Trading Period

Stock of Synthetic Asset (Set S)

Dim (S)

2007-2015

{BRK.B, DVN, IBM, SPG}

4

2008-2015

{CAN, BAX, BMY, DELL, EMC, GE, HAL, MDLZ, NSC, T, TXN, VZ}

12

2009-2015

{DVN, FCX, IBM, MON, SPG}

5

20010-2015

{APA, AXP, C, CAT, COF, FCX, IBM, MMM}

8

2011-2015

{COST, FDX, GS, QCOM}

4