<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
THE GUARDIAN PARK AVENUE SMALL CAP FUND CLASS A
This schedule contains financial information extracted from the "Semiannual
Report to Shareholders" dated June 30, 2000, and is qualified in its entirety by
reference to such financial statements.
</LEGEND>
<CIK> 0000837910
<NAME> THE PARK AVENUE PORTFOLIO
<SERIES>
<NUMBER> 071
<NAME> THE GUARDIAN PARK AVENUE SMALL CAP FUND CLASS A
<MULTIPLIER> 1,000
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> DEC-31-1999
<PERIOD-END> JUN-30-2000
<INVESTMENTS-AT-COST> 132,140
<INVESTMENTS-AT-VALUE> 189,406
<RECEIVABLES> 3,234
<ASSETS-OTHER> 1
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 192,641
<PAYABLE-FOR-SECURITIES> 6,864
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 234
<TOTAL-LIABILITIES> 7,098
<SENIOR-EQUITY> 95
<PAID-IN-CAPITAL-COMMON> 131,889
<SHARES-COMMON-STOCK> 8,133<F1>
<SHARES-COMMON-PRIOR> 6,809<F1>
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 474
<ACCUMULATED-NET-GAINS> 0
<OVERDISTRIBUTION-GAINS> 3,234
<ACCUM-APPREC-OR-DEPREC> 57,266
<NET-ASSETS> 158,774<F1>
<DIVIDEND-INCOME> 235
<INTEREST-INCOME> 413
<OTHER-INCOME> 0
<EXPENSES-NET> 1,122
<NET-INVESTMENT-INCOME> (474)
<REALIZED-GAINS-CURRENT> 7,766
<APPREC-INCREASE-CURRENT> 9,645
<NET-CHANGE-FROM-OPS> 16,937
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 2,071<F1>
<NUMBER-OF-SHARES-REDEEMED> (747)<F1>
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 44,081
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 11,000
<GROSS-ADVISORY-FEES> 609
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,122
<AVERAGE-NET-ASSETS> 138,698<F1>
<PER-SHARE-NAV-BEGIN> 17.48<F1>
<PER-SHARE-NII> (0.04)<F1>
<PER-SHARE-GAIN-APPREC> 2.08<F1>
<PER-SHARE-DIVIDEND> 0
<PER-SHARE-DISTRIBUTIONS> 0
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 19.52<F1>
<EXPENSE-RATIO> 1.25<F1>
<FN>
<F1>Class A only. All other data are on a fund level.
</FN>
</TABLE>
