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<PAGE> PAGE 13
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048 F010400 0
<PAGE> PAGE 21
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 0
048 K020400 0.000
049 000400 N
050 000400 N
051 000400 N
052 000400 N
053 A000400 Y
053 B000400 Y
053 C000400 N
058 A000400 N
059 000400 Y
060 A000400 N
060 B000400 N
061 000400 250
062 A000400 N
062 B000400 0.0
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 0.0
062 J000400 0.0
062 K000400 0.0
062 L000400 0.0
062 M000400 0.0
062 N000400 0.0
062 O000400 0.0
062 P000400 0.0
062 Q000400 0.0
062 R000400 0.0
063 A000400 0
063 B000400 0.0
066 A000400 Y
066 B000400 Y
066 C000400 N
066 D000400 N
066 E000400 N
066 F000400 N
066 G000400 N
067 000400 N
<PAGE> PAGE 22
068 A000400 N
068 B000400 N
069 000400 N
070 A010400 Y
070 A020400 N
070 B010400 Y
070 B020400 N
070 C010400 Y
070 C020400 N
070 D010400 Y
070 D020400 Y
070 E010400 Y
070 E020400 N
070 F010400 Y
070 F020400 N
070 G010400 Y
070 G020400 N
070 H010400 Y
070 H020400 N
070 I010400 N
070 I020400 N
070 J010400 Y
070 J020400 N
070 K010400 Y
070 K020400 N
070 L010400 Y
070 L020400 N
070 M010400 Y
070 M020400 N
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 Y
070 R020400 N
071 A000400 334804
071 B000400 243645
071 C000400 87048
071 D000400 280
072 A000400 12
072 B000400 243
072 C000400 329
072 D000400 0
072 E000400 0
072 F000400 607
072 G000400 174
072 H000400 0
<PAGE> PAGE 23
072 I000400 111
072 J000400 21
072 K000400 0
072 L000400 8
072 M000400 8
072 N000400 64
072 O000400 0
072 P000400 0
072 Q000400 0
072 R000400 22
072 S000400 6
072 T000400 570
072 U000400 22
072 V000400 0
072 W000400 2
072 X000400 1615
072 Y000400 20
072 Z000400 -1022
072AA000400 30984
072BB000400 0
072CC010400 34277
072CC020400 0
072DD010400 0
072DD020400 0
072EE000400 11612
073 A010400 0.0000
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073 C000400 0.0000
074 A000400 4813
074 B000400 0
074 C000400 0
074 D000400 0
074 E000400 0
074 F000400 200358
074 G000400 216
074 H000400 0
074 I000400 10000
074 J000400 920
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074 L000400 10466
074 M000400 145
074 N000400 226918
074 O000400 8421
074 P000400 399
074 Q000400 0
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074 R030400 0
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074 S000400 0
<PAGE> PAGE 24
074 T000400 217595
074 U010400 2585
074 U020400 8028
074 V010400 0.00
074 V020400 0.00
074 W000400 0.0000
074 X000400 108
074 Y000400 0
075 A000400 0
075 B000400 87048
076 000400 0.00
024 000500 N
028 A010500 0
028 A020500 0
028 A030500 0
028 A040500 0
028 B010500 6014
028 B020500 74
028 B030500 0
028 B040500 2078
028 C010500 4605
028 C020500 62
028 C030500 0
028 C040500 7845
028 D010500 7561
028 D020500 69
028 D030500 0
028 D040500 5812
028 E010500 14236
028 E020500 106
028 E030500 0
028 E040500 1615
028 F010500 22985
028 F020500 219
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028 F040500 23883
028 G010500 55401
028 G020500 530
028 G030500 0
028 G040500 41233
028 H000500 58103
029 000500 Y
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030 B000500 5.75
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031 B000500 0
032 000500 324
033 000500 0
034 000500 Y
035 000500 36
<PAGE> PAGE 25
036 A000500 Y
036 B000500 0
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 661
044 000500 0
045 000500 Y
046 000500 N
047 000500 Y
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048 B010500 0
048 B020500 0.000
048 C010500 0
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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 0
048 K020500 0.000
049 000500 N
050 000500 N
051 000500 N
052 000500 N
053 A000500 Y
053 B000500 Y
053 C000500 N
058 A000500 N
059 000500 Y
060 A000500 Y
060 B000500 Y
061 000500 250
062 A000500 Y
<PAGE> PAGE 26
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 0.0
062 J000500 0.0
062 K000500 0.0
062 L000500 4.5
062 M000500 0.0
062 N000500 0.0
062 O000500 0.0
062 P000500 83.4
062 Q000500 0.0
062 R000500 5.1
063 A000500 0
063 B000500 4.3
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 Y
070 B020500 N
070 C010500 Y
070 C020500 N
070 D010500 Y
070 D020500 N
070 E010500 Y
070 E020500 N
070 F010500 Y
070 F020500 N
070 G010500 Y
070 G020500 N
070 H010500 Y
070 H020500 N
070 I010500 N
070 I020500 N
070 J010500 Y
070 J020500 Y
070 K010500 Y
070 K020500 N
070 L010500 Y
070 L020500 Y
070 M010500 Y
<PAGE> PAGE 27
070 M020500 N
070 N010500 Y
070 N020500 N
070 O010500 Y
070 O020500 N
070 P010500 N
070 P020500 N
070 Q010500 N
070 Q020500 N
070 R010500 Y
070 R020500 N
071 A000500 392963
071 B000500 316892
071 C000500 101420
071 D000500 312
072 A000500 12
072 B000500 65
072 C000500 10419
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072 S000500 10
072 T000500 661
072 U000500 22
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072 W000500 2
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<PAGE> PAGE 28
073 C000500 0.0000
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074 L000500 3870
074 M000500 143
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074 T000500 132587
074 U010500 4260
074 U020500 9017
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075 A000500 0
075 B000500 101420
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024 000600 N
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032 000600 0
033 000600 0
034 000600 Y
035 000600 0
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<PAGE> PAGE 29
042 F000600 0
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042 H000600 0
043 000600 0
044 000600 0
045 000600 N
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048 I010600 0
048 I020600 0.000
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048 K010600 0
048 K020600 0.000
061 000600 0
062 A000600 N
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 0.0
062 J000600 0.0
062 K000600 0.0
062 L000600 0.0
062 M000600 0.0
062 N000600 0.0
062 O000600 0.0
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062 R000600 0.0
066 A000600 N
067 000600 N
068 A000600 N
<PAGE> PAGE 30
068 B000600 N
069 000600 N
070 A010600 N
070 A020600 N
070 B010600 N
070 B020600 N
070 C010600 N
070 C020600 N
070 D010600 N
070 D020600 N
070 E010600 N
070 E020600 N
070 F010600 N
070 F020600 N
070 G010600 N
070 G020600 N
070 H010600 N
070 H020600 N
070 I010600 N
070 I020600 N
070 J010600 N
070 J020600 N
070 K010600 N
070 K020600 N
070 L010600 N
070 L020600 N
070 M010600 N
070 M020600 N
070 N010600 N
070 N020600 N
070 O010600 N
070 O020600 N
070 P010600 N
070 P020600 N
070 Q010600 N
070 Q020600 N
070 R010600 N
070 R020600 N
071 A000600 0
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<PAGE> PAGE 31
072 J000600 0
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<PAGE> PAGE 32
074 U010600 0
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024 000700 N
028 A010700 0
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028 B040700 71
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032 000700 28
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<PAGE> PAGE 33
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050 000700 N
051 000700 N
052 000700 N
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<PAGE> PAGE 34
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<PAGE> PAGE 35
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<PAGE> PAGE 36
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SIGNATURE WILLIAM P. KOVACS
TITLE VICE PRESIDENT
<TABLE> <S> <C>
<ARTICLE> 6
<SERIES>
<NUMBER> 011
<NAME> CONSECO BALANCED FUND CLASS A
<MULTIPLIER> 1
<S> <C>
<PERIOD-TYPE> 12-MOS
<FISCAL-YEAR-END> DEC-31-1999
<PERIOD-START> JAN-01-1999
<PERIOD-END> DEC-31-1999
<INVESTMENTS-AT-COST> 39,074,239
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<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 46,682,455
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<OTHER-ITEMS-LIABILITIES> 139,638
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<SENIOR-EQUITY> 0
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<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 0
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<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 5,735,095
<NET-ASSETS> 46,235,852
<DIVIDEND-INCOME> 148,271
<INTEREST-INCOME> 1,126,565
<OTHER-INCOME> 0
<EXPENSES-NET> (551,301)
<NET-INVESTMENT-INCOME> 723,535
<REALIZED-GAINS-CURRENT> 6,886,972
<APPREC-INCREASE-CURRENT> 3,085,847
<NET-CHANGE-FROM-OPS> 10,696,354
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (510,331)
<DISTRIBUTIONS-OF-GAINS> (3,025,465)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 99,536
<NUMBER-OF-SHARES-REDEEMED> (96,395)
<SHARES-REINVESTED> 131,606
<NET-CHANGE-IN-ASSETS> 13,536,079
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> (755,751)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
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<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 725,712
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<PER-SHARE-NII> 0.22
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<PER-SHARE-DIVIDEND> (0.23)
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<EXPENSE-RATIO> 1.5
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<SERIES>
<NUMBER> 012
<NAME> CONSECO BALANCED FUND CLASS B
<MULTIPLIER> 1
<S> <C>
<PERIOD-TYPE> 12-MOS
<FISCAL-YEAR-END> DEC-31-1999
<PERIOD-START> JAN-01-1999
<PERIOD-END> DEC-31-1999
<INVESTMENTS-AT-COST> 39,074,239
<INVESTMENTS-AT-VALUE> 44,809,334
<RECEIVABLES> 1,757,466
<ASSETS-OTHER> 115,655
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 46,682,455
<PAYABLE-FOR-SECURITIES> 306,965
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 139,638
<TOTAL-LIABILITIES> 446,603
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 38,657,753
<SHARES-COMMON-STOCK> 213,277
<SHARES-COMMON-PRIOR> 112,115
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 1,843,004
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 5,735,095
<NET-ASSETS> 46,235,852
<DIVIDEND-INCOME> 148,271
<INTEREST-INCOME> 1,126,565
<OTHER-INCOME> 0
<EXPENSES-NET> (551,301)
<NET-INVESTMENT-INCOME> 723,535
<REALIZED-GAINS-CURRENT> 6,886,972
<APPREC-INCREASE-CURRENT> 3,085,847
<NET-CHANGE-FROM-OPS> 10,696,354
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (87,593)
<DISTRIBUTIONS-OF-GAINS> (266,632)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 115,984
<NUMBER-OF-SHARES-REDEEMED> (20,292)
<SHARES-REINVESTED> 5,470
<NET-CHANGE-IN-ASSETS> 13,536,079
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> (755,751)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 264,478
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 725,712
<AVERAGE-NET-ASSETS> 1,904,241
<PER-SHARE-NAV-BEGIN> 11.61
<PER-SHARE-NII> 0.12
<PER-SHARE-GAIN-APPREC> 3.18
<PER-SHARE-DIVIDEND> (0.18)
<PER-SHARE-DISTRIBUTIONS> (1.35)
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<PER-SHARE-NAV-END> 13.38
<EXPENSE-RATIO> 2
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<SERIES>
<NUMBER> 013
<NAME> CONSECO BALANCED FUND CLASS C
<MULTIPLIER> 1
<S> <C>
<PERIOD-TYPE> 12-MOS
<FISCAL-YEAR-END> DEC-31-1999
<PERIOD-START> JAN-01-1999
<PERIOD-END> DEC-31-1999
<INVESTMENTS-AT-COST> 39,074,239
<INVESTMENTS-AT-VALUE> 44,809,334
<RECEIVABLES> 1,757,466
<ASSETS-OTHER> 115,655
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 46,682,455
<PAYABLE-FOR-SECURITIES> 306,965
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 139,638
<TOTAL-LIABILITIES> 446,603
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 38,657,753
<SHARES-COMMON-STOCK> 168,160
<SHARES-COMMON-PRIOR> 102,592
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 1,843,004
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 5,735,095
<NET-ASSETS> 46,235,852
<DIVIDEND-INCOME> 148,271
<INTEREST-INCOME> 1,126,565
<OTHER-INCOME> 0
<EXPENSES-NET> (551,301)
<NET-INVESTMENT-INCOME> 723,535
<REALIZED-GAINS-CURRENT> 6,886,972
<APPREC-INCREASE-CURRENT> 3,085,847
<NET-CHANGE-FROM-OPS> 10,696,354
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (25,562)
<DISTRIBUTIONS-OF-GAINS> (205,809)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 130,938
<NUMBER-OF-SHARES-REDEEMED> (66,879)
<SHARES-REINVESTED> 1,509
<NET-CHANGE-IN-ASSETS> 13,536,079
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> (755,751)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 264,478
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 725,712
<AVERAGE-NET-ASSETS> 1,620,152
<PER-SHARE-NAV-BEGIN> 11.66
<PER-SHARE-NII> 0.13
<PER-SHARE-GAIN-APPREC> 3.20
<PER-SHARE-DIVIDEND> (0.18)
<PER-SHARE-DISTRIBUTIONS> (1.35)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 13.46
<EXPENSE-RATIO> 2
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<SERIES>
<NUMBER> 014
<NAME> CONSECO BALANCED FUND CLASS Y
<MULTIPLIER> 1
<S> <C>
<PERIOD-TYPE> 12-MOS
<FISCAL-YEAR-END> DEC-31-1999
<PERIOD-START> JAN-01-1999
<PERIOD-END> DEC-31-1999
<INVESTMENTS-AT-COST> 39,074,239
<INVESTMENTS-AT-VALUE> 44,809,334
<RECEIVABLES> 1,757,466
<ASSETS-OTHER> 115,655
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 46,682,455
<PAYABLE-FOR-SECURITIES> 306,965
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 139,638
<TOTAL-LIABILITIES> 446,603
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 38,657,753
<SHARES-COMMON-STOCK> 676,034
<SHARES-COMMON-PRIOR> 352,157
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 1,843,004
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 5,735,095
<NET-ASSETS> 46,235,852
<DIVIDEND-INCOME> 148,271
<INTEREST-INCOME> 1,126,565
<OTHER-INCOME> 0
<EXPENSES-NET> (551,301)
<NET-INVESTMENT-INCOME> 723,535
<REALIZED-GAINS-CURRENT> 6,886,972
<APPREC-INCREASE-CURRENT> 3,085,847
<NET-CHANGE-FROM-OPS> 10,696,354
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (100,814)
<DISTRIBUTIONS-OF-GAINS> (823,600)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 369,267
<NUMBER-OF-SHARES-REDEEMED> (111,244)
<SHARES-REINVESTED> 65,854
<NET-CHANGE-IN-ASSETS> 13,536,079
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> (755,751)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 264,478
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 725,712
<AVERAGE-NET-ASSETS> 6,716,740
<PER-SHARE-NAV-BEGIN> 11.75
<PER-SHARE-NII> 0.24
<PER-SHARE-GAIN-APPREC> 3.24
<PER-SHARE-DIVIDEND> (0.29)
<PER-SHARE-DISTRIBUTIONS> (1.35)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 13.59
<EXPENSE-RATIO> 1
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<SERIES>
<NUMBER> 021
<NAME> CONSECO EQUITY FUND CLASS A
<MULTIPLIER> 1
<S> <C>
<PERIOD-TYPE> 12-MOS
<FISCAL-YEAR-END> DEC-31-1999
<PERIOD-START> JAN-01-1999
<PERIOD-END> DEC-31-1999
<INVESTMENTS-AT-COST> 108,442,117
<INVESTMENTS-AT-VALUE> 140,102,458
<RECEIVABLES> 9,373,995
<ASSETS-OTHER> 90,153
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 149,566,606
<PAYABLE-FOR-SECURITIES> 2,106,003
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 1,510,912
<TOTAL-LIABILITIES> 3,616,915
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 102,449,332
<SHARES-COMMON-STOCK> 1,811,935
<SHARES-COMMON-PRIOR> 2,087,655
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 11,840,018
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 31,660,341
<NET-ASSETS> 145,949,691
<DIVIDEND-INCOME> 416,741
<INTEREST-INCOME> 257,703
<OTHER-INCOME> 0
<EXPENSES-NET> (1,188,394)
<NET-INVESTMENT-INCOME> (513,950)
<REALIZED-GAINS-CURRENT> 37,999,342
<APPREC-INCREASE-CURRENT> 15,927,962
<NET-CHANGE-FROM-OPS> 53,413,354
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (5,527,099)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 2,640,042
<NUMBER-OF-SHARES-REDEEMED> (3,006,790)
<SHARES-REINVESTED> 91,028
<NET-CHANGE-IN-ASSETS> 56,680,092
<ACCUMULATED-NII-PRIOR> 3,044
<ACCUMULATED-GAINS-PRIOR> (306,770)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 704,523
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,348,002
<AVERAGE-NET-ASSETS> 29,646,928
<PER-SHARE-NAV-BEGIN> 12.55
<PER-SHARE-NII> (0.14)
<PER-SHARE-GAIN-APPREC> 7.18
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (3.32)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 16.27
<EXPENSE-RATIO> 1.5
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<SERIES>
<NUMBER> 022
<NAME> CONSECO EQUITY FUND CLASS B
<MULTIPLIER> 1
<S> <C>
<PERIOD-TYPE> 12-MOS
<FISCAL-YEAR-END> DEC-31-1999
<PERIOD-START> JAN-01-1999
<PERIOD-END> DEC-31-1999
<INVESTMENTS-AT-COST> 108,442,117
<INVESTMENTS-AT-VALUE> 140,102,458
<RECEIVABLES> 9,373,995
<ASSETS-OTHER> 90,153
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 149,566,606
<PAYABLE-FOR-SECURITIES> 2,106,003
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 1,510,912
<TOTAL-LIABILITIES> 3,616,915
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 102,449,332
<SHARES-COMMON-STOCK> 216,319
<SHARES-COMMON-PRIOR> 131,030
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 11,840,018
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 31,660,341
<NET-ASSETS> 145,949,691
<DIVIDEND-INCOME> 416,741
<INTEREST-INCOME> 257,703
<OTHER-INCOME> 0
<EXPENSES-NET> (1,188,394)
<NET-INVESTMENT-INCOME> (513,950)
<REALIZED-GAINS-CURRENT> 37,999,342
<APPREC-INCREASE-CURRENT> 15,927,962
<NET-CHANGE-FROM-OPS> 53,413,354
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (602,715)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 122,282
<NUMBER-OF-SHARES-REDEEMED> (46,275)
<SHARES-REINVESTED> 9,282
<NET-CHANGE-IN-ASSETS> 56,680,092
<ACCUMULATED-NII-PRIOR> 3,044
<ACCUMULATED-GAINS-PRIOR> (306,770)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 704,523
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,348,002
<AVERAGE-NET-ASSETS> 2,329,768
<PER-SHARE-NAV-BEGIN> 12.47
<PER-SHARE-NII> (0.14)
<PER-SHARE-GAIN-APPREC> 7.07
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (3.27)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 16.13
<EXPENSE-RATIO> 2
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<SERIES>
<NUMBER> 023
<NAME> CONSECO EQUITY FUND CLASS C
<MULTIPLIER> 1
<S> <C>
<PERIOD-TYPE> 12-MOS
<FISCAL-YEAR-END> DEC-31-1999
<PERIOD-START> JAN-01-1999
<PERIOD-END> DEC-31-1999
<INVESTMENTS-AT-COST> 108,442,117
<INVESTMENTS-AT-VALUE> 140,102,458
<RECEIVABLES> 9,373,995
<ASSETS-OTHER> 90,153
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 149,566,606
<PAYABLE-FOR-SECURITIES> 2,106,003
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 1,510,912
<TOTAL-LIABILITIES> 3,616,915
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 102,449,332
<SHARES-COMMON-STOCK> 184,437
<SHARES-COMMON-PRIOR> 49,140
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 11,840,018
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 31,660,341
<NET-ASSETS> 145,949,691
<DIVIDEND-INCOME> 416,741
<INTEREST-INCOME> 257,703
<OTHER-INCOME> 0
<EXPENSES-NET> (1,188,394)
<NET-INVESTMENT-INCOME> (513,950)
<REALIZED-GAINS-CURRENT> 37,999,342
<APPREC-INCREASE-CURRENT> 15,927,962
<NET-CHANGE-FROM-OPS> 53,413,354
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (513,936)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 143,420
<NUMBER-OF-SHARES-REDEEMED> (8,979)
<SHARES-REINVESTED> 856
<NET-CHANGE-IN-ASSETS> 56,680,092
<ACCUMULATED-NII-PRIOR> 3,044
<ACCUMULATED-GAINS-PRIOR> (306,770)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 704,523
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,348,002
<AVERAGE-NET-ASSETS> 1,038,150
<PER-SHARE-NAV-BEGIN> 12.54
<PER-SHARE-NII> (0.07)
<PER-SHARE-GAIN-APPREC> 7.02
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (3.37)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 16.12
<EXPENSE-RATIO> 2
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<SERIES>
<NUMBER> 024
<NAME> CONSECO EQUITY FUND CLASS Y
<MULTIPLIER> 1
<S> <C>
<PERIOD-TYPE> 12-MOS
<FISCAL-YEAR-END> DEC-31-1999
<PERIOD-START> JAN-01-1999
<PERIOD-END> DEC-31-1999
<INVESTMENTS-AT-COST> 108,442,117
<INVESTMENTS-AT-VALUE> 140,102,458
<RECEIVABLES> 9,373,995
<ASSETS-OTHER> 90,153
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 149,566,606
<PAYABLE-FOR-SECURITIES> 2,106,003
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 1,510,912
<TOTAL-LIABILITIES> 3,616,915
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 102,449,332
<SHARES-COMMON-STOCK> 6,678,394
<SHARES-COMMON-PRIOR> 4,801,089
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 11,840,018
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 31,660,341
<NET-ASSETS> 145,949,691
<DIVIDEND-INCOME> 416,741
<INTEREST-INCOME> 257,703
<OTHER-INCOME> 0
<EXPENSES-NET> (1,188,394)
<NET-INVESTMENT-INCOME> (513,950)
<REALIZED-GAINS-CURRENT> 37,999,342
<APPREC-INCREASE-CURRENT> 15,927,962
<NET-CHANGE-FROM-OPS> 53,413,354
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (19,135,544)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 2,084,675
<NUMBER-OF-SHARES-REDEEMED> (1,263,226)
<SHARES-REINVESTED> 1,055,856
<NET-CHANGE-IN-ASSETS> 56,680,092
<ACCUMULATED-NII-PRIOR> 3,044
<ACCUMULATED-GAINS-PRIOR> (306,770)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 704,523
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,348,002
<AVERAGE-NET-ASSETS> 67,943,970
<PER-SHARE-NAV-BEGIN> 12.67
<PER-SHARE-NII> (0.03)
<PER-SHARE-GAIN-APPREC> 7.24
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (3.41)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 16.47
<EXPENSE-RATIO> 1
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<SERIES>
<NUMBER> 031
<NAME> CONSECO FIXED INCOME CLASS A
<MULTIPLIER> 1
<S> <C>
<PERIOD-TYPE> 12-MOS
<FISCAL-YEAR-END> DEC-31-1999
<PERIOD-START> JAN-01-1999
<PERIOD-END> DEC-31-1999
<INVESTMENTS-AT-COST> 66,214,882
<INVESTMENTS-AT-VALUE> 63,932,965
<RECEIVABLES> 2,333,667
<ASSETS-OTHER> 39,255
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 66,305,887
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 695,915
<TOTAL-LIABILITIES> 695,915
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 69,581,484
<SHARES-COMMON-STOCK> 3,194,335
<SHARES-COMMON-PRIOR> 3,005,603
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (1,689,595)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (2,281,917)
<NET-ASSETS> 65,609,972
<DIVIDEND-INCOME> 120,385
<INTEREST-INCOME> 4,524,985
<OTHER-INCOME> 0
<EXPENSES-NET> (693,221)
<NET-INVESTMENT-INCOME> 3,952,149
<REALIZED-GAINS-CURRENT> (1,545,396)
<APPREC-INCREASE-CURRENT> (2,546,409)
<NET-CHANGE-FROM-OPS> (139,656)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (1,960,510)
<DISTRIBUTIONS-OF-GAINS> (94,314)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 3,002,369
<NUMBER-OF-SHARES-REDEEMED> (2,815,791)
<SHARES-REINVESTED> 2,154
<NET-CHANGE-IN-ASSETS> 17,364,563
<ACCUMULATED-NII-PRIOR> 39,008
<ACCUMULATED-GAINS-PRIOR> (13,172)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 301,525
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 950,710
<AVERAGE-NET-ASSETS> 35,094,436
<PER-SHARE-NAV-BEGIN> 10.21
<PER-SHARE-NII> 0.63
<PER-SHARE-GAIN-APPREC> (0.65)
<PER-SHARE-DIVIDEND> (0.56)
<PER-SHARE-DISTRIBUTIONS> (0.03)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 9.6
<EXPENSE-RATIO> 1.25
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<SERIES>
<NUMBER> 032
<NAME> CONSECO FIXED INCOME CLASS B
<MULTIPLIER> 1
<S> <C>
<PERIOD-TYPE> 12-MOS
<FISCAL-YEAR-END> DEC-31-1999
<PERIOD-START> JAN-01-1999
<PERIOD-END> DEC-31-1999
<INVESTMENTS-AT-COST> 66,214,882
<INVESTMENTS-AT-VALUE> 63,932,965
<RECEIVABLES> 2,333,667
<ASSETS-OTHER> 39,255
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 66,305,887
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 695,915
<TOTAL-LIABILITIES> 695,915
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 69,581,484
<SHARES-COMMON-STOCK> 545,608
<SHARES-COMMON-PRIOR> 256,890
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (1,689,595)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (2,281,917)
<NET-ASSETS> 65,609,972
<DIVIDEND-INCOME> 120,385
<INTEREST-INCOME> 4,524,985
<OTHER-INCOME> 0
<EXPENSES-NET> (693,221)
<NET-INVESTMENT-INCOME> 3,952,149
<REALIZED-GAINS-CURRENT> (1,545,396)
<APPREC-INCREASE-CURRENT> (2,546,409)
<NET-CHANGE-FROM-OPS> (139,656)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (231,198)
<DISTRIBUTIONS-OF-GAINS> (11,058)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 359,137
<NUMBER-OF-SHARES-REDEEMED> (71,662)
<SHARES-REINVESTED> 1,243
<NET-CHANGE-IN-ASSETS> 17,364,563
<ACCUMULATED-NII-PRIOR> 39,008
<ACCUMULATED-GAINS-PRIOR> (13,172)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 301,525
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 950,710
<AVERAGE-NET-ASSETS> 4,149,674
<PER-SHARE-NAV-BEGIN> 10.19
<PER-SHARE-NII> 0.41
<PER-SHARE-GAIN-APPREC> (0.46)
<PER-SHARE-DIVIDEND> (0.52)
<PER-SHARE-DISTRIBUTIONS> (0.03)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 9.59
<EXPENSE-RATIO> 1.6
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<SERIES>
<NUMBER> 033
<NAME> CONSECO FIXED INCOME CLASS C
<MULTIPLIER> 1
<S> <C>
<PERIOD-TYPE> 12-MOS
<FISCAL-YEAR-END> DEC-31-1999
<PERIOD-START> JAN-01-1999
<PERIOD-END> DEC-31-1999
<INVESTMENTS-AT-COST> 66,214,882
<INVESTMENTS-AT-VALUE> 63,932,965
<RECEIVABLES> 2,333,667
<ASSETS-OTHER> 39,255
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 66,305,887
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 695,915
<TOTAL-LIABILITIES> 695,915
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 69,581,484
<SHARES-COMMON-STOCK> 275,762
<SHARES-COMMON-PRIOR> 52,700
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (1,689,595)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (2,281,917)
<NET-ASSETS> 65,609,972
<DIVIDEND-INCOME> 120,385
<INTEREST-INCOME> 4,524,985
<OTHER-INCOME> 0
<EXPENSES-NET> (693,221)
<NET-INVESTMENT-INCOME> 3,952,149
<REALIZED-GAINS-CURRENT> (1,545,396)
<APPREC-INCREASE-CURRENT> (2,546,409)
<NET-CHANGE-FROM-OPS> (139,656)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (121,935)
<DISTRIBUTIONS-OF-GAINS> (6,488)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 307,198
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<SERIES>
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<NAME> CONSECO FIXED INCOME CLASS Y
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<S> <C>
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<TABLE> <S> <C>
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<SERIES>
<NUMBER> 051
<NAME> CONSECO 20 CLASS A
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<S> <C>
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<TABLE> <S> <C>
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<SERIES>
<NUMBER> 052
<NAME> CONSECO 20 CLASS B
<MULTIPLIER> 1
<S> <C>
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<TABLE> <S> <C>
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<SERIES>
<NUMBER> 053
<NAME> CONSECO 20 CLASS C
<MULTIPLIER> 1
<S> <C>
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</TABLE>
<TABLE> <S> <C>
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<SERIES>
<NUMBER> 054
<NAME> CONSECO 20 CLASS Y
<MULTIPLIER> 1
<S> <C>
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</TABLE>
<TABLE> <S> <C>
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<SERIES>
<NUMBER> 041
<NAME> CONSECO HIGH YIELD CLASS A
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<S> <C>
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<TABLE> <S> <C>
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<SERIES>
<NUMBER> 042
<NAME> CONSECO HIGH YIELD CLASS B
<MULTIPLIER> 1
<S> <C>
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</TABLE>
<TABLE> <S> <C>
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<SERIES>
<NUMBER> 043
<NAME> CONSECO HIGH YIELD CLASS C
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<S> <C>
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<TABLE> <S> <C>
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<NUMBER> 044
<NAME> CONSECO HIGH YIELD CLASS Y
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<S> <C>
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</TABLE>
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<NAME> CONSECO CONVERTIBLE CLASS A
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<DISTRIBUTIONS-OF-INCOME> (717,148)
<DISTRIBUTIONS-OF-GAINS> (258,716)
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<ACCUMULATED-NET-GAINS> 101,005
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<NET-ASSETS> 71,080,623
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<EXPENSES-NET> (635,548)
<NET-INVESTMENT-INCOME> 850,716
<REALIZED-GAINS-CURRENT> 709,998
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<DISTRIBUTIONS-OF-GAINS> (120,598)
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<NUMBER-OF-SHARES-REDEEMED> (13,815)
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<GROSS-EXPENSE> 799,003
<AVERAGE-NET-ASSETS> 3,361,253
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<PER-SHARE-NII> 0.06
<PER-SHARE-GAIN-APPREC> 4.21
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<TABLE> <S> <C>
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<NAME> CONSECO CONVERTIBLE CLASS C
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<NAME> CONSECO CONVERTIBLE CLASS Y
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<REALIZED-GAINS-CURRENT> 709,998
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<DISTRIBUTIONS-OF-INCOME> (66,901)
<DISTRIBUTIONS-OF-GAINS> (259,871)
<DISTRIBUTIONS-OTHER> 0
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</TABLE>
REPORT OF INDEPENDENT ACCOUNTANTS
To the Board of Directors of
Conseco Fund Group
In planning and performing our audit of the financial statements of the Conseco
Fixed Income Fund, Conseco High Yield Fund, Conseco Convertible Securities Fund,
Conseco Balanced Fund, Conseco Equity Fund, and Conseco 20 Fund (constituting
the Conseco Fund Group, hereafter referred to as the "Company") for the year
ended December 31, 1999, 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 Company 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
controls. Generally, controls that are relevant to an audit pertain to the
entity's objective of preparing financial statements for external purposes that
are fairly presented in conformity with accounting principles generally accepted
in the United States. Those controls include the safeguarding of assets against
unauthorized acquisition, use or disposition.
Because of inherent limitations in internal control, errors or fraud may occur
and not be detected. Also, projection of any evaluation of internal control to
future periods is subject to the risk that controls may become inadequate
because of changes in conditions or that the effectiveness of their 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 one or more
of the internal control components does not reduce to a relatively low level the
risk that misstatements caused by error or fraud 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 and its operation, including controls for safeguarding
securities that we consider to be material weaknesses as defined above as of
December 31, 1999.
This report is intended solely for the information and use of the Board of
Directors, management and the Securities and Exchange Commission and is not
intended to be and should not be used by anyone other than these specified
parties.
PricewaterhouseCoopers, LLP
February 23, 2000
