-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, QWh0fEAZRB6eGEvohG7AxeD/BHxAXVjk+cF4RUTNIUWQfJsBq8l2RgCnK2BqdeUc pXD+7AQSI17KEZCmrAjvWg== 0000715165-04-000026.txt : 20041119 0000715165-04-000026.hdr.sgml : 20041119 20041119165631 ACCESSION NUMBER: 0000715165-04-000026 CONFORMED SUBMISSION TYPE: N-Q PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20040930 FILED AS OF DATE: 20041119 DATE AS OF CHANGE: 20041119 EFFECTIVENESS DATE: 20041119 FILER: COMPANY DATA: COMPANY CONFORMED NAME: WRIGHT MANAGED INCOME TRUST CENTRAL INDEX KEY: 0000715165 IRS NUMBER: 042789493 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-Q SEC ACT: 1940 Act SEC FILE NUMBER: 811-03668 FILM NUMBER: 041158459 BUSINESS ADDRESS: STREET 1: 255 STATE STREET CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 617-482-8260 MAIL ADDRESS: STREET 1: 255 STATE STREET STREET 2: 7TH FLOOR CITY: BOSTON STATE: MA ZIP: 02109 FORMER COMPANY: FORMER CONFORMED NAME: WRIGHT MANAGED BOND TRUST DATE OF NAME CHANGE: 19910331 FORMER COMPANY: FORMER CONFORMED NAME: BOND FUND FOR BANK TRUST DEPARTMENTS BFBT FUND DATE OF NAME CHANGE: 19880218 N-Q 1 incomeformnq0904.txt INCOME TRUST FORM N-Q - SEPTEMBER, 2004 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act File Number: 811-3668 The Wright Managed Income Trust --------------------------------------------------- (Exact Name of Registrant as Specified in Charter) The Eaton Vance Building, 255 State Street, Boston, Massachusetts 02109 ----------------------------------------------------------------------- (Address of Principal Executive Offices) Alan R. Dynner The Eaton Vance Building, 255 State Street, Boston, Massachusetts 02109 ----------------------------------------------------------------------- (Name and Address of Agent for Services) (617) 482-8260 ------------------------------ (Registrant's Telephone Number) December 31 ------------------------- Date of Fiscal Year End September 30, 2004 ------------------------- Date of Reporting Period ------------------------------------------------------------------------------ ITEM 1. SCHEDULE OF INVESTMENTS WRIGHT U.S. GOVERNMENT NEAR TERM FUND (WNTB) - ------------------------------------------------------------------------------- SCHEDULE OF INVESTMENTS - SEPTEMBER 30, 2004 (unaudited)
Face Coupon Maturity Market Current Amount Description Rate Date Price Value Yield - ------------------------------------------------------------------------------------------------------------------------------- GOVERNMENT INTERESTS MORTAGE-BACKED SECURITIES $ 115,934 FNMA PL# 254227 254227 5.000% 02/01/09 $102.145 $ 118,422 4.9% 661,699 FNMA POOL# 701043 701043 4.056% 04/01/33 100.955 668,020 4.0% 101,557 FHLMC GOLD BALLOON P 090710 5.000% 03/01/07 102.442 104,039 4.9% 71,227 FHLMC GOLD POOL #M90724 5.500% 05/01/07 102.759 73,193 5.4% 291,772 FHLMC GOLD POOL# M90767 4.500% 11/01/07 101.155 295,143 4.5% 506,434 FHLMC GOLD PL# M9079 000000 4.000% 02/01/08 100.959 511,293 4.0% 433,418 FHLMC GOLD POOL# M90 000000 4.000% 03/01/08 100.959 437,577 4.0% 1,483,010 FHLMC GOLD POOL# M90937 5.000% 08/01/09 102.462 1,519,535 4.9% 1,398,349 FHLMC GOLD POOL# M90941 4.500% 08/01/09 101.744 1,422,739 4.4% 518,521 FHLMC POOL# 1B1291 4.397% 11/01/33 101.273 525,126 4.3% U.S. GOVERNMENT AGENCIES $ 3,095,000 FANNIE MAE 3.000% 02/03/06 $100.068 $ 3,097,129 3.0% 770,000 FEDERAL FARM CREDIT BANK 2.500% 03/15/06 99.884 769,110 2.5% 795,000 FANNIE MAE 1.750% 06/16/06 98.510 783,158 1.8% 2,105,000 FREDDIE MAC 2.875% 11/03/06 99.724 2,099,197 2.9% U.S. TREASURIES $ 2,150,000 US TREASURY N/B 6.750% 05/15/05 $102.898 $ 2,212,318 6.6% 4,415,000 US TREASURY NOTE 4.625% 05/15/06 103.488 4,569,008 4.5% 1,600,000 UNITED STATES TREASURY NOTE 4.375% 05/15/07 104.019 1,664,314 4.2% NON-GOVERNMENT INTERESTS WHOLE LOAN MORTGAGE-BACKED SECURITIES $ 215,761 FHAMS 2004-AA3 A1 5.375% 09/25/34 $102.411 $ 220,963 5.3% 221,500 WAMU 2004-AR3 A2 4.240% 06/25/34 99.777 221,007 4.3% 221,200 FHASI 2004-AR4 3A1 4.700% 08/25/34 101.424 224,352 4.6% 216,552 CWALT 2004-15 2A1 5.317% 09/25/34 102.301 221,537 5.2% 223,421 SARM 2004-12 6A 4.192% 09/25/34 99.799 222,972 4.2% ----------- TOTAL INVESTMENTS (identified cost, $22,169,111) - 98.3% $21,980,152 Other Assets, Less Liabilities -- 1.7% 377,957 ----------- Net Assets -- 100.0% $22,358,109 ============
FHLMC - Federal Home Loan Mortgage Corporation FNMA - Federal National Mortgage Association The Fund did not have any open financial instruments at September 30, 2004. The cost and unrealized appreciation (depreciation) in value of the investments owned at September 30, 2004, as computed on a federal income tax basis, were as follows: AGGREGATE COST $ 22,169,111 ----------- Gross unrealized appreciation $ 21,774 Gross unrealized depreciation $ (210,732) ----------- NET UNREALIZED APPRECIATION $ (188,958) ============ WRIGHT U.S. GOVERNMENT INTERMEDIATE FUND (WUSGI) - ------------------------------------------------------------------------------- SCHEDULE OF INVESTMENTS - SEPTEMBER 30, 2004 (unaudited)
Face Coupon Maturity Market Current Amount Description Rate Date Price Value Yield - ---------------------------------------------------------------------------------------------------------------------------------- GOVERNMENT INTERESTS MORTGAGE-BACKED SECURITIES $ 57,967 FNMA PL# 254227 5.000% 02/01/09 $102.145 $ 59,211 4.9% 180,847 FNMA POOL#254546 5.500% 12/01/17 103.609 187,375 5.3% 181,908 FNMA PL# 663689 5.000% 01/01/18 101.841 185,257 4.9% 286,579 FNMA POOL# 701043 4.056% 04/01/33 100.955 289,317 4.0% 14,245 FHLMC GOLD POOL #M90724 5.500% 05/01/07 102.759 14,638 5.4% 291,772 FHLMC GOLD POOL# M90767 4.500% 11/01/07 101.155 295,143 4.5% 144,472 FHLMC GOLD POOL# M90 000000 4.000% 03/01/08 100.959 145,859 4.0% 274,015 FHLMC POOL# 1B1291 4.397% 11/01/33 101.273 277,505 4.3% U.S. GOVERNMENT AGENCIES $ 430,000 FANNIE MAE 3.000% 02/03/06 $100.068 $ 430,296 3.0% 1,030,000 FEDERAL FARM CREDIT BANK 2.500% 03/15/06 99.884 1,028,809 2.5% 1,070,000 FREDDIE MAC 2.875% 11/03/06 99.724 1,067,050 2.9% 1,175,000 FANNIE MAE 2.875% 05/19/08 97.792 1,149,057 2.9% 1,875,000 FANNIE MAE 3.875% 11/17/08 99.822 1,871,664 3.9% 390,000 TENESSEE VALLEY AUTHORITY 6.000% 03/15/13 111.225 433,779 5.4% U.S. TREASURIES $ 1,170,000 UNITED STATES TREASURY NOTE 3.875% 02/15/13 $ 99.406 $ 1,163,056 3.9% ----------- TOTAL INVESTMENTS (identified cost, $8,614,900) - 98.7% $8,598,016 Other Assets, less Liabilities - 1.3% 112,456 ----------- Net Assets - 100.0% $8,710,472 ============ FHLMC - Federal Home Loan Mortgage Corporation FNMA - Federal National Mortgage Association
The Fund did not have any open financial instruments at September 30, 2004. The cost and unrealized appreciation (depreciation) in value of the investments owned at September 30, 2004, as computed on a federal income tax basis, were as follows: AGGREGATE COST $ 8,614,900 ----------- Gross unrealized appreciation $ 31,272 Gross unrealized depreciation $ (48,156) ----------- NET UNREALIZED APPRECIATION $ (16,884) ============ WRIGHT TOTAL RETURN BOND FUND (WTRB) - ------------------------------------------------------------------------------- SCHEDULE OF INVESTMENTS - SEPTEMBER 30, 2004 (unaudited)
Face Coupon Maturity Market Current Amount Description Rate Date Price Value Yield - --------------------------------------------------------------------------------------------------------------------------------- ASSET-BACKED SECURITIES FINANCIAL SERVICES $ 140,000 MBNAM 2000-A A 7.350% 07/16/07 $102.012 $ 142,818 7.2% 430,000 CCCIT 2000-A1 A1 6.900% 10/17/07 104.531 449,485 6.6% 380,000 CCIMT 1999-2 A 5.875% 03/10/11 108.814 413,495 5.4% 610,000 MBNAM 1999-B A 5.900% 08/15/11 109.062 665,281 5.4% ---------- Total Asset-Backed Securities (identified cost, $1,661,891) - 4.3% $ 1,671,079 ---------- WHOLE LOAN MORTGAGE-BACKED SECURITIES FINANCIAL SERVICES $ 372,678 FHAMS 2004-AA3 A1 5.375% 09/25/34 $102.411 $ 381,664 5.3% 384,234 WAMU 2004-AR3 A2 4.240% 06/25/34 99.777 383,380 4.3% 381,218 FHASI 2004-AR4 3A1 4.700% 08/25/34 101.424 386,649 4.6% 369,124 CWALT 2004-15 2A1 5.317% 09/25/34 102.301 377,621 5.2% 382,299 SARM 2004-12 6A 4.192% 09/25/34 99.799 381,532 4.2% ---------- Total Whole Loan Mortgage-Backed Securities (identified cost, $1,905,049) - 5.0% $ 1,910,846 ---------- CORPORATE BONDS AUTO $ 190,000 DAIMLERCHRYSLER 7.2% 7.200% 09/01/09 $112.674 $ 214,081 6.4% 195,000 GENERAL MOTORS CORP 8.800% 03/01/21 109.791 214,093 8.0% BANKS $ 205,000 BANC ONE CORP 2.625% 06/30/08 $ 96.517 $ 197,861 2.7% 390,000 BAYERISCHE LANDESBANK-MTN 2.600% 10/16/06 99.484 387,988 2.6% 335,000 CIT GROUP INC 7.750% 04/02/12 118.518 397,037 6.5% 320,000 NATIONAL RURAL UTILITIES 7.250% 03/01/12 115.895 370,866 6.3% 325,000 ROYAL BK OF SCOT GRP PLC 7.648% 08/29/49 119.662 388,903 6.4% 360,000 US BANCORP 5.100% 07/15/07 104.647 376,731 4.9% BEVERAGES $ 380,000 PEPSICO INC 3.200% 05/15/07 $100.480 $ 381,827 3.2% BLDG - RESIDENTIAL $ 170,000 CENTEX CORP 7.875% 02/01/11 $116.730 $ 198,442 6.8% BUILDING MATERIALS $ 95,000 LOWE'S COMPANIES INC 8.250% 06/01/10 $120.740 $ 114,703 6.8% CABLE TV $ 170,000 COMCAST CABLE COMM HLDGS 8.375% 03/15/13 $121.289 $ 206,192 6.9% DIVERSIFIED FINAN SERV $ 375,000 BEAR STEARNS CO INC 2.186% 09/27/07 $101.402 $ 380,260 2.2% 340,000 BOEING CAPITAL CORP 7.375% 09/27/10 116.325 395,505 6.3% 230,000 CENDANT CORP 6.250% 01/15/08 107.875 248,113 5.8% 200,000 FORD MOTOR CREDIT CO 7.375% 10/28/09 109.649 219,300 6.7% 415,000 GENERAL ELEC CAP CORP 6.125% 02/22/11 110.415 458,224 5.6% 300,000 GOLDMAN SACHS GROUP INC 6.600% 01/15/12 111.840 335,520 5.9% 390,000 SLM CORP -MTNA 1.330% 01/26/09 99.844 389,395 1.3% 190,000 FIRST UNION CORP 6.400% 04/01/08 108.981 207,065 5.9% ELECTRIC-INTEGRATED $ 190,000 AMERICAN ELECTRIC POWER -SE 6.125% 05/15/06 $104.877 $ 199,266 5.8% 205,000 DOMINION RESOURCES INC 6.300% 03/15/33 101.512 208,100 6.2% 190,000 PPL ELECTRIC UTILITIES 5.875% 08/15/07 106.480 202,313 5.5% 185,000 PROGRESS ENERGY INC NTS NCL 7.100% 03/01/11 113.054 209,150 6.3% 210,000 SCANA CORPORATION 2.161% 11/15/06 100.247 210,519 2.2% FOOD-RETAIL $ 180,000 ALBERTSON'S INC 7.500% 02/15/11 $115.812 $ 208,462 6.5% 200,000 SAFEWAY INC 5.800% 08/15/12 104.873 209,747 5.5% INSTRUMENT - CONTROLS $ 345,000 HONEYWELL INC 7.000% 03/15/07 $108.812 $ 375,403 6.4% MEDICAL $ 110,000 AMGEN INC. 6.500% 12/01/07 $109.797 $ 120,777 5.9% 205,000 WYETH 5.500% 03/15/13 102.197 209,504 5.4% MEDICAL-HMO $ 380,000 UNITEDHEALTH GROUP INC 4.875% 04/01/13 $101.457 $ 385,539 4.8% MULTIMEDIA $ 185,000 TIME WARNER INC 6.750% 04/15/11 $111.087 $ 205,512 6.1% OIL&GAS $ 460,000 BP CAPITAL MARKETS PLC 2.750% 12/29/06 $ 99.716 $ 458,698 2.8% 320,000 PHILLIPS PETROLEUM 6.650% 07/15/18 115.142 368,457 5.8% 190,000 REPSOL INTL FIN 7.450% 07/15/05 103.820 197,260 7.2% 180,000 TRANSOCEAN SEDCO FOREX 144A 7.500% 04/15/31 119.108 214,395 6.3% PAPER&RELATED PRODUCTS $ 190,000 MEADWESTVACO CORP 6.850% 04/01/12 $111.559 $ 211,962 6.1% PIPELINES $ 185,000 DUKE CAPITAL 7.500% 10/01/09 $114.060 $ 211,011 6.6% PROPERTY/CASUALTY INSURANCE $ 205,000 FUND AMERICAN COS INC 5.875% 05/15/13 $102.263 $ 209,641 5.7% RETAIL $ 135,000 TJX COMPANIES INC 7.450% 12/15/09 $115.702 $ 156,198 6.4% TELECOMMUNICATIONS $ 165,000 AMERITECH CAPITAL FUNDING 7.500% 04/01/05 $102.420 $ 168,994 7.3% 180,000 AT&T WIRELESS SVCS INC 7.875% 03/01/11 118.632 213,538 6.6% 145,000 BRITISH TELECOM PLC 8.875% 12/15/30 131.762 191,056 6.7% 170,000 DEUTSCHE TELEKOM INT FIN 8.500% 06/15/10 119.997 203,996 7.1% 170,000 FRANCE TELECOM 8.500% 03/01/11 119.860 203,762 7.1% 190,000 SPRINT CAPITAL CORP 6.125% 11/15/08 108.036 205,269 5.7% 325,000 VERIZON GLOBAL FUNDING CORP 7.750% 12/01/30 120.132 390,430 6.5% ---------- Total Corporate Bonds (identified cost, $12,374,611) - 32.7% $12,431,065 ---------- GOVERNMENT INTERESTS MORTGAGE-BACKED SECURITIES $ 197,406 FGLMC POOL#A10798 5.500% 05/01/33 $101.619 $ 200,604 5.4% 693,302 FGLMC POOL#A13645 6.000% 09/01/33 103.464 717,319 5.8% 162,031 FHLMC GOLD POOL#C01646 6.000% 09/01/33 103.464 167,645 5.8% 124,758 FHLMC GOLD POOL#C01702 6.500% 10/01/33 105.409 131,507 6.2% 133,425 FGLMC POOL#C27663 7.000% 06/01/29 106.260 141,779 6.6% 522,737 FHLMC POOL# 1B1291 4.397% 11/01/33 101.273 529,395 4.3% 627,386 FNMA POOL# 254865 4.500% 08/01/18 99.974 627,226 4.5% 339,924 FNMA PL# 545317 5.500% 11/01/16 103.650 352,332 5.3% 545,724 FNMA PL# 663689 5.000% 01/01/18 101.841 555,772 4.9% 272,134 FNMA POOL# 725550 5.000% 05/01/19 101.841 277,145 4.9% 1,270,159 FNMA POOL # 254904 5.500% 09/01/33 101.574 1,290,158 5.4% 113,666 FNMA POOL # 545782 7.000% 07/01/32 106.113 120,615 6.6% 856,824 FNMA POOL# 545993 6.000% 11/01/32 103.655 888,144 5.8% 576,627 FNMA PL# 555531 5.500% 06/01/33 101.574 585,706 5.4% 670,412 FNMA PL# 576524 5.500% 01/01/29 101.975 683,660 5.4% 118,467 FNMA POOL #597396 6.500% 09/01/31 104.996 124,386 6.2% 70,415 FNMA PL#634823 6.500% 03/01/32 104.997 73,934 6.2% 334,546 FNMA POOL# 738630 5.500% 11/01/33 101.574 339,814 5.4% 532,467 FNMA PL# 739319 6.000% 10/01/33 103.647 551,889 5.8% 85,255 FNMA #479477 6.000% 01/01/29 103.816 88,510 5.8% 64,121 FNMA PL# 489357 6.500% 03/01/29 105.120 67,405 6.2% 90,603 FNMA WAM 30.0 8.500% 04/01/30 109.311 99,039 7.8% 402,203 FNMA POOL #545407 5.500% 01/01/32 101.748 409,236 5.4% 535,451 FNMA POOL# 701043 4.056% 04/01/33 100.955 540,567 4.0% 62,183 FHLMC GOLD 15YR 7% P 000903 7.000% 10/01/15 106.100 65,976 6.6% 138,359 GNMA-II PL# 2671 6.000% 11/20/28 103.952 143,827 5.8% 49,396 GNMA 8.0 510706 8.000% 11/15/29 109.248 53,965 7.3% 26,070 GNMA-II PL# 2909 8.000% 04/20/30 108.671 28,332 7.4% 72,508 GNMA-II PL# 2972 7.500% 09/20/30 107.313 77,812 7.0% 28,804 GNMA-II PL# 2973 8.000% 09/20/30 108.671 31,302 7.4% 1,095,234 GNMA POOL# 3442 5.000% 09/20/33 99.607 1,090,930 5.0% 1,243,324 GNMA II POOL # 3530 5.500% 03/20/34 101.734 1,264,889 5.4% 531,951 GNMA 374892 7.000% 02/15/24 107.164 570,065 6.5% 105,710 GNMA PL# 376400 376400 6.500% 02/15/24 106.146 112,208 6.1% 160,920 GNMA PL# 379982 379982 7.000% 02/15/24 107.164 172,450 6.5% 192,887 GNMA 410081 8.000% 08/15/25 109.876 211,937 7.3% 68,582 GNMA 427199 7.000% 12/15/27 106.929 73,335 6.6% 98,151 GNMA 436214 6.500% 02/15/13 106.382 104,416 6.1% 76,901 GOVERNMENT NATIONAL 442996 6.000% 06/15/13 105.903 81,442 5.7% 193,226 GOVERNMENT NATIONAL 448490 7.500% 03/15/27 107.895 208,483 7.0% 218,362 GOVERMENT NATIONAL M 458672 6.500% 01/15/28 105.856 231,151 6.1% 173,117 GNMA 460726 6.500% 12/15/27 105.908 183,347 6.1% 138,460 GOVERNMENT NATIONAL 463839 6.000% 05/15/13 105.903 146,635 5.7% 172,371 GNMA 478072 6.500% 05/15/28 105.856 182,466 6.1% 81,200 GNMA 488924 6.500% 11/15/28 105.856 85,956 6.1% 158,835 GNMA PL# 581536 5.500% 06/15/33 101.975 161,973 5.4% U.S. GOVERNMENT AGENCIES $ 405,000 FANNIE MAE 3.000% 02/03/06 $100.068 $ 405,279 3.0% 415,000 FEDERAL FARM CREDIT BANK 2.500% 03/15/06 99.884 414,520 2.5% 870,000 FREDDIE MAC 2.875% 11/03/06 99.724 867,601 2.9% 900,000 FANNIE MAE 2.875 05/19/08 97.792 880,129 2.9% 770,000 FANNIE MAE 3.875 11/17/08 99.822 768,630 3.9% 320,000 TENESSEE VALLEY AUTHORITY 6.000 03/15/13 111.225 355,921 5.4% 275,000 FMNA 6.250 05/15/29 112.008 308,024 5.6% U.S. TREASURIES $ 640,000 US TREASURY N/B 6.750% 05/15/05 $102.898 $ 658,550 6.6% 380,000 UNITED STATES TREASURY NOTE 3.875% 02/15/13 99.406 377,744 3.9% 100,000 US TREASURY BONDS 7.250% 05/15/16 125.914 125,914 5.8% 1,705,000 UNITED STATES TREASURY BOND 6.125% 11/15/27 116.125 1,979,934 5.3% ----------- Total Government Interests (identified cost, $21,777,316) - 57.8% $ 21,988,930 ----------- Total Investments (identified cost, $37,718,868) - 99.8% $ 38,001,919 Other assets, Less liabilities - 0.2% 526,575 ----------- Net Assets -- 100.0% $ 38,528,494 ============
FHLMC - Federal Home Loan Mortgage Corporation FNMA - Federal National Mortgage Association GNMA - Government National Mortgage Association The Fund did not have any open financial instruments at September 30, 2004. The cost and unrealized appreciation (depreciation) in value of the investments owned at September 30, 2004, as computed on a federal income tax basis, were as follows: AGGREGATE COST $ 37,718,868 ----------- Gross unrealized appreciation $ 525,236 Gross unrealized depreciation $ (242,184) ----------- NET UNREALIZED APPRECIATION $ 283,052 ============ WRIGHT CURRENT INCOME FUND (WCIF) - ------------------------------------------------------------------------------- SCHEDULE OF INVESTMENTS - SEPTMEMBER 30, 2004 (unaudited)
Face Coupon Maturity Market Current Amount Description Rate Date Price Value Yield - ----------------------------------------------------------------------------------------------------------------------------------- MORTGAGE-BACKED SECURITIES - 104.7% $1,435,123 FHLMC GOLD POOL# B11 000000 5.000% 01/01/19 $ 101.809 $ 1,461,097 4.9% 316,482 FNMA POOL#254546 5.500% 12/01/17 103.609 327,907 5.3% 883,536 FNMA PL# 696828 5.000% 04/01/18 101.841 899,804 4.9% 914,292 FNMA PL# 673315 5.500% 11/01/32 101.643 929,315 5.4% 735,396 FNMA POOL # 729950 6.000% 12/01/33 103.647 762,219 5.8% 215,740 FNMA POOL#535131 6.000% 03/01/29 103.816 223,974 5.8% 112,789 GNMA II 000723 7.500% 01/20/23 107.826 121,616 7.0% 21,377 GNMA-II PL# 2855 8.500% 12/20/29 109.607 23,431 7.8% 71,945 GOVERMENT NATIONAL M 462444 6.500% 12/15/27 105.908 76,197 6.1% 532 GNMA POOL 12526 8.000% 11/15/06 103.799 553 7.7% 2,066 GOVERNMENT NATIONAL 153564 10.000% 04/15/16 112.561 2,327 8.9% 5,911 GNMA II 001596 9.000% 04/20/21 112.617 6,657 8.0% 6,896 GOVERNMENT NATIONAL 172558 9.500% 08/15/16 113.160 7,805 8.4% 2,940 GOVERNMENT NATIONAL 176992 8.000% 11/15/16 109.397 3,217 7.3% 4,221 GOVERNMENT NATIONAL 177784 8.000% 10/15/16 109.397 4,618 7.3% 204 GOVERNMENT NATIONAL 190959 8.500% 02/15/17 110.894 227 7.7% 13,744 GOVERNMENT NATIONAL 192357 8.000% 04/15/17 109.524 15,053 7.3% 20,821 GOVERNMENT NATIONAL 194057 8.500% 04/15/17 110.894 23,090 7.7% 11,770 GOVERNMENT NATIONAL 194287 9.500% 03/15/17 113.345 13,341 8.4% 1,692 GOVERNMENT NATIONAL 196063 8.500% 03/15/17 110.894 1,877 7.7% 934 GOVERNMENT NATIONAL 208076 8.000% 04/15/17 109.524 1,023 7.3% 8,390 GOVERNMENT NATIONAL 211231 8.500% 05/15/17 110.894 9,305 7.7% 8,186 GOVERNMENT NATIONAL 212601 8.500% 06/15/17 110.894 9,078 7.7% 7,191 GOVERNMENT NATIONAL 220917 8.500% 04/15/17 110.894 7,975 7.7% 11,814 GOVERNMENT NATIONAL 223133 9.500% 07/15/17 113.345 13,392 8.4% 9,936 GOVERNMENT NATIONAL 223348 10.000% 08/15/18 112.893 11,218 8.9% 1,584 GOVERNMENT NATIONAL 223588 10.000% 12/15/18 112.893 1,789 8.9% 135,888 GNMA-II PL# 2268 7.500% 08/20/26 107.568 146,174 7.0% 14,353 GOVERNMENT NATIONAL 228308 10.000% 01/15/19 113.012 16,221 8.9% 6,330 GOVERNMENT NATIONAL 230223 9.500% 04/15/18 113.477 7,184 8.4% 1,466 GOVERNMENT NATIONAL 247473 10.000% 09/15/18 108.304 1,588 9.2% 3,941 GOVERNMENT NATIONAL 247872 10.000% 09/15/18 112.893 4,450 8.9% 2,218 GOVERNMENT NATIONAL 250412 8.000% 03/15/18 109.571 2,431 7.3% 5,163 GOVERNMENT NATIONAL 251241 9.500% 06/15/18 113.477 5,859 8.4% 8,383 GOVERNMENT NATIONAL 258911 9.500% 09/15/18 113.477 9,513 8.4% 10,184 GOVERNMENT NATIONAL 260999 9.500% 09/15/18 113.477 11,557 8.4% 9,569 GOVERNMENT NATIONAL 263439 10.000% 02/15/19 113.012 10,815 8.9% 1,750 GOVERNMENT NATIONAL 265267 9.500% 08/15/20 113.556 1,988 8.4% 5,759 GOVERNMENT NATIONAL 266983 10.000% 02/15/19 113.012 6,508 8.9% 3,517 GOVERNMENT NATIONAL 273690 9.500% 08/15/19 113.506 3,992 8.4% 7,131 GOVERNMENT NATIONAL 274489 9.500% 12/15/19 113.506 8,095 8.4% 9,412 GOVERNMENT NATIONAL 286556 9.000% 03/15/20 112.922 10,629 8.0% 6,672 GOVERNMENT NATIONAL 289092 9.000% 04/15/20 112.922 7,535 8.0% 9,416 GOVERNMENT NATIONAL 301366 8.500% 06/15/21 110.911 10,444 7.7% 1,896 GOVERNMENT NATIONAL 302723 8.500% 05/15/21 110.911 2,103 7.7% 9,308 GOVERNMENT NATIONAL 302933 8.500% 06/15/21 110.911 10,324 7.7% 6,276 GOVERNMENT NATIONAL 306693 8.500% 09/15/21 110.911 6,962 7.7% 12,156 GOVERNMENT NATIONAL 308792 9.000% 07/15/21 113.017 13,739 8.0% 3,819 GOVERNMENT NATIONAL 314222 8.500% 04/15/22 110.866 4,235 7.7% 14,682 GOVERNMNET NATIONAL 315187 8.000% 06/15/22 109.993 16,150 7.3% 16,088 GOVERNMENT NATIONAL 315754 8.000% 01/15/22 109.993 17,696 7.3% 29,056 GOVERNMENT NATIONAL 316240 8.000% 01/15/22 109.993 31,960 7.3% 31,818 GOVERNMENT NATIONAL 319441 8.500% 04/15/22 110.866 35,276 7.7% 16,532 GOVERNMENT NATIONAL 321976 8.500% 01/15/22 110.866 18,329 7.7% 293,717 GNMA II POOL# 3228 003228 6.500% 04/20/32 105.457 309,746 6.2% 19,977 GOVERNMENT NATIONAL 325165 8.000% 06/15/22 109.993 21,974 7.3% 21,581 GOVERNMNET NATIONAL 325651 8.000% 06/15/22 109.993 23,739 7.3% 984,722 GNMA-II PL#3259 003259 5.500% 07/20/32 101.857 1,003,017 5.4% 1,429,574 GNMA II POOL#3284 003284 5.500% 09/20/32 101.857 1,456,134 5.4% 26,864 GOVERNMENT NATIONAL 335950 8.000% 10/15/22 109.993 29,549 7.3% 40,656 GOVERNMENT NATIONAL 348213 6.500% 08/15/23 106.243 43,195 6.1% 34,556 GOVERNMENT NATIONAL 350659 7.500% 06/15/23 108.294 37,423 6.9% 266,986 GOVERNMENT NATIONAL 350938 6.500% 08/15/23 106.243 283,657 6.1% 201,360 GNMA POOL # 352001 6.500% 12/15/23 106.243 213,933 6.1% 91,012 GNMA 7% 352110 7.000% 08/15/23 107.164 97,533 6.5% 3,139,839 GNMA POOL # 3556 5.500% 05/20/34 101.734 3,194,298 5.4% 103,812 GOVERNMENT NATIONAL 368238 7.000% 12/15/23 107.164 111,251 6.5% 368,388 GOVERNMENT NATIONAL 372050 6.500% 02/15/24 106.146 391,033 6.1% 53,221 GOVERNMENT NATIONAL 372379 8.000% 10/15/26 109.743 58,407 7.3% 170,918 GNMA 7.5% 410215 7.500% 12/15/25 108.114 184,788 6.9% 42,828 GOVERNMENT NATIONAL 414736 7.500% 11/15/25 108.114 46,304 6.9% 153,520 GOVERNMENT NATIONAL 420707 7.000% 02/15/26 107.012 164,285 6.5% 66,070 GOVERNMENT NATIONAL 421829 7.500% 04/15/26 108.036 71,381 6.9% 26,869 GNMA POOL #431036 8.000% 07/15/26 109.743 29,487 7.3% 173,106 GOVERNMENT NATIONAL 005601 8.000% 11/15/26 109.743 189,973 7.3% 43,874 GOVERNMENT NATIONAL 044190 8.000% 12/15/26 109.743 48,150 7.3% 92,050 GNMA 449176 6.500% 07/15/28 105.856 97,441 6.1% 327,543 GOVERMENT NATIONAL M 458672 6.500% 01/15/28 105.856 346,726 6.1% 173,117 GNMA 6.5% 460726 6.500% 12/15/27 105.908 183,347 6.1% 107,871 GNMA 6.5% 462623 6.500% 03/15/28 105.856 114,189 6.1% 100,162 GNMA 6.5% 469226 6.500% 03/15/28 105.856 106,028 6.1% 240,531 GNMA 6.5% 469615 6.500% 10/15/28 105.856 254,618 6.1% 2,522,430 GNMA PL# 471369 5.500% 05/15/33 101.975 2,572,264 5.4% 284,514 GNMA 6.5% 472028 6.500% 05/15/28 105.856 301,177 6.1% 561,563 GNMA 6.5% 486482 6.500% 09/15/28 105.856 594,451 6.1% 415,759 GNMA PL#523002 6.500% 02/15/32 105.645 439,230 6.2% 138,929 GNMA #538314 7.000% 02/15/32 106.694 148,230 6.6% 34 GOVERNMENT NATIONAL 005466 8.500% 03/15/05 102.351 35 8.3% 341,575 GNMA PL# 547605 547605 6.500% 01/15/31 105.661 360,915 6.2% 262,242 GNMA PL# 552393 6.500% 02/15/32 105.645 277,047 6.2% 273,901 GNMA POOL #570141 6.500% 12/15/31 105.661 289,409 6.2% 1,238,010 GNMA POOL#585467 6.000% 08/15/32 103.871 1,285,942 5.8% 1,611,409 GNMA POOL# 589580 5.500% 11/15/32 102.045 1,644,376 5.4% 24 GOVERNMENT NATIONAL 005910 7.250% 02/15/05 101.902 25 7.1% 1,221,823 GNMA POOL #595207 5.500% 12/15/32 102.045 1,246,821 5.4% 1,040,080 GNMA POOL #595455 5.500% 11/15/32 102.045 1,061,359 5.4% 1,340,978 GNMA POOL#595606 6.000% 11/15/32 103.871 1,392,895 5.8% 995,825 GNMA POOL # 619718 6.000% 05/15/34 103.837 1,034,038 5.8% 420 GOVERNMENT NATIONAL 007003 8.000% 07/15/05 102.019 429 7.8% 157,649 GNMA POOL# 780429 7.500% 09/15/26 108.074 170,380 6.9% 344 GOVERNMENT NATIONAL 009106 8.250% 05/15/06 104.134 359 7.9% 455 GOVERNMENT NATIONAL 009889 7.250% 02/15/06 103.142 470 7.0% 591,543 GNMA POOL# 587080 6.500% 05/15/32 105.645 624,936 6.2% ----------- TOTAL INVESTMENTS (identified cost, $25,328,642) - 104.7% $27,936,256 ----------- Other Assets, less Liabilities - (4.7%) (1,243,143) ----------- Net Assets 100.0% $26,693,113 ============ FHLMC - Federal Home Loan Mortgage Corporation FNMA - Federal National Mortgage Association GNMA - Government National Mortgage Association
The Fund did not have any open financial instruments at September 30, 2004. The cost and unrealized appreciation (depreciation) in value of the investments owned at September 30, 2004, as computed on a federal income tax basis, were as follows: AGGREGATE COST $ 25,328,642 ----------- Gross unrealized appreciation $ 2,638,140 Gross unrealized depreciation $ (30,526) ----------- NET UNREALIZED APPRECIATION $ 2,607,614 ============ ITEM 2. 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 on this Form N-Q has been recorded, processed, summarized and reported within the time period specified in 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 changes in the registrant's internal controls over financial reporting during the fiscal quarter for which the report is being filed that have materially affected, or are reasonably likely to materially affect the registrant's internal control over financial reporting. Item 3. Exhibits Certification of Principal Executive Officer and Principal Financial Officer of the Registrant as required by Rule 30a-2(a) under the Investment Company Act of 1940(17CFR 270.30a-2(a)) is attached hereto as Exhibit 99Cert. 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. The Wright Managed Income Trust (On behalf of Wright U.S. Government Near - -------------------------------------------------------------------------------- Term Fund, Wright U.S. Government Intermediate Fund, Wright Total Return Bond - -------------------------------------------------------------------------------- Fund and Wright Current Income Fund. - ------------------------------------ By: /s/ Peter M. Donovan ---------------------- Peter M. Donovan President Date: November 11, 2004 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/ James L. O'Connor ---------------------- James L. O'Connor Treasurer Date: November 15, 2004 By: /s/ Peter M. Donovan ---------------------- Peter M. Donovan President Date: November 11, 2004 EX-99.CERT 2 incformnq302cert0904.txt INCOME TRUST 302 CERTIFICATION CERTIFICATIONS I, James L. O'Connor, certify that: 1. I have reviewed this report on Form N-Q of The Wright Managed Income Trust (on behalf of Wright U.S. Government Near Term Fund, Wright U.S. Government Intermediate Fund, Wright Total Return Bond Fund and Wright Current Income 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 schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed; 4. The registrant's other certifying officer (s) 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) and internal control over financial reporting (as defined in rule 30a-3(d) under the Investment Company Act of 1940) 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 registrant's most recent fiscal quarter 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(s) 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 controls 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 controls over financial reporting.; and Date:November 15, 2004 /s/ James L. O'Connor - ------------------------ James L. O'Connor Treasurer - ------------------------------------------------------------------------------- I, Peter M. Donovan, certify that: 1. I have reviewed this report on Form N-Q of The Wright Managed Income Trust (on behalf of Wright U.S. Government Near Term Fund, Wright U.S. Government Intermediate Fund, Wright Total Return Bond Fund and Wright Current Income 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 schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed; 4. The registrant's other certifying officer (s) 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) and internal control over financial reporting (as defined in rule 30a-3(d) under the Investment Company Act of 1940) 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 registrant's most recent fiscal quarter 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(s) 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 controls 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 controls over financial reporting.; and Date:November 11, 2004 /s/ Peter M. Donovan - ------------------------ Peter M. Donovan President - ------------------------------------------------------------------------------- -----END PRIVACY-ENHANCED MESSAGE-----