Most Recent Quarterly Rebalanced Weights
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
ACG0.646 ACG0.571 O0.041 ACG0.642 NEE0.068 ACG0.397 ACG0.556 ACG0.401
PSA0.126 DTE0.103 DTE0.037 FTR0.223 SXL0.056 PSA0.100 PSA0.158 NEE0.116
PEP0.064 AJG0.069 NEE0.036 PBI0.117 PNW0.043 PEP0.092 PEP0.111 PSA0.091
GIS0.056 HD0.068 HSY0.036 EQR0.014 MMP0.040 DTE0.079 DTE0.056 DTE0.090
DTE0.054 NLY0.046 PPL0.035 NS0.005 APU0.035 DUK0.043 GIS0.042 GIS0.046
APU0.020 MBVT0.036 PG0.033 HCN0.000 PEP0.032 UL0.043 NEE0.025 APU0.042
GSK0.012 D0.026 PNW0.032 HSY0.030 O0.040 AJG0.019 MMC0.028
SO0.008 GSK0.024 WR0.032 VZ0.029 GIS0.036 GSK0.010 HSY0.023
MCD0.006 FE0.017 PEP0.030 VFC0.028 APU0.028 EXC0.007 AJG0.021
NVS0.004 AWF0.015 DUK0.030 MMC0.028 AJG0.027 SO0.006 GSK0.019
AWF0.003 PAA0.011 SXL0.029 GIS0.028 GSK0.021 NVS0.005 PEP0.017
DUK0.002 MCD0.006 MMC0.027 DTE0.026 EQR0.021 AWF0.004 EXC0.015
HIX0.000 PPL0.005 D0.024 O0.025 NVS0.017 LRY0.001 SPG0.014
HCN0.000 NS0.002 MMP0.024 PCH0.025 NLY0.016 HIX0.000 NVS0.013
EPD0.002 PNY0.024 SPG0.025 MCD0.008 NLY0.013
HIX0.000 PCH0.024 PFE0.025 AWF0.008 AWF0.010
JPM0.023 WR0.023 HCP0.007 HCP0.009
SPG0.022 PG0.021 SO0.005 EQR0.009
VFC0.022 PNY0.020 VTR0.004 PG0.007
HCBK0.022 JPM0.018 ETP0.004 FE0.007
PFE0.020 MBVT0.018 PAA0.004 VTR0.005
GIS0.018 EIX0.017 EIX0.002 MCD0.003
NU0.017 INTC0.016 HCN0.000 PAA0.000
KMB0.017 D0.016 HIX0.000 HCN0.000
MBVT0.016 EMR0.016 HIX0.000
ACG0.015 ABT0.016 PCG0.000
GPC0.015 FL0.015
KMP0.014 KMB0.014
EIX0.014 NU0.012
VZ0.014 PBI0.011
EMR0.014 SCCO0.011
APU0.014 GPC0.011
PSA0.013 HCP0.011
HD0.012 PPL0.010
MCHP0.012 SUI0.010
UL0.012 HD0.010
DEO0.011 EXC0.009
MRK0.011 UL0.009
INTC0.011 PCG0.008
SCCO0.010 PCL0.008
PBI0.010 KMP0.008
ABT0.009 MTB0.007
HCP0.008 EQR0.007
PCL0.008 NLY0.007
HTCO0.007 DEO0.007
SUI0.006 DUK0.007
FL0.006 PSA0.007
BMY0.006 FTR0.006
AJG0.006 MRK0.006
MTB0.006 ACG0.006
ETP0.005 NVS0.005
PCG0.005 FE0.004
FTR0.005 ETP0.004
NLY0.004 GSK0.004
EQR0.004 DRE0.004
FE0.004 AJG0.004
EXC0.003 HTCO0.003
DRE0.003 BMY0.003
T0.003 VOD0.003
VOD0.003 VTR0.003
PPG0.003 T0.003
GSK0.002 HCBK0.002
VTR0.002 MCHP0.002
PAA0.002 SO0.002
NVS0.002 PPG0.002
SO0.001 PAA0.002
LLY0.001 LLY0.002
MCD0.001 ITW0.001
LRY0.001 LRY0.001
DO0.001 MCD0.001
MO0.001 MO0.001
EPD0.001 EPD0.001
ITW0.001 DD0.001
PLD0.000 NS0.000
NS0.000 DO0.000
EEP0.000 EEP0.000
AWF0.000 HBC0.000
DD0.000 NSC0.000
HBC0.000 PLD0.000
RAI0.000 RAI0.000
NSC0.000 HCN0.000
HCN0.000 HIX0.000
CPSI0.000 CPSI0.000
HIX0.000