Portfolio Weight Allocation
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
MMP0.272 JPM0.128 SPG0.040 ACG0.386 DUK0.052 ACG0.369 ACG0.406 KMB0.319
KMB0.240 MMC0.102 O0.037 SXL0.375 SPG0.044 SXL0.277 MMP0.182 MMP0.289
SXL0.201 PG0.086 DTE0.035 HSY0.121 DTE0.038 MMP0.156 KMB0.129 SXL0.212
HSY0.197 HCBK0.078 PPL0.034 HD0.102 SXL0.035 KMB0.052 HSY0.125 GIS0.102
HD0.047 MCHP0.069 PNW0.034 KMB0.014 O0.034 VZ0.044 SXL0.123 VZ0.039
PAA0.030 MBVT0.069 NEE0.033 LLY0.001 ACG0.032 GIS0.029 PAA0.017 PAA0.039
DUK0.013 HD0.068 WR0.030 VFC0.001 MMP0.032 HD0.026 HD0.016
INTC0.066 PG0.030 PNW0.031 PAA0.021 DUK0.003
GPC0.057 HSY0.029 JPM0.030 LLY0.008 MO0.000
EMR0.048 PCH0.029 HSY0.028 MO0.005
PBI0.043 DUK0.025 PSA0.025 SO0.005
HCP0.037 MMP0.024 PFE0.025 D0.004
SCCO0.030 VFC0.024 MBVT0.024 BMY0.003
FTR0.016 PSA0.023 MMC0.024 AWF0.002
BMY0.016 MMC0.023 APU0.024
VFC0.016 PNY0.022 EMR0.023
FL0.015 PEP0.022 HCBK0.022
DRE0.010 VZ0.021 VZ0.022
KMP0.008 JPM0.021 PG0.022
LLY0.008 SXL0.021 VFC0.021
AJG0.007 D0.020 NEE0.021
MO0.006 PFE0.019 PPL0.019
MCD0.004 GIS0.017 ABT0.019
VOD0.004 MBVT0.017 EIX0.016
PLD0.002 EMR0.016 INTC0.016
ITW0.002 HCBK0.016 GIS0.016
HBC0.002 APU0.016 PCH0.014
PSA0.001 KMB0.015 DEO0.014
NSC0.001 PBI0.015 WR0.014
DD0.001 NU0.014 MCHP0.014
MTB0.000 ACG0.014 NU0.013
HCN0.000 MRK0.013 KMB0.013
HIX0.000 GPC0.013 PNY0.013
EIX0.013 HCP0.013
INTC0.013 FTR0.011
DEO0.012 D0.011
HCP0.012 FL0.011
UL0.012 GPC0.011
ABT0.011 UL0.011
HD0.011 PBI0.009
KMP0.010 PCL0.009
SCCO0.010 BMY0.008
MCHP0.010 HD0.008
MTB0.010 AJG0.008
SUI0.009 PEP0.008
FL0.009 SCCO0.007
AJG0.008 HTCO0.007
HTCO0.007 KMP0.007
PCL0.007 EXC0.007
FTR0.006 MTB0.007
EQR0.006 EQR0.006
NLY0.005 PCG0.005
FE0.004 MRK0.005
PCG0.004 VOD0.004
ETP0.004 VTR0.004
EXC0.004 FE0.004
BMY0.004 ETP0.004
VOD0.003 NLY0.004
PPG0.003 DRE0.003
VTR0.003 SUI0.003
NVS0.003 NVS0.002
DRE0.003 LLY0.002
GSK0.003 SO0.002
LLY0.002 PPG0.002
PAA0.002 T0.002
SO0.002 PAA0.001
T0.001 MO0.001
DO0.001 DO0.001
LRY0.001 LRY0.001
MO0.001 MCD0.001
MCD0.001 EEP0.001
ITW0.001 ITW0.001
EEP0.001 AWF0.001
NS0.001 NS0.001
PLD0.001 HBC0.000
EPD0.001 PLD0.000
AWF0.000 DD0.000
DD0.000 NSC0.000
HBC0.000 EPD0.000
RAI0.000 GSK0.000
NSC0.000 RAI0.000
HCN0.000 HCN0.000
HIX0.000 HIX0.000
CPSI0.000 CPSI0.000