-----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, NsHEtaAH1tIIN5OAVjUpI6DAndts9jQFASXjKXy22SoitnAA0FsRtBpaSMPMxX9k HmOmAHB5QNqAZHMyHI0GsA== 0000715165-07-000013.txt : 20070529 0000715165-07-000013.hdr.sgml : 20070528 20070529102403 ACCESSION NUMBER: 0000715165-07-000013 CONFORMED SUBMISSION TYPE: N-Q PUBLIC DOCUMENT COUNT: 3 CONFORMED PERIOD OF REPORT: 20070331 FILED AS OF DATE: 20070529 DATE AS OF CHANGE: 20070529 EFFECTIVENESS DATE: 20070529 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: 07882328 BUSINESS ADDRESS: STREET 1: THE EATON VANCE BUILDING STREET 2: 255 STATE STREET CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 617-482-8260 MAIL ADDRESS: STREET 1: THE EATON VANCE BUILDING STREET 2: 255 STATE STREET 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 0000715165 S000009473 WRIGHT U.S. Government Near Term Fund C000025925 Wright U.S. Government Near Term Fund WNTBX 0000715165 S000009581 Wright Total Return Bond Fund C000026173 Wright Total Return Bond Fund WTRBX 0000715165 S000009582 Wright Current Income Fund C000026174 Wright Current Income Fund WCIFX N-Q 1 incformnq0307.txt INCOME TRUST PORTFOLIO HOLDINGS - MARCH 31, 2007 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 March 31, 2007 -------------------- Date of Reporting Period - ------------------------------------------------------------------------------- ITEM 1. SCHEDULE OF INVESTMENTS WRIGHT TOTAL RETURN BOND FUND (WTRB) - ------------------------------------------------------------------------------- PORTFOLIO OF INVESTMENTS - MARCH 31, 2007 (unaudited) Face Coupon Maturity Market Current Amount Description Rate Date Price Yield - ---------------------------------------------------------------------------------------------------------------------------------- ASSET-BACKED SECURITIES - 2.4% $ 335,000 Credit-Based Asset Servicing and Securities, Series 2005-CB7 AF2 5.147% 11/25/35 $333,326 5.2% 405,000 Structured Asset Securities Corp., Series 2004-23XS 1A4 4.930% 01/25/35 399,476 5.0% ---------- Total Asset Backed Securities (Identified Cost, $732,070) $732,802 ---------- COMMERCIAL MORTGAGE-BACKED SECURITIES - 9.0% $ 340,000 Citigroup Commercial Mortgage Trust, Series 2004-C2 A5 4.733% 10/15/41 $ 328,351 4.9% 440,000 CS First Boston Mortgage Securities Corp. Series 2003-C3 A5 3.936% 05/15/38 411,624 4.2% 565,000 JP Morgan Chase Commercial Mortgage Securities, Series 2004-C3 A5 4.878% 01/15/42 549,689 5.0% 335,000 Lehman Brothers UBS 2006 C6 A4 5.372% 09/15/39 335,151 5.4% 278,418 Salomon Brothers Mortage Securities VII, Series 2002-KEY2 A2 4.467% 03/18/36 273,209 4.6% 420,000 Merrill Lynch/Countrywide Commercial Mortgage Trust, Series 2006-2 A4 5.910% 06/12/46 438,072 5.7% 425,000 Merrill Lynch Mortgage, Series 2005-LC1 A4 5.291% 01/12/44 423,440 5.3% ---------- Total Commercial Mortgage-Backed Securities (Identified Cost, $2,756,057) $2,759,536 ---------- NON-AGENCY MORTGAGE-BACKED SECURITIES - 0.9% $ 308,223 First Horizon Alternative Mortgage Securities, Series 2005-AA10 1A2 5.778% 12/25/35 $305,816 5.8% ---------- Total Non-Agency Mortgage-Backed Securities (Identified Cost, $308,224) $305,816 ---------- CORPORATE BONDS - 19.2% AUTO - 0.5% - ----------- $ 145,000 DaimlerChrysler North America Holding Co. 7.200% 09/01/09 $151,439 6.9% BANKS & MISC.FINANCIAL - 2.7% - ----------------------------- $ 305,000 HSBC Finance Corp. 4.125% 11/16/09 $297,943 4.2% 200,000 Royal Bank of Scotland Group PLC 7.648% 08/29/49 232,127 6.6% 290,000 Wachovia Capital Trust III 5.800% 03/15/42 293,715 5.7% BUILDING-RESIDENTIAL/COMMERCIAL - 0.5% - -------------------------------------- $ 145,000 Centex Corp. 7.875% 02/01/11 $153,989 7.4% CABLE TV - 0.3% - --------------- $ 100,000 Comcast Cable Comm Holdings 5.875% 02/15/18 $100,470 5.9% COMMUNICATIONS EQUIPMENT - 0.4% - ------------------------------- $ 140,000 Harris Corp. 5.000% 10/01/15 $133,248 5.3% DIVERSIFIED FINANCIALS - 4.3% - ----------------------------- $ 225,000 Countrywide Home Loans 6.250% 04/15/09 $229,242 6.1% 290,000 General Electric Capital Corp. 5.875% 02/15/12 299,722 5.7% 240,000 Goldman Sachs Group, Inc. 6.450% 05/01/36 244,596 6.3% 265,000 International Lease Finance Corp. 5.875% 05/01/13 274,053 5.7% 270,000 JP Morgan Capital XVlll 6.950% 08/17/36 282,307 6.7% ELECTRIC UTILITIES - 0.7% - -------------------------- $ 130,000 American Electric Power 5.250% 06/01/15 $128,086 5.3% 90,000 Dominion Resources, Inc. 6.300% 03/15/33 91,782 6.2% FOOD - RETAIL - 0.4% - --------------------- $ 110,000 Safeway, Inc. 5.800% 08/15/12 $111,539 5.7% INFORMATION TECHNOLOGY - 1.6% - ----------------------------- $ 260,000 Cisco Systems, Inc. 5.500% 02/22/16 $262,255 5.5% 225,000 Oracle Corp. 5.000% 01/15/11 224,363 5.0% INSURANCE - 1.7% - ----------------- $ 130,000 Fund American Cos., Inc 5.875% 05/15/13 $130,203 5.9% 155,000 Partnerre Finance 6.440% 12/01/66 153,504 6.5% 240,000 St. Paul Travelers 5.500% 12/01/15 241,259 5.5% MEDICAL - 0.5% - -------------- $ 170,000 Hospira, Inc. 4.950% 06/15/09 $168,255 5.0% OIL & GAS - 0.9% - ---------------- $ 150,000 Oneok, Inc. 5.510% 02/16/08 $150,271 5.5% 115,000 Sempra Energy 6.000% 02/01/13 118,544 5.8% PIPELINES - 0.5% - ------------------- $ 140,000 Duke Capital Corp. 7.500% 10/01/09 $147,380 7.1% RETAIL - 0.9% - -------------------- $ 145,000 Autozone, Inc. 4.375% 06/01/13 $136,022 4.7% 120,000 TJX Cos., Inc. 7.450% 12/15/09 126,930 7.0% SEMICONDUCTOR EQUIPMENT & PRODUCTS - 0.6% - ----------------------------------------- $ 170,000 Applied Material, Inc. 7.125% 10/15/17 $187,388 6.5% TELECOMMUNICATIONS - 2.7% - --------------------------- $ 135,000 AT&T Wireless Services, Inc. 7.875% 03/01/11 $147,844 7.2% 70,000 British Telecom PLC 9.125% 12/15/30 96,388 6.6% 150,000 Deutsche Telekom International Finance 8.000% 06/15/10 162,717 7.4% 140,000 France Telecom SA 7.750% 03/01/11 152,656 7.1% 220,000 Verizon Global Funding Corp. 7.750% 12/01/30 255,744 6.7% ---------- Total Corporate Bonds (identified cost. $5,875,182) $ 5,885,981 ---------- GOVERNMENT INTERESTS - 66.8% MORTGAGE-BACKED SECURITIES - ------------------------------ $ 47,129 FHLMC/FGLMC Pool #C27663 7.000% 06/01/29 $ 49,059 6.7% 450,000 FHLMC GOLD Pool #A58218 6.500% 03/01/37 459,052 6.4% 151,212 FHLMC GOLD Pool #M30297 4.000% 09/01/18 143,707 4.2% 799,315 FHLMC GOLD Pool #A35363 5.000% 07/01/35 773,527 5.2% 250,738 FHLMC GOLD Pool #A32600 5.500% 05/01/35 248,442 5.6% 184,061 FHLMC GOLD Pool #C47318 7.000% 09/01/29 193,631 6.7% 653,623 FHLMC GOLD Pool #C55780 6.000% 01/01/29 664,102 5.9% 146,998 FHLMC GOLD Pool #D66753 6.000% 10/01/23 148,347 6.0% 21,811 FHLMC GOLD Pool #E00903 7.000% 10/01/15 22,535 6.8% 307,931 FHLMC GOLD Pool #E01425 4.500% 08/01/18 299,066 4.6% 457,192 FHLMC GOLD Pool #G01035 6.000% 05/01/29 464,395 5.9% 187,166 FHLMC GOLD Pool #G01842 4.500% 06/01/35 176,076 4.8% 192,473 FHLMC GOLD Pool #N30514 5.500% 11/01/28 193,467 5.5% 83,122 FHLMC GOLD Pool #C01646 6.000% 09/01/33 84,196 5.9% 234,843 FHLMC Pool #1B1291 4.401% 11/01/33 233,222 4.4% 703,146 FHLMC Pool #1G0233 5.018% 05/01/35 702,523 5.0% 161,778 FHLMC Pool #781071 5.194% 11/01/33 161,371 5.2% 126,567 FHLMC Pool #781804 5.079% 07/01/34 124,879 5.2% 65,083 FHLMC Pool #781884 5.155% 08/01/34 64,417 5.2% 152,933 FHLMC Pool #782862 5.009% 11/01/34 150,755 5.1% 301,343 FHR 1983 Z 6.500% 12/15/23 313,789 6.2% 40,639 FNMA Pool #479477 6.000% 01/01/29 41,272 5.9% 39,391 FNMA Pool #489357 6.500% 03/01/29 40,631 6.3% 183,496 FNMA Pool #545317 5.500% 11/01/16 184,616 5.5% 225,800 FNMA Pool #747529 4.500% 10/01/33 212,856 4.8% 58,924 FNMA Pool #545782 7.000% 07/01/32 61,867 6.7% 348,724 FNMA Pool #730505 4.500% 08/01/33 328,733 4.8% 582,202 FNMA Pool #745467 5.824% 04/01/36 587,593 5.8% 147,893 FNMA Pool #253057 8.000% 12/01/29 156,894 7.5% 242,488 FNMA Pool #545407 5.500% 01/01/32 240,580 5.5% 49,938 FNMA Pool #597396 6.500% 09/01/31 51,454 6.3% 806,010 FNMA Pool #781893 4.500% 11/01/31 762,837 4.8% 84,590 FNMA Pool #809888 4.500% 03/01/35 79,562 4.8% 67,816 FNMA Pool #254845 4.000% 07/01/13 65,943 4.1% 67,257 FNMA Pool #254863 4.000% 08/01/13 65,386 4.1% 182,888 FNMA Pool #254865 4.500% 08/01/18 177,600 4.6% 491,193 FNMA Pool #254904 5.500% 09/01/33 487,322 5.5% 73,603 FNMA Pool #725866 4.500% 09/01/34 69,285 4.8% 194,774 FNMA Pool #738630 5.500% 11/01/33 193,239 5.5% 299,628 FNMA Pool #753189 4.000% 12/01/33 274,020 4.4% 318,848 FNMA Pool #755749 5.500% 01/01/29 317,392 5.5% 274,757 FNMA Pool #807804 5.500% 03/01/35 272,250 5.6% 619,853 FNMA Pool #809324 4.880% 02/01/35 619,054 4.9% 239,693 FNMA Pool #709423 4.523% 06/01/33 237,227 4.6% 35,685 FNMA WAM Pool #535332 8.500% 04/01/30 38,434 7.9% 101,337 GNMA Pool #410081 8.000% 08/15/25 107,533 7.5% 34,925 GNMA Pool #436214 6.500% 02/15/13 35,830 6.3% 98,512 GNMA Pool #460726 6.500% 12/15/27 101,483 6.3% 16,966 GNMA Pool #488924 6.500% 11/15/28 17,478 6.3% 37,467 GNMA Pool #427199 7.000% 12/15/27 39,223 6.7% 296,576 GNMA Pool #374892 7.000% 02/15/24 310,158 6.7% 19,351 GNMA Pool #510706 8.000% 11/15/29 20,560 7.5% 59,196 GNMA Pool #376400 6.500% 02/15/24 60,854 6.3% 85,564 GNMA Pool #379982 7.000% 02/15/24 89,482 6.7% 99,139 GNMA Pool #581536 5.500% 06/15/33 98,757 5.5% 258,398 GNMA Pool #393347 7.500% 02/15/27 270,095 7.2% 78,213 GNMA Pool #458762 6.500% 01/15/28 80,571 6.3% 65,532 GNMA-II Pool #002671 6.000% 11/20/28 66,583 5.9% 9,718 GNMA-II Pool #002909 8.000% 04/20/30 10,276 7.6% 26,293 GNMA-II Pool #002972 7.500% 09/20/30 27,357 7.2% 9,736 GNMA-II Pool #002973 8.000% 09/20/30 10,296 7.6% 212,919 GNMA-II Pool #002630 6.500% 08/20/28 219,009 6.3% 27,743 GNMA Pool #442996 6.000% 06/15/13 28,273 5.9% 106,843 GNMA Pool #448490 7.500% 03/15/27 111,680 7.2% 36,785 GNMA Pool #463839 6.000% 05/15/13 37,487 5.9% 97,196 GNMA Pool #003095 6.500% 06/20/31 99,880 6.3% U.S. TREASURIES - ----------------- $ 1,412,885 TSY INFL IX N/B 2.000% 01/15/14 $ 1,399,529 2.0% 1,185,000 U.S. Treasury Bond 6.125% 11/15/27 1,368,490 5.3% 3,580,000 U.S. Treasury Note 3.375% 11/15/08 3,507,005 3.5% 460,000 U.S. Treasury Note 5.000% 08/15/11 469,057 4.9% 535,000 U.S. Treasury Bond 8.125% 08/15/19 698,844 6.2% ---------- Total Government Interests (identified cost, $20,499,125) $20,522,395 ---------- SHORT-TERM INVESTMENTS - 1.5% - ------------------------------- 460,000 U.S. Treasury Bill (identified cost, $459,030) 5.060% 04/12/07 $ 459,030 5.1% ---------- TOTAL INVESTMENTS (identified cost: $30,629,688) - 99.8% $30,665,560 OTHER ASSETS, LESS LIABILITIES - 0.2% 51,677 ---------- TOTAL ASSETS - 100.0% $30,717,237 ============ FHLMC, FHR - Federal Home Loan Mortgage Corporation FNMA - Federal National Mortgage Association GNMA - Government National Mortgage Association TSY INFL - Treasury Inflation Protected Security (TIPS) The Fund did not have any open financial instruments at March 31, 2007. The cost and unrealized appreciation (depreciation) in value of the investments owned at March 31, 2007, as computed on a federal income tax basis, were as follows: AGGREGATE COST $ 30,708,783 ----------- Gross unrealized appreciation $ 234,437 Gross unrealized depreciation $ (277,660) ----------- NET UNREALIZED DEPRECIATION $ (43,223) ============
WRIGHT CURRENT INCOME FUND (WCIF) - ------------------------------------------------------------------------------- PORTFOLIO OF INVESTMENTS - MARCH 31, 2007 (unaudited) Face Coupon Maturity Market Current Amount Description Rate Date Value Yield - --------------------------------------------------------------------------------------------------------------------------------- ASSET-BACKED SECURITIES - 4.2% $ 291,717 Bear Stearns Adjustable Rate Mortgage Series 2003-4, Class 3A1 4.961% 7/25/2033 $ 287,744 5.0% 813,711 Chase Mortgage Finance Corp. Series 2003-S3, Class A16 5.000% 11/25/2033 789,548 5.2% 575,786 Countrywide Home Loans, Series 2006-J1 Class 3A1 6.000% 2/25/2036 577,771 6.0% MORTGAGE-BACKED SECURITIES - 96.4% $ 244,144 FHLMC GOLD POOL #M90796 4.000% 2/1/2008 $ 241,554 4.0% 254,683 FHLMC GOLD POOL #M90802 4.000% 3/1/2008 251,850 4.0% 23,409 FHLMC GOLD POOL #M90724 5.500% 5/1/2007 23,397 5.5% 220,248 FHLMC GOLD POOL #M90767 4.500% 11/1/2007 218,964 4.5% 726,825 FHLMC GOLD POOL #M90937 5.000% 8/1/2009 723,500 5.0% 732,888 FHLMC GOLD POOL #M90941 4.500% 8/1/2009 726,634 4.5% 133,977 FHLMC GOLD POOL #G00812 6.500% 4/1/2026 137,499 6.3% 138,598 FHLMC GOLD POOL #D81642 7.500% 8/1/2027 145,366 7.2% 214,370 FHLMC POOL #D82572 7.000% 9/1/2027 223,045 6.7% 155,819 FHLMC GOLD POOL #E81704 8.500% 5/1/2015 166,081 8.0% 166,778 FHLMC GOLD POOL #E90181 6.500% 6/1/2017 170,880 6.3% 232,949 FHLMC POOL #1B1291 4.401% 11/1/2033 231,341 4.4% 374,333 FHLMC GOLD POOL #G01842 4.500% 6/1/2035 352,152 4.8% 591,757 FHLMC POOL #1G0233 5.018% 5/1/2035 591,232 5.0% 455,283 FHLMC Series 15 7.000% 7/25/2023 469,466 6.8% 158,172 FHLMC GOLD POOL #C00778 7.000% 6/1/2029 164,649 6.7% 52,611 FGLMC PL #C00548 7.000% 8/1/2027 54,740 6.7% 142,264 FHLMC GOLD POOL #E00678 6.500% 6/1/2014 145,832 6.3% 145,996 FHLMC GOLD POOL #E00721 6.500% 7/1/2014 149,666 6.3% 227,370 FHLMC GOLD POOL #C47318 7.000% 9/1/2029 239,192 6.7% 200,000 FHLMC 2176 OJ 7.000% 8/15/2029 206,177 6.8% 164,034 FHLMC 2201 C 8.000% 11/15/2029 170,695 7.7% 125,965 FHLMC POOL #765183 5.818% 8/1/2024 127,813 5.7% 552,108 FNMA SER G93-5 Z 6.500% 2/25/2023 566,028 6.3% 72,508 FNMA POOL #254227 5.000% 2/1/2009 72,543 5.0% 24,425 FNMA POOL #254505 5.000% 11/1/2009 24,438 5.0% 1,103,124 FNMA POOL #255669 4.500% 2/1/2035 1,037,542 4.8% 357,699 FNMA POOL #313953 7.000% 12/1/2017 373,037 6.7% 112,985 FNMA POOL #535131 6.000% 3/1/2029 114,743 5.9% 170,104 FNMA WAM 29.11 POOL #535817 7.000% 4/1/2031 177,751 6.7% 144,907 FNMA POOL #545133 6.500% 12/1/2028 148,755 6.3% 106,562 FNMA POOL #663689 5.000% 1/1/2018 105,405 5.1% 539,403 FNMA POOL #673315 5.500% 11/1/2032 535,220 5.5% 318,432 FHLMC 2457 PE 6.500% 6/15/2032 325,134 6.4% 463,981 FNMA POOL #701043 4.010% 4/1/2033 462,681 4.0% 64,313 FNMA POOL #733750 6.310% 10/1/2032 65,850 6.2% 436,652 FNMA POOL #745467 5.824% 4/1/2036 440,695 5.8% 338,835 FNMA POOL #745630 5.500% 1/1/2029 337,189 5.5% 957,030 FNMA POOL #765218 4.000% 1/1/2034 875,235 4.4% 518,265 FHLMC GOLD POOL #801357 5.500% 8/1/2034 514,247 5.5% 884,246 FNMA POOL #809324 4.900% 2/1/2035 883,106 4.9% 550,852 FNMA POOL #816108 5.500% 5/1/2035 545,825 5.6% 330,931 FNMA POOL #825395 4.849% 7/1/2035 330,312 4.9% 586,532 FNMA POOL #871394 7.000% 4/1/2021 603,872 6.8% 898,812 FNMA POOL #892522 6.187% 8/1/2036 913,096 6.1% 338,282 GNMA POOL #595606 6.000% 11/15/2032 343,652 5.9% 132,483 GNMA II POOL #601255 6.310% 1/20/2033 135,081 6.2% 115,149 GNMA II POOL #601135 6.310% 9/20/2032 117,493 6.2% 49,356 GNMA POOL #602377 4.500% 6/15/2018 48,124 4.6% 629,904 GNMA POOL #603250 5.500% 4/15/2034 627,297 5.5% 51,075 GNMA POOL #603377 4.500% 1/15/2018 49,800 4.6% 37,378 GNMA II POOL #723 7.500% 1/20/2023 38,865 7.2% 3,411 GNMA II POOL #1596 9.000% 4/20/2021 3,672 8.4% 57,253 GNMA II POOL #2268 7.500% 8/20/2026 59,618 7.2% 161,489 GNMA II POOL #2442 6.500% 6/20/2027 166,107 6.3% 110,991 GNMA II POOL #3484 3.500% 9/20/2033 95,269 4.1% 217,601 GNMA II POOL #3554 4.500% 5/20/2034 205,302 4.8% 1,879,573 GNMA II POOL #3556 5.500% 5/20/2034 1,868,860 5.5% 324,189 GNMA II POOL #3567 4.500% 6/20/2034 305,866 4.8% 6,052 GNMA-II POOL #2855 8.500% 12/20/2029 6,486 7.9% 584,518 GNMA II POOL #3053 6.500% 3/20/2031 600,660 6.3% 536,023 GNMA-II POOL# 3259 5.500% 7/20/2032 533,223 5.5% 335,089 GNMA II POOL #3284 5.500% 9/20/2032 333,338 5.5% 138,889 GNMA II POOL #3401 4.500% 6/20/2033 131,112 4.8% 277,173 GNMA II POOL #3388 4.500% 5/20/2033 261,652 4.8% 2,029,965 GNMA II POOL #3734 4.500% 7/20/2035 1,913,855 4.8% 1,544,989 GNMA II POOL #3747 5.000% 8/20/2035 1,498,851 5.2% 314,966 GNMA II POOL #3920 6.000% 11/20/2036 318,782 5.9% 112,387 GNMA II POOL #608120 6.310% 1/20/2033 114,591 6.2% 947,361 GNMA POOL #608639 5.500% 7/15/2024 946,236 5.5% 182,134 GNMA POOL #609452 4.000% 8/15/2033 165,975 4.4% 188,814 GNMA POOL #346987 7.000% 12/15/2023 197,448 6.7% 99,813 GNMA POOL #352001 6.500% 12/15/2023 102,619 6.3% 37,675 GNMA POOL #352110 7.000% 8/15/2023 39,397 6.7% 51,981 GNMA POOL #368238 7.000% 12/15/2023 54,358 6.7% 50,610 GNMA POOL #372379 8.000% 10/15/2026 53,735 7.5% 61,336 GNMA POOL #396537 7.490% 3/15/2025 64,096 7.2% 45,723 GNMA POOL #399726 7.490% 5/15/2025 47,781 7.2% 177,877 GNMA POOL #399788 7.490% 9/15/2025 185,883 7.2% 30,745 GNMA POOL #399958 7.490% 2/15/2027 32,129 7.2% 68,363 GNMA POOL #399964 7.490% 4/15/2026 71,442 7.2% 81,368 GNMA POOL #410215 7.500% 12/15/2025 85,051 7.2% 13,059 GNMA POOL #414736 7.500% 11/15/2025 13,650 7.2% 50,980 GNMA POOL #420707 7.000% 2/15/2026 53,367 6.7% 30,548 GNMA POOL #421829 7.500% 4/15/2026 31,933 7.2% 18,624 GNMA POOL #431036 8.000% 7/15/2026 19,774 7.5% 51,316 GNMA POOL #431612 8.000% 11/15/2026 54,484 7.5% 63,149 GNMA POOL #438004 7.490% 11/15/2026 65,993 7.2% 14,957 GNMA POOL #442190 8.000% 12/15/2026 15,880 7.5% 22,875 GNMA POOL #449176 6.500% 7/15/2028 23,565 6.3% 48,628 GNMA POOL #462623 6.500% 3/15/2028 50,093 6.3% 363,318 GNMA POOL #471369 5.500% 5/15/2033 361,917 5.5% 102,120 GNMA POOL #475149 6.500% 5/15/2013 104,765 6.3% 143,899 GNMA POOL #489377 6.375% 3/15/2029 147,597 6.2% 136,975 GNMA POOL #524811 6.375% 9/15/2029 140,495 6.2% 43,886 GNMA POOL #538314 7.000% 2/15/2032 45,916 6.7% 2,129 GNMA POOL #176992 8.000% 11/15/2016 2,243 7.6% 2,526 GNMA POOL #177784 8.000% 10/15/2016 2,662 7.6% 7,382 GNMA POOL #211231 8.500% 5/15/2017 7,911 7.9% 2,581 GNMA POOL #212601 8.500% 6/15/2017 2,765 7.9% 11,982 GNMA POOL #192357 8.000% 4/15/2017 12,655 7.6% 17,646 GNMA POOL #194057 8.500% 4/15/2017 18,909 7.9% 5,029 GNMA POOL #194287 9.500% 3/15/2017 5,477 8.7% 1,439 GNMA POOL #196063 8.500% 3/15/2017 1,542 7.9% 3,204 GNMA POOL #220917 8.500% 4/15/2017 3,434 7.9% 8,081 GNMA POOL #223348 10.000% 8/15/2018 9,022 9.0% 12,520 GNMA POOL #228308 10.000% 1/15/2019 13,983 9.0% 2,894 GNMA POOL #230223 9.500% 4/15/2018 3,161 8.7% 1,472 GNMA POOL #265267 9.500% 8/15/2020 1,615 8.7% 1,863 GNMA POOL #266983 10.000% 2/15/2019 2,081 9.0% 580 GNMA POOL #247473 10.000% 9/15/2018 601 9.6% 3,560 GNMA POOL #247872 10.000% 9/15/2018 3,974 9.0% 4,017 GNMA POOL #251241 9.500% 6/15/2018 4,387 8.7% 5,536 GNMA POOL #260999 9.500% 9/15/2018 6,046 8.7% 5,749 GNMA POOL #263439 10.000% 2/15/2019 6,421 9.0% 4,768 GNMA POOL #301366 8.500% 6/15/2021 5,140 7.9% 3,013 GNMA POOL #276690 9.500% 8/15/2019 3,298 8.7% 840 GNMA POOL #286556 9.000% 3/15/2020 906 8.3% 5,780 GNMA POOL #302933 8.500% 6/15/2021 6,232 7.9% 11,321 GNMA POOL #308792 9.000% 7/15/2021 12,230 8.3% 3,520 GNMA POOL #314222 8.500% 4/15/2022 3,800 7.9% 3,694 GNMA POOL #315187 8.000% 6/15/2022 3,924 7.5% 13,292 GNMA POOL #315754 8.000% 1/15/2022 14,117 7.5% 28,228 GNMA POOL #319441 8.500% 4/15/2022 30,474 7.9% 9,477 GNMA POOL #325165 8.000% 6/15/2022 10,065 7.5% 15,033 GNMA POOL #335950 8.000% 10/15/2022 15,966 7.5% 73,209 GNMA POOL #780429 7.500% 9/15/2026 76,525 7.2% 239,865 GNMA POOL #780977 7.500% 12/15/2028 250,730 7.2% 588,292 GNMA POOL #781120 7.000% 12/15/2029 615,623 6.7% 91,760 GNMA POOL #81161 5.500% 11/20/2034 91,794 5.5% 441,843 GNMA POOL #616829 5.500% 1/15/2025 445,715 5.5% 485,011 GNMA POOL #624600 6.150% 1/15/2034 492,248 6.1% 692,307 GNMA POOL #631623 5.500% 8/15/2034 689,441 5.5% 722,587 GNMA POOL #640225 5.500% 4/15/2035 719,283 5.5% 152,619 GNMA POOL #640940 5.500% 5/15/2035 151,921 5.5% 604,026 GNMA II POOL #648541 6.000% 10/20/2035 610,637 5.9% 1,051,829 GNMA POOL #651026 5.500% 12/15/2025 1,050,450 5.5% 174,258 GNMA POOL #658267 6.500% 2/15/2022 178,566 6.3% 530,764 GNMA Series 2001-4 6.500% 3/20/2031 550,595 6.3% 400,000 GNMA Series 2002-40 6.500% 6/20/2032 414,995 6.3% 295,967 GNMA Series 2002-7 6.500% 1/20/2032 304,637 6.3% 750,000 GNMA Series 2002-47 6.500% 7/16/2032 778,141 6.3% 356,642 GNMA Series 2002-40 6.500% 6/20/2032 369,671 6.3% 1,574,243 GNMA Series 1999-4 6.000% 2/20/2029 1,601,503 5.9% 472,128 GNMA Series 1998-1 7.000% 9/15/2027 487,665 6.8% ---------- TOTAL INVESTMENTS (identified cost, $39,576,317) - 100.6% $40,087,808 OTHER ASSETS, LESS LIABILITIES - (0.6%) (230,717) ---------- NET ASSETS - 100.0% $39,857,091 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 March 31, 2007. The cost and unrealized appreciation (depreciation) in value of the investments owned at March 31, 2007, as computed on a federal income tax basis, were as follows: AGGREGATE COST $39,613,719 ----------- Gross unrealized appreciation $ 833,033 Gross unrealized depreciation $ (358,944) ----------- NET UNREALIZED APPRECIATION $ 474,089 ============
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 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 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 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 Total Return Bond Fund and - ------------------------------------------------------------------------------- Wright Current Income Fund. - ------------------------------- By: /s/ Peter M. Donovan -------------------- Peter M. Donovan President Date: May 17, 2007 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/ Barbara E. Campbell ----------------------- Barbara E. Campbell Treasurer Date: May 23, 2007 By: /s/ Peter M. Donovan -------------------- Peter M. Donovan President Date: May 17, 2007 EX-99.CERT 2 incformnqcertpmd0307.txt 302 CERTIFICATION - PRESIDENT, PETER M. DONOVAN FORM N-Q ITEM 3 CERTIFICATION 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 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 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 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 control over financial reporting.; and Date: May 17, 2007 /s/ Peter M. Donovan - ------------------------ Peter M. Donovan President - ----------------------------------------------------------------------- EX-99.CERT 3 incformnqcertbec0307.txt 302 CERTIFICATION - TREASURER, BARBARA E. CAMPBELL FORM N-Q ITEM 3 CERTIFICATION I, Barbara E. Campbell, certify that: 1. I have reviewed this report on Form N-Q of The Wright Managed Income Trust (on behalf of 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 repor 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 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 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: May 23, 2007 /s/ Barbara E. Campbell - ------------------------ Barbara E. Campbell Treasurer - ----------------------------------------------------------------------- -----END PRIVACY-ENHANCED MESSAGE-----