Most Recent Quarterly Rebalanced Weights
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
ACG0.218 HIX0.293 XEL0.019 ACG0.128 FTR0.020 ACG0.338 ACG0.387 ACG0.159
PSA0.121 ACG0.272 XOM0.018 PBI0.119 PCG0.020 PSA0.130 PSA0.107 AWF0.099
AWF0.115 MCD0.123 PNW0.018 FTR0.097 MTB0.020 MCD0.091 MCD0.096 HIX0.097
GSK0.100 AWF0.120 NU0.017 HCN0.082 MMC0.019 GSK0.082 AWF0.089 GSK0.076
MCD0.078 GSK0.049 MMC0.017 AWF0.070 NSC0.019 HIX0.066 SO0.081 PSA0.075
AJG0.072 HD0.043 JPM0.017 EXC0.070 VFC0.019 AWF0.065 AJG0.062 PEP0.066
PEP0.057 PAA0.026 DUK0.016 GSK0.067 NU0.018 GIS0.052 NVS0.057 GIS0.060
GIS0.049 NS0.023 PNY0.015 APU0.062 ABT0.018 SO0.046 NEE0.036 PPL0.056
HIX0.046 PSA0.020 DTE0.015 HTCO0.059 HTCO0.018 DTE0.045 UL0.030 MCD0.050
EIX0.030 XOM0.020 MO0.015 HIX0.053 YUM0.017 NVS0.033 HCP0.023 APU0.045
NLY0.027 EXC0.012 PCH0.015 YUM0.050 SUI0.017 EQR0.025 EQR0.023 NVS0.041
APU0.025 MTB0.015 NS0.032 EIX0.017 APU0.017 D0.008 AJG0.038
NVS0.019 PG0.014 VTR0.027 PPG0.017 NLY0.007 VTR0.032
NEE0.016 PCG0.014 ABT0.025 MCD0.017 VTR0.002 EQR0.027
EXC0.016 KMB0.014 NLY0.019 SXL0.016 YUM0.001 HCN0.025
SO0.011 GIS0.014 MRK0.016 PNW0.015 SO0.022
KMB0.000 HSY0.014 MCD0.015 DUK0.015 NLY0.018
ITW0.014 INTC0.009 BMY0.015 GPC0.009
PPL0.014 DUK0.003 HSY0.015 PG0.003
EMR0.014 HCP0.015 NU0.001
NSC0.013 PEP0.015
SPG0.013 PCL0.015
PFE0.013 MRK0.015
MCD0.013 PCH0.015
LRY0.013 NEE0.014
D0.013 FE0.014
PLD0.013 FL0.014
SUI0.013 PLD0.014
PAA0.013 AWF0.014
HCN0.012 GIS0.014
DEO0.012 AJG0.014
VZ0.012 DTE0.014
DD0.012 PAA0.014
HBC0.012 XOM0.013
VTR0.012 SO0.013
KMP0.012 HBC0.012
HD0.012 SCCO0.012
PPG0.012 CPSI0.012
FE0.012 DO0.012
DO0.012 RAI0.012
AJG0.012 KMP0.012
MMP0.012 HD0.012
DRE0.012 EQR0.011
PCL0.012 DEO0.011
WR0.011 GPC0.011
EIX0.011 PSA0.011
HCBK0.011 MO0.011
HCP0.011 PPL0.011
VFC0.011 D0.011
LLY0.011 PG0.011
GPC0.011 VOD0.011
MCHP0.011 HCN0.011
SO0.011 DD0.010
EEP0.011 LRY0.010
BMY0.011 LLY0.010
EPD0.011 ACG0.010
INTC0.010 XEL0.010
NEE0.010 EXC0.010
UL0.010 APU0.010
ABT0.010 VTR0.009
VOD0.010 NS0.009
MRK0.010 MBVT0.009
NVS0.010 WR0.009
T0.010 INTC0.008
MBVT0.010 MMP0.008
EXC0.010 PBI0.008
RAI0.010 MCHP0.008
EQR0.010 VZ0.007
SCCO0.010 HCBK0.007
PEP0.010 NLY0.007
ETP0.009 SPG0.007
SXL0.009 NVS0.007
FL0.009 O0.007
HTCO0.009 DRE0.006
O0.009 PNY0.006
PSA0.009 ITW0.006
CPSI0.008 EPD0.006
FTR0.007 EEP0.005
ACG0.007 KMB0.005
NLY0.007 T0.005
YUM0.007 UL0.005
NS0.006 ETP0.004
GSK0.006 GSK0.004
PBI0.006 PFE0.004
APU0.006 EMR0.003
AWF0.005 HIX0.003
HIX0.002 JPM0.002