The amount of OID required to be included in a Regular Holders income in any taxable
year will be computed in accordance with section 1272(a)(6) of the Code, which provides for the
accrual of OID under a constant yield method on regular interests in a REMIC. Under
section 1272(a)(6), as elaborated by the related legislative history, the amount and the rate of
accrual of OID generally is to be calculated based on the prepayment rate for the REMICs
mortgage collateral and the reinvestment rate on amounts held pending distribution that were
assumed in pricing the Regular Securities (the Pricing Prepayment Assumptions). The OID
Regulations do not address directly the treatment of instruments that are subject to section
1272(a)(6). However, until the Treasury issues guidance to the contrary, the Tax Administrator,
in its capacity as party responsible for computing the amount of OID to be reported to a Regular
Holder each taxable year, will base its computations on Code section 1272(a)(6) and the OID
Regulations as described below. Prospective investors should be aware that because no
regulatory guidance currently exists under Code section 1272(a)(6), there can be no complete
assurance that the methodology described below represents the correct manner of calculating
OID on the Regular Securities.
Amount of Original Issue Discount. The amount of OID on a Regular Security equals the
excess, if any, of the Securitys stated redemption price at maturity over its issue price.
Under the OID Regulations, a debt instruments stated redemption price at maturity is the sum of
all payments provided by the instrument other than qualified stated interest (such payments,
Deemed Principal Payments). Qualified stated interest, in general, is stated interest that is
unconditionally payable in cash or property (other than debt instruments of the issuer) at least
annually at (i) a single fixed rate or (ii) a variable rate that meets certain requirements set out in
the OID Regulations. See Variable Rate Securities below. Because an Accrual Security
generally does not require unconditional payments of interest at least annually, all payments due
thereon, whether designated as principal, accrued interest, or current interest will constitute
Deemed Principal Payments. A portion of interest accrued on a Security of a Partial Accrual
Class will also constitute Deemed Principal Payments because payments of such amounts would
not be required at least annually. Consequently, all Accrual Securities will be considered to be
issued with OID for federal income tax purposes. The issue price of a Regular Security
generally will equal the initial price at which a substantial amount of Securities of the same Class
is sold to the public (including any amounts paid for interest accrued as of the Closing Date
under the terms of the Security).
Under a de minimis rule, a Regular Security will be considered to have no OID if the
amount of OID is less than 0.25% of the Securitys stated redemption price at maturity
multiplied by its weighted average maturity (WAM). For that purpose, the WAM of a Regular
Security is the sum of the amounts obtained by multiplying the amount of each Deemed
Principal Payment by a fraction, the numerator of which is the number of complete years from
the Securitys issue date until the payment is made, and the denominator of which is the
Securitys stated redemption price at maturity. Although no guidance has been issued regarding
the application of the de minimis rule to REMIC regular interests, it is expected that the WAM of
a Regular Security will be computed using the Pricing Prepayment Assumptions. A Regular
Holder will include de minimis OID in income on a pro rata basis as stated principal payments
on the Security are received or, if earlier, upon disposition of the Security, unless the Holder
makes the Constant Yield Election (as defined below).
Base Offering Circular Multifamily
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