Portfolio Weight Allocation
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
PAA0.179 NSC0.074 GPC0.020 HD0.392 GPC0.030 PAA0.177 ACG0.266 PAA0.191
MMP0.148 UL0.069 PCH0.019 ACG0.275 HCN0.028 HSY0.157 PAA0.190 SXL0.146
HSY0.126 MCHP0.067 PCL0.018 SXL0.260 NSC0.024 SXL0.125 HSY0.156 MMP0.139
ACG0.112 HD0.063 HCP0.018 KMB0.074 D0.023 ACG0.118 MMP0.140 HD0.086
SXL0.104 HBC0.057 SPG0.018 PCL0.022 MMP0.106 SXL0.089 HSY0.084
KMB0.086 HCP0.055 HBC0.017 PCH0.022 HD0.104 VZ0.057 KMB0.071
GIS0.072 MO0.050 PLD0.017 KMB0.019 KMB0.084 BMY0.048 NEE0.049
VZ0.067 GPC0.043 NU0.017 DEO0.018 PG0.035 LLY0.033 SO0.048
HD0.065 HCBK0.043 PNW0.016 NU0.018 SO0.028 MO0.021 VZ0.038
ABT0.019 MMC0.039 LRY0.016 HBC0.018 LLY0.026 DUK0.037
AWF0.012 DRE0.037 D0.016 VTR0.018 AWF0.020 BMY0.031
BMY0.009 LLY0.032 UL0.016 PEP0.017 MCD0.013 MO0.028
VTR0.032 DTE0.016 SPG0.017 HIX0.004 AWF0.017
BMY0.031 MMC0.016 JPM0.017 DEO0.004 VFC0.016
INTC0.030 HCN0.016 HCP0.017 LLY0.010
JPM0.029 PPG0.015 SUI0.017 ABT0.008
MBVT0.029 DRE0.015 DD0.016 NLY0.000
EMR0.028 JPM0.015 HD0.016 PSA0.000
HIX0.023 PFE0.015 NLY0.016
AJG0.022 O0.015 DUK0.015
ITW0.021 DUK0.015 ABT0.015
SCCO0.021 SUI0.015 XEL0.015
DD0.020 WR0.015 SO0.015
PBI0.018 NSC0.014 HSY0.015
RAI0.012 NEE0.014 WR0.014
VOD0.010 DD0.014 FE0.014
PCH0.009 EXC0.014 INTC0.014
PNY0.008 HSY0.014 AJG0.014
EEP0.007 VTR0.014 LRY0.014
FL0.006 PSA0.013 PFE0.014
ABT0.006 NVS0.013 MBVT0.013
FTR0.005 HD0.013 VZ0.013
MTB0.001 PG0.013 EMR0.013
T0.013 SCCO0.013
EMR0.013 EXC0.013
KMB0.013 PNW0.013
PNY0.013 MCHP0.013
ETP0.013 NVS0.012
GIS0.013 MMC0.012
AJG0.013 DRE0.012
XEL0.012 T0.012
DEO0.012 PSA0.011
HIX0.012 DTE0.011
GSK0.012 KMP0.011
FE0.012 SXL0.011
BMY0.012 PPG0.011
SCCO0.011 PAA0.011
VZ0.011 MO0.010
PAA0.011 EPD0.010
PEP0.011 BMY0.010
PPL0.011 MMP0.010
MCHP0.011 O0.010
PCG0.011 UL0.010
RAI0.011 PNY0.010
EPD0.010 DO0.009
ITW0.010 PCG0.009
LLY0.010 PLD0.009
MBVT0.010 PPL0.009
EIX0.010 APU0.009
MCD0.009 HIX0.009
NLY0.009 ITW0.009
MO0.009 EIX0.008
MRK0.009 FTR0.008
KMP0.009 VOD0.008
HCBK0.009 NEE0.007
HTCO0.008 EQR0.007
ABT0.008 GSK0.007
DO0.008 LLY0.007
SO0.008 GIS0.006
MTB0.008 ACG0.006
PBI0.008 NS0.006
INTC0.008 EEP0.006
SXL0.008 RAI0.006
VFC0.008 HCBK0.006
NS0.007 VFC0.005
VOD0.007 FL0.005
AWF0.007 PG0.005
MMP0.007 MRK0.004
APU0.006 HTCO0.004
CPSI0.005 ETP0.004
EEP0.004 MCD0.004
EQR0.004 PBI0.004
FL0.004 MTB0.003
FTR0.004 CPSI0.003
ACG0.004 AWF0.002