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Hedge funds net sold US equities for a 5th straight week: Goldman

Published 16/09/2024, 10:04
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Hedge funds net sold U.S. equities for the fifth consecutive week, as short sales slightly outpaced long buys, according to a recent report from Goldman Sachs (NYSE:GS).

Meanwhile, gross trading activity saw an uptick, with both long and short positions increasing for the sixth straight week, marking the largest increase since March 2023.

This rise, which was in the 98th percentile over a five-year period, was led by single stocks, indicating that hedge funds have been "actively deploying capital amid the September conference season and a busy macro calendar,” Goldman notes.

Meanwhile, macro products, including indices and exchange-traded funds (ETFs), were net sold for the second week in a row.

Short sales outpaced long buys by a ratio of 7 to 1, with U.S.-listed ETF shorts increasing by 2.1%, the largest rise in six weeks. This shorting was most prominent in Large Cap Equity, Small Cap Equity, Health Care, and Staples ETFs, according to the report.

On the other hand, single stocks saw net buying for the second consecutive week. Goldman highlighted "risk on flows" with long buys outpacing short sales.

Ten of the 11 sectors saw increased gross trading flow, with Financials, Consumer Discretionary, Health Care, Communication Services, and Industrials leading net buying. Sectors such as Real Estate, Consumer Staples, Information Technology, and Utilities were the most net sold.

Within the Information Technology sector, gross trading activity saw its largest year-to-date, with short sales slightly outpacing long buys.

Subsector breakdowns showed that Tech Hardware, and to a lesser extent, Semiconductors and Semiconductor Equipment, were the most net sold, primarily due to short selling. However, Software stood out as the most net bought subsector, driven by strong long buy flows.

The U.S. Information Technology long/short ratio now stands at 1.71, compared to a year-to-date peak of 2.12, marking a five-year low in the 1st percentile.

U.S. stocks ended last week on a strong note, with the S&P 500 up 4% for the week, now hovering just below its all-time highs. The gains were fueled by rising expectations of rate cuts and a renewed surge in AI-driven optimism.

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