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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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047 000500 Y
048 000500 0.500
048 A010500 0
048 A020500 0.000
048 B010500 0
048 B020500 0.000
048 C010500 0
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048 D010500 0
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048 E010500 0
048 E020500 0.000
048 F010500 0
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<PAGE> PAGE 20
048 K020500 0.000
049 000500 N
050 000500 N
051 000500 N
052 000500 N
053 A000500 N
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
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062 K000500 0.0
062 L000500 0.0
062 M000500 0.8
062 N000500 0.2
062 O000500 0.0
062 P000500 8.6
062 Q000500 24.1
062 R000500 65.1
063 A000500 0
063 B000500 16.3
064 A000500 N
064 B000500 N
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
070 E020500 N
070 F010500 Y
070 F020500 N
<PAGE> PAGE 21
070 G010500 Y
070 G020500 N
070 H010500 Y
070 H020500 N
008 A000601 NEW ENGLAND INVESTMENT MANAGEMENT
008 B000601 A
008 C000601 801-47459
008 D010601 BOSTON
008 D020601 MA
008 D030601 02116
008 D040601 3700
008 A000602 GOLDMAN SACHS ASSET MANAGEMENT
008 B000602 S
008 C000602 801-37591
008 D010602 NEW YORK
008 D020602 NY
008 D030602 10004
024 000600 Y
025 A000601 STATE STREET CORP
025 B000601 04-1867445
025 C000601 D
025 D000601 1881
025 A000602 BEAR STEARNS SECURITIES CORP
025 B000602 13-4946705
025 C000602 E
025 D000602 2098
025 D000603 0
025 D000604 0
025 D000605 0
025 D000606 0
025 D000607 0
025 D000608 0
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028 A020600 0
028 A030600 0
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028 B010600 4061
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028 B030600 0
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028 C010600 4461
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028 D010600 3342
028 D020600 0
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<PAGE> PAGE 22
028 E040600 2736
028 F010600 2987
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028 F040600 3694
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028 G020600 1361
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028 H000600 0
045 000600 Y
046 000600 N
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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 N
062 A000600 N
062 B000600 0.0
062 C000600 0.0
062 D000600 0.0
062 E000600 0.0
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<PAGE> PAGE 23
062 K000600 0.0
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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
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 J.P. MORGAN SECURITIES, INC
025 B000701 13-3224016
025 C000701 E
025 D000701 3609
025 A000702 BEAR STEARNS SECURITIES CORP
025 B000702 13-4946705
025 C000702 E
025 D000702 5573
025 A000703 LEHMAN BROTHERS, INC
025 B000703 13-2518468
025 C000703 E
025 D000703 1685
025 A000704 STATE STREET CORP
025 B000704 04-1867445
025 C000704 D
025 D000704 7738
<PAGE> PAGE 24
025 D000705 0
025 D000706 0
025 D000707 0
025 D000708 0
028 A010700 15699
028 A020700 7659
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045 000700 Y
046 000700 N
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<PAGE> PAGE 25
048 H010700 0
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050 000700 N
051 000700 N
052 000700 N
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063 A000700 0
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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
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
<PAGE> PAGE 26
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 CHEVRON CORP
025 C000801 D
025 D000801 2000
025 A000802 INVESTMENT TECHNOLOGY GROUP
025 C000802 E
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028 G010800 47412
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028 G040800 32122
028 H000800 0
045 000800 Y
046 000800 N
047 000800 Y
<PAGE> PAGE 27
048 000800 1.000
048 A010800 0
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048 B010800 0
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048 C010800 0
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048 I010800 0
048 I020800 0.000
048 J010800 0
048 J020800 0.000
048 K010800 0
048 K020800 0.000
049 000800 N
050 000800 N
051 000800 N
052 000800 N
053 A000800 Y
053 B000800 Y
062 A000800 N
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<PAGE> PAGE 28
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
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 LOOMIS SAYLES & COMPANY, L.P.
008 B000902 S
008 C000902 801-170
008 D010902 BOSTON
008 D020902 MA
008 D030902 02111
024 000900 Y
025 A000901 ASSOCIATES FIRST CAPITAL CORP
025 B000901 74-1494554
025 C000901 D
025 D000901 4530
025 A000902 BEAR STEARNS SECURITIES CORP
025 B000902 13-4946705
025 C000902 D
025 D000902 976
025 A000903 DONALDSON LUFKIN & JENRETTE, INC
025 B000903 13-5033225
025 C000903 D
025 D000903 193
025 A000904 LEHMAN BROTHERS, INC
025 B000904 13-2518468
025 C000904 D
025 D000904 198
025 A000905 SALOMON BROTHERS, INC
025 B000905 13-3082694
025 C000905 D
025 D000905 620
025 A000906 BEAR STEARNS SECURITIES CORP
025 B000906 13-4946705
025 C000906 E
025 D000906 673
025 A000907 MORGAN STANLEY & COMPANY
025 B000907 13-2655998
025 C000907 E
025 D000907 2398
<PAGE> PAGE 29
025 D000908 0
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<PAGE> PAGE 30
048 I020900 0.000
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066 E000900 Y
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066 G000900 N
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068 A000900 N
068 B000900 N
069 000900 N
008 A001001 NEW ENGLAND INVESTMENT MANAGEMENT
008 B001001 A
008 C001001 801-47459
008 D011001 BOSTON
008 D021001 MA
008 D031001 02116
008 D041001 3700
008 A001002 MORGAN STANLEY ASSET MANAGEMENT
<PAGE> PAGE 31
008 B001002 S
008 C001002 801-15757
008 D011002 NEW YORK
008 D021002 NY
008 D031002 10020
024 001000 Y
025 A001001 STATE STREET CORP
025 B001001 04-1867445
025 C001001 D
025 D001001 6586
025 A001002 BANCO SANTANDER
025 C001002 E
025 D001002 346
025 A001003 DBS SECURITIES
025 C001003 E
025 D001003 419
025 A001004 HSBC INVESTMENT BANK
025 C001004 E
025 D001004 74
025 A001005 OVERSEAS CHINESE BANKING CORP
025 C001005 E
025 D001005 164
025 A001006 UBS AG
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028 F041000 2041
<PAGE> PAGE 32
028 G011000 21651
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045 001000 Y
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<PAGE> PAGE 33
062 O001000 0.0
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066 D001000 N
066 E001000 N
066 F001000 N
066 G001000 N
067 001000 N
068 A001000 N
068 B001000 Y
069 001000 N
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 J.P. MORGAN SECURITIES, INC
025 B001101 13-3224016
025 C001101 D
025 D001101 11000
025 A001102 STATE STREET CORP
025 B001102 04-1867445
025 C001102 D
025 D001102 4740
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<PAGE> PAGE 34
028 B031100 0
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028 C011100 1296
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045 001100 Y
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<PAGE> PAGE 35
051 001100 N
052 001100 N
053 A001100 Y
053 B001100 Y
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064 A001100 N
064 B001100 N
066 A001100 N
067 001100 N
068 A001100 N
068 B001100 N
069 001100 N
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 MERRILL LYNCH & CO
025 B001201 13-5674085
025 C001201 D
025 D001201 1251
025 A001202 PAINE WEBBER, INC
025 B001202 13-2638166
<PAGE> PAGE 36
025 C001202 D
025 D001202 454
025 A001203 BANK OF AMERICA SECURITIES, LLC
025 C001203 D
025 D001203 318
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028 A011200 2295
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045 001200 Y
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<PAGE> PAGE 37
048 E011200 0
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048 J011200 0
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048 K011200 0
048 K021200 0.000
049 001200 N
050 001200 N
051 001200 N
052 001200 N
053 A001200 N
062 A001200 Y
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064 A001200 N
064 B001200 N
066 A001200 N
067 001200 N
068 A001200 N
068 B001200 N
069 001200 N
008 A001301 NEW ENGLAND INVESTMENT MANAGEMENT
008 B001301 A
008 C001301 801-47459
008 D011301 BOSTON
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<PAGE> PAGE 38
008 D031301 02116
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008 A001302 DAVIS SELECTED ADVISERS, L.P.
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008 D011302 SANTA FE
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024 001300 Y
025 A001301 STATE STREET CORP
025 B001301 04-1867445
025 C001301 D
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025 A001302 J.P. MORGAN SECURITIES, INC
025 B001302 13-3224016
025 C001302 E
025 D001302 101
025 A001303 MORGAN STANLEY & COMPANY, INC
025 B001303 13-2655998
025 C001303 E
025 D001303 18779
025 A001304 DONALDSON LUFKIN & JENRETTE SECURITIES, INC
025 B001304 13-5033225
025 C001304 E
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<PAGE> PAGE 39
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<PAGE> PAGE 40
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008 A001401 NEW ENGLAND INVESTMENT MANAGEMENT
008 B001401 A
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008 D011401 BOSTON
008 D021401 MA
008 D031401 02117
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008 B001402 S
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008 D011402 JERSEY CITY
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025 D001401 9954
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025 B001403 13-5674085
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<PAGE> PAGE 41
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<PAGE> PAGE 42
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008 A001601 NEW ENGLAND INVESTMENT MANAGEMENT
008 B001601 A
008 C001601 801-47459
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008 D021601 MA
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008 D011602 BOSTON
008 D021602 MA
008 D031602 02116
<PAGE> PAGE 43
024 001600 Y
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<PAGE> PAGE 44
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<PAGE> PAGE 45
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008 A001701 NEW ENGLAND INVESTMENT MANAGEMENT
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
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008 D031702 02116
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025 D001701 18
025 A001702 MORGAN STANLEY DEAN WITTER & CO.
025 B001702 13-2655998
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<PAGE> PAGE 46
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<PAGE> PAGE 47
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SIGNATURE TERRENCE T. SANTRY
TITLE ASSISTANT TREASURER
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000719211
<NAME> NEW ENGLAND ZENITH FUND
<SERIES>
<NUMBER> 01
<NAME> BACK BAY ADVISORS BOND INCOME SERIES
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WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
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<CIK> 0000719211
<NAME> NEW ENGLAND ZENITH FUND
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WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000719211
<NAME> NEW ENGLAND ZENITH FUND
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<NAME> BACK BAY ADVISORS MONEY MARKET SERIES
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[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000719211
<NAME> NEW ENGLAND ZENITH FUND
<SERIES>
<NUMBER> 04
<NAME> WESTPEAK STOCK INDEX SERIES
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[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000719211
<NAME> NEW ENGLAND ZENITH FUND
<SERIES>
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<NAME> BACK BAY ADVISORS MANAGED SERIES
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<REALIZED-GAINS-CURRENT> 24,544,949
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<NUMBER-OF-SHARES-REDEEMED> (236,987)
<SHARES-REINVESTED> 155,035
<NET-CHANGE-IN-ASSETS> 5,241,552
<ACCUMULATED-NII-PRIOR> 9,035
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<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 1,083,736
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,267,211
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<PER-SHARE-NAV-BEGIN> 207.760
<PER-SHARE-NII> 6.980
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<PER-SHARE-DIVIDEND> (6.830)
<PER-SHARE-DISTRIBUTIONS> (24.570)
<RETURNS-OF-CAPITAL> 0.000
<PER-SHARE-NAV-END> 196.820
<EXPENSE-RATIO> 0.580
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000719211
<NAME> NEW ENGLAND ZENITH FUND
<SERIES>
<NUMBER> 06
<NAME> GOLDMAN SACHS MIDCAP VALUE SERIES
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<S> <C>
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<INVESTMENTS-AT-COST> 113,341,168
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<NET-INVESTMENT-INCOME> 1,205,828
<REALIZED-GAINS-CURRENT> (7,918,132)
<APPREC-INCREASE-CURRENT> 6,689,577
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<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (1,360,964)
<DISTRIBUTIONS-OF-GAINS> 0
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<NUMBER-OF-SHARES-SOLD> 322,118
<NUMBER-OF-SHARES-REDEEMED> (355,388)
<SHARES-REINVESTED> 11,333
<NET-CHANGE-IN-ASSETS> (3,717,120)
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> (178,607)
<OVERDISTRIB-NII-PRIOR> (992)
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 834,843
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 980,451
<AVERAGE-NET-ASSETS> 111,312,385
<PER-SHARE-NAV-BEGIN> 122.850
<PER-SHARE-NII> 1.360
<PER-SHARE-GAIN-APPREC> (0.970)
<PER-SHARE-DIVIDEND> (1.530)
<PER-SHARE-DISTRIBUTIONS> 0.000
<RETURNS-OF-CAPITAL> 0.000
<PER-SHARE-NAV-END> 121.710
<EXPENSE-RATIO> 0.880
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000719211
<NAME> NEW ENGLAND ZENITH FUND
<SERIES>
<NUMBER> 07
<NAME> WESTPEAK GROWTH AND INCOME SERIES
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<S> <C>
<PERIOD-TYPE> 12-MOS
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<PERIOD-END> DEC-31-1999
<INVESTMENTS-AT-COST> 394,500,611
<INVESTMENTS-AT-VALUE> 417,061,540
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<OTHER-ITEMS-LIABILITIES> 786,468
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<PAID-IN-CAPITAL-COMMON> 385,651,488
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<NET-ASSETS> 417,539,801
<DIVIDEND-INCOME> 5,547,321
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<EXPENSES-NET> 2,628,487
<NET-INVESTMENT-INCOME> 3,329,734
<REALIZED-GAINS-CURRENT> 52,016,715
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<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (3,333,829)
<DISTRIBUTIONS-OF-GAINS> (50,277,567)
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<NUMBER-OF-SHARES-SOLD> 860,143
<NUMBER-OF-SHARES-REDEEMED> (375,398)
<SHARES-REINVESTED> 267,460
<NET-CHANGE-IN-ASSETS> 135,982,602
<ACCUMULATED-NII-PRIOR> 11,052
<ACCUMULATED-GAINS-PRIOR> 7,581,279
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 2,410,327
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 2,628,487
<AVERAGE-NET-ASSETS> 355,435,206
<PER-SHARE-NAV-BEGIN> 208.340
<PER-SHARE-NII> 1.780
<PER-SHARE-GAIN-APPREC> 17.510
<PER-SHARE-DIVIDEND> (1.780)
<PER-SHARE-DISTRIBUTIONS> (27.360)
<RETURNS-OF-CAPITAL> 0.000
<PER-SHARE-NAV-END> 198.490
<EXPENSE-RATIO> 0.740
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000719211
<NAME> NEW ENGLAND ZENITH FUND
<SERIES>
<NUMBER> 08
<NAME> LOOMIS SAYLES SMALL CAP SERIES
<MULTIPLIER> 1
<S> <C>
<PERIOD-TYPE> 12-MOS
<FISCAL-YEAR-END> DEC-31-1999
<PERIOD-END> DEC-31-1999
<INVESTMENTS-AT-COST> 240,116,805
<INVESTMENTS-AT-VALUE> 323,440,308
<RECEIVABLES> 1,323,473
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<TOTAL-ASSETS> 324,763,781
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<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 573,868
<TOTAL-LIABILITIES> 2,445,853
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 237,792,266
<SHARES-COMMON-STOCK> 1,597,793
<SHARES-COMMON-PRIOR> 1,554,081
<ACCUMULATED-NII-CURRENT> 3,259
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<ACCUMULATED-NET-GAINS> 1,198,900
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 83,323,503
<NET-ASSETS> 322,317,928
<DIVIDEND-INCOME> 2,422,435
<INTEREST-INCOME> 758,186
<OTHER-INCOME> 0
<EXPENSES-NET> 2,368,855
<NET-INVESTMENT-INCOME> 811,766
<REALIZED-GAINS-CURRENT> 8,092,335
<APPREC-INCREASE-CURRENT> 66,235,876
<NET-CHANGE-FROM-OPS> 75,139,977
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (839,651)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 599,062
<NUMBER-OF-SHARES-REDEEMED> (559,646)
<SHARES-REINVESTED> 4,296
<NET-CHANGE-IN-ASSETS> 83,728,473
<ACCUMULATED-NII-PRIOR> 31,144
<ACCUMULATED-GAINS-PRIOR> (6,893,435)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 2,368,856
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 2,615,072
<AVERAGE-NET-ASSETS> 236,885,520
<PER-SHARE-NAV-BEGIN> 153.520
<PER-SHARE-NII> 0.510
<PER-SHARE-GAIN-APPREC> 48.230
<PER-SHARE-DIVIDEND> (0.530)
<PER-SHARE-DISTRIBUTIONS> 0.000
<RETURNS-OF-CAPITAL> 0.000
<PER-SHARE-NAV-END> 201.730
<EXPENSE-RATIO> 1.000
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000719211
<NAME> NEW ENGLAND ZENITH FUND
<SERIES>
<NUMBER> 09
<NAME> LOOMIS SAYLES BALANCED SERIES
<MULTIPLIER> 1
<S> <C>
<PERIOD-TYPE> 12-MOS
<FISCAL-YEAR-END> DEC-31-1999
<PERIOD-END> DEC-31-1999
<INVESTMENTS-AT-COST> 193,434,045
<INVESTMENTS-AT-VALUE> 191,980,303
<RECEIVABLES> 1,753,388
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<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 193,733,691
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<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 535,511
<TOTAL-LIABILITIES> 1,067,366
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<PAID-IN-CAPITAL-COMMON> 196,551,619
<SHARES-COMMON-STOCK> 13,906,867
<SHARES-COMMON-PRIOR> 12,286,960
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<ACCUMULATED-NET-GAINS> (2,427,898)
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<ACCUM-APPREC-OR-DEPREC> (1,453,742)
<NET-ASSETS> 192,666,325
<DIVIDEND-INCOME> 2,233,647
<INTEREST-INCOME> 4,907,986
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<EXPENSES-NET> 1,532,710
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<REALIZED-GAINS-CURRENT> 2,710,748
<APPREC-INCREASE-CURRENT> (18,598,573)
<NET-CHANGE-FROM-OPS> (10,278,902)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (5,643,463)
<DISTRIBUTIONS-OF-GAINS> (5,851,562)
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<NUMBER-OF-SHARES-SOLD> 4,946,396
<NUMBER-OF-SHARES-REDEEMED> (4,152,208)
<SHARES-REINVESTED> 825,719
<NET-CHANGE-IN-ASSETS> 2,089,265
<ACCUMULATED-NII-PRIOR> 16,934
<ACCUMULATED-GAINS-PRIOR> 725,194
<OVERDISTRIB-NII-PRIOR> 0
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<GROSS-ADVISORY-FEES> 1,386,037
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,532,710
<AVERAGE-NET-ASSETS> 198,005,154
<PER-SHARE-NAV-BEGIN> 15.510
<PER-SHARE-NII> 0.430
<PER-SHARE-GAIN-APPREC> (1.210)
<PER-SHARE-DIVIDEND> (0.430)
<PER-SHARE-DISTRIBUTIONS> (0.450)
<RETURNS-OF-CAPITAL> 0.000
<PER-SHARE-NAV-END> 13.850
<EXPENSE-RATIO> 0.770
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000719211
<NAME> NEW ENGLAND ZENITH FUND
<SERIES>
<NUMBER> 10
<NAME> MORGAN STANLEY INTERNATIONAL MAGNUM EQUITY
<MULTIPLIER> 1
<S> <C>
<PERIOD-TYPE> 12-MOS
<FISCAL-YEAR-END> DEC-31-1999
<PERIOD-END> DEC-31-1999
<INVESTMENTS-AT-COST> 75,407,049
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<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 390,872
<TOTAL-LIABILITIES> 390,872
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 80,259,710
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<ACCUMULATED-NET-GAINS> 1,274,588
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<ACCUM-APPREC-OR-DEPREC> 18,093,350
<NET-ASSETS> 99,460,295
<DIVIDEND-INCOME> 1,394,100
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<EXPENSES-NET> 999,476
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<DISTRIBUTIONS-OF-INCOME> (321,404)
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<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 2,934,750
<NUMBER-OF-SHARES-REDEEMED> (1,907,495)
<SHARES-REINVESTED> 25,290
<NET-CHANGE-IN-ASSETS> 31,291,651
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> (455,172)
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<GROSS-ADVISORY-FEES> 691,945
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,000,377
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<PER-SHARE-NAV-BEGIN> 11.400
<PER-SHARE-NII> 0.100
<PER-SHARE-GAIN-APPREC> 2.700
<PER-SHARE-DIVIDEND> (0.050)
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<RETURNS-OF-CAPITAL> 0.000
<PER-SHARE-NAV-END> 14.150
<EXPENSE-RATIO> 1.300
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000719211
<NAME> NEW ENGLAND ZENITH FUND
<SERIES>
<NUMBER> 11
<NAME> SALOMON BROTHERS U.S. GOVERNMENT SERIES
<MULTIPLIER> 1
<S> <C>
<PERIOD-TYPE> 12-MOS
<FISCAL-YEAR-END> DEC-31-1999
<PERIOD-END> DEC-31-1999
<INVESTMENTS-AT-COST> 73,807,841
<INVESTMENTS-AT-VALUE> 72,546,159
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<PAYABLE-FOR-SECURITIES> 21,864,897
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 258,583
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<PAID-IN-CAPITAL-COMMON> 53,370,933
<SHARES-COMMON-STOCK> 4,716,576
<SHARES-COMMON-PRIOR> 3,993,162
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<ACCUMULATED-NET-GAINS> (1,139,470)
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<EXPENSES-NET> 344,413
<NET-INVESTMENT-INCOME> 2,897,190
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<DISTRIBUTIONS-OF-INCOME> (2,904,887)
<DISTRIBUTIONS-OF-GAINS> (109,221)
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<NUMBER-OF-SHARES-SOLD> 2,268,282
<NUMBER-OF-SHARES-REDEEMED> (1,822,836)
<SHARES-REINVESTED> 277,968
<NET-CHANGE-IN-ASSETS> 5,160,920
<ACCUMULATED-NII-PRIOR> 16,486
<ACCUMULATED-GAINS-PRIOR> 98,036
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 270,607
<INTEREST-EXPENSE> 6,150
<GROSS-EXPENSE> 352,008
<AVERAGE-NET-ASSETS> 49,201,793
<PER-SHARE-NAV-BEGIN> 11.470
<PER-SHARE-NII> 0.650
<PER-SHARE-GAIN-APPREC> (0.620)
<PER-SHARE-DIVIDEND> (0.660)
<PER-SHARE-DISTRIBUTIONS> (0.030)
<RETURNS-OF-CAPITAL> 0.000
<PER-SHARE-NAV-END> 10.810
<EXPENSE-RATIO> 0.700
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000719211
<NAME> NEW ENGLAND ZENITH FUND
<SERIES>
<NUMBER> 12
<NAME> SALOMON BROTHERS STRATEGIC BOND OPP SERIES
<MULTIPLIER> 1
<S> <C>
<PERIOD-TYPE> 12-MOS
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<PERIOD-END> DEC-31-1999
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<PAID-IN-CAPITAL-COMMON> 104,495,187
<SHARES-COMMON-STOCK> 8,897,436
<SHARES-COMMON-PRIOR> 8,353,715
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> (62,769)
<ACCUMULATED-NET-GAINS> (6,275,333)
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<ACCUM-APPREC-OR-DEPREC> (3,246,725)
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<DIVIDEND-INCOME> 0
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<EXPENSES-NET> 770,906
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<NUMBER-OF-SHARES-SOLD> 2,585,620
<NUMBER-OF-SHARES-REDEEMED> (2,751,781)
<SHARES-REINVESTED> 709,882
<NET-CHANGE-IN-ASSETS> (539,511)
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<ACCUMULATED-GAINS-PRIOR> (2,553,476)
<OVERDISTRIB-NII-PRIOR> (45,647)
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 618,506
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 770,906
<AVERAGE-NET-ASSETS> 95,154,930
<PER-SHARE-NAV-BEGIN> 11.430
<PER-SHARE-NII> 0.950
<PER-SHARE-GAIN-APPREC> (0.780)
<PER-SHARE-DIVIDEND> (0.930)
<PER-SHARE-DISTRIBUTIONS> 0.000
<RETURNS-OF-CAPITAL> 0.000
<PER-SHARE-NAV-END> 10.670
<EXPENSE-RATIO> 0.810
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000719211
<NAME> NEW ZENITH FUND
<SERIES>
<NUMBER> 13
<NAME> DAVIS VENTURE VALUE SERIES
<MULTIPLIER> 1
<S> <C>
<PERIOD-TYPE> 12-MOS
<FISCAL-YEAR-END> DEC-31-1999
<PERIOD-END> DEC-31-1999
<INVESTMENTS-AT-COST> 482,497,124
<INVESTMENTS-AT-VALUE> 655,853,618
<RECEIVABLES> 1,884,626
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 1,995
<TOTAL-ASSETS> 657,740,239
<PAYABLE-FOR-SECURITIES> 997,237
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 1,143,687
<TOTAL-LIABILITIES> 2,140,924
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 484,193,489
<SHARES-COMMON-STOCK> 24,585,395
<SHARES-COMMON-PRIOR> 19,022,696
<ACCUMULATED-NII-CURRENT> 141,370
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (2,092,058)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 173,356,514
<NET-ASSETS> 655,599,315
<DIVIDEND-INCOME> 5,942,479
<INTEREST-INCOME> 1,334,159
<OTHER-INCOME> 0
<EXPENSES-NET> 4,340,067
<NET-INVESTMENT-INCOME> 2,936,571
<REALIZED-GAINS-CURRENT> 4,915,990
<APPREC-INCREASE-CURRENT> 78,394,684
<NET-CHANGE-FROM-OPS> 86,247,245
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (2,768,802)
<DISTRIBUTIONS-OF-GAINS> (9,621,770)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 10,192,408
<NUMBER-OF-SHARES-REDEEMED> (5,101,465)
<SHARES-REINVESTED> 471,756
<NET-CHANGE-IN-ASSETS> 215,248,408
<ACCUMULATED-NII-PRIOR> 12,192
<ACCUMULATED-GAINS-PRIOR> 2,573,461
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 4,032,970
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 4,340,067
<AVERAGE-NET-ASSETS> 537,729,076
<PER-SHARE-NAV-BEGIN> 23.150
<PER-SHARE-NII> 0.120
<PER-SHARE-GAIN-APPREC> 3.930
<PER-SHARE-DIVIDEND> (0.120)
<PER-SHARE-DISTRIBUTIONS> (0.410)
<RETURNS-OF-CAPITAL> 0.000
<PER-SHARE-NAV-END> 26.67
<EXPENSE-RATIO> 0.810
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000719211
<NAME> NEW ENGLAND ZENITH FUND
<SERIES>
<NUMBER> 14
<NAME> ALGER EQUITY GROWTH SERIES
<MULTIPLIER> 1
<S> <C>
<PERIOD-TYPE> 12-MOS
<FISCAL-YEAR-END> DEC-31-1999
<PERIOD-END> DEC-31-1999
<INVESTMENTS-AT-COST> 645,434,898
<INVESTMENTS-AT-VALUE> 852,795,085
<RECEIVABLES> 2,080,128
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 854,875,233
<PAYABLE-FOR-SECURITIES> 12,644,577
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 1,177,730
<TOTAL-LIABILITIES> 13,822,307
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 625,729,342
<SHARES-COMMON-STOCK> 28,664,292
<SHARES-COMMON-PRIOR> 16,353,873
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> (5,387)
<ACCUMULATED-NET-GAINS> 7,968,784
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 207,360,187
<NET-ASSETS> 841,052,926
<DIVIDEND-INCOME> 2,294,193
<INTEREST-INCOME> 2,245,595
<OTHER-INCOME> 0
<EXPENSES-NET> 4,722,356
<NET-INVESTMENT-INCOME> (182,568)
<REALIZED-GAINS-CURRENT> 85,117,053
<APPREC-INCREASE-CURRENT> 100,091,250
<NET-CHANGE-FROM-OPS> 185,025,735
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (286,474)
<DISTRIBUTIONS-OF-GAINS> (100,705,836)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 13,791,435
<NUMBER-OF-SHARES-REDEEMED> (5,005,319)
<SHARES-REINVESTED> 3,524,303
<NET-CHANGE-IN-ASSETS> 430,327,297
<ACCUMULATED-NII-PRIOR> 607
<ACCUMULATED-GAINS-PRIOR> 24,018,950
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 4,418,196
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 4,722,356
<AVERAGE-NET-ASSETS> 589,093,160
<PER-SHARE-NAV-BEGIN> 25.110
<PER-SHARE-NII> (0.010)
<PER-SHARE-GAIN-APPREC> 8.340
<PER-SHARE-DIVIDEND> (0.010)
<PER-SHARE-DISTRIBUTIONS> (4.090)
<RETURNS-OF-CAPITAL> 0.000
<PER-SHARE-NAV-END> 29.340
<EXPENSE-RATIO> 0.800
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000719211
<NAME> NEW ENGLAND ZENITH FUND
<SERIES>
<NUMBER> 16
<NAME> MFS INVESTORS SERIES
<MULTIPLIER> 1
<S> <C>
<PERIOD-TYPE> 8-MOS
<FISCAL-YEAR-END> DEC-31-1999
<PERIOD-END> DEC-31-1999
<INVESTMENTS-AT-COST> 6,375,640
<INVESTMENTS-AT-VALUE> 6,810,580
<RECEIVABLES> 45,592
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 17,849
<TOTAL-ASSETS> 6,874,021
<PAYABLE-FOR-SECURITIES> 6,469
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 26,321
<TOTAL-LIABILITIES> 32,790
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 6,652,503
<SHARES-COMMON-STOCK> 667,006
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> (1,934)
<ACCUMULATED-NET-GAINS> (244,295)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 434,957
<NET-ASSETS> 6,841,231
<DIVIDEND-INCOME> 39,744
<INTEREST-INCOME> 6,905
<OTHER-INCOME> 0
<EXPENSES-NET> 31,022
<NET-INVESTMENT-INCOME> 15,627
<REALIZED-GAINS-CURRENT> (245,528)
<APPREC-INCREASE-CURRENT> 434,957
<NET-CHANGE-FROM-OPS> 205,056
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (16,328)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 1,274,088
<NUMBER-OF-SHARES-REDEEMED> (608,684)
<SHARES-REINVESTED> 1,602
<NET-CHANGE-IN-ASSETS> 6,841,231
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 25,852
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 69,975
<AVERAGE-NET-ASSETS> 5,135,198
<PER-SHARE-NAV-BEGIN> 10.000
<PER-SHARE-NII> 0.020
<PER-SHARE-GAIN-APPREC> 0.260
<PER-SHARE-DIVIDEND> (0.020)
<PER-SHARE-DISTRIBUTIONS> 0.000
<RETURNS-OF-CAPITAL> 0.000
<PER-SHARE-NAV-END> 10.260
<EXPENSE-RATIO> 0.900
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000719211
<NAME> NEW ENGLAND ZENITH FUND
<SERIES>
<NUMBER> 17
<NAME> MFS RESEARCH MANAGER SERIES
<MULTIPLIER> 1
<S> <C>
<PERIOD-TYPE> 8-MOS
<FISCAL-YEAR-END> DEC-31-1999
<PERIOD-END> DEC-31-1999
<INVESTMENTS-AT-COST> 5,742,443
<INVESTMENTS-AT-VALUE> 6,798,392
<RECEIVABLES> 127,592
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 2,652
<TOTAL-ASSETS> 6,928,636
<PAYABLE-FOR-SECURITIES> 31,561
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 25,023
<TOTAL-LIABILITIES> 56,584
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 5,845,517
<SHARES-COMMON-STOCK> 573,730
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> (5,988)
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (23,419)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 1,055,942
<NET-ASSETS> 6,872,052
<DIVIDEND-INCOME> 25,606
<INTEREST-INCOME> 3,919
<OTHER-INCOME> 0
<EXPENSES-NET> 31,557
<NET-INVESTMENT-INCOME> (2,032)
<REALIZED-GAINS-CURRENT> (27,375)
<APPREC-INCREASE-CURRENT> 1,055,942
<NET-CHANGE-FROM-OPS> 1,026,535
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 1,103,624
<NUMBER-OF-SHARES-REDEEMED> (529,894)
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 6,872,052
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 26,299
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 71,265
<AVERAGE-NET-ASSETS> 5,223,736
<PER-SHARE-NAV-BEGIN> 10.000
<PER-SHARE-NII> 0.000
<PER-SHARE-GAIN-APPREC> 1.980
<PER-SHARE-DIVIDEND> 0.000
<PER-SHARE-DISTRIBUTIONS> 0.000
<RETURNS-OF-CAPITAL> 0.000
<PER-SHARE-NAV-END> 11.980
<EXPENSE-RATIO> 0.900
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
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, 1999.
Morgan Stanley International Magnum Equity Series engaged in one Rule
10f-3transaction during the period.
The Series purchased Austar United Communication on July 20,1999.
465,000,000 securities were offered. The affiliated broker was
Morgan Stanley & Co International Ltd. The price per unit was 4.70
Australian dollars. The Series purchased 14,600 units with a cost
of 68,620 AUD from CS First Boston. The securities were offered
pursuant to a firm commitment underwriting. The transaction
was executed away from Morgan Stanley and Morgan Stanley did not
receive any compensation in connection with the transaction.
The commission or spread received by the underwriters was reasonable
and fair. The total principalamount purchased by the Series was
less than 10% of the total offering.
Goldman Sachs Midcap Value Series engaged in two Rule 10f-3 transactions.
The Series purchased Republic Services, Inc. on April 27, 1999.
100,000,000 securites were offered. The affiliated broker was
Goldman Sachs & Co. Theprice per unit was $18.125. The Series
purchased 47,000 units with a cost of $793,125 from DLJ. The
securities were offered pursuant to a firm commitment underwriting.
The transaction was executed away from Goldman Sachs and Goldman
Sachsdid not receive any compensation in connection with the
transaction. The commission or spread received by the underwriters
was reasonable and fair. The total principal amount purchased by
the Series was less than 10% of the total offering.
The Series purchased International Home Foods on October 21,1999.
10,000,000 securites were offered. The affiliated broker was
Goldman Sachs & Co. The price per unit was $15.00. The Series
purchased 46,300 units with a cost of $694,500 from DLJ. The securities
were offered pursuant to a firm commitment underwriting.The transaction
was executed away from Goldman Sachs and Goldman Sachs did not receive
any compensation in connection with the transaction. Thecommission or
spread received by the underwriters was reasonable and fair. The
total principal amount purchased by the Series was less than
10% of the total offering.
Salomon Brothers Strategic Bond Opportunities Series engaged in one
Rule 10f-3 transaction.
The Series purchased Sprint Capital Corp. on November 9,1999.
$500,000,000 bonds were offered. The affiliated broker was Salomon
Smith Barney. The price per unit was $99.884. The Series purchased
$400,000 bonds with a cost of $399,536 from Lehman Brothers.
The securities were offered pursuant to a firm commitment underwriting.
The transaction was executedaway from Salomon Smith Barney and
Salomon Smith Barney did not receive any compensation in connection
with the transaction. The commission or spread received by the
underwriters was reasonable and fair. The total
principal amount purchased by the Series was less
than 10% of the total offering.
INDEPENDENT AUDITORS REPORT
To the 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, respectively,
the Back Bay Advisors Bond Income Series, Capital Growth Series, Back Bay
Advisors Money Market Series, Westpeak Stock Index Series, Back
Bay Advisors Managed Series, Goldman Sachs Midcap Value Series, Westpeak
Growth and Income Series, Loomis Sayles Small Cap Series, Loomis Sayles
Balanced Series, Morgan Stanley International Magnum Equity Series,
Salomon Brothers U.S. Government Series, Salomon Brothers Strategic
Bond Opportunities Series, Davis Venture Value Series, Alger
Equity Growth Series, MFS Investors Series and MFS Research Managers
Series) for the year ended December 31, 1999 (on which we have issued
our report dated February 4, 2000), 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 generally
accepted accounting principles. 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
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
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, 1999.
This report is intended solely for the information and use
of management, the Board of 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 4, 2000
New England Zenith Fund
12/31/99
6. Shareholder Meeting (Unaudited)
At a Special Meeting of Shareholders held on October 15, 1999 such shareholder
voted for the following proposals:
1. That with respect to all Series the following trustees are hereby
elected:
For Against Abstain Total
John J. Arena 89,021,827 711 4,071,887 93,094,425
Edward A. Benjamin 88,981,983 711 4,111,731 93,094,425
Mary Ann Brown 88,984,233 711 4,109,482 93,094,426
Joseph W. Flynn 88,980,774 711 4,112,940 93,094,425
Anne M. Goggin 89,016,789 711 4,076,925 93,094,425
Nancy Hawthorne 89,019,437 711 4,074,277 93,094,425
Joseph M. Hinchey 88,950,855 711 4,142,859 93,094,425
Robert B. Kittredge 88,893,991 711 4,199,723 93,094,425
John T. Ludes 89,025,375 711 4,068,339 93,094,425
Dale R. Marshall 89,018,770 711 4,074,944 93,094,425
2a. That with respect to the Money Market
Series the new proposed Advisory
Agreement between NEIM and the Trust is
hereby approved 2,029,297 164,372 74,698 2,268,367
2b. That with respect to the Bond Income
Series, the new proposed Advisory Agreement
between NEIM and the Trust is hereby
approved 2,409,028 111,559 101,552 2,622,139
2c. That with respect to the Growth and
Income Series, the new proposedAdvisory
Agreement between NEIM and the Trust is
hereby approved 1,585,875 64,278 69,767 1,719,920
3. That the proposal to replace the
fundamental investment objective
of the Money Market, Bond Income, Managed,
Capital Growth, Small Cap,Growth and Income,
and Midcap Value Series with an otherwise
identical non-fundamental investment objective
is hereby approved 12,869,447 730,801 591,629 14,191,877
4. That the proposal to grant authority
for the Money Market, Bond Income,Managed,
Balanced, Equity Growth, Venture Value,
Small Cap, Investors,Research Managers,Growth
and Income, Stock index,and International
Magnum Equity Series whereby each Series
may from time to time, to the extent permitted
by an exemption or exemptionsfrom the Securities
and Exchange Comission, permit NEIM to enter
into new or amended agreements with subadvisers
with respect to the Series without obtaining
shareholder approval of such agreements, and
to permit such subadvisers to manage the
assets of the Series pursuant to such subadvisory
agreements is hereby passed 69,183,900 3,273,146 3,081,893 75,538,939
5. That the following proposals to adopt Standardized
Investment Restrictions for the
Series are herby passed :
5a. That with respect to the Money Market,
Bond Income, Managed, Capital Growth, and
Stock Index Series to eliminate the
restrictions relating to investments in a single
issuer 9,994,309 544,555 414,267 10,953,131
5b. That with respect to the Money Market,
Bond Income, Managed, Capital Growth,
and Stock Index Series to eliminate
the restrictionsrelating to short
sales and purchasing
securities on margin 9,799,175 731,724 422,232 10,953,131
5c. That with respect to all Series
to revise the restrictions relating to
concentrations of
investments in one industry 85,801,339 3,740,186 3,552,900 93,094,425
5d. That with respect to all Series to
revise the restrictions relating to
borrowings 85,142,143 4,467,632 3,484,650 93,094,425
5e. That with respect to the Money
Market, Bond Income, Managed, Capital
Growth, and Stock Index Series to eliminate
the restrictions relating to investments in
businesses less than three years old 9,979,014 585,980 388,137 10,953,131
5f. That with respect to the Money Market,
Bond Income, Managed, Capital Growth, and
Stock Index Series to eliminate the
restrictions relating to issuers whose
shares are beneficially owned by Trustees
and officers of the Trust or directors and
officers of certain affiliates
of the Trust 9,838,478 706,217 408,436 10,953,131
5g. That with respect to all Series to
revise the restrictions relating to underwriting
of securities 85,813,170 3,457,557 3,823,698 93,094,425
5h. That with respect to the Money
Market, Bond Income, Managed, Capital Growth,
and Stock Index Series to eliminate the
restrictions relating to the purchase
of restricted securities and illiquid
securities. 9,812,801 709,941 430,389 10,953,131
5i. That with respect to the Money
Market, Bond Income, Managed,
Capital Growth, and Stock Index Series
to eliminate the restrictions relating
to investments made for the purpose
of exercising control or management 9,829,766 683,782 439,583 10,953,131
5j. That with respect to the Money
Market, Bond Income, Managed, Capital
Growth, and Stock Index Series to
eliminate the restrictions relating
to joint trading of securities 9,939,276 565,449 448,406 10,953,131
5k. That with respect to the
Money Market, Bond Income, Managed,
Capital Growth, and
Stock Index Series to eliminate the
restrictions relating to investments
in other investment companies 10,006,906 546,267 399,958 10,953,131
5l. That with respect to all Series
to revise the restrictions relating
to investments in commodities
and real estate 85,694,164 3,874,396 3,525,865 93,094,425
5m. That with respect to the Money Market,
Bond Income, Managed, Capital Growth, and
Stock Index Series to eliminate
the restrictions relating to pledging
assets 9,740,140 773,975 439,016 10,953,131
5n. That with respect to all
Series to revise the restrictions
relatingto making loans 84,954,167 4,589,068 3,551,190 93,094,425
5o.That with respect to the Money
Market, Bond Income, Managed,
Capital Growth, and Stock Index Series
to eliminate the restrictions relating
to the purchase an/or
writing of options 9,832,550 699,831 420,750 10,953,131
5p.That with respect to the Strategic
Bond Opportunities, U.S. Government,
Balanced, Equity Growth,Venture Value,
Midcap Value, Small Cap, Investors,
Research Mamagers, Growth and Income,
and International Magnum Equity Series
to revise the restrictions relating to
the issuance
of senior securities 75,875,840 2,937,791 3,327,664 82,141,295
