Accrual Class Class Z is an Accrual Class. Interest will accrue on the Accrual Class and be distributed as described under "Terms Sheet – Accrual Class" in this Supplement. Principal Distributions The Adjusted Principal Distribution Amount for each Group and the Accrual Amount will be  distributed  to  the  Holders  entitled  thereto  as  described  above  under  "Terms  Sheet – Allocation of Principal." Investors can calculate the amount of principal to be distributed with respect to any Distribution Date by using the Class Factors published in the preceding and current months. See "– Class Factors" below. Categories of Classes For purposes of principal distributions, the Classes will be categorized as shown under "Principal  Type"  on  the  inside  cover  page  of  this  Supplement  and  on  Schedule  I  to  this Supplement. The abbreviations used on the inside cover page,  in the Terms Sheet  and on Schedule I to this Supplement are explained under "Class Types" in Appendix I to the Base Offering Circular. Notional Classes The Notional Classes will not receive principal distributions. For convenience in describ- ing interest distributions, the Notional Classes will have the original Class Notional Balances shown  on  the  inside  cover  page  of  this  Supplement.  The  Class  Notional  Balances  will  be reduced as shown under "Terms Sheet – Notional Classes" in this Supplement. Residual Securities The Class R Securities will represent the beneficial ownership of the Residual Interest in the Trust REMIC.  The Class R  Securities have no Class Principal Balance and do not accrue interest. The Class R Securities will be entitled to receive the proceeds of the disposition of any assets remaining in the Trust REMIC after the Class Principal Balance of each Class of Regular Securities has been reduced to zero. However, any remaining proceeds are not likely to be significant. The Residual Securities may not be transferred to a Plan Investor, a Non-U.S. Person or a Disqualified Organization. Class Factors The Trustee will calculate and make available for each Class of Securities, no later than the day preceding the Distribution Date, the factor (carried out to eight decimal places) that when multiplied by the Original Class Principal Balance (or original Class Notional Balance) of that Class, determines the Class Principal Balance (or Class Notional Balance) after giving effect to the distribution of principal to be made on the Securities (and any addition to the Class Princi- pal Balance of the Accrual Class) on that Distribution Date (each, a "Class Factor"). •    The Class Factor for any Class of Securities for the month following the issuance of the Securities will reflect its remaining Class Principal Balance (or Class Notional Balance) after giving effect to any principal distribution (or addition to principal) to be made on the Distribution Date occurring in that month. •    The Class Factor for each Class for the month of issuance is 1.00000000. S-12