0001145549-18-003562.txt : 20180607 0001145549-18-003562.hdr.sgml : 20180607 20180607163223 ACCESSION NUMBER: 0001145549-18-003562 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20180531 FILED AS OF DATE: 20180607 DATE AS OF CHANGE: 20180607 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: 18886854 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 S000004505 Schwab Advisor Cash Reserves C000012379 Sweep Shares SWQXX C000012380 Premier Sweep Shares SWZXX N-MFP2 1 primary_doc.xml N-MFP2 0000857156 XXXXXXXX 2018-05-31 0000857156 549300I77JNLD629OV19 S000004505 2 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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strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 3.125000 15479800.00 15952154.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-08-15 2.750000 16685500.00 15953031.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 2.500000 17461200.00 15952227.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-08-15 3.125000 100.00 103.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-30 2.000000 1362300.00 1325150.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-02-15 3.500000 2306400.00 2529110.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2018-08-15 1.000000 2499900.00 2502073.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-30 1.125000 2500000.00 2388282.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-08-15 1.500000 9500000.00 9348007.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 4.750000 12222300.00 15959984.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-05-15 4.250000 12269800.00 14784775.58 U.S. Treasuries (including strips) Y 2018-06-01 2018-06-01 2018-06-01 N N N 0.0181 290000643.80 290000643.80 0.0496 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 1.840000% R0MUWSFPU8MPRO8K5P83 0001197610 ARP0H0120 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N EXETER AUTO RECV TR 2015-2 D 20220516 5.7 2022-05-16 5.790000 169894.00 174767.30 Asset-Backed Securities CHASE ISSUANCE TRUST 2016-3A A 20230615 FLT 5493008SHVCX2Y068L12 2023-06-15 2.468710 316790.00 320397.99 Asset-Backed Securities FHLMC STACR 2018-HQA1 B-1 20300925 FLT 2030-09-25 6.309690 1137143.00 1150484.66 Private Label Collateralized Mortgage Obligations FHLMC STACR 2015-HQA1 M-3 20280327 FLT 2028-03-27 6.659690 24040163.00 27711142.73 Private Label Collateralized Mortgage Obligations FHLMC STACR 2016-HQA4 M-3 20290425 FLT 2029-04-25 5.859690 39315000.00 44269539.79 Private Label Collateralized Mortgage Obligations Y 2018-06-07 2018-06-07 2018-06-07 N N N 0.0184 64000000.00 64000000.00 0.0110 N N Y N BNP PARIBAS SA BNP PARIBAS SA 1.790000% R0MUWSFPU8MPRO8K5P83 0001197610 ARP0H0161 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNRA 2008-27 FC 549300M8ZYFG0OCMTT87 2038-03-20 2.627750 1615.00 70.20 Agency Collateralized Mortgage Obligation FNMS 04.500 CLCA1024 2048-01-01 4.500000 1001.00 1046.19 Agency Mortgage-Backed Securities FNMS 03.000 CIAL3458 2028-05-01 3.000000 776720.00 332092.09 Agency Mortgage-Backed Securities 03.500 FGPC Q10380 G 2042-08-01 3.500000 2591494.00 1341668.24 Agency Mortgage-Backed Securities 04.000 FGPC G61075 G 2044-07-01 4.000000 6330734.00 5628576.21 Agency Mortgage-Backed Securities FNMS 03.500 CLAP9733 2042-10-01 3.500000 7662919.00 4159693.09 Agency Mortgage-Backed Securities FNMS 03.500 CIAH1123 2026-01-01 3.500000 33102840.00 5927820.90 Agency Mortgage-Backed Securities FNMS 03.000 CIAL6492 2030-02-01 3.000000 2702127.00 1665002.47 Agency Mortgage-Backed Securities GNAR AF 082906 M 2041-08-20 2.750000 1067.00 166.08 Agency Mortgage-Backed Securities FNMS 05.000 CLAI5179 2041-08-01 5.000000 20551090.00 6774038.19 Agency Mortgage-Backed Securities 04.000 FGPC A95259 G 2040-12-01 4.000000 24977920.00 6176943.12 Agency Mortgage-Backed Securities FNMS 04.500 CLAL4314 2043-10-01 4.500000 27219871.00 13224405.91 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-15 1.625000 93500.00 91864.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-31 2.750000 39638900.00 39780014.48 U.S. Treasuries (including strips) Y 2018-06-01 2018-06-01 2018-06-01 N N N 0.0182 83000993.51 83000993.51 0.0142 N Y Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 1.790000% 549300QJJX6CVVUXLE15 0000050916 ARP0H01J3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-29 2.125000 100.00 97.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-02-28 1.250000 191500.00 188358.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-15 0.125000 739500.00 743997.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-31 1.375000 848000.00 819244.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-08-15 2.625000 955400.00 966180.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-30 1.625000 1055000.00 1032866.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-30 2.750000 7823700.00 7868111.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-15 2.250000 79511000.00 77125531.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-15 2.625000 100.00 100.37 U.S. Treasuries (including strips) Y 2018-06-01 2018-06-01 2018-06-01 N N N 0.0182 87000166.17 87000166.17 0.0149 N Y Y N MIZUHO SECURITIES USA LLC MIZUHO SECURITIES USA LLC 1.790000% 7TK5RJIZDFROZCA6XF66 0000812291 ARP0H01L8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-15 0.125000 27946600.00 29580076.59 U.S. Treasuries (including strips) Y 2018-06-01 2018-06-01 2018-06-01 N N N 0.0182 28999692.89 28999692.89 0.0050 N Y Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 1.790000% ES7IP3U3RHIGC71XBU11 0000352613 ARP0H01M6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Freddie Mac S6XOOCT0IEG5ABCC6L87 2042-05-15 4.500000 1213932.00 1272680.24 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2028-07-15 6.500000 45.00 1.33 Agency Collateralized Mortgage Obligation FNRM RC061BA R13F061 2043-01-25 3.000000 1907.00 946.08 Agency Collateralized Mortgage Obligation Fannie Mae S6XOOCT0IEG5ABCC6L87 2042-08-25 2.397110 2481.00 185.38 Agency Collateralized Mortgage Obligation FNMS 04.000 CLBK5254 2048-05-01 4.000000 4377320.00 4491626.42 Agency Mortgage-Backed Securities FNMS 02.500 CIAP8762 2027-10-01 2.500000 5811000.00 2561718.70 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8121 2046-10-01 3.500000 116224.00 103302.10 Agency Mortgage-Backed Securities GNII SF BC6876 C 2047-08-20 4.000000 205288.00 202326.12 Agency Mortgage-Backed Securities 03.000 FGPC G08799 G 2048-02-01 3.000000 478883.00 457618.30 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9831 2047-06-01 4.000000 26375445.00 24795087.68 Agency Mortgage-Backed Securities FNMS 04.500 CLBH2621 2047-08-01 4.500000 56863925.00 52813258.23 Agency Mortgage-Backed Securities 04.500 FGPC Q02757 G 2041-08-01 4.500000 1862989.00 694263.51 Agency Mortgage-Backed Securities 03.500 FGPC U90630 G 2042-12-01 3.500000 5043545.00 3408936.26 Agency Mortgage-Backed Securities FNMS 04.000 CLBE2366 2047-03-01 4.000000 5836391.00 5724579.88 Agency Mortgage-Backed Securities FNMS 04.000 CLAS4346 2045-01-01 4.000000 771694.00 545508.57 Agency Mortgage-Backed Securities FNMS 03.000 CIAL8568 2031-06-01 3.000000 1168470.00 932224.44 Agency Mortgage-Backed Securities FNMS 03.500 CTAK3124 2032-02-01 3.500000 11495000.00 3834050.95 Agency Mortgage-Backed Securities FNMS 03.500 CIAL2054 2027-01-01 3.500000 13900032.00 4256961.41 Agency Mortgage-Backed Securities Y 2018-06-01 2018-06-01 2018-06-01 N N N 0.0182 103000231.75 103000231.75 0.0176 N Y Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 1.750000% ES7IP3U3RHIGC71XBU11 0000352613 ARP0H01P9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNRM 2018-55 CJ 549300M8ZYFG0OCMTT87 2044-02-20 3.000000 1913507.00 1911973.69 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES T-063 1A1 20450225 FLT 2045-02-25 2.263330 4019.00 332.93 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES T-061 1A1 20440725 FLT 2044-07-25 2.680270 11297929.00 675189.07 Agency Collateralized Mortgage Obligation FNRM CL096VE R17F096 2038-04-25 3.500000 10712.00 10381.09 Agency Collateralized Mortgage Obligation GNRM 2013-090 BV 549300M8ZYFG0OCMTT87 2037-10-20 3.500000 76956.00 67646.35 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2043-05-15 3.500000 1142756.00 1124094.98 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES T-062 1A1 20441025 FLT 2044-10-25 3.083130 276.00 19.10 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES T-067 1A1C 20360325 FLT 2036-03-25 3.546980 839.00 85.57 Agency Collateralized Mortgage Obligation FNRM RC081AX R13F081 2043-08-25 3.500000 5780564.00 2830966.92 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2041-07-15 3.000000 1811949.00 1132512.65 Agency Collateralized Mortgage Obligation 04.500 FGPC Q47942 G 2047-05-01 4.500000 3389068.00 3042596.80 Agency Mortgage-Backed Securities FMAR 2B4767 G 2045-10-01 2.380000 1171345.00 767410.25 Agency Mortgage-Backed Securities GNII SF MA3106 M 2045-09-20 4.000000 96635748.00 45759942.30 Agency Mortgage-Backed Securities FNMS 04.000 CLAS7193 2046-05-01 4.000000 3138163.00 2947859.39 Agency Mortgage-Backed Securities FMAR 2B1664 G 2043-08-01 2.496000 29100783.00 13914224.26 Agency Mortgage-Backed Securities Y 2018-06-07 2018-06-07 2018-06-07 N N N 0.0177 72000698.40 72000698.40 0.0123 N N Y N CREDIT SUISSE AG CREDIT SUISSE AG 1.780000% ANGGYXNX0JLX3X63JN86 0001053092 ARP0H01T1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-05-15 3.000000 34025000.00 33965602.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 2.500000 243781600.00 243245612.87 U.S. Treasuries (including strips) Y 2018-06-01 2018-06-01 2018-06-01 N N N 0.0181 271772398.65 271772398.65 0.0465 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.790000% VYVVCKR63DVZZN70PB21 0000827124 ARP0H01U8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 04.000 CLBJ8581 2048-03-01 4.000000 11603754.00 11871864.75 Agency Mortgage-Backed Securities 04.000 FGPC Q54891 G 2048-03-01 4.000000 41220245.00 42005402.83 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ2689 2048-04-01 4.000000 71173521.00 72634951.59 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ4779 2048-01-01 4.000000 2306689.00 2357088.18 Agency Mortgage-Backed Securities FNMS 04.000 CLBK1991 2048-04-01 4.000000 3275598.00 3351480.99 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3333 2048-04-01 4.000000 6000000.00 6119309.33 Agency Mortgage-Backed Securities 04.000 FGPC G61263 G 2047-07-01 4.000000 25301502.00 25803010.87 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ4605 2048-02-01 4.000000 121108992.00 123664915.08 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3357 2048-05-01 4.000000 155793866.00 159414212.60 Agency Mortgage-Backed Securities Y 2018-06-01 2018-06-01 2018-06-01 N N N 0.0182 430000645.00 430000645.00 0.0736 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.800000% VYVVCKR63DVZZN70PB21 0000827124 ARP0H01X2 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ANHEUSER-BUSCH INBEV WLDW INC VR 040418-011224 549300CRGMZK3K53BF92 2024-01-12 3.051750 9313900.00 9489485.06 Corporate Debt Securities PRUDENTIAL FINL INC MTNS BOOK FR 5.7%121436 5PRBRS5FEH7NREC8OR45 2036-12-14 5.700000 4879000.00 5887204.69 Corporate Debt Securities TOYOTA MOTOR CREDIT CORP FR 1.95%041720 Z2VZBHUMB7PWWJ63I008 2020-04-17 1.950000 4221171.00 4174287.86 Corporate Debt Securities Y 2018-06-01 2018-06-01 2018-06-01 N N N 0.0180 17000000.00 17000000.00 0.0029 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.780000% VYVVCKR63DVZZN70PB21 0000827124 ARP0H01Z7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-31 1.750000 8441700.00 8160422.56 U.S. Treasuries (including strips) Y 2018-06-01 2018-06-01 2018-06-01 N N N 0.0181 8000009.76 8000009.76 0.0014 N Y Y N NATIONAL BANK OF CANADA (MONTREAL BRANCH) NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.710000% 0000926171 ATD0Q3ZZ3 Non-Negotiable Time Deposit Y 2018-06-01 2018-06-01 2018-06-01 N N N 0.0171 22000000.22 22000000.22 0.0038 N Y Y N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.710000% NHBDILHZTYCNBV5UYZ31 0001448613 ATD0Q5D66 Non-Negotiable Time Deposit Y 2018-06-06 2018-06-06 2018-06-06 N N N 0.0171 29000000.00 29000000.00 0.0050 N N Y N NORDEA BANK AB (PUBL) (NEW YORK BRANCH) NORDEA BANK AB (PUBL) (NEW YORK BRANCH) 1.700000% 0001002614 ATD0Q5YP1 Non-Negotiable Time Deposit Y 2018-06-07 2018-06-07 2018-06-07 N N N 0.0170 170000000.00 170000000.00 0.0291 N N Y N NATIONAL BANK OF CANADA (MONTREAL BRANCH) NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.710000% 0000926171 ATD0Q5YR7 Non-Negotiable Time Deposit Y 2018-06-07 2018-06-07 2018-06-07 N N N 0.0171 36000000.00 36000000.00 0.0062 N N Y N DNB BANK ASA (GRAND CAYMAN BRANCH) DNB BANK ASA (GRAND CAYMAN BRANCH) 1.700000% 0001498632 ATD0Q5YU0 Non-Negotiable Time Deposit Y 2018-06-07 2018-06-07 2018-06-07 N N N 0.0170 80000000.00 80000000.00 0.0137 N N Y N BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH) BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH) 1.690000% JJKC32MCHWDI71265Z06 0000838135 ATD0Q5YX4 Non-Negotiable Time Deposit Y 2018-06-01 2018-06-01 2018-06-01 N N N 0.0169 86000000.00 86000000.00 0.0147 N Y Y N SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 1.690000% F3JS33DEI6XQ4ZBPTN86 0000917311 ATD0Q5Z13 Non-Negotiable Time Deposit Y 2018-06-01 2018-06-01 2018-06-01 N N N 0.0169 4000000.00 4000000.00 0.0007 N Y Y N TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 1.730000% B4TYDEB6GKMZO031MB27 0000947263 ATD0Q5Z21 Non-Negotiable Time Deposit Y 2018-06-07 2018-06-07 2018-06-07 N N N 0.0173 226000000.00 226000000.00 0.0387 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.760000% JHE42UYNWWTJB8YTTU19 0000859994 ATD0Q5ZK1 Non-Negotiable Time Deposit Y 2018-06-07 2018-06-07 2018-06-07 N N N 0.0176 175000000.00 175000000.00 0.0300 N N Y N The Charles Schwab Family of Funds 2018-06-07 Mark Fischer Mark Fischer Chief Financial Officer