Last Updated: February 23, 2018
Inception Date: 2000-09-07 00:00:00.0
Date Funded: 2009-08-28*
|Folio||S&P 500 Total Return|
(% of Folio)
|1||BGS||b & g foods inc new cl a||3.34%|
|2||BRX||brixmor ppty group inc com||3.34%|
|3||CAH||cardinal health inc||3.33%|
|4||CAKE||cheesecake factory inc||3.33%|
|5||CUK||carnival plc adr adr||3.33%|
|6||CVS||cvs health corporation com||3.33%|
|7||EQM||eqt midstream partners lp unit ltd partn||3.33%|
|8||FL||foot locker inc||3.33%|
|9||GBDC||golub cap bdc inc com||3.33%|
|11||HASI||hannon armstrong sust infr cap com||3.33%|
|12||HBI||hanesbrands inc com||3.33%|
|13||JNJ||johnson & johnson||3.34%|
|14||JRVR||james riv group ltd com||3.33%|
|15||KHC||kraft heinz co com||3.33%|
|16||LMT||lockheed martin corp||3.34%|
|17||LOGI||logitech international s a||3.33%|
|18||MIC||macquarie infrastructure co tr sh ben i||3.33%|
|19||MMP||magellan midstream prtnrs lp com unit rp||3.34%|
|20||MO||altria group inc||3.33%|
|21||PEGI||pattern energy group inc cl a||3.33%|
|22||SABR||sabre corp com||3.34%|
|24||T||at&t inc com||3.33%|
|25||TEP||tallgrass energy partners lp com unit||3.34%|
|27||TSLX||tpg specialty lending inc com||3.33%|
|28||UPS||united parcel service inc cl b||3.34%|
|30||WSO.B||watsco inc cl b||3.33%|
Steps to Create This Folio
- We sorted U.S. exchange-listed securities, including MLPs (Master Limited Partnerships), by highest income distributions for securities with market capitalizations greater than $1 billion.
- We then screened for securities with a historical beta between 0.1 and 1. As a reference point, the S&P 500 has a historical beta of one and therefore this folio generally should be less volatile than the S&P 500.
- From this list, we selected the securities with the highest income distributions in each sector and targeted the sector weights to be comparable to those of the S&P 500.
- We equally weighted all securities in the folio.
Number of Securities
There are generally 30 securities in the folio.
If the characteristics of the folio have changed substantially, the securities included may change. Also, corporate actions, such as a merger, or other events may cause changes to the securities held at any time. Your returns may deviate significantly from the values displayed here, due to many factors, including how long after a folio has been updated that you place orders to update your holdings.