Masonry is generally considered a 'wet' location, and you should use UF instead.
Are you sure about that, reno:
340.12 Uses Not Permitted.
(8) Embedded in poured cement, concrete, or aggregate, except where embedded in plaster as nonheating leads where permitted in 424.43 (2002 NEC)
Over the summer, I had an AHJ referral on a DIYer that had installed UF in a brick and mortar knee wall/post set-up. The AHJ and I were both in agreement that the UF was NFG in this application. The AHJ *suggested* that (if I got the job) I have the HO sign a waiver on the UF install that he had done (typical HO/DIYer w/o permits) - and the AHJ would sign-off on my work at this location.
It confused me that, while the UF was in violation, the AHJ was willing to accept it as the whole brick "fence" would need to be torn down at the HO's expense. I can only assume the AHJ would allow it would have been quite expensive to re-do. This was a typical HO/DIYer no permit job.