SimpleConsumer fetching the last read offset

Does the SimpleConsumer provide any facility to record what offset in a
partition was last processed by a consumer? From the example I have seen
the use of kafka.api.OffsetRequest.EarliestTime() and
kafka.api.OffsetRequest.LatestTime()but nothing that provides consumer ->
Set(partition, offset)

Is there a facility where the SimpleConsumer will store what the last
offset acknowledged (in ZK like it does for high level consumer) was or is
that something I need to build out of band?

Thanks,
Rajiv