Portfolio Weight Allocation
MINVAR |
EWMA |
RES |
MP |
RESMP |
DK |
LW |
SS |
---|
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
SXL | 0.218 |
MBVT | 0.099 |
SPG | 0.039 |
ACG | 0.326 |
XEL | 0.053 |
ACG | 0.333 |
ACG | 0.218 |
ACG | 0.278 |
ACG | 0.209 |
APU | 0.090 |
PNW | 0.037 |
SXL | 0.247 |
PPL | 0.045 |
MMP | 0.169 |
SXL | 0.202 |
SXL | 0.191 |
MMP | 0.194 |
MMC | 0.080 |
XEL | 0.032 |
VFC | 0.149 |
PG | 0.042 |
SXL | 0.149 |
MMP | 0.195 |
HSY | 0.173 |
HSY | 0.157 |
FL | 0.079 |
NEE | 0.029 |
HSY | 0.080 |
FL | 0.037 |
HSY | 0.117 |
HSY | 0.168 |
MMP | 0.152 |
DTE | 0.060 |
MCHP | 0.065 |
PPL | 0.029 |
HD | 0.063 |
SPG | 0.034 |
VZ | 0.079 |
ABT | 0.078 |
KMB | 0.108 |
GIS | 0.042 |
HCBK | 0.065 |
VFC | 0.029 |
VZ | 0.057 |
NEE | 0.032 |
KMB | 0.072 |
HD | 0.054 |
VZ | 0.028 |
PG | 0.038 |
JPM | 0.058 |
O | 0.029 |
MMP | 0.041 |
PNW | 0.032 |
DUK | 0.035 |
DUK | 0.023 |
HD | 0.025 |
KMB | 0.027 |
DEO | 0.056 |
DTE | 0.026 |
NEE | 0.028 |
APU | 0.032 |
PAA | 0.015 |
VZ | 0.016 |
D | 0.024 |
HD | 0.024 |
PBI | 0.052 |
WR | 0.025 |
BMY | 0.010 |
HCBK | 0.031 |
GIS | 0.013 |
PAA | 0.012 |
PAA | 0.013 |
PAA | 0.007 |
PFE | 0.045 |
PG | 0.025 |
| |
INTC | 0.029 |
HD | 0.011 |
GIS | 0.011 |
GIS | 0.008 |
DEO | 0.007 |
HCP | 0.045 |
PNY | 0.024 |
| |
DUK | 0.028 |
LLY | 0.004 |
MO | 0.007 |
SO | 0.001 |
MO | 0.006 |
EMR | 0.042 |
MMC | 0.023 |
| |
SXL | 0.027 |
MO | 0.003 |
PFE | 0.005 |
EPD | 0.000 |
MCD | 0.004 |
FTR | 0.038 |
ACG | 0.022 |
| |
FTR | 0.026 |
| |
AWF | 0.005 |
HIX | 0.000 |
PFE | 0.003 |
HD | 0.036 |
HSY | 0.022 |
| |
VFC | 0.026 |
| |
BMY | 0.003 |
HCN | 0.000 |
BMY | 0.003 |
MTB | 0.026 |
FL | 0.022 |
| |
VZ | 0.026 |
| |
LLY | 0.003 |
| |
AJG | 0.001 |
GPC | 0.026 |
PSA | 0.021 |
| |
MRK | 0.025 |
| |
SO | 0.002 |
| |
EPD | 0.000 |
SCCO | 0.021 |
HCBK | 0.021 |
| |
PNY | 0.022 |
| |
EPD | 0.000 |
| |
RAI | 0.000 |
XOM | 0.016 |
MMP | 0.020 |
| |
DTE | 0.021 |
| |
| |
| |
| |
MRK | 0.012 |
PEP | 0.020 |
| |
PCH | 0.020 |
| |
| |
| |
| |
VOD | 0.012 |
APU | 0.019 |
| |
JPM | 0.020 |
| |
| |
| |
| |
VFC | 0.008 |
MBVT | 0.019 |
| |
O | 0.020 |
| |
| |
| |
| |
DRE | 0.007 |
VZ | 0.019 |
| |
EQR | 0.018 |
| |
| |
| |
| |
MO | 0.007 |
PCH | 0.018 |
| |
GPC | 0.018 |
| |
| |
| |
| |
MCD | 0.004 |
MRK | 0.017 |
| |
ACG | 0.018 |
| |
| |
| |
| |
BMY | 0.003 |
JPM | 0.017 |
| |
DEO | 0.017 |
| |
| |
| |
| |
PEP | 0.003 |
EIX | 0.017 |
| |
GIS | 0.017 |
| |
| |
| |
| |
LLY | 0.002 |
DUK | 0.017 |
| |
MTB | 0.017 |
| |
| |
| |
| |
PLD | 0.002 |
EMR | 0.017 |
| |
HTCO | 0.016 |
| |
| |
| |
| |
PAA | 0.002 |
PFE | 0.016 |
| |
PBI | 0.015 |
| |
| |
| |
| |
DD | 0.001 |
INTC | 0.016 |
| |
HCP | 0.014 |
| |
| |
| |
| |
NSC | 0.001 |
SXL | 0.016 |
| |
D | 0.013 |
| |
| |
| |
| |
NVS | 0.000 |
PBI | 0.016 |
| |
EMR | 0.013 |
| |
| |
| |
| |
HCN | 0.000 |
D | 0.016 |
| |
SCCO | 0.011 |
| |
| |
| |
| |
HIX | 0.000 |
MTB | 0.014 |
| |
PEP | 0.011 |
| |
| |
| |
| |
DO | 0.000 |
EQR | 0.014 |
| |
MMC | 0.011 |
| |
| |
| |
| |
| |
GIS | 0.014 |
| |
KMB | 0.010 |
| |
| |
| |
| |
| |
ABT | 0.013 |
| |
ABT | 0.009 |
| |
| |
| |
| |
| |
GPC | 0.012 |
| |
HSY | 0.009 |
| |
| |
| |
| |
| |
KMP | 0.012 |
| |
PFE | 0.009 |
| |
| |
| |
| |
| |
NU | 0.011 |
| |
MCHP | 0.009 |
| |
| |
| |
| |
| |
DEO | 0.011 |
| |
PSA | 0.009 |
| |
| |
| |
| |
| |
FTR | 0.011 |
| |
HD | 0.008 |
| |
| |
| |
| |
| |
KMB | 0.011 |
| |
EIX | 0.007 |
| |
| |
| |
| |
| |
HCP | 0.010 |
| |
PCL | 0.007 |
| |
| |
| |
| |
| |
SCCO | 0.009 |
| |
SUI | 0.007 |
| |
| |
| |
| |
| |
HD | 0.009 |
| |
PCG | 0.006 |
| |
| |
| |
| |
| |
XOM | 0.009 |
| |
WR | 0.006 |
| |
| |
| |
| |
| |
MCHP | 0.009 |
| |
MBVT | 0.006 |
| |
| |
| |
| |
| |
SUI | 0.008 |
| |
AJG | 0.006 |
| |
| |
| |
| |
| |
UL | 0.008 |
| |
BMY | 0.004 |
| |
| |
| |
| |
| |
HTCO | 0.008 |
| |
ETP | 0.004 |
| |
| |
| |
| |
| |
AJG | 0.007 |
| |
MMP | 0.004 |
| |
| |
| |
| |
| |
PCL | 0.006 |
| |
EXC | 0.004 |
| |
| |
| |
| |
| |
FE | 0.005 |
| |
KMP | 0.003 |
| |
| |
| |
| |
| |
PCG | 0.004 |
| |
DO | 0.003 |
| |
| |
| |
| |
| |
NLY | 0.004 |
| |
NU | 0.003 |
| |
| |
| |
| |
| |
BMY | 0.004 |
| |
DRE | 0.003 |
| |
| |
| |
| |
| |
EXC | 0.004 |
| |
GSK | 0.003 |
| |
| |
| |
| |
| |
VOD | 0.004 |
| |
NVS | 0.002 |
| |
| |
| |
| |
| |
VTR | 0.003 |
| |
SO | 0.002 |
| |
| |
| |
| |
| |
ETP | 0.003 |
| |
UL | 0.002 |
| |
| |
| |
| |
| |
PPG | 0.003 |
| |
LLY | 0.002 |
| |
| |
| |
| |
| |
DRE | 0.003 |
| |
VTR | 0.002 |
| |
| |
| |
| |
| |
NVS | 0.003 |
| |
EEP | 0.001 |
| |
| |
| |
| |
| |
GSK | 0.002 |
| |
MO | 0.001 |
| |
| |
| |
| |
| |
T | 0.002 |
| |
NLY | 0.001 |
| |
| |
| |
| |
| |
SO | 0.002 |
| |
PAA | 0.001 |
| |
| |
| |
| |
| |
LLY | 0.002 |
| |
T | 0.001 |
| |
| |
| |
| |
| |
DO | 0.002 |
| |
FE | 0.001 |
| |
| |
| |
| |
| |
EEP | 0.001 |
| |
VOD | 0.001 |
| |
| |
| |
| |
| |
MO | 0.001 |
| |
MCD | 0.001 |
| |
| |
| |
| |
| |
PAA | 0.001 |
| |
LRY | 0.001 |
| |
| |
| |
| |
| |
MCD | 0.001 |
| |
PLD | 0.000 |
| |
| |
| |
| |
| |
LRY | 0.001 |
| |
NS | 0.000 |
| |
| |
| |
| |
| |
ITW | 0.001 |
| |
EPD | 0.000 |
| |
| |
| |
| |
| |
NS | 0.001 |
| |
AWF | 0.000 |
| |
| |
| |
| |
| |
AWF | 0.001 |
| |
DD | 0.000 |
| |
| |
| |
| |
| |
EPD | 0.000 |
| |
HBC | 0.000 |
| |
| |
| |
| |
| |
PLD | 0.000 |
| |
ITW | 0.000 |
| |
| |
| |
| |
| |
DD | 0.000 |
| |
RAI | 0.000 |
| |
| |
| |
| |
| |
HBC | 0.000 |
| |
NSC | 0.000 |
| |
| |
| |
| |
| |
RAI | 0.000 |
| |
XOM | 0.000 |
| |
| |
| |
| |
| |
NSC | 0.000 |
| |
HCN | 0.000 |
| |
| |
| |
| |
| |
HCN | 0.000 |
| |
HIX | 0.000 |
| |
| |
| |
| |
| |
HIX | 0.000 |
| |
CPSI | 0.000 |
| |
| |
| |
| |
| |
CPSI | 0.000 |
| |
| |
| |
| |