Factor Enhanced U.S. Low Volatility Equity Portfolio

Fund Profile

Fund profile

Fund manager

Wells Fargo Master Trust

Total assets

$17.86 mm

Liabilities

$15.62 k

Net assets

$17.84 mm

Number of holdings

226.00

Top 200 of 226 Holdings

As of May 2022

Security	$Holding	Balance	% of Fund	Category	Position	Country
Allspring GOVT MM SELECT CLASS 3802	470.82 k	470.82 k shares	2.64	Short-term investment vehicle	Long	USA
KR The Kroger Co.	321.69 k	6.07 k shares	1.80	Common equity	Long	USA
JNJ Johnson & Johnson	310.23 k	1.73 k shares	1.74	Common equity	Long	USA
VRTX Vertex Pharmaceuticals Incorporated	290.95 k	1.08 k shares	1.63	Common equity	Long	USA
REGN Regeneron Pharmaceuticals, Inc.	279.86 k	421.00 shares	1.57	Common equity	Long	USA
TMUS T-Mobile US, Inc.	274.44 k	2.06 k shares	1.54	Common equity	Long	USA
WM Waste Management, Inc.	272.32 k	1.72 k shares	1.53	Common equity	Long	USA
MRK Merck & Co., Inc.	271.49 k	2.95 k shares	1.52	Common equity	Long	USA
VZ Verizon Communications Inc.	270.86 k	5.28 k shares	1.52	Common equity	Long	USA
PEP PepsiCo, Inc.	268.23 k	1.60 k shares	1.50	Common equity	Long	USA
BRK-B Berkshire Hathaway Inc.	254.68 k	806.00 shares	1.43	Common equity	Long	USA
RSG Republic Services, Inc.	252.96 k	1.89 k shares	1.42	Common equity	Long	USA
NEM Newmont Corporation	249.89 k	3.68 k shares	1.40	Common equity	Long	USA
PAYX Paychex, Inc.	248.77 k	2.01 k shares	1.39	Common equity	Long	USA
MSFT Microsoft Corporation	239.52 k	881.00 shares	1.34	Common equity	Long	USA
GILD Gilead Sciences, Inc.	234.82 k	3.62 k shares	1.32	Common equity	Long	USA
WCN Waste Connections, Inc.	234.29 k	1.84 k shares	1.31	Common equity	Long	Canada
V Visa Inc.	233.60 k	1.10 k shares	1.31	Common equity	Long	USA
ACN Accenture plc	227.72 k	763.00 shares	1.28	Common equity	Long	Ireland
NEE NextEra Energy, Inc.	227.68 k	3.01 k shares	1.28	Common equity	Long	USA
WMT Walmart Inc.	224.20 k	1.74 k shares	1.26	Common equity	Long	USA
MCD McDonald's Corporation	213.87 k	848.00 shares	1.20	Common equity	Long	USA
CSCO Cisco Systems, Inc.	212.05 k	4.71 k shares	1.19	Common equity	Long	USA
PSA Public Storage	211.61 k	640.00 shares	1.19	Common equity	Long	USA
PG The Procter & Gamble Company	210.73 k	1.43 k shares	1.18	Common equity	Long	USA
PFE Pfizer Inc.	200.01 k	3.77 k shares	1.12	Common equity	Long	USA
SO The Southern Company	199.97 k	2.64 k shares	1.12	Common equity	Long	USA
DHR Danaher Corporation	199.45 k	756.00 shares	1.12	Common equity	Long	USA
GOOG Alphabet Inc.	198.43 k	87.00 shares	1.11	Common equity	Long	USA
Consolidated Edison Co Of New York Inc	196.63 k	1.98 k shares	1.10	Common equity	Long	USA
HSY The Hershey Company	196.47 k	928.00 shares	1.10	Common equity	Long	USA
DUK Duke Energy Corporation	195.00 k	1.73 k shares	1.09	Common equity	Long	USA
LLY Eli Lilly and Company	187.75 k	599.00 shares	1.05	Common equity	Long	USA
XEL Xcel Energy Inc.	185.19 k	2.46 k shares	1.04	Common equity	Long	USA
ORCL Oracle Corporation	184.83 k	2.57 k shares	1.04	Common equity	Long	USA
MSI Motorola Solutions, Inc.	182.16 k	829.00 shares	1.02	Common equity	Long	USA
ADBE Adobe Inc.	178.67 k	429.00 shares	1.00	Common equity	Long	USA
WEC WEC Energy Group, Inc.	167.48 k	1.59 k shares	0.94	Common equity	Long	USA
EA Electronic Arts Inc.	163.19 k	1.18 k shares	0.91	Common equity	Long	USA
MMC Marsh & McLennan Companies, Inc.	160.59 k	1.00 k shares	0.90	Common equity	Long	USA
EXPD Expeditors International of Washington, Inc.	160.43 k	1.47 k shares	0.90	Common equity	Long	USA
UNH UnitedHealth Group Incorporated	158.47 k	319.00 shares	0.89	Common equity	Long	USA
DG Dollar General Corporation	151.59 k	688.00 shares	0.85	Common equity	Long	USA
TXN Texas Instruments Incorporated	148.83 k	842.00 shares	0.83	Common equity	Long	USA
KEYS Keysight Technologies, Inc.	146.91 k	1.01 k shares	0.82	Common equity	Long	USA
BDX Becton, Dickinson and Company	145.04 k	567.00 shares	0.81	Common equity	Long	USA
AJG Arthur J. Gallagher & Co.	139.92 k	864.00 shares	0.78	Common equity	Long	USA
MA Mastercard Incorporated	136.71 k	382.00 shares	0.77	Common equity	Long	USA
TGT Target Corporation	135.01 k	834.00 shares	0.76	Common equity	Long	USA
AZO AutoZone, Inc.	133.88 k	65.00 shares	0.75	Common equity	Long	USA
TYL Tyler Technologies, Inc.	125.25 k	352.00 shares	0.70	Common equity	Long	USA
JKHY Jack Henry & Associates, Inc.	124.35 k	661.00 shares	0.70	Common equity	Long	USA
HRL Hormel Foods Corporation	123.82 k	2.54 k shares	0.69	Common equity	Long	USA
CHRW C.H. Robinson Worldwide, Inc.	122.18 k	1.13 k shares	0.68	Common equity	Long	USA
VRSN VeriSign, Inc.	121.31 k	695.00 shares	0.68	Common equity	Long	USA
APH Amphenol Corporation	120.39 k	1.70 k shares	0.67	Common equity	Long	USA
ADP Automatic Data Processing, Inc.	119.05 k	534.00 shares	0.67	Common equity	Long	USA
HD The Home Depot, Inc.	118.98 k	393.00 shares	0.67	Common equity	Long	USA
T AT&T Inc.	115.29 k	5.42 k shares	0.65	Common equity	Long	USA
CHTR Charter Communications, Inc.	115.07 k	227.00 shares	0.64	Common equity	Long	USA
CCI Crown Castle Inc.	111.51 k	588.00 shares	0.62	Common equity	Long	USA
ODFL Old Dominion Freight Line, Inc.	110.53 k	428.00 shares	0.62	Common equity	Long	USA
PGR The Progressive Corporation	101.71 k	852.00 shares	0.57	Common equity	Long	USA
AMZN Amazon.com, Inc.	100.98 k	42.00 shares	0.57	Common equity	Long	USA
ICE Intercontinental Exchange, Inc.	98.81 k	965.00 shares	0.55	Common equity	Long	USA
Walt Disney Co	97.85 k	886.00 shares	0.55	Common equity	Long	USA
CLX The Clorox Company	97.25 k	669.00 shares	0.54	Common equity	Long	USA
ATVI Activision Blizzard, Inc.	97.12 k	1.25 k shares	0.54	Common equity	Long	USA
AKAM Akamai Technologies, Inc.	95.99 k	950.00 shares	0.54	Common equity	Long	USA
CMCSA Comcast Corporation	95.51 k	2.16 k shares	0.54	Common equity	Long	USA
CME CME Group Inc.	93.85 k	472.00 shares	0.53	Common equity	Long	USA
BRO Brown & Brown, Inc.	90.84 k	1.53 k shares	0.51	Common equity	Long	USA
AMGN Amgen Inc.	87.29 k	340.00 shares	0.49	Common equity	Long	USA
BAX Baxter International Inc.	87.08 k	1.15 k shares	0.49	Common equity	Long	USA
MDT Medtronic plc	86.93 k	868.00 shares	0.49	Common equity	Long	Ireland
TTWO Take-Two Interactive Software, Inc.	86.67 k	696.00 shares	0.49	Common equity	Long	USA
K Kellogg Company	86.20 k	1.24 k shares	0.48	Common equity	Long	USA
BKI Black Knight Inc	86.18 k	1.27 k shares	0.48	Common equity	Long	USA
AEP American Electric Power Company, Inc.	86.11 k	844.00 shares	0.48	Common equity	Long	USA
MDLZ Mondelez International, Inc.	83.52 k	1.31 k shares	0.47	Common equity	Long	USA
SGEN Seagen Inc.	83.31 k	614.00 shares	0.47	Common equity	Long	USA
SBUX Starbucks Corporation	80.31 k	1.02 k shares	0.45	Common equity	Long	USA
CBOE Cboe Global Markets, Inc.	78.95 k	703.00 shares	0.44	Common equity	Long	USA
BR Broadridge Financial Solutions, Inc.	77.79 k	532.00 shares	0.44	Common equity	Long	USA
INCY Incyte Corporation	77.41 k	1.02 k shares	0.43	Common equity	Long	USA
CTSH Cognizant Technology Solutions Corporation	75.97 k	1.02 k shares	0.43	Common equity	Long	USA
ORLY O'Reilly Automotive, Inc.	75.19 k	118.00 shares	0.42	Common equity	Long	USA
GIS General Mills, Inc.	74.60 k	1.07 k shares	0.42	Common equity	Long	USA
DPZ Domino's Pizza, Inc.	74.09 k	204.00 shares	0.42	Common equity	Long	USA
FI Fiserv, Inc.	73.53 k	734.00 shares	0.41	Common equity	Long	USA
SBAC SBA Communications Corporation	71.36 k	212.00 shares	0.40	Common equity	Long	USA
CHD Church & Dwight Co., Inc.	70.16 k	779.00 shares	0.39	Common equity	Long	USA
CL Colgate-Palmolive Company	68.72 k	872.00 shares	0.39	Common equity	Long	USA
BMY Bristol-Myers Squibb Company	67.75 k	898.00 shares	0.38	Common equity	Long	USA
AON Aon plc	66.99 k	243.00 shares	0.38	Common equity	Long	Ireland
D Dominion Energy, Inc.	65.52 k	778.00 shares	0.37	Common equity	Long	USA
ZTS Zoetis Inc.	64.95 k	380.00 shares	0.36	Common equity	Long	USA
WU The Western Union Company	62.29 k	3.43 k shares	0.35	Common equity	Long	USA
Broadcom Pte. Ltd.	61.49 k	106.00 shares	0.34	Common equity	Long	USA
LNG Cheniere Energy, Inc.	57.72 k	422.00 shares	0.32	Common equity	Long	USA
EPAM EPAM Systems, Inc.	56.87 k	168.00 shares	0.32	Common equity	Long	USA
IBM International Business Machines Corporation	56.65 k	408.00 shares	0.32	Common equity	Long	USA
BMRN BioMarin Pharmaceutical Inc.	56.50 k	752.00 shares	0.32	Common equity	Long	USA
DLTR Dollar Tree, Inc.	55.63 k	347.00 shares	0.31	Common equity	Long	USA
ABT Abbott Laboratories	55.21 k	470.00 shares	0.31	Common equity	Long	USA
HZNP Horizon Therapeutics Public Ltd Co	54.44 k	607.00 shares	0.31	Common equity	Long	Ireland
VRSK Verisk Analytics, Inc.	53.88 k	308.00 shares	0.30	Common equity	Long	USA
MKC McCormick & Company, Incorporated	53.22 k	574.00 shares	0.30	Common equity	Long	USA
BAH Booz Allen Hamilton Holding Corporation	52.80 k	615.00 shares	0.30	Common equity	Long	USA
ROL Rollins, Inc.	52.48 k	1.48 k shares	0.29	Common equity	Long	USA
KMB Kimberly-Clark Corporation	52.01 k	391.00 shares	0.29	Common equity	Long	USA
NFLX Netflix, Inc.	51.93 k	263.00 shares	0.29	Common equity	Long	USA
FIS Fidelity National Information Services, Inc.	49.95 k	478.00 shares	0.28	Common equity	Long	USA
COO The Cooper Companies, Inc.	48.40 k	138.00 shares	0.27	Common equity	Long	USA
AMT American Tower Corporation	47.13 k	184.00 shares	0.26	Common equity	Long	USA
TMO Thermo Fisher Scientific Inc.	47.11 k	83.00 shares	0.26	Common equity	Long	USA
BIO Bio-Rad Laboratories, Inc.	46.79 k	87.00 shares	0.26	Common equity	Long	USA
SJM The J. M. Smucker Company	46.64 k	372.00 shares	0.26	Common equity	Long	USA
INTU Intuit Inc.	46.42 k	112.00 shares	0.26	Common equity	Long	USA
MMM 3M Company	46.28 k	310.00 shares	0.26	Common equity	Long	USA
AAPL Apple Inc.	45.55 k	306.00 shares	0.26	Common equity	Long	USA
ES Eversource Energy	44.87 k	486.00 shares	0.25	Common equity	Long	USA
APD Air Products and Chemicals, Inc.	44.55 k	181.00 shares	0.25	Common equity	Long	USA
CMS-PB Consumers Energy Company	44.40 k	625.00 shares	0.25	Common equity	Long	USA
GRMN Garmin Ltd.	41.19 k	390.00 shares	0.23	Common equity	Long	Switzerland
WTW Willis Towers Watson Public Limited Company	38.84 k	184.00 shares	0.22	Common equity	Long	Ireland
AEE Ameren Corporation	38.36 k	403.00 shares	0.21	Common equity	Long	USA
LNSTY London Stock Exchange Group plc	37.05 k	548.00 shares	0.21	Common equity	Long	USA
LMT Lockheed Martin Corporation	36.09 k	82.00 shares	0.20	Common equity	Long	USA
UHAL U-Haul Holding Company	35.77 k	73.00 shares	0.20	Common equity	Long	USA
NBIX Neurocrine Biosciences, Inc.	34.68 k	371.00 shares	0.19	Common equity	Long	USA
HON Honeywell International Inc.	34.08 k	176.00 shares	0.19	Common equity	Long	USA
ERIE Erie Indemnity Company	34.05 k	203.00 shares	0.19	Common equity	Long	USA
PANW Palo Alto Networks, Inc.	30.67 k	61.00 shares	0.17	Common equity	Long	USA
ZM Zoom Video Communications, Inc.	29.87 k	278.00 shares	0.17	Common equity	Long	USA
CPB Campbell Soup Company	29.80 k	622.00 shares	0.17	Common equity	Long	USA
GEN Gen Digital Inc.	29.55 k	1.21 k shares	0.17	Common equity	Long	USA
UPS United Parcel Service, Inc.	29.52 k	162.00 shares	0.17	Common equity	Long	USA
ZBRA Zebra Technologies Corporation	29.08 k	86.00 shares	0.16	Common equity	Long	USA
MASI Masimo Corporation	28.23 k	201.00 shares	0.16	Common equity	Long	USA
ZS Zscaler, Inc.	27.71 k	181.00 shares	0.16	Common equity	Long	USA
WST West Pharmaceutical Services, Inc.	26.38 k	85.00 shares	0.15	Common equity	Long	USA
EXR Extra Space Storage Inc.	25.84 k	145.00 shares	0.14	Common equity	Long	USA
LNT Alliant Energy Corporation	25.66 k	402.00 shares	0.14	Common equity	Long	USA
FTNT Fortinet, Inc.	25.30 k	86.00 shares	0.14	Common equity	Long	USA
ANET Arista Networks, Inc.	25.06 k	245.00 shares	0.14	Common equity	Long	USA
COST Costco Wholesale Corporation	24.24 k	52.00 shares	0.14	Common equity	Long	USA
HUM Humana Inc.	22.26 k	49.00 shares	0.12	Common equity	Long	USA
CTRA Coterra Energy Inc.	22.11 k	644.00 shares	0.12	Common equity	Long	USA
WBD Warner Bros. Discovery, Inc.	21.55 k	1.17 k shares	0.12	Common equity	Long	USA
NOC Northrop Grumman Corporation	21.06 k	45.00 shares	0.12	Common equity	Long	USA
JNPR Juniper Networks, Inc.	20.71 k	675.00 shares	0.12	Common equity	Long	USA
NKE NIKE, Inc.	19.37 k	163.00 shares	0.11	Common equity	Long	USA
MKTX MarketAxess Holdings Inc.	18.87 k	67.00 shares	0.11	Common equity	Long	USA
EQIX Equinix, Inc.	15.80 k	23.00 shares	0.09	Common equity	Long	USA
INTC Intel Corporation	14.26 k	321.00 shares	0.08	Common equity	Long	USA
FOX Fox Corporation	13.71 k	419.00 shares	0.08	Common equity	Long	USA
DGX Quest Diagnostics Incorporated	13.26 k	94.00 shares	0.07	Common equity	Long	USA
BALL Ball Corporation	12.69 k	179.00 shares	0.07	Common equity	Long	USA
EVRG Evergy, Inc.	11.75 k	168.00 shares	0.07	Common equity	Long	USA
AWK American Water Works Company, Inc.	11.19 k	74.00 shares	0.06	Common equity	Long	USA
TRV The Travelers Companies, Inc.	10.38 k	58.00 shares	0.06	Common equity	Long	USA
SSNC SS&C Technologies Holdings, Inc.	10.24 k	160.00 shares	0.06	Common equity	Long	USA
VMW Vmware, Inc.	9.61 k	75.00 shares	0.05	Common equity	Long	USA
LBRDK Liberty Broadband Corporation	9.26 k	74.00 shares	0.05	Common equity	Long	USA
SIRI Sirius XM Holdings Inc.	9.19 k	1.44 k shares	0.05	Common equity	Long	USA
VEEV Veeva Systems Inc.	8.85 k	52.00 shares	0.05	Common equity	Long	USA
OTIS Otis Worldwide Corporation	8.78 k	118.00 shares	0.05	Common equity	Long	USA
ROP Roper Technologies, Inc.	8.41 k	19.00 shares	0.05	Common equity	Long	USA
GWRE Guidewire Software, Inc.	8.07 k	101.00 shares	0.05	Common equity	Long	USA
CABO Cable One, Inc.	7.82 k	6.00 shares	0.04	Common equity	Long	USA
OMC Omnicom Group Inc.	7.54 k	101.00 shares	0.04	Common equity	Long	USA
LIN Linde plc	6.82 k	21.00 shares	0.04	Common equity	Long	Ireland
FOX Fox Corporation	6.82 k	192.00 shares	0.04	Common equity	Long	USA
META Meta Platforms, Inc.	6.78 k	35.00 shares	0.04	Common equity	Long	USA
Amcor Plc	6.30 k	481.00 shares	0.04	Common equity	Long	Jersey
CDNS Cadence Design Systems, Inc.	5.69 k	37.00 shares	0.03	Common equity	Long	USA
S+P500 EMINI FUT JUN22 XCME 20220617	5.67 k	2.00 contracts	0.03	Equity derivative	N/A	UK
ARW Arrow Electronics, Inc.	5.67 k	47.00 shares	0.03	Common equity	Long	USA
EBAY eBay Inc.	5.40 k	111.00 shares	0.03	Common equity	Long	USA
DBX Dropbox, Inc.	5.04 k	242.00 shares	0.03	Common equity	Long	USA
FDS FactSet Research Systems Inc.	4.96 k	13.00 shares	0.03	Common equity	Long	USA
HSIC Henry Schein, Inc.	4.88 k	57.00 shares	0.03	Common equity	Long	USA
PTC PTC Inc.	4.78 k	41.00 shares	0.03	Common equity	Long	USA
WDAY Workday, Inc.	4.69 k	30.00 shares	0.03	Common equity	Long	USA
PTON Peloton Interactive, Inc.	4.56 k	327.00 shares	0.03	Common equity	Long	USA
FICO Fair Isaac Corporation	4.51 k	11.00 shares	0.03	Common equity	Long	USA
HOLX Hologic, Inc.	4.06 k	54.00 shares	0.02	Common equity	Long	USA
IPG The Interpublic Group of Companies, Inc.	3.64 k	113.00 shares	0.02	Common equity	Long	USA
ROK Rockwell Automation, Inc.	3.62 k	17.00 shares	0.02	Common equity	Long	USA
CRM Salesforce, Inc.	3.20 k	20.00 shares	0.02	Common equity	Long	USA
BSX Boston Scientific Corporation	2.87 k	70.00 shares	0.02	Common equity	Long	USA
Leidos Holdings, Inc.	2.82 k	27.00 shares	0.02	Common equity	Long	USA
LYV Live Nation Entertainment, Inc.	2.76 k	29.00 shares	0.02	Common equity	Long	USA
ADSK Autodesk, Inc.	2.70 k	13.00 shares	0.02	Common equity	Long	USA
DRE Duke Realty Corp	2.69 k	51.00 shares	0.02	Common equity	Long	USA
ANSS ANSYS, Inc.	2.60 k	10.00 shares	0.01	Common equity	Long	USA
CCK Crown Holdings, Inc.	2.09 k	20.00 shares	0.01	Common equity	Long	USA
ABBV AbbVie Inc.	2.06 k	14.00 shares	0.01	Common equity	Long	USA
TFCF Twenty-First Century Fox Inc	2.04 k	117.00 shares	0.01	Common equity	Long	USA