NPORT-P false 0000893818 XXXXXXXX S000029262 C000089962 C000089965 C000089966 C000089964 C000089963 BlackRock Funds III 811-07332 0000893818 5493008LW2651I1QB503 100 Bellevue Parkway Wilmington 19809 800-441-7762 BlackRock LifePath Dynamic 2055 Fund S000029262 549300YFKPVPTYCA4I95 2021-12-31 2021-06-30 N 71016671.33 804384.67 70212286.66 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1333351.83000000 N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 3055.29000000 0.004351503341 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 551000.00000000 EUR 657398.10000000 USD 2021-09-15 3055.29000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -10810.52000000 -0.01539690631 N/A DFE JP N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 702333.34000000 USD 76776608.00000000 JPY 2021-09-15 -10810.52000000 N N N CORE ALPHA BOND LP RETIREMENT MUTUAL FUNDS N/A 000000000 9726.59200000 NS USD 203631.07000000 0.290021988581 Long EC RF US N N/A N N N Meff Financial Derivatives N/A 000000000 10.00000000 NC -44651.10000000 -0.06359442502 N/A DE ES N 1 Meff Financial Derivatives N/A Long IBEX 35 Index IBN1 Index 2021-07-16 916486.42000000 EUR -44651.10000000 N N N BlackRock Advantage Emerging Markets Fund WEJ3VPF25HMUBXKZD351 09258N323 610845.51600000 NS USD 8270848.29000000 11.77977343203 Long EC RF US N 1 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -21587.74000000 -0.03074638503 N/A DFE AU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 669574.04000000 USD 863768.00000000 AUD 2021-09-15 -21587.74000000 N N N iShares Core U.S. Aggregate Bond ETF 549300F7VSXTKBGHJE47 464287226 3102.00000000 NS USD 357753.66000000 0.509531418243 Long EC RF US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 76.00000000 NC USD 24167.56000000 0.034420699210 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Micro E-mini S&P 500 HWAU1 Index 2021-09-17 1605500.44000000 USD 24167.56000000 N N N BLACKROCK TOTAL RETURN 2055 N/A 000000000 9419.38600000 NS USD 136454.88000000 0.194346155767 Long EC RF US N N/A N N N Osaka Exchange 3538001249AILNPRUX57 000000000 -7.00000000 NC 7535.78000000 0.010732850842 N/A DE JP N 1 Osaka Exchange 3538001249AILNPRUX57 Short TOPIX Index TPU1 Index 2021-09-09 -136847187.00000000 JPY 7535.78000000 N N N iShares MSCI EAFE Small-Cap ETF 549300MJV5OZGVS4LX86 464288273 52816.00000000 NS USD 3916834.56000000 5.578560030336 Long EC RF US N 1 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 2363.67000000 0.003366462071 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 916000.00000000 AUD 689533.66000000 USD 2021-09-15 2363.67000000 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 10.00000000 NC 23149.98000000 0.032971408710 N/A DE CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long S&P/TSX 60 Index PTU1 Index 2021-09-16 2376703.28000000 CAD 23149.98000000 N N N iShares iBoxx $ Investment Grade Corporate Bond ETF 549300FYCXFXG8POR355 464287242 1021.00000000 NS USD 137181.56000000 0.195381131317 Long EC RF US N 1 N N N iShares TIPS Bond ETF 549300EHD1VQKMRQ0829 464287176 558.00000000 NS USD 71429.58000000 0.101733732652 Long EC RF US N 1 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 5702.36000000 0.008121598471 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 76777000.00000000 JPY 697228.71000000 USD 2021-09-15 5702.36000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 1070.19000000 0.001524220404 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 30000.00000000 EUR 36696.84000000 USD 2021-09-15 1070.19000000 N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 2.00000000 NC -1961.13000000 -0.00279314361 N/A DE GB N 1 ICE Futures Europe - Financial Products Division N/A Long FTSE 100 Index Z U1 Index 2021-09-17 141027.72000000 GBP -1961.13000000 N N N Italian Derivatives Market N/A 000000000 7.00000000 NC -24087.16000000 -0.03430618933 N/A DE IT N 1 Italian Derivatives Market N/A Long FTSE/MIB Index STU1 Index 2021-09-17 895453.86000000 EUR -24087.16000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -6.00000000 NC USD -15021.00000000 -0.02139369149 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short E-mini S&P 500 Index ESU1 Index 2021-09-17 -1271559.00000000 USD -15021.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -75640.22000000 -0.10773074571 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 3001246.09000000 USD 2463554.00000000 EUR 2021-09-15 -75640.22000000 N N N MASTER INVESTMENT PORTFOLIO - International Tilts Master Portfolio 5493004HUP3600ZFJ783 000000000 642163.73800000 NS USD 10114656.82000000 14.40582168898 Long EC RF US N N/A N N N BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES 5493008LW2651I1QB503 066922477 6374251.93000000 NS USD 6374251.93000000 9.078541994889 Long STIV RF US N 1 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -17401.28000000 -0.02478381039 N/A DFE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 674392.83000000 USD 814433.00000000 CAD 2021-09-15 -17401.28000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -1216.32000000 -0.00173234637 N/A DFE XX N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 47530.97000000 USD 39000.00000000 EUR 2021-09-15 -1216.32000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -1369.63000000 -0.00195069846 N/A DFE AU N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 40379.28000000 USD 52000.00000000 AUD 2021-09-15 -1369.63000000 N N N DIVERSIFIED EQUITY MASTER MUTUAL FUNDS N/A 999113103 712610.34600000 NS USD 36856207.10000000 52.49253208127 Long EC RF US N N/A N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -141.76000000 -0.00020190198 N/A DFE XX N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 45268.85000000 USD 38000.00000000 EUR 2021-09-15 -141.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -38496.10000000 -0.05482815306 N/A DFE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1491929.35000000 USD 1801734.00000000 CAD 2021-09-15 -38496.10000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 6.00000000 NC USD 574.79000000 0.000818645891 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long E-mini Russell 2000 Index RTYU1 Index 2021-09-17 691765.21000000 USD 574.79000000 N N N iShares Developed Real Estate Index Fund 549300CCO72SBIYZNP24 091936187 294887.44400000 NS USD 3320432.62000000 4.729133286997 Long EC RF US N 1 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 815.70000000 0.001161762476 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 814000.00000000 CAD 657457.95000000 USD 2021-09-15 815.70000000 N N N NYSE Liffe N/A 000000000 28.00000000 NC USD -78783.79000000 -0.11220798203 N/A DE US N 1 NYSE Liffe N/A Long MSCI EAFE Index MFSU1 Index 2021-09-17 3304523.79000000 USD -78783.79000000 N N N 2021-07-30 BlackRock Funds III Ann Frechette Ann Frechette Assistant Treasurer