-----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, SN/pPK1UnYRheCAZGCYip/NeCsQP4jaDPsLvCZ3AYNdkin/Udr8gaf0IejcNcoNR naiyL2jsZscNsT7qjOIEhw== 0000848103-99-000019.txt : 19991229 0000848103-99-000019.hdr.sgml : 19991229 ACCESSION NUMBER: 0000848103-99-000019 CONFORMED SUBMISSION TYPE: NSAR-B PUBLIC DOCUMENT COUNT: 46 CONFORMED PERIOD OF REPORT: 19991031 FILED AS OF DATE: 19991228 FILER: COMPANY DATA: COMPANY CONFORMED NAME: NORTH AMERICAN FUNDS CENTRAL INDEX KEY: 0000848103 STANDARD INDUSTRIAL CLASSIFICATION: UNKNOWN SIC - 0000 [0000] STATE OF INCORPORATION: MA FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NSAR-B SEC ACT: SEC FILE NUMBER: 811-05797 FILM NUMBER: 99781761 BUSINESS ADDRESS: STREET 1: CYPRESS TREE INVESTMENTS STREET 2: 286 CONGRESS ST CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 6172104520 MAIL ADDRESS: STREET 1: CYPRESS TREE INVESTMENTS STREET 2: 286 CONGRESS ST CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: NORTH AMERICAN SECURITY TRUST DATE OF NAME CHANGE: 19920703 NSAR-B 1 N-SAR (6.1) PAGE 1 000 B000000 10/31/1999 000 C000000 00848103 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 6.1 000 J000000 A 001 A000000 NORTH AMERICAN FUNDS 001 B000000 811-005797 001 C000000 6172104520 002 A000000 286 CONGRESS STREET 002 B000000 BOSTON 002 C000000 MA 002 D010000 02210 003 000000 N 004 000000 N 005 000000 N 006 000000 N 007 A000000 Y 007 B000000 15 007 C010100 1 007 C020100 EQUITY-INCOME FUND 007 C030100 N 007 C010200 2 007 C020200 U.S. GOVERNMENT SECURITIES FUND 007 C030200 N 007 C010300 3 007 C020300 MONEY MARKET FUND 007 C030300 N 007 C010400 4 007 C010500 5 007 C010600 6 007 C010700 7 007 C020700 GLOBAL EQUITY FUND 007 C030700 N 007 C010800 8 007 C020800 INVESTMENT QUALITY BOND FUND 007 C030800 N 007 C010900 9 007 C020900 GROWTH AND INCOME FUND 007 C030900 N 007 C011000 10 007 C021000 BALANCED FUND 007 C031000 N 007 C011100 11 007 C021100 NATIONAL MUNICIPAL BOND FUND 007 C031100 N 007 C011200 12 007 C011300 13 PAGE 2 007 C021300 STRATEGIC INCOME FUND 007 C031300 N 007 C011400 14 007 C021400 INTERNATIONAL EQUITY FUND 007 C031400 N 007 C011500 15 007 C021500 SMALL/MID CAP FUND 007 C031500 N 007 C011600 16 007 C021600 INTERNATIONAL SMALL CAP FUND 007 C031600 N 007 C011700 17 007 C021700 GROWTH EQUITY FUND 007 C031700 N 007 C011800 18 007 C021800 TAX-SENSITIVE EQUITY FUND 007 C031800 N 007 C011900 19 007 C021900 EMERGING GROWTH FUND 007 C031900 N 007 C012000 20 010 A00AA01 CYPRESSTREE ASSET MANAGEMENT CORPORATION, INC 010 B00AA01 801-54698 010 C01AA01 BOSTON 010 C02AA01 MA 010 C03AA01 02210 011 A00AA01 CYPRESSTREE ASSET MANAGEMENT CORPORATION, INC 011 B00AA01 8-54698 011 C01AA01 BOSTON 011 C02AA01 MA 011 C03AA01 02210 012 A00AA01 STATE STREET BANK & TRUST COMPANY 012 B00AA01 85-05003 012 C01AA01 BOSTON 012 C02AA01 MA 012 C03AA01 02109 013 A00AA01 PRICEWATERHOUSECOOPERS 013 B01AA01 BOSTON 013 B02AA01 MA 013 B03AA01 02110 014 A00AA01 CYPRESSTREE FUNDS DISTRIBUTORS, INC. 014 B00AA01 8-50114 015 A00AA01 STATE STREET BANK & TRUST COMPANY 015 B00AA01 C 015 C01AA01 BOSTON 015 C02AA01 MA 015 C03AA01 02109 015 E01AA01 X 018 00AA00 Y 019 A00AA00 N 019 B00AA00 0 PAGE 3 020 A000001 FRED ALGER 020 C000001 142 020 A000002 MORGAN STANLEY 020 C000002 112 020 A000003 FACTSET DATA SYSTEMS 020 C000003 86 020 A000004 DONALDSON LUFKIN & JENRETTE 020 C000004 84 020 A000005 BEAR STEARNS 020 C000005 77 020 A000006 MERRILL LYNCH 020 C000006 56 020 A000007 PAINE WEBBER 020 C000007 45 020 A000008 LEWCO SECURITIES 020 C000008 41 020 A000009 LIPPER ANALYTICAL SECURITIES 020 C000009 34 020 A000010 SCHRODER & CO 020 C000010 37 021 000000 1477 022 A000001 STATE STREET BANK 022 C000001 6244026 022 D000001 0 022 A000002 WARBURG SECURITIES 022 C000002 1840788 022 D000002 1192 022 A000003 LEHMAN BROTHERS 022 C000003 266947 022 D000003 26902 022 A000004 PAINE WEBBER 022 C000004 254010 022 D000004 14070 022 A000005 ABN AMRO 022 C000005 242021 022 D000005 7700 022 A000006 PARIBAS 022 C000006 227928 022 D000006 1896 022 A000007 GOLDMAN SACHS 022 C000007 113111 022 D000007 64469 022 A000008 NOMURA SECURITIES 022 C000008 80898 022 D000008 96232 022 A000009 BEAR STEARNS 022 C000009 58953 022 D000009 61949 022 A000010 FEDREAL HOME LOAN 022 C000010 55323 022 D000010 55323 PAGE 4 023 C000000 9822152 023 D000000 659085 026 A000000 Y 026 B000000 Y 026 C000000 Y 026 D000000 Y 026 E000000 N 026 F000000 N 026 G010000 N 026 G020000 N 026 H000000 N 027 000000 Y 029 00AA00 Y 030 A00AA00 369 030 B00AA00 5.75 030 C00AA00 0.00 031 A00AA00 59 031 B00AA00 0 032 00AA00 310 033 00AA00 0 034 00AA00 Y 035 00AA00 1144 036 A00AA00 N 036 B00AA00 0 037 00AA00 N 038 00AA00 0 039 00AA00 N 040 00AA00 Y 041 00AA00 Y 042 A00AA00 0 042 B00AA00 0 042 C00AA00 0 042 D00AA00 72 042 E00AA00 0 042 F00AA00 28 042 G00AA00 0 042 H00AA00 0 043 00AA00 8586 044 00AA00 0 049 00AA00 N 050 00AA00 N 051 00AA00 N 052 00AA00 N 053 A00AA00 Y 053 B00AA00 Y 053 C00AA00 N 054 A00AA00 N 054 B00AA00 N 054 C00AA00 N 054 D00AA00 N 054 E00AA00 N PAGE 5 054 F00AA00 N 054 G00AA00 N 054 H00AA00 Y 054 I00AA00 N 054 J00AA00 Y 054 K00AA00 N 054 L00AA00 N 054 M00AA00 N 054 N00AA00 N 054 O00AA00 N 055 A00AA00 N 055 B00AA00 N 056 00AA00 Y 057 00AA00 N 058 A00AA00 N 059 00AA00 Y 060 A00AA00 Y 060 B00AA00 Y 061 00AA00 1000 077 A000000 Y 077 B000000 Y 077 C000000 N 078 000000 N 080 A00AA00 GREAT AMERICAN INSURANCE COMPANY 080 C00AA00 8000 081 A00AA00 Y 081 B00AA00 8 082 A00AA00 Y 082 B00AA00 10 083 A00AA00 N 083 B00AA00 0 084 A00AA00 N 084 B00AA00 0 085 A00AA00 Y 085 B00AA00 N 086 A010000 0 086 A020000 0 086 B010000 0 086 B020000 0 086 C010000 0 086 C020000 0 086 D010000 0 086 D020000 0 086 E010000 0 086 E020000 0 086 F010000 0 086 F020000 0 008 A000101 CYPRESSTREE ASSET MANAGEMENT 008 B000101 A 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ROWE PRICE ASSOCIATES, INC. 008 B000102 S 008 C000102 801-856 008 D010102 BALTIMORE 008 D020102 MD 008 D030102 21202 008 A000103 GLOBAL ALLIANCE VALUE INVESTORS, LTD. 008 B000103 S 008 C000103 801-55415 008 D010103 LAFAYETTE 008 D020103 CA 008 D030103 94549 024 000100 N 025 A000101 J. P. MORGAN & CO., INC 025 C000101 E 025 D000101 1470 025 A000102 MORGAN STANLEY DEAN WITTER 025 C000102 E 025 D000102 214 025 D000103 0 025 D000104 0 025 D000105 0 025 D000106 0 025 D000107 0 025 D000108 0 028 A010100 1045 028 A020100 0 028 A030100 0 028 A040100 5176 028 B010100 1108 028 B020100 0 028 B030100 0 028 B040100 3141 028 C010100 815 028 C020100 0 028 C030100 0 028 C040100 15855 028 D010100 612 028 D020100 0 028 D030100 0 028 D040100 4211 028 E010100 586 028 E020100 0 028 E030100 0 028 E040100 4227 028 F010100 921 028 F020100 0 028 F030100 0 028 F040100 3437 PAGE 7 028 G010100 5087 028 G020100 0 028 G030100 0 028 G040100 36047 028 H000100 1307 045 000100 Y 046 000100 Y 047 000100 Y 048 000100 0.000 048 A010100 50000 048 A020100 0.750 048 B010100 150000 048 B020100 0.650 048 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 0 048 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 300000 048 K020100 0.550 062 A000100 N 062 B000100 0.0 062 C000100 0.0 062 D000100 0.0 062 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 0.0 062 N000100 0.0 062 O000100 0.0 062 P000100 0.0 062 Q000100 0.0 062 R000100 0.0 066 A000100 Y 066 B000100 N PAGE 8 066 C000100 N 066 D000100 Y 066 E000100 N 066 F000100 N 066 G000100 N 067 000100 N 068 A000100 N 068 B000100 N 069 000100 N 070 A010100 Y 070 A020100 Y 070 B010100 Y 070 B020100 N 070 C010100 Y 070 C020100 N 070 D010100 Y 070 D020100 N 070 E010100 Y 070 E020100 N 070 F010100 Y 070 F020100 N 070 G010100 Y 070 G020100 N 070 H010100 Y 070 H020100 N 070 I010100 Y 070 I020100 N 070 J010100 Y 070 J020100 N 070 K010100 Y 070 K020100 N 070 L010100 Y 070 L020100 Y 070 M010100 Y 070 M020100 N 070 N010100 Y 070 N020100 Y 070 O010100 Y 070 O020100 Y 070 P010100 N 070 P020100 N 070 Q010100 N 070 Q020100 N 070 R010100 N 070 R020100 N 071 A000100 106155 071 B000100 161578 071 C000100 144829 071 D000100 73 072 A000100 12 072 B000100 128 PAGE 9 072 C000100 3799 072 D000100 0 072 E000100 0 072 F000100 1061 072 G000100 232 072 H000100 0 072 I000100 234 072 J000100 83 072 K000100 0 072 L000100 0 072 M000100 0 072 N000100 0 072 O000100 0 072 P000100 0 072 Q000100 0 072 R000100 77 072 S000100 0 072 T000100 1309 072 U000100 0 072 V000100 0 072 W000100 139 072 X000100 3135 072 Y000100 277 072 Z000100 1069 072AA000100 25209 072BB000100 12 072CC010100 0 072CC020100 19385 072DD010100 918 072DD020100 975 072EE000100 10850 073 A010100 0.1700 073 A020100 0.2900 073 B000100 1.1200 073 C000100 0.0000 074 A000100 0 074 B000100 119 074 C000100 0 074 D000100 0 074 E000100 0 074 F000100 115575 074 G000100 0 074 H000100 0 074 I000100 0 074 J000100 0 074 K000100 0 074 L000100 486 074 M000100 1245 074 N000100 117425 074 O000100 0 074 P000100 62 PAGE 10 074 Q000100 0 074 R010100 0 074 R020100 0 074 R030100 0 074 R040100 1514 074 S000100 0 074 T000100 115849 074 U010100 4178 074 U020100 2722 074 V010100 16.80 074 V020100 16.91 074 W000100 0.0000 074 X000100 8667 074 Y000100 0 075 A000100 0 075 B000100 148693 076 000100 0.00 008 A000201 CYPRESSTREE ASSET MANAGEMENT 008 B000201 A 008 C000201 801-54698 008 D010201 BOSTON 008 D020201 MA 008 D030201 02210 008 A000202 SALOMON BROTHERS ASSET MANAGEMENT 008 B000202 S 008 C000202 801-32046 008 D010202 NEW YORK 008 D020202 NY 008 D030202 10048 024 000200 N 028 A010200 4641 028 A020200 234 028 A030200 0 028 A040200 4922 028 B010200 3048 028 B020200 234 028 B030200 0 028 B040200 4764 028 C010200 5099 028 C020200 207 028 C030200 0 028 C040200 10254 028 D010200 3152 028 D020200 203 028 D030200 0 028 D040200 5285 028 E010200 3005 028 E020200 199 028 E030200 0 028 E040200 3681 028 F010200 1805 PAGE 11 028 F020200 390 028 F030200 0 028 F040200 2606 028 G010200 20750 028 G020200 1467 028 G030200 0 028 G040200 31512 028 H000200 666 045 000200 Y 046 000200 N 047 000200 Y 048 000200 0.000 048 A010200 200000 048 A020200 0.600 048 B010200 300000 048 B020200 0.525 048 C010200 0 048 C020200 0.000 048 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 500000 048 K020200 0.475 062 A000200 Y 062 B000200 0.0 062 C000200 0.0 062 D000200 17.0 062 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 3.0 062 N000200 80.0 062 O000200 0.0 062 P000200 0.0 062 Q000200 0.0 PAGE 12 062 R000200 0.0 063 A000200 0 063 B000200 9.4 064 A000200 N 065 000200 N 066 A000200 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 Y 070 C020200 N 070 D010200 Y 070 D020200 N 070 E010200 Y 070 E020200 N 070 F010200 Y 070 F020200 N 070 G010200 Y 070 G020200 N 070 H010200 Y 070 H020200 N 070 I010200 Y 070 I020200 N 070 J010200 Y 070 J020200 N 070 K010200 Y 070 K020200 N 070 L010200 N 070 L020200 N 070 M010200 Y 070 M020200 N 070 N010200 Y 070 N020200 Y 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 43663 071 B000200 59448 071 C000200 69834 071 D000200 63 072 A000200 12 PAGE 13 072 B000200 4721 072 C000200 0 072 D000200 0 072 E000200 0 072 F000200 411 072 G000200 106 072 H000200 0 072 I000200 102 072 J000200 46 072 K000200 0 072 L000200 0 072 M000200 0 072 N000200 0 072 O000200 0 072 P000200 0 072 Q000200 0 072 R000200 35 072 S000200 0 072 T000200 405 072 U000200 0 072 V000200 0 072 W000200 58 072 X000200 1163 072 Y000200 142 072 Z000200 3700 072AA000200 0 072BB000200 821 072CC010200 0 072CC020200 2670 072DD010200 2586 072DD020200 1348 072EE000200 0 073 A010200 0.5800 073 A020200 0.5100 073 B000200 0.0000 073 C000200 0.0000 074 A000200 0 074 B000200 11883 074 C000200 0 074 D000200 55638 074 E000200 0 074 F000200 0 074 G000200 0 074 H000200 0 074 I000200 0 074 J000200 48 074 K000200 0 074 L000200 349 074 M000200 19 074 N000200 67937 074 O000200 9131 PAGE 14 074 P000200 37 074 Q000200 0 074 R010200 0 074 R020200 0 074 R030200 0 074 R040200 581 074 S000200 0 074 T000200 58188 074 U010200 3705 074 U020200 2387 074 V010200 9.55 074 V020200 9.56 074 W000200 0.0000 074 X000200 3068 074 Y000200 0 075 A000200 0 075 B000200 68483 076 000200 0.00 008 A000301 CYPRESSTREE ASSET MANAGEMENT CORPORATION, INC 008 B000301 A 008 C000301 801-54698 008 D010301 BOSTON 008 D020301 MA 008 D030301 02210 008 A000302 MANUFACTURERS ADVISERS CORPORATION 008 B000302 S 008 C000302 801-21276 008 D010302 TORONTO 008 D050302 CANADA 008 D060302 M4W1E5 024 000300 N 028 A010300 6742 028 A020300 76 028 A030300 0 028 A040300 7214 028 B010300 4455 028 B020300 77 028 B030300 0 028 B040300 4273 028 C010300 4228 028 C020300 64 028 C030300 0 028 C040300 7003 028 D010300 6994 028 D020300 65 028 D030300 0 028 D040300 5277 028 E010300 6613 028 E020300 73 028 E030300 0 028 E040300 6531 PAGE 15 028 F010300 7531 028 F020300 142 028 F030300 0 028 F040300 10568 028 G010300 36563 028 G020300 497 028 G030300 0 028 G040300 40866 028 H000300 0 045 000300 Y 046 000300 N 047 000300 Y 048 000300 0.000 048 A010300 500000 048 A020300 0.200 048 B010300 0 048 B020300 0.000 048 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 500000 048 K020300 0.145 062 A000300 Y 062 B000300 15.0 062 C000300 27.0 062 D000300 3.0 062 E000300 0.0 062 F000300 0.0 062 G000300 0.0 062 H000300 0.0 062 I000300 55.0 062 J000300 0.0 062 K000300 0.0 062 L000300 0.0 062 M000300 0.0 062 N000300 0.0 062 O000300 0.0 062 P000300 0.0 PAGE 16 062 Q000300 0.0 062 R000300 0.0 063 A000300 90 063 B000300 0.0 064 A000300 N 065 000300 N 066 A000300 N 067 000300 N 068 A000300 N 068 B000300 N 069 000300 N 070 A010300 Y 070 A020300 N 070 B010300 N 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 N 070 J020300 N 070 K010300 Y 070 K020300 N 070 L010300 Y 070 L020300 Y 070 M010300 Y 070 M020300 N 070 N010300 Y 070 N020300 N 070 O010300 Y 070 O020300 N 070 P010300 N 070 P020300 N 070 Q010300 N 070 Q020300 N 070 R010300 N 070 R020300 N 071 A000300 0 071 B000300 0 071 C000300 0 071 D000300 0 PAGE 17 072 A000300 12 072 B000300 1097 072 C000300 0 072 D000300 0 072 E000300 0 072 F000300 44 072 G000300 34 072 H000300 0 072 I000300 70 072 J000300 36 072 K000300 0 072 L000300 0 072 M000300 0 072 N000300 0 072 O000300 0 072 P000300 0 072 Q000300 0 072 R000300 11 072 S000300 0 072 T000300 0 072 U000300 0 072 V000300 0 072 W000300 21 072 X000300 216 072 Y000300 105 072 Z000300 987 072AA000300 572 072BB000300 0 072CC010300 0 072CC020300 0 072DD010300 391 072DD020300 597 072EE000300 0 073 A010300 0.0400 073 A020300 0.0400 073 B000300 0.0000 073 C000300 0.0000 074 A000300 0 074 B000300 634 074 C000300 19389 074 D000300 0 074 E000300 0 074 F000300 0 074 G000300 0 074 H000300 0 074 I000300 0 074 J000300 0 074 K000300 6 074 L000300 406 074 M000300 68 074 N000300 20503 PAGE 18 074 O000300 0 074 P000300 0 074 Q000300 0 074 R010300 0 074 R020300 0 074 R030300 0 074 R040300 1278 074 S000300 0 074 T000300 19225 074 U010300 6030 074 U020300 13194 074 V010300 1.00 074 V020300 1.00 074 W000300 1.0001 074 X000300 2044 074 Y000300 0 075 A000300 22079 075 B000300 0 076 000300 0.00 008 A000701 CYPRESSTREE ASSET MANAGEMENT CORPORATION, INC 008 B000701 A 008 C000701 801-54698 008 D010701 BOSTON 008 D020701 MA 008 D030701 02210 008 A000702 MORGAN STANLET ASSET MANAGEMENT INC 008 B000702 S 008 C000702 801-15757 008 D010702 LONDON 008 D050702 ENGLAND 008 D060702 E14 4QA 024 000700 Y 025 A000701 ABN AMRO 025 C000701 E 025 D000701 687 025 A000702 ING GROEP 025 C000702 E 025 D000702 1656 025 D000703 0 025 D000704 0 025 D000705 0 025 D000706 0 025 D000707 0 025 D000708 0 028 A010700 7703 028 A020700 0 028 A030700 0 028 A040700 9490 028 B010700 5386 028 B020700 0 028 B030700 0 PAGE 19 028 B040700 6462 028 C010700 2612 028 C020700 0 028 C030700 0 028 C040700 12265 028 D010700 3534 028 D020700 0 028 D030700 0 028 D040700 5271 028 E010700 2280 028 E020700 0 028 E030700 0 028 E040700 3562 028 F010700 5310 028 F020700 0 028 F030700 0 028 F040700 6727 028 G010700 26825 028 G020700 0 028 G030700 0 028 G040700 43777 028 H000700 11294 045 000700 Y 046 000700 N 047 000700 Y 048 000700 0.000 048 A010700 200000 048 A020700 0.900 048 B010700 0 048 B020700 0.000 048 C010700 0 048 C020700 0.000 048 D010700 0 048 D020700 0.000 048 E010700 0 048 E020700 0.000 048 F010700 0 048 F020700 0.000 048 G010700 0 048 G020700 0.000 048 H010700 0 048 H020700 0.000 048 I010700 0 048 I020700 0.000 048 J010700 0 048 J020700 0.000 048 K010700 200000 048 K020700 0.700 062 A000700 N 062 B000700 0.0 062 C000700 0.0 PAGE 20 062 D000700 0.0 062 E000700 0.0 062 F000700 0.0 062 G000700 0.0 062 H000700 0.0 062 I000700 0.0 062 J000700 0.0 062 K000700 0.0 062 L000700 0.0 062 M000700 0.0 062 N000700 0.0 062 O000700 0.0 062 P000700 0.0 062 Q000700 0.0 062 R000700 0.0 066 A000700 Y 066 B000700 N 066 C000700 Y 066 D000700 N 066 E000700 N 066 F000700 N 066 G000700 N 067 000700 N 068 A000700 N 068 B000700 Y 069 000700 N 070 A010700 Y 070 A020700 N 070 B010700 Y 070 B020700 N 070 C010700 Y 070 C020700 N 070 D010700 Y 070 D020700 N 070 E010700 Y 070 E020700 N 070 F010700 Y 070 F020700 N 070 G010700 Y 070 G020700 N 070 H010700 Y 070 H020700 N 070 I010700 Y 070 I020700 N 070 J010700 Y 070 J020700 N 070 K010700 Y 070 K020700 N 070 L010700 Y 070 L020700 Y 070 M010700 Y PAGE 21 070 M020700 Y 070 N010700 Y 070 N020700 Y 070 O010700 Y 070 O020700 Y 070 P010700 N 070 P020700 N 070 Q010700 N 070 Q020700 N 070 R010700 N 070 R020700 N 071 A000700 39475 071 B000700 80781 071 C000700 102896 071 D000700 38 072 A000700 12 072 B000700 78 072 C000700 2212 072 D000700 0 072 E000700 0 072 F000700 952 072 G000700 164 072 H000700 0 072 I000700 184 072 J000700 136 072 K000700 0 072 L000700 0 072 M000700 0 072 N000700 0 072 O000700 0 072 P000700 0 072 Q000700 0 072 R000700 54 072 S000700 0 072 T000700 906 072 U000700 0 072 V000700 0 072 W000700 91 072 X000700 2487 072 Y000700 103 072 Z000700 -94 072AA000700 15363 072BB000700 271 072CC010700 0 072CC020700 8810 072DD010700 0 072DD020700 0 072EE000700 8752 073 A010700 0.0000 073 A020700 0.0000 073 B000700 1.2100 PAGE 22 073 C000700 0.0000 074 A000700 0 074 B000700 2977 074 C000700 1 074 D000700 0 074 E000700 0 074 F000700 79908 074 G000700 0 074 H000700 0 074 I000700 0 074 J000700 658 074 K000700 0 074 L000700 185 074 M000700 11065 074 N000700 94794 074 O000700 188 074 P000700 83 074 Q000700 0 074 R010700 0 074 R020700 0 074 R030700 0 074 R040700 11184 074 S000700 0 074 T000700 83339 074 U010700 2845 074 U020700 2395 074 V010700 15.89 074 V020700 16.12 074 W000700 0.0000 074 X000700 7207 074 Y000700 0 075 A000700 0 075 B000700 105604 076 000700 0.00 008 A000801 CYPRESSTREE ASSET MANAGEMENT CORPORATION, INC 008 B000801 A 008 C000801 801-54698 008 D010801 BOSTON 008 D020801 MA 008 D030801 02210 008 A000802 WELLINGTON MANAGEMENT COMPANY 008 B000802 S 008 C000802 801-15908 008 D010802 BOSTON 008 D020802 MA 008 D030802 02109 024 000800 N 028 A010800 172 028 A020800 74 028 A030800 0 028 A040800 286 PAGE 23 028 B010800 156 028 B020800 75 028 B030800 0 028 B040800 398 028 C010800 178 028 C020800 62 028 C030800 0 028 C040800 2615 028 D010800 191 028 D020800 61 028 D030800 0 028 D040800 517 028 E010800 84 028 E020800 60 028 E030800 0 028 E040800 454 028 F010800 89 028 F020800 113 028 F030800 0 028 F040800 675 028 G010800 870 028 G020800 445 028 G030800 0 028 G040800 4945 028 H000800 193 045 000800 Y 046 000800 N 047 000800 Y 048 000800 0.000 048 A010800 200000 048 A020800 0.600 048 B010800 300000 048 B020800 0.525 048 C010800 0 048 C020800 0.000 048 D010800 0 048 D020800 0.000 048 E010800 0 048 E020800 0.000 048 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 500000 048 K020800 0.475 PAGE 24 062 A000800 Y 062 B000800 0.0 062 C000800 0.0 062 D000800 2.0 062 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 18.0 062 N000800 18.0 062 O000800 0.0 062 P000800 55.0 062 Q000800 6.0 062 R000800 1.0 063 A000800 0 063 B000800 11.3 064 A000800 N 065 000800 N 066 A000800 N 067 000800 N 068 A000800 N 068 B000800 N 069 000800 N 070 A010800 Y 070 A020800 Y 070 B010800 N 070 B020800 N 070 C010800 N 070 C020800 N 070 D010800 N 070 D020800 N 070 E010800 N 070 E020800 N 070 F010800 N 070 F020800 N 070 G010800 N 070 G020800 N 070 H010800 N 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 PAGE 25 070 M010800 Y 070 M020800 N 070 N010800 Y 070 N020800 Y 070 O010800 Y 070 O020800 N 070 P010800 N 070 P020800 N 070 Q010800 N 070 Q020800 N 070 R010800 N 070 R020800 N 071 A000800 6547 071 B000800 10424 071 C000800 15365 071 D000800 43 072 A000800 12 072 B000800 1197 072 C000800 4 072 D000800 0 072 E000800 0 072 F000800 95 072 G000800 25 072 H000800 0 072 I000800 38 072 J000800 36 072 K000800 0 072 L000800 0 072 M000800 0 072 N000800 0 072 O000800 0 072 P000800 0 072 Q000800 0 072 R000800 8 072 S000800 0 072 T000800 122 072 U000800 0 072 V000800 0 072 W000800 14 072 X000800 338 072 Y000800 74 072 Z000800 938 072AA000800 0 072BB000800 205 072CC010800 0 072CC020800 979 072DD010800 367 072DD020800 606 072EE000800 0 073 A010800 0.6700 073 A020800 0.6100 PAGE 26 073 B000800 0.0000 073 C000800 0.0000 074 A000800 0 074 B000800 249 074 C000800 0 074 D000800 11863 074 E000800 48 074 F000800 3 074 G000800 0 074 H000800 0 074 I000800 1 074 J000800 0 074 K000800 0 074 L000800 235 074 M000800 1660 074 N000800 14059 074 O000800 0 074 P000800 0 074 Q000800 0 074 R010800 0 074 R020800 0 074 R030800 0 074 R040800 1664 074 S000800 0 074 T000800 12395 074 U010800 356 074 U020800 903 074 V010800 9.85 074 V020800 9.85 074 W000800 0.0000 074 X000800 1049 074 Y000800 0 075 A000800 0 075 B000800 15797 076 000800 0.00 008 A000901 CYPRESSTREE ASSET MANAGEMENT CORPORATION, INC 008 B000901 A 008 C000901 801-54698 008 D010901 BOSTON 008 D020901 MA 008 D030901 02210 008 A000902 WELLINGTON MANAGEMENT COMPANY 008 B000902 S 008 C000902 801-15908 008 D010902 BOSTON 008 D020902 MA 008 D030902 02109 024 000900 Y 025 A000901 MERRILL LYNCH & CO. INC 025 C000901 E 025 D000901 3831 PAGE 27 025 D000902 0 025 D000903 0 025 D000904 0 025 D000905 0 025 D000906 0 025 D000907 0 025 D000908 0 028 A010900 6121 028 A020900 0 028 A030900 0 028 A040900 4573 028 B010900 5648 028 B020900 0 028 B030900 0 028 B040900 4781 028 C010900 9144 028 C020900 0 028 C030900 0 028 C040900 23865 028 D010900 6497 028 D020900 0 028 D030900 0 028 D040900 5154 028 E010900 6221 028 E020900 0 028 E030900 0 028 E040900 7365 028 F010900 6070 028 F020900 0 028 F030900 0 028 F040900 7234 028 G010900 39701 028 G020900 0 028 G030900 0 028 G040900 52972 028 H000900 7013 045 000900 Y 046 000900 N 047 000900 Y 048 000900 0.000 048 A010900 50000 048 A020900 0.725 048 B010900 150000 048 B020900 0.675 048 C010900 300000 048 C020900 0.625 048 D010900 0 048 D020900 0.000 048 E010900 0 048 E020900 0.000 048 F010900 0 PAGE 28 048 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 500000 048 K020900 0.550 062 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 0.0 062 Q000900 0.0 062 R000900 0.0 066 A000900 Y 066 B000900 N 066 C000900 N 066 D000900 N 066 E000900 Y 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 Y 070 C020900 N 070 D010900 Y 070 D020900 N 070 E010900 Y 070 E020900 N 070 F010900 Y PAGE 29 070 F020900 N 070 G010900 Y 070 G020900 N 070 H010900 Y 070 H020900 N 070 I010900 Y 070 I020900 N 070 J010900 Y 070 J020900 N 070 K010900 Y 070 K020900 N 070 L010900 Y 070 L020900 Y 070 M010900 Y 070 M020900 Y 070 N010900 Y 070 N020900 Y 070 O010900 Y 070 O020900 Y 070 P010900 N 070 P020900 N 070 Q010900 N 070 Q020900 N 070 R010900 N 070 R020900 N 071 A000900 80216 071 B000900 78795 071 C000900 280395 071 D000900 28 072 A000900 12 072 B000900 222 072 C000900 3929 072 D000900 0 072 E000900 0 072 F000900 1912 072 G000900 435 072 H000900 0 072 I000900 377 072 J000900 140 072 K000900 0 072 L000900 0 072 M000900 0 072 N000900 0 072 O000900 0 072 P000900 0 072 Q000900 0 072 R000900 148 072 S000900 0 072 T000900 2566 072 U000900 0 072 V000900 0 PAGE 30 072 W000900 236 072 X000900 5814 072 Y000900 414 072 Z000900 -1248 072AA000900 29074 072BB000900 0 072CC010900 27367 072CC020900 0 072DD010900 0 072DD020900 0 072EE000900 9636 073 A010900 0.0000 073 A020900 0.0000 073 B000900 0.9600 073 C000900 0.0000 074 A000900 1 074 B000900 3054 074 C000900 0 074 D000900 0 074 E000900 1054 074 F000900 294433 074 G000900 0 074 H000900 0 074 I000900 0 074 J000900 0 074 K000900 0 074 L000900 1198 074 M000900 4967 074 N000900 304707 074 O000900 845 074 P000900 198 074 Q000900 0 074 R010900 0 074 R020900 0 074 R030900 0 074 R040900 5702 074 S000900 0 074 T000900 297962 074 U010900 5496 074 U020900 4995 074 V010900 28.39 074 V020900 28.78 074 W000900 0.0000 074 X000900 14203 074 Y000900 0 075 A000900 0 075 B000900 286447 076 000900 0.00 008 A001001 CYPRESSTREE ASSET MANAGEMENT CORPORATION, INC 008 B001001 A 008 C001001 801-54698 PAGE 31 008 D011001 BOSTON 008 D021001 MA 008 D031001 02210 008 A001002 FOUNDERS ASSET MANAGEMENT, INC 008 B001002 S 008 C001002 801-8049 008 D011002 DENVER 008 D021002 CO 008 D031002 80206 024 001000 N 028 A011000 355 028 A021000 0 028 A031000 0 028 A041000 2171 028 B011000 368 028 B021000 0 028 B031000 0 028 B041000 2413 028 C011000 170 028 C021000 0 028 C031000 0 028 C041000 10977 028 D011000 212 028 D021000 0 028 D031000 0 028 D041000 2774 028 E011000 307 028 E021000 0 028 E031000 0 028 E041000 1901 028 F011000 140 028 F021000 0 028 F031000 0 028 F041000 1555 028 G011000 1552 028 G021000 0 028 G031000 0 028 G041000 21791 028 H001000 372 045 001000 Y 046 001000 N 047 001000 Y 048 001000 0.000 048 A011000 50000 048 A021000 0.775 048 B011000 150000 048 B021000 0.725 048 C011000 300000 048 C021000 0.675 048 D011000 0 048 D021000 0.000 PAGE 32 048 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 0 048 J021000 0.000 048 K011000 500000 048 K021000 0.625 062 A001000 Y 062 B001000 0.0 062 C001000 0.0 062 D001000 2.3 062 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 6.0 062 M001000 41.1 062 N001000 0.0 062 O001000 0.0 062 P001000 1.2 062 Q001000 3.0 062 R001000 47.6 063 A001000 0 063 B001000 12.3 066 A001000 Y 066 B001000 N 066 C001000 N 066 D001000 N 066 E001000 N 066 F001000 N 066 G001000 Y 067 001000 Y 068 A001000 N 068 B001000 N 069 001000 N 070 A011000 Y 070 A021000 Y 070 B011000 Y 070 B021000 N 070 C011000 Y 070 C021000 N PAGE 33 070 D011000 Y 070 D021000 N 070 E011000 Y 070 E021000 N 070 F011000 Y 070 F021000 N 070 G011000 Y 070 G021000 N 070 H011000 Y 070 H021000 N 070 I011000 Y 070 I021000 N 070 J011000 Y 070 J021000 N 070 K011000 Y 070 K021000 N 070 L011000 Y 070 L021000 Y 070 M011000 Y 070 M021000 Y 070 N011000 Y 070 N021000 Y 070 O011000 Y 070 O021000 N 070 P011000 N 070 P021000 Y 070 Q011000 N 070 Q021000 N 070 R011000 N 070 R021000 N 071 A001000 167915 071 B001000 195656 071 C001000 85016 071 D001000 198 072 A001000 12 072 B001000 2452 072 C001000 846 072 D001000 0 072 E001000 0 072 F001000 682 072 G001000 140 072 H001000 0 072 I001000 129 072 J001000 58 072 K001000 0 072 L001000 0 072 M001000 0 072 N001000 0 072 O001000 0 072 P001000 0 072 Q001000 0 PAGE 34 072 R001000 47 072 S001000 0 072 T001000 829 072 U001000 0 072 V001000 0 072 W001000 77 072 X001000 1962 072 Y001000 190 072 Z001000 1526 072AA001000 9020 072BB001000 0 072CC011000 0 072CC021000 9390 072DD011000 835 072DD021000 528 072EE001000 7133 073 A011000 0.1500 073 A021000 0.2300 073 B001000 0.8400 073 C001000 0.0000 074 A001000 1 074 B001000 3542 074 C001000 1 074 D001000 35407 074 E001000 0 074 F001000 32818 074 G001000 0 074 H001000 0 074 I001000 0 074 J001000 1771 074 K001000 0 074 L001000 830 074 M001000 5193 074 N001000 79564 074 O001000 672 074 P001000 49 074 Q001000 0 074 R011000 0 074 R021000 0 074 R031000 0 074 R041000 5280 074 S001000 0 074 T001000 73563 074 U011000 5047 074 U021000 1893 074 V011000 10.63 074 V021000 10.56 074 W001000 0.0000 074 X001000 4488 074 Y001000 0 075 A001000 0 PAGE 35 075 B001000 90529 076 001000 0.00 008 A001101 CYPRESSTREE ASSET MANAGEMENT CORPORATION, INC 008 B001101 A 008 C001101 801-54698 008 D011101 BOSTON 008 D021101 MA 008 D031101 02210 008 A001102 SALOMON BROTHERS ASSET MANAGEMENT 008 B001102 S 008 C001102 801-32046 008 D011102 NEW YORK 008 D021102 NY 008 D031102 10048 024 001100 N 028 A011100 2 028 A021100 33 028 A031100 0 028 A041100 396 028 B011100 34 028 B021100 31 028 B031100 0 028 B041100 835 028 C011100 131 028 C021100 31 028 C031100 0 028 C041100 196 028 D011100 26 028 D021100 30 028 D031100 0 028 D041100 215 028 E011100 21 028 E021100 30 028 E031100 0 028 E041100 336 028 F011100 14 028 F021100 61 028 F031100 0 028 F041100 655 028 G011100 228 028 G021100 216 028 G031100 0 028 G041100 2633 028 H001100 102 045 001100 Y 046 001100 N 047 001100 Y 048 001100 0.600 048 A011100 0 048 A021100 0.000 048 B011100 0 PAGE 36 048 B021100 0.000 048 C011100 0 048 C021100 0.000 048 D011100 0 048 D021100 0.000 048 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 0 048 K021100 0.000 062 A001100 Y 062 B001100 0.0 062 C001100 0.0 062 D001100 0.0 062 E001100 1.0 062 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 0.0 062 N001100 0.0 062 O001100 99.0 062 P001100 0.0 062 Q001100 0.0 062 R001100 0.0 063 A001100 0 063 B001100 17.4 064 A001100 N 064 B001100 N 066 A001100 N 067 001100 N 068 A001100 N 068 B001100 N 069 001100 N 070 A011100 Y 070 A021100 N 070 B011100 N 070 B021100 N 070 C011100 N PAGE 37 070 C021100 N 070 D011100 N 070 D021100 N 070 E011100 Y 070 E021100 N 070 F011100 N 070 F021100 N 070 G011100 N 070 G021100 N 070 H011100 N 070 H021100 N 070 I011100 N 070 I021100 N 070 J011100 Y 070 J021100 N 070 K011100 Y 070 K021100 N 070 L011100 N 070 L021100 N 070 M011100 N 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 6642 071 B001100 8830 071 C001100 14491 071 D001100 46 072 A001100 12 072 B001100 827 072 C001100 0 072 D001100 0 072 E001100 0 072 F001100 90 072 G001100 23 072 H001100 0 072 I001100 18 072 J001100 36 072 K001100 0 072 L001100 0 072 M001100 0 072 N001100 0 072 O001100 0 072 P001100 0 PAGE 38 072 Q001100 0 072 R001100 8 072 S001100 0 072 T001100 104 072 U001100 0 072 V001100 0 072 W001100 15 072 X001100 294 072 Y001100 62 072 Z001100 595 072AA001100 0 072BB001100 76 072CC011100 0 072CC021100 1012 072DD011100 242 072DD021100 353 072EE001100 0 073 A011100 0.4500 073 A021100 0.3700 073 B001100 0.0000 073 C001100 0.0000 074 A001100 0 074 B001100 0 074 C001100 100 074 D001100 12216 074 E001100 0 074 F001100 0 074 G001100 0 074 H001100 0 074 I001100 0 074 J001100 0 074 K001100 0 074 L001100 196 074 M001100 86 074 N001100 12598 074 O001100 0 074 P001100 0 074 Q001100 0 074 R011100 0 074 R021100 0 074 R031100 0 074 R041100 35 074 S001100 0 074 T001100 12563 074 U011100 468 074 U021100 857 074 V011100 9.48 074 V021100 9.48 074 W001100 0.0000 074 X001100 311 074 Y001100 0 PAGE 39 075 A001100 0 075 B001100 14985 076 001100 0.00 008 A001301 CYPRESSTREE ASSET MANAGEMENT CORPORATION, INC 008 B001301 A 008 C001301 801-54698 008 D011301 BOSTON 008 D021301 MA 008 D031301 02210 008 A001302 SALOMON BROTHERS ASSET MANAGEMENT 008 B001302 S 008 C001302 801-32046 008 D011302 NEW YORK 008 D021302 NY 008 D031302 10048 024 001300 Y 025 A001301 MERRILL LYNCH & CO. 025 C001301 D 025 D001301 435 025 A001302 DELETE 025 D001302 0 025 D001303 0 025 D001304 0 025 D001305 0 025 D001306 0 025 D001307 0 025 D001308 0 028 A011300 342 028 A021300 275 028 A031300 0 028 A041300 1720 028 B011300 472 028 B021300 284 028 B031300 0 028 B041300 2099 028 C011300 317 028 C021300 284 028 C031300 0 028 C041300 3173 028 D011300 279 028 D021300 275 028 D031300 0 028 D041300 2646 028 E011300 98 028 E021300 266 028 E031300 0 028 E041300 2434 028 F011300 100 028 F021300 499 028 F031300 0 028 F041300 3685 PAGE 40 028 G011300 1608 028 G021300 1883 028 G031300 0 028 G041300 15757 028 H001300 456 045 001300 Y 046 001300 N 047 001300 Y 048 001300 0.000 048 A011300 50000 048 A021300 0.750 048 B011300 150000 048 B021300 0.700 048 C011300 300000 048 C021300 0.650 048 D011300 0 048 D021300 0.000 048 E011300 0 048 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 500000 048 K021300 0.600 062 A001300 Y 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 12.0 062 O001300 0.0 062 P001300 42.0 062 Q001300 45.0 062 R001300 1.0 063 A001300 0 063 B001300 9.7 PAGE 41 064 A001300 N 065 001300 N 066 A001300 N 067 001300 N 068 A001300 N 068 B001300 N 069 001300 N 070 A011300 Y 070 A021300 Y 070 B011300 N 070 B021300 N 070 C011300 N 070 C021300 N 070 D011300 N 070 D021300 N 070 E011300 N 070 E021300 N 070 F011300 N 070 F021300 N 070 G011300 N 070 G021300 Y 070 H011300 N 070 H021300 N 070 I011300 N 070 I021300 N 070 J011300 Y 070 J021300 Y 070 K011300 Y 070 K021300 N 070 L011300 Y 070 L021300 Y 070 M011300 Y 070 M021300 Y 070 N011300 Y 070 N021300 Y 070 O011300 Y 070 O021300 N 070 P011300 N 070 P021300 N 070 Q011300 N 070 Q021300 N 070 R011300 N 070 R021300 N 071 A001300 79095 071 B001300 101854 071 C001300 66690 071 D001300 119 072 A001300 12 072 B001300 6483 072 C001300 0 072 D001300 0 PAGE 42 072 E001300 0 072 F001300 499 072 G001300 105 072 H001300 0 072 I001300 103 072 J001300 91 072 K001300 0 072 L001300 0 072 M001300 0 072 N001300 0 072 O001300 0 072 P001300 0 072 Q001300 0 072 R001300 35 072 S001300 0 072 T001300 598 072 U001300 0 072 V001300 0 072 W001300 59 072 X001300 1490 072 Y001300 113 072 Z001300 5107 072AA001300 0 072BB001300 3624 072CC011300 0 072CC021300 27 072DD011300 986 072DD021300 4202 072EE001300 486 073 A011300 0.7300 073 A021300 0.6700 073 B001300 0.0500 073 C001300 0.0000 074 A001300 70 074 B001300 0 074 C001300 0 074 D001300 52044 074 E001300 0 074 F001300 0 074 G001300 0 074 H001300 0 074 I001300 91 074 J001300 211 074 K001300 0 074 L001300 1079 074 M001300 9624 074 N001300 63119 074 O001300 2043 074 P001300 39 074 Q001300 0 074 R011300 0 PAGE 43 074 R021300 0 074 R031300 0 074 R041300 9951 074 S001300 0 074 T001300 51086 074 U011300 1071 074 U021300 5006 074 V011300 8.40 074 V021300 8.41 074 W001300 0.0000 074 X001300 2676 074 Y001300 0 075 A001300 0 075 B001300 67531 076 001300 0.00 008 A001401 CYPRESSTREE ASSET MANAGEMENT CORPORATION, INC 008 B001401 A 008 C001401 801-54698 008 D011401 BOSTON 008 D021401 MA 008 D031401 02210 008 A001402 J.P. MORGAN INVESTMENT MANAGEMENT INC 008 B001402 S 008 C001402 801-21011 008 D011402 NEW YORK 008 D021402 NY 008 D031402 10036 008 A001403 MORGAN STANLEY INVESTMENT MANAGEMENT, INC. 008 B001403 S 008 C001403 801-15757 008 D011403 NEW YORK 008 D021403 NY 008 D031403 10020 024 001400 Y 025 A001401 NOMURA SECURITIES CO., LTD 025 C001401 E 025 D001401 99 025 A001402 DAIWA SECURITIES GROUP 025 C001402 E 025 D001402 53 025 A001403 ABN AMRO 025 C001403 E 025 D001403 104 025 A001404 CREDIT SUISSE HOLDING 025 C001404 E 025 D001404 150 025 A001405 DEUTSCHE BANK 025 C001405 E 025 D001405 98 025 A001406 ING GROEP 025 C001406 E PAGE 44 025 D001406 162 025 D001407 0 025 D001408 0 028 A011400 235 028 A021400 0 028 A031400 0 028 A041400 549 028 B011400 362 028 B021400 0 028 B031400 0 028 B041400 830 028 C011400 229 028 C021400 0 028 C031400 0 028 C041400 924 028 D011400 319 028 D021400 0 028 D031400 0 028 D041400 432 028 E011400 211 028 E021400 0 028 E031400 0 028 E041400 948 028 F011400 331 028 F021400 0 028 F031400 0 028 F041400 430 028 G011400 1687 028 G021400 0 028 G031400 0 028 G041400 4113 028 H001400 504 045 001400 Y 046 001400 Y 047 001400 Y 048 001400 0.000 048 A011400 50000 048 A021400 0.900 048 B011400 150000 048 B021400 0.850 048 C011400 300000 048 C021400 0.800 048 D011400 0 048 D021400 0.000 048 E011400 0 048 E021400 0.000 048 F011400 0 048 F021400 0.000 048 G011400 0 048 G021400 0.000 048 H011400 0 PAGE 45 048 H021400 0.000 048 I011400 0 048 I021400 0.000 048 J011400 0 048 J021400 0.000 048 K011400 500000 048 K021400 0.750 062 A001400 N 062 B001400 0.0 062 C001400 0.0 062 D001400 0.0 062 E001400 0.0 062 F001400 0.0 062 G001400 0.0 062 H001400 0.0 062 I001400 0.0 062 J001400 0.0 062 K001400 0.0 062 L001400 0.0 062 M001400 0.0 062 N001400 0.0 062 O001400 0.0 062 P001400 0.0 062 Q001400 0.0 062 R001400 0.0 066 A001400 Y 066 B001400 N 066 C001400 N 066 D001400 Y 066 E001400 N 066 F001400 N 066 G001400 N 067 001400 N 068 A001400 N 068 B001400 Y 069 001400 N 070 A011400 Y 070 A021400 Y 070 B011400 Y 070 B021400 N 070 C011400 Y 070 C021400 N 070 D011400 Y 070 D021400 N 070 E011400 Y 070 E021400 N 070 F011400 Y 070 F021400 Y 070 G011400 Y 070 G021400 N 070 H011400 Y PAGE 46 070 H021400 N 070 I011400 Y 070 I021400 N 070 J011400 Y 070 J021400 N 070 K011400 Y 070 K021400 Y 070 L011400 Y 070 L021400 Y 070 M011400 Y 070 M021400 Y 070 N011400 Y 070 N021400 Y 070 O011400 Y 070 O021400 N 070 P011400 N 070 P021400 N 070 Q011400 N 070 Q021400 N 070 R011400 N 070 R021400 N 071 A001400 35009 071 B001400 40270 071 C001400 24632 071 D001400 142 072 A001400 12 072 B001400 42 072 C001400 454 072 D001400 0 072 E001400 0 072 F001400 231 072 G001400 39 072 H001400 0 072 I001400 61 072 J001400 36 072 K001400 0 072 L001400 0 072 M001400 0 072 N001400 0 072 O001400 0 072 P001400 0 072 Q001400 0 072 R001400 13 072 S001400 0 072 T001400 231 072 U001400 0 072 V001400 0 072 W001400 36 072 X001400 647 072 Y001400 58 072 Z001400 -93 PAGE 47 072AA001400 2055 072BB001400 0 072CC011400 2905 072CC021400 0 072DD011400 0 072DD021400 0 072EE001400 82 073 A011400 0.0000 073 A021400 0.0000 073 B001400 0.0300 073 C001400 0.0000 074 A001400 0 074 B001400 719 074 C001400 1 074 D001400 0 074 E001400 120 074 F001400 24774 074 G001400 0 074 H001400 0 074 I001400 14 074 J001400 0 074 K001400 0 074 L001400 66 074 M001400 12343 074 N001400 38037 074 O001400 1012 074 P001400 14 074 Q001400 0 074 R011400 0 074 R021400 0 074 R031400 0 074 R041400 12065 074 S001400 0 074 T001400 24946 074 U011400 569 074 U021400 1552 074 V011400 11.74 074 V021400 12.61 074 W001400 0.0000 074 X001400 2660 074 Y001400 0 075 A001400 0 075 B001400 25632 076 001400 0.00 008 A001501 CYPRESSTREE ASSET MANAGEMENT CORPORATION, INC 008 B001501 A 008 C001501 801-54698 008 D011501 BOSTON 008 D021501 MA 008 D031501 02210 008 A001502 FRED ALGER MANAGEMENT, INC. PAGE 48 008 B001502 S 008 C001502 801-06709 008 D011502 JERSEY CITY 008 D021502 NJ 008 D031502 07302 024 001500 N 025 A001501 DELETE 025 D001501 0 025 A001502 DELETE 025 D001502 0 025 D001503 0 025 D001504 0 025 D001505 0 025 D001506 0 025 D001507 0 025 D001508 0 028 A011500 1097 028 A021500 0 028 A031500 0 028 A041500 987 028 B011500 1392 028 B021500 0 028 B031500 0 028 B041500 1035 028 C011500 1331 028 C021500 0 028 C031500 0 028 C041500 1633 028 D011500 1022 028 D021500 0 028 D031500 0 028 D041500 1550 028 E011500 1355 028 E021500 0 028 E031500 0 028 E041500 2442 028 F011500 1358 028 F021500 0 028 F031500 0 028 F041500 1722 028 G011500 7555 028 G021500 0 028 G031500 0 028 G041500 9369 028 H001500 1093 045 001500 Y 046 001500 N 047 001500 Y 048 001500 0.000 048 A011500 50000 048 A021500 0.925 PAGE 49 048 B011500 150000 048 B021500 0.900 048 C011500 300000 048 C021500 0.875 048 D011500 0 048 D021500 0.000 048 E011500 0 048 E021500 0.000 048 F011500 0 048 F021500 0.000 048 G011500 0 048 G021500 0.000 048 H011500 0 048 H021500 0.000 048 I011500 0 048 I021500 0.000 048 J011500 0 048 J021500 0.000 048 K011500 500000 048 K021500 0.850 062 A001500 N 062 B001500 0.0 062 C001500 0.0 062 D001500 0.0 062 E001500 0.0 062 F001500 0.0 062 G001500 0.0 062 H001500 0.0 062 I001500 0.0 062 J001500 0.0 062 K001500 0.0 062 L001500 0.0 062 M001500 0.0 062 N001500 0.0 062 O001500 0.0 062 P001500 0.0 062 Q001500 0.0 062 R001500 0.0 066 A001500 Y 066 B001500 N 066 C001500 Y 066 D001500 N 066 E001500 N 066 F001500 N 066 G001500 N 067 001500 N 068 A001500 N 068 B001500 N 069 001500 N 070 A011500 Y 070 A021500 N PAGE 50 070 B011500 Y 070 B021500 N 070 C011500 Y 070 C021500 N 070 D011500 Y 070 D021500 N 070 E011500 Y 070 E021500 N 070 F011500 Y 070 F021500 N 070 G011500 Y 070 G021500 N 070 H011500 Y 070 H021500 N 070 I011500 Y 070 I021500 N 070 J011500 Y 070 J021500 N 070 K011500 Y 070 K021500 Y 070 L011500 Y 070 L021500 N 070 M011500 Y 070 M021500 N 070 N011500 Y 070 N021500 Y 070 O011500 Y 070 O021500 N 070 P011500 N 070 P021500 N 070 Q011500 N 070 Q021500 N 070 R011500 N 070 R021500 N 071 A001500 71339 071 B001500 72497 071 C001500 39484 071 D001500 181 072 A001500 12 072 B001500 134 072 C001500 86 072 D001500 0 072 E001500 0 072 F001500 391 072 G001500 64 072 H001500 0 072 I001500 103 072 J001500 37 072 K001500 0 072 L001500 0 072 M001500 0 PAGE 51 072 N001500 0 072 O001500 0 072 P001500 0 072 Q001500 0 072 R001500 22 072 S001500 0 072 T001500 385 072 U001500 0 072 V001500 0 072 W001500 35 072 X001500 1037 072 Y001500 92 072 Z001500 -725 072AA001500 8026 072BB001500 0 072CC011500 1371 072CC021500 0 072DD011500 0 072DD021500 0 072EE001500 3298 073 A011500 0.0000 073 A021500 0.0000 073 B001500 1.4800 073 C001500 0.0000 074 A001500 0 074 B001500 0 074 C001500 2583 074 D001500 0 074 E001500 0 074 F001500 38322 074 G001500 0 074 H001500 0 074 I001500 1690 074 J001500 303 074 K001500 0 074 L001500 219 074 M001500 8150 074 N001500 51267 074 O001500 922 074 P001500 22 074 Q001500 0 074 R011500 0 074 R021500 0 074 R031500 0 074 R041500 8230 074 S001500 0 074 T001500 42093 074 U011500 1051 074 U021500 1278 074 V011500 18.02 074 V021500 18.52 PAGE 52 074 W001500 0.0000 074 X001500 4591 074 Y001500 0 075 A001500 0 075 B001500 42297 076 001500 0.00 008 A001601 CYPRESSTREE ASSET MANAGEMENT CORPORATION, INC 008 B001601 A 008 C001601 801-54698 008 D011601 BOSTON 008 D021601 MA 008 D031601 02210 008 A001602 FOUNDERS ASSET MANAGEMENT, INC. 008 B001602 S 008 C001602 801-8049 008 D011602 DENVER 008 D021602 CO 008 D031602 80206 024 001600 N 028 A011600 195 028 A021600 0 028 A031600 0 028 A041600 514 028 B011600 0 028 B021600 0 028 B031600 0 028 B041600 369 028 C011600 107 028 C021600 0 028 C031600 0 028 C041600 377 028 D011600 48 028 D021600 0 028 D031600 0 028 D041600 355 028 E011600 120 028 E021600 0 028 E031600 0 028 E041600 378 028 F011600 183 028 F021600 0 028 F031600 0 028 F041600 309 028 G011600 653 028 G021600 0 028 G031600 0 028 G041600 2302 028 H001600 100 045 001600 Y 046 001600 N 047 001600 Y PAGE 53 048 001600 0.000 048 A011600 50000 048 A021600 1.050 048 B011600 150000 048 B021600 1.000 048 C011600 300000 048 C021600 0.900 048 D011600 0 048 D021600 0.000 048 E011600 0 048 E021600 0.000 048 F011600 0 048 F021600 0.000 048 G011600 0 048 G021600 0.000 048 H011600 0 048 H021600 0.000 048 I011600 0 048 I021600 0.000 048 J011600 0 048 J021600 0.000 048 K011600 500000 048 K021600 0.800 062 A001600 N 062 B001600 0.0 062 C001600 0.0 062 D001600 0.0 062 E001600 0.0 062 F001600 0.0 062 G001600 0.0 062 H001600 0.0 062 I001600 0.0 062 J001600 0.0 062 K001600 0.0 062 L001600 0.0 062 M001600 0.0 062 N001600 0.0 062 O001600 0.0 062 P001600 0.0 062 Q001600 0.0 062 R001600 0.0 066 A001600 Y 066 B001600 N 066 C001600 Y 066 D001600 N 066 E001600 N 066 F001600 N 066 G001600 N 067 001600 N 068 A001600 N 068 B001600 Y PAGE 54 069 001600 N 070 A011600 Y 070 A021600 Y 070 B011600 Y 070 B021600 N 070 C011600 Y 070 C021600 N 070 D011600 Y 070 D021600 N 070 E011600 Y 070 E021600 N 070 F011600 Y 070 F021600 N 070 G011600 Y 070 G021600 N 070 H011600 Y 070 H021600 N 070 I011600 Y 070 I021600 N 070 J011600 Y 070 J021600 Y 070 K011600 Y 070 K021600 N 070 L011600 Y 070 L021600 Y 070 M011600 Y 070 M021600 Y 070 N011600 Y 070 N021600 Y 070 O011600 Y 070 O021600 N 070 P011600 Y 070 P021600 Y 070 Q011600 N 070 Q021600 N 070 R011600 N 070 R021600 N 071 A001600 28438 071 B001600 30248 071 C001600 14069 071 D001600 202 072 A001600 12 072 B001600 47 072 C001600 108 072 D001600 0 072 E001600 0 072 F001600 160 072 G001600 23 072 H001600 0 072 I001600 45 072 J001600 36 PAGE 55 072 K001600 0 072 L001600 0 072 M001600 0 072 N001600 0 072 O001600 0 072 P001600 0 072 Q001600 0 072 R001600 8 072 S001600 0 072 T001600 138 072 U001600 0 072 V001600 0 072 W001600 15 072 X001600 425 072 Y001600 52 072 Z001600 -218 072AA001600 4615 072BB001600 0 072CC011600 126 072CC021600 0 072DD011600 0 072DD021600 0 072EE001600 0 073 A011600 0.0000 073 A021600 0.0000 073 B001600 0.0000 073 C001600 0.0000 074 A001600 0 074 B001600 766 074 C001600 301 074 D001600 0 074 E001600 0 074 F001600 15131 074 G001600 0 074 H001600 0 074 I001600 66 074 J001600 449 074 K001600 0 074 L001600 28 074 M001600 54 074 N001600 16795 074 O001600 1043 074 P001600 17 074 Q001600 0 074 R011600 0 074 R021600 0 074 R031600 0 074 R041600 37 074 S001600 0 074 T001600 15698 074 U011600 325 PAGE 56 074 U021600 527 074 V011600 18.37 074 V021600 18.83 074 W001600 0.0000 074 X001600 1865 074 Y001600 0 075 A001600 0 075 B001600 15204 076 001600 0.00 008 A001701 CYPRESSTREE ASSET MANAGEMENT CORPORATION, INC 008 B001701 A 008 C001701 801-54698 008 D011701 BOSTON 008 D021701 MA 008 D031701 02210 008 A001702 FOUNDERS ASSET MANAGEMENT, INC. 008 B001702 S 008 C001702 801-8049 008 D011702 DENVER 008 D021702 CO 008 D031702 80206 024 001700 Y 025 A001701 CHARLES SCHWAB 025 C001701 E 025 D001701 239 025 A001702 MERRILL LYNCH 025 C001702 E 025 D001702 214 025 A001703 MORGAN STANLEY DEAN WITTER 025 C001703 E 025 D001703 210 025 D001704 0 025 D001705 0 025 D001706 0 025 D001707 0 025 D001708 0 028 A011700 1007 028 A021700 0 028 A031700 0 028 A041700 591 028 B011700 938 028 B021700 0 028 B031700 0 028 B041700 900 028 C011700 1091 028 C021700 0 028 C031700 0 028 C041700 1104 028 D011700 999 028 D021700 0 028 D031700 0 PAGE 57 028 D041700 972 028 E011700 915 028 E021700 0 028 E031700 0 028 E041700 1096 028 F011700 833 028 F021700 0 028 F031700 0 028 F041700 745 028 G011700 5783 028 G021700 0 028 G031700 0 028 G041700 5408 028 H001700 974 045 001700 Y 046 001700 N 047 001700 Y 048 001700 0.000 048 A011700 50000 048 A021700 0.900 048 B011700 150000 048 B021700 0.850 048 C011700 300000 048 C021700 0.825 048 D011700 0 048 D021700 0.000 048 E011700 0 048 E021700 0.000 048 F011700 0 048 F021700 0.000 048 G011700 0 048 G021700 0.000 048 H011700 0 048 H021700 0.000 048 I011700 0 048 I021700 0.000 048 J011700 0 048 J021700 0.000 048 K011700 500000 048 K021700 0.800 062 A001700 N 062 B001700 0.0 062 C001700 0.0 062 D001700 0.0 062 E001700 0.0 062 F001700 0.0 062 G001700 0.0 062 H001700 0.0 062 I001700 0.0 062 J001700 0.0 062 K001700 0.0 PAGE 58 062 L001700 0.0 062 M001700 0.0 062 N001700 0.0 062 O001700 0.0 062 P001700 0.0 062 Q001700 0.0 062 R001700 0.0 066 A001700 Y 066 B001700 N 066 C001700 N 066 D001700 Y 066 E001700 N 066 F001700 N 066 G001700 N 067 001700 N 068 A001700 N 068 B001700 N 069 001700 N 070 A011700 Y 070 A021700 Y 070 B011700 Y 070 B021700 N 070 C011700 Y 070 C021700 N 070 D011700 Y 070 D021700 N 070 E011700 Y 070 E021700 N 070 F011700 Y 070 F021700 N 070 G011700 Y 070 G021700 N 070 H011700 Y 070 H021700 N 070 I011700 Y 070 I021700 N 070 J011700 Y 070 J021700 Y 070 K011700 Y 070 K021700 N 070 L011700 Y 070 L021700 Y 070 M011700 Y 070 M021700 Y 070 N011700 Y 070 N021700 Y 070 O011700 Y 070 O021700 Y 070 P011700 N 070 P021700 N 070 Q011700 N PAGE 59 070 Q021700 N 070 R011700 N 070 R021700 N 071 A001700 57531 071 B001700 51606 071 C001700 35666 071 D001700 145 072 A001700 12 072 B001700 69 072 C001700 197 072 D001700 0 072 E001700 0 072 F001700 336 072 G001700 56 072 H001700 0 072 I001700 89 072 J001700 37 072 K001700 0 072 L001700 0 072 M001700 0 072 N001700 0 072 O001700 0 072 P001700 0 072 Q001700 0 072 R001700 19 072 S001700 0 072 T001700 341 072 U001700 0 072 V001700 0 072 W001700 32 072 X001700 910 072 Y001700 84 072 Z001700 -561 072AA001700 6254 072BB001700 0 072CC011700 2623 072CC021700 0 072DD011700 0 072DD021700 0 072EE001700 1899 073 A011700 0.0000 073 A021700 0.0000 073 B001700 1.1500 073 C001700 0.0000 074 A001700 1 074 B001700 1470 074 C001700 1 074 D001700 0 074 E001700 0 074 F001700 40941 074 G001700 0 PAGE 60 074 H001700 0 074 I001700 122 074 J001700 895 074 K001700 0 074 L001700 342 074 M001700 5076 074 N001700 48848 074 O001700 1325 074 P001700 22 074 Q001700 0 074 R011700 0 074 R021700 0 074 R031700 0 074 R041700 5210 074 S001700 0 074 T001700 42291 074 U011700 930 074 U021700 1083 074 V011700 20.93 074 V021700 21.44 074 W001700 0.0000 074 X001700 4018 074 Y001700 0 075 A001700 0 075 B001700 37389 076 001700 0.00 008 A001801 CYPRESSTREE ASSET MANAGEMENT CORPORATION, INC 008 B001801 A 008 C001801 801-54698 008 D011801 BOSTON 008 D021801 MA 008 D031801 02210 008 A001802 STANDISH, AYER & WOOD, INC. 008 B001802 S 008 C001802 801-584 008 D011802 BOSTON 008 D021802 MA 008 D031802 02111 024 001800 Y 025 A001801 MORGAN STANLEY DEAN WITTER 025 C001801 E 025 D001801 176 025 D001802 0 025 D001803 0 025 D001804 0 025 D001805 0 025 D001806 0 025 D001807 0 025 D001808 0 028 A011800 82 028 A021800 0 PAGE 61 028 A031800 0 028 A041800 130 028 B011800 347 028 B021800 0 028 B031800 0 028 B041800 40 028 C011800 140 028 C021800 0 028 C031800 0 028 C041800 60 028 D011800 127 028 D021800 0 028 D031800 0 028 D041800 302 028 E011800 38 028 E021800 0 028 E031800 0 028 E041800 238 028 F011800 110 028 F021800 0 028 F031800 0 028 F041800 428 028 G011800 844 028 G021800 0 028 G031800 0 028 G041800 1198 028 H001800 61 045 001800 Y 046 001800 N 047 001800 Y 048 001800 0.000 048 A011800 50000 048 A021800 0.850 048 B011800 150000 048 B021800 0.800 048 C011800 300000 048 C021800 0.775 048 D011800 0 048 D021800 0.000 048 E011800 0 048 E021800 0.000 048 F011800 0 048 F021800 0.000 048 G011800 0 048 G021800 0.000 048 H011800 0 048 H021800 0.000 048 I011800 0 048 I021800 0.000 048 J011800 0 048 J021800 0.000 PAGE 62 048 K011800 500000 048 K021800 0.700 062 A001800 N 062 B001800 0.0 062 C001800 0.0 062 D001800 0.0 062 E001800 0.0 062 F001800 0.0 062 G001800 0.0 062 H001800 0.0 062 I001800 0.0 062 J001800 0.0 062 K001800 0.0 062 L001800 0.0 062 M001800 0.0 062 N001800 0.0 062 O001800 0.0 062 P001800 0.0 062 Q001800 0.0 062 R001800 0.0 066 A001800 Y 066 B001800 N 066 C001800 N 066 D001800 Y 066 E001800 N 066 F001800 N 066 G001800 N 067 001800 N 068 A001800 N 068 B001800 N 069 001800 N 070 A011800 Y 070 A021800 Y 070 B011800 Y 070 B021800 N 070 C011800 Y 070 C021800 N 070 D011800 Y 070 D021800 N 070 E011800 Y 070 E021800 N 070 F011800 Y 070 F021800 N 070 G011800 Y 070 G021800 N 070 H011800 Y 070 H021800 N 070 I011800 Y 070 I021800 N 070 J011800 Y 070 J021800 N PAGE 63 070 K011800 Y 070 K021800 N 070 L011800 Y 070 L021800 N 070 M011800 Y 070 M021800 N 070 N011800 Y 070 N021800 N 070 O011800 Y 070 O021800 N 070 P011800 N 070 P021800 N 070 Q011800 N 070 Q021800 N 070 R011800 N 070 R021800 N 071 A001800 5579 071 B001800 7473 071 C001800 10002 071 D001800 57 072 A001800 12 072 B001800 10 072 C001800 106 072 D001800 0 072 E001800 0 072 F001800 88 072 G001800 16 072 H001800 0 072 I001800 14 072 J001800 36 072 K001800 0 072 L001800 0 072 M001800 0 072 N001800 0 072 O001800 0 072 P001800 0 072 Q001800 0 072 R001800 5 072 S001800 0 072 T001800 84 072 U001800 7 072 V001800 0 072 W001800 10 072 X001800 260 072 Y001800 46 072 Z001800 -98 072AA001800 0 072BB001800 1007 072CC011800 1515 072CC021800 0 072DD011800 0 PAGE 64 072DD021800 0 072EE001800 0 073 A011800 0.0000 073 A021800 0.0000 073 B001800 0.0000 073 C001800 0.0000 074 A001800 0 074 B001800 149 074 C001800 1 074 D001800 0 074 E001800 0 074 F001800 8737 074 G001800 0 074 H001800 0 074 I001800 0 074 J001800 0 074 K001800 0 074 L001800 37 074 M001800 62 074 N001800 8986 074 O001800 0 074 P001800 3 074 Q001800 0 074 R011800 0 074 R021800 0 074 R031800 0 074 R041800 10 074 S001800 0 074 T001800 8973 074 U011800 161 074 U021800 796 074 V011800 9.49 074 V021800 9.35 074 W001800 0.0000 074 X001800 304 074 Y001800 0 075 A001800 0 075 B001800 10368 076 001800 0.00 008 A001901 CYPRESSTREE ASSET MANAGEMENT CORPORATION, INC 008 B001901 A 008 C001901 801-54698 008 D011901 BOSTON 008 D021901 MA 008 D031901 02210 008 A001902 WARBURG PINCUS ASSET MANAGEMENT, INC. 008 B001902 S 008 C001902 801-07321 008 D011902 NEW YORK 008 D021902 NY 008 D031902 10017 PAGE 65 008 D041902 3147 024 001900 N 028 A011900 41 028 A021900 0 028 A031900 0 028 A041900 72 028 B011900 5 028 B021900 0 028 B031900 0 028 B041900 44 028 C011900 26 028 C021900 0 028 C031900 0 028 C041900 8 028 D011900 59 028 D021900 0 028 D031900 0 028 D041900 32 028 E011900 32 028 E021900 0 028 E031900 0 028 E041900 48 028 F011900 117 028 F021900 0 028 F031900 0 028 F041900 18 028 G011900 280 028 G021900 0 028 G031900 0 028 G041900 222 028 H001900 62 045 001900 Y 046 001900 N 047 001900 Y 048 001900 0.950 048 A011900 0 048 A021900 0.000 048 B011900 0 048 B021900 0.000 048 C011900 0 048 C021900 0.000 048 D011900 0 048 D021900 0.000 048 E011900 0 048 E021900 0.000 048 F011900 0 048 F021900 0.000 048 G011900 0 048 G021900 0.000 048 H011900 0 048 H021900 0.000 PAGE 66 048 I011900 0 048 I021900 0.000 048 J011900 0 048 J021900 0.000 048 K011900 0 048 K021900 0.000 062 A001900 N 062 B001900 0.0 062 C001900 0.0 062 D001900 0.0 062 E001900 0.0 062 F001900 0.0 062 G001900 0.0 062 H001900 0.0 062 I001900 0.0 062 J001900 0.0 062 K001900 0.0 062 L001900 0.0 062 M001900 0.0 062 N001900 0.0 062 O001900 0.0 062 P001900 0.0 062 Q001900 0.0 062 R001900 0.0 066 A001900 Y 066 B001900 Y 066 C001900 N 066 D001900 N 066 E001900 N 066 F001900 N 066 G001900 N 067 001900 N 068 A001900 N 068 B001900 N 069 001900 N 070 A011900 Y 070 A021900 N 070 B011900 Y 070 B021900 N 070 C011900 Y 070 C021900 N 070 D011900 Y 070 D021900 N 070 E011900 Y 070 E021900 N 070 F011900 Y 070 F021900 N 070 G011900 Y 070 G021900 N 070 H011900 Y 070 H021900 N PAGE 67 070 I011900 Y 070 I021900 N 070 J011900 Y 070 J021900 N 070 K011900 Y 070 K021900 N 070 L011900 Y 070 L021900 Y 070 M011900 Y 070 M021900 N 070 N011900 Y 070 N021900 N 070 O011900 Y 070 O021900 N 070 P011900 N 070 P021900 N 070 Q011900 N 070 Q021900 N 070 R011900 N 070 R021900 N 071 A001900 1329 071 B001900 1134 071 C001900 881 071 D001900 129 072 A001900 12 072 B001900 2 072 C001900 1 072 D001900 0 072 E001900 0 072 F001900 10 072 G001900 1 072 H001900 0 072 I001900 10 072 J001900 36 072 K001900 0 072 L001900 0 072 M001900 0 072 N001900 0 072 O001900 0 072 P001900 0 072 Q001900 0 072 R001900 1 072 S001900 0 072 T001900 9 072 U001900 7 072 V001900 0 072 W001900 1 072 X001900 75 072 Y001900 53 072 Z001900 -19 072AA001900 63 PAGE 68 072BB001900 0 072CC011900 310 072CC021900 0 072DD011900 0 072DD021900 0 072EE001900 0 073 A011900 0.0000 073 A021900 0.0000 073 B001900 0.0000 073 C001900 0.0000 074 A001900 0 074 B001900 0 074 C001900 49 074 D001900 0 074 E001900 0 074 F001900 1182 074 G001900 0 074 H001900 0 074 I001900 0 074 J001900 16 074 K001900 4 074 L001900 16 074 M001900 68 074 N001900 1335 074 O001900 4 074 P001900 0 074 Q001900 0 074 R011900 0 074 R021900 0 074 R031900 0 074 R041900 7 074 S001900 0 074 T001900 1324 074 U011900 17 074 U021900 88 074 V011900 12.81 074 V021900 12.57 074 W001900 0.0000 074 X001900 317 074 Y001900 0 075 A001900 0 075 B001900 1005 076 001900 0.00 SIGNATURE CHRISTINA ROWNTREE TITLE FUND ADMIN. MANAGER EX-27 2
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements 0000848103 NORTH AMERICAN FUND 011 EQUITY-INCOME FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 107994775 115694225 486401 1998 1242600 117425265 0 0 1576046 1576046 0 85798831 827331 2078879 509106 0 21841836 0 7699450 115849223 3799150 127679 0 2857731 1069098 25197469 (19384582) 6881985 0 602777 2331204 0 228238 1651338 171602 (49890706) 1532483 10649150 0 0 1060879 0 3134733 148693342 17.64 0.22 0.46 0.29 1.12 0 16.91 1.40
EX-27 3
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements 0000848103 NORTH AMERICAN FUND 012 EQUITY-INCOME FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 107994775 115694225 486401 1998 1242600 117425265 0 0 1576046 1576046 0 85798831 1894670 2234764 509106 0 21841836 0 7699450 115849223 3799150 127679 0 2857731 1069098 25197469 (19384582) 6881985 0 371918 2468438 0 168204 667635 159337 (49890706) 1532483 10649150 0 0 1060879 0 3134733 148693342 17.43 0.10 0.47 0.17 1.12 0 16.71 2.04
EX-27 4
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements 0000848103 NORTH AMERICAN FUND 013 EQUITY-INCOME FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 107994775 115694225 486401 1998 1242600 117425265 0 0 1576046 1576046 0 85798831 4177566 5476787 509106 0 21841836 0 7699450 115849223 3799150 127679 0 2857731 1069098 25197469 (19384582) 6881985 0 918427 6050850 0 382424 2079041 397396 (49890706) 1532483 10649150 0 0 1060879 0 3134733 148693342 17.53 0.10 0.46 0.17 1.12 0 16.80 2.04
EX-27 5
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 021 U.S. GOVERNMENT SECURITIES FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 68809845 67520526 397140 19172 662 67937500 9130828 0 618299 9749127 0 61624111 3074557 4924835 (488884) 0 (1657535) 0 (1289319) 58188373 0 4721160 0 1020945 3700215 (821237) (2669738) 209240 0 2291801 0 293807 418180 1798945 160487 (18269612) (229251) (1062756) 0 0 411390 0 1162909 68482817 10.08 0.53 (0.48) 0.58 0 0 9.55 1.25
EX-27 6
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 022 U.S. GOVERNMENT SECURITIES FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 68809845 67520526 397140 19172 662 67937500 9130828 0 618299 9749127 0 61624111 1259202 1772145 (488884) 0 (1657535) 0 (1289319) 58188373 0 4721160 0 1020945 3700215 (821237) (2669738) 209240 0 622804 0 79843 316176 872536 43417 (18269612) (229251) (1062756) 0 0 411390 0 1162909 68482817 10.07 0.47 (0.47) 0.51 0 0 9.56 1.90
EX-27 7
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 023 U.S. GOVERNMENT SECURITIES FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 68809845 67520526 397140 19172 662 67937500 9130828 0 618299 9749127 0 61624111 1127653 1261527 (488884) 0 (1657535) 0 (1289319) 58188373 0 4721160 0 1020945 3700215 (821237) (2669738) 209240 0 572045 0 73336 3441704 3625489 49911 (18269612) (229251) (1062756) 0 0 411390 0 1162909 68482817 10.07 0.47 (0.47) 0.51 0 0 9.56 1.90
EX-27 8
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUNDS 031 MONEY MARKET FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 20023054 20023054 411810 67310 807 20502981 0 0 1277883 1277883 0 19225098 6029890 10296058 0 0 0 0 0 19225098 0 1097161 0 110430 986731 572 0 987303 0 390560 0 0 35775604 40376812 335040 (5226114) 2858 (2858) 0 0 44172 0 215652 22079013 1.00 0.04 0 0.04 0 0 1.00 0.50
EX-27 9
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUNDS 032 MONEY MARKET FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 20023054 20023054 411810 67310 807 20502981 0 0 1277883 1277883 0 19225098 4550563 5919145 0 0 0 0 0 19225098 0 1097161 0 110430 986731 572 0 987303 0 226689 0 0 113675 587122 143215 (5226114) 2858 (2858) 0 0 44172 0 215652 22079013 1.00 0.04 0 0.04 0 0 1.00 0.50
EX-27 10
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUNDS 033 MONEY MARKET FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 20023054 20023054 411810 67310 807 20502981 0 0 1277883 1277883 0 19225098 8643100 8237403 0 0 0 0 0 19225098 0 1097161 0 110430 986731 572 0 987303 0 370054 0 0 323739 1398327 483841 (5226114) 2858 (2858) 0 0 44172 0 215652 22079013 1.00 0.04 0 0.04 0 0 1.00 0.50
EX-27 11
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirery by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 071 GLOBAL EQUITY FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 72860336 82885928 843087 0 11064487 94793502 188400 0 83150134 83338534 0 63331831 791278 1890437 (147081) 0 9983190 0 10167594 83338534 2212121 78368 0 2384149 (93660) 14992542 (8444844) 6554698 0 0 2303340 0 1423394 2665234 142681 (35777662) 226601 8756432 0 0 951657 0 2486753 105603892 16.43 0.08 0.82 0 1.21 0 16.12 1.75
EX-27 12
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirery by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 072 GLOBAL EQUITY FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 72860336 82885928 843087 0 11064487 94793502 188400 0 83150134 83338534 0 63331831 1603463 1864538 (147081) 0 9983190 0 10167594 83338534 2212121 78368 0 2384149 (93660) 14992542 (8444844) 6554698 0 0 2219820 0 129757 522562 131730 (35777662) 226601 8756432 0 0 951657 0 2486753 105603892 16.24 0.04 0.84 0 1.21 0 15.83 2.40
EX-27 13
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirery by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 073 GLOBAL EQUITY FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 72860336 82885928 843087 0 11064487 94793502 188400 0 83150134 83338534 0 63331831 2845052 3544699 (147081) 0 9983190 0 10167594 83338534 2212121 78368 0 2384149 (93660) 14992542 (8444844) 6554698 0 0 4228655 0 1897782 2853048 255619 (35777662) 226601 8756432 0 0 951657 0 2486753 105603892 16.30 0.04 0.84 0 1.21 0 15.89 2.40
EX-27 14
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 081 INVESTMENT QUALITY BOND FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 12723293 12164731 10 40287 0 14058770 0 0 1664022 1664022 0 13551724 356060 632860 (20882) 0 (577532) 0 (558562) 12394748 4063 1197389 0 263766 937686 (205464) (979000) (246778) 0 366860 0 0 69728 374751 28223 (4711482) 11637 (370164) 0 0 94898 0 338112 15797498 10.63 0.66 (0.77) 0.67 0 0 9.85 1.25
EX-27 15
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 082 INVESTMENT QUALITY BOND FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 12723293 12164731 10 40287 0 14058770 0 0 1664022 1664022 0 13551724 436117 456154 (20882) 0 (577532) 0 (558562) 12394748 4063 1197389 0 263766 937686 (205464) (979000) (246778) 0 279710 0 0 157085 200439 23317 (4711482) 11637 (370164) 0 0 94898 0 338112 15797498 10.62 0.59 (0.75) 0.61 0 0 9.85 1.90
EX-27 16
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 083 INVESTMENT QUALITY BOND FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 12723293 12164731 10 40287 0 14058770 0 0 1664022 1664022 0 13551724 466440 520861 (20882) 0 (577532) 0 (558562) 12394748 4063 1197389 0 263766 937686 (205464) (979000) (246778) 0 326493 0 0 128622 210799 27756 (4711482) 11637 (370164) 0 0 94898 0 338112 15797498 10.62 0.59 (0.75) 0.61 0 0 9.85 1.90
EX-27 17
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 091 GROWTH AND INCOME FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 189562058 298543702 1197830 147863 0 304706719 844918 0 5899646 6744564 0 163946904 1293038 1768820 0 0 25039619 0 108981632 297962155 3928924 222376 0 5399702 (1248402) 29073696 27366940 55192234 0 0 1712771 0 593218 1133085 64085 57078038 0 9274227 0 0 1912464 0 5814007 286446850 24.26 0.03 5.45 0 0.96 0 28.78 1.34
EX-27 18
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 092 GROWTH AND INCOME FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 189562058 298543702 1197830 147863 0 304706719 844918 0 5899646 6744564 0 163946904 3702446 3147669 0 0 25039619 0 108981632 297962155 3928924 222376 0 5399702 (1248402) 29073696 27366940 55192234 0 0 3082778 0 1020665 579899 114011 57078038 0 9274227 0 0 1912464 0 5814007 286446850 24.01 (0.15) 5.38 0 0.96 0 28.28 1.99
EX-27 19
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 093 GROWTH AND INCOME FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 189562058 298543702 1197830 147863 0 304706719 844918 0 5899646 6744564 0 163946904 5496180 5077797 0 0 25039619 0 108981632 297962155 3928924 222376 0 5399702 (1248402) 29073696 27366940 55192234 0 0 4839860 0 1567435 1325973 176921 57078038 0 9274227 0 0 1912464 0 5814007 286446850 24.10 (0.15) 5.40 0 0.96 0 28.39 1.99
EX-27 20
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 101 BALANCED FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 73666065 71769480 2600997 1476 5191930 79563883 672265 0 5328682 6000947 0 65541799 561872 1255832 1271183 0 8646672 0 1896718 73562936 845697 2451719 0 1771442 1525974 9020372 (9390527) 1155819 0 284543 1061187 0 156485 975179 124734 (24829772) 1153058 6715726 0 0 681955 0 1961641 90528672 11.48 0.24 (0.09) 0.23 0.84 0 10.56 1.39
EX-27 21
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 102 BALANCED FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 73666065 71769480 2600997 1476 5191930 79563883 672265 0 5328682 6000947 0 65541799 1330817 1661049 1271183 0 8646672 0 1896718 73562936 845697 2451719 0 1771442 1525974 9020372 (9390527) 1155819 0 243851 1381136 0 113675 587122 143215 (24829772) 1153058 6715726 0 0 681955 0 1961641 90528672 11.40 0.18 (0.10) 0.15 0.84 0 10.49 2.04
EX-27 22
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 103 BALANCED FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 73666065 71769480 2600997 1476 5191930 79563883 672265 0 5328682 6000947 0 65541799 5046875 5637622 1271183 0 8646672 0 1896718 73562936 845697 2451719 0 1771442 1525974 9020372 (9390527) 1155819 0 835387 4691171 0 323739 1398327 483841 (24829772) 1153058 6715726 0 0 681955 0 1961641 90528672 11.54 0.17 (0.09) 0.15 0.84 0 10.63 2.04
EX-27 23
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 111 NATIONAL MUNICIPAL BOND FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 12303621 12315669 195856 47684 38522 12597731 0 0 35210 35210 0 12650851 467555 569289 (263) 0 (100115) 0 12048 12562521 0 826875 0 231981 594894 (75958) (1012148) (493212) 0 241991 0 0 12373 128078 13971 (3677209) (263) (24157) 0 0 89986 0 293809 14985259 10.22 0.45 (0.74) (0.45) 0 0 9.48 1.00
EX-27 24
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 112 NATIONAL MUNICIPAL BOND FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 12303621 12315669 195856 47684 38522 12597731 0 0 35210 35210 0 12650851 442570 515858 (263) 0 (100115) 0 12048 12562521 0 826875 0 231981 594894 (75958) (1012148) (493212) 0 182925 0 0 38617 123709 11804 (3677209) (263) (24157) 0 0 89986 0 293809 14985259 10.22 0.37 (0.74) (0.37) 0 0 9.48 1.85
EX-27 25
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 113 NATIONAL MUNICIPAL BOND FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 12303621 12315669 195856 47684 38522 12597731 0 0 35210 35210 0 12650851 414531 503623 (263) 0 (100115) 0 12048 12562521 0 826875 0 231981 594894 (75958) (1012148) (493212) 0 169977 0 0 58284 160321 12945 (3677209) (263) (24157) 0 0 89986 0 293809 14985259 10.22 0.37 (0.74) (0.37) 0 0 9.48 1.85
EX-27 26
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 131 STRATEGIC INCOME FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 56344215 52135699 1289902 59785 9634104 63119490 2042958 0 9990494 12033452 0 59406107 1071397 1071232 (94524) 0 (4012655) 0 (4212887) 56344215 0 6483191 0 1376530 5106661 (3131368) (26620) 1455943 0 985588 94062 0 355037 1065074 80202 (26957466) 196179 (208578) 0 0 498515 0 1489592 67531216 8.99 0.72 (0.53) 0.73 0.05 0 8.40 1.50
EX-27 27
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 132 STRATEGIC INCOME FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 56344215 52135699 1289902 59785 9634104 63119490 2042958 0 9990494 12033452 0 59406107 2538419 3248736 (94524) 0 (4012655) 0 (4212887) 56344215 0 6483191 0 1376530 5106661 (3131368) (26620) 1455943 0 2027623 189150 0 470944 1333186 151925 (26957466) 196179 (208578) 0 0 498515 0 1489592 67531216 8.99 0.66 (0.52) 0.67 0.05 0 8.41 2.15
EX-27 28
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 133 STRATEGIC INCOME FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 56344215 52135699 1289902 59785 9634104 63119490 2042958 0 9990494 12033452 0 59406107 2468053 3730001 (94524) 0 (4012655) 0 (4212887) 56344215 0 6483191 0 1376530 5106661 (3131368) (26620) 1455943 0 2174265 202710 0 212534 1669529 195047 (26957466) 196179 (208578) 0 0 498515 0 1489592 67531216 8.99 0.66 (0.52) 0.67 0.05 0 8.41 2.15
EX-27 29
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 141 INTERNATIONAL EQUITY FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 23481901 25628249 66122 41522 12300943 38036836 1012385 0 12078472 13090857 0 20955343 335997 383345 53768 0 1830855 0 2106013 24945979 453691 41854 0 588808 (93263) 2055445 2904741 4866923 0 0 12093 0 88662 137110 1100 (813111) 165398 (177349) 0 0 230737 0 647167 25632131 9.83 0.02 2.07 0 0.03 0 11.89 1.75
EX-27 30
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 142 INTERNATIONAL EQUITY FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 23481901 25628249 66122 41522 12300943 38036836 1012385 0 12078472 13090857 0 20955343 1215619 1436189 53768 0 1830855 0 2106013 24945979 453691 41854 0 588808 (93263) 2055445 2904741 4866923 0 0 44312 0 180051 404482 3861 (813111) 165398 (177349) 0 0 230737 0 647167 25632131 9.77 (0.05) 2.05 0 0.03 0 11.74 2.40
EX-27 31
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 143 INTERNATIONAL EQUITY FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 23481901 25628249 66122 41522 12300943 38036836 1012385 0 12078472 13090857 0 20955343 569075 814454 53768 0 1830855 0 2106013 24945979 453691 41854 0 588808 (93263) 2055445 2904741 4866923 0 0 25387 0 96884 344573 2310 (813111) 165398 (177349) 0 0 230737 0 647167 25632131 9.77 (0.05) 2.05 0 0.03 0 11.74 2.40
EX-27 32
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 151 SMALL/MID CAP FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 39025305 42595851 521700 44274 8104967 51266792 921815 0 8252002 9173817 0 31401717 322314 299206 0 0 7120712 0 3570546 42092975 85506 134064 0 944945 (725375) 8025654 1370689 8670968 0 0 460517 0 126496 128546 25158 7085355 0 3118172 0 0 390888 0 1036943 42497187 16.09 (0.21) 4.12 0 1.48 0 18.52 1.68
EX-27 33
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 152 SMALL/MID CAP FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 39025305 42595851 521700 44274 8104967 51266792 921815 0 8252002 9173817 0 31401717 955434 886278 0 0 7120712 0 3570546 42092975 85506 134064 0 944945 (725375) 8025654 1370689 8670968 0 0 1326329 0 291328 301084 78912 7085355 0 3118172 0 0 390888 0 1036943 42497187 15.77 (0.32) 4.02 0 1.48 0 17.99 2.33
EX-27 34
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 153 SMALL/MID CAP FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 39025305 42595851 521700 44274 8104967 51266792 921815 0 8252002 9173817 0 31401717 1051128 1027604 0 0 7120712 0 3570546 42092975 85506 134064 0 944945 (725375) 8025654 1370689 8670968 0 0 1510893 0 542798 605710 86436 7085355 0 3118172 0 0 390888 0 1036943 42497187 15.79 (0.32) 4.03 0 1.48 0 18.02 2.33
EX-27 35
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 161 INTERNATIONAL SMALL CAP FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 14598191 16264145 477242 44917 8684 14794988 1043054 0 53915 1096969 0 10298889 122638 156260 0 0 3733997 0 1665133 15698019 108444 46839 0 373375 (218092) 4615248 126138 4523294 0 0 0 0 20122 53744 0 244490 0 (663159) 0 0 159614 0 424999 15204459 13.91 (0.14) 5.06 0 0 0 18.83 1.90
EX-27 36
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 162 INTERNATIONAL SMALL CAP FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 14598191 16264145 477242 44917 8684 14794988 1043054 0 53915 1096969 0 10298889 404250 518840 0 0 3733997 0 1665133 15698019 108444 46839 0 373375 (218092) 4615248 126138 4523294 0 0 0 0 55279 169869 0 244490 0 (663159) 0 0 159614 0 424999 15204459 13.66 (0.27) 4.96 0 0 0 18.35 2.55
EX-27 37
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 163 INTERNATIONAL SMALL CAP FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 14598191 16264145 477242 44917 8684 14794988 1043054 0 53915 1096969 0 10298889 325123 453522 0 0 3733997 0 1665133 15698019 108444 46839 0 373375 (218092) 4615248 126138 4523294 0 0 0 0 45908 174307 0 244490 0 (663159) 0 0 159614 0 424999 15204459 13.66 (0.31) 5.02 0 0 0 18.37 2.55
EX-27 38
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 171 GROWTH EQUITY FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 36454300 42533943 1237573 26860 5049733 42290652 1324957 0 5232500 6557457 0 30518565 263876 221016 0 0 5692446 0 6079641 42290652 196785 68723 0 826068 (560560) 6254281 2622973 8316694 0 0 265199 0 121585 92961 14236 13747290 0 1902490 0 0 335777 0 910170 37389236 17.73 (0.19) 5.05 0.00 1.15 0.00 21.44 1.65
EX-27 39
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 172 GROWTH EQUITY FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 36454300 42533943 1237573 26860 5049733 42290652 1324957 0 5232500 6557457 0 30518565 819152 667816 0 0 5692446 0 6079641 42290652 196785 68723 0 826068 (560560) 6254281 2622973 8316694 0 0 781956 0 281502 169645 39479 13747290 0 1902490 0 0 335777 0 910170 37389236 17.46 (0.31) 4.96 0 1.15 0.00 20.96 2.30
EX-27 40
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 173 GROWTH EQUITY FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 36454300 42533943 1237573 26860 5049733 42290652 1324957 0 5232500 6557457 0 30518565 930076 743321 0 0 5692446 0 6079641 42290652 196785 68723 0 826068 (560560) 6254281 2622973 8316694 0 0 851533 0 393750 252763 45768 13747290 0 1902490 0 0 335777 0 910170 37389236 17.44 (0.31) 4.95 0 1.15 0.00 20.93 2.30
EX-27 41
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUNDS 181 TAX-SENSITIVE EQUITY FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 8155165 8886969 37193 40757 21202 8986121 0 0 12609 12609 0 10003506 160826 457677 0 0 (1761798) 0 731804 8973512 106361 9783 0 214257 (98113) (1007031) 1514682 409538 0 0 0 0 505569 47892 0 (1360862) 0 (754965) 0 0 88103 0 260121 10368429 9.07 (0.05) 0.47 0 0 0 9.49 1.60
EX-27 42
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUNDS 182 TAX-SENSITIVE EQUITY FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 8155165 8886969 37193 40757 21202 8986121 0 0 12609 12609 0 10003506 398104 302781 0 0 (1761798) 0 731804 8973512 106361 9783 0 214257 (98113) (1007031) 1514682 409538 0 0 0 0 327006 6225 0 (1360862) 0 (754965) 0 0 88103 0 260121 10368429 9.04 (0.11) 0.43 0 0 0 9.36 2.25
EX-27 43
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUNDS 183 TAX-SENSITIVE EQUITY FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 8155165 8886969 37193 40757 21202 8986121 0 0 12609 12609 0 10003506 397954 363463 0 0 (1761798) 0 731804 8973512 106361 9783 0 214257 (98113) (1007031) 1514682 409538 0 0 0 0 373346 9883 0 (1360862) 0 (754965) 0 0 88103 0 260121 10368429 9.04 (0.11) 0.42 0 0 0 9.35 2.25
EX-27 44
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 191 EMERGING GROWTH FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 982178 1230782 35837 47653 20842 1335114 0 0 10783 10783 0 1065345 17458 16478 0 0 10382 0 248604 1324331 558 2455 0 22262 (19249) 63202 309851 353804 0 0 0 0 15516 14536 0 677147 0 (39152) 0 0 9513 0 75018 1004505 8.88 (0.15) 4.08 0 0 0 12.81 1.70
EX-27 45
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 192 EMERGING GROWTH FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 982178 1230782 35837 47653 20842 1335114 0 0 10783 10783 0 1065345 52556 29770 0 0 10382 0 248604 1324331 558 2455 0 22262 (19249) 63202 309851 353804 0 0 0 0 49363 26577 0 677147 0 (39152) 0 0 9513 0 75018 1004505 8.83 (0.21) 3.95 0 0 0 12.57 2.35
EX-27 46
6 This schedule contains summary financial information extracted from the Fund's Annual Financial Statements, and is qualified in its entirety by reference to such Financial Statements. 0000848103 NORTH AMERICAN FUND 193 EMERGING GROWTH FUND YEAR OCT-31-1999 NOV-01-1998 OCT-31-1999 982178 1230782 35837 47653 20842 1335114 0 0 10783 10783 0 1065345 35019 26917 0 0 10382 0 248604 1324331 558 2455 0 22262 (19249) 63202 309851 353804 0 0 0 0 23740 15638 0 677147 0 (39152) 0 0 9513 0 75018 1004505 8.84 (0.21) 3.94 0 0 0 12.57 2.35
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