Most Recent Quarterly Rebalanced Weights
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
ACG0.304 HIX0.354 DTE0.022 ACG0.295 EIX0.021 ACG0.379 ACG0.208 ACG0.207
AWF0.107 ACG0.300 XOM0.018 FTR0.252 RAI0.020 PSA0.118 AWF0.108 PSA0.112
GSK0.101 MCD0.129 NEE0.017 YUM0.195 YUM0.019 MCD0.078 GSK0.103 GSK0.110
MCD0.093 GSK0.064 EIX0.017 EXC0.089 MTB0.018 GSK0.076 MCD0.099 AWF0.108
SO0.069 AWF0.037 GIS0.017 NS0.083 PFE0.018 EXC0.068 PSA0.098 PEP0.079
HIX0.057 PSA0.031 JPM0.017 VTR0.046 EXC0.018 HIX0.067 SO0.066 HIX0.072
EXC0.054 PAA0.030 PNW0.016 EQR0.018 ABT0.017 AJG0.057 GIS0.057 D0.050
EQR0.054 XOM0.029 KMB0.016 AWF0.013 PPG0.017 SO0.051 AJG0.054 EXC0.046
GIS0.045 NS0.026 PCH0.015 HIX0.010 MCD0.017 AWF0.036 HIX0.052 NVS0.046
AJG0.043 MMC0.015 PEP0.017 EQR0.030 VTR0.043 AJG0.043
NVS0.042 MCHP0.015 DD0.016 NVS0.030 PPL0.033 SPG0.038
HCP0.032 PNY0.015 SPG0.016 ETP0.011 NVS0.029 PPL0.029
HCBK0.015 PBI0.016 DUK0.025 VTR0.027
EMR0.014 MBVT0.016 XOM0.014 SO0.023
PCL0.014 PNY0.016 LRY0.012 FE0.011
PLD0.014 PCL0.015 NLY0.001
LRY0.014 AWF0.015 DEO0.000
SO0.014 SO0.015
T0.014 APU0.015
DUK0.014 HCN0.014
AJG0.014 VZ0.014
O0.014 DTE0.014
MO0.014 PCG0.014
XEL0.013 DO0.014
RAI0.013 MMC0.014
VTR0.013 VTR0.014
PPG0.013 PAA0.013
ITW0.013 D0.013
PFE0.013 O0.013
HCN0.013 HBC0.013
D0.013 FE0.013
GPC0.013 ETP0.013
DRE0.012 PLD0.013
WR0.012 DRE0.013
PCG0.012 HSY0.013
NSC0.012 LRY0.012
UL0.012 MO0.012
BMY0.012 XEL0.012
HCP0.012 EMR0.012
SPG0.011 EPD0.012
PEP0.011 VFC0.011
DO0.011 MRK0.011
PG0.011 PNW0.011
EXC0.011 T0.011
KMP0.011 HD0.011
HBC0.011 PG0.011
MBVT0.011 NSC0.011
PPL0.011 GIS0.010
PAA0.011 PSA0.010
MMP0.011 BMY0.010
VZ0.011 NU0.010
PSA0.011 PPL0.010
FE0.011 NEE0.010
HD0.011 CPSI0.010
DEO0.011 WR0.010
EPD0.011 GPC0.010
SCCO0.011 UL0.010
LLY0.010 ITW0.010
SUI0.010 FL0.010
VFC0.010 DUK0.009
ETP0.010 PCH0.009
MRK0.010 GSK0.009
DD0.010 NS0.009
EEP0.010 FTR0.009
HSY0.010 HTCO0.009
NU0.010 EQR0.009
NVS0.010 SUI0.009
ABT0.009 HCBK0.009
SXL0.009 SCCO0.009
EQR0.009 VOD0.009
INTC0.009 SXL0.009
CPSI0.009 AJG0.008
VOD0.009 DEO0.008
MTB0.008 KMB0.008
HTCO0.008 HCP0.008
FL0.008 MMP0.008
AWF0.008 MCHP0.007
YUM0.007 NVS0.006
FTR0.007 NLY0.006
APU0.007 LLY0.006
NLY0.007 JPM0.005
GSK0.007 KMP0.005
PBI0.007 XOM0.005
NS0.006 INTC0.005
MCD0.005 ACG0.004
HIX0.003 EEP0.003
HIX0.002