iShares
 

Futures Holdings: Long Positionsas of 2/6/2012 (Holdings subject to change)

Bloomberg
Ticker 		Name Market
Price (USD) 		Market Expiration Long
Contracts Held 		Notional Value
of Contracts (USD)*
TYH2 10YR US TREASURY NOTE FUTURES MAR12 131.67 CBT 3/21/2012 92 12,113,812
XPH2 ASX SPI 200 INDEX FUTURES MAR12 4565.62 SFE 3/15/2012 71 8,103,979
CFG2 CAC 40 INDEX FUTURES FEB12 4453.06 EOP 2/17/2012 205 9,128,770
GXH2 DAX INDEX FUTURES MAR12 8849.23 EUX 3/16/2012 13 2,875,999
Z H2 FTSE 100 INDEX FUTURES MAR12 9233.26 LIF 3/16/2012 53 4,893,625
RXH2 GERMAN EURO BUND FUTURES MAR12 181.30 EUX 3/08/2012 69 12,509,720
ESH2 S+P 500 E MINI INDEX FUTURES MAR12 1339.10 CME 3/16/2012 4 267,820
G H2 UK LONG GILT BOND FUTURES MAR12 182.25 LIF 3/28/2012 62 11,299,400
Total Notional Value: 61,193,127

Futures Holdings: Short Positionsas of 2/6/2012 (Holdings subject to change)

Bloomberg
Ticker 		Name Market
Price (USD) 		Market Expiration Short
Contracts Held 		Notional Value
of Contracts (USD)*
XMH2 10YR AUSTRALIAN TBOND FUTURES MAR12 103.10 SFE 3/15/2012 -119 -14,979,638
CNH2 10YR GOVT OF CANADA BOND FTRS MAR12 134.37 MSE 3/21/2012 -83 -11,152,526
JBH2 10YR JAPAN GOVT BOND FTRS TSE MAR12 1.86 TSE 3/09/2012 -4 -7,440,209
BJH2 10YR JGB MINI FUTURES SGX MAR12 1.86 SGX 3/08/2012 -14 -2,604,073
EOG2 AEX INDEX FUTURES FEB12 423.66 NYM 2/17/2012 -54 -4,575,547
HIG2 HANG SENG INDEX FUTURES FEB12 2664.49 HKG 2/28/2012 -26 -3,463,839
TWG2 MSCI TAIWAN INDEX FUTURES FEB12 274.90 SGX 2/24/2012 -58 -1,594,420
QCG2 OMX 30 INDEX FUTURES FEB12 159.08 SSE 2/17/2012 -291 -4,629,123
PTH2 S+P TSE 60 INDEX FUTURES MAR12 716.88 MSE 3/15/2012 -44 -6,308,567
TPH2 TOPIX INDEX FUTURES MAR12 10.02 TSE 3/09/2012 -45 -4,508,812
Total Notional Value: -61,256,754

Forwards Holdings: Long Positionsas of 2/6/2012 (Holdings subject to change)

Name Market
Price (USD) 		Expiration Value of Forwards
(Local Currency) 		Value of Forwards
(USD)
AUD/USD 0.93793 4/04/2012 8,973,780 9,567,651
GBP/USD 0.63337 4/04/2012 4,164,436 6,575,085
JPY/USD 76.55912 4/04/2012 260,820 3,407
NOK/USD 5.84473 4/04/2012 33,072,653 5,658,545
SEK/USD 6.75568 4/04/2012 65,259,932 9,660,013
Total Notional Value: 31,464,701

Forwards Holdings: Short Positionsas of 2/6/2012 (Holdings subject to change)

Name Market
Price (USD) 		Expiration Value of Forwards
(Local Currency) 		Value of Forwards
(USD)
CAD/USD 0.997 4/04/2012 -13,725,061 -13,766,410
CHF/USD 0.9219 4/04/2012 -13,604,631 -14,757,209
EUR/USD 0.76452 4/04/2012 -13,090,673 -17,122,634
Total Notional Value: -45,646,254

Collateral & Cash Holdings (Including payables & receivables)as of 2/6/2012 (Holdings subject to change)

CUSIP Name Market Price Market
Value ($) 		Par
Value ($) 		Maturity Credit
Rating
Moody's
/S&P 		Effective Duration Effective
Duration 		Coupon Yield
to
Maturity 		Sector
-- UNITED STATES TREASU 99.99 11,598,840 11,600 3/8/2012 P-1 /A-1+ 0.08 0.00 0.12 --
-- UNITED STATES TREASU 99.99 15,998,400 16,000 3/15/2012 P-1 /A-1+ 0.10 0.00 0.10 --
-- UNITED STATES TREASU 99.98 8,298,340 8,300 7/5/2012 P-1 /A-1+ 0.41 0.00 0.05 --
-- UNITED STATES TREASU 99.99 2,999,700 3,000 2/16/2012 P-1 /A-1+ 0.03 0.00 0.37 --
-- UNITED STATES TREASU 99.99 13,998,600 14,000 2/23/2012 P-1 /A-1+ 0.05 0.00 0.21 --
-- UNITED STATES TREASU 99.99 14,198,580 14,200 3/1/2012 P-1 /A-1+ 0.07 0.00 0.15 --
  Cash (USD) 1.00 11,415,185             Cash
Total Collateral & Cash: 78,507,645              
* Net long and short notional values are displayed for futures contracts. Notional value is calculated as follows: notional value = (number of contracts)*(contract multiplier)*(price). To permit aggregation of all futures positions, futures contracts with expiration dates greater than three months are scaled to a three month basis. For euro money futures, the notional value is calculated as follows: notional value = (number of contracts)*(contract multiplier)*(price)*(duration adjustment multiplier). The duration adjustment multiplier is subject to change and is calculated by the fund accountant along with the NAV.

Portfolio components for creation and redemption by Authorized Participants.

View further information on the creation and redemption process.

This information must be accompanied by a current prospectus, which may be obtained by clicking here. Please read the prospectus carefully before investing.

The iShares® Diversified Alternatives Trust (the "Trust") is a commodity pool as defined in the Commodity Exchange Act and the applicable regulations of the CFTC. The Sponsor of the Trust is iShares Delaware Trust Sponsor LLC (the "Sponsor"), a commodity pool operator ("CPO") registered with the CFTC. BlackRock Fund Advisors ("BFA") serves as the commodity trading advisor of the Investing Pool and is registered with the CFTC. There may be conflicts of interest between you and the Sponsor, BTC, BFA and their respective affiliates. Neither BFA nor its affiliates has prior experience as advisor to or manager of a commodity fund such as the Trust. BlackRock Investments, LLC ("BRIL"), a broker-dealer and FINRA member, provides promotional support to the Trust. BFA is a subsidiary of BlackRock Institutional Trust Company, N.A. ("BTC"), a national banking association and the Trustee of the Trust. The Sponsor, BRIL and BTC are affiliates of BlackRock, Inc. The Trust is not an investment company registered under the Investment Company Act.

Investments in shares of the Trust are speculative and involve a high degree of risk. You could lose all or a substantial portion of your investment in the shares of the Trust. Before making an investment decision, you should carefully consider the risk factors and other information included in the prospectus. The price of the shares of the Trust will fluctuate as a result of fluctuations in the prices of any (1) foreign currency forward contracts and 2) exchange traded futures contracts held by the Trust, (2) commodities, currencies, interest rates, or eligible stock or bond indices underlying the futures and/or forward contract positions held by the Trust. Futures and forward contracts are volatile and even a small price movement may result in large losses. Commodity prices, currencies, interest and exchange rates and stock or bond indices may be volatile, thereby creating the potential for losses. The Trust will trade in forward contracts that are not traded on regulated exchanges and, therefore, offer different or lower level of protections to investors. The Trust's use of leverage and/or short positions will involve special risks, including potentially high volatility, and any investment in the Trust should be considered to be speculative. The return on assets in the portfolio, if any, will not be intended to track the performance of an index or other benchmark and will be reduced by applicable fees. There is no assurance that the Trust will achieve its investment objectives.

The price you receive upon the sale of your shares may be less than their NAV. The NAV will fluctuate with changes in the market value of the Trust's assets, and market supply and demand. Brokerage commissions and fees will reduce returns.

Although shares of the Trust may be bought or sold on the exchange through any brokerage account, shares of the Trust are not redeemable from the Trust except in one or more blocks of 100,000 units called Baskets. Only institutions that become Authorized Participants may purchase or redeem Baskets.

Shares of the Trust may not provide the anticipated benefits of diversification from other asset classes. The lack of an active trading market for the shares may result in losses on your investment at the time of disposition of your shares.

The iShares Diversified Alternatives Trust issues shares representing fractional undivided beneficial interests in its net assets. The Trust is registered under the Securities Act of 1933 of the United States but is not registered for distribution, or traded, anywhere outside the United States.

If an investor sells the shares at a time when no active market for them exists, such lack of an active market will most likely adversely affect the price received for the shares. For a more complete discussion of risk factors relative to the iShares Diversified Alternatives Trust, carefully read the prospectus.

An investment in the Trust is not insured or guaranteed by the Federal Deposit Insurance Corporation or any other government agency.
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