Last Updated: May 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||AQN||algonquin power & utilities co co||3.34%|
|2||AVGO||broadcom ltd shs||3.33%|
|3||BGS||b & g foods inc new cl a||3.34%|
|4||BIP||brookfield infrast partners lp int unit||3.33%|
|5||BMY||bristol myers squibb co||3.33%|
|6||BRX||brixmor ppty group inc com||3.33%|
|7||CLX||clorox co del||3.33%|
|8||CQH||cheniere energy ptnrs lp hldgc com rep l||3.34%|
|9||DNKN||dunkin brands group inc com||3.33%|
|11||FUN||cedar fair l p depositry unit||3.33%|
|12||GBDC||golub cap bdc inc com||3.33%|
|13||GLPI||gaming & leisure properties inc new||3.33%|
|14||HBI||hanesbrands inc com||3.33%|
|15||HSY||hershey co com||3.33%|
|17||JNJ||johnson & johnson||3.33%|
|18||LADR||ladder cap corp cl a||3.33%|
|19||MDT||medtronic plc shs||3.34%|
|20||MMP||magellan midstream prtnrs lp com unit rp||3.34%|
|21||MSM||msc indl direct inc cl a||3.33%|
|22||NLSN||nielsen holdings b v com||3.33%|
|23||OMAB||grupo aeroportuario ctr norte spon adr||3.33%|
|24||SABR||sabre corp com||3.33%|
|25||STAY||extended stay amer inc shs 1 com 1 cl b||3.33%|
|26||TSLX||tpg specialty lending inc com||3.34%|
|27||TSM||taiwan semiconductor mfg ltd adr||3.33%|
|28||VNOM||viper energy partners lp com unt rp int||3.34%|
|29||WM||waste mgmt inc del||3.34%|
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.