Fixed Income Securities

Quick Answer

Fixed income means debt: Treasuries (no default risk, state-tax-exempt), agencies (fully taxable, only Government National Mortgage Association carries full faith and credit), corporate bonds (fully taxable,

Quick Answer: Fixed income means debt: Treasuries (no default risk, state-tax-exempt), agencies (fully taxable, only Government National Mortgage Association carries full faith and credit), corporate bonds (fully taxable, $1,000 par, debt beats equity in liquidation), and municipals (federally tax-exempt interest, general obligation versus revenue). Master each issuer's tax treatment and backing and the unit answers itself.

,000 par, debt beats equity in liquidation), and municipals (federally tax-exempt interest, general obligation versus revenue). Master each issuer's tax treatment and backing and the unit answers itself.

The whole bond universe on one sheet: who issues, how it is backed, and how it is taxed.


The One-Liners That Win Points

  • T-Bills pay no coupon: sold at a discount, mature at par, most liquid government security. Only T-Notes and T-Bonds pay semiannual coupons.
  • Treasury interest is subject to federal tax but exempt from state and local tax; agency interest is taxable at all levels.
  • Government National Mortgage Association (GNMA, Ginnie Mae) is the ONLY agency with the full faith and credit of the U.S. government. Fannie Mae and Freddie Mac carry only an implied moral obligation.
  • Mortgage-backed securities (MBS) pass-throughs pay monthly, not semiannually, because homeowners pay monthly.
  • Prepayment risk hits when rates fall (homeowners refinance); extension risk hits when rates rise. They move in opposite directions.
  • General obligation (GO) bonds are backed by full faith, credit, and taxing power (ad valorem property taxes) and usually need voter approval; revenue bonds are backed by a specific project and do not.
  • Municipal interest is federally tax-exempt, but municipal capital gains are fully taxable.
  • Debt always beats equity in liquidation: a junior subordinated debenture still ranks above senior preferred stock.
  • Yankee bonds are U.S.-dollar-denominated foreign bonds issued in the U.S., so they eliminate currency risk for U.S. investors.

Numbers to Lock In

ItemValue
Corporate / standard bond par$1,000
T-Bill maturitiesup to 1 year (issued at discount)
T-Note maturities2 to 10 years (semiannual coupon)
T-Bond maturities20 to 30 years (semiannual coupon)
Treasury Inflation-Protected Securities (TIPS) maturities5, 10, or 30 years
Treasury note/bond quoting32nds of a percent (98:16 = 98.50% of par)
Investment-grade floorBBB- (S&P/Fitch) or Baa3 (Moody's)
Treasury interest taxfederal taxable, state/local exempt
Agency interest taxtaxable at all levels
Corporate interest taxtaxable at all levels
Municipal interest taxfederally exempt (may be double/triple-exempt in-state)
Tax-Equivalent Yield (TEY)muni yield ÷ (1 − tax bracket)

Top Gotchas

  • TIPS versus STRIPS: Treasury Inflation-Protected Securities protect against inflation risk by adjusting principal to the Consumer Price Index (CPI); Separate Trading of Registered Interest and Principal of Securities (STRIPS) carry the highest interest-rate risk (zero coupon, long duration). Both throw off phantom income, taxed annually though no cash arrives until maturity, so both suit tax-deferred accounts.
  • Zero-coupon and STRIPS holders owe tax every year on accreted discount despite receiving no cash.
  • Agency securities are fully taxable at every level and are constantly confused with state-exempt Treasuries.
  • Industrial development revenue bonds (IDRBs) are backed by the private corporation, not the municipality, and may trigger Alternative Minimum Tax (AMT).
  • Bond insurance covers credit risk only, lifting the rating (typically to AAA), never interest-rate risk.
  • Asset-backed securities (ABS) are backed by non-mortgage assets (auto loans, credit cards, student loans) through a bankruptcy-remote special-purpose vehicle (SPV); MBS are backed by mortgages.
  • Sovereign risk is more than default: it includes political instability, currency controls, and policy changes.

One-Breath Recap

Fixed income is debt sorted by issuer. Treasuries have no default risk and are state-tax-exempt, with T-Bills sold at a discount and only notes and bonds paying coupons. Agencies are fully taxable, and only Ginnie Mae carries full faith and credit; MBS pass-throughs pay monthly and face opposing prepayment and extension risk. Corporates pay $1,000 par with debt always ranking above equity. Municipals deliver federally tax-exempt interest split into general obligation (taxing power, voter approval) and revenue (project-backed) bonds, and their capital gains stay taxable. Nail each issuer's backing and tax treatment, remember TIPS/STRIPS phantom income, and this unit is yours.


Need more than the recap? This is a condensed summary. If it is not enough, read the full Fixed Income Securities unit for the complete lesson.