-----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, BDIJgVKBCx+Op3qMXlB28ST2fuKdVNKz2L5sVo6R0WSx/HDN3Qx3VA5yfWI53JeB X4xTmVI6kp7Murj5tp9gEg== 0000719211-02-000001.txt : 20020415 0000719211-02-000001.hdr.sgml : 20020415 ACCESSION NUMBER: 0000719211-02-000001 CONFORMED SUBMISSION TYPE: NSAR-B PUBLIC DOCUMENT COUNT: 4 CONFORMED PERIOD OF REPORT: 20011231 FILED AS OF DATE: 20020315 FILER: COMPANY DATA: COMPANY CONFORMED NAME: NEW ENGLAND ZENITH FUND CENTRAL INDEX KEY: 0000719211 IRS NUMBER: 046485680 STATE OF INCORPORATION: MA FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: NSAR-B SEC ACT: 1940 Act SEC FILE NUMBER: 811-03728 FILM NUMBER: 02575567 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: ZENITH FUND INC DATE OF NAME CHANGE: 19861204 FORMER COMPANY: FORMER CONFORMED NAME: NEL SERIES FUND INC DATE OF NAME CHANGE: 19851223 FORMER COMPANY: FORMER CONFORMED NAME: NEW ENGLAND ZENITH FUND INC DATE OF NAME CHANGE: 19870506 NSAR-B 1 zanswer.fil NEW ENGLAND ZENITH FUND 12-31-01 NSAR PAGE 1 000 A000000 12/31/2001 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 14 007 C010100 1 007 C020100 STATE STREET RESEARCH BOND INCOME SERIES 007 C030100 N 007 C010200 2 007 C020200 CAPITAL GROWTH SERIES 007 C030200 N 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HOUSEHOLD FINANCE CORP. PAGE 19 025 B000302 36-1239445 025 C000302 D 025 D000302 13954 025 A000303 WELL FARGO & CO. 025 C000303 D 025 D000303 13954 025 D000304 0 025 D000305 0 025 D000306 0 025 D000307 0 025 D000308 0 028 A010300 27895 028 A020300 808 028 A030300 0 028 A040300 28359 028 B010300 50721 028 B020300 754 028 B030300 0 028 B040300 41070 028 C010300 46996 028 C020300 722 028 C030300 0 028 C040300 16739 028 D010300 46859 028 D020300 702 028 D030300 0 028 D040300 43018 028 E010300 27127 028 E020300 661 028 E030300 0 028 E040300 30796 028 F010300 32310 028 F020300 968 028 F030300 0 028 F040300 32090 028 G010300 231908 028 G020300 4615 028 G030300 0 028 G040300 192072 028 H000300 0 037 000300 N 038 000300 0 039 000300 N 040 000300 Y 041 000300 Y 042 A000300 0 042 B000300 0 042 C000300 0 042 D000300 100 042 E000300 0 042 F000300 0 PAGE 20 042 G000300 0 042 H000300 0 043 000300 7 044 000300 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 048 K020300 0.250 049 000300 N 050 000300 N 051 000300 N 052 000300 N 053 A000300 N 055 A000300 N 055 B000300 N 056 000300 Y 057 000300 N 058 A000300 N 059 000300 Y 060 A000300 Y 060 B000300 Y 061 000300 0 062 A000300 Y 062 B000300 0.0 062 C000300 0.0 062 D000300 0.0 062 E000300 0.0 062 F000300 1.3 062 G000300 0.0 PAGE 21 062 H000300 0.0 062 I000300 98.5 062 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 56 063 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 070 H010300 N 070 H020300 N 070 I010300 N 070 I020300 N 070 J010300 Y 070 J020300 N 070 K010300 Y 070 K020300 N 070 L010300 Y 070 L020300 Y 070 M010300 Y 070 M020300 N 070 N010300 Y 070 N020300 N 070 O010300 Y 070 O020300 N 070 P010300 Y PAGE 22 070 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 10903 072 C000300 0 072 D000300 0 072 E000300 0 072 F000300 907 072 G000300 0 072 H000300 0 072 I000300 0 072 J000300 75 072 K000300 0 072 L000300 40 072 M000300 23 072 N000300 0 072 O000300 0 072 P000300 0 072 Q000300 0 072 R000300 18 072 S000300 10 072 T000300 7 072 U000300 0 072 V000300 0 072 W000300 9 072 X000300 1089 072 Y000300 0 072 Z000300 9814 072AA000300 0 072BB000300 0 072CC010300 0 072CC020300 0 072DD010300 9753 072DD020300 61 072EE000300 0 073 A010300 3.8788 073 A020300 1.9460 073 B000300 0.0000 073 C000300 0.0000 074 A000300 86 074 B000300 0 074 C000300 292324 074 D000300 0 074 E000300 0 PAGE 23 074 F000300 0 074 G000300 0 074 H000300 0 074 I000300 0 074 J000300 0 074 K000300 0 074 L000300 1970 074 M000300 0 074 N000300 294380 074 O000300 0 074 P000300 220 074 Q000300 0 074 R010300 0 074 R020300 0 074 R030300 0 074 R040300 1372 074 S000300 0 074 T000300 292788 074 U010300 2774 074 U020300 154 074 V010300 100.00 074 V020300 100.00 074 W000300 100.0023 074 X000300 3 074 Y000300 0 075 A000300 259272 075 B000300 0 076 000300 0.00 008 A000401 METLIFE ADVISERS L.L.C. 008 B000401 A 008 C000401 801-XXXXXX 008 D010401 BOSTON 008 D020401 MA 008 D030401 02116 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 N 028 A010400 0 028 A020400 0 028 A030400 0 028 A040400 0 028 B010400 0 028 B020400 0 028 B030400 0 028 B040400 0 028 C010400 0 PAGE 24 028 C020400 0 028 C030400 0 028 C040400 0 028 D010400 0 028 D020400 0 028 D030400 0 028 D040400 0 028 E010400 0 028 E020400 0 028 E030400 0 028 E040400 0 028 F010400 0 028 F020400 0 028 F030400 0 028 F040400 0 028 G010400 0 028 G020400 0 028 G030400 0 028 G040400 0 028 H000400 0 038 000400 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 0.000 048 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 PAGE 25 053 A000400 N 061 000400 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 069 000400 Y 071 A000400 0 071 B000400 0 071 C000400 0 071 D000400 0 072 A000400 6 072 B000400 0 072 C000400 0 072 D000400 0 072 E000400 0 072 F000400 0 072 G000400 0 072 H000400 0 072 I000400 0 072 J000400 0 072 K000400 0 072 L000400 0 072 M000400 0 072 N000400 0 072 O000400 0 072 P000400 0 072 Q000400 0 072 R000400 0 072 S000400 0 072 T000400 0 072 U000400 0 072 V000400 0 072 W000400 0 072 X000400 0 072 Y000400 0 072 Z000400 0 072AA000400 0 072BB000400 0 072CC010400 0 072CC020400 0 072DD010400 0 072DD020400 0 072EE000400 0 073 A010400 0.0000 PAGE 26 073 A020400 0.0000 073 B000400 0.0000 073 C000400 0.0000 008 A000501 METLIFE ADVISERS L.L.C 008 B000501 A 008 C000501 801-47459 008 D010501 BOSTON 008 D020501 MA 008 D030501 02116 008 D040501 3700 008 A000502 MASSACHUSETTS FINANCIAL SERVICES COMPANY 008 B000502 S 008 C000502 801-17352 008 D010502 BOSTON 008 D020502 MA 008 D030502 02116 024 000500 Y 025 A000501 J.P. MORGAN 025 B000501 13-3224016 025 C000501 D 025 D000501 84 025 A000502 LEHAMN BROTHERS HOLDINGS, INC. 025 B000502 13-2518468 025 C000502 D 025 D000502 483 025 A000503 MERRIL LYNCH 025 B000503 13-5674085 025 C000503 E 025 D000503 1313 025 A000504 MORGAN STANLEY & CO. 025 B000504 13-2655998 025 C000504 D 025 D000504 2044 025 D000505 0 025 D000506 0 025 D000507 0 025 D000508 0 028 A010500 1817 028 A020500 0 028 A030500 0 028 A040500 3677 028 B010500 6431 028 B020500 0 028 B030500 0 028 B040500 8116 028 C010500 2179 028 C020500 0 028 C030500 0 028 C040500 3995 028 D010500 1844 028 D020500 0 PAGE 27 028 D030500 0 028 D040500 3423 028 E010500 1805 028 E020500 0 028 E030500 0 028 E040500 3108 028 F010500 2193 028 F020500 0 028 F030500 0 028 F040500 3151 028 G010500 16269 028 G020500 0 028 G030500 0 028 G040500 25470 028 H000500 0 037 000500 N 038 000500 0 039 000500 N 040 000500 N 042 A000500 0 042 B000500 0 042 C000500 0 042 D000500 0 042 E000500 0 042 F000500 0 042 G000500 0 042 H000500 0 043 000500 0 044 000500 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 PAGE 28 048 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 N 055 A000500 N 055 B000500 N 056 000500 Y 057 000500 N 058 A000500 N 059 000500 Y 060 A000500 Y 060 B000500 Y 061 000500 0 062 A000500 Y 062 B000500 0.0 062 C000500 0.0 062 D000500 0.0 062 E000500 0.0 062 F000500 0.0 062 G000500 0.0 062 H000500 0.0 062 I000500 0.0 062 J000500 0.0 062 K000500 0.0 062 L000500 0.0 062 M000500 8.5 062 N000500 12.7 062 O000500 0.0 062 P000500 18.1 062 Q000500 0.2 062 R000500 0.0 063 A000500 0 063 B000500 13.3 066 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 N PAGE 29 070 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 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 253237 071 B000500 262918 071 C000500 158235 071 D000500 160 072 A000500 12 072 B000500 4306 072 C000500 1644 072 D000500 0 072 E000500 0 072 F000500 831 072 G000500 0 072 H000500 0 072 I000500 0 072 J000500 131 072 K000500 0 072 L000500 27 072 M000500 15 PAGE 30 072 N000500 0 072 O000500 0 072 P000500 0 072 Q000500 0 072 R000500 20 072 S000500 8 072 T000500 0 072 U000500 0 072 V000500 0 072 W000500 7 072 X000500 1039 072 Y000500 0 072 Z000500 4911 072AA000500 11583 072BB000500 2503 072CC010500 0 072CC020500 21058 072DD010500 6265 072DD020500 0 072EE000500 28825 073 A010500 6.6400 073 A020500 0.0000 073 B000500 30.3850 073 C000500 0.0000 074 A000500 0 074 B000500 0 074 C000500 689 074 D000500 62627 074 E000500 1017 074 F000500 92023 074 G000500 0 074 H000500 0 074 I000500 0 074 J000500 1685 074 K000500 0 074 L000500 1150 074 M000500 0 074 N000500 159191 074 O000500 923 074 P000500 128 074 Q000500 0 074 R010500 0 074 R020500 0 074 R030500 0 074 R040500 424 074 S000500 0 074 T000500 157716 074 U010500 1111 074 U020500 0 074 V010500 141.92 074 V020500 0.00 PAGE 31 074 W000500 0.0000 074 X000500 2 074 Y000500 0 075 A000500 0 075 B000500 166149 076 000500 0.00 008 A000601 METLIFE ADVISERS L.L.C. 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 N 025 D000601 0 025 D000602 0 025 D000603 0 025 D000604 0 025 D000605 0 025 D000606 0 025 D000607 0 025 D000608 0 028 A010600 30477 028 A020600 0 028 A030600 0 028 A040600 4403 028 B010600 36550 028 B020600 0 028 B030600 0 028 B040600 7103 028 C010600 18510 028 C020600 0 028 C030600 0 028 C040600 8071 028 D010600 35508 028 D020600 0 028 D030600 0 028 D040600 6662 028 E010600 29732 028 E020600 0 028 E030600 0 028 E040600 5193 028 F010600 33237 028 F020600 0 028 F030600 0 PAGE 32 028 F040600 6348 028 G010600 184014 028 G020600 0 028 G030600 0 028 G040600 37780 028 H000600 0 037 000600 N 038 000600 0 039 000600 N 040 000600 Y 041 000600 Y 042 A000600 0 042 B000600 0 042 C000600 0 042 D000600 100 042 E000600 0 042 F000600 0 042 G000600 0 042 H000600 0 043 000600 12 044 000600 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 PAGE 33 053 A000600 Y 053 B000600 Y 055 A000600 N 055 B000600 N 056 000600 Y 057 000600 N 058 A000600 N 059 000600 Y 060 A000600 N 060 B000600 N 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 0.0 062 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 PAGE 34 070 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 Y 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 070 Q020600 N 070 R010600 Y 070 R020600 N 071 A000600 255539 071 B000600 63505 071 C000600 225426 071 D000600 28 072 A000600 12 072 B000600 826 072 C000600 2254 072 D000600 0 072 E000600 0 072 F000600 1829 072 G000600 0 072 H000600 0 072 I000600 0 072 J000600 67 072 K000600 0 072 L000600 88 072 M000600 22 072 N000600 0 072 O000600 0 072 P000600 0 072 Q000600 0 072 R000600 20 072 S000600 10 072 T000600 14 PAGE 35 072 U000600 0 072 V000600 0 072 W000600 77 072 X000600 2127 072 Y000600 71 072 Z000600 1024 072AA000600 2344 072BB000600 0 072CC010600 53437 072CC020600 0 072DD010600 1094 072DD020600 0 072EE000600 0 073 A010600 1.0590 073 A020600 0.0000 073 B000600 0.0000 073 C000600 0.0000 074 A000600 1 074 B000600 32030 074 C000600 0 074 D000600 0 074 E000600 0 074 F000600 376392 074 G000600 0 074 H000600 0 074 I000600 0 074 J000600 0 074 K000600 0 074 L000600 1816 074 M000600 0 074 N000600 410239 074 O000600 3538 074 P000600 263 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 0 074 R040600 980 074 S000600 0 074 T000600 405458 074 U010600 1993 074 U020600 131 074 V010600 186.12 074 V020600 184.25 074 W000600 0.0000 074 X000600 8 074 Y000600 0 075 A000600 0 075 B000600 243804 076 000600 0.00 008 A000701 METLIFE ADVISERS L.L.C. PAGE 36 008 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 N 025 A000701 DELETE 025 D000701 0 025 D000702 0 025 D000703 0 025 D000704 0 025 D000705 0 025 D000706 0 025 D000707 0 025 D000708 0 028 A010700 4736 028 A020700 0 028 A030700 0 028 A040700 9404 028 B010700 5436 028 B020700 0 028 B030700 0 028 B040700 10218 028 C010700 4072 028 C020700 0 028 C030700 0 028 C040700 8678 028 D010700 3553 028 D020700 0 028 D030700 0 028 D040700 7249 028 E010700 3753 028 E020700 0 028 E030700 0 028 E040700 6549 028 F010700 5424 028 F020700 0 028 F030700 0 028 F040700 6046 028 G010700 26974 028 G020700 0 028 G030700 0 028 G040700 48144 028 H000700 0 PAGE 37 037 000700 N 038 000700 0 039 000700 N 040 000700 Y 041 000700 Y 042 A000700 0 042 B000700 0 042 C000700 0 042 D000700 100 042 E000700 0 042 F000700 0 042 G000700 0 042 H000700 0 043 000700 0 044 000700 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 0 048 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 058 A000700 N PAGE 38 059 000700 Y 060 A000700 Y 060 B000700 Y 061 000700 0 062 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 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 PAGE 39 070 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 512579 071 B000700 543482 071 C000700 333536 071 D000700 154 072 A000700 12 072 B000700 88 072 C000700 4415 072 D000700 0 072 E000700 0 072 F000700 2282 072 G000700 0 072 H000700 0 072 I000700 0 072 J000700 77 072 K000700 0 072 L000700 191 072 M000700 21 072 N000700 0 072 O000700 0 072 P000700 0 072 Q000700 0 072 R000700 20 072 S000700 16 072 T000700 0 072 U000700 0 072 V000700 0 072 W000700 11 072 X000700 2618 072 Y000700 144 072 Z000700 2029 072AA000700 0 PAGE 40 072BB000700 49415 072CC010700 0 072CC020700 5933 072DD010700 3087 072DD020700 0 072EE000700 10437 073 A010700 1.4900 073 A020700 0.0000 073 B000700 0.0000 073 C000700 0.0000 074 A000700 0 074 B000700 0 074 C000700 0 074 D000700 2569 074 E000700 297666 074 F000700 0 074 G000700 0 074 H000700 0 074 I000700 0 074 J000700 717 074 K000700 0 074 L000700 321 074 M000700 0 074 N000700 301274 074 O000700 0 074 P000700 189 074 Q000700 0 074 R010700 0 074 R020700 0 074 R030700 0 074 R040700 576 074 S000700 0 074 T000700 300509 074 U010700 1910 074 U020700 10 074 V010700 156.51 074 V020700 156.28 074 W000700 0.0000 074 X000700 5 074 Y000700 0 075 A000700 0 075 B000700 335663 076 000700 0.00 008 A000801 METLIFE ADVISERS L.L.C. 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. PAGE 41 008 B000802 S 008 C000802 801-170 008 D010802 BOSTON 008 D020802 MA 008 D030802 02111 024 000800 Y 025 A000801 JEFFRIES GROUP, INC. 025 B000801 95-2622900 025 C000801 E 025 D000801 1066 025 D000802 0 025 D000803 0 025 D000804 0 025 D000805 0 025 D000806 0 025 D000807 0 025 D000808 0 028 A010800 7432 028 A020800 0 028 A030800 0 028 A040800 12764 028 B010800 10074 028 B020800 0 028 B030800 0 028 B040800 12739 028 C010800 7259 028 C020800 0 028 C030800 0 028 C040800 8990 028 D010800 7550 028 D020800 0 028 D030800 0 028 D040800 9529 028 E010800 6722 028 E020800 0 028 E030800 0 028 E040800 10011 028 F010800 9193 028 F020800 0 028 F030800 0 028 F040800 9932 028 G010800 48230 028 G020800 0 028 G030800 0 028 G040800 63965 028 H000800 0 037 000800 N 038 000800 0 039 000800 N 040 000800 Y 041 000800 Y PAGE 42 042 A000800 0 042 B000800 0 042 C000800 0 042 D000800 100 042 E000800 0 042 F000800 0 042 G000800 0 042 H000800 0 043 000800 0 044 000800 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 055 B000800 N 056 000800 Y 057 000800 N 058 A000800 N 059 000800 Y 060 A000800 Y 060 B000800 Y 061 000800 0 PAGE 43 062 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 N 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 070 I020800 N 070 J010800 Y 070 J020800 N PAGE 44 070 K010800 Y 070 K020800 N 070 L010800 Y 070 L020800 Y 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 448305 071 B000800 463116 071 C000800 403780 071 D000800 111 072 A000800 12 072 B000800 835 072 C000800 4111 072 D000800 0 072 E000800 0 072 F000800 3746 072 G000800 0 072 H000800 0 072 I000800 0 072 J000800 124 072 K000800 0 072 L000800 225 072 M000800 24 072 N000800 0 072 O000800 0 072 P000800 0 072 Q000800 0 072 R000800 21 072 S000800 20 072 T000800 0 072 U000800 0 072 V000800 0 072 W000800 17 072 X000800 4177 072 Y000800 0 072 Z000800 769 072AA000800 0 072BB000800 32346 072CC010800 0 072CC020800 12283 072DD010800 1209 PAGE 45 072DD020800 0 072EE000800 31242 073 A010800 0.5300 073 A020800 0.0000 073 B000800 12.6720 073 C000800 1.0200 074 A000800 1 074 B000800 0 074 C000800 9452 074 D000800 0 074 E000800 0 074 F000800 400425 074 G000800 0 074 H000800 0 074 I000800 0 074 J000800 4525 074 K000800 0 074 L000800 1002 074 M000800 0 074 N000800 415405 074 O000800 5544 074 P000800 321 074 Q000800 0 074 R010800 0 074 R020800 0 074 R030800 0 074 R040800 873 074 S000800 0 074 T000800 408667 074 U010800 2293 074 U020800 12 074 V010800 177.25 074 V020800 177.03 074 W000800 0.0000 074 X000800 6 074 Y000800 0 075 A000800 0 075 B000800 416224 076 000800 0.00 008 A000901 METLIFE ADVISERS L.L.C. 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 008 C000902 801-15908 008 D010902 BOSTON 008 D020902 MA PAGE 46 008 D030902 02109 024 000900 Y 025 A000901 BANKERS TRUST CO. 025 B000901 13-4941247 025 C000901 D 025 D000901 244 025 A000902 FLEET BOSTON FINANCIAL CORP 025 C000902 E 025 D000902 1175 025 A000903 GOLDMAN SACHS & CO. 025 B000903 13-5108880 025 C000903 E 025 D000903 566 025 A000904 J.P. MORGAN 025 B000904 13-3224016 025 C000904 E 025 D000904 1181 025 A000905 MERRILL LYNCH & CO. 025 B000905 13-5674085 025 C000905 E 025 D000905 1402 025 A000906 MORGAN STANLEY CAPITAL I, INC. 025 B000906 13-2655998 025 C000906 D 025 D000906 530 025 A000907 NAMURA ASSET SECURITIES,CORP. 025 C000907 D 025 D000907 521 025 A000908 DELETE 025 D000908 0 025 A000909 SALOMON, INC. 025 B000909 13-3082694 025 C000909 D 025 D000909 494 025 D000910 0 025 D000911 0 025 D000912 0 025 D000913 0 025 D000914 0 025 D000915 0 025 D000916 0 028 A010900 2324 028 A020900 0 028 A030900 0 028 A040900 3585 028 B010900 2967 028 B020900 0 028 B030900 0 028 B040900 3392 028 C010900 1880 028 C020900 0 PAGE 47 028 C030900 0 028 C040900 2656 028 D010900 2152 028 D020900 0 028 D030900 0 028 D040900 3348 028 E010900 2953 028 E020900 0 028 E030900 0 028 E040900 3190 028 F010900 4433 028 F020900 0 028 F030900 0 028 F040900 4028 028 G010900 16709 028 G020900 0 028 G030900 0 028 G040900 20199 028 H000900 0 037 000900 N 038 000900 0 039 000900 N 040 000900 Y 041 000900 Y 042 A000900 0 042 B000900 0 042 C000900 0 042 D000900 100 042 E000900 0 042 F000900 0 042 G000900 0 042 H000900 0 043 000900 0 044 000900 0 045 000900 Y 046 000900 N 047 000900 Y 048 000900 0.000 048 A010900 200000 048 A020900 0.700 048 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 PAGE 48 048 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 200000 048 K020900 0.675 049 000900 N 050 000900 N 051 000900 N 052 000900 N 053 A000900 N 055 A000900 N 055 B000900 N 056 000900 Y 057 000900 N 058 A000900 N 059 000900 Y 060 A000900 Y 060 B000900 Y 061 000900 0 062 A000900 Y 062 B000900 0.0 062 C000900 0.0 062 D000900 2.1 062 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 3.1 062 N000900 14.0 062 O000900 0.0 062 P000900 15.5 062 Q000900 2.0 062 R000900 0.0 063 A000900 0 063 B000900 8.1 066 A000900 Y 066 B000900 N 066 C000900 N 066 D000900 N 066 E000900 Y 066 F000900 N 066 G000900 N 067 000900 Y PAGE 49 068 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 070 G020900 N 070 H010900 Y 070 H020900 N 070 I010900 Y 070 I020900 N 070 J010900 Y 070 J020900 Y 070 K010900 Y 070 K020900 N 070 L010900 Y 070 L020900 Y 070 M010900 Y 070 M020900 Y 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 94413 071 B000900 98894 071 C000900 144549 071 D000900 65 072 A000900 12 072 B000900 4612 072 C000900 1032 072 D000900 0 072 E000900 0 072 F000900 1032 072 G000900 0 072 H000900 0 PAGE 50 072 I000900 0 072 J000900 111 072 K000900 0 072 L000900 27 072 M000900 17 072 N000900 0 072 O000900 0 072 P000900 0 072 Q000900 0 072 R000900 20 072 S000900 8 072 T000900 0 072 U000900 0 072 V000900 0 072 W000900 8 072 X000900 1223 072 Y000900 0 072 Z000900 4421 072AA000900 0 072BB000900 6943 072CC010900 0 072CC020900 4497 072DD010900 6225 072DD020900 0 072EE000900 0 073 A010900 0.5390 073 A020900 0.0000 073 B000900 0.0100 073 C000900 0.0000 074 A000900 17 074 B000900 3084 074 C000900 0 074 D000900 50165 074 E000900 0 074 F000900 91383 074 G000900 0 074 H000900 0 074 I000900 0 074 J000900 0 074 K000900 0 074 L000900 1208 074 M000900 0 074 N000900 145857 074 O000900 771 074 P000900 96 074 Q000900 0 074 R010900 0 074 R020900 0 074 R030900 0 074 R040900 348 074 S000900 0 PAGE 51 074 T000900 144642 074 U010900 11496 074 U020900 127 074 V010900 12.44 074 V020900 12.43 074 W000900 0.0000 074 X000900 4 074 Y000900 0 075 A000900 0 075 B000900 147431 076 000900 0.00 024 001000 N 025 D001001 0 025 D001002 0 025 D001003 0 025 D001004 0 025 D001005 0 025 D001006 0 025 D001007 0 025 D001008 0 045 001000 Y 046 001000 N 047 001000 Y 048 001000 0.900 048 A011000 0 048 A021000 0.000 048 B011000 0 048 B021000 0.000 048 C011000 0 048 C021000 0.000 048 D011000 0 048 D021000 0.000 048 E011000 0 048 E021000 0.000 048 F011000 0 048 F021000 0.000 048 G011000 0 048 G021000 0.000 048 H011000 0 048 H021000 0.000 048 I011000 0 048 I021000 0.000 048 J011000 0 048 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 PAGE 52 066 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 071 A001000 0 071 B001000 0 071 C001000 0 071 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 PAGE 53 073 C001000 0.0000 074 A001000 1351 074 B001000 7707 074 C001000 0 074 D001000 0 074 E001000 0 074 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 008 A001101 METLIFE ADVISERS L.L.C. 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 FEDERAL HOME LOAN MORTGAGE CORP. 025 C001101 D 025 D001101 2913 025 D001102 0 025 D001103 0 025 D001104 0 025 D001105 0 025 D001106 0 025 D001107 0 025 D001108 0 028 A011100 5629 028 A021100 0 028 A031100 0 028 A041100 2822 028 B011100 5733 028 B021100 0 028 B031100 0 028 B041100 1694 028 C011100 8344 028 C021100 0 028 C031100 0 028 C041100 1754 PAGE 54 028 D011100 10588 028 D021100 0 028 D031100 0 028 D041100 2722 028 E011100 8878 028 E021100 0 028 E031100 0 028 E041100 3249 028 F011100 8457 028 F021100 0 028 F031100 0 028 F041100 3480 028 G011100 47629 028 G021100 0 028 G031100 0 028 G041100 15721 028 H001100 0 037 001100 N 038 001100 0 039 001100 N 040 001100 Y 041 001100 Y 042 A001100 0 042 B001100 0 042 C001100 0 042 D001100 100 042 E001100 0 042 F001100 0 042 G001100 0 042 H001100 0 043 001100 2 044 001100 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 0 048 G021100 0.000 048 H011100 0 PAGE 55 048 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 Y 055 B001100 N 056 001100 Y 057 001100 N 058 A001100 N 059 001100 Y 060 A001100 Y 060 B001100 Y 061 001100 0 062 A001100 Y 062 B001100 0.0 062 C001100 0.0 062 D001100 26.3 062 E001100 0.0 062 F001100 0.0 062 G001100 0.0 062 H001100 0.0 062 I001100 24.9 062 J001100 0.0 062 K001100 0.0 062 L001100 0.0 062 M001100 27.2 062 N001100 40.4 062 O001100 0.0 062 P001100 0.0 062 Q001100 0.0 062 R001100 0.0 063 A001100 0 063 B001100 18.2 064 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 PAGE 56 070 B011100 N 070 B021100 N 070 C011100 Y 070 C021100 N 070 D011100 N 070 D021100 N 070 E011100 Y 070 E021100 N 070 F011100 N 070 F021100 N 070 G011100 Y 070 G021100 N 070 H011100 N 070 H021100 N 070 I011100 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 258167 071 B001100 240209 071 C001100 66395 071 D001100 362 072 A001100 12 072 B001100 4031 072 C001100 0 072 D001100 0 072 E001100 0 072 F001100 429 072 G001100 0 072 H001100 0 072 I001100 0 072 J001100 53 072 K001100 0 072 L001100 38 072 M001100 16 PAGE 57 072 N001100 0 072 O001100 0 072 P001100 0 072 Q001100 0 072 R001100 20 072 S001100 4 072 T001100 2 072 U001100 0 072 V001100 0 072 W001100 4 072 X001100 566 072 Y001100 19 072 Z001100 3484 072AA001100 721 072BB001100 0 072CC011100 437 072CC021100 0 072DD011100 4230 072DD021100 0 072EE001100 0 073 A011100 0.7510 073 A021100 0.0000 073 B001100 0.0000 073 C001100 0.0000 074 A001100 0 074 B001100 28478 074 C001100 26976 074 D001100 73201 074 E001100 0 074 F001100 0 074 G001100 0 074 H001100 0 074 I001100 0 074 J001100 0 074 K001100 0 074 L001100 1257 074 M001100 0 074 N001100 129912 074 O001100 20894 074 P001100 59 074 Q001100 0 074 R011100 0 074 R021100 0 074 R031100 0 074 R041100 605 074 S001100 0 074 T001100 108354 074 U011100 8530 074 U021100 526 074 V011100 11.97 074 V021100 11.96 PAGE 58 074 W001100 0.0000 074 X001100 6 074 Y001100 0 075 A001100 0 075 B001100 77914 076 001100 0.00 008 A001201 METLIFE ADVISERS L.L.C. 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 N 025 A001201 DELETE 025 D001201 0 025 A001202 DELETE 025 D001202 0 025 A001203 DELETE 025 D001203 0 025 D001204 0 025 D001205 0 025 D001206 0 025 D001207 0 025 D001208 0 028 A011200 2983 028 A021200 0 028 A031200 0 028 A041200 1920 028 B011200 3749 028 B021200 0 028 B031200 0 028 B041200 2160 028 C011200 3569 028 C021200 0 028 C031200 0 028 C041200 2941 028 D011200 3275 028 D021200 0 028 D031200 0 028 D041200 1530 028 E011200 2962 028 E021200 0 028 E031200 0 028 E041200 1766 PAGE 59 028 F011200 3414 028 F021200 0 028 F031200 0 028 F041200 2216 028 G011200 19952 028 G021200 0 028 G031200 0 028 G041200 12533 028 H001200 0 037 001200 N 038 001200 0 039 001200 N 040 001200 Y 041 001200 Y 042 A001200 0 042 B001200 0 042 C001200 0 042 D001200 100 042 E001200 0 042 F001200 0 042 G001200 0 042 H001200 0 043 001200 1 044 001200 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 PAGE 60 050 001200 N 051 001200 N 052 001200 N 053 A001200 N 055 A001200 Y 055 B001200 N 056 001200 Y 057 001200 N 058 A001200 N 059 001200 Y 060 A001200 Y 060 B001200 Y 061 001200 0 062 A001200 Y 062 B001200 0.0 062 C001200 0.0 062 D001200 0.0 062 E001200 0.0 062 F001200 0.0 062 G001200 0.0 062 H001200 0.0 062 I001200 9.8 062 J001200 0.0 062 K001200 0.0 062 L001200 0.0 062 M001200 16.5 062 N001200 14.7 062 O001200 0.0 062 P001200 40.8 062 Q001200 20.1 062 R001200 0.0 063 A001200 0 063 B001200 14.5 064 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 N 070 B021200 N 070 C011200 Y 070 C021200 N 070 D011200 N 070 D021200 N 070 E011200 Y 070 E021200 N 070 F011200 N PAGE 61 070 F021200 N 070 G011200 Y 070 G021200 N 070 H011200 N 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 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 241864 071 B001200 230568 071 C001200 93067 071 D001200 248 072 A001200 12 072 B001200 7466 072 C001200 20 072 D001200 0 072 E001200 0 072 F001200 668 072 G001200 0 072 H001200 0 072 I001200 0 072 J001200 99 072 K001200 0 072 L001200 53 072 M001200 17 072 N001200 0 072 O001200 0 072 P001200 0 072 Q001200 0 072 R001200 20 072 S001200 5 072 T001200 1 072 U001200 0 072 V001200 0 PAGE 62 072 W001200 5 072 X001200 868 072 Y001200 0 072 Z001200 6618 072AA001200 266 072BB001200 538 072CC011200 296 072CC021200 0 072DD011200 8092 072DD021200 0 072EE001200 0 073 A011200 0.9620 073 A021200 0.0000 073 B001200 0.0000 073 C001200 0.0000 074 A001200 2 074 B001200 3623 074 C001200 10990 074 D001200 103132 074 E001200 316 074 F001200 57 074 G001200 0 074 H001200 0 074 I001200 37 074 J001200 446 074 K001200 0 074 L001200 2142 074 M001200 0 074 N001200 120745 074 O001200 8217 074 P001200 71 074 Q001200 0 074 R011200 0 074 R021200 0 074 R031200 0 074 R041200 533 074 S001200 0 074 T001200 111924 074 U011200 9771 074 U021200 221 074 V011200 11.20 074 V021200 11.20 074 W001200 0.0000 074 X001200 6 074 Y001200 0 075 A001200 0 075 B001200 102791 076 001200 0.00 008 A001301 METLIFE ADVISERS L.L.C. 008 B001301 A 008 C001301 801-47459 PAGE 63 008 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 MORGAN STANLEY DEAN WITTER & CO. 025 B001301 13-2655998 025 C001301 E 025 D001301 14243 025 A001302 DELETE 025 D001302 0 025 D001303 0 025 D001304 0 025 D001305 0 025 D001306 0 025 D001307 0 025 D001308 0 028 A011300 25493 028 A021300 0 028 A031300 0 028 A041300 17036 028 B011300 30684 028 B021300 0 028 B031300 0 028 B041300 22416 028 C011300 19639 028 C021300 0 028 C031300 0 028 C041300 20855 028 D011300 26783 028 D021300 0 028 D031300 0 028 D041300 18931 028 E011300 26714 028 E021300 0 028 E031300 0 028 E041300 15189 028 F011300 31904 028 F021300 0 028 F031300 0 028 F041300 17768 028 G011300 161217 028 G021300 0 028 G031300 0 028 G041300 112195 PAGE 64 028 H001300 0 037 001300 N 038 001300 0 039 001300 N 040 001300 Y 041 001300 Y 042 A001300 0 042 B001300 0 042 C001300 0 042 D001300 100 042 E001300 0 042 F001300 0 042 G001300 0 042 H001300 0 043 001300 13 044 001300 0 045 001300 Y 046 001300 N 047 001300 Y 048 001300 0.000 048 A011300 1000000 048 A021300 0.750 048 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 1000000 048 K021300 0.700 049 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 PAGE 65 058 A001300 N 059 001300 Y 060 A001300 Y 060 B001300 Y 061 001300 0 062 A001300 N 062 B001300 0.0 062 C001300 0.0 062 D001300 0.0 062 E001300 0.0 062 F001300 0.0 062 G001300 0.0 062 H001300 0.0 062 I001300 0.0 062 J001300 0.0 062 K001300 0.0 062 L001300 0.0 062 M001300 0.0 062 N001300 0.0 062 O001300 0.0 062 P001300 0.0 062 Q001300 0.0 062 R001300 0.0 063 A001300 0 063 B001300 0.0 066 A001300 Y 066 B001300 N 066 C001300 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 PAGE 66 070 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 306566 071 B001300 177182 071 C001300 835480 071 D001300 21 072 A001300 12 072 B001300 2397 072 C001300 9731 072 D001300 0 072 E001300 0 072 F001300 6636 072 G001300 0 072 H001300 0 072 I001300 0 072 J001300 119 072 K001300 0 072 L001300 496 072 M001300 35 072 N001300 0 072 O001300 0 072 P001300 0 072 Q001300 0 072 R001300 20 072 S001300 42 072 T001300 13 072 U001300 0 072 V001300 0 072 W001300 24 072 X001300 7385 072 Y001300 76 072 Z001300 4819 PAGE 67 072AA001300 0 072BB001300 30043 072CC011300 0 072CC021300 81343 072DD011300 4925 072DD021300 0 072EE001300 87811 073 A011300 0.1520 073 A021300 0.0000 073 B001300 2.7100 073 C001300 0.0000 074 A001300 0 074 B001300 77065 074 C001300 0 074 D001300 0 074 E001300 2244 074 F001300 841918 074 G001300 0 074 H001300 0 074 I001300 0 074 J001300 0 074 K001300 0 074 L001300 3286 074 M001300 0 074 N001300 924513 074 O001300 1358 074 P001300 599 074 Q001300 0 074 R011300 0 074 R021300 0 074 R031300 0 074 R041300 1794 074 S001300 0 074 T001300 920762 074 U011300 37561 074 U021300 1804 074 V011300 23.39 074 V021300 23.35 074 W001300 0.0000 074 X001300 7 074 Y001300 0 075 A001300 0 075 B001300 884823 076 001300 0.00 008 A001401 METLIFE ADVISERS L.L.C. 008 B001401 A 008 C001401 801-47459 008 D011401 BOSTON 008 D021401 MA 008 D031401 02116 008 D041401 3700 PAGE 68 008 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 MERRIL LYNCH & CO. 025 B001401 13-5674085 025 C001401 E 025 D001401 10746 025 D001402 0 025 D001403 0 025 D001404 0 025 D001405 0 025 D001406 0 025 D001407 0 025 D001408 0 028 A011400 16975 028 A021400 0 028 A031400 0 028 A041400 19579 028 B011400 23631 028 B021400 0 028 B031400 0 028 B041400 24036 028 C011400 12488 028 C021400 0 028 C031400 0 028 C041400 24904 028 D011400 15010 028 D021400 0 028 D031400 0 028 D041400 24990 028 E011400 13623 028 E021400 0 028 E031400 0 028 E041400 19442 028 F011400 19501 028 F021400 0 028 F031400 0 028 F041400 18954 028 G011400 101228 028 G021400 0 028 G031400 0 028 G041400 131905 028 H001400 0 037 001400 N 038 001400 0 039 001400 N 040 001400 Y PAGE 69 041 001400 Y 042 A001400 0 042 B001400 0 042 C001400 0 042 D001400 100 042 E001400 0 042 F001400 0 042 G001400 0 042 H001400 0 043 001400 1 044 001400 0 045 001400 Y 046 001400 N 047 001400 Y 048 001400 0.000 048 A011400 1000000 048 A021400 0.750 048 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 0 048 I021400 0.000 048 J011400 0 048 J021400 0.000 048 K011400 1000000 048 K021400 0.700 049 001400 N 050 001400 N 051 001400 N 052 001400 N 053 A001400 N 055 A001400 N 055 B001400 N 056 001400 Y 057 001400 N 058 A001400 N 059 001400 Y 060 A001400 Y 060 B001400 Y 061 001400 0 PAGE 70 062 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 N 070 B011400 Y 070 B021400 N 070 C011400 Y 070 C021400 N 070 D011400 Y 070 D021400 N 070 E011400 Y 070 E021400 N 070 F011400 Y 070 F021400 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 PAGE 71 070 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 735547 071 B001400 795561 071 C001400 831222 071 D001400 88 072 A001400 12 072 B001400 1239 072 C001400 5946 072 D001400 0 072 E001400 0 072 F001400 6474 072 G001400 0 072 H001400 0 072 I001400 0 072 J001400 121 072 K001400 0 072 L001400 489 072 M001400 34 072 N001400 0 072 O001400 0 072 P001400 0 072 Q001400 0 072 R001400 20 072 S001400 41 072 T001400 1 072 U001400 0 072 V001400 0 072 W001400 31 072 X001400 7211 072 Y001400 0 072 Z001400 -26 072AA001400 0 072BB001400 150921 072CC011400 33507 072CC021400 0 072DD011400 2596 PAGE 72 072DD021400 0 072EE001400 51389 073 A011400 0.0680 073 A021400 0.0000 073 B001400 1.3460 073 C001400 0.0000 074 A001400 0 074 B001400 0 074 C001400 14132 074 D001400 0 074 E001400 0 074 F001400 767974 074 G001400 0 074 H001400 0 074 I001400 0 074 J001400 17285 074 K001400 0 074 L001400 2308 074 M001400 0 074 N001400 801699 074 O001400 6692 074 P001400 526 074 Q001400 0 074 R011400 0 074 R021400 0 074 R031400 0 074 R041400 1390 074 S001400 0 074 T001400 793091 074 U011400 38007 074 U021400 242 074 V011400 20.74 074 V021400 20.64 074 W001400 0.0000 074 X001400 6 074 Y001400 0 075 A001400 0 075 B001400 863297 076 001400 0.00 038 001500 0 074 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 PAGE 73 074 L001500 0 074 M001500 0 074 N001500 0 008 A001601 METLIFE ADVISERS L.L.C. 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 MERRIL LYNCH & CO., INC, 025 B001601 13-5674085 025 C001601 E 025 D001601 179 025 A001602 MORGAN STANLEY DEAN WITTER & CO. 025 B001602 13-2655998 025 C001602 E 025 D001602 157 025 A001603 DELETE 025 D001603 0 025 A001604 DELETE 025 D001604 0 025 A001605 DELETE 025 D001605 0 025 D001606 0 025 D001607 0 025 D001608 0 028 A011600 1532 028 A021600 0 028 A031600 0 028 A041600 551 028 B011600 1796 028 B021600 0 028 B031600 0 028 B041600 539 028 C011600 1142 028 C021600 0 028 C031600 0 028 C041600 643 028 D011600 1476 028 D021600 0 028 D031600 0 028 D041600 588 028 E011600 1647 PAGE 74 028 E021600 0 028 E031600 0 028 E041600 647 028 F011600 1547 028 F021600 0 028 F031600 0 028 F041600 370 028 G011600 9140 028 G021600 0 028 G031600 0 028 G041600 3338 028 H001600 0 037 001600 N 038 001600 0 039 001600 N 040 001600 Y 041 001600 Y 042 A001600 0 042 B001600 0 042 C001600 0 042 D001600 100 042 E001600 0 042 F001600 0 042 G001600 0 042 H001600 0 043 001600 0 044 001600 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 PAGE 75 048 K011600 0 048 K021600 0.000 049 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 058 A001600 N 059 001600 Y 060 A001600 Y 060 B001600 Y 061 001600 0 062 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 PAGE 76 070 B021600 N 070 C011600 N 070 C021600 N 070 D011600 N 070 D021600 N 070 E011600 Y 070 E021600 N 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 N 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 Y 070 Q011600 N 070 Q021600 N 070 R011600 Y 070 R021600 N 071 A001600 26103 071 B001600 16581 071 C001600 19329 071 D001600 86 072 A001600 12 072 B001600 56 072 C001600 247 072 D001600 0 072 E001600 0 072 F001600 154 072 G001600 0 072 H001600 0 072 I001600 0 072 J001600 78 072 K001600 0 072 L001600 11 072 M001600 14 072 N001600 0 PAGE 77 072 O001600 0 072 P001600 0 072 Q001600 0 072 R001600 20 072 S001600 1 072 T001600 0 072 U001600 0 072 V001600 0 072 W001600 3 072 X001600 281 072 Y001600 96 072 Z001600 118 072AA001600 0 072BB001600 3215 072CC011600 0 072CC021600 288 072DD011600 85 072DD021600 0 072EE001600 0 073 A011600 0.0420 073 A021600 0.0000 073 B001600 0.0000 073 C001600 0.0000 074 A001600 326 074 B001600 0 074 C001600 1432 074 D001600 0 074 E001600 0 074 F001600 23559 074 G001600 0 074 H001600 0 074 I001600 0 074 J001600 510 074 K001600 0 074 L001600 154 074 M001600 0 074 N001600 25981 074 O001600 576 074 P001600 12 074 Q001600 0 074 R011600 0 074 R021600 0 074 R031600 0 074 R041600 157 074 S001600 0 074 T001600 25236 074 U011600 2861 074 U021600 85 074 V011600 8.57 074 V021600 8.57 074 W001600 0.0000 PAGE 78 074 X001600 6 074 Y001600 0 075 A001600 0 075 B001600 20490 076 001600 0.00 008 A001701 METLIFE ADVISERS L.L.C. 008 B001701 A 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 229 025 A001702 GOLDMAN SACHS GROUP 025 B001702 13-5108880 025 C001702 E 025 D001702 139 025 A001703 FLEETBOSTON FINANCIAL CORP. 025 C001703 E 025 D001703 700 025 A001704 DELETE 025 D001704 0 025 D001705 0 025 D001706 0 025 D001707 0 025 D001708 0 028 A011700 1955 028 A021700 0 028 A031700 0 028 A041700 2798 028 B011700 1888 028 B021700 0 028 B031700 0 028 B041700 2075 028 C011700 798 028 C021700 0 028 C031700 0 028 C041700 1513 028 D011700 1535 028 D021700 0 028 D031700 0 PAGE 79 028 D041700 1768 028 E011700 1491 028 E021700 0 028 E031700 0 028 E041700 1578 028 F011700 1450 028 F021700 0 028 F031700 0 028 F041700 1149 028 G011700 9117 028 G021700 0 028 G031700 0 028 G041700 10881 028 H001700 0 037 001700 N 038 001700 0 039 001700 N 040 001700 Y 041 001700 Y 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 PAGE 80 055 A001700 Y 055 B001700 N 056 001700 Y 057 001700 N 058 A001700 N 059 001700 Y 060 A001700 Y 060 B001700 Y 061 001700 0 062 A001700 N 062 B001700 0.0 062 C001700 0.0 062 D001700 0.0 062 E001700 0.0 062 F001700 0.0 062 G001700 0.0 062 H001700 0.0 062 I001700 0.0 062 J001700 0.0 062 K001700 0.0 062 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 PAGE 81 070 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 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 46860 071 B001700 44736 071 C001700 45439 071 D001700 98 072 A001700 12 072 B001700 64 072 C001700 425 072 D001700 0 072 E001700 0 072 F001700 352 072 G001700 0 072 H001700 0 072 I001700 0 072 J001700 80 072 K001700 0 072 L001700 27 072 M001700 14 072 N001700 0 072 O001700 0 072 P001700 0 072 Q001700 0 072 R001700 20 072 S001700 2 072 T001700 0 072 U001700 0 072 V001700 0 PAGE 82 072 W001700 5 072 X001700 500 072 Y001700 78 072 Z001700 67 072AA001700 0 072BB001700 13497 072CC011700 1491 072CC021700 0 072DD011700 5 072DD021700 0 072EE001700 451 073 A011700 0.0010 073 A021700 0.0000 073 B001700 0.0920 073 C001700 0.0000 074 A001700 107 074 B001700 0 074 C001700 1875 074 D001700 0 074 E001700 0 074 F001700 40479 074 G001700 0 074 H001700 0 074 I001700 0 074 J001700 223 074 K001700 0 074 L001700 223 074 M001700 0 074 N001700 42907 074 O001700 235 074 P001700 27 074 Q001700 0 074 R011700 0 074 R021700 0 074 R031700 0 074 R041700 77 074 S001700 0 074 T001700 42568 074 U011700 4668 074 U021700 42 074 V011700 9.04 074 V021700 9.01 074 W001700 0.0000 074 X001700 5 074 Y001700 0 075 A001700 0 075 B001700 46958 076 001700 0.00 042 A002100 0 042 B002100 0 042 C002100 0 PAGE 83 042 D002100 0 042 E002100 0 042 F002100 0 042 G002100 0 042 H002100 0 043 002100 0 044 002100 0 028 A012700 0 028 A022700 0 028 A032700 0 028 A042700 0 028 B012700 0 028 B022700 0 028 B032700 0 028 B042700 0 028 C012700 0 028 C022700 0 028 C032700 0 028 C042700 0 028 D012700 0 028 D022700 0 028 D032700 0 028 D042700 0 028 E012700 0 028 E022700 0 028 E032700 0 028 E042700 0 028 F012700 0 028 F022700 0 028 F032700 0 028 F042700 0 028 G012700 0 028 G022700 0 028 G032700 0 028 G042700 0 028 H002700 0 SIGNATURE ALLISON TROIANI TITLE ASSISTANT VICE PRES. EX-99.77B ACCT LTTR 3 z77b.txt DELOITTE AUDIT LETTER INDEPENDENT AUDITORS' REPORT To the Shareholders and Board of Trustees of New England Zenith Fund: In planning and performing our audit of the financial statements of New England Zenith Fund (the "Fund") (comprising, the State Street Research Bond Income Series (formerly known as Back Bay Advisors Bond Income Series), Capital Growth Series, State Street Research Money Market Series (formerly known as Back Bay Advisors Money Market Series), MFS Total Return Series (formerly known as Back Bay Advisors Managed Series), Harris Oakmark Mid Cap Value Series, Westpeak Growth and Income Series, Loomis Sayles Small Cap Series, Balanced Series, Salomon Brothers U.S. Government Series, Salomon Brothers Strategic Bond Opportunities Series, Davis Venture Value Series, Alger Equity Growth Series, MFS Investors Trust Series and MFS Research Managers Series) for the year ended December 31, 2001 (on which we have issued our report dated February 15, 2002), 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 Fund's 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 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 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 is 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 Fund's 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 the Fund's internal control and its operation, including controls for safeguarding securities, that we consider to be material weaknesses as defined above as of December 31, 2001. This report is intended solely for the information and use of management, the Shareholders and Trustees of 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 & TOUCHE LLP Boston, Massachusetts February 15, 2002 EX-99.77C VOTES 4 z77c.txt ZENITH SSR MERGERS PROXY VOTE Item 77c - Matters submitted to a vote of security holders At a special meeting of shareholders of the State Street Research Money Market Series and State Street Research Bond Income Series held on November 21, 2001 such shareholders voted for the following proposals: For Against Abstain That with respect to State Street Research Money Market Series a new sub- advisory agreement be- tween Metlife Advisers, LLC (MLA) and State Street Research & Management Company (State Street) is hereby approved $245,699,608 $3,642,313 $9,688,737 That with respect to State Street Research Bond Income Series a new subadvisory agree- ment between MLA and State Street is hereby approved. 317,275,216 6,117,510 9,948,756 EX-99.E UNDR CONTR 5 z77q1.txt ZENITH NEW IVESTMENT ADVISORY CONTRACT New England Zenith Fund is incorporating by reference three new investment advisory contracts pursuant to N-SAR Sub-item 77QI (e). Subadvisory Agreement for the State Street Research Money Market Series by and between MetLife Advisers, LLC and State Street Research and Management Company is incorporated by reference to Post-Effective Amendment No. 33 (File No. 2-83538) filed on January 18, 2002. Subadvisory Agreement for the State Street Research Bond Income Series by and between MetLife Advisers, LLC and State Street Research and Management Company is incorporated by reference to Post-Effective Amendment No. 33 (File No. 2-83538) filed on January 18, 2002. Subadvisory Agreement for the MFS Total Return Series by and between MetLife Advisers, LLC and Massachusetts Financial Services Company is incorporated by reference to Post-Effective Amendment No. 33 (File No. 2-83538) filed on January 18, 2002. -----END PRIVACY-ENHANCED MESSAGE-----