REPORT DATE: 07 FEB 2010 CUSIP# SECURITY DESCRIPTION NOTE RATE FINANCE SETTING DATE --------------- ----------------------- --------------- -------------------- 784582AQ1 SMS TRUST 1998-A A-2 .3687500% 01/28/2010 784582AR9 SMS TRUST 1998-A SUB .5187500% 01/28/2010 784582AT5 SMS TRUST 1999-A A-2 .4987500% 01/28/2010 784582AU2 SMS TRUST 1999-A SUB .7987500% 01/28/2010 784582AW8 SMS TRUST 1999-B A-2 .4887500% 01/28/2010 784582AX6 SMS TRUST 1999-B SUB .7287500% 01/28/2010 784582BA5 SMS TRUST 2000-A A-2 .4387500% 01/28/2010 784582BD9 SMS TRUST 2000-B A-2 .4487500% 01/28/2010 784582BE7 SMS TRUST 2000-B SUB .9487500% 01/28/2010