NISM: Types of Mutual Funds, Part 2: Debt Funds

Mutual fund scheme categorization and SEBI regulation

With a view to bringing in standardization in the classification of mutual funds and to ensure the schemes are clearly distinct from one another, SEBI issued a circular on Categorization and Rationalization of Mutual Fund Schemes in 2017.

The objective was to bring uniformity to the characteristics of similar type of schemes launched by different mutual fund houses so that investors could objectively evaluate the schemes chosen for investment.

Accordingly, there are five broad categories of mutual fund schemes. Within each category, there are many sub-categories.(Ref1)

A. EquitySchemes(11sub-categories)
B. Debt Schemes (16 sub-categories)
C. Hybrid Schemes (6 sub-categories)
D. SolutionOrientedSchemes(2sub-categories)
E. Other Schemes (2 sub-categories)

B. Debt schemes

1. Overnight Fund: An open-ended debt scheme investing in overnight securities. The investment is in overnight securities having a maturity of 1 day.

2. Liquid Fund: An open-ended liquid scheme whose investment is into debt and money market securities with a maturity of up to 91 days only.

3. Ultra-Short Duration Fund: An open ended ultra-short-term debt scheme investing in debt and money market instruments with Macaulay duration of the portfolio between 3 months and 6 months.

4. Low Duration Fund: An open-ended low duration debt scheme investing in debt and money market instruments with Macaulay duration of the portfolio between 6 months and 12 months.

5. Money Market Fund: An open-ended debt scheme investing in money market instruments having maturity up to 1 year.

6. Short Duration Fund: An open-ended short-term debt scheme investing in debt and money market instruments with Macaulay duration of the portfolio between 1 year and 3 years.

7. Medium Duration Fund: An open-ended medium-term debt scheme investing in debt and money market instruments with Macaulay duration of the portfolio being between 3 years to4 years. Portfolio Macaulay duration under anticipated adverse situation is 1 year to 4 years.

8. Medium to Long Duration Fund: An open-ended medium-term debt scheme investing in debt and money market instruments with Macaulay duration of the portfolio between 4 years and 7 years. Portfolio Macaulay duration under anticipated adverse situation is 1 year to 7 years.

9. Long Duration Fund: An open-ended debt scheme investing in debt and money market instruments with Macaulay duration of the portfolio greater than 7 years.

10. Dynamic Bond: An open-ended dynamic debt scheme investing across duration.

11. Corporate Bond Fund: An open-ended debt scheme predominantly investing in AA+ and above rated corporate bonds. The minimum investment in corporate bonds shall be 80 percent of total assets (only in AA+ and above rated corporate bonds).

12. Credit Risk Fund: An open-ended debt scheme investing in below highest rated corporate bonds. The minimum investment in corporate bonds shall be 65 percent of total assets (only in AA (excludes AA+ rated corporate bonds) and below rated corporate bonds). (Ref. 4)

13. Banking and PSU Fund: An open-ended debt scheme predominantly investing in debt instruments of banks, Public Sector Undertakings, Public Financial Institutions and Municipal Bonds. The minimum investment in such instruments should be 80 percent of total assets.

14. Gilt Fund: An open-ended debt scheme investing in government securities across maturity. The minimum investment in G-secs is defined to be 80 percent of total assets (across maturity).

15. Gilt Fund with 10-year constant duration: An open-ended debt scheme investing in government securities having a constant maturity of 10 years. Minimum investment in G-secs is 80 percent of total assets such that the Macaulay duration of the portfolio is equal to 10 years.

16. Floater Fund: An open-ended debt scheme predominantly investing in floating rate instruments (including fixed rate instruments converted to floating rate exposures using swaps/derivatives). Minimum investment in floating rate instruments (including fixed rate instruments converted to floating rate exposures using swaps/derivatives) shall be 65 percent of total assets.

Apart from the above, Fixed Maturity Plans are a kind of close-ended debt fund where the duration of the investment portfolio is closely aligned to the maturity of the scheme. AMCs tend to structure the scheme around pre-identified investments. Further, being close-ended schemes, they donot accept money post-NFO. Therefore, the fund manager has a little on-going role in deciding on the investment options. Such a portfolio construction gives more clarity to investors on the likely returns if they stay invested in the scheme until its maturity (though there can be no guarantee or assurance of such returns). This helps them compare the risk and returns of the scheme with alternative investments.


References:
1. SEBI Circular No. SEBI/HO/IMD/DF3/CIR/P/2017/114 dated October 6, 2017, and SEBI/HO/IMD/DF3/CIR/P/2017/126 dated December 4, 2017
2. SEBI Circular dated September 11, 2020
3. Mutual Funds have the option to convert an existing scheme into a Flexi Cap Fund subject to compliance with the requirement for change in fundamental attributes of the scheme in terms of Regulation 18(15A) of SEBI (Mutual Funds) Regulations, 1996.
4. Vide SEBI Circular (SEBI/HO/IMD/DF3/CIR/P/2017/114 October 6, 2017) words/phrases that highlight/emphasize only return aspect of the scheme shall not be used in the name of the scheme (for instance credit opportunities fund, high yield fund, credit advantage etc.)

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NISM: Types of Mutual Funds, Part 3: Hybrid Funds, Index Funds, ETFs and Solution-Oriented Funds

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NISM: Types of Mutual Funds, Part 1: Equity Funds