Most Recent Quarterly Rebalanced Weights
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
JNJ 0.669 PG 0.283 TRV 0.147 VZ0.677 TRV 0.149 JNJ 0.702 JNJ 0.658 JNJ 0.683
PG 0.138 MSFT 0.169 CSCO 0.099 MRK 0.262 PG 0.125 PG 0.152 PG 0.138 PG 0.158
TRV 0.061 HD 0.163 JNJ 0.097 UNH0.061 CSCO 0.084 BA 0.043 TRV 0.110 VZ0.044
BA 0.040 MRK 0.105 PG 0.094 HPQ 0.000 JNJ 0.073 VZ0.041 VZ0.031 BA 0.042
VZ0.035 BA 0.099 JPM 0.088 MSFT 0.066 HD 0.037 BA 0.023 HD 0.038
HD 0.034 VZ0.074 MSFT 0.082 JPM 0.056 MCD 0.017 HD 0.019 MCD 0.017
MCD 0.017 MCD 0.041 PFE 0.050 INTC 0.056 IBM 0.006 MCD 0.016 MRK 0.009
IBM 0.006 T 0.030 VZ0.048 BAC 0.052 UNH0.002 IBM 0.003 IBM 0.006
AA 0.019 INTC 0.040 CAT 0.049 MRK 0.001 UNH0.002
UNH0.010 MRK 0.037 BA 0.040 MMM 0.000
MMM 0.004 HD 0.036 MRK 0.040 PFE 0.000
IBM 0.003 KO 0.034 KO 0.039
BAC 0.030 VZ0.039
CAT 0.027 HD 0.030
GE 0.022 PFE 0.027
BA 0.019 GE 0.024
AXP 0.016 AXP 0.022
AA 0.010 T 0.012
T 0.006 IBM 0.007
MCD 0.004 CVX 0.003
UNH0.003 UNH0.002
IBM 0.003 UTX 0.002
UTX 0.002 MMM 0.001
CVX 0.002 AA 0.001
DD 0.001 MCD 0.001
MMM 0.001 DD 0.001
HPQ 0.000 HPQ 0.000