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 fell sharply from close to their highest level in sixteen and a half years. Cash holdings were the main beneficiary of the move out of equities, rising by close to 0.5%, while fixed income holdings were flat over the month.
RiskAppetite
The State Street Risk Appetite Index fell back to 0 in February, as investors’ run of four consecutive months of risk seeking activity came to an abrupt end.
- Fixed Income ex Bills
- Equities
- Cash