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<PAGE> PAGE 4
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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 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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SIGNATURE WILLIAM J. AUSTIN, JR.
TITLE ASST. TREASURER
<TABLE> <S> <C>
<ARTICLE> 6
<SERIES>
<NUMBER> 001
<NAME> SELECTED BLUE CHIP EQUITIES PORTFOLIO
<S> <C>
<PERIOD-TYPE> 12-MOS
<FISCAL-YEAR-END> DEC-31-1999
<PERIOD-END> DEC-31-1999
<INVESTMENTS-AT-COST> 59,242,450
<INVESTMENTS-AT-VALUE> 74,915,149
<RECEIVABLES> 5,745,695
<ASSETS-OTHER> 15,039
<OTHER-ITEMS-ASSETS> 824
<TOTAL-ASSETS> 80,676,707
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 5,194,165
<TOTAL-LIABILITIES> 5,194,165
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 59,809,843
<SHARES-COMMON-STOCK> 0
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<ACCUMULATED-NET-GAINS> 0
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 15,672,699
<NET-ASSETS> 75,482,542
<DIVIDEND-INCOME> 2,029,627
<INTEREST-INCOME> 114,498
<OTHER-INCOME> 0
<EXPENSES-NET> 1,191,582
<NET-INVESTMENT-INCOME> 952,543
<REALIZED-GAINS-CURRENT> 41,111,687
<APPREC-INCREASE-CURRENT> (39,940,696)
<NET-CHANGE-FROM-OPS> 2,123,534
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
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<NUMBER-OF-SHARES-SOLD> 0
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> (146,174,149)
<ACCUMULATED-NII-PRIOR> 0
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<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 843,755
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<GROSS-EXPENSE> 1,212,025
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<PER-SHARE-NAV-BEGIN> 0
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<EXPENSE-RATIO> 0.86
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<SERIES>
<NUMBER> 003
<NAME> INTERNATIONAL BLUE CHIP EQUITIES PORTFOLIO
<S> <C>
<PERIOD-TYPE> 12-MOS
<FISCAL-YEAR-END> DEC-31-1999
<PERIOD-END> DEC-31-1999
<INVESTMENTS-AT-COST> 121,697,318
<INVESTMENTS-AT-VALUE> 176,230,383
<RECEIVABLES> 191,640
<ASSETS-OTHER> 15,039
<OTHER-ITEMS-ASSETS> 315,300
<TOTAL-ASSETS> 176,752,362
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 4,281,173
<TOTAL-LIABILITIES> 4,281,173
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 117,951,584
<SHARES-COMMON-STOCK> 0
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 0
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 54,519,605
<NET-ASSETS> 172,471,189
<DIVIDEND-INCOME> 2,599,769
<INTEREST-INCOME> 160,557
<OTHER-INCOME> (304,401)
<EXPENSES-NET> 1,901,063
<NET-INVESTMENT-INCOME> 554,862
<REALIZED-GAINS-CURRENT> 32,973,325
<APPREC-INCREASE-CURRENT> 12,787,420
<NET-CHANGE-FROM-OPS> 46,315,607
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<DISTRIBUTIONS-OF-INCOME> 0
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<NUMBER-OF-SHARES-SOLD> 0
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<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> (39,759,353)
<ACCUMULATED-NII-PRIOR> 0
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<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 1,290,967
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<GROSS-EXPENSE> 1,901,063
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<PER-SHARE-NAV-BEGIN> 0
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<EXPENSE-RATIO> 1.14
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<SERIES>
<NUMBER> 004
<NAME> U.S.TREASURY PORTFOLIO
<S> <C>
<PERIOD-TYPE> 12-MOS
<FISCAL-YEAR-END> DEC-31-1999
<PERIOD-END> DEC-31-1999
<INVESTMENTS-AT-COST> 34,051,904
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<RECEIVABLES> 565,890
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<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 6,311
<TOTAL-LIABILITIES> 6,311
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<PAID-IN-CAPITAL-COMMON> 34,674,103
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<ACCUMULATED-NII-CURRENT> 0
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<ACCUMULATED-NET-GAINS> 0
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (920,948)
<NET-ASSETS> 33,753,155
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 3,272,484
<OTHER-INCOME> 0
<EXPENSES-NET> 309,020
<NET-INVESTMENT-INCOME> 2,963,464
<REALIZED-GAINS-CURRENT> 847,235
<APPREC-INCREASE-CURRENT> (5,992,168)
<NET-CHANGE-FROM-OPS> (2,181,469)
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<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> (33,576,498)
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<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 213,958
<INTEREST-EXPENSE> 187
<GROSS-EXPENSE> 320,270
<AVERAGE-NET-ASSETS> 53,269,120
<PER-SHARE-NAV-BEGIN> 0
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<PER-SHARE-DIVIDEND> 0
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<PER-SHARE-NAV-END> 0
<EXPENSE-RATIO> 0.59
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<SERIES>
<NUMBER> 005
<NAME> U.S. GOVERNMENT NEAR TERM PORTFOLIO
<S> <C>
<PERIOD-TYPE> 12-MOS
<FISCAL-YEAR-END> DEC-31-1999
<PERIOD-END> DEC-31-1999
<INVESTMENTS-AT-COST> 52,649,375
<INVESTMENTS-AT-VALUE> 51,938,468
<RECEIVABLES> 802,756
<ASSETS-OTHER> 14,076
<OTHER-ITEMS-ASSETS> 214,371
<TOTAL-ASSETS> 52,969,671
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 6,639
<TOTAL-LIABILITIES> 6,639
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 53,673,939
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<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 0
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (710,907)
<NET-ASSETS> 52,963,032
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 4,583,781
<OTHER-INCOME> 0
<EXPENSES-NET> 424,385
<NET-INVESTMENT-INCOME> 4,159,396
<REALIZED-GAINS-CURRENT> (341,915)
<APPREC-INCREASE-CURRENT> (2,270,040)
<NET-CHANGE-FROM-OPS> 1,547,441
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<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> (39,236,943)
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<EXPENSE-RATIO> 0.59
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<SERIES>
<NUMBER> 006
<NAME> CURRENT INCOME PORTFOLIO
<S> <C>
<PERIOD-TYPE> 12-MOS
<FISCAL-YEAR-END> DEC-31-1999
<PERIOD-END> DEC-31-1999
<INVESTMENTS-AT-COST> 102,259,801
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<OTHER-ITEMS-LIABILITIES> 11,637
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<PAID-IN-CAPITAL-COMMON> 103,478,347
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<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> 0
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<ACCUMULATED-NET-GAINS> 0
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (3,491,250)
<NET-ASSETS> 99,987,097
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<EXPENSES-NET> 627,911
<NET-INVESTMENT-INCOME> 6,758,670
<REALIZED-GAINS-CURRENT> (199,779)
<APPREC-INCREASE-CURRENT> (5,633,815)
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<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> (13,719,655)
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</TABLE>
