Does your gun trust need to have a physcial address?

Your gun trust doesn't need to have a physical address.  When applying for your tax stamp, you will need to supply an address of the trust.  The address of the trust is usually the address of the settlor.  However, for ATF applications the address of the trust is where the NFA firearms will be stored at in the case of the ATF Form 4 and ATF Form 5 or the address where the NFA firearms will be made and stored at in the case of the ATF Form 1. 

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