funds' principal underwriter. Except as to Trustees of the Trust who are not employees of Atlantic or Wright, Trustees and officers receive remuneration for their services to the Trust out of the fees paid to Atlantic and Wright.  The Trustees are compensated by the Trust in conjunction with the Wright Managed Income Trust, rather than on a per Trust or per Fund basis. Quarterly retainer fees are paid in the amount of $4,000 to the Lead Trustee, $3,500 to the Secretary of Independent Trustees, and $3,000 each to the remaining Trustees. In addition, each Trustee will be paid a fee of $1,500 for each regular Board meeting attended. Each Trustee is also reimbursed for all reasonable out-of-pocket expenses incurred in connection with his duties as a Trustee, including travel and related expenses incurred in attending Board meetings. The amount of Trustees' fees attributable to each Fund is disclosed in each Fund's Statement of Operations.
4. Distribution and Service Plans
The Trust has in effect a Distribution Plan (the "Plan") pursuant to Rule 12b-1 of the 1940 Act. The Plan provides that each Fund will pay Wright Investors' Service Distributors, Inc. ("WISDI"), the principal underwriter, a wholly-owned subsidiary of The Winthrop Corporation and an affiliate of Wright, a distribution fee of 0.25% of the average daily net assets of each Fund for distribution services and facilities provided to the Funds by WISDI.  Distribution fees paid or accrued to WISDI for the period ended June 30, 2016, for WSBC, WMBC and WIBC were $48,890, $15,069 and $30,434, respectively. In addition, the Trustees have adopted a service plan (the "Service Plan") which allows the Funds to reimburse the principal underwriter for payments to intermediaries for providing account administration and personal and account maintenance services to their customers who are beneficial owners of each Fund's shares. The combined amount of service fees payable under the Service Plan and Rule 12b-1 distribution fees may not exceed 0.25% annually of each Fund's average daily net assets. For the period ended June 30, 2016, the Funds did not accrue or pay any service fees.
Pursuant to an Expense Limitation Agreement, Wright and WISDI have agreed to waive all or a portion of their fees and reimburse expenses to the extent that total annual operating expenses exceed 1.40% of the average daily net assets of each of WSBC and WMBC and 1.85% of the average daily net assets of WIBC through April 30, 2017 (excluding interest, taxes, brokerage commissions, other expenditures which are capitalized in accordance with GAAP, and other extraordinary expenses not incurred in the ordinary course of the Fund's business). Thereafter, the waiver and reimbursement may be changed or terminated at any time. Pursuant to this agreement, Wright waived and/or reimbursed investment adviser fees and expenses of $31,650 and $1,951 for WMBC and WIBC, respectively. WISDI waived distribution fees of $5,034, $15,069 and $28,686 for WSBC, WMBC and WIBC, respectively.
 
 
 
24
 
 

The Wright Managed Equity Trust
Notes to Financial Statements
 
 
5. Investment Transactions
Purchases and sales of investments, other than short-term obligations, were as follows:
Six Months Ended June 30, 2016
 
WSBC
WMBC
WIBC
Purchases
$15,662,787
$1,898,768
$5,741,227
Sales
$14,214,487
$2,703,132
$5,489,343

6. Shares of Beneficial Interest
The Declaration of Trust permits the Trustees to issue an unlimited number of full and fractional shares of beneficial interest (without par value). Transactions in Fund shares were as follows:
   
 
 
     
 
 
 
       
 
 
     
 Six Months Ended June 30, 2016
 
 Year Ended December 31, 2015
 
 
 
Shares
 
 
 
 Amount
 
 
 Shares
 
 
 
 Amount
 
 
WSBC
 
                         
 
Sold
609,483
   
 $
6,586,637
   
852,188
   
 $
10,773,090
 
 
Issued to shareholders in payment of distributions declared
56,517
     
622,249
   
243,099
     
2,912,137
 
 
Redemptions
(470,787
)
   
(5,151,445
)
 
(678,901
)
   
(8,671,171
)
 
Net increase
195,213
 
 
$
2,057,441
 
 
416,386
 
 
$
5,014,056
 
   
 
 
     
 
 
 
       
 
 
     
 Six Months Ended June 30, 2016
 
 Year Ended December 31, 2015
 
 
 
Shares
 
 
 
 Amount
 
 
 Shares
 
 
 
 Amount
 
 
WMBC
 
                         
 
Sold
11,626
   
 $
199,343
   
30,347
   
 $
577,471
 
 
Issued to shareholders in payment of distributions declared
52,697
     
903,756
   
6,609
     
119,467
 
 
Redemptions
(62,421
)
   
(1,080,839
)
 
(173,644
)
   
(3,295,968
)
 
Net increase (decrease)
1,902
 
 
$
22,260
 
 
(136,688
)
 
$
(2,599,030
)
   
 
 
     
 
 
 
       
 
 
     
 Six Months Ended June 30, 2016
 
 Year Ended December 31, 2015
 
 
 
Shares
 
 
 
 Amount
 
 
 Shares
 
 
 
 Amount
 
 
WIBC
 
                         
 
Sold
101,521
   
 $
1,331,520
   
136,622
   
 $
2,106,008
 
 
Issued to shareholders in payment of distributions declared
5,399
     
74,446
   
23,002
     
329,312
 
 
Redemptions
(64,286
)
   
(871,443
)
 
(278,837
)
   
(4,216,708
)
 
Redemption fees
-
     
-
   
-
     
4,323
 
 
Net increase (decrease)
42,634
 
 
$
534,523
 
 
(119,213
)
 
$
(1,777,065
)
                               
 
 
 
7. Federal Income Tax Basis of Investments
The cost and unrealized appreciation (depreciation) of the investment securities owned at June 30, 2016, as computed on a federal income tax basis, were as follows:

 
 
 
25
 
 

The Wright Managed Equity Trust
Notes to Financial Statements
 
 
 
                                                      Six Months Ended June 30, 2016
 
WSBC
WMBC
WIBC
Aggregate cost
$
33,041,295
 
$
11,911,417
 
$
21,352,565
 
Gross unrealized appreciation
$
8,177,819
 
$
754,513
 
$
4,376,305
 
Gross unrealized depreciation
 
  (926,492
)
 
(649,140
)
 
(1,769,287
)
Net unrealized appreciation (depreciation)
$
7,251,327
 
$
105,373
 
$
2,607,018
 

8. Line of Credit
The Funds participate with other funds managed by Wright in a committed $10 million unsecured line of credit agreement with MUFG Union Bank, N.A. ("Union Bank"). The Funds may temporarily borrow from the line of credit to satisfy redemption requests or settle investment transactions. Interest is charged to each Fund based on its borrowings at an amount above the LIBOR rate. Because the line of credit is not available exclusively to each Fund, they may be unable to borrow some or all of the Funds' requested amounts at any particular time. As of June 30, 2016, the Funds had no outstanding balances pursuant to this line of credit.
The average borrowings and average interest rate (based on days with outstanding balances) for the period ended June 30, 2016, were as follows:
 
WSBC
WMBC
WIBC
Average borrowings
$342,002
$103,445
$238,818
Average interest rate
1.44%
1.43%
1.43%

9. Risks Associated with Foreign Investments
Investing in securities issued by companies whose principal business activities are outside the United States may involve significant risks not present in domestic investments. For example, there is generally less publicly available information about foreign companies, particularly those not subject to the disclosure and reporting requirements of the U.S. securities laws. Certain foreign issuers are generally not bound by uniform accounting, auditing, and financial reporting requirements and standards of practice comparable to those applicable to domestic issuers. Investments in foreign securities also involve the risk of possible adverse changes in investment or exchange control regulations, expropriation or confiscatory taxation, limitation on the removal of funds or other assets of the Funds, political or financial instability or diplomatic and other developments which could affect such investments. Foreign stock markets, while growing in volume and sophistication, are generally not as developed as those in the United States, and securities of some foreign issuers (particularly those located in developing countries) may be less liquid and more volatile than securities of comparable U.S. companies. In general, there is less overall governmental supervision and regulation of foreign securities markets, broker-dealers and issuers than in the United States.
10. Fair Value Measurements
Under GAAP for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.
• Level 1 – quoted prices in active markets for identical investments
• Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)
• Level 3 – significant unobservable inputs (including a fund's own assumptions in determining the fair value of investments)
 
 
 
 
26
 
 

The Wright Managed Equity Trust
Notes to Financial Statements
 
 
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
At June 30, 2016, the inputs used in valuing each Fund's investments, which are carried at value, were as follows:
WSBC
Asset Description
Quoted Prices in Active Markets for Identical Assets (Level 1)
Significant Other Observable Inputs (Level 2)
Significant Unobservable Inputs (Level 3)
Total
Equity Interests
$
40,279,534
$
                -
$
-
$
40,279,534
Short-Term Investments
 
-
 
13,088
 
-
 
13,088
Total Investments
$
40,279,534
$
13,088
$
-
$
40,292,622

WMBC
Asset Description
Quoted Prices in Active Markets for Identical Assets (Level 1)
Significant Other Observable Inputs (Level 2)
Significant Unobservable Inputs (Level 3)
Total
Equity Interests
$
 12,011,021
$
                -
$
-
$
12,011,021
Short-Term Investments
 
-
 
5,769
 
-
 
5,769
Total Investments
$
12,011,021
$
5,769
$
-
$
12,016,790

WIBC
Asset Description
Quoted Prices in Active Markets for Identical Assets (Level 1)
Significant Other Observable Inputs (Level 2)
Significant Unobservable Inputs (Level 3)
Total
Equity Interests
$
-
$
23,504,016
$
-
$
23,504,016
Short-Term Investments
 
-
 
455,567
 
-
 
455,567
Total Investments
$
-
$
23,959,583
  $
-
$
23,959,583

The Level 1 values displayed in these tables under Equity Interests are Common Stock. Refer to each Fund's Portfolio of Investments for a further breakout of each security by industry or country.
The Funds utilize the end of period methodology when determining transfers in or out of the Level 2 category. As of June 30, 2016, there was $10,941,809 transferred from Level 1 into Level 2 in WIBC as a result of a change in valuation approach. This was a result of securities transferring from quoted prices in an active market to fair valued prices using market data valuation adjustments.
11. Review for Subsequent Events
In connection with the preparation of the financial statements of the Funds as of and for the period ended June 30, 2016, events and transactions subsequent to June 30, 2016, have been evaluated by the Funds' management for possible adjustment and/or disclosure. Management has not identified any subsequent events requiring financial statement disclosure as of the date these financial statements were issued.
 
 
 
27
 
 

Wright Current Income Fund (WCIF)
Portfolio of Investments - As of June 30, 2016
 
 
 
Face Amount
 
Description
 
Coupon Rate
   
Maturity Date
   
Value
 

FIXED INCOME INVESTMENTS - 96.5%
 
AGENCY MORTGAGE-BACKED SECURITIES - 93.9%
$
162,253
 
FHLMC Gold Pool #A37619
 
4.500
%
   
09/01/35
 
 $
176,953
 
 
247,005
 
FHLMC Gold Pool #A39555
 
5.500
%
   
11/01/35
   
281,031
 
 
435,201
 
FHLMC Gold Pool #A88945
 
4.000
%
   
08/01/39
   
472,822
 
 
22,667
 
FHLMC Gold Pool #C00778
 
7.000
%
   
06/01/29
   
27,220
 
 
319,673
 
FHLMC Gold Pool #C03552
 
4.500
%
   
08/01/40
   
355,026
 
 
856,417
 
FHLMC Gold Pool #G01838
 
5.000
%
   
07/01/35
   
953,921
 
 
679,401
 
FHLMC Gold Pool #G05457
 
4.500
%
   
05/01/39
   
748,389
 
 
340,011
 
FHLMC Gold Pool #G07025
 
5.000
%
   
02/01/42
   
377,200
 
 
119,949
 
FHLMC Gold Pool #G08022
 
6.000
%
   
11/01/34
   
138,582
 
 
109,713
 
FHLMC Gold Pool #G08047
 
6.000
%
   
03/01/35
   
126,759
 
 
587,733
 
FHLMC Gold Pool #G08378
 
6.000
%
   
10/01/39
   
668,940
 
 
325,908
 
FHLMC Gold Pool #G30285
 
6.000
%
   
02/01/26
   
370,185
 
 
84,245
 
FHLMC Gold Pool #G80111
 
7.300
%
   
12/17/22
   
92,657
 
 
14,747
 
FHLMC Gold Pool #H09098
 
6.500
%
   
10/01/37
   
16,571
 
 
120,987
 
FHLMC Gold Pool #P00024
 
7.000
%
   
09/01/32
   
140,426
 
 
629,069
 
FHLMC Gold Pool #P50079
 
5.000
%
   
07/01/33
   
693,342
 
 
179,397
 
FHLMC Gold Pool #T30126
 
5.550
%
   
07/01/37
   
200,163
 
 
228,825
 
FHLMC Gold Pool #T30133
 
5.550
%
   
07/01/37
   
255,406
 
 
426,319
 
FHLMC Gold Pool #T60798
 
3.500
%
   
07/01/42
   
443,162
 
 
197,397
 
FHLMC Gold Pool #U30400
 
5.550
%
   
06/01/37
   
220,189
 
 
1,721,726
 
FHLMC Gold Pool #U80611
 
4.500
%
   
11/01/33
   
1,917,820
 
 
233,818
 
FHLMC, Series 2097, Class PZ
 
6.000
%
   
11/15/28
   
268,039
 
 
38,615
 
FHLMC, Series 2176, Class OJ
 
7.000
%
   
08/15/29
   
45,240
 
 
27,101
 
FHLMC, Series 2201, Class C
 
8.000
%
   
11/15/29
   
31,353
 
 
110,924
 
FHLMC, Series 2218, Class ZB
 
6.000
%
   
03/15/30
   
126,425
 
 
27,294
 
FHLMC, Series 2576, Class HC
 
5.500
%
   
03/15/33
   
30,395
 
 
82,495
 
FHLMC, Series 2802, Class OH
 
6.000
%
   
05/15/34
   
90,684
 
 
277,285
 
FHLMC, Series 3033, Class WY
 
5.500
%
   
09/15/35
   
320,015
 
 
99,803
 
FHLMC, Series 3072, Class DL
 
6.000
%
   
02/15/35
   
111,898
 
 
343,732
 
FHLMC, Series 3143, Class BC
 
5.500
%
   
02/15/36
   
388,707
 
 
50,034
 
FHLMC, Series 3255, Class QE
 
5.500
%
   
12/15/36
   
56,154
 
 
340,260
 
FHLMC, Series 3677, Class PB
 
4.500
%
   
05/15/40
   
371,804
 
 
458,790
 
FHLMC, Series 3926, Class OP
 
6.000
%
   
08/15/25
   
511,466
 
 
858,475
 
FHLMC, Series 3969, Class JY
 
4.500
%
   
12/15/41
   
1,046,944
 
 
1,538,828
 
FHLMC, Series 4011, Class DB
 
4.000
%
   
09/15/41
   
1,763,378
 
 
190,944
 
FHLMC, Series 4050, Class NK
 
4.500
%
   
09/15/41
   
213,934
 
 
1,000,000
 
FHLMC, Series 4299, Class JY
 
4.000
%
   
01/15/44
   
1,197,243
 
 
27,870
 
FHLMC-GNMA, Series 23, Class KZ
 
6.500
%
   
11/25/23
   
31,310
 
 
227,379
 
FNMA Pool #252034
 
7.000
%
   
09/01/28
   
264,163
 
 
27,544
 
FNMA Pool #252215
 
6.000
%
   
11/01/28
   
31,814
 
 
247,686
 
FNMA Pool #256182
 
6.000
%
   
03/01/36
   
279,862
 
 
28,927
 
FNMA Pool #256972
 
6.000
%
   
11/01/37
   
31,957
 
 
160,597
 
FNMA Pool #257138
 
5.000
%
   
03/01/38
   
172,966
 
 
1,269,791
 
FNMA Pool #463331
 
5.250
%
   
08/01/29
   
1,531,527
 
 
614,179
 
FNMA Pool #465714
 
4.680
%
   
08/01/28
   
718,076
 
 
235,102
 
FNMA Pool #469130
 
4.870
%
   
10/01/41
   
287,385
 
 
48,505
 
FNMA Pool #594207
 
6.500
%
   
02/01/31
   
54,566
 
 
180,100
 
FNMA Pool #687887
 
5.500
%
   
03/01/33
   
207,868
 
 
342,032
 
FNMA Pool #694795
 
5.500
%
   
04/01/33
   
395,513
 
 
123,060
 
FNMA Pool #724888
 
5.500
%
   
06/01/33
   
136,979
 
 
141,585
 
FNMA Pool #735861
 
6.500
%
   
09/01/33
   
163,555
 
 
258,814
 
FNMA Pool #745318
 
5.000
%
   
12/01/34
   
288,539
 
 
 
See Notes to Financial Statements.
28
 
 

Wright Current Income Fund (WCIF)
Portfolio of Investments - As of June 30, 2016
 
 

 
 
Face Amount
 
Description
 
Coupon Rate
   
Maturity Date
   
Value
 

 
221,535
 
FNMA Pool #801506
 
4.750
%
   
09/01/34
 
$
243,883
 
 
22,505
 
FNMA Pool #809042
 
5.500
%
   
10/01/34
   
25,793
 
 
95,880
 
FNMA Pool #813839
 
6.000
%
   
11/01/34
   
108,284
 
 
46,159
 
FNMA Pool #819230
 
5.350
%
   
02/01/35
   
52,588
 
 
376,029
 
FNMA Pool #819457
 
4.750
%
   
02/01/35
   
415,350
 
 
1,243,920
 
FNMA Pool #821082
 
6.000
%
   
03/01/35
   
1,369,570
 
 
204,865
 
FNMA Pool #831927
 
6.000
%
   
12/01/36
   
236,998
 
 
93,325
 
FNMA Pool #833303
 
5.150
%
   
05/01/35
   
106,563
 
 
675,786
 
FNMA Pool #846323
 
4.250
%
   
11/01/35
   
737,020
 
 
468,926
 
FNMA Pool #851762
 
4.250
%
   
01/01/36
   
506,795
 
 
242,242
 
FNMA Pool #852504
 
5.350
%
   
09/01/35
   
274,637
 
 
28,615
 
FNMA Pool #878502
 
5.350
%
   
12/01/35
   
32,594
 
 
33,835
 
FNMA Pool #879901
 
5.500
%
   
01/01/36
   
38,779
 
 
481,112
 
FNMA Pool #883281
 
7.000
%
   
07/01/36
   
603,378
 
 
56,541
 
FNMA Pool #888534
 
5.000
%
   
08/01/37
   
62,949
 
 
693,885
 
FNMA Pool #891367
 
4.750
%
   
04/01/36
   
763,234
 
 
160,872
 
FNMA Pool #895567
 
5.450
%
   
04/01/36
   
184,351
 
 
592,616
 
FNMA Pool #896838
 
5.450
%
   
07/01/36
   
671,866
 
 
121,791
 
FNMA Pool #908160
 
5.500
%
   
12/01/36
   
132,274
 
 
149,075
 
FNMA Pool #930504
 
5.000
%
   
02/01/39
   
165,376
 
 
49,542
 
FNMA Pool #930664
 
6.500
%
   
03/01/39
   
58,531
 
 
415,645
 
FNMA Pool #940441
 
5.780
%
   
03/01/37
   
471,175
 
 
178,840
 
FNMA Pool #954633
 
5.500
%
   
02/01/37
   
203,169
 
 
22,520
 
FNMA Pool #954957
 
6.000
%
   
10/01/37
   
24,991
 
 
168,828
 
FNMA Pool #995656
 
7.000
%
   
06/01/33
   
204,176
 
 
438,089
 
FNMA Pool #AC9581
 
5.500
%
   
01/01/40
   
495,536
 
 
249,099
 
FNMA Pool #AL6860
 
4.500
%
   
03/01/44
   
279,337
 
 
535,653
 
FNMA Pool #AM3191
 
3.380
%
   
05/01/28
   
577,624
 
 
219,611
 
FNMA Pool #AM4671
 
5.320
%
   
10/01/43
   
289,172
 
 
819,328
 
FNMA Pool #AM5015
 
4.940
%
   
12/01/43
   
1,070,082
 
 
1,574,650
 
FNMA Pool #MA1757
 
4.500
%
   
01/01/44
   
1,752,326
 
 
165,164
 
FNMA Whole Loan, Series 2003-W17, Class 1A7
 
5.750
%
   
08/25/33
   
189,558
 
 
252,963
 
FNMA Whole Loan, Series 2004-W11, Class 1A1
 
6.000
%
   
05/25/44
   
303,293
 
 
140,211
 
FNMA, Series 2001-52, Class XZ
 
6.500
%
   
10/25/31
   
165,434
 
 
51,057
 
FNMA, Series 2003-30, Class JQ
 
5.500
%
   
04/25/33
   
57,026
 
 
276,838
 
FNMA, Series 2003-32, Class BZ
 
6.000
%
   
11/25/32
   
320,670
 
 
176,894
 
FNMA, Series 2004-17, Class H
 
5.500
%
   
04/25/34
   
200,274
 
 
258,142
 
FNMA, Series 2004-25, Class LC
 
5.500
%
   
04/25/34
   
292,869
 
 
231,875
 
FNMA, Series 2004-25, Class UC
 
5.500
%
   
04/25/34
   
259,725
 
 
108,061
 
FNMA, Series 2005-106, Class UK
 
5.500
%
   
12/25/35
   
116,402
 
 
172,000
 
FNMA, Series 2005-120, Class PB
 
6.000
%
   
01/25/36
   
211,802
 
 
137,516
 
FNMA, Series 2005-58, Class BC
 
5.500
%
   
07/25/25
   
152,677
 
 
727,286
 
FNMA, Series 2006-24, Class Z
 
5.500
%
   
04/25/36
   
826,291
 
 
743,731
 
FNMA, Series 2006-74, Class PD
 
6.500
%
   
08/25/36
   
873,681
 
 
215,001
 
FNMA, Series 2007-76, Class PE
 
6.000
%
   
08/25/37
   
242,076
 
 
592,168
 
FNMA, Series 2007-81, Class GE
 
6.000
%
   
08/25/37
   
652,525
 
 
557,118
 
FNMA, Series 2008-60, Class JC
 
5.000
%
   
07/25/38
   
622,672
 
 
150,000
 
FNMA, Series 2009-50, Class AX
 
5.000
%
   
07/25/39
   
187,861
 
 
22,732
 
FNMA, Series 2010-68, Class GE
 
4.500
%
   
07/25/40
   
22,790
 
 
136,948
 
FNMA, Series 2012-51, Class B
 
7.000
%
   
05/25/42
   
160,887
 
 
655,189
 
FNMA, Series 2013-17, Class YM
 
4.000
%
   
03/25/33
   
719,144
 
 
95,595
 
FNMA, Series G93-5, Class Z
 
6.500
%
   
02/25/23
   
106,339
 
 
1,380
 
GNMA I Pool #602377
 
4.500
%
   
06/15/18
   
1,406
 
 
718
 
GNMA I Pool #603377
 
4.500
%
   
01/15/18
   
731
 
 
184,124
 
GNMA I Pool #615272
 
4.500
%
   
07/15/33
   
206,938
 
 
124,572
 
GNMA I Pool #626755
 
5.000
%
   
03/15/35
   
141,038
 
 
 
 
See Notes to Financial Statements.
29
 
 

Wright Current Income Fund (WCIF)
Portfolio of Investments - As of June 30, 2016
 
 

 
 
Face Amount
 
Description
 
Coupon Rate
   
Maturity Date
   
Value
 

 
178,207
 
GNMA I Pool #644970
 
5.000
%
   
06/15/35
 
$
201,772
 
 
105,339
 
GNMA I Pool #647406
 
5.000
%
   
09/15/35
   
119,314
 
 
117,385
 
GNMA I Pool #650493
 
5.000
%
   
01/15/36
   
130,723
 
 
122,002
 
GNMA I Pool #675477
 
5.000
%
   
06/15/38
   
137,081
 
 
351,490
 
GNMA I Pool #678649
 
4.000
%
   
12/15/39
   
384,745
 
 
153,456
 
GNMA I Pool #697999
 
4.500
%
   
02/15/24
   
162,163
 
 
331,811
 
GNMA I Pool #711286
 
6.500
%
   
10/15/32
   
378,743
 
 
491,210
 
GNMA I Pool #737844
 
3.500
%
   
01/15/26
   
522,048
 
 
1,050,427
 
GNMA I Pool #745301
 
4.500
%
   
08/15/30
   
1,120,835
 
 
515,550
 
GNMA I Pool #752112
 
3.500
%
   
01/15/33
   
553,862
 
 
259,252
 
GNMA I Pool #781341
 
6.000
%
   
10/15/31
   
304,345
 
 
458,651
 
GNMA I Pool #781886
 
5.500
%
   
03/15/35
   
525,858
 
 
106,325
 
GNMA I Pool #782771
 
4.500
%
   
09/15/24
   
113,768
 
 
778,317
 
GNMA II Pool #003066
 
5.500
%
   
04/20/31
   
871,569
 
 
33,247
 
GNMA II Pool #003284
 
5.500
%
   
09/20/32
   
37,334
 
 
157,168
 
GNMA II Pool #003403
 
5.500
%
   
06/20/33
   
177,337
 
 
321,977
 
GNMA II Pool #003638
 
6.000
%
   
11/20/34
   
379,730
 
 
87,434
 
GNMA II Pool #003689
 
4.500
%
   
03/20/35
   
94,664
 
 
328,013
 
GNMA II Pool #003909
 
5.500
%
   
10/20/36
   
366,051
 
 
12,519
 
GNMA II Pool #004284
 
5.500
%
   
11/20/38
   
13,252
 
 
133,485
 
GNMA II Pool #004291
 
6.000
%
   
11/20/38
   
152,584
 
 
35,482
 
GNMA II Pool #004412
 
5.000
%
   
04/20/39
   
37,487
 
 
182,780
 
GNMA II Pool #004561
 
6.000
%
   
10/20/39
   
211,455
 
 
134,306
 
GNMA II Pool #004702
 
3.500
%
   
06/20/25
   
141,966
 
 
153,987
 
GNMA II Pool #004753
 
8.000
%
   
08/20/30
   
175,445
 
 
576,325
 
GNMA II Pool #004838
 
6.500
%
   
10/20/40
   
688,575
 
 
1,142,530
 
GNMA II Pool #442324
 
4.500
%
   
08/20/41
   
1,236,953
 
 
136,672
 
GNMA II Pool #610116
 
5.760
%
   
04/20/33
   
152,116
 
 
198,682
 
GNMA II Pool #648541
 
6.000
%
   
10/20/35
   
213,253
 
 
654,452
 
GNMA II Pool #781642
 
5.500
%
   
08/20/33
   
738,279
 
 
541,933
 
GNMA II Pool #AG0467
 
4.000
%
   
04/20/44
   
579,993
 
 
133,050
 
GNMA II Pool #MA2295
 
4.500
%
   
10/20/44
   
138,319
 
 
168,346
 
GNMA, Series 2002-33, Class ZD
 
6.000
%
   
05/16/32
   
193,490
 
 
56,760
 
GNMA, Series 2002-45, Class QE
 
6.500
%
   
06/20/32
   
68,016
 
 
50,579
 
GNMA, Series 2002-7, Class PG
 
6.500
%
   
01/20/32
   
60,542
 
 
125,450
 
GNMA, Series 2003-103, Class PC
 
5.500
%
   
11/20/33
   
141,865
 
 
84,061
 
GNMA, Series 2003-26, Class MA
 
5.500
%
   
03/20/33
   
89,890
 
 
154,000
 
GNMA, Series 2003-46, Class HA
 
4.500
%
   
06/20/33
   
168,574
 
 
179,000
 
GNMA, Series 2003-46, Class MA
 
5.000
%
   
05/20/33
   
186,931
 
 
395,956
 
GNMA, Series 2003-46, Class ND
 
5.000
%
   
06/20/33
   
452,085
 
 
342,297
 
GNMA, Series 2003-57, Class C
 
4.500
%
   
04/20/33
   
382,536
 
 
110,836
 
GNMA, Series 2003-84, Class PC
 
5.500
%
   
10/20/33
   
125,405
 
 
30,374
 
GNMA, Series 2004-16, Class GB
 
5.500
%
   
06/20/33
   
31,300
 
 
211,000
 
GNMA, Series 2005-13, Class BE
 
5.000
%
   
09/20/34
   
225,170
 
 
647,026
 
GNMA, Series 2005-17, Class GE
 
5.000
%
   
02/20/35
   
739,170
 
 
222,979
 
GNMA, Series 2005-49, Class B
 
5.500
%
   
06/20/35
   
252,034
 
 
184,486
 
GNMA, Series 2005-51, Class DC
 
5.000
%
   
07/20/35
   
206,785
 
 
66,101
 
GNMA, Series 2005-93, Class BH
 
5.500
%
   
06/20/35
   
75,682
 
 
43,341
 
GNMA, Series 2007-18, Class B
 
5.500
%
   
05/20/35
   
50,837
 
 
394,636
 
GNMA, Series 2007-59, Class ZT
 
5.500
%
   
10/20/37
   
437,825
 
 
950,170
 
GNMA, Series 2007-6, Class LE
 
5.500
%
   
02/20/37
   
1,055,364
 
 
96,197
 
GNMA, Series 2007-68, Class NA
 
5.000
%
   
11/20/37
   
107,752
 
 
55,183
 
GNMA, Series 2007-70, Class PE
 
5.500
%
   
11/20/37
   
61,806
 
 
240,000
 
GNMA, Series 2008-26, Class JP
 
5.250
%
   
03/20/38
   
274,692
 
 
300,000
 
GNMA, Series 2008-35, Class EH
 
5.500
%
   
03/20/38
   
340,885
 
 
438,771
 
GNMA, Series 2008-35, Class NF
 
5.000
%
   
04/20/38
   
493,108
 
 
 
 
See Notes to Financial Statements.
30
 
 

Wright Current Income Fund (WCIF)
Portfolio of Investments - As of June 30, 2016
 
 

 
 
Face Amount
 
Description
 
Coupon Rate
   
Maturity Date
   
Value
 

 
449,917
 
GNMA, Series 2008-38, Class PL
 
5.500
%
   
05/20/38
 
$
510,452
 
 
314,000
 
GNMA, Series 2008-65, Class CM
 
5.000
%
   
08/20/38
   
356,456
 
 
1,922,446
 
GNMA, Series 2008-65, Class PG
 
6.000
%
   
08/20/38
   
2,209,652
 
 
157,000
 
GNMA, Series 2009-47, Class LT
 
5.000
%
   
06/20/39
   
185,060
 
 
592,649
 
GNMA, Series 2009-57, Class VB
 
5.000
%
   
06/16/39
   
700,279
 
 
564,530
 
GNMA, Series 2009-93, Class AY
 
5.000
%
   
10/20/39
   
638,709
 
 
2,000,000
 
GNMA, Series 2010-116, Class PB
 
5.000
%
   
06/16/40
   
2,505,881
 
 
320,960
 
GNMA, Series 2012-124, Class NE
 
2.000
%
   
10/20/42
   
286,264
 
 
Total Agency Mortgage-Backed Securities (identified cost, $61,484,737)
 
$
63,715,149
 


OTHER U.S. GOVERNMENT GUARANTEED - 2.6%


INDUSTRIALS - 2.6%
$
1,459,000
 
Vessel Management Services, Inc.
 
5.125
%
   
04/16/35
 
 $
1,735,699
 

Total Other U.S. Government Guaranteed (identified cost, $1,670,441)
 
$
1,735,699
 

TOTAL FIXED INCOME INVESTMENTS (identified cost, $63,155,178) — 96.5%
 
$
65,450,848
 

SHORT-TERM INVESTMENTS - 3.3%

$
2,276,509
 
Fidelity Government Money Market Fund, 0.25% (1)
             
 $
2,276,509
 



TOTAL SHORT-TERM INVESTMENTS (identified cost, $2,276,509) — 3.3%
 
$
2,276,509
 

TOTAL INVESTMENTS (identified cost, $65,431,687) — 99.8%
 
$
67,727,357
 

OTHER ASSETS, IN EXCESS OF LIABILITIES — 0.2%
   
109,270
 

NET ASSETS — 100.0%
 
$
67,836,627
 

FHLMC — Federal Home Loan Mortgage Corporation
FNMA — Federal National Mortgage Association
GNMA — Government National Mortgage Association
(1) Variable rate security. Rate presented is as of June 30, 2016.

Portfolio Composition by Security Type
% of total investments at June 30, 2016
Agency Mortgage-Backed Securities
94.1%
Other U.S. Government Guaranteed
2.5%
Short-Term Investments
3.4%
 
See Notes to Financial Statements.
31
 
 

Wright Current Income Fund (WCIF)
 
 
 

STATEMENT OF ASSETS AND LIABILITIES
As of June 30, 2016
             
ASSETS:
   
 
 
 
Investments, at value
       
 
(identified cost $65,431,687) (Note 1A)
 
$
67,727,357
 
 
Receivable for fund shares sold
   
2,832
 
 
Dividends and interest receivable
   
255,413
 
 
Prepaid expenses and other assets
   
26,306
 
 
Total assets
 
$
68,011,908
 
             
LIABILITIES:
       
 
Payable for fund shares reacquired
 
$
23,827
 
 
Distributions payable
   
117,524
 
 
Accrued expenses and other liabilities
   
33,930
 
 
Total liabilities
 
$
175,281
 
NET ASSETS
 
$
 67,836,627
 
             
NET ASSETS CONSIST OF:
       
 
Paid-in capital
 
$
70,613,608
 
 
Accumulated net realized loss on investments
   
(4,989,131
)
 
Distributions in excess of net investment income
   
(83,520
)
 
Unrealized appreciation on investments
   
2,295,670
 
 
Net assets applicable to outstanding shares
 
$
67,836,627
 
             
SHARES OF BENEFICIAL INTEREST OUTSTANDING AT $0.000 PAR VALUE (UNLIMITED SHARES AUTHORIZED)
 
 
7,192,419
 
             
NET ASSET VALUE, OFFERING PRICE, AND REDEMPTION PRICE PER SHARE OF BENEFICIAL INTEREST
 
$
9.43
 
             



STATEMENT OF OPERATIONS
For the Six Months Ended June 30, 2016
             
INVESTMENT INCOME (Note 1C)
   
 
 
 
Interest income
 
$
1,393,267
 
Dividend income
   
2,578
 
 
Total investment income
 
$
1,395,845
 
             
Expenses –
       
 
Investment adviser fee (Note 3)
 
$
151,622
 
 
Administrator fee (Note 3)
   
30,324
 
 
Trustee expense (Note 3)
   
8,574
 
 
Custodian fee
   
3,430
 
 
Accountant fee
   
20,727
 
 
Distribution expenses (Note 4)
   
84,234
 
 
Transfer agent fee
   
15,505
 
 
Printing
   
124
 
 
Shareholder communications
   
4,480
 
 
Audit services
   
9,928
 
 
Legal services
   
7,926
 
 
Compliance services
   
3,650
 
 
Registration costs
   
13,101
 
 
Miscellaneous
   
34,999
 
 
Total expenses
 
$
388,624
 
             
Deduct –
       
 
Waiver and/or reimbursement by the principal underwriter and/or investment adviser (Note 4)
 
$
(85,381
)
 
Net expenses
 
$
303,243
 
 
Net investment loss
 
$
1,092,602
 
             
REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS:
 
 
Net realized loss on investment transactions
 
$
(454,494
)
 
Net change in unrealized appreciation (depreciation) on investments
   
1,489,921
 
 
Net realized and unrealized gain on investments
 
$
1,035,427
 
 
Net increase in net assets from operations
 
$
2,128,029
 
             

 
 
See Notes to Financial Statements.
32
 
 

Wright Current Income Fund (WCIF)
 
 
 
 
                     
                 
     
Six Months Ended
 
Year Ended
 
STATEMENTS OF CHANGES IN NET ASSETS
 
June 30, 2016
 
December 31, 2015
 
INCREASE (DECREASE) IN NET ASSETS:
                 
  From operations –
                 
 
Net investment income
 
$
1,092,602
   
$
1,385,625
   
0
Net realized gain (loss) on investment transactions
   
(454,494
)
   
152,002
   
 
Net change in unrealized appreciation (depreciation) on investments
   
1,489,921
     
(642,211
)
 
 
Net increase in net assets from operations
 
$
2,128,029
 
 
$
895,416
 
 
  Distributions to shareholders (Note 2)
                 
 
From net investment income
 
$
(1,176,122
)
 
$
(2,382,207
)
 
 
Total distributions
 
$
(1,176,122
)
 
$
(2,382,207
)
 
Net increase in net assets resulting from fund share transactions (Note 6)
 
$
62,000
 
 
$
2,355,589
 
 
Net increase in net assets
 
$
1,013,907
   
$
868,798
   
 
                   
NET ASSETS:
                 
 
At beginning of period
   
66,822,720
     
65,953,922
   
 
At end of period
 
$
67,836,627
 
 
$
66,822,720
 
 
                     
DISTRIBUTIONS IN EXCESS OF NET INVESTMENT INCOME INCLUDED IN NET ASSETS AT END OF PERIOD
 
$
(83,520
)
 
$
-
 
 
                     
 
See Notes to Financial Statements.
33
 
 

Wright Current Income Fund (WCIF)
 
 
 
 
 
These financial highlights reflect selected data for a share outstanding throughout each period.
 
           
   
Six Months Ended
Years Ended December 31,
FINANCIAL HIGHLIGHTS
June 30, 2016
 
2015
2014
2013
2012
2011
                                         
Net asset value, beginning of period 
$
 9.300
   
$
 9.500
 
$
 9.440
 
$
 10.010
 
$
 10.100
 
$
 9.910
 
Income (loss) from investment operations:
                                     
Net investment income (1)
 
 0.151
     
 0.195
   
 0.225
   
 0.173
   
 0.225
   
 0.303
 
Net realized and unrealized gain (loss)
 
 0.142
   
 
 (0.060
)
 
 0.188
 
 
 (0.365
)
 
 0.081
 
 
 0.302
 
 
Total income (loss) from investment operations
 
 0.293
   
 
 0.135
 
 
 0.413
 
 
 (0.192
 
 
 0.306
 
 
 0.605
 
                                       
Less distributions:
                                     
From net investment income
 
 (0.163
)
 
 
 (0.335
)
 
 (0.353
)
 
 (0.378
)
 
 (0.396
)
 
 (0.415
)
Net asset value, end of period 
$
9.430
   
$
9.300
 
$
9.500
 
$
9.440
 
$
10.010
 
$
10.100
 
Total Return(2)
 
3.17
%(3)
 
1.41
%
 
4.44
%
 
(1.95
)%
 
3.06
%
 
6.22
%
Ratios/Supplemental Data(5):
                                     
Net assets, end of period (000 omitted)
$67,837
   
$66,823
 
$65,954
 
$59,377
 
$79,454
 
$61,325
 
Ratios (As a percentage of average daily net assets):
Net expenses 
 
0.90
%(4)
0.90
%
0.90
%
0.90
%
0.90
%
0.90
%
Net investment income 
 
3.49
%(4)
2.05
%
2.37
%
1.77
%
2.23
%
3.03
%
Portfolio turnover rate
 
13
%(3)
35
%
27
%
39
%
27
%
50
%
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
     
 
 
                 
                                         
(1)
Computed using average shares outstanding.
(2)
Total return is calculated assuming a purchase at the net asset value on the first day and a sale at the net asset value on the last day of each period reported. Dividends and distributions, if any, are assumed to be reinvested at the net asset value on the reinvestment date.
(3)
Not annualized.
(4)
Annualized.
(5)
For each of the periods presented, the operating expenses of the Fund were reduced by a waiver of fees and/or allocation of expenses to the principal underwriter and/or investment adviser. Had such action not been undertaken, expenses and net investment income ratios would have been as follows:
   
2016
 
2015
2014
2013
2012
2011
   
Ratios (As a percentage of average daily net assets):
 
Expenses
 
1.15
%(4)
 
1.18
%
 
1.24
%
 
1.16
%
 
1.16
%
 
1.19
%
Net investment income 
 
2.99
%(4)
 
1.77
%
 
2.03
%
 
1.51
%
 
1.97
%
 
2.74
%
 
 
See Notes to Financial Statements.
34
 
 

The Wright Managed Income Trust
Notes to Financial Statements
 
 

 
1. Significant Accounting Policies
Wright Current Income Fund ("WCIF") (the "Fund") is a diversified portfolio of Wright Managed Income Trust (the "Trust"), an open-end, management investment company that is registered under the Investment Company Act of 1940, as amended (the "1940 Act"). WCIF seeks a high level of current income consistent with moderate fluctuations of principal.
The following is a summary of significant accounting policies consistently followed by the Trust in the preparation of their financial statements. The policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP").
A. Investment Valuations – Debt obligations, including listed securities and securities for which quotations are readily available, will normally be valued on the basis of reported trades or market quotations provided by third party pricing services, when these prices are representative of the securities' market values. For debt securities where market quotations are not readily available, the pricing services will use various techniques that consider factors including, but not limited to, prices or yields of securities with similar characteristics, benchmark yields, broker/dealer quotes, issuer spreads, as well as industry and economic events. Short-term debt securities with a remaining maturity of sixty days or less are generally valued at amortized cost, which approximates market value. If short-term debt securities are acquired with a remaining maturity of more than sixty days, they will be valued by a pricing service as described above. Investments for which valuations or market quotations are not readily available or are deemed unreliable are valued at fair value using methods determined in good faith by or at the direction of the Trustees of the Fund in a manner that most fairly reflects the security's value, or the amount that the Fund might reasonably expect to receive for the security upon its current sale in the ordinary course. Each such determination is based on a consideration of all relevant factors, which are likely to vary from one pricing context to another. These factors may include, but are not limited to, the type of security, the existence of any contractual restrictions on the security's disposition, the price and extent of public trading in similar securities of the issuer or of comparable companies, quotations or relevant information obtained from broker-dealers or other market participants, information obtained from the issuer, analysts, and/or the appropriate stock exchange (for exchange-traded securities), an analysis of the company's financial condition, and an evaluation of the forces that influence the issuer and the market(s) in which the security is purchased and sold.
B. Investment Transactions – Investment transactions for financial statement purposes are accounted for on a trade date basis. Realized gains and losses on investments sold are determined on the basis of identified cost.
C. Income – Dividend income is recorded on the ex-dividend date. However, if the ex-dividend date has passed, certain dividends from foreign securities are recorded as the Fund is informed of the ex-dividend date. Interest income is recorded on the basis of interest accrued, adjusted for amortization of premium and accretion of discount.
Paydown gains and losses are included in interest income.
D. Federal Taxes – The Fund's policy is to comply with the provisions of the Internal Revenue Code (the "Code") applicable to regulated investment companies and to distribute to shareholders each year substantially all of its net investment income and all or substantially all of its net realized capital gains. Accordingly, no provision for federal income or excise tax is necessary. At December 31, 2015, WCIF, for federal income tax purposes, had $2,051,889 available short term capital loss carryforwards and $1,976,451 available long term capital loss carryforwards that have no expiration date which will reduce the Fund's taxable income arising from future net realized gain on investment transactions, if any, to the extent permitted by the Code, and thus will reduce the amount of the distributions to shareholders, which would otherwise be necessary to relieve the Fund of any liability for federal income or excise tax.
As of June 30, 2016, the Fund had no uncertain tax positions that would require financial statement recognition, de-recognition, or disclosure. The Fund's federal tax returns filed in the 3-year period ended
 
 
35
 
 

The Wright Managed Income Trust
Notes to Financial Statements
 
 
December 31, 2015, remain subject to examination by the Internal Revenue Service.
E. Expenses – The majority of expenses of the Trust are directly identifiable to the Fund. Expenses which are not readily identifiable to a specific Fund are allocated taking into consideration, among other things, the nature and type of expense and the relative size of the Funds.
F. Use of Estimates – The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of income and expense during the reporting period. Actual results could differ from those estimates.
G. Indemnifications – Under the Fund's organizational documents, its officers and Trustees may be indemnified against certain liabilities and expenses arising out of the performance of their duties to the Fund, and shareholders are indemnified against personal liability for the obligations of the Fund. Additionally, in the normal course of business, the Fund enters into agreements with service providers that may contain indemnification clauses. The Fund's maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Fund that have not yet occurred.
H. Interim Financial Statements – The interim financial statements relating to June 30, 2016, and for the six months then ended have not been audited by an independent registered public accounting firm, but in the opinion of Fund management, reflect all adjustments, consisting only of normal recurring adjustments, necessary for the fair presentation of the financial statements.
2. Distributions to Shareholders
The net investment income of the Fund is determined daily, and substantially all of the net investment income so determined is declared daily as a dividend to shareholders of record at the time of declaration. Distributions are generally paid monthly.  Distributions of net realized capital gains (reduced by available capital loss carryforwards from prior years, if any) are made at least annually. Shareholders may reinvest income and capital gain distributions in additional shares of the same Fund at the net asset value as of the reinvestment date or, at the election of the shareholder, receive distributions in cash. The Fund distinguishes between distributions on a tax basis and a financial reporting basis. GAAP requires that only distributions in excess of tax basis earnings and profits be reported in the financial statements as a return of capital. Permanent differences between book and tax accounting relating to distributions are reclassified to paid-in capital.
As of December 31, 2015, the components of distributable earnings (accumulated losses) on a tax basis were as follows:
     
WCIF
 
Capital loss carryforward and post October losses
 
$
(4,201,846
)
Unrealized appreciation
   
472,958
 
Total
 
$
(3,728,888
)

The difference between components of distributable earnings (accumulated losses) on a tax basis and the amounts reflected in the Statements of Assets and Liabilities are primarily due to premium amortization and paydown gain (loss).
For tax purposes, the prior year post-October loss was $173,506 (realized during the period November 1, 2015 through December 31, 2015) for WCIF. This loss was recognized for tax purposes on the first business day of the Fund's current fiscal year, January 1, 2016.
3. Investment Adviser Fee and Other Transactions with Affiliates
The investment adviser fee is earned by Wright Investor Services, Inc. ("Wright") as compensation for
 
 
36
 
 

The Wright Managed Income Trust
Notes to Financial Statements
 
 
 investment advisory services rendered to the Fund. The fees are computed at annual rates of the Fund's average daily net assets as noted below, and are payable monthly.
Annual Advisory Fee Rates
Fund
Under $100 Million
$100 Million to $250 Million
$250 Million to $500 Million
$500 Million to $1 Billion
Over $1 Billion
WCIF
0.45%
0.44%
0.42%
0.40%
0.35%

For the period ended June 30, 2016, the fee and the effective annual rate, as a percentage of average daily net assets for the Fund was as follows:
Fund
Investment Adviser Fee
Effective Annual Rate
WCIF
$151,622
0.45%

The administrator fee is earned by Wright for administering the business affairs of the Fund. The fee is computed at an annual rate of 0.09% of the average daily net assets up to $100 million for WCIF, and 0.05% of average daily net assets over $100 million. Atlantic Fund Administration, LLC (d/b/a Atlantic Fund Services) ("Atlantic") serves as sub-administrator of the Fund to perform certain services of the administrator as may be agreed upon between the administrator and sub-administrator. The sub-administration fee is paid by Wright.
For the period ended June 30, 2016, the administrator fee for WCIF amounted to $30,324.
Certain Trustees and officers of the Trust are Trustees or officers of the above organizations and/or of the Fund's principal underwriter. Except as to Trustees of the Trust who are not employees of Atlantic or Wright, Trustees and officers receive remuneration for their services to the Trust out of the fees paid to Atlantic and Wright.  The Trustees are compensated by the Trust in conjunction with the Wright Managed Equity Trust, rather than on a per Trust or per Fund basis. Quarterly retainer fees are paid in the amount of $4,000 to the Lead Trustee, $3,500 to the Secretary of Independent Trustees, and $3,000 each to the remaining Trustees. In addition, each Trustee will be paid a fee of $1,500 for each regular Board meeting attended. Each Trustee is also reimbursed for all reasonable out-of-pocket expenses incurred in connection with his duties as a Trustee, including travel and related expenses incurred in attending Board meetings. The amount of Trustees' fees attributable to the Fund is disclosed in the Fund's Statement of Operations.
4. Distribution and Service Plans
The Trust has in effect a Distribution Plan (the "Plan") pursuant to Rule 12b-1 of the 1940 Act. The Plan provides that the Fund will pay Wright Investors' Service Distributors, Inc. ("WISDI"), the principal underwriter, a wholly-owned subsidiary of The Winthrop Corporation and an affiliate of Wright, a distribution fee of 0.25% of the average daily net assets of the Fund for distribution services and facilities provided to the Fund by WISDI.  Distribution fees paid or accrued to WISDI for the period ended June 30, 2016, for WCIF were $84,234.
In addition, the Trustees have adopted a service plan (the "Service Plan") which allows the Fund to reimburse the principal underwriter for payments to intermediaries for providing account administration and personal and account maintenance services to their customers who are beneficial owners of the Fund's shares. The combined amount of service fees payable under the Service Plan and Rule 12b-1 distribution fees may not exceed 0.25% annually of the Fund's average daily net assets. For the period ended June 30, 2016, the Fund did not accrue or pay any service fees.
Pursuant to an Expense Limitation Agreement, Wright and WISDI have agreed to waive all or a portion of their fees and reimburse expenses to the extent that total annual operating expenses exceed 1.00% of the average daily net assets of WCIF, through April 30, 2017 (excluding interest, taxes, brokerage commissions, other expenditures which are capitalized in accordance with GAAP, and other extraordinary expenses not
 
 
37
 
 

The Wright Managed Income Trust
Notes to Financial Statements
 
 
incurred in the ordinary course of the Fund's business). Thereafter, the waiver and reimbursement may be changed or terminated at any time. In addition, Wright and WISDI have voluntarily agreed to further limit the total annual expenses of WCIF to 0.90% of its average daily net assets. Such voluntary limitation may be terminated at any time. Pursuant to these agreements and voluntary limitation, Wright waived and/or reimbursed investment adviser fees of $2,474 for WCIF. WISDI waived distribution fees of $82,907 for WCIF.
5. Investment Transactions
Purchases and sales (including maturities and paydowns) of investments, other than short-term obligations, were as follows:
Six Months Ended June 30, 2016
 
WCIF
Purchases -
 
Non-U.S. Government & Agency Obligations
 $              -
U.S. Government & Agency Obligations
   8,675,885
Sales -
 
Non-U.S. Government & Agency Obligations
   $      38,000
U.S. Government & Agency Obligations
    9,178,989

6. Shares of Beneficial Interest
The Declaration of Trust permits the Trustees to issue an unlimited number of full and fractional shares of beneficial interest (without par value). Transactions in Fund shares were as follows:
   
 
 
     
 
 
 
       
 
 
     
 Six Months Ended June 30, 2016
 
 Year Ended December 31, 2015
 
 
 
Shares
 
 
 
 Amount
 
 
 Shares
 
 
 
 Amount
 
 
WCIF
 
                         
 
Sold
877,621
   
 $
8,249,694
   
1,840,148
   
 $
17,423,457
 
 
Issued to shareholders in payment of distributions declared
50,494
     
474,547
   
106,995
     
1,012,438
 
 
Redemptions
(921,612
)
   
(8,662,241
)
 
(1,701,672
)
   
(16,080,306
)
 
Net increase
6,503
 
 
$
62,000
 
 
245,471
 
 
$
2,355,589
 
                               

7. Federal Income Tax Basis of Investments
The cost and unrealized appreciation (depreciation) of the investment securities owned at June 30, 2016, as computed on a federal income tax basis, were as follows:
 
Six Months Ended June 30, 2016
 
WCIF
 
Aggregate cost
$
65,431,687
   
Gross unrealized appreciation
$
2,491,040
   
Gross unrealized depreciation
 
(195,370
)
 
Net unrealized appreciation
$
2,295,670
   
 
 
 
 
38
 
 

The Wright Managed Income Trust
Notes to Financial Statements
 
 

 
8. Line of Credit
The Fund participates with other funds managed by Wright in a committed $10 million unsecured line of credit agreement with Union Bank of California, N.A. ("Union Bank"). The Fund may temporarily borrow from the line of credit to satisfy redemption requests or settle investment transactions. Interest is charged to the Fund based on its borrowings at an amount above the LIBOR rate. Because the line of credit is not available exclusively to the Fund, it may be unable to borrow some or all of the Fund's requested amounts at any particular time. During the period ended June 30, 2016, the Fund had no outstanding balances pursuant to this line of credit.
9. Fair Value Measurements
Under GAAP for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.
• Level 1 – quoted prices in active markets for identical investments
• Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)
• Level 3 – significant unobservable inputs (including a fund's own assumptions in determining the fair value of investments)
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
At June 30, 2016, the inputs used in valuing the Fund's investments, which are carried at value, were as follows:
 
WCIF
 
 
Asset Description
Quoted Prices in Active Markets for Identical Assets (Level 1)
 
Significant Other Observable Inputs (Level 2)
 
Significant Unobservable Inputs (Level 3)
Total
Agency Mortgage-Backed Securities
 
$
 
-
 
$
 
63,715,149
 
$
 
-
 
$
 
63,715,149
Other U.S. Government Guaranteed
 
 
-
 
 
1,735,699
 
 
-
 
 
1,735,699
Short-Term Investments
 
-
 
2,276,509
 
-
 
2,276,509
Total Investments
$
  -
$
67,727,357
$
-
$
67,727,357

The level classification by major category of investments is the same as the category presentation in the Fund's Portfolio of Investments.
There were no transfers among Level 1, Level 2 and Level 3 for the period ended June 30, 2016.
10. Review for Subsequent Events
In connection with the preparation of the financial statements of the Fund as of and for the period ended June 30, 2016, events and transactions subsequent to June 30, 2016, have been evaluated by the Fund's management for possible adjustment and/or disclosure. Management has not identified any subsequent events requiring financial statement disclosure as of the date these financial statements were issued.
 
 
39
 
 

 
Board of Trustees
Annual Approval of the Investment Advisory Agreement
 
 
The investment advisory agreement between Wright Managed Equity Trust and Wright Managed Income Trust (the "Trusts"), on behalf of the series of the Trusts (the "Funds"), and Wright Investors' Service, Inc. ("Wright") must be renewed at least annually by the vote of the Trustees, including a majority of the Trustees who are not parties to the agreement or "interested persons" of any party thereto (the "Independent Trustees").

In March 2016 (the "March Meeting"), the Independent Trustees and the interested Trustee (together, the "Board") met in person joined by representatives of Wright and others to give consideration to information bearing on the approval of the investment advisory agreement between the Trusts, on behalf of each Fund, and Wright. The Independent Trustees and independent legal counsel to the Independent Trustees ("Independent Legal Counsel") also met separately from the interested Trustee, representatives of Wright, and others in order to further consider such information. A description of the conclusion of the Board in approving the investment advisory agreement follows.

The Board was presented with a wide range of information to assist in their deliberations. These materials included comparative performance of each Fund with appropriate benchmarks, including the average return within the applicable Morningstar category. The comparative performance for each Fund was presented for all periods available as of the end of the calendar year and for compound annual rates for various cumulative periods ended December 31, 2015. The materials also included comparative investment advisory fees and expenses of each Fund, both before and after any fee waivers or expense limitations, with an appropriate peer group of funds.

The materials also included a copy of the proposed investment advisory agreements and other information regarding the fee arrangement, including the structure of the investment advisory fee, the method of computing that fee, the expense limitations in place, potential economies of scale resulting from increases in the size of each Fund, and the extent to which it could later be appropriate for some portion of the benefit of these economies of scale to be shared with each Fund's shareholders. The Independent Trustees also received a memorandum from Independent Legal Counsel concerning their responsibilities with respect to the approval of the investment advisory agreement.

The Board was also presented information concerning the following:

·
the terms of the proposed investment advisory agreement, including the fees payable under the agreement, and expense limitations for each Fund;

·
the manner in which each Fund's shares would be distributed and the presence of a distribution fee that could be paid by the Fund;

·
the nature and extent of the services to be provided by Wright, including information about the investment strategies and policies of the Funds;

·
the personnel of Wright responsible for managing each Fund;

·
the compliance program of Wright;

·
the financial condition and stability of Wright;

·
the potential for Wright to derive benefits that are ancillary to serving as an investment adviser to the Funds; and

·
the profitability of Wright from the advisory fee to be paid by each Fund.

At the March Meeting, the Board reviewed, considered and discussed, among themselves and with Wright, and separately with Independent Legal Counsel, among other things, the information described above. The Trustees also considered the overall reputation, capabilities, and commitment of Wright to provide high-quality service to the Funds.

 
 
40
 
 

 
Board of Trustees
Annual Approval of the Investment Advisory Agreement
 
 


After full consideration of the factors discussed above, the Board, including the Independent Trustees, unanimously approved the investment advisory agreement. In making its approval, the Board concluded that the nature, extent and quality of services provided by Wright supported the renewal of the agreement. The Board also concluded that the investment performance of each Fund was such that the agreement should continue. In addition, the Board concluded that fees paid by a Fund to Wright appeared to be acceptable in light of the nature, extent and quality of the services provided by Wright. Further, the Board concluded that Wright's profitability in providing services under the investment advisory agreement did not appear unreasonably high in light of the nature, extent and quality of the services provided by the Wright. Finally, the Board concluded that the investment advisory agreement in some measure shares economies of scale with shareholders. In approving the renewal of the investment advisory agreement, the Board, including the Independent Trustees, did not identify any single factor as controlling, and generally attributed different weights to various factors for the various Funds.

 
 
41
 
 


 
The Wright Managed Blue Chip Investment Funds
Wright Investors' Service, Inc.
Wright Investors' Service Distributors, Inc.


Important Notice Regarding Delivery of Shareholders Documents

The Securities and Exchange Commission (the "SEC") permits funds to deliver only one copy of shareholder documents, including prospectuses, proxy statements and shareholder reports, to fund investors with multiple accounts at the same residential or post office box address. This practice is often called "householding" and it helps eliminate duplicate mailings to shareholders.

Wright, or your financial adviser, may household the mailing of your documents indefinitely unless you instruct Wright, or your financial adviser, otherwise.

If you would prefer that your Wright documents not be householded, please contact Wright at (800) 555-0644, or your financial adviser.

Your instructions that householding not apply to delivery of your Wright documents will be effective within 30 days of receipt by Wright or your financial adviser.

Portfolio Holdings

In accordance with rules established by the SEC, the Funds send semi-annual and annual reports to shareholders that contain a complete list of portfolio holdings as of the end of the second and fourth quarters, respectively, within 60 days of quarter-end and after filing with the SEC. The Funds also disclose complete portfolio holdings as of the end of the first and third fiscal quarters on Form N-Q, which is filed with the SEC within 60 days of quarter-end. The Funds' complete portfolio holdings as reported in annual and semi-annual reports and on Form N-Q are available for viewing on the SEC website at http://www.sec.gov and may be reviewed and copied at the SEC's public reference room (information on the operation and terms of usage of the SEC public reference room is available at http://sec.gov/info/edgar/prrules.htm or by calling (800) SEC-0330). After filing, the Funds' portfolio holdings as reported in annual and semi-annual reports are also available on Wright's website at www.wrightinvestors.com and are available upon request at no additional cost by contacting Wright at (800) 555-0644.

Proxy Voting Policies and Procedures

From time to time funds are required to vote proxies related to the securities held by the funds. The Wright Managed Blue Chip Investment Funds vote proxies according to a set of policies and procedures approved by the Funds' Board. You may obtain a description of these policies and procedures and information on how the Funds voted proxies relating to portfolio securities during the most recent 12-month period ended June 30 without charge, upon request, by calling (800) 555-0644. This description is also available on the SEC website at http://www.sec.gov.

 
 
42
 
 

 


ITEM 2. CODE OF ETHICS.
Not applicable.

ITEM 3. AUDIT COMMITTEE FINANCIAL EXPERT.
Not applicable.

ITEM 4. PRINCIPAL ACCOUNTANT FEES AND SERVICES.
Not applicable.

ITEM 5. AUDIT COMMITTEE OF LISTED REGISTRANTS.
Not applicable.

ITEM 6. INVESTMENTS.
(a)
Included as part of report to stockholders under Item 1.
(b)
Not applicable.

ITEM 7. DISCLOSURE OF PROXY VOTING POLICIES AND PROCEDURES FOR CLOSED-END
MANAGEMENT INVESTMENT COMPANIES.
Not applicable.

ITEM 8.  PORTFOLIO MANAGERS OF CLOSED-END MANAGEMENT INVESTMENT COMPANIES.
Not applicable.

ITEM 9. PURCHASES OF EQUITY SECURITIES BY CLOSED-END MANAGEMENT INVESTMENT COMPANY AND AFFILIATED PURCHASERS.
Not applicable.

ITEM 10. SUBMISSION OF MATTERS TO A VOTE OF SECURITY HOLDERS
There have been no material changes to the procedures by which a Fund's shareholder may recommend nominees to the registrant's board of Trustees, where those changes were implemented after the registrant last provided disclosure in response to the requirements of Item 7(d)(2)(ii)(G) of Schedule 14A(17 CFR240 14a-101), or this item.

ITEM 11. CONTROLS AND PROCEDURES
(a) It is the conclusion of the registrant's principal executive officer and principal financial officer that the effectiveness of the registrant's current disclosure controls and procedures (such disclosure controls and procedures having been evaluated within 90 days of the date of this filing) provide reasonable assurance that the information required to be disclosed by the registrant has been recorded, processed, summarized and reported within the time period specified to the Commission's rules and forms and that the information required to be disclosed by the registrant has been accumulated and communicated to the registrant's principal executive officer and principal financial officer in order to allow timely decisions regarding required disclosure.
(b) There have been no significant changes in the registrant's internal controls or in other factors that could significantly affect these controls subsequent to the date of their evaluation, including any corrective actions with regard to significant deficiencies and material weaknesses.

ITEM 12. EXHIBITS.

(a)(1)  Not applicable
(a)(2) Certifications pursuant to Rule 30a-2(a) of the Act, and Section 302 of the Sarbanes-Oxley Act of   2002. (Exhibits filed herewith)
(a)(3)  Not applicable.
(b)      Certifications pursuant to Rule 30a-2(b) of the Act, and Section 906 of the Sarbanes-Oxley Act of 2002. (Exhibit filed herewith)






SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

Registrant The Wright Managed Equity Trust (On behalf of Wright Selected Blue Chip Equities Fund, Wright Major Blue Chip Equities Fund and Wright International Blue Chip Equities Fund)


By
   /s/ Peter M. Donovan
   
Peter M. Donovan
   
President
     
Date
   August 25, 2016



Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.

By
   /s/ Peter M. Donovan
   
Peter M. Donovan
   
President
     
Date
   August 25, 2016

By
   /s/ Michael J. McKeen
   
Michael J. McKeen
   
Treasurer
     
Date
   August 25, 2016






EX-99.CERT 2 ex99cert.htm
Form N-CSR Item 12(a)(2) Exhibit

I, Peter M. Donovan, certify that:

1. I have reviewed this report on Form N-CSR of The Wright Managed Equity Trust (on behalf of Wright Selected Blue Chip Equities Fund, Wright Major Blue Chip Equities Fund and Wright International Blue Chip Equities Fund),

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3.   Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, and changes in net assets of the Registrant as of, and for, the periods presented in this report;

4. The registrant's other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940 (the "Act")) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Act ) for the Registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the Registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the Registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and

(d) Disclosed in this report any change in the Registrant's internal control over financial reporting that occurred during the second fiscal half-year of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the Registrant's internal control over financial reporting; and

5. The registrant's other certifying officer and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the Registrant's internal control over financial reporting.

Date:
 August 25, 2016    /s/ Peter M. Donovan
     
Peter M. Donovan
     
President



 
Form N-CSR Item 12(a)(2) Exhibit

I, Michael J. McKeen, certify that:

1. I have reviewed this report on Form N-CSR of The Wright Managed Equity Trust (on behalf of Wright Selected Blue Chip Equities Fund, Wright Major Blue Chip Equities Fund and Wright International Blue Chip Equities Fund),

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3.   Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, and changes in net assets of the Registrant as of, and for, the periods presented in this report;

4. The registrant's other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940 (the "Act")) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Act ) for the Registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the Registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the Registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and

(d) Disclosed in this report any change in the Registrant's internal control over financial reporting that occurred during the second fiscal half-year of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the Registrant's internal control over financial reporting; and

5. The registrant's other certifying officer and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the Registrant's internal control over financial reporting.

Date:
August 25, 2016
   /s/ Michael J. Mckeen
     
Michael J. McKeen
     
Treasurer



EX-99.906 CERT 3 ex906cert.htm
Form N-CSR Item 12(b) Exhibit

The undersigned hereby certify in their capacity as President and Treasurer, respectively, of the Wright Managed Equity Trust (the "Trust") (on behalf of Wright Selected Blue Chip Equities Fund, Wright Major Blue Chip Equities Fund and Wright International Blue Chip Equities Fund), that:

(a)
the Semi Annual Report of the Trust (on behalf of Wright Selected Blue Chip Equities Fund, Wright Major Blue Chip Equities Fund and Wright International Blue Chip Equities Fund) on Form N-CSR for the period ended June 30, 2016 (the "Report") fully complies with the requirements of section 13(a) or 15(d) of the Securities Exchange Act of 1934, as amended, and

(b)
the information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Trust (on behalf of Wright Selected Blue Chip Equities Fund, Wright Major Blue Chip Equities Fund and Wright International Blue Chip Equities Fund) for such period.


A signed original of this written statement required by Section 906 has been provided to the Trust and will be retained by the Trust and furnished to the Securities and Exchange Commission or its staff upon request.

The Wright Managed Equity Trust (on behalf of Wright Selected Blue Chip Equities Fund, Wright Major Blue Chip Equities Fund and Wright International Blue Chip Equities Fund)

Dated:
   August 25, 2016
     
     /s/ Peter M. Donovan
   
Peter M. Donovan
   
President
     
Dated:
   August 25, 2016
     
     /s/ Michael J. Mckeen
   
Michael J. McKeen
   
Treasurer




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