Sector Update | 27 September 2024
Sector Update | Financials
Financials – Non Lending
Indian AMCs
AUM Mix
Aug'24
Debt
Liquid
Equity
Index funds
ETFs
Others
Total AUM (INRt)
13.2%
11.7%
57.7%
3.9%
11.7%
1.7%
66.0
Rate cuts to boost flows in longer-duration funds
Positive for AMCs’ profitability
Debt AUM Inflows (INRb)
FY24 YTD FY25
Overnight
Ultra Short Dur
Low Dur
Short Dur
Medium Dur
Med to Long Dur
Long Dur
Gilt
Others
-412.0
-21.6
-35.6
4.3
-30.9
8.0
30.0
43.5
-206.9
222.5
193.3
119.3
83.3
-17.4
3.8
31.1
66.5
-50.5
Over the past couple of years, AUM of the MF industry has recorded a 29% CAGR
driven by strong growth across categories except the Debt segment, which grew at a
modest pace of 2.9%. Equity/Hybrid/Liquid/ETFs have reported a 41%/33%/20%/ 31%
CAGR over the same period.
Since achieving an all-time high of INR11t in Jan’21, the AUM of debt-oriented
schemes declined to reach INR7.7t in Mar’23. The decline was led by ~250bp hike in
interest rates during the same period and the scrapping of indexation benefits for
taxation. Nevertheless, with rate cut expectations round the corner, recent trends are
indicating increased traction in inflows.
While investments in liquid schemes maintain their momentum, longer-duration
schemes (1-10 years) witnessed significant outflows during FY22-FY23. In FY24, the
trends reversed with modest inflows, and in FY25 the momentum seems to have
picked up.
The US Fed rate cut in Sep’24 after four years may signal the start of declining RBI repo
rates in the near future. This would improve the attractiveness of the longer-duration
schemes for investors, aided by likely capital appreciation gains and improved yields.
After the commencement of the RBI repo rate cuts in Jan’19, in one-year, the returns of
the long-duration schemes and Gilt were at an all-time high of 14.4% and 13.4% in Jan’20.
As the AUM mix in the debt segment tilts towards longer duration funds, the yield on
debt AUMs is likely to improve for AMCs. This could partially cushion the impact of the
telescopic structure on equity yields.
Debt-oriented schemes facing challenges
While the spotlight on equity schemes remains constant, debt-oriented schemes’
growth has been tepid, with debt fund AUM at INR8.7t (as of Aug’24) reporting a
two-year CAGR of 3% vs. 39% for equity schemes. However, the segment has gained
traction recently, reflected in net inflows in four of the last five months.
During the past couple of years, the rising interest rate environment translated
into an increase in interest rates on fixed deposits, making them a compelling
investment avenue vs. debt mutual funds. Most banks are offering attractive
interest rates in the range of 6.6-8.5% for FDs of 9-36 months.
The previous interest rate cut cycle (Jan’19-May’20 repo rate cut of 250bp), led
to ~2x+ growth of debt AUM in Mar’20/Mar’21 vs. growth of bank deposits. The
RBI rate hike in Apr’22, after stable repo rates for two years, led to a 12%/17%
YoY decline in the AUM of debt-oriented schemes in Mar’22/Mar’23, while bank
deposits grew ~10% YoY during both time periods. While there have been
inflows in debt-oriented schemes in FY24 as well as in FY25YTD, AUM growth
remains below the deposit growth trajectory.
The Union budget 2023 scrapped the indexation benefits available on the long-
term gains generated from debt mutual funds, and the same will now be taxed
as per the investor’s tax slab. This removed the tax-related advantage of debt
schemes over FDs, making it less attractive.
Research Analyst: Prayesh Jain
(Prayesh.Jain@MotilalOswal.com)
/ Nitin Aggarwal
(Nitin.Aggarwal@MotilalOswal.com)
Research Analyst: Muskan Chopra
(Muskan.Chopra@MotilalOswal.com)
/ Kartikeya Mohata
(Kartikeya.Mohata@MotilalOswal.com)
Motilal Oswal research is available on www.motilaloswal.com/Institutional-Equities, Bloomberg, Thomson Reuters, Factset and S&P Capital.
27 September 2024
Investors are advised to refer through important disclosures made at the last page of the Research Report.
1
 Motilal Oswal Financial Services
Sector Update | Financials
Longer duration schemes to benefit from impending rate cut
Investor interests in active duration strategies drive inflows in sub-categories of
debt asset class. FY25 began with preference for shorter maturity profiles for
temporary parking of funds, with flows in overnight funds, ultra-short duration
funds, and short duration funds remaining strong.
During FY25YTD, net inflows across most schemes with 1-10-year duration have
already surpassed the inflows witnessed during FY24. Net inflows in short duration
funds (1-3 years) have been at INR83.3b (INR4.3b in FY24), medium- to long-
duration funds (4-7 years) at INR3.8b (INR8b in FY24), long duration funds (7+
years) at INR31.1b (INR 30b in FY24), and Gilt funds at INR66.5b (INR43.5b in FY24).
The US Fed interest rate cut in Sep’24 after four years raises similar expectations
from the RBI, which will likely enhance the flow momentum in long-duration
funds, going forward. The long-duration funds are highly sensitive to interest
rate changes, and hence, a declining interest rate will lead to capital gain
appreciation, making it an attractive investment.
Historical trends suggest improvement in returns of long term duration funds
during a declining interest rate environment. After the commencement of the
RBI repo rate cuts in 2018, the one-year CAGR of long-duration schemes and Gilt
was at an all-time high of 14.4% and 13.4%, respectively, in FY20.
Interest rate cuts also increase the attractiveness of long-term guaranteed
products. During the previous interest rate cut cycle (Jan’19 to May’20 repo rate
cut of 250bp), the average growth rate of the life insurance industry until
May’22 (repo rate was stable for two years) was 14% (reporting a sharp decline
during Covid-19 and taking taxation changes of ULIPs into consideration). Within
the same period, deposit growth was 10%. However, with taxation on INR0.5m+
ticket size, the larger ticket size can flow to debt funds.
Competition intensifying with rising popularity of private credit
Private credit has become one of the most rapidly emerging asset classes in the
country, with deals aggregating to USD6b in 1HCY24, compared to USD8.6b in
CY23 and USD5.9b in CY22. On the other hand, the AUM of credit risk funds has
gone down to USD2.8b in FY24 from USD9.9b in FY19 (source: EY).
Private credit funds have emerged as popular providers of debt capital for the
rapidly growing mid-market, SMEs, and new-age companies due to various
limitations in the traditional lending avenues.
Private credit’s correlation with public markets is lower than other asset classes
in the debt category, reducing the portfolio volatility and improving risk-
adjusted returns. Yields ranging between 12% and 18% provide better returns to
investors compared to debt mutual fund schemes.
Additional investment avenue for debt mutual funds
Recently, SEBI allowed mutual funds to engage in the buying and selling of credit
default swaps (CDS) to enhance liquidity in the corporate bond market.
Previously, mutual funds were limited to participating in CDS transactions in a
buyer capacity only.
27 September 2024
2
 Motilal Oswal Financial Services
Sector Update | Financials
MF Schemes are allowed to sell CDS on a reference obligation that is backed by
cash, government securities (G-Sec), or treasury bills. Overnight and liquid
schemes are prohibited from selling CDS contracts.
This provides MFs an opportunity to expand their role in CDS transactions and
add another investment avenue.
Impact on AMCs
Expectation of rate cuts by the RBI is expected to improve the mix of longer-
term duration schemes in the debt AUM mix of AMCs, driven by opportunity to
harness capital gains and improvement in yields.
TER of various schemes within 1-10-year duration (including Gilt) ranges
between 30-70bp, while highly liquid schemes operate in a TER range of 8-15bp.
A change in mix of longer-duration products can contribute towards revenue
growth and can also serve as an approach to improving yields with the
telescopic TER structure impacting the yield of equity schemes.
Exhibit 1: MF flow trends – equity continues to shine while debt drags (INRt)
Debt Oriented Schemes
Liquid Schemes
Total Equity
Other Schemes
FY20
FY21
FY22
FY23
FY24
YTDFY25
Source: MOFSL
Exhibit 2: Debt AUM’s growth was better than bank deposits during interest rate down cycle (Jan’19-May’20)
Bank Deposits growth
10.0%
5.0%
0.0%
-5.0%
-10.0%
Debt AUM growth
RBI Repo rate (%)
8.0
6.0
4.0
2.0
0.0
Source: MOFSL
27 September 2024
3
 Motilal Oswal Financial Services
Sector Update | Financials
Exhibit 3: Debt schemes witnessing a recovery in FY25
Duration*
1-day
3-6 months
6-12 months
1-3 years
3-4 years
4-7 years
7+ years
10 years
Debt segment net inflows (INRb)
Overnight Fund
Ultra Short Duration Fund
Low Duration Fund
Short Duration Fund
Medium Duration Fund
Medium to Long Duration Fund
Long Duration Fund
Gilt
Corporate Bond Fund
Others
FY20
676.5
-95.5
-87.8
85.8
-104.5
-10.6
3.5
10.5
182.7
-294.3
FY21
-116.9
141.9
415.5
434.0
19.7
-1.6
7.7
65.3
693.1
143.2
FY22
285.6
-25.5
-218.7
-300.9
14.5
-7.9
-1.1
-19.9
-371.5
-944.9
FY23
-144.0
-136.6
-311.0
-289.5
-71.5
-14.7
61.2
79.0
-34.5
-739.8
FY24
-412.0
-21.6
-35.6
4.3
-30.9
8.0
30.0
43.5
57.6
-264.5
YTDFY25
222.5
193.3
119.3
83.3
-17.4
3.8
31.1
66.5
31.4
-81.9
Source: MOFSL, *Duration refers to Macaulay duration of various papers in which the fund invests
Exhibit 4: One-year performance of debt schemes – long-duration schemes outperform during rate cut cycle starting Jan’19
1-Year Performance (%)
Ultra Short Duration Fund
Low Duration Fund
Short Duration Fund
Medium Duration Fund
Medium to Long Duration Fund
Long Duration Fund
Gilt
RBI Repo rate (%)
Jan'19
6.2
7.8
7.0
6.2
6.1
7.6
7.9
6.5
Jan'20
7.5
5.5
7.0
6.8
8.4
13.5
11.8
5.2
Jan'21
5.4
8.2
8.9
6.1
10.6
12.4
11.6
4.0
Jan'22
4.2
4.8
5.9
6.2
3.4
-1.2
2.9
4.0
Jan'23
5.0
4.8
5.2
5.2
4.0
4.3
3.7
6.3
Jan'24
7.3
7.5
7.5
7.7
7.7
9.0
8.2
6.5
Source: MOFSL
Exhibit 5: Three-year performance of debt schemes
3-Year Performance (%)
Ultra Short Duration Fund
Low Duration Fund
Short Duration Fund
Medium Duration Fund
Medium to Long Duration Fund
Long Duration Fund
Gilt
RBI Repo Rate
Jan'19
7.3
7.9
7.9
8.5
7.6
9.8
8.8
6.5
Jan'20
6.8
6.6
6.6
6.5
5.6
8.1
6.9
5.2
Jan'21
6.3
7.1
7.6
6.3
8.2
10.6
10.4
4.0
Jan'22
5.8
6.1
7.0
6.3
7.4
8.3
8.7
4.0
Jan'23
4.9
5.9
6.3
5.8
5.9
5.3
6.0
6.3
Jan'24
5.5
5.7
5.9
6.3
5.0
4.0
4.9
6.5
Source: MOFSL
Exhibit 6: HDFC AMC’s AUM mix
Equity
Debt
Liquid
Others
Exhibit 7: Nippon AMC’s AUM mix
Equity
2
23
46
29
1
21
46
32
3
19
50
28
6
18
44
32
Debt
7
18
37
38
Liquid
14
20
23
43
16
25
21
39
Others
20
22
18
40
25
21
12
42
27
15
12
46
17.7 19.1 18.8 14.1 21.5
30.0 30.6 24.7 23.7 18.8
41.5 41.0 43.5 38.0 30.0 23.6
20.0 17.3
27.4 26.9
54.1
40.0 39.4 37.2 47.6 48.3 44.6 39.1 44.0 49.8
Source: MOFSL
Source: MOFSL
27 September 2024
4
 Motilal Oswal Financial Services
Sector Update | Financials
Exhibit 8: ABSL AMC’s AUM mix – the highest debt proportion
among peers
Equity
23
21
56
23
21
55
24
19
49
32
Debt
25
39
36
Liquid
28
35
36
24
41
35
Others
26
33
40
29
23
42
26
22
43
Exhibit 9: UTI AMC’s AUM mix – the lowest debt
proportion among peers
Equity
8.1
25.4
36.8
29.7
18.9
28.7
18.0
34.3
Debt
25.2
22.6
17.3
34.9
Liquid
Others
30.0
18.5
12.9
38.7
35.8
19.4
7.5
37.2
41.0
17.3
7.1
34.6
58
19
Source: MOFSL
Source: MOFSL
Exhibit 10: Debt AUM market share – Top 6 players constitute 71% of the market
IPRU MF
16%
Others
29%
SBI AMC
14%
RNAM
8%
Kotak AMC
9%
ABSL AMC
11%
Source: MOFSL
HDFC AMC
13%
Exhibit 11: Rising private credit investments across industries – Real estate is the largest beneficiary
Source: MOFSL, EY
27 September 2024
5
 Motilal Oswal Financial Services
Sector Update | Financials
NOTES
27 September 2024
6
 Motilal Oswal Financial Services
Sector Update | Financials
Explanation of Investment Rating
Investment Rating
BUY
SELL
NEUTRAL
UNDER REVIEW
NOT RATED
Expected return (over 12-month)
>=15%
< - 10%
< - 10 % to 15%
Rating may undergo a change
We have forward looking estimates for the stock but we refrain from assigning recommendation
*In case the recommendation given by the Research Analyst is inconsistent with the investment rating legend for a continuous period of 30 days, the Research Analyst shall be within following 30 days take
appropriate measures to make the recommendation consistent with the investment rating legend.
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27 September 2024
7
 Motilal Oswal Financial Services
Sector Update | Financials
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to change without any prior notice. The Company reserves the right to make modifications and alternations to this statement as may be required from time to time without any prior approval. MOFSL, its
associates, their directors and the employees may from time to time, effect or have effected an own account transaction in, or deal as principal or agent in or for the securities mentioned in this document.
They may perform or seek to perform investment banking or other services for, or solicit investment banking or other business from, any company referred to in this report. Each of these entities functions as
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Registered Office Address: Motilal Oswal Tower, Rahimtullah Sayani Road, Opposite Parel ST Depot, Prabhadevi, Mumbai-400025; Tel No.: 022 - 71934200 / 71934263; www.motilaloswal.com.
Correspondence Address: Palm Spring Centre, 2nd Floor, Palm Court Complex, New Link Road, Malad (West), Mumbai- 400 064. Tel No: 022 71881000. Details of Compliance Officer: Neeraj Agarwal,
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Grievance Redressal Cell:
Contact Person
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Ms. Hemangi Date
022 40548000 / 022 67490600
query@motilaloswal.com
Ms. Kumud Upadhyay
022 40548082
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Mr. Ajay Menon
022 40548083
am@motilaloswal.com
Registration details of group entities.: Motilal Oswal Financial Services Ltd. (MOFSL): INZ000158836 (BSE/NSE/MCX/NCDEX); CDSL and NSDL: IN-DP-16-2015; Research Analyst: INH000000412 . AMFI:
ARN .: 146822. IRDA Corporate Agent – CA0579. Motilal Oswal Financial Services Ltd. is a distributor of Mutual Funds, PMS, Fixed Deposit, Insurance, Bond, NCDs and IPO products.
Customer having any query/feedback/ clarification may write to query@motilaloswal.com. In case of grievances for any of the services rendered by Motilal Oswal Financial Services Limited (MOFSL) write to
grievances@motilaloswal.com, for DP to dpgrievances@motilaloswal.com.
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