SECURITIES AND EXCHANGE COMMISSION FORM NPORT-P Filing Date: 2020-07-30 | Period of Report: 2020-05-31 SEC Accession No. 0001145549-20-043454 (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: NPORT-P | Act: 40 | File No.: 811-09689 | Film No.: 201061164 SAN FRANCISCO CA 94105 SAN FRANCISCO CA 94105 800-222-8222 Copyright © 2020 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Wells Fargo Bloomberg Barclays US Aggregate ex-Corporate Portfolio Portfolio of investments May 31, 2020 (unaudited) Interest rate Maturity date Principal Value Agency Securities : 37.37% FFCB 1.46 % 3-3-2023 $210,000 $211,381 FFCB 1.84 9-9-2022 10,000 10,027 FFCB 1.85 3-3-2022 70,000 70,188 FFCB 1.90 6-24-2021 70,000 71,165 FHLB 1.13 7-14-2021 120,000 121,263 FHLB 2.13 6-9-2023 70,000 73,787 FHLB 2.13 9-14-2029 80,000 86,891 FHLB 2.38 9-8-2023 30,000 31,992 FHLB 2.50 3-11-2022 350,000 364,015 FHLB 2.50 12-8-2023 20,000 21,522 FHLB 2.75 12-13-2024 10,000 11,034 FHLB 3.00 10-12-2021 70,000 72,687 FHLB 3.00 3-10-2028 10,000 11,501 FHLB 3.38 9-8-2023 30,000 32,970 FHLB 3.38 12-8-2023 280,000 309,225 FHLB 5.38 8-15-2024 690,000 830,557 FHLB 5.63 6-11-2021 10,000 10,557 FHLB 5.63 3-14-2036 10,000 15,462 FHLMC 2.38 1-13-2022 20,000 20,702 FHLMC 2.50 3-1-2032 3,143,675 3,296,980 FHLMC 2.50 2-1-2035 1,686,516 1,766,043 FHLMC 2.75 6-19-2023 220,000 236,743 FHLMC 3.00 2-1-2047 14,974,361 15,854,153 FHLMC 3.00 3-1-2048 155,891 164,090 FHLMC 3.50 2-1-2044 11,868,391 12,882,774 FHLMC 3.50 4-1-2045 486,696 529,492 FHLMC 3.50 8-1-2047 7,158,096 7,612,065 FHLMC 3.50 4-1-2050 3,639,126 3,839,892 FHLMC 6.00 7-1-2040 2,142,405 2,478,692 FHLMC 6.75 3-15-2031 630,000 992,442 FHLMC Series K015 Class A2 3.23 7-25-2021 56,917 58,203 FHLMC Series K028 Class A1 2.18 11-25-2022 89,250 90,418 FHLMC Series K029 Class A2 3.32 2-25-2023 545,000 579,600 FHLMC Series K030 Class A2 ±± 3.25 4-25-2023 305,000 325,190 FHLMC Series K032 Class A2 ±± 3.31 5-25-2023 50,000 53,615 FHLMC Series K034 Class A2 ±± 3.53 7-25-2023 60,000 64,904 FHLMC Series K035 Class A2 ±± 3.46 8-25-2023 55,000 59,420 FHLMC Series K048 Class A2 ±± 3.28 6-25-2025 215,000 239,083 FHLMC Series K062 Class A2 3.41 12-25-2026 750,000 854,863 FHLMC Series K063 Class A2 ±± 3.43 1-25-2027 45,000 51,297 FHLMC Series K070 Class A2 ±± 3.30 11-25-2027 425,000 484,959 FHLMC Series K152 Class A1 2.83 5-25-2030 316,338 341,814 FHLMC Series K152 Class A2 3.08 1-25-2031 125,000 140,684 FHLMC Series K153 Class A3 ±± 3.12 10-25-2031 70,000 79,267 FHLMC Series K155 Class A3 3.75 4-25-2033 40,000 49,019 FHLMC Series K717 Class A2 2.99 9-25-2021 659,025 673,936 FNMA 0.63 4-22-2025 650,000 653,417 FNMA 2.13 4-24-2026 180,000 195,681 FNMA 2.25 4-12-2022 880,000 913,621 FNMA 2.50 12-1-2027 626,705 657,534 FNMA 2.50 9-1-2031 2,164,186 2,271,077 FNMA %% 2.50 6-11-2050 4,900,000 5,082,984 FNMA 3.00 12-1-2026 2,626,787 2,773,824 FNMA 3.00 12-1-2030 454,396 482,977 Copyright © 2020 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document FNMA 3.00 7-1-2032 3,257,794 3,436,891 FNMA 3.00 1-1-2034 527,924 556,705 FNMA 3.00 8-1-2036 179,479 189,811 FNMA 3.00 2-1-2037 3,781,845 3,999,831 FNMA 3.00 8-1-2043 2,494,661 2,667,709 FNMA 3.00 11-1-2046 2,563,807 2,742,051 FNMA 3.00 12-1-2047 1,922,641 2,026,808 FNMA 3.00 12-1-2049 5,877,295 6,184,685 FNMA 3.00 2-1-2050 550,528 579,321 1 Copyright © 2020 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Portfolio of investments May 31, 2020 (unaudited) Wells Fargo Bloomberg Barclays US Aggregate ex-Corporate Portfolio Interest rate Maturity date Principal Value Agency Securities (continued) FNMA %% 3.00 % 6-11-2050 $7,260,000 $7,636,613 FNMA 3.50 4-1-2034 3,728,755 3,935,924 FNMA 3.50 1-1-2035 169,266 181,519 FNMA 3.50 3-1-2036 2,107,834 2,254,247 FNMA 3.50 4-1-2037 1,035,073 1,102,844 FNMA 3.50 6-1-2042 486,771 528,050 FNMA 3.50 7-1-2042 934,360 1,011,711 FNMA 3.50 9-1-2043 1,891,956 2,051,288 FNMA 3.50 3-1-2048 872,588 925,528 FNMA 3.50 5-1-2050 2,689,693 2,850,142 FNMA 3.50 6-1-2050 1,045,000 1,107,944 FNMA 4.00 6-1-2042 825,657 908,233 FNMA 4.00 6-1-2042 9,043,186 9,957,346 FNMA 4.00 8-1-2043 5,680,935 6,233,196 FNMA 4.00 12-1-2047 3,845,081 4,141,844 FNMA 4.00 2-1-2048 2,223,853 2,520,022 FNMA 4.00 6-1-2048 1,190,096 1,264,963 FNMA 4.00 8-1-2048 776,357 825,197 FNMA 4.00 2-1-2050 1,997,432 2,126,691 FNMA 4.50 5-1-2040 369,790 411,514 FNMA 4.50 9-1-2040 8,767,815 9,759,602 FNMA 4.50 2-1-2047 2,767,813 3,023,871 FNMA 4.50 4-1-2048 1,026,878 1,114,232 FNMA 4.50 8-1-2048 80,327 86,939 FNMA 5.00 1-1-2042 308,350 353,577 FNMA 5.00 6-1-2045 1,186,932 1,360,983 FNMA 5.00 7-1-2045 2,021,118 2,317,586 FNMA 5.50 9-1-2040 2,244,918 2,587,829 FNMA 6.00 5-1-2041 120,410 139,235 FNMA 6.21 8-6-2038 60,000 96,020 FNMA 6.25 5-15-2029 100,000 145,058 FNMA 7.13 1-15-2030 250,000 390,009 FNMA 7.25 5-15-2030 80,000 126,869 FNMA Series 2012-M14 Class AI ±± 2.89 9-25-2027 165,328 178,924 FNMA Series 2016-M5 Class A2 2.47 4-25-2026 220,000 234,632 FNMA Series 2016-M7 Class A2 2.50 9-25-2026 175,000 183,513 FNMA Series 2017-M1 Class A2 ±± 2.42 10-25-2026 275,000 295,151 FNMA Series 2017-M11 Class A2 2.98 8-25-2029 1,370,000 1,516,747 FNMA Series 2017-M5 Class A2 ±± 3.17 4-25-2029 70,000 79,580 FNMA Series 2018-M13 Class A2 ±± 3.70 9-25-2030 90,000 106,947 FNMA Series 2019-M7 Class A2 3.14 4-25-2029 225,000 247,597 GNMA 3.00 4-20-2045 6,475,762 6,910,485 GNMA 3.00 11-20-2045 490,389 521,878 GNMA 3.00 3-20-2046 1,114,578 1,185,047 GNMA 3.00 12-20-2049 2,658,567 2,817,756 GNMA 3.50 2-20-2045 12,373,943 13,304,333 GNMA 3.50 6-20-2045 1,993,853 2,144,341 GNMA 3.50 11-20-2045 2,327,174 2,502,644 GNMA 3.50 7-20-2047 627,519 668,302 GNMA 3.50 5-20-2048 180,377 191,558 GNMA 4.00 7-20-2044 2,247,544 2,461,324 GNMA 4.00 8-20-2044 1,108,222 1,213,403 GNMA 4.00 9-20-2044 2,254,177 2,467,467 GNMA 4.00 12-20-2047 3,877,071 4,168,502 TVA 1.88 8-15-2022 218,000 225,715 Copyright © 2020 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document TVA 2.88 2-1-2027 35,000 39,397 TVA 4.63 9-15-2060 135,000 213,704 TVA 5.38 4-1-2056 10,000 17,411 TVA 5.50 6-15-2038 140,000 213,992 TVA 6.75 11-1-2025 120,000 159,736 Total Agency Securities (Cost $201,635,478) 209,338,203 Asset-Backed Securities : 0.72% Bank of America Credit Card Trust Series 2018-A1 Class A1 2.70 7-17-2023 40,000 40,591 2 Copyright © 2020 www.secdatabase.com.