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 | 0.292 |
HD | 0.065 |
PCH | 0.021 |
SXL | 0.386 |
D | 0.022 |
SXL | 0.104 |
SXL | 0.273 |
SXL | 0.176 |
ACG | 0.187 |
NSC | 0.059 |
VTR | 0.019 |
NLY | 0.213 |
HCP | 0.022 |
HSY | 0.100 |
HSY | 0.198 |
RAI | 0.126 |
RAI | 0.179 |
HBC | 0.057 |
GPC | 0.018 |
RAI | 0.175 |
NVS | 0.021 |
MMP | 0.091 |
ACG | 0.168 |
GIS | 0.094 |
HSY | 0.171 |
MCHP | 0.057 |
D | 0.018 |
CPSI | 0.088 |
O | 0.021 |
ACG | 0.089 |
RAI | 0.138 |
PAA | 0.086 |
BMY | 0.047 |
UL | 0.053 |
PCL | 0.017 |
MO | 0.059 |
PCH | 0.020 |
GIS | 0.078 |
MO | 0.050 |
MO | 0.056 |
AJG | 0.041 |
MMC | 0.048 |
DTE | 0.016 |
HIX | 0.053 |
PCL | 0.020 |
SUI | 0.066 |
BMY | 0.040 |
HSY | 0.053 |
GIS | 0.029 |
MCD | 0.046 |
HCN | 0.016 |
HTCO | 0.021 |
NSC | 0.019 |
BMY | 0.053 |
PAA | 0.037 |
BMY | 0.053 |
HIX | 0.021 |
EMR | 0.041 |
O | 0.016 |
GIS | 0.006 |
VTR | 0.019 |
EPD | 0.053 |
AJG | 0.033 |
MMP | 0.052 |
SUI | 0.018 |
T | 0.041 |
DUK | 0.015 |
| |
DD | 0.018 |
MO | 0.048 |
SUI | 0.032 |
SUI | 0.051 |
KMB | 0.016 |
HIX | 0.040 |
JPM | 0.015 |
| |
HBC | 0.018 |
NLY | 0.042 |
GIS | 0.031 |
KMB | 0.050 |
| |
BMY | 0.038 |
PPG | 0.015 |
| |
MCD | 0.018 |
PAA | 0.042 |
| |
AJG | 0.042 |
| |
HCP | 0.038 |
PG | 0.015 |
| |
HSY | 0.017 |
KMB | 0.041 |
| |
HIX | 0.042 |
| |
JPM | 0.037 |
DD | 0.015 |
| |
SCCO | 0.017 |
AWF | 0.041 |
| |
SO | 0.037 |
| |
MO | 0.037 |
LRY | 0.015 |
| |
PNW | 0.017 |
KMP | 0.035 |
| |
EPD | 0.028 |
| |
MBVT | 0.035 |
NU | 0.015 |
| |
PPL | 0.017 |
SO | 0.023 |
| |
CPSI | 0.020 |
| |
PLD | 0.032 |
EMR | 0.015 |
| |
SXL | 0.017 |
APU | 0.018 |
| |
DUK | 0.013 |
| |
GPC | 0.030 |
NEE | 0.015 |
| |
UL | 0.016 |
MBVT | 0.016 |
| |
MBVT | 0.010 |
| |
ITW | 0.027 |
HCP | 0.014 |
| |
DTE | 0.016 |
XEL | 0.014 |
| |
HTCO | 0.008 |
| |
INTC | 0.027 |
T | 0.014 |
| |
SO | 0.016 |
VFC | 0.012 |
| |
PNW | 0.001 |
| |
HCN | 0.026 |
DRE | 0.014 |
| |
KMB | 0.016 |
AJG | 0.011 |
| |
| |
| |
LLY | 0.026 |
DEO | 0.014 |
| |
PEP | 0.016 |
NU | 0.010 |
| |
| |
| |
SCCO | 0.025 |
SUI | 0.014 |
| |
PAA | 0.016 |
PNW | 0.007 |
| |
| |
| |
HCBK | 0.023 |
NSC | 0.014 |
| |
PNY | 0.014 |
CPSI | 0.003 |
| |
| |
| |
RAI | 0.019 |
AWF | 0.014 |
| |
DEO | 0.014 |
FL | 0.002 |
| |
| |
| |
PCH | 0.017 |
SCCO | 0.014 |
| |
VOD | 0.014 |
PG | 0.001 |
| |
| |
| |
MTB | 0.014 |
UL | 0.014 |
| |
PG | 0.014 |
| |
| |
| |
| |
AJG | 0.013 |
PFE | 0.014 |
| |
MMP | 0.014 |
| |
| |
| |
| |
PBI | 0.012 |
GSK | 0.014 |
| |
WR | 0.013 |
| |
| |
| |
| |
EEP | 0.008 |
PEP | 0.014 |
| |
PLD | 0.013 |
| |
| |
| |
| |
FTR | 0.005 |
PLD | 0.013 |
| |
PPG | 0.013 |
| |
| |
| |
| |
FL | 0.004 |
PAA | 0.013 |
| |
HD | 0.013 |
| |
| |
| |
| |
| |
MMC | 0.013 |
| |
HCN | 0.013 |
| |
| |
| |
| |
| |
SPG | 0.013 |
| |
JPM | 0.013 |
| |
| |
| |
| |
| |
HBC | 0.013 |
| |
NU | 0.013 |
| |
| |
| |
| |
| |
HD | 0.013 |
| |
XEL | 0.013 |
| |
| |
| |
| |
| |
GIS | 0.013 |
| |
SPG | 0.013 |
| |
| |
| |
| |
| |
SO | 0.013 |
| |
PSA | 0.012 |
| |
| |
| |
| |
| |
EXC | 0.013 |
| |
HIX | 0.012 |
| |
| |
| |
| |
| |
PSA | 0.013 |
| |
NLY | 0.012 |
| |
| |
| |
| |
| |
MCD | 0.012 |
| |
DRE | 0.012 |
| |
| |
| |
| |
| |
PNY | 0.012 |
| |
ABT | 0.012 |
| |
| |
| |
| |
| |
SXL | 0.012 |
| |
LLY | 0.012 |
| |
| |
| |
| |
| |
MMP | 0.012 |
| |
AWF | 0.012 |
| |
| |
| |
| |
| |
FE | 0.012 |
| |
MCHP | 0.012 |
| |
| |
| |
| |
| |
NLY | 0.012 |
| |
MMC | 0.012 |
| |
| |
| |
| |
| |
HSY | 0.012 |
| |
NEE | 0.012 |
| |
| |
| |
| |
| |
BMY | 0.012 |
| |
ETP | 0.012 |
| |
| |
| |
| |
| |
WR | 0.012 |
| |
NS | 0.011 |
| |
| |
| |
| |
| |
PNW | 0.011 |
| |
EXC | 0.011 |
| |
| |
| |
| |
| |
ETP | 0.011 |
| |
PFE | 0.011 |
| |
| |
| |
| |
| |
PPL | 0.011 |
| |
T | 0.011 |
| |
| |
| |
| |
| |
NVS | 0.011 |
| |
HTCO | 0.011 |
| |
| |
| |
| |
| |
VZ | 0.011 |
| |
GPC | 0.010 |
| |
| |
| |
| |
| |
KMB | 0.011 |
| |
GIS | 0.010 |
| |
| |
| |
| |
| |
EIX | 0.011 |
| |
EPD | 0.010 |
| |
| |
| |
| |
| |
XEL | 0.011 |
| |
PBI | 0.010 |
| |
| |
| |
| |
| |
INTC | 0.011 |
| |
VZ | 0.009 |
| |
| |
| |
| |
| |
MCHP | 0.010 |
| |
MTB | 0.009 |
| |
| |
| |
| |
| |
RAI | 0.010 |
| |
INTC | 0.009 |
| |
| |
| |
| |
| |
LLY | 0.010 |
| |
AJG | 0.009 |
| |
| |
| |
| |
| |
PCG | 0.010 |
| |
LRY | 0.009 |
| |
| |
| |
| |
| |
MO | 0.010 |
| |
EMR | 0.009 |
| |
| |
| |
| |
| |
EPD | 0.010 |
| |
BMY | 0.008 |
| |
| |
| |
| |
| |
PBI | 0.010 |
| |
GSK | 0.008 |
| |
| |
| |
| |
| |
KMP | 0.009 |
| |
EIX | 0.008 |
| |
| |
| |
| |
| |
AJG | 0.009 |
| |
ACG | 0.008 |
| |
| |
| |
| |
| |
ITW | 0.009 |
| |
FE | 0.008 |
| |
| |
| |
| |
| |
MRK | 0.009 |
| |
HCBK | 0.008 |
| |
| |
| |
| |
| |
VOD | 0.009 |
| |
ITW | 0.007 |
| |
| |
| |
| |
| |
HIX | 0.009 |
| |
MRK | 0.007 |
| |
| |
| |
| |
| |
VFC | 0.009 |
| |
MO | 0.006 |
| |
| |
| |
| |
| |
DO | 0.009 |
| |
KMP | 0.006 |
| |
| |
| |
| |
| |
ABT | 0.008 |
| |
APU | 0.006 |
| |
| |
| |
| |
| |
HCBK | 0.008 |
| |
MBVT | 0.006 |
| |
| |
| |
| |
| |
MTB | 0.008 |
| |
CPSI | 0.006 |
| |
| |
| |
| |
| |
NS | 0.008 |
| |
DUK | 0.006 |
| |
| |
| |
| |
| |
APU | 0.007 |
| |
DO | 0.005 |
| |
| |
| |
| |
| |
ACG | 0.006 |
| |
FTR | 0.005 |
| |
| |
| |
| |
| |
EEP | 0.006 |
| |
RAI | 0.005 |
| |
| |
| |
| |
| |
FTR | 0.006 |
| |
EQR | 0.004 |
| |
| |
| |
| |
| |
MBVT | 0.005 |
| |
PCG | 0.004 |
| |
| |
| |
| |
| |
CPSI | 0.005 |
| |
SUI | 0.004 |
| |
| |
| |
| |
| |
EQR | 0.004 |
| |
VFC | 0.004 |
| |
| |
| |
| |
| |
HTCO | 0.004 |
| |
EEP | 0.003 |
| |
| |
| |
| |
| |
FL | 0.004 |
| |
FL | 0.001 |
| |
| |
| |