iShares
 

Futures Holdings: Long Positionsas of 5/23/2013  (Holdings subject to change)

Bloomberg
Ticker 		Name Market
Price (USD) 		Market Expiration Long
Contracts Held 		Notional Value
of Contracts (USD)*
TYM3 10YR US TREASURY NOTE FUTURES JUN13 131.27 CBT 6/19/2013 114 14,964,281
CFM3 CAC40 10 EURO FUT JUN13 5096.93 EOP 6/21/2013 64 3,262,037
GXM3 DAX INDEX FUTURES JUN13 10778.97 EUX 6/21/2013 20 5,389,485
Z M3 FTSE 100 INDEX FUTURE JUN13 10076.31 LIF 6/21/2013 18 1,813,737
RXM3 GERMAN EURO BUND FUTURES JUN13 186.29 EUX 6/06/2013 25 4,657,297
PTM3 S+P TSE 60 INDEX FUTURES JUN13 700.60 MSE 6/20/2013 9 1,261,088
TPM3 TOPIX INDEX FUTURES JUN13 11.59 TSE 6/13/2013 19 2,201,853
G M3 UK LONG GILT BOND FUTURES JUN13 177.09 LIF 6/26/2013 77 13,636,120
Total Notional Value: 47,185,898

Futures Holdings: Short Positionsas of 5/23/2013  (Holdings subject to change)

Bloomberg
Ticker 		Name Market
Price (USD) 		Market Expiration Short
Contracts Held 		Notional Value
of Contracts (USD)*
XMM3 10YR AUSTRALIAN TBOND FUTURES JUN13 93.85 SFE 6/17/2013 -77 -9,182,644
CNM3 10YR GOVT OF CANADA BOND FTRS JUN13 129.52 MSE 6/19/2013 -104 -13,470,476
JBM3 10YR JAPAN GOVT BOND FTRS TSE JUN13 1.40 TSE 6/11/2013 -7 -9,834,574
BJM3 10YR MINI JGB FUT 1.40 SGX 6/10/2013 -5 -701,089
EOM3 AMSTERDAM IDX FUT JUN13 471.31 EOE 6/21/2013 -18 -1,696,715
XPM3 ASX SPI 200 INDEX FU 4920.18 SFE 6/20/2013 -14 -1,722,063
HIK3 HANG SENG INDEX FUTURES MAY13 2900.94 HKG 5/30/2013 -25 -3,626,173
TWK3 MSCI TAIWAN INDEX FUTURES MAY13 295.00 SGX 5/30/2013 -45 -1,327,500
QCG3 OMX 30 INDEX FUTURES FEB13 183.93 SSE 6/20/2013 -87 -1,600,222
ESM3 S+P 500 E MINI INDEX FUTURES JUN13 1650.00 CME 6/21/2013 -47 -3,877,500
Total Notional Value: -47,038,957

Forwards Holdings: Long Positions as of 5/23/2013  (Holdings subject to change)

Name Market
Price (USD) 		Expiration Value of Forwards
(Local Currency) 		Value of Forwards
(USD)
GBP/USD 0.664 7/05/2013 2,859,875 4,307,028
NOK/USD 5.85648 7/05/2013 23,643,635 4,037,173
SEK/USD 6.67119 7/05/2013 60,603,093 9,084,302
Total Notional Value: 17,428,503

Forwards Holdings: Short Positions as of 5/23/2013  (Holdings subject to change)

Name Market
Price (USD) 		Expiration Value of Forwards
(Local Currency) 		Value of Forwards
(USD)
AUD/USD 1.03321 7/05/2013 -5,004,417 -4,843,549
CAD/USD 1.03528 7/05/2013 -4,975,386 -4,805,818
CHF/USD 0.96921 7/05/2013 -10,470,864 -10,803,504
EUR/USD 0.77491 7/05/2013 -2,784,885 -3,593,799
JPY/USD 101.41766 7/05/2013 -1,283,728,604 -12,657,841
Total Notional Value: -36,704,511

Collateral & Cash Holdings (Including payables & receivables) as of 5/23/2013 (Holdings subject to change)

CUSIP Name Market Price Market
Value ($) 		Par
Value ($) 		Maturity Credit
Rating
Moody's
/S&P 		Effective Duration

A measure of the responsiveness of a bond or portfolio's price to changes in interest rates. Effective Duration takes into account the possible changes in expected bond cash flows due to interest rate changes

 Effective
Duration 		Coupon Yield
to
Maturity 		Sector
-- UNITED STATES TREASU 99.96 499,800 500 8/22/2013 Aaa /AA+ 0.25 0.00 0.16 --
-- UNITED STATES TREASU 99.96 299,880 300 9/19/2013 Aaa /AA+ 0.33 0.00 0.12 --
-- UNITED STATES TREASU 99.99 5,149,485 5,150 6/13/2013 Aaa /AA+ 0.06 0.00 0.17 --
-- UNITED STATES TREASU 99.99 22,697,730 22,700 6/20/2013 Aaa /AA+ 0.08 0.00 0.13 --
-- UNITED STATES TREASU 99.99 1,099,890 1,100 7/18/2013 Aaa /AA+ 0.15 0.00 0.07 --
-- UNITED STATES TREASU 99.99 1,199,880 1,200 8/8/2013 Aaa /AA+ 0.21 0.00 0.05 --
-- UNITED STATES TREASU 99.96 4,598,160 4,600 9/26/2013 Aaa /AA+ 0.35 0.00 0.12 --
-- UNITED STATES TREASU 99.96 999,600 1,000 10/3/2013 Aaa /AA+ 0.36 0.00 0.11 --
-- UNITED STATES TREASU 99.96 1,099,560 1,100 10/10/2013 Aaa /AA+ 0.38 0.00 0.10 --
  Cash (USD) 1.00 5,001,114             Cash
Total Collateral & Cash: 42,645,099              
* 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.
© 2000-2013