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<PAGE> PAGE 2
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<PAGE> PAGE 3
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<PAGE> PAGE 4
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<PAGE> PAGE 5
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<PAGE> PAGE 6
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<PAGE> PAGE 7
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<PAGE> PAGE 8
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<PAGE> PAGE 9
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<PAGE> PAGE 10
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<PAGE> PAGE 11
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<PAGE> PAGE 12
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<PAGE> PAGE 13
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<PAGE> PAGE 14
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<PAGE> PAGE 15
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<PAGE> PAGE 16
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<PAGE> PAGE 17
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<PAGE> PAGE 18
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<PAGE> PAGE 19
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<PAGE> PAGE 20
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<PAGE> PAGE 21
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<PAGE> PAGE 22
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<PAGE> PAGE 23
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<PAGE> PAGE 24
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008 A000501 A
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<PAGE> PAGE 25
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<PAGE> PAGE 26
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<PAGE> PAGE 27
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<PAGE> PAGE 28
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<PAGE> PAGE 29
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<PAGE> PAGE 30
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<PAGE> PAGE 31
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<PAGE> PAGE 32
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<PAGE> PAGE 33
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<PAGE> PAGE 34
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<PAGE> PAGE 35
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<PAGE> PAGE 36
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<PAGE> PAGE 37
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<PAGE> PAGE 38
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<PAGE> PAGE 39
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<PAGE> PAGE 40
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<PAGE> PAGE 41
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<PAGE> PAGE 42
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008 A000901 TNE ADVISERS, INC.
008 B000901 A
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008 D010901 BOSTON
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008 A000902 LOOMIS SAYLES & COMPANY, L.P.
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<PAGE> PAGE 43
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<PAGE> PAGE 44
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<PAGE> PAGE 45
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<PAGE> PAGE 46
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<PAGE> PAGE 47
076 000900 0.00
080 A000900 ST PAUL FIRE & MARINE INSURANCE COMPANY
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008 A001001 TNE ADVISERS, INC.
008 B001001 A
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<PAGE> PAGE 48
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<PAGE> PAGE 49
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<PAGE> PAGE 50
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<PAGE> PAGE 51
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008 A001101 TNE ADVISERS, INC.
008 B001101 A
008 C001101 801-47459
008 D011101 BOSTON
008 D021101 MA
008 D031101 02117
008 A001102 SALOMON BROTHERS ASSET MANAGEMENT, INC.
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<PAGE> PAGE 52
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<PAGE> PAGE 53
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<PAGE> PAGE 54
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<PAGE> PAGE 55
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<PAGE> PAGE 56
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008 B001201 A
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<PAGE> PAGE 57
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<PAGE> PAGE 58
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<PAGE> PAGE 59
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<PAGE> PAGE 60
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<PAGE> PAGE 61
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SIGNATURE PAUL MCCLINTOCK
TITLE FUND ADMIN. MANAGER
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<NAME> LOOMIS SAYLES AVANTI GROWTH SERIES
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<NAME> NEW ENGLAND ZENITH FUND
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<NUMBER> 08
<NAME> LOOMIS SAYLES SMALL CAP SERIES
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<CIK> 0000719211
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<NAME> LOOMIS SAYLES BALANCED SERIES
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<TABLE> <S> <C>
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<NAME> DRAYCOTT INTERNATIONAL EQUITY SERIES
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<TABLE> <S> <C>
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<CIK> 0000719211
<NAME> NEW ENGLAND ZENITH FUND
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<NAME> SALOMON BROTHERS U.S. GOVERNMENT SERIES
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<NAME> NEW ENGLAND ZENITH FUND
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<NAME> DAVIS VENTURE VALUE SERIES
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<CIK> 0000719211
<NAME> NEW ENGLAND ZENITH FUND
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<NAME> ALGER EQUITY GROWTH SERIES
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<NAME> NEW ENGLAND ZENITH FUND
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<NAME> SALOMON BROTHERS STRATEGIC BOND OPPORTUNITIES SERIES
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