SECURITIES AND EXCHANGE COMMISSION FORM N-Q Quarterly schedule of portfolio holdings of registered management investment company filed on Form N-Q Filing Date: 2011-07-27 | Period of Report: 2011-05-31 SEC Accession No. 0001193125-11-198819 (HTML Version on secdatabase.com) FILER WELLS FARGO MASTER TRUST Mailing Address Business Address 525 MARKET STREET 525 MARKET STREET CIK:1087961| IRS No.: 000000000 | State of Incorp.:DE | Fiscal Year End: 1231 12TH FLOOR 12TH FLOOR Type: N-Q | Act: 40 | File No.: 811-09689 | Film No.: 11990064 SAN FRANCISCO CA 94105 SAN FRANCISCO CA 94105 800-222-8222 Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number: 811-09689 Wells Fargo Master Trust (Exact name of registrant as specified in charter) 525 Market Street, 12th Floor, San Francisco, CA 94105 (Address of principal executive offices) (Zip code) C. David Messman Wells Fargo Funds Management, LLC 525 Market Street, 12th Floor, San Francisco, CA 94105 (Name and address of agent for service) Registrants telephone number, including area code: 800-643-9691 Date of fiscal year end: February 28, 2011 Date of reporting period: May 31, 2011 Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document ITEM 1. SCHEDULE OF INVESTMENTS WELLS FARGO ADVANTAGE DIVERSIFIED FIXED INCOME PORTFOLIO OF INVESTMENTS May 31, 2011 PORTFOLIO (UNAUDITED) Security Name Interest Rate Maturity Date Principal Value Agency Securities: 28.71% FFCB 1.20 % 02/11/2014 $250,000 $250,370 FFCB 0.40 11/02/2012 100,000 100,061 FFCB 0.88 10/28/2013 200,000 199,804 FFCB 1.75 02/21/2013 300,000 306,266 FFCB 1.88 12/07/2012 250,000 255,663 FFCB 2.63 04/17/2014 2,600,000 2,727,171 FHLB 0.50 11/16/2012 250,000 250,360 FHLB 0.55 12/03/2012 1,000,000 1,000,026 FHLB 1.05 11/25/2013 200,000 200,633 FHLB%% 2.00 12/09/2014 400,000 403,353 FHLB 0.63 12/03/2012 500,000 500,010 FHLB 0.70 05/22/2013 500,000 499,753 FHLB 0.75 04/25/2013 100,000 100,005 FHLB 0.80 11/18/2013 1,000,000 1,000,799 FHLB 0.88 08/22/2012 1,000,000 1,006,830 FHLB 0.88 10/28/2013 500,000 499,774 FHLB 0.88 11/22/2013 200,000 200,274 FHLB 0.88 12/27/2013 1,000,000 1,002,262 FHLB 1.00 05/17/2013 250,000 250,776 FHLB 1.00 11/18/2013 500,000 500,942 FHLB 1.00 08/22/2014 200,000 199,666 FHLB%% 1.10 12/06/2013 400,000 400,228 FHLB 1.25 08/16/2013 200,000 200,365 FHLB 1.55 11/18/2015 200,000 199,396 FHLB 1.63 11/21/2012 1,750,000 1,782,328 FHLB 1.63 03/20/2013 1,500,000 1,531,631 FHLB 1.75 08/22/2012 2,500,000 2,543,798 FHLB 1.88 06/21/2013 2,000,000 2,055,260 FHLB 2.15 10/26/2016 200,000 198,552 FHLB 2.75 03/13/2015 1,000,000 1,053,660 FHLB 3.38 02/27/2013 1,500,000 1,576,329 FHLB 4.75 12/16/2016 1,000,000 1,140,512 FHLB 4.88 09/08/2017 1,000,000 1,146,877 FHLB 5.00 11/17/2017 2,000,000 2,307,844 FHLB 5.13 08/14/2013 100,000 109,952 FHLB 5.38 09/30/2022 100,000 115,648 FHLB # 363 4.50 11/15/2012 2,000,000 2,117,608 FHLB # 432 4.50 09/16/2013 1,500,000 1,630,764 FHLB # 467 5.25 06/18/2014 400,000 451,912 FHLB # 656 5.38 05/18/2016 2,250,000 2,633,162 FHLB # A79713 6.00 07/01/2038 372,054 409,485 FHLB # A86605 5.50 12/01/2035 3,124,492 3,400,753 FHLB # A87819 6.00 08/01/2039 1,175,201 1,293,066 FHLB # A90563 5.00 01/01/2040 9,996,449 10,654,173 Copyright © 2012 www.secdatabase.com. 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Please Consider the Environment Before Printing This Document FHLB # A95113 4.00 11/01/2040 6,963,351 7,014,420 FHLB # A96780 4.50 02/01/2041 1,980,760 2,057,708 FHLB # A97173 4.50 03/01/2041 7,064,565 7,347,285 FHLB # A97184 4.50 02/01/2041 9,976,410 10,363,191 FHLB # B15183 4.50 06/01/2014 320,225 331,280 FHLB # G01564 6.00 04/01/2033 94,627 105,093 FHLB # G03511 6.00 10/01/2037 167,128 183,994 FHLB # G04411 6.00 06/01/2038 421,485 471,353 FHLB # G04570 6.00 11/01/2037 249,545 274,728 FHLB # G06219 6.00 05/01/2040 6,152,575 6,773,481 FHLB # G06358 4.00 04/01/2041 7,960,968 8,029,305 FHLB # G06359 4.00 02/01/2041 4,970,322 5,009,880 FHLB # G08222 6.00 09/01/2037 12,104 13,326 FHLB # G13375 4.50 11/01/2023 305,024 323,636 FHLB # G13471 4.50 02/01/2024 396,305 420,488 FHLB # G13561 4.50 05/01/2024 373,026 395,671 FHLB # G13666 4.50 09/01/2024 141,492 150,082 FHLB # G14096 5.00 07/01/2025 4,692,096 5,037,649 FHLB # G14120 4.00 04/01/2026 6,923,459 7,228,091 The Portfolio of Investments should be read in conjunction with the Financial Statements and Notes to Financial Statements which are included in the Funds audited Annual Report and Semi-Annual Report. These reports include additional information about the Funds security valuation policies and about certain security types invested in by the Fund. 1 Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document WELLS FARGO ADVANTAGE DIVERSIFIED FIXED INCOME PORTFOLIO OF INVESTMENTS May 31, 2011 PORTFOLIO (UNAUDITED) Security Name Interest Rate Maturity Date Principal Value Agency Securities (continued) FHLB # J07292 4.50 % 03/01/2023 $323,614 $343,361 FHLB # J07343 4.50 03/01/2023 187,696 199,149 FHLB # J09954 4.00 06/01/2024 143,814 150,321 FHLB # J10582 4.50 09/01/2024 228,001 241,843 FHLB # J11371 4.50 12/01/2024 430,893 457,052 FHLB # J12604 4.00 07/01/2025 1,697,342 1,772,025 FHLB # J13947 3.50 12/01/2025 9,368,011 9,569,326 FHLMC 5.13 11/17/2017 1,000,000 1,158,377 FHLMC 0.63 12/03/2012 500,000 500,011 FHLMC 0.63 05/23/2013 500,000 500,453 FHLMC 0.70 04/29/2013 200,000 200,163 FHLMC 0.75 10/26/2012 200,000 200,125 FHLMC 0.75 11/23/2012 500,000 500,383 FHLMC 0.75 12/17/2012 200,000 200,044 FHLMC 0.75 12/28/2012 3,000,000 3,016,830 FHLMC%% 0.75 06/07/2013 200,000 200,025 FHLMC%% 0.78 06/07/2013 500,000 500,291 FHLMC 0.88 02/15/2013 200,000 200,232 FHLMC 0.88 10/28/2013 1,500,000 1,504,502 FHLMC 0.95 03/07/2013 100,000 100,012 FHLMC 1.00 05/24/2013 400,000 401,805 FHLMC 1.00 12/09/2013 500,000 500,075 FHLMC%% 1.00 12/09/2013 200,000 200,143 FHLMC 1.00 01/27/2014 500,000 499,104 FHLMC 1.05 11/26/2013 250,000 250,338 FHLMC%% 1.05 12/09/2013 500,000 500,047 FHLMC 1.13 07/27/2012 1,500,000 1,513,539 FHLMC 1.13 08/22/2013 100,000 100,166 FHLMC 1.13 12/16/2013 200,000 200,057 FHLMC 1.20 09/24/2013 200,000 200,094 FHLMC 1.20 04/28/2014 200,000 200,089 FHLMC 1.25 07/25/2013 250,000 250,322 FHLMC 1.25 09/30/2013 200,000 200,131 FHLMC 1.25 05/23/2014 200,000 200,610 FHLMC%% 1.30 06/02/2014 100,000 100,192 FHLMC 1.35 03/28/2014 500,000 500,343 FHLMC 1.35 05/23/2014 250,000 250,870 FHLMC 1.38 01/09/2013 1,000,000 1,015,563 FHLMC 1.38 02/03/2014 1,000,000 1,001,569 FHLMC 1.38 02/25/2014 1,000,000 1,013,575 FHLMC%% 1.38 06/02/2014 100,000 100,186 FHLMC 1.50 02/11/2014 400,000 400,832 FHLMC 1.50 11/25/2014 1,000,000 1,003,613 FHLMC 1.63 04/15/2013 2,000,000 2,042,812 FHLMC 1.63 11/26/2014 100,000 100,268 Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document FHLMC 1.63 12/09/2014 200,000 200,525 FHLMC 1.75 06/15/2012 1,000,000 1,015,358 FHLMC 1.75 11/26/2014 250,000 250,713 FHLMC 1.75 09/10/2015 1,000,000 1,009,078 FHLMC 1.75 11/23/2015 500,000 498,775 FHLMC 1.88 06/20/2012 300,000 305,022 FHLMC 2.10 12/15/2015 200,000 200,171 FHLMC 2.13 09/21/2012 2,000,000 2,046,666 FHLMC 2.13 08/25/2015 250,000 251,072 FHLMC 2.25 12/21/2015 200,000 202,063 FHLMC 2.25 12/22/2015 200,000 200,254 FHLMC 2.25 12/23/2015 200,000 201,415 FHLMC 2.50 01/07/2014 800,000 834,823 FHLMC 2.50 04/23/2014 1,250,000 1,305,670 FHLMC 2.50 05/25/2016 250,000 251,883 FHLMC 2.88 02/09/2015 2,750,000 2,906,261 FHLMC 3.00 07/28/2014 1,000,000 1,059,855 FHLMC 3.63 10/18/2013 1,500,000 1,602,372 The Portfolio of Investments should be read in conjunction with the Financial Statements and Notes to Financial Statements which are included in the Funds audited Annual Report and Semi-Annual Report.