Base Offering Circular - Single Family
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the interests in the Regular Classes in accordance with their relative fair market values as of the time of acquisition.
Similarly, on the sale of such an MX Class, the Holder must allocate the amount received on the sale among the
interests in the Regular Classes in accordance with their relative fair market values as of the time of sale.
The Holder of an MX Class must account separately for each interest in a Regular Class (there may be only
one such interest). Where the interest represents a pro rata part of a Regular Class, the Holder of an MX Class
should account for such interest as described under Tax Treatment of Regular Securities above. Where the
interest represents beneficial ownership of a disproportionate part of the principal and interest payments on a
Regular Class (a Strip), the Holder will be treated as owning, pursuant to section 1286 of the Code, stripped
bonds to the extent of its share of principal payments and stripped coupons to the extent of its share of interest
payments on such Regular Class. Although the tax treatment of a Strip is unclear, the Tax Administrator intends to
treat each Strip as a single debt instrument for purposes of information reporting. The Internal Revenue Service,
however, could take a different position. For example, the Internal Revenue Service could contend that a Strip
should be treated as a pro rata part of the Regular Class to the extent that the Strip represents a pro rata portion
thereof, and stripped bonds or stripped coupons with respect to the remainder. An investor should consult its
tax advisor regarding this matter.
A Holder of an MX Class should calculate original issue discount with respect to each Strip and include it
in ordinary income as it accrues, which may be prior to the receipt of cash attributable to such income, in accordance
with a constant interest method that takes into account the compounding of interest. See Tax Treatment of Regular
Securities Original Issue Discount above. The Holder should determine its yield to maturity based on its
purchase price allocated to the Strip and on a schedule of payments projected using a prepayment assumption, and
then make periodic adjustments to take into account actual prepayment experience. With respect to a particular
Holder, it is not clear whether the prepayment assumption used to calculate original issue discount would be
determined at the time of purchase of the Strip or would be the original prepayment assumption with respect to the
related Regular Class.
If OID accruing with respect to a Strip, computed as described above, is negative for any period, the MX
Holder will be entitled to offset such amount only against future positive OID accruing from such Strip, and the Tax
Administrator intends to report income in all cases in this manner. Although not entirely free from doubt, such a
Holder may be entitled to deduct a loss to the extent that its remaining basis would exceed the maximum amount of
future payments to which the Holder is entitled with respect to such Strip, assuming no further prepayments of the
Mortgages (or, perhaps, assuming prepayments at a rate equal to the prepayment assumption with respect to the
related Regular Class). Although the issue is not free from doubt, all or a portion of such loss may be treated as a
capital loss if the Strip is a capital asset in the hands of the Holder. An investor should consult its tax advisor
regarding this matter.
An MX Holder will realize gain or loss on the sale of a Strip in an amount equal to the difference between
the amount realized and its adjusted basis in such Strip. The sellers adjusted basis generally is equal to the sellers
allocated cost of the Strip, increased by income previously included, and reduced (but not below zero) by
distributions previously received. Except as described below, any gain or loss on such sale will be capital gain or
loss if the MX Holder has held its interest as a capital asset and will be long-term if the interest has been held for the
long-term capital gain holding period (more than one year). Such gain or loss will be ordinary income or loss (i) for
a bank or thrift institution or (ii) to the extent income recognized by the Holder is less than the income that would
have been recognized if the yield on such interest were 110% of the applicable federal rate under section 1274(d) of
the Code.
If an investor exchanges a Regular Class for several MX Classes and then sells one of such MX Classes,
the sale will subject the investor to the coupon stripping rules of section 1286 of the Code. The investor must
allocate its basis in the exchanged Regular Class between the part of the Regular Class underlying the MX Class
sold and the part of the Regular Class underlying the MX Classes retained in proportion to their relative fair market
values as of the date of such sale. The investor is treated as purchasing the interest retained for the amount of basis
allocated to such interest. The investor must calculate original issue discount with respect to the retained interest as
described above.