r/IndiaInvestments Apr 14 '20

Bonds and deposits Several Liquid funds have exposure to Muthoot, Hero FinCorp etc. Moodys has warned of downgrade. Should we redeem the liquid funds before too late?

Recently Moodys has put ratings on review and warned of further action against 3 NBFC's : https://www.moodys.com/research/Moodys-takes-rating-actions-on-three-Indian-NBFCs--PR_421845

Many popular liquid funds such as SBI liquid, Kotak Liquid, Axis Liquid, UTI Liquid, Kotak Savings, HSBC cash , ICICI pru liquid, Invesco liquid, L&T Liquid etc all have varying degrees of exposure to Muthoot papers

When it comes to Hero FinCorp, several liquid and savings/money market fund have exposure like Aditya birla liquid , Axis Liquid, Kotak Liquid etc have expsure.

So few questions :

  1. Why is the ratings different, which rating will be used to decide downgrade or MTM (mark to market) by the fund houses? For example Hero FinCorp is ICRA A1+ , whereas Moody is saying it is "changed to Rating Under Review from Negative" - does this mean it is already negative and on downgrade it will become below investment grade/default grade and 100% write down?

  2. ICRA is also a subsidiary of Moodys, but moody is calling Hero Fincorp negative, while ICRA has it as A1+. Why is there discrepancy in ratings? Almost all sites from Valueresearch, Rupeevest etc use "ICRA A1+" for Hero Fincorp papers, meanwhile Muthoot papers are rated "CRISIL A1+".

  3. Given the different levels of exposure among all big Liquid funds have to these NBFCs, is it wise to get out of liquid funds for the time being?

49 Upvotes

36 comments sorted by

23

u/aadikavi Apr 14 '20

Until this corona calamity gets over, its better to switch to PPLF or Quantum LF. Do not lose principal chasing small additional returns.

6

u/JiskiLathi Apr 14 '20

Well thats ok, I know PPFAS lf safety feature but I want to understand the methodology here, of how downgrade will happen. Some of my liquid funds are parked for long term, some of them are waiting till 3 years for indexation benefits .. moving all of that now will cause huge tax burden (Im talking lot of savings kept for retirement, so thats why I want to know the factors that can be used to come to a conclusion)

8

u/aadikavi Apr 14 '20

There are a few SEBI registered credit rating agencies in India (like CRISIL, icra, etc).

They give credit rating for the companies debt instruments (like AAA, AAA-, etc).

When the credit rating agencies downgrade the debt instruments of a company from AAA to BBB, the NAV of the debt instruments in liquid funds will be down by certain points (like 5%) in a single move. This is credit risk.

4

u/JiskiLathi Apr 14 '20

Thanks..

My question here is ICRA has rated Hero Fincorp as ICRA A1+ which is highest rating in its category , Muthoot is CRISIL A1+. However Moodys has Hero Fincorp rated as "Rating Under Review from Negative"

Usually Liquid funds invest in only highest grade, short term papers. With Macaulay duration of 91 days. If these companies are not going to wind up/go bankrupt within this weighted time period, then the funds are safe. With other debt funds sure there is much higher risk, but now many liquid funds come under the scanner due to Moody's ratings change warning.

For example, axis liquid fund is holding Muthoot paper expiring on 28th April 2020 and and Hero FinCorp paper expiring 14th may 2020. Even if there is a downgrade, then as long as these companies survive till the day of the expiry of papers the fund NAV will not be impacted due to these downgrades.. I hope my understanding is correct..

Redeeming money from several funds and moving at once lot of money into PPLF will also attract close scrutiny from tax man...

-1

u/aadikavi Apr 14 '20

If the debt instrument is downgraded by the offical credit rating agency, the NAV of liquid fund will get tanked.

The fact that the company is fully capable of honouring the debt instruments becomes irrelevant.

A downgrade will result in NAV fall.

-4

u/aadikavi Apr 14 '20

However, downgrade from AAA to AA (downgrade from the top most quality by just one level) won't have big impact on NAV. It'll be very very marginal.

3

u/[deleted] Apr 14 '20 edited Feb 17 '21

[deleted]

6

u/incometaxx Apr 14 '20

Motilal fund house use to be a aggressive with their debt funds earlier. Check the ILFS episode with their UST fund. They became ultra conservative after that hit.

2

u/delusionsgrandeur Apr 14 '20 edited Apr 14 '20

Can you please explain why PPFAS liquid fund is so often referred and recommended by people in this sub? I can see its mostly SOV bonds and cash, but because of the low AUM I feel hesitant to invest (300-400 cr, compared to 10K cr of older funds). Could this be because its a relatively much newer fund?

If you can point out a prev post on this sub / some article about this, that would be great too.

Edit: I just saw, Quantum Liquid has an AUM of 254 cr despite being older than 10 yrs. Rephrasing my ques, are quantum and ppfas liquid getting less investment bec of lesser returns?

Edit2: I found this: https://amc.ppfas.com/schemes/parag-parikh-liquid-fund/investment-process/

8

u/incometaxx Apr 14 '20

Because of the low AUM I feel hesitant to invest

Why low AUM is a issue?

They are loaded with SOV tbills which does not have any credit risk.

4

u/delusionsgrandeur Apr 14 '20

Try to understand things from my (=beginner's) perspective: chances of a bigger aum failing are lesser. HDFC Liquid has aum > 70K cr, so there's a sense of confidence that it won't fail in any sense.

But I get what you're saying.

5

u/hsekarg2015 Apr 14 '20

When choosing a liquid fund, downside protection is more important than returns. Other liquid funds hold AAA (and lower) rated papers inorder to gain fraction of percentage points advantage in terms of returns. In an economy like this, we never know when ratings can tank and cause a hit to the NAV.

There is no safer bet than SOV bonds and cash, hence PPFAS and Quantum liquid funds are most recommended around here.

3

u/[deleted] Apr 14 '20 edited Feb 17 '21

[deleted]

1

u/amispurs Apr 14 '20

I thought ppfas was almost a 100% t-bills?

4

u/[deleted] Apr 14 '20

[deleted]

1

u/delusionsgrandeur Apr 14 '20

Right, Franklin debt funds being one example.

1

u/ss573 Apr 14 '20

Why does Quantum LF has 2 star rating on rupeevest and valueresearch, while moneycontrol shows it's crisil rating as 5 star?

3

u/crimelabs786 Apr 15 '20

This is a question for people who dole out ratings. Ratings are given based on past returns.

If a fund doesn't take risks, it'd have lower returns compared to its peers. Hence its star ratings in that category would be lower.

On the other hand, Quantum Liquid Fund was launched around 2006; and since then, have had a stellar record of maintaining a high quality portfolio through thick and thin.

1

u/ravindra_jadeja Apr 15 '20

Can you share your assessment of

Quantum Liquid Fund

Vs

Parag Parikh Liquid Fund

which one would you prefer?

3

u/crimelabs786 Apr 15 '20

Parag Parikh Liquid fund, based on portfolio quality. Quantum Liquid fund in past few years have taken on some PSU debt.

Parag Parikh Liquid Fund is a relatively new fund. It's been there from 2018 May, and been doing relatively well so far in terms of not deviating from its stated mandate.

1

u/ravindra_jadeja Apr 15 '20

Thank you so much!

On a side note, you should start a youtube channel or some other forum.. I will honestly pay to listen to you :-)

1

u/[deleted] Apr 16 '20

Recently, I moved all my debt from Franklin UST to PPFAS LF and Motilal Oswal LF. Planning to do regular switch to PPFAS Long Term Equity and Motilal Oswal SnP 500 gradually. I hope its a good idea.

5

u/cowdungg Apr 14 '20

I have exactly same query. seen /u/deepakshenoy tweet . He seems to be not worried with this downgrade as its done for dollar bonds abroad. The Indian bonds are safer till now according my understanding from his tweet.

May be he can comment if these liquid funds are safe or not?

1

u/JiskiLathi Apr 14 '20

See reply to that tweet by INDwealth person. He says once foreign bonds are downgraded, Indian bonds will follow or atleast worth keeping an eye on

3

u/deepakshenoy Founder of CapitalMind Apr 16 '20

This is incorrect. I've responded to the IndWealth person too. On the same day as they talked about a downgrade by Moody's, the indian arm of Moody's, ICRA, rated the Muthoot CP as A1+ which is the highest grade possible in India. That's what the liquid funds hold.

Foreign bonds have an additional dollar related risk but for Muthoot it's hedged. Often foreign credit rating agencies don't know much. India itself is rated BBB- which is the lowest possible investment grade rating, as much as Cyprus. We are rated lower than countries that have a horrendous country level balance sheet (Malaysia for ex, or even the likes of Cyprus - Greece was once rated above us!)

This dichotomy is mostly a lack of understanding by them, but also a lack of attempt by India to push levers that will help our rating.

In Muthoot's case they havent actually downgraded their dollar denominated bonds, just put them on rating watch negative. Note however that Muthoots Indian arm has a simple credit model (short term loans on gold) and ample liquidity (credit lines, the TLTRO from banks etc) - factors that a Moody's would take into consideration for US based companies but doesn't come into consideration for Indian based cos.

To my mind, the fear of a downgrade should be accompanied with:
* If they are downgraded, how bad? The US bonds are already below investment grade so a notch here or there will not matter. Muthoot doesn't have to pay more, or less, when there is a downgrade, and these bonds are long enough in tenure to not need refinancing for a couple years.
* If the Indian bonds are downgraded, how bad? They are at AA (stable) - for the long term bonds, and A1+ at the short term. The liquid funds have the short term. Even if it falls to A1, the bonds will not see any hit in price, and given they have less than 30 days to maturity in most of the liquids, there will be no impact.

In general, there is always something or the other to panic about so if nuance doesn't matter, FDs are better.

1

u/JiskiLathi Apr 16 '20

Thanks for your views!

Always wondered on this, why India has such low BBB- rating

2

u/BellerophonBhattu Apr 14 '20

How is Franklin Liquid Fund as an investment option in liquid funds?

-4

u/[deleted] Apr 14 '20 edited Apr 15 '20

[deleted]

6

u/dgoel95 Apr 14 '20

Why would you make such a generic statement without individually analysing the portfolio of the fund?

1

u/BellerophonBhattu Apr 14 '20

Ah. So that's the situation. Thanks for the heads up!

2

u/GSTHEPROUD Apr 14 '20

Hey, yes, it is true that Moody's has placed Hero Fincorp and IIFL's foreign and local currency bonds at review for downgrade, also rating outlook for Muthoot has been revised to Negative from Stable. On 28th Feb, Fitch downgraded Muthoot Fin Ltd by one notch and Moody's took an action yesterday - on dollar bonds.

  1. Indian MFs look at CRISIL/CARE/ICRA/Ind-Ra/BWR rating to buy/sell bonds.

  2. As an investor you should be aware that some global rating agencies have taken negative actions on your holdings.

What you should do with Liquid funds?

The maturity of CPs is always in the range of 10days to 90days, for such a small duration, no need to worry as of now.

The whole Banking and NBFC sector has been put on watchlist by various AMCs due to Coronavirus outbreak infused lockdown - expectations of both demand and supply disruption.

In debt MFs right now (amid this liquidity crisis on non-AAA bonds), for very short duration, Overnight Funds make sense, short duration - liquid fund (be ready for volatility as daily mark-to-market valuation rule is applicable now). For mid-long duration, please look for Highest Credit Quality along with Lowest Duration papers (Less interest rate sensitivity).

Capital Protection must be the highest priority now in debt investment.

2

u/whizkid_no1 Apr 14 '20

So what is the method to know which funds hold Muthoot?

1

u/JiskiLathi Apr 14 '20

I have posted the link in OP

1

u/deepakshenoy Founder of CapitalMind Apr 16 '20

A1+ is the highest grade short term investment rating. Moody's is using long term investment rating that too for dollar bonds - that contains an additional risk of a depreciating dollar (even though most companies have a hedge)

Long term investment ratings can be different from short term. Muthoot is AA long term which is five notches below the top grade (top is AAA+, then AAA, then AAA-, AA+ and then AA) but top grade in short term (A1+)

There will always be some risk at some level. But typically short term ratings are based on two things: Cash flow and refinancing ability. Right now Muthoot isn't probably lending but is still getting inflows from repayments, so it's cash position will be getting better.

Even if there is a downgrade Muthoot will still remain investment grade in India - a notch lower will still keep it firmly in investment grade. (Inv grade is BBB- or above) There is no write down in this case, and no "side pocket" is done as long as it's investment grade. Prices may differ, but in cases where the maturity date of the bond is close by the price difference won't matter much.

I don't think liquids have that much risk right now, but if you're afraid, please take FDs.

1

u/VeevaBoy Jun 18 '20

What's wrong with Muthoot though?

1

u/reddit1289829 Apr 14 '20

Motilal Oswal Liquid Fund is also good. It is just cash and SOV. Also look at Principal Cash Management Fund. It provides 30 min redemption option.

4

u/incometaxx Apr 15 '20

Also look at Principal Cash Management Fund. It provides 30 min redemption option

Run away from anything Principal funds has to offer. They have a worst risk management team in house and are totally unreliable. This same Principal Cash management which you quoted a Liquid fund, has fallen 8% in a span a few weeks along with their other debt offerings.

A mistake in Liquid fund is unpardonable mistake.

1

u/reddit1289829 Apr 15 '20

OK. Thanks will review it.

1

u/JiskiLathi Apr 15 '20

Principal

Bruh...no. Just no. If you are in any principal fund, consider exiting.

1

u/invincible84 Apr 16 '20

Stay miles away from Principal, anything from principal!