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Form NPORT-P WELLS FARGO FUNDS TRUST For: May 31

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July 30, 2021 9:31 AM EDT 

  
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      Wells Fargo Funds Trust
      811-09253
      0001081400
      549300XROIY0CTN7RZ24
      525 Market St.
      San Francisco
      
      94105
      415-396-4184
      Dynamic Target 2020 Fund
      S000049605
      5493004YP00ERJTGRM76
      2022-02-28
      2021-05-31
      N
    
    
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        OMXS30 IND FUTURE JUN21 XSTO 20210618
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        OMXS30 IND FUTURE JUN21 XSTO 20210618
        000000000
        
          
          
        
        6.0000000000
        NC
        
        1027.7400000000
        0.0128840024
        N/A
        DE
        NUSS
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        1
        
          
            
              Nasdaq Stockholm
              N/A
            
            Long
            
              
                OMX STOCKHOLM 30 INDEX
                OMX STOCKHOLM 30
                
                  
                  
                
              
            
            2021-06-18
            1347465.4800000000
            SEK
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        ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION
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        1.0000000000
        NC
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        11886.9700000000
        0.1490179906
        N/A
        DE
        CORP
        GB
        N
        
        1
        
          
            
              Chicago Mercantile Exchange Holdings Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                S+P 500 INDEX INDEX
                S+P 500 INDEX
                
                  
                  
                
              
            
            2021-06-18
            198233.0300000000
            USD
            11886.9700000000
          
        
        
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        EURO STOXX 50     JUN21 XEUR 20210618
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        -0.1771428097
        N/A
        DE
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        1
        
          
            
              Eurex Clearing
              N/A
            
            Short
            
              
                EURO STOXX 50 INDEX
                EURO STOXX 50
                
                  
                  
                
              
            
            2021-06-18
            -151052.4400000000
            EUR
            -14130.4500000000
          
        
        
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        HONG KONG FUTURES EXCHANGE LTD.
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        1
        
          
            
              Intercontinental Exchange (ICE) US
              5493004R83R1LVX2IL36
            
            Long
            
              
                MSCI EM INDEX
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            2021-06-18
            66737.6600000000
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        N/A
        DFE
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        N
        
        1
        
          
            
              Chicago Mercantile Exchange Holdings Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                RKS UNDERLYING CUSIP DEFAULT FOR Australian Dollar Currency
                RKS UNDERLYING CUSIP DEFAULT FOR Australian Dollar Currency
                
                  
                  
                
              
            
            2021-06-14
            -231761.2800000000
            USD
            341.2800000000
          
        
        
          N
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        BCOM COMDTY IND   JUN21 XCBT 20210616
        N/A
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        1
        
          
            
              Chicago Board of Trade
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                BBG COMMODITY INDEX
                BBG COMMODITY
                
                  
                  
                
              
            
            2021-06-16
            91329.3000000000
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            1370.7000000000
          
        
        
          N
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          N
        
      
      
        Wells Fargo Factor Enhanced Emerging Markets Portfolio
        549300GNL2STC8VRF419
        Wells Fargo Factor Enhanced Emerging Markets Portfolio
        000000000
        
          
        
        322180.52
        OU
        Balance Amount = Investment in Master Portfolio
        USD
        322180.52
        4.0389345390
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo Factor Enhanced International Portfolio
        549300BD8ALDMNQFRB45
        Wells Fargo Factor Enhanced International Portfolio
        000000000
        
          
        
        1075765.83
        OU
        Balance Amount = Investment in Master Portfolio
        USD
        1075765.83
        13.4860660312
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo Emerging Markets Bond Portfolio
        549300MZYH5H4KTRRR25
        Wells Fargo Emerging Markets Bond Portfolio
        000000000
        
          
        
        148691.38
        OU
        Balance Amount = Investment in Master Portfolio
        USD
        148691.38
        1.8640318488
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo Factor Enhanced Large Cap Portfolio
        549300RQO6CG3C8MZO40
        Wells Fargo Factor Enhanced Large Cap Portfolio
        000000000
        
          
        
        2067655.19
        OU
        Balance Amount = Investment in Master Portfolio
        USD
        2067655.19
        25.9206359269
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo Strategic Retirement Bond Portfolio
        549300ORTK7ZQ24VTR17
        Wells Fargo Strategic Retirement Bond Portfolio
        000000000
        
          
        
        590096.65
        OU
        Balance Amount = Investment in Master Portfolio
        USD
        590096.65
        7.3975972881
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo U.S. REIT Portfolio
        549300NVPFQGH5DNJ440
        Wells Fargo U.S. REIT Portfolio
        000000000
        
          
        
        361093.35
        OU
        Balance Amount = Investment in Master Portfolio
        USD
        361093.35
        4.5267553827
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo Factor Enhanced Small Cap Portfolio
        549300JFCRSOQ3EX1006
        Wells Fargo Factor Enhanced Small Cap Portfolio
        000000000
        
          
        
        514096.87
        OU
        Balance Amount = Investment in Master Portfolio
        USD
        514096.87
        6.4448452831
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo Bloomberg Barclays U.S. Aggregate ex-Corporate Portfolio
        5493005A0U8JNL00Z344
        Wells Fargo Bloomberg Barclays U.S. Aggregate ex-Corporate Portfolio
        000000000
        
          
        
        1742201.19
        OU
        Balance Amount = Investment in Master Portfolio
        USD
        1742201.19
        21.8406642344
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo High Yield Corporate Bond Portfolio
        549300PINZDPHVMK2484
        Wells Fargo High Yield Corporate Bond Portfolio
        000000000
        
          
        
        148867.8
        OU
        Balance Amount = Investment in Master Portfolio
        USD
        148867.8
        1.8662434935
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo Investment Grade Corporate Bond Portfolio
        5493001BFBPLXGF0T424
        Wells Fargo Investment Grade Corporate Bond Portfolio
        000000000
        
          
        
        906615.37
        OU
        Balance Amount = Investment in Master Portfolio
        USD
        906615.37
        11.3655541046
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
    
    
      2021-07-29
      Wells Fargo Funds Trust
      Jeremy DePalma
      Jeremy DePalma
      Treasurer
    
  
  XXXX
Portfolio of investments—May 31, 2021 (unaudited)
          Value
Investment companies:  98.75%          
Affiliated master portfolios:  98.75%          
Wells Fargo Bloomberg Barclays US Aggregate ex-Corporate Portfolio         $1,742,150
Wells Fargo Emerging Markets Bond Portfolio           148,688
Wells Fargo Factor Enhanced Emerging Markets Equity Portfolio           322,304
Wells Fargo Factor Enhanced International Equity Portfolio         1,075,807
Wells Fargo Factor Enhanced U.S. Large Cap Equity Portfolio         2,067,655
Wells Fargo Factor Enhanced U.S. Small Cap Equity Portfolio           514,097
Wells Fargo High Yield Corporate Bond Portfolio           148,861
Wells Fargo Investment Grade Corporate Bond Portfolio           906,553
Wells Fargo Strategic Retirement Bond Portfolio           590,091
Wells Fargo U.S. REIT Portfolio           361,093
Total Investment companies (Cost $6,840,284)         7,877,299
Total investments in securities (Cost $6,840,284) 98.75%       7,877,299
Other assets and liabilities, net 1.25          99,413
Total net assets 100.00%       $7,976,712
Transactions with the affiliated Master Portfolios were as follows:
  % 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 		  % of
net
assets
Wells Fargo Bloomberg Barclays US Aggregate ex-Corporate Portfolio 0.23% 0.30% $1,082   $(12,147)   $5,416   $0   $15   $1,742,150    
Wells Fargo Emerging Markets Bond Portfolio 0.30 0.40 (2,412)   3,935   0   0   0   148,688    
Wells Fargo Factor Enhanced Emerging Markets Equity Portfolio 0.13 0.18 9,997   10,556   1,648   2,066   1   322,304    
Wells Fargo Factor Enhanced International Equity Portfolio 0.16 0.15 59,504   32,786   0   14,024   1   1,075,807    
Wells Fargo Factor Enhanced U.S. Large Cap Equity Portfolio 0.18 0.25 214,132   5,377   0   7,164   4   2,067,655    
Wells Fargo Factor Enhanced U.S. Small Cap Equity Portfolio 0.19 0.24 54,964   (33,056)   0   1,231   1   514,097    
Wells Fargo High Yield Corporate Bond Portfolio 0.23 0.30 751   (491)   1,898   0   0   148,861    
Wells Fargo Investment Grade Corporate Bond Portfolio 0.30 0.40 535   (8,871)   6,617   0   0   906,553    
Wells Fargo Strategic Retirement Bond Portfolio 0.63 0.38 2,033   511   4,475   0   0   590,091    
Wells Fargo U.S. REIT Portfolio 1.09 1.40 8,439   37,773   0   2,752   0   361,093    
      $349,025   $36,373   $20,054   $27,237   $22   $7,877,299   98.75%
Wells Fargo Dynamic Target 2020 Fund  |  1
Portfolio of investments—May 31, 2021 (unaudited)
Futures contracts
Description Number of
contracts 		Expiration
date 		Notional
cost 		Notional
value 		Unrealized
gains 		  Unrealized
losses
Long              
Bloomberg Commodity Index 10 6-16-2021 $91,329 $92,700 $1,371   $0
E-Mini S&P 500 Index 1 6-18-2021 198,233 210,120 11,887   0
MSCI Emerging Markets Index 1 6-18-2021 66,738 68,045 1,307   0
Short              
Australian Dollars Futures (3) 6-14-2021 (231,761) (231,420) 341   0
          $14,906   $0
2  |  Wells Fargo Dynamic Target 2020 Fund
Notes to portfolio of investments—May 31, 2021 (unaudited)
The Fund is a fund-of-funds which seeks to achieve its investment objective by investing in multiple diversified portfolios (collectively, the “affiliated Master Portfolios”) of Wells Fargo Master Trust, a registered open-end management investment company. Each affiliated Master Portfolio directly acquires portfolio securities and the Fund acquires an indirect interest in those securities.
Securities valuation
All investments are valued each business day as of the close of regular trading on the New York Stock Exchange (generally 4 p.m. Eastern Time), although the Funds may deviate from this calculation time under unusual or unexpected circumstances.
Investments in the affiliated Master Portfolios are valued daily based on each Fund’s proportionate share of each affiliated Master Portfolio’s net assets, which are also valued daily.
Futures contracts that are listed on a foreign or domestic exchange or market are valued at the official closing price or, if none, the last sales price.
Investments which are not valued using any of the methods discussed above are valued at their fair value, as determined in good faith by the Board of Trustees. The Board of Trustees has established a Valuation Committee comprised of the Trustees and has delegated to it the authority to take any actions regarding the valuation of portfolio securities that the Valuation Committee deems necessary or appropriate, including determining the fair value of portfolio securities, unless the determination has been delegated to the Wells Fargo Asset Management Pricing Committee at Wells Fargo Funds Management, LLC. The Board of Trustees retains the authority to make or ratify any valuation decisions or approve any changes to the Valuation Procedures as it deems appropriate. On a quarterly basis, the Board of Trustees receives reports on any valuation actions taken by the Valuation Committee or the Wells Fargo Asset Management Pricing Committee which may include items for ratification.
Futures contracts
Futures contracts are agreements between the Fund and a counterparty to buy or sell a specific amount of a commodity, financial instrument or currency at a specified price and on a specified date. The Fund may buy and sell futures contracts in order to gain exposure to, or protect against, changes in security values and foreign exchange rates and is subject to equity price risk and foreign currency risk. The primary risks associated with the use of futures contracts are the imperfect correlation between changes in market values of securities held by the Fund and the prices of futures contracts, and the possibility of an illiquid market. Futures contracts are generally entered into on a regulated futures exchange and cleared through a clearinghouse associated with the exchange. With futures contracts, there is minimal counterparty risk to the Fund since futures contracts are exchange traded and the exchange’s clearinghouse, as the counterparty to all exchange traded futures, guarantees the futures contracts against default.
Upon entering into futures contracts, the Fund is required to deposit either cash or securities (initial margin) with the broker in an amount equal to a certain percentage of the contract value. Subsequent payments (variation margin) are paid to or from the broker each day equal to the daily changes in the contract value. Such payments are recorded as unrealized gains or losses and, if any, shown as variation margin receivable (payable). Should the Fund fail to make requested variation margin payments, the broker can gain access to the initial margin to satisfy the Fund’s payment obligations. When the contracts are closed, a realized gain or loss is recorded.
Fair valuation measurements
Fair value measurements of investments are determined within a framework that has established a fair value hierarchy based upon the various data inputs utilized in determining the value of each Fund’s investments. The three-level hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1) and the lowest priority to unobservable inputs (Level 3). Each Fund’s investments are classified within the fair value hierarchy based on the lowest level of input that is significant to the fair value measurement. The inputs are summarized into three broad levels as follows:
■ 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)
The inputs or methodologies used for valuing investments in securities are not necessarily an indication of the risk associated with investing in those securities.
Wells Fargo Dynamic Target 2020 Fund  |  3
Notes to portfolio of investments—May 31, 2021 (unaudited)
The following is a summary of the inputs used in valuing each Fund’s assets and liabilities as of May 31, 2021:
  Quoted prices
(Level 1) 		Other significant
observable inputs
(Level 2) 		Significant
unobservable inputs
(Level 3) 		Total
Assets        
Investments in:        
Investments measured at net asset value*       $7,877,299
Futures contracts $14,906 $0 $0 14,906
Total assets $14,906 $0 $0 $7,892,205
    
* 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 $7,877,299 do not have a redemption period notice, can be redeemed daily and do not have any unfunded commitments.
Futures contracts are reported at their cumulative unrealized gains (losses) at measurement date as reported in the table following the Portfolio of Investments. All other assets and liabilities are reported at their market value at measurement date.
As of May 31, 2021, $83,017 was segregated as cash collateral for open futures contracts.
For the three months ended May 31, 2021, the Funds did not have any transfers into/out of Level 3.
The investment objective of each affiliated Master Portfolio is as follows:
Affiliated Master Portfolio Investment objective
Wells Fargo Bloomberg Barclays US Aggregate ex-Corporate Portfolio Seeks to replicate the total return of the Bloomberg Barclays U.S. Aggregate ex-Corporate Index, before fees and expenses
Wells Fargo Emerging Markets Bond Portfolio Seeks to replicate the total return of the JP Morgan EMBI Global Diversified Index, before fees and expenses
Wells Fargo Factor Enhanced Emerging Markets Equity Portfolio Seeks long-term capital appreciation
Wells Fargo Factor Enhanced International Equity Portfolio Seeks long-term capital appreciation
Wells Fargo Factor Enhanced U.S. Large Cap Equity Portfolio Seeks long-term capital appreciation
Wells Fargo Factor Enhanced U.S. Small Cap Equity Portfolio Seeks long-term capital appreciation
Wells Fargo High Yield Corporate Bond Portfolio Seeks to replicate the total return of the Wells Fargo U.S. High Yield Bond Index, before fees and expenses
Wells Fargo Investment Grade Corporate Bond Portfolio Seeks to replicate the total return of the Wells Fargo U.S. Investment Grade Corporate Bond Index, before fees and expenses
Wells Fargo Strategic Retirement Bond Portfolio Seeks to replicate the total return of a blended index that is weighted 50% to the Bloomberg Barclays U.S. Treasury Inflation Notes: 1-10 Year Index and 50% to the Bloomberg Barclays U.S. Government Intermediate Bond Index, before fees and expenses
Wells Fargo U.S. REIT Portfolio Seeks to replicate the total return of the Wells Fargo U.S. REIT Index,before fees and expenses
4  |  Wells Fargo Dynamic Target 2020 Fund

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