You need to have DLC 2 for this. First go on the first mission traffic control and try and keep the limo and the Ultor Peacekeepers in tact.

When your helicopter blows up at the end get a car and drive the car to where you saw the Ultor Peacekeepers.

Take one, pick up Gryphon in the Ultor Peacekeeper and drop him off at the hide out.

You have then finished the mission and you have the Ultor Peacekeeper to store at your garage.