Hedge funds log biggest weekly net selling of U.S. stocks since April 2025
AI Market Summary
Hedge funds posted their largest weekly net selloff of U.S. equities since April 2025, snapping three weeks of net buying. Selling was broad-based across 9 of 11 sectors, led by information technology and cyclicals, while macro products (index futures/ETFs) also saw heavy net sales. A renewed uptick in ETF shorts after six weeks of covering signals reduced risk appetite and lower net long exposure in U.S. equities.
Impact level
● High
Affected assets
NCSKSPY2USD/USDT+0.26%
AI Insight · NCSKSPY2USD/USDTAI Insight
▼ Bearish
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Hedge funds posted their largest weekly net selloff of U.S. equities since the week of "Liberation Day" in April 2025, ending a three-week streak of net buying, according to The Kobeissi Letter on X.
Single-name stocks made up about 53% of total sales. Net selling was recorded in 9 of 11 sectors, led by information technology, industrials, utilities, healthcare, and materials. Macro products—including index futures and ETFs—accounted for roughly 47% of total selling.
The post also noted a slight increase in short positions in U.S.-listed ETFs, snapping a six-week run of short covering and pointing to a clear reduction in hedge funds’ long exposure to U.S. equities.
