If you want fillies, it also works to breed the mare only at the beginning of her heat cycle--day one or two only, and then no more--reason being the female sperm live longer than the male ones. So, you breed early, and by the time the mare ovulates only the female swimmers are left to fertilize the egg.
It does work, but only if your mares have 5 day heat cycles. If they are long winded then all you'll get is a bunch of open mares--because on a 10 days heat cycle if you breed on day one or two, all the sperm will be dead by the time the mare actually ovulates.