Portfolio Weight Allocation
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
SXL0.279 HD0.156 HD0.034 SXL0.363 SCCO0.039 SXL0.374 SXL0.527 SXL0.288
PAA0.197 JPM0.123 PCH0.033 HSY0.180 HSY0.039 HSY0.200 HSY0.357 HSY0.182
HSY0.164 MBVT0.100 DUK0.033 SUI0.152 EMR0.039 PAA0.092 PAA0.039 PAA0.161
MMP0.149 EMR0.076 PPG0.032 MMP0.129 PCL0.038 SO0.063 SUI0.037 MMP0.156
HD0.086 PFE0.071 O0.031 NLY0.072 PCH0.033 SUI0.058 ACG0.017 HTCO0.037
HTCO0.030 SCCO0.071 T0.031 SO0.036 NEE0.032 NVS0.050 HTCO0.014 SUI0.029
KMP0.027 MMC0.059 PCL0.031 EPD0.023 MMP0.032 HD0.039 MO0.003 DUK0.025
SUI0.024 MTB0.059 PNW0.031 HTCO0.021 DUK0.031 HTCO0.029 RAI0.002 PCG0.025
PFE0.013 HCP0.054 HSY0.030 BMY0.014 T0.030 EPD0.022 KMB0.002 KMP0.022
ACG0.010 MCD0.047 EMR0.029 KMB0.004 PNW0.030 NLY0.018 GIS0.001 MCD0.019
BMY0.009 T0.043 NEE0.028 KMP0.002 MMC0.029 BMY0.018 HIX0.000 NLY0.016
MO0.007 VFC0.032 PAA0.027 MO0.002 JPM0.027 KMP0.011 PNW0.009
KMB0.003 BMY0.019 SO0.027 RAI0.001 O0.027 MO0.007 MO0.007
RAI0.001 GPC0.016 MMP0.026 HIX0.000 SO0.027 ACG0.006 HD0.007
MCD0.001 PG0.011 PFE0.026 CPSI0.000 NVS0.026 VFC0.006 EPD0.006
SO0.000 ITW0.011 NVS0.026 HD0.025 KMB0.002 ACG0.005
AJG0.000 KMP0.009 JPM0.026 MTB0.025 RAI0.001 BMY0.002
HIX0.000 HCBK0.009 NU0.025 ETP0.025 PNW0.001 RAI0.001
CPSI0.000 FTR0.008 SXL0.025 VZ0.024 HIX0.000 O0.001
ETP0.007 SCCO0.024 PPG0.023 AJG0.000 MBVT0.001
HCN0.006 ETP0.023 PFE0.022 CPSI0.000 KMB0.001
MO0.005 MMC0.021 MCD0.022 EEP0.000
PCH0.003 HCP0.021 DTE0.022 ABT0.000
DRE0.002 VZ0.021 WR0.021 AJG0.000
NSC0.001 MCD0.021 MBVT0.020 FL0.000
INTC0.001 PCG0.019 PCG0.020 CPSI0.000
DEO0.001 EXC0.018 NU0.018
PSA0.001 WR0.018 HCP0.018
MCHP0.000 SUI0.017 NLY0.017
PLD0.000 DTE0.017 PAA0.017
DD0.000 MTB0.016 SXL0.016
UL0.000 D0.016 D0.012
AJG0.000 EPD0.015 PSA0.012
AWF0.000 FE0.013 FE0.012
GSK0.000 MBVT0.011 HCBK0.012
PBI0.000 NS0.011 EXC0.012
HBC0.000 NLY0.011 NS0.011
HIX0.000 VFC0.011 VFC0.011
FL0.000 EIX0.010 EPD0.010
MRK0.010 MRK0.009
ITW0.010 EIX0.009
VTR0.009 VTR0.008
HCBK0.008 ITW0.008
PSA0.008 HTCO0.007
APU0.007 BMY0.005
SPG0.006 APU0.005
PNY0.006 KMP0.005
HTCO0.005 SUI0.004
HCN0.005 SPG0.004
PG0.005 FTR0.004
FTR0.005 HCN0.004
BMY0.004 PNY0.004
KMP0.004 PG0.003
GPC0.003 DEO0.003
EEP0.002 EEP0.003
DEO0.002 PEP0.002
PEP0.002 DO0.002
KMB0.002 GPC0.001
LLY0.001 VOD0.001
GIS0.001 KMB0.001
DO0.001 GIS0.001
VOD0.001 ACG0.001
MO0.001 MO0.001
ACG0.001 ABT0.000
ABT0.001 DRE0.000
DRE0.000 LLY0.000
LRY0.000 LRY0.000
INTC0.000 NSC0.000
NSC0.000 GSK0.000
GSK0.000 EQR0.000
EQR0.000 RAI0.000
AWF0.000 INTC0.000
UL0.000 AWF0.000
RAI0.000 UL0.000
DD0.000 PLD0.000
PLD0.000 DD0.000
MCHP0.000 PPL0.000
PPL0.000 MCHP0.000
AJG0.000 PBI0.000
PBI0.000 HIX0.000
HIX0.000 AJG0.000
FL0.000 FL0.000
HBC0.000 HBC0.000
CPSI0.000 CPSI0.000