Portfolio Weight Allocation
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
MO0.395 HD0.157 PCH0.044 MO0.277 HSY0.066 MO0.244 MO0.365 MO0.329
MMP0.161 JPM0.124 HD0.039 SCCO0.190 PCL0.055 SXL0.215 SXL0.286 SXL0.242
RAI0.160 MO0.113 PCL0.038 RAI0.178 O0.054 RAI0.149 RAI0.139 RAI0.169
PAA0.092 HCP0.101 PPG0.037 ETP0.152 PPG0.045 ETP0.107 MMP0.080 MCD0.096
MCD0.084 GPC0.081 EXC0.035 SXL0.136 PCG0.040 MCD0.095 PAA0.069 MMP0.061
ETP0.050 EMR0.077 JPM0.034 MBVT0.027 SXL0.040 PAA0.085 ETP0.051 ETP0.054
SO0.029 MBVT0.062 SUI0.031 MMP0.019 EMR0.036 MMP0.080 DUK0.010 KMP0.018
KMP0.018 T0.051 EMR0.031 HTCO0.012 HCP0.032 NU0.016 DUK0.015
VFC0.010 RAI0.037 T0.031 NLY0.007 EXC0.028 KMP0.007 HTCO0.013
NLY0.002 MCHP0.034 SO0.030 KMP0.002 HD0.028 KMB0.002 KMB0.002
LLY0.028 SCCO0.030 AJG0.000 SO0.027 ACG0.000 NLY0.001
MCD0.026 O0.029 VZ0.027 ACG0.000
BMY0.024 NU0.029 SUI0.026
EEP0.020 ETP0.028 PCH0.025
ITW0.015 NEE0.027 GPC0.025
HCBK0.015 HSY0.026 ETP0.024
FTR0.014 SXL0.025 NU0.023
VFC0.009 PAA0.025 SCCO0.023
NSC0.005 HCP0.025 JPM0.023
DEO0.002 NVS0.024 PAA0.021
INTC0.002 MMP0.023 NVS0.020
NLY0.001 GPC0.021 MO0.019
PSA0.001 D0.021 FTR0.017
FL0.001 MO0.021 WR0.017
DRE0.000 PCG0.020 D0.017
SPG0.000 MCD0.018 EIX0.016
DD0.000 EIX0.018 HTCO0.016
PLD0.000 DUK0.018 EEP0.015
AWF0.000 VZ0.017 T0.015
HBC0.000 RAI0.014 NEE0.015
MMC0.000 EQR0.013 DTE0.013
PBI0.000 DTE0.013 PNW0.013
PNW0.013 LLY0.013
EPD0.011 DUK0.012
WR0.010 EQR0.012
FTR0.010 MMP0.011
MBVT0.010 BMY0.009
VFC0.010 MBVT0.008
EEP0.008 PEP0.008
LLY0.008 RAI0.008
BMY0.008 MCD0.007
ITW0.008 EPD0.006
MTB0.007 MCHP0.005
PEP0.007 NS0.004
ABT0.007 DEO0.003
HTCO0.006 NLY0.003
PG0.005 ITW0.003
MCHP0.004 APU0.003
DEO0.004 PSA0.003
PFE0.003 PFE0.003
NS0.003 ABT0.003
HCBK0.003 VFC0.003
PSA0.003 PNY0.002
KMP0.003 DO0.002
APU0.002 MTB0.001
NLY0.002 SPG0.001
PNY0.002 KMB0.001
KMB0.002 VTR0.001
SPG0.002 GIS0.001
GIS0.002 VOD0.001
VTR0.001 NSC0.001
DO0.001 HCBK0.001
NSC0.001 FL0.001
VOD0.001 KMP0.001
INTC0.001 GSK0.000
FL0.000 FE0.000
FE0.000 INTC0.000
HCN0.000 HCN0.000
GSK0.000 DRE0.000
LRY0.000 DD0.000
DD0.000 LRY0.000
DRE0.000 AWF0.000
AWF0.000 AJG0.000
AJG0.000 UL0.000
PPL0.000 PLD0.000
UL0.000 PPL0.000
PLD0.000 ACG0.000
ACG0.000 HBC0.000
HBC0.000 CPSI0.000
HIX0.000 HIX0.000
CPSI0.000 MMC0.000
MMC0.000 PBI0.000
PBI0.000