Hedge funds log biggest weekly net selling of U.S. stocks since April 2025
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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.
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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.
