-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, UVCyFihYTeLyqes5aLIfNC9/auR+CD+jZTNasRxhlYsFqcFL9m17nt0UxW4ndU63 93pUGNBdo0x3fHV3SrVtCw== 0001104659-09-027125.txt : 20090429 0001104659-09-027125.hdr.sgml : 20090429 20090429170608 ACCESSION NUMBER: 0001104659-09-027125 CONFORMED SUBMISSION TYPE: N-CSRS PUBLIC DOCUMENT COUNT: 12 CONFORMED PERIOD OF REPORT: 20090228 FILED AS OF DATE: 20090429 DATE AS OF CHANGE: 20090429 EFFECTIVENESS DATE: 20090429 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AMERICAN SELECT PORTFOLIO INC CENTRAL INDEX KEY: 0000908785 IRS NUMBER: 411755339 STATE OF INCORPORATION: MN FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: N-CSRS SEC ACT: 1940 Act SEC FILE NUMBER: 811-07838 FILM NUMBER: 09779992 BUSINESS ADDRESS: STREET 1: 800 NICOLLET AVE STREET 2: BC-MN-H05O CITY: MINNEAPOLIS STATE: MN ZIP: 55402-3804 BUSINESS PHONE: 6123033381 MAIL ADDRESS: STREET 1: 800 NICOLLET AVE STREET 2: BC-MN-H05O CITY: MINNEAPOLIS STATE: MN ZIP: 55402 N-CSRS 1 a09-7636_13ncsrs.htm N-CSRS

 

 

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

 

FORM N-CSR

 

CERTIFIED SHAREHOLDER REPORT OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

 

Investment Company Act file number    811-07838

 

American Select Portfolio Inc.

(Exact name of registrant as specified in charter)

 

800 Nicollet Mall, Minneapolis, MN

 

55402

(Address of principal executive offices)

 

(Zip code)

 

Charles D. Gariboldi, Jr.,  800 Nicollet Mall, Minneapolis, MN 55402

(Name and address of agent for service)

 

Registrant’s telephone number, including area code:   800-677-3863

 

Date of fiscal year end:   August 31

 

Date of reporting period:  February 28, 2009

 

Form N-CSR is to be used by management investment companies to file reports with the Commission not later than 10 days after the transmission to stockholders of any report that is required to be transmitted to stockholders under Rule 30e-1 under the Investment Company Act of 1940 (17 CFR 270.30e-1).  The Commission may use the information provided on Form N-CSR in its regulatory, disclosure review, inspection, and policymaking roles.

 

A registrant is required to disclose the information specified by Form N-CSR, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-CSR unless the Form displays a currently valid Office of Management and Budget (“OMB”) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to Secretary, Securities and Exchange Commission, 450 Fifth Street, NW, Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. Section 3507.

 

 

 



 

Item 1. Report to Shareholders

 



Semiannual Report

February 28, 2009

ASP

American Strategic
Income Portfolio Inc.

BSP

American Strategic
Income Portfolio Inc. II

CSP

American Strategic
Income Portfolio Inc. III

SLA

American Select
Portfolio Inc.



First American Mortgage Funds

Our Image – George Washington

His rich legacy as patriot and leader is widely recognized as embodying the sound judgment, reliability, and strategic vision that are central to our brand. Fashioned in a style reminiscent of an 18th century engraving, the illustration conveys the symbolic strength and vitality of Washington, which are attributes that we value at First American.

Table of Contents

  1     Explanation of Financial Statements  
  2     Fund Overviews  
  6     Schedule of Investments  
  24     Statements of Assets and Liabilities  
  25     Statements of Operations  
  26     Statements of Changes in Net Assets  
  28     Statements of Cash Flows  
  29     Financial Highlights  
  33     Notes to Financial Statements  
  42     Notice to Shareholders  

 

NOT FDIC INSURED NO BANK GUARANTEE MAY LOSE VALUE




Explanation of FINANCIAL STATEMENTS

As a shareholder in one or more of the funds, you receive shareholder reports semiannually. We strive to present this financial information in an easy-to-understand format; however, for many investors, the information contained in this shareholder report may seem very technical. So, we would like to take this opportunity to explain several sections of the shareholder report.

The Schedule of Investments details all of the securities held in the fund and their related dollar values on the last day of the reporting period. Securities are usually presented by type (bonds, common stock, etc.) and by industry classification (healthcare, education, etc.). This information is useful for analyzing how your fund's assets are invested and seeing where your portfolio manager believes the best opportunities exist to meet your objectives. Holdings are subject to change without notice and do not constitute a recommendation of any individual security. The Notes to Financial Statements provide additional details on how the securities are valued.

The Statement of Assets and Liabilities lists the assets and liabilities of the fund on the last day of the reporting period and presents the fund's net asset value ("NAV") and market price per share. The NAV is calculated by dividing the fund's net assets (assets minus liabilities) by the number of shares outstanding. The market price is the closing price on the exchange on which the fund's shares trade. This price, which may be higher or lower than the fund's NAV, is the price an investor pays or receives when shares of the fund are purchased or sold. The investments, as presented in the Schedule of Investments, comprise substantially all of the fund's assets. Other assets include cash and receivables for items such as income earned by the fund but not yet received. Liabilities include payables for items such as fund expenses incurred but not yet pa id.

The Statement of Operations details the dividends and interest income earned from investments as well as the expenses incurred by the fund during the reporting period. Fund expenses may be reduced through fee waivers or reimbursements. This statement reflects total expenses before any waivers or reimbursements, the amount of waivers and reimbursements (if any), and the net expenses. This statement also shows the net realized and unrealized gains and losses from investments owned during the period. The Notes to Financial Statements provide additional details on investment income and expenses of the fund.

The Statement of Changes in Net Assets describes how the fund's net assets were affected by its operating results and distributions to shareholders during the reporting period. This statement is important to investors because it shows exactly what caused the fund's net asset size to change during the period.

The Statement of Cash Flows is required when a fund has a substantial amount of illiquid investments, a substantial amount of the fund's securities are internally valued, or the fund carries some amount of debt. When presented, this statement explains the change in cash during the reporting period. It reconciles net cash provided by and used for operating activities to the net increase or decrease in net assets from operations and classifies cash receipts and payments as resulting from operating, investing, and financing activities.

The Financial Highlights provide a per-share breakdown of the components that affected the fund's NAV for the current and past reporting periods. It also shows total return, expense ratios, net investment income ratios, and portfolio turnover rates. The net investment income ratios summarize the income earned less expenses, divided by the average net assets. The expense ratios represent the percentage of average net assets that were used to cover operating expenses during the period. The portfolio turnover rate represents the percentage of the fund's holdings that have changed over the course of the period, and gives an idea of how long the fund holds onto a particular security. A 100% turnover rate imp lies that an amount equal to the value of the entire portfolio is turned over in a year through the purchase or sale of securities.

The Notes to Financial Statements disclose the organizational background of the fund, its significant accounting policies, federal tax information, fees and compensation paid to affiliates, and significant risks and contingencies.

We hope this guide to your shareholder report will help you get the most out of this important resource.

First American Mortgage Funds 2009 Semiannual Report
1



Fund OVERVIEWS

American Strategic Income Portfolio (ASP)
Portfolio Allocation

As a percentage of total investments on February 28, 2009

Commercial Loans     44 %  
Multifamily Loans     14    
Preferred Stocks     14    
Commercial Mortgage-Backed Securities     10    
U.S. Government Agency Mortgage-Backed Securities     8    
Corporate Note     6    
Short-Term Investment     3    
Single Family Loans     1    
      100 %  

 

Geographical Distribution

We attempt to buy mortgage loans in many parts of the country to help avoid the risks of concentrating in one area. These percentages reflect the value of whole loans as of February 28, 2009. Shaded areas without values indicate states in which the fund has invested less than 0.50% of its investments.

Delinquent Loan Profile

The table below shows the percentages of whole loans in the portfolio that are 30, 60, 90, or 120 or more days delinquent as of February 28, 2009, based on the value outstanding.

Whole loans

Current     95.8 %  
30 Days     4.2    
60 Days     0.0    
90 Days     0.0    
120+ Days     0.0    
      100.0 %  

 

First American Mortgage Funds 2009 Semiannual Report
2



American Strategic Income Portfolio II (BSP)
Portfolio Allocation

As a percentage of total investments on February 28, 2009

Commercial Loans     44 %  
Multifamily Loans     32    
Corporate Notes     10    
Preferred Stocks     9    
Short-Term Investment     3    
U.S. Government Agency Mortgage-Backed Securities     2    
      100 %  

 

Geographical Distribution

We attempt to buy mortgage loans in many parts of the country to help avoid the risks of concentrating in one area. These percentages reflect the value of whole loans as of February 28, 2009. Shaded areas without values indicate states in which the fund has invested less than 0.50% of its investments.

Delinquent Loan Profile

The table below shows the percentages of whole loans in the portfolio that are 30, 60, 90, or 120 or more days delinquent as of February 28, 2009, based on the value outstanding.

Whole loans

Current     88.2 %  
30 Days     5.2    
60 Days     0.0    
90 Days     0.0    
120+ Days     6.6    
      100.0 %  

 

First American Mortgage Funds 2009 Semiannual Report
3



Fund OVERVIEWS

American Strategic Income Portfolio III (CSP)
Portfolio Allocation

As a percentage of total investments on February 28, 2009

Commercial Loans     46 %  
Multifamily Loans     32    
Preferred Stocks     10    
Corporate Notes     9    
U.S. Government Agency Mortgage-Backed Securities     2    
Short-Term Investment     1    
      100 %  

 

Geographical Distribution

We attempt to buy mortgage loans in many parts of the country to help avoid the risks of concentrating in one area. These percentages reflect the value of whole loans as of February 28, 2009. Shaded areas without values indicate states in which the fund has invested less than 0.50% of its investments.

Delinquent Loan Profile

The table below shows the percentages of whole loans in the portfolio that are 30, 60, 90, or 120 or more days delinquent as of February 28, 2009, based on the value outstanding.

Whole loans

Current     89.8 %  
30 Days     7.6    
60 Days     0.0    
90 Days     0.0    
120+ Days     2.6    
      100.0 %  

 

First American Mortgage Funds 2009 Semiannual Report
4



American Select Portfolio (SLA)
Portfolio Allocation

As a percentage of total investments on February 28, 2009

Commercial Loans     55 %  
Multifamily Loans     22    
Corporate Notes     11    
Preferred Stocks     8    
U.S. Government Agency Mortgage-Backed Securities     2    
Commercial Mortgage-Backed Securities     1    
Short-Term Investment     1    
      100 %  

 

Geographical Distribution

We attempt to buy mortgage loans in many parts of the country to help avoid the risks of concentrating in one area. These percentages reflect the value of whole loans as of February 28, 2009. Shaded areas without values indicate states in which the fund has invested less than 0.50% of its investments.

Delinquent Loan Profile

The table below shows the percentages of whole loans in the portfolio that are 30, 60, 90, or 120 or more days delinquent as of February 28, 2009, based on the value outstanding.

Whole loans  
Current     100.0 %  
30 Days     0.0    
60 Days     0.0    
90 Days     0.0    
120+ Days     0.0    
      100.0 %  

 

First American Mortgage Funds 2009 Semiannual Report
5




Schedule of INVESTMENTS February 28, 2009 (unaudited)

American Strategic Income Portfolio (ASP)

DESCRIPTION   DATE
ACQUIRED
  PAR   COST   VALUE (I)  
(Percentages of each investment category relate to total net assets)  
U.S. Government Agency Mortgage-Backed Securities — 10.1%  
Fixed Rate — 10.1%  
Federal Home Loan Mortgage Corporation,  
5.50%, 1/1/18, #E93231 (A)       $ 477,301     $ 487,905     $ 497,934    
9.00%, 7/1/30, #C40149         74,697       76,392       79,216    
Federal National Mortgage Association,  
6.00%, 10/1/16, #610761 (A)         234,621       237,717       246,010    
5.00%, 7/1/18, #724954 (A)         1,085,907       1,084,816       1,123,009    
6.50%, 6/1/29, #252497 (A)         143,250       142,428       151,250    
7.50%, 3/1/30, #495694         80,919       79,797       85,436    
7.50%, 5/1/30, #535289 (A)         29,121       28,286       31,133    
8.00%, 5/1/30, #538266 (A)         11,403       11,280       12,175    
6.00%, 5/1/31, #535909 (A)         270,848       272,163       281,694    
6.50%, 11/1/31, #613339 (A)         133,650       136,189       140,947    
5.50%, 7/1/33, #720735 (A)         1,812,280       1,793,522       1,863,898    
Total U.S. Government Agency Mortgage-Backed Securities     4,350,495       4,512,702    
Commercial Mortgage-Backed Securities r — 12.2%  
Other — 12.2%  
Bear Stearns Commercial Mortgage Securities,
Series 2006-PW12, Class A4, 5.72%, 9/11/38
        1,200,000       972,146       861,051    
Series 2007-T28, Class A4, 5.74%, 9/11/42         1,200,000       931,223       794,047    
Citigroup/Deutsche Bank Commercial Mortgage Trust
Series 2005-CD1, Class A4, 5.23%, 7/15/44
        2,357,000       1,495,729       1,799,228    
LB-UBS Commercial Mortgage Trust, Series 2008-C1, Class A2, 6.15%, 4/15/41         1,875,000       1,371,598       1,191,015    
Morgan Stanley Capital I, Series 2007-T27, Class A4, 5.65%, 6/13/42         1,160,000       928,764       783,531    
Total Commercial Mortgage-Backed Securities     5,699,460       5,428,872    
Corporate Note °° ¶ — 7.9%  
Fixed Rate — 7.9%  
Stratus Properties V, 6.92%, 12/31/116/1/073,500,000     3,500,000       3,534,650    
Whole Loans °° (P) — 75.8%  
Commercial Loans — 56.6%  
Advance Self Storage, Lincoln, NE, 6.13%, 1/1/11 (B)   12/30/05     1,422,239       1,422,239       1,384,818    
Buca Restaurant, Maple Grove, MN, 8.63%, 1/1/11   12/27/00     831,294       831,294       839,607    
Copper Junction, Copper Mountain, CO, 6.38%, 7/1/17 (B)   6/14/07     1,918,856       1,918,856       1,628,391    
Hampden Medical Office, Englewood, CO, 7.38%, 10/1/12   9/9/02     1,546,048       1,546,048       1,303,354    
Integrity Plaza Shopping Center, Albuquerque, NM, 7.88%, 7/1/12 (B)   6/11/02     1,938,024       1,938,024       1,949,329    
La Costa Meadows Industrial Park I, San Marcos, CA, 6.78%, 7/1/17 ¶ (B)   6/28/07     1,250,000       1,250,000       1,116,301    
La Costa Meadows Industrial Park II, San Marcos, CA, 7.53%, 7/1/17 ¶ (B)   6/28/07     2,000,000       2,000,000       1,975,576    
Minikahda Mini Storage IV, Minneapolis, MN, 7.15%, 3/1/11 (B)   2/28/06     1,582,390       1,582,390       1,570,078    
Naples Boat Club, Naples, FL, 6.43%, 1/1/17 (B)   12/28/06     1,706,587       1,706,587       1,538,112    
Orchard Commons, Englewood, CO, 8.63%, 4/1/11   3/28/01     955,867       955,867       984,442    
Palace Court, Santa Fe, NM, 6.68%, 11/1/11 ¶ (B)   10/2/06     1,895,831       1,895,831       1,554,940    
Par 3 Office Building, Bend, OR, 6.63%, 8/1/13 ¶ (B)   8/3/06     1,900,000       1,900,000       1,811,677    
Perkins Restaurant, Maple Grove, MN, 6.38%, 1/1/11 (B)   12/23/05     1,369,375       1,369,375       1,302,631    
Rockwood Galleria, Gresham, OR, 7.25%, 2/1/11 (B)   1/6/03     1,502,682       1,502,682       1,507,117    
Stephens Center, Missoula, MT, 6.38%, 9/1/10 (B)   4/20/06     1,816,709       1,816,709       1,802,319    
The Storage Place, Marana, AZ, 6.65%, 1/1/13 ¶   12/20/07     3,200,000       3,200,000       3,001,067    
      26,835,902       25,269,759    

 

The accompanying notes are an integral part of the financial statements.

First American Mortgage Funds 2009 Semiannual Report
6



American Strategic Income Portfolio (ASP)

DESCRIPTION   DATE
ACQUIRED
  PAR/
SHARES
  COST   VALUE (I)  
Multifamily Loans — 18.0%  
Forest Club Apartments, Dallas, TX, 11.88%, 8/1/09 ¶   4/19/06   $ 1,720,000     $ 1,720,000     $ 1,595,830    
Franklin Woods Apartments, Franklin, NH, 5.88%, 3/1/10   2/24/95     743,683       743,683       737,521    
Hunt Club Apartments, Waco, TX, 5.64%, 7/1/11 (B)   6/3/04     1,164,575       1,164,575       1,131,849    
Park Hollywood, Portland, OR, 7.38%, 6/1/12 (B)   5/31/02     1,097,061       1,097,061       1,103,373    
Spring Creek Gardens, Plano, TX, 3.56%, 1/1/09 r ¶ (D) (U)   12/22/05     2,050,000       2,050,000       1,435,000    
Vanderbilt Condominiums, Austin, TX, 8.04%, 10/1/09   9/29/99     1,069,775       1,069,775       1,079,168    
Villa Bonita, Chez Royalle, Fitzhugh Apartments I, Dallas, TX, 7.25%, 3/1/09 r   2/21/03     821,018       821,018       821,018    
Villa Bonita, Chez Royalle, Fitzhugh Apartments II, Dallas, TX, 9.88%, 3/1/09   2/21/03     152,632       152,632       137,679    
      8,818,744       8,041,438    
Single Family Loans — 1.2%  
American Portfolio, 1 loan, California, 4.88%, 10/18/15   7/18/95     19,594       18,657       20,182    
Anivan, 1 loan, Maryland, 5.19%, 4/14/12   6/14/96     71,841       72,310       73,817    
Bank of New Mexico, 1 loan, New Mexico, 6.23%, 3/31/10   5/31/96     33,144       32,526       33,439    
Bluebonnet Savings & Loan, 6 loans, Texas, 6.66%, 8/31/10   5/22/92     114,810       105,084       115,558    
Cross Roads Savings & Loan II, 1 loan, Oklahoma, 8.34%, 1/1/21 (U)   1/7/92     21,519       20,237       16,649    
Fairbanks, 1 loan, Utah, 5.50%, 9/23/15   5/21/92     18,330       15,539       18,879    
Knutson Mortgage Portfolio I, 2 loans, Maine & Montana, 9.37%, 8/1/17   2/26/92     129,685       123,703       133,576    
McClemore, Matrix Funding Corporation, 1 loan, North Carolina, 10.50%, 9/30/12   9/9/92     41,846       39,744       43,100    
Nomura III, 2 loans, California & New York, 8.20%, 4/29/17   9/29/95     66,841       60,391       68,846    
Rand Mortgage Corporation, 1 loan, Texas, 9.50%, 8/1/17   2/21/92     31,482       25,809       32,427    
      514,000       556,473    
Total Whole Loans     36,168,646       33,867,670    
Preferred Stocks — 17.5%  
Real Estate Investment Trusts — 17.5%  
AMB Property, Series L         26,560       597,940       318,720    
AMB Property, Series M         5,600       139,850       72,800    
BRE Properties, Series C         30,150       599,080       496,872    
BRE Properties, Series D         2,400       47,688       36,720    
Developers Diversified Realty, Series G         20,000       447,000       108,000    
Developers Diversified Realty, Series H         12,060       247,230       60,421    
Developers Diversified Realty, Series I         1,950       40,657       9,769    
Duke Realty, Series J         2,100       52,246       16,800    
Duke Realty, Series L         8,750       167,300       70,175    
Duke Realty, Series M         26,120       532,400       229,856    
Duke Realty, Series O         20,300       479,080       232,232    
Equity Residential Properties, Series N         4,800       101,520       83,040    
Health Care Properties, Series E         5,400       141,419       86,400    
Health Care Properties, Series F         13,270       341,394       199,050    
HRPT Properties Trust, Series B         8,171       212,725       99,931    
Kimco Realty, Series F         19,400       500,619       220,190    
Kimco Realty, Series G         41,700       965,549       531,675    
National Retail Properties, Series C         25,000       527,500       381,250    
Post Properties, Series B         17,800       468,112       222,500    
ProLogis Trust, Series F         5,975       139,549       49,294    
ProLogis Trust, Series G         3,800       79,800       33,896    
PS Business Parks, Series H         22,060       389,700       352,960    
PS Business Parks, Series I         4,240       83,401       64,914    
PS Business Parks, Series K         25,000       578,750       437,500    
PS Business Parks, Series M         12,060       248,436       188,136    
PS Business Parks, Series P         3,750       71,887       54,375    
Public Storage, Series A         6,000       144,291       110,940    
Public Storage, Series C         5,000       100,000       82,950    

 

First American Mortgage Funds 2009 Semiannual Report
7



Schedule of INVESTMENTS February 28, 2009 (unaudited)

American Strategic Income Portfolio (ASP)

DESCRIPTION   SHARES   COST   VALUE (I)  
Public Storage, Series E     14,200     $ 263,000     $ 238,702    
Public Storage, Series F     9,300       231,105       150,288    
Public Storage, Series I     12,060       262,305       220,819    
Public Storage, Series K     8,000       174,000       147,360    
Public Storage, Series X     3,000       74,330       48,570    
Public Storage, Series Z     11,500       282,309       180,320    
Realty Income, Series D     20,500       546,185       369,000    
Realty Income, Series E     37,060       714,246       617,049    
Regency Centers, Series C     22,060       482,737       376,123    
Regency Centers, Series E     24,060       483,600       353,682    
UDR, Series G     12,060       258,084       190,910    
Vornado Realty Trust, Series E     4,800       121,338       67,056    
Total Preferred Stocks             12,338,362       7,811,245    
Total Unaffiliated Investments             62,056,963       55,155,139    
Short-Term Investment — 4.2%  
First American Prime Obligations Fund, Class Z x     1,892,383       1,892,383       1,892,383    
Total Investments p — 127.7%           $ 63,949,346     $ 57,047,522    
Other Assets and Liabilities, Net — (27.7)%                     (12,369,050 )  
Total Net Assets — 100.0%   $ 44,678,472    

 

(I)  Securities are valued in accordance with procedures described in note 2 in Notes to Financial Statements.

(A)  Securities pledged as collateral for outstanding reverse repurchase agreements. On February 28, 2009, securities valued at $4,348,050 were pledged as collateral for the following outstanding reverse repurchase agreements:

Amount   Acquisition
Date
  Rate*   Due   Accrued
Interest
  Name of Broker
and Description
of Collateral
 
$ 4,121,000       2/19/09       0.75 %     3/19/09     $ 859       (1 )  

 

    

*  Interest rate as of February 28, 2009. Rate is based on the London Interbank Offered Rate ("LIBOR") plus a spread and reset monthly.

Name of broker and description of collateral:

(1)  Goldman Sachs:
Federal Home Loan Mortgage Corporation, 5.50%, 1/1/18, $477,301 par
Federal National Mortgage Association, 6.00%, 10/1/16, $234,621 par
Federal National Mortgage Association, 5.00%, 7/1/18, $1,085,907 par
Federal National Mortgage Association, 6.50%, 6/1/29, $143,250 par
Federal National Mortgage Association, 7.50%, 5/1/30, $29,121 par
Federal National Mortgage Association, 8.00%, 5/1/30, $11,403 par
Federal National Mortgage Association, 6.00%, 5/1/31, $270,848 par
Federal National Mortgage Association, 6.50%, 11/1/31, $133,650 par
Federal National Mortgage Association, 5.50%, 7/1/33, $1,812,280 par

The fund has entered into a lending commitment with Goldman Sachs. The monthly agreement permits the fund to enter into reverse repurchase agreements using U.S. government agency mortgage-backed securities as collateral.

r  Variable Rate Security – The rate shown is the net coupon rate in effect as of February 28, 2009.

°°  Securities purchased as part of a private placement which have not been registered with the Securities and Exchange Commission under the Securities Act of 1933 and which are considered to be illiquid. These securities are fair valued in accordance with the board approved valuation procedures. On February 28, 2009, the total value of fair valued securities was $37,402,320 or 83.7% of total net assets. See note 2 in Notes to Financial Statements.

¶  Interest Only – Represents securities that entitle holders to receive only interest payments on the mortgage. Principal balance on the loan is due at maturity. The interest rate disclosed represents the net coupon rate in effect as of February 28, 2009.

The accompanying notes are an integral part of the financial statements.

First American Mortgage Funds 2009 Semiannual Report
8



American Strategic Income Portfolio (ASP)

(P)  Interest rates on commercial and multifamily loans are the net coupon rates in effect (after reducing the coupon rate by any mortgage servicing fees paid to mortgage servicers) on February 28, 2009. Interest rates and maturity dates disclosed on single family loans represent the weighted average coupon and weighted average maturity for the underlying mortgage loans as of February 28, 2009.

(B)  Securities pledged as collateral for outstanding borrowings under a loan agreement with Massachusetts Mutual Life Insurance Company ("MMLIC"). On February 28, 2009, securities valued at $21,376,511 were pledged as collateral for the following outstanding borrowings:

Amount   Rate*   Accrued
Interest
 
$ 8,600,000       5.00 %   $ 1,194    

 

    

*  Interest rate as of February 28, 2009. Rate is based on the LIBOR plus 2.625% subject to a "floor" interest rate of 5.00% and reset monthly.

Description of collateral:

  Advance Self Storage, Lincoln, NE, 6.13%, 1/1/11, $1,422,239 par
Copper Junction, Copper Mountain, CO, 6.38%, 7/1/17, $1,918,856 par
Hunt Club Apartments, Waco, TX, 5.64%, 7/1/11, $1,164,575 par
Integrity Plaza Shopping Center, Albuquerque, NM, 7.88%, 7/1/12, $1,938,024 par
La Costa Meadows Industrial Park I, San Marcos, CA, 6.78%, 7/1/17, $1,250,000 par
La Costa Meadows Industrial Park II, San Marcos, CA, 7.53%, 7/1/17, $2,000,000 par
Minikahda Mini Storage IV, Minneapolis, MN, 7.15%, 3/1/11, $1,582,390 par
Naples Boat Club, Naples, FL, 6.43%, 1/1/17, $1,706,587 par
Palace Court, Santa Fe, NM, 6.68%, 11/1/11, $1,895,831 par
Par 3 Office Building, Bend, OR, 6.63%, 8/1/13, $1,900,000 par
Park Hollywood, Portland, OR, 7.38%, 6/1/12, $1,097,061 par
Perkins Restaurant, Maple Grove, MN, 6.38%, 1/1/11, $1,369,375 par
Rockwood Galleria, Gresham, OR, 7.25%, 2/1/11, $1,502,682 par
Stephe ns Center, Missoula, MT, 6.38%, 9/1/10, $1,816,709 par

The fund has entered into a loan agreement with MMLIC under which MMLIC made a term loan to the fund of $8,600,000, which matures on July 31, 2011, and agreed to make revolving loans to the fund of up to $2,400,000. Loans made under the loan agreement are secured by whole loans in the fund's portfolio and bear interest at the one-month LIBOR plus 2.625% with a "floor" interest rate of 5.00%. In addition, the fund pays an annual fee of 1.28% on any unused portion of the fund's revolving loan commitment.

(D)  Loan has matured and the fund is anticipating payoff or refinancing. Unless disclosed otherwise, the loan continues to make monthly payments.

(U)  Loan is currently in default with regards to scheduled interest and/or principal payments.

x  Investment in affiliated security. This money market fund is advised by FAF Advisors, Inc., which also serves as advisor for the fund. See note 3 in Notes to Financial Statements.

p  On February 28, 2009, the cost of investments for federal income tax purposes was approximately $63,949,346. The aggregate gross unrealized appreciation and depreciation of investments, based on this cost, were as follows:

Gross unrealized appreciation   $ 614,753    
Gross unrealized depreciation     (7,516,577 )  
Net unrealized depreciation   $ (6,901,824 )  

 

First American Mortgage Funds 2009 Semiannual Report
9



Schedule of INVESTMENTS February 28, 2009 (unaudited)

American Strategic Income Portfolio II (BSP)

DESCRIPTION   DATE
ACQUIRED
  PAR   COST   VALUE (I)  
(Percentages of each investment category relate to total net assets)  
U.S. Government Agency Mortgage-Backed Securities (A) — 3.4%  
Fixed Rate — 3.4%  
Federal Home Loan Mortgage Corporation,  
5.50%, 1/1/18, #E93231       $ 2,545,604     $ 2,602,151     $ 2,655,649    
9.00%, 7/1/30, #C40149         124,495       127,320       132,027    
Federal National Mortgage Association,  
6.00%, 10/1/16, #607030         198,341       199,083       207,969    
5.50%, 6/1/17, #648508         216,780       217,547       225,880    
5.00%, 9/1/17, #254486         387,105       387,837       400,815    
5.00%, 11/1/17, #657356         792,424       795,427       820,489    
6.50%, 6/1/29, #252497         954,998       949,517       1,008,333    
7.50%, 5/1/30, #535289         104,838       101,830       112,078    
8.00%, 5/1/30, #538266         41,050       40,607       43,832    
8.00%, 6/1/30, #253347         127,805       126,423       136,468    
Total U.S. Government Agency Mortgage-Backed Securities     5,547,742       5,743,540    
Corporate Notes °° ¶ — 12.8%  
Fixed Rate — 12.8%  
Sarofim South and Bland, 6.90%, 1/1/11   12/21/07     8,511,612       8,511,612       8,630,775    
Stratus Properties II, 6.56%, 12/31/11   6/14/01     5,000,000       5,000,000       5,002,000    
Stratus Properties III, 6.56%, 12/31/11   12/12/06     8,000,000       8,000,000       8,003,200    
Total Corporate Notes     21,511,612       21,635,975    
Whole Loans °° (P) — 101.1%  
Commercial Loans — 58.5%  
5555 East Van Buren I, Phoenix, AZ, 5.68%, 7/1/11 (B)   6/23/04     6,291,299       6,291,299       6,154,019    
5555 East Van Buren II, Phoenix, AZ, 7.13%, 7/1/11 (B)   8/18/06     1,467,535       1,467,535       1,469,598    
American Mini-Storage, Memphis, TN, 6.80%, 12/1/10 ¶   11/5/07     3,060,000       3,060,000       3,024,087    
Bigelow Office Building, Las Vegas, NV, 6.38%, 4/1/17 (B)   3/31/97     1,123,508       1,123,508       999,394    
Cypress Point Office Park I, Tampa, FL, 5.30%, 6/1/09 (B)   5/19/04     4,405,377       4,405,377       4,363,630    
Cypress Point Office Park II, Tampa, FL, 5.30%, 6/1/09 (B)   5/19/04     4,280,079       4,280,079       4,239,519    
Hickman Road, Clive, IA, 6.78%, 1/1/13 ¶ (B)   12/3/07     5,500,000       5,500,000       5,381,915    
Oak Knoll Village Shopping Center, Austin, TX, 6.73%, 10/1/13 (B)   9/17/03     1,500,219       1,500,219       1,419,154    
Office City Plaza, Houston, TX, 6.43%, 6/1/12 (B)   5/25/07     5,504,940       5,504,940       5,400,407    
Oyster Point Office Park, Newport News, VA, 6.68%, 2/1/11 (B)   1/4/06     12,083,906       12,083,906       12,077,295    
PennMont Office Plaza, Albuquerque, NM, 6.63%, 4/1/11 (B)   3/30/06     1,438,855       1,438,855       1,433,549    
Perkins - Blaine, Blaine, MN, 6.63%, 1/1/17 (B)   12/13/06     1,822,999       1,822,999       1,545,257    
Raveneaux Country Club, Spring, TX, 7.93%, 1/1/10 ¶ (U)   12/19/05     8,800,000       8,800,000       8,800,000    
Redwood Dental Building, Taylorsville, UT, 7.40%, 7/1/12 (B)   6/28/02     2,443,604       2,443,604       2,462,876    
Robberson Auto Dealerships, Bend & Prineville, OR, 6.40%, 4/1/17 (B)   3/30/07     7,184,606       7,184,606       6,206,495    
Signal Butte, Mesa, AZ, 6.90%, 7/1/17 ¶ (B)   6/20/07     15,000,000       15,000,000       13,122,045    
Station Square, Pompano Beach, FL, 6.33%, 2/1/14 ¶ (B)   1/19/07     12,000,000       12,000,000       9,492,926    
Waste Connections Warehouse, Englewood, CO, 6.58%, 3/1/14 (B)   2/15/07     1,275,654       1,275,654       1,248,068    
Woodmen Corporate Center, Colorado Springs, CO, 8.43%, 11/1/08 ¶ (B) (D)   8/8/05     9,950,000       9,950,000       9,950,000    
      105,132,581       98,790,234    
Multifamily Loans — 42.5%  
Carolina Square Apartments, Tallahassee, FL, 6.63%, 8/1/12 ¶ (B)   7/20/07     7,875,000       7,875,000       7,656,132    
Chardonnay Apartments, Tulsa, OK, 6.40%, 7/1/13 (B)   6/5/03     3,875,873       3,875,873       3,686,317    
Lake Point Terrace Apartments, Madison, WI, 6.33%, 5/1/17 (B) (U)   4/13/07     4,970,969       4,970,969       3,479,678    
Meadows Point, College Station, TX, 7.93%, 2/1/13 ¶ (C)   1/24/08     5,400,000       5,400,000       4,618,636    
RP-Plaza Development, Oxnard, CA, 4.31%, 3/1/10 ¶ r   2/23/05     5,000,000       5,000,000       4,867,812    
Sapphire Skies, Cle Elum, WA, 4.59%, 1/1/09 ¶ (U) (D) r   12/23/05     8,805,908       8,805,908       7,773,240    
Summit Chase Apartments I, Coral Springs, FL, 6.68%, 1/1/09 ¶ (D)   7/7/05     12,670,000       12,670,000       8,869,000    
Summit Chase Apartments II, Coral Springs, FL, 9.90%, 1/1/09 ¶ (D) (C) (S)   7/7/05     3,234,000       3,234,000       2,263,800    

 

The accompanying notes are an integral part of the financial statements.

First American Mortgage Funds 2009 Semiannual Report
10



American Strategic Income Portfolio II (BSP)

DESCRIPTION   DATE
ACQUIRED
  PAR   COST   VALUE (I)  
Sussex Club Apartments I, Athens, GA, 6.33%, 5/1/10 ¶   4/17/07   $ 9,126,000     $ 9,126,000     $ 9,148,633    
Sussex Club Apartments II, Athens, GA, 6.88%, 5/1/10 ¶ (C) (S)   4/17/07     2,165,000       2,165,000       1,956,100    
Trinity Oaks Apartments I, Dallas, TX, 6.53%, 4/1/09 ¶   3/30/06     7,000,000       7,000,000       5,833,429    
Trinity Oaks Apartments II, Dallas, TX, 7.88%, 4/1/09 ¶ (C) (S)   3/30/06     1,690,000       1,690,000       1,183,000    
Vista Bonita Apartments, Denton, TX, 7.90%, 6/1/10   3/4/05     2,706,358       2,706,358       2,706,358    
Windy Meadows, Arlington, TX, 6.93%, 5/1/10 ¶ (B)   4/27/07     6,380,000       6,380,000       6,439,690    
Winterland Apartments I, Grand Forks, ND, 9.23%, 7/1/12   6/6/97     524,112       524,112       513,406    
Winterland Apartments II, Grand Forks, ND, 9.23%, 7/1/12 (C)   6/6/97     1,004,546       1,004,546       818,485    
      82,427,766       71,813,716    
Single Family Loans — 0.1%  
Merchants Bank, 2 loans, Vermont, 10.48%, 12/1/20   12/18/92     54,153       54,604       55,778    
PHH U.S. Mortgage, 2 loans, California & Delaware, 8.65%, 1/1/12   12/30/92     162,894       157,965       162,898    
      212,569       218,676    
Total Whole Loans     187,772,916       170,822,626    
Preferred Stocks — 12.1%  
Real Estate Investment Trusts — 12.1%  
AMB Property, Series L (A)         99,600       2,326,357       1,195,200    
AMB Property, Series M         14,360       367,561       186,680    
AMB Property, Series O (A)         13,459       336,475       226,784    
BRE Properties, Series C         94,000       1,867,780       1,549,120    
BRE Properties, Series D         7,450       148,032       113,985    
Developers Diversified Realty, Series H         37,600       770,800       188,376    
Developers Diversified Realty, Series I         6,050       126,143       30,311    
Duke Realty, Series J (A)         38,244       974,588       305,952    
Duke Realty, Series L         27,260       521,211       218,625    
Duke Realty, Series M (A)         83,200       1,704,000       732,160    
Duke Realty, Series O         63,150       1,490,340       722,436    
Equity Residential Properties, Series N         55,000       1,067,250       951,500    
Health Care Properties, Series E         5,100       131,070       81,600    
Health Care Properties, Series F (A)         40,485       1,020,755       607,275    
Kimco Realty, Series F (A)         78,000       1,823,500       885,300    
Kimco Realty, Series G         20,800       467,376       265,200    
ProLogis Trust, Series F (A)         26,120       630,278       215,490    
ProLogis Trust, Series G         11,700       245,700       104,364    
PS Business Parks, Series H         37,600       752,000       601,600    
PS Business Parks, Series I         13,200       259,644       202,092    
PS Business Parks, Series M         37,600       774,560       586,560    
PS Business Parks, Series P         11,650       223,330       168,925    
Public Storage, Series A (A)         40,000       977,346       739,600    
Public Storage, Series B         22,200       543,900       409,146    
Public Storage, Series E (A)         28,200       641,550       474,042    
Public Storage, Series I         37,600       817,800       688,456    
Public Storage, Series K         24,850       540,487       457,737    
Public Storage, Series X (A)         20,000       502,366       323,800    
Public Storage, Series Z         20,000       497,779       313,600    
Realty Income, Series D         90,000       2,281,500       1,620,000    
Realty Income, Series E         37,600       812,160       626,040    
Regency Centers, Series C         37,600       812,912       641,080    
Regency Centers, Series E         84,200       1,912,340       1,237,740    
UDR, Series G         37,600       804,640       595,208    
Weingarten Realty Investors, Series F (A)         182,500       4,489,375       2,135,250    
Total Preferred Stocks     33,662,905       20,401,234    
Total Unaffiliated Investments     248,495,175       218,603,375    

 

First American Mortgage Funds 2009 Semiannual Report
11



Schedule of INVESTMENTS February 28, 2009 (unaudited)

American Strategic Income Portfolio II (BSP)

DESCRIPTION   SHARES   COST   VALUE (I)  
Short-Term Investment — 3.5%  
First American Prime Obligations Fund, Class Z x     5,937,123     $ 5,937,123     $ 5,937,123    
Total Investments p — 132.9%       $ 254,432,298     $ 224,540,498    
Other Assets and Liabilities, Net — (32.9)%             (55,562,712 )  
Total Net Assets — 100.0%   $ 168,977,786    

 

(I)  Securities are valued in accordance with procedures described in note 2 in Notes to Financial Statements.

(A)  Securities pledged as collateral for outstanding reverse repurchase agreements. On February 28, 2009, securities valued at $10,801,673 were pledged as collateral for the following outstanding reverse repurchase agreements:

Amount   Acquisition
Date
  Rate*   Due   Accrued
Interest
  Name of Broker
and Description
of Collateral
 
$ 5,032,000     2/19/09     0.75 %   3/19/09   $ 1,048       (1 )  
  2,097,000     2/9/09     2.20 %   3/11/09     2,560       (2 )  
$ 7,129,000                 $ 3,608      

 

    

*  Interest rate as of February 28, 2009. Rate is based on the London Interbank Offered Rate ("LIBOR") plus a spread and reset monthly.

Name of broker and description of collateral:

(1)  Goldman Sachs:
Federal Home Loan Mortgage Corporation, 5.50%, 1/1/18, $2,545,604 par
Federal Home Loan Mortgage Corporation, 9.00%, 7/1/30, $124,495 par
Federal National Mortgage Association, 6.00%, 10/1/16, $198,341 par
Federal National Mortgage Association, 5.50%, 6/1/17, $216,780 par
Federal National Mortgage Association, 5.00%, 9/1/17, $387,105 par
Federal National Mortgage Association, 5.00%, 11/1/17, $792,424 par
Federal National Mortgage Association, 6.50%, 6/1/29, $954,998 par
Federal National Mortgage Association, 7.50%, 5/1/30, $104,838 par
Federal National Mortgage Association, 8.00%, 5/1/30, $41,050 par
Federal National Mortgage Association, 8.00%, 6/1/30, $127,805 par

(2)  Dresdner Bank:
AMB Property, Series L, 37,600 shares
AMB Property, Series O, 13,459 shares
Duke Realty, Series J, 38,244 shares
Duke Realty, Series M, 8,000 shares
Health Care Properties, Series F, 40,485 shares
Kimco Realty, Series F, 20,000 shares
ProLogis Trust, Series F, 18,220 shares
Public Storage, Series A, 40,000 shares
Public Storage, Series E, 15,000 shares
Public Storage, Series X, 20,000 shares
Weingarten Realty Investors, Series F, 22,500 shares

The fund has entered into lending commitments with Goldman Sachs and Dresdner Bank. The monthly agreements permit the fund to enter into reverse repurchase agreements using U. S. government agency mortgage-backed securities and/or preferred stocks as collateral.

°°  Securities purchased as part of a private placement which have not been registered with the Securities and Exchange Commission under the Securities Act of 1933 and which are considered to be illiquid. These securities are fair valued in accordance with the board approved valuation procedures. On February 28, 2009, the total value of fair valued securities was $192,458,601 or 113.9% of total net assets. See note 2 in Notes to Financial Statements.

¶  Interest Only – Represents securities that entitle holders to receive only interest payments on the mortgage. Principal balance on the loan is due at maturity. The interest rate disclosed represents the net coupon rate in effect as of February 28, 2009.

(P)  Interest rates on commercial and multifamily loans are the net coupon rates in effect (after reducing the coupon rate by any mortgage servicing fees paid to mortgage servicers) on February 28, 2009. Interest rates and maturity dates disclosed on single family loans represent the weighted average coupon and weighted average maturity for the underlying mortgage loans as of February 28, 2009. For participating loans the rates are based on the annual cash flow payments at the time of purchase.

The accompanying notes are an integral part of the financial statements.

First American Mortgage Funds 2009 Semiannual Report
12



American Strategic Income Portfolio II (BSP)

(B)  Securities pledged as collateral for outstanding borrowings under a loan agreement with Massachusetts Mutual Life Insurance Company ("MMLIC"). On February 28, 2009, securities valued at $108,227,964 were pledged as collateral for the following outstanding borrowings:

Amount   Rate*   Accrued
Interest
 
$ 50,000,000       5.00 %   $ 6,944    

 

    

*  Interest rate as of February 28, 2009. Rate is based on the LIBOR plus 2.625% subject to a "floor" interest rate of 5.00% and reset monthly.

Description of collateral:

  5555 East Van Buren I, Phoenix, AZ, 5.68%, 7/1/11, $6,291,299 par
5555 East Van Buren II, Phoenix, AZ, 7.13%, 7/1/11, $1,467,535 par
Bigelow Office Building, Las Vegas, NV, 6.38%, 4/1/17, $1,123,508 par
Carolina Square Apartments, Tallahassee, FL, 6.63%, 8/1/12, $7,875,000 par
Chardonnay Apartments, Tulsa, OK, 6.40%, 7/1/13, $3,875,873 par
Cypress Point Office Park I, Tampa, FL, 5.30%, 6/1/09, $4,405,377 par
Cypress Point Office Park II, Tampa, FL, 5.30%, 6/1/09, $4,280,079 par
Hickman Road, Clive, IA, 6.78%, 1/1/13, $5,500,000 par
Lake Point Terrace Apartments, Madison, WI, 6.33%, 5/1/17, $4,970,969 par
Oak Knoll Village Shopping Center, Austin, TX, 6.73%, 10/1/13, $1,500,219 par
Office City Plaza, Houston, TX, 6.43%, 6/1/12, $5,504,940 par
Oyster Point Office Park, Newport News, VA, 6.68%, 2/1/11, $12,083,906 par
PennMont Office Plaza, Albuquerque, NM, 6.63%, 4/1/11, $1,438,855 p ar
Perkins – Blaine, Blaine, MN, 6.63%, 1/1/17, $1,822,999 par
Redwood Dental Building, Taylorsville, UT, 7.40%, 7/1/12, $2,443,604 par
Robberson Auto Dealerships, Bend & Prineville, OR, 6.40%, 4/1/17, $7,184,606 par
Signal Butte, Mesa, AZ, 6.90%, 7/1/17, $15,000,000 par
Station Square, Pompano Beach, FL, 6.33%, 2/1/14, $12,000,000 par
Waste Connections Warehouse, Englewood, CO, 6.58%, 3/1/14, $1,275,654 par
Windy Meadows, Arlington, TX, 6.93%, 5/1/10, $6,380,000 par
Woodmen Corporate Center, Colorado Springs, CO, 8.43%, 1/1/09, $9,950,000 par

The fund has entered into a loan agreement with MMLIC under which MMLIC made a term loan to the fund of $45,100,000 which matures on July 31, 2011, and agreed to make revolving loans to the fund of up to $12,900,000. Loans made under the loan agreement are secured by whole loans in the fund's portfolio and bear interest at the one-month LIBOR plus 2.625% with a "floor" interest rate of 5.00%. In addition, the fund pays an annual fee of 1.28% on any unused portion of the fund's revolving loan commitment.

(U)  Loan is currently in default with regards to scheduled interest and/or principal payments.

(D)  Loan has matured and the fund is anticipating payoff or refinancing. Unless disclosed otherwise, the loan continues to make monthly payments.

(C)  Participating Loan – A participating loan is one which contains provisions for the fund to participate in the income stream provided by the property, including net cash flows and capital proceeds. Monthly cash flow proceeds are only required to the extent excess cash flow is generated by the property as determined by the loan documents.

(S)  The participating loan is not currently making monthly cash flow payments.

r  Variable Rate Security – The rate shown is the net coupon rate in effect as of February 28, 2009.

x  Investment in affiliated security. This money market fund is advised by FAF Advisors, Inc., which also serves as advisor for the fund. See note 3 in Notes to Financial Statements.

p  On February 28, 2009, the cost of investments for federal income tax purposes was approximately $254,432,298. The aggregate gross unrealized appreciation and depreciation of investments, based on this cost, were as follows:

Gross unrealized appreciation   $ 429,947    
Gross unrealized depreciation     (30,321,747 )  
Net unrealized depreciation   $ (29,891,800 )  

 

First American Mortgage Funds 2009 Semiannual Report
13



Schedule of INVESTMENTS February 28, 2009 (unaudited)

American Strategic Income Portfolio III (CSP)

DESCRIPTION   DATE
ACQUIRED
  PAR   COST   VALUE (I)  
(Percentages of each investment category relate to total net assets)  
U.S. Government Agency Mortgage-Backed Securities (A) — 2.7%  
Fixed Rate — 2.7%  
Federal Home Loan Mortgage Corporation,  
5.50%, 1/1/18, #E93231       $ 2,545,604     $ 2,602,150     $ 2,655,649    
9.00%, 7/1/30, #C40149         174,293       178,247       184,838    
Federal National Mortgage Association,  
6.00%, 10/1/16, #607030         198,341       199,085       207,969    
5.50%, 2/1/17, #623874         345,418       344,841       360,134    
5.50%, 6/1/17, #648508         216,780       217,547       225,880    
5.00%, 9/1/17, #254486         387,104       387,838       400,814    
5.00%, 11/1/17, #657356         792,424       795,427       820,489    
6.50%, 6/1/29, #252497         668,499       664,662       705,833    
7.50%, 5/1/30, #535289         104,838       101,830       112,078    
8.00%, 5/1/30, #538266         41,050       40,607       43,833    
8.00%, 6/1/30, #253347         115,025       113,781       122,822    
Total U.S. Government Agency Mortgage-Backed Securities     5,646,015       5,840,339    
Corporate Notes °° ¶ — 11.5%  
Fixed Rate — 11.5%  
Sarofim Brookhaven, 6.90%, 1/1/11   12/21/07     10,040,375       10,040,375       10,180,940    
Stratus Properties IV, 6.56%, 12/31/11   12/1/06     7,000,000       7,000,000       7,002,800    
Stratus Properties VI, 6.92%, 12/31/11   6/1/07     8,000,000       8,000,000       8,079,200    
Total Corporate Notes     25,040,375       25,262,940    
Private Mortgage-Backed Security °° — 0.0%  
Fixed Rate — 0.0%  
First Gibraltar, Series 1992-MM, Class B, 6.06%, 10/25/217/30/9393,939     57,554          
Whole Loans °° (P) — 100.9%  
Commercial Loans — 59.7%  
150 North Pantano I, Tucson, AZ, 5.40%, 2/1/10 ¶ (B) r   1/4/05     3,525,000       3,525,000       3,301,500    
150 North Pantano II, Tucson, AZ, 14.88%, 2/1/10 ¶   1/4/05     440,000       440,000       308,000    
8324 East Hartford Drive I, Scottsdale, AZ, 5.15%, 5/1/09 (B)   4/8/04     3,711,214       3,711,214       3,711,214    
Academy Spectrum, Colorado Springs, CO, 7.73%, 5/1/09 (B) (U)   12/18/02     4,959,112       4,959,112       3,471,378    
Alliant University, Fresno, CA, 7.15%, 8/1/11 (B)   7/12/06     2,788,977       2,788,977       2,800,173    
Apple Blossom Convenience Center, Winchester, VA, 6.58%, 8/1/12 ¶   7/9/07     2,150,000       2,150,000       2,070,710    
Biltmore Lakes Corporate Center, Phoenix, AZ, 6.00%, 9/1/09 (B)   8/2/04     3,222,438       3,222,438       3,209,533    
Carrier 360 I, Grand Prairie, TX, 5.40%, 7/1/09 (B)   6/28/04     3,174,880       3,174,880       3,174,880    
Carrier 360 II, Grand Prairie, TX, 5.88%, 7/1/09   12/16/05     330,569       330,569       329,750    
Fairview Business Park, Salem, OR, 7.33%, 8/1/11 (B)   7/14/06     7,590,028       7,590,028       7,448,747    
First Colony Marketplace, Sugar Land, TX, 6.43%, 9/1/10 ¶ (B)   8/15/07     12,900,000       12,900,000       11,354,561    
France Avenue Business Park II, Brooklyn Center, MN, 7.40%, 10/1/12 (B)   9/12/02     4,310,390       4,310,390       4,287,465    
France Avenue Business Park II (second), Brooklyn Center, MN, 7.38%, 10/1/12 ¶   1/17/08     600,000       600,000       595,701    
Jilly's American Grill, Scottsdale, AZ, 4.31%, 9/1/09 ¶ (B) r   8/19/05     1,810,000       1,810,000       1,765,337    
La Cholla Plaza I, Tucson, AZ, 3.61%, 8/1/09 ¶ (B) r   7/26/06     11,135,604       11,135,604       10,806,951    
La Cholla Plaza II, Tucson, AZ, 14.88%, 8/1/09 ¶ ¹   7/26/06     1,389,396       1,389,396       1,198,386    
Memphis Medical Building, Memphis, TN, 6.40%, 9/1/12 ¶   8/22/07     4,250,000       4,250,000       4,096,733    
NCH Commercial Pool I, Tucson, AZ, 11.93%, 4/1/10 ¶   3/27/07     5,500,000       5,500,000       5,176,923    
NCH Commercial Pool II, Phoenix, AZ, 11.93%, 1/1/11 ¶ ¹   12/4/07     14,000,000       14,000,000       13,567,693    
Noah's Ark Self Storage, San Antonio, TX, 6.48%, 9/1/10 ¶ (B)   8/24/07     2,400,000       2,400,000       2,359,598    
North Austin Business Center, Austin, TX, 5.65%, 11/1/11 (B)   10/29/04     3,853,649       3,853,649       3,726,774    
Outlets at Casa Grande I, Casa Grande, AZ, 6.93%, 3/1/11 ¶ (B)   2/27/06     7,300,000       7,300,000       7,247,442    
Outlets at Casa Grande II, Casa Grande, AZ, 6.90%, 3/1/11 ¶ (B)   4/11/07     3,500,000       3,500,000       3,478,163    
Paradise Boulevard, Albuquerque, NM, 6.50%, 4/1/17 ¶ (B)   3/26/07     4,600,000       4,600,000       4,100,568    

 

The accompanying notes are an integral part of the financial statements.

First American Mortgage Funds 2009 Semiannual Report
14



American Strategic Income Portfolio III (CSP)

DESCRIPTION   DATE
ACQUIRED
  PAR/
SHARES
  COST   VALUE (I)  
RealtiCorp Fund III, Orlando/Crystal River, FL, 6.84%, 7/1/09 ¶ r   2/28/06   $ 4,222,755     $ 4,222,755     $ 4,222,755    
Shoppes at Jonathan's Landing, Jupiter, FL, 7.95%, 5/1/10 (B)   4/12/00     2,697,672       2,697,672       2,732,493    
Silver Star Storage, Austin, TX, 6.40%, 4/1/11 ¶   3/25/08     4,160,000       4,160,000       4,031,437    
Spa Atlantis, Pompano Beach, FL, 6.93%, 4/1/09 ¶ (U)   9/30/05     19,281,600       19,281,600       13,497,120    
Tatum Ranch Center, Phoenix, AZ, 6.53%, 9/1/11 (B)   8/25/04     3,485,319       3,485,319       3,388,171    
      143,288,603       131,460,156    
Multifamily Loans — 41.2%  
Avalon Hills I, Omaha, NE, 6.93%, 3/1/10 ¶ (B)   3/1/07     10,720,000       10,720,000       10,804,774    
Avalon Hills II, Omaha, NE, 9.88%, 3/1/10 ¶ (C) (S)   3/1/07     2,448,800       2,448,800       1,851,668    
Chateau Club Apartments I, Athens, GA, 6.68%, 12/1/10 ¶   12/20/07     6,623,000       6,623,000       6,578,153    
Chateau Club Apartments II, Athens, GA, 6.88%, 12/1/10 ¶ (C) (S)   12/20/07     1,439,024       1,439,024       1,080,408    
Citadel Apartments I, El Paso, TX, 6.53%, 4/1/10 ¶ (B)   3/30/07     10,300,000       10,300,000       10,300,000    
Citadel Apartments II, El Paso, TX, 9.88%, 4/1/10 ¶   3/30/07     500,000       500,000       465,986    
Country Villa Apartments, West Lafayette, IN, 6.90%, 9/1/13 (B)   8/29/03     2,449,864       2,449,864       2,229,083    
Courtyards at Mesquite I, Mesquite, TX, 6.53%, 11/1/09 (B)   10/14/05     7,444,215       7,444,215       7,476,654    
Courtyards at Mesquite II, Mesquite, TX, 7.90%, 11/1/09 ¶ (C) (S)   10/14/05     2,850,000       2,850,000       2,100,563    
El Dorado Apartments I, Tucson, AZ, 7.15%, 9/1/12 (B)   8/26/04     2,517,507       2,517,507       2,504,370    
El Dorado Apartments II, Tucson, AZ, 7.13%, 9/1/12   8/26/04     493,978       493,978       488,477    
Geneva Village Apartments I, West Jordan, UT, 7.00%, 1/1/14 (B)   12/24/03     1,204,812       1,204,812       1,182,630    
Geneva Village Apartments II, West Jordan, UT, 9.88%, 1/1/13   12/24/03     41,523       41,523       39,640    
Good Haven Apartments I, Dallas, TX, 5.43%, 9/1/07 ¶ r (U) (D)   8/24/04     6,737,000       6,737,000       4,715,900    
Good Haven Apartments II, Dallas, TX, 14.88%, 9/1/07 ¶ (U) (D)   8/24/04     842,000       842,000       589,400    
Good Haven Apartments III, Dallas, TX, 14.88%, 5/1/09 ¶ (U)   7/3/08     694,096       694,096       485,867    
Meadowview Village Apartments I, West Jordan, UT, 7.00%, 1/1/14   12/24/03     874,460       874,460       858,361    
Meadowview Village Apartments II, West Jordan, UT, 9.88%, 1/1/13   12/24/03     41,523       41,523       39,640    
Meridian Pointe Apartments, Kalispell, MT, 8.73%, 4/1/12 (B)   3/7/97     1,031,387       1,031,387       1,066,926    
Montevista Apartments, Fort Worth, TX, 7.43%, 9/1/12 ¶ (C)   8/30/07     7,308,000       7,308,000       5,408,469    
NCH Multifamily Pool, Oklahoma City, OK, 11.93%, 11/1/09 ¶   10/17/06     4,993,450       4,993,450       4,672,927    
Parkway Village Apartments I, West Jordan, UT, 7.00%, 1/1/14   12/24/03     828,792       828,792       813,940    
Parkway Village Apartments II, West Jordan, UT, 9.88%, 1/1/13   12/24/03     41,522       41,522       39,640    
Plantation Pines I, Tyler, TX, 6.59%, 2/1/10 ¶ (B)   1/17/07     3,328,000       3,328,000       3,333,549    
Plantation Pines II, Tyler, TX, 10.57%, 2/1/10 ¶   1/17/07     416,000       416,000       346,576    
RiverPark Land Lot III, Oxnard, CA, 4.31%, 11/1/09 ¶ r   10/9/07     3,650,000       3,650,000       3,571,062    
Villas of Woodgate, Lansing, MI, 6.40%, 2/1/12 (B)   2/1/07     3,573,168       3,573,168       3,397,580    
Vista Village Apartments I, El Paso, TX, 6.53%, 4/1/10 ¶ (B)   3/30/07     6,100,000       6,100,000       6,100,000    
Vista Village Apartments II, El Paso, TX, 9.88%, 4/1/10 ¶   3/30/07     350,000       350,000       327,765    
Whispering Oaks I, Little Rock, AR, 6.53%, 2/1/10 ¶ (B)   1/10/07     6,800,000       6,800,000       6,793,993    
Whispering Oaks II, Little Rock, AR, 9.88%, 2/1/10 ¶ (C) (S)   1/10/07     1,636,000       1,636,000       1,145,200    
      98,278,121       90,809,201    
Total Whole Loans     241,566,724       222,269,357    
Preferred Stocks — 13.8%  
Real Estate Investment Trusts — 13.8%  
AMB Property, Series L         164,120       3,789,361       1,969,440    
AMB Property, Series M (A)         41,240       950,889       536,120    
AMB Property, Series O (A)         9,613       240,325       161,979    
AMB Property, Series P         21,200       429,300       255,460    
BRE Properties, Series C         66,300       1,317,381       1,092,624    
BRE Properties, Series D         5,250       104,318       80,325    
Developers Diversified Realty, Series G         57,600       997,080       311,040    
Developers Diversified Realty, Series H         69,320       1,234,880       347,293    
Developers Diversified Realty, Series I         4,270       89,030       21,393    
Duke Realty, Series J (A)         20,956       535,385       167,648    
Duke Realty, Series L         19,220       367,486       154,145    
Duke Realty, Series M         55,040       1,110,800       484,352    
Duke Realty, Series O         44,550       1,051,380       509,652    

 

First American Mortgage Funds 2009 Semiannual Report
15



Schedule of INVESTMENTS February 28, 2009 (unaudited)

American Strategic Income Portfolio III (CSP)

DESCRIPTION   SHARES   COST   VALUE (I)  
Equity Residential Properties, Series N     10,700     $ 226,305     $ 185,110    
Health Care Properties, Series E (A)     7,690       197,633       123,040    
Health Care Properties, Series F (A)     84,750       2,140,449       1,271,250    
Kimco Realty, Series F     163,000       3,797,000       1,850,050    
Kimco Realty, Series G     114,700       2,796,559       1,462,425    
Post Properties, Series B     1,600       39,940       20,000    
ProLogis Trust, Series F     33,905       835,567       279,716    
ProLogis Trust, Series G     8,300       174,300       74,036    
PS Business Parks, Series H     26,520       530,400       424,320    
PS Business Parks, Series I     94,300       1,634,731       1,443,733    
PS Business Parks, Series K     25,000       575,000       437,500    
PS Business Parks, Series L (A)     7,000       179,550       115,150    
PS Business Parks, Series M     26,520       546,312       413,712    
PS Business Parks, Series O     100,000       2,050,000       1,674,000    
PS Business Parks, Series P     8,200       157,194       118,900    
Public Storage, Series A (A)     38,000       921,909       702,620    
Public Storage, Series C     30,000       626,100       497,700    
Public Storage, Series E     9,300       186,000       156,333    
Public Storage, Series H     40,000       876,000       708,800    
Public Storage, Series I     26,520       576,810       485,581    
Public Storage, Series K     17,550       381,712       323,271    
Public Storage, Series L     20,000       430,000       332,000    
Public Storage, Series X     74,000       1,786,319       1,198,060    
Public Storage, Series Z     30,000       746,643       470,400    
Realty Income, Series D (A)     97,500       2,474,125       1,755,000    
Realty Income, Series E     26,520       572,832       441,558    
Regency Centers, Series C     26,520       573,362       452,166    
Regency Centers, Series E     94,270       2,221,248       1,385,769    
UDR, Series G     26,520       567,528       419,812    
Vornado Realty Trust, Series E (A)     7,400       186,598       103,378    
Vornado Realty Trust, Series F     7,800       164,970       101,400    
Vornado Realty Trust, Series H     163,000       2,771,000       2,105,960    
Weingarten Realty Investors, Series F (A)     242,500       5,989,375       2,837,250    
Total Preferred Stocks             50,151,086       30,461,471    
Total Unaffiliated Investments             322,461,754       283,834,107    
Short-Term Investment — 1.2%  
First American Prime Obligations Fund, Class Z x     2,640,488       2,640,488       2,640,488    
Total Investments p — 130.1%           $ 325,102,242     $ 286,474,595    
Other Assets and Liabilities, Net — (30.1)%                     (66,201,927 )  
Total Net Assets — 100.0%   $ 220,272,668    

 

(I)  Securities are valued in accordance with procedures described in note 2 in Notes to Financial Statements.

(A)  Securities pledged as collateral for outstanding reverse repurchase agreements. On February 28, 2009, securities valued at $8,387,416 were pledged as collateral for the following outstanding reverse repurchase agreements:

Amount   Acquisition
Date
  Rate*   Due   Accrued
Interest
  Name of Broker
and Description
of Collateral
 
$ 5,235,000     2/19/09     0.75 %   3/19/09   $ 1,091       (1 )  
  1,249,000     2/9/09     2.20 %   3/11/09     1,525       (2 )  
$ 6,484,000                 $ 2,616      

 

    

The accompanying notes are an integral part of the financial statements.

First American Mortgage Funds 2009 Semiannual Report
16



American Strategic Income Portfolio III (CSP)

*  Interest rate as of February 28, 2009. Rate is based on the London Interbank Offered Rate ("LIBOR") plus a spread and reset monthly.

Name of broker and description of collateral:

(1)  Goldman Sachs:
Federal Home Loan Mortgage Corporation, 5.50%, 1/1/18, $2,545,604 par
Federal Home Loan Mortgage Corporation, 9.00%, 7/1/30, $174,293 par
Federal National Mortgage Association, 6.00%, 10/1/16, $198,341 par
Federal National Mortgage Association, 5.50%, 2/1/17, $345,418 par
Federal National Mortgage Association, 5.50%, 6/1/17, $216,780 par
Federal National Mortgage Association, 5.00%, 9/1/17, $387,104 par
Federal National Mortgage Association, 5.00%, 11/1/17, $792,424 par
Federal National Mortgage Association, 6.50%, 6/1/29, $668,499 par
Federal National Mortgage Association, 7.50%, 5/1/30, $104,838 par
Federal National Mortgage Association, 8.00%, 5/1/30, $41,050 par
Federal National Mortgage Association, 8.00%, 6/1/30, $115,025 par

(2)  Dresdner Bank:
AMB Property, Series M, 21,240 shares
AMB Property, Series O, 9,613 shares
Duke Realty, Series J, 20,956 shares
Health Care Properties, Series E, 7,690 shares
Health Care Properties, Series F, 1,950 shares
PS Business Parks, Series L, 7,000 shares
Public Storage, Series A, 38,000 shares
Realty Income, Series D, 17,000 shares
Vornado Realty Trust, Series E, 7,400 shares
Weingarten Realty Investors, Series F, 22,500 shares

The fund has entered into lending commitments with Goldman Sachs and Dresdner Bank. The monthly agreements permit the fund to enter into reverse repurchase agreements using U.S. government agency mortgage-backed securities and/or preferred stocks as collateral.

°°  Securities purchased as part of a private placement which have not been registered with the Securities and Exchange Commission under the Securities Act of 1933 and which are considered to be illiquid. These securities are fair valued in accordance with the board approved valuation procedures. On February 28, 2009, the total value of fair valued securities was $247,532,297 or 112.4% of total net assets. See note 2 in Notes to Financial Statements.

¶  Interest Only – Represents securities that entitle holders to receive only interest payments on the mortgage. Principal balance on the loan is due at maturity. The interest rate disclosed represents the net coupon rate in effect as of February 28, 2009.

(P)  Interest rates on commercial and multifamily loans are the net coupon rates in effect (after reducing the coupon rate by any mortgage servicing fees paid to mortgage servicers) on February 28, 2009. For participating loans the rates are based on the annual cash flow payments expected at the time of purchase.

(B)  Securities pledged as collateral for outstanding borrowings under a loan agreement with Massachusetts Mutual Life Insurance Company ("MMLIC"). On February 28, 2009, securities valued at $137,554,507 were pledged as collateral for the following outstanding borrowings:

Amount   Rate*   Accrued
Interest
 
$ 62,000,000       5.00 %   $ 8,611    

 

    

*  Interest rate as of February 28, 2009. Rate is based on the LIBOR plus 2.625% subject to a "floor" interest rate of 5.00% and reset monthly.

Description of collateral:

  150 North Pantano I, Tucson, AZ, 5.40%, 2/1/09, $3,525,000 par
8324 East Hartford Drive I, Scottsdale, AZ, 5.15%, 5/1/09, $3,711,214 par
Academy Spectrum, Colorado Springs, CO, 7.73%, 5/1/09, $4,959,112 par
Alliant University, Fresno, CA, 7.15%, 8/1/11, $2,788,977 par
Avalon Hills I, Omaha, NE, 6.93%, 3/1/10, $10,720,000 par
Biltmore Lakes Corporate Center, Phoenix, AZ, 6.00%, 9/1/09, $3,222,438 par
Carrier 360 I, Grand Prairie, TX, 5.40%, 7/1/09, $3,174,880 par
Citadel Apartments I, El Paso, TX, 6.53%, 4/1/10, $10,300,000 par
Country Villa Apartments, West Lafayette, IN, 6.90%, 9/1/13, $2,449,864 par
Courtyards at Mesquite I, Mesquite, TX, 6.53%, 11/1/09, $7,444,215 par
El Dorado Apartments I, Tucson, AZ, 7.15%, 9/1/12, $2,517,507 par
Fairview Business Park, Salem, OR, 7.33%, 8/1/11, $7,590,028 par
First Colony Marketplace, Sugar Land, TX, 6.43%, 9/1/10, $12,900,000 par

First American Mortgage Funds 2009 Semiannual Report
17



Schedule of INVESTMENTS February 28, 2009 (unaudited)

American Strategic Income Portfolio III (CSP)

France Avenue Business Park II, Brooklyn Center, MN, 7.40%, 10/1/12, $4,310,390 par
Geneva Village Apartments I, West Jordan, UT, 7.00%, 1/1/14, $1,204,812 par
Jilly's American Grill, Scottsdale, AZ, 4.31%, 9/1/09, $1,810,000 par
La Cholla Plaza I, Tucson, AZ, 3.61%, 8/1/09, $11,135,604 par
Meridian Pointe Apartments, Kalispell, MT, 8.73%, 4/1/12, $1,031,387 par
Noah's Ark Self Storage, San Antonio, TX, 6.48%, 9/1/10, $2,400,000 par
North Austin Business Center, Austin, TX, 5.65%, 11/1/11, $3,853,649 par
Outlets at Casa Grande I, Casa Grande, AZ, 6.93%, 3/1/11, $7,300,000 par
Outlets at Casa Grande II, Casa Grande, AZ, 6.90%, 3/1/11, $3,500,000 par
Paradise Boulevard, Albuquerque, NM, 6.50%, 4/1/17, $4,600,000 par
Plantation Pines I, Tyler, TX, 6.59%, 2/1/10, $3,328,000 par
Shoppes at Jonathan's Landing, Jupiter, FL, 7.95%, 5/1/10, $2,697,672 par
Tatum Ranch Center, Phoenix, AZ, 6.53%, 9/1/11, $3,485,319 par
Villas of Woodgate, Lansing, MI, 6.40%, 2/1/12, $3,573,168 par
Vista Village Apartments I, El Paso, TX, 6.53%, 4/1/10, $6,100,000 par
Whispering Oaks I, Little Rock, AR, 6.53%, 2/1/10, $6,800,000 par

The fund has entered into a loan agreement with MMLIC under which MMLIC made a term loan to the fund of $54,400,000, which matures on July 31, 2011, and agreed to make revolving loans to the fund of up to $15,600,000. Loans made under the loan agreement are secured by whole loans in the fund's portfolio and bear interest at the one-month LIBOR plus 2.625% with a "floor" interest rate of 5.00%. In addition, the fund pays an annual fee of 1.28% on any unused portion of the fund's revolving loan commitment.

r  Variable Rate Security – The rate shown is the net coupon rate in effect as of February 28, 2009.

(U)  Loan is currently in default with regards to scheduled interest and/or principal payments.

¹  Loan agreement was modified to allow borrower to pay no interest currently; however, interest will continue to accrue and will be payable at maturity.

(C)  Participating Loan – A participating loan is one which contains provisions for the fund to participate in the income stream provided by the property, including net cash flows and capital proceeds. Monthly cash flow proceeds are only required to the extent excess cash flow is generated by the property as determined by the loan documents.

(S)  The participating loan is not currently making monthly cash flow payments.

(D)  Loan has matured and the fund is anticipating payoff or refinancing. Unless disclosed otherwise, the loan continues to make monthly payments.

x  Investment in affiliated security. This money market fund is advised by FAF Advisors, Inc., which also serves as advisor for the fund. See note 3 in Notes to Financial Statements.

p  On February 28, 2009, the cost of investments for federal income tax purposes was approximately $325,102,242. The aggregate gross unrealized appreciation and depreciation of investments, based on this cost, were as follows:

Gross unrealized appreciation   $ 621,207    
Gross unrealized depreciation     (39,248,854 )  
Net unrealized depreciation   $ (38,627,647 )  

 

The accompanying notes are an integral part of the financial statements.

First American Mortgage Funds 2009 Semiannual Report
18



American Select Portfolio (SLA)

DESCRIPTION   DATE
ACQUIRED
  PAR   COST   VALUE (I)  
(Percentages of each investment category relate to total net assets)  
U.S. Government Agency Mortgage-Backed Securities (A) — 3.0%  
Fixed Rate — 3.0%  
Federal Home Loan Mortgage Corporation,  
5.50%, 1/1/18, #E93231       $ 1,431,903     $ 1,463,708     $ 1,493,803    
7.50%, 12/1/29, #C00896         233,615       229,891       249,479    
Federal National Mortgage Association,  
5.00%, 11/1/17, #657356         792,424       795,426       820,489    
6.50%, 6/1/29, #252497         859,498       854,564       907,500    
7.50%, 5/1/30, #535289         58,243       56,572       62,265    
8.00%, 5/1/30, #538266         22,805       22,559       24,351    
Total U.S. Government Agency Mortgage-Backed Securities     3,422,720       3,557,887    
Corporate Notes °° ¶ — 14.0%  
Fixed Rate — 14.0%  
Sarofim Northwest, 6.90%, 1/1/11   12/21/07     8,181,250       8,181,250       8,295,787    
Stratus Properties I, 6.56%, 12/31/11   12/28/00     5,000,000       5,000,000       5,002,000    
Stratus Properties VII, 6.92%, 12/31/11   6/1/07     3,500,000       3,500,000       3,534,650    
Total Corporate Notes     16,681,250       16,832,437    
Commercial Mortgage-Backed Securities r — 1.9%  
Other — 1.9%  
Bear Stearns Commercial Mortgage Securities, Series 2007-T28, Class A4, 5.74%, 9/11/42         1,456,221       1,011,573       963,589    
LB-UBS Commercial Mortgage Trust, Series 2008-C1, Class A2, 6.15%, 4/15/41         2,000,000       1,372,187       1,270,417    
Total Commercial Mortgage-Backed Securities     2,383,760       2,234,006    
Whole Loans °° (P) — 103.7%  
Commercial Loans — 73.9%  
12000 Aerospace, Clear Lake, TX, 5.43%, 1/1/10 (B)   12/22/04     4,985,244       4,985,244       4,966,760    
ABC Conoco, Aspen, CO, 6.65%, 11/1/11 (B)   10/31/06     3,957,384       3,957,384       3,872,441    
Cingular Wireless Building, Richardson, TX, 7.03%, 7/1/11 (B)   6/21/06     6,469,290       6,469,290       6,501,498    
Clear Lake Central I, Webster, TX, 6.63%, 8/1/11 (B)   7/27/06     7,067,782       7,067,782       7,012,115    
Gallery Row, Tucson, AZ, 11.88%, 10/1/11 ¶   9/7/06     500,000       500,000       425,465    
George Gee Hummer, Liberty Lake, WA, 3.88%, 7/1/10 ¶ (B)   6/30/05     2,125,000       2,125,000       1,643,074    
George Gee Pontiac I, Liberty Lake, WA, 3.90%, 7/1/10 ¶ (B)   6/30/05     4,675,000       4,675,000       3,616,597    
George Gee Pontiac II, Liberty Lake, WA, 3.88%, 7/1/10 ¶   9/14/06     750,000       750,000       579,909    
George Gee Porsche, Liberty Lake, WA, 3.88%, 7/1/10 ¶ (B)   9/14/06     2,500,000       2,500,000       1,933,029    
Highland Park I, Scottsdale, AZ, 6.77%, 3/1/11 (B)   2/23/06     9,327,844       9,327,844       9,355,894    
Highland Park II, Scottsdale, AZ, 9.88%, 3/1/11   2/23/06     1,191,330       1,191,330       1,126,058    
Kolb Plaza I, Tucson, AZ, 6.50%, 8/1/10 ¶ (B)   7/18/07     3,520,000       3,520,000       3,513,200    
Kolb Plaza II, Tucson, AZ, 9.88%, 8/1/10 ¶   7/18/07     440,000       440,000       371,785    
Landmark Bank Center, Euless, TX, 3.85% through 4/30/09, thereafter 5.85%, 5/1/11 ¶   7/1/04     3,242,424       3,242,424       3,066,519    
Landmark Bank Center II, Euless, TX, 5.58%, 5/1/11 ¶   6/12/08     1,157,576       1,157,576       810,303    
Mandala Agency Building, Bend, OR, 6.38%, 6/1/17 ¶ (B)   5/23/07     2,175,000       2,175,000       1,951,365    
Northrop Grumman Campus I, Colorado Springs, CO, 5.93%, 12/1/09 ¶ (B) r   11/15/05     5,700,000       5,700,000       4,754,023    
Northrop Grumman Campus II, Colorado Springs, CO, 13.88%, 12/1/09 ¶   11/15/05     500,000       500,000       407,810    
Oxford Mall, Oxford, MS, 6.93%, 1/1/10 ¶   9/24/04     4,216,645       4,216,645       4,216,269    
Peony Promenade, Plymouth, MN, 6.93%, 6/1/13 (B)   5/12/03     4,749,077       4,749,077       4,559,201    
Point Plaza, Turnwater, WA, 8.43%, 1/1/11   12/14/00     5,838,993       5,838,993       5,660,829    
RL Stowe Portfolio, Belmont, NC & Chattanooga, TN, 6.83%, 11/1/12 (B)   10/12/07     8,076,808       8,076,808       7,945,432    
Superior Ford Dealership, Plymouth, MN, 6.43%, 7/1/17 (B)   6/28/07     5,120,912       5,120,912       4,289,490    
Town Square #6, Olympia, WA, 7.40%, 9/1/12 (B)   8/2/02     3,675,644       3,675,644       3,674,155    
Victory Packaging, Phoenix, AZ, 8.53%, 1/1/12 (B)   12/20/01     2,352,443       2,352,443       2,423,016    
      94,314,396       88,676,237    

 

First American Mortgage Funds 2009 Semiannual Report
19



Schedule of INVESTMENTS February 28, 2009 (unaudited)

American Select Portfolio (SLA)

DESCRIPTION   DATE
ACQUIRED
  PAR/
SHARES
  COST   VALUE (I)  
Multifamily Loans — 29.8%  
Briarhill Apartments I, Eden Prairie, MN, 6.90%, 9/1/15   8/11/03   $ 4,410,991     $ 4,410,991     $ 4,164,852    
Briarhill Apartments II, Eden Prairie, MN, 6.88%, 9/1/15   8/11/03     478,970       478,970       472,312    
El Conquistador Apartments, Tucson, AZ, 7.65%, 4/1/09 (B)   3/24/99     2,539,503       2,539,503       2,539,503    
Highland House Apartments, Dallas, TX, 6.80%, 10/1/10 ¶ (B)   9/10/07     2,700,000       2,700,000       2,701,109    
Hunters Meadow, Colorado Springs, CO, 7.80%, 8/1/12   7/2/02     5,855,744       5,855,744       4,306,081    
Keystone Crossings, Springdale, AZ, 8.15%, 7/1/10 ¶ (C) (S)   6/27/07     4,024,000       4,024,000       3,681,918    
NCH Multifamily Pool II, Oklahoma City, OK, 11.93%, 10/1/10 ¶ ¹   10/1/07     5,400,000       5,400,000       5,044,414    
Revere Apartments, Revere, MA, 6.28%, 3/1/12 (B)   3/8/07     1,661,765       1,661,765       1,614,239    
RP Urban Partners, Oxnard, CA, 4.31%, 3/1/10 ¶ r   2/23/05     5,000,000       5,000,000       4,867,812    
Sheridan Pond Apartments, Tulsa, OK, 6.43%, 7/1/13 (B)   6/5/03     6,724,405       6,724,405       6,401,503    
      38,795,378       35,793,743    
Total Whole Loans     133,109,774       124,469,980    
Preferred Stocks — 10.5%  
Real Estate Investment Trusts — 10.5%  
AMB Property, Series L         23,820       470,445       285,840    
AMB Property, Series M (A)         8,700       222,285       113,100    
AMB Property, Series O         10,228       255,700       172,342    
BRE Properties, Series C         59,550       1,183,259       981,384    
BRE Properties, Series D         4,700       93,389       71,910    
Developers Diversified Realty, Series H         23,820       488,310       119,338    
Developers Diversified Realty, Series I         3,830       79,856       19,188    
Duke Realty, Series L         17,270       330,202       138,506    
Duke Realty, Series M         47,640       952,800       419,232    
Duke Realty, Series O         40,000       944,000       457,600    
Equity Residential Properties, Series N         49,500       950,925       856,350    
Health Care Properties, Series E         1,810       46,517       28,960    
Health Care Properties, Series F (A)         37,480       945,244       562,200    
Kimco Realty, Series G (A)         78,200       1,902,854       997,050    
ProLogis Trust, Series F         5,000       105,000       41,250    
ProLogis Trust, Series G         7,400       155,400       66,008    
PS Business Parks, Series H         23,820       476,400       381,120    
PS Business Parks, Series I         8,400       165,228       128,604    
PS Business Parks, Series M         23,820       490,692       371,592    
PS Business Parks, Series P         7,400       141,858       107,300    
Public Storage, Series E (A)         73,300       1,793,750       1,232,173    
Public Storage, Series I         23,820       518,085       436,144    
Public Storage, Series K         15,700       341,475       289,194    
Realty Income, Series D         60,000       1,521,000       1,080,000    
Realty Income, Series E         23,820       514,512       396,603    
Regency Centers, Series C         23,820       514,988       406,131    
Regency Centers, Series E         46,170       1,032,215       678,699    
UDR, Series G         23,820       509,748       377,071    
Weingarten Realty Investors, Series F         120,000       3,000,000       1,404,000    
Total Preferred Stocks     20,146,137       12,618,889    
Total Unaffiliated Investments     175,743,641       159,713,199    

 

The accompanying notes are an integral part of the financial statements.

First American Mortgage Funds 2009 Semiannual Report
20



American Select Portfolio (SLA)

DESCRIPTION   SHARES   COST   VALUE (I)  
Short-Term Investment — 1.2%  
First American Prime Obligations Fund, Class Z x     1,464,188     $ 1,464,188     $ 1,464,188    
Total Investments p — 134.3%       $ 177,207,829     $ 161,177,387    
Other Assets and Liabilities, Net — (34.3)%             (41,179,403 )  
Total Net Assets — 100.0%   $ 119,997,984    

 

(I)  Securities are valued in accordance with procedures described in note 2 in Notes to Financial Statements.

(A)  Securities pledged as collateral for outstanding reverse repurchase agreements. On February 28, 2009, securities valued at $5,140,662 were pledged as collateral for the following outstanding reverse repurchase agreements:

Amount   Acquisition
Date
  Rate*   Due   Accrued
Interest
  Name of Broker
and Description
of Collateral
 
$ 3,353,000     2/19/09     0.75 %   3/19/09   $ 699       (1 )  
  914,000     2/9/09     2.20 %   3/11/09     1,116       (2 )  
$ 4,267,000                 $ 1,815      

 

    

*  Interest rate as of February 28, 2009. Rate is based on the London Interbank Offered Rate ("LIBOR") plus a spread and reset monthly.

Name of broker and description of collateral:

(1)  Goldman Sachs:
Federal Home Loan Mortgage Corporation, 5.50%, 1/1/18, $1,431,903 par
Federal Home Loan Mortgage Corporation, 7.50%, 12/1/29, $233,615 par
Federal National Mortgage Association, 5.00%, 11/1/17, $792,424 par
Federal National Mortgage Association, 6.50%, 6/1/29, $859,498 par
Federal National Mortgage Association, 7.50%, 5/1/30, $58,243 par
Federal National Mortgage Association, 8.00%, 5/1/30, $22,805 par

(2)  Dresdner Bank:
AMB Property, Series M, 8,700 shares
Health Care Properties, Series F, 14,680 shares
Kimco Realty, Series G, 12,300 shares
Public Storage, Series E, 65,000 shares

The fund has entered into lending commitments with Goldman Sachs and Dresdner Bank. The monthly agreements permit the fund to enter into reverse repurchase agreements using U.S. government agency mortgage-backed securities and/or preferred stocks as collateral.

°°  Securities purchased as part of a private placement which have not been registered with the Securities and Exchange Commission under the Securities Act of 1933 and which are considered to be illiquid. These securities are fair valued in accordance with the board approved valuation procedures. On February 28, 2009, the total value of fair valued securities was $141,302,417 or 117.8% of total net assets. See note 2 in Notes to Financial Statements.

¶  Interest Only – Represents securities that entitle holders to receive only interest payments on the mortgage. Principal balance on the loan is due at maturity. The interest rate disclosed represents the net coupon rate in effect as of February 28, 2009.

r  Variable Rate Security – The rate shown is the net coupon rate in effect as of February 28, 2009.

(P)  Interest rates on commercial and multifamily loans are the net coupon rates in effect (after reducing the coupon rate by any mortgage servicing fees paid to mortgage servicers) on February 28, 2009. For participating loans the rates are based on the annual cash flow payments expected at the time of purchase.

(B)  Securities pledged as collateral for outstanding borrowings under a loan agreement with Massachusetts Mutual Life Insurance Company ("MMLIC"). On February 28, 2009, securities valued at $85,267,644 were pledged as collateral for the following outstanding borrowings:

Amount   Rate*   Accrued
Interest
 
$ 38,000,000       5.00 %   $ 5,278    

 

    

*  Interest rate as of February 28, 2009. Rate is based on the LIBOR plus 2.625% subject to a "floor" interest rate of 5.00% and reset monthly.

First American Mortgage Funds 2009 Semiannual Report
21



Schedule of INVESTMENTS February 28, 2009 (unaudited)

American Select Portfolio (SLA)

Description of collateral:

  12000 Aerospace, Clear Lake, TX, 5.43%, 1/1/10, $4,985,244 par
ABC Conoco, Aspen, CO, 6.65%, 11/1/11, $3,957,384 par
Cingular Wireless Building, Richardson, TX, 7.03%, 7/1/11, $6,469,290 par
Clear Lake Central I, Webster, TX, 6.63%, 8/1/11, $7,067,782 par
El Conquistador Apartments, Tucson, AZ, 7.65%, 4/1/09, $2,539,503 par
George Gee Hummer, Liberty Lake, WA, 3.88%, 7/1/10, $2,125,000 par
George Gee Pontiac I, Liberty Lake, WA, 3.90%, 7/1/10, $4,675,000 par
George Gee Porsche, Liberty Lake, WA, 3.88%, 7/1/10, $2,500,000 par
Highland House Apartments, Dallas, TX, 6.80%, 10/1/10, $2,700,000 par
Highland Park I, Scottsdale, AZ, 6.77%, 3/1/11, $9,327,844 par
Kolb Plaza I, Tucson, AZ, 6.50%, 8/1/10, $3,520,000 par
Mandala Agency Building, Bend, OR, 6.38%, 6/1/17, $2,175,000 par
Northrop Grumman Campus I, Colorado Springs, CO, 5.93%, 12/1/09, $5,700,000 par
Peony Promenade, Plymouth, MN, 6.93%, 6/1/13, $4,749,077 par
Revere Apartments, Revere, MA, 6.28%, 3/1/12, $1,661,765 par
RL Stowe Portfolio, Belmont, NC & Chattanooga, TN, 6.83%, 11/1/12, $8,076,808 par
Sheridan Pond Apartments, Tulsa, OK, 6.43%, 7/1/13, $6,724,405 par
Superior Ford Dealership, Plymouth, MN, 6.43%, 7/1/17, $5,120,912 par
Town Square #6, Olympia, WA, 7.40%, 9/1/12, $3,675,644 par
Victory Packaging, Phoenix, AZ, 8.53%, 1/1/12, $2,352,443 par

The fund has entered into a loan agreement with MMLIC under which MMLIC made a term loan to the fund of $31,900,000, which matures on July 31, 2011, and agreed to make revolving loans to the fund of up to $9,100,000. Loans made under the loan agreement are secured by whole loans in the fund's portfolio and bear interest at the one-month LIBOR plus 2.625% with a "floor" interest rate of 5.00%. In addition, the fund pays an annual fee of 1.28% on any unused portion of the fund's revolving loan commitment.

(C)  Participating Loan – A participating loan is one which contains provisions for the fund to participate in the income stream provided by the property, including net cash flows and capital proceeds. Monthly cash flow proceeds are only required to the extent excess cash flow is generated by the property as determined by the loan documents.

(S)  The participating loan is not currently making monthly cash flow payments.

¹  Loan agreement was modified to allow borrower to pay no interest currently; however, interest will continue to accrue and will be payable at maturity.

x  Investment in affiliated security. This money market fund is advised by FAF Advisors, Inc., which also serves as advisor for the fund. See note 3 in Notes to Financial Statements.

p  On February 28, 2009, the cost of investments for federal income tax purposes was approximately $177,207,829. The aggregate gross unrealized appreciation and depreciation of investments, based on this cost, were as follows:

Gross unrealized appreciation   $ 418,295    
Gross unrealized depreciation     (16,448,737 )  
Net unrealized depreciation   $ (16,030,442 )  

 

The accompanying notes are an integral part of the financial statements.

First American Mortgage Funds 2009 Semiannual Report
22




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Statements of ASSETS AND LIABILITIES February 28, 2009 (unaudited)

    ASP   BSP   CSP   SLA  
Assets:  
Unaffiliated investments, at value (Cost: $62,056,963,
$248,495,175, $322,461,754, $175,743,641) (note 2)
  $ 55,155,139     $ 218,603,375     $ 283,834,107     $ 159,713,199    
Affiliated money market fund, at value (Cost: $1,892,383,
$5,937,123, $2,640,488, $1,464,188) (note 3)
    1,892,383       5,937,123       2,640,488       1,464,188    
Receivable for accrued dividends and interest     336,020       1,360,495       2,269,977       1,071,394    
Prepaid expenses and other assets     138,623       635,801       748,835       436,557    
Total assets     57,522,165       226,536,794       289,493,407       162,685,338    
Liabilities:  
Payable under loan agreement (note 2)     8,600,000       50,000,000       62,000,000       38,000,000    
Payable for reverse repurchase agreements (note 2)     4,121,000       7,129,000       6,484,000       4,267,000    
Bank overdraft     56,903       223,286       257,717       194,338    
Payable for investment advisory fees (note 3)     19,310       66,349       89,877       46,593    
Payable for administrative fees (note 3)     8,810       32,997       42,873       23,297    
Payable for interest expense     2,053       10,552       11,227       7,093    
Payable for professional fees     22,368       23,803       26,089       22,382    
Payable for transfer agent fees     1,359       1,905       2,423       1,850    
Payable for other expenses     11,890       71,116       306,533       124,801    
Total liabilities     12,843,693       57,559,008       69,220,739       42,687,354    
Net assets applicable to outstanding capital stock   $ 44,678,472     $ 168,977,786     $ 220,272,668     $ 119,997,984    
Composition of net assets:  
Capital stock and additional paid-in capital   $ 53,329,171     $ 204,967,357     $ 265,788,985     $ 139,930,119    
Undistributed (distributions in excess of) net investment income     (9,923 )     1,383,146       (485,918 )     470,718    
Accumulated net realized loss on investments (note 5)     (1,738,952 )     (7,480,917 )     (6,402,752 )     (4,372,411 )  
Net unrealized depreciation of investments     (6,901,824 )     (29,891,800 )     (38,627,647 )     (16,030,442 )  
Total–representing net assets applicable to capital stock   $ 44,678,472     $ 168,977,786     $ 220,272,668     $ 119,997,984    
Net asset value and market price of capital stock:  
Net assets applicable to capital stock   $ 44,678,472     $ 168,977,786     $ 220,272,668     $ 119,997,984    
Shares outstanding (authorized 1 billion shares of each fund of $0.01 par value)     4,231,331       15,985,741       21,356,023       10,662,195    
Net asset value per share   $ 10.56     $ 10.57     $ 10.31     $ 11.25    
Market price per share   $ 7.95     $ 8.19     $ 7.79     $ 8.15    

 

The accompanying notes are an integral part of the financial statements.

First American Mortgage Funds 2009 Semiannual Report
24



Statements of OPERATIONS For the six-month period ended February 28, 2009 (unaudited)

    ASP   BSP   CSP   SLA  
Investment Income:  
Interest from unaffiliated investments   $ 1,763,928     $ 8,197,058     $ 9,606,297     $ 5,755,818    
Dividends from unaffiliated investments     481,746       1,259,713       1,858,478       765,150    
Dividends from affiliated money market fund     41,459       42,611       57,293       17,570    
Total investment income     2,287,133       9,499,382       11,522,068       6,538,538    
Expenses (note 3):  
Investment advisory fees     134,239       494,176       650,266       307,774    
Interest expense     338,123       1,623,117       1,989,904       1,192,156    
Administrative fees     56,857       210,678       278,425       153,887    
Custodian fees     4,618       16,854       22,274       12,507    
Mortgage servicing fees     23,949       71,560       90,834       59,735    
Professional fees     25,698       27,107       26,368       25,695    
Postage and printing fees     8,124       14,809       17,766       12,305    
Transfer agent fees     7,282       8,506       9,099       7,769    
Listing fees     11,787       12,793       12,793       11,779    
Directors' fees     14,351       14,351       14,351       14,351    
Insurance fees     5,756       5,776       5,781       5,767    
Pricing fees     7,622       7,612       7,648       7,634    
Other expenses     11,119       14,368       17,108       12,658    
Total expenses     649,525       2,521,707       3,142,617       1,824,017    
Less: Fee reimbursements (note 3)     (1,990 )     (2,191 )     (2,709 )     (981 )  
Less: Indirect payments from custodian (note 3)     (49 )     (44 )     (41 )     (19 )  
Total net expenses     647,486       2,519,472       3,139,867       1,823,017    
Net investment income     1,639,647       6,979,910       8,382,201       4,715,521    
Net realized and unrealized gains (losses) on investments (notes 2 and 4):  
Net realized gain on investments     7,006       65,193       3,013       35,364    
Net change in unrealized appreciation or depreciation of investments     (4,903,797 )     (16,486,446 )     (19,297,978 )     (12,627,650 )  
Net loss on investments     (4,896,791 )     (16,421,253 )     (19,294,965 )     (12,592,286 )  
Net decrease in net assets resulting from operations   $ (3,257,144 )   $ (9,441,343 )   $ (10,912,764 )   $ (7,876,765 )  

 

First American Mortgage Funds 2009 Semiannual Report
25



Statements of CHANGES IN NET ASSETS

    ASP   BSP   CSP   SLA  
    Six-Month
Period Ended
2/28/09
(unaudited)
  Year Ended
8/31/08
  Six-Month
Period Ended
2/28/09
(unaudited)
  Year Ended
8/31/08
  Six- Month
Period Ended
2/28/09
(unaudited)
  Year Ended
8/31/08
  Six-Month
Period Ended
2/28/09
(unaudited)
  Year Ended
8/31/08
 
Operations:  
Net investment income   $ 1,639,647     $ 3,369,929     $ 6,979,910     $ 11,776,714     $ 8,382,201     $ 18,452,680     $ 4,715,521     $ 9,781,977    
Net realized gain (loss) on investments     7,006       (753,484 )     65,193       (4,382,077 )     3,013       (4,909,943 )     35,364       (4,263,798 )  
Net realized loss on real estate owned (note 2)                                   (1,416,458 )              
Net change in unrealized appreciation or depreciation of investments     (4,903,797 )     (351,230 )     (16,486,446 )     (2,998,336 )     (19,297,978 )     (8,958,545 )     (12,627,650 )     (2,146,712 )  
Net increase (decrease) in net assets resulting from operations     (3,257,144 )     2,265,215       (9,441,343 )     4,396,301       (10,912,764 )     3,167,734       (7,876,765 )     3,371,467    
Distributions to shareholders (note 2):  
From net investment income     (1,650,219 )     (3,165,549 )     (5,595,010 )     (10,970,395 )     (8,755,972 )     (20,564,180 )     (4,558,089 )     (8,956,245 )  
From net realized gain on investments                                         (33,053 )     (510,399 )  
From return of capital           (134,890 )           (1,578,414 )           (129,811 )              
Total distributions     (1,650,219 )     (3,300,439 )     (5,595,010 )     (12,548,809 )     (8,755,972 )     (20,693,991 )     (4,591,142 )     (9,466,644 )  
Total decrease in net assets     (4,907,363 )     (1,035,224 )     (15,036,353 )     (8,152,508 )     (19,668,736 )     (17,526,257 )     (12,467,907 )     (6,095,177 )  
Net assets at beginning of period     49,585,835       50,621,059       184,014,139       192,166,647       239,941,404       257,467,661       132,465,891       138,561,068    
Net assets at end of period   $ 44,678,472     $ 49,585,835     $ 168,977,786     $ 184,014,139     $ 220,272,668     $ 239,941,404     $ 119,997,984     $ 132,465,891    
Undistributed (distributions in excess of) net investment income   $ (9,923 )   $ 649     $ 1,383,146     $ (1,754 )   $ (485,918 )   $ (112,147 )   $ 470,718     $ 313,286    

 

The accompanying notes are an integral part of the financial statements.

First American Mortgage Funds 2009 Semiannual Report
26



First American Mortgage Funds 2009 Semiannual Report
27



Statements of CASH FLOWS For the six-month period ended February 28, 2009 (unaudited)

    ASP   BSP   CSP   SLA  
Cash flows from operating activities:  
Net decrease in net assets resulting from operations   $ (3,257,144 )   $ (9,441,343 )   $ (10,912,764 )   $ (7,876,765 )  
Adjustments to reconcile net increase in net assets resulting from operations to net
cash provided by operating activities:
 
Purchases of investments     (6,653,032 )     (1,507,000 )     (15,384,240 )     (3,739,828 )  
Proceeds from paydowns and sales of investments     8,593,365       8,198,709       24,666,116       5,658,038    
Net purchases/sales of short-term investments     1,485,168       (2,473,981 )     525,711       946,816    
Net amortization/accretion of bond discount and premium     (17,239 )     3,441       2,001       1,597    
Net change in unrealized appreciation or depreciation of investments     4,903,797       16,486,446       19,297,978       12,627,650    
Net realized gain on investments     (7,006 )     (65,193 )     (3,013 )     (35,364 )  
Increase/decrease in receivable for accrued dividends and interest     34,050       (41,257 )     (395,809 )     (51,175 )  
Increase/decrease in prepaid expenses and other assets     (8,420 )     22,782       29,391       22,420    
Decrease in accrued fees and expenses     (8,112 )     (49,869 )     (156,996 )     (61,113 )  
Net cash provided by operating activities     5,065,427       11,132,735       17,668,375       7,492,276    
Cash flows from financing activities:  
Net payments from borrowings under loan agreement     (1,400,000 )                    
Net payments from reverse repurchase agreements     (2,009,000 )     (5,515,000 )     (8,882,000 )     (2,922,000 )  
Distributions paid to shareholders     (1,650,219 )     (5,595,010 )     (8,755,972 )     (4,591,142 )  
Net cash used in financing activities     (5,059,219 )     (11,110,010 )     (17,637,972 )     (7,513,142 )  
Net increase (decrease) in cash     6,208       22,725       30,403       (20,866 )  
Bank overdraft at beginning of period     (63,111 )     (246,011 )     (288,120 )     (173,472 )  
Bank overdraft at end of period   $ (56,903 )   $ (223,286 )   $ (257,717 )   $ (194,338 )  
Supplemental disclosure of cash flow information:
Cash paid for interest
  $ 345,278     $ 1,651,272     $ 2,028,153     $ 1,210,042    

 

The accompanying notes are an integral part of the financial statements.

First American Mortgage Funds 2009 Semiannual Report
28




FINANCIAL HIGHLIGHTS

Per-share data for a share of capital stock outstanding throughout each period and selected information for each period are as follows:

ASP

    Six-Month
Period Ended
2/28/09
  Year Ended August 31,   Nine-Month
Fiscal
Period Ended
  Year Ended November 30,  
    (unaudited)   2008   2007   2006   8/31/05   2004   2003  
Per-Share Data  
Net asset value, beginning of period   $ 11.72     $ 11.96     $ 12.07     $ 12.36     $ 12.64     $ 12.67     $ 12.61    
Operations:  
Net investment income     0.39       0.80       0.80       0.82       0.55       0.94       0.89    
Net realized and unrealized gains (losses) on investments     (1.16 )     (0.26 )     (0.07 )     (0.37 )     (0.19 )     (0.10 )     0.04    
Total from operations     (0.77 )     0.54       0.73       0.45       0.36       0.84       0.93    
Distributions to shareholders:  
From net investment income     (0.39 )     (0.75 )     (0.84 )     (0.74 )     (0.62 )     (0.87 )     (0.87 )  
From return of capital           (0.03 )                 (0.02 )              
Total distributions     (0.39 )     (0.78 )     (0.84 )     (0.74 )     (0.64 )     (0.87 )     (0.87 )  
Net asset value, end of period   $ 10.56     $ 11.72     $ 11.96     $ 12.07     $ 12.36     $ 12.64     $ 12.67    
Market value, end of period   $ 7.95     $ 9.75     $ 11.41     $ 10.94     $ 11.35     $ 12.00     $ 12.80    
Selected Information  
Total return, net asset value 1     (6.62 )% 5     4.62 %     6.14 %     3.73 %     2.94 % 5     6.85 %     7.65 %  
Total return, market value 2     (14.54 )% 5     (8.00 )%     12.19 %     3.18 %     (0.14 )% 5     0.48 %     13.92 %  
Net assets at end of period (in millions)   $ 45     $ 50     $ 51     $ 51     $ 52     $ 54     $ 54    
Ratio of expenses to average weekly net assets
before fee reimbursements
    2.85 % 6     3.07 %     3.27 %     2.10 %     1.59 % 6     1.41 %     2.00 %  
Ratio of expenses to average weekly net assets
after fee reimbursements
    2.84 % 6     3.06 %     3.26 %     2.10 %     1.59 % 6     1.41 %     2.00 %  
Ratio of expenses to average weekly net assets
excluding interest expense and fee reimbursements
    1.37 % 6     1.33 %     1.33 %     1.02 %     1.17 % 6     1.13 %     1.39 %  
Ratio of net investment income to average weekly net assets
before fee reimbursements
    7.19 % 6     6.70 %     6.56 %     6.76 %     5.85 % 6     7.46 %     7.08 %  
Ratio of net investment income to average weekly net assets
after fee reimbursements
    7.20 % 6     6.71 %     6.57 %     6.76 %     5.85 % 6     7.46 %     7.08 %  
Portfolio turnover rate 3     12 %     18 %     22 %     14 %     10 %     26 %     50 %  
Amount of borrowings outstanding at end of period (in millions)   $ 13     $ 16     $ 19     $ 17     $ 8     $ 7     $ 16    
Per-share amount of borrowings outstanding at end of period   $ 3.01     $ 3.81     $ 4.59     $ 4.01     $ 1.90     $ 1.64     $ 3.69    
Per-share amount of net assets, excluding borrowings,
at end of period
  $ 13.57     $ 15.53     $ 16.55     $ 16.08     $ 14.48     $ 14.28     $ 16.36    
Asset coverage ratio 4     451 %     407 %     360 %     401 %     751 %     872 %     443 %  

 

1  Assumes reinvestment of distributions at net asset value.

2  Assumes reinvestment of distributions at actual prices pursuant to the fund's dividend reinvestment plan.

3  The portfolio turnover rate for August 31, 2007 and August 31, 2006 has been revised to exclude maturities of investments that had been extended prior to their original maturity dates.

4  Represents net assets, excluding borrowings, at end of period divided by borrowings outstanding at end of period.

5  Total return has not been annualized.

6  Annualized.

First American Mortgage Funds 2009 Semiannual Report
29



FINANCIAL HIGHLIGHTS

Per-share data for a share of capital stock outstanding throughout each period and selected information for each period are as follows:

BSP

    Six-Month
Period Ended
2/28/09
  Year Ended August 31,   Three-Month
Fiscal
Period Ended
  Year Ended May 31,  
    (unaudited)   2008   2007   2006   8/31/05   2005   2004  
Per-Share Data  
Net asset value, beginning of period   $ 11.51     $ 12.02     $ 11.92     $ 12.15     $ 12.41     $ 12.98     $ 13.12    
Operations:  
Net investment income     0.44       0.74       0.80       0.93       0.23       1.06       1.12    
Net realized and unrealized gains (losses) on investments     (1.03 )     (0.46 )     0.14       (0.23 )     (0.25 )     (0.59 )     (0.12 )  
Total from operations     (0.59 )     0.28       0.94       0.70       (0.02 )     0.47       1.00    
Distributions to shareholders:  
From net investment income     (0.35 )     (0.69 )     (0.84 )     (0.93 )     (0.24 )     (1.04 )     (1.14 )  
From return of capital           (0.10 )                                
Total distributions     (0.35 )     (0.79 )     (0.84 )     (0.93 )     (0.24 )     (1.04 )     (1.14 )  
Net asset value, end of period   $ 10.57     $ 11.51     $ 12.02     $ 11.92     $ 12.15     $ 12.41     $ 12.98    
Market value, end of period   $ 8.19     $ 9.80     $ 11.32     $ 10.76     $ 11.57     $ 12.00     $ 12.84    
Selected Information  
Total return, net asset value 1     (5.15 )% 5     2.25 %     8.06 %     6.02 %     0.17 % 5     3.85 %     7.95 %  
Total return, market value 2     (12.72 )% 5     (6.80 )%     13.18 %     1.34 %     (1.59 )% 5     1.51 %     2.16 %  
Net assets at end of period (in millions)   $ 169     $ 184     $ 192     $ 191     $ 194     $ 198     $ 207    
Ratio of expenses to average weekly net assets
before fee reimbursements
    2.96 % 6     2.95 %     2.57 %     3.01 %     2.28 % 6     1.78 %     1.77 %  
Ratio of expenses to average weekly net assets
after fee reimbursements
    2.95 % 6     2.95 %     2.56 %     3.01 %     2.28 % 6     1.78 %     1.77 %  
Ratio of expenses to average weekly net assets
excluding interest expense and fee reimbursements
    1.05 % 6     0.98 %     0.99 %     2.05 %     1.06 % 6     1.13 %     1.18 %  
Ratio of net investment income to average weekly net assets
before fee reimbursements
    8.18 % 6     6.19 %     6.56 %     7.80 %     7.36 % 6     8.40 %     8.61 %  
Ratio of net investment income to average weekly net assets
after fee reimbursements
    8.19 % 6     6.19 %     6.57 %     7.80 %     7.36 % 6     8.40 %     8.61 %  
Portfolio turnover rate 3     1 %     43 %     30 %     24 %     8 %     44 %     34 %  
Amount of borrowings outstanding at end of period (in millions)   $ 57     $ 63     $ 73     $ 56     $ 61     $ 49     $ 63    
Per-share amount of borrowings outstanding at end of period   $ 3.57     $ 3.92     $ 4.58     $ 3.48     $ 3.79     $ 3.09     $ 3.94    
Per-share amount of net assets, excluding borrowings,
at end of period
  $ 14.14     $ 15.43     $ 16.60     $ 15.40     $ 15.94     $ 15.50     $ 16.92    
Asset coverage ratio 4     396 %     394 %     362 %     443 %     421 %     502 %     429 %  

 

1  Assumes reinvestment of distributions at net asset value.

2  Assumes reinvestment of distributions at actual prices pursuant to the fund's dividend reinvestment plan.

3  The portfolio turnover rate for August 31, 2007 and August 31, 2006 has been revised to exclude maturities of investments that had been extended prior to their original maturity dates.

4  Represents net assets, excluding borrowings, at end of period divided by borrowings outstanding at end of period.

5  Total return has not been annualized.

6  Annualized.

The accompanying notes are an integral part of the financial statements.

First American Mortgage Funds 2009 Semiannual Report
30



Per-share data for share of capital stock outstanding throughout each period and selected information for each period are as follows:

CSP

    Six-Month
Period Ended
2/28/09
  Year Ended August 31,   Three-Month
Fiscal
Period Ended
  Year Ended May 31,  
    (unaudited)   2008   2007   2006   8/31/05   2005   2004  
Per-Share Data  
Net asset value, beginning of period   $ 11.24     $ 12.06     $ 12.04     $ 12.08     $ 12.14     $ 12.40     $ 12.52    
Operations:  
Net investment income     0.39       0.87       1.18       1.01       0.23       0.98       1.04    
Net realized and unrealized gains (losses) on investments     (0.91 )     (0.72 )     0.09       (0.26 )     (0.08 )     (0.24 )     (0.04 )  
Total from operations     (0.52 )     0.15       1.27       0.75       0.15       0.74       1.00    
Distributions to shareholders:  
From net investment income     (0.41 )     (0.96 )     (1.18 )     (0.79 )     (0.21 )     (1.00 )     (1.12 )  
From net realized gain on investments                 (0.07 )                          
From return of capital           (0.01 )                                
Total distributions     (0.41 )     (0.97 )     (1.25 )     (0.79 )     (0.21 )     (1.00 )     (1.12 )  
Net asset value, end of period   $ 10.31     $ 11.24     $ 12.06     $ 12.04     $ 12.08     $ 12.14     $ 12.40    
Market value, end of period   $ 7.79     $ 9.77     $ 11.35     $ 11.20     $ 11.10     $ 11.79     $ 12.00    
Selected Information  
Total return, net asset value 1     (4.74 )% 5     1.17 %     10.97 %     6.45 %     1.67 % 5     6.31 %     8.31 %  
Total return, market value 2     (16.16 )% 5     (5.78 )%     12.44 %     8.60 %     (4.09 )% 5     6.64 %     3.49 %  
Net assets at end of period (in millions)   $ 220     $ 240     $ 257     $ 257     $ 258     $ 259     $ 265    
Ratio of expenses to average weekly net assets
before fee reimbursements
    2.82 % 6     2.80 %     2.29 %     2.20 %     2.21 % 6     1.90 %     1.68 %  
Ratio of expenses to average weekly net assets
after fee reimbursements
    2.82 % 6     2.80 %     2.28 %     2.20 %     2.21 % 6     1.90 %     1.68 %  
Ratio of expenses to average weekly net assets
excluding interest expense and fee reimbursements
    1.03 % 6     1.00 %     1.09 %     0.96 %     1.06 % 6     1.12 %     1.13 %  
Ratio of net investment income to average weekly net assets
before fee reimbursements
    7.52 % 6     7.34 %     9.67 %     8.39 %     7.49 % 6     8.01 %     8.32 %  
Ratio of net investment income to average weekly net assets
after fee reimbursements
    7.52 % 6     7.34 %     9.68 %     8.39 %     7.49 % 6     8.01 %     8.32 %  
Portfolio turnover rate 3     5 %     5 %     36 %     48 %     13 %     48 %     44 %  
Amount of borrowings outstanding at end of period (in millions)   $ 68     $ 77     $ 65     $ 54     $ 62     $ 59     $ 75    
Per-share amount of borrowings outstanding at end of period   $ 3.21     $ 3.62     $ 3.04     $ 2.54     $ 2.93     $ 2.74     $ 3.53    
Per-share amount of net assets, excluding borrowings,
at end of period $13.52
  $ 14.86     $ 15.10     $ 14.58     $ 1       4.82     $ 14.88     $ 15.93    
Asset coverage ratio 4     422 %     410 %     496 %     575 %     513 %     543 %     451 %  

 

1  Assumes reinvestment of distributions at net asset value.

2  Assumes reinvestment of distributions at actual prices pursuant to the fund's dividend reinvestment plan.

3  The portfolio turnover rate for August 31, 2007 and August 31, 2006 has been revised to exclude maturities of investments that had been extended prior to their original maturity dates.

4  Represents net assets, excluding borrowings, at end of period divided by borrowings outstanding at end of period.

5  Total return has not been annualized.

6  Annualized.

First American Mortgage Funds 2009 Semiannual Report
31



FINANCIAL HIGHLIGHTS

Per-share data for a share of capital stock outstanding throughout each period and selected information for each period are as follows:

SLA

    Six-Month
Period Ended
2/28/09
  Year Ended August 31,   Nine-Month
Fiscal
Period Ended
  Year Ended November 30,  
    (unaudited)   2008   2007   2006   8/31/05   2004   2003  
Per-Share Data  
Net asset value, beginning of period   $ 12.42     $ 13.00     $ 13.12     $ 13.57     $ 13.14     $ 13.41     $ 13.48    
Operations:  
Net investment income     0.44       0.92       0.94       0.93       0.96       1.03       1.05    
Net realized and unrealized gains (losses) on investments     (1.18 )     (0.61 )     0.08       (0.15 )     0.12       (0.26 )     (0.04 )  
Total from operations     (0.74 )     0.31       1.02       0.78       1.08       0.77       1.01    
Distributions to shareholders:  
From net investment income     (0.43 )     (0.84 )     (1.04 )     (1.09 )     (0.65 )     (1.04 )     (1.08 )  
From net realized gain on investments     5       (0.05 )     (0.10 )     (0.14 )                    
Total distributions     (0.43 )     (0.89 )     (1.14 )     (1.23 )     (0.65 )     (1.04 )     (1.08 )  
Net asset value, end of period   $ 11.25     $ 12.42     $ 13.00     $ 13.12     $ 13.57     $ 13.14     $ 13.41    
Market value, end of period   $ 8.15     $ 10.64     $ 12.37     $ 12.12     $ 12.45     $ 12.79     $ 13.64    
Selected Information  
Total return, net asset value 1     (6.02 )% 6     2.44 %     8.13 %     6.12 %     8.47 % 6     5.97 %     7.72 %  
Total return, market value 2     (19.58 )% 6     (7.06 )%     11.65 %     7.86 %     2.61 % 6     1.44 %     14.92 %  
Net assets at end of period (in millions)   $ 120     $ 132     $ 139     $ 140     $ 145     $ 140     $ 143    
Ratio of expenses to average weekly net assets
before fee reimbursements
    2.96 % 7     3.14 %     2.73 %     2.17 %     2.31 % 7     1.87 %     2.05 %  
Ratio of expenses to average weekly net assets
after fee reimbursements
    2.96 % 7     3.14 %     2.72 %     2.17 %     2.31 % 7     1.87 %     2.05 %  
Ratio of expenses to average weekly net assets
excluding interest expense and fee reimbursements
    1.03 % 7     1.02 %     1.02 %     0.89 %     1.02 % 7     1.06 %     1.18 %  
Ratio of net investment income to average weekly net assets
before fee reimbursements
    7.66 % 7     7.24 %     7.21 %     7.11 %     9.77 % 7     7.79 %     7.79 %  
Ratio of net investment income to average weekly net assets
after fee reimbursements
    7.66 % 7     7.24 %     7.22 %     7.11 %     9.77 % 7     7.79 %     7.79 %  
Portfolio turnover rate 3     2 %     19 %     20 %     30 %     35 %     13 %     38 %  
Amount of borrowings outstanding at end of period (in millions)   $ 42     $ 45     $ 41     $ 32     $ 30     $ 41     $ 49    
Per-share amount of borrowings outstanding at end of period   $ 3.96     $ 4.24     $ 3.88     $ 2.96     $ 2.82     $ 3.87     $ 4.57    
Per-share amount of net assets, excluding borrowings,
at end of period
  $ 15.21     $ 16.66     $ 16.88     $ 16.08     $ 16.39     $ 17.01     $ 17.98    
Asset coverage ratio 4     384 %     393 %     434 %     543 %     581 %     439 %     394 %  

 

1  Assumes reinvestment of distributions at net asset value.

2  Assumes reinvestment of distributions at actual prices pursuant to the fund's dividend reinvestment plan.

3  The portfolio turnover rate for August 31, 2007 and August 31, 2006 has been revised to exclude maturities of investments that had been extended prior to their original maturity dates.

4  Represents net assets, excluding borrowings, at end of period divided by borrowings outstanding at end of period.

5  Amount rounds to less than $0.01 per share.

6  Total return has not been annualized.

7  Annualized.

The accompanying notes are an integral part of the financial statements.

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32




Notes to FINANCIAL STATEMENTS (unaudited as to February 28, 2009)

(1) Organization
  American Strategic Income Portfolio, Inc. ("ASP"), American Strategic Income Portfolio, Inc. II ("BSP"), American Strategic Income Portfolio, Inc. III ("CSP"), and American Select Portfolio, Inc. ("SLA") (the "funds") are registered under the Investment Company Act of 1940 (as amended) as diversified, closed-end management investment companies. The funds emphasize investments in mortgage-related assets that directly or indirectly represent a participation in or are secured by and payable from mortgage loans. They may also invest in U.S. government securities, corporate debt securities, and preferred stock issued by real estate investment trusts. In addition, the funds may borrow using reverse repurchase agreements and credit facilities. Fund shares are listed on the New York Stock Exchange under the symbols ASP, BSP, CSP, and SLA, respectively.

(2) Summary of Significant Accounting Policies
  Security Valuations

Security valuations for the funds' investments (other than whole loans) are generally furnished by an independent pricing service that has been approved by the funds' board of directors. Investments in equity securities that are traded on a national securities exchange (or reported on the Nasdaq national market system) are stated at the last quoted sales price if readily available for such securities on each business day. For securities traded on the Nasdaq national market system, the funds utilize the Nasdaq Official Closing Price which compares the last trade to the bid/ask price of a security. If the last trade falls within the bid/ask range, then that price will be the closing price. If the last trade is outside the bid/ask range, and falls above the ask, the ask price will be the closing price. If the last trade is below the bid, the bid will be the closing price. Other equity securities traded in the over-the-counter marke t and listed equity securities for which no sale was reported on that date are stated at the last quoted bid price. Investments in open-end mutual funds are valued at their respective net asset values on the valuation date.

Debt obligations exceeding 60 days to maturity are valued by an independent pricing service. The pricing service may employ methodologies that utilize actual market transactions, broker-dealer supplied valuations, or other formula-driven valuation techniques. These techniques generally consider such factors as yields or prices of bonds of comparable quality, type of issue, coupon, maturity, ratings, and general market conditions. Securities for which prices are not available from an independent pricing service, but where an active market exists, are valued using market quotations obtained from one or more dealers that make markets in the securities or from a widely-used quotation system. Debt obligations with 60 days or less remaining until maturity may be valued at their amortized cost which approximates market value.

The following investment vehicles, when held by a fund, are priced as follows: Exchange listed futures and options on futures are priced at their last sale price on the exchange on which they are principally traded, as determined by FAF Advisors, Inc. ("FAF Advisors"), on the day the valuation is made. If there were no sales on that day, futures and options on futures will be valued at the last reported bid price. Options on securities, indices, and currencies traded on Nasdaq or listed on a stock exchange, whether domestic or foreign, are valued at the last sale price on Nasdaq or on any exchange on the day the valuation is made. If there were no sales on that day, the options will be valued at the last sale price on the previous valuation date. Last sale prices are obtained from an independent pricing service. Forward contracts (other than currency forward contracts), swaps, and over-the-counter options on securities, indices, and currencies are valued at the quotations received from an independent pricing service, if available.

When market quotations are not readily available, securities are valued at fair value as determined in good faith by procedures established and approved by the funds' board of directors. Some of the factors which may be considered in determining fair value are fundamental analytical data relating to the investment; the nature and duration of any restrictions on disposition; trading in similar

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33



Notes to FINANCIAL STATEMENTS

securities of the same issuer or comparable companies; information from broker-dealers; and an evaluation of the forces that influence the market in which the securities are purchased or sold. If events occur that materially affect the value of securities (including non-U.S. securities) between the close of trading in those securities and the close of regular trading on the New York Stock Exchange, the securities will be valued at fair value.

The funds' investments in whole loans (single family, multifamily, and commercial) are generally not traded in any organized market and therefore, market quotations are not readily available. These investments are valued at fair value according to procedures adopted by the funds' board of directors. Pursuant to these procedures, these investments are initially fair valued at cost as this approximates fair value and adjusted using a FAF Advisors pricing model designed to incorporate, among other things, the present value of the projected stream of cash flows on such investments. The pricing model takes into account a number of relevant factors including the projected rate of prepayments, the delinquency profile, the historical payment record, the expected yield at purchase, changes in prevailing interest rates, and changes in the real or perceived liquidity of whole loans as the case may be. The results of the pricing model may b e further subject to price ceilings due to the illiquid nature of the loans. Changes in prevailing interest rates, real or perceived liquidity, yield spreads, and creditworthiness are factored into the pricing model each week.

Certain mortgage loan information is received once a month. This information includes, but is not limited to, the projected rate of prepayments, projected rate and severity of defaults, the delinquency profile, and the historical payment record. Valuations of whole loans are determined no less frequently than weekly. Although FAF Advisors believes the pricing model to be reasonable and appropriate, the actual values that may be realized upon the sale of whole loans can only be determined in negotiations between the funds and third parties.

As of February 28, 2009, the funds had fair valued securities as follows:

Fund   Fair Value   Percentage
of Total Net Assets
 
ASP   $ 37,402,320       83.7 %  
BSP     192,458,601       113.9    
CSP     247,532,297       112.4    
SLA     141,302,417       117.8    

 

The funds adopted Statement of Financial Accounting Standard No. 157, Fair Value Measurements ("FAS 157"), on September 1, 2008. FAS 157 requires the funds to classify their securities based on a valuation method, using the following three levels:

Level 1 - Quoted prices in active markets for identical securities. Generally, the types of securities included within Level 1 of the funds are investments in preferred stocks and mutual funds with quoted prices.

Level 2 - Other significant observable inputs (including quoted prices for similar securities, with similar interest rates, prepayment speeds, credit risk, etc.). Generally, the types of securities included in Level 2 of the funds are U.S. government agency mortgage-backed securities and commercial mortgage-backed securities.

Level 3 - Significant unobservable inputs (including a fund's own assumptions in determining the fair value of investments). Generally, the types of securities included in Level 3 of the funds are whole loans, unregistered corporate notes issued by real-estate related companies, and private

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34



mortgage-backed securities. These securities have limited or no observable fair value inputs available, and as such, the fair value is determined through independent broker quotations or management's fair value procedures adopted by the board of directors.

The valuation levels are not necessarily an indication of the risk associated with investing in these securities. Industry implementation has just begun and it may be some period of time before industry practices become more uniform. For this reason, care should be exercised in interpreting this information and/or using it for comparison with other mutual funds.

As of February 28, 2009, the funds' investments were classified as follows:

Fund   Level 1   Level 2   Level 3   Total  
ASP   $ 9,703,628     $ 9,941,574     $ 37,402,320     $ 57,047,522    
BSP     26,338,357       5,743,540       192,458,601       224,540,498    
CSP     33,101,959       5,840,339       247,532,297       286,474,595    
SLA     14,083,077       5,791,893       141,302,417       161,177,387    

 

The following is a reconciliation of Level 3 investments for which significant unobservable inputs were used in determining fair value:

    ASP   BSP   CSP   SLA  
Balance as of August 31, 2008   $ 46,643,980     $ 205,914,723     $ 274,791,933     $ 152,978,200    
Accrued discounts/premiums                 1,471          
Realized gain (loss)     7,006       92       3,013          
Change in net unrealized appreciation (depreciation)     (967,770 )     (6,208,088 )     (3,888,342 )     (6,364,883 )  
Net purchases (sales)     (8,280,896 )     (7,248,126 )     (23,375,778 )     (5,310,900 )  
Balance as of February 28, 2009   $ 37,402,320     $ 192,458,601     $ 247,532,297     $ 141,302,417    

 

Security Transactions and Investment Income

For financial statement purposes, the funds record security transactions on the trade date of the security purchase or sale. Dividend income is recorded on the ex-dividend date. Interest income, including accretion of bond discounts and amortization of bond premiums, is recorded on the accrual basis. Security gains and losses are determined on the basis of identified cost, which is the same basis used for federal income tax purposes.

Whole Loans

Whole loans may bear a greater risk of loss arising from a default on the part of the borrower of the underlying loans than do traditional mortgage-backed securities. This is because whole loans, unlike most mortgage-backed securities, generally are not backed by any government guarantee or private credit enhancement. Such risk may be greater during a period of declining or stagnant real estate values. The funds may invest in single family, multifamily, and commercial loans. Each fund currently limits its investment in commercial loans to 50% of its total assets. A participating loan is a whole loan which contains provisions for the lender to participate in the income stream provided by the property, including net cash flow and capital proceeds.

At February 28, 2009, ASP had 1 single family loan representing 0.04% of total net assets and 2.99% of total single family loans outstanding that was 120 or more days delinquent as to the timely monthly payment of principal and interest. At February 28, 2009, no commercial or multifamily loans in ASP were delinquent.

At February 28, 2009, BSP had 1 multifamily loan representing 6.66% of total net assets and 15.67% of total multifamily loans outstanding that were 120 or more days delinquent as to the

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35



Notes to FINANCIAL STATEMENTS

timely monthly payment of principal and interest. At February 28, 2009, no commercial or single family loans in BSP were delinquent.

At February 28, 2009, CSP had 3 multifamily loans representing 2.61% of total net assets and 6.38% of total multifamily loans outstanding that were 120 or more days delinquent as to the timely monthly payment of principal and interest. At February 28, 2009, no commercial loans in CSP were delinquent.

At February 28, 2009, no loans were delinquent in SLA.

The funds may incur certain costs and delays in the event of a foreclosure. Also, there is no assurance that the subsequent sale of the property will produce an amount equal to the sum of the unpaid principal balance of the loan as of the date the borrower went into default, the accrued unpaid interest, and all of the foreclosure expenses. In this case, the funds may suffer a loss. In accordance with the valuation procedures adopted by the funds' board of directors, real estate acquired through foreclosure, if any, is valued at estimated market value, as determined by independent third party appraisals, less estimated selling costs. As material capital improvements are made to the property, new market value appraisals are obtained.

Real estate may be acquired through foreclosure on whole loans or similar obligations. The funds may receive rental or other income as a result of holding real estate. In addition, the funds may incur expenses associated with maintaining or improving any real estate owned. Real estate income is recorded on a net basis in the income section of the funds' Statement of Operations. Capital improvements are recorded as an addition to the cost basis of the property, which will increase any loss at sale. As of February 28, 2009, the funds held no real estate owned through foreclosure.

Mortgage Servicing Rights

The funds may acquire interests in the cash flow from servicing fees through contractual arrangements with mortgage servicers. Mortgage servicing rights, similar to interest-only securities, generate no further cash flow when a mortgage is prepaid or goes into default. Mortgage servicing rights are accounted for on a level-yield basis with recognized income based on the estimated amounts and timing of cash flows. Such estimates are adjusted periodically as the underlying market conditions change. As of and for the six-month period ended February 28, 2009, the funds held no mortgage servicing rights.

Borrowings & Reverse Repurchase Agreements

Effective July 11, 2008, the funds entered into loan agreements with Massachusetts Mutual Life Insurance Company ("MMLIC") under which MMLIC made term loans to ASP, BSP, CSP, and SLA of $8,600,000, $45,100,000, $54,400,000, and $31,900,000, respectively, and agreed to make revolving loans to the funds of up to $2,400,000, $12,900,000, $15,600,000, and $9,100,000, respectively. Loans made under the loan agreements are secured by whole loans in the fund's portfolios, bear interest at the one-month London Interbank Offered Rate plus 2.625% subject to a "floor" interest rate of 5.00%, and mature on July 21, 2011. In addition to principal and interest payments paid by each fund to MMLIC for borrowings outstanding, each fund pays an annual fee of 1.28% on any unused portion of the fund's revolving loan commitment. Prior to this agreement, the funds had lending agreements with Morgan Stanley Mortgage Capital Holdings LLC ("Morgan Stanl ey"), under which ASP, BSP, CSP, and SLA could borrow up to $10,000,000, $70,000,000, $90,000,000, and $50,000,000, respectively, using whole loans as collateral. In addition to principal and interest payments paid by each fund to Morgan Stanley for borrowings

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36



outstanding, each fund paid an annual fee of 0.15% to Morgan Stanley on any unused portion of the fund's loan commitment. Such agreements were terminated by Morgan Stanley at which time the funds refinanced the borrowings with the MMLIC agreements.

The funds may also borrow money by entering into reverse repurchase agreements, which involve the sale of portfolio-eligible securities by the funds, coupled with an agreement to repurchase the securities at a specified date and price. Borrowings may increase volatility of the funds' net asset values and involve the risk that interest costs on money borrowed may exceed the return on securities purchased with that borrowed money. Each fund is subject to a restriction on borrowing under which each fund must maintain asset coverage of at least 300%. The interest expense incurred on borrowings is recognized as "Interest Expense" in the Statements of Operations. For the six-month period ended February 28, 2009, the weighted average borrowings outstanding for ASP, BSP, CSP, and SLA were $13,804,500, $58,117,333, $70,594,333, and $43,230,000, respectively, and the weighted average interest rates paid by the funds on such borrowings wer e 4.48%, 5.06%, 5.14%, and 5.07%, respectively.

Securities Purchased on a When-Issued Basis

Delivery and payment for securities that have been purchased by the funds on a when-issued or forward-commitment basis can take place a month or more after the transaction date. Such securities do not earn interest, are subject to market fluctuation, and may increase or decrease in value prior to their delivery. Each fund segregates, with its custodian, assets with a market value equal to or greater than the amount of its purchase commitments. The purchase of securities on a when-issued or forward-commitment basis may increase the volatility of a fund's net asset value if the fund makes such purchases while remaining substantially fully invested. As of February 28, 2009, the funds had no outstanding when-issued or forward-commitment securities.

Repurchase Agreements

For repurchase agreements entered into with certain broker-dealers, the funds, along with other affiliated registered investment companies, may transfer uninvested cash balances into a joint trading account, the daily aggregate of which is invested in repurchase agreements secured by U.S. government or agency obligations. Securities pledged as collateral for all individual and joint repurchase agreements are held by the funds' custodian bank until maturity of the repurchase agreement. All agreements require that the daily market value of the collateral be in excess of the repurchase amount, including accrued interest, to protect the funds in the event of a default. As of February 28, 2009, the funds had no outstanding repurchase agreements.

Federal Taxes

Each fund is treated as a separate taxable entity. Each fund intends to continue to qualify as a regulated investment company as provided in Subchapter M of the Internal Revenue Code, as amended, and to distribute all taxable income, if any, to its shareholders. Accordingly, no provision for federal income taxes is required. Each fund also intends to distribute its taxable net investment income and realized gains, if any, to avoid the payment of any federal excise taxes.

As of February 28, 2009, the funds did not have any tax positions that did not meet the "more-likely-than-not" threshold of being sustained by the applicable taxing authority. Generally, tax authorities can examine all the tax returns filed for the last three years.

Net investment income and net realized gains and losses may differ for financial statement and tax purposes because of temporary or permanent book/tax differences. These differences are primarily

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Notes to FINANCIAL STATEMENTS

due to deferred wash sale losses, paydown gains and losses, tax mark-to-market adjustments under Section 311(e) of the Taxpayer relief Act of 1997, tax deductions for real estate owned, and investments in REITS. To the extent these differences are permanent, reclassifications are made to the appropriate capital accounts in the fiscal period that the differences arise.

The character of distributions made during the fiscal period from net investment income or net realized gains may differ from its ultimate characterization for federal income tax purposes. In addition, due to the timing of dividend distributions, the fiscal period in which amounts are distributed may differ from the fiscal period that the income or realized gains or losses were recorded by the funds.

The character of distributions paid during the six-month period ended February 28, 2009 (estimated) and the fiscal year ended August 31, 2008, were as follows:

    ASP   BSP  
    2/28/09   8/31/08   2/28/09   8/31/08  
Distributions paid from:  
Ordinary income   $ 1,650,219     $ 3,165,549     $ 5,595,010     $ 10,970,395    
Long-term capital gains                          
Return of capital           134,890             1,578,414    
Total   $ 1,650,219     $ 3,300,439     $ 5,595,010     $ 12,548,809    
    CSP   SLA  
    2/28/09   8/31/08   2/28/09   8/31/08  
Distributions paid from:  
Ordinary income   $ 8,755,972     $ 20,564,180     $ 4,558,089     $ 8,956,245    
Long-term capital gains                 33,053       510,399    
Return of capital           129,811                
Total   $ 8,755,972     $ 20,693,991     $ 4,591,142     $ 9,466,644    

 

At August 31, 2008, the funds' most recently completed fiscal year-end, the components of accumulated deficit on a tax basis were as follows:

    ASP   BSP   CSP   SLA  
Undistributed ordinary income   $     $     $     $ 315,040    
Accumulated long-term capital gains                       32,960    
Accumulated capital and post-October losses     (1,561,502 )     (7,401,897 )     (6,321,076 )     (3,915,927 )  
Unrealized depreciation     (2,180,080 )     (13,549,567 )     (19,524,751 )     (3,894,547 )  
Accumulated deficit   $ (3,741,582 )   $ (20,951,464 )   $ (25,845,827 )   $ (7,462,474 )  

 

The difference between book basis and tax basis unrealized appreciation (depreciation) at August 31, 2008, is attributable to adjustments for REITs, tax deferral of losses on wash sales, and a one-time tax election whereby the funds marked appreciated securities to market creating capital gains that were used to reduce capital loss carryovers and increase tax cost basis.

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For federal income tax purposes, the following funds had capital loss carryovers at August 31, 2008, the funds' most recently completed fiscal year-end, which, if not offset by subsequent capital gains, will expire on the funds' fiscal year-ends as follows:

    Expiration  
Fund   2009   2010   2011   2012   2013   2014   2015   2016   Total  
ASP   $ 737,067     $ 215,371     $     $     $     $     $     $     $ 952,438    
BSP                                   2,858,586             133,712       2,992,298    
CSP                                         551,492       381,985       933,477    

 

The funds incurred a loss for tax purposes for the period from November 1, 2007 to August 31, 2008. As permitted by tax regulations, the funds intend to elect to defer and treat the losses as arising in the fiscal year ending August 31, 2009. The deferred losses were as follows:

Fund   Amount  
ASP   $ 609,064    
BSP     4,409,599    
CSP     5,387,599    
SLA     3,915,927    

 

Distributions to Shareholders

Distributions from net investment income are declared and paid on a monthly basis. Any net realized capital gains on sales of securities for the funds are distributed to shareholders at least annually. These distributions are recorded as of the close of business on the ex-dividend date. Such distributions are payable in cash or, pursuant to the funds' dividend reinvestment plans, reinvested in additional shares of the funds' capital stock. Under each fund's plan, fund shares will be purchased in the open market unless the market price plus commissions exceeds the net asset value by 5% or more. If, at the close of business on the dividend payment date, the shares purchased in the open market are insufficient to satisfy the dividend reinvestment requirement, the funds will issue new shares at a discount of up to 5% from the current market price.

The funds receive substantial distributions from holdings in real estate investment trusts ("REITs"). Distributions from REITs may be characterized as ordinary income, net capital gain, or a return of capital to the REIT shareholder. The proper characterization of REIT distributions is generally not known until after the end of each calendar year. As such, the funds must use estimates in reporting the character of its income and distributions for financial statement purposes. The actual character of distributions to a fund's shareholders will be reflected on the Form 1099 received by shareholders after the end of the calendar year. Due to the nature of REIT investments, a portion of the distributions received by a fund shareholder may represent a return of capital.

Deferred Compensation Plan

Under a Deferred Compensation Plan (the "Plan"), non-interested directors of the First American Family of Funds may participate and elect to defer receipt of part or all of their annual compensation. Deferred amounts are treated as though equivalent dollar amounts had been invested in shares of open-end First American Funds, preselected by each director. All amounts in the Plan are 100% vested and accounts under the Plan are obligations of the funds. Deferred amounts remain in the funds until distributed in accordance with the Plan.

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Notes to FINANCIAL STATEMENTS

Use of Estimates in the Preparation of Financial Statements

The preparation of financial statements, in conformity with U.S. generally accepted accounting principles, requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and the disclosure of contingent assets and liabilities at the date of the financial statements and the results of operations during the reporting period. Actual results could differ from these estimates.

(3) Expenses
  Investment Advisory Fees

Pursuant to investment advisory agreements with each fund (each an "Agreement"), FAF Advisors, a subsidiary of U.S. Bank National Association ("U.S. Bank"), manages the funds' assets and furnishes related office facilities, equipment, research, and personnel. For ASP, BSP, and CSP, the Agreement provides FAF Advisors with a monthly investment advisory fee in an amount equal to an annualized rate of 0.20% of the respective fund's average weekly net assets and 4.50% of the daily gross income accrued by such fund during the month (i.e., investment income, including accretion of bond discounts and amortization of premiums, other than gains from the sale of securities or gains from options and futures contracts less interest on money borrowed by the funds). The monthly investment advisory fee shall not exceed, in the aggregate, 1/12 of 0.725% of the respective fund's average weekly net assets during the month (approximately 0.725% on an annual basis). For SLA, the Agreement provides FAF Advisors with a monthly investment advisory fee in an amount equal to an annualized rate of 0.50% of the fund's average weekly net assets. For its fees, FAF Advisors provides investment advice and, in general, conducts the management and investment activities of the funds.

The funds may invest in money market funds that are a series of First American Funds, Inc., subject to certain limitations. In order to avoid the payment of duplicative investment advisory fees to FAF Advisors, which acts as the investment advisor to these funds and the related money market funds, FAF Advisors will reimburse to each fund an amount equal to the investment advisory fees received from the related money market funds that are attributable to the assets of that fund. These reimbursements, if any, are disclosed as "Fee reimbursements" in the Statement of Operations.

Administrative Fees

FAF Advisors serves as the funds' administrator pursuant to administration agreements between FAF Advisors and each fund. Under these agreements, FAF Advisors receives a monthly administrative fee from each fund in an amount equal to 0.25% of the fund's average weekly net assets. For its fee, FAF Advisors provides numerous services to the funds including, but not limited to, handling the general business affairs, financial and regulatory reporting, and various other services.

Custodian Fees

U.S. Bank serves as each funds' custodian pursuant to a custodian agreement with the funds. The custodian fee charged to each fund is equal to an annual rate of 0.02% of such fund's average weekly net assets. These fees are computed weekly and paid monthly.

Under the custodian agreement, interest earned on uninvested cash balances is used to reduce a portion of each fund's custodian expenses. These credits, if any, are disclosed as "Indirect payments from custodian" in the Statement of Operations. Conversely, the custodian charges a fee for any cash overdrafts incurred, which will increase the fund's custodian expenses. For the six-month period ended February 28, 2009, custodian fees for ASP, BSP, CSP, and SLA were reduced by $49, $44, $41, and $19 as a result of interest earned, respectively.

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Mortgage Servicing Fees

The funds may enter into mortgage servicing agreements with mortgage servicers for whole loans and participation mortgages. For a fee, mortgage servicers maintain loan records, such as insurance and taxes and the proper allocation of payments between principal and interest.

Other Fees and Expenses

In addition to the investment advisory, administrative, custodian, and mortgage servicing fees, the funds are responsible for paying most other operating expenses, including: legal, auditing and accounting services, postage and printing of shareholder reports, transfer agent fees and expenses, listing fees, outside directors' fees and expenses, insurance, pricing, interest, expenses related to real estate owned, fees to outside parties retained to assist in conducting due diligence, taxes, and other miscellaneous expenses. For the six-month period ended February 28, 2009, legal fees and expenses of $4,308, $4,308, $4,308, $4,308 for ASP, BSP, CSP, and SLA, respectively, were paid to a law firm of which an Assistant Secretary of the funds is a partner.

Expenses that are directly related to a fund are charged directly to that fund. Other operating expenses of the First American Family of Funds are allocated to the funds on several bases, including evenly across all funds, allocated based on relative net assets of all funds within the First American Family of Funds or a combination of both methods.

(4) Investment Security Transactions
  Cost of purchases and proceeds from sales of securities and real estate, other than temporary investments in short-term securities, for the six-month period ended February 28, 2009, were as follows:

Fund   Cost of Purchases   Proceeds from Sales  
ASP   $ 6,653,032     $ 8,593,365    
BSP     1,507,000       8,198,709    
CSP     15,384,240       24,666,166    
SLA     3,739,828       5,658,038    

 

Included in proceeds from sales for BSP and SLA were $65,100 and $31,122, respectively, from prepayment penalties.

(5) Indemnifications  The funds enter into contracts that contain a variety of indemnifications. The funds' maximum exposure under these arrangements is unknown. However, the funds have not had prior claims or losses pursuant to these contracts and expect the risk of loss to be remote.

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Notice to SHAREHOLDERS (unaudited)

ANNUAL MEETING RESULTS

A joint annual meeting of the funds' shareholders was held on December 1, 2008. Each matter voted upon at the meeting, as well as the number of votes cast for, against or withheld, the number of abstentions, and the number of broker non-votes (if any) with respect to such matters, are set forth below.

(1)  The funds' shareholders elected the following nine directors:

    ASP   BSP  
    Shares
Voted "For"
  Shares Withholding
Authority to Vote
  Shares
Voted "For"
  Shares Withholding
Authority to Vote
 
Benjamin R. Field III     3,705,138       116,942       14,438,721       490,350    
Roger A. Gibson     3,704,938       117,142       14,438,069       491,002    
Victoria J. Herget     3,705,138       116,942       14,436,961       492,110    
John P. Kayser     3,702,610       119,470       14,440,192       488,879    
Leonard W. Kedrowski     3,702,238       119,842       14,435,441       493,630    
Richard K. Riederer     3,704,438       117,642       14,438,353       490,718    
Joseph D. Strauss     3,702,238       119,842       14,435,966       493,105    
Virginia L. Stringer     3,705,138       116,942       14,435,826       493,245    
James M. Wade     3,702,638       119,442       14,438,440       490,631    
    CSP   SLA  
    Shares
Voted "For"
  Shares Withholding
Authority to Vote
  Shares
Voted "For"
  Shares Withholding
Authority to Vote
 
Benjamin R. Field III     19,491,438       384,011       9,921,075       240,367    
Roger A. Gibson     19,500,148       375,301       9,926,389       235,053    
Victoria J. Herget     19,498,858       376,591       9,928,389       233,053    
John P. Kayser     19,500,241       375,208       9,928,389       233,053    
Leonard W. Kedrowski     19,493,478       381,971       9,927,688       233,754    
Richard K. Riederer     19,500,584       374,865       9,929,244       232,198    
Joseph D. Strauss     19,490,351       385,098       9,925,217       236,225    
Virginia L. Stringer     19,495,489       379,960       9,927,564       233,878    
James M. Wade     19,500,451       374,998       9,927,318       234,124    

 

(2)  The funds' shareholders ratified the selection by the funds' board of directors of Ernst & Young LLP as the independent registered public accounting firm for the funds for the fiscal period ending August 31, 2009. The following votes were cast regarding this matter:

Fund   Shares
Voted "For"
  Shares
Voted "Against"
  Abstentions   Broker
Non-Votes
 
ASP     3,749,028                      
BSP     14,524,184       305,930       98,957          
CSP     19,522,977       173,211       179,261          
SLA     9,999,986       61,674       99,782          

 

(3)  A dissident shareholder had indicated his intention to solicit proxies to elect his own nominees to the board of directors at the annual meeting, and to adopt a proposal recommending to the board of directors that each fund conduct a tender offer for its shares. Shareholders voted against the proposal made by the shareholder, with the results of the vote being as follows:

Fund   Shares
Voted "For"
  Shares
Voted "Against"
  Abstentions   Broker
Non-Votes
 
ASP     122,706       2,727,734       86,475       885,165    
BSP     790,607       10,218,477       413,277       3,506,710    
CSP     791,302       12,285,965       588,956       6,209,226    
SLA     329,976       6,362,839       345,980       3,122,646    

 

First American Mortgage Funds 2009 Semiannual Report
42



HOW TO OBTAIN A COPY OF THE FUNDS' PROXY VOTING POLICIES AND PROXY VOTING RECORD

A description of the policies and procedures that the funds use to determine how to vote proxies relating to portfolio securities, as well as information regarding how the funds voted proxies relating to portfolio securities is available at www.firstamericanfunds.com and on the U.S. Securities and Exchange Commission's website at www.sec.gov. A description of the funds' policies and procedures is also available without charge upon request by calling 800.677.FUND.

FORM N-Q HOLDINGS INFORMATION

The funds are required to file their complete schedule of portfolio holdings for the first and third quarters of each fiscal year with the Securities and Exchange Commission on Form N-Q. The funds' Forms N-Q are available without charge (1) upon request by calling 800.677.FUND and (2) on the U.S. Securities and Exchange Commission's website at www.sec.gov. In addition, you may review and copy the funds' Forms N-Q at the Commission's Public Reference Room in Washington D.C. You may obtain information on the operation of the Public Reference Room by calling 1-800-SEC-0330.

QUARTERLY PORTFOLIO HOLDINGS

The funds will make portfolio holdings information publicly available by posting the information at www.firstamericanfunds.com on a quarterly basis. The fund will attempt to post such information within 10 business days of the quarter-end.

CERTIFICATIONS

In December 2008, the funds' Chief Executive Officer submitted to the New York Stock Exchange ("NYSE") his annual certification required under Section 303A.12(a) of the NYSE corporate governance rules. The certifications of the funds' Principal Executive Officer and Principal Financial Officer required pursuant to Rule 30a-2 under the 1940 Act have been filed with the funds' Form N-CSR filings and are available on the U.S. Securities and Exchange Commission's website at www.sec.gov.

First American Mortgage Funds 2009 Semiannual Report
43



(This page intentionally left blank.)




BOARD OF DIRECTORS

Virginia Stringer

Chairperson of First American Mortgage Funds
Governance Consultant; Chair of Saint Paul Riverfront Corporation;
former Owner and President of Strategic Management Resources, Inc.

Benjamin Field III

Director of First American Mortgage Funds
Retired; former Senior Financial Advisor, Senior Vice President,
Chief Financial Officer, and Treasurer of Bemis Company, Inc.

Roger Gibson

Director of First American Mortgage Funds
Director of Charterhouse Group, Inc.

Victoria Herget

Director of First American Mortgage Funds
Investment Consultant; Chair of United Educators Insurance Company;
former Managing Director of Zurich Scudder Investments

John Kayser

Director of First American Mortgage Funds
Retired; former Principal, Chief Financial Officer, and Chief Administrative Officer of
William Blair & Company, LLC

Leonard Kedrowski

Director of First American Mortgage Funds
Owner and President of Executive and Management Consulting, Inc.

Richard Riederer

Director of First American Mortgage Funds
Owner and Chief Executive Officer of RKR Consultants, Inc.

Joseph Strauss

Director of First American Mortgage Funds
Owner and President of Strauss Management Company

James Wade

Director of First American Mortgage Funds
Owner and President of Jim Wade Homes

First American Mortgage Funds' Board of Directors is comprised entirely of
independent directors.



P.O. Box 1330

Minneapolis, MN 55440-1330

American Strategic Income Portfolio Inc.

American Strategic Income Portfolio Inc. II

American Strategic Income Portfolio Inc. III

American Select Portfolio Inc.

2009 Semiannual Report

FAF Advisors, Inc., is a wholly owned subsidiary of U.S. Bank National Association, which is a wholly owned subsidiary of U.S. Bancorp.

This document is printed on paper containing 10% postconsumer waste.

4/2009    0103-09 WHOLELOAN-SAR




 

Item 2—Code of Ethics

 

Not applicable to the semi-annual report.

 

Item 3—Audit Committee Financial Expert

 

Not applicable to the semi-annual report.

 

Item 4—Principal Accountant Fees and Services

 

Not applicable to the semi-annual report.

 

Item 5—Audit Committee of Listed Registrants

 

Not applicable to the semi-annual report.

 

Item 6—Schedule of Investments

 

The schedule is included as part of the report to shareholders filed under Item 1 of this Form.

 

Item 7—Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies

 

Not applicable to the semi-annual report.

 

Item 8—Portfolio Managers of Closed-End Management Investment Companies

 

Not applicable to the semi-annual report.

 

Item 9—Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers

 

Neither the registrant nor any “affiliated purchaser,” as defined in Rule 10b-18(a)(3) under the Exchange Act, purchased any shares or other units of any class of the registrant’s equity securities that is registered pursuant to Section 12 of the Exchange Act.

 

Item 10—Submission of Matters to a Vote of Security Holders

 

There have been no material changes to the procedures by which shareholders may recommend nominees to the registrant’s board of directors, where those changes were implemented after the registrant last provided disclosure in response to the requirements of Item 7(d)(2)(ii)(G) of Schedule 14A, or this item.

 

Item 11—Controls and Procedures

 

(a)                      The registrant’s principal executive officer and principal financial officer have evaluated the effectiveness of the registrant’s disclosure controls and procedures within 90 days of the date of this filing and have concluded that the registrant’s disclosure controls and procedures were effective, as of that date, in ensuring that information required to be disclosed by the registrant in this Form N-CSR was recorded, processed, summarized and reported timely.

 

(b)                     There were no changes in the registrant’s internal control over financial reporting that occurred during the second fiscal quarter of the period covered by this report that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting.

 

Item 12—Exhibits

 

(a)(1)        Not applicable.

 

(a)(2)        Certifications of the principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the Investment Company Act are filed as exhibits hereto.

 

(a)(3)   Not applicable.

 

(b)                     Certifications of the principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(b) under the Investment Company Act are filed as exhibits hereto.

 



 

Signatures

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

American Select Portfolio Inc.

 

By:

 

 

/s/ Thomas S. Schreier, Jr.

 

 

Thomas S. Schreier, Jr.

 

President

 

Date: April 29, 2009

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

 

By:

 

 

/s/ Thomas S. Schreier, Jr.

 

 

Thomas S. Schreier, Jr.

 

President

 

Date: April 29, 2009

 

By:

 

 

/s/ Charles D. Gariboldi, Jr.

 

 

Charles D. Gariboldi, Jr.

 

Treasurer

 

Date: April 29, 2009

 


EX-99.CERT 2 a09-7636_13ex99dcert.htm EX-99.CERT

EXHIBIT 99.CERT

 

CERTIFICATIONS PURSUANT TO

SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002

 

I, Thomas S. Schreier, Jr., certify that:

 

1. I have reviewed this report on Form N-CSR of American Select Portfolio Inc.;

 

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

 

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

 

4. The registrant’s other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

 

a)        designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

 

b)       designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

 

c)        evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

 

d)       disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

 

5. The registrant’s other certifying officer and I have disclosed to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

 

a)        all significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize, and report financial information; and

 

b)       any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

 

Date: April 29, 2009

 

/s/ Thomas S. Schreier, Jr.

 

Thomas S. Schreier, Jr.

 

President

 

 



 

I, Charles D. Gariboldi, Jr., certify that:

 

1. I have reviewed this report on Form N-CSR of American Select Portfolio Inc.;

 

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

 

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

 

4. The registrant’s other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

 

a)        designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

 

b)       designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

 

c)        evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

 

d)       disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

 

5. The registrant’s other certifying officer and I have disclosed to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

 

a)        all significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize, and report financial information; and

 

b)       any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

 

Date: April 29, 2009

 

/s/ Charles D. Gariboldi, Jr.

 

Charles D. Gariboldi, Jr.

 

Treasurer

 

 


EX-99.906CERT 3 a09-7636_13ex99d906cert.htm EX-99.906CERT

EXHIBIT 99.906CERT

 

CERTIFICATIONS PURSUANT TO

18 U.S.C. SECTION 1350,

AS ADOPTED PURSUANT TO

SECTION 906 OF THE SARBANES-OXLEY ACT OF 2002

 

Pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 (18 U.S.C. Section 1350), the undersigned officers of American Select Portfolio Inc. (the “Fund”) do hereby certify, to the best of each such officer’s knowledge, that:

 

1.                                       The report on Form N-CSR of the Fund (the “Report”) fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

 

2.                                       The information contained in the Report fairly presents, in all material respects, the financial condition and results of the operations of the Fund.

 

By:

 

 

/s/ Thomas S. Schreier, Jr.

 

 

Thomas S. Schreier, Jr.

 

President

 

Date: April 29, 2009

 

By:

 

 

/s/ Charles D. Gariboldi, Jr.

 

 

Charles D. Gariboldi, Jr.

 

Treasurer

 

Date: April 29, 2009

 


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