There were no significant changes to the Lexington Parker Capital Co. LLC program from March 2005 to May 2005; there were no new or exiting dealers and no program amendments were made. Total outstanding CP increased to $11.6 billion in May from $6.8 billion in February. As of May 31, 2005, the asset mix of the portfolio consisted of commercial-other (40.3%), other (28.3%), mortgage (25.8%), CDO (4.1%), trade (1.0%), and consumer-other (0.6%). Since February, there has been a gradual shift in asset allocation toward commercial-other (up 26%) and away from mortgage (down 10%) and other (down 11%). Monthly performance data for this ABCP program are available on RatingsDirect, Standard & Poor's Web-based credit analysis system, at www.ratingsdirect.com. Enter the issuer
