hard · Asset-Backed Securities

A REMIC structure is used for a $1B RMBS transaction. At year 4, one of the mortgages defaults and the trust takes title to the underlying property (REO).

According to REMIC tax rules, how long can the trust hold this property before it is considered a 'prohibited asset' that could jeopardize the trust's tax-exempt status?

  1. Permanently, as long as the property was acquired through a bona fide foreclosure.
  2. 30 days, as the REMIC must be a purely passive vehicle with no property management activity.
  3. Until the end of the third calendar year following the year of acquisition, unless an extension is granted.
  4. Exactly 12 months from the date of the foreclosure sale.

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