CORE ALPHA BOND LP RETIREMENT MUTUAL FUNDS

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International PLC 4PQUHN3JPFGFNF3BB653 PURCHASED USD / SOLD CAD 000000000 1.00000000 NC 1858.87000000 0.001202881295 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1855000.00000000 CAD 1498261.05000000 USD 2021-09-15 1858.87000000 N N N iShares iBoxx $ Investment Grade Corporate Bond ETF 549300FYCXFXG8POR355 iShares iBoxx $ Investment Grade Corporate Bond ETF 464287242 2373.00000000 NS USD 318836.28000000 0.206320074799 Long EC RF US N 1 N N iShares TIPS Bond ETF 549300EHD1VQKMRQ0829 iShares TIPS Bond ETF 464287176 6532.00000000 NS USD 836161.32000000 0.541082922202 Long EC RF US N 1 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 PURCHASED JPY / SOLD USD 000000000 1.00000000 NC -23794.61000000 -0.01539757556 N/A DFE JP N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1545877.99000000 USD 168989940.00000000 JPY 2021-09-15 -23794.61000000 N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 FTSE 100 IDX FUT SEP21 IFLL 20210917 000000000 5.00000000 NC -4913.20000000 -0.00317934894 N/A DE GB N 1 ICE Futures Europe - Financial Products Division N/A Long FTSE 100 Index Z U1 Index 2021-09-17 352576.80000000 GBP -4913.20000000 N N N Italian Derivatives Market N/A FTSE/MIB IDX FUT SEP21 XDMI 20210917 000000000 16.00000000 NC -53075.84000000 -0.03434556217 N/A DE IT N 1 Italian Derivatives Market N/A Long FTSE/MIB Index STU1 Index 2021-09-17 2045081.40000000 EUR -53075.84000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 PURCHASED USD / SOLD JPY 000000000 1.00000000 NC 12551.18000000 0.008121912589 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 168990000.00000000 JPY 1534635.10000000 USD 2021-09-15 12551.18000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 S+P500 EMINI FUT SEP21 XCME 20210917 000000000 -12.00000000 NC USD -35793.00000000 -0.02316177580 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short E-mini S&P 500 Index ESU1 Index 2021-09-17 -2537367.00000000 USD -35793.00000000 N N N MASTER INVESTMENT PORTFOLIO - International Tilts Master Portfolio 5493004HUP3600ZFJ783 MASTER INVESTMENT PORTFOLIO - International Tilts Master Portfolio 000000000 1510649.75600000 NS USD 23794093.24000000 15.39724117046 Long EC RF US N N/A N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 PURCHASED CAD / SOLD USD 000000000 1.00000000 NC -81398.90000000 -0.05267351361 N/A DFE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 3153616.88000000 USD 3808444.30000000 CAD 2021-09-15 -81398.90000000 N N N BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES 5493008LW2651I1QB503 BlackRock Cash Funds: Treasury, SL Agency Shares 066922477 8575966.86000000 NS USD 8575966.86000000 5.549538227047 Long STIV RF US N 1 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 PURCHASED CAD / SOLD USD 000000000 1.00000000 NC -39654.70000000 -0.02566069542 N/A DFE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1536331.96000000 USD 1855341.00000000 CAD 2021-09-15 -39654.70000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 7147.50000000 0.004625172312 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 1289000.00000000 EUR 1537905.90000000 USD 2021-09-15 7147.50000000 N N N DIVERSIFIED EQUITY MASTER MUTUAL FUNDS N/A DIVERSIFIED EQUITY MASTER MUTUAL FUNDS 999113103 1630065.45500000 NS USD 84306985.33000000 54.55534583257 Long EC RF US N N/A N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 E-MINI RUSS 2000 SEP21 XCME 20210917 000000000 15.00000000 NC USD 1436.97000000 0.000929868325 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long E-mini Russell 2000 Index RTYU1 Index 2021-09-17 1729413.03000000 USD 1436.97000000 N N N BLACKROCK TOTAL RETURN 2050 N/A BLACKROCK TOTAL RETURN 2050 000000000 32228.43600000 NS USD 466455.05000000 0.301844698496 Long EC RF US N N/A N N N iShares Developed Real Estate Index Fund 549300CCO72SBIYZNP24 iShares Developed Real Estate Index Fund 091936187 660767.68600000 NS USD 7440244.14000000 4.814608072482 Long EC RF US N 1 N N N NYSE Liffe N/A MSCI EAFE SEP21 XNLI 20210917 000000000 42.00000000 NC USD -121097.34000000 -0.07836251334 N/A DE US N 1 NYSE Liffe N/A Long MSCI EAFE Index MFSU1 Index 2021-09-17 4959707.34000000 USD -121097.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC -171277.93000000 -0.11083454909 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 6765688.91000000 USD 5552931.00000000 EUR 2021-09-15 -171277.93000000 N N N 2021-07-30 BlackRock Funds III Ann Frechette Ann Frechette Assistant Treasurer