Portfolio Weight Allocation
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
MO0.195 HD0.078 PCH0.019 MO0.166 PCH0.029 MO0.234 MO0.389 MO0.288
SXL0.178 MCHP0.061 PCL0.018 RAI0.134 HCN0.028 SXL0.204 SXL0.230 RAI0.154
RAI0.159 NSC0.060 GPC0.017 SCCO0.106 GIS0.026 RAI0.138 MCD0.139 KMP0.138
PAA0.116 HBC0.053 JPM0.017 NLY0.106 HBC0.025 MCD0.117 KMP0.103 ACG0.135
MCD0.088 PLD0.051 DTE0.017 SXL0.089 HSY0.022 MMP0.106 PAA0.069 PAA0.126
ACG0.087 UL0.051 VTR0.017 MMP0.074 HCP0.021 PAA0.069 MMP0.040 MCD0.111
XEL0.051 MO0.045 EMR0.016 GIS0.074 NLY0.021 XEL0.053 ETP0.031 ETP0.048
ETP0.047 HIX0.044 HCN0.016 HSY0.067 MMP0.020 AJG0.039
HSY0.040 MCD0.042 SPG0.016 HTCO0.054 HD0.020 ETP0.031
KMP0.032 JPM0.041 HCP0.016 ETP0.044 MMC0.019 DUK0.004
MBVT0.005 EMR0.035 DRE0.016 EPD0.031 DD0.019 KMP0.004
MMP0.001 GPC0.034 O0.016 DUK0.025 PAA0.019
HCP0.033 UL0.016 MCD0.012 DTE0.018
HCBK0.032 NU0.015 PCG0.012 EMR0.018
MBVT0.031 DD0.015 CPSI0.007 PFE0.018
SCCO0.030 SCCO0.015 NEE0.018
BMY0.030 DUK0.015 FE0.018
T0.029 PPG0.015 MCHP0.018
DD0.026 PAA0.015 KMB0.017
MMC0.026 WR0.015 LRY0.017
HCN0.025 SUI0.014 O0.016
ITW0.022 NSC0.014 LLY0.015
MTB0.019 HSY0.014 EXC0.015
LLY0.018 PLD0.014 WR0.015
PG0.018 PNW0.014 SPG0.014
PBI0.016 HD0.014 JPM0.014
DRE0.014 T0.014 MCD0.014
KMP0.013 PSA0.014 DUK0.014
VFC0.008 PEP0.014 EPD0.014
FL0.008 KMB0.014 PCG0.013
FTR0.004 HBC0.014 PLD0.013
DEO0.003 LRY0.014 PPL0.013
SPG0.001 EXC0.014 T0.013
PPL0.013 PNW0.013
FE0.013 AWF0.013
NVS0.013 ITW0.012
SO0.013 EIX0.012
D0.012 ETP0.012
MMC0.012 MRK0.012
PNY0.012 PSA0.012
ETP0.012 NSC0.011
PCG0.012 DEO0.011
EPD0.012 PPG0.011
BMY0.012 INTC0.011
NLY0.012 NVS0.011
NEE0.012 NU0.010
DEO0.011 XEL0.010
LLY0.011 SO0.009
XEL0.011 DO0.009
PG0.011 NS0.009
VZ0.011 PG0.009
MCHP0.011 VOD0.009
EIX0.011 VTR0.009
MCD0.011 SXL0.009
AWF0.010 ABT0.008
GIS0.010 D0.008
PFE0.010 SCCO0.008
PBI0.010 HIX0.008
SXL0.010 MO0.008
GSK0.010 HCBK0.007
ACG0.010 SUI0.007
KMP0.009 VZ0.007
AJG0.009 CPSI0.007
HIX0.009 GPC0.007
MMP0.009 DRE0.007
ITW0.009 EQR0.007
INTC0.009 PCL0.007
RAI0.009 UL0.007
VOD0.009 ACG0.007
ABT0.009 PNY0.006
MTB0.009 MTB0.006
HCBK0.008 APU0.006
NS0.008 FL0.006
MO0.008 AJG0.006
VFC0.008 PBI0.005
DO0.007 VFC0.005
MRK0.007 PEP0.005
APU0.007 MBVT0.005
MBVT0.006 RAI0.004
EQR0.005 FTR0.004
FTR0.005 BMY0.003
HTCO0.004 EEP0.003
CPSI0.004 GSK0.003
EEP0.004 HTCO0.003
FL0.003