-----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, DmdwXwWJGepyzJ7wJ9Z1XdFDcoha64geeVspLZMr9rHyWxndq0WmvS83Kr+hKm90 9H/GXHvFzGpCjBC8T9MnhA== 0000770540-98-000006.txt : 19980317 0000770540-98-000006.hdr.sgml : 19980317 ACCESSION NUMBER: 0000770540-98-000006 CONFORMED SUBMISSION TYPE: NSAR-B PUBLIC DOCUMENT COUNT: 41 CONFORMED PERIOD OF REPORT: 19971231 FILED AS OF DATE: 19980313 SROS: NONE FILER: COMPANY DATA: COMPANY CONFORMED NAME: NEW ENGLAND FUNDS TRUST I CENTRAL INDEX KEY: 0000770540 STANDARD INDUSTRIAL CLASSIFICATION: [] STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NSAR-B SEC ACT: SEC FILE NUMBER: 811-04323 FILM NUMBER: 98564843 BUSINESS ADDRESS: STREET 1: 399 BOYLSTON ST CITY: BOSTON STATE: MA ZIP: 02116 BUSINESS PHONE: 8002831155 MAIL ADDRESS: STREET 1: 399 BOYLSTON STREET CITY: BOSTON STATE: MA ZIP: 02116 FORMER COMPANY: FORMER CONFORMED NAME: NEW ENGLAND FUNDS DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: NEW ENGLAND GOVERNMENT SECURITIES FUND DATE OF NAME CHANGE: 19861111 FORMER COMPANY: FORMER CONFORMED NAME: NEW ENGLAND LIFE GOVERNMENT SECURITIES TRUST DATE OF NAME CHANGE: 19860930 NSAR-B 1 N-SAR (3.0.A) PAGE 1 000 B000000 12/31/97 000 C000000 0000770540 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 3.0.a 000 J000000 A 001 A000000 NEW ENGLAND FUNDS TRUST I 001 B000000 811-4323 001 C000000 6172676600 002 A000000 399 BOYLSTON STREET 002 B000000 BOSTON 002 C000000 MA 002 D010000 02116 003 000000 N 004 000000 N 005 000000 N 006 000000 N 007 A000000 Y 007 B000000 12 007 C010100 1 007 C020100 NE BALANCED FUND 007 C030100 N 007 C010200 2 007 C020200 NE GROWTH FUND 007 C030200 N 007 C010300 3 007 C020300 NE VALUE FUND 007 C030300 N 007 C010400 4 007 C020400 NE BOND INCOME FUND 007 C030400 N 007 C010500 5 007 C020500 NE MUNICIPAL INCOME FUND 007 C030500 N 007 C010600 6 007 C020600 NE GOVERNMENT SECURITIES FUND 007 C030600 N 007 C010700 7 007 C010800 8 007 C020800 NE INTERNATIONAL EQUITY FUND 007 C030800 N 007 C010900 9 007 C020900 NE CAPITAL GROWTH FUND 007 C030900 N 007 C011000 10 007 C021000 NE STAR ADVISERS FUND 007 C031000 N 007 C011100 11 PAGE 2 007 C021100 NEW ENGLAND STRATEGIC INCOME FUND 007 C031100 N 007 C011200 12 007 C021200 NE STAR WORLDWIDE FUND 007 C031200 N 007 C011300 13 007 C021300 NE STAR SMALL CAP FUND 007 C031300 N 007 C011400 14 007 C011500 15 007 C011600 16 007 C011700 17 007 C011800 18 007 C011900 19 007 C012000 20 007 C012100 21 007 C012200 22 007 C012300 23 007 C012400 24 007 C012500 25 007 C012600 26 007 C012700 27 007 C012800 28 007 C012900 29 007 C013000 30 007 C013100 31 007 C013200 32 007 C013300 33 007 C013400 34 007 C013500 35 007 C013600 36 007 C013700 37 007 C013800 38 007 C013900 39 007 C014000 40 010 A00AA01 NEW ENGLAND FUNDS, L.P. 010 B00AA01 8-46325 010 C01AA01 BOSTON 010 C02AA01 MA 010 C03AA01 02117 011 A00AA01 NEW ENGLAND FUNDS, L.P. 011 B00AA01 8-46325 011 C01AA01 BOSTON 011 C02AA01 MA 011 C03AA01 02117 012 A00AA01 NEW ENGLAND FUNDS, L.P. 012 B00AA01 84-5464 012 C01AA01 BOSTON 012 C02AA01 MA 012 C03AA01 02116 013 A00AA01 PRICE WATERHOUSE PAGE 3 013 B01AA01 BOSTON 013 B02AA01 MA 013 B03AA01 02110 014 A00AA01 NEW ENGLAND SECURITIES CORPORATION 014 B00AA01 8-13910 015 A00AA01 STATE STREET BANK & TRUST COMPANY 015 B00AA01 C 015 C01AA01 BOSTON 015 C02AA01 MA 015 C03AA01 02102 015 E01AA01 X 018 00AA00 Y 019 A00AA00 Y 019 B00AA00 30 019 C00AA00 NELILOOMIS 020 A000001 MERRILL LYNCH PIERCE FENNER & SMITH INC. 020 B000001 13-5674085 020 C000001 657 020 A000002 LEWCO SECURITIES CORP. 020 B000002 13-2765944 020 C000002 563 020 A000003 GOLDMAN SACHS 020 B000003 13-5108880 020 C000003 241 020 A000004 HARRIS ASSOCIATES, INC. 020 B000004 00-0000000 020 C000004 228 020 A000005 LEHMAN BROTHERS 020 B000005 13-2518468 020 C000005 185 020 A000006 WILLIAM BLAIR & CO. 020 B000006 36-2214610 020 C000006 180 020 A000007 DONALDSON, LUFKIN & JENRETTE 020 B000007 13-5033225 020 C000007 162 020 A000008 BEAR, STEARNS SECURITIES 020 B000008 13-4946705 020 C000008 152 020 A000009 SMITH BARNEY, INC. 020 B000009 13-1912900 020 C000009 149 020 A000010 MORGAN STANLEY & CO. 020 B000010 13-265598 020 C000010 135 021 000000 5699 022 A000001 STATE STREET BANK & TRUST 022 B000001 04-1867445 022 C000001 10052077 022 D000001 0 022 A000002 ASSOCIATES CORP. 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COS. 025 B000101 13-4946705 025 C000101 D 025 D000101 3063 025 A000102 DONALDSON, LUFKIN & JENRETTE 025 B000102 13-5033225 025 C000102 D 025 D000102 1525 025 A000103 LEHMAN BROTHERS 025 B000103 13-2518468 025 C000103 D 025 D000103 1532 025 A000104 SMITH BARNEY HOLDINGS, INC. 025 B000104 13-1912900 025 C000104 D 025 D000104 4138 025 D000105 0 025 D000106 0 025 D000107 0 025 D000108 0 028 A010100 12099 028 A020100 1808 028 A030100 0 028 A040100 13907 028 B010100 21952 028 B020100 1444 028 B030100 0 028 B040100 23396 028 C010100 10207 028 C020100 1991 028 C030100 0 028 C040100 12198 028 D010100 21769 028 D020100 3150 028 D030100 0 028 D040100 24919 028 E010100 19856 028 E020100 2160 028 E030100 0 028 E040100 22016 028 F010100 44071 028 F020100 23967 PAGE 7 028 F030100 0 028 F040100 68038 028 G010100 129954 028 G020100 34520 028 G030100 0 028 G040100 164474 028 H000100 62916 029 000100 Y 030 A000100 574 030 B000100 5.75 030 C000100 0.00 031 A000100 78 031 B000100 0 032 000100 198 033 000100 299 034 000100 Y 035 000100 14 036 A000100 Y 036 B000100 0 037 000100 N 038 000100 0 039 000100 N 040 000100 Y 041 000100 Y 042 A000100 0 042 B000100 0 042 C000100 100 042 D000100 0 042 E000100 0 042 F000100 0 042 G000100 0 042 H000100 0 043 000100 1285 044 000100 0 045 000100 Y 046 000100 N 047 000100 Y 048 000100 0.000 048 A010100 200 048 A020100 0.750 048 B010100 300 048 B020100 0.700 048 C010100 0 048 C020100 0.000 048 D010100 0 048 D020100 0.000 048 E010100 0 048 E020100 0.000 048 F010100 0 048 F020100 0.000 048 G010100 0 PAGE 8 048 G020100 0.000 048 H010100 0 048 H020100 0.000 048 I010100 0 048 I020100 0.000 048 J010100 0 048 J020100 0.000 048 K010100 500 048 K020100 0.600 049 000100 N 049 000100 N 049 000100 N 050 000100 N 050 000100 N 058 A000100 N 059 000100 Y 060 A000100 Y 060 B000100 Y 061 000100 2500 062 A000100 Y 062 B000100 0.0 062 C000100 0.0 062 D000100 0.1 062 E000100 0.0 062 F000100 0.0 062 G000100 0.0 062 H000100 0.0 062 I000100 0.0 062 J000100 0.0 062 K000100 0.0 062 L000100 0.0 062 M000100 9.0 062 N000100 5.5 062 O000100 0.0 062 P000100 24.4 062 Q000100 0.0 062 R000100 59.5 063 A000100 0 063 B000100 12.6 064 A000100 N 064 B000100 N 066 A000100 Y 066 B000100 N 066 C000100 N 066 D000100 N 066 E000100 Y 066 F000100 N 066 G000100 N 067 000100 Y 068 A000100 N 068 B000100 N PAGE 9 069 000100 N 070 A010100 Y 070 A020100 Y 070 B010100 Y 070 B020100 N 070 C010100 N 070 C020100 N 070 D010100 N 070 D020100 N 070 E010100 N 070 E020100 N 070 F010100 N 070 F020100 N 070 G010100 N 070 G020100 N 070 H010100 N 070 H020100 N 070 I010100 N 070 I020100 N 070 J010100 Y 070 J020100 N 070 K010100 Y 070 K020100 N 070 L010100 Y 070 L020100 Y 070 M010100 N 070 M020100 N 070 N010100 N 070 N020100 N 070 O010100 Y 070 O020100 N 070 P010100 N 070 P020100 N 070 Q010100 N 070 Q020100 N 070 R010100 N 070 R020100 N 071 A000100 261183 071 B000100 271771 071 C000100 380090 071 D000100 69 072 A000100 12 072 B000100 10445 072 C000100 3349 072 D000100 0 072 E000100 0 072 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075 A000100 0 075 B000100 226214 076 000100 0.00 080 A000100 FEDERAL INSURANCE COMPANY 080 C000100 17000 081 A000100 Y 081 B000100 23 082 A000100 N 082 B000100 0 083 A000100 N 083 B000100 0 084 A000100 N 084 B000100 0 085 A000100 Y 085 B000100 N 008 A000201 CAPITAL GROWTH MANAGEMENT LIMITED PARTNERSHIP 008 B000201 A 008 C000201 801-35935 008 D010201 BOSTON 008 D020201 MA 008 D030201 02110 024 000200 N 025 D000201 0 025 D000202 0 025 D000203 0 025 D000204 0 025 D000205 0 025 D000206 0 025 D000207 0 025 D000208 0 028 A010200 34362 028 A020200 0 028 A030200 0 028 A040200 34362 028 B010200 24238 028 B020200 0 028 B030200 0 028 B040200 24238 028 C010200 25780 028 C020200 0 028 C030200 0 028 C040200 25780 028 D010200 38744 028 D020200 0 028 D030200 0 PAGE 12 028 D040200 38744 028 E010200 28195 028 E020200 0 028 E030200 0 028 E040200 28195 028 F010200 25946 028 F020200 0 028 F030200 0 028 F040200 25946 028 G010200 177265 028 G020200 0 028 G030200 0 028 G040200 177265 028 H000200 164360 029 000200 Y 030 A000200 2970 030 B000200 5.75 030 C000200 0.00 031 A000200 421 031 B000200 0 032 000200 1016 033 000200 1533 034 000200 Y 035 000200 32 036 A000200 Y 036 B000200 0 037 000200 N 038 000200 0 039 000200 N 040 000200 Y 041 000200 Y 042 A000200 0 042 B000200 0 042 C000200 100 042 D000200 0 042 E000200 0 042 F000200 0 042 G000200 0 042 H000200 0 043 000200 3672 044 000200 0 045 000200 Y 046 000200 N 047 000200 Y 048 000200 0.000 048 A010200 200 048 A020200 0.750 048 B010200 300 048 B020200 0.700 048 C010200 0 048 C020200 0.000 PAGE 13 048 D010200 0 048 D020200 0.000 048 E010200 0 048 E020200 0.000 048 F010200 0 048 F020200 0.000 048 G010200 0 048 G020200 0.000 048 H010200 0 048 H020200 0.000 048 I010200 0 048 I020200 0.000 048 J010200 0 048 J020200 0.000 048 K010200 500 048 K020200 0.650 049 000200 N 050 000200 N 051 000200 N 052 000200 N 053 A000200 N 058 A000200 N 059 000200 Y 060 A000200 Y 060 B000200 Y 061 000200 2500 062 A000200 N 062 B000200 0.0 062 C000200 0.0 062 D000200 0.0 062 E000200 0.0 062 F000200 0.0 062 G000200 0.0 062 H000200 0.0 062 I000200 0.0 062 J000200 0.0 062 K000200 0.0 062 L000200 0.0 062 M000200 0.0 062 N000200 0.0 062 O000200 0.0 062 P000200 0.0 062 Q000200 0.0 062 R000200 0.0 063 A000200 0 063 B000200 0.0 066 A000200 Y 066 B000200 N 066 C000200 N 066 D000200 Y 066 E000200 N PAGE 14 066 F000200 N 066 G000200 N 067 000200 N 068 A000200 N 068 B000200 N 069 000200 N 070 A010200 Y 070 A020200 Y 070 B010200 Y 070 B020200 N 070 C010200 N 070 C020200 N 070 D010200 N 070 D020200 N 070 E010200 N 070 E020200 N 070 F010200 N 070 F020200 N 070 G010200 N 070 G020200 N 070 H010200 N 070 H020200 N 070 I010200 N 070 I020200 N 070 J010200 Y 070 J020200 N 070 K010200 Y 070 K020200 N 070 L010200 Y 070 L020200 Y 070 M010200 N 070 M020200 N 070 N010200 N 070 N020200 N 070 O010200 Y 070 O020200 N 070 P010200 N 070 P020200 N 070 Q010200 N 070 Q020200 N 070 R010200 N 070 R020200 N 071 A000200 3045028 071 B000200 3145963 071 C000200 1425307 071 D000200 214 072 A000200 12 072 B000200 432 072 C000200 16947 072 D000200 0 072 E000200 0 PAGE 15 072 F000200 9758 072 G000200 21 072 H000200 0 072 I000200 2107 072 J000200 101 072 K000200 0 072 L000200 164 072 M000200 0 072 N000200 34 072 O000200 0 072 P000200 0 072 Q000200 0 072 R000200 30 072 S000200 11 072 T000200 3672 072 U000200 0 072 V000200 0 072 W000200 372 072 X000200 16270 072 Y000200 0 072 Z000200 1109 072AA000200 423637 072BB000200 0 072CC010200 0 072CC020200 129420 072DD010200 0 072DD020200 0 072EE000200 414323 073 A010200 0.0000 073 A020200 0.0000 073 B000200 4.0200 073 C000200 0.0000 074 A000200 4 074 B000200 0 074 C000200 9575 074 D000200 0 074 E000200 0 074 F000200 1471121 074 G000200 0 074 H000200 0 074 I000200 0 074 J000200 6957 074 K000200 0 074 L000200 2683 074 M000200 23 074 N000200 1490363 074 O000200 9809 074 P000200 942 074 Q000200 0 074 R010200 0 074 R020200 0 PAGE 16 074 R030200 0 074 R040200 2109 074 S000200 0 074 T000200 1477503 074 U010200 140189 074 U020200 1720 074 V010200 10.41 074 V020200 10.32 074 W000200 0.0000 074 X000200 74023 074 Y000200 0 075 A000200 0 075 B000200 1427916 076 000200 0.00 080 A000200 FEDERAL INSURANCE COMPANY 080 C000200 17000 081 A000200 Y 081 B000200 23 082 A000200 N 082 B000200 0 083 A000200 N 083 B000200 0 084 A000200 N 084 B000200 0 085 A000200 Y 085 B000200 N 008 A000301 NEW ENGLAND FUNDS MANAGEMENT L.P. 008 B000301 A 008 C000301 801-48408 008 D010301 BOSTON 008 D020301 MA 008 D030301 02116 008 A000302 LOOMIS SAYLES & COMPANY L.P. 008 B000302 S 008 C000302 801-170 008 D010302 BOSTON 008 D020302 MA 008 D030302 02111 024 000300 N 025 D000301 0 025 D000302 0 025 D000303 0 025 D000304 0 025 D000305 0 025 D000306 0 025 D000307 0 025 D000308 0 028 A010300 12744 028 A020300 0 028 A030300 0 028 A040300 12744 PAGE 17 028 B010300 11474 028 B020300 0 028 B030300 0 028 B040300 11474 028 C010300 12395 028 C020300 0 028 C030300 0 028 C040300 12395 028 D010300 15666 028 D020300 0 028 D030300 0 028 D040300 15666 028 E010300 15812 028 E020300 0 028 E030300 0 028 E040300 15812 028 F010300 18204 028 F020300 554 028 F030300 0 028 F040300 18758 028 G010300 86295 028 G020300 554 028 G030300 0 028 G040300 86849 028 H000300 58486 029 000300 Y 030 A000300 978 030 B000300 5.75 030 C000300 0.00 031 A000300 134 031 B000300 0 032 000300 336 033 000300 507 034 000300 Y 035 000300 77 036 A000300 Y 036 B000300 0 037 000300 N 038 000300 0 039 000300 N 040 000300 Y 041 000300 Y 042 A000300 0 042 B000300 0 042 C000300 100 042 D000300 0 042 E000300 0 042 F000300 0 042 G000300 0 042 H000300 0 043 000300 1533 PAGE 18 044 000300 0 045 000300 Y 046 000300 N 047 000300 Y 048 000300 0.000 048 A010300 200 048 A020300 0.750 048 B010300 300 048 B020300 0.700 048 C010300 0 048 C020300 0.000 048 D010300 0 048 D020300 0.000 048 E010300 0 048 E020300 0.000 048 F010300 0 048 F020300 0.000 048 G010300 0 048 G020300 0.000 048 H010300 0 048 H020300 0.000 048 I010300 0 048 I020300 0.000 048 J010300 0 048 J020300 0.000 048 K010300 500 048 K020300 0.650 049 000300 N 050 000300 N 051 000300 N 052 000300 N 053 A000300 N 058 A000300 N 059 000300 Y 060 A000300 Y 060 B000300 Y 061 000300 2500 062 A000300 N 062 B000300 0.0 062 C000300 0.0 062 D000300 0.0 062 E000300 0.0 062 F000300 0.0 062 G000300 0.0 062 H000300 0.0 062 I000300 0.0 062 J000300 0.0 062 K000300 0.0 062 L000300 0.0 062 M000300 0.0 062 N000300 0.0 PAGE 19 062 O000300 0.0 062 P000300 0.0 062 Q000300 0.0 062 R000300 0.0 063 A000300 0 063 B000300 0.0 066 A000300 Y 066 B000300 N 066 C000300 N 066 D000300 Y 066 E000300 N 066 F000300 N 066 G000300 N 067 000300 N 068 A000300 N 068 B000300 N 069 000300 N 070 A010300 Y 070 A020300 Y 070 B010300 Y 070 B020300 N 070 C010300 N 070 C020300 N 070 D010300 N 070 D020300 N 070 E010300 N 070 E020300 N 070 F010300 N 070 F020300 N 070 G010300 N 070 G020300 N 070 H010300 N 070 H020300 N 070 I010300 N 070 I020300 N 070 J010300 Y 070 J020300 N 070 K010300 Y 070 K020300 N 070 L010300 Y 070 L020300 Y 070 M010300 N 070 M020300 N 070 N010300 N 070 N020300 N 070 O010300 Y 070 O020300 N 070 P010300 N 070 P020300 N 070 Q010300 N 070 Q020300 N PAGE 20 070 R010300 N 070 R020300 N 071 A000300 230934 071 B000300 218499 071 C000300 400820 071 D000300 55 072 A000300 12 072 B000300 874 072 C000300 5510 072 D000300 0 072 E000300 0 072 F000300 3030 072 G000300 21 072 H000300 0 072 I000300 721 072 J000300 136 072 K000300 0 072 L000300 61 072 M000300 0 072 N000300 57 072 O000300 0 072 P000300 0 072 Q000300 0 072 R000300 31 072 S000300 12 072 T000300 1533 072 U000300 0 072 V000300 0 072 W000300 106 072 X000300 5708 072 Y000300 0 072 Z000300 676 072AA000300 57286 072BB000300 0 072CC010300 20117 072CC020300 0 072DD010300 496 072DD020300 69 072EE000300 0 073 A010300 0.0200 073 A020300 0.0300 073 B000300 1.4300 073 C000300 0.0000 074 A000300 0 074 B000300 1873 074 C000300 20000 074 D000300 0 074 E000300 0 074 F000300 443297 074 G000300 0 074 H000300 0 PAGE 21 074 I000300 0 074 J000300 1498 074 K000300 0 074 L000300 940 074 M000300 8 074 N000300 467616 074 O000300 6076 074 P000300 370 074 Q000300 0 074 R010300 0 074 R020300 0 074 R030300 0 074 R040300 1483 074 S000300 0 074 T000300 459687 074 U010300 34425 074 U020300 11126 074 V010300 10.14 074 V020300 9.91 074 W000300 0.0000 074 X000300 25690 074 Y000300 0 075 A000300 0 075 B000300 326152 076 000300 0.00 080 A000300 FEDERAL INSURANCE COMPANY 080 C000300 17000 081 A000300 Y 081 B000300 23 082 A000300 N 082 B000300 0 083 A000300 N 083 B000300 0 084 A000300 N 084 B000300 0 085 A000300 Y 085 B000300 N 008 A000401 NEW ENGLAND FUNDS MANAGEMENT L.P. 008 B000401 A 008 C000401 801-48408 008 D010401 BOSTON 008 D020401 MA 008 D030401 02116 008 A000402 BACK BAY ADVISORS, L.P. 008 B000402 S 008 C000402 801-27694 008 D010402 BOSTON 008 D020402 MA 008 D030402 02117 024 000400 N 025 A000401 DELETE PAGE 22 025 D000401 0 025 D000402 0 025 D000403 0 025 D000404 0 025 D000405 0 025 D000406 0 025 D000407 0 025 D000408 0 028 A010400 8520 028 A020400 0 028 A030400 0 028 A040400 8520 028 B010400 8055 028 B020400 1040 028 B030400 0 028 B040400 9095 028 C010400 7651 028 C020400 1036 028 C030400 0 028 C040400 8687 028 D010400 10986 028 D020400 1046 028 D030400 0 028 D040400 12032 028 E010400 6813 028 E020400 1055 028 E030400 0 028 E040400 7868 028 F010400 10533 028 F020400 2154 028 F030400 0 028 F040400 12687 028 G010400 52558 028 G020400 6331 028 G030400 0 028 G040400 58889 028 H000400 37535 029 000400 Y 030 A000400 415 030 B000400 4.50 030 C000400 0.00 031 A000400 52 031 B000400 0 032 000400 145 033 000400 218 034 000400 Y 035 000400 118 036 A000400 Y 036 B000400 0 037 000400 N 038 000400 0 PAGE 23 039 000400 N 040 000400 Y 041 000400 Y 042 A000400 0 042 B000400 0 042 C000400 100 042 D000400 0 042 E000400 0 042 F000400 0 042 G000400 0 042 H000400 0 043 000400 828 044 000400 0 045 000400 Y 046 000400 N 047 000400 Y 048 000400 0.000 048 A010400 100 048 A020400 0.500 048 B010400 0 048 B020400 0.000 048 C010400 0 048 C020400 0.000 048 D010400 0 048 D020400 0.000 048 E010400 0 048 E020400 0.000 048 F010400 0 048 F020400 0.000 048 G010400 0 048 G020400 0.000 048 H010400 0 048 H020400 0.000 048 I010400 0 048 I020400 0.000 048 J010400 0 048 J020400 0.000 048 K010400 100 048 K020400 0.375 049 000400 N 050 000400 N 051 000400 N 052 000400 N 053 A000400 N 058 A000400 N 059 000400 Y 060 A000400 Y 060 B000400 Y 061 000400 2500 062 A000400 Y 062 B000400 0.0 PAGE 24 062 C000400 0.0 062 D000400 0.0 062 E000400 0.0 062 F000400 0.0 062 G000400 0.0 062 H000400 0.0 062 I000400 4.3 062 J000400 0.0 062 K000400 0.0 062 L000400 0.0 062 M000400 2.7 062 N000400 12.0 062 O000400 0.0 062 P000400 58.8 062 Q000400 20.7 062 R000400 0.0 063 A000400 0 063 B000400 17.2 064 A000400 N 064 B000400 N 066 A000400 N 067 000400 N 068 A000400 N 068 B000400 N 069 000400 N 070 A010400 Y 070 A020400 N 070 B010400 N 070 B020400 N 070 C010400 Y 070 C020400 N 070 D010400 N 070 D020400 N 070 E010400 N 070 E020400 N 070 F010400 N 070 F020400 N 070 G010400 Y 070 G020400 N 070 H010400 N 070 H020400 N 070 I010400 N 070 I020400 N 070 J010400 Y 070 J020400 Y 070 K010400 Y 070 K020400 N 070 L010400 Y 070 L020400 Y 070 M010400 N 070 M020400 N PAGE 25 070 N010400 Y 070 N020400 N 070 O010400 Y 070 O020400 N 070 P010400 N 070 P020400 N 070 Q010400 N 070 Q020400 N 070 R010400 N 070 R020400 N 071 A000400 118988 071 B000400 118121 071 C000400 217964 071 D000400 54 072 A000400 12 072 B000400 17560 072 C000400 0 072 D000400 0 072 E000400 0 072 F000400 971 072 G000400 21 072 H000400 0 072 I000400 459 072 J000400 139 072 K000400 0 072 L000400 48 072 M000400 0 072 N000400 39 072 O000400 0 072 P000400 0 072 Q000400 0 072 R000400 39 072 S000400 11 072 T000400 827 072 U000400 0 072 V000400 0 072 W000400 75 072 X000400 2629 072 Y000400 0 072 Z000400 14931 072AA000400 1858 072BB000400 0 072CC010400 6846 072CC020400 0 072DD010400 12669 072DD020400 2346 072EE000400 2189 073 A010400 0.8100 073 A020400 0.7200 073 B000400 0.1200 073 C000400 0.0000 PAGE 26 074 A000400 101 074 B000400 0 074 C000400 10350 074 D000400 226430 074 E000400 0 074 F000400 0 074 G000400 0 074 H000400 0 074 I000400 0 074 J000400 0 074 K000400 0 074 L000400 4388 074 M000400 11 074 N000400 241280 074 O000400 0 074 P000400 171 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 074 R040400 609 074 S000400 0 074 T000400 240500 074 U010400 15614 074 U020400 3792 074 V010400 12.39 074 V020400 12.39 074 W000400 0.0000 074 X000400 14485 074 Y000400 0 075 A000400 0 075 B000400 187213 076 000400 0.00 080 A000400 FEDERAL INSURANCE COMPANY 080 C000400 17000 081 A000400 Y 081 B000400 23 082 A000400 N 082 B000400 0 083 A000400 N 083 B000400 0 084 A000400 N 084 B000400 0 085 A000400 Y 085 B000400 N 008 A000501 NEW ENGLAND FUNDS MANAGEMENT L.P. 008 B000501 A 008 C000501 801-48408 008 D010501 BOSTON 008 D020501 MA 008 D030501 02116 PAGE 27 008 A000502 BACK BAY ADVISORS, L.P. 008 B000502 S 008 C000502 801-27694 008 D010502 BOSTON 008 D020502 MA 008 D030502 02117 024 000500 N 025 D000501 0 025 D000502 0 025 D000503 0 025 D000504 0 025 D000505 0 025 D000506 0 025 D000507 0 025 D000508 0 028 A010500 2443 028 A020500 0 028 A030500 0 028 A040500 2443 028 B010500 3134 028 B020500 574 028 B030500 0 028 B040500 3708 028 C010500 3086 028 C020500 572 028 C030500 0 028 C040500 3658 028 D010500 2528 028 D020500 571 028 D030500 0 028 D040500 3099 028 E010500 3369 028 E020500 568 028 E030500 0 028 E040500 3937 028 F010500 3709 028 F020500 1092 028 F030500 0 028 F040500 4801 028 G010500 18269 028 G020500 3377 028 G030500 0 028 G040500 21646 028 H000500 16617 029 000500 Y 030 A000500 226 030 B000500 4.50 030 C000500 0.00 031 A000500 29 031 B000500 0 032 000500 78 PAGE 28 033 000500 118 034 000500 Y 035 000500 125 036 A000500 Y 036 B000500 0 037 000500 N 038 000500 0 039 000500 N 040 000500 Y 041 000500 Y 042 A000500 0 042 B000500 0 042 C000500 100 042 D000500 0 042 E000500 0 042 F000500 0 042 G000500 0 042 H000500 0 043 000500 569 044 000500 0 045 000500 Y 046 000500 N 047 000500 Y 048 000500 0.000 048 A010500 100 048 A020500 0.500 048 B010500 0 048 B020500 0.000 048 C010500 0 048 C020500 0.000 048 D010500 0 048 D020500 0.000 048 E010500 0 048 E020500 0.000 048 F010500 0 048 F020500 0.000 048 G010500 0 048 G020500 0.000 048 H010500 0 048 H020500 0.000 048 I010500 0 048 I020500 0.000 048 J010500 0 048 J020500 0.000 048 K010500 100 048 K020500 0.375 049 000500 N 050 000500 N 051 000500 N 052 000500 N 053 A000500 N PAGE 29 058 A000500 N 059 000500 Y 060 A000500 Y 060 B000500 Y 061 000500 2500 062 A000500 Y 062 B000500 0.0 062 C000500 0.0 062 D000500 0.0 062 E000500 0.0 062 F000500 0.0 062 G000500 0.0 062 H000500 0.0 062 I000500 0.4 062 J000500 0.0 062 K000500 0.0 062 L000500 0.0 062 M000500 0.0 062 N000500 0.0 062 O000500 98.1 062 P000500 0.0 062 Q000500 0.0 062 R000500 0.0 063 A000500 0 063 B000500 20.7 064 A000500 N 064 B000500 N 066 A000500 N 067 000500 N 068 A000500 N 068 B000500 N 069 000500 N 070 A010500 Y 070 A020500 N 070 B010500 N 070 B020500 N 070 C010500 N 070 C020500 N 070 D010500 N 070 D020500 N 070 E010500 Y 070 E020500 N 070 F010500 N 070 F020500 N 070 G010500 Y 070 G020500 N 070 H010500 N 070 H020500 N 070 I010500 N 070 I020500 N 070 J010500 Y PAGE 30 070 J020500 N 070 K010500 Y 070 K020500 N 070 L010500 N 070 L020500 N 070 M010500 N 070 M020500 N 070 N010500 N 070 N020500 N 070 O010500 Y 070 O020500 N 070 P010500 N 070 P020500 N 070 Q010500 N 070 Q020500 N 070 R010500 N 070 R020500 N 071 A000500 25682 071 B000500 34517 071 C000500 185131 071 D000500 14 072 A000500 12 072 B000500 11551 072 C000500 0 072 D000500 0 072 E000500 0 072 F000500 832 072 G000500 21 072 H000500 0 072 I000500 166 072 J000500 94 072 K000500 0 072 L000500 26 072 M000500 0 072 N000500 24 072 O000500 0 072 P000500 0 072 Q000500 0 072 R000500 39 072 S000500 10 072 T000500 569 072 U000500 0 072 V000500 0 072 W000500 64 072 X000500 1845 072 Y000500 0 072 Z000500 9706 072AA000500 0 072BB000500 26 072CC010500 5661 072CC020500 0 PAGE 31 072DD010500 9423 072DD020500 596 072EE000500 0 073 A010500 0.4100 073 A020500 0.3400 073 B000500 0.0000 073 C000500 0.0000 074 A000500 1 074 B000500 0 074 C000500 722 074 D000500 186878 074 E000500 0 074 F000500 0 074 G000500 0 074 H000500 0 074 I000500 0 074 J000500 0 074 K000500 0 074 L000500 3334 074 M000500 4 074 N000500 190939 074 O000500 0 074 P000500 128 074 Q000500 0 074 R010500 0 074 R020500 0 074 R030500 0 074 R040500 356 074 S000500 0 074 T000500 190455 074 U010500 22850 074 U020500 1723 074 V010500 7.75 074 V020500 7.75 074 W000500 0.0000 074 X000500 5260 074 Y000500 0 075 A000500 0 075 B000500 175793 076 000500 0.00 080 A000500 FEDERAL INSURANCE COMPANY 080 C000500 17000 081 A000500 Y 081 B000500 23 082 A000500 N 082 B000500 0 083 A000500 N 083 B000500 0 084 A000500 N 084 B000500 0 085 A000500 Y PAGE 32 085 B000500 N 008 A000601 NEW ENGLAND FUNDS MANAGEMENT L.P. 008 B000601 A 008 C000601 801-48408 008 D010601 BOSTON 008 D020601 MA 008 D030601 02116 008 A000602 BACK BAY ADVISORS, L. P. 008 B000602 S 008 C000602 801-27694 008 D010602 BOSTON 008 D020602 MA 008 D030602 02117 024 000600 N 025 D000601 0 025 D000602 0 025 D000603 0 025 D000604 0 025 D000605 0 025 D000606 0 025 D000607 0 025 D000608 0 028 A010600 4183 028 A020600 0 028 A030600 0 028 A040600 4183 028 B010600 5632 028 B020600 489 028 B030600 0 028 B040600 6121 028 C010600 3496 028 C020600 481 028 C030600 0 028 C040600 3977 028 D010600 4430 028 D020600 473 028 D030600 0 028 D040600 4903 028 E010600 3442 028 E020600 463 028 E030600 0 028 E040600 3905 028 F010600 3822 028 F020600 860 028 F030600 0 028 F040600 4682 028 G010600 25005 028 G020600 2766 028 G030600 0 028 G040600 27771 028 H000600 24447 PAGE 33 029 000600 Y 030 A000600 198 030 B000600 4.50 030 C000600 0.00 031 A000600 25 031 B000600 0 032 000600 69 033 000600 104 034 000600 Y 035 000600 92 036 A000600 Y 036 B000600 0 037 000600 N 038 000600 0 039 000600 N 040 000600 Y 041 000600 Y 042 A000600 0 042 B000600 0 042 C000600 100 042 D000600 0 042 E000600 0 042 F000600 0 042 G000600 0 042 H000600 0 043 000600 325 044 000600 0 045 000600 Y 046 000600 N 047 000600 Y 048 000600 0.000 048 A010600 200 048 A020600 0.650 048 B010600 300 048 B020600 0.625 048 C010600 0 048 C020600 0.000 048 D010600 0 048 D020600 0.000 048 E010600 0 048 E020600 0.000 048 F010600 0 048 F020600 0.000 048 G010600 0 048 G020600 0.000 048 H010600 0 048 H020600 0.000 048 I010600 0 048 I020600 0.000 048 J010600 0 048 J020600 0.000 PAGE 34 048 K010600 500 048 K020600 0.600 049 000600 N 050 000600 N 051 000600 N 052 000600 N 053 A000600 N 058 A000600 N 059 000600 Y 060 A000600 Y 060 B000600 Y 061 000600 2500 062 A000600 Y 062 B000600 0.0 062 C000600 0.0 062 D000600 0.0 062 E000600 0.0 062 F000600 0.0 062 G000600 0.0 062 H000600 0.0 062 I000600 0.7 062 J000600 0.0 062 K000600 0.0 062 L000600 0.0 062 M000600 53.2 062 N000600 45.9 062 O000600 0.0 062 P000600 0.0 062 Q000600 0.0 062 R000600 0.0 063 A000600 0 063 B000600 18.6 064 A000600 N 064 B000600 N 066 A000600 N 067 000600 N 068 A000600 N 068 B000600 N 069 000600 N 070 A010600 Y 070 A020600 Y 070 B010600 N 070 B020600 N 070 C010600 Y 070 C020600 N 070 D010600 N 070 D020600 N 070 E010600 Y 070 E020600 Y 070 F010600 N 070 F020600 N PAGE 35 070 G010600 Y 070 G020600 Y 070 H010600 N 070 H020600 N 070 I010600 N 070 I020600 N 070 J010600 Y 070 J020600 N 070 K010600 N 070 K020600 N 070 L010600 N 070 L020600 N 070 M010600 N 070 M020600 N 070 N010600 Y 070 N020600 N 070 O010600 Y 070 O020600 N 070 P010600 N 070 P020600 N 070 Q010600 N 070 Q020600 N 070 R010600 Y 070 R020600 N 071 A000600 466716 071 B000600 488144 071 C000600 119312 071 D000600 391 072 A000600 12 072 B000600 8446 072 C000600 0 072 D000600 0 072 E000600 0 072 F000600 784 072 G000600 21 072 H000600 0 072 I000600 276 072 J000600 85 072 K000600 0 072 L000600 40 072 M000600 0 072 N000600 30 072 O000600 0 072 P000600 0 072 Q000600 0 072 R000600 38 072 S000600 11 072 T000600 325 072 U000600 0 072 V000600 0 072 W000600 52 PAGE 36 072 X000600 1662 072 Y000600 0 072 Z000600 6784 072AA000600 1274 072BB000600 0 072CC010600 3476 072CC020600 0 072DD010600 6106 072DD020600 625 072EE000600 0 073 A010600 0.6200 073 A020600 0.5400 073 B000600 0.0000 073 C000600 0.0000 074 A000600 7 074 B000600 819 074 C000600 0 074 D000600 114805 074 E000600 0 074 F000600 0 074 G000600 0 074 H000600 0 074 I000600 0 074 J000600 0 074 K000600 0 074 L000600 1448 074 M000600 7 074 N000600 117079 074 O000600 0 074 P000600 127 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 0 074 R040600 1057 074 S000600 0 074 T000600 115895 074 U010600 8961 074 U020600 1066 074 V010600 11.56 074 V020600 11.56 074 W000600 0.0000 074 X000600 7746 074 Y000600 0 075 A000600 0 075 B000600 109387 076 000600 0.00 080 A000600 FEDERAL INSURANCE COMPANY 080 C000600 17000 081 A000600 Y 081 B000600 23 PAGE 37 082 A000600 N 082 B000600 0 083 A000600 N 083 B000600 0 084 A000600 N 084 B000600 0 085 A000600 Y 085 B000600 N 080 C000700 0 081 B000700 0 082 B000700 0 008 A000801 NEW ENGLAND FUNDS MANAGEMENT L.P. 008 B000801 A 008 C000801 801-48408 008 D010801 BOSTON 008 D020801 MA 008 D030801 02116 008 A000802 LOOMIS SAYLES & COMPANY, L.P. 008 B000802 S 008 C000802 801-170 008 D010802 BOSTON 008 D020802 MA 008 D030802 02111 024 000800 N 025 D000801 0 025 D000802 0 025 D000803 0 025 D000804 0 025 D000805 0 025 D000806 0 025 D000807 0 025 D000808 0 028 A010800 31426 028 A020800 0 028 A030800 0 028 A040800 31426 028 B010800 42691 028 B020800 0 028 B030800 0 028 B040800 42691 028 C010800 41930 028 C020800 0 028 C030800 0 028 C040800 41930 028 D010800 53354 028 D020800 0 028 D030800 0 028 D040800 53354 028 E010800 38650 028 E020800 0 028 E030800 0 PAGE 38 028 E040800 38650 028 F010800 31261 028 F020800 0 028 F030800 0 028 F040800 31261 028 G010800 239312 028 G020800 0 028 G030800 0 028 G040800 239312 028 H000800 208398 029 000800 Y 030 A000800 126 030 B000800 5.75 030 C000800 0.00 031 A000800 18 031 B000800 0 032 000800 43 033 000800 65 034 000800 Y 035 000800 66 036 A000800 Y 036 B000800 0 037 000800 N 038 000800 0 039 000800 N 040 000800 Y 041 000800 Y 042 A000800 0 042 B000800 0 042 C000800 100 042 D000800 0 042 E000800 0 042 F000800 0 042 G000800 0 042 H000800 0 043 000800 554 044 000800 0 045 000800 Y 046 000800 N 047 000800 Y 048 000800 0.000 048 A010800 200 048 A020800 0.900 048 B010800 300 048 B020800 0.850 048 C010800 0 048 C020800 0.000 048 D010800 0 048 D020800 0.000 048 E010800 0 048 E020800 0.000 PAGE 39 048 F010800 0 048 F020800 0.000 048 G010800 0 048 G020800 0.000 048 H010800 0 048 H020800 0.000 048 I010800 0 048 I020800 0.000 048 J010800 0 048 J020800 0.000 048 K010800 500 048 K020800 0.800 049 000800 N 050 000800 N 051 000800 N 052 000800 N 053 A000800 Y 053 B000800 Y 053 C000800 N 058 A000800 N 059 000800 Y 060 A000800 Y 060 B000800 Y 061 000800 2500 062 A000800 N 062 B000800 0.0 062 C000800 0.0 062 D000800 0.0 062 E000800 0.0 062 F000800 0.0 062 G000800 0.0 062 H000800 0.0 062 I000800 0.0 062 J000800 0.0 062 K000800 0.0 062 L000800 0.0 062 M000800 0.0 062 N000800 0.0 062 O000800 0.0 062 P000800 0.0 062 Q000800 0.0 062 R000800 0.0 063 A000800 0 063 B000800 0.0 066 A000800 Y 066 B000800 N 066 C000800 N 066 D000800 N 066 E000800 N 066 F000800 N 066 G000800 Y PAGE 40 067 000800 N 068 A000800 N 068 B000800 Y 069 000800 N 070 A010800 Y 070 A020800 Y 070 B010800 Y 070 B020800 N 070 C010800 N 070 C020800 N 070 D010800 Y 070 D020800 N 070 E010800 Y 070 E020800 N 070 F010800 Y 070 F020800 N 070 G010800 Y 070 G020800 N 070 H010800 Y 070 H020800 N 070 I010800 N 070 I020800 N 070 J010800 Y 070 J020800 Y 070 K010800 Y 070 K020800 N 070 L010800 Y 070 L020800 Y 070 M010800 Y 070 M020800 Y 070 N010800 Y 070 N020800 N 070 O010800 Y 070 O020800 N 070 P010800 N 070 P020800 N 070 Q010800 N 070 Q020800 N 070 R010800 Y 070 R020800 N 071 A000800 203336 071 B000800 316093 071 C000800 132417 071 D000800 154 072 A000800 12 072 B000800 680 072 C000800 2516 072 D000800 0 072 E000800 0 072 F000800 1242 072 G000800 21 PAGE 41 072 H000800 0 072 I000800 602 072 J000800 332 072 K000800 0 072 L000800 113 072 M000800 0 072 N000800 39 072 O000800 0 072 P000800 0 072 Q000800 0 072 R000800 47 072 S000800 12 072 T000800 555 072 U000800 25 072 V000800 0 072 W000800 52 072 X000800 3050 072 Y000800 508 072 Z000800 654 072AA000800 4199 072BB000800 0 072CC010800 0 072CC020800 15166 072DD010800 0 072DD020800 0 072EE000800 8601 073 A010800 0.0000 073 A020800 0.0000 073 B000800 1.0900 073 C000800 0.0000 074 A000800 2447 074 B000800 5795 074 C000800 0 074 D000800 6946 074 E000800 0 074 F000800 73598 074 G000800 0 074 H000800 0 074 I000800 0 074 J000800 0 074 K000800 0 074 L000800 353 074 M000800 12 074 N000800 89148 074 O000800 0 074 P000800 162 074 Q000800 0 074 R010800 0 074 R020800 0 074 R030800 0 074 R040800 329 PAGE 42 074 S000800 0 074 T000800 88657 074 U010800 4113 074 U020800 2232 074 V010800 14.06 074 V020800 13.71 074 W000800 0.0000 074 X000800 12659 074 Y000800 0 075 A000800 0 075 B000800 79000 076 000800 0.00 080 A000800 FEDERAL INSURANCE COMPANY 080 C000800 17000 081 A000800 Y 081 B000800 23 082 A000800 N 082 B000800 0 083 A000800 N 083 B000800 0 084 A000800 N 084 B000800 0 085 A000800 Y 085 B000800 N 008 A000901 NEW ENGLAND FUNDS MANAGEMENT L.P. 008 B000901 A 008 C000901 801-48408 008 D010901 BOSTON 008 D020901 MA 008 D030901 02116 008 A000902 LOOMIS SAYLES & COMPANY, L.P. 008 B000902 S 008 C000902 801-170 008 D010902 BOSTON 008 D020902 MA 008 D030902 02111 024 000900 N 025 D000901 0 025 D000902 0 025 D000903 0 025 D000904 0 025 D000905 0 025 D000906 0 025 D000907 0 025 D000908 0 028 A010900 4372 028 A020900 0 028 A030900 0 028 A040900 4372 028 B010900 7214 028 B020900 0 PAGE 43 028 B030900 0 028 B040900 7214 028 C010900 4568 028 C020900 0 028 C030900 0 028 C040900 4568 028 D010900 6043 028 D020900 0 028 D030900 0 028 D040900 6043 028 E010900 4466 028 E020900 0 028 E030900 0 028 E040900 4466 028 F010900 7789 028 F020900 0 028 F030900 0 028 F040900 7789 028 G010900 34452 028 G020900 0 028 G030900 0 028 G040900 34452 028 H000900 21183 029 000900 Y 030 A000900 348 030 B000900 5.75 030 C000900 0.00 031 A000900 51 031 B000900 0 032 000900 119 033 000900 179 034 000900 Y 035 000900 9 036 A000900 Y 036 B000900 0 037 000900 N 038 000900 0 039 000900 N 040 000900 Y 041 000900 Y 042 A000900 0 042 B000900 0 042 C000900 100 042 D000900 0 042 E000900 0 042 F000900 0 042 G000900 0 042 H000900 0 043 000900 806 044 000900 0 045 000900 Y PAGE 44 046 000900 N 047 000900 Y 048 000900 0.000 048 A010900 200 048 A020900 0.750 048 B010900 300 048 B020900 0.700 048 C010900 0 048 C020900 0.000 048 D010900 0 048 D020900 0.000 048 E010900 0 048 E020900 0.000 048 F010900 0 048 F020900 0.000 048 G010900 0 048 G020900 0.000 048 H010900 0 048 H020900 0.000 048 I010900 0 048 I020900 0.000 048 J010900 0 048 J020900 0.000 048 K010900 500 048 K020900 0.650 049 000900 N 050 000900 N 051 000900 N 052 000900 N 053 A000900 N 058 A000900 N 059 000900 Y 060 A000900 Y 060 B000900 Y 061 000900 2500 062 A000900 N 062 B000900 0.0 062 C000900 0.0 062 D000900 0.0 062 E000900 0.0 062 F000900 0.0 062 G000900 0.0 062 H000900 0.0 062 I000900 0.0 062 J000900 0.0 062 K000900 0.0 062 L000900 0.0 062 M000900 0.0 062 N000900 0.0 062 O000900 0.0 062 P000900 0.0 PAGE 45 062 Q000900 0.0 062 R000900 0.0 063 A000900 0 063 B000900 0.0 066 A000900 Y 066 B000900 N 066 C000900 N 066 D000900 Y 066 E000900 N 066 F000900 N 066 G000900 N 067 000900 N 068 A000900 N 068 B000900 N 069 000900 N 070 A010900 Y 070 A020900 Y 070 B010900 Y 070 B020900 N 070 C010900 N 070 C020900 N 070 D010900 Y 070 D020900 N 070 E010900 N 070 E020900 N 070 F010900 N 070 F020900 N 070 G010900 N 070 G020900 N 070 H010900 N 070 H020900 N 070 I010900 N 070 I020900 N 070 J010900 Y 070 J020900 N 070 K010900 N 070 K020900 N 070 L010900 Y 070 L020900 Y 070 M010900 Y 070 M020900 N 070 N010900 Y 070 N020900 N 070 O010900 Y 070 O020900 N 070 P010900 N 070 P020900 N 070 Q010900 N 070 Q020900 N 070 R010900 N 070 R020900 N PAGE 46 071 A000900 90444 071 B000900 104480 071 C000900 188714 071 D000900 48 072 A000900 12 072 B000900 83 072 C000900 1027 072 D000900 0 072 E000900 0 072 F000900 1437 072 G000900 21 072 H000900 0 072 I000900 427 072 J000900 91 072 K000900 0 072 L000900 45 072 M000900 0 072 N000900 42 072 O000900 0 072 P000900 0 072 Q000900 0 072 R000900 31 072 S000900 11 072 T000900 806 072 U000900 14 072 V000900 0 072 W000900 174 072 X000900 3099 072 Y000900 0 072 Z000900 -1989 072AA000900 25264 072BB000900 0 072CC010900 6523 072CC020900 0 072DD010900 0 072DD020900 0 072EE000900 23564 073 A010900 0.0000 073 A020900 0.0000 073 B000900 2.5700 073 C000900 0.0000 074 A000900 226 074 B000900 489 074 C000900 0 074 D000900 0 074 E000900 0 074 F000900 196208 074 G000900 0 074 H000900 0 074 I000900 0 074 J000900 3078 PAGE 47 074 K000900 0 074 L000900 184 074 M000900 8 074 N000900 200193 074 O000900 3452 074 P000900 136 074 Q000900 0 074 R010900 0 074 R020900 0 074 R030900 0 074 R040900 346 074 S000900 0 074 T000900 196259 074 U010900 7504 074 U020900 2436 074 V010900 19.95 074 V020900 19.10 074 W000900 0.0000 074 X000900 16961 074 Y000900 0 075 A000900 0 075 B000900 146840 076 000900 0.00 080 A000900 FEDERAL INSURANCE COMPANY 080 C000900 17000 081 A000900 Y 081 B000900 23 082 A000900 N 082 B000900 0 083 A000900 N 083 B000900 0 084 A000900 N 084 B000900 0 085 A000900 Y 085 B000900 N 008 A001001 NEW ENGLAND FUNDS MANAGEMENT L. P. 008 B001001 A 008 C001001 801-48408 008 D011001 BOSTON 008 D021001 MA 008 D031001 02116 008 A001002 OAKMARK/HARRIS ASSOCIATES L.P. 008 B001002 S 008 C001002 801-50333 008 D011002 CHICAGO 008 D021002 IL 008 D031002 60602 008 A001003 FOUNDERS ASSET MGT 008 B001003 S 008 C001003 801-8049 008 D011003 DENVER PAGE 48 008 D021003 CO 008 D031003 80206 008 A001004 JANUS CAPITAL CORP 008 B001004 S 008 C001004 801-13991 008 D011004 DENVER 008 D021004 CO 008 D031004 80206 008 A001005 LOOMIS SAYLES & CO 008 B001005 S 008 C001005 801-170 008 D011005 BOSTON 008 D021005 MA 008 D031005 02111 024 001000 N 025 D001001 0 025 D001002 0 025 D001003 0 025 D001004 0 025 D001005 0 025 D001006 0 025 D001007 0 025 D001008 0 028 A011000 57357 028 A021000 0 028 A031000 0 028 A041000 57357 028 B011000 47857 028 B021000 0 028 B031000 0 028 B041000 47857 028 C011000 65829 028 C021000 0 028 C031000 0 028 C041000 65829 028 D011000 47688 028 D021000 0 028 D031000 0 028 D041000 47688 028 E011000 43506 028 E021000 0 028 E031000 0 028 E041000 43506 028 F011000 33232 028 F021000 0 028 F031000 0 028 F041000 33232 028 G011000 295469 028 G021000 0 028 G031000 0 028 G041000 295469 PAGE 49 028 H001000 185253 029 001000 Y 030 A001000 2068 030 B001000 5.75 030 C001000 0.00 031 A001000 295 031 B001000 0 032 001000 707 033 001000 1066 034 001000 Y 035 001000 1054 036 A001000 Y 036 B001000 0 037 001000 N 038 001000 0 039 001000 N 040 001000 Y 041 001000 Y 042 A001000 0 042 B001000 0 042 C001000 100 042 D001000 0 042 E001000 0 042 F001000 0 042 G001000 0 042 H001000 0 043 001000 6064 044 001000 0 045 001000 Y 046 001000 Y 047 001000 Y 048 001000 0.000 048 A011000 1000000 048 A021000 1.050 048 B011000 0 048 B021000 0.000 048 C011000 0 048 C021000 0.000 048 D011000 0 048 D021000 0.000 048 E011000 0 048 E021000 0.000 048 F011000 0 048 F021000 0.000 048 G011000 0 048 G021000 0.000 048 H011000 0 048 H021000 0.000 048 I011000 0 048 I021000 0.000 048 J011000 0 PAGE 50 048 J021000 0.000 048 K011000 1000000 048 K021000 1.000 049 001000 N 050 001000 N 051 001000 N 052 001000 N 053 A001000 N 058 A001000 N 059 001000 Y 060 A001000 Y 060 B001000 Y 061 001000 2500 062 A001000 N 062 B001000 0.0 062 C001000 0.0 062 D001000 0.0 062 E001000 0.0 062 F001000 0.0 062 G001000 0.0 062 H001000 0.0 062 I001000 0.0 062 J001000 0.0 062 K001000 0.0 062 L001000 0.0 062 M001000 0.0 062 N001000 0.0 062 O001000 0.0 062 P001000 0.0 062 Q001000 0.0 062 R001000 0.0 063 A001000 0 063 B001000 0.0 066 A001000 Y 066 B001000 N 066 C001000 N 066 D001000 Y 066 E001000 N 066 F001000 N 066 G001000 N 067 001000 N 068 A001000 N 068 B001000 N 069 001000 N 070 A011000 Y 070 A021000 Y 070 B011000 Y 070 B021000 N 070 C011000 N 070 C021000 N 070 D011000 Y PAGE 51 070 D021000 N 070 E011000 N 070 E021000 N 070 F011000 N 070 F021000 N 070 G011000 Y 070 G021000 N 070 H011000 Y 070 H021000 N 070 I011000 N 070 I021000 N 070 J011000 Y 070 J021000 Y 070 K011000 N 070 K021000 N 070 L011000 Y 070 L021000 Y 070 M011000 Y 070 M021000 Y 070 N011000 Y 070 N021000 N 070 O011000 Y 070 O021000 N 070 P011000 N 070 P021000 N 070 Q011000 N 070 Q021000 N 070 R011000 N 070 R021000 N 071 A001000 1394095 071 B001000 1370106 071 C001000 816920 071 D001000 168 072 A001000 12 072 B001000 5442 072 C001000 8652 072 D001000 0 072 E001000 0 072 F001000 9732 072 G001000 22 072 H001000 0 072 I001000 2001 072 J001000 529 072 K001000 0 072 L001000 379 072 M001000 0 072 N001000 127 072 O001000 0 072 P001000 0 072 Q001000 0 072 R001000 46 PAGE 52 072 S001000 11 072 T001000 6064 072 U001000 26 072 V001000 0 072 W001000 179 072 X001000 19116 072 Y001000 0 072 Z001000 -5022 072AA001000 180781 072BB001000 0 072CC011000 10460 072CC021000 0 072DD011000 0 072DD021000 0 072EE001000 173363 073 A011000 0.0000 073 A021000 0.0000 073 B001000 3.6100 073 C001000 0.0000 074 A001000 73 074 B001000 44075 074 C001000 33498 074 D001000 0 074 E001000 0 074 F001000 941540 074 G001000 0 074 H001000 0 074 I001000 0 074 J001000 6210 074 K001000 0 074 L001000 2274 074 M001000 73 074 N001000 1027743 074 O001000 14561 074 P001000 897 074 Q001000 0 074 R011000 0 074 R021000 0 074 R031000 0 074 R041000 1895 074 S001000 0 074 T001000 1010390 074 U011000 22953 074 U021000 33569 074 V011000 18.17 074 V021000 17.63 074 W001000 0.0000 074 X001000 75309 074 Y001000 0 075 A001000 0 075 B001000 384947 PAGE 53 076 001000 0.00 080 A001000 FEDERAL INSURANCE COMPANY 080 C001000 17000 081 A001000 Y 081 B001000 23 082 A001000 N 082 B001000 0 083 A001000 N 083 B001000 0 084 A001000 N 084 B001000 0 085 A001000 Y 085 B001000 N 008 A001101 NEW ENGLAND FUNDS MANAGEMENT LP 008 B001101 A 008 C001101 801-48408 008 D011101 BOSTON 008 D021101 MA 008 D031101 02116 008 A001102 LOOMIS SAYLES & CO. L.P. 008 B001102 S 008 C001102 801-170 008 D011102 BOSTON 008 D021102 MA 008 D031102 02111 024 001100 N 025 D001101 0 025 D001102 0 025 D001103 0 025 D001104 0 025 D001105 0 025 D001106 0 025 D001107 0 025 D001108 0 028 A011100 16849 028 A021100 0 028 A031100 0 028 A041100 16849 028 B011100 11901 028 B021100 1237 028 B031100 0 028 B041100 13138 028 C011100 18943 028 C021100 1278 028 C031100 0 028 C041100 20221 028 D011100 15889 028 D021100 1328 028 D031100 0 028 D041100 17217 028 E011100 13424 PAGE 54 028 E021100 1374 028 E031100 0 028 E041100 14798 028 F011100 14408 028 F021100 2865 028 F031100 0 028 F041100 17273 028 G011100 91414 028 G021100 8082 028 G031100 0 028 G041100 99496 028 H001100 42448 029 001100 Y 030 A001100 1138 030 B001100 4.50 030 C001100 0.00 031 A001100 147 031 B001100 0 032 001100 395 033 001100 596 034 001100 Y 035 001100 292 036 A001100 Y 036 B001100 0 037 001100 N 038 001100 0 039 001100 N 040 001100 Y 041 001100 Y 042 A001100 0 042 B001100 0 042 C001100 100 042 D001100 0 042 E001100 0 042 F001100 0 042 G001100 0 042 H001100 0 043 001100 1999 044 001100 0 045 001100 Y 046 001100 N 047 001100 Y 048 001100 0.000 048 A011100 200 048 A021100 0.650 048 B011100 0 048 B021100 0.000 048 C011100 0 048 C021100 0.000 048 D011100 0 048 D021100 0.000 PAGE 55 048 E011100 0 048 E021100 0.000 048 F011100 0 048 F021100 0.000 048 G011100 0 048 G021100 0.000 048 H011100 0 048 H021100 0.000 048 I011100 0 048 I021100 0.000 048 J011100 0 048 J021100 0.000 048 K011100 200 048 K021100 0.600 049 001100 N 050 001100 N 051 001100 N 052 001100 N 053 A001100 Y 053 B001100 Y 053 C001100 N 058 A001100 N 059 001100 Y 060 A001100 Y 060 B001100 Y 061 001100 2500 062 A001100 Y 062 B001100 0.0 062 C001100 0.0 062 D001100 1.4 062 E001100 0.0 062 F001100 0.0 062 G001100 0.0 062 H001100 0.0 062 I001100 0.0 062 J001100 0.0 062 K001100 0.0 062 L001100 0.0 062 M001100 0.4 062 N001100 0.0 062 O001100 0.0 062 P001100 33.0 062 Q001100 54.3 062 R001100 10.2 063 A001100 0 063 B001100 16.8 066 A001100 N 067 001100 N 068 A001100 N 068 B001100 N 069 001100 N PAGE 56 070 A011100 Y 070 A021100 Y 070 B011100 N 070 B021100 N 070 C011100 Y 070 C021100 N 070 D011100 N 070 D021100 N 070 E011100 Y 070 E021100 N 070 F011100 N 070 F021100 N 070 G011100 Y 070 G021100 N 070 H011100 N 070 H021100 N 070 I011100 N 070 I021100 N 070 J011100 Y 070 J021100 Y 070 K011100 Y 070 K021100 N 070 L011100 Y 070 L021100 Y 070 M011100 Y 070 M021100 N 070 N011100 Y 070 N021100 N 070 O011100 Y 070 O021100 N 070 P011100 N 070 P021100 N 070 Q011100 N 070 Q021100 N 070 R011100 N 070 R021100 N 071 A001100 247333 071 B001100 105577 071 C001100 283320 071 D001100 37 072 A001100 12 072 B001100 22857 072 C001100 2039 072 D001100 0 072 E001100 0 072 F001100 1856 072 G001100 51 072 H001100 0 072 I001100 365 072 J001100 189 072 K001100 0 PAGE 57 072 L001100 54 072 M001100 0 072 N001100 77 072 O001100 0 072 P001100 0 072 Q001100 0 072 R001100 44 072 S001100 11 072 T001100 1999 072 U001100 14 072 V001100 0 072 W001100 36 072 X001100 4696 072 Y001100 0 072 Z001100 20200 072AA001100 5991 072BB001100 0 072CC011100 0 072CC021100 2630 072DD011100 9093 072DD021100 11286 072EE001100 3687 073 A011100 1.0100 073 A021100 0.9100 073 B001100 0.1500 073 C001100 0.0000 074 A001100 1 074 B001100 4845 074 C001100 0 074 D001100 304369 074 E001100 8460 074 F001100 27085 074 G001100 0 074 H001100 0 074 I001100 0 074 J001100 0 074 K001100 0 074 L001100 7027 074 M001100 38 074 N001100 351825 074 O001100 3485 074 P001100 7 074 Q001100 0 074 R011100 0 074 R021100 0 074 R031100 0 074 R041100 1029 074 S001100 0 074 T001100 347304 074 U011100 10781 074 U021100 15099 PAGE 58 074 V011100 13.42 074 V021100 13.42 074 W001100 0.0000 074 X001100 16315 074 Y001100 0 075 A001100 0 075 B001100 121661 076 001100 0.00 080 A001100 FEDERAL INSURANCE COMPANY 080 C001100 17000 081 A001100 Y 081 B001100 23 082 A001100 N 082 B001100 0 083 A001100 N 083 B001100 0 084 A001100 N 084 B001100 0 085 A001100 Y 085 B001100 N 008 A001201 NEW ENGLAND FUNDS MANAGEMENT L.P. 008 B001201 A 008 C001201 801-48408 008 D011201 BOSTON 008 D021201 MA 008 D031201 02116 008 A001202 FOUNDERS ASSET MANAGEMENT, INC. 008 B001202 S 008 C001202 801-8049 008 D011202 DENVER 008 D021202 CO 008 D031202 80206 008 A001203 JANUS CAPITAL CORPORATION 008 B001203 S 008 C001203 801-13991 008 D011203 DENVER 008 D021203 CA 008 D031203 94111 008 A001204 OAKMARK/HARRIS ASSOCIATES L.P. 008 B001204 S 008 C001204 801-50333 008 D011204 CHICAGO 008 D021204 IL 008 D031204 60602 008 A001205 MONTGOMERY ASSET MANAGEMENT, L.P. 008 B001205 S 008 C001205 801-36790 008 D011205 SAN FRANCISCO 008 D021205 CA 008 D031205 94111 024 001200 N PAGE 59 025 D001201 0 025 D001202 0 025 D001203 0 025 D001204 0 025 D001205 0 025 D001206 0 025 D001207 0 025 D001208 0 028 A011200 43292 028 A021200 0 028 A031200 0 028 A041200 43292 028 B011200 36989 028 B021200 0 028 B031200 0 028 B041200 36989 028 C011200 22189 028 C021200 0 028 C031200 0 028 C041200 22189 028 D011200 27033 028 D021200 0 028 D031200 0 028 D041200 27033 028 E011200 18735 028 E021200 0 028 E031200 0 028 E041200 18735 028 F011200 11088 028 F021200 0 028 F031200 0 028 F041200 11088 028 G011200 159326 028 G021200 0 028 G031200 0 028 G041200 159326 028 H001200 112172 029 001200 Y 030 A001200 956 030 B001200 5.75 030 C001200 0.00 031 A001200 128 031 B001200 0 032 001200 197 033 001200 631 034 001200 Y 035 001200 249 036 A001200 Y 036 B001200 0 037 001200 N 038 001200 0 PAGE 60 039 001200 N 040 001200 Y 041 001200 Y 042 A001200 0 042 B001200 0 042 C001200 100 042 D001200 0 042 E001200 0 042 F001200 0 042 G001200 0 042 H001200 0 043 001200 1541 044 001200 0 045 001200 Y 046 001200 Y 047 001200 Y 048 001200 1.050 048 A011200 0 048 A021200 0.000 048 B011200 0 048 B021200 0.000 048 C011200 0 048 C021200 0.000 048 D011200 0 048 D021200 0.000 048 E011200 0 048 E021200 0.000 048 F011200 0 048 F021200 0.000 048 G011200 0 048 G021200 0.000 048 H011200 0 048 H021200 0.000 048 I011200 0 048 I021200 0.000 048 J011200 0 048 J021200 0.000 048 K011200 0 048 K021200 0.000 049 001200 N 050 001200 N 051 001200 N 052 001200 N 053 A001200 N 058 A001200 N 059 001200 Y 060 A001200 Y 060 B001200 Y 061 001200 2500 062 A001200 N 062 B001200 0.0 PAGE 61 062 C001200 0.0 062 D001200 0.0 062 E001200 0.0 062 F001200 0.0 062 G001200 0.0 062 H001200 0.0 062 I001200 0.0 062 J001200 0.0 062 K001200 0.0 062 L001200 0.0 062 M001200 0.0 062 N001200 0.0 062 O001200 0.0 062 P001200 0.0 062 Q001200 0.0 062 R001200 0.0 063 A001200 0 063 B001200 0.0 066 A001200 Y 066 B001200 N 066 C001200 Y 066 D001200 N 066 E001200 N 066 F001200 N 066 G001200 N 067 001200 N 068 A001200 N 068 B001200 Y 069 001200 N 070 A011200 Y 070 A021200 Y 070 B011200 Y 070 B021200 N 070 C011200 N 070 C021200 N 070 D011200 Y 070 D021200 N 070 E011200 Y 070 E021200 N 070 F011200 Y 070 F021200 Y 070 G011200 Y 070 G021200 N 070 H011200 Y 070 H021200 N 070 I011200 N 070 I021200 N 070 J011200 Y 070 J021200 Y 070 K011200 Y 070 K021200 Y PAGE 62 070 L011200 Y 070 L021200 Y 070 M011200 Y 070 M021200 Y 070 N011200 Y 070 N021200 N 070 O011200 Y 070 O021200 N 070 P011200 N 070 P021200 N 070 Q011200 N 070 Q021200 N 070 R011200 N 070 R021200 N 071 A001200 259385 071 B001200 168831 071 C001200 211299 071 D001200 80 072 A001200 12 072 B001200 1037 072 C001200 3511 072 D001200 0 072 E001200 0 072 F001200 2442 072 G001200 21 072 H001200 0 072 I001200 640 072 J001200 848 072 K001200 0 072 L001200 76 072 M001200 0 072 N001200 81 072 O001200 0 072 P001200 0 072 Q001200 0 072 R001200 46 072 S001200 12 072 T001200 1541 072 U001200 13 072 V001200 0 072 W001200 59 072 X001200 5779 072 Y001200 0 072 Z001200 -1231 072AA001200 13622 072BB001200 0 072CC011200 8025 072CC021200 0 072DD011200 12128 072DD021200 0 072EE001200 590 PAGE 63 073 A011200 0.0000 073 A021200 0.0000 073 B001200 0.7600 073 C001200 0.0400 074 A001200 417 074 B001200 19700 074 C001200 1000 074 D001200 676 074 E001200 0 074 F001200 247684 074 G001200 0 074 H001200 0 074 I001200 0 074 J001200 1947 074 K001200 0 074 L001200 752 074 M001200 52 074 N001200 272228 074 O001200 3164 074 P001200 246 074 Q001200 0 074 R011200 0 074 R021200 0 074 R031200 0 074 R041200 833 074 S001200 0 074 T001200 267985 074 U011200 7659 074 U021200 9822 074 V011200 15.46 074 V021200 15.23 074 W001200 0.0000 074 X001200 28033 074 Y001200 0 075 A001200 0 075 B001200 103192 076 001200 0.00 080 A001200 FEDERAL INSURANCE COMPANY 080 C001200 17000 081 A001200 Y 081 B001200 23 082 A001200 N 082 B001200 0 083 A001200 N 083 B001200 0 084 A001200 N 084 B001200 0 085 A001200 Y 085 B001200 N 008 A001301 NEW ENGLAND FUNDS MANAGEMENT, L.P. 008 B001301 A PAGE 64 008 C001301 801-48408 008 D011301 BOSTON 008 D021301 MA 008 D031301 02116 008 A001302 ROBERTSON, STEPHENS & COMPANY 008 B001302 S 008 C001302 801-144125 008 D011302 SAN FRANCISCO 008 D021302 CA 008 D031302 94104 008 A001303 MONTGOMERY ASSET MANAGEMENT, L.P. 008 B001303 S 008 C001303 801-36790 008 D011303 SAN FRANCISCO 008 D021303 CA 008 D031303 94111 008 A001304 LOOMIS SAYLES & COMPANY, L.P. 008 B001304 S 008 C001304 801-170 008 D011304 BOSTON 008 D021304 MA 008 D031304 02111 008 A001305 OAKMARK/HARRIS ASSOCIATES L.P. 008 B001305 S 008 C001305 801-50333 008 D011305 CHICAGO 008 D021305 IL 008 D031305 60602 024 001300 N 025 D001301 0 025 D001302 0 025 D001303 0 025 D001304 0 025 D001305 0 025 D001306 0 025 D001307 0 025 D001308 0 028 A011300 12868 028 A021300 0 028 A031300 0 028 A041300 12868 028 B011300 21708 028 B021300 0 028 B031300 0 028 B041300 21708 028 C011300 21857 028 C021300 0 028 C031300 0 028 C041300 21857 028 D011300 28603 028 D021300 0 PAGE 65 028 D031300 0 028 D041300 28603 028 E011300 16074 028 E021300 0 028 E031300 0 028 E041300 16074 028 F011300 31585 028 F021300 0 028 F031300 0 028 F041300 31585 028 G011300 132695 028 G021300 0 028 G031300 0 028 G041300 132695 028 H001300 94337 029 001300 Y 030 A001300 1174 030 B001300 5.75 030 C001300 0.00 031 A001300 125 031 B001300 0 032 001300 552 033 001300 498 034 001300 Y 035 001300 77 036 A001300 Y 036 B001300 0 038 001300 0 042 A001300 0 042 B001300 0 042 C001300 100 042 D001300 0 042 E001300 0 042 F001300 0 042 G001300 0 042 H001300 0 043 001300 471 044 001300 0 045 001300 Y 046 001300 Y 047 001300 Y 048 001300 1.050 048 A011300 0 048 A021300 0.000 048 B011300 0 048 B021300 0.000 048 C011300 0 048 C021300 0.000 048 D011300 0 048 D021300 0.000 048 E011300 0 PAGE 66 048 E021300 0.000 048 F011300 0 048 F021300 0.000 048 G011300 0 048 G021300 0.000 048 H011300 0 048 H021300 0.000 048 I011300 0 048 I021300 0.000 048 J011300 0 048 J021300 0.000 048 K011300 0 048 K021300 0.000 049 001300 N 050 001300 N 051 001300 N 052 001300 N 053 A001300 N 058 A001300 N 059 001300 Y 060 A001300 Y 060 B001300 Y 061 001300 2500 062 A001300 N 062 B001300 0.0 062 C001300 0.0 062 D001300 0.0 062 E001300 0.0 062 F001300 0.0 062 G001300 0.0 062 H001300 0.0 062 I001300 0.0 062 J001300 0.0 062 K001300 0.0 062 L001300 0.0 062 M001300 0.0 062 N001300 0.0 062 O001300 0.0 062 P001300 0.0 062 Q001300 0.0 062 R001300 0.0 063 A001300 0 063 B001300 0.0 066 A001300 Y 066 B001300 N 066 C001300 Y 066 D001300 N 066 E001300 N 066 F001300 N 066 G001300 N 067 001300 N PAGE 67 068 A001300 N 068 B001300 N 069 001300 N 070 A011300 Y 070 A021300 Y 070 B011300 Y 070 B021300 Y 070 C011300 Y 070 C021300 N 070 D011300 Y 070 D021300 N 070 E011300 Y 070 E021300 N 070 F011300 Y 070 F021300 N 070 G011300 Y 070 G021300 N 070 H011300 Y 070 H021300 N 070 I011300 N 070 I021300 N 070 J011300 Y 070 J021300 N 070 K011300 Y 070 K021300 N 070 L011300 Y 070 L021300 Y 070 M011300 Y 070 M021300 N 070 N011300 Y 070 N021300 N 070 O011300 Y 070 O021300 N 070 P011300 N 070 P021300 N 070 Q011300 N 070 Q021300 N 070 R011300 Y 070 R021300 Y 071 A001300 187476 071 B001300 97339 071 C001300 69490 071 D001300 140 072 A001300 12 072 B001300 265 072 C001300 271 072 D001300 0 072 E001300 0 072 F001300 746 072 G001300 11 072 H001300 0 PAGE 68 072 I001300 227 072 J001300 199 072 K001300 0 072 L001300 27 072 M001300 0 072 N001300 69 072 O001300 0 072 P001300 0 072 Q001300 0 072 R001300 44 072 S001300 24 072 T001300 471 072 U001300 7 072 V001300 0 072 W001300 28 072 X001300 1853 072 Y001300 0 072 Z001300 -1317 072AA001300 3553 072BB001300 0 072CC011300 15571 072CC021300 0 072DD011300 0 072DD021300 0 072EE001300 3477 073 A011300 0.0000 073 A021300 0.0000 073 B001300 0.4800 073 C001300 0.0000 074 A001300 1175 074 B001300 13773 074 C001300 0 074 D001300 0 074 E001300 0 074 F001300 109883 074 G001300 0 074 H001300 22 074 I001300 0 074 J001300 118 074 K001300 0 074 L001300 690 074 M001300 48 074 N001300 125709 074 O001300 5659 074 P001300 101 074 Q001300 0 074 R011300 0 074 R021300 609 074 R031300 31 074 R041300 656 074 S001300 0 PAGE 69 074 T001300 118653 074 U011300 3387 074 U021300 4363 074 V011300 15.37 074 V021300 15.26 074 W001300 0.0000 074 X001300 11946 074 Y001300 0 075 A001300 0 075 B001300 33967 076 001300 0.00 080 A001300 FEDERAL INSURANCE COMPANY 080 C001300 17000 081 A001300 Y 081 B001300 23 082 A001300 N 082 B001300 0 083 A001300 N 083 B001300 0 084 A001300 N 084 B001300 0 085 A001300 Y 085 B001300 N SIGNATURE SCOTT FITZHENRY TITLE A.V.P. FUND ADMIM. EX-99 2 February 12, 1998 To the Board of Trustees of New England Funds Trust I In planning and performing our audit of the financial statements of the New England Funds Trust I (the Trust) for the year ended December 31, 1997, we considered its internal control, including control activities for safeguarding securities, in order to determine our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N-SAR, not to provide assurance on internal control. The management of the Trust is responsible for establishing and maintaining internal control. In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of control activities. Generally, control activities that are relevant to an audit pertain to the entitys objective of preparing financial statements for external purposes that are fairly presented in conformity with generally accepted accounting principles. Those control activities include the safeguarding of assets against unauthorized acquisition, use or disposition. Because of inherent limitations in internal control, errors or irregularities may occur and not be detected. Also, projection of any evaluation of internal control to future periods is subject to the risk that it may become inadequate because of changes in conditions or that the effectiveness of the design and operation may deteriorate. Our consideration of internal control would not necessarily disclose all matters in internal control that might be material weaknesses under standards established by the American Institute of Certified Public Accountants. A material weakness is a condition in which the design or operation of any specific internal control components does not reduce to a relatively low level the risk that errors or irregularities in amounts that would be material in relation to the financial statements being audited may occur and not be detected within a timely period by employees in the normal course of performing their assigned functions. However, we noted no matters involving internal control, including control activities for safeguarding securities, that we consider to be material weaknesses as defined above as of December 31, 1997. This report is intended solely for the information and use of management and the Board of Trustees of New England Funds Trust I and the Securities and Exchange Commission. PRICE WATERHOUSE LLP EX-27 3
6 0000770540 NEW ENGLAND FUNDS TRUST I 011 NEW ENGLAND BALANCED FUND CLASS A 12-MOS DEC-31-1997 DEC-31-1997 332,057,398 396,162,124 5,187,924 361 9,000 401,359,409 109,235 0 1,055,964 1,165,199 0 331,203,062 16,376,185 15,031,077 0 (38,382) 4,924,759 0 64,104,771 400,194,210 3,349,053 10,445,137 0 5,183,446 8,610,744 44,522,520 9,443,755 62,577,019 0 5,058,699 26,172,311 0 40,996,836 62,553,540 30,055,824 8,499,120 0 0 67,903 0 2,830,754 0 5,183,446 406,819,970 13.94 .33 2.05 .33 1.74 0 14.25 1.29 0 0
EX-27 4
6 0000770540 NEW ENGLAND FUNDS TRUST I 012 NEW ENGLAND BALANCED FUND CLASS B 12-MOS DEC-31-1997 DEC-31-1997 332,057,398 396,162,124 5,187,924 361 9,000 401,359,409 109,235 0 1,055,964 1,165,199 0 331,203,062 5,410,555 4,609,157 0 (38,382) 4,924,759 0 64,104,771 400,194,210 3,349,053 10,445,137 0 5,183,446 8,610,744 44,522,520 9,443,755 62,577,019 0 1,076,687 8,351,315 0 18,483,400 10,405,386 9,051,565 17,129,579 0 0 67,903 0 2,830,754 0 5,183,446 406,819,970 13.86 .23 2.03 .23 1.74 0 14.15 2.04 0 0
EX-27 5
6 0000770540 NEW ENGLAND FUNDS TRUST I 013 NEW ENGLAND BALANCED FUND CLASS C 12-MOS DEC-31-1997 DEC-31-1997 332,057,398 396,162,124 5,187,924 361 9,000 401,359,409 109,235 0 1,055,964 1,165,199 0 331,203,062 325,885 243,957 0 (38,382) 4,924,759 0 64,104,771 400,194,210 3,349,053 10,445,137 0 5,183,446 8,610,744 44,522,520 9,443,755 62,577,019 0 59,400 483,496 0 2,254,801 713,283 508,748 2,050,266 0 0 67,903 0 2,830,754 0 5,183,446 406,819,970 13.82 .23 2.02 .23 1.74 0 14.10 2.04 0 0
EX-27 6
6 0000770540 NEW ENGLAND FUNDS TRUST I 014 NEW ENGLAND BALANCED FUND CLASS Y 12-MOS DEC-31-1997 DEC-31-1997 332,057,398 396,162,124 5,187,924 361 9,000 401,359,409 109,235 0 1,055,964 1,165,199 0 331,203,062 6,000,914 5,927,744 0 (38,382) 4,924,759 0 64,104,771 400,194,210 3,349,053 10,445,137 0 5,183,446 8,610,744 44,522,520 9,443,755 62,577,019 0 2,402,391 11,201,373 0 35,365,862 42,421,496 13,603,674 6,548,040 0 0 67,903 0 2,830,754 0 5,183,446 406,819,970 13.95 .40 2.06 .4 1.74 0 14.27 .88 0 0
EX-27 7
6 0000770540 NEW ENGLAND FUNDS TRUST I 021 NEW ENGLAND GROWTH FUND CLASS A 12-MOS DEC-31-1997 DEC-31-1997 1,330,603,501 1,480,695,625 9,640,409 4,399 22,500 1,490,362,933 9,809,136 0 3,050,493 12,859,627 0 1,273,889,006 140,188,629 103,795,550 0 1,071,333 52,450,841 0 150,092,124 1,477,503,304 16,946,953 431,767 0 16,269,963 1,108,757 423,636,925 (129,419,929) 295,325,753 0 0 411,198,356 0 120,073,996 241,073,215 400,444,224 279,445,005 0 0 12,887 0 9,757,792 0 16,269,963 1,508,936,421 11.63 .01 2.79 0 4.02 0 10.41 1.12 0 0
EX-27 8
6 0000770540 NEW ENGLAND FUNDS TRUST I 022 NEW ENGLAND GROWTH FUND CLASS B 12-MOS DEC-31-1997 DEC-31-1997 1,330,603,501 1,480,695,625 9,640,409 4,399 22,500 1,490,362,933 9,809,136 0 3,050,493 12,859,629 0 1,273,889,006 1,720,302 458,900 0 1,071,333 52,450,841 0 150,092,124 1,477,503,304 16,946,953 431,767 0 16,269,963 1,108,757 423,636,925 (129,419,929) 295,325,753 0 0 3,125,361 0 18,164,763 692,191 3,041,934 20,514,506 0 0 12,887 0 9,757,792 0 16,269,963 1,508,936,421 12.47 (0.07) 1.94 0.00 4.02 0 10.32 1.87 0 0
EX-27 9
6 0000770540 NEW ENGLAND FUNDS TRUST I 031 NEW ENGLAND VALUE FUND CLASS A 12-MOS DEC-31-1997 DEC-31-1997 360,725,208 465,169,864 2,437,749 464 8,000 467,616,077 6,076,080 0 1,852,886 7,928,966 0 347,501,461 34,424,572 30,526,440 0 226,792 7,514,132 0 104,444,726 459,687,111 5,510,438 873,870 0 5,708,026 676,282 57,286,408 20,117,409 78,080,099 0 496,325 44,590,500 0 54,397,082 64,085,974 44,354,134 34,665,242 0 0 121,261 0 3,030,220 0 5,708,026 447,536,197 9.47 (0.05) 1.92 0 1.43 0 9.91 2.00 0 0
EX-27 10
6 0000770540 NEW ENGLAND FUNDS TRUST I 032 NEW ENGLAND VALUE FUND CLASS B 12-MOS DEC-31-1997 DEC-31-1997 360,725,208 465,169,864 2,437,749 464 8,000 467,616,077 6,076,080 0 1,852,886 7,928,966 0 347,501,461 8,073,924 6,406,293 0 226,792 7,514,132 0 104,444,726 459,687,111 5,510,438 873,870 0 5,708,026 676,282 57,286,408 20,117,409 78,080,099 0 0 10,037,715 0 29,345,774 8,895,403 9,622,907 30,073,278 0 0 121,261 0 3,030,220 0 5,708,026 447,536,197 9.47 (0.05) 1.92 0.00 1.43 0 9.91 2.00 0 0
EX-27 11
6 0000770540 NEW ENGLAND FUNDS TRUST I 033 NEW ENGLAND VALUE FUND CLASS C 12-MOS DEC-31-1997 DEC-31-1997 360,725,208 465,169,864 2,437,749 464 8,000 467,616,077 6,076,080 0 1,852,886 7,928,966 0 347,501,461 657,865 474,916 0 226,792 7,514,132 0 104,444,726 459,687,111 5,510,438 873,870 0 5,708,026 676,282 57,286,408 20,117,409 78,080,099 0 0 837,785 0 5,636,175 3,675,157 811,343 2,772,361 0 0 121,261 0 3,030,220 0 5,708,026 447,536,197 9.46 (0.05) 1.94 0 1.43 0 9.92 2 0 0
EX-27 12
6 0000770540 NEW ENGLAND FUNDS TRUST I 034 NEW ENGLAND VALUE FUND CLASS Y 12-MOS DEC-31-1997 DEC-31-1997 360,725,208 465,169,864 2,437,749 464 8,000 467,616,077 6,076,080 0 1,852,886 7,928,966 0 347,501,461 2,392,920 1,920,698 0 226,792 7,514,132 0 104,444,726 459,687,111 5,510,438 873,870 0 5,708,026 676,282 57,286,408 20,117,409 78,080,099 0 69,086 2,990,531 0 10,694,894 2,878,395 3,059,617 10,876,113 0 0 121,261 0 3,030,220 0 5,708,026 447,536,197 9.55 .06 1.95 .03 1.43 0 10.10 1.0 0 0
EX-27 13
6 0000770540 NEW ENGLAND FUNDS TRUST I 041 NEW ENGLAND BOND INCOME FUND CLASSA 12-MOS DEC-31-1997 DEC-31-1997 228,536,075 236,780,449 4,387,347 101,399 11,000 241,280,195 341,388 0 438,408 779,796 0 232,195,332 15,614,168 15,371,669 0 (226,364) 287,022 0 8,244,409 240,500,399 0 17,560,177 0 2,628,918 14,931,259 1,857,847 6,845,630 23,634,736 0 12,587,595 1,792,523 81,688 28,440,914 42,511,441 12,573,153 (1,497,374) 0 0 (87,621) 0 971,242 0 2,628,918 228,996,987 12.05 .83 .45 .82 .12 0 12.39 1.05 0 0
EX-27 14
6 0000770540 NEW ENGLAND FUNDS TRUST I 042 NEW ENGLAND BOND INCOME FUND CLASS B 12-MOS DEC-31-1997 DEC-31-1997 228,536,075 236,780,449 4,387,347 101,399 11,000 241,280,195 341,388 0 438,408 779,796 0 232,195,332 3,031,502 2,684,854 0 (226,364) 287,022 0 8,244,409 240,500,399 0 17,560,177 0 2,628,918 14,931,259 1,857,847 6,845,630 23,634,736 0 1,970,398 332,330 12,787 10,851,138 7,342,999 1,897,780 5,405,919 0 0 (87,621) 0 971,242 0 2,628,918 228,996,987 12.04 .74 .46 .73 .12 0 12.39 1.80 0 0
EX-27 15
6 0000770540 NEW ENGLAND FUNDS TRUST I 043 NEW ENGLAND BOND INCOME FUND CLASS C 12-MOS DEC-31-1997 DEC-31-1997 228,536,075 236,780,449 4,387,347 101,399 11,000 241,280,195 341,388 0 438,408 779,796 0 232,195,332 425,372 211,863 0 (226,364) 287,022 0 8,244,409 240,500,399 0 17,560,177 0 2,628,918 14,931,259 1,857,847 6,845,630 23,634,736 0 182,040 32,685 1,181 3,619,803 1,004,400 188,978 2,804,381 0 0 (87,621) 0 971,242 0 2,628,918 228,996,987 12.06 .74 .45 .73 .12 0 12.40 1.80 0 0
EX-27 16
6 0000770540 NEW ENGLAND FUNDS TRUST I 044 NEW ENGLAND BOND INCOME FUND CLASS Y 12-MOS DEC-31-1997 DEC-31-1997 228,536,075 236,780,449 4,387,347 101,399 11,000 241,280,195 341,388 0 438,408 779,796 0 232,195,332 334,560 186,505 0 (226,364) 287,022 0 8,244,409 240,500,399 0 17,560,177 0 2,628,918 14,931,259 1,857,847 6,845,630 23,634,736 0 179,318 30,605 1,164 2,971,096 934,894 209,165 2,245,367 0 0 (87,621) 0 971,242 0 2,628,918 228,996,987 12.06 .86 .46 .85 .12 0 12.41 .8 0 0
EX-27 17
6 0000770540 NEW ENGLAND FUNDS TRUST I 051 NEW ENGLAND MUNICIPAL INCOME FUND CLASS A 12-MOS DEC-31-1997 DEC-31-1997 169,023,777 187,600,589 3,333,647 1,160 4,000 190,939,396 195,716 0 289,086 484,802 0 179,616,254 22,849,761 23,234,152 0 (98,476) (7,639,996) 0 18,576,812 190,454,594 0 11,551,499 0 1,845,053 9,706,446 (25,730) 5,660,513 15,341,229 0 9,422,946 0 0 12,743,185 28,115,220 6,544,010 (8,828,025) 0 0 214,097 0 832,144 0 1,845,053 140,345,331 7.53 .4 .23 .41 0 0 7.75 .93 0 0
EX-27 18
6 0000770540 NEW ENGLAND FUNDS TRUST I 052 NEW ENGLAND MUNICIPAL INCOME FUND CLASS B 12-MOS DEC-31-1997 DEC-31-1997 169,023,777 187,600,589 3,333,647 1,160 4,000 190,939,396 195,716 0 289,086 484,802 0 176,616,254 1,723,126 1,747,253 0 (98,476) (7,639,996) 0 18,576,812 190,454,594 0 11,551,499 0 1,845,053 9,706,446 (25,730) 5,660,513 15,341,229 0 596,073 0 0 2,500,094 2,422,395 331,929 409,628 0 0 214,097 0 832,144 0 1,845,053 140,345,331 7.53 .34 .23 .35 0 0 7.75 1.68 0 0
EX-27 19
6 0000770540 NEW ENGLAND FUNDS TRUST I 061 NEW ENGLAND GOVERNEMNT SECURITIES FUND CLASS A 12-MOS DEC-31-1997 DEC-31-1997 112,516,808 115,623,679 1,448,448 0 7,000 117,079,127 906,695 0 277,777 1,184,472 0 122,861,097 8,960,893 9,778,257 0 (20,394) (10,052,919) 0 3,106,871 115,894,655 0 8,446,305 0 1,662,605 6,783,700 1,274,411 3,475,971 11,534,082 0 6,106,574 0 0 9,129,882 35,810,354 5,348,864 (21,331,608) 0 0 (40,531) 0 784,478 0 1,662,605 117,549,606 11.08 .62 .48 .62 0 0 11.56 1.36 0 0
EX-27 20
6 0000770540 NEW ENGLAND FUNDS TRUST I 062 NEW ENGLAND GOVERNMENT SECURITIES CLASS B 12-MOS DEC-31-1997 DEC-31-1997 112,516,808 115,623,679 1,448,448 0 7,000 117,079,127 0 0 227,777 277,777 0 122,861,087 489,078 468,811 0 (20,394) (10,052,919) 0 3,106,871 115,894,655 0 8,446,305 0 1,662,605 6,783,700 1,274,411 3,475,971 11,534,082 0 253,171 0 0 1,355,757 1,485,360 175,195 45,592 0 0 (40,531) 0 784,478 0 1,662,605 117,549,606 11.08 .54 .48 .54 0 0 11.56 2.11 0 0
EX-27 21
6 0000770540 NEW ENGLAND FUNDS TRUST I 063 NEW ENGLAND GOVERNMENT SECURITIES FUND CLASS Y 12-MOS DEC-31-1997 DEC-31-1997 112,516,808 115,623,679 1,448,448 0 7,000 117,079,127 0 0 227,777 277,777 0 122,861,097 576,854 575,835 0 (20,394) (10,052,919) 0 3,106,871 115,894,655 0 8,446,305 0 1,662,605 6,783,700 1,274,411 3,475,971 11,534,082 0 371,662 0 0 391,173 761,109 371,325 1,389 0 0 (40,531) 0 784,478 0 1,662,605 117,549,606 11.07 .65 .47 .65 0 0 11.54 1.11 0 0
EX-27 22
6 0000770540 NEW ENGLAND FUNDS TRUST O 081 NEW ENGLAND INTERNATIONAL EQUITY FUND CLASS A 12-MOS DEC-31-1997 DEC-31-1997 87,709,733 86,335,506 365,192 2,447,378 12,000 89,160,076 195,187 0 295,436 490,623 0 90,355,545 4,113,155 4,781,540 0 (199,574) 0 (122,311) (1,376,207) 88,657,453 2,516,486 679,790 0 2,541,780 654,496 4,198,612 (15,166,223) (10,313,115) 0 0 4,763,407 204,054 171,781,072 218,629,862 4,722,476 (42,126,314) 0 0 (162,086) 0 1,241,968 0 3,049,745 126,565,802 16.31 .09 (1.25) 0 1.09 0 14.06 1.75 0 0
EX-27 23
6 0000770540 NEW ENGLAND FUNDS TRUST I 082 NEW ENGLAND INTERNATIONAL EQUITY FUND CLASS B 12-MOS DEC-31-1997 DEC-31-1997 87,709,733 86,335,506 365,192 2,447,378 12,000 89,160,076 195,187 0 295,436 490,623 0 90,355,545 1,839,839 2,205,727 0 (199,574) 0 (122,311) (1,376,207) 88,657,453 2,516,486 679,790 0 2,541,780 654,496 4,198,612 (15,166,223) (10,313,115) 0 0 2,124,916 90,926 3,437,336 21,245,551 2,045,975 (15,762,240) 0 0 (162,086) 0 1,241,968 0 3,049,745 126,565,802 16.00 (0.03) (1.17) 0 1.09 0 13.71 2.50 0 0
EX-27 24
6 0000770540 NEW ENGLAND FUNDS TRUST I 083 NEW ENGLAND INTERNATIONAL EQUITY FUND CLASS C 12-MOS DEC-31-1997 DEC-31-1997 87,709,733 86,335,506 365,192 2,447,378 12,000 89,160,076 195,187 0 295,436 490,623 0 90,355,545 61,388 57,316 0 (199,574) 0 (122,311) (1,376,207) 88,657,453 2,516,486 679,790 0 2,541,780 654,496 4,198,612 (15,166,223) (10,313,115) 0 0 60,863 2,607 1,180,567 1,086,983 60,026 153,610 0 0 (162,086) 0 1,241,968 0 3,049,745 126,565,802 16.03 (0.03) (1.17) 0.00 1.09 0 13.74 2.50 0 0
EX-27 25
6 0000770540 NEW ENGLAND FUNDS TRUST I 084 NEW ENGLAND INTERNATIONAL EQUITY FUND CLASS Y 12-MOS DEC-31-1997 DEC-31-1997 87,709,733 86,335,506 365,192 2,447,378 12,000 89,160,076 195,187 0 295,436 490,623 0 90,355,545 331,208 1,199,636 0 (199,574) 0 (122,311) (1,376,207) 88,657,453 2,516,486 679,790 0 2,541,780 654,496 4,198,612 (15,166,223) (10,313,115) 0 0 1,298,267 55,616 8,727,937 53,533,497 1,353,883 (43,451,677) 0 0 (162,086) 0 1,241,968 0 3,049,745 126,565,802 16.48 0.19 (1.23) 0.00 1.09 0 14.35 1.15 0 0
EX-27 26
6 0000770540 NEW ENGLAND FUNDS TRUST I 091 NEW ENGLAND CAPITAL GROWTH FUND CLASS A 12-MOS DEC-31-1997 DEC-31-1997 154,644,270 196,697,087 3,261,607 225,858 8,000 200,192,552 3,452,283 0 3,933,275 7,385,558 0 149,044,832 7,504,148 7,064,288 11,514 0 5,173,142 0 42,052,817 196,282,305 1,027,440 82,606 0 3,099,248 (1,989,202) 25,264,485 6,522,743 29,798,026 0 0 17,900,884 0 17,173,248 31,813,412 17,485,625 2,845,461 (7,492) 0 0 0 1,436,893 0 3,099,248 199,133,389 19.27 (0.18) 3.43 0.00 2.57 0 19.95 1.45 0 0
EX-27 27
6 0000770540 NEW ENGLAND FUNDS TRUST I 092 NEW ENGLAND CAPITAL GROWTH FUND SERIES B 12-MOS DEC-31-1997 DEC-31-1997 154,644,270 196,697,087 3,261,607 225,858 8,000 200,192,552 3,452,283 0 3,933,275 7,385,558 0 149,044,832 2,385,218 2,104,866 11,514 0 5,173,142 0 42,052,817 196,282,305 1,027,440 82,606 0 3,099,248 (1,989,202) 25,264,485 6,522,743 29,798,026 0 0 5,549,923 0 9,252,929 7,211,093 5,380,519 7,422,355 (7,492) 0 0 0 1,436,893 0 3,099,248 199,133,389 18.74 (0.32) 3.25 0.00 2.57 0 19.10 2.20 0 0
EX-27 28
6 0000770540 NEW ENGLAND FUNDS TRUST I 093 NEW ENGLAND CAPITAL GROWTH FUND CLASS C 12-MOS DEC-31-1997 DEC-31-1997 154,644,270 196,697,087 3,261,607 225,858 8,000 200,192,552 3,452,283 0 3,933,275 7,385,558 0 149,044,832 51,242 39,794 11,514 0 5,173,142 0 42,052,817 196,282,305 1,027,440 82,606 0 3,099,248 (1,989,202) 25,264,485 6,522,743 29,798,026 0 0 113,371 0 2,806,680 2,428,222 110,303 488,761 (7,492) 0 0 0 1,436,893 0 3,099,248 199,133,389 18.74 (0.34) 3.28 0.00 2.57 0 19.11 2.20 0 0
EX-27 29
6 0000770540 NEW ENGLAND FUNDS TRUST I 101 NEW ENGLAND STAR ADVISERS FUND CLASS A 12-MOS DEC-31-1997 DEC-31-1997 921,851,553 1,019,112,374 8,484,553 72,882 73,125 1,027,742,934 14,561,377 0 2,792,069 17,353,446 0 900,683,176 22,952,729 19,295,542 0 162,760 12,320,439 0 97,223,113 1,010,389,488 8,651,948 5,442,295 0 19,116,530 (5,022,287) 180,780,558 (10,460,445) 165,297,826 0 0 71,019,226 0 216,916,475 216,169,035 69,274,984 70,022,424 (10,972) 0 0 0 9,732,113 0 19,116,530 983,385,311 18.18 (0.02) 3.62 0.00 3.61 0 18.17 1.66 0 0
EX-27 30
6 0000770540 NEW ENGLAND FUNDS TRUST I 102 NEW ENGLAND STAR ADVISERS FUND CLASS B 12-MOS DEC-31-1997 DEC-31-1997 921,851,553 1,019,112,374 8,484,553 72,882 73,125 1,027,742,934 14,561,377 0 2,792,069 17,353,446 0 900,683,176 26,207,485 21,627,102 0 162,760 12,320,439 0 97,223,113 1,010,389,488 8,651,948 5,442,295 0 19,116,530 (5,022,287) 180,780,558 (10,460,445) 165,297,826 0 0 80,282,014 0 89,778,147 65,093,904 76,148,745 100,832,988 (10,972) 0 0 0 9,732,113 0 19,116,530 983,385,311 17.86 (0.17) 3.55 0 3.61 0 17.63 2.41 0 0
EX-27 31 WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000770540 NEW ENGLAND FUNDS TRUST I 103 NEW ENGLAND STAR ASDIVSERS FUND CLASS C 12-MOS DEC-31-1997 DEC-31-1997 921,851,553 1,019,112,374 8,484,553 72,882 73,125 1,027,742,934 14,561,377 0 2,792,069 17,353,446 0 900,683,176 5,351,261 4,373,480 0 162,760 12,320,439 0 97,223,113 1,010,389,488 8,651,948 5,442,295 0 19,116,530 (5,022,287) 180,780,558 (10,460,445) 165,297,826 0 0 16,094,369 0 35,540,097 36,192,030 15,592,950 14,941,017 (10,972) 0 0 0 9,732,113 0 19,116,530 983,385,311 17.87 (0.17) 3.55 0.00 3.61 0 17.64 2.41 0 0
EX-27 32
6 0000770540 NEW ENGLAND FUNDS TRUST I 103 NEW ENGLAND STAR ADVISERS FUND CLASS Y 12-MOS DEC-31-1997 DEC-31-1997 921,851,553 1,019,112,374 8,484,553 72,882 73,125 1,027,742,934 14,561,377 0 2,792,069 17,353,446 0 900,683,176 2,010,517 1,530,440 0 162,760 12,320,439 0 97,223,113 1,010,389,488 8,651,948 5,442,295 0 19,116,530 (5,022,287) 180,780,558 (10,460,445) 165,297,826 0 0 5,967,515 0 19,247,891 6,404,327 5,967,509 18,811,073 (10,972) 0 0 0 9,732,113 0 19,116,530 983,385,311 18.33 .03 3.66 0 3.61 0 18.41 1.41 0 0
EX-27 33
6 0000770540 NEW ENGLAND FUNDS TRUST I 111 NEW ENGLAND STRATEGIC INCOME FUND CLASS A 12-MOS DEC-31-1997 DEC-31-1997 339,348,029 344,759,366 7,026,412 558 38,749 351,825,085 3,485,244 0 1,036,119 4,521,363 0 339,727,199 10,780,546 6,791,746 0 (411,696) 2,587,427 0 5,400,792 347,303,722 2,039,436 22,857,389 0 4,696,992 20,199,833 5,990,881 (2,630,247) 23,560,467 0 9,092,837 1,533,527 0 68,493,945 22,751,600 8,356,814 54,099,159 27,805 0 0 0 1,855,972 0 4,696,992 320,406,932 13.36 1.01 .21 1.01 .15 0 13.42 1.18 0 0
EX-27 34
6 0000770540 NEW ENGLAND FUNDS TRUST I 112 NEW ENGLAND STRATEGIC INCOME FUND CLASS B 12-MOS DEC-31-1997 DEC-31-1997 339,348,029 344,759,366 7,026,412 558 38,749 351,825,085 3,485,244 0 1,036,119 4,521,363 0 339,727,199 10,885,113 6,993,758 0 (411,696) 2,587,427 0 5,400,792 347,303,722 2,039,436 22,857,389 0 4,696,992 20,199,833 5,990,881 (2,630,247) 23,560,467 0 8,281,842 1,552,256 0 65,930,219 19,424,611 6,277,249 52,782,857 27,805 0 0 0 1,855,972 0 4,696,992 320,406,932 13.36 .91 .21 .91 .15 0 13.42 1.93 0 0
EX-27 35
6 0000770540 NEW ENGLAND FUNDS TRUST I 113 NEW ENGLAND STRATEGIC INCOME FUND CLASS C 12-MOS DEC-31-1997 DEC-31-1997 399,348,029 344,759,366 7,026,412 558 38,749 351,825,085 3,485,244 0 1,036,119 4,521,363 0 339,727,199 4,213,748 2,377,865 0 (411,696) 2,587,427 0 5,400,792 347,303,722 2,039,436 22,857,389 0 4,696,992 20,199,833 5,990,881 (2,630,247) 23,560,467 0 3,004,423 601,199 0 38,469,852 16,244,021 2,818,428 25,044,259 27,805 0 0 0 1,855,972 0 4,696,992 320,406,932 13.35 .91 .21 .91 .15 0 13.41 1.93 0 0
EX-27 36
6 0000770540 NEW ENGLAND FUNDS TRUST I 121 NEW ENGLAND STAR WORLDWIDE FUND CLASS A 12-MOS DEC-31-1997 DEC-31-1997 251,143,325 269,059,679 2,699,185 416,821 52,011 272,227,696 3,164,403 0 1,077,888 4,242,291 0 250,623,937 7,658,615 4,757,430 0 28,189 0 (486,452) 17,819,731 267,985,405 3,510,950 1,037,477 0 5,779,395 (1,230,968) 13,621,537 8,024,851 20,415,420 0 0 5,347,965 260,229 117,687,188 77,669,561 5,389,391 45,407,018 0 0 0 0 2,442,270 0 5,779,395 262,782,019 14.40 (0.02) 1.88 0.00 0.76 0.04 15.46 2.07 0 0
EX-27 37
6 0000770540 NEW ENGLAND FUNDS TRUST I 122 NEW ENGLAND STAR WORLDWIDE FUND CLASS B 12-MOS DEC-31-1997 DEC-31-1997 251,143,325 269,059,679 2,699,185 416,821 52,011 272,227,696 3,164,403 0 1,077,888 4,242,291 0 250,623,937 8,107,308 4,570,816 0 28,189 0 (486,452) 17,819,731 267,985,405 3,510,950 1,037,477 0 5,779,395 (1,230,968) 13,621,537 8,024,851 20,415,420 0 0 5,550,098 270,065 64,706,836 14,305,295 5,397,504 55,799,045 0 0 0 0 2,442,270 0 5,779,395 262,782,019 14.30 (0.14) 1.87 0.00 0.76 0.04 15.23 2.82 0 0
EX-27 38
6 0000770540 NEW ENGLAND FUNDS TRUST I 123 NEW ENGLAND STAR WORLDWIDE FUND CLASS B 12-MOS DEC-31-1997 DEC-31-1997 251,143,325 269,059,679 2,699,185 416,821 52,011 272,227,696 3,164,403 0 1,077,888 4,242,291 0 250,623,937 1,715,088 1,256,603 0 28,189 0 (486,452) 17,819,731 267,985,405 3,510,950 1,037,477 0 5,779,395 (1,230,968) 13,621,537 8,024,851 20,415,420 0 0 1,229,908 59,596 14,566,224 8,582,454 1,241,162 7,224,932 0 0 0 0 2,442,270 0 5,779,395 262,782,019 14.31 (0.13) 1.86 0.00 0.76 0.04 15.24 2.82 0 0
EX-27 39
6 0000770540 NEW ENGLAND FUNDS TRUST I 131 NEW ENGLAND STAR SMALL CAP FUND CLASS A 12-MOS DEC-31-1997 DEC-31-1997 108,153,764 109,905,190 809,067 14,947,707 47,419 125,709,383 5,658,970 0 1,397,793 7,056,763 0 104,274,459 3,387,431 2,296,893 (1,357) 0 (1,191,243) 0 15,570,761 118,652,620 271,259 265,405 0 1,853,777 (1,317,113) 3,552,679 15,570,761 17,806,327 0 0 1,512,427 0 102,447,455 58,848,512 1,454,709 45,053,652 0 0 0 0 745,638 0 1,853,777 89,613,871 12.50 (0.20) 3.55 0.00 0.48 0.00 15.37 2.20 0 0
EX-27 40
6 0000770540 NEW ENGLAND FUNDS TRUST I 132 NEW ENGLAND STAR SMALL CAP FUND CLASS B 12-MOS DEC-31-1997 DEC-31-1997 108,153,764 109,905,190 809,067 14,947,707 47,419 125,709,383 5,658,970 0 1,397,793 7,056,763 0 104,274,459 3,447,823 2,205,979 (1,357) 0 (1,191,243) 0 15,570,761 118,652,620 271,259 265,405 0 1,853,777 (1,317,113) 3,552,679 15,570,761 17,806,327 0 0 1,578,060 0 49,771,350 4,301,792 4,301,792 49,771,350 0 0 0 0 745,638 0 1,853,777 89,613,871 12.50 (0.30) 3.54 0.00 0.48 0.00 15.26 2.95 0 0
EX-27 41
6 0000770540 NEW ENGLAND FUNDS TRUST I 133 NEW ENGLAND STAR SMALL CAP FUND CLASS C 12-MOS DEC-31-1997 DEC-31-1997 108,153,764 109,905,190 809,067 14,947,707 47,419 125,709,383 5,658,970 0 1,397,793 7,056,763 0 104,274,459 915,421 618,275 (1,357) 0 (1,191,243) 0 15,570,761 118,652,620 271,259 265,405 0 1,853,777 (1,317,113) 3,552,679 15,570,761 17,806,327 0 0 386,249 0 19,301,406 7,296,113 7,296,113 19,301,406 0 0 0 0 745,638 0 1,853,777 89,613,871 12.50 (0.30) 3.54 0.00 0.48 0.00 15.26 2.95 0 0
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