X0202 3/A 2006-09-01 2006-09-05 0 0001286086 BLUE ROCK MARKET NEUTRAL FUND LLC NONE 0001374548 Blue Rock Core Fixed Income Portable Alpha Fund II L P 445 EAST LAKE STREET SUITE 230 WAYZATA MN 55391 0 0 1 1 Feeder into Master (1) Limited Liability Company Interests 34750000 D (1) Blue Rock Core Fixed Income Portable Alpha Fund II, L.P. invests substantially all of its assets in Blue Rock Market Neutral Fund, LLC, a Delaware Limited Liability Company, through a "master-feeder" arrangement. /s/ Robert W. Fullerton 2006-09-06