Analysis
Basket sector, factor, liquidity & hedged performance2 baskets · piped from Broker Estimates
Barclays MSCI MAY 2026
Baseline: RDS · VaR 99%: Snowflake
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| Metric | Buy | Sell | Total |
|---|---|---|---|
| Number of Securities | 129 | 91 | 220 |
| Notional ($M) | $2,802.7M | ($2,100.7)M | $702M |
| Gross Notional ($M) | $2,802.7M | $2,100.7M | $4,903.5M |
| Net Notional ($M) | $702M | $0M | $702M |
| Countries | 15 | 15 | 15 |
| VaR 99% (bps) | -8.2 | -6.5 | -10.7 |
Earnings Watch
1/4Next 5 reports in basket14.9% wt at risk
NVDANVIDIA
Wed AMCEPS
Revenue
IV
$0.74 est
$28.6B +112%
8.4%
$0.79 whisp
$29.4B whisp
AAPLApple
Thu AMCEPS
Revenue
IV
$1.62 est
$84.5B +4%
4.1%
$1.65 whisp
$85.2B whisp
TSLATesla
Wed AMCEPS
Revenue
IV
$0.58 est
$25.1B -3%
9.7%
$0.52 whisp
$24.3B whisp
JPMJPMorgan
Fri BMOEPS
Revenue
IV
$4.21 est
$42.8B +6%
3.2%
$4.30 whisp
$43.1B whisp
METAMeta
Wed AMCEPS
Revenue
IV
$5.91 est
$41.2B +19%
6.8%
$6.10 whisp
$41.9B whisp
| Ticker | B/S | DTC | Notional | Wgt % |
|---|---|---|---|---|
| UNH US | S | 0.8 | ($80.8)M | −1.65% |
| HD CH | B | 0.2 | $78.2M | 1.59% |
| AMZN US | B | 1.5 | $64.6M | 1.32% |
| AAPL US | S | 0.2 | ($63.1)M | −1.29% |
| CVX US | S | 0.2 | ($63)M | −1.28% |
| WMT US | B | 0.9 | $62.8M | 1.28% |
| V CH | B | 2 | $61.5M | 1.25% |
| AAPL NL | B | 0.4 | $61.4M | 1.25% |
| GOOGL US | S | 0.3 | ($61.3)M | −1.25% |
| CVX US | S | 2.5 | ($57.4)M | −1.17% |
| JPM US | S | 0.2 | ($56.7)M | −1.16% |
| BAC US | B | 0.1 | $56.7M | 1.16% |
| AMZN IN | S | 0.2 | ($54.2)M | −1.10% |
| META JP | S | 0.2 | ($53.2)M | −1.08% |
Geographic Distribution
15 countries · 220 securitiesLowHigh
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Top countries
USUnited States
12054.5%
BRBrazil
135.9%
INIndia
104.5%
DEGermany
104.5%
CHSwitzerland
94.1%
HKHong Kong
83.6%
TWTaiwan
83.6%
CNChina
83.6%
FRFrance
62.7%
NLNetherlands
52.3%
| Ticker | B/S | DTC | Notional | Wgt % |
|---|---|---|---|---|
| AMZN US | B | 10.5 | $21M | 0.43% |
| AVGO FR | S | 5 | ($44.4)M | −0.91% |
| AVGO US | B | 2.8 | $14M | 0.28% |
| AAPL US | B | 2.6 | $31.4M | 0.64% |
| CVX US | S | 2.5 | ($57.4)M | −1.17% |
| V CH | B | 2 | $61.5M | 1.25% |
| HD US | S | 1.7 | ($43.9)M | −0.90% |
| JPM US | B | 1.6 | $35.5M | 0.72% |
| AMZN US | B | 1.5 | $64.6M | 1.32% |
| AAPL FR | B | 1.4 | $31.8M | 0.65% |
| HD CA | S | 1.4 | ($27.6)M | −0.56% |
| PG US | B | 1.1 | $48.5M | 0.99% |
| HD US | B | 1.1 | $46.1M | 0.94% |
| KO CH | S | 1 | ($4.8)M | −0.10% |
Barclays MSCI MAY 2026
Broker estimate · Index: MSCI · 2026-04-02 → 2026-04-29
Holiday tick = price carried forward
Source: RDS prices · VaR via Snowflake/vg_insights