I would associate them with the class on which they work. To do this, first create class files for your entities (select objects in the editor, then File> New File> NSManagedObject).
Then just put the methods in class files, for example:
+ [Activity activeActivities];
- [Activity intervalToActivity: (Activity *) other];
+ [Activity activityWithVariousAttributes]; // (plus maybe a corresponding initWithVariousAttributes)
The general rule that I would give is that if a method works with a specific class, then put the method in that class. =)
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