0001145549-19-016443.txt : 20190607 0001145549-19-016443.hdr.sgml : 20190607 20190607152619 ACCESSION NUMBER: 0001145549-19-016443 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20190531 FILED AS OF DATE: 20190607 DATE AS OF CHANGE: 20190607 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: 19885479 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 S000004508 Schwab Value Advantage Money Fund C000012383 Investor Shares SWVXX C000038267 Ultra Shares SNAXX N-MFP2 1 primary_doc.xml N-MFP2 0000857156 XXXXXXXX 2019-05-31 0000857156 549300I77JNLD629OV19 S000004508 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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Mortgage-Backed Securities FNAR XX.XXX YLBM3699 B1V7KEBTPIMZEU4LTD58 2048-01-01 3.831000 1307688.00 1379147.41 Agency Mortgage-Backed Securities FNMS 04.500 CLBE0269 B1V7KEBTPIMZEU4LTD58 2046-10-01 4.500000 31688.00 15866.51 Agency Mortgage-Backed Securities FNMS 03.500 CLBE8888 B1V7KEBTPIMZEU4LTD58 2047-03-01 3.500000 287008.00 241104.21 Agency Mortgage-Backed Securities FNMS 04.500 CLBK1835 B1V7KEBTPIMZEU4LTD58 2048-03-01 4.500000 2018451.00 1660943.41 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0665 B1V7KEBTPIMZEU4LTD58 2033-11-01 4.130000 1004.00 1096.77 Agency Mortgage-Backed Securities GNPL LM 752842 549300M8ZYFG0OCMTT87 2025-07-15 3.950000 6465057.00 2892540.32 Agency Mortgage-Backed Securities GNHF RF 756699 H 549300M8ZYFG0OCMTT87 2062-01-20 4.700000 3750000.00 65235.05 Agency Mortgage-Backed Securities GNHF RF 710078 H 549300M8ZYFG0OCMTT87 2061-06-20 4.700000 20250992.00 240373.92 Agency Mortgage-Backed Securities FMAR 2B0915 G 2042-11-01 4.592000 1507163.00 127079.99 Agency Mortgage-Backed Securities 04.500 FGPC V84893 G 2048-11-01 4.500000 281860.00 288800.31 Agency Mortgage-Backed Securities 04.000 FGPC Q37993 G 2045-12-01 4.000000 500000.00 298330.31 Agency Mortgage-Backed Securities 04.500 FGPC Q60540 G 2048-12-01 4.500000 7380584.00 7287590.72 Agency Mortgage-Backed Securities GNAR AR 008781 M 549300M8ZYFG0OCMTT87 2026-01-20 4.000000 2200000.00 6410.79 Agency Mortgage-Backed Securities GNAR AR 008790 M 549300M8ZYFG0OCMTT87 2026-01-20 4.000000 14715746.00 43030.34 Agency Mortgage-Backed Securities Y 2019-06-03 2019-06-03 2019-06-03 N N N 0.0254 172000000.00 172000000.00 0.0018 N Y Y N BOFA SECURITIES INC BOFA SECURITIES INC 2.500000% 549300HN4UKV1E2R3U73 0001675365 ARP0K5RJ0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEPC 04.000 CLZT1952 2049-05-01 4.000000 231593923.00 237823329.89 Agency Mortgage-Backed Securities FEPC 03.500 CLZT2067 2048-04-01 3.500000 242852683.00 249999999.36 Agency Mortgage-Backed Securities 04.500 FGPC G08837 G 2048-09-01 4.500000 173302793.00 161366672.10 Agency Mortgage-Backed Securities 04.000 FGPC G08857 G 2049-01-01 4.000000 252411465.00 249999999.11 Agency Mortgage-Backed Securities Y 2019-06-03 2019-06-03 2019-06-03 N N N 0.0254 873000000.00 873000000.00 0.0091 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 2.480000% G5GSEF7VJP5I7OUK5573 0001484212 ARP0K5RO9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 2.500000 254946800.00 249999909.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-08-15 2.875000 237438500.00 249999967.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-31 2.750000 166981600.00 171557062.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-31 2.250000 245987500.00 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Treasuries, and cash Y N GNRA 2008-27 FC 549300M8ZYFG0OCMTT87 2038-03-20 3.120630 41360.00 1496.76 Agency Collateralized Mortgage Obligation GNRA 2008-013 FC 549300M8ZYFG0OCMTT87 2038-02-16 2.957630 1067.00 138.28 Agency Collateralized Mortgage Obligation GNRM 2019-31 KM 549300M8ZYFG0OCMTT87 2049-03-20 3.500000 29207052.00 29484184.27 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 2029-03-15 7.000000 188.00 68.30 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2048-09-25 2.729750 182633.00 169690.54 Agency Collateralized Mortgage Obligation Farm Federal Credit Bank 2038-04-05 3.980000 776000.00 786949.79 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 2033-06-01 4.200000 410000.00 423506.36 Agency Debentures and Agency Strips Fannie Mae B1V7KEBTPIMZEU4LTD58 2032-07-15 0.00 2859000.00 1982687.91 Agency Debentures and Agency Strips GNMI SF 657717 X 549300M8ZYFG0OCMTT87 2040-07-15 4.000000 30000.00 9983.04 Agency 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FGPC G05695 G 2039-11-01 4.500000 140242.00 11597.44 Agency Mortgage-Backed Securities 04.500 FGPC A86809 G 2039-06-01 4.500000 146184.00 10605.77 Agency Mortgage-Backed Securities 04.500 FGPC A88058 G 2039-08-01 4.500000 86529.00 12549.50 Agency Mortgage-Backed Securities 04.500 FGPC A87757 G 2039-08-01 4.500000 127957.00 13127.28 Agency Mortgage-Backed Securities 04.500 FGPC C03478 G 2040-06-01 4.500000 49649.00 5097.27 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1757 B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 123723.00 114193.54 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2320 2038-09-01 5.500000 1185.00 28.57 Agency Mortgage-Backed Securities 04.500 FGPC Q01051 G 2041-05-01 4.500000 74642.00 8651.84 Agency Mortgage-Backed Securities 04.500 FGPC A86311 G 2039-05-01 4.500000 669174.00 8758.77 Agency Mortgage-Backed Securities FNMS 04.000 CIAE1511 B1V7KEBTPIMZEU4LTD58 2025-09-01 4.000000 1101.00 79.20 Agency Mortgage-Backed Securities GNMI SF 656177 X 549300M8ZYFG0OCMTT87 2036-07-15 6.000000 10882.00 462.81 Agency Mortgage-Backed Securities GNMI SF 663893 X 549300M8ZYFG0OCMTT87 2037-03-15 5.000000 356763.00 19801.76 Agency Mortgage-Backed Securities GNMI SF 676766 X 549300M8ZYFG0OCMTT87 2038-03-15 5.000000 2104.00 71.64 Agency Mortgage-Backed Securities FNMS 05.500 CL735228 B1V7KEBTPIMZEU4LTD58 2035-02-01 5.500000 1005.00 34.19 Agency Mortgage-Backed Securities 04.500 FGPC Q49436 G 2047-07-01 4.500000 635584.00 241926.22 Agency Mortgage-Backed Securities 03.500 FGPC Q57844 G 2048-08-01 3.500000 102877.00 104463.96 Agency Mortgage-Backed Securities GNAR AS 082894 M 549300M8ZYFG0OCMTT87 2041-07-20 4.000000 1071.00 48.40 Agency Mortgage-Backed Securities GNAR AS 082928 M 549300M8ZYFG0OCMTT87 2041-08-20 4.500000 1177.00 46.75 Agency Mortgage-Backed Securities GNAR AS 082972 M 549300M8ZYFG0OCMTT87 2041-09-20 4.625000 1023.00 75.08 Agency Mortgage-Backed Securities GNMI SP 782422 X 549300M8ZYFG0OCMTT87 2038-09-15 6.000000 1077.00 19.90 Agency Mortgage-Backed Securities GNMI SP 782562 X 549300M8ZYFG0OCMTT87 2039-02-15 5.000000 1102.00 60.21 Agency Mortgage-Backed Securities GNII SF 005115 M 549300M8ZYFG0OCMTT87 2041-07-20 4.500000 2223105.00 371598.44 Agency Mortgage-Backed Securities GNAR AF MA5723 M 549300M8ZYFG0OCMTT87 2049-01-20 4.000000 1000.00 1005.40 Agency Mortgage-Backed Securities GNMI SF BB3580 X 549300M8ZYFG0OCMTT87 2047-09-15 4.500000 29830.00 24489.43 Agency Mortgage-Backed Securities GNII SF 004469 M 549300M8ZYFG0OCMTT87 2039-06-20 5.000000 1273.00 134.38 Agency Mortgage-Backed Securities GNII SF MA5331 M 549300M8ZYFG0OCMTT87 2048-06-20 4.500000 3614508.00 3276380.50 Agency Mortgage-Backed Securities GNAR AF MA5409 M 549300M8ZYFG0OCMTT87 2048-08-20 3.500000 2140469.00 2055125.45 Agency Mortgage-Backed Securities 02.500 FGPC J30161 G 2029-12-01 2.500000 660206.00 364914.00 Agency Mortgage-Backed Securities 05.000 FGPC G13106 G 2020-10-01 5.000000 41257.00 110.72 Agency Mortgage-Backed Securities 04.000 FGPC G15949 G 2029-01-01 4.000000 204492.00 97493.43 Agency Mortgage-Backed Securities GNAR AF MA2459 M 549300M8ZYFG0OCMTT87 2044-12-20 3.500000 3182.00 114.56 Agency Mortgage-Backed Securities GNAR AF MA2459 M 549300M8ZYFG0OCMTT87 2044-12-20 3.500000 1188.00 42.77 Agency Mortgage-Backed Securities GNII SF MA3454 M 549300M8ZYFG0OCMTT87 2046-02-20 3.500000 4505264.00 2511133.27 Agency Mortgage-Backed Securities GNII SF MA3736 M 549300M8ZYFG0OCMTT87 2046-06-20 3.500000 31187500.00 20391099.39 Agency Mortgage-Backed Securities 04.000 FGPC G12140 G 2020-02-01 4.000000 1716.00 2.48 Agency Mortgage-Backed Securities 04.500 FGPC G05535 G 2039-07-01 4.500000 99601.00 10345.03 Agency Mortgage-Backed Securities FMAR 845323 G 2023-04-01 4.753000 40011.00 68.38 Agency Mortgage-Backed Securities 05.000 FGPC G30302 G 2025-07-01 5.000000 500000.00 13052.39 Agency Mortgage-Backed Securities 06.000 FGPC G02391 G 2036-11-01 6.000000 31.00 0.57 Agency Mortgage-Backed Securities 05.500 FGPC G11994 G 2021-05-01 5.500000 3.00 0.02 Agency Mortgage-Backed Securities 03.500 FGPC E02790 G 2025-10-01 3.500000 480438.00 31292.95 Agency Mortgage-Backed Securities 02.500 FGPC J19119 G 2027-05-01 2.500000 1013949.00 365038.25 Agency Mortgage-Backed Securities FMAR 1Q0293 G 2037-08-01 4.925000 5289.00 112.80 Agency Mortgage-Backed Securities 06.500 FGPC H09069 G 2037-09-01 6.500000 1219000.00 15698.84 Agency Mortgage-Backed Securities 06.500 FGPC H09118 G 2037-11-01 6.500000 6850.00 63.57 Agency Mortgage-Backed Securities GNAR AT MA2393 M 549300M8ZYFG0OCMTT87 2044-11-20 4.125000 1188.00 45.36 Agency Mortgage-Backed Securities FNAR XX.XXX WS851297 B1V7KEBTPIMZEU4LTD58 2035-09-01 4.863000 4776.00 88.71 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM4375 B1V7KEBTPIMZEU4LTD58 2048-07-01 3.261000 244646.00 232802.55 Agency Mortgage-Backed Securities FNMS 07.000 NP889809 B1V7KEBTPIMZEU4LTD58 2037-10-01 7.000000 5388.00 64.75 Agency Mortgage-Backed Securities FNMS 06.000 NP900174 B1V7KEBTPIMZEU4LTD58 2036-08-01 6.000000 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30765028.00 1011927.79 Agency Mortgage-Backed Securities FMAR 1Q1350 G 2039-05-01 4.597000 21180138.00 1808468.62 Agency Mortgage-Backed Securities FMAR 1Q1458 G 2040-07-01 4.472000 41345242.00 2997098.36 Agency Mortgage-Backed Securities FNAR XX.XXX LBAX6874 B1V7KEBTPIMZEU4LTD58 2044-11-01 2.757000 3300000.00 1318079.64 Agency Mortgage-Backed Securities FNMS 04.000 CLAS8956 B1V7KEBTPIMZEU4LTD58 2047-03-01 4.000000 5169566.00 4379780.86 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9786 B1V7KEBTPIMZEU4LTD58 2047-06-01 4.000000 4676484.00 4229075.11 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9789 B1V7KEBTPIMZEU4LTD58 2047-06-01 4.500000 9922688.00 8862966.41 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9662 B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 4539644.00 4005080.84 Agency Mortgage-Backed Securities FNAR XX.XXX LBAU8673 B1V7KEBTPIMZEU4LTD58 2044-02-01 4.655000 4559944.00 626579.33 Agency Mortgage-Backed Securities FNAR XX.XXX LBAV9642 B1V7KEBTPIMZEU4LTD58 2044-04-01 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(AMSTERDAM BRANCH) 2.410000% 3TK20IVIUJ8J3ZU0QE75 0000319432 ATD0UDYG9 Non-Negotiable Time Deposit Y 2019-06-07 2019-06-07 2019-06-07 N N N 0.0241 200000000.00 200000000.00 0.0021 N N Y N NATIONAL BANK OF CANADA (MONTREAL BRANCH) NATIONAL BANK OF CANADA (MONTREAL BRANCH) 2.410000% BSGEFEIOM18Y80CKCV46 0000926171 ATD0UDYH7 Non-Negotiable Time Deposit Y 2019-06-07 2019-06-07 2019-06-07 N N N 0.0241 100000000.00 100000000.00 0.0010 N N Y N The Charles Schwab Family of Funds 2019-06-07 Mark Fischer Mark Fischer Chief Financial Officer