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 rose by a full percentage point to 53.8% the highest level in sixteen and a half years. This was funded by a 20bps fall in allocations to cash and a larger 80bps fall in holdings of fixed income securities.
RiskAppetite
The State Street Risk Appetite Index rose to 0.27 in November, the fourth consecutive month of risk seeking activity.
- Fixed Income ex Bills
- Equities
- Cash