Accrual Classes Each of Class Z, Class ZA, Class ZC and Class ZT is an Accrual Class. Interest will accrue on the Accrual Classes and be distributed as described under "Terms Sheet – Accrual Classes" in this Supplement. Principal Distributions The Principal Distribution Amount or the Adjusted Principal Distribution Amount for each Group, as applicable, and the Z, ZA, ZC and ZT Accrual Amounts will be distributed to the Holders entitled thereto as described under "Terms Sheet – Allocation of Principal" in this Supplement. 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  and  on  Schedule  I  to  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. 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 applicable 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 Principal 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 S-16