-----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, Olt+PR1n2KDwnThK5VJgsJojZRLTJQp1DxaldKKBPNWiYtDX8EMjW5sL438QLfFE WiY/+A8nZypGndHXWJdNyw== 0000719211-01-000004.txt : 20010315 0000719211-01-000004.hdr.sgml : 20010315 ACCESSION NUMBER: 0000719211-01-000004 CONFORMED SUBMISSION TYPE: NSAR-B PUBLIC DOCUMENT COUNT: 5 CONFORMED PERIOD OF REPORT: 20001231 FILED AS OF DATE: 20010314 FILER: COMPANY DATA: COMPANY CONFORMED NAME: NEW ENGLAND ZENITH FUND CENTRAL INDEX KEY: 0000719211 STANDARD INDUSTRIAL CLASSIFICATION: [] IRS NUMBER: 046485680 STATE OF INCORPORATION: MA FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: NSAR-B SEC ACT: SEC FILE NUMBER: 811-03728 FILM NUMBER: 1568123 BUSINESS ADDRESS: STREET 1: 501 BOYLSTON STREET STREET 2: 4TH FLOOR CITY: BOSTON STATE: MA ZIP: 02116 BUSINESS PHONE: 617-578-4384 MAIL ADDRESS: STREET 1: 399 BOYLSTON STREET STREET 2: 4TH FLOOR CITY: BOSTON STATE: MA ZIP: 02116 FORMER COMPANY: FORMER CONFORMED NAME: NEW ENGLAND ZENITH FUND INC DATE OF NAME CHANGE: 19870506 FORMER COMPANY: FORMER CONFORMED NAME: ZENITH FUND INC DATE OF NAME CHANGE: 19861204 FORMER COMPANY: FORMER CONFORMED NAME: NEL SERIES FUND INC DATE OF NAME CHANGE: 19851223 NSAR-B 1 0001.txt N-SAR (6.1) PAGE 1 000 B000000 12/31/2000 000 C000000 0000719211 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 6.1 000 J000000 A 001 A000000 NEW ENGLAND ZENITH FUND 001 B000000 811-3728 001 C000000 8003565015 002 A000000 501 BOYLSTON STREET 002 B000000 BOSTON 002 C000000 MA 002 D010000 02116 002 D020000 3700 003 000000 N 004 000000 N 005 000000 N 006 000000 N 007 A000000 Y 007 B000000 16 007 C010100 1 007 C020100 BACK BAY ADVISORS BOND INCOME SERIES 007 C030100 N 007 C010200 2 007 C020200 CAPITAL GROWTH SERIES 007 C030200 N 007 C010300 3 007 C020300 BACK BAY ADVISORS MONEY MARKET SERIES 007 C030300 N 007 C010400 4 007 C020400 WESTPEAK STOCK INDEX SERIES 007 C030400 N 007 C010500 5 007 C020500 BACK BAY ADVISORS MANAGED SERIES 007 C030500 N 007 C010600 6 007 C020600 HARRIS OAKMARK MID CAP VALUE SERIES 007 C030600 N 007 C010700 7 007 C020700 WESTPEAK GROWTH AND INCOME SERIES 007 C030700 N 007 C010800 8 007 C020800 LOOMIS SAYLES SMALL CAP SERIES 007 C030800 N 007 C010900 9 007 C020900 BALANCED SERIES 007 C030900 N 007 C011000 10 PAGE 2 007 C021000 MORGAN STANLEY INTERNATIONAL MAGNUM EQUITY SE 007 C031000 Y 007 C011100 11 007 C021100 SALOMON BROTHERS U.S. GOVERNMENT SERIES 007 C031100 N 007 C011200 12 007 C021200 SALOMON BROTHERS STRATEGIC BOND OPPORTUNITIES 007 C031200 N 007 C011300 13 007 C021300 DAVIS VENTURE VALUE SERIES 007 C031300 N 007 C011400 14 007 C021400 ALGER EQUITY GROWTH SERIES 007 C031400 N 007 C011500 15 007 C011600 16 007 C021600 MFS INVESTORS SERIES 007 C031600 N 007 C011700 17 007 C021700 MFS RESEARCH MANAGERS SERIES 007 C031700 N 007 C011800 18 007 C011900 19 007 C012000 20 007 C012100 21 007 C012200 22 007 C012300 23 007 C012400 24 007 C012500 25 007 C012600 26 007 C012700 27 007 C012800 28 007 C012900 29 007 C013000 30 010 A00AA01 NEW ENGLAND FINANCIAL 010 C01AA01 BOSTON 010 C02AA01 MA 010 C03AA01 02116 010 C04AA01 3700 011 A00AA01 NEW ENGLAND SECURITIES 011 B00AA01 8-13910 011 C01AA01 BOSTON 011 C02AA01 MA 011 C03AA01 02117 012 A00AA01 NEW ENGLAND LIFE INSURANCE COMPANY 012 B00AA01 84- 012 C01AA01 BOSTON 012 C02AA01 MA 012 C03AA01 02117 013 A00AA01 DELOITTE & TOUCHE LLP 013 B01AA01 BOSTON PAGE 3 013 B02AA01 MA 013 B03AA01 02109 015 A00AA01 STATE STREET BANK AND TRUST CO. 015 B00AA01 C 015 C01AA01 BOSTON 015 C02AA01 MA 015 C03AA01 02105 015 E01AA01 X 015 A00AA02 GENERALE DE BANQUE 015 B00AA02 S 015 C01AA02 BRUSSELS 015 D01AA02 BELGIUM 015 E04AA02 X 015 A00AA03 STATE STREET BANK AND TRUST CO. 015 B00AA03 S 015 C01AA03 TORONTO 015 D01AA03 CANADA 015 E04AA03 X 015 A00AA04 DENDANSKE BANK 015 B00AA04 S 015 C01AA04 COPENHAGEN 015 D01AA04 DENMARK 015 E04AA04 X 015 A00AA05 STATE STREET LONDON LIMITED 015 B00AA05 S 015 C01AA05 LONDON 015 D01AA05 EUROCLEAR 015 E04AA05 X 015 A00AA06 BNP PARIBAS, S.A. 015 B00AA06 S 015 C01AA06 PARIS 015 D01AA06 FRANCE 015 E04AA06 X 015 A00AA07 DRESDNER BANK A.G. 015 B00AA07 S 015 C01AA07 FRANKFURT 015 D01AA07 GERMANY 015 E04AA07 X 015 A00AA08 BANK OF IRELAND 015 B00AA08 S 015 C01AA08 DUBLIN 015 D01AA08 IRELAND 015 E04AA08 X 015 A00AA09 BNP PARIBAS, S.A. 015 B00AA09 S 015 C01AA09 MILAN 015 D01AA09 ITALY 015 E04AA09 X 015 A00AA10 THE SUMITOMO BANK, LIMITED 015 B00AA10 S 015 C01AA10 TOKYO PAGE 4 015 D01AA10 JAPAN 015 E04AA10 X 015 A00AA11 BANCO SANTANDER CENTRAL HISPANO, S.A. 015 B00AA11 S 015 C01AA11 MADRID 015 D01AA11 SPAIN 015 E04AA11 X 015 A00AA12 UNION BANK OF SWITZERLAND 015 B00AA12 S 015 C01AA12 ZURICH 015 D01AA12 SWITZERLAND 015 E04AA12 X 015 A00AA13 STATE STREET BANK AND TRUST CO. 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G030100 0 028 G040100 37560 028 H000100 0 045 000100 Y 046 000100 N 047 000100 Y 048 000100 0.000 048 A010100 1000000 048 A020100 0.400 048 B010100 1000000 048 B020100 0.350 048 C010100 1000000 048 C020100 0.300 048 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 3000000 048 K020100 0.250 049 000100 N 050 000100 N 051 000100 N 052 000100 N 053 A000100 N PAGE 10 055 A000100 N 055 B000100 N 056 000100 Y 057 000100 N 062 A000100 Y 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 1.4 062 J000100 0.0 062 K000100 0.0 062 L000100 0.0 062 M000100 9.3 062 N000100 27.4 062 O000100 0.0 062 P000100 46.8 062 Q000100 16.5 062 R000100 0.0 063 A000100 0 063 B000100 15.9 064 A000100 N 064 B000100 N 066 A000100 N 067 000100 N 068 A000100 N 068 B000100 N 069 000100 N 070 A010100 Y 070 A020100 Y 070 B010100 N 070 B020100 N 070 C010100 Y 070 C020100 N 070 D010100 N 070 D020100 N 070 E010100 Y 070 E020100 N 070 F010100 N 070 F020100 N 070 G010100 Y 070 G020100 N 070 H010100 N 070 H020100 N 070 I010100 Y 070 I020100 N 070 J010100 Y 070 J020100 Y PAGE 11 070 K010100 Y 070 K020100 N 070 L010100 Y 070 L020100 Y 070 M010100 Y 070 M020100 Y 070 N010100 Y 070 N020100 N 070 O010100 Y 070 O020100 N 070 P010100 Y 070 P020100 Y 070 Q010100 N 070 Q020100 N 070 R010100 N 070 R020100 N 071 A000100 232479 071 B000100 238248 071 C000100 268716 071 D000100 81 072 A000100 12 072 B000100 21490 072 C000100 0 072 D000100 0 072 E000100 0 072 F000100 1096 072 G000100 0 072 H000100 0 072 I000100 0 072 J000100 95 072 K000100 0 072 L000100 48 072 M000100 20 072 N000100 0 072 O000100 0 072 P000100 0 072 Q000100 0 072 R000100 15 072 S000100 9 072 T000100 0 072 U000100 0 072 V000100 0 072 W000100 12 072 X000100 1295 072 Y000100 0 072 Z000100 20195 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D000205 0 025 D000206 0 025 D000207 0 025 D000208 0 028 A010200 24133 028 A020200 11044 028 A030200 0 028 A040200 31827 028 B010200 20381 028 B020200 0 028 B030200 0 028 B040200 42576 028 C010200 18894 028 C020200 0 028 C030200 0 028 C040200 39127 028 D010200 19971 028 D020200 0 028 D030200 0 028 D040200 37088 028 E010200 18606 028 E020200 0 028 E030200 0 028 E040200 34707 028 F010200 18328 028 F020200 0 028 F030200 0 028 F040200 35502 028 G010200 120313 028 G020200 11044 028 G030200 0 028 G040200 220827 028 H000200 0 045 000200 Y 046 000200 N 047 000200 Y 048 000200 0.000 048 A010200 200000 048 A020200 0.700 048 B010200 300000 048 B020200 0.650 048 C010200 1500000 048 C020200 0.600 048 D010200 0 048 D020200 0.000 048 E010200 0 048 E020200 0.000 048 F010200 0 048 F020200 0.000 PAGE 14 048 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 2000000 048 K020200 0.550 049 000200 N 050 000200 N 051 000200 N 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P020200 N 070 Q010200 N 070 Q020200 N 070 R010200 N 070 R020200 N 071 A000200 4996466 071 B000200 5209394 071 C000200 1925846 071 D000200 278 072 A000200 12 072 B000200 742 072 C000200 36103 072 D000200 0 072 E000200 0 072 F000200 11474 072 G000200 0 072 H000200 0 072 I000200 0 072 J000200 222 072 K000200 0 072 L000200 327 PAGE 16 072 M000200 53 072 N000200 0 072 O000200 0 072 P000200 0 072 Q000200 0 072 R000200 29 072 S000200 60 072 T000200 0 072 U000200 0 072 V000200 0 072 W000200 52 072 X000200 12217 072 Y000200 165 072 Z000200 24793 072AA000200 0 072BB000200 15460 072CC010200 0 072CC020200 104388 072DD010200 556 072DD020200 0 072EE000200 10489 073 A010200 0.1300 073 A020200 0.0000 073 B000200 2.3600 073 C000200 0.0000 074 A000200 1 074 B000200 0 074 C000200 12030 074 D000200 0 074 E000200 0 074 F000200 1725218 074 G000200 0 074 H000200 0 074 I000200 0 074 J000200 103282 074 K000200 0 074 L000200 4212 074 M000200 0 074 N000200 1844743 074 O000200 98309 074 P000200 120 074 Q000200 0 074 R010200 0 074 R020200 0 074 R030200 0 074 R040200 2031 074 S000200 0 074 T000200 1744283 074 U010200 4235 074 U020200 0 074 V010200 411.89 PAGE 17 074 V020200 0.00 074 W000200 0.0000 074 X000200 3 074 Y000200 0 075 A000200 0 075 B000200 1753510 076 000200 0.00 008 A000301 NEW ENGLAND INVESTMENT MANAGEMENT 008 B000301 A 008 C000301 801-47459 008 D010301 BOSTON 008 D020301 MA 008 D030301 02116 008 D040301 3700 008 A000302 BACK BAY ADVISORS, L.P. 008 B000302 S 008 C000302 801-27694 008 D010302 BOSTON 008 D020302 MA 008 D030302 02116 024 000300 Y 025 A000301 BANK OF AMERICA N.A. 025 B000301 95-4035346 025 C000301 D 025 D000301 8982 025 A000302 GOLDMAN SACHS GROUP 025 B000302 13-5108880 025 C000302 D 025 D000302 6851 025 A000303 MERRILL LYNCH & CO., INC. 025 B000303 13-5674085 025 C000303 D 025 D000303 9766 025 A000304 AMERICAN EXPRESS CREDIT CORP. 025 B000304 13-2518466 025 C000304 D 025 D000304 3791 025 A000305 ASSOCIATES CORP. NORTH AMERICA 025 B000305 74-1494554 025 C000305 D 025 D000305 7505 025 A000306 PRUDENTIAL SECURITIES 025 B000306 22-2347336 025 C000306 D 025 D000306 9117 025 A000307 DELETE 025 D000307 0 025 D000308 0 028 A010300 34296 028 A020300 1131 028 A030300 0 PAGE 18 028 A040300 42246 028 B010300 35589 028 B020300 1157 028 B030300 0 028 B040300 37699 028 C010300 37798 028 C020300 1075 028 C030300 0 028 C040300 30047 028 D010300 34925 028 D020300 1174 028 D030300 0 028 D040300 41493 028 E010300 41065 028 E020300 1098 028 E030300 0 028 E040300 40177 028 F010300 58312 028 F020300 1111 028 F030300 0 028 F040300 29758 028 G010300 241985 028 G020300 6746 028 G030300 0 028 G040300 221420 028 H000300 0 045 000300 Y 046 000300 N 047 000300 Y 048 000300 0.000 048 A010300 1000000 048 A020300 0.350 048 B010300 1000000 048 B020300 0.300 048 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 2000000 PAGE 19 048 K020300 0.250 049 000300 N 050 000300 N 051 000300 N 052 000300 N 053 A000300 N 055 A000300 Y 055 B000300 N 056 000300 Y 057 000300 N 062 A000300 Y 062 B000300 0.0 062 C000300 0.0 062 D000300 0.0 062 E000300 0.0 062 F000300 18.7 062 G000300 8.6 062 H000300 4.3 062 I000300 68.4 062 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 0.0 062 Q000300 0.0 062 R000300 0.0 063 A000300 45 063 B000300 0.0 064 A000300 N 064 B000300 N 066 A000300 N 067 000300 N 068 A000300 N 068 B000300 N 069 000300 N 070 A010300 Y 070 A020300 Y 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 PAGE 20 070 H010300 N 070 H020300 N 070 I010300 N 070 I020300 N 070 J010300 Y 070 J020300 N 070 K010300 N 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 Y 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 0 072 A000300 12 072 B000300 14262 072 C000300 0 072 D000300 0 072 E000300 0 072 F000300 774 072 G000300 0 072 H000300 0 072 I000300 0 072 J000300 62 072 K000300 0 072 L000300 31 072 M000300 18 072 N000300 0 072 O000300 0 072 P000300 0 072 Q000300 0 072 R000300 15 072 S000300 7 072 T000300 0 072 U000300 0 072 V000300 0 072 W000300 5 072 X000300 912 072 Y000300 0 PAGE 21 072 Z000300 13350 072AA000300 0 072BB000300 0 072CC010300 0 072CC020300 0 072DD010300 13350 072DD020300 0 072EE000300 0 073 A010300 6.0500 073 A020300 0.0000 073 B000300 0.0000 073 C000300 0.0000 074 A000300 4 074 B000300 0 074 C000300 231836 074 D000300 0 074 E000300 0 074 F000300 0 074 G000300 0 074 H000300 0 074 I000300 0 074 J000300 0 074 K000300 0 074 L000300 12366 074 M000300 0 074 N000300 244206 074 O000300 0 074 P000300 41 074 Q000300 0 074 R010300 0 074 R020300 0 074 R030300 0 074 R040300 1819 074 S000300 0 074 T000300 242346 074 U010300 2423 074 U020300 0 074 V010300 100.00 074 V020300 0.00 074 W000300 100.0189 074 X000300 3 074 Y000300 0 075 A000300 211710 075 B000300 0 076 000300 0.00 008 A000401 NEW ENGLAND INVESTMENT MANGEMENT 008 B000401 A 008 C000401 801-47459 008 D010401 BOSTON 008 D020401 MA 008 D030401 02116 PAGE 22 008 D040401 3700 008 A000402 WESTPEAK INVESTMENT ADVISORS, L.P. 008 B000402 S 008 C000402 801-39554 008 D010402 BOULDER 008 D020402 CO 008 D030402 80302 024 000400 Y 025 A000401 BANK OF AMERICA CORP. 025 B000401 95-4035346 025 C000401 E 025 D000401 1708 025 A000402 BEAR STEARNS CO., INC. 025 B000402 13-4946705 025 C000402 E 025 D000402 123 025 A000403 LEHMAN BROTHERS HOLDINGS, INC. 025 B000403 13-2518468 025 C000403 E 025 D000403 372 025 A000404 MERRILL LYNCH & CO., INC. 025 B000404 13-5674085 025 C000404 E 025 D000404 1241 025 A000405 AMERICAN EXPRESS CREDIT CORP. 025 B000405 13-2518466 025 C000405 E 025 D000405 1659 025 A000406 STATE STREET INSTITUTIONAL CAPITAL 025 B000406 04-1867445 025 C000406 E 025 D000406 460 025 A000407 STATE STREET REPURCHASE AGREEMENT 025 B000407 04-1867445 025 C000407 D 025 D000407 3672 025 A000408 DELETE 025 D000408 0 025 A000409 FIRST UNION CORP. 025 B000409 56-1252143 025 C000409 E 025 D000409 550 025 A000410 FLEET BOSTON FINANCIAL CORP. 025 C000410 E 025 D000410 696 025 A000411 J.P. MORGAN & COMPANY, INC 025 B000411 13-3224016 025 C000411 E 025 D000411 429 025 A000412 MELLON FINANCIAL CORP. 025 B000412 23-2384977 PAGE 23 025 C000412 E 025 D000412 415 025 A000413 WACHOVIA CORP. 025 C000413 E 025 D000413 244 025 D000414 0 025 D000415 0 025 D000416 0 028 A010400 7052 028 A020400 209 028 A030400 0 028 A040400 6254 028 B010400 8774 028 B020400 0 028 B030400 0 028 B040400 6724 028 C010400 7617 028 C020400 0 028 C030400 0 028 C040400 6109 028 D010400 6341 028 D020400 0 028 D030400 0 028 D040400 5572 028 E010400 8982 028 E020400 0 028 E030400 0 028 E040400 5311 028 F010400 7488 028 F020400 0 028 F030400 0 028 F040400 5027 028 G010400 46254 028 G020400 209 028 G030400 0 028 G040400 34997 028 H000400 0 045 000400 Y 046 000400 N 047 000400 Y 048 000400 0.250 048 A010400 0 048 A020400 0.000 048 B010400 0 048 B020400 0.000 048 C010400 0 048 C020400 0.000 048 D010400 0 048 D020400 0.000 048 E010400 0 048 E020400 0.000 PAGE 24 048 F010400 0 048 F020400 0.000 048 G010400 0 048 G020400 0.000 048 H010400 0 048 H020400 0.000 048 I010400 0 048 I020400 0.000 048 J010400 0 048 J020400 0.000 048 K010400 0 048 K020400 0.000 049 000400 N 050 000400 N 051 000400 N 052 000400 N 053 A000400 N 055 A000400 N 055 B000400 N 056 000400 Y 057 000400 N 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 N 066 C000400 Y 066 D000400 N 066 E000400 N 066 F000400 N 066 G000400 N 067 000400 N 068 A000400 N 068 B000400 N PAGE 25 069 000400 Y 070 A010400 Y 070 A020400 Y 070 B010400 Y 070 B020400 N 070 C010400 Y 070 C020400 N 070 D010400 Y 070 D020400 N 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 N 070 J020400 N 070 K010400 Y 070 K020400 N 070 L010400 N 070 L020400 Y 070 M010400 N 070 M020400 N 070 N010400 Y 070 N020400 N 070 O010400 Y 070 O020400 N 070 P010400 Y 070 P020400 N 070 Q010400 N 070 Q020400 N 070 R010400 N 070 R020400 N 071 A000400 44922 071 B000400 15587 071 C000400 273040 071 D000400 5 072 A000400 12 072 B000400 68 072 C000400 1540 072 D000400 0 072 E000400 0 072 F000400 338 072 G000400 0 072 H000400 0 072 I000400 0 072 J000400 112 PAGE 26 072 K000400 0 072 L000400 56 072 M000400 9 072 N000400 0 072 O000400 0 072 P000400 0 072 Q000400 0 072 R000400 15 072 S000400 9 072 T000400 0 072 U000400 0 072 V000400 0 072 W000400 1 072 X000400 540 072 Y000400 1 072 Z000400 1069 072AA000400 1634 072BB000400 0 072CC010400 0 072CC020400 3843 072DD010400 0 072DD020400 0 072EE000400 0 073 A010400 0.0000 073 A020400 0.0000 073 B000400 0.0000 073 C000400 0.0000 074 A000400 1 074 B000400 3672 074 C000400 0 074 D000400 0 074 E000400 0 074 F000400 265630 074 G000400 0 074 H000400 0 074 I000400 0 074 J000400 0 074 K000400 0 074 L000400 441 074 M000400 0 074 N000400 269744 074 O000400 522 074 P000400 80 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 074 R040400 153 074 S000400 0 074 T000400 268989 074 U010400 1282 PAGE 27 074 U020400 0 074 V010400 209.80 074 V020400 0.00 074 W000400 0.0000 074 X000400 3 074 Y000400 0 075 A000400 0 075 B000400 281271 076 000400 0.00 008 A000501 NEW ENGLAND INVESTMENT MANAGEMENT 008 B000501 A 008 C000501 801-47459 008 D010501 BOSTON 008 D020501 MA 008 D030501 02116 008 D040501 3700 008 A000502 BACK BAY ADVISORS, L.P. 008 B000502 S 008 C000502 801-27694 008 D010502 BOSTON 008 D020502 MA 008 D030502 02116 024 000500 Y 025 A000501 BANK OF AMERICA CORP. 025 B000501 95-4035346 025 C000501 E 025 D000501 1165 025 A000502 BEAR STEARNS CO., INC. 025 B000502 13-4946705 025 C000502 E 025 D000502 35 025 A000503 LEHMAN BROTHERS HOLDINGS, INC. 025 B000503 13-2518468 025 C000503 E 025 D000503 115 025 A000504 MERRILL LYNCH & CO., INC. 025 B000504 13-5674085 025 C000504 E 025 D000504 886 025 A000505 AMERICAN EXPRESS CREDIT CORP. 025 B000505 13-2518466 025 C000505 E 025 D000505 791 025 A000506 DELETE 025 D000506 0 025 A000507 DELETE 025 D000507 0 025 A000508 DELETE 025 D000508 0 028 A010500 1599 028 A020500 4495 PAGE 28 028 A030500 0 028 A040500 3631 028 B010500 1971 028 B020500 0 028 B030500 0 028 B040500 4272 028 C010500 1737 028 C020500 0 028 C030500 0 028 C040500 4178 028 D010500 1285 028 D020500 0 028 D030500 0 028 D040500 3676 028 E010500 1681 028 E020500 0 028 E030500 0 028 E040500 4377 028 F010500 1643 028 F020500 0 028 F030500 0 028 F040500 4385 028 G010500 9916 028 G020500 4495 028 G030500 0 028 G040500 24519 028 H000500 0 045 000500 Y 046 000500 N 047 000500 Y 048 000500 0.500 048 A010500 0 048 A020500 0.000 048 B010500 0 048 B020500 0.000 048 C010500 0 048 C020500 0.000 048 D010500 0 048 D020500 0.000 048 E010500 0 048 E020500 0.000 048 F010500 0 048 F020500 0.000 048 G010500 0 048 G020500 0.000 048 H010500 0 048 H020500 0.000 048 I010500 0 048 I020500 0.000 048 J010500 0 048 J020500 0.000 PAGE 29 048 K010500 0 048 K020500 0.000 049 000500 N 050 000500 N 051 000500 N 052 000500 N 053 A000500 N 055 A000500 N 055 B000500 N 056 000500 Y 057 000500 N 062 A000500 N 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 0.0 062 M000500 0.0 062 N000500 0.0 062 O000500 0.0 062 P000500 0.0 062 Q000500 0.0 062 R000500 0.0 063 A000500 0 063 B000500 0.0 066 A000500 Y 066 B000500 N 066 C000500 N 066 D000500 N 066 E000500 N 066 F000500 N 066 G000500 Y 067 000500 Y 068 A000500 N 068 B000500 N 069 000500 N 070 A010500 Y 070 A020500 Y 070 B010500 Y 070 B020500 N 070 C010500 Y 070 C020500 N 070 D010500 Y 070 D020500 N 070 E010500 Y PAGE 30 070 E020500 N 070 F010500 Y 070 F020500 N 070 G010500 Y 070 G020500 N 070 H010500 Y 070 H020500 N 070 I010500 Y 070 I020500 N 070 J010500 Y 070 J020500 Y 070 K010500 Y 070 K020500 N 070 L010500 Y 070 L020500 Y 070 M010500 Y 070 M020500 N 070 N010500 Y 070 N020500 N 070 O010500 Y 070 O020500 N 070 P010500 Y 070 P020500 Y 070 Q010500 N 070 Q020500 N 070 R010500 N 070 R020500 N 071 A000500 95864 071 B000500 122374 071 C000500 198740 071 D000500 47 072 A000500 12 072 B000500 5759 072 C000500 1737 072 D000500 0 072 E000500 0 072 F000500 1005 072 G000500 0 072 H000500 0 072 I000500 0 072 J000500 98 072 K000500 0 072 L000500 27 072 M000500 13 072 N000500 0 072 O000500 0 072 P000500 0 072 Q000500 0 072 R000500 15 072 S000500 7 072 T000500 0 PAGE 31 072 U000500 0 072 V000500 0 072 W000500 8 072 X000500 1173 072 Y000500 0 072 Z000500 6323 072AA000500 28768 072BB000500 0 072CC010500 0 072CC020500 41826 072DD010500 0 072DD020500 0 072EE000500 4495 073 A010500 0.0000 073 A020500 0.0000 073 B000500 4.4100 073 C000500 0.0000 074 A000500 2 074 B000500 0 074 C000500 3069 074 D000500 63554 074 E000500 0 074 F000500 113511 074 G000500 0 074 H000500 0 074 I000500 0 074 J000500 0 074 K000500 0 074 L000500 1381 074 M000500 0 074 N000500 181517 074 O000500 0 074 P000500 62 074 Q000500 0 074 R010500 0 074 R020500 0 074 R030500 0 074 R040500 185 074 S000500 0 074 T000500 181270 074 U010500 975 074 U020500 0 074 V010500 185.92 074 V020500 0.00 074 W000500 0.0000 074 X000500 3 074 Y000500 0 075 A000500 0 075 B000500 194843 076 000500 0.00 008 A000601 NEW ENGLAND INVESTMENT MANAGEMENT PAGE 32 008 B000601 A 008 C000601 801-47459 008 D010601 BOSTON 008 D020601 MA 008 D030601 02116 008 D040601 3700 008 A000602 HARRIS ASSOCIATES 008 B000602 S 008 C000602 801-50333 008 D010602 CHICAGO 008 D020602 IL 008 D030602 60602 024 000600 Y 025 A000601 STATE STREET REPURCHASE AGREEMENT 025 B000601 04-1867445 025 C000601 D 025 D000601 13072 025 D000602 0 025 D000603 0 025 D000604 0 025 D000605 0 025 D000606 0 025 D000607 0 025 D000608 0 028 A010600 4503 028 A020600 0 028 A030600 0 028 A040600 2425 028 B010600 4342 028 B020600 0 028 B030600 0 028 B040600 4327 028 C010600 3032 028 C020600 0 028 C030600 0 028 C040600 2706 028 D010600 5229 028 D020600 0 028 D030600 0 028 D040600 2072 028 E010600 4402 028 E020600 0 028 E030600 0 028 E040600 2107 028 F010600 6977 028 F020600 0 028 F030600 0 028 F040600 2095 028 G010600 28485 028 G020600 0 028 G030600 0 PAGE 33 028 G040600 15732 028 H000600 0 045 000600 Y 046 000600 N 047 000600 Y 048 000600 0.750 048 A010600 0 048 A020600 0.000 048 B010600 0 048 B020600 0.000 048 C010600 0 048 C020600 0.000 048 D010600 0 048 D020600 0.000 048 E010600 0 048 E020600 0.000 048 F010600 0 048 F020600 0.000 048 G010600 0 048 G020600 0.000 048 H010600 0 048 H020600 0.000 048 I010600 0 048 I020600 0.000 048 J010600 0 048 J020600 0.000 048 K010600 0 048 K020600 0.000 049 000600 N 050 000600 N 051 000600 N 052 000600 N 053 A000600 Y 053 B000600 Y 055 A000600 N 055 B000600 N 056 000600 Y 057 000600 N 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 PAGE 34 062 N000600 0.0 062 O000600 0.0 062 P000600 0.0 062 Q000600 0.0 062 R000600 0.0 063 A000600 0 063 B000600 0.0 066 A000600 Y 066 B000600 N 066 C000600 Y 066 D000600 N 066 E000600 N 066 F000600 N 066 G000600 N 067 000600 N 068 A000600 N 068 B000600 N 069 000600 N 070 A010600 Y 070 A020600 Y 070 B010600 Y 070 B020600 N 070 C010600 Y 070 C020600 N 070 D010600 Y 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 Y 070 I020600 N 070 J010600 Y 070 J020600 N 070 K010600 Y 070 K020600 N 070 L010600 Y 070 L020600 N 070 M010600 Y 070 M020600 N 070 N010600 Y 070 N020600 N 070 O010600 Y 070 O020600 N 070 P010600 Y 070 P020600 N 070 Q010600 N PAGE 35 070 Q020600 N 070 R010600 Y 070 R020600 N 071 A000600 154935 071 B000600 153123 071 C000600 106799 071 D000600 133 072 A000600 12 072 B000600 451 072 C000600 1656 072 D000600 0 072 E000600 0 072 F000600 842 072 G000600 0 072 H000600 0 072 I000600 0 072 J000600 51 072 K000600 0 072 L000600 136 072 M000600 14 072 N000600 0 072 O000600 0 072 P000600 0 072 Q000600 0 072 R000600 14 072 S000600 18 072 T000600 0 072 U000600 0 072 V000600 0 072 W000600 6 072 X000600 1081 072 Y000600 70 072 Z000600 1096 072AA000600 3073 072BB000600 0 072CC010600 17876 072CC020600 0 072DD010600 0 072DD020600 0 072EE000600 0 073 A010600 0.0000 073 A020600 0.0000 073 B000600 0.0000 073 C000600 0.0000 074 A000600 0 074 B000600 13072 074 C000600 0 074 D000600 0 074 E000600 0 074 F000600 128577 074 G000600 0 PAGE 36 074 H000600 0 074 I000600 0 074 J000600 4045 074 K000600 0 074 L000600 908 074 M000600 0 074 N000600 146602 074 O000600 6826 074 P000600 10 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 0 074 R040600 248 074 S000600 0 074 T000600 139518 074 U010600 951 074 U020600 0 074 V010600 146.67 074 V020600 0.00 074 W000600 0.0000 074 X000600 3 074 Y000600 0 075 A000600 0 075 B000600 119513 076 000600 0.00 008 A000701 NEW ENGLAND INVESTMENT MANAGEMENT 008 B000701 A 008 C000701 801-47459 008 D010701 BOSTON 008 D020701 MA 008 D030701 02116 008 D040701 3700 008 A000702 WESTPEAK INVESTMENT ADVISORS, L.P. 008 B000702 S 008 C000702 801-39554 008 D010702 BOULDER 008 D020702 CO 008 D030702 80302 024 000700 Y 025 A000701 LEHMAN BROTHERS HOLDINGS, INC. 025 B000701 13-2518468 025 C000701 E 025 D000701 1914 025 A000702 MERRILL LYNCH & CO., INC. 025 B000702 13-5674085 025 C000702 E 025 D000702 3791 025 A000703 STATE STREET REPURCHASE AGREEMENT 025 B000703 04-1867445 025 C000703 D PAGE 37 025 D000703 3753 025 A000704 DELETE 025 D000704 0 025 A000705 DELETE 025 D000705 0 025 A000706 DELETE 025 D000706 0 025 A000707 DELETE 025 D000707 0 025 A000708 DELETE 025 D000708 0 028 A010700 7530 028 A020700 10437 028 A030700 0 028 A040700 10142 028 B010700 9226 028 B020700 0 028 B030700 0 028 B040700 11830 028 C010700 6462 028 C020700 0 028 C030700 0 028 C040700 8711 028 D010700 7131 028 D020700 0 028 D030700 0 028 D040700 7862 028 E010700 7128 028 E020700 0 028 E030700 0 028 E040700 7716 028 F010700 6364 028 F020700 0 028 F030700 0 028 F040700 6314 028 G010700 43841 028 G020700 10437 028 G030700 0 028 G040700 52575 028 H000700 0 045 000700 Y 046 000700 N 047 000700 Y 048 000700 0.000 048 A010700 200000 048 A020700 0.700 048 B010700 1300000 048 B020700 0.650 048 C010700 0 048 C020700 0.000 048 D010700 0 PAGE 38 048 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 1500000 048 K020700 0.600 049 000700 N 050 000700 N 051 000700 N 052 000700 N 053 A000700 N 055 A000700 Y 055 B000700 N 056 000700 Y 057 000700 N 062 A000700 N 062 B000700 0.0 062 C000700 0.0 062 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 0.0 063 A000700 0 063 B000700 0.0 066 A000700 Y 066 B000700 N 066 C000700 N 066 D000700 N 066 E000700 Y 066 F000700 N 066 G000700 N PAGE 39 067 000700 N 068 A000700 N 068 B000700 N 069 000700 N 070 A010700 Y 070 A020700 Y 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 070 M020700 N 070 N010700 Y 070 N020700 N 070 O010700 Y 070 O020700 N 070 P010700 Y 070 P020700 N 070 Q010700 N 070 Q020700 N 070 R010700 Y 070 R020700 N 071 A000700 551517 071 B000700 553158 071 C000700 400265 071 D000700 138 072 A000700 12 072 B000700 239 072 C000700 5068 072 D000700 0 072 E000700 0 072 F000700 2733 072 G000700 0 PAGE 40 072 H000700 0 072 I000700 0 072 J000700 77 072 K000700 0 072 L000700 72 072 M000700 19 072 N000700 0 072 O000700 0 072 P000700 0 072 Q000700 0 072 R000700 16 072 S000700 13 072 T000700 0 072 U000700 0 072 V000700 0 072 W000700 16 072 X000700 2946 072 Y000700 101 072 Z000700 2462 072AA000700 0 072BB000700 11862 072CC010700 0 072CC020700 11902 072DD010700 0 072DD020700 0 072EE000700 10437 073 A010700 0.0000 073 A020700 0.0000 073 B000700 4.9800 073 C000700 0.0000 074 A000700 0 074 B000700 3753 074 C000700 0 074 D000700 0 074 E000700 0 074 F000700 383918 074 G000700 0 074 H000700 0 074 I000700 0 074 J000700 0 074 K000700 0 074 L000700 796 074 M000700 0 074 N000700 388467 074 O000700 0 074 P000700 12 074 Q000700 0 074 R010700 0 074 R020700 0 074 R030700 0 074 R040700 328 PAGE 41 074 S000700 0 074 T000700 388127 074 U010700 2116 074 U020700 0 074 V010700 183.39 074 V020700 0.00 074 W000700 0.0000 074 X000700 3 074 Y000700 0 075 A000700 0 075 B000700 404439 076 000700 0.00 008 A000801 NEW ENGLAND INVESTMENT MANAGEMENT 008 B000801 A 008 C000801 801-47459 008 D010801 BOSTON 008 D020801 MA 008 D030801 02116 008 D040801 3700 008 A000802 LOOMIS SAYLES & COMPANY, L.P. 008 B000802 S 008 C000802 801-170 008 D010802 BOSTON 008 D020802 MA 008 D030802 02111 024 000800 Y 025 A000801 ASSOCIATES CORP. NORTH AMERICA 025 B000801 74-1494554 025 C000801 D 025 D000801 24837 025 A000802 CHEVRON, USA INC. 025 B000802 25-1215010 025 C000802 D 025 D000802 3400 025 D000803 0 025 D000804 0 025 D000805 0 025 D000806 0 025 D000807 0 025 D000808 0 028 A010800 18031 028 A020800 3948 028 A030800 0 028 A040800 6965 028 B010800 17801 028 B020800 0 028 B030800 0 028 B040800 11567 028 C010800 16886 028 C020800 0 028 C030800 0 PAGE 42 028 C040800 10588 028 D010800 20132 028 D020800 0 028 D030800 0 028 D040800 8592 028 E010800 20214 028 E020800 0 028 E030800 0 028 E040800 11856 028 F010800 16514 028 F020800 0 028 F030800 0 028 F040800 12452 028 G010800 109578 028 G020800 3948 028 G030800 0 028 G040800 62020 028 H000800 0 045 000800 Y 046 000800 N 047 000800 Y 048 000800 0.000 048 A010800 500000 048 A020800 0.900 048 B010800 0 048 B020800 0.000 048 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 0.850 049 000800 N 050 000800 N 051 000800 N 052 000800 N 053 A000800 Y 053 B000800 Y 055 A000800 Y PAGE 43 055 B000800 N 056 000800 Y 057 000800 N 062 A000800 N 062 B000800 0.0 062 C000800 0.0 062 D000800 0.0 062 E000800 0.0 062 F000800 0.0 062 G000800 0.0 062 H000800 0.0 062 I000800 0.0 062 J000800 0.0 062 K000800 0.0 062 L000800 0.0 062 M000800 0.0 062 N000800 0.0 062 O000800 0.0 062 P000800 0.0 062 Q000800 0.0 062 R000800 0.0 063 A000800 0 063 B000800 0.0 066 A000800 Y 066 B000800 N 066 C000800 N 066 D000800 Y 066 E000800 N 066 F000800 N 066 G000800 N 067 000800 N 068 A000800 N 068 B000800 N 069 000800 N 070 A010800 Y 070 A020800 Y 070 B010800 Y 070 B020800 N 070 C010800 Y 070 C020800 N 070 D010800 Y 070 D020800 N 070 E010800 Y 070 E020800 N 070 F010800 Y 070 F020800 N 070 G010800 Y 070 G020800 N 070 H010800 Y 070 H020800 N 070 I010800 Y PAGE 44 070 I020800 N 070 J010800 Y 070 J020800 N 070 K010800 Y 070 K020800 N 070 L010800 Y 070 L020800 N 070 M010800 Y 070 M020800 N 070 N010800 Y 070 N020800 N 070 O010800 Y 070 O020800 N 070 P010800 Y 070 P020800 N 070 Q010800 N 070 Q020800 N 070 R010800 N 070 R020800 N 071 A000800 746273 071 B000800 603407 071 C000800 409088 071 D000800 147 072 A000800 12 072 B000800 1803 072 C000800 3338 072 D000800 0 072 E000800 0 072 F000800 3933 072 G000800 0 072 H000800 0 072 I000800 0 072 J000800 137 072 K000800 0 072 L000800 76 072 M000800 20 072 N000800 0 072 O000800 0 072 P000800 0 072 Q000800 0 072 R000800 17 072 S000800 16 072 T000800 0 072 U000800 0 072 V000800 0 072 W000800 15 072 X000800 4214 072 Y000800 54 072 Z000800 981 072AA000800 31600 072BB000800 0 PAGE 45 072CC010800 0 072CC020800 20894 072DD010800 11 072DD020800 0 072EE000800 3937 073 A010800 0.0100 073 A020800 0.0000 073 B000800 1.8600 073 C000800 0.0000 074 A000800 0 074 B000800 0 074 C000800 28237 074 D000800 0 074 E000800 0 074 F000800 459868 074 G000800 0 074 H000800 0 074 I000800 0 074 J000800 1819 074 K000800 0 074 L000800 1465 074 M000800 0 074 N000800 491389 074 O000800 4300 074 P000800 12 074 Q000800 0 074 R010800 0 074 R020800 0 074 R030800 0 074 R040800 638 074 S000800 0 074 T000800 486439 074 U010800 2312 074 U020800 0 074 V010800 210.41 074 V020800 0.00 074 W000800 0.0000 074 X000800 4 074 Y000800 0 075 A000800 0 075 B000800 470396 076 000800 0.00 008 A000901 NEW ENGLAND INVESTMENT MANAGEMENT 008 B000901 A 008 C000901 801-47459 008 D010901 BOSTON 008 D020901 MA 008 D030901 02116 008 D040901 3700 008 A000902 WELLINGTON MANAGEMENT COMPANY, LLP 008 B000902 S PAGE 46 008 C000902 801-15908 008 D010902 BOSTON 008 D020902 MA 008 D030902 02109 024 000900 Y 025 A000901 MERRILL LYNCH & CO., INC. 025 B000901 13-5674085 025 C000901 E 025 D000901 1091 025 A000902 DONALDSON LUFKIN & JENRETTE, INC 025 B000902 13-5033225 025 C000902 D 025 D000902 204 025 A000903 BEAR STEARNS COS., INC. 025 B000903 13-5033225 025 C000903 D 025 D000903 525 025 A000904 SALOMON SMITH BARNEY HOLDINGS 025 B000904 11-2418191 025 C000904 D 025 D000904 636 025 A000905 STATE STREET CORP. 025 B000905 04-1867445 025 C000905 E 025 D000905 1515 025 A000906 DELETE 025 D000906 0 025 A000907 DELETE 025 D000907 0 025 A000908 DELETE 025 D000908 0 025 A000909 MERRILL LYNCH COMPANY, INC 025 B000909 13-5674085 025 C000909 E 025 D000909 920 025 A000910 MELLON BANK N.A. 025 B000910 23-2384977 025 C000910 D 025 D000910 1241 025 D000911 0 025 D000912 0 025 D000913 0 025 D000914 0 025 D000915 0 025 D000916 0 028 A010900 3568 028 A020900 61 028 A030900 0 028 A040900 4897 028 B010900 4992 028 B020900 0 PAGE 47 028 B030900 0 028 B040900 5590 028 C010900 2781 028 C020900 0 028 C030900 0 028 C040900 4042 028 D010900 3102 028 D020900 0 028 D030900 0 028 D040900 4320 028 E010900 3081 028 E020900 0 028 E030900 0 028 E040900 3742 028 F010900 2747 028 F020900 0 028 F030900 0 028 F040900 4234 028 G010900 20271 028 G020900 61 028 G030900 0 028 G040900 26825 028 H000900 0 045 000900 Y 046 000900 N 047 000900 Y 048 000900 0.700 048 A010900 0 048 A020900 0.000 048 B010900 0 048 B020900 0.000 048 C010900 0 048 C020900 0.000 048 D010900 0 048 D020900 0.000 048 E010900 0 048 E020900 0.000 048 F010900 0 048 F020900 0.000 048 G010900 0 048 G020900 0.000 048 H010900 0 048 H020900 0.000 048 I010900 0 048 I020900 0.000 048 J010900 0 048 J020900 0.000 048 K010900 0 048 K020900 0.000 049 000900 N 050 000900 N PAGE 48 051 000900 N 052 000900 N 053 A000900 N 055 A000900 Y 055 B000900 N 056 000900 Y 057 000900 N 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 0.0 063 A000900 0 063 B000900 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 Y 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 070 F020900 N 070 G010900 Y PAGE 49 070 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 N 070 N010900 Y 070 N020900 N 070 O010900 Y 070 O020900 N 070 P010900 Y 070 P020900 N 070 Q010900 N 070 Q020900 N 070 R010900 N 070 R020900 N 071 A000900 214791 071 B000900 234666 071 C000900 166378 071 D000900 126 072 A000900 12 072 B000900 5065 072 C000900 1177 072 D000900 0 072 E000900 0 072 F000900 1189 072 G000900 0 072 H000900 0 072 I000900 0 072 J000900 80 072 K000900 0 072 L000900 42 072 M000900 14 072 N000900 0 072 O000900 0 072 P000900 0 072 Q000900 0 072 R000900 14 072 S000900 11 072 T000900 0 072 U000900 0 072 V000900 0 072 W000900 9 072 X000900 1359 PAGE 50 072 Y000900 5 072 Z000900 4888 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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 0 048 K021000 0.000 049 001000 N 050 001000 N 051 001000 N 052 001000 N 053 A001000 N 055 A001000 N 055 B001000 N 056 001000 Y 057 001000 N 062 A001000 N 062 B001000 0.0 062 C001000 0.0 062 D001000 0.0 062 E001000 0.0 062 F001000 0.0 062 G001000 0.0 062 H001000 0.0 062 I001000 0.0 062 J001000 0.0 062 K001000 0.0 PAGE 53 062 L001000 0.0 062 M001000 0.0 062 N001000 0.0 062 O001000 0.0 062 P001000 0.0 062 Q001000 0.0 062 R001000 0.0 063 A001000 0 063 B001000 0.0 066 A001000 Y 066 B001000 N 066 C001000 Y 066 D001000 N 066 E001000 N 066 F001000 N 066 G001000 N 067 001000 N 068 A001000 N 068 B001000 Y 069 001000 N 070 A011000 Y 070 A021000 Y 070 B011000 Y 070 B021000 N 070 C011000 Y 070 C021000 N 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 Y 070 K011000 Y 070 K021000 N 070 L011000 Y 070 L021000 Y 070 M011000 Y 070 M021000 Y 070 N011000 Y 070 N021000 N 070 O011000 Y 070 O021000 N 070 P011000 Y PAGE 54 070 P021000 Y 070 Q011000 N 070 Q021000 N 070 R011000 Y 070 R021000 N 071 A001000 0 071 B001000 0 071 C001000 93564 071 D001000 0 072 A001000 2 072 B001000 0 072 C001000 0 072 D001000 0 072 E001000 0 072 F001000 0 072 G001000 0 072 H001000 0 072 I001000 0 072 J001000 0 072 K001000 0 072 L001000 0 072 M001000 0 072 N001000 0 072 O001000 0 072 P001000 0 072 Q001000 0 072 R001000 0 072 S001000 0 072 T001000 0 072 U001000 0 072 V001000 0 072 W001000 0 072 X001000 0 072 Y001000 0 072 Z001000 0 072AA001000 0 072BB001000 0 072CC011000 0 072CC021000 0 072DD011000 0 072DD021000 0 072EE001000 0 073 A011000 0.0000 073 A021000 0.0000 073 B001000 0.0000 073 C001000 0.0000 074 A001000 1351 074 B001000 7707 074 C001000 0 074 D001000 0 074 E001000 0 PAGE 55 074 F001000 106935 074 G001000 0 074 H001000 0 074 I001000 0 074 J001000 405 074 K001000 0 074 L001000 1144 074 M001000 0 074 N001000 117542 074 O001000 1365 074 P001000 0 074 Q001000 0 074 R011000 0 074 R021000 0 074 R031000 0 074 R041000 565 074 S001000 0 074 T001000 115612 074 U011000 8350 074 U021000 0 074 V011000 13.86 074 V021000 0.00 074 W001000 0.0000 074 X001000 0 074 Y001000 0 075 A001000 0 075 B001000 91476 076 001000 0.00 008 A001101 NEW ENGLAND INVESTMENT MANAGEMENT 008 B001101 A 008 C001101 801-47459 008 D011101 BOSTON 008 D021101 MA 008 D031101 02116 008 D041101 3700 008 A001102 SALOMON BROTHERS ASSET MANAGEMENT, INC. 008 B001102 S 008 C001102 801-32046 008 D011102 NEW YORK 008 D021102 NY 008 D031102 10048 024 001100 Y 025 A001101 STATE STREET REPURCHASE AGREEMENT 025 B001101 04-1867445 025 C001101 D 025 D001101 5407 025 A001102 CHEVRON PHILLIPS CHEMICAL CO. 025 B001102 25-1215010 025 C001102 D 025 D001102 2495 025 D001103 0 PAGE 56 025 D001104 0 025 D001105 0 025 D001106 0 025 D001107 0 025 D001108 0 028 A011100 984 028 A021100 0 028 A031100 0 028 A041100 1054 028 B011100 1782 028 B021100 0 028 B031100 0 028 B041100 1075 028 C011100 1216 028 C021100 0 028 C031100 0 028 C041100 765 028 D011100 1808 028 D021100 0 028 D031100 0 028 D041100 1326 028 E011100 1820 028 E021100 0 028 E031100 0 028 E041100 1323 028 F011100 2870 028 F021100 0 028 F031100 0 028 F041100 1398 028 G011100 10480 028 G021100 0 028 G031100 0 028 G041100 6941 028 H001100 0 045 001100 Y 046 001100 N 047 001100 Y 048 001100 0.550 048 A011100 0 048 A021100 0.000 048 B011100 0 048 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 PAGE 57 048 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 0.000 049 001100 N 050 001100 N 051 001100 N 052 001100 N 053 A001100 Y 053 B001100 Y 055 A001100 N 055 B001100 N 056 001100 Y 057 001100 N 062 A001100 Y 062 B001100 0.0 062 C001100 0.0 062 D001100 9.4 062 E001100 0.0 062 F001100 0.0 062 G001100 0.0 062 H001100 0.0 062 I001100 26.2 062 J001100 0.0 062 K001100 0.0 062 L001100 0.0 062 M001100 21.3 062 N001100 73.4 062 O001100 0.0 062 P001100 0.0 062 Q001100 0.0 062 R001100 0.0 063 A001100 0 063 B001100 15.3 064 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 Y 070 B011100 Y 070 B021100 N 070 C011100 Y PAGE 58 070 C021100 N 070 D011100 Y 070 D021100 N 070 E011100 Y 070 E021100 N 070 F011100 Y 070 F021100 N 070 G011100 Y 070 G021100 N 070 H011100 Y 070 H021100 N 070 I011100 Y 070 I021100 N 070 J011100 Y 070 J021100 N 070 K011100 Y 070 K021100 N 070 L011100 Y 070 L021100 N 070 M011100 Y 070 M021100 N 070 N011100 Y 070 N021100 N 070 O011100 Y 070 O021100 N 070 P011100 Y 070 P021100 N 070 Q011100 N 070 Q021100 N 070 R011100 N 070 R021100 N 071 A001100 278629 071 B001100 266926 071 C001100 45766 071 D001100 583 072 A001100 12 072 B001100 3572 072 C001100 0 072 D001100 0 072 E001100 0 072 F001100 281 072 G001100 0 072 H001100 0 072 I001100 0 072 J001100 39 072 K001100 0 072 L001100 4 072 M001100 12 072 N001100 0 072 O001100 0 072 P001100 0 PAGE 59 072 Q001100 0 072 R001100 13 072 S001100 2 072 T001100 0 072 U001100 0 072 V001100 0 072 W001100 13 072 X001100 364 072 Y001100 6 072 Z001100 3214 072AA001100 180 072BB001100 0 072CC011100 1783 072CC021100 0 072DD011100 0 072DD021100 0 072EE001100 0 073 A011100 0.0000 073 A021100 0.0000 073 B001100 0.0000 073 C001100 0.0000 074 A001100 8 074 B001100 5407 074 C001100 14960 074 D001100 54155 074 E001100 0 074 F001100 0 074 G001100 0 074 H001100 0 074 I001100 0 074 J001100 0 074 K001100 0 074 L001100 596 074 M001100 0 074 N001100 75126 074 O001100 17860 074 P001100 6 074 Q001100 0 074 R011100 0 074 R021100 0 074 R031100 0 074 R041100 87 074 S001100 0 074 T001100 57173 074 U011100 4788 074 U021100 0 074 V011100 11.94 074 V021100 0.00 074 W001100 0.0000 074 X001100 3 074 Y001100 0 PAGE 60 075 A001100 0 075 B001100 52729 076 001100 0.00 008 A001201 NEW ENGLAND INVESTMENT MANAGEMENT 008 B001201 A 008 C001201 801-47459 008 D011201 BOSTON 008 D021201 MA 008 D031201 02116 008 D041201 3700 008 A001202 SALOMON BROTHERS ASSET MANAGEMENT, INC. 008 B001202 S 008 C001202 801-32046 008 D011202 NEW YORK 008 D021202 NY 008 D031202 10048 024 001200 Y 025 A001201 GOLDMAN SACHS GROUP, INC. 025 B001201 13-5108880 025 C001201 D 025 D001201 625 025 A001202 BANK AMERICA CORP 025 B001202 95-4035346 025 C001202 D 025 D001202 614 025 A001203 DLJ COMMERCIAL MORTGAGE GROUP 025 B001203 13-5033225 025 C001203 D 025 D001203 1882 025 A001204 STATE STREET REPURCHASE AGREEMENT 025 B001204 04-1867445 025 C001204 D 025 D001204 1731 025 D001205 0 025 D001206 0 025 D001207 0 025 D001208 0 028 A011200 1687 028 A021200 0 028 A031200 0 028 A041200 1550 028 B011200 1703 028 B021200 0 028 B031200 0 028 B041200 2241 028 C011200 1419 028 C021200 0 028 C031200 0 028 C041200 1904 028 D011200 2641 028 D021200 0 PAGE 61 028 D031200 0 028 D041200 2547 028 E011200 1404 028 E021200 0 028 E031200 0 028 E041200 2603 028 F011200 2247 028 F021200 0 028 F031200 0 028 F041200 1513 028 G011200 11101 028 G021200 0 028 G031200 0 028 G041200 12358 028 H001200 0 045 001200 Y 046 001200 N 047 001200 Y 048 001200 0.650 048 A011200 0 048 A021200 0.000 048 B011200 0 048 B021200 0.000 048 C011200 0 048 C021200 0.000 048 D011200 0 048 D021200 0.000 048 E011200 0 048 E021200 0.000 048 F011200 0 048 F021200 0.000 048 G011200 0 048 G021200 0.000 048 H011200 0 048 H021200 0.000 048 I011200 0 048 I021200 0.000 048 J011200 0 048 J021200 0.000 048 K011200 0 048 K021200 0.000 049 001200 N 050 001200 N 051 001200 N 052 001200 N 053 A001200 N 055 A001200 Y 055 B001200 N 056 001200 Y 057 001200 N 062 A001200 Y PAGE 62 062 B001200 0.0 062 C001200 0.0 062 D001200 1.8 062 E001200 0.0 062 F001200 0.0 062 G001200 0.0 062 H001200 0.0 062 I001200 24.3 062 J001200 0.0 062 K001200 0.0 062 L001200 0.0 062 M001200 12.6 062 N001200 29.1 062 O001200 0.0 062 P001200 40.0 062 Q001200 18.3 062 R001200 0.0 063 A001200 0 063 B001200 14.3 064 A001200 N 064 B001200 N 066 A001200 N 067 001200 N 068 A001200 N 068 B001200 N 069 001200 N 070 A011200 Y 070 A021200 Y 070 B011200 Y 070 B021200 N 070 C011200 Y 070 C021200 N 070 D011200 Y 070 D021200 N 070 E011200 Y 070 E021200 N 070 F011200 Y 070 F021200 N 070 G011200 Y 070 G021200 N 070 H011200 Y 070 H021200 N 070 I011200 Y 070 I021200 N 070 J011200 Y 070 J021200 Y 070 K011200 Y 070 K021200 N 070 L011200 Y 070 L021200 Y 070 M011200 Y PAGE 63 070 M021200 Y 070 N011200 Y 070 N021200 N 070 O011200 Y 070 O021200 N 070 P011200 Y 070 P021200 N 070 Q011200 N 070 Q021200 N 070 R011200 N 070 R021200 N 071 A001200 325386 071 B001200 326310 071 C001200 90462 071 D001200 355 072 A001200 12 072 B001200 7131 072 C001200 0 072 D001200 0 072 E001200 0 072 F001200 603 072 G001200 0 072 H001200 0 072 I001200 0 072 J001200 79 072 K001200 0 072 L001200 12 072 M001200 13 072 N001200 0 072 O001200 0 072 P001200 0 072 Q001200 0 072 R001200 12 072 S001200 3 072 T001200 0 072 U001200 0 072 V001200 0 072 W001200 5 072 X001200 726 072 Y001200 0 072 Z001200 6405 072AA001200 547 072BB001200 0 072CC011200 0 072CC021200 588 072DD011200 0 072DD021200 0 072EE001200 0 073 A011200 0.0000 073 A021200 0.0000 073 B001200 0.0000 PAGE 64 073 C001200 0.0000 074 A001200 1 074 B001200 1731 074 C001200 23186 074 D001200 91968 074 E001200 0 074 F001200 0 074 G001200 0 074 H001200 0 074 I001200 0 074 J001200 0 074 K001200 0 074 L001200 1713 074 M001200 0 074 N001200 118600 074 O001200 22721 074 P001200 7 074 Q001200 0 074 R011200 0 074 R021200 0 074 R031200 0 074 R041200 437 074 S001200 0 074 T001200 95435 074 U011200 8355 074 U021200 0 074 V011200 11.42 074 V021200 0.00 074 W001200 0.0000 074 X001200 3 074 Y001200 0 075 A001200 0 075 B001200 93263 076 001200 0.00 008 A001301 NEW ENGLAND INVESTMENT MANAGEMENT 008 B001301 A 008 C001301 801-47459 008 D011301 BOSTON 008 D021301 MA 008 D031301 02116 008 D041301 3700 008 A001302 DAVIS SELECTED ADVISERS, L.P. 008 B001302 S 008 C001302 801-31648 008 D011302 SANTA FE 008 D021302 NM 008 D031302 87501 024 001300 Y 025 A001301 AMERICAN EXPRESS CREDIT CORP. 025 B001301 13-2518466 025 C001301 E PAGE 65 025 D001301 45834 025 A001302 STATE STREET CORP. 025 B001302 04-1867445 025 C001302 E 025 D001302 4149 025 A001303 STATE STREET REPURCHASE AGREEMENT 025 B001303 04-1867445 025 C001303 D 025 D001303 97904 025 A001304 DELETE 025 D001304 0 025 A001305 DELETE 025 D001305 0 025 D001306 0 025 D001307 0 025 D001308 0 028 A011300 29468 028 A021300 0 028 A031300 0 028 A041300 12720 028 B011300 38739 028 B021300 0 028 B031300 0 028 B041300 16811 028 C011300 29549 028 C021300 0 028 C031300 0 028 C041300 12496 028 D011300 32855 028 D021300 0 028 D031300 0 028 D041300 15610 028 E011300 35859 028 E021300 0 028 E031300 0 028 E041300 17826 028 F011300 32073 028 F021300 0 028 F031300 0 028 F041300 20805 028 G011300 198543 028 G021300 0 028 G031300 0 028 G041300 96268 028 H001300 0 045 001300 Y 046 001300 N 047 001300 Y 048 001300 0.750 048 A011300 0 048 A021300 0.000 PAGE 66 048 B011300 0 048 B021300 0.000 048 C011300 0 048 C021300 0.000 048 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 0 048 K021300 0.000 049 001300 N 050 001300 N 051 001300 N 052 001300 N 053 A001300 N 055 A001300 Y 055 B001300 N 056 001300 Y 057 001300 N 062 A001300 N 062 B001300 0.0 062 C001300 0.0 062 D001300 0.0 062 E001300 0.0 062 F001300 0.0 062 G001300 0.0 062 H001300 0.0 062 I001300 0.0 062 J001300 0.0 062 K001300 0.0 062 L001300 0.0 062 M001300 0.0 062 N001300 0.0 062 O001300 0.0 062 P001300 0.0 062 Q001300 0.0 062 R001300 0.0 063 A001300 0 063 B001300 0.0 066 A001300 Y 066 B001300 N PAGE 67 066 C001300 N 066 D001300 Y 066 E001300 N 066 F001300 N 066 G001300 N 067 001300 N 068 A001300 N 068 B001300 N 069 001300 N 070 A011300 Y 070 A021300 Y 070 B011300 Y 070 B021300 N 070 C011300 Y 070 C021300 N 070 D011300 Y 070 D021300 N 070 E011300 Y 070 E021300 N 070 F011300 Y 070 F021300 N 070 G011300 Y 070 G021300 N 070 H011300 Y 070 H021300 N 070 I011300 Y 070 I021300 N 070 J011300 Y 070 J021300 N 070 K011300 Y 070 K021300 N 070 L011300 Y 070 L021300 Y 070 M011300 Y 070 M021300 Y 070 N011300 Y 070 N021300 N 070 O011300 Y 070 O021300 N 070 P011300 Y 070 P021300 N 070 Q011300 N 070 Q021300 N 070 R011300 N 070 R021300 N 071 A001300 340668 071 B001300 186897 071 C001300 736122 071 D001300 21 072 A001300 12 072 B001300 4182 PAGE 68 072 C001300 7063 072 D001300 0 072 E001300 0 072 F001300 6003 072 G001300 0 072 H001300 0 072 I001300 0 072 J001300 105 072 K001300 0 072 L001300 122 072 M001300 26 072 N001300 0 072 O001300 0 072 P001300 0 072 Q001300 0 072 R001300 20 072 S001300 28 072 T001300 0 072 U001300 0 072 V001300 0 072 W001300 25 072 X001300 6332 072 Y001300 41 072 Z001300 4954 072AA001300 89490 072BB001300 0 072CC011300 0 072CC021300 25825 072DD011300 0 072DD021300 0 072EE001300 0 073 A011300 0.0000 073 A021300 0.0000 073 B001300 0.0000 073 C001300 0.0000 074 A001300 1 074 B001300 97904 074 C001300 0 074 D001300 0 074 E001300 3557 074 F001300 822606 074 G001300 0 074 H001300 0 074 I001300 0 074 J001300 0 074 K001300 0 074 L001300 2374 074 M001300 0 074 N001300 926442 074 O001300 0 074 P001300 17 PAGE 69 074 Q001300 0 074 R011300 0 074 R021300 0 074 R031300 0 074 R041300 1160 074 S001300 0 074 T001300 925265 074 U011300 31684 074 U021300 0 074 V011300 29.20 074 V021300 0.00 074 W001300 0.0000 074 X001300 3 074 Y001300 0 075 A001300 0 075 B001300 860512 076 001300 0.00 008 A001401 NEW ENGLAND INVESTMENT MANAGEMENT 008 B001401 A 008 C001401 801-47459 008 D011401 BOSTON 008 D021401 MA 008 D031401 02116 008 D041401 3700 008 A001402 FRED ALGER MANAGEMENT, INC. 008 B001402 S 008 C001402 801-06709 008 D011402 JERSEY CITY 008 D021402 NJ 008 D031402 07302 024 001400 Y 025 A001401 SOLOMON SMITH BARNEY HOLDINGS, INC. 025 B001401 11-2418191 025 C001401 D 025 D001401 9995 025 A001402 MERRILL LYNCH & COMPANY, INC 025 B001402 13-5674085 025 C001402 E 025 D001402 10746 025 A001403 AMERICAN EXPRESS CREDIT CORP. 025 B001403 13-2518466 025 C001403 E 025 D001403 5521 025 A001404 STATE STREET GLOBAL ADVISORS 025 B001404 04-1867445 025 C001404 D 025 D001404 9950 025 A001405 DELETE 025 D001405 0 025 D001406 0 025 D001407 0 PAGE 70 025 D001408 0 028 A011400 34980 028 A021400 11256 028 A031400 0 028 A041400 23063 028 B011400 38298 028 B021400 0 028 B031400 0 028 B041400 21795 028 C011400 29513 028 C021400 0 028 C031400 0 028 C041400 15632 028 D011400 35561 028 D021400 0 028 D031400 0 028 D041400 18204 028 E011400 31637 028 E021400 0 028 E031400 0 028 E041400 24610 028 F011400 36548 028 F021400 0 028 F031400 0 028 F041400 22202 028 G011400 206537 028 G021400 11256 028 G031400 0 028 G041400 125506 028 H001400 0 045 001400 Y 046 001400 N 047 001400 Y 048 001400 0.750 048 A011400 0 048 A021400 0.000 048 B011400 0 048 B021400 0.000 048 C011400 0 048 C021400 0.000 048 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 0 048 H021400 0.000 048 I011400 0 PAGE 71 048 I021400 0.000 048 J011400 0 048 J021400 0.000 048 K011400 0 048 K021400 0.000 049 001400 N 050 001400 N 051 001400 N 052 001400 N 053 A001400 N 055 A001400 Y 055 B001400 N 056 001400 Y 057 001400 N 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 0.0 063 A001400 0 063 B001400 0.0 066 A001400 Y 066 B001400 N 066 C001400 Y 066 D001400 N 066 E001400 N 066 F001400 N 066 G001400 N 067 001400 N 068 A001400 N 068 B001400 N 069 001400 N 070 A011400 Y 070 A021400 Y 070 B011400 Y 070 B021400 N 070 C011400 Y 070 C021400 N PAGE 72 070 D011400 Y 070 D021400 N 070 E011400 Y 070 E021400 N 070 F011400 Y 070 F021400 N 070 G011400 Y 070 G021400 N 070 H011400 Y 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 N 070 N011400 Y 070 N021400 N 070 O011400 Y 070 O021400 N 070 P011400 Y 070 P021400 N 070 Q011400 N 070 Q021400 N 070 R011400 Y 070 R021400 N 071 A001400 1168152 071 B001400 819643 071 C001400 928251 071 D001400 88 072 A001400 12 072 B001400 5401 072 C001400 4952 072 D001400 0 072 E001400 0 072 F001400 7644 072 G001400 0 072 H001400 0 072 I001400 0 072 J001400 129 072 K001400 0 072 L001400 130 072 M001400 31 072 N001400 0 072 O001400 0 072 P001400 0 072 Q001400 0 PAGE 73 072 R001400 23 072 S001400 35 072 T001400 0 072 U001400 0 072 V001400 0 072 W001400 33 072 X001400 8025 072 Y001400 0 072 Z001400 2328 072AA001400 46776 072BB001400 0 072CC011400 0 072CC021400 206925 072DD011400 3216 072DD021400 0 072EE001400 8040 073 A011400 0.0900 073 A021400 0.0000 073 B001400 0.2300 073 C001400 0.0000 074 A001400 0 074 B001400 0 074 C001400 19944 074 D001400 0 074 E001400 0 074 F001400 945403 074 G001400 0 074 H001400 0 074 I001400 0 074 J001400 1512 074 K001400 0 074 L001400 2518 074 M001400 0 074 N001400 969377 074 O001400 0 074 P001400 17 074 Q001400 0 074 R011400 0 074 R021400 0 074 R031400 0 074 R041400 1003 074 S001400 0 074 T001400 968357 074 U011400 38646 074 U021400 0 074 V011400 25.06 074 V021400 0.00 074 W001400 0.0000 074 X001400 4 074 Y001400 0 075 A001400 0 PAGE 74 075 B001400 1062918 076 001400 0.00 074 A001500 0 074 B001500 0 074 C001500 0 074 D001500 0 074 E001500 0 074 F001500 0 074 G001500 0 074 H001500 0 074 I001500 0 074 J001500 0 074 K001500 0 074 L001500 0 074 M001500 0 074 N001500 0 008 A001601 NEW ENGLAND INVESTMENT MANAGEMENT 008 B001601 A 008 C001601 801-47459 008 D011601 BOSTON 008 D021601 MA 008 D031601 02116 008 D041601 3700 008 A001602 MASSACHUSETTS FINANCIAL SERVICE COMPANY 008 B001602 S 008 C001602 801-17352 008 D011602 BOSTON 008 D021602 MA 008 D031602 02116 024 001600 Y 025 A001601 STATE STREET CORP. 025 B001601 04-1867445 025 C001601 E 025 D001601 262 025 A001602 AMERICAN EXPRESS CREDIT CORP. 025 B001602 13-2518466 025 C001602 E 025 D001602 137 025 A001603 MERRILL LYNCH & COMPANY, INC 025 B001603 13-5674085 025 C001603 E 025 D001603 25 025 D001604 0 025 D001605 0 025 D001606 0 025 D001607 0 025 D001608 0 028 A011600 1052 028 A021600 7 028 A031600 0 028 A041600 311 PAGE 75 028 B011600 1461 028 B021600 0 028 B031600 0 028 B041600 577 028 C011600 1257 028 C021600 0 028 C031600 0 028 C041600 404 028 D011600 1541 028 D021600 0 028 D031600 0 028 D041600 407 028 E011600 1120 028 E021600 0 028 E031600 0 028 E041600 302 028 F011600 1195 028 F021600 0 028 F031600 0 028 F041600 346 028 G011600 7626 028 G021600 7 028 G031600 0 028 G041600 2347 028 H001600 0 045 001600 Y 046 001600 N 047 001600 Y 048 001600 0.750 048 A011600 0 048 A021600 0.000 048 B011600 0 048 B021600 0.000 048 C011600 0 048 C021600 0.000 048 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 0 048 K021600 0.000 PAGE 76 049 001600 N 050 001600 N 051 001600 N 052 001600 N 053 A001600 Y 053 B001600 Y 055 A001600 Y 055 B001600 N 056 001600 Y 057 001600 N 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 0.0 063 A001600 0 063 B001600 0.0 066 A001600 Y 066 B001600 N 066 C001600 N 066 D001600 N 066 E001600 Y 066 F001600 N 066 G001600 N 067 001600 N 068 A001600 N 068 B001600 N 069 001600 N 070 A011600 Y 070 A021600 N 070 B011600 N 070 B021600 N 070 C011600 N 070 C021600 N 070 D011600 N 070 D021600 N 070 E011600 Y 070 E021600 N PAGE 77 070 F011600 Y 070 F021600 N 070 G011600 N 070 G021600 N 070 H011600 N 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 N 070 O011600 Y 070 O021600 N 070 P011600 Y 070 P021600 N 070 Q011600 N 070 Q021600 N 070 R011600 Y 070 R021600 N 071 A001600 19461 071 B001600 8350 071 C001600 12364 071 D001600 67 072 A001600 12 072 B001600 54 072 C001600 131 072 D001600 0 072 E001600 0 072 F001600 98 072 G001600 0 072 H001600 0 072 I001600 0 072 J001600 85 072 K001600 0 072 L001600 1 072 M001600 11 072 N001600 0 072 O001600 0 072 P001600 0 072 Q001600 0 072 R001600 6 072 S001600 1 072 T001600 0 072 U001600 0 PAGE 78 072 V001600 0 072 W001600 4 072 X001600 206 072 Y001600 88 072 Z001600 67 072AA001600 0 072BB001600 178 072CC011600 155 072CC021600 0 072DD011600 7 072DD021600 0 072EE001600 0 073 A011600 0.0100 073 A021600 0.0000 073 B001600 0.0000 073 C001600 0.0000 074 A001600 4 074 B001600 0 074 C001600 1172 074 D001600 30 074 E001600 0 074 F001600 17504 074 G001600 0 074 H001600 0 074 I001600 0 074 J001600 17 074 K001600 10 074 L001600 116 074 M001600 0 074 N001600 18853 074 O001600 405 074 P001600 2 074 Q001600 0 074 R011600 0 074 R021600 0 074 R031600 0 074 R041600 24 074 S001600 0 074 T001600 18422 074 U011600 1800 074 U021600 0 074 V011600 10.23 074 V021600 0.00 074 W001600 0.0000 074 X001600 3 074 Y001600 0 075 A001600 0 075 B001600 15906 076 001600 0.00 008 A001701 NEW ENGLAND INVESTMENT MANAGEMENT 008 B001701 A PAGE 79 008 C001701 801-47459 008 D011701 BOSTON 008 D021701 MA 008 D031701 02116 008 D041701 3700 008 A001702 MASSACHUSETTS FINANCIAL SERVICE COMPANY 008 B001702 S 008 C001702 801-17352 008 D011702 BOSTON 008 D021702 MA 008 D031702 02116 024 001700 Y 025 A001701 MERRILL LYNCH & CO., INC 025 B001701 13-5674085 025 C001701 E 025 D001701 367 025 A001702 GOLDMAN SACHS GROUP 025 B001702 13-5108880 025 C001702 E 025 D001702 134 025 A001703 LEHMAN BROTHERS HOLDINGS, INC. 025 B001703 13-2518468 025 C001703 E 025 D001703 64 025 A001704 DELETE 025 D001704 0 025 A001705 DELETE 025 D001705 0 025 D001706 0 025 D001707 0 025 D001708 0 028 A011700 4691 028 A021700 13 028 A031700 0 028 A041700 416 028 B011700 6410 028 B021700 0 028 B031700 0 028 B041700 1610 028 C011700 6232 028 C021700 0 028 C031700 0 028 C041700 725 028 D011700 6787 028 D021700 0 028 D031700 0 028 D041700 1057 028 E011700 7229 028 E021700 0 028 E031700 0 028 E041700 2325 PAGE 80 028 F011700 4914 028 F021700 0 028 F031700 0 028 F041700 957 028 G011700 36263 028 G021700 13 028 G031700 0 028 G041700 7090 028 H001700 0 045 001700 Y 046 001700 N 047 001700 Y 048 001700 0.750 048 A011700 0 048 A021700 0.000 048 B011700 0 048 B021700 0.000 048 C011700 0 048 C021700 0.000 048 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 0 048 K021700 0.000 049 001700 N 050 001700 N 051 001700 N 052 001700 N 053 A001700 Y 053 B001700 Y 055 A001700 Y 055 B001700 N 056 001700 Y 057 001700 N 062 A001700 N 062 B001700 0.0 062 C001700 0.0 062 D001700 0.0 062 E001700 0.0 062 F001700 0.0 PAGE 81 062 G001700 0.0 062 H001700 0.0 062 I001700 0.0 062 J001700 0.0 062 K001700 0.0 062 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 0.0 063 A001700 0 063 B001700 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 N 070 B011700 N 070 B021700 N 070 C011700 N 070 C021700 N 070 D011700 N 070 D021700 N 070 E011700 N 070 E021700 N 070 F011700 N 070 F021700 N 070 G011700 N 070 G021700 N 070 H011700 N 070 H021700 N 070 I011700 N 070 I021700 N 070 J011700 Y 070 J021700 N 070 K011700 Y 070 K021700 N 070 L011700 Y 070 L021700 Y 070 M011700 Y 070 M021700 Y PAGE 82 070 N011700 Y 070 N021700 N 070 O011700 Y 070 O021700 N 070 P011700 Y 070 P021700 Y 070 Q011700 N 070 Q021700 N 070 R011700 Y 070 R021700 N 071 A001700 72893 071 B001700 23532 071 C001700 29437 071 D001700 80 072 A001700 12 072 B001700 123 072 C001700 183 072 D001700 0 072 E001700 0 072 F001700 233 072 G001700 0 072 H001700 0 072 I001700 0 072 J001700 131 072 K001700 0 072 L001700 3 072 M001700 11 072 N001700 0 072 O001700 0 072 P001700 0 072 Q001700 0 072 R001700 6 072 S001700 3 072 T001700 0 072 U001700 0 072 V001700 0 072 W001700 2 072 X001700 389 072 Y001700 110 072 Z001700 27 072AA001700 0 072BB001700 17 072CC011700 0 072CC021700 4413 072DD011700 13 072DD021700 0 072EE001700 0 073 A011700 0.0100 073 A021700 0.0000 073 B001700 0.0000 073 C001700 0.0000 PAGE 83 074 A001700 10 074 B001700 0 074 C001700 2989 074 D001700 0 074 E001700 0 074 F001700 50362 074 G001700 0 074 H001700 0 074 I001700 0 074 J001700 801 074 K001700 0 074 L001700 230 074 M001700 0 074 N001700 54392 074 O001700 416 074 P001700 2 074 Q001700 0 074 R011700 0 074 R021700 0 074 R031700 0 074 R041700 64 074 S001700 0 074 T001700 53910 074 U011700 4671 074 U021700 0 074 V011700 11.54 074 V021700 0.00 074 W001700 0.0000 074 X001700 3 074 Y001700 0 075 A001700 0 075 B001700 18304 076 001700 0.00 075 A002300 0 075 B002300 0 076 002300 0.00 SIGNATURE ALLISON TROIANI TITLE ASSISTANT VICE PRES. EX-99 2 0002.txt 77B ACCOUNTANTS REPORT ON INTERNAL CONTROL INDEPENDENT AUDITORS REPORT To the Board of Trustees and Shareholders of the New England Zenith Fund: In planning and performing our audit of the financial statements of the New England Zenith Fund (the Fund) (comprising respectively, the Back Bay Advisors Bond Income Series, Loomis Sayles Small Cap Series, Alger Equity Growth Series, Capital Growth Series, Harris Oakmark Mid Cap Value Series, Davis Venture Value Series, Westpeak Growth and Income Series, Westpeak Stock Index Series, Balanced Series, Back Bay Advisors Managed Series, Salomon Brothers Strategic Bond Opportunities Series, Salomon Brothers U.S. Government Series, Back Bay Advisors Money Market Series, MFS Investors Series, and MFS Research Managers Series (the Series)) for the period ended December 31, 2000 (on which we have issued our report dated February 16, 2001), 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, and not to provide assurance on the Funds internal control. The management of the Fund 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 entitys objective of preparing financial statements for external purposes that are fairly presented in conformity with accounting principles generally accepted in the United States of America. Those controls include the safeguarding of assets against unauthorized acquisition, use, or disposition. Because of inherent limitations in any internal control, misstatements due to error or fraud may occur and not be detected. Also, projections of any evaluation of internal control to future periods are subject to the risk that the internal control may become inadequate because of changes in conditions or that the degree of compliance with policies or procedures may deteriorate. Our consideration of the Funds 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 due to 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 the Funds internal control and its operation, including controls for safeguarding securities, that we consider to be material weaknesses as defined above as of December 31, 2000. This report is intended solely for the information and use of management, the Trustees and Shareholders of the New England Zenith Fund, and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties. Deloitte and Touche Boston, Massachusetts February 16, 2001 EX-99 3 0003.txt 77C MATTERS SUBMITTED TO A VOTE At a Special Meeting of Shareholders held on October 30, 2000 such shareholders voted for the following proposals: 1.That with respect to the Capital Growth Series the new Advisory Agreement between New England Investment Management, Inc.(NEIM) and the Trust is hereby approved. For Against Abstain Total 4,210,001 74,724 127,627 4,412,352 2a.That with respect to the Money Market Series the new proposed Subadvisory Agreement between NEIM and Back Bay Advisors, L.P.(Back Bay) is hereby approved. For Against Abstain Total 2,000,485 25,827 34,740 2,061,052 2b.That with respect to the Bond Income Series the new proposed Subadvisory Agreement between NEIM and Back Bay is hereby approved. For Against Abstain Total 2,493,448 41,706 59,194 2,594,347 2c.That with respect to the Managed Series the new proposed Subadvisory Agreement between NEIM and Back Bay is hereby approved. For Against Abstain Total 985,698 18,184 25,462 1,029,344 2d.That with respect to the Loomis Sayles Small Cap Series the new proposed Subadvisory Agreement between NEIM and Loomis, Sayles & Company, L.P. is hereby approved. For Against Abstain Total 2,083,468 29,096 59,101 2,171,665 2e.That with respect to the Harris Oakmark Mid Cap Value Series the new proposed Subadvisory Agreement between NEIM and Harris Associates L.P. is hereby approved. For Against Abstain Total 825,332 15,838 32,886 874,057 2f.That with respect to the Westpeak Growth and Income Series the new proposed Subadvisory Agreement between NEIM and Westpeak Investment Advisors, L.P. is hereby approved. For Against Abstain Total 2,010,980 36,905 86,870 2,134,755 2g.That with respect to the Westpeak Stock Index Series the new proposed Subadvisory Agreement between NEIM and Westpeak Investment Advisors, L.P. is hereby approved. For Against Abstai Total 1,176,796 27,256 37,846 1,241,898 2h.That with respect to the Davis Venture Value Series the new proposed Subadvisory Agreement between NEIM and Davis Selected Advisers, L.P. and Davis Selected Advisers NY, Inc. is hereby approved. For Against Abstain Total 27,971,386 430,286 1,025,772 29,427,444 3.That with respect to all Series the following trustees are hereby elected: John J. Arena For Against Abstain Total 116,738,812 0 3,958,884 120,697,696 Edward A. Benjamin For Against Abstain Total 116,738,812 0 3,958,884 120,697,696 Mary Ann Brown For Against Abstain Total 116,726,742 0 3,970,954 120,697,696 John W. Flynn For Against Abstain Total 116,750,882 0 3,946,815 120,697,697 Anne M. Goggin For Against Abstain Total 116,714,672 0 3,983,024 120,697,696 Nancy Hawthorne For Against Abstain Total 116,738,812 0 3,958,884 120,697,696 John T. Ludes For Against Abstain Total 116,750,882 0 3,946,815 120,697,697 Dale R. Marshall For Against Abstain Total 116,738,812 0 3,970,954 120,709,766 4.That with respect to each Series the amendment and restatement of theDeclaration of Trust of the Trust is hereby approved. For Against Abstain Total 115,073,184 1,713,907 3,910,605 120,697,697 EX-99 4 0004.txt 77E LEGAL PROCEEDINGS New England Zenith Fund is incorporating by reference seventeen new or amended Registrant contracts pursuant to NSAR Sub-Item 77Q1 (e). First, Amended and Restated Agreement and Declaration of Trust dated October 30, 2000 is incorporated herein by reference to Post-Effective Amendment No.29 (file No. 2-83538). Second, Amendment No. 1 to Declaration of Trust dated February 1, 20001 is incorporated herein by reference to Post Effective Amendment No.30 (file No. 2-83538). Third, Interim Advisory and Subadvisory Agreement by and between the Fund on behalf of its Capital Growth Series and Capital Growth Management LP eah dated October 30, 2000 and each incorporated herein By reference to Post -Effective Amendment No. 3 on February 16, 2001. Fourth, Sub-Advisory Agreement for the Harris Oakmark Mid Cap Value Series between NEIM and Harris Associates L.P. dated as of October 30, 2000 is incorporated herein by reference to Post-Effective Amendment No.30 (file No. 2-83538) Fifth, Sub-Advisory Agreement for the Loomis Sayles Small Cap Series between NEIM and Loomis, Sayles & Company, LP dated as of October 30,2000 is incorporated herein by reference to Post-Effective Amendment No.30 (file No. 2-83538) Sixth, Sub-Advisory Agreement for the Westpeak Growth and Income Series between NEIM and Westpeak Investment Advisors, L.P. dated as of October 30,2000 is incorporated herein by reference to Post-Effective Amendment No.30 (file No. 2-83538). Seventh, Sub-Advisory Agreement for the Westpeak Stock Index Series between NEIM and Westpeak Investment Advisors, L.P. dated as of October 30,2000 is incorporated herein by reference to Post-Effective Amendment No.30 (file No. 2-83538). Eighth, Sub-Advisory Agreement for the Back Bay Advisors Managed Series between NEIM and Back Bay Advisors, L.P. dated as of October 30,2000 is incorporated herein by reference to Post-Effective Amendment No.30 (file No. 2-83538). Ninth, Sub-Advisory Agreement for the Back Bay Advisors Bond Income Series between NEIM and Back Bay Advisors, L.P. dated as of October 30,2000 is incorporated herein by reference to Post-Effective Amendment No.30 (file No. 2-83538). Tenth, Sub-Advisory Agreement for the Back Bay Advisors Money Market Series between NEIM and Back Bay Advisors, L.P. dated as of October 30,2000 is incorporated herein by reference to Post-Effective Amendment No.30 (file No. 2-83538). Eleventh, Interim Sub-Advisory Agreement for Harris Oakmark Mid Cap Value Series between NEIM and Harris Associates L.P. dated as of October 30, 2000 is incorporated herein by reference to Post-Effective Amendment No. 30 (file No. 2-83538). Twelfth, Interim Sub-Advisory Agreement for the Loomis Sayles Small Cap Series between NEIM and Loomis, Sayles & Company, LP dated as of October 30,2000 is incorporated herein by reference to Post-Effective Amendment No.30 (file No. 2-83538). Thirteenth, Interim Sub-Advisory Agreement for the Westpeak Growth and Income Series between NEIM and Westpeak Investment Advisors, L.P. dated as of October 30,2000 is incorporated herein by reference to Post-Effective Amendment No.30 (file No. 2-83538). Fourteenth, Interim Sub-Advisory Agreement for the Westpeak Stock Index Series between NEIM and Westpeak Investment Advisors, L.P. dated as of October 30,2000 is incorporated herein by reference to Post-Effective Amendment No.30 (file No. 2-83538). Fifteenth, Interim Sub-Advisory Agreement for the Back Bay Advisors Managed Series between NEIM and Back Bay Advisors, L.P. dated as of October 30,2000 is incorporated herein by reference to Post-Effective Amendment No.30 (file No. 2-83538). Sixteenth, Interim Sub-Advisory Agreement for the Back Bay Advisors Bond Income Series between NEIM and Back Bay Advisors, L.P. dated as of October 30,2000 is incorporated herein by reference to Post-Effective Amendment No.30 (file No. 2-83538). Seventeenth, Interim Sub-Advisory Agreement for the Back Bay Advisors Money Market Series between NEIM and Back Bay Advisors, L.P. dated as of October 30,2000 is incorporated herein by reference to Post-Effective Amendment No.30 (file No. 2-83538). EX-99 5 0005.txt 77O 10F-3 TRANSACTIONS The following is a summary of 10f-3 transactions reported to the New England Zenith Fund Board of Trustees during the six months ended December 31, 2000. MFS Research Managers Series (Series 17) engaged in one Rule 10f-3 transaction during the period. The Series purchased Goldman Sachs Group, Inc. on August 1, 2000. 40,000,000 securities were offered. The affiliated broker was Conning & Co. The price per unit was 99.75 U.S. Dollars. The Series purchased 840 shares with a cost of $83,790 USD from Goldman Sachs & Co. The securities were offered pursuant to a firm commitment underwriting. The transaction was executed away from MFS and MFS did not receive any compensation in connection with the transaction. The commission or spread received by the underwriters was reasonable andfair. The total principal amount purchased by the Series was less than 10% of the total offering. -----END PRIVACY-ENHANCED MESSAGE-----