Most Recent Quarterly Rebalanced Weights
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
MCD0.273 MCD0.593 HSY0.038 FTR0.586 NU0.043 MCD0.271 NVS0.368 MCD0.311
EXC0.139 ETP0.273 JPM0.038 HTCO0.146 NVS0.040 NVS0.205 SO0.325 NVS0.254
EQR0.103 DTE0.067 PCH0.038 APU0.068 MMP0.040 DUK0.145 MCD0.129 SO0.161
PAA0.098 NS0.030 SO0.037 DTE0.063 O0.039 EIX0.085 DUK0.056 PEP0.070
DUK0.090 PSA0.019 PCL0.037 ABT0.058 PPG0.038 EQR0.084 D0.037 EQR0.068
PEP0.071 EQR0.017 HD0.035 NS0.048 EXC0.037 ETP0.052 PCG0.031 PSA0.044
EIX0.044 GSK0.002 O0.031 PSA0.017 SO0.036 EXC0.051 PSA0.025 EIX0.030
PSA0.030 AWF0.000 PAA0.030 VFC0.008 SXL0.033 DTE0.036 GIS0.013 NEE0.022
DTE0.025 ACG0.000 EMR0.030 HCN0.003 PCL0.033 PEP0.021 EQR0.013 APU0.020
APU0.025 HIX0.000 MMP0.029 GSK0.001 T0.033 APU0.012 GSK0.002 GIS0.016
NLY0.020 SXL0.028 FL0.001 MO0.032 GIS0.009 HCN0.001 GSK0.002
HSY0.019 NEE0.028 MCD0.001 NEE0.031 DEO0.009 AWF0.000 FE0.001
NU0.017 NU0.028 AWF0.000 JPM0.031 ABT0.007 AJG0.000 HCN0.000
DEO0.016 PCG0.028 ACG0.000 PCG0.031 VTR0.005 ACG0.000 AWF0.000
ABT0.012 HCP0.026 HIX0.000 SUI0.030 PAA0.005 PPL0.000 VTR0.000
GIS0.008 SUI0.026 CPSI0.000 HD0.028 GSK0.001 HIX0.000 AJG0.000
VTR0.008 ETP0.025 PBI0.000 PAA0.027 HCN0.001 PPL0.000
GSK0.002 T0.024 ETP0.026 AWF0.000 ACG0.000
AWF0.000 PPG0.024 EIX0.026 AJG0.000 HIX0.000
HCN0.000 SCCO0.024 HSY0.025 ACG0.000
AJG0.000 EXC0.024 MBVT0.024 PPL0.000
PPL0.000 MO0.024 VZ0.023 HIX0.000
ACG0.000 DUK0.023 RAI0.021 MMC0.000
HIX0.000 MCD0.020 SCCO0.020
VZ0.020 PCH0.019
RAI0.020 HTCO0.018
MBVT0.020 GPC0.016
GPC0.018 HCP0.015
D0.017 ABT0.013
EIX0.016 MCD0.012
NVS0.015 VFC0.012
EPD0.014 WR0.011
PNW0.012 FTR0.011
WR0.012 EEP0.010
DTE0.011 EQR0.009
HTCO0.010 D0.009
BMY0.009 EMR0.009
VFC0.009 PEP0.009
PEP0.009 LLY0.008
EQR0.009 PNW0.008
LLY0.008 DUK0.007
ITW0.008 PG0.005
MTB0.007 BMY0.005
FTR0.006 DTE0.005
ABT0.006 NS0.004
EEP0.006 HCBK0.004
MCHP0.004 MTB0.003
PG0.004 EPD0.003
PFE0.004 GIS0.003
HCBK0.003 PSA0.003
DEO0.003 ITW0.003
KMP0.002 APU0.003
KMB0.002 DO0.002
PSA0.002 PNY0.002
PNY0.002 SPG0.002
NS0.002 DEO0.002
NLY0.001 KMB0.002
GIS0.001 PFE0.001
DO0.001 MCHP0.001
SPG0.001 NSC0.001
APU0.001 NLY0.001
VTR0.001 INTC0.000
NSC0.001 VTR0.000
VOD0.000 FE0.000
INTC0.000 FL0.000
FL0.000 GSK0.000
FE0.000 VOD0.000
HCN0.000 HCN0.000
GSK0.000 KMP0.000
LRY0.000 LRY0.000
DD0.000 DRE0.000
DRE0.000 DD0.000
AJG0.000 AWF0.000
UL0.000 AJG0.000
PPL0.000 PPL0.000
PLD0.000 PLD0.000
ACG0.000 UL0.000
HBC0.000 ACG0.000
HIX0.000 HBC0.000
CPSI0.000 CPSI0.000
MMC0.000 HIX0.000
PBI0.000 MMC0.000
PBI0.000