Most Recent Quarterly Rebalanced Weights
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
ACG0.203 HIX0.335 NU0.019 ACG0.181 VTR0.030 ACG0.245 ACG0.166 ACG0.236
AWF0.118 ACG0.302 HSY0.019 AWF0.130 DUK0.029 AWF0.128 AWF0.122 AWF0.135
GSK0.100 MCD0.115 SO0.019 EXC0.106 DTE0.026 PSA0.114 GSK0.101 GSK0.102
PEP0.095 AWF0.112 PEP0.018 FTR0.100 NU0.024 GSK0.101 PSA0.077 PSA0.095
HIX0.087 LLY0.050 PCH0.018 ABT0.094 PPL0.023 MCD0.073 DTE0.056 HIX0.076
PSA0.067 KMP0.045 D0.018 NS0.084 MCD0.023 GIS0.071 MCD0.054 PEP0.056
VTR0.066 DEO0.019 HBC0.018 HTCO0.066 SCCO0.021 HIX0.059 VTR0.053 GIS0.051
MCD0.063 GSK0.017 WR0.018 APU0.058 PCL0.021 DTE0.046 HIX0.050 MCD0.050
SO0.061 HD0.005 PCL0.017 VFC0.038 JPM0.020 EXC0.043 PEP0.042 PPL0.039
AJG0.047 PAA0.017 VTR0.034 D0.020 AJG0.040 GIS0.039 AJG0.025
NVS0.029 JPM0.016 FE0.028 GIS0.020 SO0.023 AJG0.038 ETP0.025
DTE0.022 XEL0.016 GSK0.019 RAI0.019 HCN0.022 SO0.038 EXC0.022
APU0.012 DUK0.016 PSA0.018 MCHP0.019 APU0.014 NVS0.037 EIX0.019
HCN0.011 HCN0.016 CPSI0.017 SPG0.019 EQR0.009 HCN0.035 VTR0.013
EQR0.011 KMB0.016 FL0.013 PG0.018 VTR0.007 O0.027 UL0.013
DUK0.008 AJG0.016 HIX0.010 ACG0.018 O0.005 UL0.021 DTE0.012
DEO0.001 GIS0.015 EQR0.004 MO0.018 XEL0.020 MMC0.011
DRE0.015 T0.018 PPL0.012 EQR0.010
GPC0.015 HD0.017 DUK0.012 APU0.008
EMR0.015 PNY0.017 FTR0.001
DD0.015 PNW0.017
DEO0.015 SXL0.017
PG0.015 ETP0.016
O0.015 AJG0.016
PFE0.015 PSA0.016
PCG0.015 NEE0.016
HD0.015 VOD0.016
HCP0.015 SO0.015
BMY0.014 NVS0.015
PNW0.014 KMP0.015
PNY0.014 DD0.014
MCD0.014 MBVT0.014
SPG0.014 DO0.014
PLD0.013 HCN0.014
PSA0.013 PCG0.014
NSC0.013 LLY0.014
NEE0.013 PPG0.013
FE0.013 APU0.013
DTE0.013 PLD0.013
MMP0.013 PFE0.012
SXL0.013 UL0.012
MCHP0.012 CPSI0.012
MO0.012 MMC0.012
SCCO0.012 NSC0.011
KMP0.012 EXC0.010
UL0.012 HTCO0.010
T0.012 MMP0.010
MTB0.012 EPD0.009
PPG0.012 FL0.009
EPD0.011 BMY0.009
ETP0.011 PBI0.009
LRY0.011 ITW0.008
PPL0.011 MTB0.007
SUI0.011 ABT0.007
MMC0.010 HCBK0.007
LLY0.010 EMR0.007
NVS0.010 EEP0.007
RAI0.010 DEO0.007
VTR0.009 FE0.007
VZ0.009 NLY0.007
ITW0.009 NS0.007
MBVT0.009 EQR0.006
EIX0.009 HSY0.006
VFC0.009 HCP0.006
DO0.009 INTC0.005
GSK0.009 VFC0.005
EXC0.008 VZ0.005
HTCO0.008 GSK0.005
MRK0.007 GPC0.005
NLY0.007 XEL0.005
VOD0.007 PEP0.005
ABT0.007 MRK0.005
HCBK0.007 KMB0.005
INTC0.007 HBC0.004
ACG0.006 EIX0.004
PBI0.006 PAA0.004
APU0.005 SUI0.004
EEP0.005 FTR0.004
HIX0.005 PCH0.003
NS0.005 LRY0.003
EQR0.004 O0.003
CPSI0.004 HIX0.003
FL0.004 DRE0.003
FTR0.003 AWF0.001
AWF0.003 WR0.000