Portfolio Weight Allocation
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
SXL0.292 HD0.065 PCH0.021 SXL0.386 D0.022 SXL0.104 SXL0.273 SXL0.176
ACG0.187 NSC0.059 VTR0.019 NLY0.213 HCP0.022 HSY0.100 HSY0.198 RAI0.126
RAI0.179 HBC0.057 GPC0.018 RAI0.175 NVS0.021 MMP0.091 ACG0.168 GIS0.094
HSY0.171 MCHP0.057 D0.018 CPSI0.088 O0.021 ACG0.089 RAI0.138 PAA0.086
BMY0.047 UL0.053 PCL0.017 MO0.059 PCH0.020 GIS0.078 MO0.050 MO0.056
AJG0.041 MMC0.048 DTE0.016 HIX0.053 PCL0.020 SUI0.066 BMY0.040 HSY0.053
GIS0.029 MCD0.046 HCN0.016 HTCO0.021 NSC0.019 BMY0.053 PAA0.037 BMY0.053
HIX0.021 EMR0.041 O0.016 GIS0.006 VTR0.019 EPD0.053 AJG0.033 MMP0.052
SUI0.018 T0.041 DUK0.015 DD0.018 MO0.048 SUI0.032 SUI0.051
KMB0.016 HIX0.040 JPM0.015 HBC0.018 NLY0.042 GIS0.031 KMB0.050
BMY0.038 PPG0.015 MCD0.018 PAA0.042 AJG0.042
HCP0.038 PG0.015 HSY0.017 KMB0.041 HIX0.042
JPM0.037 DD0.015 SCCO0.017 AWF0.041 SO0.037
MO0.037 LRY0.015 PNW0.017 KMP0.035 EPD0.028
MBVT0.035 NU0.015 PPL0.017 SO0.023 CPSI0.020
PLD0.032 EMR0.015 SXL0.017 APU0.018 DUK0.013
GPC0.030 NEE0.015 UL0.016 MBVT0.016 MBVT0.010
ITW0.027 HCP0.014 DTE0.016 XEL0.014 HTCO0.008
INTC0.027 T0.014 SO0.016 VFC0.012 PNW0.001
HCN0.026 DRE0.014 KMB0.016 AJG0.011
LLY0.026 DEO0.014 PEP0.016 NU0.010
SCCO0.025 SUI0.014 PAA0.016 PNW0.007
HCBK0.023 NSC0.014 PNY0.014 CPSI0.003
RAI0.019 AWF0.014 DEO0.014 FL0.002
PCH0.017 SCCO0.014 VOD0.014 PG0.001
MTB0.014 UL0.014 PG0.014
AJG0.013 PFE0.014 MMP0.014
PBI0.012 GSK0.014 WR0.013
EEP0.008 PEP0.014 PLD0.013
FTR0.005 PLD0.013 PPG0.013
FL0.004 PAA0.013 HD0.013
MMC0.013 HCN0.013
SPG0.013 JPM0.013
HBC0.013 NU0.013
HD0.013 XEL0.013
GIS0.013 SPG0.013
SO0.013 PSA0.012
EXC0.013 HIX0.012
PSA0.013 NLY0.012
MCD0.012 DRE0.012
PNY0.012 ABT0.012
SXL0.012 LLY0.012
MMP0.012 AWF0.012
FE0.012 MCHP0.012
NLY0.012 MMC0.012
HSY0.012 NEE0.012
BMY0.012 ETP0.012
WR0.012 NS0.011
PNW0.011 EXC0.011
ETP0.011 PFE0.011
PPL0.011 T0.011
NVS0.011 HTCO0.011
VZ0.011 GPC0.010
KMB0.011 GIS0.010
EIX0.011 EPD0.010
XEL0.011 PBI0.010
INTC0.011 VZ0.009
MCHP0.010 MTB0.009
RAI0.010 INTC0.009
LLY0.010 AJG0.009
PCG0.010 LRY0.009
MO0.010 EMR0.009
EPD0.010 BMY0.008
PBI0.010 GSK0.008
KMP0.009 EIX0.008
AJG0.009 ACG0.008
ITW0.009 FE0.008
MRK0.009 HCBK0.008
VOD0.009 ITW0.007
HIX0.009 MRK0.007
VFC0.009 MO0.006
DO0.009 KMP0.006
ABT0.008 APU0.006
HCBK0.008 MBVT0.006
MTB0.008 CPSI0.006
NS0.008 DUK0.006
APU0.007 DO0.005
ACG0.006 FTR0.005
EEP0.006 RAI0.005
FTR0.006 EQR0.004
MBVT0.005 PCG0.004
CPSI0.005 SUI0.004
EQR0.004 VFC0.004
HTCO0.004 EEP0.003
FL0.004 FL0.001