Debt Securities·Us Gov

U.S. Government & Agency Securities

Treasury Bills (T-Bills)

Treasury Bills are short-term debt obligations issued by the U.S. federal government. They are zero-coupon instruments — meaning they pay no periodic interest. Instead, they are sold at a discount to their $10,000 face value, and the investor receives the full face value at maturity. The difference between the purchase price and the face value is the investor's return.

Maturities available: 4-week, 8-week, 13-week, 17-week, 26-week, and 52-week.

Real-world example: An investor buys a 26-week T-Bill for $9,800. At maturity, the government pays $10,000. The $200 difference is the investor's earnings. The discount yield is calculated as: ($200 / $10,000) x (360 / 182 days) = approximately 3.96%. Note that T-Bills are quoted on a bank discount yield basis, which uses 360 days and par value (not purchase price) in the denominator — making the quoted yield slightly lower than the actual return earned.

T-Bills are considered the risk-free rate benchmark in finance because they are backed by the full faith and credit of the U.S. government and have virtually zero default risk.

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Treasury Notes and Treasury Bonds

Treasury Notes have maturities of 2 to 10 years and pay semiannual coupon interest. They are issued in denominations as low as $100 and are quoted as a percentage of par plus thirty-seconds (e.g., 99-16 means 99 and 16/32 percent of par).

Treasury Bonds have maturities of 20 or 30 years and also pay semiannual coupon interest. They are otherwise structurally similar to T-Notes. The long duration makes them highly sensitive to interest rate changes — a small rise in rates causes a large drop in price.

Analogy: A 30-year Treasury Bond is like locking in a fixed rent agreement for three decades. If market rents rise, you are stuck at the old rate and your locked-in deal looks less valuable.

Both T-Notes and T-Bonds are exempt from state and local taxes on interest, but federal income tax applies. This makes them attractive to investors in high state-tax states.

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TIPS — Treasury Inflation-Protected Securities

TIPS are Treasury securities specifically designed to protect investors from inflation. The principal value adjusts with changes in the Consumer Price Index (CPI). Coupon payments are fixed in percentage terms but are applied to the adjusted principal, so the dollar coupon amount rises with inflation and falls during deflation.

Example: An investor holds a TIPS with a 2% coupon and $10,000 face value. Inflation runs at 3%. The adjusted principal becomes $10,300. The next semiannual coupon is 1% x $10,300 = $103 (paid twice per year). At maturity, the investor receives the greater of adjusted principal or original par value — providing a deflation floor.

TIPS interest income is subject to federal tax, including the phantom inflation adjustment to principal each year (even though no cash is received for that portion until maturity). This makes TIPS less tax-efficient in taxable accounts.

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STRIPS — Separate Trading of Registered Interest and Principal

STRIPS stands for Separate Trading of Registered Interest and Principal of Securities. Investment banks can take a Treasury Note or Bond and "strip" the coupon payments away from the principal repayment, creating individual zero-coupon bonds from each cash flow.

Example: A 10-year T-Note with semiannual coupons has 20 coupon payments plus 1 principal payment = 21 separate STRIPS. Each is sold at a discount and matures at face value on its specific payment date.

STRIPS trade at steep discounts for distant maturities. Like TIPS, the accreted (phantom) income is taxable each year even though no cash is received — making them most suitable for tax-deferred accounts (IRAs, 401(k)s).

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Agency Securities: GNMA, FNMA, FHLMC

Ginnie Mae (GNMA — Government National Mortgage Association): The only agency with an explicit, direct U.S. government guarantee on its securities. GNMA pools FHA- and VA-insured mortgages into pass-through certificates. Because of the direct guarantee, GNMA securities carry the same credit quality as Treasuries.

Fannie Mae (FNMA — Federal National Mortgage Association): A Government-Sponsored Enterprise (GSE) — privately owned, publicly chartered. FNMA guarantees are NOT backed by the U.S. government. FNMA buys conventional mortgages from lenders and issues mortgage-backed securities. It was placed into government conservatorship in 2008 after the financial crisis.

Freddie Mac (FHLMC — Federal Home Loan Mortgage Corporation): Also a GSE, similar in structure to FNMA. Issues participation certificates (PCs) backed by conventional mortgage pools. Like FNMA, it carries implied (not explicit) government backing.

Key exam distinction: GNMA = government guarantee. FNMA and FHLMC = GSEs, no direct government guarantee but carry implied support.

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Mortgage-Backed Securities (MBS) and Prepayment Risk

Agency MBS are pass-through certificates — monthly mortgage payments from thousands of homeowners pass through to investors. Each monthly payment contains both principal and interest, which are distributed proportionally to all certificate holders.

Prepayment risk is the primary unique risk of MBS: when interest rates fall, homeowners refinance their mortgages at lower rates. This causes investors to receive their principal back faster than expected — right when they would need to reinvest at lower prevailing rates. This is called reinvestment risk and is the mirror of extension risk (when rates rise and prepayments slow, locking investors in longer than expected).

Analogy: Think of MBS prepayment risk like owning a rental property where tenants can break their lease early whenever rent prices drop. You get your deposit back sooner, but now you must rent at the new lower market rate.

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Key Terms

  • Zero-coupon bond: Pays no periodic interest; issued at discount, redeems at par
  • Discount yield: T-Bill pricing method using 360-day year and face value as denominator
  • TIPS: Treasury securities with principal adjusted for CPI inflation
  • STRIPS: Zero-coupon instruments created from stripped Treasury coupons/principal
  • Phantom income: Taxable income accreted annually on STRIPS/TIPS without cash receipt
  • Pass-through certificate: MBS where mortgage payments flow directly to investors
  • Prepayment risk: Risk that principal is returned early when rates fall
  • Extension risk: Risk that prepayments slow when rates rise, lengthening duration
  • GSE: Government-Sponsored Enterprise — privately owned, government-chartered (FNMA, FHLMC)
  • Direct guarantee: GNMA's explicit U.S. government backing on its MBS

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Quiz Questions:

Q1. An investor purchases a 26-week Treasury Bill at a price of $9,750 with a face value of $10,000. What is the investor's dollar return at maturity?

A) $9,750 B) $250 C) $150 D) $10,000

Answer: B — The investor paid $9,750 and receives $10,000 at maturity. The $250 difference ($10,000 minus $9,750) is the return. A is the purchase price, not the return. C is incorrect arithmetic. D is the total maturity value, not the return earned.

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Q2. Which of the following agency issuers provides an explicit, direct U.S. government guarantee on its mortgage-backed securities?

A) Fannie Mae (FNMA) B) Freddie Mac (FHLMC) C) Ginnie Mae (GNMA) D) Federal Home Loan Banks (FHLB)

Answer: C — GNMA is the only agency with an explicit, full-faith-and-credit U.S. government guarantee. FNMA and FHLMC are GSEs with implied but not direct government backing. FHLB also lacks a direct guarantee.

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Q3. A TIPS bond has a 3% coupon and a $10,000 original par value. After one year, CPI has risen 4%. What is the adjusted principal and the annual coupon payment?

A) $10,000 principal; $300 coupon B) $10,400 principal; $312 coupon C) $10,400 principal; $300 coupon D) $10,300 principal; $309 coupon

Answer: B — The principal adjusts by CPI: $10,000 x 1.04 = $10,400. The annual coupon is 3% x $10,400 = $312. Answer A ignores the inflation adjustment. Answer C applies the adjusted principal but uses the old coupon dollar amount. Answer D uses a 3% inflation adjustment instead of 4%.

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Q4. Which of the following best describes prepayment risk for holders of mortgage-backed securities?

A) The risk that homeowners will default on their mortgages B) The risk that interest rates rise, reducing the value of the MBS C) The risk that homeowners refinance when rates fall, returning principal early at lower reinvestment rates D) The risk that the issuing agency will call the bonds before maturity

Answer: C — Prepayment risk specifically refers to homeowners refinancing (or selling homes) when rates drop, causing investors to receive principal back earlier than expected and forcing reinvestment at lower yields. A describes credit/default risk. B describes interest rate risk (extension risk in MBS context). D incorrectly characterizes how MBS work — they do not have issuer call provisions in the traditional sense.

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Q5. STRIPS are best suited for which type of account, and why?

A) Taxable brokerage accounts, because gains are long-term B) Tax-deferred retirement accounts, because phantom income is taxable annually without cash receipt C) Municipal bond funds, because they are state-tax exempt D) Money market accounts, because they mature in under one year

Answer: B — STRIPS generate "phantom income" — the annual accretion toward par is taxable as ordinary income even though no cash is paid until maturity. This tax burden is best handled inside a tax-deferred account (IRA, 401(k)) where no annual tax is owed. A is wrong because the phantom income problem applies regardless of holding period in taxable accounts. C is incorrect — STRIPS are Treasuries, unrelated to municipal funds. D is wrong — STRIPS can have very long maturities.