Most Recent Quarterly Rebalanced Weights
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
ACG0.326 ACG0.299 JPM0.019 ACG0.175 GIS0.025 ACG0.218 ACG0.402 ACG0.158
GSK0.124 HIX0.295 DTE0.019 EXC0.098 UL0.023 AWF0.142 PSA0.088 GSK0.104
MCD0.091 AWF0.113 BMY0.019 AWF0.091 PCG0.021 GIS0.116 MCD0.068 HIX0.094
AWF0.086 MCD0.091 PCH0.019 GSK0.087 HCN0.021 GSK0.110 PEP0.068 PEP0.082
HCN0.069 PSA0.046 HSY0.018 FTR0.083 NEE0.021 PSA0.091 AJG0.057 AWF0.075
EXC0.063 GSK0.046 GIS0.018 PSA0.080 HBC0.020 HIX0.063 HIX0.046 GIS0.075
AJG0.053 PAA0.030 PNW0.018 PBI0.077 EXC0.020 DUK0.043 NVS0.045 PSA0.071
HIX0.047 MBVT0.028 PCL0.018 VFC0.058 PCH0.018 EXC0.042 DTE0.045 MCD0.052
NVS0.033 PFE0.028 DUK0.017 ABT0.052 DD0.018 DTE0.040 GIS0.043 VTR0.042
PEP0.031 ETP0.022 EMR0.017 APU0.051 JPM0.018 HCN0.032 AWF0.036 NLY0.042
GIS0.023 XEL0.017 HIX0.043 HSY0.018 NVS0.029 HCN0.026 EXC0.026
VTR0.017 HCN0.016 NS0.041 PAA0.018 MMC0.025 EXC0.024 HCN0.025
EQR0.016 GPC0.016 HTCO0.026 MMP0.017 LRY0.012 DUK0.022 NVS0.025
PPL0.013 SPG0.016 EQR0.024 DTE0.017 EQR0.011 PPL0.019 LRY0.023
DUK0.009 UL0.016 CPSI0.014 PLD0.017 DEO0.006 D0.010 DTE0.017
KMB0.016 PNY0.016 D0.006 LRY0.001 APU0.016
SUI0.015 NVS0.016 SO0.006 EIX0.016
PG0.015 MCD0.016 O0.006 SO0.014
HBC0.015 GPC0.016 EQR0.012
NU0.015 SUI0.015 FE0.011
DRE0.015 SPG0.015 SPG0.010
SXL0.015 PSA0.015 EEP0.009
ETP0.015 HCP0.015 GPC0.003
D0.015 ACG0.015
PPG0.015 EIX0.015
VTR0.015 MMC0.015
NVS0.014 SCCO0.015
MO0.014 MBVT0.014
PNY0.014 PPL0.014
PPL0.014 PFE0.014
PLD0.014 SO0.014
EIX0.013 LRY0.014
MMP0.013 PNW0.014
T0.013 XEL0.014
O0.013 HD0.014
PCG0.013 NU0.013
WR0.013 KMP0.013
NSC0.013 GSK0.013
NEE0.013 MCHP0.013
HD0.013 ETP0.013
EXC0.013 PEP0.012
EPD0.012 DRE0.012
AJG0.012 BMY0.012
HCP0.012 PG0.012
VZ0.012 NLY0.012
MMC0.012 FE0.011
SCCO0.012 AJG0.011
PAA0.012 HTCO0.011
SO0.012 T0.011
MCHP0.012 VTR0.011
RAI0.012 LLY0.011
DEO0.012 VZ0.010
FE0.011 D0.010
MCD0.011 HCBK0.010
LRY0.011 RAI0.009
PFE0.011 EPD0.009
DD0.011 SXL0.009
ITW0.011 DUK0.009
LLY0.011 INTC0.009
PEP0.010 DEO0.009
HCBK0.009 PPG0.009
MBVT0.009 EMR0.009
KMP0.009 CPSI0.008
DO0.008 DO0.008
HTCO0.008 PCL0.008
PSA0.008 ABT0.008
MTB0.007 WR0.008
INTC0.007 O0.008
GSK0.007 FTR0.007
VFC0.007 VOD0.007
MRK0.007 KMB0.006
PBI0.007 FL0.006
NLY0.007 APU0.006
VOD0.006 PBI0.005
ABT0.006 MRK0.005
ACG0.006 MTB0.005
AWF0.005 NSC0.005
CPSI0.005 NS0.005
NS0.005 AWF0.004
APU0.005 EEP0.004
EEP0.004 MO0.003
EQR0.004 ITW0.002
FL0.003 EQR0.002
FTR0.003 VFC0.002
HIX0.000