Principal Distributions The Principal Distribution Amount or the Adjusted Principal Distribution Amount for each Group, as applicable, and the FZ, Z and ZA Accrual Amounts will be distributed to the Holders entitled thereto as described under "Terms Sheet – Allocation of Principal" in this Supple- ment. 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 front cover of this Supplement and on Schedule I to this Supplement. The  abbreviations  used  on  the  front  cover,  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 front cover of this Supplement. The Class Notional Balances will be reduced as shown under "Terms Sheet – Notional Classes" in this Supplement. Residual Securities The Class RR Securities will represent the beneficial ownership of the Residual Interest in the Issuing REMIC and the beneficial ownership of the Residual Interest in the Pooling REMIC, as described under "Certain Federal Income Tax Consequences" in the Base Offering Circular. The  Class  RR  Securities  have  no  Class  Principal  Balance  and  do  not  accrue  interest.    The Class RR Securities will be entitled to receive the proceeds of the disposition of any assets remaining  in  the  Trust  REMICs  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 an Accrual Class) or any reduction of Class Notional Balance 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 or any  reduction  of  Class  Notional  Balance  on  the  Distribution  Date  occurring  in  that month. •   The Class Factor for each Class for the month of issuance is 1.00000000. •   The  Class  Factors  for  the  MX  Classes  and  the  Classes  of  REMIC  Securities  that  are exchangeable for the MX Classes will be calculated assuming that the maximum possible S-12