The following modules are statically-compiled into /bin/zsh4-static:

zsh/main (auto=yes load=yes)
zsh/rlimits (auto=yes load=yes)
zsh/sched (auto=yes load=yes)
zsh/files (auto=yes load=no)
zsh/parameter (auto=yes load=yes)
zsh/stat (auto=yes load=no)
zsh/termcap (auto=yes load=yes)
zsh/terminfo (auto=yes load=yes)
zsh/zutil (auto=yes load=yes)
zsh/compctl (auto=yes load=yes)
zsh/complete (auto=yes load=yes)
zsh/complist (auto=yes load=yes)
zsh/computil (auto=yes load=yes)
zsh/zle (auto=yes load=yes)
zsh/zleparameter (auto=yes load=yes)