0001145549-17-006461.txt : 20171006 0001145549-17-006461.hdr.sgml : 20171006 20171006152327 ACCESSION NUMBER: 0001145549-17-006461 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20170930 FILED AS OF DATE: 20171006 DATE AS OF CHANGE: 20171006 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS CENTRAL INDEX KEY: 0000857156 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 171127042 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-415-667-7000 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004504 Schwab Cash Reserves C000012378 Sweep Shares SWSXX N-MFP2 1 primary_doc.xml N-MFP2 0000857156 XXXXXXXX 2017-09-30 0000857156 S000004504 1 N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. 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1657537.67 Private Label Collateralized Mortgage Obligations MLMI 2033-02-25 3.107100 1700000.00 31707.09 Private Label Collateralized Mortgage Obligations ML CFC COML MTGE TR 2007-8 2049-08-12 5.969900 2810938.00 2823989.75 Private Label Collateralized Mortgage Obligations MSC 2007-HQ11 C 5493004BO35O1811XR94 2044-02-12 5.558000 317000.00 25145.36 Private Label Collateralized Mortgage Obligations 144A MSC 2007-HQ11 K 5493004BO35O1811XR94 2044-02-12 6.165100 2000000.00 8652.93 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAPITAL 1 TRUST 2006 2043-12-15 5.399000 750000.00 454747.75 Private Label Collateralized Mortgage Obligations NEW RESIDENTIAL VAR 11/35 2035-11-26 5.689100 339000.00 348790.93 Private Label Collateralized Mortgage Obligations NEW RESIDENTIAL VAR 11/35 2035-11-26 5.689100 173150.00 164500.80 Private Label Collateralized Mortgage Obligations NEW RESIDENTIAL VAR 11/35 2035-11-26 5.689100 150550.00 137582.75 Private Label Collateralized Mortgage Obligations RALI 2007-QH2 A2 2037-03-25 1.407200 17500000.00 26562.79 Private Label Collateralized Mortgage Obligations RALI 2007-QH3 A2 2037-04-25 1.447200 20000000.00 278831.66 Private Label Collateralized Mortgage Obligations RALI 2006-QS4 A5 2036-04-25 1.737200 36060000.00 3694925.38 Private Label Collateralized Mortgage Obligations RALI 2006-QS6 1A11 2036-06-25 1.937220 46729000.00 4128589.57 Private Label Collateralized Mortgage Obligations CWALT 2006-41CB 1A3 2037-01-25 6.000000 4000000.00 403343.02 Private Label Collateralized Mortgage Obligations AHM 2007-1 GA1A 2047-05-25 1.394400 6900000.00 2251287.57 Private Label Collateralized Mortgage Obligations AHM 2004-1 4A 2044-04-25 3.491000 62160000.00 4175373.90 Private Label Collateralized Mortgage Obligations 144A ARMOR 2005-1A B1 549300R6YCKOB8RJNO42 2037-12-10 1.665000 12810000.00 7580949.27 Private Label Collateralized Mortgage Obligations BBCCRE TRUST VAR 08/33 2033-08-10 4.714600 5000000.00 4281000.79 Private Label 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4.373300 5000000.00 4811140.30 Private Label Collateralized Mortgage Obligations COMM 2013-CCRE8 VAR 06/46 549300NGGFIEJ2ER3D22 2046-06-10 4.093500 113000.00 102335.59 Private Label Collateralized Mortgage Obligations 144A CSMC 2015-DEAL F 549300FBVMRSN384BA29 2029-04-15 5.984400 8000000.00 8043680.19 Private Label Collateralized Mortgage Obligations 144A CSMC 2014-USA F 549300818AKCJ4Q9TD76 2037-09-15 4.373300 11500000.00 9795007.97 Private Label Collateralized Mortgage Obligations CWALT INC. 2004-13CB 2044-03-25 4.126400 5055000.00 3993910.20 Private Label Collateralized Mortgage Obligations 144A COMM 2013-CR10 D 549300YJIXJB9DCDOI21 2046-08-10 4.948100 750000.00 666831.05 Private Label Collateralized Mortgage Obligations CSMLT 2015-3 FLT 11/45 2045-11-25 3.676200 1984000.00 1476495.98 Private Label Collateralized Mortgage Obligations CWALT 2005-56 5A3 2035-11-25 1.627200 29658000.00 1077917.29 Private Label Collateralized Mortgage Obligations CWHL 2006-OA5 1A2 2046-04-25 1.537200 87637000.00 334509.92 Private Label Collateralized Mortgage Obligations CWHL 2006-OA5 2A2 2046-04-25 1.537200 54262000.00 382758.17 Private Label Collateralized Mortgage Obligations CWHL 2006-OA5 3A2 2046-04-25 1.537200 53910840.00 1368222.50 Private Label Collateralized Mortgage Obligations CWHL 2005-7 IM1 2035-03-25 1.987200 8413000.00 2221052.55 Private Label Collateralized Mortgage Obligations CWALT 2005-20CB 2A8 2035-07-25 5.500000 2422900.00 30059.05 Private Label Collateralized Mortgage Obligations ALTERNATIVE FLT 12/35 2035-12-25 1.657200 15000000.00 960706.92 Private Label Collateralized Mortgage Obligations CWALT 2005-61 2A4 2035-12-25 1.737200 6500000.00 13475.03 Private Label Collateralized Mortgage Obligations CITIGROUP VAR 01/43 2043-01-14 4.778600 4000000.00 2604026.79 Private Label Collateralized Mortgage Obligations CMLTI 2005-11 A2B 2035-10-25 3.630000 4854524.00 478706.02 Private Label Collateralized Mortgage Obligations 144A COMM 2000-C1 G 2033-08-15 6.850000 5000000.00 359501.35 Private Label Collateralized Mortgage Obligations CSMC 2007-C4 A1AJ 2039-09-15 6.267000 60000.00 2363.58 Private Label Collateralized Mortgage Obligations CMO CONSECO FIN SEC CORP 2033-03-01 9.163000 9740000.00 9374193.60 Private Label Collateralized Mortgage Obligations CSMC 2007-C1 AM 549300FW5RBJHRQ6VP04 2040-02-15 5.416000 3997097.00 2630634.90 Private Label Collateralized Mortgage Obligations CSFB 2002-26 3M3 2032-10-25 6.304700 3000000.00 2413413.58 Private Label Collateralized Mortgage Obligations CSFB 2003-8 CB1 2033-04-25 5.654500 4810000.00 887723.93 Private Label Collateralized Mortgage Obligations CSFB 2003-8 CB2 2033-04-25 5.654500 1133646.00 159762.38 Private Label Collateralized Mortgage Obligations DBALT 2005-2 M 2035-04-25 5.471000 6855590.00 241329.71 Private Label Collateralized Mortgage Obligations DBALT 2005-3 4A6 2035-06-25 5.250000 3000000.00 5627347.47 Private Label Collateralized Mortgage Obligations EMAC OWNER VAR 01/27 2027-01-15 5.932900 23000000.00 823210.62 Private Label Collateralized Mortgage Obligations 144A EMAC 2000-1 A2 2027-01-15 5.932900 8500000.00 388625.51 Private Label Collateralized Mortgage Obligations CSMC TR 2015-TOWN 2028-03-15 5.384400 6000000.00 6020081.52 Private Label Collateralized Mortgage Obligations CSMC TR 2015-TOWN 2028-03-15 5.734400 30649129.00 30717499.96 Private Label Collateralized Mortgage Obligations FREMF MORTGAGE VAR 03/27 2027-03-25 4.116400 7280000.00 7090908.59 Private Label Collateralized Mortgage Obligations FHASI 2004-AR7 4A1 2035-02-25 3.050300 500000.00 31685.85 Private Label Collateralized Mortgage Obligations 144A GAHR 2015-NRF FFX 2034-12-15 3.494900 5000000.00 4982962.91 Private Label Collateralized Mortgage Obligations 144A GAHR 2015-NRF GFX 2034-12-15 3.494900 6000000.00 5921085.83 Private Label Collateralized Mortgage Obligations GMACC 2005-C1 AJ 2043-05-10 4.806000 500000.00 163899.84 Private Label Collateralized Mortgage Obligations RALI 2006-QH1 A2 2036-12-25 1.467200 12500000.00 588768.53 Private Label Collateralized Mortgage Obligations RALI SERIES VAR 02/35 2035-02-25 3.823400 4100000.00 105471.13 Private Label Collateralized Mortgage Obligations SEMT 2003-5 B2 2033-09-20 2.656500 6447000.00 620493.57 Private Label Collateralized Mortgage Obligations STRUCTURED FLT 08/46 2046-08-25 1.487200 230161262.00 30465964.97 Private Label Collateralized Mortgage Obligations STRUCTURED FLT 10/36 2036-10-25 1.397200 9754000.00 536976.56 Private Label Collateralized Mortgage Obligations SASC 2006-S2 A2 2036-06-25 6.000000 86237000.00 27060983.60 Private Label Collateralized Mortgage Obligations CMO STRUCTURED ASSET INVESTMEN 2033-04-25 2.617200 5000000.00 23499.91 Private Label Collateralized Mortgage Obligations SAMI 2005-AR5 B2 2035-07-19 1.937200 8638000.00 2302671.84 Private Label Collateralized Mortgage Obligations 144A SASC 1998-RF1 A 2027-04-15 5.751300 113712486.00 2000120.38 Private Label Collateralized Mortgage Obligations STACS 2007-1 A 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3.356% 09/58 549300XO83D3BDYP0P62 2058-09-15 3.356000 11188000.00 7080327.04 Private Label Collateralized Mortgage Obligations WFMBS2006-06 2036-05-25 1.637200 18200000.00 1235855.29 Private Label Collateralized Mortgage Obligations WELLS FARGO 5.75% 06/37 2037-06-25 5.750000 91000.00 17601.11 Private Label Collateralized Mortgage Obligations Y 2017-11-03 2017-11-03 2017-11-22 Y Credit Suisse Securities (USA) LLC 1.0000 35 N N N 0.0163 237000971.70 237000971.70 0.0064 N N N Y AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.150000% 0000859994 ATD0MTO58 Non-Negotiable Time Deposit Y 2017-10-02 2017-10-02 2017-10-02 N N N 0.0115 410000143.50 410000143.50 0.0112 N Y Y N ROYAL BANK OF CANADA (TORONTO BRANCH) ROYAL BANK OF CANADA (TORONTO BRANCH) 1.150000% 0000352613 ATD0MUDY4 Non-Negotiable Time Deposit Y 2017-10-03 2017-10-03 2017-10-03 N N N 0.0115 370999795.95 370999795.95 0.0101 N N Y N SVENSKA HANDELSBANKEN AB 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(MONTREAL BRANCH) 1.120000% 0000926171 ATD0MWL47 Non-Negotiable Time Deposit Y 2017-10-06 2017-10-06 2017-10-06 N N N 0.0112 133997949.80 133997949.80 0.0036 N N Y N TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 1.120000% 0000947263 ATD0MWL96 Non-Negotiable Time Deposit Y 2017-10-06 2017-10-06 2017-10-06 N N N 0.0112 346994690.90 346994690.90 0.0094 N N Y N The Charles Schwab Family of Funds 2017-10-06 Mark Fischer Mark Fischer Chief Financial Officer