Portfolio Weight Allocation
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
ACG0.263 MCHP0.068 PNW0.016 SXL0.145 NVS0.032 ACG0.264 PAA0.120 ACG0.262
KMB0.160 HBC0.063 PSA0.015 PAA0.120 PLD0.029 HSY0.178 ACG0.115 PAA0.205
PAA0.128 XOM0.058 XOM0.015 HSY0.109 EIX0.027 PAA0.159 KMB0.103 HSY0.137
HSY0.117 MO0.057 NEE0.015 VFC0.087 MTB0.027 KMB0.158 HD0.092 MMP0.117
SXL0.103 NSC0.050 VTR0.015 HD0.075 HBC0.026 MMP0.093 MMP0.085 KMB0.116
MMP0.099 HIX0.047 SPG0.015 LLY0.074 MO0.025 SXL0.069 SXL0.072 SXL0.055
DUK0.070 MBVT0.040 MMC0.015 ACG0.070 HTCO0.024 MO0.044 AWF0.061 HD0.043
SO0.043 VFC0.039 PCL0.015 O0.056 MMP0.023 BMY0.023 HSY0.060 GIS0.033
LLY0.016 JPM0.038 NU0.014 MMP0.043 VFC0.023 HD0.010 LLY0.050 LLY0.015
AJG0.001 MMC0.038 PLD0.014 VZ0.036 EQR0.022 PG0.002 MCD0.041 UL0.014
HCP0.036 PNY0.014 HCP0.034 NEE0.021 VZ0.039 VZ0.004
HCBK0.035 EMR0.014 FL0.032 VOD0.021 MO0.037
PLD0.035 DRE0.014 GIS0.028 O0.021 AJG0.037
VTR0.034 HCN0.014 DEO0.022 HSY0.021 PEP0.026
DEO0.032 AJG0.014 MO0.018 SPG0.020 DUK0.021
LLY0.031 HBC0.014 NLY0.018 DD0.019 BMY0.016
EMR0.031 O0.014 SO0.013 XOM0.019 KMP0.011
PG0.026 MTB0.013 DUK0.008 EEP0.019 RAI0.007
DD0.024 EIX0.013 KMB0.005 PSA0.019 T0.006
SCCO0.023 VZ0.013 BMY0.005 INTC0.019 HIX0.001
PBI0.023 DTE0.013 SUI0.003 HCP0.018
KMP0.020 DEO0.013 RAI0.001 AJG0.018
GPC0.019 PPG0.013 PCG0.000 XEL0.018
MCD0.019 LRY0.013 JPM0.016
ITW0.018 PPL0.013 VZ0.015
UL0.018 NSC0.013 NS0.015
AJG0.017 PCH0.013 PBI0.015
HCN0.013 DD0.013 ABT0.014
FTR0.013 EQR0.013 DRE0.014
FL0.010 JPM0.013 EXC0.014
YUM0.009 PFE0.013 MCD0.014
APU0.007 ITW0.013 PEP0.014
NS0.003 DUK0.012 LRY0.013
SUI0.003 D0.012 DO0.013
PNY0.001 HCBK0.012 WR0.013
KMB0.001 MRK0.012 PNY0.013
SUI0.012 PPL0.012
FE0.012 KMB0.012
MCD0.012 BMY0.012
NVS0.012 LLY0.011
KMB0.012 SO0.011
VFC0.012 SCCO0.011
MBVT0.012 YUM0.011
HD0.011 PCH0.011
PCG0.011 DEO0.010
GPC0.011 DUK0.010
HCP0.011 NU0.010
RAI0.011 FTR0.009
DO0.011 DTE0.009
GSK0.011 PG0.009
T0.011 T0.008
HSY0.011 PCL0.008
FL0.011 PNW0.008
WR0.011 HCBK0.008
INTC0.011 SXL0.007
ABT0.011 EMR0.007
SCCO0.011 GPC0.007
EPD0.011 FL0.007
VOD0.011 HIX0.007
SO0.011 RAI0.006
GIS0.010 FE0.006
UL0.010 AWF0.006
MCHP0.010 MBVT0.006
MO0.010 CPSI0.006
LLY0.010 VTR0.006
BMY0.010 SUI0.005
PG0.010 NSC0.005
HTCO0.010 GSK0.005
PBI0.009 PPG0.005
KMP0.009 D0.004
HIX0.009 GIS0.004
XEL0.009 PCG0.004
EXC0.009 ETP0.004
YUM0.009 MRK0.003
EEP0.009 EPD0.003
AWF0.009 ACG0.003
NS0.008 HCN0.003
PEP0.008 PFE0.002
NLY0.008 PAA0.001
PAA0.008 HD0.000
ETP0.008 ITW0.000
MMP0.008
APU0.008
FTR0.008
CPSI0.007
SXL0.006
ACG0.006