ISHARES TR

Ticker: OEF CUSIP: 464287101 Class: S&P 100 ETF

STRATEGIC INVESTMENT MANAGEMENT, LLC's Holding History (CIK: 0000846633)

Note: Option positions (PUT/CALL) are excluded.

Q1 2015
Shares 30,245 Value ($000) $2,729 Avg Close — Range —
Q4 2014
Shares 30,245 Value ($000) $2,750 Avg Close — Range —
Q3 2014
Shares 30,245 Value ($000) $2,666 Avg Close — Range —
Q2 2014
Shares 30,245 Value ($000) $2,617 Avg Close — Range —
Q1 2014
Shares 30,245 Value ($000) $2,504 Avg Close — Range —
Q4 2013
Shares 36,285 Value ($000) $2,988 Avg Close — Range —
Q3 2013
Shares 36,285 Value ($000) $2,715 Avg Close — Range —
Q2 2013
Shares 36,285 Value ($000) $2,615 Avg Close — Range —