REPORT DATE: 28 AUG 2008 CUSIP# SECURITY DESCRIPTION NOTE RATE FINANCE SETTING DATE --------------- ----------------------- --------------- -------------------- 784582AQ1 SMS TRUST 1998-A A-2 2.9150000% 07/28/2008 784582AR9 SMS TRUST 1998-A SUB 3.0650000% 07/28/2008 784582AT5 SMS TRUST 1999-A A-2 3.0450000% 07/28/2008 784582AU2 SMS TRUST 1999-A SUB 3.3450000% 07/28/2008 784582AW8 SMS TRUST 1999-B A-2 3.0350000% 07/28/2008 784582AX6 SMS TRUST 1999-B SUB 3.2750000% 07/28/2008 784582BA5 SMS TRUST 2000-A A-2 2.9850000% 07/28/2008 784582BB3 SMS TRUST 2000-A SUB 3.3450000% 07/28/2008 784582BD9 SMS TRUST 2000-B A-2 2.9950000% 07/28/2008 784582BE7 SMS TRUST 2000-B SUB 3.4950000% 07/28/2008