Most Recent Quarterly Rebalanced Weights
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
ACG0.358 HIX0.310 NEE0.020 ACG0.150 D0.022 ACG0.292 ACG0.264 ACG0.188
PSA0.127 ACG0.245 MMC0.017 FTR0.106 DRE0.021 GSK0.101 PSA0.109 HIX0.113
GSK0.086 AWF0.102 WR0.016 GSK0.085 VZ0.020 MCD0.083 GSK0.099 GSK0.103
HIX0.081 MCD0.100 DTE0.016 YUM0.076 HCBK0.020 PEP0.078 PEP0.080 MCD0.070
SO0.081 GSK0.068 XOM0.016 HIX0.075 GIS0.020 AWF0.073 AWF0.075 AWF0.063
GIS0.060 PSA0.068 DUK0.016 EXC0.074 MMC0.020 AJG0.065 HIX0.061 AJG0.057
AJG0.048 DEO0.052 PNW0.015 VFC0.073 MTB0.020 HIX0.063 GIS0.059 GIS0.049
AWF0.047 NS0.029 PPL0.015 PBI0.066 PNW0.019 EQR0.053 MCD0.050 PSA0.041
NVS0.036 EQR0.026 NU0.015 APU0.061 XEL0.019 HCN0.045 SPG0.050 EIX0.041
EQR0.033 PG0.015 NS0.057 KMB0.019 NVS0.043 SO0.042 HCN0.037
FE0.023 LRY0.015 EQR0.045 VFC0.019 XEL0.030 AJG0.039 HSY0.037
FTR0.010 JPM0.015 ABT0.034 WR0.018 APU0.030 PPL0.039 DUK0.027
APU0.007 PCL0.015 NLY0.032 RAI0.018 EIX0.020 PCG0.022 EXC0.027
DUK0.003 PFE0.014 VTR0.022 PPL0.018 VTR0.018 VTR0.007 EQR0.026
ITW0.014 AWF0.018 HCP0.016 NEE0.005 DTE0.004 APU0.024
DRE0.014 HCP0.016 DTE0.016 SPG0.021
PNY0.014 MCD0.007 NLY0.016 UL0.020
UL0.014 FE0.003 JPM0.015 NLY0.020
PAA0.014 FL0.000 HCN0.015 DEO0.018
PCG0.014 PPG0.015 VZ0.008
HCBK0.014 EEP0.014 XOM0.005
MCHP0.014 UL0.014 DTE0.003
EMR0.014 GSK0.014 SO0.002
HD0.013 LRY0.014 YUM0.000
HCP0.013 PBI0.014 XEL0.000
PCH0.013 MBVT0.014
SO0.013 PG0.014
VZ0.013 T0.014
T0.013 PCH0.014
PLD0.013 HBC0.013
KMB0.013 AJG0.013
KMP0.013 MCHP0.013
HBC0.013 SUI0.013
RAI0.013 HTCO0.013
SUI0.013 NEE0.013
EIX0.013 DO0.012
DO0.013 EMR0.012
DD0.012 PAA0.012
HSY0.012 HD0.012
MTB0.012 VTR0.012
BMY0.012 APU0.012
O0.012 BMY0.012
GPC0.012 NSC0.012
PPG0.012 EQR0.012
NSC0.012 MO0.012
PEP0.011 PLD0.011
XEL0.011 ACG0.011
AJG0.011 PFE0.011
MO0.011 NS0.011
MRK0.011 EPD0.011
EPD0.011 DUK0.011
D0.011 INTC0.011
MCD0.011 ABT0.011
HCN0.011 MCD0.010
ETP0.011 FE0.010
PSA0.011 EIX0.010
SCCO0.011 LLY0.010
MBVT0.010 CPSI0.010
LLY0.010 NU0.009
VFC0.010 PCG0.009
VTR0.010 EXC0.009
EXC0.010 SPG0.009
ABT0.010 DD0.008
GIS0.010 NVS0.008
MMP0.010 SO0.008
VOD0.010 SXL0.007
DEO0.010 MMP0.007
INTC0.010 PSA0.007
FE0.010 PNY0.007
SPG0.010 MRK0.007
FL0.009 GPC0.007
EQR0.009 PCL0.007
HTCO0.009 KMP0.007
NVS0.009 HSY0.007
SXL0.009 SCCO0.006
CPSI0.009 DEO0.006
APU0.008 ETP0.006
GSK0.008 VOD0.005
EEP0.007 XOM0.005
NLY0.007 YUM0.005
NS0.007 PEP0.005
YUM0.007 ITW0.004
FTR0.006 O0.004
PBI0.006 FTR0.003
ACG0.003 FL0.002
AWF0.003 AWF0.002