-----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, EdzfPWIlc/qtnAKt+D53xT44zOmtTvrhqdh5uz3K/ffQsmFBKOZZN5u5lsDoqNes YEhCtgvhRGo9x+lOCV3ePg== 0000719211-96-000007.txt : 19960315 0000719211-96-000007.hdr.sgml : 19960315 ACCESSION NUMBER: 0000719211-96-000007 CONFORMED SUBMISSION TYPE: NSAR-B PUBLIC DOCUMENT COUNT: 15 CONFORMED PERIOD OF REPORT: 19951231 FILED AS OF DATE: 19960314 SROS: NONE 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: 1231 FILING VALUES: FORM TYPE: NSAR-B SEC ACT: 1940 Act SEC FILE NUMBER: 811-03728 FILM NUMBER: 96534909 BUSINESS ADDRESS: STREET 1: 399 BOYLSTON ST STREET 2: 4TH FLOOR CITY: BOSTON STATE: MA ZIP: 02116 BUSINESS PHONE: 8002831155 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 N-SAR ZENITH EX-27.010 2 WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE. ZENITH ACCUMULATOR 12/31/95 EQUITY GROWTH INVESTMEN********* INVESTMEN********* RECEIVABL$259,065 ASSETS OT 7,705 OTHER ITE 0 TOTA********* PAYABLE F********* SENIOR LO 0 OTHER ITE 62,369 TOTA********* SENIOR EQ 0 PAID IN C********* SHARES CO********* SHARES CO 200,421 ACCUMULAT $30,373 OVER/UNDE 1,354 ACCUMULAT(845,423) OVERDISTR 0 ACCUMULAT********* NET ********* DIVIDEND $81,944 INTEREST 124,430 OTHER INC 0 EXPENSES 176,001 NET $30,373 REAILIZED$448,499 APPREC IN********* NET ********* EQUILIZAT 0 DISTRIBUT 31,366 DISTRIBUT********* DISTRIBUT 0 NUMBER OF********* NUMBER OF(583,251) SHARES RE 96,622 NET ********* ACCUMULAT 3,467 ACCUMULAT (7,937) OVERDISTR 0 OVERDIST 0 GROSS ADV 144,943 INTEREST 0 GROSS EXP 253,255 AVERAGE N********* PER SHARE 9.56 PER SHARE 0.01 PER SHARE 4.65 PER SHARE 0.00 PER SHARE (0.42) RETURNS O 0.00 PER SHARE 13.80 EXPENSE R 0.83 AVERAGE DEBT OUSTA AVERAGE DEBT PER S
EX-27.020 3 WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE. ZENITH ACCUMULATOR 12/31/95 AVAINTI GROWTH INVESTMEN********* INVESTMEN********* RECEIVABL$169,962 ASSETS OT 0 OTHER ITE 0 TOTA********* PAYABLE F $0 SENIOR LO 0 OTHER ITE 91,511 TOTA $91,511 SENIOR EQ 0 PAID IN C********* SHARES CO 342,823 SHARES CO 227,210 ACCUMULAT$138,413 OVER/UNDE 6,362 ACCUMULAT 908,909 OVERDISTR 0 ACCUMULAT********* NET ********* DIVIDEND $337,093 INTEREST 118,109 OTHER INC 0 EXPENSES 316,789 NET $138,413 REAILIZED********* APPREC IN********* NET ********* EQUILIZAT 0 DISTRIBUT 132,051 DISTRIBUT********* DISTRIBUT 0 NUMBER OF 188,223 NUMBER OF (83,183) SHARES RE 10,533 NET ********* ACCUMULAT 133,225 ACCUMULAT(429,848) OVERDISTR 0 OVERDIST 0 GROSS ADV 260,886 INTEREST 0 GROSS EXP 316,789 AVERAGE N********* PER SHARE 112.77 PER SHARE 0.42 PER SHARE 33.80 PER SHARE 0.00 PER SHARE (4.55) RETURNS O 0.00 PER SHARE 142.44 EXPENSE R 0.85 AVERAGE DEBT OUSTA AVERAGE DEBT PER S
EX-27.030 4 WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE. ZENITH ACCUMULATOR 12/31/95 BALANCED INVESTMEN********* INVESTMEN********* RECEIVABL$402,356 ASSETS OT 8,570 OTHER ITE 0 TOTA********* PAYABLE F$415,763 SENIOR LO 0 OTHER ITE 38,497 TOTA$454,260 SENIOR EQ 0 PAID IN C********* SHARES CO********* SHARES CO 273,893 ACCUMULAT$382,625 OVER/UNDE 1,050 ACCUMULAT 138,450 OVERDISTR 0 ACCUMULAT********* NET ********* DIVIDEND $124,041 INTEREST 338,426 OTHER INC 0 EXPENSES 79,842 NET $382,625 REAILIZED$426,765 APPREC IN********* NET ********* EQUILIZAT 0 DISTRIBUT 381,328 DISTRIBUT 288,315 DISTRIBUT 0 NUMBER OF********* NUMBER OF(382,082) SHARES RE 56,777 NET ********* ACCUMULAT 12,585 ACCUMULAT 0 OVERDISTR 0 OVERDIST 0 GROSS ADV 65,752 INTEREST 0 GROSS EXP 175,927 AVERAGE N********* PER SHARE 9.94 PER SHARE 0.26 PER SHARE 2.20 PER SHARE 0.00 PER SHARE (0.45) RETURNS O 0.00 PER SHARE 11.95 EXPENSE R 0.84 AVERAGE DEBT OUSTA AVERAGE DEBT PER S
EX-27.040 5 WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE. ZENITH ACCUMULATOR 12/31/95 ********* BOND INCOME INVESTMEN********* INVESTMEN********* RECEIVABL********* ASSETS OT 7,615 OTHER ITE 0 TOTA********* PAYABLE F $0 SENIOR LO 0 OTHER ITE 315,142 TOTA$315,142 SENIOR EQ 0 PAID IN C********* SHARES CO********* SHARES CO********* ACCUMULAT********* OVER/UNDE 53,292 ACCUMULAT(341,858) OVERDISTR 0 ACCUMULAT********* NET ********* DIVIDEND $0 INTEREST ********* OTHER INC 0 EXPENSES 783,459 NET ********* REAILIZED********* APPREC IN********* NET ********* EQUILIZAT 0 DISTRIBUT********* DISTRIBUT 0 DISTRIBUT 0 NUMBER OF 440,564 NUMBER OF(356,518) SHARES RE 91,832 NET ********* ACCUMULAT********* ACCUMULAT********* OVERDISTR 0 OVERDIST 0 GROSS ADV 572,279 INTEREST 0 GROSS EXP 783,459 AVERAGE N********* PER SHARE 95.53 PER SHARE 7.34 PER SHARE 12.85 PER SHARE 0.00 PER SHARE (7.05) RETURNS O 0.00 PER SHARE 108.67 EXPENSE R 0.55 AVERAGE DEBT OUSTA AVERAGE DEBT PER S
EX-27.050 6 WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE. ZENITH ACCUMULATOR 12/31/95 CAPITAL GROWTH INVESTMEN********* INVESTMEN********* RECEIVABL********* ASSETS OT 956 OTHER ITE 0 TOTA********* PAYABLE F********* SENIOR LO 0 OTHER ITE********* TOTA********* SENIOR EQ 0 PAID IN C********* SHARES CO********* SHARES CO********* ACCUMULAT********* OVER/UNDER DISTRIB ACCUMULAT********* OVERDISTR 0 ACCUMULAT********* NET ********* DIVIDEND ********* INTEREST 124,993 OTHER INC 0 EXPENSES ********* NET ********* REAILIZED********* APPREC IN********* NET ********* EQUILIZAT 0 DISTRIBUT********* DISTRIBUT********* DISTRIBUT 0 NUMBER OF 561,255 NUMBER OF(559,603) SHARES RE 321,797 NET ********* ACCUMULAT********* ACCUMULAT********* OVERDISTR 0 OVERDIST 0 GROSS ADV********* INTEREST 0 GROSS EXP********* AVERAGE N********* PER SHARE 312.30 PER SHARE 3.47 PER SHARE 114.91 PER SHARE 0.00 PER SHARE (56.06) RETURNS O 0.00 PER SHARE 374.62 EXPENSE R 0.71 AVERAGE DEBT OUSTA AVERAGE DEBT PER S
EX-27.060 7 WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE. ZENITH ACCUMULATOR 12/31/95 U.S. GOVERNMEN INVESTMEN********* INVESTMEN********* RECEIVABL$102,406 ASSETS OT 8,050 OTHER ITE 0 TOTA********* PAYABLE F$795,977 SENIOR LO 0 OTHER ITE 25,168 TOTA$821,145 SENIOR EQ 0 PAID IN C********* SHARES CO 683,462 SHARES CO 202,008 ACCUMULAT$214,389 OVER/UNDE 735 ACCUMULAT 14,689 OVERDISTR 0 ACCUMULAT 194,364 NET ********* DIVIDEND $0 INTEREST 240,412 OTHER INC 0 EXPENSES 26,023 NET $214,389 REAILIZED $71,273 APPREC IN 195,460 NET $481,122 EQUILIZAT 0 DISTRIBUT 215,390 DISTRIBUT 50,946 DISTRIBUT 0 NUMBER OF 671,863 NUMBER OF(214,709) SHARES RE 24,300 NET ********* ACCUMULAT 19,034 ACCUMULAT (6,247) OVERDISTR 0 OVERDIST 0 GROSS ADV 20,446 INTEREST 0 GROSS EXP 110,646 AVERAGE N********* PER SHARE 9.96 PER SHARE 0.33 PER SHARE 1.16 PER SHARE 0.00 PER SHARE (0.41) RETURNS O 0.00 PER SHARE 11.04 EXPENSE R 0.70 AVERAGE DEBT OUSTA AVERAGE DEBT PER S
EX-27.070 8 WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE. ZENITH ACCUMULATOR 12/31/95 INTERNATI EQUITY INVESTMEN********* INVESTMEN********* RECEIVABL$157,784 ASSETS OT 260,763 OTHER ITE 0 TOTA********* PAYABLE F $29,374 SENIOR LO 0 OTHER ITE 62,781 TOTA $92,155 SENIOR EQ 0 PAID IN C********* SHARES CO********* SHARES CO 292,106 ACCUMULAT$123,277 OVER/UNDE (6,800) ACCUMULAT(164,529) OVERDISTR 0 ACCUMULAT 857,031 NET ********* DIVIDEND $174,150 INTEREST 72,866 OTHER INC 0 EXPENSES 123,739 NET $123,277 REAILIZED********* APPREC IN 798,519 NET $796,527 EQUILIZAT 0 DISTRIBUT 171,793 DISTRIBUT 0 DISTRIBUT 0 NUMBER OF********* NUMBER OF(355,736) SHARES RE 16,055 NET ********* ACCUMULAT 7,643 ACCUMULAT (2,176) OVERDISTR 0 OVERDIST 0 GROSS ADV 85,666 INTEREST 0 GROSS EXP 297,535 AVERAGE N********* PER SHARE 10.23 PER SHARE 0.09 PER SHARE 0.53 PER SHARE 0.00 PER SHARE (0.12) RETURNS O 0.00 PER SHARE 10.73 EXPENSE R 1.30 AVERAGE DEBT OUSTA AVERAGE DEBT PER S
EX-27.080 9 WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE. ZENITH ACCUMULATOR 12/31/95 MANAGED INVESTMEN********* INVESTMEN********* RECEIVABL********* ASSETS OT 135,411 OTHER ITE 0 TOTA********* PAYABLE F $0 SENIOR LO 0 OTHER ITE 272,703 TOTA$272,703 SENIOR EQ 0 PAID IN C********* SHARES CO 902,267 SHARES CO 935,395 ACCUMULAT********* OVER/UNDE 45,930 ACCUMULAT 356,254 OVERDISTR 0 ACCUMULAT********* NET ********* DIVIDEND ********* INTEREST ********* OTHER INC 0 EXPENSES 864,002 NET ********* REAILIZED********* APPREC IN********* NET ********* EQUILIZAT 0 DISTRIBUT********* DISTRIBUT 764,206 DISTRIBUT 0 NUMBER OF 150,563 NUMBER OF(223,554) SHARES RE 39,863 NET ********* ACCUMULAT********* ACCUMULAT********* OVERDISTR 0 OVERDIST 0 GROSS ADV 675,739 INTEREST 0 GROSS EXP 864,002 AVERAGE N********* PER SHARE 130.30 PER SHARE 6.34 PER SHARE 34.33 PER SHARE 0.00 PER SHARE (7.45) RETURNS O 0.00 PER SHARE 163.52 EXPENSE R 0.64 AVERAGE DEBT OUSTA AVERAGE DEBT PER S
EX-27.090 10 WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE. ZENITH ACCUMULATOR 12/31/95 MONEY MARKET INVESTMEN********* INVESTMEN********* RECEIVABL********* ASSETS OT 5,185 OTHER ITE 0 TOTA********* PAYABLE F $0 SENIOR LO 0 OTHER ITE 791,130 TOTA$791,130 SENIOR EQ 0 PAID IN C********* SHARES CO 901,482 SHARES CO 739,604 ACCUMULAT********* OVER/UNDE 0 ACCUMULAT 0 OVERDISTR 0 ACCUMULAT 0 NET ********* DIVIDEND $0 INTEREST ********* OTHER INC 0 EXPENSES 397,153 NET ********* REAILIZED $0 APPREC IN 0 NET ********* EQUILIZAT 0 DISTRIBUT********* DISTRIBUT 0 DISTRIBUT 0 NUMBER OF********* NUMBER OF********* SHARES RE 43,311 NET ********* ACCUMULAT********* ACCUMULAT 0 OVERDISTR 0 OVERDIST 0 GROSS ADV 278,007 INTEREST 0 GROSS EXP 405,685 AVERAGE N********* PER SHARE 100.00 PER SHARE 5.50 PER SHARE 0.00 PER SHARE 0.00 PER SHARE (5.50) RETURNS O 0.00 PER SHARE 100.00 EXPENSE R 0.50 AVERAGE DEBT OUSTA AVERAGE DEBT PER S
EX-27.100 11 WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE. ZENITH ACCUMULATOR 12/31/95 SMALL CAP INVESTMEN********* INVESTMEN********* RECEIVABL$673,358 ASSETS OT 0 OTHER ITE 0 TOTA********* PAYABLE F$815,769 SENIOR LO 0 OTHER ITE 55,073 TOTA$870,842 SENIOR EQ 0 PAID IN C********* SHARES CO 233,502 SHARES CO 32,139 ACCUMULAT$186,550 OVER/UNDE 14,855 ACCUMULAT 405,163 OVERDISTR 0 ACCUMULAT********* NET ********* DIVIDEND $155,166 INTEREST 178,490 OTHER INC 0 EXPENSES 147,106 NET $186,550 REAILIZED********* APPREC IN********* NET ********* EQUILIZAT 0 DISTRIBUT 171,695 DISTRIBUT********* DISTRIBUT 0 NUMBER OF 234,111 NUMBER OF (43,301) SHARES RE 10,553 NET ********* ACCUMULAT 4,483 ACCUMULAT 455 OVERDISTR 0 OVERDIST 0 GROSS ADV 147,104 INTEREST 0 GROSS EXP 282,951 AVERAGE N********* PER SHARE 96.61 PER SHARE 0.85 PER SHARE 26.93 PER SHARE 0.00 PER SHARE (5.59) RETURNS O 0.00 PER SHARE 118.80 EXPENSE R 0.99 AVERAGE DEBT OUSTA AVERAGE DEBT PER S
EX-27.110 12 WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE. ZENITH ACCUMULATOR 12/31/95 STOCK INDEX INVESTMEN********* INVESTMEN********* RECEIVABL$164,689 ASSETS OT 201 OTHER ITE 0 TOTA********* PAYABLE F $0 SENIOR LO 0 OTHER ITE 108,167 TOTA$108,167 SENIOR EQ 0 PAID IN C********* SHARES CO 586,173 SHARES CO 493,245 ACCUMULAT********* OVER/UNDE 20,255 ACCUMULAT (32,544) OVERDISTR 0 ACCUMULAT********* NET ********* DIVIDEND ********* INTEREST 54,033 OTHER INC 0 EXPENSES 195,775 NET ********* REAILIZED$775,273 APPREC IN********* NET ********* EQUILIZAT 0 DISTRIBUT********* DISTRIBUT 673,888 DISTRIBUT 0 NUMBER OF 202,803 NUMBER OF(127,215) SHARES RE 17,340 NET ********* ACCUMULAT 861,746 ACCUMULAT 85,627 OVERDISTR 0 OVERDIST 0 GROSS ADV 122,359 INTEREST 0 GROSS EXP 195,775 AVERAGE N********* PER SHARE 75.35 PER SHARE 1.88 PER SHARE 25.89 PER SHARE 0.00 PER SHARE (3.03) RETURNS O 0.00 PER SHARE 100.09 EXPENSE R 0.40 AVERAGE DEBT OUSTA AVERAGE DEBT PER S
EX-27.120 13 WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE. ZENITH ACCUMULATOR 12/31/95 STRATEGIC BOND OPP. INVESTMEN********* INVESTMEN********* RECEIVABL********* ASSETS OT 29,666 OTHER ITE 0 TOTA********* PAYABLE F$295,750 SENIOR LO 0 OTHER ITE********* TOTA********* SENIOR EQ 0 PAID IN C********* SHARES CO 874,477 SHARES CO 354,325 ACCUMULAT$460,904 OVER/UNDE 50,354 ACCUMULAT 19,941 OVERDISTR 0 ACCUMULAT 153,494 NET ********* DIVIDEND $0 INTEREST 506,785 OTHER INC 0 EXPENSES 45,881 NET $460,904 REAILIZED$248,441 APPREC IN 208,090 NET $917,435 EQUILIZAT 0 DISTRIBUT 435,233 DISTRIBUT 170,001 DISTRIBUT 0 NUMBER OF 919,222 NUMBER OF(455,476) SHARES RE 56,406 NET ********* ACCUMULAT 40,922 ACCUMULAT (36,161) OVERDISTR 0 OVERDIST 0 GROSS ADV 35,085 INTEREST 0 GROSS EXP 134,001 AVERAGE N********* PER SHARE 9.74 PER SHARE 0.58 PER SHARE 1.30 PER SHARE 0.00 PER SHARE (0.77) RETURNS O 0.00 PER SHARE 10.85 EXPENSE R 0.84 AVERAGE DEBT OUSTA AVERAGE DEBT PER S
EX-27.130 14 WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE. ZENITH AC 12/31/95 INVESTMEN40635094 INVESTMEN48285978 RECEIVABL 173089 ASSETS OT 751 OTHER ITE 0 TOTA48459818 PAYABLE F 258121 SENIOR LO 0 OTHER ITE 72660 TOTA 330781 SENIOR EQ 0 PAID IN C39982393 SHARES CO 340603 SHARES CO 210338 ACCUMULAT 563717 OVER/UNDE 13865 ACCUMULAT 481895 OVERDISTR 0 ACCUMULAT 7650884 NET 48129037 DIVIDEND 764562 INTEREST 93774 OTHER INC 0 EXPENSES 294619 NET 563717 REAILIZED 2941365 APPREC IN 6907865 NET 10412947 EQUILIZAT 0 DISTRIBUT -549852 DISTRIBUT-1825459 DISTRIBUT 0 NUMBER OF 175593 NUMBER OF -62314 SHARES RE 16986 NET 25194875 ACCUMULAT 387990 ACCUMULAT -633620 OVERDISTR OVERDIST 9425 GROSS ADV 242628 INTEREST 0 GROSS EXP 368357 AVERAGE N34206447 PER SHARE 109.03 PER SHARE 1.77 PER SHARE 37.91 PER SHARE 0 PER SHARE -7.4 RETURNS O 0 PER SHARE 141.31 EXPENSE R 0.85 AVERAGE D AVERAGE D
EX-27.140 15 WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE. ZENITH ACCUMULATOR 12/31/95 VENTURE VALUE INVESTMEN********* INVESTMEN********* RECEIVABL$172,837 ASSETS OT 13,879 OTHER ITE 0 TOTA********* PAYABLE F$142,266 SENIOR LO 0 OTHER ITE 53,967 TOTA$196,233 SENIOR EQ 0 PAID IN C********* SHARES CO********* SHARES CO 350,592 ACCUMULAT$246,049 OVER/UNDE 3,911 ACCUMULAT 83,368 OVERDISTR 0 ACCUMULAT********* NET ********* DIVIDEND $300,211 INTEREST 104,200 OTHER INC 0 EXPENSES 158,362 NET $246,049 REAILIZED$600,646 APPREC IN********* NET ********* EQUILIZAT 0 DISTRIBUT 244,485 DISTRIBUT 51,727 DISTRIBUT 0 NUMBER OF********* NUMBER OF(362,591) SHARES RE 58,733 NET ********* ACCUMULAT 8,452 ACCUMULAT 0 OVERDISTR 0 OVERDIST 0 GROSS ADV 131,969 INTEREST 0 GROSS EXP 267,333 AVERAGE N********* PER SHARE 9.62 PER SHARE 0.10 PER SHARE 3.68 PER SHARE 0.00 PER SHARE (0.30) RETURNS O 0.00 PER SHARE 13.10 EXPENSE R 0.90 AVERAGE DEBT OUSTA AVERAGE DEBT PER S
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