Most Recent Quarterly Rebalanced Weights
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
MCD0.316 NVS0.262 NU0.042 EXC0.432 SXL0.048 NVS0.262 MCD0.378 MCD0.308
EXC0.234 MBVT0.258 PCH0.036 FTR0.268 NEE0.045 PSA0.144 PSA0.150 EXC0.197
PSA0.181 NS0.160 DUK0.034 NS0.125 PNW0.038 MCD0.124 HCP0.073 PSA0.159
DTE0.129 ACG0.098 PCL0.034 PSA0.092 PAA0.037 O0.101 FE0.066 NVS0.150
ACG0.096 FE0.085 JPM0.033 ACG0.054 NVS0.035 ETP0.101 ACG0.058 ACG0.091
PEP0.029 PSA0.058 T0.032 ABT0.017 DUK0.035 EXC0.075 NVS0.057 PEP0.027
APU0.008 APU0.032 ETP0.031 EQR0.005 MBVT0.034 DUK0.069 EXC0.053 APU0.025
GSK0.004 DEO0.021 HSY0.031 APU0.002 PCL0.033 ACG0.039 D0.046 NLY0.024
HCN0.001 GSK0.011 EMR0.030 AWF0.002 EXC0.031 APU0.031 VTR0.045 HCN0.014
AWF0.001 AWF0.007 PPG0.029 LLY0.002 HCP0.030 HCN0.026 PEP0.028 GSK0.004
AJG0.000 EXC0.005 NEE0.029 PBI0.000 MCD0.028 PEP0.010 APU0.023 AWF0.001
HIX0.000 PAA0.003 MMC0.029 EMR0.027 GIS0.008 GIS0.014 AJG0.000
PPL0.001 MMP0.029 MTB0.027 GSK0.005 GSK0.005 PPL0.000
AJG0.000 HD0.028 JPM0.026 DTE0.003 AWF0.002 HIX0.000
HIX0.000 PAA0.028 PFE0.026 AWF0.002 EQR0.001
O0.027 T0.026 PPL0.000 AJG0.000
SXL0.027 HD0.025 GPC0.000 HIX0.000
SO0.025 SO0.024 AJG0.000 UL0.000
PNW0.025 VZ0.024 HIX0.000
NVS0.023 D0.024
PCG0.022 PCG0.023
DTE0.022 ETP0.023
WR0.022 SUI0.021
MCD0.019 PPG0.020
SCCO0.019 HSY0.019
MBVT0.019 MMP0.018
PFE0.018 NS0.015
VZ0.018 EPD0.015
D0.018 FE0.015
HCP0.017 NLY0.015
SUI0.017 HTCO0.013
MTB0.016 VFC0.012
EXC0.015 PCH0.011
EPD0.012 MMC0.011
FE0.012 SCCO0.010
EIX0.010 NU0.010
ITW0.010 ITW0.009
HTCO0.009 MRK0.009
VFC0.009 SPG0.009
MRK0.008 DTE0.008
HCBK0.008 FTR0.008
VTR0.007 O0.008
NS0.006 HCN0.007
SPG0.006 PNY0.006
NLY0.006 PSA0.006
BMY0.005 APU0.006
PNY0.005 VTR0.005
PG0.005 BMY0.005
HCN0.005 WR0.004
APU0.004 EIX0.004
KMP0.004 PG0.004
PSA0.004 HCBK0.003
FTR0.003 GIS0.003
GPC0.003 EEP0.002
DEO0.002 GPC0.002
EEP0.002 KMB0.002
GIS0.002 PEP0.002
PEP0.002 DEO0.002
KMB0.002 ACG0.001
DO0.001 MO0.001
LLY0.001 LLY0.001
MO0.001 NSC0.000
VOD0.001 DO0.000
ACG0.001 GSK0.000
DRE0.001 VOD0.000
LRY0.000 LRY0.000
ABT0.000 EQR0.000
NSC0.000 DRE0.000
INTC0.000 INTC0.000
RAI0.000 KMP0.000
GSK0.000 RAI0.000
EQR0.000 MCHP0.000
UL0.000 PLD0.000
PLD0.000 DD0.000
AWF0.000 PPL0.000
DD0.000 AWF0.000
MCHP0.000 UL0.000
PPL0.000 AJG0.000
AJG0.000 PBI0.000
PBI0.000 HBC0.000
FL0.000 FL0.000
HBC0.000 HIX0.000
HIX0.000 CPSI0.000
CPSI0.000