0001145549-20-020425.txt : 20200407 0001145549-20-020425.hdr.sgml : 20200407 20200407171955 ACCESSION NUMBER: 0001145549-20-020425 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200331 FILED AS OF DATE: 20200407 DATE AS OF CHANGE: 20200407 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: 20780462 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 2020-03-31 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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SECURITIES INC 0.010000% 549300HN4UKV1E2R3U73 0001675365 ARP0MRPK9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEPC 03.500 CLRA2312 2050-03-01 3.500000 232923169.00 249999999.67 Agency Mortgage-Backed Securities FNMS 02.500 CLMA3990 B1V7KEBTPIMZEU4LTD58 2050-03-01 2.500000 239096406.00 249999999.10 Agency Mortgage-Backed Securities FEPC 05.000 CLSD0093 2049-10-01 5.000000 215315233.00 174940001.94 Agency Mortgage-Backed Securities FEPC 03.000 CLQA2744 2049-09-01 3.000000 245814005.00 249999999.94 Agency Mortgage-Backed Securities Y 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 898000000.00 898000000.00 0.0086 N Y Y N FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK 0.000000% 254900Y8NKGV541U8Q32 0001457970 ARP0MRPL7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-11-15 3.125000 2043400.00 2836207.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-08-15 4.500000 525700100.00 850163877.03 U.S. Treasuries (including strips) Y 2020-04-01 2020-04-01 2020-04-01 N N N 0.0000 853000000.00 853000000.00 0.0082 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 0.010000% G5GSEF7VJP5I7OUK5573 0001484212 ARP0MRPM5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FRESB MTG TR 2015-SB3 B 20450125 FLT 549300GEP5N0IMB2D553 2045-01-25 8.897250 19276270.00 2437464.22 Agency Collateralized Mortgage Obligation FRESB MTG TR 2020-SB70 B 20391025 FLT 2039-10-25 3.745240 41272141.00 36505176.59 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TR 2019-SB64 B 20390625 FLT 2039-06-25 4.361430 44262383.00 35153406.79 Agency Collateralized Mortgage Obligation FREMF MTG TR 2013-KF02 D 20451225 FLT 2045-12-25 11.265300 94600000.00 18943538.65 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2004-W15 1-A-1 20440825 6.0 549300KIT83OL5QXFU28 2044-08-25 6.000000 16040580.00 751829.12 Agency Collateralized Mortgage Obligation FREMF MTG TR 2018-KI03 C 20230225 FLT 2023-02-25 9.515250 51310000.00 33991704.77 Agency Collateralized Mortgage Obligation FREMF MTG TR 2019-KS12 B 20290825 FLT 2029-08-25 3.724880 32500000.00 30851496.43 Agency Collateralized Mortgage Obligation FREMF MTG TR 2018-KI01 C 20200925 FLT 2020-09-25 9.515250 46175723.00 13739597.06 Agency Collateralized Mortgage Obligation Fannie Mae S6XOOCT0IEG5ABCC6L87 2026-09-15 0.00 177000.00 161473.56 Agency Debentures and Agency Strips Fannie Mae S6XOOCT0IEG5ABCC6L87 2028-09-15 0.00 70000.00 61551.00 Agency Debentures and Agency Strips Fannie Mae S6XOOCT0IEG5ABCC6L87 2030-09-15 0.00 312000.00 262660.32 Agency Debentures and Agency Strips FNMS 03.000 CTMA3359 B1V7KEBTPIMZEU4LTD58 2038-04-01 3.000000 2065639.00 1808733.97 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2304 B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 3583191.00 2377181.01 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5947 2048-11-01 4.500000 1147416.00 814487.06 Agency Mortgage-Backed Securities FEPC 04.500 CLZA6140 2048-12-01 4.500000 1129513.00 709751.72 Agency Mortgage-Backed Securities 05.000 FGPC Q62009 G 2049-03-01 5.000000 3085758.00 3176861.81 Agency Mortgage-Backed Securities FNMS 04.000 CLAZ8218 B1V7KEBTPIMZEU4LTD58 2045-08-01 4.000000 3497473.00 1955975.44 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3216 2047-05-01 4.500000 707109.00 385110.63 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3295 2047-05-01 4.500000 2114651.00 1859025.98 Agency Mortgage-Backed Securities FEPC 04.000 CLZL3002 2042-04-01 4.000000 5156661.00 2171527.46 Agency Mortgage-Backed Securities FNMS 03.500 CLBN9555 B1V7KEBTPIMZEU4LTD58 2049-07-01 3.500000 1935000.00 1964004.91 Agency Mortgage-Backed Securities FNMS 03.500 CLBO7786 B1V7KEBTPIMZEU4LTD58 2049-12-01 3.500000 1862212.00 1992498.81 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0588 B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 2066324.00 2136309.67 Agency Mortgage-Backed Securities FNMS 04.500 CLBN2148 B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 2001447.00 1791124.78 Agency Mortgage-Backed Securities FNMS 04.500 CLBN2995 B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 2076512.00 2215149.54 Agency Mortgage-Backed Securities FNMS 04.500 CLBN5470 B1V7KEBTPIMZEU4LTD58 2049-01-01 4.500000 2156352.00 1778221.79 Agency Mortgage-Backed Securities 04.000 FGPC Q48697 G 2047-06-01 4.000000 4764685.00 3634022.90 Agency Mortgage-Backed Securities 04.000 FGPC Q50946 G 2047-09-01 4.000000 842662.00 698478.52 Agency Mortgage-Backed Securities FEPC 04.500 CLZM5455 2048-01-01 4.500000 2231110.00 2149452.52 Agency Mortgage-Backed Securities FEPC 04.500 CLZM8462 2048-10-01 4.500000 2425394.00 2210259.10 Agency Mortgage-Backed Securities FEPC 04.500 CLZN5068 2049-04-01 4.500000 2876437.00 2810308.78 Agency Mortgage-Backed Securities FEPC 04.500 CLZN2922 2049-01-01 4.500000 2435776.00 1871581.60 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3987 2049-03-01 4.500000 2185559.00 2146164.46 Agency Mortgage-Backed Securities FNMS 04.500 CLBK8692 B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 1947518.00 1785132.11 Agency Mortgage-Backed Securities FNMS 03.500 CLBH9136 B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 3774048.00 3624295.24 Agency Mortgage-Backed Securities FNMS 03.000 CTBJ3862 B1V7KEBTPIMZEU4LTD58 2038-01-01 3.000000 2749223.00 2334942.07 Agency Mortgage-Backed Securities FNMS 03.500 CLAP9744 B1V7KEBTPIMZEU4LTD58 2042-10-01 3.500000 7500000.00 3152135.81 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0723 2049-06-01 3.500000 280000.00 289245.21 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6203 B1V7KEBTPIMZEU4LTD58 2045-11-01 3.500000 1506141.00 606772.44 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5629 B1V7KEBTPIMZEU4LTD58 2045-08-01 3.500000 276000.00 160809.91 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5696 B1V7KEBTPIMZEU4LTD58 2045-08-01 3.500000 3054168.00 1574182.51 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5722 B1V7KEBTPIMZEU4LTD58 2045-09-01 3.500000 805852.00 437501.48 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5906 B1V7KEBTPIMZEU4LTD58 2045-10-01 3.500000 804109.00 430728.12 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6007 B1V7KEBTPIMZEU4LTD58 2045-10-01 3.500000 808534.00 434907.89 Agency Mortgage-Backed Securities FNMS 04.500 CLAS3877 B1V7KEBTPIMZEU4LTD58 2044-11-01 4.500000 1900185.00 789104.32 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4555 B1V7KEBTPIMZEU4LTD58 2045-03-01 3.500000 700000.00 399100.17 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4783 B1V7KEBTPIMZEU4LTD58 2045-04-01 3.500000 655000.00 392746.46 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4886 B1V7KEBTPIMZEU4LTD58 2045-05-01 3.500000 2300000.00 1375954.42 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4992 B1V7KEBTPIMZEU4LTD58 2045-05-01 3.500000 1171000.00 671634.95 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5056 B1V7KEBTPIMZEU4LTD58 2045-05-01 3.500000 5051351.00 2750893.19 Agency Mortgage-Backed Securities FNMS 03.500 CLAP8897 B1V7KEBTPIMZEU4LTD58 2042-10-01 3.500000 575000.00 252030.66 Agency Mortgage-Backed Securities 06.000 FGPC C91075 G 2027-08-01 6.000000 3025000.00 88573.27 Agency Mortgage-Backed Securities 06.000 FGPC C91112 G 2027-10-01 6.000000 2048309.00 29828.52 Agency Mortgage-Backed Securities 05.500 FGPC C91165 G 2028-03-01 5.500000 26458.00 513.67 Agency Mortgage-Backed Securities 06.000 FGPC C91213 G 2028-10-01 6.000000 2000000.00 47857.73 Agency Mortgage-Backed Securities 06.500 FGPC A80793 G 2038-08-01 6.500000 144824.00 10023.93 Agency Mortgage-Backed Securities 05.500 FGPC A80400 G 2037-08-01 5.500000 1676450.00 50796.29 Agency Mortgage-Backed Securities 03.500 FGPC G08716 G 2046-08-01 3.500000 30508000.00 18888527.20 Agency Mortgage-Backed Securities 03.000 FGPC G08726 G 2046-10-01 3.000000 9392853.00 6958659.96 Agency Mortgage-Backed Securities 03.000 FGPC G18706 G 2033-09-01 3.000000 6621196.00 4341612.47 Agency Mortgage-Backed Securities 03.000 FGPC G18712 G 2033-11-01 3.000000 792530.00 572592.36 Agency Mortgage-Backed Securities 03.000 FGPC G18719 G 2034-01-01 3.000000 13002261.00 9869548.33 Agency Mortgage-Backed Securities 03.000 FGPC G18736 G 2034-06-01 3.000000 151506.00 128508.53 Agency Mortgage-Backed Securities 03.500 FGPC G08659 G 2045-08-01 3.500000 921000.00 459421.10 Agency Mortgage-Backed Securities 03.500 FGPC G08676 G 2045-11-01 3.500000 3851024.00 2097356.54 Agency Mortgage-Backed Securities 03.500 FGPC G08681 G 2045-12-01 3.500000 12558000.00 6950592.30 Agency Mortgage-Backed Securities 03.500 FGPC G08687 G 2046-01-01 3.500000 210000.00 115679.38 Agency Mortgage-Backed Securities 03.000 FGPC Q13691 G 2042-12-01 3.000000 2698267.00 1304898.03 Agency Mortgage-Backed Securities 03.000 FGPC Q14276 G 2043-01-01 3.000000 2519000.00 1285217.84 Agency Mortgage-Backed Securities 04.500 FGPC Q01903 G 2041-07-01 4.500000 17237672.00 3706182.94 Agency Mortgage-Backed Securities 03.500 FGPC Q04439 G 2041-11-01 3.500000 500000.00 123679.12 Agency Mortgage-Backed Securities 04.500 FGPC G08820 G 2048-05-01 4.500000 16250742.00 10588142.88 Agency Mortgage-Backed Securities 04.500 FGPC G08827 G 2048-07-01 4.500000 2767500.00 1749371.97 Agency Mortgage-Backed Securities 06.500 FGPC G06670 G 2039-09-01 6.500000 175000.00 9237.52 Agency Mortgage-Backed Securities 05.500 FGPC G07703 G 2041-06-01 5.500000 825985.00 193702.55 Agency Mortgage-Backed Securities 05.500 FGPC G07795 G 2041-06-01 5.500000 25132.00 6485.60 Agency Mortgage-Backed Securities 03.500 FGPC G07098 G 2042-07-01 3.500000 3090043.00 863984.42 Agency Mortgage-Backed Securities 03.000 FGPC G07160 G 2042-10-01 3.000000 22000000.00 9877001.14 Agency Mortgage-Backed Securities 03.000 FGPC G07289 G 2042-11-01 3.000000 1000.00 462.88 Agency Mortgage-Backed Securities 06.000 FGPC A82380 G 2038-10-01 6.000000 2472559.00 36594.48 Agency Mortgage-Backed Securities 05.500 FGPC A83066 G 2038-11-01 5.500000 3776120.00 27580.83 Agency Mortgage-Backed Securities 06.500 FGPC C01151 G 2031-03-01 6.500000 522991.00 1347.82 Agency Mortgage-Backed Securities 03.000 FGPC C04482 G 2043-02-01 3.000000 402132.00 225541.29 Agency Mortgage-Backed Securities 03.500 FGPC C03719 G 2041-10-01 3.500000 500000.00 105341.57 Agency Mortgage-Backed Securities 03.000 FGPC Q12445 G 2042-11-01 3.000000 5178.00 1799.76 Agency Mortgage-Backed Securities FNMS 03.500 CLAP8246 B1V7KEBTPIMZEU4LTD58 2042-09-01 3.500000 38679.00 17652.77 Agency Mortgage-Backed Securities FNMS 03.500 CLAP9736 B1V7KEBTPIMZEU4LTD58 2042-10-01 3.500000 175000.00 62156.57 Agency Mortgage-Backed Securities FNMS 03.000 CLAQ1224 B1V7KEBTPIMZEU4LTD58 2042-11-01 3.000000 5750000.00 2968098.30 Agency Mortgage-Backed Securities FNMS 03.500 CLAY6023 B1V7KEBTPIMZEU4LTD58 2045-09-01 3.500000 1828232.00 908165.80 Agency Mortgage-Backed Securities FNMS 03.500 CLAY8840 B1V7KEBTPIMZEU4LTD58 2045-07-01 3.500000 1054536.00 635649.35 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8282 B1V7KEBTPIMZEU4LTD58 2046-11-01 3.500000 640569.00 412237.54 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9831 B1V7KEBTPIMZEU4LTD58 2047-06-01 4.000000 30000000.00 20547205.61 Agency Mortgage-Backed Securities FNMS 03.500 CLAT1800 B1V7KEBTPIMZEU4LTD58 2043-04-01 3.500000 59014669.00 18214566.81 Agency Mortgage-Backed Securities FNMS 03.500 CLAT6321 B1V7KEBTPIMZEU4LTD58 2043-06-01 3.500000 303287.00 156565.66 Agency Mortgage-Backed Securities FNMS 03.500 CLAU1650 B1V7KEBTPIMZEU4LTD58 2043-07-01 3.500000 6130000.00 2705932.84 Agency Mortgage-Backed Securities FNMS 03.000 CLAU3195 B1V7KEBTPIMZEU4LTD58 2043-08-01 3.000000 125000.00 70285.38 Agency Mortgage-Backed Securities 06.500 FGPC A68726 G 2037-11-01 6.500000 10259051.00 80722.37 Agency Mortgage-Backed Securities 05.000 FGPC A16321 G 2029-09-01 5.000000 2611542.00 73356.90 Agency Mortgage-Backed Securities 05.500 FGPC A29948 G 2035-02-01 5.500000 1079270.00 24739.20 Agency Mortgage-Backed Securities 06.500 FGPC A84116 G 2039-01-01 6.500000 326933.00 15459.02 Agency Mortgage-Backed Securities 06.000 FGPC A88904 G 2039-09-01 6.000000 1149418.00 166336.08 Agency Mortgage-Backed Securities 05.500 FGPC A89607 G 2039-11-01 5.500000 1021426.00 231536.31 Agency Mortgage-Backed Securities 05.500 FGPC A90380 G 2039-12-01 5.500000 3331416.00 707993.02 Agency Mortgage-Backed Securities 05.500 FGPC A90472 G 2039-12-01 5.500000 1014889.00 157863.11 Agency Mortgage-Backed Securities 05.500 FGPC A90726 G 2040-01-01 5.500000 7112245.00 782042.67 Agency Mortgage-Backed Securities 03.500 FGPC C04060 G 2042-06-01 3.500000 4735000.00 1508742.17 Agency Mortgage-Backed Securities 03.000 FGPC C09008 G 2042-08-01 3.000000 28506.00 12794.88 Agency Mortgage-Backed Securities FNMS 04.000 CLFM1238 B1V7KEBTPIMZEU4LTD58 2049-03-01 4.000000 4101177.00 2674039.39 Agency Mortgage-Backed Securities FNMS 06.500 CL888813 B1V7KEBTPIMZEU4LTD58 2037-03-01 6.500000 4203655.00 146974.18 Agency Mortgage-Backed Securities 03.500 FGPC G08623 G 2045-01-01 3.500000 2000.00 880.86 Agency Mortgage-Backed Securities 03.500 FGPC G08667 G 2045-09-01 3.500000 1265000.00 645931.55 Agency Mortgage-Backed Securities 03.500 FGPC G08671 G 2045-10-01 3.500000 150000.00 79656.96 Agency Mortgage-Backed Securities 03.500 FGPC G08641 G 2045-05-01 3.500000 350000.00 178798.47 Agency Mortgage-Backed Securities 03.500 FGPC G08650 G 2045-06-01 3.500000 1175000.00 624130.99 Agency Mortgage-Backed Securities 03.500 FGPC G08654 G 2045-07-01 3.500000 1906000.00 981225.09 Agency Mortgage-Backed Securities 03.000 FGPC G08521 G 2043-01-01 3.000000 2412403.00 1236469.98 Agency Mortgage-Backed Securities 03.500 FGPC G08572 G 2044-02-01 3.500000 85000.00 32559.63 Agency Mortgage-Backed Securities 03.500 FGPC G08554 G 2043-10-01 3.500000 1524768.00 625602.76 Agency Mortgage-Backed Securities 05.000 FGPC G08589 G 2044-05-01 5.000000 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BANK LTD (SINGAPORE BRANCH) 1.500000% ATUEL7OJR5057F2PV266 0000882617 ATD0Y9KO2 Non-Negotiable Time Deposit Y 2020-04-01 2020-04-01 2020-04-01 N N N 0.0150 880000000.00 880000000.00 0.0084 N Y Y N NRW BANK (DUSSELDORF BRANCH) NRW BANK (DUSSELDORF BRANCH) 0.500000% 52990002O5KK6XOGJ020 ATD0YAAR3 Non-Negotiable Time Deposit Y 2020-04-02 2020-04-02 2020-04-02 N N N 0.0050 964000000.00 964000000.00 0.0092 N N Y N ABN AMRO BANK NV (AMSTERDAM BRANCH) ABN AMRO BANK NV (AMSTERDAM BRANCH) 0.250000% BFXS5XCH7N0Y05NIXW11 0001245022 ATD0YBXF2 Non-Negotiable Time Deposit Y 2020-04-06 2020-04-06 2020-04-06 N N N 0.0025 381000000.00 381000000.00 0.0036 N N Y N NRW BANK (DUSSELDORF BRANCH) NRW BANK (DUSSELDORF BRANCH) 0.400000% 52990002O5KK6XOGJ020 ATD0YBXT2 Non-Negotiable Time Deposit Y 2020-04-06 2020-04-06 2020-04-06 N N N 0.0040 220000000.00 220000000.00 0.0021 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.300000% 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BRANCH) 0.050000% 51KMXRLB0RIEGI0WJN58 0001512734 ATD0YCRE0 Non-Negotiable Time Deposit Y 2020-04-01 2020-04-01 2020-04-01 N N N 0.0005 328000000.00 328000000.00 0.0031 N Y Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.050000% JHE42UYNWWTJB8YTTU19 0000859994 ATD0YCRK6 Non-Negotiable Time Deposit Y 2020-04-01 2020-04-01 2020-04-01 N N N 0.0005 676000000.00 676000000.00 0.0065 N Y Y N DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 0.010000% 5493005PGG4HB3CD7345 0001694217 ATD0YCRR1 Non-Negotiable Time Deposit Y 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 196000000.00 196000000.00 0.0019 N Y Y N The Charles Schwab Family of Funds 2020-04-07 Mark Fischer Mark Fischer Chief Financial Officer