The State Street Institutional Investor Indicators provide investors, policymakers, and the public with insights into the aggregated and anonymized positioning, risk appetite, and portfolio carbon exposures of thousands of institutional investors around the world, representing trillions of dollars in assets.
The Holdings Indicator tracks the aggregated portfolio holdings of institutional investors across stocks, bonds, and cash in percentage terms.
- The Institutional Investor Holdings Indicator measures the broad asset allocations of institutional investors to cash, stocks, and bonds
- During times of market stress, cash allocations tend to rise while stock allocations tend to fall
- When short-term interest rates are relatively high, cash holdings tend to rise relative to bonds
- Released monthly
Holdings
The State Street Holdings Indicators showed that long-term investor allocations to equities slightly increased, remaining at the highest level in sixteen and a half years.Cash holdings declined 3bps, entirely driven by a 5bps inflow into equities. This was offset by an outflow of fixed income of 1.3bps into cash.
RiskAppetite
The State Street Risk Appetite Index rose to 0.36 in January, resuming the risk seeking activity seen previously before the pause in December.
- Fixed Income ex Bills
- Equities
- Cash