-----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, AuV3JW7q3/CN4/LpgF1wgKvVOpS4wQejTn9LM5EUUsqBKc0iOFr5djR6rLu5+zbJ 8t4CXsDjSK8qvwHlRdFB0w== 0000950134-06-000153.txt : 20060105 0000950134-06-000153.hdr.sgml : 20060105 20060105172730 ACCESSION NUMBER: 0000950134-06-000153 CONFORMED SUBMISSION TYPE: N-CSR PUBLIC DOCUMENT COUNT: 5 CONFORMED PERIOD OF REPORT: 20051031 FILED AS OF DATE: 20060105 DATE AS OF CHANGE: 20060105 EFFECTIVENESS DATE: 20060105 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SCHWAB INVESTMENTS CENTRAL INDEX KEY: 0000869365 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: N-CSR SEC ACT: 1940 Act SEC FILE NUMBER: 811-06200 FILM NUMBER: 06513941 BUSINESS ADDRESS: STREET 1: 101 MONTGOMERY ST CITY: SAN FRANCISCO STATE: CA ZIP: 94104 BUSINESS PHONE: 415-627-7000 MAIL ADDRESS: STREET 1: 101 MONTGOMERY ST CITY: SAN FRANCISCO STATE: CA ZIP: 94104 N-CSR 1 f15169sinvcsr.txt FORM N-CSR 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: 811-6200 Schwab Investments - Schwab 1000 Index Fund ------------------------------------------------------ (Exact name of registrant as specified in charter) 101 Montgomery Street, San Francisco, California 94104 ------------------------------------------------------------------- (Address of principal executive offices) (Zip code) Evelyn Dilsaver Schwab Investments 101 Montgomery Street, San Francisco, California 94104 ----------------------------------------------------------- (Name and address of agent for service) Registrant's telephone number, including area code: (415) 627-7000 Date of fiscal year end: October 31 Date of reporting period: October 31, 2005 ITEM 1: REPORT(S) TO SHAREHOLDERS. SCHWAB EQUITY INDEX FUNDS ANNUAL REPORT October 31, 2005 Schwab S&P 500 Index Fund (formerly Schwab S&P 500 Fund) Schwab 1000 Index(R) Fund (formerly Schwab 1000 Fund(R)) Schwab Small-Cap Index Fund(R) Schwab Total Stock Market Index Fund(R) Schwab International Index Fund(R) [CHARLES SCHWAB LOGO] Five cost-efficient ways to tap into the power of the stock market for long-term growth potential. IN THIS REPORT Management's Discussion .......................................... 2 Performance and Fund Facts Schwab S&P 500 Index Fund................ 7 Schwab 1000 Index(R) Fund................ 11 Schwab Small-Cap Index Fund(R)........... 14 Schwab Total Stock Market Index Fund(R)............................ 17 Schwab International Index Fund(R)....... 20 Fund Expenses..................................................... 23 Financial Statements Schwab S&P 500 Index Fund................ 25 Schwab 1000 Index(R) Fund................ 34 Schwab Small-Cap Index Fund(R)........... 43 Schwab Total Stock Market Index Fund(R)............................ 51 Schwab International Index Fund(R)....... 60 Financial Notes................................................... 68 Investment Advisory Agreement Approval................................................ 74 Trustees and Officers............................................. 77 Glossary.......................................................... 81 - ------------------------------------------------------------------------------ Select Shares(R) are available on many Schwab Funds(R) Schwab Funds offers Select Shares, a share class that carries lower expenses than Investor Shares(TM) in exchange for higher investment minimums on many of its funds. Select Shares are available for initial purchases of $50,000 or more of a single fund in a single account and for shareholders who add to their existing Investor Share position, bringing the value to or above $50,000. We encourage shareholders of Investor Shares to review their portfolio to see if they are eligible to exchange into Select Shares. If you believe you are eligible, you should contact Schwab to perform a tax-free interclass exchange into Select Shares. Instructions for performing a tax-free interclass exchange can also be referenced on the Schwab Funds website at WWW.SCHWAB.COM/SCHWABFUNDS under Schwab Funds Investor Information. Fund investment adviser: Charles Schwab Investment Management, Inc. (CSIM). Distributor and transfer agent: Charles Schwab & Co., Inc. (Schwab). The industry/sector classification of the funds' portfolio holdings uses the Global Industry Classification Standard (GICS) which was developed by and is the exclusive property of Morgan Stanley Capital International Inc. and Standard & Poor's. GICS is a service mark of MSCI and S&P and has been licensed for use by Charles Schwab & Co., Inc. [PHOTO OF CHARLES SCHWAB] Charles Schwab Chairman Investors should consider carefully information contained in the prospectus, including investment objectives, risks, charges and expenses. You can request a prospectus by calling Schwab at 1-800-435-4000. Please read the prospectus carefully before investing. Performance data quoted represents past performance and does not indicate future results. Current performance may be lower or higher. Investment value will fluctuate, and shares, when redeemed, may be worth more or less than original cost. Small-cap funds are subject to greater volatility than those in other asset categories. FROM THE CHAIRMAN Dear Shareholder, I founded Schwab over thirty years ago to be a home for serious investors. That mission continues to guide us today as we constantly innovate on behalf of our clients. By continuing to provide the highest quality products and services--at a great price--we remain true to our heritage. I take particular pride in the Schwab Funds. Founded over 15 years ago, they have now grown to include more than 50 funds with over $140 billion in assets as of this report date. With a variety of investment strategies, Schwab Funds provide a range of innovative investment choices that can serve as a foundation for your asset allocation plan. We've continued to expand our product offering over the past year, as Schwab Funds President Evelyn Dilsaver explains in more detail on the following page. Schwab Funds is managed by Charles Schwab Investment Management, Inc., one of the largest mutual fund managers in the U.S. Our portfolio managers share a passion for market analysis and use some of the most sophisticated financial models available. I am proud of their depth of experience, which reflects an average tenure of more than 15 years in the investment industry. Furthermore, I am impressed with the commitment that our managers bring to the stewardship of the funds, for you, their shareholders. This commitment and experience is evident in our funds' performance. I'm especially pleased to highlight the strong performance of the Schwab Small-Cap Equity Fund which ranked in the top 2% of its category for the one-year period ended October 31, 2005. 1 In closing, I want to thank you for investing with us. We strive every day to warrant the trust you have placed in us; that will never change. Sincerely, /s/ Charles Schwab 1 Source: Lipper Small Cap Core Funds. For the one-year period, rankings were: Select Shares #11 and Investor Shares #12 out of 604 funds. Numbers assume reinvestment of dividends and capital gains over each time period. Lipper, Inc. rankings are based on average total returns not including sales charges. MANAGEMENT'S DISCUSSION for the year ended October 31, 2005 [PHOTO OF EVELYN DILSAVER] EVELYN DILSAVER is President and CEO of Charles Schwab Investment Management, Inc. and is president of each of the funds covered in this report. She joined the firm in 1992 and has held a variety of executive positions at Schwab. Dear Shareholder, I'm pleased to bring you the annual report for the Schwab Equity Index Funds for the one-year period ended October 31, 2005. With their market-tracking performance, broad diversification and lower costs, index funds can complement a portfolio of actively managed funds. For example, the Schwab 1000 Index Fund includes the stocks of the largest 1,000 publicly traded companies in the United States. This fund has delivered solid results and is a tax-efficient investment that can serve as the core stock portion of an asset allocation strategy. We continue to develop and manage Schwab Funds to help you achieve your goals and to provide an uncomplicated way to build a well-diversified portfolio. In terms of development, Schwab Funds launched seven new funds in 2005. Among the new funds is the Schwab Large-Cap Growth Fund, which commenced operations on October 3, 2005. This fund seeks capital appreciation by selecting companies with market capitalizations greater than $5 billion and is actively managed by a team of investment professionals that understands how a disciplined investment strategy can help achieve competitive returns. I speak for all of Schwab Funds when I say we want Schwab to be the place where investors can find useful, quality financial products and services to help them succeed. Thank you for investing in Schwab Funds. Sincerely, /s/ Evelyn Dilsaver Investors should consider carefully information contained in the prospectus, including investment objectives, risks, charges and expenses. You can request a prospectus by calling Schwab at 1-800-435-4000. Please read the prospectus carefully before investing. Investment value will fluctuate, and shares, when redeemed, may be worth more or less than original cost. 2 Schwab Equity Index Funds [PHOTO OF JEFFREY MORTIMER] JEFFREY MORTIMER, CFA, senior vice president and chief investment officer, equities, of the investment adviser, is responsible for the overall management of the funds. Prior to joining the firm in October 1997, he worked for more than eight years in asset management. [PHOTO OF LARRY MANO] LARRY MANO, vice president and senior portfolio manager of the investment adviser, is responsible for the day-to-day management of the Schwab Total Stock Market Index Fund and co-management of the remaining funds. Prior to joining the firm in 1998, he worked for 20 years in equity management. THE INVESTMENT ENVIRONMENT AND THE FUNDS Despite a turbulent year in the news, the markets remained in a steady growth mode and ended the one-year report period with positive results. Oil prices hit all-time highs and the Federal Reserve continued to raise short-term interest rates to curb inflationary pressures, raising the Fed Funds Target eight consecutive times in the one-year report period. The moves had a limited impact on overall economic growth, due primarily to the record-low level of interest rates from which the increases began. Despite concerns of high energy prices, which remained a significant headwind for economic performance throughout the period, corporate earnings remained strong throughout the year. Additionally, with the unemployment rate hovering around 5% and GDP growth around 3.6%, job and income growth remained positive and investors remained optimistic. Productivity gains and more restrictive monetary policy kept a lid on core inflation. The productivity gains, coupled with foreign investors buying large amounts of U.S. government securities, helped contain increases in long-term interest rates. These conditions caused the dollar to rally, which took pressure off the price of imported goods. The big news for the past few months was the impact of Hurricanes Katrina and Rita. The devastation caused by these storms was particularly heavy with respect to the energy infrastructure in the South. Oil prices rose sharply in the aftermath of the hurricanes, with crude oil peaking above $71 per barrel in early September. However, a quick action by the federal government to release Strategic Petroleum Reserves and soften oil demand led to a subsequent decline off that peak. While the full economic effect of the hurricanes was unknown at the end of the report period, the damage appears to be limited to the regions in the hurricanes' path and to the energy infrastructures in the area. Another significant event that occurred during the report period was the appointment of Ben Bernanke to succeed Alan Greenspan as Chairman of the Federal Reserve Board. Although he has not yet been confirmed into office, Bernanke's experience on the Federal Open Market Committee and his expertise in monetary economics has eased the concerns of the markets and caused investors to expect a smooth transition. Source of Sector Classification: S&P and MSCI. Schwab Equity Index Funds 3 MANAGEMENT'S DISCUSSION continued [PHOTO OF TOM BROWN] TOM BROWN, an associate portfolio manager of the investment adviser, is responsible for day-to-day co-management of the funds except for the Schwab Total Stock Market Index Fund. He joined Schwab in 1995, became a trader in 1999, and was named to his current position in 2004. Despite tragic hurricanes, rising interest rates, and soaring energy prices, the funds and their respective benchmarks held up well. The S&P 500 Index 1 posted gains of 8.72% for the one-year period ending on October 31, 2005 while the Russell 2000 Index also displayed a positive return of 12.08%. As improving fundamentals and attractive valuations have strengthened investor interest in emerging markets, the MSCI EAFE (Morgan Stanley Capital International, Inc. Europe, Australasia, and Far East) Index also had an impressive return of 18.09% for the one-year report period. Although bonds did not fare nearly as well as equities this period, performance was still positive, up by 1.13%, as measured by the Lehman Brothers U.S. Aggregate Bond Index. This differential is not unusual, given that we were in the midst of an economic recovery during the period. When the economy is strong and job growth is robust, investors expect to see inflation, which generally leads to higher interest rates and ultimately brings down prices for bonds. In summary, the markets have seen quite a few events with the potential to diminish investor confidence, but as of the end of the period, significant negative impacts had not materialized. ASSET CLASS PERFORMANCE COMPARISON % returns during the report period This graph compares the performance of various asset classes during the report period. Final performance figures for the period are in the key below. 8.72% S&P 500(R) INDEX: measures U.S. large-cap stocks 12.08% RUSSELL 2000(R) INDEX: measures U.S. small-cap stocks 18.09% MSCI-EAFE(R) INDEX: measures (in U.S. dollars) large-cap stocks in Europe, Australasia and the Far East 1.13% LEHMAN BROTHERS U.S. AGGREGATE BOND INDEX: measures the U.S. bond market [LINE GRAPH]
LEHMAN BROTHERS U.S. AGGREGATE S&P 500(R) RUSSELL 2000(R) MSCI-EAFE(R) BOND INDEX INDEX INDEX INDEX 31-Oct-04 0.00 0.00 0.00 0.00 07-Nov-04 -0.52 3.21 3.53 3.71 14-Nov-04 -0.49 4.88 6.60 4.81 21-Nov-04 -0.40 3.69 5.15 5.92 28-Nov-04 -0.47 4.81 8.21 6.96 05-Dec-04 -0.38 5.62 10.13 8.68 12-Dec-04 0.13 5.37 8.44 5.79 19-Dec-04 -0.05 5.95 10.16 7.36 26-Dec-04 0.02 7.40 11.44 10.52 02-Jan-05 0.12 7.59 11.89 11.52 09-Jan-05 -0.09 5.35 5.32 8.50 16-Jan-05 0.27 5.22 6.07 8.74 23-Jan-05 0.68 3.75 4.98 7.81 30-Jan-05 0.70 4.08 5.33 8.68 06-Feb-05 1.05 6.95 9.55 10.43 13-Feb-05 1.03 7.23 9.11 11.16 20-Feb-05 0.51 6.94 8.33 12.75 27-Feb-05 0.47 7.86 9.63 13.40 06-Mar-05 0.44 8.86 10.92 15.44 13-Mar-05 -0.43 6.96 7.84 15.54 20-Mar-05 -0.34 6.04 7.13 14.06 27-Mar-05 -0.79 4.42 5.88 11.43 03-Apr-05 -0.16 4.59 5.31 11.55 10-Apr-05 -0.28 5.37 5.20 12.02 17-Apr-05 0.55 1.95 0.06 10.11 24-Apr-05 0.78 2.81 1.57 10.36 01-May-05 0.98 3.28 -0.15 8.71 08-May-05 0.79 4.60 2.83 10.65 15-May-05 1.27 3.14 0.36 8.08 22-May-05 1.34 6.33 5.10 8.34 29-May-05 1.73 7.22 6.42 9.41 05-Jun-05 2.23 7.01 7.02 9.48 12-Jun-05 1.96 7.23 8.07 9.40 19-Jun-05 1.94 8.95 11.20 11.36 26-Jun-05 2.67 6.70 8.83 10.42 03-Jul-05 2.25 7.01 11.08 9.74 10-Jul-05 2.07 8.60 14.40 9.31 17-Jul-05 1.96 10.06 14.69 11.35 24-Jul-05 1.84 10.59 17.12 12.34 31-Jul-05 1.70 10.68 17.49 13.59 07-Aug-05 1.25 10.02 14.58 14.44 14-Aug-05 1.94 10.44 14.14 18.32 21-Aug-05 2.10 9.54 12.85 16.11 28-Aug-05 2.25 8.24 12.20 16.21 04-Sep-05 3.04 9.47 14.77 19.45 11-Sep-05 2.68 11.60 17.33 20.67 18-Sep-05 2.20 11.33 16.32 20.04 25-Sep-05 2.28 9.32 13.47 18.92 02-Oct-05 1.94 10.56 15.67 21.65 09-Oct-05 1.89 7.66 11.63 19.16 16-Oct-05 1.35 6.84 9.71 18.26 23-Oct-05 1.86 6.22 9.65 15.53 30-Oct-05 1.09 7.95 10.12 16.68 31-Oct-05 1.13 8.72 12.08 18.09
These figures assume dividends and distributions were reinvested. Index figures do not include trading and management costs, which would lower performance. Indices are unmanaged and you cannot invest in them directly. Remember that past performance is not an indication of future results. Data source: Charles Schwab & Co., Inc. Source of Sector Classification: S&P and MSCI. 1 Standard & Poor's(R), S&P(R), S&P 500(R), Standard & Poor's 500(R) and 500(R) are trademarks of The McGraw-Hill Companies, Inc. and have been licensed for use by the fund. The fund is not sponsored, endorsed, sold or promoted by Standard & Poor's, and Standard & Poor's makes no representation regarding the advisability of investing in the fund. 4 Schwab Equity Index Funds PERFORMANCE AT A GLANCE Total return for the 12 months ended 10/31/05 THE PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE. PAST PERFORMANCE DOES NOT GUARANTEE FUTURE RESULTS. INVESTMENT RETURNS AND PRINCIPAL VALUE WILL FLUCTUATE SO THAT AN INVESTOR'S SHARES MAY BE WORTH MORE OR LESS THAN THEIR ORIGINAL COST. CURRENT PERFORMANCE MAY BE LOWER OR HIGHER THAN PERFORMANCE DATA QUOTED. TO OBTAIN PERFORMANCE INFORMATION CURRENT TO THE MOST RECENT MONTH END, PLEASE VISIT WWW.SCHWAB.COM/SCHWABFUNDS. SCHWAB S&P 500 INDEX FUND Investor Shares ....................... 8.44% Select Shares(R) ...................... 8.66% e.Shares(R) ........................... 8.58% Benchmark ............................. 8.72% Performance Details ................... pages 7-9 SCHWAB 1000 INDEX(R) FUND Investor Shares ....................... 10.04% Select Shares ......................... 10.21% Benchmark ............................. 10.28% Performance Details ................... pages 11-12 SCHWAB SMALL-CAP INDEX FUND(R) Investor Shares ....................... 12.66% Select Shares ......................... 12.86% Benchmark ............................. 12.85% Performance Details ................... pages 14-15 SCHWAB TOTAL STOCK MARKET INDEX FUND(R) Investor Shares ....................... 10.45% Select Shares ......................... 10.63% Benchmark ............................. 10.77% Performance Details ................... pages 17-18 SCHWAB INTERNATIONAL INDEX FUND(R) Investor Shares ....................... 17.30% Select Shares ......................... 17.56% Benchmark ............................. 17.77% Performance Details ................... pages 20-21 THE FUNDS IN THIS REPORT ARE INDEX FUNDS AND SHARE THE SAME BASIC INVESTMENT STRATEGY: They are designed to track the performance of a stock market index. Each fund tracks a different index. Bear in mind that indices are unmanaged and cannot be invested in directly. Also, unlike an index, the fund's return includes the impact of operating expenses. THE SCHWAB S&P 500 INDEX FUND was up 8.44% for the report period, closely tracking its benchmark, the S&P 500 Index, which was up 8.72%. Bear in mind that the fund's return, unlike the index, includes the impact of operating expenses. Most of the fund's appreciation occurred during the second and third quarter of 2005. With the price of crude oil appreciating during the period, energy-related stocks were the overall top performers in the fund. Within the Schwab S&P 500 Index Fund, the best performing sectors were Utilities and Energy. On the downside, Telecommunication Services and Consumer Discretionary were the worst performing sectors and detracted from overall performance. Some of the top performing companies within the fund were Altria Group, Inc. and Exxon Mobil Corp. THE SCHWAB 1000 INDEX FUND was up 10.04% for the report period, closely tracking its benchmark, the Schwab 1000 Index, which was up 10.28%. Bear in mind that the fund's return, unlike the index, includes the impact of operating expenses. Leading contributors to the fund's performance included the Utilities and Energy sectors. Health Care also played an active role in the total returns for the period. The top performing stocks in the fund were Altria Group, Inc., Exxon Mobile Corp., and Google, Inc. Conversely, although the weakest performing industry group was Automobiles and Components, the fund's performance was not heavily impacted, due to relatively light exposure to this sector. Fannie Mae and Pfizer, Inc. were some of the worst performers of the portfolio. THE SCHWAB SMALL-CAP INDEX FUND returned 12.66% for the period, closely tracking its benchmark, the Schwab Small-Cap Index, which was up 12.85%. Bear in mind that the fund's return, unlike the index, includes the impact of operating expenses. Two of the leading contributors to total returns were the Energy and Industrials sectors. The top Source of Sector Classification: S&P and MSCI. All fund and index figures on this page assume dividends and distributions were reinvested. Index figures do not include trading and management costs, which would lower performance. Indices are unmanaged, and you cannot invest in them directly. Expenses may be partially absorbed by CSIM and Schwab. Without these reductions, the funds' total returns would have been lower. Performance does not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption of fund shares. Small-company stocks are subject to greater volatility than other asset categories. Foreign securities can involve risks such as political and economic instability and currency risk. Schwab Equity Index Funds 5 MANAGEMENT'S DISCUSSION continued performing industry within the fund was Energy, due to the appreciation of oil prices during the wake of the hurricanes. Insurance and Capital Goods were other industries that performed well throughout the reporting period. Some of the top performing stocks within the portfolio were Covanta Holding Corporation and Marine Products Corporation. THE SCHWAB TOTAL STOCK MARKET INDEX FUND returned 10.45% for the period, closely tracking its benchmark, the Dow Jones Wilshire 5000 Composite Index 1, which was up 10.77%. Bear in mind that the fund's return, unlike the index, includes the impact of operating expenses. Some of the top performing sectors for the fund were Utilities, Energy, and Health Care. Stocks that performed well within the portfolio were Altria Group, Inc. and Exxon Mobil Corp. In contrast, Consumer Discretionary and Telecommunication Services continued to struggle during the period. Pfizer, Inc. and Wal-Mart Stores, Inc. were among the stocks which detracted from returns. THE SCHWAB INTERNATIONAL INDEX FUND was up 17.30% for the period, closely tracking its benchmark, the Schwab International Index, which was up 17.77% Bear in mind that the fund's return, unlike the index, includes the impact of operating expenses. Within the fund, Australia and Switzerland were the best performing countries, while Singapore and Italy were the underperformers and contributed the least to total returns. The top industries within the fund were Energy, Utilities, and Health Care Equipment and Services. Similar to the United States, Automobiles and Components was the weakest performing industry within the fund. 1 Dow Jones", "Wilshire", "The DJW 5000(SM)", "The Dow Jones Wilshire 5000(SM)" and "The Dow Jones Wilshire 5000 Composite Index(SM)" are service marks of Dow Jones & Company, Inc. and Wilshire Associates Incorporated. The Schwab Total Stock Market Index Fund, based on The Dow Jones Wilshire 5000 Composite Index(SM), is not sponsored, endorsed, sold or promoted by Dow Jones or Wilshire; and, neither Dow Jones nor Wilshire makes any representation regarding the advisability of investing in such a product. Nothing in this report represents a recommendation of a security by the investment adviser. Manager views and portfolio holdings may have changed since the report date. 6 Schwab Equity Index Funds SCHWAB S&P 500 INDEX FUND INVESTOR SHARES PERFORMANCE as of 10/31/05 PRE- AND POST-TAX AVERAGE ANNUAL TOTAL RETURNS 1, 2 This bar chart compares pre-tax performance of the fund's Investor Shares with its benchmark and Morningstar category. The table below the chart shows two types of after-tax returns. [BAR CHART]
Fund: INVESTOR Fund Category: SHARES Benchmark: MORNINGSTAR Ticker Symbol: S&P 500(R) LARGE-CAP SWPIX INDEX BLEND 1 YEAR 8.44% 8.72% 9.53% 5 YEARS -2.02% -1.73% -1.41% SINCE INCEPTION 5/1/96 7.97% 8.37% 6.95%
1 YEAR 5 YEARS SINCE INCEPTION Fund: Fund: Fund: INVESTOR INVESTOR INVESTOR SHARES Fund Category: SHARES Fund Category: SHARES Fund Category: Ticker MORNINGSTAR Ticker MORNINGSTAR Ticker MORNINGSTAR Symbol: LARGE-CAP Symbol: LARGE-CAP Symbol: LARGE-CAP TOTAL RETURNS AFTER TAX SWPIX BLEND SWPIX BLEND SWPIX BLEND - --------------------------------------------------------------------------------------------------------------------------------- PRE-LIQUIDATION (still own shares) 8.18% 7.38% -2.36% -2.22% 7.62% n/a - --------------------------------------------------------------------------------------------------------------------------------- POST-LIQUIDATION (shares were sold) 5.82% 5.25% -1.88% -1.62% 6.84% n/a - ---------------------------------------------------------------------------------------------------------------------------------
THE PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE. PAST PERFORMANCE DOES NOT GUARANTEE FUTURE RESULTS. INVESTMENT RETURNS AND PRINCIPAL VALUE WILL FLUCTUATE SO THAT AN INVESTOR'S SHARES MAY BE WORTH MORE OR LESS THAN THEIR ORIGINAL COST. CURRENT PERFORMANCE MAY BE LOWER OR HIGHER THAN PERFORMANCE DATA QUOTED. TO OBTAIN PERFORMANCE INFORMATION CURRENT TO THE MOST RECENT MONTH END, PLEASE VISIT WWW.SCHWAB.COM/SCHWABFUNDS. PERFORMANCE OF A HYPOTHETICAL $10,000 INVESTMENT 2 This graph shows performance since inception of a hypothetical $10,000 investment in the fund's Investor Shares, compared with a similar investment in its benchmark. $20,737 INVESTOR SHARES $21,473 S&P 500(R) INDEX [LINE GRAPH]
INVESTOR S&P 500(R) SHARES Index 01-May-96 $10,000 $10,000 31-May-96 $10,250 $10,257 30-Jun-96 $10,290 $10,296 31-Jul-96 $9,840 $9,841 31-Aug-96 $10,040 $10,049 30-Sep-96 $10,600 $10,613 31-Oct-96 $10,880 $10,906 30-Nov-96 $11,690 $11,731 31-Dec-96 $11,462 $11,498 31-Jan-97 $12,157 $12,216 28-Feb-97 $12,248 $12,312 31-Mar-97 $11,744 $11,808 30-Apr-97 $12,430 $12,511 31-May-97 $13,186 $13,272 30-Jun-97 $13,760 $13,867 31-Jul-97 $14,849 $14,969 31-Aug-97 $14,012 $14,131 30-Sep-97 $14,778 $14,904 31-Oct-97 $14,284 $14,406 30-Nov-97 $14,930 $15,073 31-Dec-97 $15,184 $15,332 31-Jan-98 $15,357 $15,502 28-Feb-98 $16,455 $16,620 31-Mar-98 $17,289 $17,471 30-Apr-98 $17,452 $17,647 31-May-98 $17,147 $17,344 30-Jun-98 $17,838 $18,048 31-Jul-98 $17,645 $17,857 31-Aug-98 $15,092 $15,278 30-Sep-98 $16,058 $16,257 31-Oct-98 $17,340 $17,579 30-Nov-98 $18,387 $18,645 31-Dec-98 $19,443 $19,718 31-Jan-99 $20,253 $20,543 28-Feb-99 $19,617 $19,904 31-Mar-99 $20,397 $20,700 30-Apr-99 $21,176 $21,501 31-May-99 $20,663 $20,994 30-Jun-99 $21,812 $22,159 31-Jul-99 $21,125 $21,467 31-Aug-99 $21,012 $21,360 30-Sep-99 $20,428 $20,775 31-Oct-99 $21,709 $22,090 30-Nov-99 $22,150 $22,539 31-Dec-99 $23,448 $23,866 31-Jan-00 $22,266 $22,668 29-Feb-00 $21,841 $22,239 31-Mar-00 $23,967 $24,414 30-Apr-00 $23,241 $23,679 31-May-00 $22,753 $23,194 30-Jun-00 $23,313 $23,767 31-Jul-00 $22,940 $23,396 31-Aug-00 $24,361 $24,849 30-Sep-00 $23,075 $23,537 31-Oct-00 $22,971 $23,438 30-Nov-00 $21,156 $21,591 31-Dec-00 $21,261 $21,697 31-Jan-01 $22,014 $22,467 28-Feb-01 $19,996 $20,418 31-Mar-01 $18,730 $19,124 30-Apr-01 $20,174 $20,610 31-May-01 $20,310 $20,748 30-Jun-01 $19,808 $20,244 31-Jul-01 $19,609 $20,045 31-Aug-01 $18,375 $18,790 30-Sep-01 $16,890 $17,272 31-Oct-01 $17,204 $17,602 30-Nov-01 $18,521 $18,952 31-Dec-01 $18,678 $19,119 31-Jan-02 $18,403 $18,840 28-Feb-02 $18,044 $18,476 31-Mar-02 $18,710 $19,171 30-Apr-02 $17,579 $18,009 31-May-02 $17,442 $17,876 30-Jun-02 $16,195 $16,603 31-Jul-02 $14,938 $15,310 31-Aug-02 $15,023 $15,409 30-Sep-02 $13,396 $13,734 31-Oct-02 $14,568 $14,943 30-Nov-02 $15,424 $15,823 31-Dec-02 $14,516 $14,894 31-Jan-03 $14,130 $14,504 28-Feb-03 $13,915 $14,286 31-Mar-03 $14,044 $14,425 30-Apr-03 $15,202 $15,614 31-May-03 $15,995 $16,436 30-Jun-03 $16,188 $16,647 31-Jul-03 $16,478 $16,940 31-Aug-03 $16,788 $17,270 30-Sep-03 $16,606 $17,087 31-Oct-03 $17,539 $18,054 30-Nov-03 $17,689 $18,213 31-Dec-03 $18,601 $19,167 31-Jan-04 $18,938 $19,520 29-Feb-04 $19,199 $19,791 31-Mar-04 $18,906 $19,493 30-Apr-04 $18,601 $19,187 31-May-04 $18,851 $19,449 30-Jun-04 $19,210 $19,827 31-Jul-04 $18,569 $19,170 31-Aug-04 $18,645 $19,247 30-Sep-04 $18,840 $19,455 31-Oct-04 $19,123 $19,753 30-Nov-04 $19,894 $20,553 31-Dec-04 $20,561 $21,251 31-Jan-05 $20,053 $20,733 28-Feb-05 $20,472 $21,168 31-Mar-05 $20,108 $20,794 30-Apr-05 $19,722 $20,399 31-May-05 $20,351 $21,047 30-Jun-05 $20,373 $21,077 31-Jul-05 $21,123 $21,861 31-Aug-05 $20,925 $21,662 30-Sep-05 $21,090 $21,837 31-Oct-05 $20,737 $21,473
All figures on this page assume dividends and distributions were reinvested. Index figures do not include trading and management costs, which would lower performance. Indices are unmanaged, and you cannot invest in them directly. 1 The pre-tax total return and the graph do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. After-tax returns are calculated using the highest historical individual federal marginal income tax rates in effect as of 10/31/05 and do not reflect the impact of state and local taxes or the alternative minimum tax. Actual returns depend on an investor's situation and may differ from those shown. After-tax returns may not be relevant to investors who hold their fund shares through tax-deferred arrangements. Pre-liquidation after-tax returns reflect the tax effects of purchases and sales of securities within the fund portfolios and assume investors continue to hold fund shares at the end of the measurement periods. Post-liquidation figures assume investors sold fund shares at the end of the measurement periods and reflect both the effects of taxable distributions and any taxable gains or losses realized upon the sale of shares. Source for category information: Morningstar, Inc. Some funds in this category may not use tax-efficient strategies. 2 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. Schwab Equity Index Funds 7 SCHWAB S&P 500 INDEX FUND SELECT SHARES(R) PERFORMANCE as of 10/31/05 PRE- AND POST-TAX AVERAGE ANNUAL TOTAL RETURNS 1, 2 This bar chart compares pre-tax performance of the fund's Select Shares with its benchmark and Morningstar category. The table below the chart shows two types of after-tax returns. [BAR CHART]
Fund: SELECT SHARES Benchmark: Fund Category: Ticker Symbol: S&P 500(R) MORNINGSTAR SWPPX INDEX LARGE-CAP BLEND 1 YEAR 8.66% 8.72% 9.53% 5 YEARS -1.85% -1.73% -1.41% SINCE INCEPTION: 5/19/97 5.92% 6.09% 5.50%
1 YEAR 5 YEARS SINCE INCEPTION Fund: Fund: Fund: SELECT SELECT SELECT SHARES Fund Category: SHARES Fund Category: SHARES Fund Category: Ticker MORNINGSTAR Ticker MORNINGSTAR Ticker MORNINGSTAR Symbol: LARGE-CAP Symbol: LARGE-CAP Symbol: LARGE-CAP TOTAL RETURNS AFTER TAX SWPPX BLEND SWPPX BLEND SWPPX BLEND - --------------------------------------------------------------------------------------------------------------------------------- PRE-LIQUIDATION (still own shares) 8.38% 7.38% -2.23% -2.22% 5.52% n/a - --------------------------------------------------------------------------------------------------------------------------------- POST-LIQUIDATION (shares were sold) 5.99% 5.25% -1.75% -1.62% 4.94% n/a - ---------------------------------------------------------------------------------------------------------------------------------
THE PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE. PAST PERFORMANCE DOES NOT GUARANTEE FUTURE RESULTS. INVESTMENT RETURNS AND PRINCIPAL VALUE WILL FLUCTUATE SO THAT AN INVESTOR'S SHARES MAY BE WORTH MORE OR LESS THAN THEIR ORIGINAL COST. CURRENT PERFORMANCE MAY BE LOWER OR HIGHER THAN PERFORMANCE DATA QUOTED. TO OBTAIN PERFORMANCE INFORMATION CURRENT TO THE MOST RECENT MONTH END, PLEASE VISIT WWW.SCHWAB.COM/SCHWABFUNDS. PERFORMANCE OF A HYPOTHETICAL $50,000 INVESTMENT 2 This graph shows performance since inception of a hypothetical $50,000 investment (the minimum investment for this share class) in the fund's Select Shares, compared with a similar investment in its benchmark. $81,295 SELECT SHARES $82,399 S&P 500(R) INDEX [LINE GRAPH]
SELECT S&P 500(R) SHARES INDEX 19-May-97 $50,000 $50,000 31-May-97 $50,935 $50,930 30-Jun-97 $53,190 $53,212 31-Jul-97 $57,395 $57,442 31-Aug-97 $54,165 $54,225 30-Sep-97 $57,120 $57,191 31-Oct-97 $55,215 $55,281 30-Nov-97 $57,745 $57,841 31-Dec-97 $58,745 $58,836 31-Jan-98 $59,375 $59,489 28-Feb-98 $63,660 $63,778 31-Mar-98 $66,880 $67,043 30-Apr-98 $67,550 $67,720 31-May-98 $66,370 $66,556 30-Jun-98 $69,040 $69,258 31-Jul-98 $68,295 $68,524 31-Aug-98 $58,435 $58,629 30-Sep-98 $62,165 $62,387 31-Oct-98 $67,155 $67,459 30-Nov-98 $71,245 $71,547 31-Dec-98 $75,340 $75,668 31-Jan-99 $78,475 $78,831 28-Feb-99 $76,015 $76,379 31-Mar-99 $79,030 $79,434 30-Apr-99 $82,085 $82,509 31-May-99 $80,140 $80,561 30-Jun-99 $84,545 $85,033 31-Jul-99 $81,885 $82,380 31-Aug-99 $81,490 $81,968 30-Sep-99 $79,230 $79,721 31-Oct-99 $84,230 $84,767 30-Nov-99 $85,935 $86,491 31-Dec-99 $91,000 $91,585 31-Jan-00 $86,420 $86,987 29-Feb-00 $84,770 $85,341 31-Mar-00 $93,050 $93,687 30-Apr-00 $90,235 $90,867 31-May-00 $88,350 $89,004 30-Jun-00 $90,515 $91,203 31-Jul-00 $89,110 $89,780 31-Aug-00 $94,655 $95,356 30-Sep-00 $89,635 $90,322 31-Oct-00 $89,230 $89,942 30-Nov-00 $82,200 $82,855 31-Dec-00 $82,655 $83,261 31-Jan-01 $85,540 $86,217 28-Feb-01 $77,745 $78,354 31-Mar-01 $72,835 $73,386 30-Apr-01 $78,480 $79,088 31-May-01 $78,965 $79,618 30-Jun-01 $77,055 $77,683 31-Jul-01 $76,285 $76,922 31-Aug-01 $71,500 $72,107 30-Sep-01 $65,735 $66,280 31-Oct-01 $66,955 $67,546 30-Nov-01 $72,065 $72,727 31-Dec-01 $72,700 $73,367 31-Jan-02 $71,635 $72,296 28-Feb-02 $70,240 $70,901 31-Mar-02 $72,865 $73,567 30-Apr-02 $68,430 $69,108 31-May-02 $67,940 $68,597 30-Jun-02 $63,095 $63,713 31-Jul-02 $58,170 $58,750 31-Aug-02 $58,580 $59,132 30-Sep-02 $52,175 $52,704 31-Oct-02 $56,775 $57,342 30-Nov-02 $60,140 $60,719 31-Dec-02 $56,585 $57,155 31-Jan-03 $55,085 $55,658 28-Feb-03 $54,250 $54,823 31-Mar-03 $54,790 $55,355 30-Apr-03 $59,300 $59,916 31-May-03 $62,430 $63,073 30-Jun-03 $63,180 $63,881 31-Jul-03 $64,305 $65,005 31-Aug-03 $65,560 $66,273 30-Sep-03 $64,850 $65,570 31-Oct-03 $68,480 $69,281 30-Nov-03 $69,065 $69,891 31-Dec-03 $72,695 $73,553 31-Jan-04 $74,010 $74,907 29-Feb-04 $75,025 $75,948 31-Mar-04 $73,880 $74,801 30-Apr-04 $72,695 $73,627 31-May-04 $73,710 $74,635 30-Jun-04 $75,110 $76,083 31-Jul-04 $72,610 $73,565 31-Aug-04 $72,910 $73,859 30-Sep-04 $73,710 $74,657 31-Oct-04 $74,810 $75,799 30-Nov-04 $77,815 $78,869 31-Dec-04 $80,475 $81,551 31-Jan-05 $78,495 $79,561 28-Feb-05 $80,130 $81,232 31-Mar-05 $78,755 $79,794 30-Apr-05 $77,245 $78,278 31-May-05 $79,700 $80,767 30-Jun-05 $79,785 $80,880 31-Jul-05 $82,755 $83,889 31-Aug-05 $81,980 $83,125 30-Sep-05 $82,630 $83,799 31-Oct-05 $81,295 $82,399
All figures on this page assume dividends and distributions were reinvested. Index figures do not include trading and management costs, which would lower performance. Indices are unmanaged, and you cannot invest in them directly. 1 The pre-tax total return and the graph do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. After-tax returns are calculated using the highest historical individual federal marginal income tax rates in effect as of 10/31/05 and do not reflect the impact of state and local taxes or the alternative minimum tax. Actual returns depend on an investor's situation and may differ from those shown. After-tax returns may not be relevant to investors who hold their fund shares through tax-deferred arrangements. Pre-liquidation after-tax returns reflect the tax effects of purchases and sales of securities within the fund portfolios and assume investors continue to hold fund shares at the end of the measurement periods. Post-liquidation figures assume investors sold fund shares at the end of the measurement periods and reflect both the effects of taxable distributions and any taxable gains or losses realized upon the sale of shares. Source for category information: Morningstar, Inc. Some funds in this category may not use tax-efficient strategies. 2 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. 8 Schwab Equity Index Funds SCHWAB S&P 500 INDEX FUND e.SHARES(R) PERFORMANCE as of 10/31/05 PRE- AND POST-TAX AVERAGE ANNUAL TOTAL RETURNS 1, 2 This bar chart compares pre-tax performance of the fund's e.Shares with its benchmark and Morningstar category. The table below the chart shows two types of after-tax returns. [BAR CHART]
Fund: e.SHARES Benchmark: Fund Category: Ticker Symbol: S&P 500(R) MORNINGSTAR SWPEX INDEX LARGE-CAP BLEND 1 YEAR 8.58% 8.72% 9.53% 5 YEARS -1.94% -1.73% -1.41% SINCE INCEPTION: 5/1/96 8.07% 8.37% 6.95%
1 YEAR 5 YEARS SINCE INCEPTION Fund: Fund: Fund: e.SHARES Fund Category: e.SHARES Fund Category: e.SHARES Fund Category: Ticker MORNINGSTAR Ticker MORNINGSTAR Ticker MORNINGSTAR Symbol: LARGE-CAP Symbol: LARGE-CAP Symbol: LARGE-CAP TOTAL RETURNS AFTER TAX SWPEX BLEND SWPEX BLEND SWPEX BLEND - ---------------------------------------------------------------------------------------------------------------------------------- PRE-LIQUIDATION (still own shares) 8.31% 7.38% -2.30% -2.22% 7.69% n/a - ---------------------------------------------------------------------------------------------------------------------------------- POST-LIQUIDATION (shares were sold) 5.93% 5.25% -1.82% -1.62% 6.91% n/a - ----------------------------------------------------------------------------------------------------------------------------------
THE PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE. PAST PERFORMANCE DOES NOT GUARANTEE FUTURE RESULTS. INVESTMENT RETURNS AND PRINCIPAL VALUE WILL FLUCTUATE SO THAT AN INVESTOR'S SHARES MAY BE WORTH MORE OR LESS THAN THEIR ORIGINAL COST. CURRENT PERFORMANCE MAY BE LOWER OR HIGHER THAN PERFORMANCE DATA QUOTED. TO OBTAIN PERFORMANCE INFORMATION CURRENT TO THE MOST RECENT MONTH END, PLEASE VISIT WWW.SCHWAB.COM/SCHWABFUNDS. PERFORMANCE OF A HYPOTHETICAL $10,000 INVESTMENT 2 This graph shows performance since inception of a hypothetical $10,000 investment in the fund's e.Shares, compared with a similar investment in its benchmark. $20,916 e.SHARES $21,473 S&P 500(R) INDEX [LINE GRAPH]
S&P 500(R) e.SHARES INDEX 01-May-96 $10,000 $10,000 31-May-96 $10,250 $10,257 30-Jun-96 $10,290 $10,296 31-Jul-96 $9,840 $9,841 31-Aug-96 $10,050 $10,049 30-Sep-96 $10,600 $10,613 31-Oct-96 $10,890 $10,906 30-Nov-96 $11,710 $11,731 31-Dec-96 $11,473 $11,498 31-Jan-97 $12,179 $12,216 28-Feb-97 $12,270 $12,312 31-Mar-97 $11,766 $11,808 30-Apr-97 $12,452 $12,511 31-May-97 $13,209 $13,272 30-Jun-97 $13,794 $13,867 31-Jul-97 $14,873 $14,969 31-Aug-97 $14,036 $14,131 30-Sep-97 $14,803 $14,904 31-Oct-97 $14,318 $14,406 30-Nov-97 $14,964 $15,073 31-Dec-97 $15,227 $15,332 31-Jan-98 $15,390 $15,502 28-Feb-98 $16,490 $16,620 31-Mar-98 $17,336 $17,471 30-Apr-98 $17,499 $17,647 31-May-98 $17,193 $17,344 30-Jun-98 $17,886 $18,048 31-Jul-98 $17,692 $17,857 31-Aug-98 $15,136 $15,278 30-Sep-98 $16,103 $16,257 31-Oct-98 $17,397 $17,579 30-Nov-98 $18,446 $18,645 31-Dec-98 $19,504 $19,718 31-Jan-99 $20,316 $20,543 28-Feb-99 $19,679 $19,904 31-Mar-99 $20,459 $20,700 30-Apr-99 $21,240 $21,501 31-May-99 $20,737 $20,994 30-Jun-99 $21,878 $22,159 31-Jul-99 $21,199 $21,467 31-Aug-99 $21,086 $21,360 30-Sep-99 $20,501 $20,775 31-Oct-99 $21,795 $22,090 30-Nov-99 $22,227 $22,539 31-Dec-99 $23,536 $23,866 31-Jan-00 $22,350 $22,668 29-Feb-00 $21,924 $22,239 31-Mar-00 $24,057 $24,414 30-Apr-00 $23,328 $23,679 31-May-00 $22,850 $23,194 30-Jun-00 $23,401 $23,767 31-Jul-00 $23,037 $23,396 31-Aug-00 $24,462 $24,849 30-Sep-00 $23,172 $23,537 31-Oct-00 $23,068 $23,438 30-Nov-00 $21,247 $21,591 31-Dec-00 $21,364 $21,697 31-Jan-01 $22,110 $22,467 28-Feb-01 $20,092 $20,418 31-Mar-01 $18,821 $19,124 30-Apr-01 $20,271 $20,610 31-May-01 $20,407 $20,748 30-Jun-01 $19,903 $20,244 31-Jul-01 $19,703 $20,045 31-Aug-01 $18,463 $18,790 30-Sep-01 $16,971 $17,272 31-Oct-01 $17,297 $17,602 30-Nov-01 $18,610 $18,952 31-Dec-01 $18,768 $19,119 31-Jan-02 $18,492 $18,840 28-Feb-02 $18,141 $18,476 31-Mar-02 $18,810 $19,171 30-Apr-02 $17,674 $18,009 31-May-02 $17,536 $17,876 30-Jun-02 $16,282 $16,603 31-Jul-02 $15,019 $15,310 31-Aug-02 $15,114 $15,409 30-Sep-02 $13,468 $13,734 31-Oct-02 $14,647 $14,943 30-Nov-02 $15,507 $15,823 31-Dec-02 $14,593 $14,894 31-Jan-03 $14,216 $14,504 28-Feb-03 $14,000 $14,286 31-Mar-03 $14,129 $14,425 30-Apr-03 $15,294 $15,614 31-May-03 $16,092 $16,436 30-Jun-03 $16,297 $16,647 31-Jul-03 $16,578 $16,940 31-Aug-03 $16,890 $17,270 30-Sep-03 $16,707 $17,087 31-Oct-03 $17,656 $18,054 30-Nov-03 $17,807 $18,213 31-Dec-03 $18,727 $19,167 31-Jan-04 $19,066 $19,520 29-Feb-04 $19,328 $19,791 31-Mar-04 $19,033 $19,493 30-Apr-04 $18,738 $19,187 31-May-04 $18,989 $19,449 30-Jun-04 $19,350 $19,827 31-Jul-04 $18,705 $19,170 31-Aug-04 $18,782 $19,247 30-Sep-04 $18,978 $19,455 31-Oct-04 $19,263 $19,753 30-Nov-04 $20,039 $20,553 31-Dec-04 $20,716 $21,251 31-Jan-05 $20,215 $20,733 28-Feb-05 $20,627 $21,168 31-Mar-05 $20,271 $20,794 30-Apr-05 $19,882 $20,399 31-May-05 $20,516 $21,047 30-Jun-05 $20,538 $21,077 31-Jul-05 $21,294 $21,861 31-Aug-05 $21,105 $21,662 30-Sep-05 $21,272 $21,837 31-Oct-05 $20,916 $21,473
All figures on this page assume dividends and distributions were reinvested. Index figures do not include trading and management costs, which would lower performance. Indices are unmanaged, and you cannot invest in them directly. 1 The pre-tax total return and the graph do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. After-tax returns are calculated using the highest historical individual federal marginal income tax rates in effect as of 10/31/05 and do not reflect the impact of state and local taxes or the alternative minimum tax. Actual returns depend on an investor's situation and may differ from those shown. After-tax returns may not be relevant to investors who hold their fund shares through tax-deferred arrangements. Pre-liquidation after-tax returns reflect the tax effects of purchases and sales of securities within the fund portfolios and assume investors continue to hold fund shares at the end of the measurement periods. Post-liquidation figures assume investors sold fund shares at the end of the measurement periods and reflect both the effects of taxable distributions and any taxable gains or losses realized upon the sale of shares. Source for category information: Morningstar, Inc. Some funds in this category may not use tax-efficient strategies. 2 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. Schwab Equity Index Funds 9 SCHWAB S&P 500 INDEX FUND FUND FACTS as of 10/31/05 STYLE ASSESSMENT 1 [GRAPHIC]
INVESTMENT STYLE Value Blend Growth MARKET CAP Large / / /X/ / / Medium / / / / / / Small / / / / / /
STATISTICS NUMBER OF HOLDINGS 501 - -------------------------------------------------------------------------------- WEIGHTED AVERAGE MARKET CAP ($ x 1,000,000) $88,354 - -------------------------------------------------------------------------------- PRICE/EARNINGS RATIO (P/E) 18.0 - -------------------------------------------------------------------------------- PRICE/BOOK RATIO (P/B) 2.8 - -------------------------------------------------------------------------------- PORTFOLIO TURNOVER RATE 4% - -------------------------------------------------------------------------------- MINIMUM INITIAL INVESTMENT 2 Investor Shares $2,500 ($1,000 for retirement, education and custodial accounts) Select Shares $50,000 e.Shares ($500 for retirement, education and custodial accounts) $1,000 - --------------------------------------------------------------------------------
TOP HOLDINGS 3
% OF SECURITY NET ASSETS - -------------------------------------------------------------------------------- (1) GENERAL ELECTRIC CO. 3.3% - -------------------------------------------------------------------------------- (2) EXXON MOBIL CORP. 3.3% - -------------------------------------------------------------------------------- (3) MICROSOFT CORP. 2.2% - -------------------------------------------------------------------------------- (4) CITIGROUP, INC. 2.2% - -------------------------------------------------------------------------------- (5) PROCTER & GAMBLE CO. 1.7% - -------------------------------------------------------------------------------- (6) JOHNSON & JOHNSON 1.7% - -------------------------------------------------------------------------------- (7) BANK OF AMERICA CORP. 1.6% - -------------------------------------------------------------------------------- (8) AMERICAN INTERNATIONAL GROUP, INC. 1.6% - -------------------------------------------------------------------------------- (9) PFIZER, INC. 1.5% - -------------------------------------------------------------------------------- (10) ALTRIA GROUP, INC. 1.4% - -------------------------------------------------------------------------------- TOTAL 20.5%
SECTOR WEIGHTINGS % of Investments This chart shows the fund's sector composition as of the report date. A sector is a portion of the overall stock market that is made up of industries whose business components share similar characteristics. [PIE CHART] 21.1% FINANCIALS 15.2% INFORMATION TECHNOLOGY 13.2% HEALTH CARE 11.2% INDUSTRIALS 10.6% CONSUMER DISCRETIONARY 9.8% CONSUMER STAPLES 9.5% ENERGY 3.4% UTILITIES 3.1% TELECOMMUNICATION SERVICES 2.9% MATERIALS Portfolio holdings may have changed since the report date. Source of Sector Classification: S&P and MSCI. 1 Source: Morningstar, Inc. This style assessment is the result of evaluating the fund based on a ten-factor model for value and growth characteristics. The fund's market capitalization placement is determined by the geometric mean of its holdings' market capitalizations. The assessment reflects the fund's portfolio as of 10/31/05, which may have changed since then, and is not a precise indication of risk or performance--past, present, or future. 2 Please see prospectus for further detail and eligibility requirements. 3 This list is not a recommendation of any security by the investment adviser. 10 Schwab Equity Index Funds SCHWAB 1000 INDEX(R) FUND INVESTOR SHARES PERFORMANCE as of 10/31/05 PRE- AND POST-TAX AVERAGE ANNUAL TOTAL RETURNS 1 This bar chart compares pre-tax performance of the fund's Investor Shares with its benchmark and Morningstar category. The table below the chart shows two types of after-tax returns. [BAR CHART]
Fund: INVESTOR SHARES Ticker Benchmark: Fund Category: Symbol: SCHWAB 1000 MORNINGSTAR SNXFX INDEX(R) LARGE-CAP BLEND 1 YEAR 10.04 10.28 9.53 5 YEARS 2 -1.40 -1.10 -1.41 10 YEARS 2 9.21 9.57 8.20
1 YEAR 5 YEARS 10 YEARS Fund: Fund: Fund: INVESTOR INVESTOR INVESTOR SHARES Fund Category: SHARES Fund Category: SHARES Fund Category: Ticker MORNINGSTAR Ticker MORNINGSTAR Ticker MORNINGSTAR Symbol: LARGE-CAP Symbol: LARGE-CAP Symbol: LARGE-CAP TOTAL RETURNS AFTER TAX SNXFX BLEND SNXFX BLEND SNXFX BLEND - -------------------------------------------------------------------------------------------------------------------------------- PRE-LIQUIDATION (still own shares) 9.81% 7.38% -1.68% -2.22% 8.83% 6.61% - -------------------------------------------------------------------------------------------------------------------------------- POST-LIQUIDATION (shares were sold) 6.81% 5.25% -1.33% -1.62% 7.96% 6.36% - --------------------------------------------------------------------------------------------------------------------------------
THE PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE. PAST PERFORMANCE DOES NOT GUARANTEE FUTURE RESULTS. INVESTMENT RETURNS AND PRINCIPAL VALUE WILL FLUCTUATE SO THAT AN INVESTOR'S SHARES MAY BE WORTH MORE OR LESS THAN THEIR ORIGINAL COST. CURRENT PERFORMANCE MAY BE LOWER OR HIGHER THAN PERFORMANCE DATA QUOTED. TO OBTAIN PERFORMANCE INFORMATION CURRENT TO THE MOST RECENT MONTH END, PLEASE VISIT WWW.SCHWAB.COM/SCHWABFUNDS. PERFORMANCE OF A HYPOTHETICAL $10,000 INVESTMENT 2 This graph shows performance over ten years of a hypothetical $10,000 investment in the fund's Investor Shares, compared with a similar investment in its benchmark and an additional index. $24,150 INVESTOR SHARES $24,963 SCHWAB 1000 INDEX(R) $24,425 S&P 500(R) INDEX [LINE GRAPH]
INVESTOR SCHWAB 1000 S&P 500(R) SHARES INDEX(R) INDEX 31-Oct-95 $10,000 $10,000 $10,000 30-Nov-95 $10,432 $10,441 $10,438 31-Dec-95 $10,586 $10,597 $10,639 31-Jan-96 $10,899 $10,919 $11,001 29-Feb-96 $11,061 $11,081 $11,104 31-Mar-96 $11,161 $11,188 $11,210 30-Apr-96 $11,349 $11,378 $11,375 31-May-96 $11,618 $11,654 $11,667 30-Jun-96 $11,586 $11,635 $11,712 31-Jul-96 $11,036 $11,083 $11,194 31-Aug-96 $11,336 $11,382 $11,430 30-Sep-96 $11,967 $12,019 $12,072 31-Oct-96 $12,211 $12,262 $12,406 30-Nov-96 $13,092 $13,151 $13,343 31-Dec-96 $12,870 $12,937 $13,079 31-Jan-97 $13,611 $13,686 $13,895 28-Feb-97 $13,662 $13,734 $14,005 31-Mar-97 $13,054 $13,135 $13,431 30-Apr-97 $13,756 $13,828 $14,231 31-May-97 $14,630 $14,722 $15,097 30-Jun-97 $15,237 $15,344 $15,773 31-Jul-97 $16,471 $16,583 $17,027 31-Aug-97 $15,680 $15,799 $16,073 30-Sep-97 $16,522 $16,648 $16,953 31-Oct-97 $15,977 $16,102 $16,386 30-Nov-97 $16,648 $16,789 $17,145 31-Dec-97 $16,979 $17,124 $17,440 31-Jan-98 $17,100 $17,256 $17,634 28-Feb-98 $18,360 $18,543 $18,905 31-Mar-98 $19,293 $19,503 $19,873 30-Apr-98 $19,491 $19,716 $20,074 31-May-98 $19,063 $19,285 $19,728 30-Jun-98 $19,830 $20,060 $20,529 31-Jul-98 $19,555 $19,779 $20,312 31-Aug-98 $16,634 $16,826 $17,379 30-Sep-98 $17,707 $17,926 $18,493 31-Oct-98 $19,114 $19,375 $19,996 30-Nov-98 $20,303 $20,585 $21,208 31-Dec-98 $21,590 $21,888 $22,430 31-Jan-99 $22,408 $22,720 $23,367 28-Feb-99 $21,655 $21,981 $22,640 31-Mar-99 $22,524 $22,857 $23,546 30-Apr-99 $23,439 $23,800 $24,457 31-May-99 $22,898 $23,257 $23,880 30-Jun-99 $24,038 $24,434 $25,205 31-Jul-99 $23,272 $23,656 $24,419 31-Aug-99 $23,046 $23,462 $24,297 30-Sep-99 $22,434 $22,764 $23,631 31-Oct-99 $23,916 $24,300 $25,127 30-Nov-99 $24,496 $24,867 $25,638 31-Dec-99 $26,124 $26,534 $27,148 31-Jan-00 $24,898 $25,298 $25,785 29-Feb-00 $24,905 $25,330 $25,297 31-Mar-00 $27,058 $27,534 $27,771 30-Apr-00 $26,040 $26,500 $26,935 31-May-00 $25,359 $25,810 $26,383 30-Jun-00 $26,040 $26,517 $27,034 31-Jul-00 $25,658 $26,110 $26,613 31-Aug-00 $27,396 $27,885 $28,266 30-Sep-00 $26,131 $26,597 $26,773 31-Oct-00 $25,910 $26,385 $26,661 30-Nov-00 $23,699 $24,136 $24,560 31-Dec-00 $23,979 $24,416 $24,680 31-Jan-01 $24,795 $25,230 $25,556 28-Feb-01 $22,497 $22,892 $23,226 31-Mar-01 $20,963 $21,335 $21,753 30-Apr-01 $22,673 $23,087 $23,443 31-May-01 $22,817 $23,239 $23,600 30-Jun-01 $22,314 $22,732 $23,027 31-Jul-01 $22,014 $22,434 $22,801 31-Aug-01 $20,610 $21,011 $21,374 30-Sep-01 $18,880 $19,250 $19,647 31-Oct-01 $19,304 $19,690 $20,022 30-Nov-01 $20,780 $21,198 $21,558 31-Dec-01 $21,040 $21,470 $21,748 31-Jan-02 $20,796 $21,225 $21,430 28-Feb-02 $20,394 $20,822 $21,016 31-Mar-02 $21,211 $21,663 $21,807 30-Apr-02 $20,059 $20,492 $20,485 31-May-02 $19,868 $20,300 $20,334 30-Jun-02 $18,432 $18,834 $18,886 31-Jul-02 $17,049 $17,424 $17,415 31-Aug-02 $17,155 $17,536 $17,528 30-Sep-02 $15,370 $15,714 $15,623 31-Oct-02 $16,628 $17,008 $16,997 30-Nov-02 $17,589 $17,994 $17,998 31-Dec-02 $16,581 $16,965 $16,942 31-Jan-03 $16,167 $16,551 $16,498 28-Feb-03 $15,901 $16,282 $16,251 31-Mar-03 $16,080 $16,466 $16,408 30-Apr-03 $17,361 $17,781 $17,760 31-May-03 $18,301 $18,758 $18,696 30-Jun-03 $18,535 $19,003 $18,936 31-Jul-03 $18,909 $19,391 $19,269 31-Aug-03 $19,296 $19,802 $19,645 30-Sep-03 $19,068 $19,578 $19,436 31-Oct-03 $20,176 $20,723 $20,536 30-Nov-03 $20,402 $20,959 $20,717 31-Dec-03 $21,346 $21,938 $21,803 31-Jan-04 $21,724 $22,336 $22,204 29-Feb-04 $22,034 $22,666 $22,512 31-Mar-04 $21,751 $22,379 $22,173 30-Apr-04 $21,353 $21,975 $21,824 31-May-04 $21,650 $22,287 $22,123 30-Jun-04 $22,028 $22,691 $22,553 31-Jul-04 $21,252 $21,896 $21,806 31-Aug-04 $21,340 $21,994 $21,893 30-Sep-04 $21,610 $22,281 $22,130 31-Oct-04 $21,947 $22,636 $22,468 30-Nov-04 $22,857 $23,587 $23,378 31-Dec-04 $23,657 $24,421 $24,173 31-Jan-05 $23,055 $23,809 $23,583 28-Feb-05 $23,548 $24,325 $24,079 31-Mar-05 $23,172 $23,909 $23,652 30-Apr-05 $22,734 $23,457 $23,203 31-May-05 $23,548 $24,306 $23,941 30-Jun-05 $23,671 $24,440 $23,974 31-Jul-05 $24,580 $25,394 $24,866 31-Aug-05 $24,354 $25,163 $24,640 30-Sep-05 $24,533 $25,351 $24,840 31-Oct-05 $24,150 $24,963 $24,425
All figures on this page assume dividends and distributions were reinvested. Index figures do not include trading and management costs, which would lower performance. Indices are unmanaged, and you cannot invest in them directly. 1 The pre-tax total return and the graph do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. After-tax returns are calculated using the highest historical individual federal marginal income tax rates in effect as of 10/31/05 and do not reflect the impact of state and local taxes or the alternative minimum tax. Actual returns depend on an investor's situation and may differ from those shown. After-tax returns may not be relevant to investors who hold their fund shares through tax-deferred arrangements. Pre-liquidation after-tax returns reflect the tax effects of purchases and sales of securities within the fund portfolios and assume investors continue to hold fund shares at the end of the measurement periods. Post-liquidation figures assume investors sold fund shares at the end of the measurement periods and reflect both the effects of taxable distributions and any taxable gains or losses realized upon the sale of shares. Source for category information: Morningstar, Inc. Some funds in this category may not use tax-efficient strategies. 2 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. Schwab Equity Index Funds 11 SCHWAB 1000 INDEX FUND SELECT SHARES(R) PERFORMANCE as of 10/31/05 PRE- AND POST-TAX AVERAGE ANNUAL TOTAL RETURNS 1 This bar chart compares pre-tax performance of the fund's Select Shares with its benchmark and Morningstar category. The table below the chart shows two types of after-tax returns. [BAR CHART]
Fund: SELECT SHARES Benchmark: Fund Category: Ticker Symbol: SCHWAB 1000 MORNINGSTAR SNXSX INDEX(R) LARGE-CAP BLEND 1 YEAR 10.21% 10.28% 9.53% 5 YEARS 2 -1.27% -1.10% -1.41% SINCE INCEPTION: 5/19/97 2 6.51% 6.71% 5.50%
1 YEAR 5 YEARS SINCE INCEPTION Fund: Fund: Fund: SELECT SELECT SELECT SHARES Fund Category: SHARES Fund Category: SHARES Fund Category: Ticker MORNINGSTAR Ticker MORNINGSTAR Ticker MORNINGSTAR Symbol: LARGE-CAP Symbol: LARGE-CAP Symbol: LARGE-CAP TOTAL RETURNS AFTER TAX SNXSX BLEND SNXSX BLEND SNXSX BLEND - ----------------------------------------------------------------------------------------------------------------------------------- PRE-LIQUIDATION (still own shares) 9.96% 7.38% -1.59% -2.22% 6.16% n/a - ----------------------------------------------------------------------------------------------------------------------------------- POST-LIQUIDATION (shares were sold) 6.95% 5.25% -1.24% -1.62% 5.49% n/a - -----------------------------------------------------------------------------------------------------------------------------------
THE PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE. PAST PERFORMANCE DOES NOT GUARANTEE FUTURE RESULTS. INVESTMENT RETURNS AND PRINCIPAL VALUE WILL FLUCTUATE SO THAT AN INVESTOR'S SHARES MAY BE WORTH MORE OR LESS THAN THEIR ORIGINAL COST. CURRENT PERFORMANCE MAY BE LOWER OR HIGHER THAN PERFORMANCE DATA QUOTED. TO OBTAIN PERFORMANCE INFORMATION CURRENT TO THE MOST RECENT MONTH END, PLEASE VISIT WWW.SCHWAB.COM/SCHWABFUNDS. PERFORMANCE OF A HYPOTHETICAL $50,000 INVESTMENT 2 This graph shows performance since inception of a hypothetical $50,000 investment (the minimum investment for this share class) in the fund's Select Shares, compared with a similar investment in its benchmark and an additional index. $85,205 SELECT SHARES $86,587 SCHWAB 1000 INDEX(R) $82,399 S&P 500(R) INDEX [LINE GRAPH]
SELECT SCHWAB 1000 S&P 500(R) SHARES INDEX(R) INDEX 19-May-97 $50,000 $50,000 $50,000 31-May-97 $51,040 $51,064 $50,930 30-Jun-97 $53,180 $53,222 $53,212 31-Jul-97 $57,490 $57,518 $57,442 31-Aug-97 $54,750 $54,801 $54,225 30-Sep-97 $57,685 $57,746 $57,191 31-Oct-97 $55,785 $55,851 $55,281 30-Nov-97 $58,150 $58,233 $57,841 31-Dec-97 $59,325 $59,398 $58,836 31-Jan-98 $59,725 $59,855 $59,489 28-Feb-98 $64,145 $64,318 $63,778 31-Mar-98 $67,405 $67,648 $67,043 30-Apr-98 $68,100 $68,387 $67,720 31-May-98 $66,625 $66,893 $66,556 30-Jun-98 $69,305 $69,578 $69,258 31-Jul-98 $68,345 $68,606 $68,524 31-Aug-98 $58,140 $58,362 $58,629 30-Sep-98 $61,915 $62,179 $62,387 31-Oct-98 $66,825 $67,206 $67,459 30-Nov-98 $71,000 $71,400 $71,547 31-Dec-98 $75,505 $75,922 $75,668 31-Jan-99 $78,385 $78,805 $78,831 28-Feb-99 $75,750 $76,244 $76,379 31-Mar-99 $78,795 $79,282 $79,434 30-Apr-99 $82,015 $82,553 $82,509 31-May-99 $80,120 $80,671 $80,561 30-Jun-99 $84,110 $84,753 $85,033 31-Jul-99 $81,450 $82,052 $82,380 31-Aug-99 $80,665 $81,380 $81,968 30-Sep-99 $78,545 $78,960 $79,721 31-Oct-99 $83,725 $84,287 $84,767 30-Nov-99 $85,755 $86,255 $86,491 31-Dec-99 $91,470 $92,034 $91,585 31-Jan-00 $87,180 $87,747 $86,987 29-Feb-00 $87,225 $87,861 $85,341 31-Mar-00 $94,765 $95,504 $93,687 30-Apr-00 $91,200 $91,917 $90,867 31-May-00 $88,835 $89,525 $89,004 30-Jun-00 $91,220 $91,977 $91,203 31-Jul-00 $89,905 $90,566 $89,780 31-Aug-00 $95,990 $96,722 $95,356 30-Sep-00 $91,585 $92,255 $90,322 31-Oct-00 $90,810 $91,519 $89,942 30-Nov-00 $83,065 $83,717 $82,855 31-Dec-00 $84,050 $84,689 $83,261 31-Jan-01 $86,935 $87,511 $86,217 28-Feb-01 $78,875 $79,404 $78,354 31-Mar-01 $73,515 $74,002 $73,386 30-Apr-01 $79,515 $80,081 $79,088 31-May-01 $80,020 $80,608 $79,618 30-Jun-01 $78,280 $78,847 $77,683 31-Jul-01 $77,225 $77,815 $76,922 31-Aug-01 $72,325 $72,879 $72,107 30-Sep-01 $66,255 $66,771 $66,280 31-Oct-01 $67,745 $68,296 $67,546 30-Nov-01 $72,920 $73,526 $72,727 31-Dec-01 $73,845 $74,470 $73,367 31-Jan-02 $72,990 $73,622 $72,296 28-Feb-02 $71,600 $72,223 $70,901 31-Mar-02 $74,445 $75,140 $73,567 30-Apr-02 $70,445 $71,078 $69,108 31-May-02 $69,775 $70,413 $68,597 30-Jun-02 $64,710 $65,326 $63,713 31-Jul-02 $59,875 $60,436 $58,750 31-Aug-02 $60,245 $60,827 $59,132 30-Sep-02 $53,980 $54,506 $52,704 31-Oct-02 $58,420 $58,995 $57,342 30-Nov-02 $61,795 $62,414 $60,719 31-Dec-02 $58,255 $58,846 $57,155 31-Jan-03 $56,805 $57,410 $55,658 28-Feb-03 $55,865 $56,475 $54,823 31-Mar-03 $56,500 $57,115 $55,355 30-Apr-03 $61,025 $61,676 $59,916 31-May-03 $64,355 $65,062 $63,073 30-Jun-03 $65,175 $65,913 $63,881 31-Jul-03 $66,490 $67,261 $65,005 31-Aug-03 $67,875 $68,686 $66,273 30-Sep-03 $67,075 $67,908 $65,570 31-Oct-03 $70,990 $71,880 $69,281 30-Nov-03 $71,790 $72,699 $69,891 31-Dec-03 $75,105 $76,095 $73,553 31-Jan-04 $76,455 $77,473 $74,907 29-Feb-04 $77,550 $78,618 $75,948 31-Mar-04 $76,550 $77,622 $74,801 30-Apr-04 $75,175 $76,223 $73,627 31-May-04 $76,220 $77,305 $74,635 30-Jun-04 $77,575 $78,705 $76,083 31-Jul-04 $74,840 $75,948 $73,565 31-Aug-04 $75,175 $76,288 $73,859 30-Sep-04 $76,125 $77,284 $74,657 31-Oct-04 $77,310 $78,514 $75,799 30-Nov-04 $80,540 $81,812 $78,869 31-Dec-04 $83,375 $84,706 $81,551 31-Jan-05 $81,255 $82,583 $79,561 28-Feb-05 $82,990 $84,375 $81,232 31-Mar-05 $81,685 $82,931 $79,794 30-Apr-05 $80,145 $81,362 $78,278 31-May-05 $83,035 $84,306 $80,767 30-Jun-05 $83,470 $84,774 $80,880 31-Jul-05 $86,700 $88,082 $83,889 31-Aug-05 $85,905 $87,281 $83,125 30-Sep-05 $86,555 $87,934 $83,799 31-Oct-05 $85,205 $86,587 $82,399
All figures on this page assume dividends and distributions were reinvested. Index figures do not include trading and management costs, which would lower performance. Indices are unmanaged, and you cannot invest in them directly. 1 The pre-tax total return and the graph do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. After-tax returns are calculated using the highest historical individual federal marginal income tax rates in effect as of 10/31/05 and do not reflect the impact of state and local taxes or the alternative minimum tax. Actual returns depend on an investor's situation and may differ from those shown. After-tax returns may not be relevant to investors who hold their fund shares through tax-deferred arrangements. Pre-liquidation after-tax returns reflect the tax effects of purchases and sales of securities within the fund portfolios and assume investors continue to hold fund shares at the end of the measurement periods. Post-liquidation figures assume investors sold fund shares at the end of the measurement periods and reflect both the effects of taxable distributions and any taxable gains or losses realized upon the sale of shares. Source for category information: Morningstar, Inc. Some funds in this category may not use tax-efficient strategies. 2 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. 12 Schwab Equity Index Funds SCHWAB 1000 INDEX FUND FUND FACTS as of 10/31/05 STYLE ASSESSMENT 1 [GRAPHIC]
INVESTMENT STYLE Value Blend Growth MARKET CAP Large / / /X/ / / Medium / / / / / / Small / / / / / /
STATISTICS NUMBER OF HOLDINGS 986 - ------------------------------------------------------------------------------- WEIGHTED AVERAGE MARKET CAP ($ x 1,000,000) $78,614 - ------------------------------------------------------------------------------- PRICE/EARNINGS RATIO (P/E) 18.8 - ------------------------------------------------------------------------------- PRICE/BOOK RATIO (P/B) 2.8 - ------------------------------------------------------------------------------- PORTFOLIO TURNOVER RATE 6% - ------------------------------------------------------------------------------- MINIMUM INITIAL INVESTMENT 2 Investor Shares $2,500 ($1,000 for retirement, education and custodial accounts) Select Shares $50,000 - -------------------------------------------------------------------------------
TOP HOLDINGS 3
% OF SECURITY NET ASSETS - ------------------------------------------------------------------------------- (1) EXXON MOBIL CORP. 2.7% - ------------------------------------------------------------------------------- (2) GENERAL ELECTRIC CO. 2.7% - ------------------------------------------------------------------------------- (3) MICROSOFT CORP. 2.1% - ------------------------------------------------------------------------------- (4) CITIGROUP, INC. 1.8% - ------------------------------------------------------------------------------- (5) WAL-MART STORES, INC. 1.5% - ------------------------------------------------------------------------------- (6) PROCTER & GAMBLE CO. 1.5% - ------------------------------------------------------------------------------- (7) JOHNSON & JOHNSON 1.4% - ------------------------------------------------------------------------------- (8) BANK OF AMERICA CORP. 1.3% - ------------------------------------------------------------------------------- (9) AMERICAN INTERNATIONAL GROUP, INC. 1.3% - ------------------------------------------------------------------------------- (10) PFIZER, INC. 1.2% - ------------------------------------------------------------------------------- TOTAL 17.5%
SECTOR WEIGHTINGS % of Investments This chart shows the fund's sector composition as of the report date. A sector is a portion of the overall stock market that is made up of industries whose business components share similar characteristics. [PIE CHART] 21.9% FINANCIALS 15.2% INFORMATION TECHNOLOGY 12.8% HEALTH CARE 12.1% CONSUMER DISCRETIONARY 10.0% INDUSTRIALS 9.8% CONSUMER STAPLES 9.0% ENERGY 3.4% UTILITIES 2.9% MATERIALS 2.8% TELECOMMUNICATION SERVICES 0.1% OTHER Portfolio holdings may have changed since the report date. Source of Sector Classification: S&P and MSCI. 1 Source: Morningstar, Inc. This style assessment is the result of evaluating the fund based on a ten-factor model for value and growth characteristics. The fund's market capitalization placement is determined by the geometric mean of its holdings' market capitalizations. The assessment reflects the fund's portfolio as of 10/31/05, which may have changed since then, and is not a precise indication of risk or performance--past, present, or future. 2 Please see prospectus for further detail and eligibility requirements. 3 This list is not a recommendation of any security by the investment adviser. Schwab Equity Index Funds 13 SCHWAB SMALL-CAP INDEX FUND(R) INVESTOR SHARES PERFORMANCE as of 10/31/05 PRE- AND POST-TAX AVERAGE ANNUAL TOTAL RETURNS 1 This bar chart compares pre-tax performance of the fund's Investor Shares with its benchmark and Morningstar category. The table below the chart shows two types of after-tax returns. [BAR CHART]
Fund: INVESTOR Benchmark: Fund Category: SHARES SCHWAB MORNINGSTAR Ticker Symbol: SMALL-CAP SMALL-CAP SWSMX INDEX(R) BLEND 1 YEAR 12.66% 12.85% 13.72% 5 YEARS 2 5.08% 5.20% 9.75% 10 YEARS 2 9.51% 10.46% 11.86%
1 YEAR 5 YEARS 10 YEARS Fund: Fund: Fund: INVESTOR Fund Category: INVESTOR Fund Category: INVESTOR Fund Category: SHARES MORNINGSTAR SHARES MORNINGSTAR SHARES MORNINGSTAR Ticker Symbol: SMALL-CAP Ticker Symbol: SMALL-CAP Ticker Symbol: SMALL-CAP TOTAL RETURNS AFTER TAX SWSMX BLEND SWSMX BLEND SWSMX BLEND - ----------------------------------------------------------------------------------------------------------------------------------- PRE-LIQUIDATION (still own shares) 12.56% 10.95% 4.02% 8.39% 8.76% 9.88% - ----------------------------------------------------------------------------------------------------------------------------------- POST-LIQUIDATION (shares were sold) 8.36% 8.84% 3.77% 7.76% 8.03% 9.49% - -----------------------------------------------------------------------------------------------------------------------------------
THE PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE. PAST PERFORMANCE DOES NOT GUARANTEE FUTURE RESULTS. INVESTMENT RETURNS AND PRINCIPAL VALUE WILL FLUCTUATE SO THAT AN INVESTOR'S SHARES MAY BE WORTH MORE OR LESS THAN THEIR ORIGINAL COST. CURRENT PERFORMANCE MAY BE LOWER OR HIGHER THAN PERFORMANCE DATA QUOTED. TO OBTAIN PERFORMANCE INFORMATION CURRENT TO THE MOST RECENT MONTH END, PLEASE VISIT WWW.SCHWAB.COM/SCHWABFUNDS. PERFORMANCE OF A HYPOTHETICAL $10,000 INVESTMENT 2 This graph shows performance over ten years of a hypothetical $10,000 investment in the fund's Investor Shares, compared with a similar investment in its benchmark and an additional index. $24,830 INVESTOR SHARES $27,069 SCHWAB SMALL-CAP INDEX(R) $24,854 RUSSELL 2000(R) INDEX [LINE GRAPH]
SCHWAB RUSSELL INVESTOR SMALL-CAP 2000(R) SHARES INDEX(R) INDEX 31-Oct-95 $10,000 $10,000 $10,000 30-Nov-95 $10,462 $10,480 $10,420 31-Dec-95 $10,659 $10,732 $10,695 31-Jan-96 $10,599 $10,705 $10,683 29-Feb-96 $11,003 $11,135 $11,017 31-Mar-96 $11,175 $11,328 $11,241 30-Apr-96 $11,794 $11,928 $11,843 31-May-96 $12,205 $12,336 $12,309 30-Jun-96 $11,751 $11,942 $11,803 31-Jul-96 $10,728 $10,978 $10,773 31-Aug-96 $11,381 $11,675 $11,399 30-Sep-96 $11,888 $12,104 $11,845 31-Oct-96 $11,673 $11,897 $11,662 30-Nov-96 $12,171 $12,370 $12,143 31-Dec-96 $12,311 $12,600 $12,461 31-Jan-97 $12,639 $12,898 $12,710 28-Feb-97 $12,199 $12,583 $12,403 31-Mar-97 $11,586 $11,971 $11,817 30-Apr-97 $11,672 $12,006 $11,850 31-May-97 $13,053 $13,476 $13,168 30-Jun-97 $13,683 $14,173 $13,733 31-Jul-97 $14,606 $14,981 $14,371 31-Aug-97 $14,882 $15,318 $14,701 30-Sep-97 $15,995 $16,520 $15,777 31-Oct-97 $15,296 $15,799 $15,084 30-Nov-97 $15,140 $15,655 $14,986 31-Dec-97 $15,474 $15,983 $15,248 31-Jan-98 $15,093 $15,731 $15,007 28-Feb-98 $16,288 $17,032 $16,116 31-Mar-98 $17,006 $17,800 $16,780 30-Apr-98 $17,093 $17,922 $16,873 31-May-98 $16,063 $16,868 $15,963 30-Jun-98 $16,088 $16,916 $15,997 31-Jul-98 $14,825 $15,615 $14,701 31-Aug-98 $11,932 $12,604 $11,846 30-Sep-98 $12,720 $13,395 $12,774 31-Oct-98 $13,326 $14,030 $13,295 30-Nov-98 $14,028 $14,757 $13,991 31-Dec-98 $14,921 $15,718 $14,857 31-Jan-99 $14,949 $15,786 $15,055 28-Feb-99 $13,700 $14,466 $13,836 31-Mar-99 $13,892 $14,743 $14,051 30-Apr-99 $14,985 $16,092 $15,310 31-May-99 $15,252 $16,373 $15,534 30-Jun-99 $16,096 $17,446 $16,236 31-Jul-99 $16,014 $17,309 $15,791 31-Aug-99 $15,536 $16,821 $15,207 30-Sep-99 $15,692 $16,964 $15,210 31-Oct-99 $15,986 $17,244 $15,272 30-Nov-99 $16,978 $18,321 $16,184 31-Dec-99 $18,531 $20,067 $18,016 31-Jan-00 $17,832 $19,316 $17,726 29-Feb-00 $20,196 $21,843 $20,653 31-Mar-00 $19,580 $21,271 $19,292 30-Apr-00 $18,613 $20,243 $18,130 31-May-00 $17,738 $19,261 $17,073 30-Jun-00 $19,240 $20,870 $18,562 31-Jul-00 $18,476 $20,060 $17,964 31-Aug-00 $20,334 $22,075 $19,335 30-Sep-00 $19,718 $21,403 $18,767 31-Oct-00 $19,377 $21,011 $17,930 30-Nov-00 $17,519 $19,010 $16,088 31-Dec-00 $19,223 $20,852 $17,470 31-Jan-01 $19,537 $21,133 $18,380 28-Feb-01 $18,061 $19,539 $17,175 31-Mar-01 $17,244 $18,656 $16,335 30-Apr-01 $18,626 $20,168 $17,612 31-May-01 $19,129 $20,709 $18,046 30-Jun-01 $19,977 $21,636 $18,668 31-Jul-01 $19,076 $20,674 $17,658 31-Aug-01 $18,542 $20,088 $17,088 30-Sep-01 $15,924 $17,258 $14,788 31-Oct-01 $16,731 $18,122 $15,653 30-Nov-01 $17,956 $19,459 $16,864 31-Dec-01 $19,050 $20,631 $17,905 31-Jan-02 $18,365 $19,864 $17,719 28-Feb-02 $17,711 $19,157 $17,233 31-Mar-02 $19,246 $20,829 $18,619 30-Apr-02 $19,148 $20,717 $18,788 31-May-02 $18,266 $19,769 $17,954 30-Jun-02 $17,308 $18,730 $17,063 31-Jul-02 $14,946 $16,166 $14,487 31-Aug-02 $15,022 $16,261 $14,451 30-Sep-02 $14,053 $15,210 $13,413 31-Oct-02 $14,445 $15,633 $13,844 30-Nov-02 $15,556 $16,836 $15,079 31-Dec-02 $14,770 $16,004 $14,239 31-Jan-03 $14,078 $15,213 $13,844 28-Feb-03 $13,605 $14,717 $13,426 31-Mar-03 $13,770 $14,900 $13,599 30-Apr-03 $15,200 $16,461 $14,889 31-May-03 $16,838 $18,229 $16,486 30-Jun-03 $17,135 $18,558 $16,785 31-Jul-03 $18,026 $19,537 $17,835 31-Aug-03 $18,906 $20,493 $18,652 30-Sep-03 $18,510 $20,071 $18,307 31-Oct-03 $20,039 $21,731 $19,845 30-Nov-03 $20,742 $22,500 $20,549 31-Dec-03 $21,176 $22,989 $20,966 31-Jan-04 $21,773 $23,621 $21,876 29-Feb-04 $21,863 $23,717 $22,073 31-Mar-04 $21,951 $23,822 $22,279 30-Apr-04 $20,855 $22,635 $21,142 31-May-04 $21,187 $23,010 $21,478 30-Jun-04 $22,183 $24,098 $22,383 31-Jul-04 $20,701 $22,502 $20,876 31-Aug-04 $20,546 $22,335 $20,770 30-Sep-04 $21,608 $23,504 $21,744 31-Oct-04 $22,039 $23,988 $22,172 30-Nov-04 $23,931 $26,051 $24,095 31-Dec-04 $24,664 $26,838 $24,808 31-Jan-05 $23,717 $25,832 $23,773 28-Feb-05 $24,173 $26,332 $24,175 31-Mar-05 $23,483 $25,543 $23,484 30-Apr-05 $22,170 $24,153 $22,138 31-May-05 $23,695 $25,832 $23,588 30-Jun-05 $24,496 $26,705 $24,499 31-Jul-05 $25,998 $28,357 $26,052 31-Aug-05 $25,498 $27,814 $25,570 30-Sep-05 $25,621 $27,943 $25,649 31-Oct-05 $24,830 $27,069 $24,854
All figures on this page assume dividends and distributions were reinvested. Index figures do not include trading and management costs, which would lower performance. Indices are unmanaged, and you cannot invest in them directly. 1 The pre-tax total return and the graph do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. After-tax returns are calculated using the highest historical individual federal marginal income tax rates in effect as of 10/31/05 and do not reflect the impact of state and local taxes or the alternative minimum tax. Actual returns depend on an investor's situation and may differ from those shown. After-tax returns may not be relevant to investors who hold their fund shares through tax-deferred arrangements. Pre-liquidation after-tax returns reflect the tax effects of purchases and sales of securities within the fund portfolios and assume investors continue to hold fund shares at the end of the measurement periods. Post-liquidation figures assume investors sold fund shares at the end of the measurement periods and reflect both the effects of taxable distributions and any taxable gains or losses realized upon the sale of shares. Source for category information: Morningstar, Inc. Some funds in this category may not use tax-efficient strategies. 2 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. 14 Schwab Equity Index Funds SCHWAB SMALL-CAP INDEX FUND SELECT SHARES(R) PERFORMANCE as of 10/31/05 PRE- AND POST-TAX AVERAGE ANNUAL TOTAL RETURNS 1, 2 This bar chart compares pre-tax performance of the fund's Select Shares with its benchmark and Morningstar category. The table below the chart shows two types of after-tax returns. [BAR CHART]
Fund: SELECT Benchmark: SHARES SCHWAB Fund Category: Ticker Symbol: SMALL-CAP MORNINGSTAR SWSSX INDEX(R) SMALL-CAP BLEND 1 YEAR 12.86% 12.85% 13.72% 5 YEARS 5.23% 5.20% 9.75% SINCE INCEPTION: 5/19/97 8.60% 9.17% 10.34%
1 YEAR 5 YEARS SINCE INCEPTION Fund: Fund Fund: Fund Fund: Fund SELECT Category: SELECT Category: SELECT Category: SHARES MORNINGSTAR SHARES MORNINGSTAR SHARES MORNINGSTAR Ticker Symbol: SMALL-CAP Ticker Symbol: SMALL-CAP Ticker Symbol: SMALL-CAP TOTAL RETURNS AFTER TAX SWSSX BLEND SWSSX BLEND SWSSX BLEND - -------------------------------------------------------------------------------------------------------------------------------- PRE-LIQUIDATION (still own shares) 12.73% 10.95% 4.13% 8.39% 7.72% n/a - -------------------------------------------------------------------------------------------------------------------------------- POST-LIQUIDATION (shares were sold) 8.52% 8.84% 3.88% 7.76% 7.07% n/a - --------------------------------------------------------------------------------------------------------------------------------
THE PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE. PAST PERFORMANCE DOES NOT GUARANTEE FUTURE RESULTS. INVESTMENT RETURNS AND PRINCIPAL VALUE WILL FLUCTUATE SO THAT AN INVESTOR'S SHARES MAY BE WORTH MORE OR LESS THAN THEIR ORIGINAL COST. CURRENT PERFORMANCE MAY BE LOWER OR HIGHER THAN PERFORMANCE DATA QUOTED. TO OBTAIN PERFORMANCE INFORMATION CURRENT TO THE MOST RECENT MONTH END, PLEASE VISIT WWW.SCHWAB.COM/SCHWABFUNDS. PERFORMANCE OF A HYPOTHETICAL $50,000 INVESTMENT 2 This graph shows performance since inception of a hypothetical $50,000 investment (the minimum investment for this share class) in the fund's Select Shares, compared with a similar investment in its benchmark and an additional index. $100,425 SELECT SHARES $104,935 SCHWAB SMALL-CAP INDEX(R) $ 98,073 RUSSELL 2000(R) INDEX [LINE GRAPH]
SCHWAB RUSSELL SELECT SMALL-CAP 2000(R) SHARES INDEX(R) INDEX 19-May-97 $50,000 $50,000 $50,000 31-May-97 $52,170 $52,242 $51,960 30-Jun-97 $54,690 $54,942 $54,189 31-Jul-97 $58,415 $58,075 $56,709 31-Aug-97 $59,485 $59,380 $58,008 30-Sep-97 $63,965 $64,039 $62,254 31-Oct-97 $61,205 $61,244 $59,521 30-Nov-97 $60,550 $60,687 $59,134 31-Dec-97 $61,920 $61,958 $60,169 31-Jan-98 $60,400 $60,983 $59,218 28-Feb-98 $65,175 $66,026 $63,594 31-Mar-98 $68,050 $69,002 $66,214 30-Apr-98 $68,430 $69,473 $66,578 31-May-98 $64,310 $65,391 $62,990 30-Jun-98 $64,415 $65,575 $63,122 31-Jul-98 $59,360 $60,531 $58,009 31-Aug-98 $47,790 $48,861 $46,744 30-Sep-98 $50,945 $51,924 $50,404 31-Oct-98 $53,365 $54,386 $52,460 30-Nov-98 $56,170 $57,207 $55,209 31-Dec-98 $59,775 $60,929 $58,627 31-Jan-99 $59,925 $61,193 $59,407 28-Feb-99 $54,925 $56,079 $54,595 31-Mar-99 $55,660 $57,152 $55,446 30-Apr-99 $60,070 $62,380 $60,414 31-May-99 $61,140 $63,470 $61,296 30-Jun-99 $64,555 $67,629 $64,067 31-Jul-99 $64,225 $67,099 $62,311 31-Aug-99 $62,315 $65,206 $60,006 30-Sep-99 $62,940 $65,762 $60,018 31-Oct-99 $64,115 $66,846 $60,264 30-Nov-99 $68,125 $71,021 $63,862 31-Dec-99 $74,390 $77,788 $71,091 31-Jan-00 $71,585 $74,879 $69,946 29-Feb-00 $81,065 $84,677 $81,495 31-Mar-00 $78,595 $82,458 $76,124 30-Apr-00 $74,755 $78,471 $71,541 31-May-00 $71,250 $74,666 $67,371 30-Jun-00 $77,265 $80,904 $73,245 31-Jul-00 $74,205 $77,761 $70,887 31-Aug-00 $81,655 $85,575 $76,295 30-Sep-00 $79,185 $82,968 $74,052 31-Oct-00 $77,820 $81,448 $70,749 30-Nov-00 $70,405 $73,694 $63,484 31-Dec-00 $77,230 $80,834 $68,937 31-Jan-01 $78,490 $81,923 $72,528 28-Feb-01 $72,565 $75,742 $67,770 31-Mar-01 $69,285 $72,319 $64,457 30-Apr-01 $74,875 $78,181 $69,497 31-May-01 $76,850 $80,277 $71,207 30-Jun-01 $80,300 $83,871 $73,663 31-Jul-01 $76,685 $80,145 $69,678 31-Aug-01 $74,540 $77,873 $67,427 30-Sep-01 $64,030 $66,902 $58,352 31-Oct-01 $67,265 $70,251 $61,765 30-Nov-01 $72,230 $75,432 $66,546 31-Dec-01 $76,610 $79,977 $70,652 31-Jan-02 $73,855 $77,001 $69,917 28-Feb-02 $71,230 $74,261 $68,001 31-Mar-02 $77,400 $80,744 $73,469 30-Apr-02 $77,005 $80,311 $74,137 31-May-02 $73,505 $76,636 $70,846 30-Jun-02 $69,655 $72,606 $67,332 31-Jul-02 $60,160 $62,669 $57,165 31-Aug-02 $60,465 $63,034 $57,022 30-Sep-02 $56,530 $58,961 $52,927 31-Oct-02 $58,105 $60,603 $54,626 30-Nov-02 $62,610 $65,263 $59,499 31-Dec-02 $59,485 $62,041 $56,185 31-Jan-03 $56,655 $58,974 $54,629 28-Feb-03 $54,795 $57,049 $52,979 31-Mar-03 $55,460 $57,761 $53,662 30-Apr-03 $61,255 $63,810 $58,749 31-May-03 $67,805 $70,666 $65,053 30-Jun-03 $69,000 $71,940 $66,231 31-Jul-03 $72,630 $75,736 $70,377 31-Aug-03 $76,170 $79,443 $73,600 30-Sep-03 $74,625 $77,805 $72,238 31-Oct-03 $80,775 $84,240 $78,307 30-Nov-03 $83,610 $87,223 $81,086 31-Dec-03 $85,415 $89,118 $82,732 31-Jan-04 $87,820 $91,568 $86,323 29-Feb-04 $88,180 $91,940 $87,100 31-Mar-04 $88,535 $92,345 $87,910 30-Apr-04 $84,120 $87,745 $83,427 31-May-04 $85,505 $89,198 $84,753 30-Jun-04 $89,515 $93,417 $88,321 31-Jul-04 $83,545 $87,229 $82,377 31-Aug-04 $82,920 $86,580 $81,957 30-Sep-04 $87,245 $91,115 $85,801 31-Oct-04 $88,980 $92,989 $87,491 30-Nov-04 $96,650 $100,989 $95,077 31-Dec-04 $99,570 $104,038 $97,891 31-Jan-05 $95,800 $100,139 $93,809 28-Feb-05 $97,640 $102,076 $95,394 31-Mar-05 $94,855 $99,019 $92,666 30-Apr-05 $89,555 $93,628 $87,356 31-May-05 $95,800 $100,138 $93,078 30-Jun-05 $99,035 $103,523 $96,671 31-Jul-05 $105,095 $109,926 $102,800 31-Aug-05 $103,120 $107,823 $100,898 30-Sep-05 $103,570 $108,323 $101,211 31-Oct-05 $100,425 $104,935 $98,073
All figures on this page assume dividends and distributions were reinvested. Index figures do not include trading and management costs, which would lower performance. Indices are unmanaged, and you cannot invest in them directly. 1 The pre-tax total return and the graph do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. After-tax returns are calculated using the highest historical individual federal marginal income tax rates in effect as of 10/31/05 and do not reflect the impact of state and local taxes or the alternative minimum tax. Actual returns depend on an investor's situation and may differ from those shown. After-tax returns may not be relevant to investors who hold their fund shares through tax-deferred arrangements. Pre-liquidation after-tax returns reflect the tax effects of purchases and sales of securities within the fund portfolios and assume investors continue to hold fund shares at the end of the measurement periods. Post-liquidation figures assume investors sold fund shares at the end of the measurement periods and reflect both the effects of taxable distributions and any taxable gains or losses realized upon the sale of shares. Source for category information: Morningstar, Inc. Some funds in this category may not use tax-efficient strategies. 2 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. Schwab Equity Index Funds 15 SCHWAB SMALL-CAP INDEX FUND FUND FACTS as of 10/31/05 STYLE ASSESSMENT 1 [GRAPHIC]
INVESTMENT STYLE Value Blend Growth MARKET CAP Large / / / / / / Medium / / / / / / Small / / /X/ / /
STATISTICS NUMBER OF HOLDINGS 1,027 - -------------------------------------------------------------------------------- WEIGHTED AVERAGE MARKET CAP ($ x 1,000,000) $1,310 - -------------------------------------------------------------------------------- PRICE/EARNINGS RATIO (P/E) 28.3 - -------------------------------------------------------------------------------- PRICE/BOOK RATIO (P/B) 2.3 - -------------------------------------------------------------------------------- PORTFOLIO TURNOVER RATE 40% - -------------------------------------------------------------------------------- MINIMUM INITIAL INVESTMENT 2 Investor Shares $2,500 ($1,000 for retirement, education and custodial accounts) Select Shares $50,000 - --------------------------------------------------------------------------------
TOP HOLDINGS 3
% OF SECURITY NET ASSETS - -------------------------------------------------------------------------------- (1) VINTAGE PETROLEUM, INC. 0.3% - -------------------------------------------------------------------------------- (2) CIMAREX ENERGY CO. 0.3% - -------------------------------------------------------------------------------- (3) CERNER CORP. 0.3% - -------------------------------------------------------------------------------- (4) TODCO, Class A 0.3% - -------------------------------------------------------------------------------- (5) INTUITIVE SURGICAL, INC. 0.3% - -------------------------------------------------------------------------------- (6) PROTEIN DESIGN LABS, INC. 0.3% - -------------------------------------------------------------------------------- (7) GAMESTOP CORP., Class A 0.2% - -------------------------------------------------------------------------------- (8) RANGE RESOURCES CORP. 0.2% - -------------------------------------------------------------------------------- (9) ADTRAN, INC. 0.2% - -------------------------------------------------------------------------------- (10) SALESFORCE.COM, INC. 0.2% - -------------------------------------------------------------------------------- TOTAL 2.6%
SECTOR WEIGHTINGS % of Investments This chart shows the fund's sector composition as of the report date. A sector is a portion of the overall stock market that is made up of industries whose business components share similar characteristics. [PIE CHART] 21.8% FINANCIALS 16.8% INFORMATION TECHNOLOGY 16.1% CONSUMER DISCRETIONARY 14.0% INDUSTRIALS 11.4% HEALTH CARE 7.7% ENERGY 4.5% MATERIALS 2.9% UTILITIES 2.7% CONSUMER STAPLES 1.2% TELECOMMUNICATION SERVICES 0.9% OTHER Portfolio holdings may have changed since the report date. Source of Sector Classification: S&P and MSCI. 1 Source: Morningstar, Inc. This style assessment is the result of evaluating the fund based on a ten-factor model for value and growth characteristics. The fund's market capitalization placement is determined by the geometric mean of its holdings' market capitalizations. The assessment reflects the fund's portfolio as of 10/31/05, which may have changed since then, and is not a precise indication of risk or performance--past, present, or future. 2 Please see prospectus for further detail and eligibility requirements. 3 This list is not a recommendation of any security by the investment adviser. 16 Schwab Equity Index Funds SCHWAB TOTAL STOCK MARKET INDEX FUND(R) INVESTOR SHARES PERFORMANCE as of 10/31/05 PRE- AND POST-TAX AVERAGE ANNUAL TOTAL RETURNS 1 This bar chart compares pre-tax performance of the fund's Investor Shares with its benchmark and Morningstar category. The table below the chart shows two types of after-tax returns. [BAR CHART]
Fund: Benchmark: INVESTOR DOW JONES Fund Category: SHARES WILSHIRE 5000 MORNINGSTAR Ticker Symbol: COMPOSITE LARGE-CAP SWTIX INDEX(SM) BLEND 1 YEAR 10.45% 10.77% 9.53% 5 YEARS 2 -0.59% -0.45% -1.41% SINCE INCEPTION: 6/1/99 2 1.44% 1.55% 0.81%
1 YEAR 5 YEARS 10 YEARS Fund: Fund: Fund: INVESTOR Fund Category: INVESTOR Fund Category: INVESTOR Fund Category: SHARES MORNINGSTAR SHARES MORNINGSTAR SHARES MORNINGSTAR Ticker Symbol: LARGE-CAP Ticker Symbol: LARGE-CAP Ticker Symbol: LARGE-CAP TOTAL RETURNS AFTER TAX SWTIX BLEND SWTIX BLEND SWTIX BLEND - ------------------------------------------------------------------------------------------------------------------------------------ PRE-LIQUIDATION (still own shares) 10.25% 7.38% -0.87% -2.22% 1.19% n/a - ------------------------------------------------------------------------------------------------------------------------------------ POST-LIQUIDATION (shares were sold) 7.05% 5.25% -0.65% -1.62% 1.09% n/a - ------------------------------------------------------------------------------------------------------------------------------------
THE PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE. PAST PERFORMANCE DOES NOT GUARANTEE FUTURE RESULTS. INVESTMENT RETURNS AND PRINCIPAL VALUE WILL FLUCTUATE SO THAT AN INVESTOR'S SHARES MAY BE WORTH MORE OR LESS THAN THEIR ORIGINAL COST. CURRENT PERFORMANCE MAY BE LOWER OR HIGHER THAN PERFORMANCE DATA QUOTED. TO OBTAIN PERFORMANCE INFORMATION CURRENT TO THE MOST RECENT MONTH END, PLEASE VISIT WWW.SCHWAB.COM/SCHWABFUNDS. PERFORMANCE OF A HYPOTHETICAL $10,000 INVESTMENT 2 This graph shows performance since inception of a hypothetical $10,000 investment in the fund's Investor Shares, compared with a similar investment in its benchmark. $10,963 INVESTOR SHARES $11,042 DOW JONES WILSHIRE 5000 COMPOSITE INDEX(SM) [LINE GRAPH]
DOW JONES WILSHIRE 5000 INVESTOR SHARES COMPOSITE INDEX(SM) 01-Jun-99 $10,000 $10,000 30-Jun-99 $10,515 $10,518 31-Jul-99 $10,165 $10,180 31-Aug-99 $10,070 $10,086 30-Sep-99 $9,820 $9,822 31-Oct-99 $10,435 $10,447 30-Nov-99 $10,790 $10,797 31-Dec-99 $11,605 $11,617 31-Jan-00 $11,108 $11,135 29-Feb-00 $11,374 $11,384 31-Mar-00 $12,022 $12,060 30-Apr-00 $11,399 $11,432 31-May-00 $11,012 $11,033 30-Jun-00 $11,484 $11,519 31-Jul-00 $11,258 $11,284 31-Aug-00 $12,077 $12,104 30-Sep-00 $11,520 $11,538 31-Oct-00 $11,294 $11,294 30-Nov-00 $10,179 $10,170 31-Dec-00 $10,371 $10,351 31-Jan-01 $10,746 $10,748 28-Feb-01 $9,724 $9,729 31-Mar-01 $9,066 $9,074 30-Apr-01 $9,815 $9,821 31-May-01 $9,911 $9,919 30-Jun-01 $9,754 $9,752 31-Jul-01 $9,587 $9,591 31-Aug-01 $9,010 $9,011 30-Sep-01 $8,206 $8,202 31-Oct-01 $8,408 $8,410 30-Nov-01 $9,046 $9,054 31-Dec-01 $9,211 $9,217 31-Jan-02 $9,093 $9,102 28-Feb-02 $8,915 $8,915 31-Mar-02 $9,308 $9,305 30-Apr-02 $8,874 $8,851 31-May-02 $8,766 $8,747 30-Jun-02 $8,169 $8,132 31-Jul-02 $7,516 $7,476 31-Aug-02 $7,567 $7,520 30-Sep-02 $6,816 $6,765 31-Oct-02 $7,327 $7,283 30-Nov-02 $7,740 $7,722 31-Dec-02 $7,320 $7,294 31-Jan-03 $7,139 $7,111 28-Feb-03 $7,010 $6,990 31-Mar-03 $7,098 $7,069 30-Apr-03 $7,656 $7,649 31-May-03 $8,105 $8,116 30-Jun-03 $8,229 $8,237 31-Jul-03 $8,415 $8,435 31-Aug-03 $8,611 $8,637 30-Sep-03 $8,513 $8,542 31-Oct-03 $9,030 $9,064 30-Nov-03 $9,164 $9,190 31-Dec-03 $9,566 $9,603 31-Jan-04 $9,769 $9,817 29-Feb-04 $9,910 $9,961 31-Mar-04 $9,811 $9,854 30-Apr-04 $9,603 $9,644 31-May-04 $9,733 $9,777 30-Jun-04 $9,936 $9,981 31-Jul-04 $9,571 $9,599 31-Aug-04 $9,603 $9,631 30-Sep-04 $9,764 $9,802 31-Oct-04 $9,926 $9,970 30-Nov-04 $10,379 $10,437 31-Dec-04 $10,747 $10,815 31-Jan-05 $10,467 $10,528 28-Feb-05 $10,684 $10,747 31-Mar-05 $10,504 $10,556 30-Apr-05 $10,272 $10,318 31-May-05 $10,662 $10,720 30-Jun-05 $10,752 $10,817 31-Jul-05 $11,185 $11,270 31-Aug-05 $11,074 $11,160 30-Sep-05 $11,148 $11,238 31-Oct-05 $10,963 $11,042
All figures on this page assume dividends and distributions were reinvested. Index figures do not include trading and management costs, which would lower performance. Indices are unmanaged, and you cannot invest in them directly. 1 The pre-tax total return and the graph do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. After-tax returns are calculated using the highest historical individual federal marginal income tax rates in effect as of 10/31/05 and do not reflect the impact of state and local taxes or the alternative minimum tax. Actual returns depend on an investor's situation and may differ from those shown. After-tax returns may not be relevant to investors who hold their fund shares through tax-deferred arrangements. Pre-liquidation after-tax returns reflect the tax effects of purchases and sales of securities within the fund portfolios and assume investors continue to hold fund shares at the end of the measurement periods. Post-liquidation figures assume investors sold fund shares at the end of the measurement periods and reflect both the effects of taxable distributions and any taxable gains or losses realized upon the sale of shares. Source for category information: Morningstar, Inc. Some funds in this category may not use tax-efficient strategies. 2 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. Schwab Equity Index Funds 17 SCHWAB TOTAL STOCK MARKET INDEX FUND SELECT SHARES(R) PERFORMANCE as of 10/31/05 PRE- AND POST-TAX AVERAGE ANNUAL TOTAL RETURNS 1, 2 This bar chart compares pre-tax performance of the fund's Select Shares with its benchmark and Morningstar category. The table below the chart shows two types of after-tax returns. [BAR CHART]
Fund: Benchmark: SELECT DOW JONES SHARES WILSHIRE 5000 Fund Category: Ticker Symbol: COMPOSITE MORNINGSTAR SWTSX INDEX(SM) LARGE-CAP BLEND 1 YEAR 10.63% 10.77% 9.53% 5 YEARS -0.43% -0.45% -1.41% SINCE INCEPTION: 6/1/99 1.59% 1.55% 0.81%
1 YEAR 5 YEARS 10 YEARS Fund: Fund: Fund: SELECT SELECT SELECT SHARES Fund Category: SHARES Fund Category: SHARES Fund Category: Ticker MORNINGSTAR Ticker MORNINGSTAR Ticker MORNINGSTAR Symbol: LARGE-CAP Symbol: LARGE-CAP Symbol: LARGE-CAP TOTAL RETURNS AFTER TAX SWTSX BLEND SWTSX BLEND SWTSX BLEND - ---------------------------------------------------------------------------------------------------------------------------------- PRE-LIQUIDATION (still own shares) 10.40% 7.38% -0.75% -2.22% 1.31% n/a - ---------------------------------------------------------------------------------------------------------------------------------- POST-LIQUIDATION (shares were sold) 7.20% 5.25% -0.54% -1.62% 1.20% n/a - ----------------------------------------------------------------------------------------------------------------------------------
THE PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE. PAST PERFORMANCE DOES NOT GUARANTEE FUTURE RESULTS. INVESTMENT RETURNS AND PRINCIPAL VALUE WILL FLUCTUATE SO THAT AN INVESTOR'S SHARES MAY BE WORTH MORE OR LESS THAN THEIR ORIGINAL COST. CURRENT PERFORMANCE MAY BE LOWER OR HIGHER THAN PERFORMANCE DATA QUOTED. TO OBTAIN PERFORMANCE INFORMATION CURRENT TO THE MOST RECENT MONTH END, PLEASE VISIT WWW.SCHWAB.COM/SCHWABFUNDS. PERFORMANCE OF A HYPOTHETICAL $50,000 INVESTMENT 2 This graph shows performance since inception of a hypothetical $50,000 investment (the minimum investment for this share class) in the fund's Select Shares, compared with a similar investment in its benchmark. $55,345 SELECT SHARES $55,211 DOW JONES WILSHIRE 5000 COMPOSITE INDEX(SM) [LINE GRAPH]
DOW JONES WILSHIRE 5000 COMPOSITE SELECT SHARES INDEX(SM) 01-Jun-99 $50,000 $50,000 30-Jun-99 $52,600 $52,590 31-Jul-99 $50,850 $50,902 31-Aug-99 $50,350 $50,428 30-Sep-99 $49,125 $49,112 31-Oct-99 $52,225 $52,236 30-Nov-99 $53,975 $53,986 31-Dec-99 $58,065 $58,083 31-Jan-00 $55,605 $55,673 29-Feb-00 $56,935 $56,920 31-Mar-00 $60,150 $60,301 30-Apr-00 $57,060 $57,159 31-May-00 $55,130 $55,164 30-Jun-00 $57,515 $57,597 31-Jul-00 $56,385 $56,422 31-Aug-00 $60,480 $60,518 30-Sep-00 $57,715 $57,692 31-Oct-00 $56,560 $56,469 30-Nov-00 $51,010 $50,850 31-Dec-00 $51,975 $51,755 31-Jan-01 $53,850 $53,738 28-Feb-01 $48,730 $48,643 31-Mar-01 $45,435 $45,370 30-Apr-01 $49,185 $49,104 31-May-01 $49,695 $49,595 30-Jun-01 $48,910 $48,761 31-Jul-01 $48,070 $47,957 31-Aug-01 $45,185 $45,055 30-Sep-01 $41,155 $41,009 31-Oct-01 $42,190 $42,051 30-Nov-01 $45,385 $45,268 31-Dec-01 $46,210 $46,083 31-Jan-02 $45,645 $45,511 28-Feb-02 $44,725 $44,574 31-Mar-02 $46,720 $46,526 30-Apr-02 $44,520 $44,256 31-May-02 $44,010 $43,734 30-Jun-02 $41,015 $40,659 31-Jul-02 $37,735 $37,378 31-Aug-02 $37,990 $37,598 30-Sep-02 $34,230 $33,827 31-Oct-02 $36,790 $36,415 30-Nov-02 $38,860 $38,611 31-Dec-02 $36,775 $36,472 31-Jan-03 $35,865 $35,553 28-Feb-03 $35,245 $34,952 31-Mar-03 $35,660 $35,347 30-Apr-03 $38,485 $38,245 31-May-03 $40,740 $40,582 30-Jun-03 $41,365 $41,183 31-Jul-03 $42,325 $42,175 31-Aug-03 $43,310 $43,187 30-Sep-03 $42,815 $42,708 31-Oct-03 $45,435 $45,318 30-Nov-03 $46,110 $45,952 31-Dec-03 $48,165 $48,015 31-Jan-04 $49,160 $49,086 29-Feb-04 $49,895 $49,803 31-Mar-04 $49,395 $49,270 30-Apr-04 $48,345 $48,220 31-May-04 $49,030 $48,886 30-Jun-04 $50,050 $49,903 31-Jul-04 $48,215 $47,996 31-Aug-04 $48,375 $48,155 30-Sep-04 $49,185 $49,012 31-Oct-04 $50,050 $49,850 30-Nov-04 $52,330 $52,183 31-Dec-04 $54,175 $54,077 31-Jan-05 $52,790 $52,639 28-Feb-05 $53,880 $53,734 31-Mar-05 $52,950 $52,782 30-Apr-05 $51,810 $51,590 31-May-05 $53,800 $53,602 30-Jun-05 $54,225 $54,084 31-Jul-05 $56,430 $56,350 31-Aug-05 $55,875 $55,798 30-Sep-05 $56,275 $56,188 31-Oct-05 $55,345 $55,211
All figures on this page assume dividends and distributions were reinvested. Index figures do not include trading and management costs, which would lower performance. Indices are unmanaged, and you cannot invest in them directly. 1 The pre-tax total return and the graph do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. After-tax returns are calculated using the highest historical individual federal marginal income tax rates in effect as of 10/31/05 and do not reflect the impact of state and local taxes or the alternative minimum tax. Actual returns depend on an investor's situation and may differ from those shown. After-tax returns may not be relevant to investors who hold their fund shares through tax-deferred arrangements. Pre-liquidation after-tax returns reflect the tax effects of purchases and sales of securities within the fund portfolios and assume investors continue to hold fund shares at the end of the measurement periods. Post-liquidation figures assume investors sold fund shares at the end of the measurement periods and reflect both the effects of taxable distributions and any taxable gains or losses realized upon the sale of shares. Source for category information: Morningstar, Inc. Some funds in this category may not use tax-efficient strategies. 2 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. 18 Schwab Equity Index Funds SCHWAB TOTAL STOCK MARKET INDEX FUND FUND FACTS as of 10/31/05 STYLE ASSESSMENT 1 [GRAPHIC]
INVESTMENT STYLE Value Blend Growth MARKET CAP Large / / /X/ / / Medium / / / / / / Small / / / / / /
STATISTICS NUMBER OF HOLDINGS 2,782 - -------------------------------------------------------------------------------- WEIGHTED AVERAGE MARKET CAP ($ x 1,000,000) $71,118 - -------------------------------------------------------------------------------- PRICE/EARNINGS RATIO (P/E) 19.2 - -------------------------------------------------------------------------------- PRICE/BOOK RATIO (P/B) 2.7 - -------------------------------------------------------------------------------- PORTFOLIO TURNOVER RATE 2% - -------------------------------------------------------------------------------- MINIMUM INITIAL INVESTMENT 2 Investor Shares $2,500 ($1,000 for retirement, education and custodial accounts) Select Shares $50,000 - --------------------------------------------------------------------------------
TOP HOLDINGS 3
% OF SECURITY NET ASSETS - -------------------------------------------------------------------------------- (1) EXXON MOBIL CORP. 2.5% - -------------------------------------------------------------------------------- (2) GENERAL ELECTRIC CO. 2.4% - -------------------------------------------------------------------------------- (3) MICROSOFT CORP. 1.9% - -------------------------------------------------------------------------------- (4) CITIGROUP, INC. 1.6% - -------------------------------------------------------------------------------- (5) PROCTER & GAMBLE CO. 1.3% - -------------------------------------------------------------------------------- (6) JOHNSON & JOHNSON 1.3% - -------------------------------------------------------------------------------- (7) BANK OF AMERICA CORP. 1.2% - -------------------------------------------------------------------------------- (8) AMERICAN INTERNATIONAL GROUP, INC. 1.1% - -------------------------------------------------------------------------------- (9) PFIZER, INC. 1.1% - -------------------------------------------------------------------------------- (10) WAL-MART STORES, INC. 1.1% - -------------------------------------------------------------------------------- TOTAL 15.5%
SECTOR WEIGHTINGS % of Investments This chart shows the fund's sector composition as of the report date. A sector is a portion of the overall stock market that is made up of industries whose business components share similar characteristics. [PIE CHART] 21.7% FINANCIALS 15.4% INFORMATION TECHNOLOGY 12.7% HEALTH CARE 12.6% CONSUMER DISCRETIONARY 10.6% INDUSTRIALS 8.9% CONSUMER STAPLES 8.8% ENERGY 3.3% UTILITIES 3.1% MATERIALS 2.6% TELECOMMUNICATION SERVICES 0.3% OTHER Portfolio holdings may have changed since the report date. Source of Sector Classification: S&P and MSCI. 1 Source: Morningstar, Inc. This style assessment is the result of evaluating the fund based on a ten-factor model for value and growth characteristics. The fund's market capitalization placement is determined by the geometric mean of its holdings' market capitalizations. The assessment reflects the fund's portfolio as of 10/31/05, which may have changed since then, and is not a precise indication of risk or performance--past, present, or future. 2 Please see prospectus for further detail and eligibility requirements. 3 This list is not a recommendation of any security by the investment adviser. Schwab Equity Index Funds 19 SCHWAB INTERNATIONAL INDEX FUND(R) INVESTOR SHARES PERFORMANCE as of 10/31/05 PRE- AND POST-TAX AVERAGE ANNUAL TOTAL RETURNS 1, 2 This bar chart compares pre-tax performance of the fund's Investor Shares with its benchmark and Morningstar category. The table below the chart shows two types of after-tax returns. [BAR CHART]
Fund: INVESTOR Fund Category: SHARES Benchmark: MORNINGSTAR Ticker SCHWAB FOREIGN Symbol: INTERNATIONAL LARGE-CAP SWINX INDEX(R) BLEND 1 YEAR 17.30 17.77 17.76 5 YEARS 1.60 2.15 1.24 10 YEARS 5.80 6.35 6.11
1 YEAR 5 YEARS 10 YEARS Fund: Fund: Fund: INVESTOR INVESTOR INVESTOR SHARES Fund Category: SHARES Fund Category: SHARES Fund Category: Ticker MORNINGSTAR Ticker MORNINGSTAR Ticker MORNINGSTAR Symbol: LARGE-CAP Symbol: LARGE-CAP Symbol: LARGE-CAP TOTAL RETURNS AFTER TAX SWINX BLEND SWINX BLEND SWINX BLEND - ----------------------------------------------------------------------------------------------------------------------------------- PRE-LIQUIDATION (still own shares) 16.89% 15.37% 1.22% 0.30% 5.44% 4.68% - ----------------------------------------------------------------------------------------------------------------------------------- POST-LIQUIDATION (shares were sold) 11.51% 10.38% 1.19% 0.52% 4.90% 4.55% - -----------------------------------------------------------------------------------------------------------------------------------
THE PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE. PAST PERFORMANCE DOES NOT GUARANTEE FUTURE RESULTS. INVESTMENT RETURNS AND PRINCIPAL VALUE WILL FLUCTUATE SO THAT AN INVESTOR'S SHARES MAY BE WORTH MORE OR LESS THAN THEIR ORIGINAL COST. CURRENT PERFORMANCE MAY BE LOWER OR HIGHER THAN PERFORMANCE DATA QUOTED. TO OBTAIN PERFORMANCE INFORMATION CURRENT TO THE MOST RECENT MONTH END, PLEASE VISIT WWW.SCHWAB.COM/SCHWABFUNDS. PERFORMANCE OF A HYPOTHETICAL $10,000 INVESTMENT 2 This graph shows performance over ten years of a hypothetical $10,000 investment in the fund's Investor Shares, compared with a similar investment in its benchmark and an additional index. $17,574 INVESTOR SHARES $18,522 SCHWAB INTERNATIONAL INDEX(R) $17,588 MSCI EAFE(R) INDEX [LINE GRAPH]
SCHWAB INVESTOR INTERNATIONAL MSCI EAFE(R) SHARES INDEX(R) INDEX 31-Oct-95 $10,000 $10,000 $10,000 30-Nov-95 $10,216 $10,280 $10,278 31-Dec-95 $10,580 $10,677 $10,692 31-Jan-96 $10,608 $10,712 $10,736 29-Feb-96 $10,626 $10,732 $10,773 31-Mar-96 $10,808 $10,932 $11,001 30-Apr-96 $11,071 $11,190 $11,321 31-May-96 $10,952 $11,058 $11,113 30-Jun-96 $11,035 $11,134 $11,175 31-Jul-96 $10,725 $10,845 $10,849 31-Aug-96 $10,826 $10,940 $10,873 30-Sep-96 $11,126 $11,262 $11,162 31-Oct-96 $11,107 $11,224 $11,048 30-Nov-96 $11,606 $11,744 $11,488 31-Dec-96 $11,545 $11,641 $11,339 31-Jan-97 $11,168 $11,254 $10,943 28-Feb-97 $11,333 $11,442 $11,122 31-Mar-97 $11,426 $11,519 $11,162 30-Apr-97 $11,508 $11,643 $11,221 31-May-97 $12,356 $12,497 $11,952 30-Jun-97 $13,046 $13,227 $12,610 31-Jul-97 $13,442 $13,585 $12,815 31-Aug-97 $12,466 $12,605 $11,857 30-Sep-97 $13,322 $13,396 $12,521 31-Oct-97 $12,254 $12,311 $11,558 30-Nov-97 $12,245 $12,263 $11,440 31-Dec-97 $12,389 $12,436 $11,540 31-Jan-98 $12,845 $12,940 $12,067 28-Feb-98 $13,591 $13,722 $12,842 31-Mar-98 $13,944 $14,081 $13,238 30-Apr-98 $14,038 $14,177 $13,342 31-May-98 $14,038 $14,143 $13,277 30-Jun-98 $14,159 $14,235 $13,378 31-Jul-98 $14,196 $14,326 $13,513 31-Aug-98 $12,445 $12,521 $11,839 30-Sep-98 $12,045 $12,111 $11,475 31-Oct-98 $13,236 $13,380 $12,671 30-Nov-98 $13,917 $14,133 $13,320 31-Dec-98 $14,352 $14,597 $13,846 31-Jan-99 $14,305 $14,518 $13,804 28-Feb-99 $13,986 $14,232 $13,476 31-Mar-99 $14,615 $14,885 $14,038 30-Apr-99 $15,208 $15,526 $14,606 31-May-99 $14,465 $14,743 $13,854 30-Jun-99 $15,019 $15,344 $14,394 31-Jul-99 $15,565 $15,914 $14,822 31-Aug-99 $15,705 $16,063 $14,877 30-Sep-99 $15,997 $16,337 $15,027 31-Oct-99 $16,852 $17,207 $15,590 30-Nov-99 $17,622 $17,955 $16,131 31-Dec-99 $19,177 $19,532 $17,580 31-Jan-00 $17,670 $18,114 $16,464 29-Feb-00 $17,917 $18,407 $16,906 31-Mar-00 $18,958 $19,452 $17,562 30-Apr-00 $17,935 $18,400 $16,639 31-May-00 $17,424 $17,860 $16,233 30-Jun-00 $18,077 $18,527 $16,867 31-Jul-00 $17,377 $17,809 $16,161 31-Aug-00 $17,690 $18,122 $16,301 30-Sep-00 $16,770 $17,185 $15,507 31-Oct-00 $16,230 $16,650 $15,141 30-Nov-00 $15,491 $15,900 $14,573 31-Dec-00 $15,803 $16,235 $15,091 31-Jan-01 $15,937 $16,408 $15,095 28-Feb-01 $14,571 $14,984 $13,966 31-Mar-01 $13,591 $13,947 $13,018 30-Apr-01 $14,524 $14,908 $13,912 31-May-01 $14,004 $14,351 $13,397 30-Jun-01 $13,408 $13,738 $12,847 31-Jul-01 $13,071 $13,406 $12,624 31-Aug-01 $12,696 $13,031 $12,332 30-Sep-01 $11,552 $11,851 $11,082 31-Oct-01 $11,754 $12,078 $11,366 30-Nov-01 $12,119 $12,456 $11,786 31-Dec-01 $12,209 $12,540 $11,855 31-Jan-02 $11,577 $11,887 $11,226 28-Feb-02 $11,665 $11,989 $11,304 31-Mar-02 $12,306 $12,621 $11,916 30-Apr-02 $12,345 $12,726 $11,994 31-May-02 $12,511 $12,905 $12,147 30-Jun-02 $12,005 $12,383 $11,663 31-Jul-02 $10,828 $11,175 $10,512 31-Aug-02 $10,799 $11,151 $10,488 30-Sep-02 $9,631 $9,947 $9,361 31-Oct-02 $10,186 $10,539 $9,864 30-Nov-02 $10,613 $11,004 $10,312 31-Dec-02 $10,300 $10,653 $9,966 31-Jan-03 $9,853 $10,205 $9,550 28-Feb-03 $9,655 $9,996 $9,331 31-Mar-03 $9,456 $9,799 $9,148 30-Apr-03 $10,350 $10,762 $10,045 31-May-03 $10,975 $11,407 $10,654 30-Jun-03 $11,234 $11,678 $10,911 31-Jul-03 $11,462 $11,943 $11,176 31-Aug-03 $11,642 $12,146 $11,445 30-Sep-03 $11,959 $12,485 $11,797 31-Oct-03 $12,654 $13,232 $12,532 30-Nov-03 $12,993 $13,584 $12,811 31-Dec-03 $14,022 $14,678 $13,811 31-Jan-04 $14,133 $14,804 $14,006 29-Feb-04 $14,447 $15,128 $14,329 31-Mar-04 $14,406 $15,075 $14,410 30-Apr-04 $14,124 $14,779 $14,084 31-May-04 $14,184 $14,862 $14,132 30-Jun-04 $14,447 $15,135 $14,441 31-Jul-04 $14,083 $14,747 $13,972 31-Aug-04 $14,093 $14,762 $14,033 30-Sep-04 $14,488 $15,184 $14,400 31-Oct-04 $14,982 $15,727 $14,891 30-Nov-04 $15,913 $16,709 $15,908 31-Dec-04 $16,575 $17,402 $16,606 31-Jan-05 $16,164 $16,991 $16,302 28-Feb-05 $16,885 $17,766 $17,006 31-Mar-05 $16,524 $17,382 $16,580 30-Apr-05 $16,195 $16,965 $16,190 31-May-05 $16,153 $16,987 $16,198 30-Jun-05 $16,349 $17,246 $16,414 31-Jul-05 $16,874 $17,776 $16,917 31-Aug-05 $17,471 $18,327 $17,345 30-Sep-05 $18,016 $19,016 $18,117 31-Oct-05 $17,574 $18,522 $17,588
All figures on this page assume dividends and distributions were reinvested. Index figures do not include trading and management costs, which would lower performance. Indices are unmanaged, and you cannot invest in them directly. 1 The pre-tax total return and the graph do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. After-tax returns are calculated using the highest historical individual federal marginal income tax rates in effect as of 10/31/05 and do not reflect the impact of state and local taxes or the alternative minimum tax. Actual returns depend on an investor's situation and may differ from those shown. After-tax returns may not be relevant to investors who hold their fund shares through tax-deferred arrangements. Pre-liquidation after-tax returns reflect the tax effects of purchases and sales of securities within the fund portfolios and assume investors continue to hold fund shares at the end of the measurement periods. Post-liquidation figures assume investors sold fund shares at the end of the measurement periods and reflect both the effects of taxable distributions and any taxable gains or losses realized upon the sale of shares. Source for category information: Morningstar, Inc. Some funds in this category may not use tax-efficient strategies. 2 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. 20 Schwab Equity Index Funds SCHWAB INTERNATIONAL INDEX FUND SELECT SHARES(R) PERFORMANCE as of 10/31/05 PRE- AND POST-TAX AVERAGE ANNUAL TOTAL RETURNS 1, 2 This bar chart compares pre-tax performance of the fund's Select Shares with its benchmark and Morningstar category. The table below the chart shows two types of after-tax returns. [BAR CHART]
Fund: SELECT Fund Category: SHARES Benchmark: MORNINGSTAR Ticker SCHWAB FOREIGN Symbol: INTERNATIONAL LARGE-CAP SWISX INDEX(R) BLEND 1 Year 17.56 17.77 17.76 5 Years 1.76 2.15 1.24 Since Inception: 5/19/97 4.24 4.58 4.14
1 YEAR 5 YEARS SINCE INCEPTION Fund: Fund: Fund: SELECT SELECT SELECT SHARES Fund Category: SHARES Fund Category: SHARES Fund Category: Ticker MORNINGSTAR Ticker MORNINGSTAR Ticker MORNINGSTAR Symbol: LARGE-CAP Symbol: LARGE-CAP Symbol: LARGE-CAP TOTAL RETURNS AFTER TAX SWISX BLEND SWISX BLEND SWISX BLEND - -------------------------------------------------------------------------------------------------------------------------------- PRE-LIQUIDATION (still own shares) 17.11% 15.37% 1.34 0.30 3.87 n/a - -------------------------------------------------------------------------------------------------------------------------------- POST-LIQUIDATION (shares were sold) 11.70% 10.38% 1.29 0.52 3.48 n/a - --------------------------------------------------------------------------------------------------------------------------------
The performance data quoted represents past performance. Past performance does not guarantee future results. Investment returns and principal value will fluctuate so that an investor's shares may be worth more or less than their original cost. Current performance may be lower or higher than performance data quoted. To obtain performance information current to the most recent month end, please visit www.schwab.com/schwabfunds. Performance of a Hypothetical $50,000 Investment 2 This graph shows performance since inception of a hypothetical $50,000 investment (the minimum investment for this share class) in the fund's Select Shares, compared with a similar investment in its benchmark and an additional index. $71,050 SELECT SHARES $73,041 SCHWAB INTERNATIONAL INDEX(R) $72,474 MSCI EAFE(R) INDEX [LINE GRAPH]
SCHWAB SELECT INTERNATIONAL MSCI-EAFE(R) SHARES INDEX(R) INDEX 19-May-97 $50,000 $50,000 $50,000 31-May-97 $49,375 $49,283 $49,248 30-Jun-97 $52,170 $52,161 $51,961 31-Jul-97 $53,755 $53,571 $52,803 31-Aug-97 $49,815 $49,706 $48,859 30-Sep-97 $53,240 $52,827 $51,595 31-Oct-97 $49,005 $48,550 $47,627 30-Nov-97 $48,970 $48,360 $47,141 31-Dec-97 $49,580 $49,042 $47,551 31-Jan-98 $51,405 $51,027 $49,725 28-Feb-98 $54,385 $54,111 $52,917 31-Mar-98 $55,800 $55,529 $54,547 30-Apr-98 $56,175 $55,905 $54,978 31-May-98 $56,175 $55,770 $54,708 30-Jun-98 $56,655 $56,133 $55,124 31-Jul-98 $56,845 $56,493 $55,681 31-Aug-98 $49,840 $49,376 $48,782 30-Sep-98 $48,240 $47,757 $47,284 31-Oct-98 $53,005 $52,763 $52,211 30-Nov-98 $55,725 $55,732 $54,885 31-Dec-98 $57,490 $57,561 $57,053 31-Jan-99 $57,305 $57,252 $56,881 28-Feb-99 $56,025 $56,122 $55,528 31-Mar-99 $58,585 $58,699 $57,843 30-Apr-99 $60,955 $61,225 $60,186 31-May-99 $57,980 $58,137 $57,086 30-Jun-99 $60,200 $60,507 $59,313 31-Jul-99 $62,385 $62,757 $61,074 31-Aug-99 $62,950 $63,342 $61,300 30-Sep-99 $64,115 $64,425 $61,919 31-Oct-99 $67,575 $67,857 $64,241 30-Nov-99 $70,660 $70,806 $66,470 31-Dec-99 $76,920 $77,025 $72,439 31-Jan-00 $70,880 $71,433 $67,839 29-Feb-00 $71,870 $72,588 $69,664 31-Mar-00 $76,050 $76,708 $72,367 30-Apr-00 $71,905 $72,561 $68,561 31-May-00 $69,895 $70,431 $66,888 30-Jun-00 $72,515 $73,058 $69,503 31-Jul-00 $69,740 $70,228 $66,591 31-Aug-00 $70,995 $71,462 $67,169 30-Sep-00 $67,310 $67,769 $63,898 31-Oct-00 $65,110 $65,658 $62,390 30-Nov-00 $62,185 $62,703 $60,050 31-Dec-00 $63,455 $64,024 $62,182 31-Jan-01 $63,955 $64,706 $62,201 28-Feb-01 $58,470 $59,090 $57,548 31-Mar-01 $54,570 $55,001 $53,641 30-Apr-01 $58,315 $58,788 $57,326 31-May-01 $56,230 $56,592 $55,205 30-Jun-01 $53,835 $54,175 $52,936 31-Jul-01 $52,485 $52,866 $52,020 31-Aug-01 $51,015 $51,386 $50,813 30-Sep-01 $46,385 $46,733 $45,666 31-Oct-01 $47,235 $47,628 $46,835 30-Nov-01 $48,700 $49,119 $48,563 31-Dec-01 $49,040 $49,452 $48,850 31-Jan-02 $46,540 $46,876 $46,256 28-Feb-02 $46,890 $47,279 $46,579 31-Mar-02 $49,430 $49,771 $49,099 30-Apr-02 $49,590 $50,183 $49,423 31-May-02 $50,255 $50,891 $50,051 30-Jun-02 $48,220 $48,833 $48,059 31-Jul-02 $43,525 $44,067 $43,316 31-Aug-02 $43,410 $43,973 $43,216 30-Sep-02 $38,715 $39,225 $38,575 31-Oct-02 $40,945 $41,560 $40,646 30-Nov-02 $42,665 $43,395 $42,491 31-Dec-02 $41,385 $42,009 $41,064 31-Jan-03 $39,625 $40,243 $39,351 28-Feb-03 $38,825 $39,419 $38,450 31-Mar-03 $38,025 $38,642 $37,697 30-Apr-03 $41,625 $42,438 $41,391 31-May-03 $44,140 $44,981 $43,899 30-Jun-03 $45,180 $46,051 $44,961 31-Jul-03 $46,140 $47,098 $46,050 31-Aug-03 $46,860 $47,898 $47,159 30-Sep-03 $48,140 $49,233 $48,612 31-Oct-03 $50,980 $52,179 $51,640 30-Nov-03 $52,300 $53,566 $52,787 31-Dec-03 $56,485 $57,881 $56,909 31-Jan-04 $56,935 $58,377 $57,712 29-Feb-04 $58,195 $59,655 $59,045 31-Mar-04 $58,035 $59,446 $59,376 30-Apr-04 $56,935 $58,279 $58,034 31-May-04 $57,180 $58,609 $58,231 30-Jun-04 $58,240 $59,684 $59,506 31-Jul-04 $56,770 $58,155 $57,572 31-Aug-04 $56,810 $58,214 $57,826 30-Sep-04 $58,400 $59,877 $59,335 31-Oct-04 $60,440 $62,020 $61,358 30-Nov-04 $64,190 $65,891 $65,549 31-Dec-04 $66,850 $68,624 $68,427 31-Jan-05 $65,230 $67,001 $67,174 28-Feb-05 $68,140 $70,061 $70,076 31-Mar-05 $66,725 $68,544 $68,317 30-Apr-05 $65,395 $66,901 $66,712 31-May-05 $65,230 $66,987 $66,745 30-Jun-05 $66,020 $68,009 $67,633 31-Jul-05 $68,180 $70,098 $69,709 31-Aug-05 $70,550 $72,272 $71,473 30-Sep-05 $72,835 $74,987 $74,654 31-Oct-05 $71,050 $73,041 $72,474
All figures on this page assume dividends and distributions were reinvested. Index figures do not include trading and management costs, which would lower performance. Indices are unmanaged, and you cannot invest in them directly. 1 The pre-tax total return and the graph do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. After-tax returns are calculated using the highest historical individual federal marginal income tax rates in effect as of 10/31/05 and do not reflect the impact of state and local taxes or the alternative minimum tax. Actual returns depend on an investor's situation and may differ from those shown. After-tax returns may not be relevant to investors who hold their fund shares through tax-deferred arrangements. Pre-liquidation after-tax returns reflect the tax effects of purchases and sales of securities within the fund portfolios and assume investors continue to hold fund shares at the end of the measurement periods. Post-liquidation figures assume investors sold fund shares at the end of the measurement periods and reflect both the effects of taxable distributions and any taxable gains or losses realized upon the sale of shares. Source for category information: Morningstar, Inc. Some funds in this category may not use tax-efficient strategies. 2 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. Schwab Equity Index Funds 21 SCHWAB INTERNATIONAL INDEX FUND FUND FACTS as of 10/31/05 STYLE ASSESSMENT 1 [GRAPHIC]
INVESTMENT STYLE Value Blend Growth MARKET CAP Large / / /X/ / / Medium / / / / / / Small / / / / / /
TOP HOLDINGS 2
% of Security Net Assets - -------------------------------------------------------------------------------- (1) BP PLC 3.0% - -------------------------------------------------------------------------------- (2) HSBC HOLDINGS PLC 2.2% - -------------------------------------------------------------------------------- (3) VODAFONE GROUP PLC 2.1% - -------------------------------------------------------------------------------- (4) GLAXOSMITHKLINE PLC 1.9% - -------------------------------------------------------------------------------- (5) TOTAL SA 1.9% - -------------------------------------------------------------------------------- (6) NOVARTIS AG, Registered 1.7% - -------------------------------------------------------------------------------- (7) ROYAL DUTCH SHELL PLC, A Shares 1.7% - -------------------------------------------------------------------------------- (8) TOYOTA MOTOR CORP. 1.5% - -------------------------------------------------------------------------------- (9) NESTLE SA, Registered 1.5% - -------------------------------------------------------------------------------- (10) ROCHE HOLDINGS--GENUS 1.3% - -------------------------------------------------------------------------------- TOTAL 18.8%
STATISTICS NUMBER OF HOLDINGS 344 - -------------------------------------------------------------------------------- WEIGHTED AVERAGE MARKET CAP ($ x 1,000,000) $61,669 - -------------------------------------------------------------------------------- PRICE/EARNINGS RATIO (P/E) 18.0 - -------------------------------------------------------------------------------- PRICE/BOOK RATIO (P/B) 2.4 - -------------------------------------------------------------------------------- PORTFOLIO TURNOVER RATE 10% - -------------------------------------------------------------------------------- MINIMUM INITIAL INVESTMENT 3 Investor Shares $2,500 ($1,000 for retirement, education and custodial accounts) Select Shares $50,000 - --------------------------------------------------------------------------------
Sector and Country Weightings % of Investments These charts show the fund's sector and country composition as of the report date. A sector is a portion of the overall stock market that is made up of industries whose business components share similar characteristics. SECTOR [PIE CHART] 30.5% FINANCIALS 11.5% ENERGY 10.1% CONSUMER DISCRETIONARY 9.4% HEALTH CARE 8.0% CONSUMER STAPLES 7.9% TELECOMMUNICATION SERVICES 6.8% INDUSTRIALS 5.8% MATERIALS 5.2% UTILITIES 4.5% INFORMATION TECHNOLOGY 0.3% OTHER COUNTRY [PIE CHART] 27.4% UNITED KINGDOM 19.9% JAPAN 10.3% FRANCE 7.7% SWITZERLAND 7.5% GERMANY 6.5% CANADA 6.2% AUSTRALIA 4.4% SPAIN 4.2% NETHERLANDS 5.9% OTHER Portfolio holdings may have changed since the report date. Source of Sector Classification: S&P and MSCI. 1 Source: Morningstar, Inc. This style assessment is the result of evaluating the fund based on a ten-factor model for value and growth characteristics. The fund's market capitalization placement is determined by the geometric mean of its holdings' market capitalizations. The assessment reflects the fund's portfolio as of 10/31/05, which may have changed since then, and is not a precise indication of risk or performance-past, present, or future. 2 This list is not a recommendation of any security by the investment adviser. 3 Please see prospectus for further detail and eligibility requirements. 22 Schwab Equity Index Funds FUND EXPENSES (unaudited) EXAMPLES FOR A $1,000 INVESTMENT As a fund shareholder, you incur two types of costs: transaction costs, such as redemption fees; and, ongoing costs, such as management fees, transfer agent and shareholder services fees, and other fund expenses. The expense examples below are intended to help you understand your ongoing cost (in dollars) of investing in a fund and to compare this cost with the ongoing cost of investing in other mutual funds. These examples are based on an investment of $1,000 invested for six-months beginning May 1, 2005 and held through October 31, 2005. ACTUAL RETURN lines in the table below provide information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. To do so, simply divide your account value by $1,000 (for example, an $8,600 account value / $1,000 = 8.6), then multiply the result by the number given for your fund or share class under the heading entitled "Expenses Paid During Period." HYPOTHETICAL RETURN lines in the table below provide information about hypothetical account values and hypothetical expenses based on a fund's or share class' actual expense ratio and an assumed return of 5% per year before expenses. Because the return used is not an actual return, it may not be used to estimate the actual ending account value or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds. Please note that the expenses shown in the table are meant to highlight your ongoing costs only, and do not reflect any transactional costs, such as redemption fees. If these transactional costs were included, your costs would have been higher.
ENDING BEGINNING ACCOUNT VALUE EXPENSES EXPENSE RATIO 1 ACCOUNT VALUE (NET OF EXPENSES) PAID DURING PERIOD 2 (Annualized) at 5/1/05 at 10/31/05 5/1/05-10/31/05 - ---------------------------------------------------------------------------------------------------------------------------------- SCHWAB S&P 500 INDEX FUND Investor Shares Actual Return 0.37% $1,000 $1,051.50 $1.90 Hypothetical 5% Return 0.37% $1,000 $1,023.36 $1.87 Select Shares(R) Actual Return 0.19% $1,000 $1,052.40 $0.98 Hypothetical 5% Return 0.19% $1,000 $1,024.25 $0.96 e.Shares(R) Actual Return 0.22% $1,000 $1,052.00 $1.11 Hypothetical 5% Return 0.22% $1,000 $1,024.12 $1.10 - ---------------------------------------------------------------------------------------------------------------------------------- SCHWAB 1000 INDEX(R) FUND Investor Shares Actual Return 0.50% $1,000 $1,062.30 $2.59 Hypothetical 5% Return 0.50% $1,000 $1,022.70 $2.54 Select Shares Actual Return 0.35% $1,000 $1,063.20 $1.81 Hypothetical 5% Return 0.35% $1,000 $1,023.45 $1.78
1 Based on the most recent six-month expense ratio; may differ from the expense ratio provided in Financial Highlights. 2 Expenses for each share class are equal to its annualized expense ratio, multiplied by the average account value over the period, multiplied by 184 days of the period, and divided by 365 days of the fiscal year. Schwab Equity Index Funds 23 FUND EXPENSES continued
ENDING BEGINNING ACCOUNT VALUE EXPENSES EXPENSE RATIO 1 ACCOUNT VALUE (Net of Expenses) PAID DURING PERIOD 2 (Annualized) at 5/1/05 at 10/31/05 5/1/05-10/31/05 - ------------------------------------------------------------------------------------------------------------------------------------ SCHWAB SMALL-CAP INDEX FUND(R) Investor Shares Actual Return 0.58% $1,000 $1,120.00 $3.10 Hypothetical 5% Return 0.58% $1,000 $1,022.28 $2.96 Select Shares Actual Return 0.41% $1,000 $1,121.40 $2.18 Hypothetical 5% Return 0.41% $1,000 $1,023.15 $2.08 - ------------------------------------------------------------------------------------------------------------------------------------ SCHWAB TOTAL STOCK MARKET INDEX FUND(R) Investor Shares Actual Return 0.54% $1,000 $1,067.30 $2.81 Hypothetical 5% Return 0.54% $1,000 $1,022.48 $2.75 Select Shares Actual Return 0.38% $1,000 $1,068.20 $1.99 Hypothetical 5% Return 0.38% $1,000 $1,023.28 $1.95 - ------------------------------------------------------------------------------------------------------------------------------------ SCHWAB INTERNATIONAL INDEX FUND(R) Investor Shares Actual Return 0.68% $1,000 $1,085.20 $3.56 Hypothetical 5% Return 0.68% $1,000 $1,021.79 $3.46 Select Shares Actual Return 0.49% $1,000 $1,086.50 $2.58 Hypothetical 5% Return 0.49% $1,000 $1,022.73 $2.50
1 Based on the most recent six-month expense ratio; may differ from the expense ratio provided in Financial Highlights. 2 Expenses for each share class are equal to its annualized expense ratio, multiplied by the average account value over the period, multiplied by 184 days of the period, and divided by 365 days of the fiscal year. 24 Schwab Equity Index Funds SCHWAB S&P 500 INDEX FUND FINANCIAL STATEMENTS FINANCIAL HIGHLIGHTS
11/1/04- 11/1/03- 11/1/02- 11/1/01- 11/1/00- INVESTOR SHARES 10/31/05 10/31/04 10/31/03 10/31/02 10/31/01 - ----------------------------------------------------------------------------------------------------------------------- PER-SHARE DATA ($) - ----------------------------------------------------------------------------------------------------------------------- Net asset value at beginning of period 17.61 16.36 13.79 16.45 22.15 ------------------------------------------------------------------ Income or loss from investment operations: Net investment income 0.34 0.23 0.20 0.20 0.17 Net realized and unrealized gains or losses 1.14 1.23 2.57 (2.68) (5.70) ------------------------------------------------------------------ Total income or loss from investment operations 1.48 1.46 2.77 (2.48) (5.53) Less distributions: Dividends from net investment income (0.30) (0.21) (0.20) (0.18) (0.17) ------------------------------------------------------------------ Net asset value at end of period 18.79 17.61 16.36 13.79 16.45 ------------------------------------------------------------------ Total return (%) 8.44 9.03 20.39 (15.32) (25.11) RATIOS/SUPPLEMENTAL DATA (%) - ----------------------------------------------------------------------------------------------------------------------- Ratios to average net assets: Net operating expenses 0.37 0.37 0.36 0.35 0.35 Gross operating expenses 0.40 0.45 0.46 0.46 0.46 Net investment income 1.74 1.35 1.45 1.21 0.95 Portfolio turnover rate 4 3 3 8 4 Net assets, end of period ($ x 1,000,000) 3,666 3,849 3,510 2,760 3,070
See financial notes. 25 SCHWAB S&P 500 INDEX FUND FINANCIAL HIGHLIGHTS
11/1/04- 11/1/03- 11/1/02- 11/1/01- 11/1/00- SELECT SHARES 10/31/05 10/31/04 10/31/03 10/31/02 10/31/01 - ---------------------------------------------------------------------------------------------------------------------- PER-SHARE DATA ($) - ---------------------------------------------------------------------------------------------------------------------- Net asset value at beginning of period 17.68 16.41 13.83 16.50 22.21 ----------------------------------------------------------------- Income or loss from investment operations: Net investment income 0.36 0.26 0.24 0.22 0.20 Net realized and unrealized gains or losses 1.16 1.24 2.57 (2.69) (5.71) ----------------------------------------------------------------- Total income or loss from investment operations 1.52 1.50 2.81 (2.47) (5.51) Less distributions: Dividends from net investment income (0.32) (0.23) (0.23) (0.20) (0.20) ----------------------------------------------------------------- Net asset value at end of period 18.88 17.68 16.41 13.83 16.50 ----------------------------------------------------------------- Total return (%) 8.66 9.25 20.62 (15.20) (24.97) RATIOS/SUPPLEMENTAL DATA (%) - ---------------------------------------------------------------------------------------------------------------------- Ratios to average net assets: Net operating expenses 0.19 0.19 0.19 0.19 0.19 Gross operating expenses 0.25 0.30 0.31 0.31 0.31 Net investment income 1.92 1.53 1.63 1.37 1.11 Portfolio turnover rate 4 3 3 8 4 Net assets, end of period ($ x 1,000,000) 3,938 4,119 3,692 3,029 3,563
26 See financial notes. SCHWAB S&P 500 INDEX FUND
11/1/04- 11/1/03- 11/1/02- 11/1/01- 11/1/00- e.SHARES 10/31/05 10/31/04 10/31/03 10/31/02 10/31/01 - ----------------------------------------------------------------------------------------------------------------------- PER-SHARE DATA ($) - ----------------------------------------------------------------------------------------------------------------------- Net asset value at beginning of period 17.62 16.37 13.79 16.46 22.17 ------------------------------------------------------------------ Income or loss from investment operations: Net investment income 0.39 0.26 0.23 0.23 0.20 Net realized and unrealized gains or losses 1.11 1.21 2.56 (2.71) (5.71) ------------------------------------------------------------------ Total income or loss from investment operations 1.50 1.47 2.79 (2.48) (5.51) Less distributions: Dividends from net investment income (0.31) (0.22) (0.21) (0.19) (0.20) ------------------------------------------------------------------ Net asset value at end of period 18.81 17.62 16.37 13.79 16.46 ------------------------------------------------------------------ Total return (%) 8.58 9.10 20.55 (15.32) (25.02) RATIOS/SUPPLEMENTAL DATA (%) - ----------------------------------------------------------------------------------------------------------------------- Ratios to average net assets: Net operating expenses 0.24 0.28 0.28 0.28 0.28 Gross operating expenses 0.25 0.30 0.31 0.31 0.31 Net investment income 1.88 1.44 1.54 1.28 1.02 Portfolio turnover rate 4 3 3 8 4 Net assets, end of period ($ x 1,000,000) 220 249 246 220 304
See financial notes. 27 SCHWAB S&P 500 INDEX FUND SUMMARY OF PORTFOLIO HOLDINGS as of October 31, 2005 This section shows the fund's 50 largest portfolio holdings in unaffiliated issuers and any holding exceeding 1% of the fund's net assets. The remaining securities held by the fund are grouped as "Other Securities" in each category. You can request a complete schedule of portfolio holdings as of the end of the report period, free of charge, by calling Schwab Funds(R) at 1-800-435-4000. This complete schedule, filed on the fund's Form N-CSR, is also available on the SEC's website at http://www.sec.gov. In addition, the fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. The fund's Form N-Q is available on the SEC's website and may be reviewed and copied at the SEC's Public Reference Room in Washington, D.C. Call 1-800-SEC-0330 for information on the operation of the Public Reference Room. A copy of the fund's most recently filed quarterly schedule of portfolio holdings, included on the fund's Form N-CSR (with respect to the fund's second and fourth fiscal quarters) or Form N-Q (with respect to the fund's first and third fiscal quarters), is available by visiting Schwab's website at www.schwab.com/schwabfunds. We use the symbols below to designate certain characteristics of the securities. With the top ten holdings, the number in the circle is the security's rank among the top ten. For the characteristics of the securities included under "Other Securities", please refer to the complete schedule of portfolio holdings. (1) Top ten holding o Non-income producing security = All or a portion of this security is held as collateral for open futures contracts / Issuer is affiliated with the fund's adviser @ All or a portion of this security is on loan
COST VALUE HOLDINGS BY CATEGORY ($x1,000) ($x1,000) - -------------------------------------------------------------------------------- 99.9% COMMON STOCK 6,588,735 7,815,203 0.0% U.S. TREASURY OBLIGATIONS 692 692 - -------------------------------------------------------------------------------- 99.9% TOTAL INVESTMENTS 6,589,427 7,815,895 1.2% COLLATERAL INVESTED FOR SECURITIES ON LOAN 93,658 93,658 (1.1)% OTHER ASSETS AND LIABILITIES, NET (85,436) - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 7,824,117
% OF NET VALUE SECURITY AND NUMBER OF SHARES ASSETS ($ x 1,000) COMMON STOCK 99.9% of net assets AUTOMOBILES & COMPONENTS 0.6% ------------------------------------------------------------------------- Other Securities 0.6 43,958 BANKS 7.3% ------------------------------------------------------------------------- (7) Bank of America Corp. 2,898,120 1.6 126,764 U.S. Bancorp 1,310,900 0.5 38,776 Wachovia Corp. 1,139,550 0.7 57,570 Wells Fargo & Co. 1,210,516 0.9 72,873 Other Securities 3.6 278,252 -------- ----------- 7.3 574,235 CAPITAL GOODS 8.7% ------------------------------------------------------------------------- 3M Co. 552,603 0.5 41,987 The Boeing Co. 593,330 0.5 38,353 =(1) General Electric Co. 7,564,419 3.3 256,509 Tyco International Ltd. 1,441,577 0.5 38,043 United Technologies Corp. 726,861 0.5 37,273 Other Securities 3.4 266,484 -------- ----------- 8.7 678,649 COMMERCIAL SERVICES & SUPPLIES 0.9% ------------------------------------------------------------------------- Other Securities 0.9 68,647 CONSUMER DURABLES & APPAREL 1.2% ------------------------------------------------------------------------- Other Securities 1.2 96,985 DIVERSIFIED FINANCIALS 8.2% ------------------------------------------------------------------------- American Express Co. 896,504 0.6 44,619 / The Charles Schwab Corp. 745,315 0.1 11,329 (4) Citigroup, Inc. 3,708,732 2.2 169,786 Goldman Sachs Group, Inc. 326,946 0.5 41,316 JPMorgan Chase & Co. 2,537,862 1.2 92,936 Merrill Lynch & Co., Inc. 673,026 0.6 43,572 Morgan Stanley 784,609 0.5 42,691 Other Securities 2.5 196,344 -------- ----------- 8.2 642,593
28 See financial notes. SCHWAB S&P 500 INDEX FUND
% OF NET VALUE SECURITY AND NUMBER OF SHARES ASSETS ($ x 1,000) ENERGY 9.5% --------------------------------------------------------------------------- ChevronTexaco Corp. 1,622,963 1.2 92,622 ConocoPhillips 1,005,577 0.8 65,745 =(2) Exxon Mobil Corp. 4,532,210 3.3 254,438 Schlumberger Ltd. 421,406 0.5 38,251 Other Securities 3.7 287,754 -------- ----------- 9.5 738,810 FOOD & STAPLES RETAILING 2.4% --------------------------------------------------------------------------- Wal-Mart Stores, Inc. 1,783,886 1.1 84,396 Other Securities 1.3 105,104 -------- ----------- 2.4 189,500 FOOD BEVERAGE & TOBACCO 4.9% --------------------------------------------------------------------------- (10) Altria Group, Inc. 1,475,494 1.4 110,736 The Coca-Cola Co. 1,503,274 0.8 64,310 PepsiCo, Inc. 1,199,296 0.9 70,854 Other Securities 1.8 134,823 -------- ----------- 4.9 380,723 HEALTH CARE EQUIPMENT & SERVICES 5.2% --------------------------------------------------------------------------- Medtronic, Inc. 866,206 0.6 49,079 UnitedHealth Group, Inc. 916,297 0.7 53,044 Other Securities 3.9 307,230 -------- ----------- 5.2 409,353 HOTELS RESTAURANTS & LEISURE 1.4% --------------------------------------------------------------------------- Other Securities 1.4 112,275 HOUSEHOLD & PERSONAL PRODUCTS 2.5% --------------------------------------------------------------------------- =(5) Procter & Gamble Co. 2,439,958 1.7 136,613 Other Securities 0.8 55,739 -------- ----------- 2.5 192,352 INSURANCE 4.8% --------------------------------------------------------------------------- (8) American International Group, Inc. 1,871,723 1.6 121,288 Other Securities 3.2 253,070 -------- ----------- 4.8 374,358 MATERIALS 2.9% --------------------------------------------------------------------------- Other Securities 2.9 230,356 MEDIA 3.4% --------------------------------------------------------------------------- o Comcast Corp., Class A 1,579,531 0.6 43,958 Time Warner, Inc. 3,391,284 0.8 60,467 Viacom, Inc., Class B 1,154,698 0.4 35,761 Other Securities 1.6 126,229 -------- ----------- 3.4 266,415 PHARMACEUTICALS & BIOTECHNOLOGY 7.9% --------------------------------------------------------------------------- Abbott Laboratories 1,110,600 0.6 47,811 o Amgen, Inc. 886,202 0.9 67,139 Eli Lilly & Co. 805,300 0.5 40,096 (6) Johnson & Johnson 2,136,946 1.7 133,816 Merck & Co., Inc. 1,577,888 0.6 44,528 (9) Pfizer, Inc. 5,318,550 1.5 115,625 Wyeth 968,895 0.5 43,174 Other Securities 1.6 128,288 -------- ----------- 7.9 620,477 REAL ESTATE 0.7% --------------------------------------------------------------------------- Other Securities 0.7 57,636 RETAILING 3.8% --------------------------------------------------------------------------- @ Home Depot, Inc. 1,527,260 0.8 62,679 Other Securities 3.0 237,676 -------- ----------- 3.8 300,355 SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 3.1% --------------------------------------------------------------------------- Intel Corp. 4,395,616 1.3 103,297 Other Securities 1.8 139,576 -------- ----------- 3.1 242,873 SOFTWARE & SERVICES 5.2% --------------------------------------------------------------------------- =(3) Microsoft Corp. 6,606,793 2.2 169,795 Other Securities 3.0 235,160 -------- ----------- 5.2 404,955 TECHNOLOGY HARDWARE & EQUIPMENT 7.0% --------------------------------------------------------------------------- o Cisco Systems, Inc. 4,576,968 1.0 79,868 o Dell, Inc. 1,722,383 0.7 54,910 Hewlett-Packard Co. 2,067,149 0.8 57,963 International Business Machines Corp. 1,151,594 1.2 94,293
See financial notes. 29 SCHWAB S&P 500 INDEX FUND SUMMARY OF PORTFOLIO HOLDINGS continued
% OF NET VALUE SECURITY AND NUMBER OF SHARES ASSETS ($ x 1,000) Motorola, Inc. 1,783,756 0.5 39,528 Qualcomm, Inc. 1,169,944 0.6 46,517 Other Securities 2.2 170,204 -------- ----------- 7.0 543,283 TELECOMMUNICATION SERVICES 3.1% --------------------------------------------------------------------------- SBC Communications, Inc. 2,357,762 0.7 56,233 Sprint Corp. (FON Group) 2,084,463 0.6 48,589 Verizon Communications, Inc. 1,981,776 0.8 62,446 Other Securities 1.0 73,899 -------- ----------- 3.1 241,167 TRANSPORTATION 1.8% --------------------------------------------------------------------------- United Parcel Service, Inc., Class B 797,790 0.7 58,191 Other Securities 1.1 78,311 -------- ----------- 1.8 136,502 UTILITIES 3.4% --------------------------------------------------------------------------- Other Securities 3.4 268,746
SECURITY RATE, MATURITY DATE FACE AMOUNT ($ x 1,000) U.S. TREASURY OBLIGATIONS 0.0% of net assets = U.S. Treasury Bills 3.40%-3.47%, 12/15/05 695 0.0 692
END OF INVESTMENTS.
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) COLLATERAL INVESTED FOR SECURITIES ON LOAN 1.2% of net assets SHORT-TERM INVESTMENT 1.2% --------------------------------------------------------------------------- Securities Lending Investment Fund 93,657,666 93,658
END OF COLLATERAL INVESTED FOR SECURITIES ON LOAN. In addition to the above, the fund held the following at 10/31/05. All numbers x $1,000 except number of contracts. FUTURES CONTRACTS
Number of Contract Unrealized Contracts Value Gains S&P 500 Index e-mini, Long Expires 12/18/05 50 3,025 42
30 See financial notes. SCHWAB S&P 500 INDEX FUND Statement of ASSETS AND LIABILITIES As of October 31, 2005. All numbers x 1,000 except NAV. ASSETS - -------------------------------------------------------------------------------- Investments, at value (including $92,279 of securities on loan) $7,815,895 a Collateral invested for securities on loan 93,658 Receivables: Fund shares sold 5,698 Dividends 7,173 Investments sold 4,998 Due from brokers for futures 34 Income from securities on loan 19 Prepaid expenses + 76 -------------- TOTAL ASSETS 7,927,551 LIABILITIES - -------------------------------------------------------------------------------- Collateral invested for securities on loan 93,658 Bank overdraft 1,045 Payables: Fund shares redeemed 8,177 Interest expense 50 Investment adviser and administrator fees 51 Transfer agent and shareholder service fees 132 Trustee fees 1 Accrued expenses + 320 -------------- TOTAL LIABILITIES 103,434 NET ASSETS - -------------------------------------------------------------------------------- TOTAL ASSETS 7,927,551 TOTAL LIABILITIES - 103,434 -------------- NET ASSETS $7,824,117 NET ASSETS BY SOURCE Capital received from investors 7,316,267 Net investment income not yet distributed 100,796 Net realized capital losses (819,456) b Net unrealized capital gains 1,226,510 b NET ASSET VALUE (NAV) BY SHARE CLASS SHARES SHARE CLASS NET ASSETS / OUTSTANDING = NAV Investor Shares $3,666,167 195,079 $18.79 Select Shares $3,937,976 208,606 $18.88 e.Shares $219,974 11,692 $18.81
Unless stated, all numbers x 1,000. a The fund paid $6,589,427 for these securities. Not counting short-term obligations and government securities, the fund's security transactions during the period were: Purchases $348,154 Sales/maturities $1,278,559 The fund's total security transactions (including transactions related to the redemption-in-kind) with other Schwab Funds(R) during the period were $515,008. b These derive from investments and futures. FEDERAL TAX DATA -------------------------------------------------------- PORTFOLIO COST $6,654,355 NET UNREALIZED GAINS AND LOSSES: Gains $2,253,612 Losses + (1,092,072) -------------- $1,161,540 NET UNDISTRIBUTED EARNINGS: Ordinary income $100,796 Long-term capital gains $-- UNUSED CAPITAL LOSSES: Expires 10/31 of: Loss amount 2008 $26,504 2009 50,224 2010 400,268 2011 72,381 2012 29,212 2013 + 175,897 -------------- $754,486 THE FOLLOWING RECLASSIFICATIONS WERE MADE AS A RESULT OF THE REDEMPTION- IN-KIND WITH OTHER SCHWAB FUNDS: RECLASSIFICATIONS: Capital received from investors $231,642 Reclassified as: Realized capital losses ($231,642) See financial notes. 31 SCHWAB S&P 500 INDEX FUND Statement of OPERATIONS For November 1, 2004 through October 31, 2005. All numbers x 1,000. INVESTMENT INCOME - -------------------------------------------------------------------------------- Dividends $172,556 Interest 100 Lending of securities + 772 ------------ TOTAL INVESTMENT INCOME 173,428 NET REALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net realized gains on investments 76,428 a Net realized gains on futures contracts + 1,254 ------------ NET REALIZED GAINS 77,682 NET UNREALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net unrealized gains on investments 465,017 Net unrealized losses on futures contracts + (26) ------------ NET UNREALIZED GAINS 464,991 EXPENSES - -------------------------------------------------------------------------------- Investment adviser and administrator fees 9,693 b Transfer agent and shareholder service fees: Investor Shares 9,732 c Select Shares 4,088 c e.Shares 242 c Trustees' fees 68 d Custodian fees 240 Portfolio accounting fees 1,089 Professional fees 55 Registration fees 146 Shareholder reports 473 Interest expense 144 Other expenses + 113 ------------ Total expenses 26,083 Expense reduction - 3,310 e ------------ NET EXPENSES 22,773 INCREASE IN NET ASSETS FROM OPERATIONS - -------------------------------------------------------------------------------- TOTAL INVESTMENT INCOME 173,428 NET EXPENSES - 22,773 ------------ NET INVESTMENT INCOME 150,655 NET REALIZED GAINS 77,682 f NET UNREALIZED GAINS + 464,991 f ------------ INCREASE IN NET ASSETS FROM OPERATIONS $693,328
Unless stated, all numbers x 1,000. a Includes gains of $232,619 from redemption-in-kind by other Schwab Funds(R). b Calculated as a percentage of average daily net assets: 0.15% of the first $500 million; 0.09% of the next $4.5 billion; 0.08% of the next $5 billion; and 0.07% of the assets beyond that. These fees are paid to Charles Schwab Investments Management, Inc. (CSIM). Prior to February 28, 2005, these fees were calculated as a percentage of average daily net assets: 0.20% of the first $500 million and 0.17% of the assets beyond that. c Calculated as a percentage of average daily net assets: for transfer agent services, 0.05% of the fund's assets; for shareholder services, 0.20%, 0.05%, and 0.05% of the assets of each respective share class. These fees are paid to Charles Schwab & Co., Inc. (Schwab). d For the fund's independent trustees only. e Includes $546 from the investment adviser (CSIM) and $2,764 from the transfer agent and shareholder service agent (Schwab). These reductions reflect a guarantee by CSIM and Schwab to limit the net operating expenses of this fund through February 27, 2006, as follows: % OF AVERAGE SHARE CLASS DAILY NET ASSETS -------------------------------------- Investor Shares 0.37 Select Shares 0.19 e.Shares 0.28 These limits exclude interest, taxes and certain non-routine expenses. f These add up to a net gain on investments of $542,673. 32 See financial notes. SCHWAB S&P 500 INDEX FUND Statements of CHANGES IN NET ASSETS For the current and prior report periods. All numbers x 1,000.
OPERATIONS - -------------------------------------------------------------------------------- 11/1/04-10/31/05 11/1/03-10/31/04 Net investment income $150,655 $115,762 Net realized gains or losses 77,682 (33,884) Net unrealized gains + 464,991 600,470 -------------------------------------- INCREASE IN NET ASSETS FROM OPERATIONS 693,328 682,348 DISTRIBUTIONS PAID - -------------------------------------------------------------------------------- DIVIDENDS FROM NET INVESTMENT INCOME Investor Shares 64,372 46,375 Select Shares 75,732 52,459 e.Shares + 4,246 3,356 -------------------------------------- TOTAL DIVIDENDS FROM NET INVESTMENT INCOME $144,350 $102,190 a,b
TRANSACTIONS IN FUND SHARES - -------------------------------------------------------------------------------- 11/1/04-10/31/05 11/1/03-10/31/04 SHARES VALUE SHARES VALUE SHARES SOLD Investor Shares 24,608 $453,452 43,461 $748,116 Select Shares 44,426 826,293 48,984 845,969 e.Shares + 2,521 46,535 3,507 60,506 ---------------------------------------------------- TOTAL SHARES SOLD 71,555 $1,326,280 95,952 $1,654,591 SHARES REINVESTED Investor Shares 3,370 $61,509 2,680 $44,333 Select Shares 3,694 67,604 2,844 47,146 e.Shares + 210 3,838 182 3,018 ---------------------------------------------------- TOTAL SHARES REINVESTED 7,274 $132,951 5,706 $94,497 SHARES REDEEMED Investor Shares (51,474) ($955,673) (42,120) ($725,021) Select Shares (72,497) (1,349,747) (43,789) (755,806) c e.Shares + (5,182) (96,047) (4,554) (78,428) ---------------------------------------------------- TOTAL SHARES REDEEMED (129,153) ($2,401,467) (90,463) ($1,559,255) d NET TRANSACTIONS IN FUND SHARES (50,324) ($942,236) 11,195 $189,833
SHARES OUTSTANDING AND NET ASSETS - -------------------------------------------------------------------------------- 11/1/04-10/31/05 11/1/03-10/31/04 SHARES NET ASSETS SHARES NET ASSETS Beginning of period 465,701 $8,217,375 454,506 $7,447,384 Total increase or decrease + (50,324) (393,258) 11,195 769,991 ---------------------------------------------------- END OF PERIOD 415,377 $7,824,117 465,701 $8,217,375 e
a UNAUDITED For corporations, 100% of the fund's dividends for the report period qualify for the dividends-received deduction. The fund designates $144,350 of the dividend distribution for the fiscal year ended 10/31/05 as qualified dividends for the purpose of the maximum rate under Section 1(h)(ii) of the Internal Revenue Code. Shareholders will be notified in January 2006 via IRS Form 1099 of the amounts for use in preparing their 2005 income tax return. b The tax-basis components of distributions for the period ended 10/31/05 are: CURRENT PRIOR PERIOD PERIOD Ordinary income $144,350 $102,190 LT Cap. Gains $-- $-- c For the current period, includes redemption-in-kind by other Schwab Funds(R) as follows: MARKETTRACK SHARES VALUE All Equity Portfolio 11,054 $206,923 Growth Portfolio 7,857 $147,092 Balanced Portfolio 4,089 $76,546 d For shares purchased on or before 4/29/05 and held less than 180 days, the fund charges 0.75% redemption fee. For shares purchased after 4/29/05 and held less than 30 days, the fund charges 2.00% redemption fee. CURRENT PRIOR PERIOD PERIOD Investor Shares $192 $238 Select Shares 200 238 e.Shares + 15 + 10 ------------------- TOTAL $407 $486 e Includes distributable net investment income in the amount of $100,796 and $94,491 at the end of the current period and prior period, respectively. Percent of fund shares owned by other Schwab Funds(R) as of the end of the current period: SCHWAB MARKETTRACK PORTFOLIOS Conservative Portfolio 0.6% See financial notes. 33 SCHWAB 1000 INDEX(R) FUND FINANCIAL STATEMENTS FINANCIAL HIGHLIGHTS
11/1/04- 11/1/03- 11/1/02- 11/1/01- 11/1/00- INVESTOR SHARES 10/31/05 10/31/04 10/31/03 10/31/02 10/31/01 - ------------------------------------------------------------------------------------------------------------------------- PER-SHARE DATA ($) - ------------------------------------------------------------------------------------------------------------------------- Net asset value at beginning of period 32.54 30.25 25.25 29.57 39.95 -------------------------------------------------------------------- Income or loss from investment operations: Net investment income 0.55 0.37 0.33 0.31 0.26 Net realized and unrealized gains or losses 2.70 2.26 4.99 (4.36) (10.40) -------------------------------------------------------------------- Total income or loss from investment operations 3.25 2.63 5.32 (4.05) (10.14) Less distributions: Dividends from net investment income (0.48) (0.34) (0.32) (0.27) (0.24) -------------------------------------------------------------------- Net asset value at end of period 35.31 32.54 30.25 25.25 29.57 -------------------------------------------------------------------- Total return (%) 10.04 8.78 21.34 (13.87) (25.50) RATIOS/SUPPLEMENTAL DATA (%) - ------------------------------------------------------------------------------------------------------------------------- Ratios to average net assets: Net operating expenses 0.50 0.50 0.49 0.46 0.46 Gross operating expenses 0.50 0.50 0.51 0.52 0.51 Net investment income 1.49 1.15 1.27 1.04 0.78 Portfolio turnover rate 6 5 5 9 8 Net assets, end of period ($ x 1,000,000) 4,166 4,258 3,974 3,223 3,852
34 See financial notes. SCHWAB 1000 INDEX FUND
11/1/04- 11/1/03- 11/1/02- 11/1/01- 11/1/00- SELECT SHARES 10/31/05 10/31/04 10/31/03 10/31/02 10/31/01 - ------------------------------------------------------------------------------------------------------------------------- PER-SHARE DATA ($) - ------------------------------------------------------------------------------------------------------------------------- Net asset value at beginning of period 32.56 30.27 25.26 29.58 39.98 -------------------------------------------------------------------- Income or loss from investment operations: Net investment income 0.56 0.42 0.37 0.35 0.31 Net realized and unrealized gains or losses 2.74 2.25 4.99 (4.36) (10.41) -------------------------------------------------------------------- Total income or loss from investment operations 3.30 2.67 5.36 (4.01) (10.10) Less distributions: Dividends from net investment income (0.52) (0.38) (0.35) (0.31) (0.30) -------------------------------------------------------------------- Net asset value at end of period 35.34 32.56 30.27 25.26 29.58 -------------------------------------------------------------------- Total return (%) 10.21 8.90 21.52 (13.77) (25.40) RATIOS/SUPPLEMENTAL DATA (%) - ------------------------------------------------------------------------------------------------------------------------- Ratios to average net assets: Net operating expenses 0.35 0.35 0.35 0.35 0.35 Gross operating expenses 0.35 0.35 0.36 0.37 0.36 Net investment income 1.63 1.30 1.41 1.15 0.89 Portfolio turnover rate 6 5 5 9 8 Net assets, end of period ($ x 1,000,000) 2,328 2,138 1,996 1,588 1,911
See financial notes. 35 SCHWAB 1000 INDEX FUND SUMMARY OF PORTFOLIO HOLDINGS as of October 31, 2005 This section shows the fund's 50 largest portfolio holdings in unaffiliated issuers and any holding exceeding 1% of the fund's net assets. The remaining securities held by the fund are grouped as "Other Securities" in each category. You can request a complete schedule of portfolio holdings as of the end of the report period, free of charge, by calling Schwab Funds(R) at 1-800-435-4000. This complete schedule, filed on the fund's Form N-CSR, is also available on the SEC's website at http://www.sec.gov. In addition, the fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. The fund's Form N-Q is available on the SEC's website and may be reviewed and copied at the SEC's Public Reference Room in Washington, D.C. Call 1-800-SEC-0330 for information on the operation of the Public Reference Room. A copy of the fund's most recently filed quarterly schedule of portfolio holdings, included on the fund's Form N-CSR (with respect to the fund's second and fourth fiscal quarters) or Form N-Q (with respect to the fund's first and third fiscal quarters), is available by visiting Schwab's website at www.schwab.com/schwabfunds. We use the symbols below to designate certain characteristics of the securities. With the top ten holdings, the number in the circle is the security's rank among the top ten. For the characteristics of the securities included under "Other Securities" and for securities valued at fair value, please refer to the complete schedule of portfolio holdings. (1) Top ten holding O Non-income producing security = All or a portion of this security is held as collateral for open futures contracts / Issuer is affiliated with the fund's adviser @ All or a portion of this security is on loan
COST VALUE HOLDINGS BY CATEGORY ($ x 1,000) ($ x 1,000) - -------------------------------------------------------------------------------- 99.8% COMMON STOCK 3,537,111 6,483,237 0.1% SHORT-TERM INVESTMENT 5,430 5,430 0.0% U.S. TREASURY OBLIGATION 398 398 - -------------------------------------------------------------------------------- 99.9% TOTAL INVESTMENTS 3,542,939 6,489,065 3.7% COLLATERAL INVESTED FOR SECURITIES ON LOAN 235,290 235,290 (3.6)% OTHER ASSETS AND LIABILITIES, NET (230,804) - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 6,493,551
% OF NET VALUE SECURITY AND NUMBER OF SHARES ASSETS ($ x 1,000) COMMON STOCK 99.8% of net assets AUTOMOBILES & COMPONENTS 0.5% ------------------------------------------------------------------------- Other Securities 0.5 35,062 BANKS 7.1% ------------------------------------------------------------------------- (8) Bank of America Corp. 1,971,067 1.3 86,214 U.S. Bancorp 915,765 0.4 27,088 Wachovia Corp. 785,243 0.6 39,671 Wells Fargo & Co. 829,067 0.8 49,910 Other Securities 4.0 255,967 -------- ----------- 7.1 458,850 CAPITAL GOODS 7.4% ------------------------------------------------------------------------- 3M Co. 383,920 0.4 29,170 The Boeing Co. 408,604 0.4 26,412 =(2) General Electric Co. 5,117,534 2.7 173,536 Other Securities 3.9 251,833 -------- ----------- 7.4 480,951 COMMERCIAL SERVICES & SUPPLIES 1.2% ------------------------------------------------------------------------- Other Securities 1.2 77,000 CONSUMER DURABLES & APPAREL 1.5% ------------------------------------------------------------------------- Other Securities 1.5 97,684 DIVERSIFIED FINANCIALS 7.5% ------------------------------------------------------------------------- American Express Co. 618,788 0.5 30,797 / The Charles Schwab Corp. 666,890 0.2 10,137 (4) Citigroup, Inc. 2,523,200 1.8 115,512 Goldman Sachs Group, Inc. 233,670 0.5 29,529 JPMorgan Chase & Co. 1,753,831 1.0 64,225 Merrill Lynch & Co., Inc. 453,215 0.5 29,341 Morgan Stanley 535,123 0.4 29,116 Other Securities 2.6 177,072 -------- ----------- 7.5 485,729 ENERGY 8.8% ------------------------------------------------------------------------- @ Chevron Texaco Corp. 1,121,151 1.0 63,984
36 See financial notes. SCHWAB 1000 INDEX FUND
% OF NET VALUE SECURITY AND NUMBER OF SHARES ASSETS ($ x 1,000) ConocoPhillips 678,682 0.7 44,372 (1) Exxon Mobil Corp. 3,097,377 2.7 173,887 Schlumberger Ltd. 287,603 0.4 26,106 Other Securities 4.0 264,531 -------- ----------- 8.8 572,880 FOOD & STAPLES RETAILING 2.7% ------------------------------------------------------------------------- =(5) Wal-Mart Stores, Inc. 2,017,892 1.5 95,466 Other Securities 1.2 79,779 -------- ----------- 2.7 175,245 FOOD BEVERAGE & TOBACCO 5.0% ------------------------------------------------------------------------- Altria Group, Inc. 1,001,686 1.2 75,177 The Coca-Cola Co. 1,195,903 0.8 51,161 PepsiCo, Inc. 829,508 0.8 49,007 Other Securities 2.2 147,929 -------- ----------- 5.0 323,274 HEALTH CARE EQUIPMENT & SERVICES 5.1% ------------------------------------------------------------------------- Medtronic, Inc. 595,108 0.5 33,719 UnitedHealth Group, Inc. 630,168 0.6 36,480 Other Securities 4.0 263,256 -------- ----------- 5.1 333,455 HOTELS RESTAURANTS & LEISURE 1.7% ------------------------------------------------------------------------- Other Securities 1.7 113,138 HOUSEHOLD & PERSONAL PRODUCTS 2.1% ------------------------------------------------------------------------- =(6) Procter & Gamble Co. 1,682,360 1.5 94,195 Other Securities 0.6 43,929 -------- ----------- 2.1 138,124 INSURANCE 5.6% ------------------------------------------------------------------------- (9) American International Group, Inc. 1,278,239 1.3 82,830 o Berkshire Hathaway, Inc., Class A 766 1.0 65,799 Other Securities 3.3 216,355 -------- ----------- 5.6 364,984 MATERIALS 3.1% ------------------------------------------------------------------------- Other Securities 3.1 199,965 MEDIA 4.0% ------------------------------------------------------------------------- @o Comcast Corp., Class A 1,107,239 0.5 30,814 @ Time Warner, Inc. 2,167,003 0.6 38,638 Other Securities 2.9 192,952 -------- ----------- 4.0 262,404 PHARMACEUTICALS & BIOTECHNOLOGY 7.7% ------------------------------------------------------------------------- Abbott Laboratories 760,007 0.5 32,718 o Amgen, Inc. 619,877 0.7 46,962 Eli Lilly & Co. 546,393 0.4 27,205 o Genentech, Inc. 506,813 0.7 45,917 (7) Johnson & Johnson 1,453,305 1.4 91,006 Merck & Co., Inc. 1,090,550 0.5 30,775 (10) Pfizer, Inc. 3,636,919 1.2 79,067 Wyeth 658,266 0.5 29,332 Other Securities 1.8 115,403 -------- ----------- 7.7 498,385 REAL ESTATE 1.7% ------------------------------------------------------------------------- Other Securities 1.7 110,340 RETAILING 4.0% ------------------------------------------------------------------------- Home Depot, Inc. 1,035,686 0.7 42,505 Other Securities 3.3 219,522 -------- ----------- 4.0 262,027 SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 2.8% ------------------------------------------------------------------------- Intel Corp. 3,042,293 1.1 71,494 Other Securities 1.7 108,188 -------- ----------- 2.8 179,682 SOFTWARE & SERVICES 6.1% ------------------------------------------------------------------------- o Google, Inc., Class A 133,618 0.8 49,725 =(3) Microsoft Corp. 5,213,207 2.1 133,979 o Oracle Corp. 2,561,449 0.5 32,479 Other Securities 2.7 181,948 -------- ----------- 6.1 398,131
See financial notes. 37 SCHWAB 1000 INDEX FUND SUMMARY OF PORTFOLIO HOLDINGS continued
% OF NET VALUE SECURITY AND NUMBER OF SHARES ASSETS ($ x 1,000) TECHNOLOGY HARDWARE & EQUIPMENT 6.3% ------------------------------------------------------------------------- o Cisco Systems, Inc. 3,213,218 0.9 56,071 o Dell, Inc. 1,202,423 0.6 38,333 Hewlett-Packard Co. 1,438,272 0.6 40,329 International Business Machines Corp. 797,737 1.0 65,319 Qualcomm, Inc. 805,483 0.5 32,026 Other Securities 2.7 175,370 -------- ----------- 6.3 407,448 TELECOMMUNICATION SERVICES 2.8% ------------------------------------------------------------------------- SBC Communications, Inc. 1,625,177 0.6 38,761 Sprint Corp. (FON Group) 1,367,507 0.5 31,877 Verizon Communications, Inc. 1,361,951 0.7 42,915 Other Securities 1.0 66,921 -------- ----------- 2.8 180,474 TRANSPORTATION 1.7% ------------------------------------------------------------------------- United Parcel Service, Inc., Class B 552,244 0.6 40,281 Other Securities 1.1 66,601 -------- ----------- 1.7 106,882 UTILITIES 3.4% ------------------------------------------------------------------------- Other Securities 3.4 221,123 SHORT-TERM INVESTMENT 0.1% of net assets Provident Institutional TempFund 5,429,809 0.1 5,430
SECURITY RATE, MATURITY DATE FACE AMOUNT ($ x 1,000) U.S. TREASURY OBLIGATION 0.0% of net assets = U.S. Treasury Bill 3.35%, 12/15/05 400 0.0 398
END OF INVESTMENTS.
SECURITY FACE AMOUNT VALUE RATE, MATURITY DATE ($ x 1,000) ($ x 1,000) COLLATERAL INVESTED FOR SECURITIES ON LOAN 3.7% of net assets COMMERCIAL PAPER & OTHER CORPORATE OBLIGATIONS 0.1% ------------------------------------------------------------------------- Skandinav Enskilda Bank 3.94%, 11/17/05 3,486 3,486
SECURITY AND NUMBER OF SHARES SHORT-TERM INVESTMENTS 3.6% ------------------------------------------------------------------------- Institutional Money Market Trust 164,341,566 164,342
SECURITY FACE AMOUNT RATE, MATURITY DATE ($ x 1,000) National City Bank, Time Deposit 3.98%, 11/01/05 57,906 57,906 Nordea Bank, Time Deposit 4.03%, 11/01/05 4,778 4,778 Rabobank, Time Deposit 4.03%, 11/01/05 4,778 4,778 ----------- 231,804
END OF COLLATERAL INVESTED FOR SECURITIES ON LOAN. 38 See financial notes. SCHWAB 1000 INDEX FUND In addition to the above, the fund held the following at 10/31/05. All numbers x $1,000 except number of contracts. FUTURES CONTRACTS
Number of Contract Unrealized Contracts Value Losses S&P 500 Index e-mini, Long Expires 12/18/05 50 3,025 (8)
See financial notes. 39 SCHWAB 1000 INDEX FUND Statement of ASSETS AND LIABILITIES As of October 31, 2005. All numbers x 1,000 except NAV. ASSETS - -------------------------------------------------------------------------------- Investments, at value (including $228,955 of securities on loan) $6,489,065 a Collateral invested for securities on loan 235,290 Receivables: Fund shares sold 4,080 Interest 4 Dividends 5,280 Income from securities on loan 105 Prepaid expenses + 67 -------------- TOTAL ASSETS 6,733,891 LIABILITIES - -------------------------------------------------------------------------------- Collateral invested for securities on loan 235,290 Payables: Fund shares redeemed 4,523 Due to brokers from futures 8 Interest expense 26 Investment adviser and administrator fees 117 Transfer agent and shareholder service fees 103 Trustee fees 1 Accrued expenses + 272 -------------- TOTAL LIABILITIES 240,340 NET ASSETS - -------------------------------------------------------------------------------- TOTAL ASSETS 6,733,891 TOTAL LIABILITIES - 240,340 -------------- NET ASSETS $6,493,551 NET ASSETS BY SOURCE Capital received from investors 3,993,831 Net investment income not yet distributed 67176 Net realized capital losses (513,574) b Net unrealized capital gains 2,946,118 b NET ASSET VALUE (NAV) BY SHARE CLASS SHARES SHARE CLASS NET ASSETS / OUTSTANDING = NAV Investor Shares $4,165,812 117,989 $35.31 Select Shares $2,327,739 65,873 $35.34
Unless stated, all numbers x 1,000. a The fund paid $3,542,939 for these securities. Not counting short-term obligations and government securities, the fund's security transactions during the period were: Purchases $373,854 Sales/maturities $795,419 The fund's total security transactions with other Schwab Funds(R) during the period were $132,041. b These derive from investments and futures. FEDERAL TAX DATA ---------------------------------------------- PORTFOLIO COST $3,547,691 NET UNREALIZED GAINS AND LOSSES: Gains $3,251,927 Losses + (310,553) -------------- $2,941,374 NET UNDISTRIBUTED EARNINGS: Ordinary income $67,176 Long-term capital gains $-- CAPITAL LOSSES UTILIZED $30,478 UNUSED CAPITAL LOSSES: Expires 10/31 of: Loss amount 2009 82,442 2010 250,409 2011 164,037 2012 + 11,942 -------------- $508,830 RECLASSIFICATIONS: Net realized capital gains $189 Reclassified as: Net investment income not yet distributed ($189) 40 See financial notes. SCHWAB 1000 INDEX FUND Statement of OPERATIONS For November 1, 2004 through October 31, 2005. All numbers x 1,000. INVESTMENT INCOME - -------------------------------------------------------------------------------- Dividends $129,880 a Interest 58 Lending of securities + 1,268 ------------ TOTAL INVESTMENT INCOME 131,206 NET REALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net realized gains on investments 44,606 Net realized gains on futures contracts + 838 ------------ NET REALIZED GAINS 45,444 NET UNREALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net unrealized gains on investments 485,694 Net unrealized losses on futures contracts + (95) ------------ NET UNREALIZED GAINS 485,599 EXPENSES - -------------------------------------------------------------------------------- Investment adviser and administrator fees 14,690 b Transfer agent and shareholder service fees: Investor Shares 10,872 c Select Shares 2,243 c Trustees' fees 54 d Custodian fees 201 Portfolio accounting fees 864 Professional fees 55 Registration fees 144 Shareholder reports 412 Interest expense 88 Other expenses + 91 ------------ Total expenses 29,714 e INCREASE IN NET ASSETS FROM OPERATIONS - -------------------------------------------------------------------------------- TOTAL INVESTMENT INCOME 131,206 NET EXPENSES - 29,714 ------------ NET INVESTMENT INCOME 101,492 NET REALIZED GAINS 45,444 f NET UNREALIZED GAINS + 485,599 f ------------ INCREASE IN NET ASSETS FROM OPERATIONS $632,535
Unless stated, all numbers x 1,000. a Net of $14 foreign withholding tax. b Calculated as a percentage of average daily net assets: 0.30% of the first $500 million; 0.22% of the next $4.5 billion; 0.20% of the next $5 billion; and 0.18% of the assets beyond that. These fees are paid to Charles Schwab Investments Management, Inc. (CSIM). Prior to February 28, 2005, these fees were calculated as a percentage of average daily net assets: 0.30% of the first $500 million and 0.22% of the assets beyond that. c Calculated as a percentage of average daily net assets: for transfer agent services, 0.05% of the fund's assets; for shareholder services, 0.20% and 0.05% of the assets of each respective share class. These fees are paid to Charles Schwab & Co., Inc. (Schwab). d For the fund's independent trustees only. e CSIM and Schwab have guaranteed that the annual net operating expenses (excluding interest, taxes and certain non-routine expenses) through February 27, 2006, will not exceed the fund's average daily net assets as follows: % OF AVERAGE SHARE CLASS DAILY NET ASSETS ------------------------------------ Investor Shares 0.51 Select Shares 0.36 These limits exclude interest, taxes and certain non-routine expenses. f These add up to a net gain on investments of $531,043 See financial notes. 41 SCHWAB 1000 INDEX FUND Statements of CHANGES IN NET ASSETS For the current and prior report periods. All numbers x 1,000.
OPERATIONS - -------------------------------------------------------------------------------- 11/1/04-10/31/05 11/1/03-10/31/04 Net investment income $101,492 $76,032 Net realized gains or losses 45,444 (10,801) Net unrealized gains + 485,599 458,477 ---------------------------------------- INCREASE IN NET ASSETS FROM OPERATIONS 632,535 523,708 DISTRIBUTIONS PAID - -------------------------------------------------------------------------------- DIVIDENDS FROM NET INVESTMENT INCOME Investor Shares 61,678 45,314 Select Shares + 33,954 25,058 ---------------------------------------- TOTAL DIVIDENDS FROM NET INVESTMENT INCOME $95,632 $70,372 a,b
TRANSACTIONS IN FUND SHARES - -------------------------------------------------------------------------------- 11/1/04-10/31/05 11/1/03-10/31/04 SHARES VALUE SHARES VALUE SHARES SOLD Investor Shares 10,950 $375,768 19,479 $619,405 Select Shares + 11,316 393,335 9,808 311,874 ---------------------------------------------------- TOTAL SHARES SOLD 22,266 $769,103 29,287 $931,279 SHARES REINVESTED Investor Shares 1,674 $56,670 1,365 $41,809 Select Shares + 840 28,419 698 21,363 ---------------------------------------------------- TOTAL SHARES REINVESTED 2,514 $85,089 2,063 $63,172 SHARES REDEEMED Investor Shares (25,490) ($881,852) (21,346) ($679,008) Select Shares + (11,930) (410,943) (10,792) (343,161) ---------------------------------------------------- TOTAL SHARES REDEEMED (37,420) ($1,292,795) (32,138) ($1,022,169) c NET TRANSACTIONS IN FUND SHARES (12,640) $(438,603) (788) $(27,718)
SHARES OUTSTANDING AND NET ASSETS - -------------------------------------------------------------------------------- 11/1/04-10/31/05 11/1/03-10/31/04 SHARES NET ASSETS SHARES NET ASSETS Beginning of period 196,502 $6,395,251 197,290 $5,969,633 Total increase or decrease + (12,640) 98,300 (788) 425,618 ---------------------------------------------------- END OF PERIOD 183,862 $6,493,551 196,502 $6,395,251 d
Unless stated, all numbers x 1,000. a UNAUDITED For corporations, 100% of the fund's dividends for the report period qualify for the dividends-received deduction. The fund designates $95,632 of the dividend distribution for the fiscal year ended 10/31/05 as qualified dividends for the purpose of the maximum rate under Section 1(h)(ii) of the Internal Revenue Code. Shareholders will be notified in January 2006 via IRS Form 1099 of the amounts for use in preparing their 2005 income tax return. b The tax-basis components of distributions paid are: CURRENT PRIOR PERIOD PERIOD Ordinary income $95,632 $70,372 Long-term capital gains $-- $-- c For shares purchased on or before 4/29/05 and held less than 180 days, the fund charges 0.75% redemption fee. For shares purchased after 4/29/05 and held less than 30 days, the fund charges 2.00% redemption fee. CURRENT PERIOD: Investor Shares $151 Select Shares + 65 -------- TOTAL $216 PRIOR PERIOD: Investor Shares $218 Select Shares + 83 -------- TOTAL $301 Dollar amounts are net of the redemption fee proceeds. d Includes distributable net investment income in the amount of $67,176 and $61,506 at the end of the current period and prior period, respectively. 42 See financial notes. SCHWAB SMALL-CAP INDEX FUND(R) FINANCIAL STATEMENTS FINANCIAL HIGHLIGHTS
11/1/04- 11/1/03- 11/1/02- 11/1/01- 11/1/00- INVESTOR SHARES 10/31/05 10/31/04 10/31/03 10/31/02 10/31/01 - ------------------------------------------------------------------------------------------------------------------------- PER-SHARE DATA ($) - ------------------------------------------------------------------------------------------------------------------------- Net asset value at beginning of period 19.92 18.22 13.27 15.98 21.06 -------------------------------------------------------------------- Income or loss from investment operations: Net investment income 0.14 0.13 0.11 0.13 0.07 Net realized and unrealized gains or losses 2.38 1.68 4.98 (2.17) (2.76) -------------------------------------------------------------------- Total income or loss from investment operations 2.52 1.81 5.09 (2.04) (2.69) Less distributions: Dividends from net investment income (0.13) (0.11) (0.14) (0.09) (0.08) Distributions from net realized gains -- -- -- (0.58) (2.31) -------------------------------------------------------------------- Total distributions (0.13) (0.11) (0.14) (0.67) (2.39) -------------------------------------------------------------------- Net asset value at end of period 22.31 19.92 18.22 13.27 15.98 -------------------------------------------------------------------- Total return (%) 12.66 9.98 38.72 (13.66) (13.66) RATIOS/SUPPLEMENTAL DATA (%) - ------------------------------------------------------------------------------------------------------------------------- Ratios to average net assets: Net operating expenses 0.58 0.59 0.56 0.49 0.49 Gross operating expenses 0.58 0.59 0.60 0.60 0.61 Net investment income 0.57 0.66 0.74 0.77 0.49 Portfolio turnover rate 40 39 34 44 49 Net assets, end of period ($ x 1,000,000) 823 869 886 722 804
See financial notes. 43 SCHWAB SMALL-CAP INDEX FUND FINANCIAL HIGHLIGHTS
11/1/04- 11/1/03- 11/1/02- 11/1/01- 11/1/00- SELECT SHARES 10/31/05 10/31/04 10/31/03 10/31/02 10/31/01 - ------------------------------------------------------------------------------------------------------------------------ PER-SHARE DATA ($) - ------------------------------------------------------------------------------------------------------------------------ Net asset value at beginning of period 19.96 18.25 13.28 16.00 21.09 ------------------------------------------------------------------- Income or loss from investment operations: Net investment income 0.17 0.17 0.14 0.14 0.11 Net realized and unrealized gains or losses 2.39 1.68 4.99 (2.18) (2.78) ------------------------------------------------------------------- Total income or loss from investment operations 2.56 1.85 5.13 (2.04) (2.67) Less distributions: Dividends from net investment income (0.16) (0.14) (0.16) (0.10) (0.11) Distributions from net realized gains -- -- -- (0.58) (2.31) ------------------------------------------------------------------- Total distributions (0.16) (0.14) (0.16) (0.68) (2.42) ------------------------------------------------------------------- Net asset value at end of period 22.36 19.96 18.25 13.28 16.00 ------------------------------------------------------------------- Total return (%) 12.86 10.16 39.02 (13.62) (13.56) RATIOS/SUPPLEMENTAL DATA (%) - ------------------------------------------------------------------------------------------------------------------------ Ratios to average net assets: Net operating expenses 0.41 0.42 0.41 0.38 0.38 Gross operating expenses 0.43 0.44 0.45 0.45 0.46 Net investment income 0.74 0.82 0.89 0.88 0.60 Portfolio turnover rate 40 39 34 44 49 Net assets, end of period ($ x 1,000,000) 795 761 759 638 727
44 See financial notes. SCHWAB SMALL-CAP INDEX FUND SUMMARY OF PORTFOLIO HOLDINGS as of October 31, 2005 This section shows the fund's 50 largest portfolio holdings in unaffiliated issuers and any holding exceeding 1% of the fund's net assets. The remaining securities held by the fund are grouped as "Other Securities" in each category. You can request a complete schedule of portfolio holdings as of the end of the report period, free of charge, by calling SchwabFunds(R) at 1-800-435-4000. This complete schedule, filed on the fund's Form N-CSR, is also available on the SEC's website at http://www.sec.gov. In addition, the fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. The fund's Form N-Q is available on the SEC's website and may be reviewed and copied at the SEC's Public Reference Room in Washington, D.C. Call 1-800-SEC-0330 for information on the operation of the Public Reference Room. A copy of the fund's most recently filed quarterly schedule of portfolio holdings, included on the fund's Form N-CSR (with respect to the fund's second and fourth fiscal quarters) or Form N-Q (with respect to the fund's first and third fiscal quarters), is available by visiting Schwab's website at www.schwab.com/schwabfunds. We use the symbols below to designate certain characteristics of the securities. With the top ten holdings, the number in the circle is the security's rank among the top ten. For the characteristics of the securities included under "Other Securities", please refer to the complete schedule of portfolio holdings. (1) Top ten holding o Non-income producing security = All or a portion of this security is held as collateral for open futures contracts @ All or a portion of this security is on loan
COST VALUE HOLDINGS BY CATEGORY ($x1,000) ($x1,000) - -------------------------------------------------------------------------------- 99.1% COMMON STOCK 1,252,687 1,603,334 0.8% SHORT-TERM INVESTMENT 12,862 12,862 0.0% U.S. TREASURY OBLIGATIONS 483 483 - -------------------------------------------------------------------------------- 99.9% TOTAL INVESTMENTS 1,266,032 1,616,679 13.4% COLLATERAL INVESTED FOR SECURITIES ON LOAN 216,545 216,545 (13.3)% OTHER ASSETS AND LIABILITIES, NET (215,250) - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 1,617,974
% OF NET VALUE SECURITY AND NUMBER OF SHARES ASSETS ($ x 1,000) COMMON STOCK 99.1% of net assets AUTOMOBILES & COMPONENTS 0.9% ------------------------------------------------------------------------- Other Securities 0.9 14,499 BANKS 8.7% ------------------------------------------------------------------------- Other Securities 8.7 141,550 CAPITAL GOODS 8.6% ------------------------------------------------------------------------- Crane Co. 97,717 0.2 3,025 o Flowserve Corp. 86,629 0.2 3,032 @ GATX Corp. 81,695 0.2 3,053 Kennametal, Inc. 60,398 0.2 3,087 o McDermott International, Inc. 107,475 0.2 3,905 @o The Shaw Group, Inc. 123,985 0.2 3,323 @o USG Corp. 64,943 0.2 3,839 o WESCO International, Inc. 76,376 0.2 3,036 York International Corp. 64,904 0.2 3,642 Other Securities 6.8 109,899 -------- ----------- 8.6 139,841 COMMERCIAL SERVICES & SUPPLIES 3.9% ------------------------------------------------------------------------- Other Securities 3.9 62,617
See financial notes. 45 SCHWAB SMALL-CAP INDEX FUND SUMMARY OF PORTFOLIO HOLDINGS continued
% OF NET VALUE SECURITY AND NUMBER OF SHARES ASSETS ($ x 1,000) CONSUMER DURABLES & APPAREL 3.3% ------------------------------------------------------------------------- Other Securities 3.3 53,647 DIVERSIFIED FINANCIALS 2.0% ------------------------------------------------------------------------- @o CompuCredit Corp. 76,489 0.2 3,352 MoneyGram International, Inc. 131,867 0.2 3,204 Other Securities 1.6 25,663 -------- ----------- 2.0 32,219 ENERGY 7.1% ------------------------------------------------------------------------- Cabot Oil & Gas Corp. 82,102 0.2 3,759 =o(2) Cimarex Energy Co. 126,287 0.3 4,958 Frontier Oil Corp. 89,184 0.2 3,289 (8) Range Resources Corp. 112,016 0.2 3,998 o Spinnaker Exploration Co. 51,243 0.2 3,156 @ St. Mary Land & Exploration Co. 89,860 0.2 3,056 o(4) Todco, Class A 99,877 0.3 4,469 =(1) Vintage Petroleum, Inc. 108,000 0.3 5,604 Other Securities 5.2 83,127 -------- ----------- 7.1 115,416 FOOD & STAPLES RETAILING 0.7% ------------------------------------------------------------------------- Other Securities 0.7 10,660 FOOD BEVERAGE & TOBACCO 1.3% ------------------------------------------------------------------------- Other Securities 1.3 21,100 HEALTH CARE EQUIPMENT & SERVICES 7.5% ------------------------------------------------------------------------- @o Advanced Medical Optics, Inc. 101,894 0.2 3,636 @o(3) Cerner Corp. 58,675 0.3 4,955 =o(5) Intuitive Surgical, Inc. 49,955 0.3 4,433 =o LifePoint Hospitals, Inc. 81,441 0.2 3,184 = Mentor Corp. 70,133 0.2 3,156 =o Pediatrix Medical Group, Inc. 39,726 0.2 3,061 =o Sierra Health Services, Inc. 43,728 0.2 3,280 =o VCA Antech, Inc. 135,670 0.2 3,500 Other Securities 5.7 91,622 -------- ----------- 7.5 120,827 HOTELS RESTAURANTS & LEISURE 3.0% ------------------------------------------------------------------------- Other Securities 3.0 48,340 HOUSEHOLD & PERSONAL PRODUCTS 0.8% ------------------------------------------------------------------------- Other Securities 0.8 12,227 INSURANCE 3.8% ------------------------------------------------------------------------- =o Philadelphia Consolidated Holding Co. 36,819 0.2 3,544 Other Securities 3.6 57,612 -------- ----------- 3.8 61,156 MATERIALS 5.1% ------------------------------------------------------------------------- = Aptargroup, Inc. 60,297 0.2 3,087 = Chemtura Corp. 366,090 0.2 3,917 = Eagle Materials, Inc. 31,173 0.2 3,320 =o FMC Corp. 58,253 0.2 3,171 Other Securities 4.3 69,085 -------- ----------- 5.1 82,580 MEDIA 2.5% ------------------------------------------------------------------------- Other Securities 2.5 40,343 PHARMACEUTICALS & BIOTECHNOLOGY 4.1% ------------------------------------------------------------------------- =o Kos Pharmaceuticals, Inc. 61,130 0.2 3,668 o Neurocrine Biosciences, Inc. 57,408 0.2 3,032 =o(6) Protein Design Labs, Inc. 155,921 0.3 4,369 =o Techne Corp. 68,072 0.2 3,691 @o Vertex Pharmaceuticals, Inc. 138,194 0.2 3,144 Other Securities 3.0 47,665 -------- ----------- 4.1 65,569 REAL ESTATE 7.3% ------------------------------------------------------------------------- Essex Property Trust, Inc. 35,995 0.2 3,235 Global Signal, Inc. 86,141 0.2 3,571 Other Securities 6.9 112,138 -------- ----------- 7.3 118,944 RETAILING 5.4% ------------------------------------------------------------------------- @o(7) Gamestop Corp., Class A 116,025 0.2 4,116
46 See financial notes. SCHWAB SMALL-CAP INDEX FUND
% OF NET VALUE SECURITY AND NUMBER OF SHARES ASSETS ($ x 1,000) OTHER SECURITIES 5.2 83,918 -------- ---------- 5.4 88,034 SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 3.3% ------------------------------------------------------------------------- Other Securities 3.3 53,566 SOFTWARE & SERVICES 7.9% ------------------------------------------------------------------------- @o Akamai Technologies, Inc. 208,157 0.2 3,609 o CNET Networks, Inc. 224,828 0.2 3,055 =o Parametric Technology Corp. 471,910 0.2 3,072 =o(10) Salesforce.com, Inc. 157,259 0.2 3,930 =o Sybase, Inc. 158,962 0.2 3,537 Other Securities 6.9 110,759 -------- ---------- 7.9 127,962 TECHNOLOGY HARDWARE & EQUIPMENT 5.4% ------------------------------------------------------------------------- =(9) Adtran, Inc. 131,924 0.2 3,991 o UNOVA, Inc. 100,816 0.2 3,125 Other Securities 5.0 80,834 -------- ---------- 5.4 87,950 TELECOMMUNICATION SERVICES 1.2% ------------------------------------------------------------------------- o Alamosa Holdings, Inc. 219,874 0.2 3,254 @o Level 3 Communications, Inc. 1,121,772 0.2 3,253 Other Securities 0.8 12,966 -------- ---------- 1.2 19,473 TRANSPORTATION 2.3% ------------------------------------------------------------------------- @o AMR Corp. 266,155 0.2 3,596 Other Securities 2.1 33,188 -------- ---------- 2.3 36,784 UTILITIES 3.0% ------------------------------------------------------------------------- Other Securities 3.0 48,030 SECURITY RATE, MATURITY DATE FACE AMOUNT ($ x 1,000) SHORT-TERM INVESTMENTS 0.8% of net assets Wachovia Bank, Grand Cayman Time Deposit 3.48%, 11/01/05 12,862 0.8 12,862 U.S. TREASURY OBLIGATIONS 0.0% of net assets = U.S. Treasury Bills 3.28%-3.40%, 12/15/05 485 0.0 483
END OF INVESTMENTS.
SECURITY AND NUMBER OF SHARES COLLATERAL INVESTED FOR SECURITIES ON LOAN 13.4% of net assets SHORT-TERM INVESTMENT 13.4% ------------------------------------------------------------------------- Securities Lending Investments Fund 216,544,696 216,545
END OF COLLATERAL INVESTED FOR SECURITIES ON LOAN. In addition to the above, the fund held the following at 10/31/05. All numbers x $1,000 except number of contracts. FUTURES CONTRACTS
Number of Contract Unrealized Contracts Value Gains Russell 2000 Index, e-mini Futures, Long Expires 12/18/05 186 12,075 66
See financial notes. 47 SCHWAB SMALL-CAP INDEX FUND Statement of ASSETS AND LIABILITIES As of October 31, 2005. All numbers x 1,000 except NAV. ASSETS - ------------------------------------------------------------------------------- Investments, at value (including $214,681 of securities on loan) $1,616,679 a Collateral invested for securities on loan 216,545 Receivables: Fund shares sold 904 Interest 1 Dividends 961 Investments sold 10 Due from brokers for futures 406 Income from securities on loan 179 Prepaid expenses + 24 ------------- TOTAL ASSETS 1,835,709 LIABILITIES - ------------------------------------------------------------------------------- Collateral invested for securities on loan 216,545 Payables: Fund shares redeemed 1,018 Investment adviser and administrator fees 39 Transfer agent and shareholder service fees 23 Trustee fees 1 Accrued expenses + 109 ------------- TOTAL LIABILITIES 217,735 NET ASSETS - ------------------------------------------------------------------------------- TOTAL ASSETS 1,835,709 TOTAL LIABILITIES - 217,735 ------------- NET ASSETS $1,617,974 NET ASSETS BY SOURCE Capital received from investors 1,249,511 Net investment income not yet distributed 8,490 Net realized capital gains 9,260 b Net unrealized capital gains 350,713 b NET ASSET VALUE (NAV) BY SHARE CLASS SHARES SHARE CLASS NET ASSETS / OUTSTANDING = NAV Investor Shares $822,978 36,894 $22.31 Select Shares $794,996 35,560 $22.36
Unless stated, all numbers x 1,000. a The fund paid $1,266,032 for these securities. Not counting short-term obligations and government securities, the fund's security transactions during the period were: Purchases $675,553 Sales/maturities $890,859 The fund's total security transactions with other Schwab Funds(R) during the period were $127,782. b These derive from investments and futures. FEDERAL TAX DATA --------------------------------------------------- PORTFOLIO COST $1,267,201 NET UNREALIZED GAINS AND LOSSES: Gains $457,212 Losses + (107,734) ---------- $349,478 NET UNDISTRIBUTED EARNINGS: Ordinary income $8,490 Long-term capital gains $10,495 CAPITAL LOSSES UTILIZED $68,700 48 See financial notes. SCHWAB SMALL-CAP INDEX FUND Statement of OPERATIONS For November 1, 2004 through October 31, 2005. All numbers x 1,000. INVESTMENT INCOME - -------------------------------------------------------------------------------- Dividends $17,415 a Interest 96 Lending of securities + 1,798 ----------- TOTAL INVESTMENT INCOME 19,309 NET REALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net realized gains on investments 81,228 Net realized gains on futures contracts + 83 ----------- NET REALIZED GAINS 81,311 NET UNREALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net unrealized gains on investments 109,855 Net unrealized gains on futures contracts + 31 ----------- NET UNREALIZED GAINS 109,886 EXPENSES - -------------------------------------------------------------------------------- Investment adviser and administrator fees 4,933 b Transfer agent and shareholder service fees: Investor Shares 2,186 c Select Shares 798 c Trustees' fees 18 d Custodian fees 199 Portfolio accounting fees 230 Professional fees 42 Registration fees 45 Shareholder reports 80 Interest expense 23 Other expenses + 30 ----------- Total expenses 8,584 Expense reduction - 169 e ----------- NET EXPENSES 8,415 INCREASE IN NET ASSETS FROM OPERATIONS - -------------------------------------------------------------------------------- TOTAL INVESTMENT INCOME 19,309 NET EXPENSES - 8,415 ----------- NET INVESTMENT INCOME 10,894 NET REALIZED GAINS 81,311 f NET UNREALIZED GAINS + 109,886 f ----------- INCREASE IN NET ASSETS FROM OPERATIONS $202,091
Unless stated, all numbers x 1,000. a Net of $7 foreign withholding tax. b Calculated as a percentage of average daily net assets: 0.33% of the first $500 million and 0.28% of the assets beyond that. These fees are paid to Charles Schwab Investment Management, Inc. (CSIM). c Calculated as a percentage of average daily net assets: for transfer agent services, 0.05% of the fund's assets; for shareholder services, 0.20% and 0.05% of the assets of each respective share class. These fees are paid to Charles Schwab & Co., Inc. (Schwab). d For the fund's independent trustees only. e Includes $24 from the investment adviser (CSIM) and $145 from the transfer agent and shareholder service agent (Schwab). It reflects a guarantee by CSIM and Schwab to limit the net operating expenses of this fund through February 27, 2006, as follows: % OF AVERAGE SHARE CLASS DAILY NET ASSETS ---------------------------------------- Investor Shares 0.60 Select Shares 0.42 These limits exclude interest, taxes and certain non-routine expenses. f These add up to a net gain on investments of $191,197. See financial notes. 49 SCHWAB SMALL-CAP INDEX FUND Statements of CHANGES IN NET ASSETS For the current and prior report periods. All numbers x 1,000.
OPERATIONS - -------------------------------------------------------------------------------- 11/1/04-10/31/05 11/1/03-10/31/04 Net investment income $10,894 $12,316 Net realized gains 81,311 215,610 Net unrealized gains or losses + 109,886 (67,250) ---------------- ----------------- INCREASE IN NET ASSETS FROM OPERATIONS 202,091 160,676 DISTRIBUTIONS PAID - -------------------------------------------------------------------------------- DIVIDENDS FROM NET INVESTMENT INCOME Investor Shares 5,474 5,423 Select Shares + 5,977 5,623 ---------------- ----------------- TOTAL DIVIDENDS FROM NET INVESTMENT INCOME $11,451 $11,046 a,b
TRANSACTIONS IN FUND SHARES - --------------------------------------------------------------------------------
11/1/04-10/31/05 11/1/03-10/31/04 SHARES VALUE SHARES VALUE SHARES SOLD Investor Shares 4,246 $91,743 5,935 $114,857 Select Shares + 5,026 109,688 6,358 121,773 ----------------------------------------------------- TOTAL SHARES SOLD 9,272 $201,431 12,293 $236,630 SHARES REINVESTED Investor Shares 237 $5,085 270 $5,073 Select Shares + 256 5,502 278 5,234 ----------------------------------------------------- TOTAL SHARES REINVESTED 493 $10,587 548 $10,307 SHARES REDEEMED Investor Shares (11,218) ($243,579) (11,208) ($215,266) Select Shares + (7,843) (170,831) (10,118) (196,867) ----------------------------------------------------- TOTAL SHARES REDEEMED (19,061) ($414,410) (21,326) ($412,133) c NET TRANSACTIONS IN FUND SHARES (9,296) ($202,392) (8,485) ($165,196)
SHARES OUTSTANDING AND NET ASSETS - -------------------------------------------------------------------------------- 11/1/04-10/31/05 11/1/03-10/31/04 SHARES NET ASSETS SHARES NET ASSETS Beginning of period 81,750 $1,629,726 90,235 $1,645,292 Total decrease + (9,296) (11,752) (8,485) (15,566) ----------------------------------------------------- END OF PERIOD 72,454 $1,617,974 81,750 $1,629,726 d
Unless stated, all numbers x 1,000. a UNAUDITED For corporations, 100% of the fund's dividends for the report period qualify for the dividends-received deduction. The fund designates $11,314 of the dividend distribution for the fiscal year ended 10/31/05 as qualified dividends for the purpose of the maximum rate under Section 1(h)(ii) of the Internal Revenue Code. Shareholders will be notified in January 2006 via IRS Form 1099 of the amounts for use in preparing their 2005 income tax return. b The tax-basis components of distributions paid are: CURRENT PRIOR PERIOD PERIOD Ordinary income $11,451 $11,046 Long-term capital gains $-- $-- c For shares purchased on or before 4/29/05 and held less than 180 days, the fund charges 0.75% redemption fee. For shares purchased after 4/29/05 and held less than 30 days, the fund charges 2.00% redemption fee. CURRENT PRIOR PERIOD PERIOD Investor Shares $44 $68 Select Shares + 50 + 33 -- -- TOTAL $94 $101 Dollar amounts are net of the redemption fee proceeds. d Includes distributable net investment income in the amount of $8,490 and $9,047 at the end of the current period and prior period, respectively. Percent of fund shares owned by other Schwab Funds(R) as of the end of the current period: SCHWAB MARKETTRACK PORTFOLIOS All Equity Portfolio 7.2% Growth Portfolio 8.2% Balanced Portfolio 4.9% Conservative Portfolio 1.9% SCHWAB ANNUITY PORTFOLIOS Growth Portfolio II 0.4% 50 See financial notes. SCHWAB TOTAL STOCK MARKET INDEX FUND(R) FINANCIAL STATEMENTS FINANCIAL HIGHLIGHTS
11/1/04- 11/1/03- 11/1/02- 11/1/01- 11/1/00- INVESTOR SHARES 10/31/05 10/31/04 10/31/03 10/31/02 10/31/01 - --------------------------------------------------------------------------------------------------------------------------- PER-SHARE DATA ($) - --------------------------------------------------------------------------------------------------------------------------- Net asset value at beginning of period 19.04 17.48 14.35 16.62 22.49 ----------------------------------------------------------------- Income or loss from investment operations: Net investment income 0.29 0.19 0.16 0.16 0.15 Net realized and unrealized gains or losses 1.69 1.53 3.14 (2.27) (5.87) ----------------------------------------------------------------- Total income or loss from investment operations 1.98 1.72 3.30 (2.11) (5.72) Less distributions: Dividends from net investment income (0.25) (0.16) (0.17) (0.16) (0.15) ----------------------------------------------------------------- Net asset value at end of period 20.77 19.04 17.48 14.35 16.62 ----------------------------------------------------------------- Total return (%) 10.45 9.93 23.24 (12.86) (25.55) RATIOS/SUPPLEMENTAL DATA (%) - --------------------------------------------------------------------------------------------------------------------------- Ratios to average net assets: Net operating expenses 0.54 0.56 0.53 0.40 0.40 Gross operating expenses 0.54 0.56 0.59 0.62 0.65 Net investment income 1.37 1.07 1.18 1.11 0.94 Portfolio turnover rate 2 2 3 2 2 Net assets, end of period ($ x 1,000,000) 600 592 469 263 224
See financial notes. 51 SCHWAB TOTAL STOCK MARKET INDEX FUND FINANCIAL HIGHLIGHTS
11/1/04- 11/1/03- 11/1/02- 11/1/01- 11/1/00- SELECT SHARES 10/31/05 10/31/04 10/31/03 10/31/02 10/31/01 - --------------------------------------------------------------------------------------------------------------------------- PER-SHARE DATA ($) - --------------------------------------------------------------------------------------------------------------------------- Net asset value at beginning of period 19.09 17.52 14.37 16.65 22.52 ----------------------------------------------------------------- Income or loss from investment operations: Net investment income 0.31 0.22 0.20 0.19 0.18 Net realized and unrealized gains or losses 1.71 1.54 3.14 (2.29) (5.87) ----------------------------------------------------------------- Total income or loss from investment operations 2.02 1.76 3.34 (2.10) (5.69) Less distributions: Dividends from net investment income (0.28) (0.19) (0.19) (0.18) (0.18) ----------------------------------------------------------------- Net asset value at end of period 20.83 19.09 17.52 14.37 16.65 ----------------------------------------------------------------- Total return (%) 10.63 10.10 23.50 (12.81) (25.40) RATIOS/SUPPLEMENTAL DATA (%) - --------------------------------------------------------------------------------------------------------------------------- Ratios to average net assets: Net operating expenses 0.39 0.39 0.36 0.27 0.27 Gross operating expenses 0.39 0.41 0.44 0.47 0.50 Net investment income 1.52 1.23 1.35 1.24 1.07 Portfolio turnover rate 2 2 3 2 2 Net assets, end of period ($ x 1,000,000) 617 548 429 264 257
52 See financial notes. SCHWAB TOTAL STOCK MARKET INDEX FUND SUMMARY OF PORTFOLIO HOLDINGS as of October 31, 2005 This section shows the fund's 50 largest portfolio holdings in unaffiliated issuers and any holding exceeding 1% of the fund's net assets. The remaining securities held by the fund are grouped as "Other Securities" in each category. You can request a complete schedule of portfolio holdings as of the end of the report period, free of charge, by calling Schwab Funds(R) at 1-800-435-4000. This complete schedule, filed on the fund's Form N-CSR, is also available on the SEC's website at http://www.sec.gov. In addition, the fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. The fund's Form N-Q is available on the SEC's website and may be reviewed and copied at the SEC's Public Reference Room in Washington, D.C. Call 1-800-SEC-0330 for information on the operation of the Public Reference Room. A copy of the fund's most recently filed quarterly schedule of portfolio holdings, included on the fund's Form N-CSR (with respect to the fund's second and fourth fiscal quarters) or Form N-Q (with respect to the fund's first and third fiscal quarters), is available by visiting Schwab's website at www.schwab.com/schwabfunds. We use the symbols below to designate certain characteristics of the securities. With the top ten holdings, the number in the circle is the security's rank among the top ten. For the characteristics of the securities included under "Other Securities" and for securities valued at fair value, please refer to the complete schedule of portfolio holdings. (1) Top ten holding o Non-income producing security = All or a portion of this security is held as collateral for open futures contracts / Issuer is affiliated with the fund's adviser
COST VALUE HOLDINGS BY CATEGORY ($x1,000) ($x1,000) - -------------------------------------------------------------------------------- 99.6% COMMON STOCK 1,058,474 1,212,821 0.3% SHORT-TERM INVESTMENT 3,196 3,196 0.0% U.S. TREASURY OBLIGATIONS 274 274 0.0% PREFERRED STOCK 64 74 0.0% WARRANTS 147 -- 0.0% RIGHTS -- -- - -------------------------------------------------------------------------------- 99.9% TOTAL INVESTMENTS 1,062,155 1,216,365 2.2% COLLATERAL INVESTED FOR SECURITIES ON LOAN 26,922 26,922 (2.1)% OTHER ASSETS AND LIABILITIES, NET (26,001) - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 1,217,286
% OF NET VALUE SECURITY AND NUMBER OF SHARES ASSETS ($ x 1,000) COMMON STOCK 99.6% of net assets AUTOMOBILES & COMPONENTS 0.6% ------------------------------------------------------------------------- Other Securities 0.6 6,867 BANKS 7.3% ------------------------------------------------------------------------- =(7) Bank of America Corp. 338,518 1.2 14,807 U.S. Bancorp 158,531 0.4 4,689 Wachovia Corp. 133,649 0.6 6,752 Wells Fargo & Co. 137,577 0.7 8,282 Other Securities 4.4 54,573 -------- ----------- 7.3 89,103 BUSINESS SERVICES 0.1% ------------------------------------------------------------------------- Other Securities 0.1 1,052 CAPITAL GOODS 7.6% ------------------------------------------------------------------------- 3M Co. 65,000 0.4 4,939 The Boeing Co. 68,800 0.4 4,447 =(2) General Electric Co. 854,566 2.4 28,978 Other Securities 4.4 53,970 -------- ----------- 7.6 92,334
See financial notes. 53 SCHWAB TOTAL STOCK MARKET INDEX FUND SUMMARY OF PORTFOLIO HOLDINGS continued
% OF NET VALUE SECURITY AND NUMBER OF SHARES ASSETS ($ x 1,000) COMMERCIAL SERVICES & SUPPLIES 1.6% ------------------------------------------------------------------------- Other Securities 1.6 19,884 CONSUMER DURABLES & APPAREL 1.8% ------------------------------------------------------------------------- Other Securities 1.8 22,351 DIVERSIFIED FINANCIALS 7.0% ------------------------------------------------------------------------- American Express Co. 105,150 0.4 5,233 / The Charles Schwab Corp. 111,120 0.1 1,689 =(4) Citigroup, Inc. 427,436 1.6 19,568 Goldman Sachs Group, Inc. 38,700 0.4 4,891 JPMorgan Chase & Co. 295,944 0.9 10,838 Merrill Lynch & Co., Inc. 79,800 0.4 5,166 Morgan Stanley 90,300 0.4 4,913 Other Securities 2.8 32,320 -------- ----------- 7.0 84,618 ENERGY 8.6% ------------------------------------------------------------------------- ChevronTexaco Corp. 192,819 0.9 11,004 ConocoPhillips 112,196 0.6 7,335 =(1) Exxon Mobil Corp. 537,816 2.5 30,193 Schlumberger Ltd. 50,000 0.4 4,539 Other Securities 4.2 52,071 -------- ----------- 8.6 105,142 FOOD & STAPLES RETAILING 2.3% ------------------------------------------------------------------------- (10) Wal-Mart Stores, Inc. 289,200 1.1 13,682 Other Securities 1.2 14,531 -------- ----------- 2.3 28,213 FOOD BEVERAGE & TOBACCO 4.6% ------------------------------------------------------------------------- Altria Group, Inc. 168,800 1.0 12,668 The Coca-Cola Co. 202,200 0.7 8,650 PepsiCo, Inc. 140,800 0.7 8,319 Other Securities 2.2 26,241 -------- ----------- 4.6 55,878 HEALTH CARE EQUIPMENT & SERVICES 5.6% ------------------------------------------------------------------------- Medtronic, Inc. 98,374 0.5 5,574 UnitedHealth Group, Inc. 102,600 0.5 5,940 Other Securities 4.6 56,300 -------- ----------- 5.6 67,814 HOTELS RESTAURANTS & LEISURE 1.8% ------------------------------------------------------------------------- Other Securities 1.8 21,909 HOUSEHOLD & PERSONAL PRODUCTS 2.0% ------------------------------------------------------------------------- =(5) Procter & Gamble Co. 290,815 1.3 16,283 Other Securities 0.7 8,224 -------- ----------- 2.0 24,507 INSURANCE 5.3% ------------------------------------------------------------------------- (8) American International Group, Inc. 211,922 1.1 13,733 o Berkshire Hathaway, Inc., Class A 119 0.9 10,222 Other Securities 3.3 40,656 -------- ----------- 5.3 64,611 MATERIALS 3.3% ------------------------------------------------------------------------- Other Securities 3.3 39,827 MEDIA 3.8% ------------------------------------------------------------------------- Time Warner, Inc. 367,052 0.5 6,545 Viacom, Inc., Class B 144,012 0.4 4,460 Other Securities 2.9 35,149 -------- ----------- 3.8 46,154 PHARMACEUTICALS & BIOTECHNOLOGY 7.1% ------------------------------------------------------------------------- Abbott Laboratories 125,705 0.5 5,412 o Amgen, Inc. 103,268 0.6 7,824 Eli Lilly & Co. 92,400 0.4 4,601 o Genentech, Inc. 83,300 0.6 7,547 (6) Johnson & Johnson 246,370 1.3 15,428 Merck & Co., Inc. 183,552 0.4 5,180 (9) Pfizer, Inc. 631,552 1.1 13,730 Wyeth 109,400 0.4 4,875 Other Securities 1.8 22,245 -------- ----------- 7.1 86,842
54 See financial notes. SCHWAB TOTAL STOCK MARKET INDEX FUND
% OF NET VALUE SECURITY AND NUMBER OF SHARES ASSETS ($ x 1,000) REAL ESTATE 2.1% ------------------------------------------------------------------------- Other Securities 2.1 26,128 RETAILING 4.2% ------------------------------------------------------------------------- Home Depot, Inc. 181,000 0.6 7,428 Other Securities 3.6 43,559 -------- ----------- 4.2 50,987 SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 2.8% ------------------------------------------------------------------------- Intel Corp. 533,832 1.0 12,545 Other Securities 1.8 21,071 -------- ----------- 2.8 33,616 SOFTWARE & SERVICES 6.3% ------------------------------------------------------------------------- o Google, Inc., Class A 22,500 0.7 8,373 =(3) Microsoft Corp. 884,960 1.9 22,743 o Oracle Corp. 429,500 0.5 5,446 Other Securities 3.2 39,492 -------- ----------- 6.3 76,054 TECHNOLOGY HARDWARE & EQUIPMENT 6.2% ------------------------------------------------------------------------- o Cisco Systems, Inc. 563,969 0.8 9,841 o Dell, Inc. 202,100 0.5 6,443 Hewlett-Packard Co. 252,916 0.6 7,092 International Business Machines Corp. 135,450 0.9 11,091 Qualcomm, Inc. 135,100 0.4 5,372 Other Securities 3.0 36,004 -------- ----------- 6.2 75,843 TELECOMMUNICATION SERVICES 2.6% ------------------------------------------------------------------------- SBC Communications, Inc. 281,016 0.6 6,702 Sprint Corp. (FON Group) 229,430 0.4 5,348 Verizon Communications, Inc. 232,468 0.6 7,325 Other Securities 1.0 12,850 -------- ----------- 2.6 32,225 TELEPHONE 0.0% ------------------------------------------------------------------------- Other Securities 0.0 5 TRANSPORTATION 1.7% ------------------------------------------------------------------------- United Parcel Service, Inc., Class B 91,480 0.6 6,673 Other Securities 1.1 13,899 -------- ----------- 1.7 20,572 UTILITIES 3.3% ------------------------------------------------------------------------- Other Securities 3.3 40,285 PREFERRED STOCK 0.0% of net assets REAL ESTATE 0.0% ------------------------------------------------------------------------- Other Securities 0.0 74 WARRANTS 0.0% of net assets MEDIA 0.0% ------------------------------------------------------------------------- Other Securities 0.0 -- SOFTWARE & SERVICES 0.0% ------------------------------------------------------------------------- Other Securities 0.0 -- RIGHTS 0.0% of net assets PHARMACEUTICALS & BIOTECHNOLOGY 0.0% ------------------------------------------------------------------------- Other Securities 0.0 -- SECURITY RATE, MATURITY DATE FACE AMOUNT ($ x 1,000) SHORT-TERM INVESTMENT 0.3% of net assets Wachovia Bank, Grand Cayman Time Deposit 3.48%, 11/01/05 3,196 0.3 3,196 U.S. TREASURY OBLIGATIONS 0.0% of net assets = U.S. Treasury Bills 3.46%-3.53%, 12/15/05 275 0.0 274
END OF INVESTMENTS. See financial notes. 55 SCHWAB TOTAL STOCK MARKET INDEX FUND SUMMARY OF PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) COLLATERAL INVESTED FOR SECURITIES ON LOAN 2.2% of net assets SHORT-TERM INVESTMENT 2.2% ------------------------------------------------------------------------- Securities Lending Investments Fund 26,921,966 26,922
END OF COLLATERAL INVESTED FOR SECURITIES ON LOAN. In addition to the above, the fund held the following at 10/31/05. All numbers x $1,000 except number of contracts. FUTURES CONTRACTS
Number of Contract Unrealized Contracts Value Gains S&P 500 Index, e-mini, Long Expires 12/18/05 55 3,327 65
56 See financial notes. SCHWAB TOTAL STOCK MARKET INDEX FUND Statement of ASSETS AND LIABILITIES As of October 31, 2005. All numbers x 1,000 except NAV. ASSETS - -------------------------------------------------------------------------------- Investments, at value (including $26,507 of securities on loan) $1,216,365 a Collateral invested for securities on loan 26,922 Receivables: Fund shares sold 1,024 Dividends 992 Due from brokers for futures 107 Income from securities on loan 15 Prepaid expenses + 18 ---------- TOTAL ASSETS 1,245,443 LIABILITIES - -------------------------------------------------------------------------------- Collateral invested for securities on loan 26,922 Payables: Fund shares redeemed 1,107 Investment adviser and administrator fees 25 Transfer agent and shareholder service fees 17 Interest expense 3 Accrued expenses + 83 ---------- TOTAL LIABILITIES 28,157 NET ASSETS - -------------------------------------------------------------------------------- TOTAL ASSETS 1,245,443 TOTAL LIABILITIES - 28,157 ---------- NET ASSETS $1,217,286 NET ASSETS BY SOURCE Capital received from investors 1,069,522 Net investment income not yet distributed 11,788 Net realized capital losses (18,299)b Net unrealized capital gains 154,275 b NET ASSET VALUE (NAV) BY SHARE CLASS SHARES SHARE CLASS NET ASSETS + OUTSTANDING = NAV Investor Shares $ 599,976 28,883 $20.77 Select Shares $ 617,310 29,633 $20.83
Unless stated, all numbers x 1,000. a The fund paid $1,062,155 for these securities. Includes securities valued at fair value worth $9 or 0.0% of the fund's total net assets. Not counting short-term obligations and government securities, the fund's security transactions during the period were: Purchases $27,611 Sales/maturities $43,444 The fund's total security transactions with other Schwab Funds(R) during the period were $652. b These derive from investments and futures. FEDERAL TAX DATA ------------------------------------------------- PORTFOLIO COST $1,063,013 NET UNREALIZED GAINS AND LOSSES: Gains $327,833 Losses + (174,481) ------------ $153,352 NET UNDISTRIBUTED EARNINGS: Ordinary income $11,792 Long-term capital gains $-- CAPITAL LOSSES UTILIZED $4,388 UNUSED CAPITAL LOSSES: Expires 10/31 of: Loss amount 2009 $1,044 2010 11,486 2011 3,976 2012 + 874 ----------- $17,380 See financial notes. 57 SCHWAB TOTAL STOCK MARKET INDEX FUND Statement of OPERATIONS For November 1, 2004 through October 31, 2005. All numbers x 1,000. INVESTMENT INCOME - -------------------------------------------------------------------------------- Dividends $22,841 a Interest 57 Lending of securities + 221 --------- TOTAL INVESTMENT INCOME 23,119 NET REALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net realized gains on investments 3,493 Net realized gains on futures contracts + 501 --------- NET REALIZED GAINS 3,994 NET UNREALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net unrealized gains on investments 97,843 Net unrealized losses on futures contracts + (14) --------- NET UNREALIZED GAINS 97,829 EXPENSES - -------------------------------------------------------------------------------- Investment adviser and administrator fees 3,060 b Transfer agent and shareholder service fees: Investor Shares 1,548 c Select Shares 590 c Trustees' fees 13 d Custodian fees 82 Portfolio accounting fees 171 Professional fees 41 Registration fees 66 Shareholder reports 65 Interest expense 6 Other expenses + 36 --------- Total expenses 5,678 Expense reduction - 36 e --------- NET EXPENSES 5,642 INCREASE IN NET ASSETS FROM OPERATIONS - -------------------------------------------------------------------------------- TOTAL INVESTMENT INCOME 23,119 NET EXPENSES - 5,642 --------- NET INVESTMENT INCOME 17,477 NET REALIZED GAINS 3,994 f NET UNREALIZED GAINS + 97,829 f --------- INCREASE IN NET ASSETS FROM OPERATIONS $119,300
Unless stated, all numbers x 1,000. a Net of $2 foreign withholding tax. b Calculated as a percentage of average daily net assets: 0.30% of the first $500 million and 0.22% of the assets beyond that. These fees are paid to Charles Schwab Investment Management, Inc. (CSIM). c Calculated as a percentage of average daily net assets: for transfer agent services, 0.05% of the fund's assets; for shareholder services, 0.20% and 0.05% of the assets of each respective share class. These fees are paid to Charles Schwab & Co., Inc. (Schwab). d For the fund's independent trustees only. e This reduction was made by the transfer agent and shareholder service agent(Schwab). These reductions reflect a guarantee by CSIM and Schwab to limit the net operating expenses of this fund through February 27, 2006, as follows: % OF AVERAGE SHARE CLASS DAILY NET ASSETS ------------------------------------------------- Investor Shares 0.58 Select Shares 0.39 These limits exclude interest, taxes and certain non-routine expenses. f These add up to a net gain on investments of $101,823. 58 See financial notes. SCHWAB TOTAL STOCK MARKET INDEX FUND Statements of CHANGES IN NET ASSETS For the current and prior report periods. All numbers x 1,000.
OPERATIONS - -------------------------------------------------------------------------------- 11/1/04-10/31/05 11/1/03-10/31/04 Net investment income $17,477 $12,208 Net realized gains 3,994 286 Net unrealized gains + 97,829 83,701 ----------------------------------- INCREASE IN NET ASSETS FROM OPERATIONS 119,300 96,195 DISTRIBUTIONS PAID - -------------------------------------------------------------------------------- DIVIDENDS FROM NET INVESTMENT INCOME Investor Shares 7,770 4,522 Select Shares + 7,956 4,835 ----------------------------------- TOTAL DIVIDENDS FROM NET INVESTMENT INCOME $15,726 $9,357 a,b
TRANSACTIONS IN FUND SHARES - -------------------------------------------------------------------------------- 11/1/04-10/31/05 11/1/03-10/31/04 SHARES VALUE SHARES VALUE SHARES SOLD Investor Shares 5,085 $102,573 9,767 $180,735 Select Shares + 6,795 138,664 8,998 165,692 ------------------------------------------------- TOTAL SHARES SOLD 11,880 $241,237 18,765 $346,427 SHARES REINVESTED Investor Shares 362 $7,203 237 $4,213 Select Shares + 328 6,531 222 3,957 ------------------------------------------------- TOTAL SHARES REINVESTED 690 $13,734 459 $8,170 SHARES REDEEMED Investor Shares (7,672) ($155,939) (5,759) ($106,552) Select Shares + (6,203) (126,000) (5,052) (92,791) ------------------------------------------------- TOTAL SHARES REDEEMED (13,875) ($281,939) (10,761) ($199,343) c NET TRANSACTIONS IN FUND SHARES (1,305) ($26,968) 8,463 $155,254
SHARES OUTSTANDING AND NET ASSETS - -------------------------------------------------------------------------------- 11/1/04-10/31/05 11/1/03-10/31/04 SHARES NET ASSETS SHARES NET ASSETS Beginning of period 59,821 $1,140,680 51,358 $898,588 Total increase or decrease + (1,305) 76,606 8,463 242,092 ------------------------------------------------- END OF PERIOD 58,516 $1,217,286 59,821 $1,140,680 d
Unless stated, all numbers x 1,000. a UNAUDITED For corporations, 100% of the fund's dividends for the report period qualify for the dividends-received deduction. The fund designates $15,726 of the dividend distribution for the fiscal year ended 10/31/05 as qualified dividends for the purpose of the maximum rate under Section 1(h)(ii) of the Internal Revenue Code. Shareholders will be notified in January 2006 via IRS Form 1099 of the amounts for use in preparing their 2005 income tax return. b The tax-basis components of distributions paid are: CURRENT PRIOR PERIOD PERIOD Ordinary income $15,726 $ 9,357 Long-term capital gains $-- $-- c For shares purchased on or before 4/29/05 and held less than 180 days, the fund charges 0.75% redemption fee. For shares purchased after 4/29/05 and held less than 30 days, the fund charges 2.00% redemption fee. CURRENT PERIOD: Investor Shares $38 Select Shares + 32 ------- TOTAL $70 PRIOR PERIOD: Investor Shares $70 Select Shares + 59 ------- TOTAL $129 Dollar amounts are net of the redemption fee proceeds. d Includes distributable net investment income in the amount of $11,788 and $10,037 at the end of the current period and prior period, respectively. See financial notes. 59 SCHWAB INTERNATIONAL INDEX FUND(R) FINANCIAL STATEMENTS FINANCIAL HIGHLIGHTS
11/1/04- 11/1/03- 11/1/02- 11/1/01- 11/1/00- INVESTOR SHARES 10/31/05 10/31/04 10/31/03 10/31/02 10/31/01 - -------------------------------------------------------------------------------------------------------------------------- PER-SHARE DATA ($) - -------------------------------------------------------------------------------------------------------------------------- Net asset value at beginning of period 14.82 12.74 10.47 12.22 17.13 ------------------------------------------------------------------- Income or loss from investment operations: Net investment income 0.35 0.26 0.23 0.21 0.15 Net realized and unrealized gains or losses 2.18 2.05 2.25 (1.82) (4.81) ------------------------------------------------------------------- Total income or loss from investment operations 2.53 2.31 2.48 (1.61) (4.66) Less distributions: Dividends from net investment income (0.28) (0.23) (0.21) (0.14) (0.25) ------------------------------------------------------------------- Net asset value at end of period 17.07 14.82 12.74 10.47 12.22 ------------------------------------------------------------------- Total return (%) 17.30 18.40 24.24 (13.34) (27.58) RATIOS/SUPPLEMENTAL DATA (%) - -------------------------------------------------------------------------------------------------------------------------- Ratios to average net assets: Net operating expenses 0.68 0.69 0.65 0.58 0.58 Gross operating expenses 0.72 0.73 0.74 0.76 0.75 Net investment income 2.05 1.78 2.01 1.70 1.14 Portfolio turnover rate 10 1 7 13 18 Net assets, end of period ($ x 1,000,000) 595 550 494 443 519
60 See financial notes. SCHWAB INTERNATIONAL INDEX FUND
11/1/04- 11/1/03- 11/1/02- 11/1/01- 11/1/00- SELECT SHARES 10/31/05 10/31/04 10/31/03 10/31/02 10/31/01 - ------------------------------------------------------------------------------------------------------------------------------------ PER-SHARE DATA ($) - ------------------------------------------------------------------------------------------------------------------------------------ Net asset value at beginning of period 14.83 12.75 10.47 12.23 17.14 ----------------------------------------------------------------------------- Income or loss from investment operations: Net investment income 0.38 0.28 0.25 0.21 0.16 Net realized and unrealized gains or losses 2.19 2.05 2.26 (1.82) (4.80) ----------------------------------------------------------------------------- Total income or loss from investment operations 2.57 2.33 2.51 (1.61) (4.64) Less distributions: Dividends from net investment income (0.31) (0.25) (0.23) (0.15) (0.27) ----------------------------------------------------------------------------- Net asset value at end of period 17.09 14.83 12.75 10.47 12.23 ----------------------------------------------------------------------------- Total return (%) 17.56 18.56 24.50 (13.31) (27.45) RATIOS/SUPPLEMENTAL DATA (%) - ------------------------------------------------------------------------------------------------------------------------------------ Ratios to average net assets: Net operating expenses 0.50 0.50 0.49 0.47 0.47 Gross operating expenses 0.57 0.58 0.59 0.61 0.60 Net investment income 2.23 1.97 2.19 1.81 1.25 Portfolio turnover rate 10 1 7 13 18 Net assets, end of period ($ x 1,000,000) 776 687 629 536 616
See financial notes. 61 SCHWAB INTERNATIONAL INDEX FUND SUMMARY OF PORTFOLIO HOLDINGS as of October 31, 2005 This section shows the fund's 50 largest portfolio holdings in unaffiliated issuers and any holding exceeding 1% of the fund's net assets. The remaining securities held by the fund are grouped as "Other Securities" in each category. You can request a complete schedule of portfolio holdings as of the end of the report period, free of charge, by calling Schwab Funds(R) at 1-800-435-4000. This complete schedule, filed on the fund's Form N-CSR, is also available on the SEC's website at http://www.sec.gov. In addition, the fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. The fund's Form N-Q is available on the SEC's website and may be reviewed and copied at the SEC's Public Reference Room in Washington, D.C. Call 1-800-SEC-0330 for information on the operation of the Public Reference Room. A copy of the fund's most recently filed quarterly schedule of portfolio holdings, included on the fund's Form N-CSR (with respect to the fund's second and fourth fiscal quarters) or Form N-Q (with respect to the fund's first and third fiscal quarters), is available by visiting Schwab's website at www.schwab.com/schwabfunds. We use the symbols below to designate certain characteristics of the securities. With the top ten holdings, the number in the circle is the security's rank among the top ten. For the characteristics of the securities included under "Other Securities" and for securities valued at fair value, please refer to the complete schedule of portfolio holdings. (1) Top ten holding @ All or a portion of this security is on loan
COST VALUE HOLDINGS BY CATEGORY ($ x 1,000) ($ x 1,000) - -------------------------------------------------------------------------------- 99.4% FOREIGN COMMON STOCK 958,909 1,362,937 0.3% SHORT-TERM INVESTMENT 4,247 4,247 0.1% FOREIGN PREFERRED STOCK 766 1,042 0.0% WARRANTS 200 -- - -------------------------------------------------------------------------------- 99.8% TOTAL INVESTMENTS 964,122 1,368,226 6.2% COLLATERAL INVESTED FOR SECURITIES ON LOAN 85,164 85,164 (6.0)% OTHER ASSETS AND LIABILITIES, NET (82,204) - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 1,371,186
% OF NET VALUE SECURITY AND NUMBER OF SHARES ASSETS ($ x 1,000) FOREIGN COMMON STOCK 99.4% of net assets AUSTRALIA 4.3% ------------------------------------------------------------------------- BHP Billiton Ltd. 600,162 0.7 9,309 Other Securities 3.6 50,254 -------- ----------- 4.3 59,563 BELGIUM 0.9% ------------------------------------------------------------------------- Other Securities 0.9 12,114 CANADA 6.5% ------------------------------------------------------------------------- @ Manulife Financial Corp. 131,759 0.5 6,860 @ Royal Bank of Canada 107,744 0.5 7,605 Other Securities 5.5 74,820 -------- ----------- 6.5 89,285 DENMARK 0.7% ------------------------------------------------------------------------- Other Securities 0.7 9,313 FRANCE 10.3% ------------------------------------------------------------------------- AXA SA 260,843 0.6 7,556 BNP Paribas 132,633 0.7 10,060 Sanofi-Aventis 173,827 1.0 13,927 Societe Generale, Class A 61,146 0.5 6,984 @(5) Total SA 102,990 1.9 25,920 Other Securities 5.6 76,843 -------- ----------- 10.3 141,290 GERMANY 7.4% ------------------------------------------------------------------------- Allianz AG 59,288 0.6 8,388 BASF AG 94,612 0.5 6,824 DaimlerChrysler AG 142,504 0.5 7,142 @ Deutsche Bank AG 94,035 0.6 8,817 Deutsche Telekom AG 411,262 0.5 7,274 E.ON AG 112,817 0.7 10,225 Siemens AG 144,278 0.8 10,747 Other Securities 3.2 42,876 -------- ----------- 7.4 102,293 HONG KONG / CHINA 1.0% ------------------------------------------------------------------------- Other Securities 1.0 14,204
62 See financial notes. SCHWAB INTERNATIONAL INDEX FUND
% OF NET VALUE SECURITY AND NUMBER OF SHARES ASSETS ($ x 1,000) IRELAND 0.1% ------------------------------------------------------------------------- Other Securities 0.1 989 ITALY 3.4% ------------------------------------------------------------------------- @ ENI-Ente Nazionale Idrocarburi SPA 429,220 0.8 11,490 Other Securities 2.6 34,922 -------- ----------- 3.4 46,412 JAPAN 19.8% ------------------------------------------------------------------------- Canon, Inc. 139,395 0.5 7,381 Honda Motor Co. Ltd. 141,539 0.6 7,874 Mitsubishi UFJ Financial Group, Inc. 988 0.9 12,423 Mizuho Financial Group, Inc. 1,395 0.7 9,316 Nippon Telegraph & Telephone Corp. 1,667 0.6 7,971 Sumitomo Mitsui Financial Group, Inc. 938 0.6 8,666 Takeda Pharmaceutical Co. Ltd. 141,200 0.6 7,742 (8) Toyota Motor Corp. 442,703 1.5 20,535 Other Securities 13.8 189,961 -------- ----------- 19.8 271,869 NETHERLANDS 3.7% ------------------------------------------------------------------------- ABN Amro Holdings NV 311,572 0.5 7,370 ING Groep NV 366,162 0.8 10,561 Unilever NV 94,924 0.5 6,680 Other Securities 1.9 25,767 -------- ----------- 3.7 50,378 SPAIN 4.2% ------------------------------------------------------------------------- Banco Bilbao Vizcaya Argentaria SA 590,624 0.8 10,416 Banco Santander Central Hispano SA 1,036,437 1.0 13,199 Telefonica SA 830,416 1.0 13,256 Other Securities 1.4 20,619 -------- ----------- 4.2 57,490 SWEDEN 2.0% ------------------------------------------------------------------------- Telefonaktiebolaget LM Ericsson, Class B 2,453,793 0.6 8,044 Other Securities 1.4 18,996 -------- ----------- 2.0 27,040 SWITZERLAND 7.7% ------------------------------------------------------------------------- Credit Suisse Group 190,854 0.6 8,445 (9) Nestle SA, Registered 67,591 1.5 20,133 (6) Novartis AG, Registered 430,836 1.7 23,180 (10) Roche Holdings -- Genus 121,834 1.3 18,209 UBS AG, Registered 177,232 1.1 15,115 Other Securities 1.5 20,245 -------- ----------- 7.7 105,327 UNITED KINGDOM 27.4% ------------------------------------------------------------------------- AstraZeneca PLC 284,404 0.9 12,722 Barclays PLC 1,124,769 0.8 11,146 (1) BP PLC 3,683,430 3.0 40,802 Diageo PLC 523,989 0.6 7,739 (4) GlaxoSmithKline PLC 1,023,700 1.9 26,625 HBOS PLC 673,991 0.7 9,956 (2) HSBC Holdings PLC 1,947,777 2.2 30,602 Lloyds TSB Group PLC 957,348 0.6 7,829 Rio Tinto PLC 188,475 0.5 7,181 Royal Bank of Scotland Group PLC 549,711 1.1 15,222 (7) Royal Dutch Shell PLC, A Shares 749,220 1.7 23,104 Royal Dutch Shell PLC, B Shares 497,774 1.2 16,237 Tesco PLC 1,376,566 0.5 7,330 (3) Vodafone Group PLC 11,087,405 2.1 29,109 Other Securities 9.6 129,766 -------- ----------- 27.4 375,370
See financial notes. 63 SCHWAB INTERNATIONAL INDEX FUND SUMMARY OF PORTFOLIO HOLDINGS continued
% OF NET VALUE SECURITY AND NUMBER OF SHARES ASSETS ($ x 1,000) UNITED STATES 0.0% ------------------------------------------------------------------------- Other Securities 0.0 -- FOREIGN PREFERRED STOCK 0.1% of net assets GERMANY 0.1% ------------------------------------------------------------------------- Other Securities 0.1 1,042 WARRANTS 0.0% of net assets FRANCE 0.0% ------------------------------------------------------------------------- Other Securities 0.0 -- UNITED STATES 0.0% ------------------------------------------------------------------------- Other Securities 0.0 --
SECURITY RATE, MATURITY DATE FACE AMOUNT ($ x 1,000) SHORT-TERM INVESTMENT 0.3% of net assets Wachovia Bank, Grand Cayman Time Deposit 3.48%, 11/01/05 4,247 0.3 4,247
END OF INVESTMENTS. The foreign securities were valued at fair value in accordance with board approved procedures (see Accounting Policies).
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) COLLATERAL INVESTED FOR SECURITIES ON LOAN 6.2% of net assets OTHER INVESTMENT COMPANIES 6.2% ------------------------------------------------------------------------- Securities Lending Investments Fund 85,164,128 85,164
END OF COLLATERAL INVESTED FOR SECURITIES ON LOAN. 64 See financial notes. SCHWAB INTERNATIONAL INDEX FUND Statement of ASSETS AND LIABILITIES As of October 31, 2005. All numbers x 1,000 except NAV. ASSETS - --------------------------------------------------------------------------------- Investments, at value (including $81,513 of securities on loan) $1,368,226 a Collateral invested for securities on loan 85,164 Foreign currency 329 b Receivables: Fund shares sold 1,273 Dividends 2,155 Income from securities on loan 33 Dividend tax reclaim 238 Prepaid expenses + 25 ------------- TOTAL ASSETS 1,457,443 LIABILITIES - --------------------------------------------------------------------------------- Collateral invested for securities on loan 85,164 Cash overdraft 309 Payables: Fund shares redeemed 544 Investment adviser and administrator fees 38 Transfer agent and shareholder service fees 27 Accrued expenses + 175 ------------- TOTAL LIABILITIES 86,257 NET ASSETS - --------------------------------------------------------------------------------- TOTAL ASSETS 1,457,443 TOTAL LIABILITIES - 86,257 ------------- NET ASSETS $1,371,186 NET ASSETS BY SOURCE Capital received from investors 1,238,568 Net investment income not yet distributed 25,265 Net realized capital losses (296,707) Net unrealized capital gains 404,060 NET ASSET VALUE (NAV) BY SHARE CLASS SHARES SHARE CLASS NET ASSETS / OUTSTANDING = NAV Investor Shares $595,389 34,871 $17.07 Select Shares $775,797 45,402 $17.09
Unless stated, all numbers x 1,000. a The fund paid $964,122 for these securities. Not counting short-term obligations and government securities, the fund's security transactions during the period were: Purchases $131,589 Sales/maturities $188,232 The fund's total security transactions with other Schwab Funds(R) during the period were $7,302. b The fund paid $321 for these currencies. FEDERAL TAX DATA PORTFOLIO COST $969,936 NET UNREALIZED GAINS AND LOSSES: Gains $454,477 Losses + (56,187) ------------ $398,290 AS OF OCTOBER 31, 2005: NET UNDISTRIBUTED EARNINGS: Ordinary income $26,505 Long-term capital gains $-- CAPITAL LOSSES UTILIZED $16,242 UNUSED CAPITAL LOSSES: Expires 10/31 of: Loss amount 2008 1,176 2009 130,942 2010 112,722 2011 39,016 2012 + 8,278 ---------- $292,134 RECLASSIFICATIONS: Net realized capital gains $ 813 Reclassified as: Net investment income not yet distributed ($813) See financial notes. 65 SCHWAB INTERNATIONAL INDEX FUND Statement of OPERATIONS For November 1, 2004 through October 31, 2005. All numbers x 1,000. INVESTMENT INCOME - --------------------------------------------------------------------------------- Dividends $35,822 a Interest 107 Securities on loan + 1,179 ---------- TOTAL INVESTMENT INCOME 37,108 NET REALIZED GAINS AND LOSSES - --------------------------------------------------------------------------------- Net realized gains on investments 16,890 Net realized losses on foreign currency transactions + (1,075) ---------- NET REALIZED GAINS 15,815 NET UNREALIZED GAINS AND LOSSES - --------------------------------------------------------------------------------- Net unrealized gains on investments 169,763 Net unrealized losses on foreign currency transactions + (93) ---------- NET UNREALIZED GAINS 169,670 EXPENSES - --------------------------------------------------------------------------------- Investment adviser and administrator fees 5,414 b Transfer agent and shareholder service fees: Investor Shares 1,480 c Select Shares 767 c Trustees' fees 15 d Custodian fees 587 Portfolio accounting fees 190 Professional fees 43 Registration fees 45 Shareholder reports 75 Interest expense 4 Other expenses 69 ---------- Total expenses + 8,689 Expense reduction _ 835 e ---------- NET EXPENSES 7,854 INCREASE IN NET ASSETS FROM OPERATIONS - --------------------------------------------------------------------------------- TOTAL INVESTMENT INCOME 37,108 NET EXPENSES _ 7,854 ---------- NET INVESTMENT INCOME 29,254 NET REALIZED GAINS 15,815 f NET UNREALIZED GAINS + 169,670 f ---------- INCREASE IN NET ASSETS FROM OPERATIONS $214,739
Unless stated, all numbers x 1,000. a Net of $4,537 foreign withholding tax. b Calculated as a percentage of average daily net assets: 0.43% of the first $500 million and 0.38% of the assets beyond that. These fees are paid to Charles Schwab Investment Management, Inc. (CSIM). c Calculated as a percentage of average daily net assets: for transfer agent services, 0.05% of the fund's assets; for shareholder services, 0.20% and 0.05% of the assets of each respective share class. These fees are paid to Charles Schwab & Co., Inc. (Schwab). d For the fund's independent trustees only. e Includes $539 from the investment adviser (CSIM) and $296 from the transfer agent and shareholder service agent (Schwab). These reductions reflect a guarantee by CSIM and Schwab to limit the net operating expenses of this fund through at least February 27, 2006, as follows: % OF AVERAGE SHARE CLASS DAILY NET ASSETS -------------------------------------- Investor Shares 0.69 Select Shares 0.50 These limits exclude interest, taxes and certain non-routine expenses. f These add up to a net gain on investments of $185,485. 66 See financial notes. SCHWAB INTERNATIONAL INDEX FUND Statements of CHANGES IN NET ASSETS For the current and prior report periods. All numbers x 1,000.
OPERATIONS - -------------------------------------------------------------------------------- 11/1/04-10/31/05 11/1/03-10/31/04 Net investment income $29,254 $22,962 Net realized gains or losses 15,815 (7,817) Net unrealized gains + 169,670 187,892 ----------------------------------- INCREASE IN NET ASSETS FROM OPERATIONS 214,739 203,037 DISTRIBUTIONS PAID - -------------------------------------------------------------------------------- DIVIDENDS FROM NET INVESTMENT INCOME Investor Shares 10,423 9,069 Select Shares + 14,231 12,465 ----------------------------------- TOTAL DIVIDENDS FROM NET INVESTMENT INCOME $24,654 $21,534 a,b
TRANSACTIONS IN FUND SHARES - -------------------------------------------------------------------------------- 11/1/04-10/31/05 11/1/03-10/31/04 SHARES VALUE SHARES VALUE SHARES SOLD Investor Shares 5,337 $85,930 5,725 $80,057 Select Shares + 7,993 128,120 5,772 80,804 --------- --------- ------- --------- TOTAL SHARES SOLD 13,330 $214,050 11,497 $160,861 SHARES REINVESTED Investor Shares 617 $9,445 629 $8,293 Select Shares + 864 13,224 882 11,628 --------- --------- ------- --------- TOTAL SHARES REINVESTED 1,481 $22,669 1,511 $19,921 SHARES REDEEMED Investor Shares (8,209) ($132,435) (7,955) ($111,302) Select Shares + (9,795) (160,690) (9,688) (136,414) --------- --------- ------- --------- TOTAL SHARES REDEEMED (18,004) ($293,125) (17,643) ($247,716) c NET TRANSACTIONS IN FUND SHARES (3,193) $(56,406) (4,635) $(66,934)
SHARES OUTSTANDING AND NET ASSETS - -------------------------------------------------------------------------------- 11/1/04-10/31/05 11/1/03-10/31/04 SHARES NET ASSETS SHARES NET ASSETS Beginning of period 83,466 $1,237,507 $ 88,101 $1,122,938 Total increase or decrease + (3,193) 133,679 (4,635) 114,569 --------- ---------- -------- ---------- END OF PERIOD 80,273 $1,371,186 83,466 $1,237,507 d
Unless stated, all numbers x 1,000. a UNAUDITED The fund designates $22,047 of the dividend distribution for the fiscal year ended 10/31/05 as qualified dividends for the purpose of the maximum rate under Section 1(h)(ii) of the Internal Revenue Code. Shareholders will be notified in January 2006 via IRS Form 1099 of the amounts for use in preparing their 2005 income tax return. b The tax-basis components of distributions paid were: CURRENT PRIOR PERIOD PERIOD Ordinary income $24,654 $21,534 Long-term capital gains $-- $-- c For shares purchased on or before 4/29/05 and held less than 180 days, the fund charges 1.50% redemption fee. For shares purchased after 4/29/05 and held less than 30 days, the fund charges 2.00% redemption fee. CURRENT PERIOD: Investor Shares $52 Select Shares + 106 ------ TOTAL $158 PRIOR PERIOD: Investor Shares $50 Select Shares + 22 ------ TOTAL $72 Dollar amounts are net of the redemption fee proceeds. d Includes distributable net investment income in the amount of $25,265 and $21,478 at the end of the current period and prior period, respectively. Percent of fund shares owned by other Schwab Funds(R) as of the end of the current period: SCHWAB MARKETTRACK PORTFOLIOS All Equity Portfolio 10.1% Growth Portfolio 9.6% Balanced Portfolio 5.7% Conservative Portfolio 2.2% SCHWAB ANNUITY PORTFOLIOS Growth Portfolio II 0.5% See financial notes. 67 SCHWAB EQUITY INDEX FUNDS FINANCIAL NOTES BUSINESS STRUCTURE OF THE FUNDS EACH OF THE FUNDS DISCUSSED IN THIS REPORT IS A SERIES OF A NO-LOAD, OPEN-END MANAGEMENT INVESTMENT COMPANY. Each of these companies is organized as a Massachusetts business trust and is registered under the Investment Company Act of 1940, as amended. The sidebar shows the funds in this report by trust. THE FUNDS OFFER MULTIPLE SHARE CLASSES. For any given fund, shares of each class represent interests in the same portfolio, but each class has different expenses and investment minimums. In addition, one share class, e.Shares, is available only to clients of Schwab Institutional(R), Charles Schwab Trust Company and certain tax-advantaged retirement plans, and can only be traded electronically.
INVESTOR SELECT FUND SHARES SHARES e.SHARES - -------------------------------------------------------------------------------- S&P 500 INDEX FUND -- -- -- - -------------------------------------------------------------------------------- SCHWAB 1000 INDEX FUND -- -- - -------------------------------------------------------------------------------- SMALL-CAP INDEX FUND -- -- - -------------------------------------------------------------------------------- TOTAL STOCK MARKET INDEX FUND -- -- - -------------------------------------------------------------------------------- INTERNATIONAL INDEX FUND -- -- - --------------------------------------------------------------------------------
For these funds, shares are bought and sold at net asset value (NAV), which is the price for all outstanding shares. Each share has a par value of 1/1,000 of a cent, and the trusts may issue as many shares as necessary. THE TRUSTS AND THEIR FUNDS This list shows the trust containing each fund in this report, along with all other funds included in these trusts. The funds discussed in this report are highlighted. SCHWAB INVESTMENTS organized October 26, 1990 SCHWAB 1000 INDEX FUND Schwab Short-Term Bond Market Fund Schwab Total Bond Market Fund Schwab YieldPlus Fund Schwab Tax-Free YieldPlus Fund Schwab Short/Intermediate Tax-Free Bond Fund Schwab Long-Term Tax-Free Bond Fund Schwab California Short/Intermediate Tax-Free Bond Fund Schwab California Tax-Free YieldPlus Fund Schwab California Long-Term Tax-Free Bond Fund Schwab GNMA Fund SCHWAB CAPITAL TRUST organized May 7, 1993 SCHWAB S&P 500 INDEX FUND SCHWAB INSTITUTIONAL SELECT S&P 500 FUND SCHWAB SMALL-CAP INDEX FUND SCHWAB TOTAL STOCK MARKET INDEX FUND SCHWAB INTERNATIONAL INDEX FUND Schwab MarketTrack All Equity Portfolio Schwab MarketTrack Growth Portfolio Schwab MarketTrack Balanced Portfolio Schwab MarketTrack Conservative Portfolio Laudus U.S. MarketMasters Fund Laudus Balanced MarketMasters Fund Laudus Small-Cap MarketMasters Fund Laudus International MarketMasters Fund Schwab Premier Equity Fund Schwab Core Equity Fund Schwab Dividend Equity Fund Schwab Large-Cap Growth Fund Schwab Small-Cap Equity Fund Schwab Hedged Equity Fund Schwab Financial Services Fund Schwab Health Care Fund Schwab Technology Fund Schwab Target 2010 Fund Schwab Target 2020 Fund Schwab Target 2030 Fund Schwab Target 2040 Fund Schwab Retirement Income Fund 68 SCHWAB EQUITY INDEX FUNDS FUND OPERATIONS Most of the funds' investments are described in the fund-by-fund sections earlier in this report. However, there are certain other fund operations and policies that may affect a fund's financials, as described below. Other policies concerning the funds' business operations also are described here. THE FUNDS PAY DIVIDENDS from net investment income and make distributions from net capital gains once a year. THE FUNDS MAY INVEST IN FUTURES CONTRACTS. Futures contracts involve certain risks because they can be very sensitive to market movements. One risk is that the price of a futures contract may not move in perfect correlation with the price of the underlying securities. Another risk is that, at certain times, it may be impossible for a fund to close out a position in a futures contract, due to a difference in trading hours or to market conditions that may reduce the liquidity for a futures contract or its underlying securities. The potential for losses associated with futures contracts may exceed amounts recorded in the Statement of Assets and Liabilities. Because futures carry inherent risks, a fund must give the broker a deposit of cash and/or securities (the "initial margin") whenever it enters into a futures contract. The amount of the deposit may vary from one contract to another, but it is generally a percentage of the contract amount. Futures are traded publicly on exchanges, and their market value changes daily. A fund records the change in market value of futures, and also the change in the amount of margin deposit required ("due to/from broker"). THE SCHWAB INTERNATIONAL INDEX FUND MAY INVEST IN FORWARD CURRENCY CONTRACTS IN CONNECTION WITH THE PURCHASE AND SALE OF PORTFOLIO SECURITIES TO MINIMIZE THE UNCERTAINTY OF CHANGES IN FUTURE EXCHANGE RATES. "Forwards," as they are known, are contracts to buy and sell a currency at a set price on a future date. Forwards are similar to futures except that they are not publicly traded, but are agreements directly between two parties. As with futures, forwards involve certain risks that are not fully reflected in the fund's financials. If counterparties to the contracts are unable to meet the terms of the contracts or if the value of the foreign currency changes unfavorably, the fund could sustain a loss. THE FUNDS MAY LOAN SECURITIES TO CERTAIN BROKERS, DEALERS AND OTHER FINANCIAL INSTITUTIONS WHO PAY THE FUNDS NEGOTIATED FEES. The funds receive cash, letters of credit or U.S. government securities as collateral on these loans. All of the cash collateral received is reinvested in high quality, short-term investments. The value of the collateral must be at least 102% of the market value of the loaned securities as of the first day of the loan, and at least 100% each day thereafter. If the value of the collateral falls below 100%, it will be adjusted the following day. THE FUNDS PAY FEES TO AFFILIATES OF THE INVESTMENT ADVISER FOR VARIOUS SERVICES. Through their trusts, the funds have agreements with Charles Schwab Investment Management, Inc. (CSIM) to provide investment advisory and administrative services and with Charles Schwab & Co., Inc. (Schwab) to provide transfer agent and shareholder services. Although these agreements specify certain fees for these services, CSIM and Schwab have made additional agreements with the funds that may limit the total expenses charged. The rates and limitations for these fees vary from fund to fund, and are described in each fund's Statement of Operations. THE FUNDS MAY ENGAGE IN CERTAIN TRANSACTIONS INVOLVING RELATED PARTIES. For instance, a fund may own shares of The Charles Schwab Corporation if that company is included in its index. The funds also may let other Schwab Funds(R) buy and sell fund 69 SCHWAB EQUITY INDEX FUNDS shares, particularly Schwab MarketTrack Portfolios(R), which seek to provide investors with allocated portfolios of Schwab index funds. The funds may make direct transactions with certain other Schwab Funds when practical. When one fund is seeking to sell a security that another is seeking to buy, an interfund transaction can allow both funds to benefit by reducing transaction costs. This practice is limited to funds that share the same investment adviser, trustees and officers. Pursuant to an exemptive order issued by the SEC, the funds may enter into interfund borrowing and lending transactions within the Schwab Funds. All loans are for temporary or emergency purposes only. The interest rate charged on the loan is the average of the overnight repurchase agreement rate and the short-term bank loan rate. The interfund lending facility is subject to the oversight and periodic review of the Board of Trustees of the Schwab Funds. TRUSTEES MAY INCLUDE PEOPLE WHO ARE OFFICERS AND/OR DIRECTORS OF THE INVESTMENT ADVISER OR SCHWAB. Federal securities law limits the percentage of such "interested persons" who may serve on a trust's board, and the trusts were in compliance with these limitations throughout the report period. The trusts did not pay any of these persons for their service as trustees, but they did pay the non-interested persons (independent trustees), as noted in each fund's Statement of Operations. THE FUNDS MAY BORROW MONEY FROM BANKS AND CUSTODIANS. The funds may obtain temporary bank loans through the trusts to which they belong, to use for meeting shareholder redemptions or for extraordinary or emergency purposes. The Schwab Funds have custodian overdraft facilities and line of credit arrangements of $150 million and $100 million with PNC Bank, N.A. and Bank of America, N.A., respectively. The funds pay interest on the amounts they borrow at rates that are negotiated periodically.
AMOUNT WEIGHTED OUTSTANDING AVERAGE AVERAGE AT 10/31/05 BORROWING* INTEREST RATE* FUND ($ x 1,000) ($ x 1,000) (%) - -------------------------------------------------------------------------------- SCHWAB S&P 500 INDEX FUND 1,045 7,639 3.30 - -------------------------------------------------------------------------------- SCHWAB 1000 INDEX FUND -- 4,548 3.15 - -------------------------------------------------------------------------------- SCHWAB SMALL-CAP INDEX FUND -- 2,272 3.07 - -------------------------------------------------------------------------------- SCHWAB TOTAL STOCK MARKET INDEX FUND -- 905 3.77 - -------------------------------------------------------------------------------- SCHWAB INTERNATIONAL INDEX FUND 309 2,464 4.03 - --------------------------------------------------------------------------------
* Based on the number of days for which the borrowing is outstanding. THE FUNDS INTEND TO MEET FEDERAL INCOME AND EXCISE TAX REQUIREMENTS FOR REGULATED INVESTMENT COMPANIES. Accordingly, the funds distribute substantially all of their net investment income and net realized capital gains (if any) to their respective shareholders each year. As long as a fund meets the tax requirements, it is not required to pay federal income tax. The net investment income and net realized capital gains and losses may differ for financial statement and tax purposes primarily due to differing treatments of wash sale losses and foreign currency transactions. UNDER THE FUNDS' ORGANIZATIONAL DOCUMENTS, ITS OFFICERS AND TRUSTEES ARE INDEMNIFIED AGAINST CERTAIN LIABILITY ARISING OUT OF THE PERFORMANCE OF THEIR DUTIES TO THE FUNDS. In addition, in the normal course of business the funds enter into contracts with their vendors and others that provide general indemnifications. The funds' maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the funds. However, based on experience, the funds expect the risk of loss to be remote. 70 SCHWAB EQUITY INDEX FUNDS ACCOUNTING POLICIES The following are the main policies the funds use in preparing their financial statements. THE FUNDS VALUE THE SECURITIES IN THEIR PORTFOLIOS EVERY BUSINESS DAY. The funds use the following policies to value various types of securities: - - SECURITIES TRADED ON AN EXCHANGE OR OVER-THE-COUNTER: valued at the closing value for the day, or, on days when no closing value has been reported, halfway between the most recent bid and asked quotes. Securities that are primarily traded on foreign exchanges are valued at the closing values of such securities on their respective exchanges with these values then translated into U.S. dollars at the current exchange rate. - - SECURITIES FOR WHICH NO MARKET QUOTATIONS ARE READILY AVAILABLE or when a significant event has occurred between the time of the security's last close and the time that a fund calculates net asset value: valued at fair value, as determined in good faith by the fund's investment adviser using guidelines adopted by the fund's Board of Trustees and the Pricing Committee. Some of the more common reasons that may necessitate that a security be valued at fair value include: the security's trading has been halted or suspended; the security has been de-listed from a national exchange; the security's primary trading market is temporarily closed at a time when under normal conditions it would be open; or the security's primary pricing source is not able or willing to provide a price. Also, the foreign securities held by International Index Fund are fair valued if a movement in the U.S. market exceeds a specific threshold that has been established using the guidelines adopted by the fund's Board of Trustees. The fund uses a third party vendor to provide the fair valuation based on certain factors and methodologies including tracking valuation correlations between the U.S. market and each non-U.S. security. - - FUTURES AND FORWARDS: open contracts are valued at their settlement prices as of the close of their exchanges (for futures) or at a market value based on that day's exchange rates (for forwards). When a fund closes out a futures or forwards position, it calculates the difference between the value of the position at the beginning and at the end, and records a realized gain or loss accordingly. - - SHORT-TERM SECURITIES (60 DAYS OR LESS TO MATURITY): valued at amortized cost. - - MUTUAL FUNDS: valued at their respective net asset values as determined by those funds, in accordance with the 1940 Act for a given day. SECURITY TRANSACTIONS are recorded as of the date the order to buy or sell the security is executed. DIVIDENDS AND DISTRIBUTIONS FROM PORTFOLIO SECURITIES are recorded on the date they are effective (the ex-dividend date), although the funds record certain foreign security dividends on the day they learn of the ex-dividend date. INCOME FROM INTEREST AND THE ACCRETION OF DISCOUNT is recorded as it accrues. REALIZED GAINS AND LOSSES from security transactions are based on the identified costs of the securities involved. ASSETS AND LIABILITIES DENOMINATED IN FOREIGN CURRENCIES are reported in U.S. dollars. For assets and liabilities held on a given date, the dollar value is based on market exchange rates in effect on that date. Transactions involving foreign currencies, including purchases, sales, income receipts and expense payments, are calculated using exchange rates in effect on the transaction date. EXPENSES that are specific to a fund are charged directly to that fund. Expenses that are common to all funds within a trust generally are allocated among the funds in proportion to their average daily net assets. 71 SCHWAB EQUITY INDEX FUNDS FOR FUNDS OFFERING MULTIPLE SHARE CLASSES, all of the realized and unrealized gains or losses and net investment income, other than class specific expenses, are allocated daily to each class in proportion to its average daily net assets. EACH FUND MAINTAINS ITS OWN ACCOUNT FOR PURPOSES OF HOLDING ASSETS AND ACCOUNTING, and is considered a separate entity for tax purposes. Within its account, each fund also keeps certain assets in segregated accounts, as may be required by securities law. THE ACCOUNTING POLICIES DESCRIBED ABOVE CONFORM WITH ACCOUNTING PRINCIPLES GENERALLY ACCEPTED IN THE UNITED STATES OF AMERICA. Notwithstanding this, shareholders should understand that in order to follow these principles, fund management has to make estimates and assumptions that affect the information reported in the financial statements. It's possible that once the results are known, they may turn out to be different from these estimates. 72 SCHWAB EQUITY INDEX FUNDS REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM TO THE BOARD OF TRUSTEES AND SHAREHOLDERS OF: Schwab S&P 500 Index Fund Schwab 1000 Index Fund(R) Schwab Small-Cap Index Fund(R) Schwab Total Stock Market Index Fund(R) Schwab International Index Fund(R) In our opinion, the accompanying statements of assets and liabilities, including the summary of portfolio holdings, and the related statements of operations and of changes in net assets and the financial highlights present fairly, in all material respects,the financial position of Schwab 1000 Index Fund (one of the portfolios constituting Schwab Investments), Schwab S&P 500 Index Fund, Schwab Small-Cap Index Fund, Schwab Total Stock Market Index Fund, and Schwab International Index Fund (four of the portfolios constituting Schwab Capital Trust, hereafter referred to as the "Funds") at October 31, 2005, the results of each of their operations for the year then ended, the changes in each of their net assets for each of the two years in the period then ended and the financial highlights for each of the five years in the period then ended, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as "financial statements") are the responsibility of the Funds' management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audits to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included confirmation of securities at October 31, 2005 by correspondence with the custodian and brokers, provide a reasonable basis for our opinion. PRICEWATERHOUSECOOPERS LLP San Francisco, California December 16, 2005 73 INVESTMENT ADVISORY AGREEMENT APPROVAL The Investment Company Act of 1940 (the "1940 Act") requires that initial approval of, as well as the continuation of, a fund's investment advisory agreement must be specifically approved (1) by the vote of the trustees or by a vote of the shareholders of the fund, and (2) by the vote of a majority of the trustees who are not parties to the investment advisory agreement or "interested persons" of any party (the "Independent Trustees"), cast in person at a meeting called for the purpose of voting on such approval. In connection with such approvals, the fund's trustees must request and evaluate, and the investment adviser is required to furnish, such information as may be reasonably necessary to evaluate the terms of the advisory agreement. In addition, the Securities and Exchange Commission (the "SEC") takes the position that, as part of their fiduciary duties with respect to fund fees, fund boards are required to evaluate the material factors applicable to a decision to approve an investment advisory agreement. Consistent with these responsibilities, the Board of Trustees (the "Board") calls and holds one or more meetings each year that are dedicated, in whole or in part, to considering whether to renew the investment advisory agreement between Schwab Investments and Schwab Capital Trust (the "Trusts") and CSIM (the "Agreements") with respect to existing funds in the Trusts, operating as of December 31 of the previous year, including the Schwab S&P 500 Index Fund, the Schwab 1000 Index Fund, the Schwab Small-Cap Index Fund, the Schwab Total Stock Market Index Fund and the Schwab International Index Fund, and to review certain other agreements pursuant to which CSIM provides investment advisory services to certain other registered investment companies. In preparation for the meeting(s), the Board requests and reviews a wide variety of materials provided by CSIM, including information about CSIM's affiliates, personnel and operations. The Board also receives extensive data provided by third parties. This information is in addition to the detailed information about the funds that the Board reviews during the course of each year, including information that relates to fund operations and fund performance. The trustees also receive memoranda from counsel regarding the responsibilities of trustees for the approval of investment advisory contracts. In addition, the Independent Trustees receive advice from their counsel, meet in executive session outside the presence of fund management and participate in question and answer sessions with representatives of CSIM. At the May 24, 2005 meeting of the Board, the trustees, including a majority of the Independent Trustees, approved the renewal of the Agreements for an additional one year period. The Board's approval of the Agreements was based on consideration and evaluation of a variety of specific factors discussed at that meeting and at prior meetings, including: 1. the nature, extent and quality of the services provided to the funds under the Agreements, including the resources of CSIM and its affiliates dedicated to the funds; 2. each fund's investment performance and how it compared to that of certain other comparable mutual funds; 3. each fund's expenses and how those expenses compared to those of certain other comparable mutual funds; 4. the profitability of CSIM and its affiliates, including Charles Schwab & Co., Inc. ("Schwab"), with respect to each fund, including both direct and indirect benefits accruing to CSIM and its affiliates; and 5. the extent to which economies of scale would be realized as the funds grow and whether fee levels in the Agreements reflect those economies of scale for the benefit of fund investors. 74 NATURE, EXTENT AND QUALITY OF SERVICES. The Board considered the nature, extent and quality of the services provided by CSIM to the funds and the resources of CSIM and its affiliates dedicated to the funds. In this regard, the trustees evaluated, among other things, CSIM's personnel, experience, track record and compliance program. The trustees also considered the fact that Schwab's extensive branch network, Internet access, investment and research tools, telephone services, and array of account features benefit the funds. The trustees also considered Schwab's excellent reputation as a full service brokerage firm and its overall financial condition. Finally, the trustees considered that the vast majority of the funds' investors are also brokerage clients of Schwab, and that CSIM and its affiliates are uniquely positioned to provide services and support to the funds and such shareholders. Following such evaluation, the Board concluded, within the context of its full deliberations, that the nature, extent and quality of services provided by CSIM to the funds and the resources of CSIM and its affiliates dedicated to the funds supported renewal of the Agreements. FUND PERFORMANCE. The Board considered fund performance in determining whether to renew the Agreements. Specifically, the trustees considered each fund's performance relative to a peer group of other mutual funds and appropriate indices/benchmarks, in light of total return, yield and market trends. As part of this review, the trustees considered the composition of the peer group, selection criteria and the reputation of the third party who prepared the peer group analysis. In evaluating the performance of each fund, the trustees considered both market risk and shareholder risk expectations for such fund. Following such evaluation, the Board concluded, within the context of its full deliberations, that the performance of the funds supported renewal of the Agreements. FUND EXPENSES. With respect to the funds' expenses, the trustees considered the rate of compensation called for by the Agreements, and each fund's net operating expense ratio, in each case, in comparison to those of other comparable mutual funds, such peer groups and comparisons having been selected and calculated by an independent third party. The trustees considered the effects of CSIM's and Schwab's voluntary waiver of management and other fees to prevent total fund expenses from exceeding a specified cap. The trustees also considered fees charged by CSIM to other mutual funds and to other types of accounts, such as wrap accounts and offshore funds, but, with respect to such other types of accounts, accorded less weight to such comparisons due to the unique legal, regulatory, compliance and operating features of mutual funds as compared to these other types of accounts. Following such evaluation, the Board concluded, within the context of its full deliberations, that the expenses of the funds are reasonable and supported renewal of the Agreements. PROFITABILITY. With regard to profitability, the trustees considered the compensation flowing to CSIM and its affiliates, directly or indirectly. In this connection, the trustees reviewed management's profitability analyses, together with certain commentary thereon from an independent accounting firm. The trustees also considered any other benefits derived by CSIM from its relationship with the funds, such as whether, by virtue of its management of the funds, CSIM obtains investment information or other research resources that aid it in providing advisory services to other clients. The trustees considered whether the varied levels of compensation and profitability under the Agreements and other service agreements were reasonable and justified in light of 75 the quality of all services rendered to each fund by CSIM and its affiliates. Based on this evaluation, the Board concluded, within the context of its full deliberations, that the profitability of CSIM is reasonable and supported renewal of the Agreements. ECONOMIES OF SCALE. The trustees considered the existence of any economies of scale and whether those are passed along to a fund's shareholders through a graduated investment advisory fee schedule or other means, including any fee waivers by CSIM and its affiliates. In this regard, and consistent with their consideration of fund expenses, the trustees considered that CSIM and Schwab have previously committed resources to minimize the effects on shareholders of diseconomies of scale during periods when fund assets were relatively small through their contractual expense waivers. For example,such diseconomies of scale may particularly affect newer funds or funds with investment strategies that are from time to time out of favor, but shareholders may benefit from the continued availability of such funds at subsidized expense levels. The trustees also considered CSIM's agreement to contractual investment advisory fee schedules which include lower fees at higher graduated asset levels. Based on this evaluation, the Board concluded, within the context of its full delibera- tions, that the funds obtain reasonable benefit from economies of scale. In the course of their deliberations, the trustees did not identify any particular information or factor that was all-important or controlling. Based on the trustees' deliberation and their evaluation of the information described above, the Board, including all of the Independent Trustees, unanimously approved the continuation of the Agreements and concluded that the compensation under the Agreements is fair and reasonable in light of such services and expenses and such other matters as the trustees have considered to be relevant in the exercise of their reasonable judgment. 76 TRUSTEES AND OFFICERS A fund's Board of Trustees is responsible for protecting the interests of that fund's shareholders. The tables below give information about the people who serve as trustees and officers for the Schwab Funds(R), including the funds covered in this report. Trustees remain in office until they resign, retire or are removed by shareholder vote. 1 Under the Investment Company Act of 1940, any officer, director, or employee of Schwab or CSIM is considered an "interested person," meaning that he or she is considered to have a business interest in Schwab or CSIM. These individuals are listed as "interested trustees." The "independent trustees" are individuals who, under the 1940 Act, are not considered to have a business interest in Schwab or CSIM. Each of the 56 Schwab Funds belongs to one of these trusts: The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust or Schwab Annuity Portfolios. Currently all these trusts have the same trustees and officers. The address for all trustees and officers is 101 Montgomery Street, San Francisco, CA 94104. You can find more information about the trustees and officers in the Statement of Additional Information, which is available free by calling 1-800-435-4000. INDEPENDENT TRUSTEES
NAME AND YEAR OF BIRTH TRUSTEE SINCE MAIN OCCUPATIONS AND OTHER DIRECTORSHIPS AND AFFILIATIONS - ------------------------------------------------------------------------------------------------------------------------------------ MARIANN BYERWALTER 2000 (all trusts). Chairman, JDN Corp. Advisory LLC (real estate); Trustee, Stanford University, 1960 America First Cos., Omaha, NE (venture capital/fund management), Redwood Trust, Inc. (mortgage finance), Stanford Hospitals and Clinics, SRI International (research), PMI Group, Inc. (mortgage insurance), Lucile Packard Children's Hospital; Director, Pacific Life Insurance Company (insurance); Trustee, Laudus Trust and Laudus Variable Insurance Trust. 2 Until 2001: Stanford University, Special Advisor to the President. From 1996-2001: Stanford University, Vice President of Business Affairs, Chief Financial Officer. - ------------------------------------------------------------------------------------------------------------------------------------ DONALD F. DORWARD Family of Funds, 1989; Chief Executive Officer, Dorward & Associates (corporate management, marketing 1931 Investments, 1991; and communications consulting). Until 1999: Executive Vice President, Managing Capital Trust, 1993; Director, Grey Advertising San Francisco. Until 1996: President, Chief Executive Annuity Portfolios, 1994. Officer, Allen & Dorward Advertising.
1 The Schwab Funds retirement policy requires that independent trustees elected after January 1, 2000 retire at age 72 or after twenty years of service as a trustee, whichever comes first. Independent trustees elected prior to January 1, 2000 will retire on the following schedule: Messrs. Holmes and Dorward will retire on December 31, 2007, and Messrs. Stephens and Wilsey will retire on December 31, 2010. 2 This includes 10 series of the Laudus Trust and the sole series of the Laudus Variable Insurance Trust. 77 INDEPENDENT TRUSTEES continued
NAME AND YEAR OF BIRTH TRUSTEE SINCE MAIN OCCUPATIONS AND OTHER DIRECTORSHIPS AND AFFILIATIONS - ------------------------------------------------------------------------------------------------------------------------------------ WILLIAM A. HASLER 2000 (all trusts). Until February 2004, Co-Chief Executive Officer, Aphton Corporation 1941 (bio-pharmaceuticals). Prior to August 1998, Dean of the Haas School of Business, University of California, Berkeley (higher education). Director, Aphton Corporation (bio-pharmaceuticals), Mission West Properties (commercial real estate), Stratex Networks (network equipment), TOUSA (home building), Genitope Corp. (bio-pharmaceuticals), Pacific Stock & Option Exchange; Non-Executive Chairman, Solectron Corporation (manufacturing); Trustee, Laudus Trust and Laudus Variable Insurance Trust. 3 - ------------------------------------------------------------------------------------------------------------------------------------ ROBERT G. HOLMES Family of Funds, 1989; Chairman, Chief Executive Officer, Director, Semloh Financial, Inc. 1931 Investments, 1991; (international financial services and investment advisory firm). Capital Trust, 1993; Annuity Portfolios, 1994. - ------------------------------------------------------------------------------------------------------------------------------------ GERALD B. SMITH 2000 (all trusts). Since 1990, Chairman and Chief Executive Officer and founder of Smith Graham & 1950 Co. (investment advisors). Director, Cooper Industries (electrical products, tools and hardware), Chairman, Texas Southern University Foundation; Executive Committee & Board Member, MD Anderson Cancer Center; Chairman of the audit committee of Northern Border Partners, M.L.P. (energy). - ------------------------------------------------------------------------------------------------------------------------------------ DONALD R. STEPHENS Family of Funds, 1989; Managing Partner, D.R. Stephens & Co. (investments). Until 1996: Chairman, Chief 1938 Investments, 1991; Executive Officer, North American Trust (real estate investment trust). Capital Trust, 1993; Annuity Portfolios, 1994. - ------------------------------------------------------------------------------------------------------------------------------------ MICHAEL W. WILSEY Family of Funds, 1989; Chairman, Chief Executive Officer, Wilsey Bennett, Inc. (real estate 1943 Investments, 1991; investment and management, and other investments). Capital Trust, 1993; Annuity Portfolios, 1994.
3 This includes 10 series of the Laudus Trust and the sole series of the Laudus Variable Insurance Trust. 78 INTERESTED TRUSTEES
NAME AND TRUST POSITION(S); YEAR OF BIRTH TRUSTEE SINCE MAIN OCCUPATIONS AND OTHER DIRECTORSHIPS AND AFFILIATIONS - ------------------------------------------------------------------------------------------------------------------------------------ CHARLES R. SCHWAB 4 Chairman, Trustee: Chairman, Chief Executive Officer and Director, The Charles Schwab Corporation, 1937 Family of Funds, 1989; Charles Schwab & Co., Inc.; Chairman and Director, Charles Schwab Investment Investments, 1991; Management, Inc., Charles Schwab Bank, National Association; Chairman and Chief Capital Trust, 1993; Executive Officer, Schwab (SI) Holdings Inc. I, Schwab International Holdings, Annuity Portfolios, 1994. Inc.; Chief Executive Officer and Director, Schwab Holdings, Inc.; Director, U.S. Trust Company, National Association, U.S. Trust Corporation, United States Trust Company of New York. Until 5/03, Co-Chief Executive Officer, The Charles Schwab Corporation. Trustee, Charles and Helen Schwab Foundation; Chairman, All Kinds of Minds Institute (education), Stanford University; Chairman and Director, Charles Schwab Foundation; Chairman of the Finance Committee, San Francisco Museum of Modern Art. - ------------------------------------------------------------------------------------------------------------------------------------ RANDALL W. MERK 4 Trustee, 2005 Executive Vice President and President, Asset Management Products & Services 1954 (all trusts). Enterprise, Charles Schwab & Co., Inc.; Director, Charles Schwab Asset Management (Ireland) Limited. From 9/02 to 7/04, Mr. Merk was President and Chief Executive Officer, Charles Schwab Investment Management, Inc. and Executive Vice President, Charles Schwab & Co., Inc. Prior to 9/02, Mr. Merk was President and Chief Investment Officer, American Century Investment Management, and Director, American Century Companies, Inc. (6/01 to 8/02); Chief Investment Officer, Fixed, American Century Companies, Inc. (1/97 to 6/01).
OFFICERS OF THE TRUST
NAME AND YEAR OF BIRTH TRUST OFFICE(S) HELD MAIN OCCUPATIONS AND OTHER DIRECTORSHIPS AND AFFILIATIONS - ------------------------------------------------------------------------------------------------------------------------------------ EVELYN DILSAVER President, Chief Executive Vice President, President, Director, Charles Schwab Investment 1955 Executive Officer Management, Inc. Vice President, Laudus Trust and Laudus Variable Insurance (all trusts). Trust. Until 7/04: Senior Vice President for Development and Distribution, Asset Management Products & Services Enterprise. Until 6/03: Executive Vice President, Chief Financial Officer, Chief Administrative Officer, U.S. Trust. - ------------------------------------------------------------------------------------------------------------------------------------ STEPHEN B. WARD Senior Vice President, Senior Vice President, Chief Investment Officer, Director, Charles Schwab 1955 Chief Investment Investment Management, Inc.; Chief Investment Officer, The Charles Schwab Trust Officer (all trusts). Co.
4 In addition to their positions with the investment adviser and the distributor, Messrs. Schwab and Merk also own stock of the Charles Schwab Corporation. 79 OFFICERS OF THE TRUST continued
NAME AND YEAR OF BIRTH TRUST OFFICE(s) HELD MAIN OCCUPATIONS AND OTHER DIRECTORSHIPS AND AFFILIATIONS - ------------------------------------------------------------------------------------------------------------------------------------ KIMON DAIFOTIS Senior Vice President, Senior Vice President and Chief Investment Officer, Fixed Income, Charles Schwab 1959 Chief Investment Investment Management, Inc. Until 6/04: Vice President, Charles Schwab Officer (all trusts). Investment Management, Inc. - ------------------------------------------------------------------------------------------------------------------------------------ JEFFREY MORTIMER Senior Vice President, Senior Vice President, Chief Investment Officer, Equities, Charles Schwab 1963 Chief Investment Investment Management, Inc.; Vice President, Chief Investment Officer, Laudus Officer (all trusts). Trust and Laudus Variable Insurance Trust. Until 5/04: Vice President, Charles Schwab Investment Management, Inc. - ------------------------------------------------------------------------------------------------------------------------------------ RANDALL FILLMORE Chief Compliance Senior Vice President, Institutional Compliance and Chief Compliance Officer, 1960 Officer (all trusts). Charles Schwab Investment Management, Inc.; Chief Compliance Officer, Laudus Trust and Laudus Variable Insurance Trust. Until 9/03: Vice President, Charles Schwab & Co., Inc. and Charles Schwab Investment Management, Inc. Until 2002: Vice President, Internal Audit, Charles Schwab & Co., Inc. - ------------------------------------------------------------------------------------------------------------------------------------ KOJI E. FELTON Secretary (all trusts). Senior Vice President, Chief Counsel and Corporate Secretary, Charles Schwab 1961 Investment Management, Inc.; Senior Vice President and Deputy General Counsel, Charles Schwab & Co., Inc. Prior to 6/98, Branch Chief in Enforcement at U.S. Securities and Exchange Commission in San Francisco. - ------------------------------------------------------------------------------------------------------------------------------------ GEORGE PEREIRA Treasurer, Principal Senior Vice President and Chief Financial Officer, Charles Schwab Investment 1964 Financial Officer Management, Inc.; Director, Charles Schwab Asset Management (Ireland) Limited. (all trusts) From 12/99 to 11/04, Senior Vice President, Financial Reporting, Charles Schwab & Co., Inc.
80 GLOSSARY ASSET ALLOCATION The practice of dividing a portfolio among different asset classes, with each asset class assigned a particular percentage. ASSET CLASS A group of securities with similar structure and basic characteristics. Stocks, bonds and cash are the three main examples of asset classes. BETA A historical measure of an investment's volatility relative to a market index (usually the S&P 500(R)). The index is defined as having a beta of 1.00. Investments with a beta higher than 1.00 have been more volatile than the index; those with a beta of less than 1.00 have been less volatile. BOND A security representing a loan from the investor to the issuer. A bond typically pays interest at a fixed rate (the "coupon rate") until a specified date (the "maturity date"), at which time the issuer returns the money borrowed ("principal" or "face value") to the bondholder. Because of their structure, bonds are sometimes called "fixed income securities" or "debt securities." An individual bond is subject to the credit risk of the issuer. Changes in interest rates can affect a bond's market value prior to call or maturity. There is no guarantee that a bond's yield to call or maturity will provide a positive return over the rate of inflation. BOND FUND A bond fund is subject to the same credit, interest rate, and inflation risks as bonds. In addition, a bond fund incurs ongoing fees and expenses. A bond fund's net asset value will fluctuate with the price of the underlying bonds and the portfolio turnover activity; return of principal is not guaranteed. CAP, CAPITALIZATION See "market cap." CAPITAL GAIN, CAPITAL LOSS The difference between the amount paid for an investment and its value at a later time. If the investment has been sold, the capital gain or loss is considered a realized gain or loss. If the investment is still held, the gain or loss is still "on paper" and is considered unrealized. EARNINGS GROWTH RATE For a mutual fund, the average yearly rate at which the earnings of the companies in the fund's portfolio have grown, measured over the past five years. EARNINGS PER SHARE (EPS) A company's earnings, or net income, for the past 12 months, divided by the number of shares outstanding. EXPENSE RATIO The amount that is taken from a mutual fund's assets each year to cover the fund's operating expenses. An expense ratio of 0.50% means that a fund's expenses amount to half of one percent of its average net assets a year. MARKET CAP, MARKET CAPITALIZATION The value of a company as determined by the total value of all shares of its stock outstanding. MEDIAN MARKET CAP The midpoint of the range of market caps of the stocks held by a fund. There are different ways of calculating median market cap. With a simple median, half of the stocks in the fund's portfolio would be larger than the median, and half would be smaller. With a weighted median (the type that is calculated for these funds), half of the fund's assets are invested in stocks that are larger than the median market cap, and half in stocks that are smaller. NET ASSET VALUE (NAV) The value of one share of a mutual fund. NAV is calculated by taking the fund's total assets, subtracting liabilities, and dividing by the number of shares outstanding. OUTSTANDING SHARES, SHARES OUTSTANDING When speaking of a company or mutual fund, indicates all shares currently held by investors. PRICE-TO-BOOK RATIO (P/B) The market price of a company's stock compared with its "book value." A mutual fund's P/B is the weighted average of the P/B of all stocks in the fund's portfolio. PRICE-TO-EARNINGS RATIO (P/E) The market price of a company's stock compared with earnings over the past year. A mutual fund's P/E is the weighted average of the P/E of all stocks in the fund's portfolio. RETURN ON EQUITY (ROE) The average yearly rate of return for each dollar of investors' money, measured over the past five years. STOCK A share of ownership, or equity, in the issuing company. TOTAL RETURN The percentage that an investor would have earned or lost on an investment in the fund assuming dividends and distributions were reinvested. WEIGHTED AVERAGE For mutual funds, an average that gives the same weight to each security as the security represents in the fund's portfolio. YIELD The income paid out by an investment, expressed as a percentage of the investment's market value. The industry/sector classification of the funds' portfolio holdings uses the Global Industry Classification Standard (GICS) which was developed by and is the exclusive property of Morgan Stanley Capital International Inc. and Standard & Poor's. GICS is a service mark of MSCI and S&P and has been licensed for use by Charles Schwab & Co., Inc. 81 NOTES NOTES NOTES Schwab Funds(R) offers you a complete family of mutual funds, each one based on a clearly defined investment approach and using disciplined management strategies. The list at right shows all currently available Schwab Funds. Whether you're an experienced investor or just starting out, Schwab Funds can help you achieve your financial goals. An investor should consider a fund's investment objectives, risks, and charges and expenses carefully before investing or sending money. This and other important information can be found in the fund's prospectus. Please call 1-800-435-4000 for a prospectus and brochure for any Schwab Fund. Please read the prospectus carefully before you invest. This report must be preceded or accompanied by a current prospectus. METHODS FOR PLACING ORDERS The following information outlines how Schwab investors can place orders. If you are investing through a third-party investment provider, methods for placing orders may be different. INTERNET 1 www.schwab.com SCHWAB BY PHONE(TM) 2 Use our automated voice service or speak to a representative. Call 1-800-435-4000, day or night (for TDD service, call 1-800-345-2550). TELEBROKER(R) Use our automated touch-tone phone service at 1-800-272-4922. MAIL Write to Schwab Funds at: P.O. Box 3812 Englewood, CO 80155-3812 When selling or exchanging shares, be sure to include the signatures of at least one of the persons whose name is on the account. PROXY VOTING POLICIES, PROCEDURES AND RESULTS A description of the proxy voting policies and procedures used to determine how to vote proxies on behalf of the funds is available without charge, upon request, by visiting Schwab's website at www.schwab .com/schwabfunds, the SEC's website at http://www.sec.gov, or by contacting Schwab Funds at 1-800-435-4000. Information regarding how a fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 is available, without charge, by visiting Schwab's website at www.schwab.com/schwabfunds or the SEC's website at http://www.sec.gov. 1 Shares of Sweep Investments(TM) may not be purchased directly over the Internet. 2 Orders placed in person or through a telephone representative may be subject to a service fee payable to Schwab. THE SCHWAB FUNDS FAMILY(R) STOCK FUNDS Schwab Institutional Select(R) S&P 500 Fund Schwab S&P 500 Index Fund Schwab 1000 Index(R) Fund Schwab Small-Cap Index Fund(R) Schwab Total Stock Market Index Fund(R) Schwab International Index Fund(R) Schwab Premier Equity Fund(TM) Schwab Core Equity Fund(TM) Schwab Dividend Equity Fund(TM) Schwab Large-Cap Growth Fund(TM) Schwab Small-Cap Equity Fund(TM) Schwab Hedged Equity Fund(TM) Schwab Financial Services Fund(TM) Schwab Health Care Fund(TM) Schwab Technology Fund(TM) ASSET ALLOCATION FUNDS Schwab MarketTrack All Equity Portfolio(TM) Schwab MarketTrack Growth Portfolio(TM) Schwab MarketTrack Balanced Portfolio(TM) Schwab MarketTrack Conservative Portfolio(TM) Schwab Target 2010 Fund Schwab Target 2020 Fund Schwab Target 2030 Fund Schwab Target 2040 Fund Schwab Retirement Income Fund BOND FUNDS Schwab YieldPlus Fund(R) Schwab Short-Term Bond Market Fund(TM) Schwab Total Bond Market Fund(TM) Schwab GNMA Fund(TM) Schwab Tax-Free YieldPlus Fund(TM) Schwab Short/Intermediate Tax-Free Bond Fund(TM) Schwab Long-Term Tax-Free Bond Fund(TM) Schwab California Tax-Free YieldPlus Fund(TM) Schwab California Short/Intermediate Tax-Free Bond Fund(TM) Schwab California Long-Term Tax-Free Bond Fund(TM) SCHWAB MONEY FUNDS Schwab offers an array of money market funds that seek high current income consistent with safety and liquidity. 3 Choose from taxable or tax-advantaged alternatives. Many can be linked to your eligible Schwab account to "sweep" cash balances automatically, subject to availability, when you're between investments. Or, for your larger cash reserves, choose one of our Value Advantage Investments(R). 3 Investments in money market funds are neither insured nor guaranteed by the Federal Deposit Insurance Corporation (FDIC) or any other government agency and, although they seek to preserve the value of your investment at $1 per share, it is possible to lose money. [CHARLES SCHWAB LOGO] INVESTMENT ADVISER Charles Schwab Investment Management, Inc. 101 Montgomery Street, San Francisco, CA 94104 DISTRIBUTOR Charles Schwab & Co., Inc. (Schwab) FUNDS Schwab Funds(R) P.O. Box 3812, Englewood, CO 80155-3812 This report is not authorized for distribution to prospective investors unless preceded or accompanied by a current prospectus. (C)2005 Charles Schwab & Co., Inc. All rights reserved. Member SIPC Printed on recycled paper. MFR13810-08 ITEM 2: CODE OF ETHICS. (a) Registrant has adopted a code of ethics that applies to its principal executive officer, principal financial officer, and any other persons who perform a similar function, regardless of whether these individuals are employed by Registrant or a third party. (c) During the period covered by the report, no amendments were made to the provisions of this code of ethics. (d) During the period covered by the report, Registrant did not grant any waivers, including implicit waivers, from the provisions of this code of ethics. (f)(1) Registrant has filed this code of ethics as an exhibit pursuant to Item 12(a)(1) of Form N-CSR. ITEM 3: AUDIT COMMITTEE FINANCIAL EXPERT. Registrant's Board of Trustees has determined that William Hasler, Mariann Byerwalter and Donald Stephens, currently serving on its audit committee, are "audit committee financial experts," as such term is defined in Item 3 of Form N-CSR. Each of these members of Registrant's audit committee is "independent" under the standards set forth in Item 3 of Form N-CSR. The designation of each of Messrs. Hasler and Stephens and Ms. Byerwalter as an "audit committee financial expert" pursuant to Item 3 of Form N-CSR does not (i) impose upon such individual any duties, obligations, or liability that are greater than the duties, obligations and liability imposed upon such individual as a member of Registrant's audit committee or Board of Trustees in the absence of such designation; and (ii) affect the duties, obligations or liability of any other member of Registrant's audit committee or Board of Trustees. ITEM 4: PRINCIPAL ACCOUNTANT FEES AND SERVICES. Registrant is composed of eleven series. One series has a fiscal year-end of October 31, whose annual financial statements are reported in Item 1, and ten series have a fiscal year-end of August 31. Principal accountant fees disclosed in Items 4(a)-(d) and 4(g) include fees billed for services rendered to each of the eleven series, based on their respective 2005 and 2004 fiscal years, as applicable. (a) Below are the aggregate fees billed for each of the last two fiscal years for professional services rendered by the principal accountant for the audit of Registrant's annual financial statements or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements. Audit Fees 2005: $259,165 2004: $216,417 (b) Below are the aggregate fees billed in each of the last two fiscal years for assurance and related services by the principal accountant that are reasonably related to the performance of the audit of Registrant's financial statements and are not reported under paragraph (a) above. Audit-Related Fees For services rendered to Registrant: 2005: $52,314 2004: $15,279 Nature of these services: tax provision review and procedures performed related to Registrant's service provider conversion. In each of the last two fiscal years there were no "Audit-Related Fees" required to be approved pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X. (c) Below are the aggregate fees billed in each of the last two fiscal years for professional services rendered by the principal accountant for tax compliance, tax advice, and tax planning. Tax Fees For services rendered to Registrant: 2005: $30,551 2004: $26,118 Nature of these services: preparation and review of tax returns. In each of the last two fiscal years there were no "Tax Fees" required to be approved pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X. (d) Below are the aggregate fees billed in each of the last two fiscal years for products and services provided by the principal accountant, other than the services reported in paragraphs (a) through (c) above. All Other Fees For services rendered to Registrant: 2005: $4,911 2004: $4,592 Nature of these services: review of the methodology of allocation of Charles Schwab & Co., Inc. ("Schwab") expenses for purposes of Section 15(c) of the Investment Company Act of 1940. In each of the last two fiscal years there were no "All Other Fees" required to be approved pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X. (e)(1) Registrant's audit committee does not have pre-approval policies and procedures as described in paragraph (c)(7) of Rule 2-01 of Regulation S-X. (2) There were no services described in each of paragraphs (b) through (d) above (including services required to be approved by Registrant's audit committee pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X) that were approved by Registrant's audit committee pursuant to paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X. (f) Not applicable. (g) Below are the aggregate non-audit fees billed in each of the last two fiscal years by Registrant's principal accountant for services rendered to Registrant, to Registrant's investment adviser, and to any entity controlling, controlled by, or under common control with Registrant's investment adviser that provides ongoing services to Registrant. 2005: $145,786 2004: $209,481 Although not required to be included in the amounts disclosed under this paragraph (g) or any other paragraph of this Item 4, below are the aggregate fees billed in each of the last two fiscal years by Registrant's principal accountant for tax compliance services rendered to U.S. Trust, an entity under common control with Registrant's investment adviser that DOES NOT provide services to Registrant. 2005: $4,106,543 2004: $4,178,719 (h) During the past fiscal year, all non-audit services provided by Registrant's principal accountant to either Registrant's investment adviser or to any entity controlling, controlled by, or under common control with Registrant's investment adviser that provides ongoing services to Registrant were pre-approved. Included in the audit committee's pre-approval was the review and consideration as to whether the provision of these non-audit services is compatible with maintaining the principal accountant's independence. ITEM 5: AUDIT COMMITTEE OF LISTED REGISTRANTS. Not applicable. ITEM 6: SCHEDULE OF INVESTMENTS. SCHWAB INVESTMENTS SCHWAB 1000 INDEX(R) FUND PORTFOLIO HOLDINGS as of October 31, 2005 The following is the schedule of portfolio holdings at 10/31/05. The schedule should be read in conjunction with the fund's annual report for the period ended 10/31/05. We use the symbols below to designate certain characteristics of the securities. With the top ten holdings, the number in the circle is the security's rank among the top ten. (1) Top Ten Holding o Non-income producing security = All or a portion of this security is held as collateral for open futures contracts / Issuer is affiliated with the fund's adviser > Security is valued at fair value (see Accounting Policies) @ All or a portion of this security is on loan
COST VALUE HOLDINGS BY CATEGORY ($X1,000) ($X1,000) - -------------------------------------------------------------------------------- 99.8% COMMON STOCK 3,537,111 6,483,237 0.1% SHORT-TERM INVESTMENT 5,430 5,430 0.0% U.S. TREASURY OBLIGATION 398 398 - -------------------------------------------------------------------------------- 99.9% TOTAL INVESTMENTS 3,542,939 6,489,065 3.7% COLLATERAL INVESTED FOR SECURITIES ON LOAN 235,290 235,290 (3.6)% OTHER ASSETS AND LIABILITIES, NET (230,804) - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 6,493,551
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) COMMON STOCK 99.8% of net assets AUTOMOBILES & COMPONENTS 0.5% ------------------------------------------------------------------------- BorgWarner, Inc. 27,449 1,592 Dana Corp. 74,776 562 Ford Motor Co. 872,613 7,260 General Motors Corp. 277,905 7,615 Gentex Corp. 43,972 827 o Goodyear Tire & Rubber Co. 76,800 1,201 Harley-Davidson, Inc. 143,367 7,101 Johnson Controls, Inc. 94,058 6,401 @ Lear Corp. 27,360 833 Thor Industries, Inc. 11,200 365 o TRW Automotive Holdings Corp. 48,243 1,305 ----------- 35,062 BANKS 7.1% ------------------------------------------------------------------------- AmSouth Bancorp. 175,037 4,416 Associated Banc-Corp. 61,348 1,915 Astoria Financial Corp. 56,950 1,592 (8) Bank of America Corp. 1,971,067 86,214 Bank of Hawaii Corp. 26,332 1,353 BB&T Corp. 272,640 11,544 BOK Financial Corp. 29,306 1,290 Capitol Federal Financial 36,159 1,261 Cathay General Bancorp., Inc. 22,056 860 City National Corp. 24,400 1,790 The Colonial BancGroup, Inc. 66,884 1,629 Comerica, Inc. 84,728 4,896 @ Commerce Bancorp, Inc. N.J. 78,000 2,377 Commerce Bancshares, Inc. 34,424 1,829 Compass Bancshares, Inc. 61,012 2,975 Countrywide Financial Corp. 274,780 8,730 Cullen/Frost Bankers, Inc. 25,600 1,352 Doral Financial Corp. 27,000 231 East-West Bancorp, Inc. 21,198 812 Fannie Mae 474,210 22,534 Fifth Third Bancorp 270,030 10,847 First Bancorp Puerto Rico 40,278 460 First Horizon National Corp. 52,600 2,035 FirstMerit Corp. 42,473 1,120 Freddie Mac 337,713 20,719 Fremont General Corp. 28,597 620 Fulton Financial Corp. 76,141 1,280 Golden West Financial Corp. 150,713 8,851 Hibernia Corp., Class A 74,600 2,213 Hudson City Bancorp, Inc. 286,540 3,393 Huntington Bancshares, Inc. 114,635 2,666 Independence Community Bank Corp. 41,300 1,633 IndyMac Bancorp, Inc. 30,095 1,123 International Bancshares Corp. 31,740 950 KeyCorp, Inc. 201,514 6,497 M&T Bank Corp. 57,929 6,232 Marshall & Ilsley Corp. 110,189 4,734 Mercantile Bankshares Corp. 39,607 2,232 MGIC Investment Corp. 49,100 2,909 National City Corp. 320,579 10,332 @ New York Community Bancorp, Inc. 124,682 2,016 North Fork Bancorp., Inc. 208,280 5,278 Peoples Bank-Bridgeport 70,396 2,267 @ The PMI Group, Inc. 48,106 1,918 PNC Financial Services Group, Inc. 139,996 8,499
1 SCHWAB 1000 INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) Popular, Inc. 131,113 2,656 Radian Group, Inc. 46,000 2,397 @ Regions Financial Corp. 224,397 7,304 Sky Financial Group, Inc. 49,382 1,387 The South Financial Group, Inc. 34,000 937 Sovereign Bancorp, Inc. 170,258 3,672 SunTrust Banks, Inc. 177,900 12,894 Synovus Financial Corp. 151,462 4,161 TCF Financial Corp. 69,886 1,894 U.S. Bancorp 915,765 27,088 UCBH Holdings, Inc. 45,334 789 UnionBanCal Corp. 73,965 5,065 Valley National Bancorp 41,083 996 W Holding Co., Inc. 73,624 568 Wachovia Corp. 785,243 39,671 Washington Federal, Inc. 42,651 981 Washington Mutual, Inc. 452,393 17,915 Webster Financial Corp. 24,223 1,118 Wells Fargo & Co. 829,067 49,910 WestCorp., Inc. 25,969 1,636 Whitney Holding Corp. 30,678 828 Wilmington Trust Corp. 33,237 1,260 Zions Bancorp. 44,900 3,299 ----------- 458,850 CAPITAL GOODS 7.4% ------------------------------------------------------------------------- 3M Co. 383,920 29,170 o Alleghany Corp. 3,720 1,120 o Alliant Techsystems, Inc. 18,518 1,300 American Power Conversion Corp. 99,966 2,138 American Standard Cos., Inc. 107,204 4,078 Ametek, Inc. 34,154 1,391 The Boeing Co. 408,604 26,412 Briggs & Stratton Corp. 10,205 326 Carlisle Cos., Inc. 6,310 421 Caterpillar, Inc. 333,056 17,515 Cooper Industries Ltd., Class A 71,500 5,069 Cummins, Inc. 21,783 1,860 Danaher Corp. 152,720 7,957 Deere & Co. 115,558 7,012 Donaldson Co., Inc. 37,700 1,178 Dover Corp. 99,237 3,868 Eaton Corp. 74,965 4,410 Emerson Electric Co. 208,759 14,519 Fastenal Co. 31,300 2,195 @ Fluor Corp. 41,079 2,613 General Dynamics Corp. 99,312 11,550 =(2) General Electric Co. 5,117,534 173,536 Goodrich Corp. 59,092 2,132 Graco, Inc. 34,694 1,189 Harsco Corp. 20,300 1,304 Honeywell International, Inc. 425,743 14,560 Hubbell, Inc., Class B 30,138 1,451 Hughes Supply, Inc. 15,795 528 IDEX Corp. 24,716 989 Illinois Tool Works, Inc. 147,661 12,516 Ingersoll-Rand Co., Class A 171,044 6,464 ITT Industries, Inc. 45,609 4,634 o Jacobs Engineering Group, Inc. 18,578 1,184 Joy Global, Inc. 37,600 1,725 L-3 Communications Holdings, Inc. 56,067 4,363 Lockheed Martin Corp. 220,083 13,328 @ Masco Corp. 220,293 6,278 MSC Industrial Direct Co., Class A 34,392 1,313 o Navistar International Corp. 34,966 962 Northrop Grumman Corp. 177,732 9,535 Oshkosh Truck Corp. 34,288 1,494 Paccar, Inc. 85,914 6,016 Pall Corp. 39,733 1,039 Parker Hannifin Corp. 58,269 3,652 Pentair, Inc. 49,400 1,605 Precision Castparts Corp. 65,028 3,080 Raytheon Co. 223,790 8,269 Rockwell Automation, Inc. 92,549 4,919 Rockwell Collins, Inc. 87,553 4,012 Roper Industries, Inc. 41,398 1,561 SPX Corp. 38,114 1,640 Teleflex, Inc. 20,146 1,334 o Terex Corp. 24,737 1,360 Textron, Inc. 68,603 4,942 o Thomas & Betts Corp. 29,529 1,149 The Timken Co. 45,094 1,279 Toro Co. 24,336 889 United Technologies Corp. 499,582 25,619 W.W. Grainger, Inc. 44,776 2,999 ----------- 480,951 COMMERCIAL SERVICES & SUPPLIES 1.2% ------------------------------------------------------------------------- o ACCO Brands Corp. 45 1 Adesa, Inc. 47,504 1,017 o Allied Waste Industries, Inc. 101,043 822 @o Apollo Group, Inc., Class A 90,921 5,730 Aramark Corp., Class B 91,887 2,336 Avery Dennison Corp. 48,415 2,743 The Brink's Co. 25,615 1,006 o Career Education Corp. 50,900 1,812 Cendant Corp. 520,625 9,069 o ChoicePoint, Inc. 44,386 1,876 @ Cintas Corp. 84,210 3,416 o Copart, Inc. 44,500 1,041 Corporate Executive Board Co. 19,544 1,615 Deluxe Corp. 10,653 355 o Dun & Bradstreet Corp. 35,225 2,230
2 SCHWAB 1000 INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) o Education Management Corp. 36,200 1,116 Equifax, Inc. 68,000 2,344 H&R Block, Inc. 96,250 2,393 Herman Miller, Inc. 35,500 973 HNI Corp. 28,787 1,408 o ITT Educational Services, Inc. 22,600 1,249 o Laureate Education, Inc. 10,400 514 Manpower, Inc. 44,325 2,007 o Monster Worldwide, Inc. 56,300 1,847 Pitney Bowes, Inc. 114,441 4,816 R.R. Donnelley & Sons Co. 109,717 3,842 Republic Services, Inc. 75,300 2,662 Robert Half International, Inc. 86,283 3,182 o The ServiceMaster Co. 143,153 1,801 Steelcase, Inc., Class A 74,242 1,063 o Stericycle, Inc. 20,823 1,199 Waste Management, Inc. 277,277 8,182 o West Corp. 33,793 1,333 ----------- 77,000 CONSUMER DURABLES & APPAREL 1.5% ------------------------------------------------------------------------- Beazer Homes USA, Inc. 20,298 1,176 Black & Decker Corp. 39,871 3,275 Brunswick Corp. 47,300 1,804 @ Centex Corp. 56,100 3,610 o Coach, Inc. 186,372 5,997 o Columbia Sportswear Co. 15,204 645 D.R. Horton, Inc. 153,697 4,717 Eastman Kodak Co. 139,721 3,060 Fortune Brands, Inc. 70,828 5,381 o Fossil, Inc. 13,800 216 Harman International Industries, Inc. 32,997 3,295 Hasbro, Inc. 88,325 1,664 o Hovnanian Enterprises, Inc., Class A 20,711 932 Jones Apparel Group, Inc. 62,449 1,704 KB Home 45,176 2,952 Leggett & Platt, Inc. 70,395 1,411 @ Lennar Corp., Class A 76,875 4,273 Liz Claiborne, Inc. 53,000 1,866 o Marvel Entertainment, Inc. 54,563 960 Mattel, Inc. 201,970 2,979 MDC Holdings, Inc. 14,679 1,007 @o Meritage Corp. 12,680 790 o Mohawk Industries, Inc. 30,639 2,391 Newell Rubbermaid, Inc. 136,926 3,148 Nike, Inc., Class B 130,784 10,992 o NVR, Inc. 3,098 2,124 Polaris Industries, Inc. 17,514 790 Polo Ralph Lauren Corp. 50,395 2,479 Pulte Homes, Inc. 122,712 4,637 o Quiksilver, Inc. 58,434 674 Reebok International Ltd. 29,118 1,661 The Ryland Group, Inc. 23,350 1,571 @ Snap-On, Inc. 28,550 1,028 Standard-Pacific Corp. 33,050 1,275 @ The Stanley Works 40,891 1,960 @o Tempur-Pedic International, Inc. 13,522 150 o Timberland Co., Class A 34,318 966 o Toll Brothers, Inc. 73,400 2,709 VF Corp. 54,600 2,853 Whirlpool Corp. 32,643 2,562 ----------- 97,684 DIVERSIFIED FINANCIALS 7.5% ------------------------------------------------------------------------- A.G. Edwards, Inc. 39,343 1,665 Advance America Cash Advance Centers, Inc. 42,043 511 o Affiliated Managers Group, Inc. 14,845 1,139 Alliance Capital Management Holding L.P. 39,989 2,117 American Express Co. 618,788 30,797 o AmeriCredit Corp. 78,300 1,750 o Ameriprise Financial, Inc. 124,557 4,636 o Ameritrade Holding Corp. 209,564 4,407 The Bank of New York Co., Inc. 385,410 12,059 The Bear Stearns Cos., Inc. 50,713 5,365 Capital One Financial Corp. 118,862 9,075 o CapitalSource, Inc. 47,184 1,038 / The Charles Schwab Corp. 666,890 10,137 Chicago Mercantile Exchange 16,141 5,894 CIT Group, Inc. 104,268 4,768 (4) Citigroup, Inc. 2,523,200 115,512 o E*TRADE Financial Corp. 182,900 3,393 Eaton Vance Corp. 64,203 1,598 Federated Investors, Inc., Class B 53,850 1,885 @ The First Marblehead Corp. 12,876 381 Franklin Resources, Inc. 123,986 10,957 Goldman Sachs Group, Inc. 233,670 29,529 Instinet Group, Inc. 130,062 642 @ Investors Financial Services Corp. 16,590 633 Janus Capital Group, Inc. 110,800 1,945 Jefferies Group, Inc. 13,658 580 JPMorgan Chase & Co. 1,753,831 64,225 Legg Mason, Inc. 49,847 5,349 Lehman Brothers Holdings, Inc. 134,775 16,129 Leucadia National Corp. 53,256 2,288 MBNA Corp. 624,713 15,974 Mellon Financial Corp. 210,025 6,656 Merrill Lynch & Co., Inc. 453,215 29,341 Moody's Corp. 146,426 7,799 Morgan Stanley 535,123 29,116 Northern Trust Corp. 108,776 5,830
3 SCHWAB 1000 INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) Nuveen Investments, Inc., Class A 46,000 1,862 Principal Financial Group, Inc. 153,144 7,601 Raymond James Financial, Inc. 36,937 1,257 SEI Investments Co. 50,722 1,968 SLM Corp. 211,219 11,729 State Street Corp. 166,786 9,212 Student Loan Corp. 10,015 2,195 T. Rowe Price Group, Inc. 63,725 4,175 o WFS Financial, Inc. 8,485 610 ----------- 485,729 ENERGY 8.8% ------------------------------------------------------------------------- Amerada Hess Corp. 44,841 5,610 Anadarko Petroleum Corp. 115,598 10,486 Apache Corp. 160,450 10,242 @ Baker Hughes, Inc. 165,530 9,098 BJ Services Co. 157,146 5,461 Burlington Resources, Inc. 192,780 13,923 @o CAL Dive International, Inc. 19,169 1,180 Chesapeake Energy Corp. 151,697 4,869 @ ChevronTexaco Corp. 1,121,151 63,984 ConocoPhillips 678,682 44,372 o Cooper Cameron Corp. 27,200 2,005 o Denbury Resources, Inc. 21,471 937 Devon Energy Corp. 236,482 14,279 Diamond Offshore Drilling, Inc. 64,759 3,656 El Paso Corp. 300,981 3,570 ENSCO International, Inc. 75,628 3,448 @ Enterprise Products Partners L.P. 163,153 4,219 EOG Resources, Inc. 116,731 7,912 (1) Exxon Mobil Corp. 3,097,377 173,887 o FMC Technologies, Inc. 26,892 980 o Forest Oil Corp. 29,010 1,267 @ General Maritime Corp. 16,645 620 GlobalSantaFe Corp. 114,521 5,102 o Grant Prideco, Inc. 61,456 2,390 Halliburton Co. 246,310 14,557 Helmerich & Payne, Inc. 25,246 1,399 Kerr-McGee Corp. 55,976 4,760 o Kinder Morgan Management LLC 22,210 1,075 @ Kinder Morgan, Inc. 58,563 5,323 Marathon Oil Corp. 179,216 10,782 Murphy Oil Corp. 90,544 4,242 o Nabors Industries Ltd. 72,494 4,975 o National-Oilwell Varco, Inc. 82,173 5,133 o Newfield Exploration Co. 61,466 2,786 Noble Corp. 63,650 4,098 Noble Energy, Inc. 83,528 3,345 Occidental Petroleum Corp. 193,848 15,291 Overseas Shipholding Group 18,300 871 Patterson-UTI Energy, Inc. 81,892 2,795 Pioneer Natural Resources Co. 64,411 3,224 Plains All American Pipeline L.P. 24,732 1,048 o Plains Exploration & Production Co. 22,858 891 Pogo Producing Co. 31,700 1,601 o Pride International, Inc. 77,094 2,164 o Quicksilver Resources, Inc. 26,245 1,016 Rowan Cos., Inc. 53,483 1,764 Schlumberger Ltd. 287,603 26,106 @ Smith International, Inc. 103,152 3,342 o Southwestern Energy Co. 30,922 2,243 Sunoco, Inc. 71,148 5,301 @ TEPPCO Partners L.P. 29,431 1,151 Tesoro Petroleum Corp. 32,517 1,988 Tidewater, Inc. 28,568 1,313 o Transocean, Inc. 153,200 8,807 o Ultra Petroleum Corp. 73,768 3,872 o Unit Corp. 22,900 1,200 Valero Energy Corp. 118,805 12,503 o Weatherford International Ltd. 65,047 4,072 Western Gas Resources, Inc. 25,136 1,088 Williams Cos., Inc. 275,159 6,136 XTO Energy, Inc. 163,858 7,121 ----------- 572,880 FOOD & STAPLES RETAILING 2.7% ------------------------------------------------------------------------- o 7-Eleven, Inc. 55,600 2,080 Albertson's, Inc. 166,842 4,189 o BJ's Wholesale Club, Inc. 31,400 894 @ Costco Wholesale Corp. 228,638 11,057 CVS Corp. 390,710 9,537 o Kroger Co. 368,984 7,343 o Rite Aid Corp. 256,600 898 @ Safeway, Inc. 220,791 5,136 Supervalu, Inc. 68,088 2,140 Sysco Corp. 294,202 9,388 =(5) Wal-Mart Stores, Inc. 2,017,892 95,466 @ Walgreen Co. 498,668 22,655 Whole Foods Market, Inc. 30,958 4,462 ----------- 175,245 FOOD BEVERAGE & TOBACCO 5.0% ------------------------------------------------------------------------- Altria Group, Inc. 1,001,686 75,177 Anheuser-Busch Cos., Inc. 370,211 15,275 Archer-Daniels-Midland Co. 321,885 7,844 Brown-Forman Corp., Class B 59,219 3,751 @ Bunge Ltd. 46,192 2,399 Campbell Soup Co. 203,258 5,915 The Coca-Cola Co. 1,195,903 51,161 Coca-Cola Enterprises, Inc. 229,393 4,336
4 SCHWAB 1000 INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) ConAgra Foods, Inc. 255,710 5,950 o Constellation Brands, Inc., Class A 90,132 2,122 Corn Products International, Inc. 36,925 879 o Dean Foods Co. 68,233 2,467 o Del Monte Foods Co. 104,095 1,101 Fresh Del Monte Produce, Inc. 28,723 749 General Mills, Inc. 185,966 8,975 H.J. Heinz Co. 174,417 6,192 Hershey Foods Corp. 127,774 7,261 Hormel Foods Corp. 68,200 2,169 The J.M. Smuckers Co. 16,856 770 Kellogg Co. 202,900 8,962 @ Kraft Foods, Inc., Class A 781,586 22,119 McCormick & Co., Inc. 67,692 2,050 Molson Coors Brewing Co., Class B 32,936 2,032 The Pepsi Bottling Group, Inc. 125,232 3,560 PepsiAmericas, Inc. 68,200 1,590 PepsiCo, Inc. 829,508 49,007 Pilgrim's Pride Corp., Class B 32,100 1,011 Reynolds American, Inc. 73,442 6,243 Sara Lee Corp. 388,872 6,941 o Smithfield Foods, Inc. 34,235 1,013 o TreeHouse Foods, Inc. 46 1 Tyson Foods, Inc., Class A 176,559 3,143 UST, Inc. 82,737 3,424 Wm. Wrigley Jr. Co. 110,572 7,685 ----------- 323,274 HEALTH CARE EQUIPMENT & SERVICES 5.1% ------------------------------------------------------------------------- Aetna, Inc. 148,900 13,187 o AMERIGROUP Corp. 24,919 417 AmerisourceBergen Corp. 56,305 4,294 Bausch & Lomb, Inc. 26,466 1,963 Baxter International, Inc. 305,365 11,674 Beckman Coulter, Inc. 20,194 995 Becton Dickinson & Co. 124,265 6,306 Biomet, Inc. 107,904 3,758 o Boston Scientific Corp. 395,028 9,923 C.R. Bard, Inc. 51,800 3,231 Cardinal Health, Inc. 212,926 13,310 o Caremark Rx, Inc. 225,433 11,813 CIGNA Corp. 68,068 7,887 o Community Health Systems, Inc. 43,641 1,620 The Cooper Cos., Inc. 13,347 919 o Covance, Inc. 31,100 1,513 o Coventry Health Care, Inc. 79,600 4,298 o Cytyc Corp. 44,020 1,116 Dade Behring Holdings, Inc. 43,458 1,565 o DaVita, Inc. 48,950 2,407 Dentsply International, Inc. 39,650 2,186 o Edwards Lifesciences Corp. 29,896 1,237 o Emdeon Corp. 156,278 1,438 o Express Scripts, Inc. 77,706 5,860 o Fisher Scientific International, Inc. 56,560 3,196 o Gen-Probe, Inc. 24,839 1,014 Guidant Corp. 154,629 9,742 @ HCA, Inc. 198,523 9,567 @ Health Management Associates, Inc., Class A 118,688 2,541 o Health Net, Inc. 55,700 2,609 o Henry Schein, Inc. 43,400 1,720 Hillenbrand Industries, Inc. 28,287 1,303 o Hospira, Inc. 78,140 3,114 o Humana, Inc. 79,815 3,543 o Idexx Laboratories, Inc. 17,154 1,203 IMS Health, Inc. 113,408 2,634 o Inamed Corp. 17,819 1,267 o Kinetic Concepts, Inc. 33,392 1,199 o Laboratory Corp. of America Holdings 69,930 3,374 o Lincare Holdings, Inc. 49,750 2,032 Manor Care, Inc. 42,992 1,601 McKesson Corp. 144,147 6,549 o Medco Health Solutions, Inc. 134,059 7,574 Medtronic, Inc. 595,108 33,719 o Millipore Corp. 24,500 1,500 Omnicare, Inc. 51,233 2,772 o Pacificare Health Systems, Inc. 41,677 3,433 o Patterson Cos., Inc. 53,200 2,201 PerkinElmer, Inc. 63,500 1,401 o Pharmaceutical Product Development, Inc. 28,273 1,625 Quest Diagnostics 100,838 4,710 o Renal Care Group, Inc. 33,150 1,553 o Resmed, Inc. 26,708 1,018 o Respironics, Inc. 35,228 1,264 Service Corp. International 162,900 1,363 o St. Jude Medical, Inc. 177,343 8,525 Stryker Corp. 196,899 8,087 @o Tenet Healthcare Corp. 231,809 1,952 o Thermo Electron Corp. 81,766 2,469 o Triad Hospitals, Inc. 38,457 1,582 UnitedHealth Group, Inc. 630,168 36,480 Universal Health Services, Class B 22,337 1,053 o Varian Medical Systems, Inc. 67,800 3,089 o Waters Corp. 59,900 2,168 o WellChoice, Inc. 38,234 2,892 o WellPoint, Inc. 298,926 22,324 o Zimmer Holdings, Inc. 118,797 7,576 ----------- 333,455
5 SCHWAB 1000 INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) HOTELS RESTAURANTS & LEISURE 1.7% ------------------------------------------------------------------------- Applebee's International, Inc. 40,775 893 Boyd Gaming Corp. 35,200 1,452 @ Brinker International, Inc. 39,400 1,502 @ Carnival Corp. 311,511 15,473 CBRL Group, Inc. 8,500 295 @o The Cheesecake Factory 31,174 1,070 Choice Hotels International, Inc. 33,434 1,106 Darden Restaurants, Inc. 80,615 2,614 GTECH Holdings Corp. 59,097 1,882 Harrah's Entertainment, Inc. 54,451 3,293 Hilton Hotels Corp. 190,465 3,705 International Game Technology 168,426 4,462 International Speedway Corp., Class A 26,169 1,352 o Las Vegas Sands Corp. 157,163 5,391 Marriott International, Inc., Class A 104,621 6,237 McDonald's Corp. 618,867 19,556 @o MGM Mirage 135,036 5,046 Outback Steakhouse, Inc. 22,697 855 o Penn National Gaming, Inc. 20,276 599 Royal Caribbean Cruises Ltd. 92,176 3,820 o Scientific Games Corp., Class A 34,243 1,026 o Sonic Corp. 27,000 781 o Starbucks Corp. 391,268 11,065 Starwood Hotels & Resorts Worldwide, Inc. 103,043 6,021 Station Casinos, Inc. 32,013 2,052 Wendy's International, Inc. 53,573 2,503 @o Wynn Resorts Ltd. 36,342 1,696 Yum! Brands, Inc. 145,289 7,391 ----------- 113,138 HOUSEHOLD & PERSONAL PRODUCTS 2.1% ------------------------------------------------------------------------- Alberto-Culver Co., Class B 31,550 1,370 Avon Products, Inc. 229,794 6,202 Church & Dwight Co., Inc. 30,951 1,085 Clorox Co. 74,451 4,029 Colgate-Palmolive Co. 262,735 13,915 o Energizer Holdings, Inc. 31,000 1,565 @ The Estee Lauder Cos., Inc., Class A 58,516 1,941 Kimberly-Clark Corp. 241,536 13,729 =(6) Procter & Gamble Co. 1,682,360 94,195 o Spectrum Brands, Inc. 4,498 93 ----------- 138,124 INSURANCE 5.6% ------------------------------------------------------------------------- AFLAC, Inc. 251,463 12,015 o Allmerica Financial Corp. 26,400 1,006 The Allstate Corp. 337,924 17,839 AMBAC Financial Group, Inc. 52,910 3,751 American Financial Group, Inc. 36,870 1,260 (9) American International Group, Inc. 1,278,239 82,830 American National Insurance Co. 13,100 1,545 AmerUs Group Co. 19,584 1,158 AON Corp. 158,163 5,354 Arthur J. Gallagher & Co. 45,500 1,339 Assurant, Inc. 69,992 2,674 o Berkshire Hathaway, Inc., Class A 766 65,799 Brown & Brown, Inc. 27,804 1,511 @ Chubb Corp. 94,746 8,808 Cincinnati Financial Corp. 86,984 3,701 o CNA Financial Corp. 126,900 3,907 Commerce Group, Inc. 16,481 936 @o Conseco, Inc. 75,473 1,532 Erie Indemnity Co., Class A 31,768 1,682 Fidelity National Financial, Inc. 77,165 2,891 o Fidelity National Title Group, Inc., Class A 13,503 294 First American Corp. 44,360 1,944 Genworth Financial, Inc. 229,439 7,271 Hartford Financial Services Group, Inc. 144,495 11,523 @ HCC Insurance Holdings, Inc. 48,598 1,458 Jefferson-Pilot Corp. 68,339 3,750 Lincoln National Corp. 88,127 4,460 Loews Corp. 91,886 8,543 o Markel Corp. 4,931 1,568 Marsh & McLennan Cos., Inc. 258,210 7,527 @ MBIA, Inc. 66,134 3,852 Mercury General Corp. 27,100 1,638 o Metlife, Inc. 365,444 18,056 Nationwide Financial Services, Inc., Class A 28,274 1,142 Old Republic International Corp. 90,662 2,349 @ The Progressive Corp. 99,255 11,495 Protective Life Corp. 34,757 1,524 Prudential Financial, Inc. 257,097 18,714 Reinsurance Group of America, Inc. 31,210 1,428 Safeco Corp. 69,678 3,881 @ The St. Paul Travelers Cos., Inc. 332,197 14,959 Stancorp Financial Group, Inc. 14,221 1,310 Torchmark Corp. 54,400 2,874 Transatlantic Holdings, Inc. 32,929 1,907 Unitrin, Inc. 34,268 1,576 @ UnumProvident Corp. 148,429 3,012 W.R. Berkley Corp. 63,150 2,760 Wesco Financial Corp. 3,565 1,236
6 SCHWAB 1000 INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) White Mountains Insurance Group Ltd. 2,306 1,395 ----------- 364,984 MATERIALS 3.1% ------------------------------------------------------------------------- Air Products & Chemicals, Inc. 111,819 6,400 Airgas, Inc. 27,451 776 o AK Steel Holding Corp. 54,464 381 Alcoa, Inc. 425,483 10,335 Allegheny Technologies, Inc. 46,762 1,343 Arch Coal, Inc. 21,100 1,626 Ashland, Inc. 32,240 1,725 Ball Corp. 56,100 2,209 Bemis Co. 31,149 823 Bowater, Inc. 27,500 729 Cabot Corp. 14,616 499 Commercial Metals Co. 12,461 396 Consol Energy, Inc. 44,999 2,740 o Crown Holdings, Inc. 82,776 1,343 Cytec Industries, Inc. 14,200 586 The Dow Chemical Co. 465,834 21,363 E.I. du Pont de Nemours & Co. 484,650 20,205 Eastman Chemical Co. 38,984 2,057 Ecolab, Inc. 127,317 4,212 Engelhard Corp. 41,384 1,126 Florida Rock Industries, Inc. 32,376 1,842 Freeport-McMoran Copper & Gold, Inc., Class B 87,017 4,300 Georgia-Pacific Corp. 127,684 4,154 o Glamis Gold Ltd. 65,447 1,389 International Flavors & Fragrances, Inc. 46,900 1,547 International Paper Co. 241,207 7,038 Kronos Worldwide, Inc. 2,623 82 Lafarge North America, Inc. 35,113 2,125 Louisiana-Pacific Corp. 54,722 1,364 Lubrizol Corp. 32,735 1,361 Lyondell Chemical Co. 89,357 2,395 Martin Marietta Materials, Inc. 24,149 1,906 Massey Energy Co. 26,201 1,050 MeadWestvaco Corp. 99,259 2,603 o Meridian Gold, Inc. 49,665 933 Monsanto Co. 132,417 8,344 o The Mosaic Co. 180,195 2,379 o Nalco Holding Co. 49,243 837 Newmont Mining Corp. 192,744 8,211 Nucor Corp. 78,388 4,691 o Owens-Illinois, Inc. 74,716 1,423 Packaging Corp. of America 53,000 1,075 o Pactiv Corp. 75,260 1,483 Peabody Energy Corp. 63,210 4,940 @>o Peregrine Systems, Inc. 102,600 -- Phelps Dodge Corp. 47,071 5,671 PPG Industries, Inc. 85,013 5,098 Praxair, Inc. 161,237 7,967 Rohm & Haas Co. 110,401 4,806 RPM International, Inc. 58,079 1,081 The Scotts Miracle-Gro Co., Class A 15,918 1,397 o Sealed Air Corp. 42,051 2,116 Sigma-Aldrich Corp. 34,604 2,204 o Smurfit-Stone Container Corp. 116,030 1,225 Sonoco Products Co. 48,170 1,363 Southern Copper Corp. 39,369 2,171 Steel Dynamics, Inc. 4,645 144 Temple-Inland, Inc. 55,808 2,055 United States Steel Corp. 56,933 2,080 Valhi, Inc. 10,799 191 Valspar Corp. 43,390 957 Vulcan Materials Co. 51,130 3,323 Westlake Chemical Corp. 26,683 776 Weyerhaeuser Co. 110,426 6,994 ------- 199,965 MEDIA 4.0% ------------------------------------------------------------------------- o Adelphia Communications, Class A 75,707 6 Belo Corp., Class A 57,400 1,240 o Cablevision Systems Corp., NY Group, Class A 141,330 3,505 o Citadel Broadcasting Corp. 57,739 796 Clear Channel Communications, Inc. 271,365 8,255 @o Comcast Corp., Class A 1,107,239 30,814 Dex Media, Inc. 75,262 2,030 o The DIRECTV Group, Inc. 686,571 9,763 o Discovery Holding Co., Class A 144,617 2,038 Dow Jones & Co., Inc. 37,950 1,287 o DreamWorks Animation SKG, Inc. 46,048 1,181 The E.W. Scripps Co., Class A 80,673 3,695 o EchoStar Communications Corp., Class A 106,200 2,854 Gannett Co., Inc. 116,954 7,328 o Gemstar -- TV Guide International, Inc. 212,056 551 o Getty Images, Inc. 29,697 2,465 Harte-Hanks, Inc. 43,651 1,117 Interactive Data Corp. 47,662 1,106 @o Interpublic Group of Cos., Inc. 202,150 2,088 John Wiley & Sons, Class A 31,068 1,218 Knight-Ridder, Inc. 28,973 1,547 o Lamar Advertising Co., Class A 52,470 2,341 Lee Enterprises, Inc. 22,505 882 Liberty Global, Inc., Series A 118,103 2,925 o Liberty Global, Inc., Series C 59,003 1,399
7 SCHWAB 1000 INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) o Liberty Media Corp., Class A 1,424,676 11,355 McClatchy Co., Class A 23,242 1,457 The McGraw-Hill Cos., Inc. 189,886 9,293 Meredith Corp. 25,121 1,253 New York Times Co., Class A 56,925 1,551 o News Corp, Inc., Class A 1,631,086 23,243 o NTL, Inc. 43,814 2,687 Omnicom Group, Inc. 89,669 7,439 @o Pixar, Inc. 56,000 2,841 o R.H. Donnelley Corp. 15,671 967 @ Regal Entertainment Group, Class A 42,691 787 o Sirius Satellite Radio, Inc. 564,385 3,522 @ Time Warner, Inc. 2,167,003 38,638 Tribune Co. 156,100 4,919 o Univision Communications, Inc., Class A 137,355 3,590 Viacom, Inc., Class B 812,711 25,170 The Walt Disney Co. 1,008,189 24,569 Washington Post, Class B 4,587 3,417 Westwood One, Inc. 20,294 375 o XM Satellite Radio Holdings, Inc., Class A 100,579 2,900 ----------- 262,404 PHARMACEUTICALS & BIOTECHNOLOGY 7.7% ------------------------------------------------------------------------- Abbott Laboratories 760,007 32,718 o Affymetrix, Inc. 23,490 1,067 @ Allergan, Inc. 65,161 5,819 o American Pharmaceutical Partners, Inc. 22,300 960 o Amgen, Inc. 619,877 46,962 o Amylin Pharmaceuticals, Inc. 33,747 1,134 Applied Biosystems Group -- Applera Corp. 100,500 2,439 o Barr Pharmaceuticals, Inc. 52,425 3,012 o Biogen Idec, Inc. 166,555 6,767 @ Bristol-Myers Squibb Co. 960,579 20,336 o Celgene Corp. 80,700 4,527 o Cephalon, Inc. 14,000 638 o Charles River Laboratories International, Inc. 25,115 1,099 o Chiron Corp. 84,502 3,730 Eli Lilly & Co. 546,393 27,205 o Endo Pharmaceutical Holdings, Inc. 65,500 1,763 o Forest Laboratories, Inc. 171,521 6,503 o Genentech, Inc. 506,813 45,917 o Genzyme Corp. 122,723 8,873 o Gilead Sciences, Inc. 213,612 10,093 o ImClone Systems, Inc. 23,380 811 o Invitrogen Corp. 26,100 1,660 @o IVAX Corp. 113,556 3,242 (7) Johnson & Johnson 1,453,305 91,006 o King Pharmaceuticals, Inc. 119,766 1,848 @ Medicis Pharmaceutical Corp., Class A 26,000 767 o Medimmune, Inc. 118,789 4,155 Merck & Co., Inc. 1,090,550 30,775 @o Millennium Pharmaceuticals, Inc. 151,496 1,382 Mylan Laboratories, Inc. 122,712 2,357 @o OSI Pharmaceuticals, Inc. 22,531 525 (10) Pfizer, Inc. 3,636,919 79,067 Schering-Plough Corp. 729,315 14,834 o Sepracor, Inc. 43,869 2,468 Valeant Pharmaceuticals International 41,600 714 o Watson Pharmaceuticals, Inc. 54,400 1,880 Wyeth 658,266 29,332 ----------- 498,385 REAL ESTATE 1.7% ------------------------------------------------------------------------- AMB Property Corp. 41,200 1,820 Annaly Mortgage Management, Inc. 58,300 669 @ Apartment Investment & Management Co., Class A 45,096 1,732 Archstone-Smith Trust 97,600 3,960 Arden Realty, Inc. 32,500 1,467 AvalonBay Communities, Inc. 34,600 2,984 Boston Properties, Inc. 53,600 3,710 BRE Properties, Class A 24,900 1,098 Camden Property Trust 19,200 1,082 o CB Richard Ellis Group, Inc., Class A 35,393 1,729 CBL & Associates Properties, Inc. 30,898 1,154 Centerpoint Properties Trust 24,170 1,101 Developers Diversified Realty Corp. 48,900 2,136 Duke Realty Corp. 70,500 2,404 @ Equity Office Properties Trust 196,666 6,057 Equity Residential 136,104 5,342 Federal Realty Investment Trust 25,930 1,573 Forest City Enterprises, Inc., Class A 49,288 1,818 @ Friedman Billings Ramsey Group, Inc., Class A 70,600 626 @ General Growth Properties, Inc. 106,017 4,504 Health Care Property Investors, Inc. 62,853 1,600 Hospitality Properties Trust 33,200 1,318 Host Marriott Corp. 171,500 2,879 HRPT Properties Trust 88,774 969 iStar Financial, Inc. 55,300 2,039
8 SCHWAB 1000 INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) Kimco Realty Corp. 105,000 3,110 Liberty Property Trust 40,104 1,672 The Macerich Co. 28,900 1,857 Mack-Cali Realty Corp. 30,313 1,293 The Mills Corp. 26,859 1,437 @ New Century Financial Corp. 23,820 735 New Plan Excel Realty Trust 51,204 1,177 Pan Pacific Retail Properties, Inc. 19,600 1,245 @ Plum Creek Timber Co., Inc. 88,400 3,439 @ ProLogis 113,327 4,873 Public Storage, Inc. 62,839 4,160 Rayonier, Inc. 37,288 1,426 Realty Income Corp. 37,800 842 Reckson Associates Realty Corp. 31,325 1,100 Regency Centers Corp. 30,000 1,670 Shurgard Storage Centers, Inc., Class A 23,015 1,299 @ Simon Property Group, Inc. 106,592 7,634 SL Green Realty Corp. 19,406 1,320 The St. Joe Co. 36,200 2,387 Thornburg Mortgage, Inc. 41,400 1,050 Trizec Properties, Inc. 75,500 1,680 United Dominion Realty Trust, Inc. 63,800 1,412 Ventas, Inc. 42,138 1,291 Vornado Realty Trust 60,943 4,936 Weingarten Realty Investment 42,869 1,524 ----------- 110,340 RETAILING 4.0% ------------------------------------------------------------------------- Abercrombie & Fitch Co., Class A 34,819 1,810 o Advance Auto Parts, Inc. 55,597 2,085 o Amazon.com, Inc. 193,541 7,718 American Eagle Outfitters, Inc. 72,914 1,717 o Autonation, Inc. 133,400 2,652 o AutoZone, Inc. 40,633 3,287 o Barnes & Noble, Inc. 35,099 1,269 o Bed, Bath & Beyond, Inc. 147,720 5,986 Best Buy Co., Inc. 241,606 10,693 Borders Group, Inc. 32,348 635 o Carmax, Inc. 33,400 897 o Chico's FAS, Inc. 88,800 3,511 Circuit City Stores, Inc. 94,237 1,676 Claire's Stores, Inc. 46,519 1,212 Dillards, Inc., Class A 36,100 748 @ Dollar General Corp. 159,205 3,095 o Dollar Tree Stores, Inc. 46,600 1,005 o eBay, Inc. 652,433 25,836 o Expedia, Inc. 173,960 3,269 Family Dollar Stores, Inc. 53,600 1,187 Federated Department Stores, Inc. 84,064 5,159 Foot Locker, Inc. 64,020 1,245 The Gap, Inc. 446,405 7,714 Genuine Parts Co. 85,430 3,791 Home Depot, Inc. 1,035,686 42,505 o IAC/InterActiveCorp 173,960 4,453 J.C. Penney Co., Inc. Holding Co. 141,015 7,220 o Kohl's Corp. 159,865 7,694 Limited Brands, Inc. 185,023 3,702 Lowe's Cos., Inc. 377,992 22,971 Michaels Stores, Inc. 67,500 2,233 Nordstrom, Inc. 141,000 4,886 o O'Reilly Automotive, Inc. 55,192 1,556 o Office Depot, Inc. 141,778 3,903 OfficeMax, Inc. 16,487 462 o Pacific Sunwear of California 38,389 961 o Petco Animal Supplies, Inc. 3,186 61 PETsMART, Inc. 71,489 1,680 o RadioShack Corp. 45,340 1,002 o Rent-A-Center, Inc. 37,951 684 Ross Stores, Inc. 49,923 1,350 o Saks, Inc. 65,279 1,185 o Sears Holdings Corp. 52,717 6,339 The Sherwin-Williams Co. 71,290 3,033 Staples, Inc. 363,821 8,270 Target Corp. 432,124 24,065 Tiffany & Co. 63,173 2,489 TJX Cos., Inc. 208,223 4,483 o Urban Outfitters, Inc. 71,196 2,017 @o Weight Watchers International, Inc. 46,929 2,467 o Williams-Sonoma, Inc. 55,215 2,159 ----------- 262,027 SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 2.8% ------------------------------------------------------------------------- o Advanced Micro Devices, Inc. 174,000 4,040 o Agere Systems, Inc. 83,175 865 o Altera Corp. 185,600 3,090 Analog Devices, Inc. 185,074 6,437 Applied Materials, Inc. 838,535 13,735 o Broadcom Corp., Class A 160,200 6,802 o Fairchild Semiconductor International, Inc., Class A 59,000 909 o Freescale Semiconductor, Inc., Class B 195,106 4,659 Intel Corp. 3,042,293 71,494 o International Rectifier Corp. 32,742 969 Intersil Corp., Class A 69,400 1,580 KLA-Tencor Corp. 97,238 4,501
9 SCHWAB 1000 INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) o Lam Research Corp. 66,500 2,244 Linear Technology Corp. 153,245 5,089 o LSI Logic Corp. 192,745 1,563 Maxim Integrated Products, Inc. 157,476 5,461 o MEMC Electronic Materials, Inc. 96,000 1,722 Microchip Technology, Inc. 102,500 3,092 @o Micron Technology, Inc. 301,400 3,915 National Semiconductor Corp. 179,658 4,066 o Novellus Systems, Inc. 71,495 1,563 o Nvidia Corp. 82,400 2,765 o Rambus, Inc. 8,095 103 o Teradyne, Inc. 76,211 1,032 Texas Instruments, Inc. 844,163 24,101 Xilinx, Inc. 162,205 3,885 ----------- 179,682 SOFTWARE & SERVICES 6.1% ------------------------------------------------------------------------- o Activision, Inc. 121,069 1,909 Acxiom Corp. 43,076 919 @ Adobe Systems, Inc. 236,592 7,630 o Affiliated Computer Services, Inc., Class A 64,600 3,496 o Alliance Data Systems Corp. 40,490 1,440 Autodesk, Inc. 112,972 5,098 Automatic Data Processing, Inc. 284,585 13,279 o BEA Systems, Inc. 205,406 1,812 o BMC Software, Inc. 111,712 2,188 o Cadence Design Systems, Inc. 136,887 2,187 o Ceridian Corp. 73,700 1,615 Certegy, Inc. 31,742 1,189 o Checkfree Corp. 44,880 1,907 o Citrix Systems, Inc. 84,000 2,316 o Cognizant Technology Solutions Corp., Class A 62,683 2,757 @ Computer Associates International, Inc. 290,049 8,113 o Computer Sciences Corp. 92,731 4,752 o Compuware Corp. 191,600 1,550 o Convergys Corp. 53,909 876 o DST Systems, Inc. 42,077 2,361 @o Electronic Arts, Inc. 145,281 8,264 Electronic Data Systems Corp. 251,895 5,872 Fair Isaac Corp. 34,925 1,458 First Data Corp. 383,687 15,520 o Fiserv, Inc. 96,589 4,219 Global Payments, Inc. 37,914 1,625 o Google, Inc., Class A 133,618 49,725 o Hewitt Associates, Inc., Class A 34,690 926 o Hyperion Solutions Corp. 19,100 924 o Intuit, Inc. 94,722 4,351 @o Iron Mountain, Inc. 60,550 2,361 o Macromedia, Inc. 34,919 1,534 o McAfee, Inc. 78,229 2,349 o Mercury Interactive Corp. 41,700 1,451 =(3) Microsoft Corp. 5,213,207 133,979 o NAVTEQ Corp. 30,607 1,197 o Novell, Inc. 186,424 1,421 o Oracle Corp. 2,561,449 32,479 Paychex, Inc. 187,287 7,259 o Peregrine Systems, Inc. 267 7 o Red Hat, Inc. 91,683 2,129 The Reynolds & Reynolds Co., Class A 36,900 979 Sabre Holdings Corp., Class A 67,900 1,326 Siebel Systems, Inc. 248,700 2,574 o Symantec Corp. 583,574 13,918 o Synopsys, Inc. 77,100 1,461 o TIBCO Software, Inc. 105,102 798 Total System Services, Inc. 97,900 2,086 o Unisys Corp. 166,143 849 o VeriSign, Inc. 124,532 2,943 o Yahoo! Inc. 669,529 24,753 ----------- 398,131 TECHNOLOGY HARDWARE & EQUIPMENT 6.3% ------------------------------------------------------------------------- o ADC Telecommunications, Inc. 57,867 1,010 o Agilent Technologies, Inc. 240,474 7,698 Amphenol Corp., Class A 43,600 1,743 @o Andrew Corp. 79,100 840 o Apple Computer, Inc. 404,123 23,273 o Arrow Electronics, Inc. 57,100 1,685 o Avaya, Inc. 221,300 2,549 o Avid Technology, Inc. 13,539 667 o Avnet, Inc. 70,500 1,625 @ AVX Corp. 78,400 971 CDW Corp. 31,200 1,758 o Cisco Systems, Inc. 3,213,218 56,071 o Cogent, Inc. 22,100 587 o Comverse Technology, Inc. 97,400 2,445 o Corning, Inc. 691,183 13,886 o Dell, Inc. 1,202,423 38,333 Diebold, Inc. 25,318 915 o EMC Corp. 1,181,007 16,487 o Flir Systems, Inc. 19,163 402 Harris Corp. 66,646 2,739 Hewlett-Packard Co. 1,438,272 40,329 o Ingram Micro, Inc., Class A 76,900 1,392 International Business Machines Corp. 797,737 65,319 o Jabil Circuit, Inc. 100,200 2,991 o JDS Uniphase Corp. 682,545 1,433 o Juniper Networks, Inc. 262,477 6,124 o Lexmark International, Inc., Class A 62,559 2,597 o Lucent Technologies, Inc. 2,120,638 6,044
10 SCHWAB 1000 INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) Molex, Inc. 94,721 2,397 Motorola, Inc. 1,161,188 25,732 National Instruments Corp. 38,765 926 o NCR Corp. 94,344 2,851 o Network Appliance, Inc. 158,900 4,347 o QLogic Corp. 47,000 1,418 Qualcomm, Inc. 805,483 32,026 o Sandisk Corp. 88,296 5,200 o Sanmina -- SCI Corp. 258,552 944 Scientific-Atlanta, Inc. 76,378 2,707 o Seagate Technology 223,902 3,244 o Solectron Corp. 479,705 1,693 o Sun Microsystems, Inc. 1,647,581 6,590 Symbol Technologies, Inc. 58,690 487 o Tech Data Corp. 29,052 1,006 Tektronix, Inc. 46,217 1,062 o Tellabs, Inc. 231,575 2,214 o Trimble Navigation Ltd. 25,619 740 o Vishay Intertechnology, Inc. 125,850 1,427 o Western Digital Corp. 102,730 1,243 o Xerox Corp. 472,324 6,409 o Zebra Technologies Corp., Class A 20,225 872 ----------- 407,448 TELECOMMUNICATION SERVICES 2.8% ------------------------------------------------------------------------- @ Alltel Corp. 177,450 10,977 o American Tower Corp., Class A 192,422 4,589 AT&T Corp. 388,840 7,691 @ BellSouth Corp. 905,969 23,573 CenturyTel, Inc. 67,187 2,199 Citizens Communications Co. 163,647 2,003 o Crown Castle International Corp. 112,860 2,767 MCI, Inc. 153,469 3,054 o Nextel Partners, Inc., Class A 78,197 1,967 o Qwest Communications International, Inc. 870,635 3,796 SBC Communications, Inc. 1,625,177 38,761 Sprint Corp. (FON Group) 1,367,507 31,877 Telephone & Data Systems, Inc. 56,100 2,122 o U.S. Cellular Corp. 42,800 2,183 Verizon Communications, Inc. 1,361,951 42,915 ----------- 180,474 TRANSPORTATION 1.7% ------------------------------------------------------------------------- Alexander & Baldwin, Inc. 15,426 755 Burlington Northern Santa Fe Corp. 184,681 11,461 C.H. Robinson Worldwide, Inc. 85,048 2,999 CNF, Inc. 25,508 1,435 CSX Corp. 106,271 4,868 Expeditors International Washington, Inc. 42,049 2,551 FedEx Corp. 147,128 13,526 J.B. Hunt Transport Services, Inc. 60,582 1,176 @o JetBlue Airways Corp. 21,458 399 o Laidlaw International, Inc. 51,982 1,182 o Landstar Systems, Inc. 30,330 1,168 Norfolk Southern Corp. 196,106 7,884 Ryder Systems, Inc. 31,544 1,252 Southwest Airlines Co. 360,288 5,768 o Swift Transportation Co., Inc. 10,135 185 Union Pacific Corp. 128,609 8,897 United Parcel Service, Inc., Class B 552,244 40,281 o Yellow Roadway Corp. 24,091 1,095 ----------- 106,882 UTILITIES 3.4% ------------------------------------------------------------------------- o The AES Corp. 320,202 5,088 AGL Resources, Inc. 30,800 1,084 o Allegheny Energy, Inc. 80,053 2,262 Alliant Energy Corp. 56,200 1,486 Ameren Corp. 95,586 5,028 American Electric Power Co., Inc. 196,231 7,449 Aqua America, Inc. 32,351 1,096 Atmos Energy Corp. 38,318 1,008 o Calpine Corp. 81,354 194 Centerpoint Energy, Inc. 152,106 2,014 Cinergy Corp. 90,426 3,608 o CMS Energy Corp. 106,700 1,591 Consolidated Edison, Inc. 119,510 5,438 Constellation Energy Group, Inc. 87,250 4,781 Dominion Resources, Inc. 166,274 12,650 DPL, Inc. 62,892 1,621 DTE Energy Co. 84,797 3,663 Duke Energy Corp. 464,009 12,287 Edison International 161,354 7,061 Energen Corp. 35,838 1,347 Energy East Corp. 72,184 1,722 Entergy Corp. 108,427 7,668 Equitable Resources, Inc. 48,200 1,863 Exelon Corp. 324,780 16,898 FirstEnergy Corp. 163,570 7,770 FPL Group, Inc. 182,340 7,851 Great Plains Energy, Inc. 33,300 956 Hawaiian Electric Industries, Inc. 18,448 486 KeySpan Corp. 78,834 2,725 MDU Resources Group, Inc. 57,800 1,906 National Fuel Gas Co. 40,650 1,225 NiSource, Inc. 131,280 3,105
11 SCHWAB 1000 INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) Northeast Utilities, Inc. 64,214 1,168 o NRG Energy, Inc. 39,476 1,698 NSTAR 53,114 1,445 OGE Energy Corp. 29,180 752 Oneok, Inc. 50,700 1,457 Pepco Holdings, Inc. 91,374 1,964 PG&E Corp. 187,760 6,831 @ Pinnacle West Capital Corp. 45,400 1,896 PPL Corp. 186,998 5,860 Progress Energy, Inc. 113,585 4,951 Public Service Enterprise Group, Inc. 116,095 7,301 Puget Energy, Inc. 48,919 1,049 Questar Corp. 41,360 3,257 o Reliant Energy, Inc. 146,797 1,864 SCANA Corp. 54,888 2,177 >o Seagate Escrow Security 126,560 -- Sempra Energy 114,674 5,080 The Southern Co. 362,264 12,676 o Southern Union Co. 50,320 1,183 TECO Energy, Inc. 95,300 1,649 TXU Corp. 121,532 12,244 UGI Corp. 50,848 1,200 Vectren Corp. 29,543 802 Westar Energy, Inc. 42,825 946 Wisconsin Energy Corp. 59,400 2,247 WPS Resources Corp. 16,855 920 Xcel Energy, Inc. 195,015 3,575 ---------- 221,123 SHORT-TERM INVESTMENT 0.1% of net assets Provident Institutional TempFund 5,429,809 5,430
FACE SECURITY AMOUNT RATE, MATURITY DATE ($ X 1,000) U.S. TREASURY OBLIGATION 0.0% of net assets = U.S. Treasury Bill 3.35%, 12/15/05 400 398
END OF INVESTMENTS.
FACE SECURITY AMOUNT VALUE RATE, MATURITY DATE ($ X 1,000) ($ X 1,000) COLLATERAL INVESTED FOR SECURITIES ON LOAN 3.7% of net assets COMMERCIAL PAPER & OTHER CORPORATE OBLIGATIONS 0.1% ------------------------------------------------------------------------- Skandinav Enskilda Bank 3.94%, 11/17/05 3,486 3,486 SECURITY AND NUMBER OF SHARES SHORT-TERM INVESTMENTS 3.6% ------------------------------------------------------------------------- Institutional Money Market Trust 164,341,566 164,342
FACE SECURITY AMOUNT RATE, MATURITY DATE ($ X 1,000) National City Bank, Time Deposit 3.98%, 11/01/05 57,906 57,906 Nordea Bank, Time Deposit 4.03%, 11/01/05 4,778 4,778 Rabobank, Time Deposit 4.03%, 11/01/05 4,778 4,778 ----------- 231,804
END OF COLLATERAL INVESTED FOR SECURITIES ON LOAN. In addition to the above, the fund held the following at 10/31/05. All numbers x $1,000 except number of contracts.
NUMBER OF CONTRACT UNREALIZED CONTRACTS VALUE LOSSES FUTURES CONTRACTS S&P 500 Index, e-mini, Long Expires 12/18/05 50 3,025 (8)
12 ITEM 7: DISCLOSURE OF PROXY VOTING POLICIES AND PROCEDURES FOR CLOSED-END MANAGEMENT INVESTMENT COMPANIES. Not applicable. ITEM 8: PORTFOLIO MANAGERS OF CLOSED-END MANAGEMENT INVESTMENT COMPANIES. Not applicable. ITEM 9: PURCHASES OF EQUITY SECURITIES BY CLOSED-END MANAGEMENT INVESTMENT COMPANY AND AFFILIATED PURCHASERS. Not applicable. ITEM 10: SUBMISSION OF MATTERS TO A VOTE OF SECURITY HOLDERS. Not applicable. ITEM 11: CONTROLS AND PROCEDURES. (a) Based on their evaluation of Registrant's disclosure controls and procedures, as of a date within 90 days of the filing date, Registrant's Chief Executive Officer, Evelyn Dilsaver and Registrant's Principal Financial Officer, George Pereira, have concluded that Registrant's disclosure controls and procedures are: (i) reasonably designed to ensure that information required to be disclosed in this report is appropriately communicated to Registrant's officers to allow timely decisions regarding disclosures required in this report; (ii) reasonably designed to ensure that information required to be disclosed in this report is recorded, processed, summarized and reported in a timely manner; and (iii) are effective in achieving the goals described in (i) and (ii) above. (b) During the second fiscal quarter of the period covered by this report, there have been no changes in Registrant's internal control over financial reporting that the above officers believe to have materially affected, or to be reasonably likely to materially affect, Registrant's internal control over financial reporting. ITEM 12: EXHIBITS. (a)(1) Registrant's code of ethics (that is the subject of the disclosure required by Item 2(a)) is attached. (2) Separate certifications for Registrant's principal executive officer and principal financial officer, as required by Rule 30a-2(a) under the 1940 Act, are attached. (3) Not applicable. (b) A certification for Registrant's principal executive officer and principal financial officer, as required by Rule 30a-2(b) under the 1940 Act, is attached. This certification is being furnished to the Securities and Exchange Commission solely pursuant to 18 U.S.C. section 1350 and is not being filed as part of the Form N-CSR with the Commission. 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. (Registrant) Schwab Investments By: /S/ Evelyn Dilsaver ------------------------------ Evelyn Dilsaver Chief Executive Officer Date: 12/15/2005 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/ Evelyn Dilsaver ----------------------------- Evelyn Dilsaver Chief Executive Officer Date: 12/15/2005 By: /S/ George Pereira -------------------------------- George Pereira Principal Financial Officer Date: 12/15/2005
EX-99.CERT 2 f15169siexv99wcert.txt EXHIBIT 99.CERT CERTIFICATIONS I, Evelyn Dilsaver, certify that: 1. I have reviewed this report on Form N-CSR of Schwab Investments - Schwab 1000 Index Fund; 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(s) 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(s) 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: 12/15/2005 /S/ Evelyn Dilsaver ------------------------------------- Evelyn Dilsaver President and Chief Executive Officer CERTIFICATIONS I, George Pereira, certify that: 1. I have reviewed this report on Form N-CSR of Schwab Investments - Schwab 1000 Index Fund; 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(s) 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(s) 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: 12/15/2005 /S/ George Pereira ----------------------------------------- George Pereira Treasurer and Principal Financial Officer EX-99.906CERT 3 f15169siexv99w906cert.txt EXHIBIT 99.906CERT CERTIFICATION PURSUANT TO 18 U.S.C. SECTION 1350, AS ADOPTED PURSUANT TO SECTION 906 OF THE SARBANES-OXLEY ACT OF 2002 In connection with the Annual Report for Schwab Investments - Schwab 1000 Index Fund ("issuer") on Form N-CSR for the period ended October 31, 2005 ("periodic report"), each of the undersigned, being the Chief Executive Officer and Principal Financial Officer, hereby certifies, pursuant to 18 U.S.C. section 1350, as adopted pursuant to section 906 of the Sarbanes-Oxley Act of 2002, that to the best of my knowledge: (1) The periodic 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 periodic report fairly presents, in all material respects, the financial condition and results of operations of the issuer for the period presented therein. /s/ Evelyn Dilsaver Date: 12/15/2005 - ----------------------------------------- --------------------------- Evelyn Dilsaver President and Chief Executive Officer /s/ George Pereira Date: 12/15/2005 - ----------------------------------------- --------------------------- George Pereira Treasurer and Principal Financial Officer This certification is being furnished to the Securities and Exchange Commission solely pursuant to 18 U.S.C. section 1350 and is not being filed as part of the Form N-CSR with the Commission. EX-99.CODE ETH 4 f15169siexv99wcodeeth.txt EXHIBIT 99.CODE ETH THE SCHWAB FUNDS CODE OF BUSINESS CONDUCT AND ETHICS FOR PRINCIPAL EXECUTIVE AND SENIOR FINANCIAL OFFICERS OUR VISION Provide shareholders with the most useful and ethical Mutual Funds in the world. OUR VALUES Be fair, empathetic and responsive in serving our shareholders. Strive relentlessly to innovate what we do and how we do it. Always earn and be worthy of our shareholders' trust. SHAREHOLDER VALUE The Schwab Funds' Principal Executive Officer and Principal Financial Officer and any other officers who serve a similar function shall endeavor to act in the best interests of the Schwab Funds and their shareholders. INTRODUCTION The Schwab Funds Code of Business Conduct and Ethics ("Code") covers all of the investment companies within the Schwab Funds' complex. This Code applies to the Schwab Funds' Principal Executive Officer and Principal Financial Officer and any other officers who serve a similar function (each an "Officer"). The Schwab Funds are committed to the highest standards of ethical conduct in the fulfillment of our Vision and Values. We are proud of our long-standing reputation for integrity and honesty that strengthens our Vision to provide our shareholders with the most useful and ethical mutual funds in the world. This reputation is not just a source of competitive advantage in the financial services industry; it is fundamental to the way we do business. This Code provides guidance on how you, as an Officer, uphold these ethical standards. It applies to your service to the Schwab Funds. The Code consists of an outline of policies regarding conduct in several key areas: ethical behavior and legal compliance, conflicts of interest, confidentiality and business practices. You are responsible for reviewing the Code and for acting in compliance with the Code in your daily activities. The Code is not exhaustive; it provides guidance for carrying out your responsibilities on behalf of the Schwab Funds and observing the highest standards of ethical conduct. Because the Code does not address every possible situation that may arise, you are responsible for exercising good judgment, applying ethical principles, and raising questions when in doubt. Your integrity and good judgment enhance the Schwab Funds' brand, build the Schwab Funds' reputation, and are the foundation of trust for our shareholder and business relationships. GENERAL SCHWAB FUNDS AND PERSONAL STANDARDS OF CONDUCT As an Officer you have a responsibility to act in a manner in which you earn the public's trust and confidence. Your conduct is guided by our values, which are to: - Be fair, empathetic and responsive in serving our shareholders. - Strive relentlessly to innovate what we do and how we do it. - Always earn and be worthy of our shareholders' trust. - 1 - SCHWAB FUNDS CONDUCT The following general principles guide our Schwab Funds conduct: - You will act in accordance with applicable laws and regulations and will not tolerate behavior that is otherwise. - You will make public disclosures as required by law and regulation and as deemed appropriate to enable reasonable evaluation of the Schwab Funds. - You will strive to provide an equitable return for our investors. - You will provide products and services designed to help shareholders achieve their financial goals. - You will conduct business fairly, in open competition. INDIVIDUAL CONDUCT The following general principles guide your individual conduct: - You will not take any action that will violate any applicable law or regulation. - You will adhere to the highest standards of ethical conduct. - You will maintain the confidentiality of all information you obtain in the course of your employment. - You will escalate issues which you reasonably believe may place the Schwab Funds at risk, and report any behavior you reasonably believe is wrong. - You will not abuse or take the Schwab Funds' assets or use them for your personal gain. - You will not engage in any activities that create a conflict of interest (as defined below) between you and the Schwab Funds. - You will comport yourself publicly in a manner that does not bring discredit on the Schwab Funds. - You will deal fairly with shareholders, colleagues and others. - You will comply with this Code. You have personal responsibility to conduct the Schwab Funds' business in a manner consistent with these principles, and you cannot avoid this responsibility by contrary instructions from a supervisor or by turning a blind eye. Many of these principles are explained in more detail below and in the Schwab Funds' other polices and procedures. If you have questions on any of them, you should consult with the Chief Legal Officer of the Schwab Funds or the Chief Compliance Officer of Charles Schwab Investment Management, Inc. ("CSIM"). ETHICAL BEHAVIOR Your decisions and behavior have far-reaching implications. Standards of ethical and professional conduct reflect on the individual, on the Schwab Funds brand, and on the investment industry as a whole. A strong personal sense of ethics should always play a significant role in guiding you towards a proper course of action. - 2 - COMPLIANCE WITH LAWS, RULES, REGULATIONS AND POLICIES The foundation of the Schwab Funds' ethical standards is compliance with the letter and spirit of the law. You must respect and obey all of the laws, rules and regulations applicable to our business, including among others, securities and other federal, state and local laws. You are responsible for being familiar and complying with the Schwab Funds' policies and procedures. Although you are not expected to know the details of each law governing our business, you are expected to be familiar with and comply with the Schwab Funds' policies and procedures and, when in doubt, to seek advice from the Chief Legal Officer or Chief Compliance Officer as outlined in this Code. CONSEQUENCES FOR FAILURE TO COMPLY AND REPORTING CERTAIN CONDUCT You can be subject to discipline up to and including termination of employment if you violate this Code. If you know of, or reasonably believe there is, a violation of applicable laws or this Code, you must report that information immediately to the Chief Legal Officer. You should not conduct preliminary investigations, unless authorized to do so by the Chief Legal Officer. Anyone who in good faith raises an issue regarding a possible violation of law regulation or Schwab Funds policy or any suspected illegal or unethical behavior will be protected from retaliation. CONFLICTS OF INTEREST To maintain the highest ethical standards in conducting our business, it is important that you do not place yourself in a position that would cloud your judgment in carrying out the business affairs of the Schwab Funds. A "conflict of interest" occurs when your private interest interferes in any way -- or even appears to interfere -- with the interests of the Schwab Funds. You have a duty to report any material transaction or relationship that reasonably could be expected to be or to create a conflict of interest with the Schwab Funds. If you have any questions regarding what might constitute a conflict of interest, or to report any transaction or relationship that you believe has occurred or may occur that might constitute a conflict of interest, contact the Chief Legal Officer or Chief Compliance Officer. Certain conflicts of interest arise out of the relationships between Officers and the Schwab Funds and already are subject to conflict of interest provisions in the Investment Company Act of 1940 ("Investment Company Act") and the Investment Advisers Act of 1940 ("Investment Advisers Act"). For example, Officers may not individually engage in certain transactions (such as the purchase or sale of securities or other property) with the Schwab Funds because of their status as "affiliated persons" of the Schwab Funds. The Schwab Funds' and CSIM's compliance programs and procedures are designed to prevent, or identify and correct, violations of these provisions. This Code does not, and is not intended to, repeat or replace these programs and procedures, and such conflicts fall outside of the parameters of this Code. Although typically not presenting an opportunity for improper personal benefit, conflicts arise from, or as a result of, the contractual relationship between the Schwab Funds and CSIM. Each Officer may also be an officer or employee of CSIM or Schwab. As a result, this Code recognizes that the Officers will, in the normal course of their duties (whether formally for the Schwab Funds or for CSIM, or for both), be involved in establishing policies and implementing decisions that will have different effects on CSIM and the Schwab Funds. The participation of the Officers in such activities is inherent in the contractual relationship between the Schwab Funds and CSIM and is consistent with the performance by the Officers of their duties as officers of the Schwab Funds. Thus, if performed in conformity with the provisions of the Investment Company Act and the Investment Advisers Act, such activities will be deemed to have been handled ethically. In addition, it is recognized by the Trustees that the Officers may also be officers or employees of one or more other investment companies covered by this or other codes. - 3 - INSIDE INFORMATION It is unlawful to trade in the securities of any Schwab Funds on the basis of material nonpublic (or inside) information or to disclose such information to others who may profit from it. Generally, material information is any information that an investor would likely consider important in deciding whether to buy, sell or hold securities or that could affect the market price of the securities. Examples include actual or estimated financial results or change in dividends; significant discoveries or product developments; possible mergers, acquisitions or divestitures; major changes in business strategies; obtaining or losing significant contracts; and threatened major litigation or related developments. Do not disclose inside information to anyone except those who have a need to know it in order to fulfill their responsibilities for the Schwab Funds and in accordance with Schwab Funds policy. If you have or receive information and are unsure whether it is within the definition of inside information or whether its release might be contrary to a fiduciary or other obligation, contact the Chief Legal Officer prior to disclosing any such information. ACCEPTANCE OF GIFTS OR ENTERTAINMENT The acceptance of gifts or excessive entertainment from shareholders, vendors, suppliers, competitors or other employees must not constitute a conflict of interest or create the appearance of impropriety. You may accept small gifts and entertainment that are worth less than the amount Charles Schwab Corporation policy sets as a limit, but you must be personally satisfied that the gift or entertainment is not intended to influence your judgment or the performance of your duties. If you have any questions regarding the appropriateness of a gift, you must obtain approval from the Chief Compliance Officer before accepting it. CONFIDENTIALITY OF INFORMATION As mutual funds, we have particular responsibilities for safeguarding the information of our shareholders and the proprietary information of the Schwab Funds. You should be mindful of this obligation when you use the telephone, fax, telex, electronic mail, and other electronic means of storing and transmitting information. You should not discuss confidential information in public areas where it can be overheard, read confidential documents in public places, nor leave or discard confidential documents where they can be retrieved by others. CONFIDENTIALITY OF SHAREHOLDER INFORMATION Information concerning the identity of Schwab Funds' underlying shareholders and their transactions and accounts is confidential. Such information may not be disclosed to persons working on behalf of the Schwab Funds except as they may need to know it in order to fulfill their responsibilities to the Schwab Funds. You may not disclose such information to anyone or any firm outside the Schwab Funds unless (i) the outside firm needs to know the information in order to perform services for the Schwab Funds and is bound to maintain its confidentiality; (ii) when the shareholder has consented or been given an opportunity to request that the information not be shared; (iii) as required by law; or (iv) as authorized by the Chief Legal Officer or Chief Compliance Officer. Information regarding shareholder or Schwab Funds transactions must not be used in any way to influence trades in personal accounts or in the accounts of other shareholders, including those of other employees, officers and directors. Trading ahead of shareholder or Schwab Funds transactions is known as frontrunning and is prohibited. Following shareholder or Schwab Funds transactions with your trading activity is known as piggybacking or shadowing and is likewise prohibited. If you reasonably believe improper trading in personal, shareholder or Schwab Funds accounts has occurred, you must report such conduct to the Chief Legal Officer. - 4 - PRIVACY The Schwab Funds is committed to safeguarding its customers' privacy. We do not sell any personally identifiable customer information. Sharing of such information with third parties is limited to situations related to the processing and servicing of customer accounts, and to specifically delineated exceptions in the federal privacy law. We share information with our affiliates as allowed by federal law. You must be familiar with the procedural and systemic safeguards we maintain to protect this information and report any breaches of these safeguards to the Chief Legal Officer or Chief Compliance Officer. PROPRIETARY INFORMATION OF THE SCHWAB FUNDS You have the responsibility to safeguard the Schwab Funds' proprietary information. Proprietary information includes intellectual property (copyrights, trademarks or patents or trade secrets), particular know-how (business or organizational designs, or business, marketing or service plans or ideas) and sensitive information about the Schwab Funds (databases, records, salary information or unpublished financial reports). If you have any questions about what constitutes proprietary information, or if you believe such information has been compromised, contact the Chief Legal Officer. PROTECTION AND USE OF SCHWAB FUNDS ASSETS You are obligated to protect the Schwab Funds' assets and ensure their efficient use. Theft, carelessness and waste have a direct impact on the Schwab Funds. Schwab Funds equipment should not be used for non-Schwab Funds business, though incidental personal use may be permitted. Breaches of this obligation must be reported to the Chief Legal Officer. NON-RETALIATION It is your obligation to report issues regarding possible violations of business regulations or this Code when you suspect in good faith that a violation may have or might occur. No Officer will be retaliated against for making a good faith complaint or bringing inappropriate conduct to the Schwab Funds' attention, for assisting another Officer in making a good faith report, for cooperating in an investigation, or for filing an administrative claim with a state or federal governmental agency. Any employee who engages in retaliatory conduct in violation of our policies will be subject to disciplinary action, up to and including termination of employment. If you reasonably believe retaliatory conduct has occurred, you must report such conduct to the Chief Legal Officer. BUSINESS PRACTICES It is your obligation to report issues regarding possible violations of business regulations or this Code when you suspect in good faith that a violation may have or might occur. As a financial institution, it is imperative that we operate with efficiency, and the highest business standards and that we maintain and provide accurate information. FINANCIAL DISCLOSURES The Schwab Funds are committed to providing full, fair, accurate, timely and understandable disclosure in reports and documents that the Schwab Funds file with, or submit to, the Securities and Exchange Commission and other regulatory agencies and in other public communications made by the Schwab Funds. You are required to comply with Schwab Funds policies and procedures to provide such full, fair, accurate, timely and understandable disclosure. If you have any questions about your duties in supporting the Schwab Funds' financial reporting processes, contact the Chief Legal Officer or Chief Compliance Officer. - 5 - CONDUCT OF AUDITS Neither you nor any other person acting under your direction shall directly or indirectly take any action to fraudulently influence, coerce, manipulate, or mislead any independent public or certified public accountant engaged in the performance of an audit or review of the Schwab Funds' financial statements. Types of conduct that constitute improper influence include, but are not limited to, directly or indirectly: - Offering or paying bribes or other financial incentives, including offering future employment or contracts for non-audit services; - Providing an auditor with inaccurate or misleading legal analysis; - Threatening to cancel or canceling existing non-audit or audit engagements if the auditor objects to the issuer's accounting; - Seeking to have a partner removed from the audit engagement because the partner objects to the Schwab Funds' accounting; - Blackmailing; and - Making physical threats. If you reasonably believe improper influence has occurred, you must report such conduct to the Chief Legal Officer or the Chief Compliance Officer. RECORD-KEEPING We require honest and accurate recording and reporting of information to maintain the integrity of our business records and to make responsible business decisions. The Schwab Funds' books, records and accounts must (i) accurately reflect all transactions of the Schwab Funds and all other events that are subject of a specific regulatory record-keeping requirement; (ii) be maintained in reasonable detail; and (iii) conform both to applicable legal requirements and to the Schwab Funds' system of internal controls. Unrecorded or "off the books" funds or assets are prohibited unless permitted by applicable law or regulation. Business records must not contain exaggeration, derogatory remarks, guesswork, or inappropriate characterizations of people and companies. This applies equally to e-mail, internal memoranda, formal reports, and all other forms of business records. You must be familiar with the Schwab Funds' record retention policies and always retain or destroy records according to them. In the event of litigation, governmental investigation or the threat of such action, you should consult the Chief Legal Officer or the Chief Compliance Officer regarding record retention. SALES PRACTICES If you transact business for shareholders, you are required to know and observe the Schwab Funds' specific policies and procedures for shareholder sales and transactions, such as the content and use of sales materials, documentation for transactions, quotations and suitability. Likewise, if you transact business with third parties (such as vendors or suppliers), you will be required to know and observe the Schwab Funds' policies and procedures for such transactions, such as marketing policies, procedures for performing due diligence on third parties, and obtaining proper authorizations for any agreements. You must be familiar with any enumerated policies and procedures governing your sales activities and use good judgment in complying with them. You must seek advice from the Chief Legal Officer or the Chief Compliance Officer if you have any questions. - 6 - COMPETITION AND FAIR DEALING We operate our business fairly and honestly. We seek competitive advantage through performance and dedication to our Vision and Values and never through unethical or illegal business practices. It is our policy to comply with anti-trust laws. These laws are complex and not easily summarized but at a minimum require that there be no agreement or understanding between the Schwab Funds and their competitors that affect prices, terms or conditions of sale or that unreasonably restrain full and fair competition. You must always respect the rights of and deal fairly with the Schwab Funds' shareholders and competitors. You must never take unfair advantage of anyone through manipulation, concealment, abuse of privileged information, misrepresentation of material facts, or any other unfair dealing practice. If you have any question about what constitutes an unfair business practice, you should consult the Chief Legal Officer. PROHIBITION OF BRIBERY AND KICKBACKS Our policies prohibit bribery or kickbacks of any kind and to anyone in the conduct of our business. The U.S. government has a number of laws and regulations applicable specifically to business gratuities that may be accepted by U.S. and foreign government personnel. The promise, offer or delivery to an official or employee of the U.S. government or an official, employee or candidate of a foreign government of a gift, favor, payment or other gratuity in violation of these rules would not only violate Schwab Funds policy but could also be a criminal offense. Similarly, federal law, as well as the laws of many states, prohibits engaging in "commercial bribery." Commercial bribery involves soliciting, demanding or agreeing to accept anything of value from any person intending to influence or be rewarded in connection with any business or transaction, and prohibits all such behavior, for example, with respect to vendors, competitors, shareholders, and government employees. If you have any questions or need any guidance, you should contact the Chief Legal Officer. COMPLIANCE PROCEDURES We will work together to ensure compliance with the Code and to take prompt action in response to reported violations of the Code. SEEKING GUIDANCE If you are unsure of what to do in any situation, seek guidance before you act. Use the Schwab Funds resources, including the Chief Legal Officer or the Chief Compliance Officer. If you feel that it is not appropriate to discuss a matter with the Chief Legal Officer or the Chief Compliance Officer, you may contact the Ombudsperson for the Charles Schwab Corporation. Remember that you must report all incidents of misconduct, and you may do so without fear of retaliation. If you have violated the Code, however, making a report will not protect you from the consequences of your actions. REPORTING CONDUCT THAT MAY BE IN VIOLATION OF THE CODE You must report conduct that you believe to be in violation of the Code, Schwab Funds policy, law or regulation. Reports should be escalated in the following manner: - If you have a reasonable belief that a violation has occurred, or may occur, you must report the conduct to the Chief Legal Officer. - The Chief Legal Officer will take all appropriate action to investigate any potential violation reported to the Chief Legal Officer and will notify counsel for Schwab Funds independent Trustees ("Trustees") and counsel for the Schwab Funds of the substance of the potential violation. - 7 - - If after investigation, the Chief Legal Officer reasonably believes that no violation has occurred, the Chief Legal Officer is not required to take any further action. - Any matter that the Chief Legal Officer believes is a violation will be reported to the Trustees. - If the Trustees concur that a violation has occurred, the Trustees will consider appropriate action, which may include review of, and appropriate modification to, applicable policies and procedures; notification to appropriate personnel of CSIM or its board; notification to appropriate personnel of the Charles Schwab Corporation or its board; or a recommendation to dismiss the Officer. ROLES IN OBSERVING COMPLIANCE As Officer of the Schwab Funds, you have a role in observing compliance with the Code. In general, that includes: Role of Officers - Read and be familiar with conduct rules outlined in this Code and periodically review them. - Affirm in writing to the Trustees that the Officer has received, read and understands the Code. - Annually affirm to the Trustees that the Officer has complied with the requirements of the Code. - Comply with the conduct standards outlined in this Code in all dealings and actions, including those with shareholders, the public and vendors. - Report in a timely manner to the Chief Legal Officer any conduct that may constitute a violation of the Code, Schwab Funds policies, or laws, rules and regulations. - Raise questions or concerns about conduct issues with your supervisor, the Chief Legal Officer or Chief Compliance Officer, and seek advice when in doubt. - Cooperate with management during fact-finding investigations and comply with any confidentiality rules imposed. Role of Trustees - Review the Code annually and recommend any changes. - Review the Officer reports of compliance with the Code. INTERPRETATION OF CODE AND WAIVERS OF THE CODE The Chief Legal Officer is responsible for applying the Code to specific situations in which questions are presented under it and has the authority to interpret the Code in any particular situation. However, waivers of the Code may be made only by the Trustees and will be promptly disclosed publicly as required by law. AMENDMENTS This Code may not be amended except in written form, which is specifically approved or ratified by a majority of the Trustees including a majority of the independent Trustees. Any amendments will, to the extent required, be disclosed in accordance with law. - 8 - OTHER POLICIES AND PROCEDURES This Code constitutes the sole code of ethics adopted by the Schwab Funds for purposes of Section 406 of the Sarbanes-Oxley Act of 2002 and the rules and forms applicable to registered investment companies thereunder. Insofar as other policies or procedures of the Schwab Funds, CSIM, Charles Schwab & Co., Charles Schwab Corporation or other Schwab Funds service providers govern or purport to govern the behavior or activities of an Officer who is subject to this Code, they are superseded by this Code to the extent that they conflict with the provisions of this Code. CSIM's code of ethics under Rule 17j-1 pursuant to the Investment Company Act of 1940 and CSIM's, Charles Schwab & Co.'s, and the Charles Schwab Corporation's policies and procedures set forth in their respective compliance manuals and elsewhere are separate requirements applying to the Officers and are not part of this Code. CONFIDENTIALITY All reports and records prepared or maintained pursuant to this Code will be considered confidential and shall be maintained and protected accordingly. Except as otherwise required by law or this Code, such matters shall not be disclosed to anyone other than the Trustees, CSIM, the Charles Schwab Corporation and their respective counsel. INTERNAL USE This Code is intended for internal use by the Schwab Funds and does not constitute an admission, by or on behalf of any Schwab Funds, as to any fact, circumstance, or legal conclusion. CONTACTS If you have further questions about the Code, or about its applicability with respect to a particular matter, please contact the Chief Legal Officer or Chief Compliance Officer. If you feel that it is not appropriate to discuss a matter with Chief Legal Officer or the Chief Compliance Officer, you may contact the Ombudsperson. CHIEF LEGAL OFFICER: Koji Felton 415-667-3461 CHIEF COMPLIANCE OFFICER: Randy Fillmore 415-636-3680 CHARLES SCHWAB CORPORATION OMBUDSPERSON: Sam Scott Miller, Esq. 212-506-5130 Orrick Herrington & Sutcliffe LLP - 9 - N-CSR 5 f15169sinvcsrxpdfy.pdf FORM N-CSR PDF begin 644 f15169sinvcsrxpdfy.pdf M)5!$1BTQ+C0-)>+CS],-"C4T."`P(&]B:B`\/"],:6YE87)I>F5D(#$O3"`W M-3F4@-3@Q M+U!R978@-S0V-S4R+U)O;W0@-30Y(#`@4B]);F9O(#4T-R`P(%(O241;/&8Q M-F)A,#!C8C1F.#DQ96)A9C(Q-F(Y,F5E,&8Q.3(P/CQA-S-B,C,R9C0V,3DP M.31B86(V-F$U8V,P,38W,3,R93Y=/CX-"G-T87)T>')E9@T*,`T*)25%3T8- M"B`@("`@("`@#0HU-3$@,"!O8FH\/"],96YG=&@@,3@W,B]&:6QT97(O1FQA M=&5$96-O9&4O4R`R-SU!35QX^-[D) ME_`P`8+AT?422"618!"D8%TG0$`2:"?$A":42H`MQ`H5@:Z/I]Y.'FH,1A_BI12NB_X0]^A_T'C7*6S`5E(?J5& M(H(\M-\4?#@0\#=>-/-SPXW!F*EW0.@`.YDQYGZ`7D"A0\;SY^2&V96?,;YV MGZ&OIN2+W\(^M6BB-C!=$VEGZ!O*=T&_0EO&4H,W2ESF:*7T['*/F`Q4+-?L M%ESQ'Z$]H`R7E\5\A*8SWT77M/]"QWCL[&3HB`465:WD6KK_*CHBI.O+_ES& MUV9.[1B#U*`+O(<4&;X\#R!$7'J;/3C05W3X?O2W1:?O[OD"G8[E=&S M>[OC820>GGF^7QU!##:""Y?'6\5BTZG@ZI4A MRF!1#+W*7Z0?NE.])E3=.48@>EW*(R1UC:2U5QX77XYX%5C;JO2^0D$;$F/P M%W5DW4NA^(9P))WF`(%&%N3,.I$LKHT04`0R+_674PT:(3<I#+&^2%*(KKW*ED[2S&B.E5X/:X8GZ@I/G-M-:SOIS.M/%X#N])MCM.S MZI+."PUK-07*3K.R&=FA`J8_JR.CW\7+#..WXO;_N#N0D920KF2*"S(V^];- M5X1)Q8G[@];?5'-"CJ^[U4TQ.,%Y"KE'8*7;$_7]!KVHM?_]BVDTQ!VYUFH) MVNSA-]?[W5HX4ZH;W:='W%VF;RO.U5XPJYU9%RK8>RIHYN%TE46.3=7LDU$D M.P/.);WV<#;!J[YZX(_B)FC0SYY$:?V;?YFJY@M]=LICH+,':&L>G.08,R!N M5.WE>*WV9./HOGX&D76O+;,W9K+/;D6LIO$&-E%85&"6"?N=?^*.B4LEIUE& M7DNH`$&CUK;4R/X=YY&B)1+DJ+[G>&_QV9E:%DO51_*#RANP:'>0HTEY6 M7Y;)CVY+5^;^YA36^-E6=E.VJ]=PNM)S>B:C1N\:Z$/+YFLU<\6?#`_26=7X MB-H;7C\K.CB=;*K?J>*UR.#ZHAG,ZG;L]3(5KRT!CBPYM.(X%2'WVA(0]^Q[ M'KDUA\WLB&U\97=J1/.(KHXT2EF3)V*3'_29].:T=:8FZ,K'=G0BQ5>FJ$I0 M*#TT7Q`L!!E-65_'60XQKS_4$?&*9HP.M*G1E:NY2"(4W9:;[/?+N4->IL". 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