Value | |||||
Investment companies: 99.04% | |||||
Affiliated master portfolios: 99.04% | |||||
Allspring Bloomberg US Aggregate ex-Corporate Portfolio | $ 32,671,537 | ||||
Allspring Emerging Markets Bond Portfolio | 2,790,506 | ||||
Allspring Factor Enhanced Emerging Markets Equity Portfolio | 5,759,240 | ||||
Allspring Factor Enhanced International Equity Portfolio | 19,106,060 | ||||
Allspring Factor Enhanced U.S. Large Cap Equity Portfolio | 37,260,244 | ||||
Allspring Factor Enhanced U.S. Small Cap Equity Portfolio | 9,296,731 | ||||
Allspring High Yield Corporate Bond Portfolio | 2,787,636 | ||||
Allspring Investment Grade Corporate Bond Portfolio | 16,951,873 | ||||
Allspring Strategic Retirement Bond Portfolio | 11,089,178 | ||||
Allspring U.S. REIT Portfolio | 6,562,538 | ||||
Total Investment companies (Cost $142,816,908) | 144,275,543 | ||||
Total investments in securities (Cost $142,816,908) | 99.04% | 144,275,543 | |||
Other assets and liabilities, net | 0.96 | 1,404,620 | |||
Total net assets | 100.00% | $145,680,163 |
% of ownership, beginning of period | % of ownership, end of period | Net realized gains (losses) on securities transactions allocated from affiliated Master Portfolios | Net change in unrealized gains (losses) on securities transactions allocated from affiliated Master Portfolios | Interest allocated from affiliated Master Portfolios | Dividends allocated from affiliated Master Portfolios | Affiliated income allocated from affiliated Master Portfolios | Value, end of period | ||||||||
Allspring Bloomberg US Aggregate ex-Corporate Portfolio | 0.35% | 12.48% | $(961,066) | $(339,871) | $213,887 | $0 | $10,902 | $32,671,537 | |||||||
Allspring Emerging Markets Bond Portfolio | 0.45 | 20.86 | (56,901) | (37,562) | 49,784 | 0 | 339 | 2,790,506 | |||||||
Allspring Factor Enhanced Emerging Markets Equity Portfolio | 0.20 | 4.92 | (255,345) | 239,372 | 0 | 39,562 | 1,904 | 5,759,240 | |||||||
Allspring Factor Enhanced International Equity Portfolio | 0.17 | 4.07 | (511,933) | 1,571,042 | 0 | 146,203 | 3,813 | 19,106,060 | |||||||
Allspring Factor Enhanced U.S. Large Cap Equity Portfolio | 0.28 | 7.40 | 89,023 | 182,625 | 0 | 178,826 | 13,267 | 37,260,244 | |||||||
Allspring Factor Enhanced U.S. Small Cap Equity Portfolio | 0.27 | 7.25 | (30,179) | (19,406) | 0 | 43,305 | 2,278 | 9,296,731 | |||||||
Allspring High Yield Corporate Bond Portfolio | 0.46 | 20.80 | (70,198) | (5,569) | 47,294 | 0 | 290 | 2,787,636 | |||||||
Allspring Investment Grade Corporate Bond Portfolio | 0.46 | 20.68 | (674,341) | (38,201) | 188,773 | 0 | 2,106 | 16,951,873 | |||||||
Allspring Strategic Retirement Bond Portfolio | 0.95 | 40.08 | (242,934) | (185,444) | 65,538 | 0 | 748 | 11,089,178 | |||||||
Allspring U.S. REIT Portfolio | 1.45 | 37.22 | 60,071 | (463,036) | 0 | 66,945 | 522 | 6,562,538 | |||||||
$(2,653,803) | $903,950 | $565,276 | $474,841 | $36,169 | $144,275,543 |
Description | Number of contracts | Expiration date | Notional cost | Notional value | Unrealized gains | Unrealized losses | |
Long | |||||||
CAC 40 Index | 46 | 12-16-2022 | $3,160,309 | $3,224,601 | $64,292 | $0 | |
E-Mini Consumer Staples Select Sector Index | 60 | 12-16-2022 | 4,408,965 | 4,662,600 | 253,635 | 0 | |
10-Year U.S. Treasury Notes | 126 | 3-22-2023 | 14,188,116 | 14,301,000 | 112,884 | 0 | |
Short | |||||||
DAX Index | (9) | 12-16-2022 | (2,989,481) | (3,375,759) | 0 | (386,278) | |
E-Mini Russell 2000 Index | (1) | 12-16-2022 | (91,254) | (94,375) | 0 | (3,121) | |
E-Mini S&P 500 Index | (1) | 12-16-2022 | (196,059) | (204,062) | 0 | (8,003) | |
Euro STOXX 50 Index | (116) | 12-16-2022 | (4,332,441) | (4,786,136) | 0 | (453,695) | |
MSCI EAFE Index | (1) | 12-16-2022 | (95,237) | (98,990) | 0 | (3,753) | |
MSCI Emerging Markets Index | (1) | 12-16-2022 | (46,853) | (49,125) | 0 | (2,272) | |
U.S. Ultra Treasury Bonds | (34) | 3-22-2023 | (4,556,260) | (4,633,563) | 0 | (77,303) | |
$430,811 | $(934,425) |
■ | Level 1 – quoted prices in active markets for identical securities |
■ | Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.) |
■ | Level 3 – significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments) |
Quoted prices (Level 1) | Other significant observable inputs (Level 2) | Significant unobservable inputs (Level 3) | Total | |
Assets | ||||
Investments measured at net asset value* | $144,275,543 | |||
Futures contracts | $430,811 | $0 | $0 | 430,811 |
Total assets | $430,811 | $0 | $0 | $144,706,354 |
Liabilities | ||||
Futures contracts | $934,425 | $0 | $0 | $934,425 |
Total liabilities | $934,425 | $0 | $0 | $934,425 |
* | Investments that are measured at fair value using the net asset value per share (or its equivalent) as a practical expedient have not been categorized in the fair value hierarchy. The aggregated affiliated Master Portfolios valued at $144,275,543 do not have a redemption period notice, can be redeemed daily and do not have any unfunded commitments. |
Affiliated Master Portfolio | Investment objective |
Allspring Bloomberg US Aggregate ex-Corporate Portfolio | Seeks to replicate the total return of the Bloomberg U.S. Aggregate ex-Corporate Index, before fees and expenses |
Allspring Emerging Markets Bond Portfolio | Seeks to replicate the total return of the JPMorgan EMBI Global Diversified Index, before fees and expenses |
Allspring Factor Enhanced Emerging Markets Equity Portfolio | Seeks long-term capital appreciation |
Allspring Factor Enhanced International Equity Portfolio | Seeks long-term capital appreciation |
Allspring Factor Enhanced U.S. Large Cap Equity Portfolio | Seeks long-term capital appreciation |
Allspring Factor Enhanced U.S. Small Cap Equity Portfolio | Seeks long-term capital appreciation |
Allspring High Yield Corporate Bond Portfolio | Seeks to replicate the total return of the Bloomberg U.S. High Yield 2% Issuer Capped Bond Index, before fees and expenses |
Allspring Investment Grade Corporate Bond Portfolio | Seeks to replicate the total return of the Bloomberg U.S. Corporate Bond Index, before fees and expenses |
Allspring Strategic Retirement Bond Portfolio | Seeks to replicate the total return of a blended index that is weighted 50% to the Bloomberg U.S. Treasury Inflation-Linked 1-10 Year Bond Index and 50% to the Bloomberg U.S. Government Intermediate Bond Index, before fees and expenses |
Allspring U.S. REIT Portfolio | Seeks to replicate the total return of the Dow Jones U.S. Select REIT Index, before fees and expenses |