Most Recent Quarterly Rebalanced Weights
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
ACG0.245 HIX0.307 VTR0.023 ACG0.156 HCN0.027 ACG0.216 ACG0.139 ACG0.264
AWF0.155 ACG0.249 NU0.022 GSK0.126 ETP0.026 PSA0.129 AWF0.120 AWF0.101
PSA0.097 AWF0.139 PCH0.020 PBI0.122 GIS0.026 GSK0.119 GSK0.098 GSK0.088
GSK0.087 GSK0.090 HSY0.020 EXC0.103 DUK0.023 AWF0.083 NVS0.066 PSA0.078
GIS0.086 PSA0.054 GIS0.019 PSA0.087 PEP0.023 GIS0.083 HIX0.065 PEP0.077
MCD0.074 HD0.054 D0.019 FTR0.086 SCCO0.022 HIX0.081 PSA0.061 MCD0.061
AJG0.044 FE0.053 PNW0.018 HIX0.078 EXC0.022 PEP0.075 VTR0.057 HIX0.057
SO0.043 NS0.030 PCL0.018 NS0.049 AJG0.021 MCD0.069 GIS0.052 DUK0.056
EXC0.042 SO0.021 HBC0.018 AWF0.046 SPG0.021 VTR0.035 D0.042 LRY0.046
PEP0.038 EQR0.002 EMR0.017 APU0.041 O0.021 NLY0.027 MCD0.041 DTE0.041
HIX0.033 SPG0.001 PEP0.017 HTCO0.035 D0.021 DTE0.025 PPL0.040 NVS0.040
NVS0.030 PG0.017 EQR0.034 DTE0.021 APU0.023 PEP0.036 GIS0.034
EQR0.015 DUK0.016 VFC0.014 JPM0.020 NVS0.017 DUK0.028 UL0.019
APU0.011 JPM0.016 CPSI0.011 VTR0.020 PPL0.013 MMC0.025 AJG0.016
HCN0.000 MMP0.016 HCP0.008 EMR0.019 HCN0.005 UL0.024 APU0.015
O0.015 NVS0.003 MCD0.019 AJG0.002 SO0.021 EQR0.007
PNY0.015 PNW0.019 NEE0.020
XEL0.015 PBI0.018 DTE0.017
PLD0.015 HSY0.018 EQR0.013
GPC0.015 MCHP0.018 APU0.008
AJG0.014 DRE0.018 O0.008
NSC0.014 HCP0.018 HCN0.007
MMC0.014 NSC0.018 NU0.004
MCD0.014 PPL0.017 HCP0.003
MCHP0.014 PCG0.016 LRY0.001
WR0.014 XEL0.016 XEL0.001
EIX0.013 PPG0.015
KMB0.013 EPD0.015
DRE0.013 PCL0.014
EPD0.013 MMC0.014
SO0.013 HCBK0.014
DTE0.013 MRK0.014
DEO0.013 DO0.014
EXC0.013 PG0.014
PPG0.012 SXL0.013
MTB0.012 PFE0.013
PPL0.012 SUI0.013
SPG0.012 VFC0.013
RAI0.012 PAA0.013
HD0.012 GPC0.013
SXL0.012 ACG0.012
PAA0.012 SO0.012
SCCO0.012 T0.012
ITW0.012 LLY0.012
GSK0.012 CPSI0.012
MO0.012 HD0.011
LRY0.011 EIX0.011
BMY0.011 PCH0.011
FE0.011 BMY0.011
UL0.011 NU0.010
T0.011 DEO0.010
NVS0.011 MBVT0.010
PFE0.011 NS0.009
LLY0.011 VOD0.009
HCP0.011 MMP0.009
PSA0.011 MO0.008
ETP0.011 FTR0.008
DD0.011 AWF0.008
NEE0.011 HTCO0.008
PCG0.011 FE0.008
SUI0.010 MTB0.007
VZ0.010 UL0.007
MBVT0.010 RAI0.007
HCN0.010 PSA0.007
MRK0.008 INTC0.007
ABT0.008 ABT0.006
VFC0.008 PNY0.006
NLY0.008 LRY0.005
KMP0.007 EEP0.005
VOD0.007 GSK0.004
ACG0.007 FL0.003
DO0.006 KMB0.003
INTC0.006 WR0.003
PBI0.006 ITW0.002
EEP0.006 NLY0.002
APU0.006 DD0.002
HTCO0.006 HBC0.001
HCBK0.005 VZ0.001
NS0.005 EQR0.001
AWF0.005 PLD0.000
HIX0.004 HIX0.000
CPSI0.004
EQR0.004
FL0.003
FTR0.003