Portfolio Weight Allocation
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
SXL0.234 HBC0.058 KMB0.016 SUI0.147 MCHP0.025 SXL0.144 SXL0.163 SXL0.171
RAI0.215 MCHP0.057 MCHP0.015 HSY0.133 XEL0.024 ACG0.119 RAI0.140 RAI0.140
ACG0.191 HD0.053 PSA0.015 RAI0.105 VTR0.024 HSY0.099 HSY0.121 ACG0.139
MO0.119 MBVT0.049 DTE0.014 BMY0.099 ABT0.023 RAI0.098 ACG0.115 HSY0.109
AJG0.072 MMC0.048 PPG0.014 SXL0.083 FE0.023 PAA0.066 KMP0.062 MO0.104
SUI0.042 EMR0.047 PCH0.014 MMP0.082 MCD0.022 AJG0.066 KMB0.057 PAA0.076
HIX0.038 HCP0.044 D0.014 CPSI0.081 VZ0.021 BMY0.057 PAA0.055 HIX0.067
HTCO0.028 HCBK0.040 ITW0.014 NLY0.076 INTC0.020 MO0.056 GIS0.049 AJG0.057
PAA0.027 JPM0.036 VTR0.014 HTCO0.062 PSA0.020 ABT0.052 AJG0.048 BMY0.053
SO0.017 DD0.036 SPG0.014 MO0.040 HCN0.019 MMP0.044 HIX0.044 SUI0.034
NLY0.013 DEO0.035 EMR0.014 AWF0.031 NVS0.019 PNW0.036 MMP0.043 GIS0.032
MMP0.005 NSC0.032 EIX0.013 PNW0.029 EIX0.018 KMP0.034 SUI0.040 KMP0.018
RAI0.032 XOM0.013 PAA0.023 HIX0.018 HTCO0.030 BMY0.020
DRE0.030 HCP0.013 PPG0.004 PCH0.018 SUI0.020 ABT0.017
MCD0.030 DUK0.013 MBVT0.003 LLY0.018 GIS0.018 HTCO0.015
LLY0.029 HBC0.013 FL0.001 YUM0.018 CPSI0.015 CPSI0.009
HIX0.029 PFE0.013 DUK0.001 PEP0.018 SO0.013
PLD0.024 PLD0.013 EPD0.001 DRE0.018 HIX0.011
UL0.023 SO0.013 PCG0.018 DUK0.011
INTC0.023 WR0.013 SXL0.017 XEL0.006
PBI0.023 HD0.013 NU0.017 MCD0.005
AJG0.022 PCL0.013 NSC0.017
VFC0.022 EQR0.013 GPC0.017
PG0.021 PNY0.013 JPM0.017
PAA0.018 NSC0.013 DEO0.016
SCCO0.016 SCCO0.013 XOM0.016
FL0.015 NEE0.013 HSY0.016
PNY0.015 LRY0.012 SPG0.016
ITW0.013 VOD0.012 APU0.015
XOM0.013 T0.012 FTR0.015
MTB0.012 EXC0.012 DO0.014
VOD0.011 DRE0.012 RAI0.014
FTR0.011 DD0.012 HD0.014
WR0.006 MRK0.012 FL0.014
YUM0.005 O0.012 SO0.014
GPC0.005 DEO0.012 PFE0.014
KMP0.005 JPM0.012 PPL0.014
T0.004 PCG0.012 PLD0.014
VTR0.004 KMP0.012 DD0.014
PCH0.002 GPC0.012 CPSI0.014
SUI0.012 AWF0.013
YUM0.012 VOD0.012
DO0.012 KMP0.012
PEP0.012 O0.011
UL0.012 PCL0.011
HCN0.012 MBVT0.011
MMP0.012 EXC0.011
MMC0.011 SUI0.011
VFC0.011 EEP0.010
FTR0.011 NLY0.009
ABT0.011 HBC0.009
HCBK0.011 UL0.009
NU0.011 PNW0.009
PNW0.011 EPD0.008
FE0.011 LRY0.008
LLY0.011 GSK0.008
PPL0.011 ITW0.008
EEP0.011 PPG0.007
PBI0.011 ETP0.007
MCD0.011 WR0.007
AJG0.011 PAA0.007
PAA0.010 ACG0.007
BMY0.010 T0.007
NS0.010 EMR0.006
INTC0.010 NEE0.006
HIX0.010 D0.006
NLY0.010 AJG0.005
GIS0.010 DUK0.005
RAI0.010 HCBK0.005
MTB0.010 PG0.005
XEL0.010 GIS0.005
NVS0.010 KMB0.004
VZ0.010 MRK0.004
ACG0.010 VFC0.004
PG0.009 NS0.004
GSK0.009 HCP0.004
ETP0.009 MO0.003
MO0.009 MTB0.003
HSY0.009 MMP0.003
FL0.009 EQR0.003
AWF0.009 HTCO0.003
APU0.009 MMC0.003
SXL0.009 SCCO0.003
EPD0.008 PNY0.002
CPSI0.007 PBI0.002
MBVT0.006 DTE0.001
HTCO0.005 BMY0.001