-----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, MfvpXLJQ+qCUqu0wwAfXLE/hF5hGwXmY5wBx2bhWtamoVO8araNIlghPEL++S8Mg QAB9QDUa+PACrWNtpQSL2w== 0000950134-06-000155.txt : 20060105 0000950134-06-000155.hdr.sgml : 20060105 20060105173101 ACCESSION NUMBER: 0000950134-06-000155 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 CAPITAL TRUST CENTRAL INDEX KEY: 0000904333 IRS NUMBER: 943297102 STATE OF INCORPORATION: MA FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: N-CSR SEC ACT: 1940 Act SEC FILE NUMBER: 811-07704 FILM NUMBER: 06513972 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 f15169ctnvcsr.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: 811-7704 Schwab Capital Trust ----------------------------------------- (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 Capital Trust 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 SCHWAB ACTIVE EQUITY FUNDS ANNUAL REPORT October 31, 2005 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) (formerly Financial Services Focus Fund) Schwab Health Care Fund(TM) (formerly Health Care Focus Fund) Schwab Technology Fund(TM) (formerly Technology Focus Fund) [CHARLES SCHWAB LOGO] The power of Schwab Equity Ratings(R). The convenience and diversification of mutual funds. IN THIS REPORT MANAGEMENT'S DISCUSSION.............................................. 2 PERFORMANCE AND FUND FACTS Schwab Premier Equity Fund(TM).............. 9 Schwab Core Equity Fund(TM)................. 12 Schwab Dividend Equity Fund(TM)............. 14 Schwab Large-Cap Growth Fund(TM)............ 17 Schwab Small-Cap Equity Fund(TM)............ 20 Schwab Hedged Equity Fund(TM)............... 23 Schwab Financial Services Fund(TM).......... 26 Schwab Health Care Fund(TM)................. 28 Schwab Technology Fund(TM)................. 30 FUND EXPENSES........................................................ 32 FINANCIAL STATEMENTS Schwab Premier Equity Fund(TM).............. 34 Schwab Core Equity Fund(TM)................. 42 Schwab Dividend Equity Fund(TM)............. 49 Schwab Large-Cap Growth Fund(TM)............ 57 Schwab Small-Cap Equity Fund(TM)............ 64 Schwab Hedged Equity Fund(TM)............... 73 Schwab Financial Services Fund(TM).......... 83 Schwab Health Care Fund(TM)................. 89 Schwab Technology Fund(TM).................. 95 FINANCIAL NOTES...................................................... 101 INVESTMENT ADVISORY AGREEMENT APPROVAL................................................... 107 TRUSTEES AND OFFICERS................................................ 112 GLOSSARY............................................................. 116 - -------------------------------------------------------------------------------- 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 Active Equity Funds for the period ended October 31, 2005. Although the period was marked by volatility, all of the funds with at least a one-year track record beat their respective benchmarks for the one-year period. In addition to our suite of actively managed funds, we also have a strong line-up of index funds. 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 Active Equity Funds [PHOTO OF JEFFREY MORTIMER, VIVIENNE HSU, LARRY MANO] JEFFREY MORTIMER, CFA, at right, 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. VIVIENNE HSU, CFA, at left, vice president and senior equities portfolio manager of the investment adviser, is responsible for the day-to-day co-management of the funds. Prior to joining the firm in August 2004, she worked for more than 11 years in asset management and quantitative analysis. LARRY MANO, in front, vice president and senior portfolio manager of the investment adviser, is responsible for the day-to-day co-management of the 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. Schwab Active Equity Funds 3 MANAGEMENT'S DISCUSSION continued 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. Schwab Equity Ratings(R) are produced by the Schwab Center for Investment Research(R). 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 Active Equity Funds PERFORMANCE AT A GLANCE Total return for the 12 months ended 10/31/05, except where noted. 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 PREMIER EQUITY FUND(TM) Investor Shares 1............... 7.00% Select Shares 1................. 7.10% Benchmark 1..................... 2.52% Fund Category 1, 2.............. 2.71% Performance Details............. pages 9-10 SCHWAB CORE EQUITY FUND(TM) 15.74% Benchmark....................... 8.72% Fund Category 2................. 9.53% Performance Details............. page 12 SCHWAB DIVIDEND EQUITY FUND(TM) Investor Shares................. 9.98% Select Shares(R)................ 10.17% Benchmark....................... 8.72% Fund Category 2................. 10.02% Performance Details............. pages 14-15 SCHWAB LARGE-CAP GROWTH FUND(TM) Investor Shares 3............... -2.70% Select Shares 3................. -2.70% Benchmark 3..................... -0.97% Fund Category 2, 3.............. -1.15% Performance Details............. pages 17-18 THE SCHWAB PREMIER EQUITY FUND was launched on March 21, 2005. Performance numbers are for the period since inception and are not annualized. The fund is comprised of approximately 100 stocks that have been identified using Schwab Equity Ratings as likely to outperform the market over the next 12 months. The portfolio is diversified across sectors and capitalization size, and generally invests in only A or B rated stocks. Since its inception, the Schwab Premier Equity Fund was up 7.00%, well above its benchmark, the S&P 500 Index, which was up 2.52% for the same period. Energy stocks came off of their highs towards the end of the report period, but still posted a solid return of 7% for the inception-to-date period. Sector and industry group weights had a slightly negative impact on fund performance while an overweight to the Information Technology and Energy sectors positively affected performance. Stock selection was the most positive aspect of performance for the period as A-rated stocks excelled. Stock selection in the Diversified Financials, Insurance, as well as Software & Services industry groups was particularly strong. Some of the better performing stocks in the Insurance industry group were W.R. Berkley Corporation, Loews Corporation, AFLAC, Inc., and Metlife, Inc. THE SCHWAB CORE EQUITY FUND was up 15.74% for the one-year report period, well above its benchmark, the S&P 500 Index, which returned 8.72%. Returns were driven by large energy and utility stocks, which were up over 33% and 23% respectively. The underperforming sectors for the period included Consumer Discretionary and Telecommunication Services. Helping the fund's performance was the stock selection process, which can be attributed to Schwab Equity Ratings' rigorous stock evaluation and its ability to identify stocks likely to outperform the market. The fund's underweight to the Consumer Discretionary and Financial sectors, added to the overall performance. Stocks that performed well during the one-year period were Burlington Resources, Inc., Franklin Resources, Inc. and The Gillette Company, after being acquired by Procter & Gamble Co. 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. Performance results less than one year are not annualized. 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. Schwab Equity Ratings(R) are produced by the Schwab Center for Investment Research(R). 1 Total return is for 3/21/05 - 10/31/05. 2 Source for category information: Morningstar, Inc. 3 Total return is for 10/3/05 - 10/31/05. Schwab Active Equity Funds 5 MANAGEMENT'S DISCUSSION continued PERFORMANCE AT A GLANCE Total return for the 12 months ended 10/31/05, except where noted. 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 SMALL-CAP EQUITY FUND(TM) Investor Shares................... 23.65% Select Shares..................... 23.83% Benchmark......................... 15.27% Fund Category 1................... 13.72% Performance Details............... pages 20-21 SCHWAB HEDGED EQUITY FUND(TM) Investor Shares 2................. 6.96% Select Shares..................... 16.52% Benchmark......................... 8.72% Fund Category 1................... 7.62% Performance Details............... pages 23-24 SCHWAB FINANCIAL SERVICES FUND(TM) 18.62% Benchmark......................... 9.34% Fund Category 1................... 8.97% Performance Details............... page 26 SCHWAB HEALTH CARE FUND(TM)....... 30.15% Benchmark......................... 11.02% Fund Category 1................... 15.21% Performance Details............... page 28 SCHWAB TECHNOLOGY FUND(TM) ....... 10.41% Benchmark......................... 5.81% Fund Category 1................... 8.86% Performance Details............... page 30 THE SCHWAB DIVIDEND EQUITY FUND, which was up 9.98% for the period, handily outperformed its benchmark, the S&P 500 Index, which increased 8.72%. A significant amount of the fund's outperformance can be attributed to Schwab Equity Ratings' ability to identify stocks likely to outperform the market. On the positive side, the fund's underweight position in technology stocks and overweight in utilities helped performance. Among the winners were The Gillette Company, Marathon Oil Corporation, AON Corporation, and Edison International. The fund is also designed to provide current income from dividends that are eligible for the reduced tax rate on qualified dividend income. As a result, lower dividend yields kept us away from many energy stocks, which excelled during the period. THE SCHWAB LARGE-CAP GROWTH FUND was launched on October 3, 2005. Performance numbers are for the period since inception and are not annualized. The Schwab Large-Cap Growth Fund was down 2.70% for the nearly one-month period, slightly underperforming its benchmark, the Russell 1000 Growth Index, which was down 0.97%. Stocks as a whole struggled during the month of October as the S&P 500 Index was down 1.73%. Energy stocks came down from their lofty heights during the month of October, as the group lost over 8%. Similarly, the Utilities and the Telecommunication Services also had a tough period, while the overall strengths in the fund were found in the Financial and Materials sectors. For the nearly one-month period, A-rated stocks within the Russell 1000 Growth lagged and large positions of Exxon Mobil Corp. and Chevron Texaco Corporation slightly detracted from fund performance. Some of the better performing stocks for the period included Monster Worldwide, Inc., an online recruitment service, and Microsoft Corp. 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. Performance results less than one year are not annualized. 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. The Hedged Equity Fund's long positions can decline in value at the same time the value of its shorted stocks increases, thereby increasing the potential for loss. The potential loss associated with short positions is much greater than the original value of the securities sold. The use of borrowing and short sales may cause the fund to have higher expenses than those of equity funds that do not use such techniques. Since the Financial Services, Health Care, and Technology funds focus their investments on companies involved in specific sectors, these funds may involve a greater degree of risk than an investment in other mutual funds with greater diversification. Schwab Equity Ratings(R) are produced by the Schwab Center for Investment Research(R). 1 Source for category information: Morningstar, Inc. 2 Total return is for 3/1/05 - 10/31/05. 6 Schwab Active Equity Funds THE SCHWAB SMALL-CAP EQUITY FUND was up 23.65%, outperforming its benchmark, the S&P 600 Small-Cap Index, which was up 15.27% for the year-end period. Small-cap energy stocks were up over 60% for the period, contributing to the overall performance of the equity markets. Another leading contributor to the markets' performance for the year was the Health Care and Industrials sectors which were up 20% for the year. Among the top performers were Payless Shoesource, Inc., Hydril Co., and Investment Technology Group, Inc. From an industry group standpoint, Insurance as well as Food & Staples shined, while Automobiles, Household & Personal Products, and Pharmaceuticals & Biotechnology all struggled during the period. Further, it was difficult to avoid underperformers in the small-cap area of the technology sector. Borland Software, producers of platform software technology solutions, was one of the securities that detracted from performance. THE SCHWAB HEDGED EQUITY FUND Select Shares were up 16.52%, outperforming their benchmark, the S&P 500 Index, which returned 8.72% for the 12-month period. In addition, the fund's Investor Shares, which were launched on March 1, 2005, returned 6.96% since inception, outperforming the 1.44% return of the benchmark S&P 500 Index for that period. Prior to the devastation of the hurricanes, the fund was growing steadily and was positioned to outperform more than it did, but at the end of the quarter, results were dampened due to a slight underweight to Energy, which rallied as a result of concerns of temporary energy shortages. Importantly, in addition to outperforming its benchmark, the fund maintained less market volatility and a lower weighted average market capitalization than the broad equity market. The results of stock selection for the period were positive. On the long side, within the Insurance and Software industries, positions in AON Corp, Burlington Resources, Inc., and Apple Computer, Inc. contributed to overall returns. THE SCHWAB FINANCIAL SERVICES FUND returned 18.62% for the one-year report period, beating its benchmark, the S&P 1500 SuperComposite Financials Sector Index, which was up 9.34%. The diverse nature of the Financial Services sector proved helpful during the year as the group posted positive returns, despite concerns about the narrowing of interest rate spreads at Banks. The fund benefited from being smaller than the benchmark, as the fund's weighted average market capitalization was about one-fourth of the benchmark. With the help of Schwab Equity Ratings' ability to identify stocks likely to outperform the market over the next Source of Sector Classification: S&P and MSCI. Schwab Active Equity Funds 7 MANAGEMENT'S DISCUSSION continued 12 months, the fund was able to find winners that produced substantial returns. The fund sidestepped a struggling Fannie Mae and caught the momentum behind Franklin Resources, Inc., Investment Technology Group, Inc., and AFLAC, Inc. THE SCHWAB HEALTH CARE FUND, which was up 30.15% for the one-year reporting period, was the best performing of the three sector funds. The fund outperformed its benchmark, the S&P 1500 SuperComposite Health Care Sector Index, which was up 11.02%. Health Care stocks posted solid returns for the year, with one industry group, Health Care Equipment and Services, returning 26%. The fund maintained lower price/earnings and price/book ratios than the benchmark, which added value to overall returns. The fund also benefited from its emphasis on holdings that were smaller than the benchmark, particularly as a result of underweighting large pharmaceutical stocks. Much of the fund's out-performance can be attributed to the Health Care sector, as Schwab's Equity Ratings identified a number of A-rated stocks that climbed more than 100% for the period. Some of the largest contributors to the fund were Humana, Inc. and Express Scripts, Inc. THE SCHWAB TECHNOLOGY FUND was up 10.41% for the period, outperforming its benchmark, the S&P 1500 SuperComposite Technology Sector Index, which was up 5.81%. During the report period, Technology stocks posted reasonable gains, with each of its three industry groups posting similar returns. Since performance for the three industry groups did not vary by much for the period, little could be gained by overweighting each group and therefore, the fund showed almost no benefit or loss from industry weights. Software firms such as Autodesk, Inc. and Progress Software Corp., both business solutions companies, contributed to the overall returns for the fund whereas holdings of Avaya, Inc. and Xerox Corp. slightly detracted from performance. Source of Sector Classification: S&P and MSCI. 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. 8 Schwab Active Equity Funds SCHWAB PREMIER EQUITY FUND(TM) INVESTOR SHARES PERFORMANCE as of 10/31/05 TOTAL RETURNS 1, 2 This chart compares performance of the fund's Investor Shares with its benchmark and Morningstar category. [BAR CHART]
Fund: Fund Category: INVESTOR SHARES Benchmark: MORNINGSTAR Ticker Symbol: S&P 500(R) LARGE-CAP SWPNX INDEX BLEND SINCE INCEPTION: 3/21/05 7.00% 2.52% 2.71%
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 1 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. $10,700 INVESTOR SHARES $10,252 S&P 500(R) INDEX [LINE GRAPH]
INVESTOR S&P 500(R) SHARES INDEX 21-Mar-05 $10,000 $10,000 31-Mar-05 $9,960 $9,928 30-Apr-05 $9,530 $9,739 31-May-05 $10,160 $10,049 30-Jun-05 $10,360 $10,063 31-Jul-05 $10,840 $10,437 31-Aug-05 $10,820 $10,343 30-Sep-05 $10,950 $10,426 31-Oct-05 $10,700 $10,252
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. Performance results less than one year are not annualized. 1 Fund expenses have been absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. 2 Source for category information: Morningstar, Inc. Schwab Active Equity Funds 9 SCHWAB PREMIER EQUITY FUND SELECT SHARES(R) PERFORMANCE as of 10/31/05 TOTAL RETURNS 1, 2 This chart compares performance of the fund's Select Shares with its benchmark and Morningstar category. [BAR CHART]
Fund: Fund Category: SELECT SHARES Benchmark: MORNINGSTAR Ticker Symbol: S&P 500(R) LARGE-CAP SWPSX INDEX BLEND SINCE INCEPTION: 3/21/05 7.10% 2.52% 2.71%
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 1 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. $53,550 SELECT SHARES $51,261 S&P 500(R) INDEX [LINE GRAPH]
SELECT S&P 500(R) SHARES INDEX 21-Mar-05 $50,000 $50,000 31-Mar-05 $49,800 $49,640 30-Apr-05 $47,650 $48,697 31-May-05 $50,800 $50,245 30-Jun-05 $51,800 $50,316 31-Jul-05 $54,200 $52,187 31-Aug-05 $54,100 $51,713 30-Sep-05 $54,800 $52,131 31-Oct-05 $53,550 $51,261
All figures on this page assume dividends and distributions were reinvested. Index figures do not include trading and management costs, which would lower performance. Indices are unmanaged, and you cannot invest in them directly. Performance results less than one year are not annualized. 1 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. 2 Source for category information: Morningstar, Inc. 10 Schwab Active Equity Funds SCHWAB PREMIER EQUITY FUND FUND FACTS as of 10/31/05 STYLE ASSESSMENT 1 [GRAPHIC]
INVESTMENT STYLE VALUE BLEND GROWTH MARKET CAP Large / / /X/ / / Medium / / / / / / Small / / / / / /
STATISTICS NUMBER OF HOLDINGS 101 - -------------------------------------------------------------------------------- WEIGHTED AVERAGE MARKET CAP ($ x 1,000,000) $24,424 - -------------------------------------------------------------------------------- PRICE/EARNINGS RATIO (P/E) 19.9 - -------------------------------------------------------------------------------- PRICE/BOOK RATIO (P/B) 2.6 - -------------------------------------------------------------------------------- PORTFOLIO TURNOVER RATE 2 33% - -------------------------------------------------------------------------------- MINIMUM INITIAL INVESTMENT 3 Investor Shares $2,500 ($1,000 for retirement, education and custodial accounts) Select Shares $50,000 - --------------------------------------------------------------------------------
TOP HOLDINGS 4
% OF SECURITY NET ASSETS - -------------------------------------------------------------------------------- (1) APPLE COMPUTER, INC. 1.2% - -------------------------------------------------------------------------------- (2) INVESTMENT TECHNOLOGY GROUP, INC. 1.2% - -------------------------------------------------------------------------------- (3) W.R. BERKLEY CORP. 1.2% - -------------------------------------------------------------------------------- (4) AUTODESK, INC. 1.2% - -------------------------------------------------------------------------------- (5) HELMERICH & PAYNE, INC. 1.2% - -------------------------------------------------------------------------------- (6) AMR CORP. 1.2% - -------------------------------------------------------------------------------- (7) J.C. PENNY CO., INC. HOLDING CO. 1.2% - -------------------------------------------------------------------------------- (8) PRUDENTIAL FINANCIAL, INC. 1.2% - -------------------------------------------------------------------------------- (9) PAYLESS SHOESOURCE, INC. 1.1% - -------------------------------------------------------------------------------- (10) PRIDE INTERNATIONAL, INC. 1.1% - -------------------------------------------------------------------------------- TOTAL 11.8%
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] 18.8% FINANCIALS 17.9% INFORMATION TECHNOLOGY 14.6% HEALTH CARE 11.6% INDUSTRIALS 11.0% CONSUMER DISCRETIONARY 9.5% CONSUMER STAPLES 8.6% ENERGY 3.5% MATERIAL 3.1% UTILITIES 1.1% 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 Not annualized. 3 Please see prospectus for further detail and eligibility requirements. 4 This list is not a recommendation of any security by the investment adviser. Schwab Active Equity Funds 11 SCHWAB CORE EQUITY FUND(TM) PERFORMANCE as of 10/31/05 AVERAGE ANNUAL TOTAL RETURNS 1, 2 This chart compares performance of the fund with its benchmark and Morningstar category.
Fund Category: Fund Benchmark: MORNINGSTAR Ticker Symbol: S&P 500(R) LARGE-CAP SWANX INDEX BLEND 1 YEAR 15.74% 8.72% 9.53% 5 YEARS -0.71% -1.73% -1.41% SINCE INCEPTION: 7/1/96 9.23% 8.19% 7.01%
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 1 This graph shows performance since inception of a hypothetical $10,000 investment in the fund, compared with a similar investment in its benchmark. $22,806 FUND $20,855 S&P 500(R) INDEX [LINE GRAPH]
S&P 500(R) FUND INDEX 01-Jul-96 $10,000 $10,000 31-Jul-96 $9,690 $9,558 31-Aug-96 $9,880 $9,760 30-Sep-96 $10,620 $10,308 31-Oct-96 $11,010 $10,593 30-Nov-96 $11,640 $11,393 31-Dec-96 $11,368 $11,168 31-Jan-97 $11,959 $11,865 28-Feb-97 $11,908 $11,958 31-Mar-97 $11,287 $11,468 30-Apr-97 $12,081 $12,152 31-May-97 $12,722 $12,890 30-Jun-97 $13,272 $13,468 31-Jul-97 $14,462 $14,539 31-Aug-97 $13,821 $13,724 30-Sep-97 $14,646 $14,475 31-Oct-97 $13,964 $13,992 30-Nov-97 $14,676 $14,640 31-Dec-97 $14,963 $14,891 31-Jan-98 $15,054 $15,057 28-Feb-98 $16,155 $16,142 31-Mar-98 $16,801 $16,969 30-Apr-98 $16,949 $17,140 31-May-98 $16,620 $16,845 30-Jun-98 $17,448 $17,529 31-Jul-98 $17,198 $17,343 31-Aug-98 $14,555 $14,839 30-Sep-98 $15,565 $15,790 31-Oct-98 $16,529 $17,074 30-Nov-98 $17,561 $18,109 31-Dec-98 $19,158 $19,152 31-Jan-99 $20,138 $19,952 28-Feb-99 $19,134 $19,332 31-Mar-99 $19,961 $20,105 30-Apr-99 $20,882 $20,883 31-May-99 $20,493 $20,390 30-Jun-99 $21,910 $21,522 31-Jul-99 $21,189 $20,850 31-Aug-99 $21,154 $20,746 30-Sep-99 $20,658 $20,177 31-Oct-99 $22,347 $21,455 30-Nov-99 $22,808 $21,891 31-Dec-99 $24,474 $23,180 31-Jan-00 $23,416 $22,017 29-Feb-00 $24,296 $21,600 31-Mar-00 $26,222 $23,712 30-Apr-00 $25,087 $22,998 31-May-00 $24,232 $22,527 30-Jun-00 $24,844 $23,083 31-Jul-00 $24,309 $22,723 31-Aug-00 $25,839 $24,135 30-Sep-00 $24,117 $22,860 31-Oct-00 $23,633 $22,764 30-Nov-00 $22,000 $20,971 31-Dec-00 $22,589 $21,073 31-Jan-01 $22,575 $21,821 28-Feb-01 $20,549 $19,831 31-Mar-01 $19,250 $18,574 30-Apr-01 $20,507 $20,017 31-May-01 $20,577 $20,151 30-Jun-01 $20,228 $19,662 31-Jul-01 $19,711 $19,469 31-Aug-01 $18,342 $18,250 30-Sep-01 $17,071 $16,776 31-Oct-01 $17,504 $17,096 30-Nov-01 $18,495 $18,407 31-Dec-01 $18,547 $18,569 31-Jan-02 $18,280 $18,298 28-Feb-02 $17,887 $17,945 31-Mar-02 $18,660 $18,620 30-Apr-02 $17,816 $17,491 31-May-02 $17,788 $17,362 30-Jun-02 $16,692 $16,126 31-Jul-02 $15,611 $14,870 31-Aug-02 $15,737 $14,966 30-Sep-02 $14,290 $13,339 31-Oct-02 $15,301 $14,513 30-Nov-02 $15,667 $15,368 31-Dec-02 $14,971 $14,466 31-Jan-03 $14,546 $14,087 28-Feb-03 $14,221 $13,876 31-Mar-03 $14,504 $14,010 30-Apr-03 $15,509 $15,165 31-May-03 $16,343 $15,964 30-Jun-03 $16,556 $16,168 31-Jul-03 $16,881 $16,453 31-Aug-03 $17,164 $16,774 30-Sep-03 $17,051 $16,596 31-Oct-03 $17,985 $17,535 30-Nov-03 $18,296 $17,689 31-Dec-03 $19,192 $18,616 31-Jan-04 $19,391 $18,959 29-Feb-04 $19,605 $19,222 31-Mar-04 $19,548 $18,932 30-Apr-04 $19,220 $18,635 31-May-04 $19,420 $18,890 30-Jun-04 $19,876 $19,257 31-Jul-04 $19,149 $18,619 31-Aug-04 $19,192 $18,694 30-Sep-04 $19,505 $18,896 31-Oct-04 $19,705 $19,185 30-Nov-04 $20,932 $19,962 31-Dec-04 $21,782 $20,640 31-Jan-05 $21,248 $20,137 28-Feb-05 $22,157 $20,560 31-Mar-05 $21,811 $20,196 30-Apr-05 $21,176 $19,812 31-May-05 $21,999 $20,442 30-Jun-05 $22,172 $20,471 31-Jul-05 $22,979 $21,232 31-Aug-05 $22,835 $21,039 30-Sep-05 $23,297 $21,209 31-Oct-05 $22,806 $20,855
All figures on this page assume dividends and distributions were reinvested. Index figures do not include trading and management costs, which would lower performance. Indices are unmanaged, and you cannot invest in them directly. 1 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. 2 Source for category information: Morningstar, Inc. 12 Schwab Active Equity Funds SCHWAB CORE EQUITY FUND FUND FACTS as of 10/31/05 STYLE ASSESSMENT 1 [GRAPHIC]
INVESTMENT STYLE VALUE BLEND GROWTH MARKET CAP Large / / /X/ / / Medium / / / / / / Small / / / / / /
STATISTICS NUMBER OF HOLDINGS 93 - -------------------------------------------------------------------------------- WEIGHTED AVERAGE MARKET CAP ($ x 1,000,000) $60,334 - -------------------------------------------------------------------------------- PRICE/EARNINGS RATIO (P/E) 18.0 - -------------------------------------------------------------------------------- PRICE/BOOK RATIO (P/B) 2.8 - -------------------------------------------------------------------------------- PORTFOLIO TURNOVER RATE 48% - -------------------------------------------------------------------------------- MINIMUM INITIAL INVESTMENT 2 $2,500 ($1,000 for retirement, education and custodial accounts) - --------------------------------------------------------------------------------
TOP HOLDINGS 3
% OF SECURITY NET ASSETS - -------------------------------------------------------------------------------- (1) AMERICAN EXPRESS CO. 5.0% - -------------------------------------------------------------------------------- (2) BOEING CO. 4.7% - -------------------------------------------------------------------------------- (3) EXXON MOBIL CORP. 4.4% - -------------------------------------------------------------------------------- (4) INTEL CORP. 4.3% - -------------------------------------------------------------------------------- (5) COCA-COLA CO. 4.2% - -------------------------------------------------------------------------------- (6) UNIONBANCAL CORP. 4.0% - -------------------------------------------------------------------------------- (7) HEWLETT-PACKARD CO. 4.0% - -------------------------------------------------------------------------------- (8) FRANKLIN RESOURCES, INC. 3.7% - -------------------------------------------------------------------------------- (9) CSX CORP. 3.5% - -------------------------------------------------------------------------------- (10) LOCKHEED MARTIN CORP. 3.3% - -------------------------------------------------------------------------------- TOTAL 41.1%
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] 25.3% FINANCIALS 19.9% INFORMATION TECHNOLOGY 15.6% INDUSTRIALS 14.9% HEALTH CARE 7.2% ENERGY 6.1% CONSUMER DISCRETIONARY 5.3% CONSUMER STAPLES 1.8% UTILITIES 1.7% TELECOMMUNICATION SERVICES 0.6% MATERIAL 1.6% 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 Active Equity Funds 13 SCHWAB DIVIDEND EQUITY FUND(TM) INVESTOR SHARES PERFORMANCE as of 10/31/05 AVERAGE ANNUAL TOTAL RETURNS 1, 2 This chart compares performance of the fund's Investor Shares with a benchmark and the fund's Morningstar category. [BAR CHART]
Fund: Fund Category: INVESTOR SHARES Benchmark: MORNINGSTAR Ticker Symbol: S&P 500(R) LARGE-CAP SWDIX INDEX VALUE 1 YEAR 9.98% 8.72% 10.02% SINCE INCEPTION: 9/2/03 15.38% 10.56% 12.32%
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 1 This graph shows performance since inception of a hypothetical $10,000 investment in the fund's Investor Shares, compared with a similar investment in a benchmark. $13,640 INVESTOR SHARES $12,433 S&P 500(R) INDEX [LINE GRAPH]
INVESTOR S&P 500(R) SHARES INDEX 02-Sep-03 $10,000 $10,000 30-Sep-03 $9,900 $9,894 31-Oct-03 $10,600 $10,454 30-Nov-03 $10,850 $10,546 31-Dec-03 $11,417 $11,099 31-Jan-04 $11,559 $11,303 29-Feb-04 $11,851 $11,460 31-Mar-04 $11,860 $11,287 30-Apr-04 $11,667 $11,110 31-May-04 $11,820 $11,262 30-Jun-04 $12,025 $11,480 31-Jul-04 $11,902 $11,100 31-Aug-04 $12,220 $11,145 30-Sep-04 $12,299 $11,265 31-Oct-04 $12,402 $11,437 30-Nov-04 $12,957 $11,901 31-Dec-04 $13,312 $12,305 31-Jan-05 $13,081 $12,005 28-Feb-05 $13,458 $12,257 31-Mar-05 $13,356 $12,040 30-Apr-05 $13,198 $11,811 31-May-05 $13,451 $12,187 30-Jun-05 $13,537 $12,204 31-Jul-05 $13,994 $12,658 31-Aug-05 $13,888 $12,543 30-Sep-05 $13,991 $12,645 31-Oct-05 $13,640 $12,433
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 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. 2 Source for category information: Morningstar, Inc. 14 Schwab Active Equity Funds SCHWAB DIVIDEND EQUITY FUND SELECT SHARES(R) PERFORMANCE as of 10/31/05 AVERAGE ANNUAL TOTAL RETURNS 1, 2 THIS CHART COMPARES PERFORMANCE OF THE FUND'S SELECT SHARES WITH A BENCHMARK AND THE FUND'S MORNINGSTAR CATEGORY. [BAR CHART]
Fund: Fund Category: SELECT SHARES Benchmark: MORNINGSTAR Ticker Symbol: S&P 500(R) LARGE-CAP SWDSX INDEX VALUE 1 YEAR 10.17% 8.72% 10.02% SINCE INCEPTION: 9/2/03 15.50% 10.56% 12.32%
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 1 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 a benchmark. $68,350 SELECT SHARES $62,167 S&P 500(R) INDEX [LINE GRAPH]
SELECT S&P 500(R) SHARES INDEX 02-Sep-03 $50,000 $50,000 30-Sep-03 $49,500 $49,470 31-Oct-03 $53,000 $52,270 30-Nov-03 $54,250 $52,730 31-Dec-03 $57,085 $55,493 31-Jan-04 $57,795 $56,514 29-Feb-04 $59,255 $57,300 31-Mar-04 $59,300 $56,434 30-Apr-04 $58,335 $55,548 31-May-04 $59,100 $56,309 30-Jun-04 $60,140 $57,402 31-Jul-04 $59,525 $55,502 31-Aug-04 $61,165 $55,724 30-Sep-04 $61,530 $56,326 31-Oct-04 $62,045 $57,187 30-Nov-04 $64,875 $59,504 31-Dec-04 $66,640 $61,527 31-Jan-05 $65,480 $60,025 28-Feb-05 $67,375 $61,286 31-Mar-05 $66,885 $60,201 30-Apr-05 $66,095 $59,057 31-May-05 $67,360 $60,935 30-Jun-05 $67,815 $61,021 31-Jul-05 $70,100 $63,291 31-Aug-05 $69,620 $62,715 30-Sep-05 $70,115 $63,223 31-Oct-05 $68,350 $62,167
All figures on this page assume dividends and distributions were reinvested. Index figures do not include trading and management costs, which would lower performance. Indices are unmanaged, and you cannot invest in them directly. 1 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. 2 Source for category information: Morningstar, Inc. Schwab Active Equity Funds 15 SCHWAB DIVIDEND EQUITY FUND FUND FACTS as of 10/31/05 STYLE ASSESSMENT 1 [GRAPHIC]
INVESTMENT STYLE VALUE BLEND GROWTH MARKET CAP Large /X/ / / / / Medium / / / / / / Small / / / / / /
STATISTICS NUMBER OF HOLDINGS 112 - -------------------------------------------------------------------------------- WEIGHTED AVERAGE MARKET CAP ($ x 1,000,000) $49,274 - -------------------------------------------------------------------------------- PRICE/EARNINGS RATIO (P/E) 15.8 - -------------------------------------------------------------------------------- PRICE/BOOK RATIO (P/B) 2.6 - -------------------------------------------------------------------------------- PORTFOLIO TURNOVER RATE 26% - -------------------------------------------------------------------------------- SEC YIELD 2 Investor Shares 1.84% Select Shares 1.98% - -------------------------------------------------------------------------------- SEC YIELD--NO WAIVER 3 Investor Shares 1.84% Select Shares 1.98% - -------------------------------------------------------------------------------- MINIMUM INITIAL INVESTMENT 4 Investor Shares $2,500 ($1,000 for retirement, education and custodial accounts) Select Shares $50,000 - --------------------------------------------------------------------------------
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. TOP HOLDINGS 5
% OF SECURITY NET ASSETS - -------------------------------------------------------------------------------- (1) CHEVRONTEXACO CORP. 1.6% - -------------------------------------------------------------------------------- (2) KELLOGG CO. 1.4% - -------------------------------------------------------------------------------- (3) CONOCOPHILLIPS 1.4% - -------------------------------------------------------------------------------- (4) PNC FINANCIAL SERVICES GROUP, INC. 1.4% - -------------------------------------------------------------------------------- (5) ST. PAUL TRAVELERS COS., INC. 1.3% - -------------------------------------------------------------------------------- (6) JPMORGAN CHASE & CO. 1.3% - -------------------------------------------------------------------------------- (7) MARATHON OIL CORP. 1.3% - -------------------------------------------------------------------------------- (8) HEWLETT-PACKARD CO. 1.3% - -------------------------------------------------------------------------------- (9) MOTOROLA, INC. 1.3% - -------------------------------------------------------------------------------- (10) ALTRIA GROUP, INC. 1.3% - -------------------------------------------------------------------------------- TOTAL 13.6%
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] 25.3% FINANCIALS 12.8% INDUSTRIALS 12.8% UTILITIES 12.2% CONSUMER STAPLES 8.3% INFORMATION TECHNOLOGY 6.7% HEALTH CARE 6.2% TELECOMMUNICATION SERVICES 5.5% ENERGY 5.5% CONSUMER DISCRETIONARY 4.4% MATERIAL 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 Fund expenses have been partially absorbed by CSIM and Schwab. The yield does not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption of fund shares. 3 Yield if fund expenses had not been partially absorbed by CSIM and Schwab. 4 Please see prospectus for further detail and eligibility requirements. 5 This list is not a recommendation of any security by the investment adviser. 16 Schwab Active Equity Funds Schwab Large-Cap Growth Fund(TM) INVESTOR SHARES PERFORMANCE as of 10/31/05 TOTAL RETURNS 1, 2 This chart compares performance of the fund's Investor Shares with its benchmark and Morningstar category. [BAR CHART]
Fund: INVESTOR SHARES Fund Category: Ticker Benchmark: MORNINGSTAR Symbol: RUSSELL 1000(R) LARGE-CAP SWLNX GROWTH INDEX GROWTH Since Inception: 10/3/05 -2.70% -0.97% -1.15%
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 1 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. $9,730 INVESTOR SHARES $9,903 RUSSELL 1000(R) GROWTH INDEX $9,833 S&P 500(R) INDEX [LINE GRAPH]
INVESTOR RUSSELL 1000(R) SHARES GROWTH INDEX S&P 500(R) Index 03-Oct-05 $10,000 $10,000 $10,000 31-Oct-05 $9,730 $9,903 $9,833
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. Performance results less than one year are not annualized. 1 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. 2 Source for category information: Morningstar, Inc. Schwab Active Equity Funds 17 SCHWAB LARGE-CAP GROWTH FUND SELECT SHARES(R) PERFORMANCE as of 10/31/05 TOTAL RETURNS 1, 2 This chart compares performance of the fund's Select Shares with its benchmark and Morningstar category. [BAR CHART]
Fund: SELECT SHARES Ticker Benchmark: Fund Category: Symbol: RUSSELL 1000(R) MORNINGSTAR SWLSX GROWTH INDEX LARGE-CAP GROWTH SINCE INCEPTION: 10/3/05 -2.70% -0.97% -1.15%
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 1 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. $48,650 SELECT SHARES $49,515 RUSSELL 1000(R) GROWTH INDEX $49,166 S&P 500(R) INDEX [LINE GRAPH]
SELECT RUSSELL 1000(R) S&P 500(R) SHARES GROWTH INDEX INDEX 03-Oct-05 $50,000 $50,000 $50,000 31-Oct-05 $48,650 $49,515 $49,166
All figures on this page assume dividends and distributions were reinvested. Index figures do not include trading and management costs, which would lower performance. Indices are unmanaged, and you cannot invest in them directly. Performance results less than one year are not annualized. 1 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. 2 Source for category information: Morningstar, Inc. 18 Schwab Active Equity Funds SCHWAB LARGE-CAP GROWTH FUND FUND FACTS as of 10/31/05 STYLE ASSESSMENT 1 [GRAPHIC]
INVESTMENT STYLE VALUE BLEND GROWTH MARKET CAP Large / / / / /X/ Medium / / / / / / Small / / / / / /
STATISTICS NUMBER OF HOLDINGS 60 - -------------------------------------------------------------------------------- WEIGHTED AVERAGE MARKET CAP ($ x 1,000,000) $74,362 - -------------------------------------------------------------------------------- PRICE/EARNINGS RATIO (P/E) 21.4 - -------------------------------------------------------------------------------- PRICE/BOOK RATIO (P/B) 4.2 - -------------------------------------------------------------------------------- PORTFOLIO TURNOVER RATE 2 4% - -------------------------------------------------------------------------------- MINIMUM INITIAL INVESTMENT 3 Investor Shares $2,500 ($1,000 for retirement, education and custodial accounts) Select Shares $50,000 - --------------------------------------------------------------------------------
TOP HOLDINGS 4
% OF SECURITY NET ASSETS - -------------------------------------------------------------------------------- (1) JOHNSON & JOHNSON 4.4% - -------------------------------------------------------------------------------- (2) INTEL CORP. 3.8% - -------------------------------------------------------------------------------- (3) PFIZER, INC. 3.5% - -------------------------------------------------------------------------------- (4) EXXON MOBIL CORP. 3.4% - -------------------------------------------------------------------------------- (5) INTERNATIONAL BUSINESS MACHINES CORP. 3.2% - -------------------------------------------------------------------------------- (6) HEWLETT-PACKARD CO. 3.2% - -------------------------------------------------------------------------------- (7) GENERAL DYNAMICS CORP. 3.1% - -------------------------------------------------------------------------------- (8) UNITEDHEALTH GROUP, INC. 2.6% - -------------------------------------------------------------------------------- (9) QUALCOMM, INC. 2.3% - -------------------------------------------------------------------------------- (10) COCA-COLA CO. 2.3% - -------------------------------------------------------------------------------- TOTAL 31.8%
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] 28.1% INFORMATION TECHNOLOGY 22.5% HEALTH CARE 12.2% FINANCIALS 11.7% INDUSTRIALS 10.2% CONSUMER DISCRETIONARY 6.2% ENERGY 5.6% CONSUMER STAPLES 1.7% MATERIAL 1.1% UTILITIES 0.7% 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 Not annualized. 3 Please see prospectus for further detail and eligibility requirements. 4 This list is not a recommendation of any security by the investment adviser. Schwab Active Equity Funds 19 SCHWAB SMALL-CAP EQUITY FUND(TM) INVESTOR SHARES PERFORMANCE as of 10/31/05 AVERAGE ANNUAL TOTAL RETURNS 1, 2 This chart compares performance of the fund's Investor Shares with its benchmark and Morningstar category. [BAR CHART]
Fund: Fund INVESTOR Category: Ticker Benchmark: MORNINGSTAR Symbol: S&P SMALLCAP SMALL-CAP SWSIX 600 INDEX BLEND 1 YEAR 23.65 15.27 13.72 SINCE INCEPTION: 7/1/03 27.88 21.14 19.12
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 1 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. $17,778 INVESTOR SHARES $15,663 S&P SMALLCAP 600 INDEX [LINE GRAPH]
INVESTOR SHARES S&P SMALLCAP 600 INDEX 01-Jul-03 $10,000 $10,000 31-Jul-03 $10,590 $10,520 31-Aug-03 $10,920 $11,032 30-Sep-03 $10,800 $10,708 31-Oct-03 $11,810 $11,636 30-Nov-03 $12,370 $12,076 31-Dec-03 $12,749 $12,290 31-Jan-04 $13,238 $12,644 29-Feb-04 $13,523 $12,887 31-Mar-04 $13,706 $13,054 30-Apr-04 $13,238 $12,621 31-May-04 $13,289 $12,814 30-Jun-04 $14,194 $13,524 31-Jul-04 $13,472 $12,783 31-Aug-04 $13,279 $12,670 30-Sep-04 $13,981 $13,338 31-Oct-04 $14,377 $13,587 30-Nov-04 $15,558 $14,749 31-Dec-04 $15,810 $15,074 31-Jan-05 $15,539 $14,733 28-Feb-05 $15,969 $15,156 31-Mar-05 $15,957 $14,763 30-Apr-05 $14,872 $13,938 31-May-05 $16,161 $14,861 30-Jun-05 $16,885 $15,344 31-Jul-05 $17,982 $16,267 31-Aug-05 $17,835 $16,028 30-Sep-05 $17,869 $16,169 31-Oct-05 $17,778 $15,663
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 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. 2 Source for category information: Morningstar, Inc. 20 Schwab Active Equity Funds SCHWAB SMALL-CAP EQUITY FUND SELECT SHARES(R) PERFORMANCE as of 10/31/05 AVERAGE ANNUAL TOTAL RETURNS 1, 2 This chart compares performance of the fund's Select Shares with its benchmark and Morningstar category. [BAR CHART]
Fund: SELECT SHARES Benchmark: Fund Category: Ticker Symbol: S&P SMALLCAP MORNINGSTAR SWSCX 600 INDEX SMALL-CAP BLEND 1 Year 23.83% 15.27% 13.72% Since Inception: 7/1/03 28.07% 21.14% 19.12%
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 1 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. $89,205 SELECT SHARES $78,315 S&P SMALLCAP 600 INDEX [LINE GRAPH]
SELECT SHARES S&P SMALLCAP 600 INDEX 01-Jul-03 $50,000 $50,000 31-Jul-03 $52,950 $52,600 31-Aug-03 $54,600 $55,162 30-Sep-03 $54,000 $53,540 31-Oct-03 $59,050 $58,182 30-Nov-03 $61,900 $60,381 31-Dec-03 $63,800 $61,450 31-Jan-04 $66,240 $63,220 29-Feb-04 $67,665 $64,433 31-Mar-04 $68,580 $65,271 30-Apr-04 $66,240 $63,104 31-May-04 $66,545 $64,069 30-Jun-04 $71,075 $67,619 31-Jul-04 $67,460 $63,913 31-Aug-04 $66,495 $63,351 30-Sep-04 $70,055 $66,690 31-Oct-04 $72,040 $67,937 30-Nov-04 $77,940 $73,745 31-Dec-04 $79,255 $75,368 31-Jan-05 $77,840 $73,664 28-Feb-05 $80,045 $75,779 31-Mar-05 $79,990 $73,816 30-Apr-05 $74,560 $69,690 31-May-05 $81,065 $74,303 30-Jun-05 $84,680 $76,718 31-Jul-05 $90,220 $81,336 31-Aug-05 $89,485 $80,141 30-Sep-05 $89,655 $80,846 31-Oct-05 $89,205 $78,315
All figures on this page assume dividends and distributions were reinvested. Index figures do not include trading and management costs, which would lower performance. Indices are unmanaged, and you cannot invest in them directly. 1 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. 2 Source for category information: Morningstar, Inc. Schwab Active Equity Funds 21 SCHWAB SMALL-CAP EQUITY FUND FUND FACTS as of 10/31/05 STYLE ASSESSMENT 1 [GRAPHIC]
INVESTMENT STYLE VALUE BLEND GROWTH MARKET CAP Large / / / / / / Medium / / / / / / Small / / /X/ / /
STATISTICS NUMBER OF HOLDINGS 131 - -------------------------------------------------------------------------------- WEIGHTED AVERAGE MARKET CAP ($ x 1,000,000) $1,628 - -------------------------------------------------------------------------------- PRICE/EARNINGS RATIO (P/E) 22.1 - -------------------------------------------------------------------------------- PRICE/BOOK RATIO (P/B) 2.3 - -------------------------------------------------------------------------------- PORTFOLIO TURNOVER RATE 90% - -------------------------------------------------------------------------------- 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) THOMAS & BETTS CORP. 3.1% - -------------------------------------------------------------------------------- (2) SIERRA HEALTH SERVICES, INC. 3.0% - -------------------------------------------------------------------------------- (3) INVESTMENT TECHNOLOGY GROUP, INC. 2.8% - -------------------------------------------------------------------------------- (4) BANK OF HAWAII CORP. 2.8% - -------------------------------------------------------------------------------- (5) CROWN HOLDINGS, INC. 2.8% - -------------------------------------------------------------------------------- (6) HELMERICH & PAYNE, INC. 2.7% - -------------------------------------------------------------------------------- (7) VECTOR GROUP LTD. 2.5% - -------------------------------------------------------------------------------- (8) TRW AUTOMOTIVE HOLDINGS CORP. 2.4% - -------------------------------------------------------------------------------- (9) GATX CORP. 2.4% - -------------------------------------------------------------------------------- (10) JOHN WILEY & SONS, CLASS A 2.2% - -------------------------------------------------------------------------------- TOTAL 26.7%
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] 18.6% INFORMATION TECHNOLOGY 15.5% INDUSTRIALS 15.2% FINANCIALS 14.4% CONSUMER DISCRETIONARY 12.0% HEALTH CARE 7.0% MATERIAL 6.0% ENERGY 5.9% CONSUMER STAPLES 2.0% TELECOMMUNICATION SERVICES 0.5% UTILITIES 2.9% 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. 22 Schwab Active Equity Funds SCHWAB HEDGED EQUITY FUND(TM) INVESTOR SHARES PERFORMANCE as of 10/31/05 TOTAL RETURNS 1, 2 This chart compares performance of the fund's Investor Shares with its benchmark and Morningstar category. [BAR CHART]
Fund: INVESTOR Fund SHARES Category: Ticker Benchmark: MORNINGSTAR Symbol: S&P 500(R) MODERATE SWHIX INDEX ALLOCATION SINCE INCEPTION: 3/1/05 6.96% 1.44% 1.79%
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 1 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. $10,696 INVESTOR SHARES $10,144 S&P 500(R) INDEX [LINE GRAPH]
INVESTOR SHARES S&P 500(R) INDEX 01-Mar-05 $10,000 $10,000 31-Mar-05 $9,985 $9,823 30-Apr-05 $10,030 $9,636 31-May-05 $10,259 $9,943 30-Jun-05 $10,311 $9,957 31-Jul-05 $10,607 $10,327 31-Aug-05 $10,548 $10,233 30-Sep-05 $10,688 $10,316 31-Oct-05 $10,696 $10,144
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. Performance results less than one year are not annualized. 1 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. 2 Source for category information: Morningstar, Inc. Schwab Active Equity Funds 23 SCHWAB HEDGED EQUITY FUND SELECT SHARES(R) PERFORMANCE as of 10/31/05 AVERAGE ANNUAL TOTAL RETURNS 1, 2 This chart compares performance of the fund with a benchmark and the fund's Morningstar category. [BAR CHART]
Fund: SELECT Fund Category: SHARES Benchmark: MORNINGSTAR Ticker Symbol: S&P 500(R) MODERATE SWHEX INDEX ALLOCATION 1 Year 16.52% 8.72% 7.62% 3 Years 15.48% 12.84% 10.43% Since Inception: 9/3/02 14.01% 11.02% 9%
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 1 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. $75,800 SELECT SHARES $69,674 S&P 500(R) INDEX [LINE GRAPH]
SELECT SHARES S&P 500(R) INDEX 03-Sep-02 $50,000 $50,000 30-Sep-02 $47,700 $44,565 31-Oct-02 $49,200 $48,487 30-Nov-02 $49,400 $51,343 31-Dec-02 $48,750 $48,329 31-Jan-03 $48,100 $47,063 28-Feb-03 $47,700 $46,357 31-Mar-03 $48,550 $46,806 30-Apr-03 $50,450 $50,663 31-May-03 $52,250 $53,333 30-Jun-03 $52,850 $54,016 31-Jul-03 $53,500 $54,966 31-Aug-03 $54,200 $56,038 30-Sep-03 $53,950 $55,444 31-Oct-03 $57,650 $58,582 30-Nov-03 $58,800 $59,098 31-Dec-03 $59,900 $62,195 31-Jan-04 $61,100 $63,339 29-Feb-04 $62,150 $64,219 31-Mar-04 $62,650 $63,250 30-Apr-04 $61,100 $62,257 31-May-04 $62,000 $63,110 30-Jun-04 $64,050 $64,334 31-Jul-04 $62,250 $62,204 31-Aug-04 $61,700 $62,453 30-Sep-04 $63,750 $63,128 31-Oct-04 $65,050 $64,094 30-Nov-04 $68,750 $66,689 31-Dec-04 $70,350 $68,957 31-Jan-05 $69,350 $67,274 28-Feb-05 $70,820 $68,687 31-Mar-05 $70,660 $67,471 30-Apr-05 $71,030 $66,189 31-May-05 $72,600 $68,294 30-Jun-05 $72,970 $68,390 31-Jul-05 $75,120 $70,934 31-Aug-05 $74,700 $70,288 30-Sep-05 $75,745 $70,858 31-Oct-05 $75,800 $69,674
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 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. 2 Source for category information: Morningstar, Inc. 24 Schwab Active Equity Funds SCHWAB HEDGED EQUITY FUND FUND FACTS as of 10/31/05 TOP LONG HOLDINGS 1
% OF SECURITY NET ASSETS - -------------------------------------------------------------------------------- (1) CROWN HOLDINGS, INC. 3.3% - -------------------------------------------------------------------------------- (2) KERR-MCGEE CORP. 3.2% - -------------------------------------------------------------------------------- (3) AON CORP. 3.1% - -------------------------------------------------------------------------------- (4) LOEWS CORP. 3.1% - -------------------------------------------------------------------------------- (5) HEWLETT PACKARD CO. 3.0% - -------------------------------------------------------------------------------- TOTAL 15.7%
TOP SHORT POSITIONS 1
% OF SECURITY NET ASSETS - -------------------------------------------------------------------------------- (1) PAR PHARMACEUTICAL COS., INC. 1.9% - -------------------------------------------------------------------------------- (2) WERNER ENTERPRISES, INC. 1.6% - -------------------------------------------------------------------------------- (3) MARTEK BIOSCIENCES CORP. 1.6% - -------------------------------------------------------------------------------- (4) ACCREDITED HOME LENDERS HOLDING CO. 1.6% - -------------------------------------------------------------------------------- (5) TITANIUM METALS CORP. 1.5% - -------------------------------------------------------------------------------- TOTAL 8.2%
STATISTICS NUMBER OF HOLDINGS Long Holdings 133 Short Positions 55 - -------------------------------------------------------------------------------- WEIGHTED AVERAGE MARKET CAP ($ x 1,000,000) Long Holdings $27,974 Short Positions $3,492 - -------------------------------------------------------------------------------- PRICE/EARNINGS RATIO (P/E) Long Holdings 19.3 Short Positions 33.9 - -------------------------------------------------------------------------------- PRICE/BOOK RATIO (P/B) Long Holdings 2.4 Short Positions 2.6 - -------------------------------------------------------------------------------- PORTFOLIO TURNOVER RATE 2 87% - -------------------------------------------------------------------------------- MINIMUM INITIAL INVESTMENT 3 Investor Shares $2,500 ($1,000 for retirement, education and custodial accounts) Select Shares $50,000 - --------------------------------------------------------------------------------
Portfolio holdings may have changed since the report date. Source of Sector Classification: S&P and MSCI. 1 This list is not a recommendation of any security by the investment adviser. 2 Short positions have been excluded from the calculation of portfolio turnover because at the time of entering into the short positions, the fund did not intend to hold the positions for more than one year. 3 Please see prospectus for further detail and eligibility requirements. Schwab Active Equity Funds 25 SCHWAB FINANCIAL SERVICES FUND(TM) PERFORMANCE as of 10/31/05 AVERAGE ANNUAL TOTAL RETURNS 1, 2 This chart compares performance of the fund with a benchmark and the fund's Morningstar category. [BAR CHART]
Benchmark: FUND S&P 1500 Fund Category: Ticker SUPERCOMPOSITE MORNINGSTAR Symbol: FINANCIALS FINANCIAL SWFFX SECTOR INDEX SERVICES 1 YEAR 18.62% 9.34% 8.97% 5 YEARS 7.23% 4.2% 7.38% SINCE INCEPTION: 7/3/00 10.23% 8.09% 11.21%
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 1 This graph shows performance since inception of a hypothetical $10,000 investment in the fund, compared with a similar investment in a benchmark and an additional index. $16,818 FUND $15,148 S&P 1500 SUPERCOMPOSITE FINANCIALS SECTOR INDEX $9,035 S&P 500(R) INDEX [LINE GRAPH]
S&P 1500 SUPERCOMPOSITE FINANCIALS FUND SECTOR INDEX S&P 500(R) INDEX 03-Jul-00 $10,000 $10,000 $10,000 31-Jul-00 $10,770 $11,015 $9,844 31-Aug-00 $11,830 $12,059 $10,455 30-Sep-00 $12,050 $12,376 $9,903 31-Oct-00 $11,860 $12,328 $9,862 30-Nov-00 $11,200 $11,627 $9,085 31-Dec-00 $12,136 $12,761 $9,129 31-Jan-01 $11,928 $12,692 $9,453 28-Feb-01 $11,501 $11,898 $8,591 31-Mar-01 $11,023 $11,528 $8,046 30-Apr-01 $11,637 $11,970 $8,672 31-May-01 $12,032 $12,447 $8,730 30-Jun-01 $12,094 $12,479 $8,518 31-Jul-01 $11,761 $12,325 $8,434 31-Aug-01 $11,096 $11,582 $7,906 30-Sep-01 $10,368 $10,916 $7,267 31-Oct-01 $10,139 $10,685 $7,406 30-Nov-01 $10,805 $11,442 $7,974 31-Dec-01 $11,172 $11,736 $8,044 31-Jan-02 $10,919 $11,577 $7,927 28-Feb-02 $10,982 $11,457 $7,774 31-Mar-02 $11,499 $12,195 $8,066 30-Apr-02 $11,351 $11,936 $7,577 31-May-02 $11,362 $11,913 $7,521 30-Jun-02 $10,866 $11,347 $6,986 31-Jul-02 $10,433 $10,471 $6,442 31-Aug-02 $10,549 $10,689 $6,484 30-Sep-02 $9,378 $ 9,455 $5,779 31-Oct-02 $9,959 $10,256 $6,287 30-Nov-02 $10,212 $10,664 $6,658 31-Dec-02 $9,786 $10,125 $6,267 31-Jan-03 $9,593 $ 9,951 $6,103 28-Feb-03 $9,379 $ 9,649 $6,011 31-Mar-03 $9,464 $ 9,613 $6,069 30-Apr-03 $10,558 $10,747 $6,570 31-May-03 $11,051 $11,332 $6,916 30-Jun-03 $11,136 $11,367 $7,004 31-Jul-03 $11,458 $11,893 $7,128 31-Aug-03 $11,447 $11,800 $7,267 30-Sep-03 $11,597 $11,878 $7,190 31-Oct-03 $12,615 $12,706 $7,596 30-Nov-03 $13,001 $12,720 $7,663 31-Dec-03 $13,260 $13,311 $8,065 31-Jan-04 $13,844 $13,729 $8,213 29-Feb-04 $14,146 $14,111 $8,327 31-Mar-04 $14,071 $13,990 $8,202 30-Apr-04 $13,206 $13,308 $8,073 31-May-04 $13,379 $13,579 $8,183 30-Jun-04 $13,573 $13,657 $8,342 31-Jul-04 $13,379 $13,379 $8,066 31-Aug-04 $13,822 $13,844 $8,098 30-Sep-04 $14,049 $13,755 $8,186 31-Oct-04 $14,179 $13,854 $8,311 30-Nov-04 $14,881 $14,303 $8,648 31-Dec-04 $15,559 $14,898 $8,942 31-Jan-05 $15,011 $14,527 $8,724 28-Feb-05 $14,941 $14,466 $8,907 31-Mar-05 $14,567 $13,951 $8,749 30-Apr-05 $14,637 $13,932 $8,583 31-May-05 $15,221 $14,347 $8,856 30-Jun-05 $15,769 $14,595 $8,868 31-Jul-05 $16,352 $14,877 $9,198 31-Aug-05 $16,224 $14,605 $9,114 30-Sep-05 $16,480 $14,724 $9,188 31-Oct-05 $16,818 $15,148 $9,035
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 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. 2 Source for category information: Morningstar, Inc. 26 Schwab Active Equity Funds , SCHWAB FINANCIAL SERVICES FUND FUND FACTS as of 10/31/05 TOP HOLDINGS 1
% of Security Net Assets - -------------------------------------------------------------------------------- (1) COMERICA, INC. 5.9% - -------------------------------------------------------------------------------- (2) PRINCIPAL FINANCIAL GROUP, INC. 5.4% - -------------------------------------------------------------------------------- (3) METLIFE, INC. 5.0% - -------------------------------------------------------------------------------- (4) UNIONBANCAL CORP. 4.9% - -------------------------------------------------------------------------------- (5) PRUDENTIAL FINANCIAL, INC. 4.8% - -------------------------------------------------------------------------------- (6) AFLAC, INC. 4.7% - -------------------------------------------------------------------------------- (7) NORTHERN TRUST CORP. 4.7% - -------------------------------------------------------------------------------- (8) FRANKLIN RESOURCES, INC. 4.7% - -------------------------------------------------------------------------------- (9) BANK OF HAWAII CORP. 4.6% - -------------------------------------------------------------------------------- (10) KEYCORP, INC. 4.6% - -------------------------------------------------------------------------------- TOTAL 49.3%
STATISTICS NUMBER OF HOLDINGS 42 - -------------------------------------------------------------------------------- WEIGHTED AVERAGE MARKET CAP ($ x 1,000,000) $16,938 - -------------------------------------------------------------------------------- PRICE/EARNINGS RATIO (P/E) 14.5 - -------------------------------------------------------------------------------- PRICE/BOOK RATIO (P/B) 2.2 - -------------------------------------------------------------------------------- PORTFOLIO TURNOVER RATE 74% - -------------------------------------------------------------------------------- MINIMUM INITIAL INVESTMENT 2 $2,500 ($1,000 for retirement, education and custodial accounts) - --------------------------------------------------------------------------------
INDUSTRY WEIGHTINGS % of investments This chart shows the fund's industry composition as of the report date. [PIE CHART] 37.8% DIVERSIFIED FINANCIALS 29.8% BANKS 29.1% INSURANCE 2.3% REAL ESTATE 1.0% OTHER Portfolio holdings may have changed since the report date. Source of Sector Classification: S&P and MSCI. 1 This list is not a recommendation of any security by the investment adviser. 2 Please see prospectus for further detail and eligibility requirements. Schwab Active Equity Funds 27 SCHWAB HEALTH CARE FUND(TM) PERFORMANCE as of 10/31/05 AVERAGE ANNUAL TOTAL RETURNS 1, 2 This chart compares performance of the fund with a benchmark and the fund's Morningstar category. [BAR CHART]
Benchmark: FUND S&P 1500 Ticker SUPERCOMPOSITE Fund Category: Symbol: HEALTH CARE MORNINGSTAR SWHFX SECTOR INDEX HEALTH CARE 1 Year 30.15% 11.02% 15.21% 5 Years 6.89% -0.80% -0.57% Since Inception 6.98% 0.08% 0.95%
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 1 This graph shows performance since inception of a hypothetical $10,000 investment in the fund, compared with a similar investment in a benchmark and an additional index. $14,334 FUND $10,041 S&P 1500 SUPERCOMPOSITE HEALTH CARE SECTOR INDEX $9,035 S&P 500(R) INDEX [LINE GRAPH]
S&P 1500 SUPERCOMPOSITE HEALTH CARE S&P 500(R) FUND SECTOR INDEX INDEX 03-Jul-00 $10,000 $10,000 $10,000 31-Jul-00 $9,450 $9,489 $9,844 31-Aug-00 $9,820 $9,669 $10,455 30-Sep-00 $10,160 $10,146 $9,903 31-Oct-00 $10,270 $10,451 $9,862 30-Nov-00 $10,460 $10,793 $9,085 31-Dec-00 $10,905 $11,158 $9,129 31-Jan-01 $9,848 $10,230 $9,453 28-Feb-01 $9,797 $10,234 $8,591 31-Mar-01 $8,892 $9,447 $8,046 30-Apr-01 $9,268 $9,792 $8,672 31-May-01 $9,492 $9,949 $8,730 30-Jun-01 $9,278 $9,605 $8,518 31-Jul-01 $9,594 $10,019 $8,434 31-Aug-01 $9,258 $9,700 $7,906 30-Sep-01 $9,228 $9,729 $7,267 31-Oct-01 $9,146 $9,706 $7,406 30-Nov-01 $9,624 $10,180 $7,974 31-Dec-01 $9,335 $9,918 $8,044 31-Jan-02 $9,111 $9,786 $7,927 28-Feb-02 $8,989 $9,799 $7,774 31-Mar-02 $9,101 $9,868 $8,066 30-Apr-02 $8,582 $9,318 $7,577 31-May-02 $8,389 $9,122 $7,521 30-Jun-02 $7,657 $8,292 $6,986 31-Jul-02 $7,291 $8,088 $6,442 31-Aug-02 $7,433 $8,181 $6,484 30-Sep-02 $6,986 $7,701 $5,779 31-Oct-02 $7,240 $8,127 $6,287 30-Nov-02 $7,342 $8,313 $6,658 31-Dec-02 $7,060 $8,037 $6,267 31-Jan-03 $7,009 $8,013 $6,103 28-Feb-03 $6,825 $7,855 $6,011 31-Mar-03 $7,080 $8,138 $6,069 30-Apr-03 $7,377 $8,423 $6,570 31-May-03 $7,560 $8,651 $6,916 30-Jun-03 $8,030 $9,018 $7,004 31-Jul-03 $8,245 $8,966 $7,128 31-Aug-03 $8,173 $8,675 $7,267 30-Sep-03 $8,276 $8,705 $7,190 31-Oct-03 $8,613 $8,810 $7,596 30-Nov-03 $9,287 $8,978 $7,663 31-Dec-03 $9,655 $9,455 $8,065 31-Jan-04 $10,288 $9,736 $8,213 29-Feb-04 $10,513 $9,822 $8,327 31-Mar-04 $10,871 $9,483 $8,202 30-Apr-04 $10,820 $9,744 $8,073 31-May-04 $10,861 $9,740 $8,183 30-Jun-04 $11,085 $9,748 $8,342 31-Jul-04 $10,452 $9,200 $8,066 31-Aug-04 $10,585 $9,353 $8,098 30-Sep-04 $10,983 $9,226 $8,186 31-Oct-04 $11,014 $9,043 $8,311 30-Nov-04 $11,913 $9,244 $8,648 31-Dec-04 $12,648 $9,771 $8,942 31-Jan-05 $12,597 $9,492 $8,724 28-Feb-05 $12,791 $9,780 $8,907 31-Mar-05 $12,751 $9,738 $8,749 30-Apr-05 $12,873 $10,031 $8,583 31-May-05 $13,384 $10,159 $8,856 30-Jun-05 $13,864 $10,157 $8,868 31-Jul-05 $14,130 $10,395 $9,198 31-Aug-05 $14,334 $10,390 $9,114 30-Sep-05 $14,569 $10,346 $9,188 31-Oct-05 $14,334 $10,041 $9,035
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 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. 2 Source for category information: Morningstar, Inc. 28 Schwab Active Equity Funds SCHWAB HEALTH CARE FUND FUND FACTS as of 10/31/05 TOP HOLDINGS 1
% of Security Net Assets - -------------------------------------------------------------------------------- (1) EXPRESS SCRIPTS, INC. 4.2% - -------------------------------------------------------------------------------- (2) AMERICOURCEBERGEN CORP. 4.0% - -------------------------------------------------------------------------------- (3) MCKESSON CORP. 4.0% - -------------------------------------------------------------------------------- (4) CIGNA CORP. 3.9% - -------------------------------------------------------------------------------- (5) BAXTER INTERNATIONAL, INC. 3.9% - -------------------------------------------------------------------------------- (6) UNITEDHEALTH GROUP, INC. 3.7% - -------------------------------------------------------------------------------- (7) CARDINAL HEALTH, INC. 3.7% - -------------------------------------------------------------------------------- (8) PFIZER, INC. 3.5% - -------------------------------------------------------------------------------- (9) BECTON DICKINSON & CO. 3.4% - -------------------------------------------------------------------------------- (10) JOHNSON & JOHNSON 3.4% - -------------------------------------------------------------------------------- TOTAL 37.7%
STATISTICS NUMBER OF HOLDINGS 49 - -------------------------------------------------------------------------------- WEIGHTED AVERAGE MARKET CAP ($ x 1,000,000) $29,393 - -------------------------------------------------------------------------------- PRICE/EARNINGS RATIO (P/E) 33.7 - -------------------------------------------------------------------------------- PRICE/BOOK RATIO (P/B) 3.4 - -------------------------------------------------------------------------------- PORTFOLIO TURNOVER RATE 42% - -------------------------------------------------------------------------------- MINIMUM INITIAL INVESTMENT 2 $2,500 ($1,000 for retirement, education and custodial accounts) - --------------------------------------------------------------------------------
INDUSTRY WEIGHTINGS % of investments This chart shows the fund's industry composition as of the report date. [PIE CHART] 67.9% HEALTH CARE EQUIPMENT & SERVICES 31.5% PHARMACEUTICALS & BIOTECHNOLOGY 0.6% OTHER Portfolio holdings may have changed since the report date. Source of Sector Classification: S&P and MSCI. 1 This list is not a recommendation of any security by the investment adviser. 2 Please see prospectus for further detail and eligibility requirements. Schwab Active Equity Funds 29 SCHWAB TECHNOLOGY FUND(TM) PERFORMANCE as of 10/31/05 AVERAGE ANNUAL TOTAL RETURNS 1, 2 This chart compares performance of the fund with a benchmark and the fund's Morningstar category. [BAR CHART]
Benchmark: FUND S&P 500 Ticker SUPERCOMPOSITE Fund Category: Symbol: TECHNOLOGY MORNINGSTAR SWTFX SECTOR INDEX TECHNOLOGY 1 Year 10.41% 5.81% 8.86% 5 Years -10.54% -12.95% -15.96% Since Inception -12.57% -15.40% -17.25%
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 1 This graph shows performance since inception of a hypothetical $10,000 investment in the fund, compared with a similar investment in a benchmark and an additional index. $4,880 FUND $4,093 S&P 1500 SUPERCOMPOSITE TECHNOLOGY SECTOR INDEX $9,035 S&P 500(R) INDEX [LINE GRAPH]
S&P 500 SUPERCOMPOSITE TECHNOLOGY S&P 500(R) FUND SECTOR INDEX INDEX 03-Jul-00 $10,000 $10,000 $10,000 31-Jul-00 $9,480 $9,481 $9,844 31-Aug-00 $10,910 $10,594 $10,455 30-Sep-00 $9,220 $8,695 $9,903 31-Oct-00 $8,520 $8,189 $9,862 30-Nov-00 $6,500 $6,477 $9,085 31-Dec-00 $5,940 $5,835 $9,129 31-Jan-01 $6,950 $6,872 $9,453 28-Feb-01 $5,110 $4,993 $8,591 31-Mar-01 $4,420 $4,361 $8,046 30-Apr-01 $5,320 $5,110 $8,672 31-May-01 $5,240 $4,867 $8,730 30-Jun-01 $5,290 $4,925 $8,518 31-Jul-01 $4,850 $4,649 $8,434 31-Aug-01 $4,210 $4,094 $7,906 30-Sep-01 $3,270 $3,279 $7,267 31-Oct-01 $3,860 $3,852 $7,406 30-Nov-01 $4,480 $4,490 $7,974 31-Dec-01 $4,500 $4,425 $8,044 31-Jan-02 $4,560 $4,485 $7,927 28-Feb-02 $4,040 $3,870 $7,774 31-Mar-02 $4,320 $4,140 $8,066 30-Apr-02 $3,840 $3,650 $7,577 31-May-02 $3,670 $3,505 $7,521 30-Jun-02 $3,290 $3,075 $6,986 31-Jul-02 $2,950 $2,781 $6,442 31-Aug-02 $2,880 $2,741 $6,484 30-Sep-02 $2,450 $2,266 $5,779 31-Oct-02 $2,900 $2,754 $6,287 30-Nov-02 $3,310 $3,228 $6,658 31-Dec-02 $2,890 $2,765 $6,267 31-Jan-03 $2,840 $2,719 $6,103 28-Feb-03 $2,860 $2,778 $6,011 31-Mar-03 $2,810 $2,738 $6,069 30-Apr-03 $3,110 $2,989 $6,570 31-May-03 $3,400 $3,255 $6,916 30-Jun-03 $3,430 $3,257 $7,004 31-Jul-03 $3,720 $3,442 $7,128 31-Aug-03 $3,980 $3,657 $7,267 30-Sep-03 $3,890 $3,618 $7,190 31-Oct-03 $4,320 $3,931 $7,596 30-Nov-03 $4,610 $4,001 $7,663 31-Dec-03 $4,590 $4,089 $8,065 31-Jan-04 $5,140 $4,238 $8,213 29-Feb-04 $5,060 $4,100 $8,327 31-Mar-04 $4,860 $3,998 $8,202 30-Apr-04 $4,440 $3,794 $8,073 31-May-04 $4,630 $3,991 $8,183 30-Jun-04 $4,750 $4,095 $8,342 31-Jul-04 $4,300 $3,766 $8,066 31-Aug-04 $4,100 $3,569 $8,098 30-Sep-04 $4,290 $3,679 $8,186 31-Oct-04 $4,420 $3,868 $8,311 30-Nov-04 $4,730 $4,061 $8,648 31-Dec-04 $4,940 $4,181 $8,942 31-Jan-05 $4,580 $3,955 $8,724 28-Feb-05 $4,650 $3,968 $8,907 31-Mar-05 $4,540 $3,873 $8,749 30-Apr-05 $4,200 $3,711 $8,583 31-May-05 $4,680 $4,006 $8,856 30-Jun-05 $4,580 $3,939 $8,868 31-Jul-05 $4,860 $4,179 $9,198 31-Aug-05 $4,920 $4,168 $9,114 30-Sep-05 $5,000 $4,180 $9,188 31-Oct-05 $4,880 $4,093 $9,035
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 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. 2 Source for category information: Morningstar, Inc. 30 Schwab Active Equity Funds SCHWAB TECHNOLOGY FUND FUND FACTS as of 10/31/05 TOP HOLDINGS 1
% of SECURITY Net Assets - -------------------------------------------------------------------------------- (1) INTERNATIONAL BUSINESS MACHINES CORP. 8.1% - -------------------------------------------------------------------------------- (2) HEWLETT-PACKARD CO. 7.2% - -------------------------------------------------------------------------------- (3) MOTOROLA, INC. 7.2% - -------------------------------------------------------------------------------- (4) INTEL CORP. 6.5% - -------------------------------------------------------------------------------- (5) TEXAS INSTRUMENTS, INC. 6.0% - -------------------------------------------------------------------------------- (6) ORACLE CORP. 5.2% - -------------------------------------------------------------------------------- (7) AUTODESK, INC. 3.5% - -------------------------------------------------------------------------------- (8) APPLIED MATERIALS, INC. 3.1% - -------------------------------------------------------------------------------- (9) PROGRESS SOFTWARE CORP. 3.1% - -------------------------------------------------------------------------------- (10) APPLE COMPUTER, INC. 3.0% - -------------------------------------------------------------------------------- TOTAL 52.9%
STATISTICS NUMBER OF HOLDINGS 45 - -------------------------------------------------------------------------------- WEIGHTED AVERAGE MARKET CAP ($ x 1,000,000) $42,008 - -------------------------------------------------------------------------------- PRICE/EARNINGS RATIO (P/E) 23.0 - -------------------------------------------------------------------------------- PRICE/BOOK RATIO (P/B) 3.3 - -------------------------------------------------------------------------------- PORTFOLIO TURNOVER RATE 89% - -------------------------------------------------------------------------------- MINIMUM INITIAL INVESTMENT 2 $2,500 ($1,000 for retirement, education and custodial accounts) - --------------------------------------------------------------------------------
INDUSTRY WEIGHTINGS % OF INVESTMENTS This chart shows the fund's industry composition as of the report date. [PIE CHART] 39.9% TECHNOLOGY HARDWARE & EQUIPMENT 38.5% SOFTWARE & SERVICES 20.9% SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 0.7% OTHER Portfolio holdings may have changed since the report date. Source of Sector Classification: S&P and MSCI. 1 This list is not a recommendation of any security by the investment adviser. 2 Please see prospectus for further detail and eligibility requirements. Schwab Active Equity Funds 31 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, unless noted otherwise. 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 (Annualized) at 5/1/05 at 10/31/05 5/1/05-10/31/05 - ------------------------------------------------------------------------------------------------------------------------------------ SCHWAB PREMIER EQUITY FUND(TM) Investor Shares Actual Return 0.88% $1,000 $1,122.80 $4.69 2 Hypothetical 5% Return 0.88% $1,000 $1,020.78 $4.47 2 Select Shares Actual Return 0.77% $1,000 $1,123.80 $4.10 2 Hypothetical 5% Return 0.77% $1,000 $1,021.34 $3.90 2 - ------------------------------------------------------------------------------------------------------------------------------------ SCHWAB CORE EQUITY FUND(TM) Actual Return 0.75% $1,000 $1,077.00 $3.93 3 Hypothetical 5% Return 0.75% $1,000 $1,021.42 $3.82 3
1 Based on the most recent six-month expense ratio; may differ from the expense ratio provided in Financial Highlights. 2 Schwab and the investment adviser have agreed that "annual operating expenses" (excluding interest, taxes, and certain non-routine expense) of Investor Shares and Select Shares will equal 0.00% from 3/21/05 (commencement of operations) through 6/30/05. For the period 7/1/05-2/27/06, Schwab and the investment adviser have agreed to limit the net operating expenses of Investor and Select Shares to 1.30% and 1.15%, respectively. Based on these expense ratios, "Expenses Paid During Period" would be: $6.96 based on Actual Return and $6.61 based on Hypothetical 5% Return for Investor Shares; and, $6.16 based on Actual Return and $5.85 based on Hypothetical 5% Return for Select Shares. 3 Expenses for each fund or 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. 32 Schwab Active Equity Funds FUND EXPENSES continued
ENDING BEGINNING ACCOUNT VALUE EXPENSES EXPENSE RATIO 1 ACCOUNT VALUE (Net of Expenses) PAID DURING PERIOD (Annualized) at 5/1/05 at 10/31/05 5/1/05-10/31/05 - ------------------------------------------------------------------------------------------------------------------------------------ SCHWAB DIVIDEND EQUITY FUND(TM) Investor Shares Actual Return 1.06% $1,000 $1,033.40 $5.45 2 Hypothetical 5% Return 1.06% $1,000 $1,019.85 $5.41 2 Select Shares(R) Actual Return 0.91% $1,000 $1,034.20 $4.68 2 Hypothetical 5% Return 0.91% $1,000 $1,020.60 $4.65 2 - ------------------------------------------------------------------------------------------------------------------------------------ SCHWAB LARGE-CAP GROWTH FUND(TM) Investor Shares Actual Return 1.20% $1,000 $1,027.00 $1.00 3 Hypothetical 5% Return 1.20% $1,000 $1,003.13 $0.99 3 Select Shares Actual Return 0.99% $1,000 $1,027.00 $0.82 3 Hypothetical 5% Return 0.99% $1,000 $1,003.30 $0.81 3 - ------------------------------------------------------------------------------------------------------------------------------------ SCHWAB SMALL-CAP EQUITY FUND(TM) Investor Shares Actual Return 1.27% $1,000 $1,195.40 $7.05 2 Hypothetical 5% Return 1.27% $1,000 $1,018.78 $6.49 2 Select Shares Actual Return 1.11% $1,000 $1,196.40 $6.12 2 Hypothetical 5% Return 1.11% $1,000 $1,019.63 $5.63 2 - ------------------------------------------------------------------------------------------------------------------------------------ SCHWAB HEDGED EQUITY FUND(TM) Investor Shares Actual Return 2.32% $1,000 $1,066.40 $12.08 2 Hypothetical 5% Return 2.32% $1,000 $1,013.51 $11.77 2 Select Shares Actual Return 2.12% $1,000 $1,067.20 $11.05 2 Hypothetical 5% Return 2.12% $1,000 $1,014.52 $10.76 2 - ------------------------------------------------------------------------------------------------------------------------------------ SCHWAB FINANCIAL SERVICES FUND(TM) Actual Return 1.07% $1,000 $1,149.00 $5.80 2 Hypothetical 5% Return 1.07% $1,000 $1,019.80 $5.45 2 - ------------------------------------------------------------------------------------------------------------------------------------ SCHWAB HEALTH CARE FUND(TM) Actual Return 0.88% $1,000 $1,113.50 $4.71 2 Hypothetical 5% Return 0.88% $1,000 $1,020.74 $4.51 2 - ------------------------------------------------------------------------------------------------------------------------------------ SCHWAB TECHNOLOGY FUND(TM) Actual Return 0.96% $1,000 $1,161.90 $5.21 2 Hypothetical 5% Return 0.96% $1,000 $1,020.39 $4.87 2
1 Based on the most recent six-month expense ratio; may differ from the expense ratio provided in Financial Highlights. 2 Expenses for each fund or share class are equal to its annualized expense ratio, multiplied by the average account value over the period, multiplied by 184 days of the period, and divided by 365 days of the fiscal year. 3 Expenses for this share class are equal to its annualized expense ratio, multiplied by the average account value over the period, multiplied by 29 days of the period (from 10/3/05, commencement of operations through 10/31/05), and divided by 365 days of the fiscal year. Schwab Active Equity Funds 33 SCHWAB PREMIER EQUITY FUND(TM) FINANCIAL STATEMENTS FINANCIAL HIGHLIGHTS
3/21/05 1- INVESTOR SHARES 10/31/05 - ------------------------------------------------------------------------------------------------------------------------------------ PER-SHARE DATA ($) - ------------------------------------------------------------------------------------------------------------------------------------ Net asset value at beginning of period 10.00 ------------------------------------------------------------------------------------- Income or loss from investment operations: Net investment income 0.02 Net realized and unrealized gains 0.68 ------------------------------------------------------------------------------------- Total income from investment operations 0.70 ------------------------------------------------------------------------------------- Net asset value at end of period 10.70 ------------------------------------------------------------------------------------- Total return (%) 7.00 2 RATIOS/SUPPLEMENTAL DATA (%) - ------------------------------------------------------------------------------------------------------------------------------------ Ratios to average net assets: Net operating expenses 0.78 3 Gross operating expenses 1.23 3 Net investment income 0.52 3 Portfolio turnover rate 33 2 Net assets, end of period ($ x 1,000,000) 364
1 Commencement of operations. 2 Not annualized. 3 Annualized. 34 See financial notes. SCHWAB PREMIER EQUITY FUND
3/21/05 1- SELECT SHARES 10/31/05 - ------------------------------------------------------------------------------------------------------------------------------------ PER-SHARE DATA ($) Net asset value at beginning of period 10.00 ------------------------------------------------------------------------------------- Income or loss from investment operations: Net investment income 0.03 Net realized and unrealized gains 0.68 ------------------------------------------------------------------------------------- Total income from investment operations 0.71 ------------------------------------------------------------------------------------- Net asset value at end of period 10.71 ------------------------------------------------------------------------------------- Total return (%) 7.10 2 RATIOS/SUPPLEMENTAL DATA (%) - ------------------------------------------------------------------------------------------------------------------------------------ Ratios to average net assets: Net operating expenses 0.68 3 Gross operating expenses 1.08 3 Net investment income 0.63 3 Portfolio turnover rate 33 2 Net assets, end of period ($ x 1,000,000) 481
1 Commencement of operations. 2 Not annualized. 3 Annualized. See financial notes. 35 SCHWAB PREMIER EQUITY FUND PORTFOLIO HOLDINGS as of October 31, 2005 This section shows all the securities in the fund's portfolio by industry classification and their value, as of the report date. 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 at http://www.sec.gov 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. The schedule of portfolio holdings filed on the fund's most recent Form N-Q 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. (1) Top ten holding o Non-income producing security @ All or a portion of this security is on loan
COST VALUE HOLDINGS BY CATEGORY ($x1,000) ($x1,000) - -------------------------------------------------------------------------------- 99.4% COMMON STOCK 800,543 839,981 0.3% SHORT-TERM INVESTMENT 2,307 2,307 - -------------------------------------------------------------------------------- 99.7% TOTAL INVESTMENTS 802,850 842,288 3.5% COLLATERAL INVESTED FOR SECURITIES ON LOAN 29,935 29,935 (3.2)% OTHER ASSETS AND LIABILITIES, NET (27,084) - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 845,139
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) COMMON STOCK 99.4% of net assets AUTOMOBILES & COMPONENTS 0.9% -------------------------------------------------------------------------- ArvinMeritor, Inc. 450,800 7,226 BANKS 2.9% -------------------------------------------------------------------------- Bank of Hawaii Corp. 173,100 8,894 Comerica, Inc. 163,600 9,453 Wachovia Corp. 128,500 6,492 ----------- 24,839 CAPITAL GOODS 6.3% -------------------------------------------------------------------------- The Boeing Co. 139,200 8,998 Goodrich Corp. 207,700 7,492 Lockheed Martin Corp. 149,200 9,036 Northrop Grumman Corp. 170,800 9,163 Precision Castparts Corp. 195,400 9,254 Raytheon Co. 242,900 8,975 ----------- 52,918 COMMERCIAL SERVICES & SUPPLIES 2.0% -------------------------------------------------------------------------- Equifax, Inc. 267,300 9,214 Herman Miller, Inc. 277,900 7,617 ----------- 16,831 CONSUMER DURABLES & APPAREL 3.3% -------------------------------------------------------------------------- @ Hasbro, Inc. 300,000 5,652 K-Swiss, Inc., Class A 256,500 7,811 Newell Rubbermaid, Inc. 405,000 9,311 VF Corp. 105,000 5,486 ----------- 28,260 DIVERSIFIED FINANCIALS 6.2% -------------------------------------------------------------------------- American Express Co. 157,400 7,834 o AmeriCredit Corp. 326,200 7,291 Franklin Resources, Inc. 107,800 9,526 o(2) Investment Technology Group, Inc. 320,600 10,423 Mellon Financial Corp. 263,800 8,360 Principal Financial Group, Inc. 185,000 9,181 ----------- 52,615 ENERGY 8.6% -------------------------------------------------------------------------- Burlington Resources, Inc. 124,200 8,970 ChevronTexaco Corp. 160,000 9,131 Devon Energy Corp. 141,600 8,550 Exxon Mobil Corp. 163,800 9,196 (5) Helmerich & Payne, Inc. 177,500 9,833 o(10) Pride International, Inc. 343,000 9,628 o Transocean, Inc. 160,100 9,204 o Veritas DGC, Inc. 253,200 8,156 ----------- 72,668
36 See financial notes. SCHWAB PREMIER EQUITY FUND
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) FOOD & STAPLES RETAILING 2.0% -------------------------------------------------------------------------- o Kroger Co. 418,500 8,328 Supervalu, Inc. 279,600 8,788 ----------- 17,116 FOOD BEVERAGE & TOBACCO 6.8% -------------------------------------------------------------------------- Archer-Daniels-Midland Co. 392,600 9,568 The Coca-Cola Co. 218,400 9,343 Kellogg Co. 157,400 6,952 PepsiAmericas, Inc. 348,000 8,115 @ Pilgrim's Pride Corp., Class B 275,000 8,657 Tyson Foods, Inc., Class A 419,500 7,467 @ Vector Group Ltd. 365,000 7,286 ----------- 57,388 HEALTH CARE EQUIPMENT & SERVICES 9.2% -------------------------------------------------------------------------- Aetna, Inc. 95,460 8,454 Bausch & Lomb, Inc. 113,600 8,428 Baxter International, Inc. 236,300 9,034 Becton Dickinson & Co. 156,200 7,927 CIGNA Corp. 80,800 9,362 o Express Scripts, Inc. 124,100 9,359 o Haemonetics Corp. 133,000 6,444 McKesson Corp. 203,200 9,231 UnitedHealth Group, Inc. 163,600 9,471 ----------- 77,710 HOTELS RESTAURANTS & LEISURE 0.7% -------------------------------------------------------------------------- Hilton Hotels Corp. 314,100 6,109 HOUSEHOLD & PERSONAL PRODUCTS 0.6% -------------------------------------------------------------------------- Kimberly-Clark Corp. 93,700 5,326 INSURANCE 9.6% -------------------------------------------------------------------------- AFLAC, Inc. 171,200 8,180 o Allmerica Financial Corp.218,300 8,317 Chubb Corp. 103,000 9,576 Hartford Financial Services Group, Inc. 89,300 7,122 Loews Corp. 101,000 9,391 o Metlife, Inc. 185,700 9,175 Nationwide Financial Services, Inc., Class A 230,700 9,318 (8) Prudential Financial, Inc. 134,400 9,783 (3) W.R. Berkley Corp. 234,300 10,239 ----------- 81,101 MATERIALS 3.5% -------------------------------------------------------------------------- o Crown Holdings, Inc. 576,000 9,343 Martin Marietta Materials, Inc. 112,500 8,877 Rohm & Haas Co. 118,100 5,141 Vulcan Materials Co. 90,300 5,869 ----------- 29,230 MEDIA 2.0% -------------------------------------------------------------------------- o DreamWorks Animation SKG, Inc. 354,000 9,077 o Getty Images, Inc. 94,700 7,861 ----------- 16,938 PHARMACEUTICALS & BIOTECHNOLOGY 5.4% -------------------------------------------------------------------------- Applied Biosystems Group -- Applera Corp. 393,200 9,543 o Invitrogen Corp. 65,300 4,152 Johnson & Johnson 130,700 8,185 o King Pharmaceuticals, Inc. 609,200 9,400 Merck & Co., Inc. 226,900 6,403 Pfizer, Inc. 357,500 7,772 ----------- 45,455 RETAILING 4.1% -------------------------------------------------------------------------- American Eagle Outfitters, Inc. 330,900 7,793 (7) J.C. Penney Co., Inc. Holding Co. 191,100 9,784 Nordstrom, Inc. 210,600 7,297 o(9) Payless Shoesource, Inc. 527,600 9,692 ----------- 34,566 SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 3.2% -------------------------------------------------------------------------- Intel Corp. 394,800 9,278 National Semiconductor Corp. 411,300 9,307 Texas Instruments, Inc. 285,700 8,157 ----------- 26,742 SOFTWARE & SERVICES 9.7% -------------------------------------------------------------------------- (4) Autodesk, Inc. 217,900 9,834 o BEA Systems, Inc. 838,300 7,394
See financial notes. 37 SCHWAB PREMIER EQUITY FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) o Compuware Corp. 831,600 6,728 o Earthlink, Inc. 853,100 9,393 Fair Isaac Corp. 222,200 9,279 o Oracle Corp. 522,200 6,621 The Reynolds & Reynolds Co., Class A 288,100 7,646 o Sybase, Inc. 405,900 9,031 o Synopsys, Inc. 496,000 9,399 United Online, Inc. 485,800 6,515 ---------- 81,840 TECHNOLOGY HARDWARE & EQUIPMENT 5.0% -------------------------------------------------------------------------- o(1) Apple Computer, Inc. 181,300 10,441 o Emulex Corp. 452,100 8,368 o NCR Corp. 299,300 9,045 Scientific-Atlanta, Inc. 197,600 7,003 @o Xerox Corp. 512,400 6,953 ---------- 41,810 TELECOMMUNICATION SERVICES 1.1% -------------------------------------------------------------------------- o Crown Castle International Corp. 377,900 9,266 TRANSPORTATION 3.3% -------------------------------------------------------------------------- @o(6) AMR Corp. 727,200 9,824 CNF, Inc. 158,400 8,913 CSX Corp. 208,400 9,547 ---------- 28,284 UTILITIES 3.0% -------------------------------------------------------------------------- Duke Energy Corp. 263,300 6,972 FirstEnergy Corp. 195,000 9,262 PPL Corp. 303,400 9,509 ---------- 25,743
SECURITY FACE AMOUNT VALUE RATE, MATURITY DATE ($ x 1,000) ($ x 1,000) SHORT-TERM INVESTMENT 0.3% of net assets Wachovia Bank, Grand Cayman Time Deposit 3.48%, 11/01/05 2,307 2,307
END OF INVESTMENTS.
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) COLLATERAL INVESTED FOR SECURITIES ON LOAN 3.5% of net assets SHORT-TERM INVESTMENT 3.5% -------------------------------------------------------------------------- Securities Lending Investments Fund 29,934,856 29,935
END OF COLLATERAL INVESTED FOR SECURITIES ON LOAN. 38 See financial notes. SCHWAB PREMIER EQUITY FUND Statement of ASSETS AND LIABILITIES As of October 31, 2005. All numbers x 1,000 except NAV.
ASSETS - -------------------------------------------------------------------------------- Investments, at value (including $29,453 of securities on loan) $842,288 a Collateral invested for securities on loan 29,935 Receivables: Fund shares sold 4,476 Dividends 134 Investments sold 9,419 Reimbursement from adviser 4 Income from securities on loan + 17 ----------- TOTAL ASSETS 886,273 LIABILITIES - -------------------------------------------------------------------------------- Collateral invested for securities on loan 29,935 Payables: Fund shares redeemed 806 Investments bought 10,329 Transfer agent and shareholder service fees 11 Trustees' fees 1 Accrued expenses + 52 ----------- TOTAL LIABILITIES 41,134 NET ASSETS - -------------------------------------------------------------------------------- TOTAL ASSETS 886,273 TOTAL LIABILITIES - 41,134 ----------- NET ASSETS $845,139 NET ASSETS BY SOURCE Capital received from investors 804,014 Net investment income not yet distributed 2,233 Net realized capital losses (546) Net unrealized capital gains 39,438 NET ASSET VALUE (NAV) BY SHARE CLASS SHARES SHARE CLASS NET ASSETS / OUTSTANDING = NAV Investor Shares $364,185 34,032 $10.70 Select Shares $480,954 44,921 $10.71
Unless stated, all numbers x 1,000. a The fund paid $802,850 for these securities. Not counting short-term obligations and government securities, the fund's security transactions during the period were: Purchases $1,013,795 Sales/maturities $211,757 The fund's total security transactions with other Schwab Funds(R) during the period were $23,120. FEDERAL TAX DATA -------------------------------------------- PORTFOLIO COST $802,850 NET UNREALIZED GAINS AND LOSSES: Gains $65,938 Losses + (26,500) ----------- $39,438 NET UNDISTRIBUTED EARNINGS: Ordinary income $2,233 Long-term capital gains $-- UNUSED CAPITAL LOSSES: Expires 10/31 of: Loss amount 2013 $546 See financial notes. 39 SCHWAB PREMIER EQUITY FUND Statement of OPERATIONS For March 21, 2005 through October 31, 2005. All numbers x 1,000.
INVESTMENT INCOME - -------------------------------------------------------------------------------- Dividends $4,809 Interest 161 Securities on loan + 23 ----------- TOTAL INVESTMENT INCOME 4,993 NET REALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net realized losses on investments sold (689) Net realized gains on futures contracts + 143 ----------- NET REALIZED LOSSES (546) NET UNREALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net unrealized gains on investments 39,438 EXPENSES - -------------------------------------------------------------------------------- Investment adviser and administrator fees 3,476 a Transfer agent and shareholder service fees Investor Shares 407 b Select Shares 222 b Trustees' fees 6 c Custodian fees 25 Portfolio accounting fees 58 Professional fees 19 Registration fees 105 Shareholder reports 58 Other expenses + 3 ----------- Total expenses 4,379 Expense reduction - 1,619 d ----------- NET EXPENSES 2,760 INCREASE IN NET ASSETS FROM OPERATIONS - -------------------------------------------------------------------------------- TOTAL INVESTMENT INCOME 4,993 NET EXPENSES - 2,760 ----------- NET INVESTMENT INCOME 2,233 NET REALIZED LOSSES (546) e NET UNREALIZED GAINS + 39,438 e ----------- INCREASE IN NET ASSETS FROM OPERATIONS $41,125
Unless stated, all numbers x 1,000. a Calculated as a percentage of average daily net assets: 0.91% of the first $500 million; 0.885% of the next $500 million; and 0.86% of assets beyond that. These fees are paid to Charles Schwab Investment Management, Inc. (CSIM). b 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). c For the fund's independent trustees only. d Includes $1,401 from the investment adviser (CSIM) and $218 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 June 30, 2005 at 0.00% for both Investor Shares and Select Shares. For the period July 1, 2005 through February 27, 2006, CSIM and Schwab have guaranteed to limit the annual net operating expenses of this fund as follows: % OF AVERAGE SHARE CLASS DAILY NET ASSETS --------------------------------------- Investor Shares 1.30 Select Shares 1.15 These limits exclude interest, taxes and certain non-routine expenses. e These add up to a net gain on investments of $38,892. 40 See financial notes. SCHWAB PREMIER EQUITY FUND Statements of CHANGES IN NET ASSETS For the current period only. Because the fund commenced operations on March 21, 2005, it has no prior report period. All numbers x 1,000. Figures for current period are unaudited.
OPERATIONS - -------------------------------------------------------------------------------- 3/21/05-10/31/05 Net investment income $2,233 Net realized losses (546) Net unrealized gains + 39,438 ---------- INCREASE IN NET ASSETS FROM OPERATIONS $41,125
TRANSACTIONS IN FUND SHARES - -------------------------------------------------------------------------------- 3/21/05-10/31/05 SHARES VALUE SHARES SOLD Investor Shares 37,370 $381,553 Select Shares + 48,755 497,896 -------------------------- TOTAL SHARES SOLD 86,125 $879,449 SHARES REDEEMED Investor Shares (3,338) ($35,148) Select Shares + (3,834) (40,287) -------------------------- TOTAL SHARES REDEEMED (7,172) ($75,435) a NET TRANSACTIONS IN FUND SHARES 78,953 $804,014
SHARES OUTSTANDING AND NET ASSETS - -------------------------------------------------------------------------------- 3/21/05-10/31/05 SHARES NET ASSETS Beginning of period -- $-- Total increase + 78,953 845,139 b -------------------------- END OF PERIOD 78,953 $845,139 c
Unless stated, all numbers x 1,000. a The fund charges 2.00% of early withdrawal fees on shares redeemed 30 days or less after the purchase: CURRENT PERIOD Investor Shares $25 Select Shares + 28 ------- TOTAL $53 Dollar amounts are net of the redemption fee proceeds. b Figures for shares represent shares sold plus shares reinvested, minus shares redeemed. Figures for net assets represent the changes in net assets from operations plus the changes in value of transactions in fund shares, minus distributions paid. c Includes distributable net investment income in the amount of $2,233. See financial notes. 41 SCHWAB CORE EQUITY FUND(TM) FINANCIAL STATEMENTS FINANCIAL HIGHLIGHTS
11/1/04- 11/1/03- 11/1/02- 11/1/01- 11/1/00- 10/31/05 10/31/04 10/31/03 10/31/02 10/31/01 - ------------------------------------------------------------------------------------------------------------------------------------ PER-SHARE DATA ($) 1 - ------------------------------------------------------------------------------------------------------------------------------------ Net asset value at beginning of period 13.81 12.71 10.89 12.53 18.53 -------------------------------------------------------------------------- Income or loss from investment operations: Net investment income 0.13 0.12 0.10 0.08 0.08 Net realized and unrealized gains or losses 2.03 1.09 1.79 (1.64) (4.57) -------------------------------------------------------------------------- Total income or loss from investment operations 2.16 1.21 1.89 (1.56) (4.49) Less distributions: Dividends from net investment income (0.16) (0.11) (0.07) (0.08) (0.07) Distributions from net realized gains -- -- -- -- (1.44) -------------------------------------------------------------------------- Total distributions (0.16) (0.11) (0.07) (0.08) (1.51) -------------------------------------------------------------------------- Net asset value at end of period 15.81 13.81 12.71 10.89 12.53 -------------------------------------------------------------------------- Total return (%) 15.74 9.57 17.54 (12.58) (25.93) RATIOS/SUPPLEMENTAL DATA (%) 1 - ------------------------------------------------------------------------------------------------------------------------------------ Ratios to average net assets: Net operating expenses 0.75 0.75 0.75 0.75 0.75 Gross operating expenses 0.85 0.88 0.88 0.91 0.88 Net investment income 0.93 0.89 0.94 0.63 0.55 Portfolio turnover rate 48 86 73 114 106 Net assets, end of period ($ x 1,000,000) 547 263 237 179 210
1 Prior to June 1, 2002, the fund's day-to-day investment management was handled by a subadviser, Symphony Asset Management LLC. 42 See financial notes. SCHWAB CORE EQUITY FUND PORTFOLIO HOLDINGS as of October 31, 2005 This section shows all the securities in the fund's portfolio by industry classification and their value, as of the report date. 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 at http://www.sec.gov 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. The schedule of portfolio holdings filed on the fund's most recent Form N-Q 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. (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) - -------------------------------------------------------------------------------- 98.7% COMMON STOCK 482,220 540,259 1.6% SHORT-TERM INVESTMENT 8,649 8,649 0.1% U.S. TREASURY OBLIGATIONS 339 339 - -------------------------------------------------------------------------------- 100.4% TOTAL INVESTMENTS 491,208 549,247 3.5% COLLATERAL INVESTED FOR SECURITIES ON LOAN 18,941 18,941 (3.9)% OTHER ASSETS AND LIABILITIES, NET (21,354) - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 546,834
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) COMMON STOCK 98.7% of net assets AUTOMOBILES & COMPONENTS 0.6% ------------------------------------------------------------------------- @ Ford Motor Co. 385,300 3,206 BANKS 4.8% ------------------------------------------------------------------------- Comerica, Inc. 72,000 4,160 (6) UnionBanCal Corp. 322,600 22,092 ----------- 26,252 CAPITAL GOODS 10.6% ------------------------------------------------------------------------- =(2) The Boeing Co. 401,200 25,934 = Emerson Electric Co. 88,800 6,176 =(10) Lockheed Martin Corp. 300,700 18,210 Northrop Grumman Corp. 83,000 4,453 = Raytheon Co. 80,000 2,956 ----------- 57,729 COMMERCIAL SERVICES & SUPPLIES 0.4% ------------------------------------------------------------------------- Equifax, Inc. 70,000 2,413 CONSUMER DURABLES & APPAREL 1.2% ------------------------------------------------------------------------- Black & Decker Corp. 24,900 2,045 Nike, Inc., Class B 32,900 2,765 The Stanley Works 35,000 1,678 ----------- 6,488 DIVERSIFIED FINANCIALS 12.0% ------------------------------------------------------------------------- (1) American Express Co. 552,000 27,473 o AmeriCredit Corp. 87,000 1,944 (8) Franklin Resources, Inc. 227,600 20,113 = Moody's Corp. 54,800 2,919 =o Northern Trust Corp. 17,500 938 Principal Financial Group, Inc. 243,600 12,090 ----------- 65,477 ENERGY 7.2% ------------------------------------------------------------------------- Burlington Resources, Inc. 90,500 6,536 @ ChevronTexaco Corp. 130,000 7,419 (3) Exxon Mobil Corp. 424,600 23,837 o Pride International, Inc. 65,000 1,825 ----------- 39,617 FOOD & STAPLES RETAILING 0.8% ------------------------------------------------------------------------- Supervalu, Inc. 145,000 4,557 FOOD BEVERAGE & TOBACCO 4.4% ------------------------------------------------------------------------- (5) The Coca-Cola Co. 540,500 23,123 Kellogg Co. 26,700 1,179 ----------- 24,302
See financial notes. 43 SCHWAB CORE EQUITY FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) HEALTH CARE EQUIPMENT & SERVICES 8.7% ------------------------------------------------------------------------- = Aetna, Inc. 51,200 4,534 AmerisourceBergen Corp. 10,000 763 Baxter International, Inc. 5,000 191 Becton Dickinson & Co. 122,300 6,207 CIGNA Corp. 39,500 4,577 o Coventry Health Care, Inc. 54,775 2,957 McKesson Corp. 110,000 4,997 o Pacificare Health Systems, Inc. 51,400 4,233 PerkinElmer, Inc. 63,000 1,391 @ UnitedHealth Group, Inc. 216,828 12,552 o WellPoint, Inc. 68,000 5,078 ----------- 47,480 HOTELS RESTAURANTS & LEISURE 1.2% ------------------------------------------------------------------------- Hilton Hotels Corp. 346,500 6,739 INSURANCE 8.6% ------------------------------------------------------------------------- = AFLAC, Inc. 169,900 8,118 =o Allmerica Financial Corp. 14,000 533 = AON Corp. 48,000 1,625 @ Chubb Corp. 33,400 3,105 o CNA Financial Corp. 109,500 3,372 = Loews Corp. 48,500 4,510 =o Metlife, Inc. 366,000 18,084 = Nationwide Financial Services, Inc., Class A 10,000 404 Prudential Financial, Inc. 43,500 3,166 W.R. Berkley Corp. 92,000 4,020 ----------- 46,937 MATERIALS 0.6% ------------------------------------------------------------------------- Monsanto Co. 50,000 3,150 Nucor Corp. 6,500 389 ----------- 3,539 MEDIA 0.8% ------------------------------------------------------------------------- = Time Warner, Inc. 150,000 2,674 Viacom, Inc., Class B 50,000 1,549 ----------- 4,223 PHARMACEUTICALS & BIOTECHNOLOGY 6.3% ------------------------------------------------------------------------- = Applied Biosystems Group -- Applera Corp. 32,500 789 = Johnson & Johnson 253,100 15,849 o King Pharmaceuticals, Inc. 630,000 9,721 o Kos Pharmaceuticals, Inc. 23,000 1,380 Pfizer, Inc. 310,000 6,739 ----------- 34,478 RETAILING 2.4% ------------------------------------------------------------------------- J.C. Penney Co., Inc. Holding Co. 255,000 13,056 SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 5.2% ------------------------------------------------------------------------- (4) Intel Corp. 1,005,000 23,618 National Semiconductor Corp. 182,500 4,130 Texas Instruments, Inc. 22,000 628 ----------- 28,376 SOFTWARE & SERVICES 5.6% ------------------------------------------------------------------------- = Autodesk, Inc. 169,000 7,627 =o BMC Software, Inc. 87,000 1,704 =o Checkfree Corp. 16,000 680 =o Citrix Systems, Inc. 26,500 731 @ Computer Associates International, Inc. 56,100 1,569 o Compuware Corp. 155,000 1,254 = Electronic Data Systems Corp. 80,200 1,869 o McAfee, Inc. 150,500 4,520 = Microsoft Corp. 85,000 2,184 o Oracle Corp. 213,500 2,707 The Reynolds & Reynolds Co., Class A 65,000 1,725 =o Sybase, Inc. 62,200 1,384 =o Synopsys, Inc. 152,500 2,890 ----------- 30,844 TECHNOLOGY HARDWARE & EQUIPMENT 9.2% ------------------------------------------------------------------------- o Apple Computer, Inc. 111,800 6,438 o Arrow Electronics, Inc. 77,000 2,272 (7) Hewlett-Packard Co. 776,500 21,773 = International Business Machines Corp. 10,000 819
44 See financial notes. SCHWAB CORE EQUITY FUND
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) Motorola, Inc. 336,900 7,466 o NCR Corp. 126,000 3,808 =o Xerox Corp. 551,700 7,487 ----------- 50,063 TELECOMMUNICATION SERVICES 1.7% ------------------------------------------------------------------------- AT&T Corp. 58,020 1,148 @ BellSouth Corp. 81,500 2,121 @ SBC Communications, Inc. 112,200 2,676 Verizon Communications, Inc. 112,300 3,538 ----------- 9,483 TRANSPORTATION 4.7% ------------------------------------------------------------------------- = CNF, Inc. 113,500 6,386 (9) CSX Corp. 416,500 19,080 ----------- 25,466 UTILITIES 1.7% ------------------------------------------------------------------------- o The AES Corp. 170,400 2,708 American Electric Power Co., Inc. 6,000 228 = Duke Energy Corp. 9,000 238 = Edison International 36,800 1,610 FirstEnergy Corp. 100,000 4,750 ----------- 9,534 SHORT-TERM INVESTMENT 1.6% of net assets Provident Institutional TempFund 8,649,050 8,649
SECURITY FACE AMOUNT VALUE RATE, MATURITY DATE ($ x 1,000) ($ x 1,000) U.S. TREASURY OBLIGATIONS 0.1% of net assets = U.S. Treasury Bill 3.35%-3.48%, 12/15/05 340 339
END OF INVESTMENTS. COLLATERAL INVESTED FOR SECURITIES ON LOAN 3.5% of net assets COMMERCIAL PAPER & OTHER CORPORATE OBLIGATIONS 2.2% ------------------------------------------------------------------------- Skandinav Enskilda Bank 3.94%, 11/17/05 12,147 12,147 SECURITY AND NUMBER OF SHARES SHORT-TERM INVESTMENTS 1.3% ------------------------------------------------------------------------- Institutional Money Market Trust 3,405,146 3,405
SECURITY FACE AMOUNT RATE, MATURITY DATE ($ x 1,000) National City Bank, Time Deposit 3.98%, 11/01/05 2,945 2,945 Nordea Bank, Time Deposit 4.03%, 11/01/05 222 222 Rabobank, Time Deposit 4.03%, 11/01/05 222 222 ----------- 6,794
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 LOSSES S&P 500 Index, e-mini, Long Expires 12/18/05 100 6,049 (32)
See financial notes. 45 SCHWAB CORE EQUITY FUND Statement of ASSETS AND LIABILITIES As of October 31, 2005. All numbers x 1,000 except NAV. ASSETS - -------------------------------------------------------------------------------- Investments, at value (including $18,588 of securities on loan) $549,247 a Collateral invested for securities on loan 18,941 Receivables: Fund shares sold 3,591 Interest 25 Dividends 238 Investments sold 4,986 Due from brokers for futures 51 Income from securities on loan 6 Prepaid expenses + 25 --------- TOTAL ASSETS 577,110 LIABILITIES - -------------------------------------------------------------------------------- Collateral invested for securities on loan 18,941 Payables: Fund shares redeemed 323 Investments bought 10,905 Investment adviser and administrator fees 13 Transfer agent and shareholder service fees 11 Accrued expenses + 83 --------- TOTAL LIABILITIES 30,276 NET ASSETS - -------------------------------------------------------------------------------- TOTAL ASSETS 577,110 TOTAL LIABILITIES - 30,276 --------- NET ASSETS $546,834 NET ASSETS BY SOURCE Capital received from investors 490,455 Net investment income not yet distributed 2,244 Net realized capital losses (3,872) b Net unrealized capital gains 58,007 b NET ASSET VALUE (NAV) SHARES NET ASSETS / OUTSTANDING = NAV $546,834 34,590 $15.81
Unless stated, all numbers x 1,000. a The fund paid $491,208 for these securities. Not counting short-term obligations and government securities, the fund's security transactions during the period were: Purchases $416,789 Sales/maturities $178,134 b These derive from investments and futures. FEDERAL TAX DATA - ----------------------------------------------- PORTFOLIO COST $491,255 NET UNREALIZED GAINS AND LOSSES: Gains $69,299 Losses + (11,307) ------------ $57,992 NET UNDISTRIBUTED EARNINGS: Ordinary income $2,244 Long-term capital gains $-- CAPITAL LOSSES UTILIZED $14,568 UNUSED CAPITAL LOSSES: Expires 10/31 of: Loss amount 2011 $3,857 46 See financial notes. SCHWAB CORE EQUITY FUND Statement of OPERATIONS For November 1, 2004 through October 31, 2005. All numbers x 1,000. INVESTMENT INCOME - -------------------------------------------------------------------------------- Dividends $6,090 Interest 178 Securities on loan + 26 ----------- TOTAL INVESTMENT INCOME 6,294 NET REALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net realized gains on investments 14,357 Net realized gains on futures contracts + 353 ----------- NET REALIZED GAINS 14,710 NET UNREALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net unrealized gains on investments 28,324 Net unrealized losses on futures contracts + (58) ----------- NET UNREALIZED GAINS 28,266 EXPENSES - -------------------------------------------------------------------------------- Investment adviser and administrator fees 2,018 a Transfer agent and shareholder service fees 935 b Trustees' fees 8 c Custodian fees 38 Portfolio accounting fees 48 Professional fees 28 Registration fees 51 Shareholder reports 50 Other expenses + 6 ----------- Total expenses 3,182 Expense reduction - 377 d ----------- NET EXPENSES 2,805 INCREASE IN NET ASSETS FROM OPERATIONS - -------------------------------------------------------------------------------- TOTAL INVESTMENT INCOME 6,294 NET EXPENSES - 2,805 ----------- NET INVESTMENT INCOME 3,489 NET REALIZED GAINS 14,710 e NET UNREALIZED GAINS + 28,266 e ----------- INCREASE IN NET ASSETS FROM OPERATIONS $46,465
Unless stated, all numbers x 1,000. a Calculated as a percentage of average daily net assets: 0.54% of the first $500 million and 0.49% of assets beyond that. These fees are paid to Charles Schwab Investment Management, Inc. (CSIM). b 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% of the fund's assets. These fees are paid to Charles Schwab & Co., Inc. (Schwab). c For the fund's independent trustees only. d This reduction was made by the investment adviser (CSIM). It reflects a guarantee by CSIM and the transfer agent and shareholder service agent (Schwab) to limit the net operating expenses of this fund through February 27, 2006, to 0.75% of average daily net assets. This limit excludes interest, taxes and certain non-routine expenses. e These add up to a net gain on investments of $42,976. See financial notes. 47 SCHWAB CORE EQUITY 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 $3,489 $2,298 Net realized gains 14,710 27,990 Net unrealized gains or losses + 28,266 (7,414) ------------------------------------------- INCREASE IN NET ASSETS FROM OPERATIONS 46,465 22,874 DISTRIBUTIONS PAID - -------------------------------------------------------------------------------- Dividends from net investment income $3,112 $2,074 a,b
TRANSACTIONS IN FUND SHARES - -------------------------------------------------------------------------------- 11/1/04-10/31/05 11/1/03-10/31/04 SHARES VALUE SHARES VALUE Shares sold 19,737 $304,359 4,444 $59,997 Shares reinvested 184 2,745 144 1,891 Shares redeemed + (4,354) (66,406) (4,213) (56,963) c ------------------------------------------- NET TRANSACTIONS IN FUND SHARES 15,567 $240,698 375 $4,925
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 19,023 $262,783 18,648 $237,058 Total increase + 15,567 284,051 375 25,725 d ------------------------------------------- END OF PERIOD 34,590 $546,834 19,023 $262,783 e
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 $3,112 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 PERIOD Ordinary income $3,112 Long-term capital gains $-- PRIOR PERIOD Ordinary income $2,074 Long-term capital gains $-- c For shares purchased after 4/29/05 and held less than 30 days, the fund charges 2.00% redemption fee. CURRENT PERIOD $17 Dollar amounts are net of the redemption fee proceeds. d Figures for shares represent shares sold plus shares reinvested, minus shares redeemed. Figures for net assets represent the changes in net assets from operations plus the changes in value from transactions in fund shares, minus distributions paid. e Includes distributable net investment income in the amount of $2,244 and $1,867 at the end of the current period and prior period, respectively. Percent of fund shares owned by other Schwab Funds(R) as of the end of the current period: SCHWAB TARGET FUNDS Schwab Target 2010 Fund 0.6% Schwab Target 2020 Fund 0.6% Schwab Target 2030 Fund 0.4% Schwab Target 2040 Fund 0.2% 48 See financial notes. SCHWAB DIVIDEND EQUITY FUND(TM) FINANCIAL STATEMENTS FINANCIAL HIGHLIGHTS
11/1/04- 11/1/03- 9/2/03 1- INVESTOR SHARES 10/31/05 10/31/04 10/31/03 - ------------------------------------------------------------------------------------------------------------------------------------ PER-SHARE DATA ($) - ------------------------------------------------------------------------------------------------------------------------------------ Net asset value at beginning of period 12.06 10.60 10.00 --------------------------------------------------------------------- Income from investment operations: Net investment income 0.26 0.29 0.05 Net realized and unrealized gains 0.93 1.49 0.55 --------------------------------------------------------------------- Total income from investment operations 1.19 1.78 0.60 Less distributions: Dividends from net investment income (0.26) (0.32) -- Distributions from net realized gains (0.19) -- -- --------------------------------------------------------------------- Total distributions (0.45) (0.32) -- --------------------------------------------------------------------- Net asset value at end of period 12.80 12.06 10.60 --------------------------------------------------------------------- Total return (%) 9.98 17.00 6.00 2 RATIOS/SUPPLEMENTAL DATA (%) - ------------------------------------------------------------------------------------------------------------------------------------ Ratios to average net assets: Net operating expenses 1.07 0.65 -- Gross operating expenses 1.09 1.19 1.34 3 Net investment income 2.17 2.71 3.41 3 Portfolio turnover rate 26 39 2 2 Net assets, end of period ($ x 1,000,000) 528 267 94
1 Commencement of operations. 2 Not annualized. 3 Annualized. See financial notes. 49 SCHWAB DIVIDEND EQUITY FUND FINANCIAL HIGHLIGHTS
11/1/04- 11/1/03- 9/2/03 1- SELECT SHARES 10/31/05 10/31/04 10/31/03 - ------------------------------------------------------------------------------------------------------------------------------------ PER-SHARE DATA ($) - ------------------------------------------------------------------------------------------------------------------------------------ Net asset value at beginning of period 12.06 10.60 10.00 --------------------------------------------------------------------- Income from investment operations: Net investment income 0.28 0.31 0.05 Net realized and unrealized gains 0.93 1.48 0.55 --------------------------------------------------------------------- Total income from investment operations 1.21 1.79 0.60 Less distributions: Dividends from net investment income (0.28) (0.33) -- Distributions from net realized gains (0.19) -- -- --------------------------------------------------------------------- Total distributions (0.47) (0.33) -- --------------------------------------------------------------------- Net asset value at end of period 12.80 12.06 10.60 --------------------------------------------------------------------- Total return (%) 10.17 17.07 6.00 2 RATIOS/SUPPLEMENTAL DATA (%) - ------------------------------------------------------------------------------------------------------------------------------------ Ratios to average net assets: Net operating expenses 0.92 0.54 -- Gross operating expenses 0.94 1.04 1.19 3 Net investment income 2.32 2.83 3.41 3 Portfolio turnover rate 26 39 2 2 Net assets, end of period ($ x 1,000,000) 509 252 111
1 Commencement of operations. 2 Not annualized. 3 Annualized. 50 See financial notes. SCHWAB DIVIDEND EQUITY FUND PORTFOLIO HOLDINGS as of October 31, 2005 This section shows all the securities in the fund's portfolio by industry classification and their value, as of the report date. 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 at http://www.sec.gov 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. The schedule of portfolio holdings filed on the fund's most recent Form N-Q 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. (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) - -------------------------------------------------------------------------------- 99.3% COMMON STOCK 958,749 1,029,934 0.3% SHORT-TERM INVESTMENT 3,095 3,095 0.0% U.S. TREASURY OBLIGATION 254 254 - -------------------------------------------------------------------------------- 99.6% TOTAL INVESTMENTS 962,098 1,033,283 0.0% COLLATERAL INVESTED FOR SECURITIES ON LOAN 142 142 0.4% OTHER ASSETS AND LIABILITIES, NET 3,664 - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 1,037,089
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) COMMON STOCK 99.3% of net assets AUTOMOBILES & COMPONENTS 0.6% ------------------------------------------------------------------------- Ford Motor Co. 765,200 6,366 BANKS 12.9% ------------------------------------------------------------------------- AmSouth Bancorp. 247,900 6,255 = Bank of America Corp. 280,400 12,265 Comerica, Inc. 212,500 12,278 Huntington Bancshares, Inc. 228,000 5,303 KeyCorp, Inc. 367,500 11,848 National City Corp. 356,400 11,487 Peoples Bank-Bridgeport 202,500 6,520 (4) PNC Financial Services Group, Inc. 233,400 14,170 SunTrust Banks, Inc. 158,487 11,487 = U.S. Bancorp 449,300 13,290 UnionBanCal Corp. 114,000 7,807 Wachovia Corp. 255,700 12,918 Wells Fargo & Co. 139,200 8,380 ----------- 134,008 CAPITAL GOODS 11.1% ------------------------------------------------------------------------- 3M Co. 158,200 12,020 = The Boeing Co. 190,000 12,282 Emerson Electric Co. 194,300 13,514 @ GATX Corp. 220,000 8,221 Goodrich Corp. 275,000 9,919 Harsco Corp. 87,200 5,603 Lockheed Martin Corp. 205,000 12,415 Masco Corp. 150,000 4,275 Northrop Grumman Corp. 125,000 6,706 Raytheon Co. 292,000 10,789 = Rockwell Automation, Inc. 156,600 8,323 Textron, Inc. 156,000 11,238 ----------- 115,305 COMMERCIAL SERVICES & SUPPLIES 1.8% ------------------------------------------------------------------------- Pitney Bowes, Inc. 150,700 6,341 R.R. Donnelley & Sons Co. 290,000 10,156 o The ServiceMaster Co. 167,800 2,111 ----------- 18,608 CONSUMER DURABLES & APPAREL 3.3% ------------------------------------------------------------------------- Fortune Brands, Inc. 108,500 8,243 Newell Rubbermaid, Inc. 467,600 10,750 The Stanley Works 153,000 7,333 VF Corp. 142,900 7,467 ----------- 33,793
See financial notes. 51 SCHWAB DIVIDEND EQUITY FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) DIVERSIFIED FINANCIALS 4.3% ------------------------------------------------------------------------- The Bank of New York Co., Inc. 150,000 4,693 Citigroup, Inc. 100,000 4,578 =(6) JPMorgan Chase & Co. 375,584 13,754 Mellon Financial Corp. 408,900 12,958 SLM Corp. 160,000 8,885 ----------- 44,868 ENERGY 5.5% ------------------------------------------------------------------------- (1) ChevronTexaco Corp. 292,756 16,708 (3) ConocoPhillips 218,600 14,292 Exxon Mobil Corp. 225,800 12,676 (7) Marathon Oil Corp. 228,400 13,741 ----------- 57,417 FOOD BEVERAGE & TOBACCO 8.7% ------------------------------------------------------------------------- (10) Altria Group, Inc. 180,300 13,531 The Coca-Cola Co. 311,000 13,305 General Mills, Inc. 225,000 10,858 H.J. Heinz Co. 206,500 7,331 Hershey Foods Corp. 17,000 966 (2) Kellogg Co. 323,900 14,307 PepsiCo, Inc. 140,000 8,271 Reynolds American, Inc. 153,000 13,005 = UST, Inc. 200,500 8,299 ----------- 89,873 HEALTH CARE EQUIPMENT & SERVICES 2.3% ------------------------------------------------------------------------- Becton Dickinson & Co. 179,000 9,084 HCA, Inc. 190,000 9,156 PerkinElmer, Inc. 250,500 5,529 ----------- 23,769 HOUSEHOLD & PERSONAL PRODUCTS 3.5% ------------------------------------------------------------------------- Clorox Co. 151,500 8,199 Colgate-Palmolive Co. 150,000 7,944 Kimberly-Clark Corp. 191,000 10,856 Procter & Gamble Co. 168,950 9,460 ----------- 36,459 INSURANCE 8.0% ------------------------------------------------------------------------- The Allstate Corp. 193,200 10,199 AON Corp. 371,250 12,567 Chubb Corp. 138,000 12,830 Fidelity National Financial, Inc. 135,000 5,057 Jefferson-Pilot Corp. 125,000 6,860 Lincoln National Corp. 254,200 12,865 Mercury General Corp. 82,100 4,963 Safeco Corp. 64,200 3,576 (5) The St. Paul Travelers Cos., Inc. 308,000 13,869 ----------- 82,786 MATERIALS 4.4% ------------------------------------------------------------------------- The Dow Chemical Co. 212,700 9,754 MeadWestvaco Corp. 254,000 6,660 PPG Industries, Inc. 145,500 8,726 Rohm & Haas Co. 219,000 9,533 Weyerhaeuser Co. 167,000 10,578 ----------- 45,251 MEDIA 0.8% ------------------------------------------------------------------------- The McGraw-Hill Cos., Inc. 180,000 8,809 PHARMACEUTICALS & BIOTECHNOLOGY 4.4% ------------------------------------------------------------------------- Abbott Laboratories 165,000 7,103 Johnson & Johnson 207,000 12,962 Merck & Co., Inc. 404,700 11,421 Pfizer, Inc. 483,000 10,500 Wyeth 80,000 3,565 ----------- 45,551 RETAILING 0.5% ------------------------------------------------------------------------- Genuine Parts Co. 121,000 5,369 SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 1.1% ------------------------------------------------------------------------- = Intel Corp. 484,000 11,374 SOFTWARE & SERVICES 2.8% ------------------------------------------------------------------------- Automatic Data Processing, Inc. 80,500 3,756 Electronic Data Systems Corp. 380,000 8,858 Microsoft Corp. 510,000 13,107 The Reynolds & Reynolds Co., Class A 115,000 3,052 ----------- 28,773
52 See financial notes. SCHWAB DIVIDEND EQUITY FUND
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) TECHNOLOGY HARDWARE & EQUIPMENT 4.4% ------------------------------------------------------------------------- Harris Corp. 120,000 4,932 (8) Hewlett-Packard Co. 490,000 13,740 International Business Machines Corp. 160,000 13,101 (9) Motorola, Inc. 615,000 13,628 ----------- 45,401 TELECOMMUNICATION SERVICES 6.2% ------------------------------------------------------------------------- = Alltel Corp. 194,800 12,050 AT&T Corp. 415,100 8,211 BellSouth Corp. 451,600 11,751 Citizens Communications Co. 535,000 6,549 SBC Communications, Inc. 331,500 7,906 Sprint Corp. (FON Group) 295,800 6,895 Verizon Communications, Inc. 337,300 10,628 ----------- 63,990 UTILITIES 12.7% ------------------------------------------------------------------------- American Electric Power Co., Inc. 336,000 12,755 Centerpoint Energy, Inc. 447,500 5,925 Consolidated Edison, Inc. 183,100 8,331 Constellation Energy Group, Inc. 196,700 10,779 Duke Energy Corp. 435,814 11,540 Edison International 304,000 13,303 Entergy Corp. 168,000 11,881 Exelon Corp. 171,400 8,918 FirstEnergy Corp. 249,100 11,832 National Fuel Gas Co. 139,300 4,199 Pinnacle West Capital Corp. 148,000 6,180 PPL Corp. 250,000 7,835 TECO Energy, Inc. 225,000 3,892 TXU Corp. 125,000 12,594 Xcel Energy, Inc. 120,000 2,200 ----------- 132,164
SECURITY FACE AMOUNT RATE, MATURITY DATE ($ x 1,000) SHORT-TERM INVESTMENT 0.3% of net assets Wachovia Bank, Grand Cayman Time Deposit 3.48%, 11/01/05 3,095 3,095 U.S. TREASURY OBLIGATION 0.0% of net assets = U.S. Treasury Bill 3.35%, 12/15/05 255 254
END OF INVESTMENTS.
SECURITY AND NUMBER OF SHARES COLLATERAL INVESTED FOR SECURITIES ON LOAN 0.0% of net assets SHORT-TERM INVESTMENT 0.0% ------------------------------------------------------------------------- Securities Lending Investments Fund 141,740 142
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 LOSSES S&P 500 Index, e-mini, Long expires 12/18/05 40 2,420 (58)
See financial notes. 53 SCHWAB DIVIDEND EQUITY FUND Statement of ASSETS AND LIABILITIES As of October 31, 2005. All numbers x 1,000 except NAV. ASSETS - -------------------------------------------------------------------------------- Investments, at value (including $142 of securities on loan) $1,033,283 a Collateral invested for securities on loan 142 Receivables: Fund shares sold 2,494 Dividends 1,655 Investments sold 9,418 Due from brokers for futures 20 Income from securities on loan 1 Prepaid expenses + 50 ------------ TOTAL ASSETS 1,047,063 LIABILITIES - -------------------------------------------------------------------------------- Collateral invested for securities on loan 142 Payables: Fund shares redeemed 889 Investments bought 8,743 Investment adviser and administrator fees 57 Transfer agent and shareholder service fees 15 Accrued expenses + 128 ------------ TOTAL LIABILITIES 9,974 NET ASSETS - -------------------------------------------------------------------------------- TOTAL ASSETS 1,047,063 TOTAL LIABILITIES - 9,974 ------------ NET ASSETS $1,037,089 NET ASSETS BY SOURCE Capital received from investors 950,687 Net investment income not yet distributed 1,911 Net realized capital gains 13,364 b Net unrealized capital gains 71,127 b NET ASSET VALUE (NAV) BY SHARE CLASS SHARES SHARE CLASS NET ASSETS / OUTSTANDING = NAV Investor Shares $527,642 41,235 $12.80 Select Shares $509,447 39,813 $12.80
Unless stated, all numbers x 1,000. a The fund paid $962,098 for these securities. Not counting short-term obligations and government securities, the fund's security transactions during the period were: Purchases $685,487 Sales/maturities $210,175 The fund's total security transactions with other Schwab Funds(R) during the period were $3,702. b These derive from investments and futures. FEDERAL TAX DATA --------------------------------------------- PORTFOLIO COST $962,098 NET UNREALIZED GAINS AND LOSSES: Gains $87,200 Losses + (16,015) ------------ $71,185 NET UNDISTRIBUTED EARNINGS: Ordinary income $1,911 Long-term capital gains $13,306 54 See financial notes. SCHWAB DIVIDEND EQUITY FUND Statement of OPERATIONS For November 1, 2004 through October 31, 2005. All numbers x 1,000. INVESTMENT INCOME - -------------------------------------------------------------------------------- Dividends $26,625 Interest 233 Securities on loan + 2 ---------- TOTAL INVESTMENT INCOME 26,860 NET REALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net realized gains on investments sold 13,305 Net realized gains on futures contracts + 59 ---------- NET REALIZED GAINS 13,364 NET UNREALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net unrealized gains on investments 29,658 Net unrealized losses on futures contracts + (58) ---------- NET UNREALIZED GAINS 29,600 EXPENSES - -------------------------------------------------------------------------------- Investment adviser and administrator fees 6,570 a Transfer agent and shareholder service fees: Investor Shares 1,073 b Select Shares 401 b Trustees' fees 10 c Custodian fees 41 Portfolio accounting fees 122 Professional fees 35 Registration fees 124 Shareholder reports 72 Other expenses + 10 ---------- Total expenses 8,458 Expense reduction - 155 d ---------- NET EXPENSES 8,303 INCREASE IN NET ASSETS FROM OPERATIONS - -------------------------------------------------------------------------------- TOTAL INVESTMENT INCOME 26,860 NET EXPENSES - 8,303 ---------- NET INVESTMENT INCOME 18,557 NET REALIZED GAINS 13,364 e NET UNREALIZED GAINS + 29,600 e ---------- INCREASE IN NET ASSETS FROM OPERATIONS $61,521
Unless stated, all numbers x 1,000. a Calculated as a percentage of average daily net assets: 0.775% of the first $500 million; 0.77% of the next $500 million; and 0.76% of assets beyond that. These fees are paid to Charles Schwab Investment Management, Inc. (CSIM). Prior to February 28, 2005, these fees were calculated as 0.85% of average daily net assets. b 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). c For the fund's independent trustees only. d This reduction was made by the investment adviser (CSIM). This reduction reflects a guarantee by CSIM and Schwab to limit the annual net operating expenses of this fund through February 27, 2006 as follows: % OF AVERAGE SHARE CLASS DAILY NET ASSETS -------------------------------------------- Investor Shares 1.10 Select Shares 0.95 These limits exclude interest, taxes and certain non-routine expenses. e These add up to a net gain on investments of $42,964. See financial notes. 55 SCHWAB DIVIDEND EQUITY 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 $18,557 $10,630 Net realized gains 13,364 9,619 Net unrealized gains + 29,600 31,897 --------------------------------------- INCREASE IN NET ASSETS FROM OPERATIONS 61,521 52,146 DISTRIBUTIONS PAID - -------------------------------------------------------------------------------- DIVIDENDS FROM NET INVESTMENT INCOME Investor Shares 8,840 5,107 Select Shares + 8,874 5,389 --------------------------------------- TOTAL DIVIDENDS FROM NET INVESTMENT INCOME 17,714 10,496 DISTRIBUTIONS FROM NET REALIZED GAINS Investor Shares 4,838 -- Select Shares + 4,386 -- --------------------------------------- TOTAL DISTRIBUTIONS FROM NET REALIZED GAINS 9,224 -- TOTAL DISTRIBUTIONS $26,938 $10,496 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 27,892 $355,147 16,485 $189,992 Select Shares + 24,348 310,884 13,314 153,084 -------------------------------------------------- TOTAL SHARES SOLD 52,240 $666,031 29,799 $343,076 SHARES REINVESTED Investor Shares 854 $10,806 331 $3,809 Select Shares + 731 9,263 307 3,531 -------------------------------------------------- TOTAL SHARES REINVESTED 1,585 $20,069 638 $7,340 SHARES REDEEMED Investor Shares (9,697) ($124,160) (3,492) ($40,556) Select Shares + (6,148) (78,680) (3,202) (37,066) -------------------------------------------------- TOTAL SHARES REDEEMED (15,845) ($202,840) (6,694) ($77,622) c NET TRANSACTIONS IN FUND SHARES 37,980 $483,260 23,743 $272,794
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 43,068 $519,246 19,325 $204,802 Total increase + 37,980 517,843 23,743 314,444 -------------------------------------------------- END OF PERIOD 81,048 $1,037,089 43,068 $519,246 d
Unless stated, all numbers x 1,000. a UNAUDITED For corporations, 88% of the fund's dividends for the report period qualify for the dividends-received deduction. The fund designates $23,020 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 $26,230 $10,496 Long-term capital gains $708 $-- c For shares purchased after 4/29/05 and held less than 30 days, the fund charges 2.00% redemption fee. CURRENT PERIOD Investor Shares $15 Select Shares + 19 ------- TOTAL $34 Dollar amounts are net of the redemption fee proceeds. d Includes distributable net investment income in the amount of $1,911 and $1,068 at the end of the current period and prior period, respectively. Percent of fund shares owned by other Schwab Funds(R) as of the end of the current period: SCHWAB TARGET FUNDS Schwab Target 2010 Fund 0.2% Schwab Target 2020 Fund 0.3% Schwab Target 2030 Fund 0.2% Schwab Target 2040 Fund 0.1% Schwab Retirement Income Fund 0.2% 56 See financial notes. SCHWAB LARGE-CAP GROWTH FUND(TM) FINANCIAL STATEMENTS FINANCIAL HIGHLIGHTS
10/3/05 1- INVESTOR SHARES 10/31/05 - ------------------------------------------------------------------------------------------------------------------------------------ PER-SHARE DATA ($) - ------------------------------------------------------------------------------------------------------------------------------------ Net asset value at beginning of period 10.00 --------------------------------------------------------------------- Income or loss from investment operations: Net investment loss (0.00) 2 Net realized and unrealized losses (0.27) --------------------------------------------------------------------- Total loss from investment operations (0.27) --------------------------------------------------------------------- Net asset value at end of period 9.73 --------------------------------------------------------------------- Total return (%) (2.70) 3 RATIOS/SUPPLEMENTAL DATA (%) - ------------------------------------------------------------------------------------------------------------------------------------ Ratios to average net assets: Net operating expenses 1.20 4 Gross operating expenses 1.71 4 Net investment loss (0.61) 4 Portfolio turnover rate 4 3 Net assets, end of period ($ x 1,000,000) 25
1 Commencement of operations. 2 Per share amount was less than $0.01. 3 Not annualized. 4 Annualized. See financial notes. 57 SCHWAB LARGE-CAP GROWTH FUND FINANCIAL HIGHLIGHTS
10/3/05 1- SELECT SHARES 10/31/05 - ------------------------------------------------------------------------------------------------------------------------------------ PER-SHARE DATA ($) - ------------------------------------------------------------------------------------------------------------------------------------ Net asset value at beginning of period 10.00 --------------------------------------------------------------------- Income or loss from investment operations: Net investment loss (0.00) 2 Net realized and unrealized losses (0.27) --------------------------------------------------------------------- Total loss from investment operations (0.27) --------------------------------------------------------------------- Net asset value at end of period 9.73 --------------------------------------------------------------------- Total return (%) (2.70) 3 RATIOS/SUPPLEMENTAL DATA (%) - ------------------------------------------------------------------------------------------------------------------------------------ Ratios to average net assets: Net operating expenses 0.99 4 Gross operating expenses 1.56 4 Net investment loss (0.40) 4 Portfolio turnover rate 4 3 Net assets, end of period ($ x 1,000,000) 33
1 Commencement of operations. 2 Per share amount was less than $0.01. 3 Not annualized. 4 Annualized. 58 See financial notes. SCHWAB LARGE-CAP GROWTH FUND PORTFOLIO HOLDINGS as of October 31, 2005 This section shows all the securities in the fund's portfolio by industry classification and their value, as of the report date. The fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. The fund's Form N-Q is available on the SEC's website at http://www.sec.gov and may be reviewed and copied at the SEC's Public Reference Room in Washington, D.C. Call 1-800-SEC-0330 for information on the operation of the Public Reference Room. The schedule of portfolio holdings filed on the fund's most recent Form N-Q is available by visiting Schwab's website at www.schwab.com/schwabfunds. We use the symbols below to designate certain characteristics of the securities. With the top ten holdings, the number in the circle is the security's rank among the top ten. (1) Top ten holding o Non-income producing security
COST VALUE HOLDINGS BY CATEGORY ($x1,000) ($x1,000) - -------------------------------------------------------------------------------- 99.4% COMMON STOCK 59,235 58,047 0.7% SHORT-TERM INVESTMENT 401 401 - -------------------------------------------------------------------------------- 100.1% TOTAL INVESTMENTS 59,636 58,448 (0.1)% OTHER ASSETS AND LIABILITIES, NET (67) - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 58,381
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) COMMON STOCK 99.4% of net assets CAPITAL GOODS 9.3% ------------------------------------------------------------------------- The Boeing Co. 18,800 1,215 (7) General Dynamics Corp. 15,600 1,815 Lockheed Martin Corp. 16,300 987 Precision Castparts Corp. 14,000 663 Rockwell Collins, Inc. 16,000 733 ----------- 5,413 COMMERCIAL SERVICES & SUPPLIES 2.4% ------------------------------------------------------------------------- Equifax, Inc. 18,000 621 o Monster Worldwide, Inc. 24,000 787 ----------- 1,408 CONSUMER DURABLES & APPAREL 2.0% ------------------------------------------------------------------------- Harman International Industries, Inc. 8,300 829 The Stanley Works 7,000 335 ----------- 1,164 DIVERSIFIED FINANCIALS 7.2% ------------------------------------------------------------------------- American Express Co. 14,000 697 Capital One Financial Corp. 8,500 649 Federated Investors, Inc., Class B 10,000 350 Franklin Resources, Inc. 9,600 848 Moody's Corp. 16,000 852 Northern Trust Corp. 15,000 804 ----------- 4,200 ENERGY 6.2% ------------------------------------------------------------------------- ChevronTexaco Corp. 15,600 890 (4) Exxon Mobil Corp. 35,800 2,010 Helmerich & Payne, Inc. 12,800 709 ----------- 3,609 FOOD BEVERAGE & TOBACCO 5.6% ------------------------------------------------------------------------- Altria Group, Inc. 12,000 901 (10) The Coca-Cola Co. 31,300 1,339 Kellogg Co. 16,000 707 PepsiCo, Inc. 5,900 348 ----------- 3,295 HEALTH CARE EQUIPMENT & SERVICES 10.2% ------------------------------------------------------------------------- Baxter International, Inc. 24,500 937 Becton Dickinson & Co. 15,000 761 o Express Scripts, Inc. 13,500 1,018 o Lincare Holdings, Inc. 17,000 695 (8) UnitedHealth Group, Inc. 26,600 1,540 o WellPoint, Inc. 13,300 993 ----------- 5,944
See financial notes. 59 SCHWAB LARGE-CAP GROWTH FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) HOTELS RESTAURANTS & LEISURE 1.1% ------------------------------------------------------------------------- Hilton Hotels Corp. 34,000 661 INSURANCE 5.1% ------------------------------------------------------------------------- AFLAC, Inc. 18,500 884 American International Group, Inc. 19,800 1,283 W.R. Berkley Corp. 18,000 787 ----------- 2,954 MATERIALS 1.7% ------------------------------------------------------------------------- Freeport-McMoran Copper & Gold, Inc., Class B 20,000 988 MEDIA 2.1% ------------------------------------------------------------------------- o Getty Images, Inc. 10,500 872 The McGraw-Hill Cos., Inc. 7,500 367 ----------- 1,239 PHARMACEUTICALS & BIOTECHNOLOGY 12.3% ------------------------------------------------------------------------- o Amgen, Inc. 16,200 1,227 o Barr Pharmaceuticals, Inc. 8,000 460 (1) Johnson & Johnson 41,200 2,580 (3) Pfizer, Inc. 93,100 2,024 Schering-Plough Corp. 44,000 895 ----------- 7,186 RETAILING 5.0% ------------------------------------------------------------------------- o eBay, Inc. 32,100 1,271 J.C. Penney Co., Inc. Holding Co. 15,400 789 o Weight Watchers International, Inc. 16,100 846 ----------- 2,906 SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 7.7% ------------------------------------------------------------------------- o Broadcom Corp., Class A 18,500 786 (2) Intel Corp. 94,300 2,216 National Semiconductor Corp. 13,000 294 Texas Instruments, Inc. 43,200 1,233 ----------- 4,529 SOFTWARE & SERVICES 7.9% ------------------------------------------------------------------------- Autodesk, Inc. 17,000 767 o Cadence Design Systems, Inc. 41,000 655 o DST Systems, Inc. 13,000 730 o Google, Inc., Class A 2,000 744 o McAfee, Inc. 20,000 601 Microsoft Corp. 43,000 1,105 ----------- 4,602 TECHNOLOGY HARDWARE & EQUIPMENT 12.5% ------------------------------------------------------------------------- Corning, Inc. 51,500 1,035 (6) Hewlett-Packard Co. 66,800 1,873 (5) International Business Machines Corp. 22,900 1,875 Motorola, Inc. 52,500 1,163 (9) Qualcomm, Inc. 34,400 1,368 ----------- 7,314 UTILITIES 1.1% ------------------------------------------------------------------------- TXU Corp. 6,300 635
SECURITY FACE AMOUNT RATE, MATURITY DATE ($ x 1,000) SHORT-TERM INVESTMENT 0.7% of net assets Wells Fargo, Grand Cayman Time Deposit 3.48%, 11/01/05 401 401
END OF INVESTMENTS. 60 See financial notes. SCHWAB LARGE-CAP GROWTH FUND Statement of ASSETS AND LIABILITIES As of October 31, 2005. All numbers x 1,000 except NAV. ASSETS - -------------------------------------------------------------------------------- Investments, at value $58,448 a Receivables: Fund shares sold 719 Dividends 14 Investments sold 1,290 Prepaid expenses + 19 ----------- TOTAL ASSETS 60,490 LIABILITIES - -------------------------------------------------------------------------------- Payables: Fund shares redeemed 32 Investments bought 2,048 Investment adviser and administrator fees 4 Transfer agent and shareholder service fees 1 Accrued expenses + 24 ----------- TOTAL LIABILITIES 2,109 NET ASSETS - -------------------------------------------------------------------------------- TOTAL ASSETS 60,490 TOTAL LIABILITIES - 2,109 ----------- NET ASSETS $58,381 NET ASSETS BY SOURCE Capital received from investors 59,740 Net realized capital losses (171) Net unrealized capital losses (1,188) NET ASSET VALUE (NAV) BY SHARE CLASS SHARES SHARE CLASS NET ASSETS / OUTSTANDING = NAV Investor Shares $25,447 2,616 $9.73 Select Shares $32,934 3,385 $9.73
Unless stated, all numbers x 1,000. a The fund paid $59,636 for these securities. Not counting short-term obligations and government securities, the fund's security transactions during the period were: Purchases $61,519 Sales/maturities $2,113 The fund's total security transactions with other Schwab Funds(R) during the period were $824. FEDERAL TAX DATA -------------------------------------------------- PORTFOLIO COST $59,649 NET UNREALIZED GAINS AND LOSSES: Gains $867 Losses + (2,068) -------------- $(1,201) UNUSED CAPITAL LOSSES: Expires 10/31 of: Loss amount 2013 $158 RECLASSIFICATIONS: Net investment income not yet distributed $21 Reclassified as: Capital received from investors ($21) See financial notes. 61 SCHWAB LARGE-CAP GROWTH FUND Statement of OPERATIONS For October 3, 2005 through October 31, 2005. All numbers x 1,000. INVESTMENT INCOME - -------------------------------------------------------------------------------- Dividends $14 Interest + 12 --------- TOTAL INVESTMENT INCOME 26 NET REALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net realized losses on investments sold (171) NET UNREALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net unrealized losses on investments (1,188) EXPENSES - -------------------------------------------------------------------------------- Investment adviser and administrator fees 38 a Transfer agent and shareholder service fees Investor Shares 5 b Select Shares 2 b Custodian fees 1 Portfolio accounting fees 2 Professional fees 17 Registration fees 5 Shareholder reports + 1 --------- Total expenses 71 Expense reduction - 24 c --------- NET EXPENSES 47 DECREASE IN NET ASSETS FROM OPERATIONS - -------------------------------------------------------------------------------- TOTAL INVESTMENT INCOME 26 NET EXPENSES - 47 --------- NET INVESTMENT LOSS (21) NET REALIZED LOSSES (171)d NET UNREALIZED LOSSES + (1,188)d --------- DECREASE IN NET ASSETS FROM OPERATIONS ($1,380)
Unless stated, all numbers x 1,000. a Calculated as a percentage of average daily net assets: 0.87% of the first $500 million; 0.85% of the next $500 million; 0.83% of the next billion; and 0.81% of assets beyond that. These fees are paid to Charles Schwab Investment Management, Inc. (CSIM). b 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). c Includes $22 from the investment adviser (CSIM) and $2 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, 2007 as follows: % OF AVERAGE SHARE CLASS DAILY NET ASSETS -------------------------------------- Investor Shares 1.20 Select Shares 0.99 These limits exclude interest, taxes and certain non-routine expenses. d These add up to a net loss on investments of $1,359. 62 See financial notes. SCHWAB LARGE-CAP GROWTH FUND Statements of CHANGES IN NET ASSETS For the current period only. Because the fund commenced operations on October 3, 2005, it has no prior report period. All numbers x 1,000.
OPERATIONS - -------------------------------------------------------------------------------- 10/3/05-10/31/05 Net investment loss ($21) Net realized losses (171) Net unrealized losses + (1,188) ----------------- DECREASE IN NET ASSETS FROM OPERATIONS ($1,380)
TRANSACTIONS IN FUND SHARES - -------------------------------------------------------------------------------- 10/3/05-10/31/05 SHARES VALUE SHARES SOLD Investor Shares 2,636 $26,231 Select Shares + 3,385 33,718 -------------------- TOTAL SHARES SOLD 6,021 $59,949 SHARES REDEEMED Investor Shares (20) $(188) Select Shares + -- -- -------------------- TOTAL SHARES REDEEMED (20) $(188)a NET TRANSACTIONS IN FUND SHARES 6,001 $59,761
SHARES OUTSTANDING AND NET ASSETS - -------------------------------------------------------------------------------- 10/3/05-10/31/05 SHARES NET ASSETS Beginning of period -- $-- Total increase + 6,001 58,381 b -------------------- END OF PERIOD 6,001 $58,381 c
Unless stated, all numbers x 1,000. a The fund charges 2.00% of early withdrawal fees on shares redeemed 30 days or less after the purchase: CURRENT PERIOD Investor Shares $3 Select Shares + -- ------- TOTAL $3 Dollar amounts are net of the redemption fee proceeds. b Figures for shares represent shares sold plus shares reinvested, minus shares redeemed. Figures for net assets represent the changes in net assets from operations plus the changes in value of transactions in fund shares, minus distributions paid. c Includes net investment loss in the amount of $--. See financial notes. 63 SCHWAB SMALL-CAP EQUITY FUND(TM) FINANCIAL STATEMENTS FINANCIAL HIGHLIGHTS
11/1/04- 11/1/03- 7/1/03 1- INVESTOR SHARES 10/31/05 10/31/04 10/31/03 - ------------------------------------------------------------------------------------------------------------------------------------ PER-SHARE DATA ($) - ------------------------------------------------------------------------------------------------------------------------------------ Net asset value at beginning of period 14.13 11.81 10.00 --------------------------------------------------------------------- Income or loss from investment operations: Net investment income or loss 0.01 (0.04) (0.02) Net realized and unrealized gains 3.12 2.58 1.83 --------------------------------------------------------------------- Total income from investment operations 3.13 2.54 1.81 Less distributions: Distributions from net realized gains (1.54) (0.22) -- --------------------------------------------------------------------- Net asset value at end of period 15.72 14.13 11.81 --------------------------------------------------------------------- Total return (%) 23.65 21.74 18.10 2 RATIOS/SUPPLEMENTAL DATA (%) - ------------------------------------------------------------------------------------------------------------------------------------ Ratios to average net assets: Net operating expenses 1.28 1.30 1.30 3 Gross operating expenses 1.38 1.61 1.73 3 Net investment income or loss 0.11 (0.35) (0.54) 3 Portfolio turnover rate 90 118 39 2 Net assets, end of period ($ x 1,000,000) 170 37 26
1 Commencement of operations. 2 Not annualized. 3 Annualized. 64 See financial notes. SCHWAB SMALL-CAP EQUITY FUND
11/1/04- 11/1/03- 7/1/03 1- SELECT SHARES 10/31/05 10/31/04 10/31/03 - ------------------------------------------------------------------------------------------------------------------------------------ PER-SHARE DATA ($) - ------------------------------------------------------------------------------------------------------------------------------------ Net asset value at beginning of period 14.16 11.81 10.00 --------------------------------------------------------------------- Income or loss from investment operations: Net investment income or loss 0.00 4 (0.02) (0.01) Net realized and unrealized gains 3.16 2.59 1.82 --------------------------------------------------------------------- Total income from investment operations 3.16 2.57 1.81 Less distributions: Distributions from net realized gains (1.54) (0.22) -- --------------------------------------------------------------------- Net asset value at end of period 15.78 14.16 11.81 --------------------------------------------------------------------- Total return (%) 23.83 22.00 18.10 2 RATIOS/SUPPLEMENTAL DATA(%) - ------------------------------------------------------------------------------------------------------------------------------------ Ratios to average net assets: Net operating expenses 1.11 1.12 1.12 3 Gross operating expenses 1.23 1.46 1.58 3 Net investment income or loss 0.09 (0.16) (0.36) 3 Portfolio turnover rate 90 118 39 2 Net assets, end of period ($ x 1,000,000) 80 18 14
1 Commencement of operations. 2 Not annualized. 3 Annualized. 4 Per share amount was less than $0.01. See financial notes. 65 SCHWAB SMALL-CAP EQUITY FUND PORTFOLIO HOLDINGS as of October 31, 2005 This section shows all the securities in the fund's portfolio by industry classification and their value, as of the report date. The fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. The fund's Form N-Q is available on the SEC's website at http://www.sec.gov and may be reviewed and copied at the SEC's Public Reference Room in Washington, D.C. Call 1-800-SEC-0330 for information on the operation of the Public Reference Room. The schedule of portfolio holdings filed on the fund's most recent Form N-Q is available by visiting Schwab's website at www.schwab.com/schwabfunds. We use the symbols below to designate certain characteristics of the securities. With the top ten holdings, the number in the circle is the security's rank among the top ten. (1) Top ten holding o Non-income producing security = All or a portion of this security is held as collateral for open futures contracts @ All or a portion of this security is on loan
COST VALUE HOLDINGS BY CATEGORY ($x1,000) ($x1,000) - -------------------------------------------------------------------------------- 98.4% COMMON STOCK 225,837 246,489 2.8% SHORT-TERM INVESTMENTS 7,026 7,026 0.1% U.S. TREASURY OBLIGATION 249 249 - -------------------------------------------------------------------------------- 101.3% TOTAL INVESTMENTS 233,112 253,764 6.8% COLLATERAL INVESTED FOR SECURITIES ON LOAN 17,065 17,065 (8.1)% OTHER ASSETS AND LIABILITIES, NET (20,231) - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 250,598
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) COMMON STOCK 98.4% of net assets AUTOMOBILES & COMPONENTS 4.8% ------------------------------------------------------------------------- ArvinMeritor, Inc. 206,600 3,312 @o Goodyear Tire & Rubber Co. 178,400 2,790 o(8) TRW Automotive Holdings Corp. 222,100 6,008 ----------- 12,110 BANKS 4.0% ------------------------------------------------------------------------- Bancfirst Corp. 11,100 922 (4) Bank of Hawaii Corp. 136,100 6,993 @ Corus Bankshares, Inc. 2,700 148 Federal Agricultural Mortgage Corp., Class C 11,900 310 First Indiana Corp. 42,200 1,475 TierOne Corp. 5,700 161 ----------- 10,009 BUSINESS SERVICES 0.6% ------------------------------------------------------------------------- o SYKES Enterprises, Inc. 109,500 1,581 CAPITAL GOODS 9.6% ------------------------------------------------------------------------- A.O. Smith Corp., Class B 36,900 1,195 o Alleghany Corp. 11,000 3,311 o EMCOR Group, Inc. 56,700 3,458 =o ESCO Technologies, Inc. 22,400 969 =(9) GATX Corp. 157,900 5,901 Teleflex, Inc. 22,900 1,516 o(1) Thomas & Betts Corp. 197,000 7,667 ----------- 24,017 COMMERCIAL SERVICES & SUPPLIES 4.2% ------------------------------------------------------------------------- Administaff, Inc. 101,350 4,289 o CBIZ, Inc. 33,500 193 o Consolidated Graphics, Inc. 12,950 505 Herman Miller, Inc. 125,500 3,440 o Labor Ready, Inc. 22,700 530 Rollins, Inc. 9,800 186 o Sitel Corp. 55,100 166 Steelcase, Inc., Class A 83,900 1,201 ----------- 10,510 CONSUMER DURABLES & APPAREL 3.3% ------------------------------------------------------------------------- American Greetings Corp., Class A 156,800 3,959 o Cavco Industries, Inc. 36,000 1,421 = K-Swiss, Inc., Class A 94,000 2,862 ----------- 8,242
66 See financial notes. SCHWAB SMALL-CAP EQUITY FUND
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) DIVERSIFIED FINANCIALS 3.0% ------------------------------------------------------------------------- o EZCORP, Inc. 21,400 315 =o(3) Investment Technology Group, Inc. 219,600 7,139 ----------- 7,454 ENERGY 6.1% ------------------------------------------------------------------------- Cabot Oil & Gas Corp. 63,100 2,889 o CAL Dive International, Inc. 1,220 75 o Giant Industries, Inc. 53,100 3,037 (6) Helmerich & Payne, Inc. 120,600 6,681 o Parker Drilling Co. 46,800 414 o Veritas DGC, Inc. 33,500 1,079 W&T Offshore, Inc. 34,400 1,005 ----------- 15,180 FOOD & STAPLES RETAILING 1.9% ------------------------------------------------------------------------- o 7-Eleven, Inc. 20,300 760 @o Rite Aid Corp. 1,125,200 3,938 ----------- 4,698 FOOD BEVERAGE & TOBACCO 4.1% ------------------------------------------------------------------------- o Boston Beer Co., Inc., Class A 23,700 607 @ Pilgrim's Pride Corp., Class B 108,100 3,403 @(7) Vector Group Ltd. 318,219 6,351 ----------- 10,361 HEALTH CARE EQUIPMENT & SERVICES 8.1% ------------------------------------------------------------------------- o Cutera, Inc. 4,000 109 =o Haemonetics Corp. 81,500 3,949 o Hologic, Inc. 21,100 1,170 o Medcath Corp. 4,500 83 o Odyssey HealthCare, Inc. 39,400 681 o OraSure Technologies, Inc. 16,500 182 =o(2) Sierra Health Services, Inc. 100,000 7,500 @o SurModics, Inc. 40,800 1,612 o Trizetto Group, Inc. 36,340 515 o United Surgical Partners International, Inc. 88,100 3,158 Vital Signs, Inc. 26,900 1,264 ----------- 20,223 HOTELS RESTAURANTS & LEISURE 0.4% ------------------------------------------------------------------------- Ambassadors Group, Inc. 35,200 915 INSURANCE 8.2% ------------------------------------------------------------------------- American Financial Group, Inc. 132,200 4,519 o American Physicians Capital, Inc. 25,600 1,082 o CNA Surety Corp. 22,600 317 = Delphi Financial Group, Inc., Class A 50,050 2,344 Nationwide Financial Services, Inc., Class A 111,300 4,496 Ohio Casualty Corp. 23,700 647 Protective Life Corp. 28,700 1,258 Safety Insurance Group, Inc. 43,500 1,636 Selective Insurance Group, Inc. 5,900 324 Stancorp Financial Group, Inc. 3,300 304 Zenith National Insurance Corp. 78,150 3,518 ----------- 20,445 MATERIALS 7.1% ------------------------------------------------------------------------- Balchem Corp. 23,150 635 =o(5) Crown Holdings, Inc. 429,300 6,963 =o FMC Corp. 94,300 5,134 Quanex Corp. 49,900 2,890 Silgan Holdings, Inc. 68,700 2,210 ----------- 17,832 MEDIA 2.3% ------------------------------------------------------------------------- o Insight Communications Co., Class A 9,200 106 (10) John Wiley & Sons, Class A 140,500 5,507 o Playboy Enterprises, Inc., Class B 15,900 241 ----------- 5,854 PHARMACEUTICALS & BIOTECHNOLOGY 4.0% ------------------------------------------------------------------------- o Albany Molecular Research, Inc. 109,700 1,470 Alpharma, Inc., Class A 158,200 3,938 o Celera Genomics Group -- Applera Corp. 75,100 892
See financial notes. 67 SCHWAB SMALL-CAP EQUITY FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) CNS, Inc. 67,900 1,770 o Kendle International, Inc. 64,400 1,551 o Kos Pharmaceuticals, Inc. 2,300 138 o Regeneron Pharmaceuticals, Inc. 32,400 405 ----------- 10,164 REAL ESTATE 0.2% ------------------------------------------------------------------------- Capital Automotive Real Estate Investment Trust 3,000 116 Essex Property Trust, Inc. 1,500 135 Kilroy Realty Corp. 2,000 112 New Century Financial Corp. 3,000 93 Shurgard Storage Centers, Inc., Class A 3,200 180 ----------- 636 RETAILING 3.8% ------------------------------------------------------------------------- The Buckle, Inc. 43,600 1,606 The Cato Corp., Class A 73,050 1,460 o Charming Shoppes, Inc. 188,300 2,109 =o Payless Shoesource, Inc. 181,300 3,330 o Wilsons The Leather Expert 205,800 1,035 ----------- 9,540 SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 3.4% ------------------------------------------------------------------------- o Agere Systems, Inc. 22,340 232 o Cirrus Logic, Inc. 114,900 754 o Cymer, Inc. 68,100 2,373 o DSP Group, Inc. 39,700 976 o LSI Logic Corp. 201,400 1,633 o Micrel, Inc. 4,400 44 o ON Semiconductor Corp. 303,100 1,407 o Triquint Semiconductor, Inc. 289,600 1,216 ----------- 8,635 SOFTWARE & SERVICES 10.5% ------------------------------------------------------------------------- o Advent Software, Inc. 15,700 482 o CSG Systems International, Inc. 151,300 3,557 =o Earthlink, Inc. 473,200 5,210 Global Payments, Inc. 45,400 1,945 o Intrado, Inc. 44,600 863 o Parametric Technology Corp. 99,200 646 o Progress Software Corp. 77,891 2,425 The Reynolds & Reynolds Co., Class A 134,800 3,578 o SonicWALL, Inc. 93,000 647 o SPSS, Inc. 76,100 1,735 o Sybase, Inc. 4,700 105 o Synopsys, Inc. 185,500 3,515 United Online, Inc. 113,400 1,521 ----------- 26,229 TECHNOLOGY HARDWARE & EQUIPMENT 4.3% ------------------------------------------------------------------------- = Agilysys, Inc. 100,000 1,494 AVX Corp. 54,200 671 o Brightpoint, Inc. 21,200 457 o Coherent, Inc. 38,200 1,131 o Emulex Corp. 80,700 1,494 Imation Corp. 119,900 5,133 o PAR Technology Corp. 12,700 310 o Staktek Holdings, Inc. 5,000 17 ----------- 10,707 TELECOMMUNICATION SERVICES 2.0% ------------------------------------------------------------------------- = Commonwealth Telephone Enterprises, Inc. 100,300 3,600 CT Communications, Inc. 30,900 350 North Pittsburgh Systems, Inc. 10,700 215 @o Talk America Holdings, Inc. 87,500 843 ----------- 5,008 TRANSPORTATION 2.0% ------------------------------------------------------------------------- @o AMR Corp. 111,700 1,509 CNF, Inc. 27,000 1,519 @o Continental Airlines, Inc., Class B 105,600 1,368 o Landstar Systems, Inc. 14,000 539 ----------- 4,935 UTILITIES 0.5% ------------------------------------------------------------------------- Allete, Inc. 3,800 167 Westar Energy, Inc. 46,900 1,037 ----------- 1,204
68 See financial notes. SCHWAB SMALL-CAP EQUITY FUND
SECURITY FACE AMOUNT VALUE RATE, MATURITY DATE ($ x 1,000) ($ x 1,000) SHORT-TERM INVESTMENTS 2.8% of net assets Brown Brothers Harriman, Grand Cayman Time Deposit 3.48%, 11/01/05 26 26 Wachovia Bank, Grand Cayman Time Deposit 3.48%, 11/01/05 7,000 7,000 ----------- 7,026 U.S. TREASURY OBLIGATION 0.1% of net assets = U.S. Treasury Bill 3.35%, 12/15/05 250 249
END OF INVESTMENTS.
SECURITY AND NUMBER OF SHARES COLLATERAL INVESTED FOR SECURITIES ON LOAN 6.8% of net assets SHORT-TERM INVESTMENT 6.8% ------------------------------------------------------------------------- Securities Lending Investments Fund 17,064,955 17,065
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 LOSSES Russell 2000 Index, e-mini, Long expires 12/17/05 33 2,142 (69) Russell 2000 Index, Long expires 12/17/05 4 1,298 (42) --------- (111)
See financial notes. 69 SCHWAB SMALL-CAP EQUITY FUND Statement of ASSETS AND LIABILITIES As of October 31, 2005. All numbers x 1,000 except NAV. ASSETS - -------------------------------------------------------------------------------- Investments, at value (including $16,909 of securities on loan) $253,764 a Collateral invested for securities on loan 17,065 Receivables: Fund shares sold 2,152 Interest 1 Dividends 29 Investments sold 6,591 Due from brokers for futures 74 Securities on loan 15 Prepaid expenses + 21 --------- TOTAL ASSETS 279,712 LIABILITIES - -------------------------------------------------------------------------------- Collateral invested for securities on loan 17,065 Payables: Fund shares redeemed 255 Investments bought 11,716 Investment adviser and administrator fees 16 Transfer agent and shareholder service fees 4 Accrued expenses + 58 --------- TOTAL LIABILITIES 29,114 NET ASSETS - -------------------------------------------------------------------------------- TOTAL ASSETS 279,712 TOTAL LIABILITIES - 29,114 --------- NET ASSETS $250,598 NET ASSETS BY SOURCE Capital received from investors 221,723 Net investment income not yet distributed 135 Net realized capital gains 8,199 b Net unrealized capital gains 20,541 b NET ASSET VALUE (NAV) BY SHARE CLASS SHARES SHARE CLASS NET ASSETS / OUTSTANDING = NAV Investor Shares $ 170,416 10,842 $15.72 Select Shares $ 80,182 5,081 $15.78
Unless stated, all numbers x 1,000. a The fund paid $233,112 for these securities. Not counting short-term obligations and government securities, the fund's security transactions during the period were: Purchases $287,168 Sales/maturities $116,354 The fund's total security transactions with other Schwab Funds(R) during the period were $5,561. b These derive from investments and futures. FEDERAL TAX DATA ---------------------------------------------- PORTFOLIO COST $233,112 NET UNREALIZED GAINS AND LOSSES: Gains $26,862 Losses + (6,210) ---------- $20,652 NET UNDISTRIBUTED EARNINGS: Ordinary income $1,708 Long-term capital gains $6,515 70 See financial notes. SCHWAB SMALL-CAP EQUITY FUND Statement of OPERATIONS For November 1, 2004 through October 31, 2005. All numbers x 1,000. INVESTMENT INCOME - -------------------------------------------------------------------------------- Dividends $1,548 Interest 104 Securities on loan + 80 ---------- TOTAL INVESTMENT INCOME 1,732 NET REALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net realized gains on investments sold 8,255 Net realized losses on futures contracts + (13) ---------- NET REALIZED GAINS 8,242 NET UNREALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net unrealized gains on investments 14,014 Net unrealized losses on futures contracts + (155) ---------- NET UNREALIZED GAINS 13,859 EXPENSES - -------------------------------------------------------------------------------- Investment adviser and administrator fees 1,281 a Transfer agent and shareholder service fees: Investor Shares 229 b Select Shares 38 b Trustees' fees 6 c Custodian fees 47 Portfolio accounting fees 32 Professional fees 33 Registration fees 53 Shareholder reports 14 Other expenses + 4 ---------- Total expenses 1,737 Expense reduction - 140 d ---------- NET EXPENSES 1,597 INCREASE IN NET ASSETS FROM OPERATIONS - -------------------------------------------------------------------------------- TOTAL INVESTMENT INCOME 1,732 NET EXPENSES - 1,597 ---------- NET INVESTMENT INCOME 135 NET REALIZED GAINS 8,242 e NET UNREALIZED GAINS + 13,859 e ---------- INCREASE IN NET ASSETS FROM OPERATIONS $22,236
Unless stated, all numbers x 1,000. a Calculated as a percentage of average daily net assets: 0.975% of the first $500 million; 0.93% of the next $500 million; and 0.91% of assets beyond that. These fees are paid to Charles Schwab Investment Management, Inc. (CSIM). Prior to February 28, 2005, these fees were calculated as 1.05% of average daily net assets. b 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). c For the fund's independent trustees only. d Includes $130 from the investment adviser (CSIM) and $10 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 1.30 Select Shares 1.12 These limits exclude interest, taxes and certain non-routine expenses. e These add up to a net gain on investments of $22,101. See financial notes. 71 SCHWAB SMALL-CAP EQUITY 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 or loss $135 $(143) Net realized gains 8,242 7,183 Net unrealized gains + 13,859 2,253 ------------------------------------- INCREASE IN NET ASSETS FROM OPERATIONS 22,236 9,293 DISTRIBUTIONS PAID - -------------------------------------------------------------------------------- DISTRIBUTIONS FROM NET REALIZED GAINS Investor Shares 4,802 499 Select Shares + 2,252 266 ------------------------------------- TOTAL DISTRIBUTIONS FROM NET REALIZED GAINS $7,054 $765 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 9,837 $146,160 1,153 $15,053 Select Shares + 4,714 71,745 301 3,944 -------------------------------------------- TOTAL SHARES SOLD 14,551 $217,905 1,454 $18,997 SHARES REINVESTED Investor Shares 313 $4,324 37 $453 Select Shares + 118 1,635 17 204 -------------------------------------------- TOTAL SHARES REINVESTED 431 $5,959 54 $657 SHARES REDEEMED Investor Shares (1,902) $(27,944) (763) $(10,029) Select Shares + (1,055) (15,623) (221) (2,885) -------------------------------------------- TOTAL SHARES REDEEMED (2,957) $(43,567) (984) $(12,914) c NET TRANSACTIONS IN FUND SHARES 12,025 $180,297 524 $6,740
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 3,898 $55,119 3,374 $39,851 Total increase + 12,025 195,479 524 15,268 -------------------------------------------- END OF PERIOD 15,923 $250,598 3,898 $55,119 d
Unless stated, all numbers x 1,000. a UNAUDITED For corporations, 9% of the fund's dividends for the report period qualify for the dividends received deduction. The fund designates $447 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 PERIOD Ordinary income $4,863 Long-term capital gains $2,191 PRIOR PERIOD Ordinary income $642 Long-term capital gains $123 c For shares purchased after 4/29/05 and held less than 30 days, the fund charges 2.00% redemption fee. CURRENT PERIOD Investor Shares $14 Select Shares + 16 ------- TOTAL $30 Dollar amounts are net of the redemption fee proceeds. d Includes distributable net investment income in the amount of $135 and $-- at the end of the current period and prior period, respectively. Percent of fund shares owned by other Schwab Funds(R) as of the end of the current period: SCHWAB TARGET FUNDS Schwab Target 2010 Fund 0.2% Schwab Target 2020 Fund 0.2% Schwab Target 2030 Fund 0.1% Schwab Target 2040 Fund 0.1% 72 See financial notes. SCHWAB HEDGED EQUITY FUND(TM) FINANCIAL STATEMENTS FINANCIAL HIGHLIGHTS
3/1/05 1- INVESTOR SHARES 10/31/05 - ------------------------------------------------------------------------------------------------------------------------------------ PER-SHARE DATA ($) - ------------------------------------------------------------------------------------------------------------------------------------ Net asset value at beginning of period 13.51 --------------------------------------------------------------------- Income from investment operations: Net investment income 0.03 Net realized and unrealized gains 0.91 --------------------------------------------------------------------- Total income from investment operations 0.94 --------------------------------------------------------------------- Net asset value at end of period 14.45 --------------------------------------------------------------------- Total return (%) 6.96 2 RATIOS/SUPPLEMENTAL DATA (%) - ------------------------------------------------------------------------------------------------------------------------------------ Ratios to average net assets: Net operating expenses (including dividend expense on short sales) 2.32 3 Net operating expenses (excluding dividend expense on short sales) 2.05 3,4 Gross operating expenses 2.35 3 Net investment income 0.56 3 Portfolio turnover rate 87 2 Net assets, end of period ($ x 1,000,000) 33
1 Commencement of operations. 2 Not annualized. 3 Annualized. 4 The ratio of net operating expenses would have been 2.00% if interest expense had not been included. See financial notes. 73 SCHWAB HEDGED EQUITY FUND FINANCIAL HIGHLIGHTS
11/1/04- 11/1/03- 11/1/02- 9/3/02 1- SELECT SHARES 10/31/05 10/31/04 10/31/03 10/31/02 - ------------------------------------------------------------------------------------------------------------------------------------ PER-SHARE DATA ($) - ------------------------------------------------------------------------------------------------------------------------------------ Net asset value at beginning of period 13.01 11.53 9.84 10.00 --------------------------------------------------------------------- Income or loss from investment operations: Net investment income or loss 0.04 (0.09) (0.09) (0.01) Net realized and unrealized gains or losses 2.05 1.57 1.78 (0.15) --------------------------------------------------------------------- Total income or loss from investment operations 2.09 1.48 1.69 (0.16) --------------------------------------------------------------------- Less distributions: Distributions from net realized gains (0.64) -- -- -- --------------------------------------------------------------------- Net asset value at end of period 14.46 13.01 11.53 9.84 --------------------------------------------------------------------- Total return (%) 16.52 12.84 17.17 (1.60) 2 RATIOS/SUPPLEMENTAL DATA (%) - ------------------------------------------------------------------------------------------------------------------------------------ Ratios to average net assets: Net operating expenses (including dividend expense on short sales) 2.26 2.43 2.37 2.39 3 Net operating expenses (excluding dividend expense on short sales) 1.92 4 2.10 5 2.00 2.00 3 Gross operating expenses 2.39 2.71 2.77 3.33 3 Net investment income or loss 0.55 (0.86) (0.90) (0.79) 3 Portfolio turnover rate 87 99 114 68 2 Net assets, end of period ($ x 1,000,000) 229 68 44 32
1 Commencement of operations. 2 Not annualized. 3 Annualized. 4 The ratio of net operating expenses would have been 1.82% if interest expense had not been included. 5 The ratio of net operating expenses would have been 2.00% if interest expense had not been included. 74 See financial notes. SCHWAB HEDGED EQUITY FUND PORTFOLIO HOLDINGS as of October 31, 2005 This section shows all the securities in the fund's portfolio by industry classification and their value, as of the report date. 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 at http://www.sec.gov 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. The schedule of portfolio holdings filed on the fund's most recent Form N-Q is available by visiting Schwab's website at www.schwab.com/schwabfunds. We use the symbol below to designate certain characteristics of the security. (1) Top five long holdings/top five short positions o Non-income producing security @ All or a portion of this security is held as collateral for short sales
COST/PROCEEDS VALUE HOLDINGS BY CATEGORY ($x1,000) ($x1,000) - -------------------------------------------------------------------------------- 100.8% COMMON STOCK 249,539 264,277 5.0% SHORT-TERM INVESTMENTS 13,206 13,206 - -------------------------------------------------------------------------------- 105.8% TOTAL INVESTMENTS 262,745 277,483 (33.8)% SHORT SALES (92,277) (88,656) 28.0% OTHER ASSETS AND LIABILITIES 73,522 - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 262,349
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) COMMON STOCK 100.8% of net assets AUTOMOBILE PRODUCTS / MOTOR VEHICLES 1.3% ------------------------------------------------------------------------- Smith (A.O.) Corp., Class B 103,300 3,345 AUTOMOBILES & COMPONENTS 1.5% ------------------------------------------------------------------------- @ Arvin Meritor, Inc. 7,300 117 Ford Motor Co. 191,600 1,594 o TRW Automotive Holdings Corp. 81,500 2,205 ----------- 3,916 BANKS 3.3% ------------------------------------------------------------------------- @ Bank of Hawaii Corp. 22,600 1,161 @ Comerica, Inc. 61,600 3,559 @ UnionBanCal Corp. 58,600 4,013 ----------- 8,733 BUSINESS MACHINES & SOFTWARE 3.1% ------------------------------------------------------------------------- o@ BMC Software, Inc. 17,300 339 @(5) Hewlett Packard Co. 281,000 7,879 ----------- 8,218 BUSINESS SERVICES 0.5% ------------------------------------------------------------------------- Global Payments, Inc. 9,000 386 Reynolds & Reynolds Co., Class A 34,900 926 ----------- 1,312 CAPITAL GOODS 3.3% ------------------------------------------------------------------------- Emerson Electric Co. 2,100 146 @ Lockheed Martin Corp. 93,600 5,668 Raytheon Co. 13,100 484 Textron, Inc. 10,900 785 @ The Boeing Co. 12,900 834 o Thomas & Betts Corp. 15,000 584 ----------- 8,501 COMMERCIAL SERVICES & SUPPLIES 1.0% ------------------------------------------------------------------------- Administaff, Inc. 60,900 2,577 CONSUMER DURABLES & APPAREL 6.1% ------------------------------------------------------------------------- American Greetings Corp., Class A 199,900 5,048 Black & Decker Corp. 5,300 435 K-Swiss, Inc., Class A 600 18 Newell Rubbermaid, Inc. 269,700 6,200 @ The Stanley Works 91,000 4,362 ----------- 16,063 DIVERSIFIED FINANCIALS 3.6% ------------------------------------------------------------------------- American Express Co. 5,600 279 o@ Americredit Co. 86,800 1,940
See financial notes. 75 SCHWAB HEDGED EQUITY FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) o Ameriprise Financial, Inc. 1,120 42 o Ameritrade Holding Corp. 66,500 1,398 Franklin Resources, Inc. 5,300 468 Jefferies Group, Inc. 98,000 3,186 Mellon Financial Corp. 70,200 2,225 ----------- 9,538 ELECTRONICS 2.4% ------------------------------------------------------------------------- o Broadcom Corp., Class A 45,800 1,945 @ Motorola, Inc. 137,100 3,038 National Semiconductor Corp. 35,900 812 o ON Semiconductor Corp, 75,200 349 @ Texas Instruments, Inc. 5,700 163 ----------- 6,307 ENERGY 4.6% ------------------------------------------------------------------------- @ Burlington Resources, Inc. 47,700 3,445 @ ChevronTexaco Corp. 51,100 2,916 Devon Energy Corp. 2,600 157 @ Exxon Mobil Corp. 96,500 5,418 Valero Energy Corp. 1,600 168 ----------- 12,104 ENERGY: RAW MATERIALS 1.8% ------------------------------------------------------------------------- @ Helmerich & Payne, Inc. 84,300 4,670 FOOD & AGRICULTURE 0.7% ------------------------------------------------------------------------- Pilgrim Pride Corp. 56,700 1,785 FOOD & STAPLES RETAILING 2.5% ------------------------------------------------------------------------- o Rite Aid Corp. 578,100 2,023 @ Supervalu, Inc. 141,200 4,438 ----------- 6,461 FOOD BEVERAGE & TOBACCO 3.7% ------------------------------------------------------------------------- @ Coca-Cola Co. 124,100 5,309 Kellogg Co. 16,300 720 @ PepsiAmericas, Inc. 113,900 2,656 Vector Group Ltd. 51,682 1,032 ----------- 9,717 HEALTH CARE EQUIPMENT & SERVICES 3.5% ------------------------------------------------------------------------- Aetna, Inc. 12,200 1,080 Bausch & Lomb, Inc. 6,200 460 Becton Dickinson & Co. 32,200 1,634 Dade Behring, Inc. 44,600 1,606 o Haemonetics Corp. 16,300 790 o Humana, Inc. 4,600 204 o Sierra Health Services, Inc. 8,900 667 United Healthcare Corp. 9,600 556 o Wellchoice, Inc. 2,400 182 o Wellpoint, Inc. 26,300 1,964 ----------- 9,143 HEALTHCARE / DRUGS & MEDICINE 7.1% ------------------------------------------------------------------------- Alpharma, Inc. 18,500 461 o Applera Corp. -- Celera Genomics Group 55,300 657 Baxter International, Inc. 78,900 3,016 Cardinal Health, Inc. 5,000 313 o Express Scripts, Inc. 19,100 1,440 o@ King Pharmaceuticals, Inc. 369,500 5,701 McKesson Corp. 153,800 6,987 ----------- 18,575 INSURANCE 0.1% ------------------------------------------------------------------------- Protective Life Corp. 8,100 355 INSURANCE 12.2% ------------------------------------------------------------------------- AFLAC, Inc. 30,100 1,438 o Allmerica Financial Corp. 7,900 301 American Financial Group, Inc. 30,400 1,039 @(3) AON Corp. 243,900 8,256 @ Cigna Corp. 41,000 4,751 o CNA Financial Corp. 8,500 262 Genworth Financial Inc., Class A 2,400 76 (4) Loews Corp. 87,000 8,089 Metlife, Inc. 8,700 430 Nationwide Financial Services, Inc. 40,200 1,624 Prudential Financial, Inc. 33,000 2,402 StanCorp. Financial Group, Inc. 3,200 295 @ W.R. Berkley Corp. 71,175 3,110 ----------- 32,073
76 See financial notes. SCHWAB HEDGED EQUITY FUND
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) MATERIALS 5.0% ------------------------------------------------------------------------- o(1) Crown Holdings, Inc. 533,200 8,648 o FMC Corp. 19,100 1,040 @ Martin Marietta Materials, Inc. 29,700 2,344 Monsanto Co. 15,100 951 ----------- 12,983 MEDIA 1.7% ------------------------------------------------------------------------- o Getty Images, Inc. 7,100 589 John Wiley & Sons, Inc. 101,200 3,967 ----------- 4,556 OIL: DOMESTIC 4.1% ------------------------------------------------------------------------- (2) Kerr-McGee Corp. 99,500 8,462 o Pride International, Inc. 84,900 2,383 ----------- 10,845 OPTICAL & PHOTO 0.4% ------------------------------------------------------------------------- Imation Corp. 22,500 963 PHARMACEUTICALS & BIOTECHNOLOGY 5.2% ------------------------------------------------------------------------- Amerisource Bergen Corp. 77,300 5,896 @ Applied Biosystems Group 94,600 2,296 @ Johnson & Johnson, Inc. 58,500 3,663 Merck & Co., Inc. 60,300 1,702 ----------- 13,557 PRODUCER GOODS & MANUFACTURING 1.1% ------------------------------------------------------------------------- @ Herman Miller, Inc. 79,400 2,176 o Micrel, Inc. 8,100 81 Precision Castparts Corp. 13,600 644 ----------- 2,901 REAL ESTATE 0.6% ------------------------------------------------------------------------- o CB Richard Ellis 30,900 1,510 RETAILING 3.4% ------------------------------------------------------------------------- American Eagle Outfitters, Inc. 13,000 306 @ J.C. Penny Co., Inc. 93,900 4,808 @ Nordstrom, Inc. 34,800 1,206 o@ Payless Shoesource, Inc. 142,400 2,616 ----------- 8,936 SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 2.2% ------------------------------------------------------------------------- o Agere Systems, Inc., Class B 16,570 173 @ Intel Corp. 196,600 4,620 o@ LSI Logic Corp. 128,500 1,042 ----------- 5,835 SOFTWARE & SERVICES 4.4% ------------------------------------------------------------------------- o Alliance Data Sysems Corp. 3,000 107 Autodesk, Inc. 16,262 734 o Bea Systems, Inc. 24,000 212 o CheckFree Corp. 19,800 842 o Citrix Systems, Inc. 21,716 599 o Computer Sciences Corp. 9,100 466 o@ Earthlink, Inc. 327,200 3,602 Electronic Data Systems Corp. 19,400 452 Fair, Isaac & Co., Inc. 18,400 768 o McAfee, Inc. 16,800 505 o Sybase, Inc. 31,500 701 o@ Synopsys, Inc. 119,900 2,272 o United Online, Inc. 21,944 294 ----------- 11,554 STEEL 1.0% ------------------------------------------------------------------------- o Nucor Corp. 44,800 2,681 TECHNOLOGY HARDWARE & EQUIPMENT 1.2% ------------------------------------------------------------------------- o Agilent Technologies, Inc. 33,100 1,060 o Apple Computer, Inc. 23,800 1,371 o NCR Corp. 19,400 586 Scientific Atlanta, Inc. 4,600 163 ----------- 3,180 TELECOMMUNICATION SERVICES 0.7% ------------------------------------------------------------------------- @ Commonwealth Telephone Enterprises, Inc. 46,472 1,668 o Qwest Communication International, Inc. 29,400 128 ----------- 1,796 TELEPHONE 0.1% ------------------------------------------------------------------------- o Crown Castle International Corp. 9,800 240
See financial notes. 77 SCHWAB HEDGED EQUITY FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) TRANSPORTATION 2.1% ------------------------------------------------------------------------- CNF, Inc. 15,600 878 @ CSX Corp. 85,000 3,894 Norfolk Southern Corp. 18,400 739 ----------- 5,511 TRAVEL & RECREATION 1.5% ------------------------------------------------------------------------- @ Hilton Hotels Corp. 202,000 3,929 UTILITIES 3.8% ------------------------------------------------------------------------- o Allegheny Power System, Inc. 54,600 1,543 Duke Energy Corp. 51,300 1,359 @ FirstEnergy Corp. 125,900 5,980 PPL Corp. 32,700 1,025 ----------- 9,907 SHORT-TERM INVESTMENTS 5.0% of net assets OTHER INVESTMENT COMPANIES 5.0% ------------------------------------------------------------------------- Provident Institutional Funds -- TempFund 13,205,916 13,206
END OF INVESTMENTS.
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) SHORT SALES 33.8% of net assets AUTOMOBILES & COMPONENTS 0.1% ------------------------------------------------------------------------- American Axle & Manufacturing Holdings, Inc. 5,200 113 BANKS 1.6% ------------------------------------------------------------------------- (4) Accredited Home Lenders Holding Co. 113,700 4,109 BUSINESS SERVICES 1.0% ------------------------------------------------------------------------- Take Two Interactive Software, Inc. 132,900 2,744 CAPITAL GOODS 1.2% ------------------------------------------------------------------------- Bucyrus International, Inc. 70,800 2,942 UAP Holding Corp. 14,500 277 ----------- 3,219 CONSTRUCTION 1.3% ------------------------------------------------------------------------- Hovnanian Enterprises, Inc. 73,500 3,307 CONSUMER DURABLES & APPAREL 0.1% ------------------------------------------------------------------------- Fossil, Inc. 15,800 247 CONSUMER SERVICES 1.9% ------------------------------------------------------------------------- Life Time Fitness, Inc. 52,600 1,954 WMS Industries, Inc. 3,300 83 Wynn Resorts Ltd. 60,700 2,833 ----------- 4,870 DRUGS 0.2% ------------------------------------------------------------------------- IMClone Systems, Inc. 17,000 590 ENERGY 5.8% ------------------------------------------------------------------------- ATP Oil & Gas Corp. 69,700 2,212 Delta Petroleum Corp. 221,900 3,914 Encore Acquisition Co. 46,050 1,580 James River Coal Co. 29,800 1,274 Quicksilver Resources, Inc. 72,700 2,816
78 See financial notes. SCHWAB HEDGED EQUITY FUND
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) Syntroleum Corp. 91,400 654 Whiting Petroleum Corp. 66,100 2,680 ----------- 15,130 FOOD & AGRICULTURE 0.2% ------------------------------------------------------------------------- Smithfield Foods, Inc. 16,000 473 FOOD & STAPLES RETAILING 1.5% ------------------------------------------------------------------------- Sanderson Farms, Inc. 33,300 1,149 United Natural Foods, Inc. 95,122 2,674 ----------- 3,823 FOOD BEVERAGE & TOBACCO 1.7% ------------------------------------------------------------------------- Molson Coors Brewing Co. 41,200 2,542 Universal Corp. 51,500 1,928 ----------- 4,470 HEALTHCARE / DRUGS & MEDICINE 0.1% ------------------------------------------------------------------------- Advanced Medical Optics 2,700 96 Centene Corp. 13,300 268 ----------- 364 MATERIALS 0.1% ------------------------------------------------------------------------- GrafTech International Ltd. 63,000 309 NON-DURABLES & ENTERTAINMENT 0.6% ------------------------------------------------------------------------- CBRL Group, Inc. 21,800 756 Red Robin Gourmet Burgers, Inc. 15,300 738 ----------- 1,494 NON-FERROUS METALS 1.5% ------------------------------------------------------------------------- (5) Titanium Metals Corp. 85,500 4,036 PHARMACEUTICALS & BIOTECHNOLOGY 6.2% ------------------------------------------------------------------------- Amylin Pharmaceuticals, Inc. 32,100 1,079 Encysive Pharmaceuticals, Inc. 142,800 1,499 Intermagnetics General Corp. 5,800 166 (3) Martek Biosciences Corp. 136,984 4,229 MGI Pharmaceuticals, Inc. 48,421 908 North American Biology, Inc. 44,100 567 (1) Par Pharmaceutical Cos., Inc. 194,000 5,021 Perrigo Co. 218,700 2,924 ----------- 16,393 RETAIL 1.8% ------------------------------------------------------------------------- Hot Topic, Inc. 6,300 94 Pep Boys-Manny Moe & Jack, Inc. 127,800 1,764 Pier 1 Imports, Inc. 209,500 2,162 Wal-Mart Stores, Inc. 16,400 776 ----------- 4,796 RETAILING 2.8% ------------------------------------------------------------------------- Cabela, Inc. 75,200 1,233 Dick's Sporting Goods, Inc. 26,600 796 Family Dollar Stores, Inc. 8,400 186 Finish Line, Inc. 8,400 131 GSI Commerce, Inc. 177,200 2,832 New York & Co., Inc. 49,200 664 Sears Holdings Corp. 11,900 1,431 ----------- 7,273 SOFTWARE & SERVICES 0.8% ------------------------------------------------------------------------- Henry Jack and Associates, Inc. 43,600 784 Midway Games, Inc. 74,600 1,394 ----------- 2,178 STEEL 0.2% ------------------------------------------------------------------------- Oregon Steel Mills, Inc. 21,700 551 TRUCKING & FREIGHT 1.8% ------------------------------------------------------------------------- Knight Transportation, Inc. 13,500 367 (2) Werner Enterprises, Inc. 240,700 4,313 ----------- 4,680 UTILITIES 1.3% ------------------------------------------------------------------------- MGE Energy, Inc. 14,700 522 New Jersey Resources Corp. 68,700 2,965 ----------- 3,487
END OF SHORT SALE POSITIONS. See financial notes. 79 SCHWAB HEDGED EQUITY FUND Statement of ASSETS AND LIABILITIES As of October 31, 2005. All numbers x 1,000 except NAV. ASSETS - -------------------------------------------------------------------------------- Investments, at value $277,483 a Deposits with broker for short sales 78,219 Receivables: Fund shares sold 3,401 Interest 159 Dividends 124 Investments sold 5,370 Investments sold short 8,644 Prepaid expenses + 38 ----------- TOTAL ASSETS 373,438 LIABILITIES - -------------------------------------------------------------------------------- Securities sold short, at value 88,656 b Payables: Fund shares redeemed 87 Dividends on short sales 49 Investments bought 20,913 Covered short sales 1,292 Investment adviser and administrator fees 37 Accrued expenses + 55 ----------- TOTAL LIABILITIES 111,089 NET ASSETS - -------------------------------------------------------------------------------- TOTAL ASSETS 373,438 TOTAL LIABILITIES - 111,089 ----------- NET ASSETS $262,349 NET ASSETS BY SOURCE Capital received from investors 235,553 Net investment not yet distributed 743 Net realized capital gains 7,694 c Net unrealized capital gains 18,359 c NET ASSET VALUE (NAV) BY SHARE CLASS SHARES SHARE CLASS NET ASSETS / OUTSTANDING = NAV Investor Shares $33,470 2,316 $14.45 Select Shares $228,879 15,828 $14.46
Unless stated, all numbers x 1,000. a The fund paid $262,745 for these securities. Not counting short-term obligations and government securities, the fund's security transactions during the period were: Purchases $298,092 Sales/maturities $118,676 b The proceeds for securities sold short is $92,277. c These derive from investments and short sales. FEDERAL TAX DATA ---------------------------------------------- PORTFOLIO COST $262,809 NET UNREALIZED GAINS AND LOSSES: Gains $20,358 Losses + (5,684) ----------- $14,674 NET UNDISTRIBUTED EARNINGS: Ordinary income $1,428 Long-term capital gains $7,073 80 See financial notes. SCHWAB HEDGED EQUITY FUND Statement of OPERATIONS For November 1, 2004 through October 31, 2005. All numbers x 1,000. INVESTMENT INCOME - -------------------------------------------------------------------------------- Dividends $2,736 a Interest + 1,068 ----------- TOTAL INVESTMENT INCOME 3,804 NET REALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net realized gains on investments 12,378 Net realized losses on short sales (4,557) Net realized gains on future contracts + 99 ----------- NET REALIZED GAINS 7,920 NET UNREALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net unrealized gains on investments 5,518 Net unrealized gains on short sales + 3,712 ----------- NET UNREALIZED GAINS 9,230 EXPENSES - -------------------------------------------------------------------------------- Investment adviser and administrator fees 2,285 b Transfer agent and shareholder service fees: Investor Shares 26 c Select Shares 165 c Trustees' fees 6 d Custodian and portfolio accounting fees 79 Professional fees 44 Registration fees 26 Shareholder reports 3 Interest expense 134 Other expenses + 7 ----------- Total expenses before short sales 2,775 Dividends on short sales 448 Expense reduction + (162)e ----------- NET EXPENSES 3,061 INCREASE IN NET ASSETS FROM OPERATIONS - -------------------------------------------------------------------------------- TOTAL INVESTMENT INCOME 3,804 NET EXPENSES - 3,061 ----------- NET INVESTMENT INCOME 743 NET REALIZED GAINS 7,920 f NET UNREALIZED GAINS + 9,230 f ----------- INCREASE IN NET ASSETS FROM OPERATIONS $17,893
Unless stated, all numbers x 1,000. a Net of $1 foreign withholding tax. b Calculated as a percentage of average daily net assets: 1.675% of the first $500 million, 1.65% of the next $500 million, and 1.63% over $1 billion. These fees are paid to Charles Schwab Investment Management, Inc. (CSIM). Prior to February 28, 2005, these fees were calculated as 1.75% of average daily net assets. 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 $88 from the investment adviser (CSIM) and $74 from the transfer agent and shareholder service agent (Schwab). CSIM and Schwab have guaranteed through February 27, 2006 to limit the annual net operating expenses. % OF AVERAGE SHARE CLASS DAILY NET ASSETS --------------------------------------------- Investor Shares 2.00% Select Shares 1.77% This limit excludes interest, taxes and certain non-routine expenses. f These add up to a net gain on investments of $17,150. See financial notes. 81 SCHWAB HEDGED EQUITY FUND Statement 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 or loss 743 ($455) Net realized gains 7,920 4,186 Net unrealized gains + 9,230 2,597 ----------------------------------- INCREASE IN NET ASSETS FROM OPERATIONS 17,893 6,328 DISTRIBUTIONS PAID - -------------------------------------------------------------------------------- DISTRIBUTIONS FROM NET REALIZED GAINS Investor Shares -- -- Select Shares + 3,789 -- ----------------------------------- $3,789 $-- a
TRANSACTIONS IN FUND SHARES b - -------------------------------------------------------------------------------- 11/1/04-10/31/05 11/1/03-10/31/04 SHARES VALUE SHARES VALUE SHARES SOLD Investor Shares 2,530 $35,429 -- $-- Select Shares + 11,743 163,791 2,509 31,194 -------------------------------------------- TOTAL SHARES SOLD 14,273 $199,220 2,509 $31,194 SHARES REINVESTED Investor Shares -- $-- -- $-- Select Shares + 255 3,389 -- -- -------------------------------------------- TOTAL SHARES REINVESTED 255 $3,389 -- $-- SHARES REDEEMED Investor Shares (214) ($3,027) -- $-- Select Shares + (1,421) (19,628) (1,073) (13,199) -------------------------------------------- TOTAL SHARES REDEEMED (1,635) ($22,655) (1,073) ($13,199) c NET TRANSACTIONS IN FUND SHARES 12,893 $179,954 1,436 $17,995
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 5,251 $68,291 3,815 $43,968 Total increase + 12,893 194,058 1,436 24,323 d -------------------------------------------- END OF PERIOD 18,144 262,349 5,251 $68,291 e
Unless stated, all numbers x 1,000. a The tax-basis components of distributions paid are: CURRENT PERIOD Ordinary income $-- Long-term capital gains $3,789 PRIOR PERIOD Ordinary income $-- Long-term capital gains $-- b The fund started offering Investor Shares on March 1, 2005 and the fund shares in existence prior to March 1, 2005 were designated as Select Shares. 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 $3 Select Shares + $40 ------ TOTAL $43 PRIOR PERIOD Select Shares $41 Dollar amounts are net of the redemption proceeds. d Figures for shares represent shares sold plus shares reinvested, minus shares redeemed. Figures for net assets represent the changes in net assets from operations plus the changes in value of transactions in fund shares, minus distributions paid. e Includes distributable net investment income in the amount of $743 and $-- at the end of the current period and prior period, respectively. 82 See financial notes. SCHWAB FINANCIAL SERVICES FUND(TM) FINANCIAL STATEMENTS FINANCIAL HIGHLIGHTS
11/1/04- 11/1/03- 11/1/02- 11/1/01- 11/1/00- 10/31/05 10/31/04 10/31/03 10/31/02 10/31/01 - ------------------------------------------------------------------------------------------------------------------------------------ PER-SHARE DATA ($) - ------------------------------------------------------------------------------------------------------------------------------------ Net asset value at beginning of period 13.12 11.77 9.44 9.75 11.86 --------------------------------------------------------------------- Income or loss from investment operations: Net investment income 0.12 0.08 0.11 0.12 0.09 Net realized and unrealized gains or losses 2.21 1.37 2.37 (0.28) (1.76) --------------------------------------------------------------------- Total income or loss from investment operations 2.33 1.45 2.48 (0.16) (1.67) Less distributions: Dividends from net investment income (0.09) (0.10) (0.15) (0.09) (0.06) Distributions from net realized gains (0.94) -- -- (0.06) (0.38) --------------------------------------------------------------------- Total distributions (1.03) (0.10) (0.15) (0.15) (0.44) --------------------------------------------------------------------- Net asset value at end of period 14.42 13.12 11.77 9.44 9.75 --------------------------------------------------------------------- Total return (%) 18.62 12.39 26.68 (1.78) (14.51) RATIOS/SUPPLEMENTAL DATA (%) - ------------------------------------------------------------------------------------------------------------------------------------ Ratios to average net assets: Net operating expenses 1.07 1.05 1.04 1 0.89 0.89 Gross operating expenses 1.15 1.25 1.49 1.32 1.23 Net investment income 1.01 0.62 1.05 1.20 0.75 Portfolio turnover rate 74 85 181 131 151 Net assets, end of period ($ x 1,000,000) 29 20 18 17 21
1 The ratio of net operating expenses would have been 1.03% if interest expense had not been included. See financial notes. 83 SCHWAB FINANCIAL SERVICES FUND PORTFOLIO HOLDINGS as of October 31, 2005 This section shows all the securities in the fund's portfolio by industry classification and their value, as of the report date. 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 at http://www.sec.gov 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. The schedule of portfolio holdings filed on the fund's most recent Form N-Q is available by visiting Schwab's website at www.schwab.com/schwabfunds. We use the symbol below to designate certain characteristics of the security. (1) Top ten holdings o Non-income producing security @ All or a portion of this security is held as collateral for short sales
COST VALUE HOLDINGS BY CATEGORY ($x1,000) ($x1,000) - -------------------------------------------------------------------------------- 98.3% COMMON STOCK 24,101 28,117 0.9% SHORT-TERM INVESTMENT 271 271 - -------------------------------------------------------------------------------- 99.2% TOTAL INVESTMENTS 24,372 28,388 0.4% COLLATERAL INVESTED FOR SECURITIES ON LOAN 118 118 0.4% OTHER ASSETS AND LIABILITIES, NET 101 - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 28,607
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) COMMON STOCK 98.3% of net assets BANKS 29.6% ------------------------------------------------------------------------- (9) Bank of Hawaii Corp. 25,800 1,326 City National Corp. 15,100 1,108 (1) Comerica, Inc. 29,000 1,676 Commerce Bancshares, Inc. 6,700 356 Countrywide Financial Corp. 14,498 460 First Indiana Corp. 1,000 35 (10) KeyCorp, Inc. 40,400 1,302 M&T Bank Corp. 3,800 409 PNC Financial Services Group, Inc. 6,700 407 (4) UnionBanCal Corp. 20,300 1,390 ----------- 8,469 DIVERSIFIED FINANCIALS 37.5% ------------------------------------------------------------------------- American Express Co. 24,700 1,229 o AmeriCredit Corp. 24,800 554 o Ameriprise Financial, Inc. 4,940 184 @o Ameritrade Holding Corp. 5,900 124 Capital One Financial Corp. 10,200 779 CIT Group, Inc. 3,000 137 o E*TRADE Financial Corp. 38,600 716 (8) Franklin Resources, Inc. 15,100 1,335 o Investment Technology Group, Inc. 33,500 1,089 Mellon Financial Corp. 32,900 1,043 Moody's Corp. 4,600 245 Morgan Stanley 7,500 408 (7) Northern Trust Corp. 25,100 1,345 (2) Principal Financial Group, Inc. 31,300 1,554 ----------- 10,742 INSURANCE 28.9% ------------------------------------------------------------------------- (6) AFLAC, Inc. 28,200 1,347 American Financial Group, Inc. 700 24 o American Physicians Capital, Inc. 5,500 233 AON Corp. 6,000 203 Chubb Corp. 12,700 1,181 o CNA Financial Corp. 9,400 289 Delphi Financial Group, Inc., Class A 3,900 183 Lincoln National Corp. 9,900 501 Loews Corp. 1,800 167 o(3) Metlife, Inc. 29,100 1,438 Nationwide Financial Services, Inc., Class A 9,900 400 (5) Prudential Financial, Inc. 18,700 1,361
84 See financial notes. SCHWAB FINANCIAL SERVICES FUND
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) Safeco Corp. 800 45 The St. Paul Travelers Cos., Inc. 7,400 333 W.R. Berkley Corp. 12,750 557 ----------- 8,262 REAL ESTATE 2.3% ------------------------------------------------------------------------- o CB Richard Ellis Group, Inc., Class A 6,800 332 o Trammell Crow Co. 12,200 312 ----------- 644
SECURITY FACE AMOUNT RATE, MATURITY DATE ($ x 1,000) SHORT-TERM INVESTMENT 0.9% of net assets Wachovia Bank, Grand Cayman Time Deposit 3.48%,11/01/05 271 271
END OF INVESTMENTS. COLLATERAL INVESTED FOR SECURITIES ON LOAN 0.4% of net assets SHORT-TERM INVESTMENT 0.4% ------------------------------------------------------------------------- Securities Lending Investments Fund 117,705 118
END OF COLLATERAL INVESTED FOR SECURITIES ON LOAN. See financial notes. 85 SCHWAB FINANCIAL SERVICES FUND Statement of ASSETS AND LIABILITIES As of October 31, 2005. All numbers x 1,000 except NAV. ASSETS - -------------------------------------------------------------------------------- Investments, at value (including $118 of securities on loan) $28,388 a Collateral invested for securities on loan 118 Receivables: Fund shares sold 141 Dividends 14 Investments sold 562 Prepaid expenses + 3 ----------- TOTAL ASSETS 29,226 LIABILITIES - -------------------------------------------------------------------------------- Collateral invested for securities on loan 118 Payables: Fund shares redeemed 18 Investments bought 457 Investment adviser and administrator fees 1 Transfer agent and shareholder service fees 1 Accrued expenses + 24 ----------- TOTAL LIABILITIES 619 NET ASSETS - -------------------------------------------------------------------------------- TOTAL ASSETS 29,226 TOTAL LIABILITIES - 619 ----------- NET ASSETS $28,607 NET ASSETS BY SOURCE Capital received from investors 22,844 Net investment income not yet distributed 172 Net realized capital gains 1,575 Net unrealized capital gains 4,016 NET ASSET VALUE (NAV) SHARES NET ASSETS / OUTSTANDING = NAV $28,607 1,984 $14.42
Unless stated, all numbers x 1,000. a The fund paid $24,372 for these securities. Not counting short-term obligations and government securities, the fund's security transactions during the period were: Purchases $21,398 Sales/maturities $16,363 FEDERAL TAX DATA ------------------------------------------------ PORTFOLIO COST $24,377 NET UNREALIZED GAINS AND LOSSES: Gains $4,204 Losses + (193) ---------- $4,011 NET UNDISTRIBUTED EARNINGS: Ordinary income $525 Long-term capital gains $1,227 86 See financial notes. SCHWAB FINANCIAL SERVICES FUND Statement of OPERATIONS For November 1, 2004 through October 31, 2005. All numbers x 1,000. INVESTMENT INCOME - -------------------------------------------------------------------------------- Dividends $455 Interest 3 Securities on loan + 1 --------- TOTAL INVESTMENT INCOME 459 NET REALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net realized gains on investments sold 1,583 NET UNREALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net unrealized gains on investments 1,980 EXPENSES - -------------------------------------------------------------------------------- Investment adviser and administrator fees 119 a Transfer agent and shareholder service fees 55 b Trustees' fees 4 c Custodian fees 26 Portfolio accounting fees 3 Professional fees 27 Registration fees 15 Shareholder reports 2 Other expenses + 3 --------- Total expenses 254 Expense reduction - 19 d --------- NET EXPENSES 235 INCREASE IN NET ASSETS FROM OPERATIONS - -------------------------------------------------------------------------------- TOTAL INVESTMENT INCOME 459 NET EXPENSES - 235 --------- NET INVESTMENT INCOME 224 NET REALIZED GAINS 1,583 e NET UNREALIZED GAINS + 1,980 e --------- INCREASE IN NET ASSETS FROM OPERATIONS $3,787
Unless stated, all numbers x 1,000. a Calculated as a percentage of average daily net assets: 0.54% of the first $500 million; 0.515% of the next $500 million; and 0.49% of assets beyond that. These fees are paid to Charles Schwab Investment Management, Inc. (CSIM). Prior to February 28, 2005, these fees were calculated as 0.54% of average daily net assets. b 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% of the fund's assets. These fees are paid to Charles Schwab & Co., Inc. (Schwab). c For the fund's independent trustees only. d This reduction was made by the investment adviser (CSIM). It reflects a guarantee by CSIM and the transfer agent and shareholder service agent (Schwab) to limit the net operating expenses of this fund through February 27, 2006, to 1.10% of average daily net assets. This limit excludes interest, taxes and certain non-routine expenses. e These add up to a net gain on investments of $3,563. See financial notes. 87 SCHWAB FINANCIAL SERVICES 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 $224 $123 Net realized gains 1,583 2,314 Net unrealized gains or losses + 1,980 (253) ----------------------------------- INCREASE IN NET ASSETS FROM OPERATIONS 3,787 2,184 DISTRIBUTIONS PAID - -------------------------------------------------------------------------------- Dividends from net investment income 139 158 Distributions from net realized gains + 1,403 -- ----------------------------------- TOTAL DIVIDENDS AND DISTRIBUTIONS PAID $1,542 $158 a,b
TRANSACTIONS IN FUND SHARES - -------------------------------------------------------------------------------- 11/1/04-10/31/05 11/1/03-10/31/04 SHARES VALUE SHARES VALUE Shares sold 885 $11,993 369 $4,651 Shares reinvested 103 1,356 12 142 Shares redeemed + (495) (6,547) (457) (5,709) c ---------------------------------------- NET TRANSACTIONS IN FUND SHARES 493 $6,802 (76) ($916)
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 1,491 $19,560 1,567 $18,450 Total increase or decrease + 493 9,047 (76) 1,110 d ----------------------------------------- END OF PERIOD 1,984 $28,607 1,491 $19,560 e
Unless stated, all numbers x 1,000. a UNAUDITED For corporations, 91% of the fund's dividends for the report period qualify for the dividends-received deduction. The fund designates $139 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 $139 $158 Long-term capital gains $1,403 $-- 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 $7 PRIOR PERIOD $5 Dollar amounts are net of the redemption fee proceeds. d Figures for shares represent shares sold plus shares reinvested, minus shares redeemed. Figures for net assets represent the changes in net assets from operations plus the changes in value from transactions in fund shares, minus distributions paid. e Includes distributable net investment income in the amount of $172 and $87 at the end of the current period and prior period, respectively. 88 See financial notes. SCHWAB HEALTH CARE FUND(TM) FINANCIAL STATEMENTS FINANCIAL HIGHLIGHTS
11/1/04- 11/1/03- 11/1/02- 11/1/01- 11/1/00- 10/31/05 10/31/04 10/31/03 10/31/02 10/31/01 - ------------------------------------------------------------------------------------------------------------------------------------ PER-SHARE DATA ($) - ------------------------------------------------------------------------------------------------------------------------------------ Net asset value at beginning of period 10.78 8.43 7.12 9.00 10.27 --------------------------------------------------------------------- Income or loss from investment operations: Net investment income or loss (0.02) (0.06) 0.01 0.03 0.00 1 Net realized and unrealized gains or losses 3.27 2.41 1.33 (1.90) (1.10) --------------------------------------------------------------------- Total income or loss from investment operations 3.25 2.35 1.34 (1.87) (1.10) Less distributions: Dividends from net investment income -- -- (0.03) (0.01) (0.00) 1 Distributions from net realized gains -- -- -- -- (0.17) --------------------------------------------------------------------- Total distributions -- -- (0.03) (0.01) (0.17) --------------------------------------------------------------------- Net asset value at end of period 14.03 10.78 8.43 7.12 9.00 --------------------------------------------------------------------- Total return (%) 30.15 27.88 18.96 (20.84) (10.94) RATIOS/SUPPLEMENTAL DATA (%) - ------------------------------------------------------------------------------------------------------------------------------------ Ratios to average net assets: Net operating expenses 0.89 1.04 1.04 0.89 0.89 Gross operating expenses 0.89 1.07 1.34 1.18 1.17 Net investment income or loss (0.28) (0.73) 0.13 0.25 0.06 Portfolio turnover rate 42 105 200 99 92 Net assets, end of period ($ x 1,000,000) 397 54 25 21 32
1 Per share amount was less than $0.01. See financial notes. 89 SCHWAB HEALTH CARE FUND PORTFOLIO HOLDINGS as of October 31, 2005 This section shows all the securities in the fund's portfolio by industry classification and their value, as of the report date. The fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. The fund's Form N-Q is available on the SEC's website at http://www.sec.gov and may be reviewed and copied at the SEC's Public Reference Room in Washington, D.C. Call 1-800-SEC-0330 for information on the operation of the Public Reference Room. The schedule of portfolio holdings filed on the fund's most recent Form N-Q is available by visiting Schwab's website at www.schwab.com/schwabfunds. We use the symbols below to designate certain characteristics of the securities. With the top ten holdings, the number in the circle is the security's rank among the top ten. (1) Top ten holding o Non-income producing security @ All or a portion of this security is on loan
COST VALUE HOLDINGS BY CATEGORY ($x1,000) ($x1,000) - -------------------------------------------------------------------------------- 99.3% COMMON STOCK 353,749 393,925 0.6% SHORT-TERM INVESTMENT 2,493 2,493 0.0% RIGHTS -- -- - -------------------------------------------------------------------------------- 99.9% TOTAL INVESTMENTS 356,242 396,418 2.4% COLLATERAL INVESTED FOR SECURITIES ON LOAN 9,451 9,451 (2.3)% OTHER ASSETS AND LIABILITIES, NET (9,013) - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 396,856
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) COMMON STOCK 99.3% of net assets HEALTH CARE EQUIPMENT & SERVICES 67.8% ------------------------------------------------------------------------- Aetna, Inc. 136,800 12,115 (2) AmerisourceBergen Corp. 210,000 16,017 Bausch & Lomb, Inc. 168,000 12,464 (5) Baxter International, Inc. 401,100 15,334 (9) Becton Dickinson & Co. 269,600 13,682 (7) Cardinal Health, Inc. 234,000 14,627 o Caremark Rx, Inc. 218,500 11,449 @o Cerner Corp. 97,000 8,192 (4) CIGNA Corp. 134,500 15,585 o Coventry Health Care, Inc. 201,600 10,884 Dade Behring Holdings, Inc. 150,000 5,402 o DaVita, Inc. 27,025 1,329 o(1) Express Scripts, Inc. 218,700 16,492 o Haemonetics Corp. 112,300 5,441 o Humana, Inc. 201,600 8,949 o Lincare Holdings, Inc. 203,300 8,305 (3) McKesson Corp. 349,200 15,864 o Medco Health Solutions, Inc. 72,000 4,068 o Pacificare Health Systems, Inc. 116,700 9,611 PerkinElmer, Inc. 200,000 4,414 o Sierra Health Services, Inc. 136,900 10,268 @o SurModics, Inc. 43,000 1,699 o Tenet Healthcare Corp. 317,000 2,669 o Thermo Electron Corp. 93,600 2,826 o Trizetto Group, Inc. 100,500 1,424 o United Surgical Partners International, Inc. 70,100 2,513 (6) UnitedHealth Group, Inc. 255,400 14,785 o WellChoice, Inc. 131,000 9,910 o WellPoint, Inc. 171,300 12,793 ----------- 269,111 PHARMACEUTICALS & BIOTECHNOLOGY 31.5% ------------------------------------------------------------------------- o Albany Molecular Research, Inc. 140,000 1,876 Alpharma, Inc., Class A 385,700 9,600 o Amgen, Inc. 56,000 4,243 Applied Biosystems Group -- Applera Corp. 403,800 9,800 o Celera Genomics Group -- Applera Corp. 80,000 950 CNS, Inc. 117,717 3,069 o Endo Pharmaceutical Holdings, Inc. 103,200 2,778 o Gene Logic, Inc. 130,800 495 o Invitrogen Corp. 90,200 5,736 (10) Johnson & Johnson 217,600 13,626 o Kendle International, Inc. 100,000 2,408 o King Pharmaceuticals, Inc. 638,000 9,844
90 See financial notes. SCHWAB HEALTH CARE FUND
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) o Kos Pharmaceuticals, Inc. 123,500 7,410 Merck & Co., Inc. 314,000 8,861 (8) Pfizer, Inc. 631,700 13,733 Schering-Plough Corp. 621,500 12,641 o Techne Corp. 77,500 4,202 Wyeth 303,900 13,542 ----------- 124,814 RIGHTS 0.0% of net assets PHARMACEUTICALS & BIOTECHNOLOGY 0.0% ------------------------------------------------------------------------- o OSI Pharmaceuticals, Inc. expires 06/12/08 458 --
SECURITY FACE AMOUNT RATE, MATURITY DATE ($ x 1,000) SHORT-TERM INVESTMENT 0.6% of net assets Wachovia Bank, Grand Cayman Time Deposit 3.48%, 11/01/05 2,493 2,493
END OF INVESTMENTS.
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) COLLATERAL INVESTED FOR SECURITIES ON LOAN 2.4% of net assets SHORT-TERM INVESTMENT 2.4% ------------------------------------------------------------------------- Securities Lending Investments Fund 9,450,902 9,451
END OF COLLATERAL INVESTED FOR SECURITIES ON LOAN. See financial notes. 91 SCHWAB HEALTH CARE FUND Statement of ASSETS AND LIABILITIES As of October 31, 2005. All numbers x 1,000 except NAV. ASSETS - -------------------------------------------------------------------------------- Investments, at value (including $9,304 of securities on loan) $396,418 a Collateral invested for securities on loan 9,451 Receivables: Fund shares sold 3,278 Dividends 77 Investments sold 7,099 Income from securities on loan 18 Prepaid expenses + 20 ------------ TOTAL ASSETS 416,361 LIABILITIES - -------------------------------------------------------------------------------- Collateral invested for securities on loan 9,451 Payables: Fund shares redeemed 181 Investments bought 9,774 Investment adviser and administrator fees 17 Transfer agent and shareholder service fees 8 Accrued expenses + 74 ------------ TOTAL LIABILITIES 19,505 NET ASSETS - -------------------------------------------------------------------------------- TOTAL ASSETS 416,361 TOTAL LIABILITIES - 19,505 ------------ NET ASSETS $396,856 NET ASSETS BY SOURCE Capital received from investors 361,074 Net realized capital losses (4,394) Net unrealized capital gains 40,176 NET ASSET VALUE (NAV) SHARES NET ASSETS / OUTSTANDING = NAV $396,856 28,286 $14.03
Unless stated, all numbers x 1,000. a The fund paid $356,242 for these securities. Not counting short-term obligations and government securities, the fund's security transactions during the period were: Purchases $386,046 Sales/maturities $80,009 FEDERAL TAX DATA ------------------------------------------------ PORTFOLIO COST $356,382 NET UNREALIZED GAINS AND LOSSES: Gains $51,705 Losses + (11,669) ------------ $40,036 CAPITAL LOSSES UTILIZED $273 UNUSED CAPITAL LOSSES: Expires 10/31 of: Loss amount 2010 $617 2011 + 3,637 ----------- $4,254 RECLASSIFICATIONS: Net investment income not yet distributed $536 Reclassified: Capital received from investors $(536) 92 See financial notes. SCHWAB HEALTH CARE FUND Statement of OPERATIONS For November 1, 2004 through October 31, 2005. All numbers x 1,000. INVESTMENT INCOME - -------------------------------------------------------------------------------- Dividends $937 Interest 111 Securities on loan + 96 ----------- TOTAL INVESTMENT INCOME 1,144 NET REALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net realized gains on investments sold 134 Net realized gains on futures contracts + 183 ----------- NET REALIZED GAINS 317 NET UNREALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net unrealized gains on investments 33,870 EXPENSES - -------------------------------------------------------------------------------- Investment adviser and administrator fees 1,019 a Transfer agent and shareholder service fees 472 b Trustees' fees 5 c Custodian fees 32 Portfolio accounting fees 24 Professional fees 27 Registration fees 61 Shareholder reports 37 Other expenses + 3 ----------- TOTAL EXPENSES 1,680 d INCREASE IN NET ASSETS FROM OPERATIONS - -------------------------------------------------------------------------------- TOTAL INVESTMENT INCOME 1,144 NET EXPENSES - 1,680 ----------- NET INVESTMENT LOSS (536) NET REALIZED GAINS 317 e NET UNREALIZED GAINS + 33,870 e ----------- INCREASE IN NET ASSETS FROM OPERATIONS $33,651
Unless stated, all numbers x 1,000. a Calculated as a percentage of average daily net assets: 0.54% of the first $500 million; 0.515% of the next $500 million; and 0.49% of assets beyond that. These fees are paid to Charles Schwab Investment Management, Inc. (CSIM). Prior to February 28, 2005, these fees were calculated as 0.54% of average daily net assets. b 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% of the fund's assets. These fees are paid to Charles Schwab & Co., Inc. (Schwab). c For the fund's independent trustees only. d CSIM and Schwab have guaranteed that the annual net operating expense (excluding interest, taxes and certain non-routine expenses) will not exceed 1.10% of the fund's average daily net assets through February 27, 2006. e These add up to a net gain on investments of $34,187. See financial notes. 93 SCHWAB HEALTH CARE 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 loss ($536) ($303) Net realized gains 317 4,394 Net unrealized gains + 33,870 3,441 ------------------------------------- INCREASE IN NET ASSETS FROM OPERATIONS $33,651 $7,532
TRANSACTIONS IN FUND SHARES - -------------------------------------------------------------------------------- 11/1/04-10/31/05 11/1/03-10/31/04 SHARES VALUE SHARES VALUE Shares sold 25,580 $339,672 3,244 $33,738 Shares redeemed + (2,299) (30,399) (1,206) (12,342)a -------------------------------------------- NET TRANSACTIONS IN FUND SHARES 23,281 $309,273 2,038 $21,396
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 5,005 $53,932 2,967 $25,004 Total increase + 23,281 342,924 2,038 28,928 b -------------------------------------------- End of period 28,286 $396,856 5,005 $53,932 c
Unless stated, all numbers x 1,000. a 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 $121 PRIOR PERIOD $41 Dollar amounts are net of the redemption proceeds. b Figures for shares represent shares sold plus shares reinvested, minus shares redeemed. Figures for net assets represent the changes in net assets from operations plus the changes in value of transactions in fund shares, minus distributions paid. c Includes net investment loss in the amount of $-- and $-- at the end of the current period and prior period, respectively. 94 See financial notes. SCHWAB TECHNOLOGY FUND(TM) FINANCIAL STATEMENTS FINANCIAL HIGHLIGHTS
11/1/04- 11/1/03- 11/1/02- 11/1/01- 11/1/00- 10/31/05 10/31/04 10/31/03 10/31/02 10/31/01 - ------------------------------------------------------------------------------------------------------------------------------------ PER-SHARE DATA ($) - ------------------------------------------------------------------------------------------------------------------------------------ Net asset value at beginning of period 4.42 4.32 2.90 3.86 8.52 --------------------------------------------------------------------- Income or loss from investment operations: Net investment loss (0.01) (0.04) (0.02) (0.02) (0.03) Net realized and unrealized gains or losses 0.47 0.14 1.44 (0.94) (4.63) --------------------------------------------------------------------- Total income or loss from investment operations 0.46 0.10 1.42 (0.96) (4.66) --------------------------------------------------------------------- Net asset value at end of period 4.88 4.42 4.32 2.90 3.86 --------------------------------------------------------------------- Total return (%) 10.41 2.31 48.97 (24.87) (54.69) RATIOS/SUPPLEMENTAL DATA (%) - ------------------------------------------------------------------------------------------------------------------------------------ Ratios to average net assets: Net operating expenses 0.97 1.02 1 1.04 0.89 0.89 Gross operating expenses 0.97 1.02 1.25 1.15 1.16 Net investment loss (0.23) (0.78) (0.65) (0.57) (0.65) Portfolio turnover rate 89 109 165 117 120 Net assets, end of period ($ x 1,000,000) 53 49 43 26 39
1 The ratio of net operating expenses would have been 1.01% if interest expense had not been included. See financial notes. 95 SCHWAB TECHNOLOGY FUND PORTFOLIO HOLDINGS as of October 31, 2005 This section shows all the securities in the fund's portfolio by industry classification and their value, as of the report date. 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 at http://www.sec.gov 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. The schedule of portfolio holdings filed on the fund's most recent Form N-Q 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. (1) Top ten holding o Non-income producing security @ All or a portion of this security is on loan
COST VALUE HOLDINGS BY CATEGORY ($x1,000) ($x1,000) - -------------------------------------------------------------------------------- 99.4% COMMON STOCK 46,096 52,939 0.7% SHORT-TERM INVESTMENT 375 375 - -------------------------------------------------------------------------------- 100.1% TOTAL INVESTMENTS 46,471 53,314 2.8% COLLATERAL INVESTED FOR SECURITIES ON LOAN 1,490 1,490 (2.9)% OTHER ASSETS AND LIABILITIES, NET (1,540) - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 53,264
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) COMMON STOCK 99.4% of net assets SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 20.9% ------------------------------------------------------------------------- o Agere Systems, Inc. 32,630 339 (8) Applied Materials, Inc. 101,300 1,659 o Broadcom Corp., Class A 7,800 331 (4) Intel Corp. 146,960 3,454 o LSI Logic Corp. 81,200 659 o Micrel, Inc. 15,600 156 National Semiconductor Corp. 41,000 928 o ON Semiconductor Corp. 90,100 418 (5) Texas Instruments, Inc. 111,600 3,186 ----------- 11,130 SOFTWARE & SERVICES 38.5% ------------------------------------------------------------------------- o Alliance Data Systems Corp. 8,400 299 (7) Autodesk, Inc. 41,600 1,877 o BEA Systems, Inc. 4,600 41 o BMC Software, Inc. 43,000 842 o Cadence Design Systems, Inc. 70,300 1,123 o Checkfree Corp. 33,100 1,407 o Citrix Systems, Inc. 39,800 1,097 o Computer Sciences Corp. 15,600 800 o DST Systems, Inc. 18,100 1,016 o Earthlink, Inc. 113,100 1,245 Electronic Data Systems Corp. 45,900 1,070 Global Payments, Inc. 6,200 266 o McAfee, Inc. 26,100 784 o(6) Oracle Corp. 217,000 2,752 o Parametric Technology Corp. 95,900 624 o(9) Progress Software Corp. 52,800 1,644 The Reynolds & Reynolds Co., Class A 32,800 871 o Sybase, Inc. 48,900 1,088 o Synopsys, Inc. 33,000 625 United Online, Inc. 79,000 1,059 ----------- 20,530 TECHNOLOGY HARDWARE & EQUIPMENT 40.0% ------------------------------------------------------------------------- o Agilent Technologies, Inc. 28,400 909 @o(10) Apple Computer, Inc.28,200 1,624 o Arrow Electronics, Inc. 44,400 1,310 AVX Corp. 33,000 409 o Electronics for Imaging 800 20 Harris Corp. 11,900 489 (2) Hewlett-Packard Co. 136,100 3,816 Imation Corp. 23,600 1,010 (1) International Business Machines Corp. 53,000 4,340 (3) Motorola, Inc. 171,900 3,809
96 See financial notes. SCHWAB TECHNOLOGY FUND
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) o NCR Corp. 46,200 1,396 Qualcomm, Inc. 14,900 592 Scientific-Atlanta, Inc. 32,800 1,163 o Solectron Corp. 23,000 81 o Tellabs, Inc. 32,500 311 ----------- 21,279
SECURITY FACE AMOUNT RATE, MATURITY DATE ($ x 1,000) SHORT-TERM INVESTMENT 0.7% of net assets Wachovia Bank, Grand Cayman Time Deposit 3.48%, 11/01/05 375 375
END OF INVESTMENTS. COLLATERAL INVESTED FOR SECURITIES ON LOAN 2.8% of net assets SHORT-TERM INVESTMENT 2.8% ------------------------------------------------------------------------- Securities Lending Investments Fund 1,489,524 1,490
END OF COLLATERAL INVESTED FOR SECURITIES ON LOAN. See financial notes. 97 SCHWAB TECHNOLOGY FUND Statement of ASSETS AND LIABILITIES As of October 31, 2005. All numbers x 1,000 except NAV. ASSETS - -------------------------------------------------------------------------------- Investments, at value (including $1,543 of securities on loan) $53,314 a Collateral invested for securities on loan 1,490 Receivables: Fund shares sold 206 Dividends 3 Investments sold 736 Prepaid expenses + 4 --------- TOTAL ASSETS 55,753 LIABILITIES - -------------------------------------------------------------------------------- Collateral invested for securities on loan 1,490 Payables: Fund shares redeemed 19 Investments bought 949 Investment adviser and administrator fees 2 Transfer agent and shareholder service fees 1 Accrued expenses + 28 --------- TOTAL LIABILITIES 2,489 NET ASSETS - -------------------------------------------------------------------------------- TOTAL ASSETS 55,753 TOTAL LIABILITIES - 2,489 --------- NET ASSETS $53,264 NET ASSETS BY SOURCE Capital received from investors 85,298 Net realized capital losses (38,877) Net unrealized capital gains 6,843 SHARES NET ASSETS / OUTSTANDING = NAV $53,264 10,923 $4.88
Unless stated, all numbers x 1,000. a The fund paid $46,471 for these securities. Not counting short-term obligations and government securities, the fund's security transactions during the period were: Purchases $43,484 Sales/maturities $44,568 FEDERAL TAX DATA ------------------------------------------------ PORTFOLIO COST $46,477 NET UNREALIZED GAINS AND LOSSES: Gains $8,257 Losses + (1,420) ------------ $6,837 CAPITAL LOSSES UTILIZED $2,249 UNUSED CAPITAL LOSSES: Expires 10/31 of: Loss amount 2009 $14,027 2010 18,148 2011 + 6,696 ------------ $38,871 RECLASSIFICATIONS: Net investment income not yet distributed $111 Reclassified as: Capital received from investors $(111) 98 See financial notes. SCHWAB TECHNOLOGY FUND Statement of OPERATIONS For November 1, 2004 through October 31, 2005. All numbers x 1,000. INVESTMENT INCOME - -------------------------------------------------------------------------------- Dividends $357 Interest + 6 -------- TOTAL INVESTMENT INCOME 363 NET REALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net realized gains on investments sold 2,352 Net realized gains on futures contracts + 2 -------- NET REALIZED GAINS 2,354 NET UNREALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net unrealized gains on investments 2,534 EXPENSES - -------------------------------------------------------------------------------- Investment adviser and administrator fees 263 a Transfer agent and shareholder service fees 122 b Trustees' fees 5 c Custodian fees 27 Portfolio accounting fees 6 Professional fees 27 Registration fees 15 Shareholder reports 4 Interest expense 2 Other expenses + 3 -------- TOTAL EXPENSES 474 d INCREASE IN NET ASSETS FROM OPERATIONS - -------------------------------------------------------------------------------- TOTAL INVESTMENT INCOME 363 NET EXPENSES - 474 -------- NET INVESTMENT LOSS (111) NET REALIZED GAINS 2,354 e NET UNREALIZED GAINS + 2,534 e -------- INCREASE IN NET ASSETS FROM OPERATIONS $4,777
Unless stated, all numbers x 1,000. a Calculated as a percentage of average daily net assets: 0.54% of the first $500 million; 0.515% of the next $500 million; and 0.49% of assets beyond that. These fees are paid to Charles Schwab Investment Management, Inc. (CSIM). Prior to February 28, 2005, these fees were calculated as 0.54% of average daily net assets. b 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% of the fund's assets. These fees are paid to Charles Schwab & Co., Inc. (Schwab). c For the fund's independent trustees only. d CSIM and Schwab have guaranteed that the annual net operating expenses (excluding interest, taxes and certain non-routine expenses) will not exceed 1.10% of the fund's average daily net assets through February 27, 2006. e These add up to a net gain on investments of $4,888. See financial notes. 99 SCHWAB TECHNOLOGY 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 loss $(111) $(405) Net realized gains 2,354 2,569 Net unrealized gains or losses + 2,534 (2,375) ------------------------------------- INCREASE OR DECREASE IN NET ASSETS FROM OPERATIONS $4,777 $(211)
TRANSACTIONS IN FUND SHARES - -------------------------------------------------------------------------------- 11/1/04-10/31/05 11/1/03-10/31/04 SHARES VALUE SHARES VALUE Shares sold 3,726 $17,658 4,936 $23,679 Shares redeemed + (3,904) (18,286) (3,798) (17,389) a ------------------------------------------------- NET TRANSACTIONS IN FUND SHARES (178) $(628) 1,138 $6,290
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 11,101 $49,115 9,963 $43,036 Total increase or decrease + (178) 4,149 1,138 6,079 b ------------------------------------------------- END OF PERIOD 10,923 $53,264 11,101 $49,115 c
Unless stated, all numbers x 1,000. a 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 $10 PRIOR PERIOD $44 Dollar amounts are net of the redemption proceeds. b Figures for shares represent shares sold plus shares reinvested, minus shares redeemed. Figures for net assets represent the changes in net assets from operations plus the changes in value of transactions in fund shares, minus distributions paid. c Includes net investment loss in the amount of $-- and $-- at the end of the current period and prior period, respectively. 100 See financial notes. SCHWAB ACTIVE EQUITY FUNDS FINANCIAL NOTES BUSINESS STRUCTURE OF THE FUNDS EACH OF THE FUNDS DISCUSSED IN THIS REPORT IS A SERIES OF SCHWAB CAPITAL TRUST, A NO-LOAD, OPEN-END MANAGEMENT INVESTMENT COMPANY. The company 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 and their trust. SCHWAB PREMIER EQUITY FUND, SCHWAB DIVIDEND EQUITY FUND, SCHWAB LARGE-CAP GROWTH FUND, SCHWAB SMALL-CAP EQUITY FUND AND SCHWAB HEDGED EQUITY FUND OFFER TWO SHARE CLASSES: Investor Shares and Select Shares. Shares of each class represent interest in the same portfolio, but each class has different expenses and investment minimums. Schwab Core Equity Fund, Schwab Financial Services Fund, Schwab Health Care Fund and Schwab Technology Fund each offer one share class. 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 trust may issue as many shares as necessary. The Schwab Premier Equity Fund and the Schwab Large-Cap Growth Fund commenced operations on March 21, 2005 and October 3, 2005, respectively. The Schwab Hedged Equity Fund started offering Investor Shares on March 1, 2005 and the fund shares in existence prior to March 1, 2005 were designated as Select Shares. 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 THE TRUST AND ITS FUNDS This list shows all of the funds included in Schwab Capital Trust. The funds discussed in this report are highlighted. 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 101 SCHWAB ACTIVE EQUITY FUNDS 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 FUNDS 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 counter-parties 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 SCHWAB HEDGED EQUITY FUND MAY SELL SECURITIES SHORT (SELL SECURITIES IT DOES NOT OWN). When it does so, the fund also places assets worth at least 100% of the value of the short securities into a segregated account, as collateral. If the market value of the short securities subsequently falls, the fund can realize a gain by closing the position. However, if the value rises, the fund typically would have to add to its collateral or close out its short position at a loss. The potential for losses associated with short positions is much greater than the original value of the securities sold short and may exceed amounts recorded in the Statements of Assets and Liabilities. 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 trust, 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, the funds may let other Schwab Funds(R) buy and sell fund shares, particularly Schwab Target Funds, which seek to provide investors with allocated portfolios of other Schwab Funds and Laudus Funds. The funds may make direct transactions with certain other Schwab Funds(R) 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 102 SCHWAB ACTIVE EQUITY FUNDS 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(R). 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 trust was in compliance with these limitations throughout the report period. The trust did not pay any of these persons for their service as trustees, but it did pay 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 $100 million with PNC Bank, N.A. and Bank of America, N.A., respectively. The funds pay interest on the amounts they borrow at rates that are negotiated periodically.
AMOUNT WEIGHTED OUTSTANDING AVERAGE AVERAGE AT 10/31/05 BORROWING* INTEREST FUND ($ x 1,000) ($ x 1,000) RATE* (%) - -------------------------------------------------------------------------------- SCHWAB PREMIER EQUITY FUND -- 310 4.23 - -------------------------------------------------------------------------------- SCHWAB DIVIDEND EQUITY FUND -- 14 3.72 - -------------------------------------------------------------------------------- SCHWAB SMALL-CAP EQUITY FUND -- 262 3.05 - -------------------------------------------------------------------------------- SCHWAB FINANCIAL SERVICES FUND -- 55 3.12 - -------------------------------------------------------------------------------- SCHWAB TECHNOLOGY FUND -- 160 2.96 - --------------------------------------------------------------------------------
* 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 for net operating losses and losses on wash sales. 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. 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. 103 SCHWAB ACTIVE EQUITY FUNDS - - 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. - - 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. SCHWAB HEDGED EQUITY FUND SELLS SECURITIES SHORT, it records the proceeds received as an asset and the obligation to buy back the securities as a liability. At the time a short sale is initiated, the asset and the liability are of equal value and effectively cancel each other out. Subsequently, the fund values the liability side of the transaction according to the market price of the securities sold short, and values the asset side according to the value of the proceeds. When the fund closes out a short position (buys the security), it records the outcome as a realized gain or loss. Interest accrued on securities sold short is recorded as an expense on the fund's records. 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. 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. 104 SCHWAB ACTIVE EQUITY FUNDS 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. 105 REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM TO THE BOARD OF TRUSTEES AND SHAREHOLDERS OF: 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 In our opinion, the accompanying statements of assets and liabilities, including the 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 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, and Schwab Technology Fund, (nine 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, and the changes in each of their net assets and the financial highlights for each of the periods presented, 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 106 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 Capital Trust (the "Trust") and CSIM (the "Agreement") with respect to existing funds in the Trust operating as of December 31 of the previous year, including the Schwab Core Equity Fund, the Schwab Dividend Equity Fund, the Schwab Small-Cap Equity Fund, the Schwab Hedged Equity Fund, the Schwab Financial Services Fund, the Schwab Health Care Fund, and the Schwab Technology 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 Agreement with respect to the funds for an additional one year period. The Board's approval of the Agreement 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 Agreement, 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 Agreement with respect to the funds reflect those economies of scale for the benefit of fund investors. 107 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 Agreement with respect to the funds. FUND PERFORMANCE. The Board considered fund performance in determining whether to renew the Agreement with respect to the funds. 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 Agreement with respect to the funds. FUND EXPENSES. With respect to the funds' expenses, the trustees considered the rate of compensation called for by the Agreement, 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, 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 Agreement. 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 Agreement with respect to the funds and other service agreements were rea- 108 sonable and justified in light of 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 Agreement with respect to the funds. 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 deliberations, 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 Agreement with respect to the funds and concluded that the compensation under the Agreement with respect to the funds 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. In addition, at the May 24, 2005 meeting of the Board, the trustees, including a majority of the Independent Trustees, approved the creation of the new Schwab Large-Cap Growth Fund (the "Large-Cap Growth Fund") and approved the amendment of the Agreement to appoint CSIM as investment adviser to the Large-Cap Growth Fund. This approval 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 to be provided to the Large-Cap Growth Fund under the Agreement, including the resources of CSIM and its affiliates to be dedicated to the Large-Cap Growth Fund; 2. CSIM's investment performance with respect to other funds using related investment techniques and how it compared to that of other comparable mutual funds; 3. the Large-Cap Growth Fund's anticipated expenses and how those expenses compared to those of other comparable mutual funds; 4. the profitability of CSIM and its affiliates, including Schwab, with respect to other funds using similar investment strategies, including both direct and indirect benefits accruing to CSIM and its affiliates; and 5. the extent to which economies of scale might be realized as the Large-Cap Growth Fund grows and whether fee levels relating to the Large-Cap Growth Fund in the Agreement reflect those economies of scale for the benefit of the Large-Cap Growth Fund's investors. 109 NATURE, EXTENT AND QUALITY OF SERVICES. The Board considered the nature, extent and quality of the services provided by CSIM to the Schwab Funds and the resources of CSIM and its affiliates dedicated to such 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 firm and its overall financial condition. The Board considered how these factors could apply to the Large-Cap Growth Fund under the terms of the Agreement. Following such evaluation, the Board concluded that, within the context of its full deliberations, the nature, extent and quality of services to be provided by CSIM to the Large-Cap Growth Fund and the resources of CSIM and its affiliates to be dedicated to the Large-Cap Growth Fund supported approval of the Agreement with respect to the Large-Cap Growth Fund. FUND PERFORMANCE. The Board considered performance of Schwab Funds using related investment techniques in determining whether to renew the agreements with respect to such funds. Specifically, the trustees considered each existing fund's performance relative to its peer group and appropriate indices/ benchmarks, in light of total return, yield and market trends. As part of that review, the trustees considered the composition of the peer group, selection criteria and the reputation of the third party who prepared the analysis. In evaluating the performance of each existing SchwabFund, the trustees considered both risk and shareholder risk expectations for such fund. The Board also considered how these factors could apply to the Large-Cap Growth Fund under the terms of the Agreement. Following such evaluation, the Board concluded that, within the context of its full deliberations, the performance of the existing Schwab Funds using related investment techniques and performance of CSIM supported approval of the Agreement with respect to the Large-Cap Growth Fund. FUND EXPENSES. With respect to the Large-Cap Growth Fund's expenses, the trustees considered the rate of compensation with respect to the Large-Cap Growth Fund called for by the Agreement, and the Large-Cap Growth Fund's net operating expense ratio in comparison to those of other comparable mutual funds. The trustees also considered information about average expense ratios of comparable mutual funds in the Large-Cap Growth Fund's expected peer group. Finally, the trustees considered the effects of CSIM's and Schwab's voluntary waiver of management and other fees to prevent total Large-Cap Growth Fund expenses from exceeding a specified cap for at least one year and that CSIM, through the waiver, will maintain the Large-Cap Growth Fund's net operating expenses at competitive levels for its distribution channels. Following such evaluation, the Board concluded that, within the context of its full deliberations, the expenses of the Large-Cap Growth Fund are reasonable and supported approval of the Agreement with respect to the Large-Cap Growth Fund. PROFITABILITY. With regard to profitability, the trustees considered the compensation flowing to CSIM and its affiliates, directly or indirectly. The trustees also considered any other benefits derived by CSIM from its relationship with the existing Schwab Funds, such as investment information or other research resources. In determining profitability of CSIM and its affiliates, the trustees have reviewed management's profitability analyses with the assistance of independent accountants. The trustees considered whether the varied levels of 110 compensation and profitability under the Agreement and other service agreements were reasonable and justified in light of the quality of all services rendered to each existing fund by CSIM and its affiliates. The Board also considered how these factors could apply to the Large-Cap Growth Fund. However, because the Large-Cap Growth Fund had no operating history at the time of the Board's deliberations, the Board did not reach a specific conclusion with respect to the profitability of CSIM and its affiliates under the Agreement with respect to the Large-Cap Growth Fund. ECONOMIES OF SCALE. The trustees considered the possible existence of any economies of scale and whether those will be passed along to the Large-Cap Growth 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 the Large-Cap Growth Fund expenses, the trustees considered that CSIM and Schwab historically have committed, and in the future may commit, resources to minimize the effects on shareholders of diseconomies of scale during periods when the Large-Cap Growth Fund assets are relatively small through their expense waiver agreement. The trustees noted that such diseconomies of scale may particularly affect newer funds, such as the Large-Cap Growth Fund, or funds with investment strategies that are currently 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 that, within the context of its full deliberations, the Large-Cap Growth Fund should 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 Agreement to reflect the addition of the Large-Cap Growth Fund and concluded that the compensation with respect to the Large-Cap Growth Fund under the Agreement 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. 111 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 1960 University, 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, 1931 Investments, 1991; marketing and communications consulting). Until 1999: Executive Capital Trust, 1993; Vice President, Managing Director, Grey Advertising San Francisco. Annuity Portfolios,1994. Until 1996: President, Chief Executive 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. 112 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-pharma- ceuticals), 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 1950 Smith Graham & 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: 1938 Investments, 1991; Chairman, Chief Executive Officer, North American Trust (real estate Capital Trust, 1993; investment trust). 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. 113 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 1937 Family of Funds, 1989; Corporation, Charles Schwab & Co., Inc.; Chairman and Director, Investments, 1991; Charles Schwab Investment Management, Inc., Charles Schwab Bank, Capital Trust, 1993; National Association; Chairman and Chief Executive Officer, Schwab Annuity Portfolios, 1994. (SI) Holdings Inc. I, Schwab International Holdings, 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 1954 (all trusts). & Services 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 1955 Executive Officer Investment Management, Inc. Vice President, Laudus Trust and (all trusts). Laudus Variable Insurance 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 1955 Chief Investment Schwab Investment Management, Inc.; Chief Investment Officer, The Officer (all trusts). Charles Schwab Trust 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. 114 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, 1959 Chief Investment Charles Schwab Investment Management, Inc. Until 6/04: Vice Officer (all trusts). President, Charles Schwab Investment Management, Inc. - ------------------------------------------------------------------------------------------------------------------------------------ JEFFREY MORTIMER Senior Vice President, Senior Vice President, Chief Investment Officer, Equities, Charles 1963 Chief Investment Schwab Investment Management, Inc.; Vice President, Chief Officer (all trusts). Investment Officer, Laudus 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 1960 Officer (all trusts). Officer, 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 1961 Schwab 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 1964 Financial Officer Investment Management, Inc.; Director, Charles Schwab Asset (all trusts) Management (Ireland) Limited. From 12/99 to 11/04, Senior Vice President, Financial Reporting, Charles Schwab & Co., Inc.
115 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. 116 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. MFR26298-02 SCHWAB INSTITUTIONAL SELECT(R) S&P 500 FUND ANNUAL REPORT October 31, 2005 [CHARLES SCHWAB LOGO] A fund which seeks high total return by tracking the performance of the S&P 500(R) Index. IN THIS REPORT Management's Discussion ............................................. 2 Performance ......................................................... 6 Fund Facts .......................................................... 7 Fund Expenses ....................................................... 8 Financial Statements ................................................ 9 Financial Notes ..................................................... 22 Investment Advisory Agreement Approval .............................. 26 Trustees and Officers ............................................... 29 Glossary ............................................................ 33 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(R). 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 the fund 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 Institutional Select S&P 500 Fund 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 strong 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 Institutional Select S&P 500 Fund [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 fund. 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 co-management of the fund. Prior to joining the firm in 1998, he worked for 20 years in equity management. THE INVESTMENT ENVIRONMENT AND THE FUND 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 Institutional Select S&P 500 Fund 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 equity portions of the 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 RUSSELL U.S. AGGREGATE S&P 500(R) 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 Institutional Select S&P 500 Fund 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 INSTITUTIONAL SELECT(R) S&P 500 FUND ................... 8.64% Benchmark ...................... 8.72% Performance Details ............ page 6 THE SCHWAB INSTITUTIONAL SELECT S&P 500 FUND ended the one-year report period up 8.64%, closely tracking its benchmark, the S&P 500 Index, which was up 8.72%. The fund in this report is an index fund and is designed to track the performance of the S&P 500 stock market index. 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. Within this fund, the best performing sectors were Utilities and Energy. With the price of crude oil increasing during the period, energy-related stocks were the overall top performers in the fund. Specifically, Exxon Mobil Corp. and Altria Group, Inc. were among the fund's best performing stocks. On the downside, Telecommunication Services and Consumer Discretionary were the worst performing industries and detracted from overall fund returns. Companies such as Pfizer, Inc., Wal-Mart Stores, Inc., and Fannie Mae were among the worst performers. 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 fund's 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. 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. Schwab Institutional Select S&P 500 Fund 5 SCHWAB INSTITUTIONAL SELECT(R) S&P 500 FUND 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 with its benchmark and Morningstar category. The table below the chart shows two types of after-tax returns. [BAR CHART]
FUND Ticker Benchmark: Fund Category: Symbol: S&P 500(R) MORNINGSTAR ISLCX INDEX LARGE-CAP BLEND 1 YEAR 8.64% 8.72% 9.53% 5 YEARS -1.82% -1.73% -1.41% SINCE INCEPTION: 2/1/99 0.54% 0.65% 1.18%
1 YEAR 5 YEARS SINCE INCEPTION FUND FUND FUND Ticker Fund Category: Ticker Fund Category: Ticker Fund Category: Symbol: MORNINGSTAR Symbol: MORNINGSTAR Symbol: MORNINGSTAR TOTAL RETURNS AFTER TAX ISLCX LARGE-CAP BLEND ISLCX LARGE-CAP BLEND ISLCX LARGE-CAP BLEND - ------------------------------------------------------------------------------------------------------------------------------------ PRE-LIQUIDATION (still own shares) 8.38% 7.38% -2.22% -2.22% 0.19% n/a - ------------------------------------------------------------------------------------------------------------------------------------ POST-LIQUIDATION (shares were sold) 5.94% 5.25% -1.74% -1.62% 0.27% 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 compared with a similar investment in its benchmark. $10,374 FUND $10,453 S&P 500(R) INDEX [LINE GRAPH]
S&P 500(R) FUND INDEX 01-Feb-99 $10,000 $10,000 28-Feb-99 $9,680 $9,689 31-Mar-99 $10,070 $10,077 30-Apr-99 $10,460 $10,467 31-May-99 $10,200 $10,220 30-Jun-99 $10,770 $10,787 31-Jul-99 $10,440 $10,450 31-Aug-99 $10,380 $10,398 30-Sep-99 $10,100 $10,113 31-Oct-99 $10,740 $10,753 30-Nov-99 $10,950 $10,972 31-Dec-99 $11,602 $11,618 31-Jan-00 $11,016 $11,035 29-Feb-00 $10,804 $10,826 31-Mar-00 $11,864 $11,885 30-Apr-00 $11,501 $11,527 31-May-00 $11,259 $11,291 30-Jun-00 $11,541 $11,569 31-Jul-00 $11,360 $11,389 31-Aug-00 $12,066 $12,096 30-Sep-00 $11,420 $11,458 31-Oct-00 $11,370 $11,410 30-Nov-00 $10,481 $10,510 31-Dec-00 $10,534 $10,562 31-Jan-01 $10,901 $10,937 28-Feb-01 $9,911 $9,939 31-Mar-01 $9,278 $9,309 30-Apr-01 $10,003 $10,033 31-May-01 $10,064 $10,100 30-Jun-01 $9,819 $9,854 31-Jul-01 $9,717 $9,758 31-Aug-01 $9,115 $9,147 30-Sep-01 $8,380 $8,408 31-Oct-01 $8,533 $8,569 30-Nov-01 $9,187 $9,226 31-Dec-01 $9,264 $9,307 31-Jan-02 $9,130 $9,171 28-Feb-02 $8,954 $8,994 31-Mar-02 $9,295 $9,332 30-Apr-02 $8,726 $8,767 31-May-02 $8,664 $8,702 30-Jun-02 $8,044 $8,082 31-Jul-02 $7,424 $7,453 31-Aug-02 $7,465 $7,501 30-Sep-02 $6,659 $6,686 31-Oct-02 $7,238 $7,274 30-Nov-02 $7,672 $7,702 31-Dec-02 $7,217 $7,250 31-Jan-03 $7,028 $7,060 28-Feb-03 $6,922 $6,954 31-Mar-03 $6,986 $7,022 30-Apr-03 $7,564 $7,601 31-May-03 $7,953 $8,001 30-Jun-03 $8,059 $8,104 31-Jul-03 $8,195 $8,246 31-Aug-03 $8,353 $8,407 30-Sep-03 $8,269 $8,318 31-Oct-03 $8,732 $8,789 30-Nov-03 $8,806 $8,866 31-Dec-03 $9,272 $9,331 31-Jan-04 $9,432 $9,502 29-Feb-04 $9,570 $9,634 31-Mar-04 $9,421 $9,489 30-Apr-04 $9,272 $9,340 31-May-04 $9,400 $9,468 30-Jun-04 $9,581 $9,651 31-Jul-04 $9,261 $9,332 31-Aug-04 $9,304 $9,369 30-Sep-04 $9,400 $9,471 31-Oct-04 $9,549 $9,615 30-Nov-04 $9,933 $10,005 31-Dec-04 $10,265 $10,345 31-Jan-05 $10,016 $10,093 28-Feb-05 $10,233 $10,305 31-Mar-05 $10,049 $10,122 30-Apr-05 $9,864 $9,930 31-May-05 $10,168 $10,246 30-Jun-05 $10,189 $10,260 31-Jul-05 $10,558 $10,642 31-Aug-05 $10,460 $10,545 30-Sep-05 $10,547 $10,630 31-Oct-05 $10,374 $10,453
All figures on this page assume dividends and distributions were reinvested. Index figures do not include trading and management costs, which would lower performance. Indices are unmanaged, and you cannot invest in them directly. 1 The pre-tax total return and the graph do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. After-tax returns are calculated using the highest historical individual federal marginal income tax rates in effect as of 10/31/05 and do not reflect the impact of state and local taxes or the alternative minimum tax. Actual returns depend on an investor's situation and may differ from those shown. After-tax returns may not be relevant to investors who hold their fund shares through tax-deferred arrangements. Pre-liquidation after-tax returns reflect the tax effects of purchases and sales of securities within the fund portfolios and assume investors continue to hold fund shares at the end of the measurement periods. Post-liquidation figures assume investors sold fund shares at the end of the measurement periods and reflect both the effects of taxable distributions and any taxable gains or losses realized upon the sale of shares. Source for category information: Morningstar, Inc. 2 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. 6 Schwab Institutional Select S&P 500 Fund SCHWAB INSTITUTIONAL SELECT S&P 500 FUND FUND FACTS as of 10/31/05 STYLE ASSESSMENT 1 [GRAPHIC]
INVESTMENT STYLE MARKET CAP Value Blend Growth Large / / /X/ / / Medium / / / / / / Small / / / / / /
STATISTICS NUMBER OF HOLDINGS 504 - ------------------------------------------------------------------------------- WEIGHTED AVERAGE MARKET CAP ($ x 1,000,000) $88,366 - ------------------------------------------------------------------------------- PRICE/EARNINGS RATIO (P/E) 18.0 - ------------------------------------------------------------------------------- PRICE/BOOK RATIO (P/B) 2.8 - ------------------------------------------------------------------------------- PORTFOLIO TURNOVER RATE 3% - ------------------------------------------------------------------------------- MINIMUM INITIAL INVESTMENT 2 $75,000 - -------------------------------------------------------------------------------
TOP HOLDINGS 3
SECURITY % OF NET ASSETS - ------------------------------------------------------------------------------- (1) GENERAL ELECTRIC CO. 3.2% - ------------------------------------------------------------------------------- (2) EXXON MOBIL CORP. 3.2% - ------------------------------------------------------------------------------- (3) MICROSOFT CORP. 2.2% - ------------------------------------------------------------------------------- (4) CITIGROUP, INC. 2.1% - ------------------------------------------------------------------------------- (5) PROCTER & GAMBLE CO. 1.7% - ------------------------------------------------------------------------------- (6) JOHNSON & JOHNSON 1.7% - ------------------------------------------------------------------------------- (7) BANK OF AMERICA CORP. 1.6% - ------------------------------------------------------------------------------- (8) AMERICAN INTERNATIONAL GROUP, INC. 1.5% - ------------------------------------------------------------------------------- (9) PFIZER, INC. 1.4% - ------------------------------------------------------------------------------- (10) ALTRIA GROUP, INC. 1.4% - ------------------------------------------------------------------------------- TOTAL 20.0%
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] 20.8% FINANCIALS 15.0% INFORMATION TECHNOLOGY 13.0% HEALTH CARE 11.1% INDUSTRIALS 10.6% CONSUMER DISCRETIONARY 9.7% CONSUMER STAPLES 9.3% ENERGY 3.4% UTILITIES 3.0% TELECOMMUNICATION SERVICES 2.9% MATERIAL 1.2% 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 Institutional Select S&P 500 Fund 7 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 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 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 INSTITUTIONAL SELECT(R) S&P 500 FUND Actual Return 0.10% $1,000 $1,051.60 $0.52 Hypothetical 5% Return 0.10% $1,000 $1,024.70 $0.51
1 Based on the most recent six-month expense ratio; may differ from the expense ratio provided in Financial Highlights. 2 Expenses for each fund are equal to its annualized expense ratio, multiplied by the average account value over the period, multiplied by 184 days of the period, and divided by 365 days of the fiscal year. 8 Schwab Institutional Select S&P 500 Fund SCHWAB INSTITUTIONAL SELECT(R) S&P 500 FUND FINANCIAL STATEMENTS FINANCIAL HIGHLIGHTS
11/1/04- 11/1/03- 11/1/02- 11/1/01- 11/1/00- 10/31/05 10/31/04 10/31/03 10/31/02 10/31/01 - ------------------------------------------------------------------------------------------------------------------------------------ PER-SHARE DATA ($) - ------------------------------------------------------------------------------------------------------------------------------------ Net asset value at beginning of period 8.95 8.30 7.00 8.36 11.26 ----------------------------------------------------------------------------- Income or loss from investment operations: Net investment income 0.15 0.13 0.12 0.12 0.12 Net realized and unrealized gains or losses 0.62 0.64 1.30 (1.37) (2.91) ----------------------------------------------------------------------------- Total income or loss from investment operations 0.77 0.77 1.42 (1.25) (2.79) Less distributions: Dividends from net investment income (0.15) (0.12) (0.12) (0.11) (0.11) ----------------------------------------------------------------------------- Total distributions (0.15) (0.12) (0.12) (0.11) (0.11) ----------------------------------------------------------------------------- Net asset value at end of period 9.57 8.95 8.30 7.00 8.36 ----------------------------------------------------------------------------- Total return (%) 8.64 9.36 20.65 (15.18) (24.95) RATIOS/SUPPLEMENTAL DATA (%) - ------------------------------------------------------------------------------------------------------------------------------------ Ratios to average net assets: Net operating expenses 0.10 0.15 0.15 0.15 0.15 Gross operating expenses 0.33 0.35 0.36 0.37 0.37 Net investment income 1.82 1.56 1.65 1.38 1.14 Portfolio turnover rate 3 3 4 12 13 Net assets, end of period ($ x 1,000,000) 1,246 348 272 203 261
See financial notes. 9 SCHWAB INSTITUTIONAL SELECT S&P 500 FUND PORTFOLIO HOLDINGS as of October 31, 2005 This section shows all the securities in the fund's portfolio by industry classification and their value, as of the report date. 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 at http://www.sec.gov 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. The schedule of portfolio holdings filed on the fund's most recent Form N-Q 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. (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 @ This security or a portion of this security is on loan
COST VALUE HOLDINGS BY CATEGORY ($x1,000) ($x1,000) - -------------------------------------------------------------------------------- 98.6% COMMON STOCK 1,209,759 1,227,996 1.0% SHORT-TERM INVESTMENT 12,222 12,222 0.2% U.S. TREASURY OBLIGATIONS 2,863 2,862 0.0% WARRANTS -- 8 - -------------------------------------------------------------------------------- 99.8% TOTAL INVESTMENTS 1,224,844 1,243,088 3.8% COLLATERAL INVESTED FOR SECURITIES ON LOAN 47,258 47,258 (3.6)% OTHER ASSETS AND LIABILITIES, NET (44,221) - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 1,246,125
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) -------------------------------------------------------------------------- COMMON STOCK 98.6% of net assets AUTOMOBILES & COMPONENTS 0.6% -------------------------------------------------------------------------- Cooper Tire & Rubber Co. 4,835 66 Dana Corp. 15,581 117 Ford Motor Co. 217,171 1,807 @ General Motors Corp. 61,643 1,689 @o Goodyear Tire & Rubber Co. 21,774 341 Harley-Davidson, Inc. 29,867 1,479 Johnson Controls, Inc. 21,642 1,473 Visteon Corp. 17,660 147 ----------- 7,119 BANKS 7.2% -------------------------------------------------------------------------- AmSouth Bancorp. 40,318 1,017 @(7) Bank of America Corp. 455,047 19,904 BB&T Corp. 60,697 2,570 Comerica, Inc. 19,177 1,108 Compass Bancshares, Inc. 14,612 712 Countrywide Financial Corp. 64,002 2,033 Fannie Mae 109,692 5,213 Fifth Third Bancorp 60,589 2,434 First Horizon National Corp. 13,331 516 Freddie Mac 78,275 4,802 @ Golden West Financial Corp. 28,064 1,648 @ Huntington Bancshares, Inc. 27,140 631 KeyCorp, Inc. 48,784 1,573 M&T Bank Corp. 10,548 1,135 @ Marshall & Ilsley Corp. 23,168 995 MGIC Investment Corp. 10,904 646 National City Corp. 64,578 2,081 North Fork Bancorp., Inc. 51,999 1,318 PNC Financial Services Group, Inc. 33,251 2,019 Regions Financial Corp. 50,508 1,644 Sovereign Bancorp, Inc. 39,709 856 SunTrust Banks, Inc. 39,776 2,883 Synovus Financial Corp. 35,857 985 U.S. Bancorp 204,997 6,064 Wachovia Corp. 176,615 8,923 Washington Mutual, Inc. 108,197 4,285
10 See financial notes. SCHWAB INSTITUTIONAL SELECT S&P 500 FUND
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) Wells Fargo & Co. 187,000 11,257 Zions Bancorp. 9,628 707 ----------- 89,959 CAPITAL GOODS 8.6% -------------------------------------------------------------------------- 3M Co. 85,910 6,527 American Power Conversion Corp. 19,723 422 American Standard Cos., Inc. 20,582 783 The Boeing Co. 92,885 6,004 Caterpillar, Inc. 74,441 3,915 Cooper Industries Ltd., Class A 9,948 705 Cummins, Inc. 4,741 405 @ Danaher Corp. 29,904 1,558 Deere & Co. 26,885 1,631 Dover Corp. 23,332 910 Eaton Corp. 16,435 967 Emerson Electric Co. 47,404 3,297 Fluor Corp. 9,510 605 General Dynamics Corp. 23,190 2,697 =(1) General Electric Co. 1,193,526 40,472 Goodrich Corp. 15,867 572 Honeywell International, Inc. 96,603 3,304 Illinois Tool Works, Inc. 29,477 2,498 Ingersoll-Rand Co., Class A 36,904 1,395 ITT Industries, Inc. 10,691 1,086 L-3 Communications Holdings, Inc. 13,677 1,064 Lockheed Martin Corp. 43,814 2,653 Masco Corp. 47,332 1,349 o Navistar International Corp. 6,882 189 Northrop Grumman Corp. 41,639 2,234 Paccar, Inc. 18,990 1,330 Pall Corp. 13,659 357 Parker Hannifin Corp. 13,831 867 Raytheon Co. 53,018 1,959 Rockwell Automation, Inc. 21,184 1,126 Rockwell Collins, Inc. 20,329 932 Textron, Inc. 15,334 1,105 Tyco International Ltd. 227,305 5,999 United Technologies Corp. 111,465 5,716 W.W. Grainger, Inc. 8,891 596 ----------- 107,229 COMMERCIAL SERVICES & SUPPLIES 0.9% -------------------------------------------------------------------------- o ACCO Brands Corp. 3,478 85 o Allied Waste Industries, Inc. 20,673 168 o Apollo Group, Inc., Class A 15,836 998 Avery Dennison Corp. 10,941 620 Cendant Corp. 115,206 2,007 Cintas Corp. 14,571 591 Equifax, Inc. 15,474 533 H&R Block, Inc. 36,134 898 o Monster Worldwide, Inc. 14,582 478 Pitney Bowes, Inc. 25,108 1,057 R.R. Donnelley & Sons Co. 24,705 865 Robert Half International, Inc. 19,838 732 Waste Management, Inc. 61,904 1,827 ----------- 10,859 CONSUMER DURABLES & APPAREL 1.3% -------------------------------------------------------------------------- Black & Decker Corp. 10,243 841 Brunswick Corp. 10,580 403 Centex Corp. 14,018 902 o Coach, Inc. 43,976 1,415 D.R. Horton, Inc. 29,593 908 @ Eastman Kodak Co. 30,716 673 Fortune Brands, Inc. 15,600 1,185 Hasbro, Inc. 21,544 406 Jones Apparel Group, Inc. 12,655 345 KB Home 8,278 541 Leggett & Platt, Inc. 20,296 407 Lennar Corp., Class A 14,900 828 Liz Claiborne, Inc. 11,848 417 Mattel, Inc. 43,987 649 Maytag Corp. 8,365 144 Newell Rubbermaid, Inc. 32,014 736 Nike, Inc., Class B 24,742 2,080 Pulte Homes, Inc. 23,648 894 Reebok International Ltd. 5,905 337 Snap-On, Inc. 6,076 219 @ The Stanley Works 8,830 423 VF Corp. 10,675 558 Whirlpool Corp. 7,208 566 ----------- 15,877
See financial notes. 11 SCHWAB INSTITUTIONAL SELECT S&P 500 FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) DIVERSIFIED FINANCIALS 8.1% -------------------------------------------------------------------------- American Express Co. 140,574 6,996 o Ameriprise Financial, Inc. 27,554 1,026 = The Bank of New York Co., Inc. 87,812 2,748 The Bear Stearns Cos., Inc. 12,738 1,348 Capital One Financial Corp. 32,656 2,493 / The Charles Schwab Corp. 120,050 1,825 CIT Group, Inc. 22,918 1,048 =(4) Citigroup, Inc. 580,162 26,560 o E*TRADE Financial Corp. 47,197 875 Federated Investors, Inc., Class B 9,880 346 Franklin Resources, Inc. 21,364 1,888 Goldman Sachs Group, Inc. 51,265 6,478 Janus Capital Group, Inc. 23,873 419 JPMorgan Chase & Co. 397,846 14,569 Lehman Brothers Holdings, Inc. 30,146 3,608 MBNA Corp. 141,295 3,613 Mellon Financial Corp. 47,565 1,507 Merrill Lynch & Co., Inc. 104,917 6,792 Moody's Corp. 30,004 1,598 Morgan Stanley 122,486 6,664 Northern Trust Corp. 22,091 1,184 Principal Financial Group, Inc. 31,995 1,588 SLM Corp. 46,892 2,604 State Street Corp. 36,080 1,993 T. Rowe Price Group, Inc. 13,588 890 ----------- 100,660 ENERGY 9.3% -------------------------------------------------------------------------- Amerada Hess Corp. 9,338 1,168 Anadarko Petroleum Corp. 26,685 2,421 Apache Corp. 36,397 2,323 Baker Hughes, Inc. 38,476 2,115 BJ Services Co. 37,452 1,301 Burlington Resources, Inc. 42,926 3,100 ChevronTexaco Corp. 255,042 14,555 ConocoPhillips 155,878 10,191 Devon Energy Corp. 51,507 3,110 El Paso Corp. 72,589 861 EOG Resources, Inc. 26,646 1,806 =(2) Exxon Mobil Corp. 714,084 40,089 Halliburton Co. 57,065 3,373 Kerr-McGee Corp. 13,156 1,119 Kinder Morgan, Inc. 10,477 952 Marathon Oil Corp. 41,324 2,486 Murphy Oil Corp. 18,000 843 o Nabors Industries Ltd. 17,536 1,204 o National-Oilwell Varco, Inc. 18,809 1,175 Noble Corp. 14,824 954 Occidental Petroleum Corp. 44,325 3,496 Rowan Cos., Inc. 13,021 430 @ Schlumberger Ltd. 66,053 5,996 Sunoco, Inc. 15,610 1,163 o Transocean, Inc. 37,185 2,138 Valero Energy Corp. 34,524 3,633 o Weatherford International Ltd. 13,216 827 Williams Cos., Inc. 64,287 1,434 XTO Energy, Inc. 39,329 1,709 ----------- 115,972 FOOD & STAPLES RETAILING 2.4% -------------------------------------------------------------------------- Albertson's, Inc. 39,382 989 Costco Wholesale Corp. 54,506 2,636 CVS Corp. 88,230 2,154 o Kroger Co. 82,258 1,637 Safeway, Inc. 50,409 1,172 Supervalu, Inc. 16,200 509 Sysco Corp. 68,917 2,199 = Wal-Mart Stores, Inc. 277,944 13,150 Walgreen Co. 111,338 5,058 ----------- 29,504 FOOD BEVERAGE & TOBACCO 4.9% -------------------------------------------------------------------------- =(10) Altria Group, Inc. 235,047 17,640 Anheuser-Busch Cos., Inc. 84,602 3,491 Archer-Daniels-Midland Co. 76,572 1,866 Brown-Forman Corp., Class B 9,572 606 Campbell Soup Co. 20,442 595 The Coca-Cola Co. 244,709 10,469 Coca-Cola Enterprises, Inc. 38,204 722 ConAgra Foods, Inc. 56,401 1,312 o Constellation Brands, Inc., Class A 20,852 491
12 See financial notes. SCHWAB INSTITUTIONAL SELECT S&P 500 FUND
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) -------------------------------------------------------------------------- General Mills, Inc. 40,221 1,941 H.J. Heinz Co. 38,123 1,353 Hershey Foods Corp. 20,786 1,181 Kellogg Co. 37,678 1,664 McCormick & Co., Inc. 14,714 446 Molson Coors Brewing Co., Class B 6,288 388 The Pepsi Bottling Group, Inc. 20,642 587 PepsiCo, Inc. 189,109 11,173 @ Reynolds American, Inc. 9,148 778 Sara Lee Corp. 85,714 1,530 Tyson Foods, Inc., Class A 29,700 529 UST, Inc. 17,722 733 Wm. Wrigley Jr. Co. 19,727 1,371 ----------- 60,866 HEALTH CARE EQUIPMENT & SERVICES 5.1% -------------------------------------------------------------------------- Aetna, Inc. 32,756 2,901 AmerisourceBergen Corp. 12,026 917 Bausch & Lomb, Inc. 6,352 471 Baxter International, Inc. 70,264 2,686 Becton Dickinson & Co. 28,496 1,446 Biomet, Inc. 27,430 955 o Boston Scientific Corp. 64,602 1,623 C.R. Bard, Inc. 12,297 767 Cardinal Health, Inc. 48,078 3,005 o Caremark Rx, Inc. 50,760 2,660 CIGNA Corp. 14,619 1,694 o Coventry Health Care, Inc. 18,450 996 o Express Scripts, Inc. 17,097 1,289 o Fisher Scientific International, Inc. 13,124 742 Guidant Corp. 37,073 2,336 HCA, Inc. 49,548 2,388 Health Management Associates, Inc., Class A 26,389 565 o Hospira, Inc. 19,087 761 o Humana, Inc. 19,169 851 IMS Health, Inc. 24,258 564 o Laboratory Corp. of America Holdings 15,299 738 Manor Care, Inc. 7,997 298 McKesson Corp. 36,539 1,660 o Medco Health Solutions, Inc. 34,203 1,932 Medtronic, Inc. 137,159 7,771 o Millipore Corp. 6,299 386 o Patterson Cos., Inc. 9,630 398 PerkinElmer, Inc. 15,885 351 Quest Diagnostics 19,830 926 o St. Jude Medical, Inc. 41,368 1,989 Stryker Corp. 31,950 1,312 o Tenet Healthcare Corp. 50,180 423 o Thermo Electron Corp. 17,692 534 UnitedHealth Group, Inc. 143,051 8,281 o Waters Corp. 12,776 462 o WellPoint, Inc. 68,839 5,141 o Zimmer Holdings, Inc. 27,431 1,749 ----------- 63,968 HOTELS RESTAURANTS & LEISURE 1.4% -------------------------------------------------------------------------- Carnival Corp. 47,625 2,366 Darden Restaurants, Inc. 15,526 503 Harrah's Entertainment, Inc. 19,882 1,202 Hilton Hotels Corp. 41,358 804 International Game Technology 37,483 993 Marriott International, Inc., Class A 19,388 1,156 McDonald's Corp. 140,376 4,436 o Starbucks Corp. 84,930 2,402 Starwood Hotels & Resorts Worldwide, Inc. 23,492 1,373 Wendy's International, Inc. 12,297 574 Yum! Brands, Inc. 32,983 1,678 ----------- 17,487 HOUSEHOLD & PERSONAL PRODUCTS 2.4% -------------------------------------------------------------------------- Alberto-Culver Co., Class B 7,698 334 Avon Products, Inc. 51,431 1,388 Clorox Co. 16,787 909 Colgate-Palmolive Co. 56,938 3,015 Kimberly-Clark Corp. 53,483 3,040 (5) Procter & Gamble Co. 389,066 21,784 ----------- 30,470
See financial notes. 13 SCHWAB INSTITUTIONAL SELECT S&P 500 FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) INSURANCE 4.7% -------------------------------------------------------------------------- ACE Ltd. 35,352 1,842 = AFLAC, Inc. 56,652 2,707 = The Allstate Corp. 73,900 3,901 AMBAC Financial Group, Inc. 11,620 824 (8) American International Group, Inc. 293,902 19,045 AON Corp. 36,441 1,233 Chubb Corp. 22,477 2,090 Cincinnati Financial Corp. 17,860 760 Hartford Financial Services Group, Inc. 33,784 2,694 Jefferson-Pilot Corp. 14,533 798 Lincoln National Corp. 19,875 1,006 Loews Corp. 17,246 1,603 Marsh & McLennan Cos., Inc. 58,025 1,691 MBIA, Inc. 14,779 861 =o Metlife, Inc. 85,022 4,201 The Progressive Corp. 21,629 2,505 Prudential Financial, Inc. 57,718 4,201 Safeco Corp. 14,573 812 The St. Paul Travelers Cos., Inc. 76,062 3,425 Torchmark Corp. 12,278 649 @ UnumProvident Corp. 31,903 647 XL Capital Ltd., Class A 15,259 977 ----------- 58,472 MATERIALS 2.9% -------------------------------------------------------------------------- Air Products & Chemicals, Inc. 24,232 1,387 Alcoa, Inc. 95,047 2,309 Allegheny Technologies, Inc. 9,728 279 Ashland, Inc. 7,400 396 Ball Corp. 12,062 475 = Bemis Co. 11,310 299 The Dow Chemical Co. 104,716 4,802 E.I. du Pont de Nemours & Co. 108,560 4,526 Eastman Chemical Co. 8,730 461 Ecolab, Inc. 20,857 690 Engelhard Corp. 12,655 344 Freeport-McMoran Copper & Gold, Inc., Class B 20,384 1,007 Georgia-Pacific Corp. 28,371 923 o Hercules, Inc. 11,769 131 International Flavors & Fragrances, Inc. 9,567 316 International Paper Co. 53,511 1,561 Louisiana-Pacific Corp. 13,578 338 MeadWestvaco Corp. 21,669 568 Monsanto Co. 30,789 1,940 Newmont Mining Corp. 48,679 2,074 @ Nucor Corp. 17,402 1,042 o Pactiv Corp. 15,714 310 Phelps Dodge Corp. 10,859 1,308 PPG Industries, Inc. 18,769 1,126 Praxair, Inc. 37,117 1,834 Rohm & Haas Co. 20,838 907 o Sealed Air Corp. 9,141 460 Sigma-Aldrich Corp. 7,582 483 Temple-Inland, Inc. 13,588 500 United States Steel Corp. 12,511 457 Vulcan Materials Co. 12,091 786 Weyerhaeuser Co. 27,520 1,743 ----------- 35,782 MEDIA 3.4% -------------------------------------------------------------------------- @ Clear Channel Communications, Inc. 55,788 1,697 =o Comcast Corp., Class A 248,924 6,928 @ Dow Jones & Co., Inc. 6,435 218 Gannett Co., Inc. 27,075 1,697 o Interpublic Group of Cos., Inc. 45,233 467 Knight-Ridder, Inc. 7,235 386 The McGraw-Hill Cos., Inc. 42,318 2,071 Meredith Corp. 4,693 234 @ New York Times Co., Class A 15,945 434 o News Corp, Inc., Class A 271,296 3,866 Omnicom Group, Inc. 20,061 1,664 Time Warner, Inc. 525,606 9,372 Tribune Co. 29,227 921 o Univision Communications, Inc., Class A 25,381 663 Viacom, Inc., Class B 180,065 5,577 The Walt Disney Co. 225,819 5,503 ----------- 41,698
14 See financial notes. SCHWAB INSTITUTIONAL SELECT S&P 500 FUND
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) PHARMACEUTICALS & BIOTECHNOLOGY 7.8% -------------------------------------------------------------------------- = Abbott Laboratories 172,193 7,413 Allergan, Inc. 14,872 1,328 =o Amgen, Inc. 138,623 10,502 Applied Biosystems Group -- Applera Corp. 23,122 561 o Biogen Idec, Inc. 37,570 1,526 Bristol-Myers Squibb Co. 216,661 4,587 o Chiron Corp. 12,070 533 Eli Lilly & Co. 125,602 6,254 o Forest Laboratories, Inc. 37,145 1,408 o Genzyme Corp. 29,073 2,102 o Gilead Sciences, Inc. 51,175 2,418 (6) Johnson & Johnson 336,892 21,096 o King Pharmaceuticals, Inc. 29,058 448 o Medimmune, Inc. 26,512 927 Merck & Co., Inc. 248,656 7,017 Mylan Laboratories, Inc. 27,778 534 =(9) Pfizer, Inc. 827,904 17,999 Schering-Plough Corp. 166,202 3,381 o Watson Pharmaceuticals, Inc. 12,111 419 Wyeth 151,892 6,768 ----------- 97,221 REAL ESTATE 0.7% -------------------------------------------------------------------------- Apartment Investment & Management Co., Class A 10,023 385 Archstone-Smith Trust 23,634 959 Equity Office Properties Trust 46,071 1,419 Equity Residential 33,265 1,306 Plum Creek Timber Co., Inc. 20,218 787 ProLogis 27,195 1,169 Public Storage, Inc. 9,100 602 Simon Property Group, Inc. 20,453 1,465 Vornado Realty Trust 13,000 1,053 ----------- 9,145 RETAILING 3.8% -------------------------------------------------------------------------- o Autonation, Inc. 24,240 482 o AutoZone, Inc. 5,813 470 @o Bed, Bath & Beyond, Inc. 34,163 1,384 Best Buy Co., Inc. 45,850 2,029 o Big Lots, Inc. 11,962 139 Circuit City Stores, Inc. 18,626 331 Dillards, Inc., Class A 5,656 117 Dollar General Corp. 32,405 630 o eBay, Inc. 131,817 5,220 Family Dollar Stores, Inc. 17,564 389 Federated Department Stores, Inc. 29,821 1,830 The Gap, Inc. 81,609 1,410 Genuine Parts Co. 20,152 894 @ Home Depot, Inc. 233,707 9,591 J.C. Penney Co., Inc. Holding Co. 28,593 1,464 o Kohl's Corp. 35,698 1,718 Limited Brands, Inc. 38,388 768 Lowe's Cos., Inc. 84,205 5,117 @ Nordstrom, Inc. 26,266 910 o Office Depot, Inc. 37,040 1,020 OfficeMax, Inc. 6,920 194 o RadioShack Corp. 14,815 328 o Sears Holdings Corp. 11,104 1,335 The Sherwin-Williams Co. 13,279 565 Staples, Inc. 82,557 1,877 Target Corp. 96,291 5,363 Tiffany & Co. 15,760 621 TJX Cos., Inc. 51,271 1,104 ----------- 47,300 SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 3.0% -------------------------------------------------------------------------- o Advanced Micro Devices, Inc. 43,089 1,001 o Altera Corp. 43,312 721 Analog Devices, Inc. 41,252 1,435 Applied Materials, Inc. 182,786 2,994 o Applied Micro Circuits Corp. 29,823 73 o Broadcom Corp., Class A 31,880 1,354 o Freescale Semiconductor, Inc., Class B 43,786 1,046 Intel Corp. 690,051 16,216 KLA-Tencor Corp. 21,435 992 Linear Technology Corp. 34,439 1,144 o LSI Logic Corp. 46,905 380 Maxim Integrated Products, Inc. 35,773 1,241 o Micron Technology, Inc. 71,069 923
See financial notes. 15 SCHWAB INSTITUTIONAL SELECT S&P 500 FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) National Semiconductor Corp. 39,522 894 o Novellus Systems, Inc. 14,503 317 o Nvidia Corp. 18,485 620 o PMC -- Sierra, Inc. 19,027 135 o Teradyne, Inc. 21,341 289 Texas Instruments, Inc. 182,039 5,197 Xilinx, Inc. 38,199 915 ----------- 37,887 SOFTWARE & SERVICES 5.2% -------------------------------------------------------------------------- Adobe Systems, Inc. 53,360 1,721 o Affiliated Computer Services, Inc., Class A 13,570 734 Autodesk, Inc. 26,163 1,181 Automatic Data Processing, Inc. 63,561 2,966 o BMC Software, Inc. 24,239 475 o Citrix Systems, Inc. 20,216 557 Computer Associates International, Inc. 57,558 1,610 o Computer Sciences Corp. 21,233 1,088 o Compuware Corp. 46,935 380 o Convergys Corp. 14,914 242 o Electronic Arts, Inc. 33,390 1,899 Electronic Data Systems Corp. 59,201 1,380 First Data Corp. 84,833 3,432 o Fiserv, Inc. 21,665 946 o Intuit, Inc. 20,267 931 o Mercury Interactive Corp. 9,156 319 =(3) Microsoft Corp. 1,043,397 26,815 @o Novell, Inc. 46,766 356 o Oracle Corp. 476,531 6,043 o Parametric Technology Corp. 34,886 227 Paychex, Inc. 38,701 1,500 Sabre Holdings Corp., Class A 13,600 266 Siebel Systems, Inc. 56,335 583 o Symantec Corp. 133,679 3,188 o Unisys Corp. 35,101 179 o Yahoo! Inc. 138,174 5,108 ----------- 64,126 TECHNOLOGY HARDWARE & EQUIPMENT 6.8% -------------------------------------------------------------------------- o ADC Telecommunications, Inc. 12,647 221 o Agilent Technologies, Inc. 56,000 1,793 o Andrew Corp. 17,135 182 o Apple Computer, Inc. 93,442 5,381 o Avaya, Inc. 51,675 595 o CIENA Corp. 75,816 180 o Cisco Systems, Inc. 709,702 12,384 o Comverse Technology, Inc. 23,615 593 o Corning, Inc. 169,373 3,403 o Dell, Inc. 263,564 8,402 o EMC Corp. 272,301 3,801 @o Gateway, Inc. 19,033 54 Hewlett-Packard Co. 322,807 9,051 International Business Machines Corp. 180,729 14,798 o Jabil Circuit, Inc. 19,634 586 o JDS Uniphase Corp. 179,546 377 o Lexmark International, Inc., Class A 12,586 523 @o Lucent Technologies, Inc. 505,303 1,440 Molex, Inc. 18,247 462 Motorola, Inc. 279,624 6,196 o NCR Corp. 21,708 656 @o Network Appliance, Inc. 39,858 1,090 o QLogic Corp. 9,584 289 Qualcomm, Inc. 184,652 7,342 o Sanmina -- SCI Corp. 55,323 202 Scientific-Atlanta, Inc. 17,907 635 o Solectron Corp. 116,359 411 o Sun Microsystems, Inc. 370,889 1,484 Symbol Technologies, Inc. 25,521 212 Tektronix, Inc. 9,117 209 o Tellabs, Inc. 52,900 506 @o Xerox Corp. 104,402 1,417 ----------- 84,875 TELECOMMUNICATION SERVICES 3.0% -------------------------------------------------------------------------- Alltel Corp. 42,837 2,650 AT&T Corp. 90,128 1,783
16 See financial notes. SCHWAB INSTITUTIONAL SELECT S&P 500 FUND
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) BellSouth Corp. 206,021 5,361 CenturyTel, Inc. 14,338 469 Citizens Communications Co. 37,138 454 o Qwest Communications International, Inc. 178,255 777 SBC Communications, Inc. 371,118 8,851 Sprint Corp. (FON Group) 329,427 7,679 Verizon Communications, Inc. 313,171 9,868 ----------- 37,892 TRANSPORTATION 1.7% -------------------------------------------------------------------------- Burlington Northern Santa Fe Corp. 41,017 2,546 CSX Corp. 24,936 1,142 FedEx Corp. 32,939 3,028 Norfolk Southern Corp. 47,539 1,911 Ryder Systems, Inc. 6,730 267 Southwest Airlines Co. 76,364 1,223 Union Pacific Corp. 28,661 1,983 United Parcel Service, Inc., Class B 125,051 9,121 ----------- 21,221 UTILITIES 3.4% -------------------------------------------------------------------------- o The AES Corp. 75,566 1,201 o Allegheny Energy, Inc. 19,144 541 Ameren Corp. 23,589 1,241 American Electric Power Co., Inc. 44,677 1,696 @o Calpine Corp. 56,767 135 Centerpoint Energy, Inc. 33,944 449 Cinergy Corp. 21,683 865 o CMS Energy Corp. 26,365 393 @ Consolidated Edison, Inc. 27,438 1,248 Constellation Energy Group, Inc. 19,365 1,061 Dominion Resources, Inc. 37,649 2,864 DTE Energy Co. 19,024 822 Duke Energy Corp. 104,502 2,767 @o Dynegy, Inc., Class A 34,677 154 Edison International 38,554 1,687 Entergy Corp. 23,573 1,667 Exelon Corp. 75,290 3,917 FirstEnergy Corp. 38,764 1,841 FPL Group, Inc. 43,585 1,877 KeySpan Corp. 18,499 640 Nicor, Inc. 5,711 224 NiSource, Inc. 29,263 692 Peoples Energy Corp. 4,000 149 PG&E Corp. 41,359 1,505 Pinnacle West Capital Corp. 11,724 490 PPL Corp. 43,320 1,358 Progress Energy, Inc. 27,106 1,182 Public Service Enterprise Group, Inc. 26,893 1,691 Sempra Energy 28,248 1,251 The Southern Co. 81,041 2,836 TECO Energy, Inc. 24,885 431 TXU Corp. 27,090 2,729 Xcel Energy, Inc. 43,833 803 ----------- 42,407 WARRANTS 0.0% of net assets TECHNOLOGY HARDWARE & EQUIPMENT 0.0% -------------------------------------------------------------------------- o Lucent Technologies, Inc. Expires 12/10/07 11,390 8
SECURITY FACE AMOUNT RATE, MATURITY DATE ($ x 1,000) SHORT-TERM INVESTMENT 1.0% of net assets Wachovia Bank, Grand Cayman Time Deposit 3.48%, 11/01/05 12,222 12,222 U.S. TREASURY OBLIGATIONS 0.2% of net assets = U.S. Treasury Bills 3.35%-3.47%, 12/15/05 2,875 2,862
END OF INVESTMENTS. See financial notes. 17 SCHWAB INSTITUTIONAL SELECT S&P 500 FUND
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) COLLATERAL INVESTED FOR SECURITIES ON LOAN 3.8% of net assets SHORT-TERM INVESTMENT 3.8% -------------------------------------------------------------------------- Securities Lending Investments Fund 47,258,038 47,258
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 Losses S&P 500 Index e-mini, Long Expires 12/16/05 257 15,546 (96)
18 See financial notes. SCHWAB INSTITUTIONAL SELECT S&P 500 FUND Statement of ASSETS AND LIABILITIES As of October 31, 2005. All numbers x 1,000 except NAV. ASSETS - -------------------------------------------------------------------------------- Investments, at value (including $46,290 of securities on loan) $1,243,088 a Collateral invested for securities on loan 47,258 Receivables: Fund shares sold 2,206 Interest 1 Dividends 1,108 Due from brokers for futures 83 Reimbursement from transfer agent and shareholder service agent 8 Income from securities on loan 4 Prepaid expenses + 16 -------------- TOTAL ASSETS 1,293,772 LIABILITIES - -------------------------------------------------------------------------------- Collateral invested for securities on loan 47,258 Payables: Fund shares redeemed 256 Interest expense 1 Accrued expenses + 132 -------------- TOTAL LIABILITIES 47,647 NET ASSETS - -------------------------------------------------------------------------------- TOTAL ASSETS 1,293,772 TOTAL LIABILITIES - 47,647 -------------- NET ASSETS $1,246,125 NET ASSETS BY SOURCE Capital received from investors 1,266,858 Net investment income not yet distributed 13,237 Net realized capital losses (52,118) b Net unrealized capital gains 18,148 b NET ASSET VALUE (NAV) SHARES NET ASSETS / OUTSTANDING = NAV $1,246,125 130,210 $9.57
Unless stated, all numbers x 1,000. a The fund paid $1,224,844 for these securities. Not counting short-term obligations and government securities, the fund's security transactions during the period were: Purchases $893,551 Sales/maturities $27,257 The fund's total security transactions with other Schwab Funds(R) during the period were $488,507. b These derive from investments and futures. FEDERAL TAX DATA - ---------------------------------------------------- PORTFOLIO COST $1,230,896 NET UNREALIZED GAINS AND LOSSES: Gains $124,970 Losses + (112,778) --------------- $12,192 NET UNDISTRIBUTED EARNINGS: Ordinary income $13,237 Long-term capital gains $-- CAPITAL LOSSES UTILIZED $1,133 UNUSED CAPITAL LOSSES: Expires 10/31 of: Loss amount 2009 $16,907 2010 27,646 2011 + 1,609 --------------- $46,162 See financial notes. 19 SCHWAB INSTITUTIONAL SELECT S&P 500 FUND Statement of OPERATIONS For November 1, 2004 through October 31, 2005. All numbers x 1,000. INVESTMENT INCOME - -------------------------------------------------------------------------------- Dividends $15,654 Interest 669 Securities on loan + 65 ----------- TOTAL INVESTMENT INCOME 16,388 NET REALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net realized losses on investments (3,290) Net realized gains on futures contracts + 2,664 ----------- NET REALIZED LOSSES (626) NET UNREALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net unrealized gains on investments 24,636 Net unrealized losses on futures contracts + (309) ----------- NET UNREALIZED GAINS 24,327 EXPENSES - -------------------------------------------------------------------------------- Investment adviser and administrator fees 1,516 a Transfer agent and shareholder service fees 852 b Trustees' fees 10 c Custodian fees 87 Portfolio accounting fees 109 Professional fees 29 Registration fees 133 Shareholder reports 41 Interest expense 1 Other expenses + 24 ----------- Total expenses 2,802 Expense reduction - 1,949 d ----------- NET EXPENSES 853 INCREASE IN NET ASSETS FROM OPERATIONS - -------------------------------------------------------------------------------- TOTAL INVESTMENT INCOME 16,388 NET EXPENSES - 853 ----------- NET INVESTMENT INCOME 15,535 NET REALIZED LOSSES (626) e NET UNREALIZED GAINS + 24,327 e ----------- INCREASE IN NET ASSETS FROM OPERATIONS $39,236
Unless stated, all numbers x 1,000. a Calculated as a percentage of average daily net assets: 0.18% of the first $1 billion and 0.15% of assets beyond that. These fees are paid to Charles Schwab Investment Management, Inc. (CSIM). b Calculated as a percentage of average daily net assets: for transfer agent services, 0.05% of the fund's assets; for shareholder services, 0.05% of the fund's assets. These fees are paid to Charles Schwab & Co., Inc. (Schwab). c For the fund's independent trustees only. d Includes $1,516 from the investment adviser (CSIM) and $433 from the transfer agent and shareholder service agent (Schwab). These reductions reflect a guarantee by CSIM and Schwab to limit the operating expenses of this fund through February 27, 2006, to 0.10% of average daily net assets. This limit excludes interest, taxes and certain non-routine expenses. e These add up to a net gain on investments of $23,701. 20 See financial notes. SCHWAB INSTITUTIONAL SELECT S&P 500 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 $15,535 $4,771 Net realized losses (626) (46) Net unrealized gains + 24,327 21,386 ------------------------------------- INCREASE IN NET ASSETS FROM OPERATIONS 39,236 26,111 DISTRIBUTIONS PAID - -------------------------------------------------------------------------------- Dividends from net investment income $6,241 $3,944 a,b
TRANSACTIONS IN FUND SHARES - -------------------------------------------------------------------------------- 11/1/04-10/31/05 11/1/03-10/31/04 SHARES VALUE SHARES VALUE Shares sold 102,956 $975,330 13,048 $114,347 c Shares reinvested 537 4,985 371 3,113 Shares redeemed + (12,169) (115,050) (7,241) (63,271) d ------------------------------------------------ NET TRANSACTIONS IN FUND SHARES 91,324 $865,265 6,178 $54,189
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 38,886 $347,865 32,708 $271,509 Total increase + 91,324 898,260 6,178 76,356 ------------------------------------------------ END OF PERIOD 130,210 $1,246,125 38,886 $347,865 e
Unless stated, all numbers x 1,000. a UNAUDITED For corporations, 99% of the fund's dividends for the report period qualify for the dividends-received deduction. The fund designates $6,241 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 PERIOD Ordinary income $6,241 Long-term capital gains $-- PRIOR PERIOD Ordinary income $3,944 Long-term capital gains $-- c For current period, includes subscriptions by other Schwab Funds(R) as follows: SCHWAB MARKETTRACK PORTFOLIOS: SHARES VALUE All Equity Portfolio 21,804 $206,923 Growth Portfolio 15,500 $147,092 Balanced Portfolio 8,066 $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 PERIOD $40 PRIOR PERIOD $15 Dollar amounts are net of the redemption proceeds. e Includes distributable net investment income in the amount of $13,237 and $3,943 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 16.8% Growth Portfolio 12.5% Balanced Portfolio 6.8% See financial notes. 21 SCHWAB INSTITUTIONAL SELECT S&P 500 FUND FINANCIAL NOTES BUSINESS STRUCTURE OF THE FUNDS THE FUND DISCUSSED IN THIS REPORT IS A SERIES OF SCHWAB CAPITAL TRUST, A NO-LOAD, OPEN-END MANAGEMENT INVESTMENT COMPANY. The company is organized as a Massachusetts business trust and is registered under the Investment Company Act of 1940, as amended. The sidebar shows the fund in this report and its trust. THE FUND OFFERS ONE SHARE CLASS. 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 trust may issue as many shares as necessary. FUND OPERATIONS Most of the fund's investments are described earlier in this report. However, there are certain other fund operations and policies that may affect the fund's financials, as described below. Other policies concerning the fund's business operations also are described here. THE FUND PAYS DIVIDENDS from net investment income and makes distributions from net capital gains once a year. THE FUND 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 the 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, the 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. The 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 TRUST AND ITS FUNDS This list shows all of the funds included in Schwab Capital Trust. The fund discussed in this report is highlighted. 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 22 SCHWAB INSTITUTIONAL SELECT S&P 500 FUND THE FUND MAY LOAN SECURITIES TO CERTAIN BROKERS, DEALERS AND OTHER FINANCIAL INSTITUTIONS WHO PAY THE FUND NEGOTIATED FEES. The fund receives 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 FUND PAYS FEES TO AFFILIATES OF THE INVESTMENT ADVISER FOR VARIOUS SERVICES. Through its trust, the fund has 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 fund that may limit the total expenses charged. The rates and limitations for these fees are described in the fund's Statement of Operations. THE FUND MAY ENGAGE IN CERTAIN TRANSACTIONS INVOLVING RELATED PARTIES. For instance, the fund may own shares of The Charles Schwab Corporation because that company is included in its index. The fund may make direct transactions with certain other Schwab Funds(R) 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 fund may enter into interfund borrowing and lending transactions within the Schwab Funds(R). 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(R). 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 trust was in compliance with these limitations throughout the report period. The trust 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 the fund's Statement of Operations. THE FUND MAY BORROW MONEY FROM BANKS AND CUSTODIANS. The fund may obtain temporary bank loans through the trust 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 $100 million with PNC Bank, N.A. and Bank of America, N.A., respectively. The fund pays interest on the amounts it borrows at rates that are negotiated periodically.
AMOUNT WEIGHTED OUTSTANDING AVERAGE AVERAGE AT 10/31/05 BORROWING* INTEREST FUND ($ x 1,000) ($ x 1,000) RATE* (%) - -------------------------------------------------------------------------------- SCHWAB INSTITUTIONAL SELECT S&P 500 FUND -- 781 3.91 - --------------------------------------------------------------------------------
* Based on the number of days for which the borrowing is outstanding. THE FUND INTENDS TO MEET FEDERAL INCOME AND EXCISE TAX REQUIREMENTS FOR REGULATED INVESTMENT COMPANIES. Accordingly, the fund distributes substantially all of its net investment income and net realized capital gains (if any) to its respective shareholders each year. As long as the 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 losses on wash sales. 23 SCHWAB INSTITUTIONAL SELECT S&P 500 FUND UNDER THE FUND'S ORGANIZATIONAL DOCUMENTS, ITS OFFICERS AND TRUSTEES ARE INDEMNIFIED AGAINST CERTAIN LIABILITY ARISING OUT OF THE PERFORMANCE OF THEIR DUTIES TO THE FUND. In addition, in the normal course of business the fund enters into contracts with its vendors and others that provide general indemnifications. The fund's maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the fund. However, based on experience, the fund expects the risk of loss to be remote. ACCOUNTING POLICIES The following are the main policies the fund uses in preparing its financial statements. THE FUND VALUES THE SECURITIES IN ITS PORTFOLIO EVERY BUSINESS DAY. The fund uses 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 the 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. - - FUTURES: open contracts are valued at their settlement prices as of the close of their exchanges. When the fund closes out a futures 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. 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 fund records 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. EXPENSES that are specific to the fund are charged directly to the 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. THE FUND MAINTAINS ITS OWN ACCOUNT FOR PURPOSES OF HOLDING ASSETS AND ACCOUNTING, and is considered a separate entity for tax purposes. Within its account, the 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. 24 REPORT OF REGISTERED INDEPENDENT PUBLIC ACCOUNTING FIRM TO THE BOARD OF TRUSTEES AND SHAREHOLDERS OF: Schwab Institutional Select S&P 500 Fund In our opinion, the accompanying statement of assets and liabilities, including the portfolio holdings, and the related statement of operations and of changes in net assets and the financial highlights present fairly, in all material respects, the financial position of Schwab Institutional Select S&P 500 Fund (one of the portfolios constituting Schwab Capital Trust, hereafter referred to as the "Fund") at October 31, 2005, the results of operations for the year then ended, the changes in 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 Fund's management; our responsibility is to express an opinion on these financial statements based on our audit. We conducted our audit 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 audit 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 audit, which included confirmation of securities at October 31, 2005 by correspondence with the custodian and brokers, provides a reasonable basis for our opinion. PRICEWATERHOUSECOOPERS LLP San Francisco, CA December 16, 2005 25 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 Capital Trust (the "Trust") and CSIM (the "Agreement") with respect to existing funds in the Trust, operating as of December 31 of the previous year, including the Schwab Institutional Select S&P 500 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 Agreement for an additional one year period. The Board's approval of the Agreement 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 Agreement, 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 Agreement reflect those economies of scale for the benefit of fund investors. 26 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 Agreement. FUND PERFORMANCE. The Board considered fund performance in determining whether to renew the Agreement. 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 Agreement. FUND EXPENSES. With respect to the funds' expenses, the trustees considered the rate of compensation called for by the Agreement, 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 Agreement. 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 Agreement and other service agreements were reasonable and 27 justified in light of 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 Agreement. 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 deliberations, 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 Agreement and concluded that the compensation under the Agreement 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. 28 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. 29 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 investment 1943 Investments, 1991; 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. 30 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. 31 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 Investment Officer (all trusts). 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.
32 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. 33 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. MFR14310-06 SCHWAB MARKETTRACK PORTFOLIOS(R) ANNUAL REPORT October 31, 2005 Schwab MarketTrack All Equity Portfolio(TM) Schwab MarketTrack Growth Portfolio(TM) Schwab MarketTrack Balanced Portfolio(TM) Schwab MarketTrack Conservative Portfolio(TM) [CHARLES SCHWAB LOGO] Four portfolios that combine the power of indexing with the benefits of asset allocation. IN THIS REPORT Management's Discussion ............................................ 2 Performance and Fund Facts Schwab MarketTrack All Equity Portfolio(TM) ... 7 Schwab MarketTrack Growth Portfolio(TM) ....... 9 Schwab MarketTrack Balanced Portfolio(TM) ..... 11 Schwab MarketTrack Conservative Portfolio(TM) . 13 Fund Expenses ...................................................... 15 Financial Statements Schwab MarketTrack All Equity Portfolio(TM) ... 16 Schwab MarketTrack Growth Portfolio(TM) ....... 21 Schwab MarketTrack Balanced Portfolio(TM) ..... 33 Schwab MarketTrack Conservative Portfolio(TM) . 45 Financial Notes .................................................... 57 Investment Advisory Agreement Approval ............................. 62 Trustees and Officers .............................................. 65 Glossary ........................................................... 69 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 MarketTrack Portfolios for the one-year period ended October 31, 2005. The Schwab Market Track Portfolios are part of our suite of asset allocation funds and provide the performance potential of indexing with the risk management of asset allocation. Research has shown that asset allocation can be the most important factor in determining overall portfolio performance--more important than which securities you choose or when you decide to buy and sell them. Asset allocation funds, such as the Schwab MarketTrack Portfolios, offer investors a convenient way to manage their entire portfolio in one investment. What's more, combining investment across management styles or asset classes can help balance risk while seeking to provide competitive returns. 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. During this report period, we added to our suite of actively managed funds with the launch of 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. 2 Schwab MarketTrack Portfolios [PHOTO OF LARRY MANO] LARRY MANO, vice president and senior portfolio manager of the investment adviser, is responsible for the overall management of the funds. Prior to joining the firm in 1998, he worked for 20 years in equity management. [PHOTO OF TOM BROWN] TOM BROWN, an associate portfolio manager of the investment adviser, is responsible for the day-to-day management of the equity portions of the funds. He joined Schwab in 1995, became a trader in 1999, and was named to his current position in 2004. [PHOTO OF MATTHEW HASTINGS] MATTHEW HASTINGS, CFA, a vice president and senior portfolio manager, has day-to-day co-management responsibility for the funds. He joined the firm in 1999 and has worked in fixed income and asset management since 1996. 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 MarketTrack Portfolios 3 MANAGEMENT'S DISCUSSION continued [PHOTO OF STEVEN HUNG] STEVEN HUNG, a director and portfolio manager of the investment adviser, has day-to-day co-responsibility for the management of the funds. He joined the firm in 1998, and has worked in fixed-income asset management since 1999. 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 2.69% THREE-MONTH U.S. TREASURY BILLS (T-BILLS): measures short-term U.S. Treasury obligations [LINE GRAPH]
THREE-MONTH U.S. LEHMAN BROTHERS TREASURY BILLS U.S. AGGREGATE S&P 500(R) RUSSELL 2000(R) MSCI-EAFE(R) (T-BILLS) BOND INDEX INDEX INDEX INDEX 31-Oct-04 0.00 0.00 0.00 0.00 0.00 07-Nov-04 0.01 -0.52 3.21 3.53 3.71 14-Nov-04 0.05 -0.49 4.88 6.60 4.81 21-Nov-04 0.09 -0.40 3.69 5.15 5.92 28-Nov-04 0.12 -0.47 4.81 8.21 6.96 05-Dec-04 0.16 -0.38 5.62 10.13 8.68 12-Dec-04 0.19 0.13 5.37 8.44 5.79 19-Dec-04 0.25 -0.05 5.95 10.16 7.36 26-Dec-04 0.29 0.02 7.40 11.44 10.52 02-Jan-05 0.33 0.12 7.59 11.89 11.52 09-Jan-05 0.36 -0.09 5.35 5.32 8.50 16-Jan-05 0.40 0.27 5.22 6.07 8.74 23-Jan-05 0.45 0.68 3.75 4.98 7.81 30-Jan-05 0.48 0.70 4.08 5.33 8.68 06-Feb-05 0.53 1.05 6.95 9.55 10.43 13-Feb-05 0.57 1.03 7.23 9.11 11.16 20-Feb-05 0.61 0.51 6.94 8.33 12.75 27-Feb-05 0.65 0.47 7.86 9.63 13.40 06-Mar-05 0.70 0.44 8.86 10.92 15.44 13-Mar-05 0.75 -0.43 6.96 7.84 15.54 20-Mar-05 0.79 -0.34 6.04 7.13 14.06 27-Mar-05 0.84 -0.79 4.42 5.88 11.43 03-Apr-05 0.90 -0.16 4.59 5.31 11.55 10-Apr-05 0.96 -0.28 5.37 5.20 12.02 17-Apr-05 1.01 0.55 1.95 0.06 10.11 24-Apr-05 1.06 0.78 2.81 1.57 10.36 01-May-05 1.12 0.98 3.28 -0.15 8.71 08-May-05 1.18 0.79 4.60 2.83 10.65 15-May-05 1.24 1.27 3.14 0.36 8.08 22-May-05 1.29 1.34 6.33 5.10 8.34 29-May-05 1.33 1.73 7.22 6.42 9.41 05-Jun-05 1.39 2.23 7.01 7.02 9.48 12-Jun-05 1.44 1.96 7.23 8.07 9.40 19-Jun-05 1.50 1.94 8.95 11.20 11.36 26-Jun-05 1.55 2.67 6.70 8.83 10.42 03-Jul-05 1.59 2.25 7.01 11.08 9.74 10-Jul-05 1.66 2.07 8.60 14.40 9.31 17-Jul-05 1.71 1.96 10.06 14.69 11.35 24-Jul-05 1.76 1.84 10.59 17.12 12.34 31-Jul-05 1.84 1.70 10.68 17.49 13.59 07-Aug-05 1.88 1.25 10.02 14.58 14.44 14-Aug-05 1.94 1.94 10.44 14.14 18.32 21-Aug-05 2.01 2.10 9.54 12.85 16.11 28-Aug-05 2.07 2.25 8.24 12.20 16.21 04-Sep-05 2.15 3.04 9.47 14.77 19.45 11-Sep-05 2.21 2.68 11.60 17.33 20.67 18-Sep-05 2.28 2.20 11.33 16.32 20.04 25-Sep-05 2.36 2.28 9.32 13.47 18.92 02-Oct-05 2.42 1.94 10.56 15.67 21.65 09-Oct-05 2.48 1.89 7.66 11.63 19.16 16-Oct-05 2.53 1.35 6.84 9.71 18.26 23-Oct-05 2.61 1.86 6.22 9.65 15.53 30-Oct-05 2.66 1.09 7.95 10.12 16.68 31-Oct-05 2.69 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 MarketTrack Portfolios 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 MARKETTRACK ALL EQUITY PORTFOLIO(TM) ....... 11.81% Benchmark ...................... 13.13% Performance Details ............ page 7 SCHWAB MARKETTRACK GROWTH PORTFOLIO(TM) ........... 9.48% Benchmark ...................... 10.86% Performance Details ............ page 9 SCHWAB MARKETTRACK BALANCED PORTFOLIO(TM) ......... 7.41% Benchmark ...................... 8.08% Performance Details ............ page 11 SCHWAB MARKETTRACK CONSERVATIVE PORTFOLIO(TM) ..... 5.24% Benchmark ...................... 5.70% Performance Details ............ page 13 THE MARKETTRACK PORTFOLIOS INCORPORATE A MIX OF DIFFERENT ASSET CLASSES. Accordingly, their returns over a given period will reflect a blend of the returns of those asset classes, and will depend on their relative weightings within each portfolio. By spreading their exposure over various asset classes, the MarketTrack Portfolios are designed to provide more stable returns while seeking to reduce risk over various market cycles. THE SCHWAB MARKET TRACK ALL EQUITY PORTFOLIO was up 11.81% for the period compared to a 13.13% return for its benchmark, the All Equity Composite Index. This portfolio invests in different segments of the stock market including large-cap, small-cap and international, so its performance reflects a blend of those segments' returns. Unlike the other MarketTrack Portfolios, this fund does not have a defined allocation to fixed income. For the one-year report period, the fund's allocations to international and small-cap segments helped performance as those segments' performances, as measured respectively by the MSCI EAFE and Russell 2000 Index, outperformed that of large-cap domestic equities as measured by the S&P 500. THE SCHWAB MARKETTRACK GROWTH PORTFOLIO was up 9.48%, compared to a 10.86% return for its benchmark, the Growth Composite Index. The portfolio has an 80% target stock allocation that is divided amongst large-cap, small-cap, and international stocks. The 20% allocation to fixed income is designed to reduce volatility and risk over the long term. In this report period, due to strong equity markets and increased interest in emerging markets, the fund benefited from its emphasis on equities. THE SCHWAB MARKETTRACK BALANCED PORTFOLIO returned 7.41%, compared to a 8.08% return for its benchmark, the Balanced Composite Index. With a 60% target allocation to equities, the Balanced Portfolio's allocation is weighted toward stock investments, but also includes substantial bond investments in seeking to add income and reduce volatility. While Source of Sector Classification: S&P and MSCI. All portfolio 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 portfolios' total returns would have been lower. Performance does not reflect the deduction of taxes that a shareholder would pay on portfolio distributions or on the redemption of portfolio 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 MarketTrack Portfolios 5 MANAGEMENT'S DISCUSSION continued the equity segments led performance for the report period, bonds also contributed positive returns, as tracked by the Lehman Brothers U.S. Aggregate Bond Index. THE SCHWAB MARKETTRACK CONSERVATIVE PORTFOLIO was up 5.24% compared to a 5.70% return for its benchmark, the Conservative Composite. With a target allocation of 55% to bonds and 40% to stocks, this portfolio is designed to seek income with more growth potential than an all-bond portfolio. Although the bond markets did not see much of a rally this period, the portfolio benefited from its exposure to the various segments of the equity market. 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 MarketTrack Portfolios SCHWAB MARKETTRACK ALL EQUITY PORTFOLIO(TM) PERFORMANCE as of 10/31/05 AVERAGE ANNUAL TOTAL RETURNS 1, 2 This chart compares performance of the portfolio with a benchmark and the portfolio's Morningstar category. [BAR CHART]
Benchmark: Fund Category: PORTFOLIO ALL EQUITY MORNINGSTAR Ticker Symbol: SWEGX COMPOSITE INDEX LARGE-CAP BLEND 1 YEAR 11.81% 13.13% 9.53% 5 YEARS 0.64% 1.81% -1.41% 3 SINCE INCEPTION: 5/19/98 3.22% 3 4.63% 4 2.42% 3 4 SINCE: 6/1/98
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 portfolio, compared with a similar investment in a benchmark and an additional index. $12,670 PORTFOLIO $13,994 ALL EQUITY COMPOSITE INDEX $12,072 S&P 500(R) INDEX [LINE GRAPH]
ALL EQUITY S&P 500(R) PORTFOLIO COMPOSITE INDEX INDEX 19-May-98 $10,000 $10,000 31-May-98 $9,850 $10,000 $9,751 30-Jun-98 $10,050 $10,101 $10,147 31-Jul-98 $9,810 $9,879 $10,039 31-Aug-98 $8,330 $8,317 $8,590 30-Sep-98 $8,610 $8,558 $9,140 31-Oct-98 $9,280 $9,120 $9,883 30-Nov-98 $9,800 $9,636 $10,482 31-Dec-98 $10,303 $10,146 $11,086 31-Jan-99 $10,483 $10,315 $11,549 28-Feb-99 $10,041 $9,895 $11,190 31-Mar-99 $10,383 $10,207 $11,638 30-Apr-99 $10,896 $10,747 $12,088 31-May-99 $10,664 $10,602 $11,803 30-Jun-99 $11,197 $11,170 $12,458 31-Jul-99 $11,137 $11,095 $12,069 31-Aug-99 $11,056 $10,973 $12,009 30-Sep-99 $11,006 $10,854 $11,680 31-Oct-99 $11,539 $11,258 $12,419 30-Nov-99 $11,971 $11,815 $12,672 31-Dec-99 $12,885 $12,889 $13,418 31-Jan-00 $12,162 $12,368 $12,744 29-Feb-00 $12,498 $12,978 $12,503 31-Mar-00 $13,159 $13,516 $13,726 30-Apr-00 $12,610 $12,933 $13,313 31-May-00 $12,223 $12,580 $13,040 30-Jun-00 $12,752 $13,106 $13,362 31-Jul-00 $12,386 $12,839 $13,154 31-Aug-00 $13,098 $13,582 $13,971 30-Sep-00 $12,477 $13,068 $13,233 31-Oct-00 $12,274 $12,793 $13,177 30-Nov-00 $11,378 $11,888 $12,139 31-Dec-00 $11,736 $12,435 $12,198 31-Jan-01 $11,996 $12,720 $12,632 28-Feb-01 $10,967 $11,779 $11,480 31-Mar-01 $10,302 $11,035 $10,752 30-Apr-01 $11,081 $11,869 $11,587 31-May-01 $11,061 $11,897 $11,665 30-Jun-01 $10,925 $11,711 $11,381 31-Jul-01 $10,655 $11,451 $11,270 31-Aug-01 $10,187 $10,976 $10,564 30-Sep-01 $9,179 $9,839 $9,711 31-Oct-01 $9,418 $10,157 $9,896 30-Nov-01 $10,000 $10,791 $10,655 31-Dec-01 $10,205 $11,068 $10,749 31-Jan-02 $9,887 $10,819 $10,592 28-Feb-02 $9,728 $10,676 $10,388 31-Mar-02 $10,258 $11,248 $10,778 30-Apr-02 $9,972 $11,023 $10,125 31-May-02 $9,855 $10,900 $10,050 30-Jun-02 $9,293 $10,264 $9,335 31-Jul-02 $8,380 $9,243 $8,607 31-Aug-02 $8,402 $9,260 $8,663 30-Sep-02 $7,585 $8,378 $7,722 31-Oct-02 $8,062 $8,837 $8,401 30-Nov-02 $8,529 $9,336 $8,896 31-Dec-02 $8,118 $8,900 $8,374 31-Jan-03 $7,817 $8,632 $8,154 28-Feb-03 $7,645 $8,429 $8,032 31-Mar-03 $7,656 $8,428 $8,110 30-Apr-03 $8,355 $9,138 $8,778 31-May-03 $8,925 $9,752 $9,241 30-Jun-03 $9,075 $9,919 $9,359 31-Jul-03 $9,323 $10,200 $9,524 31-Aug-03 $9,559 $10,499 $9,710 30-Sep-03 $9,538 $10,457 $9,607 31-Oct-03 $10,140 $11,123 $10,150 30-Nov-03 $10,333 $11,347 $10,240 31-Dec-03 $10,875 $11,886 $10,776 31-Jan-04 $11,071 $12,142 $10,975 29-Feb-04 $11,223 $12,328 $11,127 31-Mar-04 $11,136 $12,293 $10,959 30-Apr-04 $10,854 $11,946 $10,787 31-May-04 $10,973 $12,045 $10,935 30-Jun-04 $11,255 $12,344 $11,147 31-Jul-04 $10,810 $11,820 $10,778 31-Aug-04 $10,799 $11,800 $10,821 30-Sep-04 $11,081 $12,129 $10,938 31-Oct-04 $11,331 $12,371 $11,105 30-Nov-04 $11,982 $13,091 $11,555 31-Dec-04 $12,395 $13,567 $11,948 31-Jan-05 $12,055 $13,229 $11,656 28-Feb-05 $12,373 $13,596 $11,901 31-Mar-05 $12,110 $13,294 $11,691 30-Apr-05 $11,759 $12,876 $11,468 31-May-05 $12,110 $13,274 $11,833 30-Jun-05 $12,264 $13,481 $11,850 31-Jul-05 $12,768 $14,060 $12,290 31-Aug-05 $12,790 $14,101 $12,179 30-Sep-05 $12,966 $14,350 $12,277 31-Oct-05 $12,670 $13,994 $12,072
All figures on this page assume dividends and distributions were reinvested. Index figures do not include trading and management costs, which would lower performance. Indices are unmanaged, and you cannot invest in them directly. 1 Portfolio expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the portfolio's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on portfolio distributions or the redemption of portfolio shares. 2 The All Equity Composite Index is composed of Morningstar category averages and is calculated using the following portion allocations: 45% large-cap stocks, 25% small-cap stocks and 30% foreign stocks. Source: Morningstar, Inc. Schwab MarketTrack Portfolios 7 SCHWAB MARKETTRACK ALL EQUITY PORTFOLIO FUND FACTS as of 10/31/05 STYLE ASSESSMENT 1 [GRAPHIC]
INVESTMENT STYLE Value Blend Growth MARKET CAP Large / / /X/ / / Medium / / / / / / Small / / / / / /
STATISTICS NUMBER OF HOLDINGS 4 - -------------------------------------------------------------------------------- WEIGHTED AVERAGE MARKET CAP ($ x 1,000,000) $58,588 - -------------------------------------------------------------------------------- PRICE/EARNINGS RATIO (P/E) 20.6 - -------------------------------------------------------------------------------- PRICE/BOOK RATIO (P/B) 2.5 - -------------------------------------------------------------------------------- PORTFOLIO TURNOVER RATE 49% - -------------------------------------------------------------------------------- MINIMUM INITIAL INVESTMENT 2 $1,000 ($500 for retirement, education and custodial accounts) - --------------------------------------------------------------------------------
TOP HOLDINGS 3
% OF SECURITY NET ASSETS - -------------------------------------------------------------------------------- (1) SCHWAB INSTITUTIONAL SELECT(R) S&P 500 FUND 45.1% - -------------------------------------------------------------------------------- (2) SCHWAB INTERNATIONAL INDEX FUND(R), Select Shares(R) 29.8% - -------------------------------------------------------------------------------- (3) SCHWAB SMALL-CAP INDEX FUND(R), Select Shares 25.1% - -------------------------------------------------------------------------------- TOTAL 100.0%
ASSET CLASS WEIGHTINGS % of Investments This chart shows the portfolio's asset class composition as of the report date. [PIE CHART] 45.1% LARGE-CAP STOCKS 29.8% INTERNATIONAL STOCKS 25.1% SMALL-CAP STOCKS 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 portfolio based on a ten-factor model for value and growth characteristics. The portfolio's market capitalization placement is determined by the geometric mean of its holdings' market capitalizations. The assessment reflects the portfolio's holdings 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. 8 Schwab MarketTrack Portfolios SCHWAB MARKETTRACK GROWTH PORTFOLIO(TM) PERFORMANCE as of 10/31/05 AVERAGE ANNUAL TOTAL RETURNS 1, 2 This chart compares performance of the portfolio with a benchmark and the portfolio's Morningstar category. [BAR CHART]
Fund Benchmark: Category: PORTFOLIO GROWTH COMPOSITE MORNINGSTAR Ticker Symbol: SWHGX INDEX LARGE-CAP BLEND 1 YEAR 9.48% 10.86% 9.53% 5 YEARS 1.62% 2.66% -1.41% 3 SINCE INCEPTION: 11/20/95 7.66% 3 9.90% 4 7.82% 3 4 SINCE: 12/1/95
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 portfolio, compared with a similar investment in a benchmark and two additional indices. $20,868 PORTFOLIO $25,515 GROWTH COMPOSITE INDEX $23,643 S&P 500(R) INDEX $18,328 LEHMAN BROTHERS U.S. AGGREGATE BOND INDEX [LINE GRAPH]
LEHMAN BROTHERS GROWTH S&P 500(R) U.S. AGGREGATE PORTFOLIO COMPOSITE INDEX INDEX BOND INDEX 20-Nov-95 $10,000 $10,000 $10,000 30-Nov-95 $10,080 $10,000 $10,104 $10,076 31-Dec-95 $10,292 $10,480 $10,299 $10,217 31-Jan-96 $10,442 $10,646 $10,649 $10,285 29-Feb-96 $10,533 $10,776 $10,748 $10,106 31-Mar-96 $10,623 $10,908 $10,852 $10,035 30-Apr-96 $10,803 $10,866 $11,011 $9,979 31-May-96 $10,954 $11,645 $11,294 $9,959 30-Jun-96 $10,934 $12,330 $11,337 $10,092 31-Jul-96 $10,523 $12,502 $10,836 $10,120 31-Aug-96 $10,733 $12,682 $11,064 $10,102 30-Sep-96 $11,184 $12,967 $11,686 $10,278 31-Oct-96 $11,324 $13,008 $12,009 $10,506 30-Nov-96 $11,896 $13,626 $12,917 $10,686 31-Dec-96 $11,784 $13,868 $12,661 $10,587 31-Jan-97 $12,008 $14,191 $13,451 $10,620 28-Feb-97 $12,028 $14,176 $13,557 $10,646 31-Mar-97 $11,692 $13,843 $13,001 $10,528 30-Apr-97 $12,038 $14,076 $13,776 $10,686 31-May-97 $12,793 $14,933 $14,614 $10,787 30-Jun-97 $13,313 $15,512 $15,268 $10,916 31-Jul-97 $14,087 $16,318 $16,482 $11,210 31-Aug-97 $13,618 $15,863 $15,559 $11,115 30-Sep-97 $14,301 $16,670 $16,410 $11,280 31-Oct-97 $13,853 $16,055 $15,862 $11,443 30-Nov-97 $14,098 $16,153 $16,597 $11,496 31-Dec-97 $14,259 $16,328 $16,882 $11,612 31-Jan-98 $14,410 $16,445 $17,070 $11,761 28-Feb-98 $15,220 $17,373 $18,300 $11,751 31-Mar-98 $15,738 $18,047 $19,237 $11,791 30-Apr-98 $15,846 $18,226 $19,432 $11,852 31-May-98 $15,576 $17,934 $19,097 $11,965 30-Jun-98 $15,868 $18,097 $19,873 $12,067 31-Jul-98 $15,555 $17,793 $19,662 $12,092 31-Aug-98 $13,729 $15,573 $16,823 $12,289 30-Sep-98 $14,194 $15,973 $17,901 $12,577 31-Oct-98 $15,080 $16,796 $19,357 $12,510 30-Nov-98 $15,760 $17,576 $20,530 $12,581 31-Dec-98 $16,422 $18,327 $21,712 $12,619 31-Jan-99 $16,718 $18,589 $22,620 $12,709 28-Feb-99 $16,103 $17,937 $21,916 $12,486 31-Mar-99 $16,576 $18,411 $22,793 $12,555 30-Apr-99 $17,224 $19,203 $23,675 $12,595 31-May-99 $16,916 $18,965 $23,116 $12,484 30-Jun-99 $17,586 $19,770 $24,399 $12,444 31-Jul-99 $17,465 $19,668 $23,638 $12,392 31-Aug-99 $17,355 $19,497 $23,520 $12,386 30-Sep-99 $17,290 $19,368 $22,875 $12,530 31-Oct-99 $17,982 $19,949 $24,323 $12,576 30-Nov-99 $18,520 $20,755 $24,817 $12,575 31-Dec-99 $19,602 $22,268 $26,279 $12,514 31-Jan-00 $18,730 $21,537 $24,960 $12,473 29-Feb-00 $19,155 $22,437 $24,487 $12,624 31-Mar-00 $20,049 $23,212 $26,882 $12,791 30-Apr-00 $19,389 $22,386 $26,073 $12,754 31-May-00 $18,931 $21,891 $25,539 $12,747 30-Jun-00 $19,635 $22,702 $26,169 $13,012 31-Jul-00 $19,233 $22,358 $25,761 $13,131 31-Aug-00 $20,206 $23,431 $27,361 $13,321 30-Sep-00 $19,456 $22,745 $25,917 $13,405 31-Oct-00 $19,255 $22,371 $25,808 $13,493 30-Nov-00 $18,148 $21,167 $23,774 $13,715 31-Dec-00 $18,660 $22,014 $23,891 $13,970 31-Jan-01 $19,052 $22,475 $24,739 $14,198 28-Feb-01 $17,758 $21,182 $22,483 $14,321 31-Mar-01 $16,938 $20,127 $21,057 $14,393 30-Apr-01 $17,955 $21,330 $22,693 $14,332 31-May-01 $18,001 $21,386 $22,845 $14,418 30-Jun-01 $17,851 $21,129 $22,290 $14,473 31-Jul-01 $17,574 $20,827 $22,072 $14,797 31-Aug-01 $16,973 $20,177 $20,690 $14,967 30-Sep-01 $15,667 $18,527 $19,018 $15,141 31-Oct-01 $16,037 $19,059 $19,382 $15,457 30-Nov-01 $16,823 $19,970 $20,868 $15,244 31-Dec-01 $17,086 $20,362 $21,052 $15,147 31-Jan-02 $16,706 $20,010 $20,744 $15,269 28-Feb-02 $16,492 $19,830 $20,344 $15,417 31-Mar-02 $17,157 $20,635 $21,109 $15,161 30-Apr-02 $16,753 $20,369 $19,830 $15,456 31-May-02 $16,623 $20,218 $19,683 $15,587 30-Jun-02 $15,863 $19,290 $18,282 $15,723 31-Jul-02 $14,652 $17,770 $16,858 $15,913 31-Aug-02 $14,747 $17,841 $16,967 $16,182 30-Sep-02 $13,619 $16,516 $15,123 $16,444 31-Oct-02 $14,307 $17,223 $16,454 $16,368 30-Nov-02 $14,984 $18,009 $17,423 $16,363 31-Dec-02 $14,440 $17,395 $16,400 $16,702 31-Jan-03 $14,030 $16,979 $15,970 $16,717 28-Feb-03 $13,825 $16,694 $15,731 $16,948 31-Mar-03 $13,849 $16,689 $15,883 $16,934 30-Apr-03 $14,863 $17,844 $17,192 $17,075 31-May-03 $15,720 $18,855 $18,098 $17,392 30-Jun-03 $15,913 $19,114 $18,330 $17,358 31-Jul-03 $16,167 $19,454 $18,652 $16,774 31-Aug-03 $16,517 $19,929 $19,016 $16,885 30-Sep-03 $16,529 $19,952 $18,815 $17,332 31-Oct-03 $17,338 $20,947 $19,879 $17,171 30-Nov-03 $17,616 $21,296 $20,054 $17,212 31-Dec-03 $18,352 $22,145 $21,105 $17,388 31-Jan-04 $18,645 $22,552 $21,494 $17,527 29-Feb-04 $18,866 $22,862 $21,792 $17,716 31-Mar-04 $18,780 $22,839 $21,463 $17,849 30-Apr-04 $18,327 $22,240 $21,126 $17,385 31-May-04 $18,486 $22,368 $21,416 $17,316 30-Jun-04 $18,878 $22,827 $21,831 $17,414 31-Jul-04 $18,303 $22,087 $21,109 $17,587 31-Aug-04 $18,352 $22,118 $21,193 $17,923 30-Sep-04 $18,731 $22,623 $21,422 $17,971 31-Oct-04 $19,062 $23,016 $21,750 $18,122 30-Nov-04 $19,906 $24,073 $22,631 $17,977 31-Dec-04 $20,483 $24,810 $23,400 $18,142 31-Jan-05 $20,049 $24,336 $22,829 $18,257 28-Feb-05 $20,446 $24,870 $23,308 $18,149 31-Mar-05 $20,086 $24,404 $22,896 $18,056 30-Apr-05 $19,664 $23,834 $22,461 $18,300 31-May-05 $20,198 $24,451 $23,175 $18,498 30-Jun-05 $20,396 $24,781 $23,208 $18,600 31-Jul-05 $21,054 $25,608 $24,071 $18,430 31-Aug-05 $21,079 $25,725 $23,852 $18,666 30-Sep-05 $21,278 $26,062 $24,045 $18,474 31-Oct-05 $20,868 $25,515 $23,643 $18,328
All figures on this page assume dividends and distributions were reinvested. Index figures do not include trading and management costs, which would lower performance. Indices are unmanaged, and you cannot invest in them directly. 1 Portfolio expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the portfolio's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on portfolio distributions or the redemption of portfolio shares. 2 The Growth Composite Index is composed of Morningstar category averages and cash equivalents as represented by the 90-day T-bill and is calculated using the following portfolio allocations: 40% large-cap stocks, 20% small-cap stocks, 20% foreign stocks, 15% bonds and 5% cash. Source: Morningstar, Inc. Schwab MarketTrack Portfolios 9 SCHWAB MARKETTRACK GROWTH PORTFOLIO FUND FACTS as of 10/31/05 STYLE ASSESSMENT 1 [GRAPH]
INVESTMENT STYLE Value Blend Growth MARKET CAP Large / / /X/ / / Medium / / / / / / Small / / / / / /
STATISTICS NUMBER OF HOLDINGS 517 - -------------------------------------------------------------------------------- WEIGHTED AVERAGE MARKET CAP ($ x 1,000,000) $59,922 - -------------------------------------------------------------------------------- PRICE/EARNINGS RATIO (P/E) 20.6 - -------------------------------------------------------------------------------- PRICE/BOOK RATIO (P/B) 2.6 - -------------------------------------------------------------------------------- PORTFOLIO TURNOVER RATE 33% - -------------------------------------------------------------------------------- MINIMUM INITIAL INVESTMENT 2 $1,000 ($500 for retirement, education and custodial accounts) - --------------------------------------------------------------------------------
TOP HOLDINGS 3
% OF SECURITY NET ASSETS - -------------------------------------------------------------------------------- (1) SCHWAB INSTITIUTIONAL SELECT(R) S&P 500 FUND 23.8% - -------------------------------------------------------------------------------- (2) SCHWAB SMALL-CAP INDEX FUND(R), Select Shares(R) 20.2% - -------------------------------------------------------------------------------- (3) SCHWAB INTERNATIONAL INDEX FUND(R), Select Shares 20.1% - -------------------------------------------------------------------------------- (4) SCHWAB TOTAL BOND MARKET FUND(TM) 14.7% - -------------------------------------------------------------------------------- (5) SCHWAB VALUE ADVANTAGE MONEY FUND(R), Institutional Shares 4.7% - -------------------------------------------------------------------------------- (6) GENERAL ELECTRIC CO. 0.5% - -------------------------------------------------------------------------------- (7) EXXON MOBIL CORP. 0.5% - -------------------------------------------------------------------------------- (8) MICROSOFT CORP. 0.4% - -------------------------------------------------------------------------------- (9) CITIGROUP, INC. 0.4% - -------------------------------------------------------------------------------- (10) PROCTER & GAMBLE CO. 0.3% - -------------------------------------------------------------------------------- TOTAL 85.6%
ASSET CLASS WEIGHTINGS % of Investments This chart shows the portfolio's asset class composition as of the report date. [PIE CHART] 40.2% LARGE-CAP STOCKS 20.2% SMALL-CAP STOCKS 20.1% INTERNATIONAL STOCKS 14.7% BONDS 4.8% SHORT-TERM INVESTMENTS 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 portfolio based on a ten-factor model for value and growth characteristics. The portfolio's market capitalization placement is determined by the geometric mean of its holdings' market capitalizations. The assessment reflects the portfolio's holdings 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 MarketTrack Portfolios SCHWAB MARKETTRACK BALANCED PORTFOLIO(TM) PERFORMANCE as of 10/31/05 AVERAGE ANNUAL TOTAL RETURNS 1, 2 This chart compares performance of the portfolio with a benchmark and the portfolio's Morningstar category. [BAR CHART]
Benchmark: Fund Category: PORTFOLIO BALANCED MORNINGSTAR Ticker Symbol: SWBGX COMPOSITE INDEX MODERATE ALLOCATION 1 YEAR 7.41% 8.08% 7.62% 5 YEARS 2.77% 3.45% 2.00% 3 SINCE INCEPTION: 11/20/95 7.24% 3 8.87% 4 7.24% 3 4 SINCE 12/1/95
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 portfolio, compared with a similar investment in a benchmark and two additional indices. $20,058 PORTFOLIO $23,240 BALANCED COMPOSITE INDEX $23,643 S&P 500(R) INDEX $18,328 LEHMAN BROTHERS U.S. AGGREGATE BOND INDEX [LINE GRAPH]
LEHMAN BROTHERS BALANCED S&P 500(R) U.S. AGGREGATE PORTFOLIO COMPOSITE INDEX INDEX BOND INDEX 20-Nov-95 $10,000 $10,000 $10,000 30-Nov-95 $10,080 $10,000 $10,104 $10,076 31-Dec-95 $10,270 $10,379 $10,299 $10,217 31-Jan-96 $10,390 $10,519 $10,649 $10,285 29-Feb-96 $10,410 $10,575 $10,748 $10,106 31-Mar-96 $10,460 $10,652 $10,852 $10,035 30-Apr-96 $10,581 $10,630 $11,011 $9,979 31-May-96 $10,691 $11,225 $11,294 $9,959 30-Jun-96 $10,711 $11,775 $11,337 $10,092 31-Jul-96 $10,410 $11,892 $10,836 $10,120 31-Aug-96 $10,551 $11,924 $11,064 $10,102 30-Sep-96 $10,912 $12,141 $11,686 $10,278 31-Oct-96 $11,082 $12,232 $12,009 $10,506 30-Nov-96 $11,534 $12,643 $12,917 $10,686 31-Dec-96 $11,415 $12,818 $12,661 $10,587 31-Jan-97 $11,589 $13,073 $13,451 $10,620 28-Feb-97 $11,589 $13,065 $13,557 $10,646 31-Mar-97 $11,334 $12,780 $13,001 $10,528 30-Apr-97 $11,620 $12,999 $13,776 $10,686 31-May-97 $12,183 $13,625 $14,614 $10,787 30-Jun-97 $12,593 $14,057 $15,268 $10,916 31-Jul-97 $13,217 $14,722 $16,482 $11,210 31-Aug-97 $12,849 $14,401 $15,559 $11,115 30-Sep-97 $13,391 $14,996 $16,410 $11,280 31-Oct-97 $13,125 $14,648 $15,862 $11,443 30-Nov-97 $13,309 $14,746 $16,597 $11,496 31-Dec-97 $13,443 $14,902 $16,882 $11,612 31-Jan-98 $13,582 $15,016 $17,070 $11,761 28-Feb-98 $14,149 $15,650 $18,300 $11,751 31-Mar-98 $14,523 $16,118 $19,237 $11,791 30-Apr-98 $14,608 $16,251 $19,432 $11,852 31-May-98 $14,448 $16,078 $19,097 $11,965 30-Jun-98 $14,672 $16,239 $19,873 $12,067 31-Jul-98 $14,469 $16,021 $19,662 $12,092 31-Aug-98 $13,262 $14,560 $16,823 $12,289 30-Sep-98 $13,668 $14,966 $17,901 $12,577 31-Oct-98 $14,309 $15,513 $19,357 $12,510 30-Nov-98 $14,800 $16,081 $20,530 $12,581 31-Dec-98 $15,281 $16,632 $21,712 $12,619 31-Jan-99 $15,523 $16,850 $22,620 $12,709 28-Feb-99 $15,028 $16,328 $21,916 $12,486 31-Mar-99 $15,369 $16,682 $22,793 $12,555 30-Apr-99 $15,820 $17,235 $23,675 $12,595 31-May-99 $15,567 $17,046 $23,116 $12,484 30-Jun-99 $16,018 $17,574 $24,399 $12,444 31-Jul-99 $15,930 $17,458 $23,638 $12,392 31-Aug-99 $15,842 $17,323 $23,520 $12,386 30-Sep-99 $15,853 $17,260 $22,875 $12,530 31-Oct-99 $16,337 $17,664 $24,323 $12,576 30-Nov-99 $16,711 $18,175 $24,817 $12,575 31-Dec-99 $17,420 $19,117 $26,279 $12,514 31-Jan-00 $16,823 $18,642 $24,960 $12,473 29-Feb-00 $17,150 $19,236 $24,487 $12,624 31-Mar-00 $17,815 $19,838 $26,882 $12,791 30-Apr-00 $17,353 $19,305 $26,073 $12,754 31-May-00 $17,037 $18,981 $25,539 $12,747 30-Jun-00 $17,601 $19,588 $26,169 $13,012 31-Jul-00 $17,364 $19,423 $25,761 $13,131 31-Aug-00 $18,085 $20,224 $27,361 $13,321 30-Sep-00 $17,612 $19,829 $25,917 $13,405 31-Oct-00 $17,499 $19,619 $25,808 $13,493 30-Nov-00 $16,812 $18,873 $23,774 $13,715 31-Dec-00 $17,241 $19,524 $23,891 $13,970 31-Jan-01 $17,569 $19,924 $24,739 $14,198 28-Feb-01 $16,713 $19,108 $22,483 $14,321 31-Mar-01 $16,162 $18,423 $21,057 $14,393 30-Apr-01 $16,877 $19,233 $22,693 $14,332 31-May-01 $16,936 $19,325 $22,845 $14,418 30-Jun-01 $16,842 $19,175 $22,290 $14,473 31-Jul-01 $16,748 $19,081 $22,072 $14,797 31-Aug-01 $16,350 $18,662 $20,690 $14,967 30-Sep-01 $15,447 $17,563 $19,018 $15,141 31-Oct-01 $15,798 $18,018 $19,382 $15,457 30-Nov-01 $16,314 $18,635 $20,868 $15,244 31-Dec-01 $16,483 $18,879 $21,052 $15,147 31-Jan-02 $16,239 $18,682 $20,744 $15,269 28-Feb-02 $16,105 $18,573 $20,344 $15,417 31-Mar-02 $16,519 $19,063 $21,109 $15,161 30-Apr-02 $16,288 $18,918 $19,830 $15,456 31-May-02 $16,227 $18,836 $19,683 $15,587 30-Jun-02 $15,691 $18,176 $18,282 $15,723 31-Jul-02 $14,838 $17,140 $16,858 $15,913 31-Aug-02 $14,972 $17,266 $16,967 $16,182 30-Sep-02 $14,156 $16,362 $15,123 $16,444 31-Oct-02 $14,680 $16,877 $16,454 $16,368 30-Nov-02 $15,204 $17,476 $17,423 $16,363 31-Dec-02 $14,860 $17,100 $16,400 $16,702 31-Jan-03 $14,548 $16,813 $15,970 $16,717 28-Feb-03 $14,436 $16,663 $15,731 $16,948 31-Mar-03 $14,473 $16,677 $15,883 $16,934 30-Apr-03 $15,284 $17,577 $17,192 $17,075 31-May-03 $16,008 $18,405 $18,098 $17,392 30-Jun-03 $16,145 $18,585 $18,330 $17,358 31-Jul-03 $16,207 $18,687 $18,652 $16,774 31-Aug-03 $16,494 $19,055 $19,016 $16,885 30-Sep-03 $16,619 $19,167 $18,815 $17,332 31-Oct-03 $17,193 $19,847 $19,879 $17,171 30-Nov-03 $17,393 $20,103 $20,054 $17,212 31-Dec-03 $17,986 $20,732 $21,105 $17,388 31-Jan-04 $18,215 $21,058 $21,494 $17,527 29-Feb-04 $18,419 $21,316 $21,792 $17,716 31-Mar-04 $18,393 $21,324 $21,463 $17,849 30-Apr-04 $17,960 $20,789 $21,126 $17,385 31-May-04 $18,062 $20,861 $21,416 $17,316 30-Jun-04 $18,381 $21,206 $21,831 $17,414 31-Jul-04 $17,986 $20,731 $21,109 $17,587 31-Aug-04 $18,113 $20,834 $21,193 $17,923 30-Sep-04 $18,393 $21,199 $21,422 $17,971 31-Oct-04 $18,674 $21,502 $21,750 $18,122 30-Nov-04 $19,260 $22,196 $22,631 $17,977 31-Dec-04 $19,720 $22,748 $23,400 $18,142 31-Jan-05 $19,435 $22,442 $22,829 $18,257 28-Feb-05 $19,707 $22,768 $23,308 $18,149 31-Mar-05 $19,422 $22,423 $22,896 $18,056 30-Apr-05 $19,176 $22,090 $22,461 $18,300 31-May-05 $19,604 $22,596 $23,175 $18,498 30-Jun-05 $19,772 $22,847 $23,208 $18,600 31-Jul-05 $20,213 $23,382 $24,071 $18,430 31-Aug-05 $20,291 $23,491 $23,852 $18,666 30-Sep-05 $20,382 $23,644 $24,045 $18,474 31-Oct-05 $20,058 $23,240 $23,643 $18,328
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 Portfolio expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the portfolio's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on portfolio distributions or the redemption of portfolio shares. 2 The Balanced Composite Index is composed of Morningstar category averages and cash equivalents as represented by the 90-day T-bill and is calculated using the following portfolio allocations: 30% large-cap stocks, 15% small-caps stocks, 15% foreign stocks, 35% bonds and 5% cash. Source: Morningstar, Inc. Schwab MarketTrack Portfolios 11 SCHWAB MARKETTRACK BALANCED FUND FACTS as of 10/31/05 TOP HOLDINGS 1
% OF SECURITY NET ASSETS - -------------------------------------------------------------------------------- (1) SCHWAB TOTAL BOND MARKET FUND(TM) 34.6% - -------------------------------------------------------------------------------- (2) SCHWAB INSTITUTIONAL SELECT(R) S&P 500 FUND 16.3% - -------------------------------------------------------------------------------- (3) SCHWAB SMALL-CAP INDEX FUND(R), Select Shares(R) 15.2% - -------------------------------------------------------------------------------- (4) SCHWAB INTERNATIONAL INDEX FUND(R), Select Shares 15.1% - -------------------------------------------------------------------------------- (5) SCHWAB VALUE ADVANTAGE MONEY FUND(R), Institutional Shares 4.5% - -------------------------------------------------------------------------------- (6) GENERAL ELECTRIC CO. 0.5% - -------------------------------------------------------------------------------- (7) EXXON MOBIL CORP. 0.5% - -------------------------------------------------------------------------------- (8) MICROSOFT CORP. 0.3% - -------------------------------------------------------------------------------- (9) CITIGROUP, INC. 0.3% - -------------------------------------------------------------------------------- (10) PROCTER & GAMBLE CO. 0.2% - -------------------------------------------------------------------------------- TOTAL 87.5%
STATISTICS NUMBER OF HOLDINGS 516 - -------------------------------------------------------------------------------- PORTFOLIO TURNOVER RATE 25% - -------------------------------------------------------------------------------- MINIMUM INITIAL INVESTMENT 2 $1,000 ($500 for retirement, education and custodial accounts) - --------------------------------------------------------------------------------
ASSET CLASS WEIGHTINGS % of Investments This chart shows the portfolio's asset class composition as of the report date. [PIE CHART] 34.5% BONDS 30.3% LARGE-CAP STOCKS 15.2% SMALL-CAP STOCKS 15.1% INTERNATIONAL STOCKS 4.9% SHORT-TERM INVESTMENTS Portfolio holdings may have changed since the report date. Source of Sector Classification: S&P and MSCI. 1 This list is not a recommendation of any security by the investment adviser. 2 Please see prospectus for further detail and eligibility requirements. 12 Schwab MarketTrack Portfolios SCHWAB MARKETTRACK CONSERVATIVE PORTFOLIO(TM) PERFORMANCE as of 10/31/05 AVERAGE ANNUAL TOTAL RETURNS 1, 2 This chart compares performance of the portfolio with a benchmark and the portfolio's Morningstar category. [BAR CHART]
Fund Category: Benchmark: MORNINGSTAR CONSERVATIVE CONSERVATIVE PORTFOLIO COMPOSITE INDEX ALLOCATION Ticker Symbol: SWCGX 1 YEAR 5.24% 5.70% 3.78% 5 YEARS 3.80% 4.26% 3.23% 3 SINCE INCEPTION: 11/20/95 6.67% 3 7.68% 4 6.33% 3 4 SINCE: 12/1/95 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 portfolio, compared with a similar investment in a benchmark and two additional indices. $19,027 PORTFOLIO $20,847 CONSERVATIVE COMPOSITE INDEX $23,643 S&P 500(R) INDEX $18,328 LEHMAN BROTHERS U.S. AGGREGATE BOND INDEX [LINE GRAPH] LEHMAN BROTHERS CONSERVATIVE S&P 500(R) U.S. AGGREGATE PORTFOLIO COMPOSITE INDEX INDEX BOND INDEX 20-Nov-95 $10,000 $10,000 $10,000 30-Nov-95 $10,080 $10,000 $10,104 $10,076 31-Dec-95 $10,237 $10,285 $10,299 $10,217 31-Jan-96 $10,337 $10,397 $10,649 $10,285 29-Feb-96 $10,297 $10,375 $10,748 $10,106 31-Mar-96 $10,287 $10,403 $10,852 $10,035 30-Apr-96 $10,337 $10,388 $11,011 $9,979 31-May-96 $10,378 $10,812 $11,294 $9,959 30-Jun-96 $10,439 $11,231 $11,337 $10,092 31-Jul-96 $10,256 $11,302 $10,836 $10,120 31-Aug-96 $10,337 $11,206 $11,064 $10,102 30-Sep-96 $10,643 $11,364 $11,686 $10,278 31-Oct-96 $10,818 $11,515 $12,009 $10,506 30-Nov-96 $11,179 $11,745 $12,917 $10,686 31-Dec-96 $11,070 $11,865 $12,661 $10,587 31-Jan-97 $11,174 $12,033 $13,451 $10,620 28-Feb-97 $11,184 $12,040 $13,557 $10,646 31-Mar-97 $10,965 $11,823 $13,001 $10,528 30-Apr-97 $11,206 $12,009 $13,776 $10,686 31-May-97 $11,604 $12,430 $14,614 $10,787 30-Jun-97 $11,896 $12,741 $15,268 $10,916 31-Jul-97 $12,413 $13,254 $16,482 $11,210 31-Aug-97 $12,160 $13,022 $15,559 $11,115 30-Sep-97 $12,540 $13,442 $16,410 $11,280 31-Oct-97 $12,455 $13,286 $15,862 $11,443 30-Nov-97 $12,603 $13,361 $16,597 $11,496 31-Dec-97 $12,698 $13,495 $16,882 $11,612 31-Jan-98 $12,829 $13,618 $17,070 $11,761 28-Feb-98 $13,189 $13,998 $18,300 $11,751 31-Mar-98 $13,418 $14,294 $19,237 $11,791 30-Apr-98 $13,484 $14,394 $19,432 $11,852 31-May-98 $13,431 $14,335 $19,097 $11,965 30-Jun-98 $13,595 $14,465 $19,873 $12,067 31-Jul-98 $13,484 $14,344 $19,662 $12,092 31-Aug-98 $12,774 $13,519 $16,823 $12,289 30-Sep-98 $13,139 $13,864 $17,901 $12,577 31-Oct-98 $13,530 $14,165 $19,357 $12,510 30-Nov-98 $13,843 $14,542 $20,530 $12,581 31-Dec-98 $14,166 $14,893 $21,712 $12,619 31-Jan-99 $14,348 $15,055 $22,620 $12,709 28-Feb-99 $13,950 $14,656 $21,916 $12,486 31-Mar-99 $14,200 $14,903 $22,793 $12,555 30-Apr-99 $14,475 $15,249 $23,675 $12,595 31-May-99 $14,269 $15,087 $23,116 $12,484 30-Jun-99 $14,521 $15,380 $24,399 $12,444 31-Jul-99 $14,452 $15,297 $23,638 $12,392 31-Aug-99 $14,395 $15,209 $23,520 $12,386 30-Sep-99 $14,464 $15,222 $22,875 $12,530 31-Oct-99 $14,766 $15,468 $24,323 $12,576 30-Nov-99 $14,986 $15,772 $24,817 $12,575 31-Dec-99 $15,398 $16,299 $26,279 $12,514 31-Jan-00 $15,022 $16,011 $24,960 $12,473 29-Feb-00 $15,269 $16,405 $24,487 $12,624 31-Mar-00 $15,738 $16,811 $26,882 $12,791 30-Apr-00 $15,442 $16,477 $26,073 $12,754 31-May-00 $15,229 $16,279 $25,539 $12,747 30-Jun-00 $15,667 $16,734 $26,169 $13,012 31-Jul-00 $15,584 $16,683 $25,761 $13,131 31-Aug-00 $16,085 $17,212 $27,361 $13,321 30-Sep-00 $15,835 $17,025 $25,917 $13,405 31-Oct-00 $15,787 $16,920 $25,808 $13,493 30-Nov-00 $15,462 $16,570 $23,774 $13,715 31-Dec-00 $15,815 $17,054 $23,891 $13,970 31-Jan-01 $16,087 $17,382 $24,739 $14,198 28-Feb-01 $15,594 $16,960 $22,483 $14,321 31-Mar-01 $15,297 $16,578 $21,057 $14,393 30-Apr-01 $15,732 $17,038 $22,693 $14,332 31-May-01 $15,807 $17,126 $22,845 $14,418 30-Jun-01 $15,770 $17,055 $22,290 $14,473 31-Jul-01 $15,820 $17,123 $22,072 $14,797 31-Aug-01 $15,632 $16,931 $20,690 $14,967 30-Sep-01 $15,107 $16,306 $19,018 $15,141 31-Oct-01 $15,410 $16,684 $19,382 $15,457 30-Nov-01 $15,675 $17,000 $20,868 $15,244 31-Dec-01 $15,759 $17,113 $21,052 $15,147 31-Jan-02 $15,643 $17,028 $20,744 $15,269 28-Feb-02 $15,592 $17,006 $20,344 $15,417 31-Mar-02 $15,759 $17,219 $21,109 $15,161 30-Apr-02 $15,682 $17,224 $19,830 $15,456 31-May-02 $15,695 $17,219 $19,683 $15,587 30-Jun-02 $15,384 $16,831 $18,282 $15,723 31-Jul-02 $14,875 $16,222 $16,858 $15,913 31-Aug-02 $15,045 $16,389 $16,967 $16,182 30-Sep-02 $14,575 $15,886 $15,123 $16,444 31-Oct-02 $14,903 $16,189 $16,454 $16,368 30-Nov-02 $15,243 $16,590 $17,423 $16,363 31-Dec-02 $15,125 $16,459 $16,400 $16,702 31-Jan-03 $14,926 $16,285 $15,970 $16,717 28-Feb-03 $14,913 $16,261 $15,731 $16,948 31-Mar-03 $14,939 $16,269 $15,883 $16,934 30-Apr-03 $15,539 $16,911 $17,192 $17,075 31-May-03 $16,113 $17,546 $18,098 $17,392 30-Jun-03 $16,193 $17,655 $18,330 $17,358 31-Jul-03 $16,059 $17,538 $18,652 $16,774 31-Aug-03 $16,286 $17,802 $19,016 $16,885 30-Sep-03 $16,501 $18,021 $18,815 $17,332 31-Oct-03 $16,837 $18,403 $19,879 $17,171 30-Nov-03 $16,971 $18,579 $20,054 $17,212 31-Dec-03 $17,402 $19,026 $21,105 $17,388 31-Jan-04 $17,593 $19,272 $21,494 $17,527 29-Feb-04 $17,785 $19,486 $21,792 $17,716 31-Mar-04 $17,802 $19,535 $21,463 $17,849 30-Apr-04 $17,390 $19,059 $21,126 $17,385 31-May-04 $17,431 $19,071 $21,416 $17,316 30-Jun-04 $17,674 $19,309 $21,831 $17,414 31-Jul-04 $17,467 $19,077 $21,109 $17,587 31-Aug-04 $17,660 $19,245 $21,193 $17,923 30-Sep-04 $17,858 $19,489 $21,422 $17,971 31-Oct-04 $18,079 $19,723 $21,750 $18,122 30-Nov-04 $18,411 $20,109 $22,631 $17,977 31-Dec-04 $18,759 $20,501 $23,400 $18,142 31-Jan-05 $18,620 $20,346 $22,829 $18,257 28-Feb-05 $18,745 $20,517 $23,308 $18,149 31-Mar-05 $18,551 $20,268 $22,896 $18,056 30-Apr-05 $18,467 $20,139 $22,461 $18,300 31-May-05 $18,790 $20,506 $23,175 $18,498 30-Jun-05 $18,934 $20,694 $23,208 $18,600 31-Jul-05 $19,160 $20,970 $24,071 $18,430 31-Aug-05 $19,287 $21,111 $23,852 $18,666 30-Sep-05 $19,297 $21,139 $24,045 $18,474 31-Oct-05 $19,027 $20,847 $23,643 $18,328
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 Portfolio expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the portfolio's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on portfolio distributions or the redemption of portfolio shares. 2 The Conservative Composite Index is composed of Morningstar category averages and cash equivalents as represented by the 90-day T-bill and is calculated using the following portfolio allocations: 20% large-cap stocks, 10% small-cap stocks, 10% foreign stocks, 55% bonds and 5% cash. Source: Morningstar, Inc. Schwab MarketTrack Portfolios 13 SCHWAB MARKETTRACK CONSERVATIVE PORTFOLIO FUND FACTS as of 10/31/05 TOP HOLDINGS 1
% OF SECURITY NET ASSETS - -------------------------------------------------------------------------------- (1) SCHWAB TOTAL BOND MARKET FUND(TM) 54.7% - -------------------------------------------------------------------------------- (2) SCHWAB S&P 500 INDEX FUND, Select Shares 14.6% - -------------------------------------------------------------------------------- (3) SCHWAB INTERNATIONAL INDEX FUND(R), Select Shares(R) 10.1% - -------------------------------------------------------------------------------- (4) SCHWAB SMALL-CAP INDEX FUND(R), Select Shares 10.1% - -------------------------------------------------------------------------------- (5) SCHWAB VALUE ADVANTAGE MONEY FUND(R), Institutional Shares 4.3% - -------------------------------------------------------------------------------- (6) GENERAL ELECTRIC CO. 0.2% - -------------------------------------------------------------------------------- (7) EXXON MOBIL CORP. 0.2% - -------------------------------------------------------------------------------- (8) MICROSOFT CORP. 0.1% - -------------------------------------------------------------------------------- (9) CITIGROUP, INC. 0.1% - -------------------------------------------------------------------------------- (10) PROCTER & GAMBLE CO. 0.1% - -------------------------------------------------------------------------------- TOTAL 94.5%
STATISTICS NUMBER OF HOLDINGS 516 - -------------------------------------------------------------------------------- PORTFOLIO TURNOVER RATE 9% - -------------------------------------------------------------------------------- MINIMUM INITIAL INVESTMENT 2 $1,000 ($500 for retirement, education and custodial accounts) - --------------------------------------------------------------------------------
ASSET CLASS WEIGHTINGS % of Investments This chart shows the portfolio's asset class composition as of the report date. [PIE CHART] 54.8% BONDS 20.3% LARGE-CAP STOCKS 10.1% INTERNATIONAL STOCKS 10.1% SMALL-CAP STOCKS 4.7% SHORT-TERM INVESTMENTS Portfolio holdings may have changed since the report date. Source of Sector Classification: S&P and MSCI. 1 This list is not a recommendation of any security by the investment adviser. 2 Please see prospectus for further detail and eligibility requirements. 14 Schwab MarketTrack Portfolios 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 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 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 MARKETTRACK ALL EQUITY PORTFOLIO(TM) Actual Return 0.50% $1,000 $1,077.40 $2.62 Hypothetical 5% Return 0.50% $1,000 $1,022.68 $2.55 - ------------------------------------------------------------------------------------------------------- SCHWAB MARKETTRACK GROWTH PORTFOLIO(TM) Actual Return 0.50% $1,000 $1,061.20 $2.60 Hypothetical 5% Return 0.50% $1,000 $1,022.68 $2.55 - ------------------------------------------------------------------------------------------------------- SCHWAB MARKETTRACK BALANCED PORTFOLIO(TM) Actual Return 0.50% $1,000 $1,046.00 $2.58 Hypothetical 5% Return 0.50% $1,000 $1,022.68 $2.55 - ------------------------------------------------------------------------------------------------------- SCHWAB MARKETTRACK CONSERVATIVE PORTFOLIO(TM) Actual Return 0.50% $1,000 $1,030.30 $2.56 Hypothetical 5% Return 0.50% $1,000 $1,022.68 $2.55
1 Based on the most recent six-month expense ratio; may differ from the expense ratio provided in Financial Highlights; does not include expenses of underlying funds in which the portfolios invest. 2 Expenses for each fund are equal to its annualized expense ratio, multiplied by the average account value over the period, multiplied by 184 days of the period, and divided by 365 days of the fiscal year. Schwab MarketTrack Portfolios 15 SCHWAB MARKETTRACK ALL EQUITY PORTFOLIO(TM) FINANCIAL STATEMENTS FINANCIAL HIGHLIGHTS
11/1/04- 11/1/03- 11/1/02- 11/1/01- 11/1/00- 10/31/05 10/31/04 10/31/03 10/31/02 10/31/01 - ------------------------------------------------------------------------------------------------------------- PER-SHARE DATA ($) - ------------------------------------------------------------------------------------------------------------- Net asset value at beginning of period 10.44 9.43 7.60 9.06 12.06 ---------------------------------------------------------- Income or loss from investment operations: Net investment income 0.12 0.08 0.09 0.05 0.22 Net realized and unrealized gains or losses 1.11 1.02 1.85 (1.32) (2.99) ---------------------------------------------------------- Total income or loss from investment operations 1.23 1.10 1.94 (1.27) (2.77) Less distributions: Dividends from net investment income (0.12) (0.09) (0.09) (0.05) (0.22) Distributions from net realized gains -- -- (0.02) (0.14) (0.01) ---------------------------------------------------------- Total distributions (0.12) (0.09) (0.11) (0.19) (0.23) ---------------------------------------------------------- Net asset value at end of period 11.55 10.44 9.43 7.60 9.06 ---------------------------------------------------------- Total return (%) 11.81 11.75 25.77 (14.40) (23.27) RATIOS/SUPPLEMENTAL DATA (%) - ------------------------------------------------------------------------------------------------------------- Ratios to average net assets: Net operating expenses 1 0.50 0.50 0.50 0.50 0.50 Gross operating expenses 1 0.75 0.76 0.76 0.77 0.77 Net investment income 1.07 0.83 1.10 0.58 1.93 Portfolio turnover rate 49 7 10 15 5 Net assets, end of period ($ x 1,000,000) 463 450 427 353 405
1 The expenses incurred by underlying funds in which the portfolio invests are not included in this ratio. The income received by the portfolio from underlying funds is reduced by those expenses. 16 See financial notes. SCHWAB MARKETTRACK ALL EQUITY PORTFOLIO PORTFOLIO HOLDINGS as of October 31, 2005 This section shows all the securities in the fund's portfolio and their value, as of the report date. 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 at http://www.sec.gov 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. The schedule of portfolio holdings filed on the fund's most recent Form N-Q 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 holdings, the number in the circle is the security's rank among the top holdings. (1) Top holding / Issuer is affiliated with the fund's adviser
COST VALUE HOLDINGS BY CATEGORY ($x1,000) ($x1,000) - -------------------------------------------------------------------------------- 100.0% OTHER INVESTMENT COMPANIES 415,633 462,941 0.0% SHORT-TERM INVESTMENT 160 160 - -------------------------------------------------------------------------------- 100.0% TOTAL INVESTMENTS 415,793 463,101 0.0% OTHER ASSETS AND LIABILITIES, NET (221) - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 462,880
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) OTHER INVESTMENT COMPANIES 100.0% of net assets /(1) Schwab Institutional Select S&P 500 Fund 21,825,334 208,868 /(2) Schwab International Index Fund, Select Shares 8,076,326 138,024 /(3) Schwab Small-Cap Index Fund, Select Shares 5,190,003 116,049 ----------- 462,941
SECURITY FACE AMOUNT RATE, MATURITY DATE ($ x 1,000) SHORT-TERM INVESTMENT 0.00% of net assets Wachovia Bank, Grand Cayman Time Deposit 3.48%, 11/01/05 160 160
END OF INVESTMENTS. See financial notes. 17 SCHWAB MARKETTRACK ALL EQUITY PORTFOLIO Statement of ASSETS AND LIABILITIES As of October 31, 2005. All numbers x 1,000 except NAV. ASSETS - -------------------------------------------------------------------------------- Investments in affiliated underlying funds, at value $462,941 a Investments, at value 160 a Receivables: Fund shares sold 231 Prepaid expenses + 10 ------------ TOTAL ASSETS 463,342 LIABILITIES - -------------------------------------------------------------------------------- Payables: Fund shares redeemed 377 Interest expense 1 Investment adviser and administrator fees 7 Transfer agent and shareholder service fees 9 Accrued expenses + 68 ------------ TOTAL LIABILITIES 462 NET ASSETS - -------------------------------------------------------------------------------- TOTAL ASSETS 463,342 TOTAL LIABILITIES - 462 ------------ NET ASSETS $462,880 NET ASSETS BY SOURCE Capital received from investors 455,632 Distributions in excess of net investment income (1,913) Net realized capital losses (38,147) b Net unrealized capital gains 47,308 b NET ASSET VALUE (NAV) SHARES NET ASSETS / OUTSTANDING = NAV $462,880 40,064 $11.55
Unless stated, all numbers x 1,000. a The fund paid $415,793 for these securities. Not counting short-term obligations and government securities and securities related to in-kind transactions, the fund's investment transactions during the period were: Purchases $227,694 Sales/maturities $261,622 The fund's total security transactions (including the in-kind redemptions) with other Schwab Funds(R) during the period were $413,846. Percent of fund shares of other Schwab Funds owned at the end of the report period: SCHWAB EQUITY INDEX FUNDS Small-Cap Index Fund 7.2% International Index Fund 10.1% SCHWAB INSTITUTIONAL SELECT FUNDS Institutional Select S&P 500 Fund 16.8% b These derive from investments and futures FEDERAL TAX DATA -------------------------------------------- PORTFOLIO COST $428,337 NET UNREALIZED GAINS AND LOSSES: Gains $ 46,180 Losses + (11,416) ----------- $ 34,764 RECLASSIFICATIONS: Net investment income not yet distributed $3 Reclassified as: Capital received from investors $(3) AS OF DECEMBER 31, 2004: NET UNDISTRIBUTED EARNINGS: Ordinary income $-- Long-term capital gains $-- UNUSED CAPITAL LOSSES: Expires 12/31 of: Loss amount: 2010 $11,058 2011 13,010 2012 + 6,944 ----------- $31,012 18 See financial notes. SCHWAB MARKETTRACK ALL EQUITY PORTFOLIO Statement of OPERATIONS For November 1, 2004 through October 31, 2005. All numbers x 1,000. INVESTMENT INCOME - -------------------------------------------------------------------------------- Dividends received from affiliated underlying funds $7,347 Interest + 50 ----------- TOTAL INVESTMENT INCOME 7,397 NET REALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net realized gains on sales of affiliated underlying funds 5 a Net realized losses on futures contracts + (109) ----------- NET REALIZED LOSSES (104) NET UNREALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net unrealized gains on affiliated underlying funds 47,634 Net unrealized losses on futures contracts + (6) ----------- NET UNREALIZED GAINS 47,628 EXPENSES - -------------------------------------------------------------------------------- Investment adviser and administrator fees 2,072 b Transfer agent and shareholder service fees 1,177 c Trustees' fees 8 d Custodian fees 29 Portfolio accounting fees 61 Professional fees 31 Registration fees 26 Shareholder reports 94 Interest expense 1 Other expenses + 40 ----------- Total expenses 3,539 Expense reduction - 1,183 e ----------- NET EXPENSES 2,356 INCREASE IN NET ASSETS FROM OPERATIONS - -------------------------------------------------------------------------------- TOTAL INVESTMENT INCOME 7,397 NET EXPENSES - 2,356 ----------- NET INVESTMENT INCOME 5,041 NET REALIZED LOSSES (104) f NET UNREALIZED GAINS + 47,628 f ----------- INCREASE IN NET ASSETS FROM OPERATIONS $52,565
Unless stated, all numbers x 1,000. a Includes losses of $2,512 associated with redemption-in-kind from the Schwab S&P 500 Index Fund. b Calculated as a percentage of average daily net assets: 0.44% of the first $500 million and 0.39% of 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% of the fund's assets. 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 investment adviser (CSIM). It reflects a guarantee by CSIM and the transfer agent and shareholder service agent (Schwab) to limit the net operating expenses of this fund through February 27, 2006, to 0.50% of average daily net assets. This limit excludes interest, taxes and certain non-routine expenses. f These add up to a net gain on investments of $47,524. See financial notes. 19 SCHWAB MARKETTRACK ALL EQUITY PORTFOLIO 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 $5,041 $3,780 Net realized losses (104) (5,316) Net unrealized gains + 47,628 50,766 -------------------------------------- INCREASE IN NET ASSETS FROM OPERATIONS 52,565 49,230 DISTRIBUTIONS PAID - -------------------------------------------------------------------------------- Dividends from net investment income $5,060 $4,156 a,b
TRANSACTIONS IN FUND SHARES - --------------------------------------------------------------------------------- 11/1/04-10/31/05 11/1/03-10/31/04 SHARES VALUE SHARES VALUE Shares sold 5,741 $64,017 6,823 $68,910 Shares reinvested 437 4,835 409 4,002 Shares redeemed + (9,253) (103,675) (9,423) (95,049) c -------------------------------------------------- NET TRANSACTIONS IN FUND SHARES (3,075) ($34,823) (2,191) ($22,137)
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 43,139 $450,198 45,330 $427,261 Total increase or decrease + (3,075) 12,682 (2,191) 22,937 d ------------------------------------------------- END OF PERIOD 40,064 $462,880 43,139 $450,198 e
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 $5,060 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 PERIOD Ordinary income $5,060 Long-term capital gains $-- PRIOR PERIOD Ordinary income $4,156 Long-term capital gains $-- c For shares purchased after 4/29/05 and held less than 30 days, the fund charges 2.00% redemption fee. CURRENT PERIOD $8 Dollar amounts are net of the redemption fee proceeds. d Figures for shares represent shares sold plus shares reinvested, minus shares redeemed. Figures for net assets represent the changes in net assets from operations plus the changes in value of transactions in fund shares, minus distributions paid. e Includes distributions in excess of net investment income in the amount of $1,913 and $1,897 at the end of the current period and the prior period, respectively. 20 See financial notes. Schwab MarketTrack Growth Portfolio (TM) FINANCIAL STATEMENTS FINANCIAL HIGHLIGHTS
11/1/04- 11/1/03- 11/1/02- 11/1/01- 11/1/00- 10/31/05 10/31/04 10/31/03 10/31/02 10/31/01 - ------------------------------------------------------------------------------------------------------------- PER-SHARE DATA ($) - ------------------------------------------------------------------------------------------------------------- Net asset value at beginning of period 15.57 14.36 12.05 13.88 17.22 ---------------------------------------------------------- Income or loss from investment operations: Net investment income 0.27 0.21 0.18 0.19 0.41 Net realized and unrealized gains or losses 1.20 1.21 2.33 (1.62) (3.22) ---------------------------------------------------------- Total income or loss from investment operations 1.47 1.42 2.51 (1.43) (2.81) Less distributions: Dividends from net investment income (0.23) (0.21) (0.20) (0.24) (0.44) Distributions from net realized gains -- -- -- (0.16) (0.09) ---------------------------------------------------------- Total distributions (0.23) (0.21) (0.20) (0.40) (0.53) ---------------------------------------------------------- Net asset value at end of period 16.81 15.57 14.36 12.05 13.88 ---------------------------------------------------------- Total return (%) 9.48 9.94 21.18 (10.78) (16.71) RATIOS/SUPPLEMENTAL DATA (%) - ------------------------------------------------------------------------------------------------------------- Ratios to average net assets: Net operating expenses 1 0.50 0.50 0.50 0.50 0.50 Gross operating expenses 1 0.72 0.73 0.74 0.75 0.74 Net investment income 1.58 1.35 1.48 1.35 2.58 Portfolio turnover rate 33 9 9 21 10 Net assets, end of period ($ x 1,000,000) 657 614 578 510 511
1 The expenses incurred by underlying funds in which the portfolio invests are not included in this ratio. The income received by the portfolio from underlying funds is reduced by those expenses. See financial notes. 21 SCHWAB MARKETTRACK GROWTH PORTFOLIO PORTFOLIO HOLDINGS as of October 31, 2005 This section shows all the securities in the fund's portfolio by industry classification and their value, as of the report date. 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 at http://www.sec.gov 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. The schedule of portfolio holdings filed on the fund's most recent Form N-Q 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. (1) Top ten holding o Non-income producing security / Issuer is affiliated with the fund's adviser
COST VALUE HOLDINGS BY CATEGORY ($x1,000) ($x1,000) - -------------------------------------------------------------------------------- 83.6% OTHER INVESTMENT COMPANIES 472,573 549,011 16.4% COMMON STOCK 70,027 107,856 0.0% SHORT-TERM INVESTMENT 172 172 - -------------------------------------------------------------------------------- 100.0% TOTAL INVESTMENTS 542,772 657,039 0.0% OTHER ASSETS AND LIABILITIES, NET 82 - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 657,121
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) COMMON STOCK 16.4% of net assets AUTOMOBILES & COMPONENTS 0.1% -------------------------------------------------------------------------- Cooper Tire & Rubber Co. 700 9 Dana Corp. 1,578 12 Ford Motor Co. 18,103 151 General Motors Corp. 5,425 149 o Goodyear Tire & Rubber Co. 1,600 25 Harley-Davidson, Inc. 3,000 149 Johnson Controls, Inc. 1,800 122 Visteon Corp. 1,558 13 ----------- 630 BANKS 1.2% -------------------------------------------------------------------------- AmSouth Bancorp. 3,300 83 Bank of America Corp. 39,824 1,742 BB&T Corp. 5,300 224 Comerica, Inc. 1,700 98 Compass Bancshares, Inc. 1,200 58 Countrywide Financial Corp. 5,298 168 Fannie Mae 9,400 447 Fifth Third Bancorp 5,369 216 First Horizon National Corp. 1,200 46 Freddie Mac 6,600 405 Golden West Financial Corp. 2,800 164 Huntington Bancshares, Inc. 2,262 53 KeyCorp, Inc. 4,400 142 M&T Bank Corp. 998 107 Marshall & Ilsley Corp. 2,056 88 MGIC Investment Corp. 900 53 National City Corp. 6,100 197 North Fork Bancorp., Inc. 4,500 114 PNC Financial Services Group, Inc. 2,800 170 Regions Financial Corp. 4,542 148 Sovereign Bancorp, Inc. 3,700 80 SunTrust Banks, Inc. 3,500 254 Synovus Financial Corp. 2,750 76 U.S. Bancorp 17,972 532 Wachovia Corp. 15,610 789 Washington Mutual, Inc. 9,843 390 Wells Fargo & Co. 16,615 1,000 Zions Bancorp. 900 66 ----------- 7,910 CAPITAL GOODS 1.4% -------------------------------------------------------------------------- 3M Co. 7,600 578 American Power Conversion Corp. 1,725 37 American Standard Cos., Inc. 2,100 80 The Boeing Co. 8,078 522 Caterpillar, Inc. 6,600 347
22 See financial notes. SCHWAB MARKETTRACK GROWTH PORTFOLIO
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) Cooper Industries Ltd., Class A 900 64 Crane Co. 300 9 Cummins, Inc. 400 34 Danaher Corp. 2,800 146 Deere & Co. 2,300 140 Dover Corp. 2,000 78 Eaton Corp. 1,400 82 Emerson Electric Co. 4,000 278 Fluor Corp. 800 51 General Dynamics Corp. 2,000 233 (6) General Electric Co. 105,200 3,567 Goodrich Corp. 1,100 40 Honeywell International, Inc. 8,437 289 Illinois Tool Works, Inc. 2,100 178 Ingersoll-Rand Co., Class A 3,300 125 ITT Industries, Inc. 900 91 L-3 Communications Holdings, Inc. 1,100 86 Lockheed Martin Corp. 3,900 236 Masco Corp. 4,500 128 o Navistar International Corp. 700 19 Northrop Grumman Corp. 3,592 193 Paccar, Inc. 1,575 110 Pall Corp. 1,000 26 Parker Hannifin Corp. 1,150 72 o Power-One, Inc. 400 2 Raytheon Co. 4,500 166 Rockwell Automation, Inc. 1,900 101 Rockwell Collins, Inc. 1,900 87 Textron, Inc. 1,500 108 o Thomas & Betts Corp. 281 11 Tyco International Ltd. 19,803 523 United Technologies Corp. 10,000 513 W.W. Grainger, Inc. 900 60 ----------- 9,410 COMMERCIAL SERVICES & SUPPLIES 0.2% -------------------------------------------------------------------------- o ACCO Brands Corp. 329 8 o Allied Waste Industries, Inc. 3,100 25 o Apollo Group, Inc., Class A 1,700 107 Avery Dennison Corp. 1,200 68 Cendant Corp. 10,332 180 Cintas Corp. 1,638 67 Deluxe Corp. 700 23 Equifax, Inc. 1,200 41 H&R Block, Inc. 3,400 85 o Monster Worldwide, Inc. 954 31 o PHH Corp. 476 13 Pitney Bowes, Inc. 2,300 97 R.R. Donnelley & Sons Co. 2,100 74 Robert Half International, Inc. 1,700 63 Waste Management, Inc. 5,517 163 ----------- 1,045 CONSUMER DURABLES & APPAREL 0.2% -------------------------------------------------------------------------- Black & Decker Corp. 900 74 Brunswick Corp. 900 34 Centex Corp. 1,200 77 o Coach, Inc. 3,600 116 D.R. Horton, Inc. 2,660 82 Eastman Kodak Co. 3,100 68 Fortune Brands, Inc. 1,400 106 Hasbro, Inc. 1,650 31 Jones Apparel Group, Inc. 1,200 33 KB Home 800 52 Leggett & Platt, Inc. 2,000 40 Lennar Corp., Class A 1,300 72 Liz Claiborne, Inc. 1,200 42 Mattel, Inc. 4,150 61 Maytag Corp. 900 15 Newell Rubbermaid, Inc. 2,745 63 Nike, Inc., Class B 2,300 193 Pulte Homes, Inc. 2,400 91 Reebok International Ltd. 500 29 Snap-On, Inc. 600 22 The Stanley Works 600 29 VF Corp. 1,200 63 Whirlpool Corp. 800 63 ----------- 1,456 DIVERSIFIED FINANCIALS 1.4% -------------------------------------------------------------------------- American Express Co. 12,300 612 o Ameriprise Financial, Inc. 2,300 86 The Bank of New York Co., Inc. 7,300 228 The Bear Stearns Cos., Inc. 1,082 114 Capital One Financial Corp. 2,900 221 / The Charles Schwab Corp. 11,242 171
See financial notes. 23 SCHWAB MARKETTRACK GROWTH PORTFOLIO PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) CIT Group, Inc. 2,000 91 (9) Citigroup, Inc. 51,292 2,348 o E*TRADE Financial Corp. 3,500 65 Federated Investors, Inc., Class B 1,100 39 Franklin Resources, Inc. 1,500 133 Goldman Sachs Group, Inc. 4,379 553 Janus Capital Group, Inc. 2,200 39 JPMorgan Chase & Co. 34,915 1,279 Lehman Brothers Holdings, Inc. 2,600 311 MBNA Corp. 12,550 321 Mellon Financial Corp. 4,100 130 Merrill Lynch & Co., Inc. 9,400 609 Moody's Corp. 3,000 160 Morgan Stanley 10,900 593 Northern Trust Corp. 2,200 118 Principal Financial Group, Inc. 3,065 152 SLM Corp. 4,110 228 State Street Corp. 3,300 182 T. Rowe Price Group, Inc. 1,200 79 ----------- 8,862 ENERGY 1.5% -------------------------------------------------------------------------- Amerada Hess Corp. 840 105 Anadarko Petroleum Corp. 2,418 219 Apache Corp. 3,308 211 Baker Hughes, Inc. 3,360 185 BJ Services Co. 3,000 104 Burlington Resources, Inc. 3,810 275 ChevronTexaco Corp. 22,235 1,269 ConocoPhillips 13,692 895 Devon Energy Corp. 4,600 278 El Paso Corp. 6,306 75 EOG Resources, Inc. 2,256 153 (7) Exxon Mobil Corp. 62,398 3,503 Halliburton Co. 4,958 293 Kerr-McGee Corp. 1,041 89 Kinder Morgan, Inc. 1,107 101 Marathon Oil Corp. 3,589 216 Murphy Oil Corp. 1,600 75 o Nabors Industries Ltd. 1,400 96 o National-Oilwell Varco, Inc. 1,600 100 Noble Corp. 1,300 84 Occidental Petroleum Corp. 3,900 308 Rowan Cos., Inc. 1,100 36 Schlumberger Ltd. 5,700 517 Sunoco, Inc. 1,400 104 o Transocean, Inc. 2,945 169 Valero Energy Corp. 3,000 316 o Weatherford International Ltd. 1,360 85 Williams Cos., Inc. 5,000 111 XTO Energy, Inc. 3,333 145 ----------- 10,117 FOOD & STAPLES RETAILING 0.4% -------------------------------------------------------------------------- Albertson's, Inc. 3,538 89 Costco Wholesale Corp. 4,400 213 CVS Corp. 7,800 190 o Kroger Co. 7,200 143 Safeway, Inc. 4,200 98 Supervalu, Inc. 1,400 44 Sysco Corp. 6,200 198 Wal-Mart Stores, Inc. 24,800 1,173 Walgreen Co. 9,900 450 o Winn-Dixie Stores, Inc. 1,500 1 ----------- 2,599 FOOD BEVERAGE & TOBACCO 0.8% -------------------------------------------------------------------------- Altria Group, Inc. 20,300 1,524 Anheuser-Busch Cos., Inc. 7,800 322 Archer-Daniels-Midland Co. 6,532 159 Brown-Forman Corp., Class B 904 57 Campbell Soup Co. 1,800 52 The Coca-Cola Co. 20,600 881 Coca-Cola Enterprises, Inc. 4,000 76 ConAgra Foods, Inc. 4,900 114 o Constellation Brands, Inc., Class A 1,920 45 General Mills, Inc. 3,576 173 H.J. Heinz Co. 3,400 121 Hershey Foods Corp. 2,400 136 Kellogg Co. 2,500 110 McCormick & Co., Inc. 1,400 42 Molson Coors Brewing Co., Class B 800 49 The Pepsi Bottling Group, Inc. 1,932 55 PepsiCo, Inc. 16,460 973 Reynolds American, Inc. 1,142 97 Sara Lee Corp. 7,600 136
24 See financial notes. SCHWAB MARKETTRACK GROWTH PORTFOLIO
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) Tyson Foods, Inc., Class A 2,500 45 UST, Inc. 1,600 66 Wm. Wrigley Jr. Co. 1,900 132 ----------- 5,365 HEALTH CARE EQUIPMENT & SERVICES 0.8% -------------------------------------------------------------------------- Aetna, Inc. 2,848 252 AmerisourceBergen Corp. 1,000 76 Bausch & Lomb, Inc. 600 45 Baxter International, Inc. 6,100 233 Becton Dickinson & Co. 2,600 132 Biomet, Inc. 2,475 86 o Boston Scientific Corp. 5,848 147 C.R. Bard, Inc. 1,000 62 Cardinal Health, Inc. 4,100 256 o Caremark Rx, Inc. 4,470 234 CIGNA Corp. 1,400 162 o Coventry Health Care, Inc. 1,650 89 o Express Scripts, Inc. 1,600 121 o Fisher Scientific International, Inc. 1,115 63 Guidant Corp. 3,000 189 HCA, Inc. 4,000 193 Health Management Associates, Inc., Class A 2,400 51 o Hospira, Inc. 1,530 61 o Humana, Inc. 1,400 62 IMS Health, Inc. 2,300 53 o Laboratory Corp. of America Holdings 1,300 63 Manor Care, Inc. 1,100 41 McKesson Corp. 2,654 121 o Medco Health Solutions, Inc. 2,641 149 Medtronic, Inc. 11,800 669 o Millipore Corp. 400 25 o Patterson Cos., Inc. 1,300 54 PerkinElmer, Inc. 1,000 22 Quest Diagnostics 1,802 84 o St. Jude Medical, Inc. 3,500 168 Stryker Corp. 2,884 119 o Tenet Healthcare Corp. 4,650 39 o Thermo Electron Corp. 1,300 39 UnitedHealth Group, Inc. 12,600 729 o Waters Corp. 1,300 47 o WellPoint, Inc. 5,902 441 o Zimmer Holdings, Inc. 2,300 147 ----------- 5,524 HOTELS RESTAURANTS & LEISURE 0.2% -------------------------------------------------------------------------- Carnival Corp. 4,300 213 Darden Restaurants, Inc. 1,800 58 Harrah's Entertainment, Inc. 1,780 108 Hilton Hotels Corp. 3,600 70 International Game Technology 3,400 90 Marriott International, Inc., Class A 1,950 116 McDonald's Corp. 12,400 392 o Starbucks Corp. 7,920 224 Starwood Hotels & Resorts Worldwide, Inc. 1,900 111 Wendy's International, Inc. 1,000 47 Yum! Brands, Inc. 3,120 159 ----------- 1,588 HOUSEHOLD & PERSONAL PRODUCTS 0.4% -------------------------------------------------------------------------- Alberto-Culver Co., Class B 900 39 Avon Products, Inc. 4,800 129 Clorox Co. 1,500 81 Colgate-Palmolive Co. 5,300 281 Kimberly-Clark Corp. 4,960 282 (10) Procter & Gamble Co. 33,717 1,888 ----------- 2,700 INSURANCE 0.8% -------------------------------------------------------------------------- ACE Ltd. 2,500 130 AFLAC, Inc. 5,200 248 The Allstate Corp. 6,700 354 AMBAC Financial Group, Inc. 1,015 72 American International Group, Inc. 25,551 1,656 AON Corp. 2,625 89 Chubb Corp. 1,900 177 Cincinnati Financial Corp. 1,984 84 Hartford Financial Services Group, Inc. 2,900 231 Jefferson-Pilot Corp. 1,412 77 Lincoln National Corp. 1,900 96 Loews Corp. 1,600 149 Marsh & McLennan Cos., Inc. 5,200 152 MBIA, Inc. 1,350 79
See financial notes. 25 SCHWAB MARKETTRACK GROWTH PORTFOLIO PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) o Metlife, Inc. 7,310 361 The Progressive Corp. 2,100 243 Prudential Financial, Inc. 5,200 379 Safeco Corp. 1,100 61 The St. Paul Travelers Cos., Inc. 6,453 291 Torchmark Corp. 1,100 58 UnumProvident Corp. 2,349 48 XL Capital Ltd., Class A 1,300 83 ----------- 5,118 MATERIALS 0.5% -------------------------------------------------------------------------- Air Products & Chemicals, Inc. 2,300 132 Alcoa, Inc. 8,472 206 Allegheny Technologies, Inc. 735 21 Ashland, Inc. 800 43 Ball Corp. 800 32 Bemis Co. 1,000 26 Chemtura Corp. 1,333 14 The Dow Chemical Co. 9,394 431 E.I. du Pont de Nemours & Co. 9,592 400 Eastman Chemical Co. 800 42 Ecolab, Inc. 2,200 73 Engelhard Corp. 1,300 35 Freeport-McMoran Copper & Gold, Inc., Class B 1,700 84 Georgia-Pacific Corp. 2,228 72 o Hercules, Inc. 900 10 International Flavors & Fragrances, Inc. 1,100 36 International Paper Co. 4,846 141 Louisiana-Pacific Corp. 600 15 MeadWestvaco Corp. 1,970 52 Monsanto Co. 2,493 157 Neenah Paper, Inc. 150 4 Newmont Mining Corp. 4,201 179 Nucor Corp. 1,800 108 o Pactiv Corp. 1,500 30 Phelps Dodge Corp. 910 110 PPG Industries, Inc. 1,700 102 Praxair, Inc. 3,200 158 Rohm & Haas Co. 2,205 96 o Sealed Air Corp. 882 44 Sigma-Aldrich Corp. 600 38 Temple-Inland, Inc. 1,200 44 United States Steel Corp. 900 33 Vulcan Materials Co. 800 52 Weyerhaeuser Co. 2,300 146 Worthington Industries, Inc. 900 18 ----------- 3,184 MEDIA 0.6% -------------------------------------------------------------------------- Clear Channel Communications, Inc. 5,217 159 o Comcast Corp., Class A 21,843 608 Dow Jones & Co., Inc. 800 27 Gannett Co., Inc. 2,500 157 o Interpublic Group of Cos., Inc. 3,700 38 Knight-Ridder, Inc. 900 48 The McGraw-Hill Cos., Inc. 3,800 186 Meredith Corp. 500 25 New York Times Co., Class A 1,400 38 o News Corp, Inc., Class A 24,300 346 Omnicom Group, Inc. 1,800 149 Time Warner, Inc. 45,150 805 Tribune Co. 3,100 98 o Univision Communications, Inc., Class A 3,104 81 Viacom, Inc., Class B 15,811 490 The Walt Disney Co. 20,119 490 ----------- 3,745 PHARMACEUTICALS & BIOTECHNOLOGY 1.3% -------------------------------------------------------------------------- Abbott Laboratories 15,300 659 Allergan, Inc. 1,300 116 o Amgen, Inc. 12,138 920 Applied Biosystems Group -- Applera Corp. 2,000 48 o Biogen Idec, Inc. 3,125 127 Bristol-Myers Squibb Co. 19,000 402 o Chiron Corp. 1,800 79 Eli Lilly & Co. 10,900 543 o Forest Laboratories, Inc. 3,400 129 o Genzyme Corp. 2,400 173 o Gilead Sciences, Inc. 4,300 203 Johnson & Johnson 29,254 1,832 o King Pharmaceuticals, Inc. 2,133 33 o Medimmune, Inc. 2,400 84
26 See financial notes. SCHWAB MARKETTRACK GROWTH PORTFOLIO
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) Merck & Co., Inc. 21,600 610 Mylan Laboratories, Inc. 2,600 50 Pfizer, Inc. 73,476 1,597 Schering-Plough Corp. 14,100 287 o Watson Pharmaceuticals, Inc. 1,000 35 Wyeth 13,100 584 ----------- 8,511 REAL ESTATE 0.1% -------------------------------------------------------------------------- Apartment Investment & Management Co., Class A 900 35 Archstone-Smith Trust 1,900 77 Equity Office Properties Trust 3,900 120 Equity Residential 2,600 102 Plum Creek Timber Co., Inc. 1,700 66 ProLogis 1,700 73 Public Storage, Inc. 800 53 Simon Property Group, Inc. 2,200 158 Vornado Realty Trust 1,200 97 ----------- 781 RETAILING 0.7% -------------------------------------------------------------------------- o Autonation, Inc. 2,190 44 o AutoZone, Inc. 800 65 o Bed, Bath & Beyond, Inc. 2,800 113 Best Buy Co., Inc. 4,505 199 o Big Lots, Inc. 1,100 13 Circuit City Stores, Inc. 2,000 36 Dillards, Inc., Class A 500 10 Dollar General Corp. 3,303 64 o eBay, Inc. 11,036 437 Family Dollar Stores, Inc. 1,700 38 Federated Department Stores, Inc. 2,572 158 The Gap, Inc. 7,200 124 Genuine Parts Co. 1,800 80 Home Depot, Inc. 21,040 863 J.C. Penney Co., Inc. Holding Co. 2,800 143 o Kohl's Corp. 3,200 154 Limited Brands, Inc. 3,738 75 Lowe's Cos., Inc. 7,600 462 Nordstrom, Inc. 2,600 90 o Office Depot, Inc. 3,300 91 OfficeMax, Inc. 700 20 o RadioShack Corp. 1,900 42 o Sears Holdings Corp. 1,000 120 The Sherwin-Williams Co. 1,200 51 Staples, Inc. 7,125 162 Target Corp. 8,800 490 Tiffany & Co. 1,400 55 TJX Cos., Inc. 5,200 112 ----------- 4,311 SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 0.5% -------------------------------------------------------------------------- o Advanced Micro Devices, Inc. 3,840 89 o Altera Corp. 3,680 61 Analog Devices, Inc. 3,400 118 Applied Materials, Inc. 16,200 265 o Applied Micro Circuits Corp. 2,862 7 o Broadcom Corp., Class A 2,900 123 o Freescale Semiconductor, Inc., Class B 3,898 93 Intel Corp. 60,530 1,423 KLA-Tencor Corp. 1,800 83 Linear Technology Corp. 3,000 100 o LSI Logic Corp. 3,000 24 Maxim Integrated Products, Inc. 3,100 108 o Micron Technology, Inc. 5,400 70 National Semiconductor Corp. 3,400 77 o Novellus Systems, Inc. 1,325 29 o Nvidia Corp. 1,400 47 o PMC -- Sierra, Inc. 1,600 11 o Teradyne, Inc. 1,700 23 Texas Instruments, Inc. 16,800 480 Xilinx, Inc. 3,200 77 ----------- 3,308 SOFTWARE & SERVICES 0.9% -------------------------------------------------------------------------- Adobe Systems, Inc. 4,800 155 o Affiliated Computer Services, Inc., Class A 1,271 69 Autodesk, Inc. 2,400 108 Automatic Data Processing, Inc. 5,700 266 o BMC Software, Inc. 2,400 47 o Citrix Systems, Inc. 1,800 50 Computer Associates International, Inc. 5,625 157
See financial notes. 27 SCHWAB MARKETTRACK GROWTH PORTFOLIO PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) o Computer Sciences Corp. 1,680 86 o Compuware Corp. 3,600 29 o Convergys Corp. 1,354 22 o Electronic Arts, Inc. 2,866 163 Electronic Data Systems Corp. 4,600 107 First Data Corp. 7,888 319 o Fiserv, Inc. 1,800 79 o Intuit, Inc. 1,972 91 o Mercury Interactive Corp. 800 28 (8) Microsoft Corp. 91,420 2,349 o Novell, Inc. 3,200 24 o Oracle Corp. 37,448 475 o Parametric Technology Corp. 2,700 18 Paychex, Inc. 3,600 139 Sabre Holdings Corp., Class A 1,283 25 Siebel Systems, Inc. 4,300 44 o Symantec Corp. 11,721 280 o Unisys Corp. 3,100 16 o Yahoo! Inc. 12,600 466 ----------- 5,612 TECHNOLOGY HARDWARE & EQUIPMENT 1.1% -------------------------------------------------------------------------- o ADC Telecommunications, Inc. 857 15 o Agilent Technologies, Inc. 4,437 142 o Andrew Corp. 1,550 16 o Apple Computer, Inc. 8,000 461 o Avaya, Inc. 4,132 48 o CIENA Corp. 3,200 8 o Cisco Systems, Inc. 63,500 1,108 o Comverse Technology, Inc. 1,900 48 o Corning, Inc. 13,900 279 o Dell, Inc. 23,740 757 o EMC Corp. 23,186 324 o Gateway, Inc. 3,100 9 Hewlett-Packard Co. 28,403 796 International Business Machines Corp. 15,820 1,295 o Jabil Circuit, Inc. 1,998 60 o JDS Uniphase Corp. 12,589 26 o Lexmark International, Inc., Class A 1,300 54 o Lucent Technologies, Inc. 40,092 114 Molex, Inc. 1,875 47 Motorola, Inc. 24,131 535 o NCR Corp. 2,000 60 o Network Appliance, Inc. 3,400 93 o QLogic Corp. 869 26 Qualcomm, Inc. 16,200 644 o Sanmina -- SCI Corp. 5,000 18 Scientific-Atlanta, Inc. 1,600 57 o Solectron Corp. 7,900 28 o Sun Microsystems, Inc. 30,800 123 Symbol Technologies, Inc. 2,031 17 Tektronix, Inc. 900 21 o Tellabs, Inc. 4,000 38 o Xerox Corp. 9,400 128 ----------- 7,395 TELECOMMUNICATION SERVICES 0.5% -------------------------------------------------------------------------- Alltel Corp. 3,730 231 AT&T Corp. 7,358 146 BellSouth Corp. 17,800 463 CenturyTel, Inc. 1,350 44 Citizens Communications Co. 2,576 31 o Qwest Communications International, Inc. 15,773 69 SBC Communications, Inc. 32,336 771 Sprint Corp. (FON Group) 28,569 666 Verizon Communications, Inc. 27,258 859 ----------- 3,280 TRANSPORTATION 0.3% -------------------------------------------------------------------------- Burlington Northern Santa Fe Corp. 3,800 236 CSX Corp. 2,200 101 o Delta Air Lines, Inc. 1,300 1 FedEx Corp. 2,920 268 Norfolk Southern Corp. 3,600 144 Ryder Systems, Inc. 400 16 Southwest Airlines Co. 7,480 120 Union Pacific Corp. 2,500 173 United Parcel Service, Inc., Class B 10,818 789 ----------- 1,848 UTILITIES 0.5% -------------------------------------------------------------------------- o The AES Corp. 6,000 95 o Allegheny Energy, Inc. 1,070 30 Ameren Corp. 1,800 95
28 See financial notes. SCHWAB MARKETTRACK GROWTH PORTFOLIO
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) American Electric Power Co., Inc. 3,860 147 o Calpine Corp. 2,700 6 Centerpoint Energy, Inc. 2,949 39 Cinergy Corp. 1,600 64 o CMS Energy Corp. 1,000 15 Consolidated Edison, Inc. 2,100 96 Constellation Energy Group, Inc. 1,700 93 Dominion Resources, Inc. 3,378 257 DTE Energy Co. 1,700 73 Duke Energy Corp. 8,852 234 o Dynegy, Inc., Class A 3,100 14 Edison International 3,200 140 Entergy Corp. 2,100 148 Exelon Corp. 6,524 339 FirstEnergy Corp. 3,195 152 FPL Group, Inc. 3,800 164 KeySpan Corp. 1,300 45 Nicor, Inc. 500 20 NiSource, Inc. 2,646 63 Peoples Energy Corp. 200 7 PG&E Corp. 4,000 146 Pinnacle West Capital Corp. 800 33 PPL Corp. 3,600 113 Progress Energy, Inc. 2,475 108 Public Service Enterprise Group, Inc. 2,300 145 Sempra Energy 2,103 93 The Southern Co. 7,200 252 TECO Energy, Inc. 1,300 22 TXU Corp. 2,367 238 Xcel Energy, Inc. 3,850 71 ----------- 3,557 OTHER INVESTMENT COMPANIES 83.6% of net assets /(1) Schwab Institutional Select S&P 500 Fund 16,311,469 156,101 /(3) Schwab International Index Fund, Select Shares 7,739,797 132,273 /(2) Schwab Small-Cap Index Fund, Select Shares 5,937,511 132,763 /(4) Schwab Total Bond Market Fund 9,832,169 96,945 /(5) Schwab Value Advantage Money Fund, Institutional Shares 30,929,077 30,929 ----------- 549,011
SECURITY FACE AMOUNT RATE, MATURITY DATE ($ x 1,000) SHORT-TERM INVESTMENT 0.0% of net assets Wachovia Bank, Grand Cayman Time Deposit 3.48%, 11/01/05 172 172
END OF INVESTMENTS. See financial notes. 29 SCHWAB MARKETTRACK GROWTH PORTFOLIO Statement of ASSETS AND LIABILITIES As of October 31, 2005. All numbers x 1,000 except NAV. ASSETS - ------------------------------------------------------------------------------- Investments in affiliated underlying funds, at value $549,011 a Investments, at value 108,028 a Receivables: Fund shares sold 329 Dividends 148 Prepaid expenses + 15 ----------- TOTAL ASSETS 657,531 LIABILITIES - ------------------------------------------------------------------------------- Payables: Fund shares redeemed 318 Investment adviser and administrator fees 12 Transfer agent and shareholder service fees 13 Accrued expenses + 67 ----------- TOTAL LIABILITIES 410 NET ASSETS - ------------------------------------------------------------------------------- TOTAL ASSETS 657,531 TOTAL LIABILITIES - 410 ----------- NET ASSETS $657,121 NET ASSETS BY SOURCE Capital received from investors 549,908 Net investment income not yet distributed 2,892 Net realized capital losses (9,946)b Net unrealized capital gains 114,267 b NET ASSET VALUE (NAV) SHARES NET ASSETS / OUTSTANDING = NAV $657,121 39,095 $16.81
Unless stated, all numbers x 1,000. a The fund paid $542,772 for these securities. Not counting short-term obligations and government securities and securities related to in-kind transactions, the fund's investment transactions during the period were: Purchases $202,714 Sales/maturities $208,050 The fund's total security transactions (including the in-kind redemptions) with other Schwab Funds(R) during the period were $294,184. Percent of fund shares of other Schwab Funds owned at the end of the report period: SCHWAB EQUITY INDEX FUNDS Small-Cap Index Fund 8.2% International Index Fund 9.6% SCHWAB BOND FUNDS Total Bond Market Fund 8.3% SCHWAB INSTITUTIONAL SELECT FUNDS Institutional Select S&P 500 Fund 12.5% SCHWAB MONEY FUNDS Value Advantage Money Fund 0.1% b These derive from investments and futures FEDERAL TAX DATA --------------------------------------------- PORTFOLIO COST $547,537 NET UNREALIZED GAINS AND LOSSES: Gains $124,051 Losses + (14,549) ----------- $109,502 NET UNDISTRIBUTED EARNINGS: Ordinary income $2,892 Long-term capital gains $-- CAPITAL LOSSES UTILIZED $14,695 UNUSED CAPITAL LOSSES: Expires 10/31 of: Loss amount 2011 $3,172 2012 + 2,009 ----------- $5,181 30 See financial notes. SCHWAB MARKETTRACK GROWTH PORTFOLIO Statement of OPERATIONS For November 1, 2004 through October 31, 2005. All numbers x 1,000. INVESTMENT INCOME - -------------------------------------------------------------------------------- Dividends received from affiliated underlying funds $11,319 Dividends 2,234 Interest + 185 --------- TOTAL INVESTMENT INCOME 13,738 NET REALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net realized gains on sales of affiliated underlying funds 13,115 a Net realized gains received from affiliated underlying funds 491 Net realized gains on investments 1,024 Net realized gains on futures contracts + 91 --------- NET REALIZED GAINS 14,721 NET UNREALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net unrealized gains on affiliated underlying funds 27,495 Net unrealized gains on investments + 5,606 --------- NET UNREALIZED GAINS 33,101 EXPENSES - -------------------------------------------------------------------------------- Investment adviser and administrator fees 2,826 b Transfer agent and shareholder service fees 1,651 c Trustees' fees 10 d Custodian fees 36 Portfolio accounting fees 85 Professional fees 31 Registration fees 26 Shareholder reports 76 Other expenses + 44 --------- Total expenses 4,785 Expense reduction - 1,482 e --------- NET EXPENSES 3,303 INCREASE IN NET ASSETS FROM OPERATIONS - -------------------------------------------------------------------------------- TOTAL INVESTMENT INCOME 13,738 NET EXPENSES - 3,303 --------- NET INVESTMENT INCOME 10,435 NET REALIZED GAINS 14,721 f NET UNREALIZED GAINS + 33,101 f --------- INCREASE IN NET ASSETS FROM OPERATIONS $58,257
Unless stated, all numbers x 1,000. a Includes gains of $9,333 associated with redemption-in-kind from the Schwab S&P 500 Index Fund. b Calculated as a percentage of average daily net assets: 0.44% of the first $500 million and 0.39% of 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% of the fund's assets. 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 investment adviser (CSIM). It reflects a guarantee by CSIM and the transfer agent and shareholder service agent (Schwab) to limit the net operating expenses of this fund through February 27, 2006, to 0.50% of average daily net assets. This limit excludes interest, taxes and certain non-routine expenses. f These add up to a net gain on investments of $47,822. See financial notes. 31 SCHWAB MARKETTRACK GROWTH PORTFOLIO 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 $10,435 $8,245 Net realized gains or losses 14,721 (711) Net unrealized gains + 33,101 48,907 ------------------------------------ INCREASE IN NET ASSETS FROM OPERATIONS 58,257 56,441 DISTRIBUTIONS PAID - -------------------------------------------------------------------------------- Dividends from net investment income $9,037 $8,251 a,b
TRANSACTIONS IN FUND SHARES - -------------------------------------------------------------------------------- 11/1/04-10/31/05 11/1/03-10/31/04 SHARES VALUE SHARES VALUE Shares sold 6,796 $111,249 6,342 $95,944 Shares reinvested 541 8,784 547 8,044 Shares redeemed + (7,663) (125,960) (7,686) (116,063) c --------------------------------------------- NET TRANSACTIONS IN FUND SHARES (326) ($5,927) (797) ($12,075)
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 39,421 $613,828 40,218 $577,713 Total increase or decrease + (326) 43,293 (797) 36,115 d ---------------------------------------------- END OF PERIOD 39,095 $657,121 39,421 $613,828 e
Unless stated, all numbers x 1,000. a UNAUDITED For corporations, 54% of the fund's dividends for the report period qualify for the dividends-received deduction. The fund designates $7,628 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 PERIOD Ordinary income $9,037 Long-term capital gains $-- PRIOR PERIOD Ordinary income $8,251 Long-term capital gains $-- c For shares purchased after 4/29/05 and held less than 30 days, the fund charges 2.00% redemption fee. CURRENT PERIOD $10 Dollar amounts are net of the redemption fee proceeds. d Figures for shares represent shares sold plus shares reinvested, minus shares redeemed. Figures for net assets represent the changes in net assets from operations plus the changes in value of transactions in fund shares, minus distributions paid. e Includes distributable net investment income in the amount of $2,892 and $1,494 at the end of the current period and prior period, respectively. 32 See financial notes. SCHWAB MARKETTRACK BALANCED PORTFOLIO(TM) FINANCIAL STATEMENTS FINANCIAL HIGHLIGHTS
11/1/04 11/1/03- 11/1/02- 11/1/01- 11/1/00- 10/31/05 10/31/04 10/31/03 10/31/02 10/31/01 - --------------------------------------------------------------------------------------------------- PER-SHARE DATA ($) - --------------------------------------------------------------------------------------------------- Net asset value at beginning of period 14.66 13.78 12.05 13.47 15.53 ------------------------------------------------ Income or loss from investment operations: Net investment income 0.34 0.29 0.25 0.32 0.45 Net realized and unrealized gains or losses 0.74 0.88 1.77 (1.22) (1.92) ------------------------------------------------ Total income or loss from investment operations 1.08 1.17 2.02 (0.90) (1.47) Less distributions: Dividends from net investment income (0.28) (0.29) (0.29) (0.40) (0.49) Distributions from net realized gains -- -- -- (0.12) (0.10) ------------------------------------------------ Total distributions (0.28) (0.29) (0.29) (0.52) (0.59) ------------------------------------------------ Net asset value at end of period 15.46 14.66 13.78 12.05 13.47 ------------------------------------------------ Total return (%) 7.41 8.61 17.12 (7.08) (9.72) RATIOS/SUPPLEMENTAL DATA (%) - --------------------------------------------------------------------------------------------------- Ratios to average net assets: Net operating expenses 1 0.50 0.50 0.50 0.50 0.50 Gross operating expenses 1 0.73 0.74 0.74 0.74 0.74 Net investment income 2.20 2.03 1.98 2.35 3.31 Portfolio turnover rate 25 11 17 31 21 Net assets, end of period ($ x 1,000,000) 519 541 516 462 497
1 The expenses incurred by underlying funds in which the portfolio invests are not included in this ratio. The income received by the portfolio from underlying funds is reduced by those expenses. See financial notes. 33 SCHWAB MARKETTRACK BALANCED PORTFOLIO PORTFOLIO HOLDINGS as of October 31, 2005 This section shows all the securities in the fund's portfolio by industry classification and their value, as of the report date. 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 at http://www.sec.gov 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. The schedule of portfolio holdings filed on the fund's most recent Form N-Q 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. (1) Top ten holding o Non-income producing security / Issuer is affiliated with the fund's adviser
COST VALUE HOLDINGS BY CATEGORY ($x1,000) ($x1,000) - -------------------------------------------------------------------------------- 85.7% OTHER INVESTMENT COMPANIES 394,969 444,699 13.9% COMMON STOCK 47,380 72,214 0.4% SHORT-TERM INVESTMENT 1,945 1,945 - -------------------------------------------------------------------------------- 100.0% TOTAL INVESTMENTS 444,294 518,858 0.0% OTHER ASSETS AND LIABILITIES, NET 230 - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 519,088
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) COMMON STOCK 13.9% of net assets AUTOMOBILES & COMPONENTS 0.1% --------------------------------------------------------------------------- Cooper Tire & Rubber Co. 400 5 Dana Corp. 1,085 8 Ford Motor Co. 12,185 101 General Motors Corp. 3,650 100 o Goodyear Tire & Rubber Co. 1,000 16 Harley-Davidson, Inc. 2,000 99 Johnson Controls, Inc. 1,200 82 Visteon Corp. 1,047 9 ----------- 420 BANKS 1.0% --------------------------------------------------------------------------- AmSouth Bancorp. 2,600 66 Bank of America Corp. 26,286 1,150 BB&T Corp. 3,600 152 Comerica, Inc. 1,100 64 Compass Bancshares, Inc. 800 39 Countrywide Financial Corp. 3,498 111 Fannie Mae 6,300 299 Fifth Third Bancorp 3,658 147 First Horizon National Corp. 800 31 Freddie Mac 4,500 276 Golden West Financial Corp. 2,000 117 Huntington Bancshares, Inc. 1,597 37 KeyCorp, Inc. 2,600 84 M&T Bank Corp. 500 54 Marshall & Ilsley Corp. 1,344 58 MGIC Investment Corp. 700 42 National City Corp. 4,100 132 North Fork Bancorp., Inc. 3,000 76 PNC Financial Services Group, Inc. 1,900 115 Regions Financial Corp. 3,078 100 Sovereign Bancorp, Inc. 1,800 39 SunTrust Banks, Inc. 2,300 167 Synovus Financial Corp. 1,900 52 U.S. Bancorp 12,554 371 Wachovia Corp. 10,494 530 Washington Mutual, Inc. 6,634 263 Wells Fargo & Co. 11,235 676 Zions Bancorp. 600 44 ----------- 5,292 CAPITAL GOODS 1.2% --------------------------------------------------------------------------- 3M Co. 5,000 380 American Power Conversion Corp. 1,175 25 American Standard Cos., Inc. 1,500 57 The Boeing Co. 5,484 354 Caterpillar, Inc. 4,600 242
34 See financial notes. SCHWAB MARKETTRACK BALANCED PORTFOLIO
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) Cooper Industries Ltd., Class A 600 43 Crane Co. 200 6 Cummins, Inc. 300 26 Danaher Corp. 2,000 104 Deere & Co. 1,500 91 Dover Corp. 1,400 55 Eaton Corp. 1,000 59 Emerson Electric Co. 2,800 195 Fluor Corp. 500 32 General Dynamics Corp. 1,300 151 (6) General Electric Co. 70,660 2,396 Goodrich Corp. 700 25 Honeywell International, Inc. 5,700 195 Illinois Tool Works, Inc. 1,400 119 Ingersoll-Rand Co., Class A 2,200 83 ITT Industries, Inc. 600 61 L-3 Communications Holdings, Inc. 700 54 Lockheed Martin Corp. 2,400 145 Masco Corp. 3,000 86 o Navistar International Corp. 400 11 Northrop Grumman Corp. 2,256 121 Paccar, Inc. 1,050 74 Pall Corp. 800 21 Parker Hannifin Corp. 700 44 o Power-One, Inc. 240 1 Raytheon Co. 2,600 96 Rockwell Automation, Inc. 1,200 64 Rockwell Collins, Inc. 1,200 55 Textron, Inc. 1,000 72 o Thomas & Betts Corp. 231 9 Tyco International Ltd. 12,949 342 United Technologies Corp. 6,600 338 W.W. Grainger, Inc. 600 40 ----------- 6,272 COMMERCIAL SERVICES & SUPPLIES 0.1% --------------------------------------------------------------------------- o ACCO Brands Corp. 235 6 o Allied Waste Industries, Inc. 2,100 17 o Apollo Group, Inc., Class A 1,100 69 Avery Dennison Corp. 700 40 Cendant Corp. 6,415 112 Cintas Corp. 1,102 45 Deluxe Corp. 500 17 Equifax, Inc. 900 31 H&R Block, Inc. 2,400 60 o Monster Worldwide, Inc. 666 22 o PHH Corp. 320 9 Pitney Bowes, Inc. 1,600 67 R.R. Donnelley & Sons Co. 1,400 49 Robert Half International, Inc. 1,200 44 Waste Management, Inc. 3,712 109 ----------- 697 CONSUMER DURABLES & APPAREL 0.2% --------------------------------------------------------------------------- Black & Decker Corp. 600 49 Brunswick Corp. 600 23 Centex Corp. 800 52 o Coach, Inc. 2,400 77 D.R. Horton, Inc. 1,790 55 Eastman Kodak Co. 2,000 44 Fortune Brands, Inc. 1,000 76 Hasbro, Inc. 1,275 24 Jones Apparel Group, Inc. 800 22 KB Home 600 39 Leggett & Platt, Inc. 1,300 26 Lennar Corp., Class A 900 50 Liz Claiborne, Inc. 800 28 Mattel, Inc. 2,825 42 Maytag Corp. 600 10 Newell Rubbermaid, Inc. 1,872 43 Nike, Inc., Class B 1,300 109 Pulte Homes, Inc. 1,600 60 Reebok International Ltd. 300 17 Snap-On, Inc. 350 13 The Stanley Works 600 29 VF Corp. 800 42 Whirlpool Corp. 500 39 ----------- 969 DIVERSIFIED FINANCIALS 1.1% --------------------------------------------------------------------------- American Express Co. 8,310 414 o Ameriprise Financial, Inc. 1,542 57 The Bank of New York Co., Inc. 4,900 153 The Bear Stearns Cos., Inc. 602 64 Capital One Financial Corp. 1,900 145 / The Charles Schwab Corp. 6,883 105
See financial notes. 35 SCHWAB MARKETTRACK BALANCED PORTFOLIO PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) CIT Group, Inc. 1,300 59 (9) Citigroup, Inc. 34,266 1,569 o E*TRADE Financial Corp. 2,400 45 Federated Investors, Inc., Class B 700 25 Franklin Resources, Inc. 1,010 89 Goldman Sachs Group, Inc. 3,079 389 Janus Capital Group, Inc. 1,400 25 JPMorgan Chase & Co. 23,413 857 Lehman Brothers Holdings, Inc. 1,800 215 MBNA Corp. 8,268 211 Mellon Financial Corp. 2,800 89 Merrill Lynch & Co., Inc. 6,300 408 Moody's Corp. 2,000 107 Morgan Stanley 7,010 381 Northern Trust Corp. 1,400 75 Principal Financial Group, Inc. 2,329 116 SLM Corp. 3,000 167 State Street Corp. 2,200 121 T. Rowe Price Group, Inc. 800 52 ----------- 5,938 ENERGY 1.3% --------------------------------------------------------------------------- Amerada Hess Corp. 600 75 Anadarko Petroleum Corp. 1,510 137 Apache Corp. 2,048 131 Baker Hughes, Inc. 2,250 124 BJ Services Co. 2,000 70 Burlington Resources, Inc. 2,520 182 ChevronTexaco Corp. 14,727 840 ConocoPhillips 9,168 599 Devon Energy Corp. 3,000 181 El Paso Corp. 3,222 38 EOG Resources, Inc. 1,518 103 (7) Exxon Mobil Corp. 42,010 2,358 Halliburton Co. 3,374 199 Kerr-McGee Corp. 812 69 Kinder Morgan, Inc. 745 68 Marathon Oil Corp. 2,218 133 Murphy Oil Corp. 1,100 52 o Nabors Industries Ltd. 1,000 69 o National-Oilwell Varco, Inc. 1,130 71 Noble Corp. 900 58 Occidental Petroleum Corp. 2,700 213 Rowan Cos., Inc. 600 20 Schlumberger Ltd. 3,900 354 Sunoco, Inc. 900 67 o Transocean, Inc. 2,016 116 Valero Energy Corp. 2,000 210 o Weatherford International Ltd. 910 57 Williams Cos., Inc. 3,000 67 XTO Energy, Inc. 2,266 98 ----------- 6,759 FOOD & STAPLES RETAILING 0.3% --------------------------------------------------------------------------- Albertson's, Inc. 2,671 67 Costco Wholesale Corp. 3,000 145 CVS Corp. 5,200 127 o Kroger Co. 5,300 106 Safeway, Inc. 2,800 65 Supervalu, Inc. 900 28 Sysco Corp. 4,400 140 Wal-Mart Stores, Inc. 16,640 787 Walgreen Co. 6,600 300 o Winn-Dixie Stores, Inc. 1,200 1 ----------- 1,766 FOOD BEVERAGE & TOBACCO 0.7% --------------------------------------------------------------------------- Altria Group, Inc. 13,640 1,024 Anheuser-Busch Cos., Inc. 5,200 215 Archer-Daniels-Midland Co. 4,446 108 Brown-Forman Corp., Class B 804 51 Campbell Soup Co. 1,200 35 The Coca-Cola Co. 13,810 591 Coca-Cola Enterprises, Inc. 2,700 51 ConAgra Foods, Inc. 3,300 77 o Constellation Brands, Inc., Class A 1,290 30 General Mills, Inc. 2,392 116 H.J. Heinz Co. 2,300 82 Hershey Foods Corp. 1,600 91 Kellogg Co. 1,700 75 McCormick & Co., Inc. 900 27 Molson Coors Brewing Co., Class B 200 12 The Pepsi Bottling Group, Inc. 926 26 PepsiCo, Inc. 11,070 654 Reynolds American, Inc. 614 52 Sara Lee Corp. 5,100 91
36 See financial notes. SCHWAB MARKETTRACK BALANCED PORTFOLIO
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) Tyson Foods, Inc., Class A 1,700 30 UST, Inc. 1,100 46 Wm. Wrigley Jr. Co. 1,200 83 ----------- 3,567 HEALTH CARE EQUIPMENT & SERVICES 0.7% --------------------------------------------------------------------------- Aetna, Inc. 2,068 183 AmerisourceBergen Corp. 700 53 Bausch & Lomb, Inc. 400 30 Baxter International, Inc. 3,800 145 Becton Dickinson & Co. 1,800 91 Biomet, Inc. 1,575 55 o Boston Scientific Corp. 3,948 99 C.R. Bard, Inc. 600 37 Cardinal Health, Inc. 2,775 173 o Caremark Rx, Inc. 2,988 157 CIGNA Corp. 1,000 116 o Coventry Health Care, Inc. 1,050 57 o Express Scripts, Inc. 1,000 75 o Fisher Scientific International, Inc. 720 41 Guidant Corp. 2,000 126 HCA, Inc. 2,760 133 Health Management Associates, Inc., Class A 1,600 34 o Hospira, Inc. 1,020 41 o Humana, Inc. 800 35 IMS Health, Inc. 1,500 35 o Laboratory Corp. of America Holdings 900 43 Manor Care, Inc. 500 19 McKesson Corp. 1,773 81 o Medco Health Solutions, Inc. 1,784 101 Medtronic, Inc. 7,800 442 o Millipore Corp. 200 12 PerkinElmer, Inc. 600 13 Quest Diagnostics 1,470 69 o St. Jude Medical, Inc. 2,120 102 Stryker Corp. 1,946 80 o Tenet Healthcare Corp. 3,150 26 o Thermo Electron Corp. 900 27 UnitedHealth Group, Inc. 8,400 486 o Waters Corp. 900 33 o WellPoint, Inc. 3,852 288 o Zimmer Holdings, Inc. 1,500 96 ----------- 3,634 HOTELS RESTAURANTS & LEISURE 0.2% --------------------------------------------------------------------------- Carnival Corp. 2,870 142 Darden Restaurants, Inc. 1,350 44 Harrah's Entertainment, Inc. 1,200 72 Hilton Hotels Corp. 2,500 49 International Game Technology 2,100 56 Marriott International, Inc., Class A 1,100 66 McDonald's Corp. 8,100 256 o Starbucks Corp. 4,880 138 Starwood Hotels & Resorts Worldwide, Inc. 1,200 70 Wendy's International, Inc. 800 37 Yum! Brands, Inc. 2,060 105 ----------- 1,035 HOUSEHOLD & PERSONAL PRODUCTS 0.4% --------------------------------------------------------------------------- Alberto-Culver Co., Class B 600 26 Avon Products, Inc. 3,000 81 Clorox Co. 1,300 70 Colgate-Palmolive Co. 3,600 191 Kimberly-Clark Corp. 3,380 192 (10) Procter & Gamble Co. 22,832 1,279 ----------- 1,839 INSURANCE 0.7% --------------------------------------------------------------------------- ACE Ltd. 1,700 89 AFLAC, Inc. 3,300 158 The Allstate Corp. 4,700 248 AMBAC Financial Group, Inc. 684 48 American International Group, Inc. 17,342 1,124 AON Corp. 2,025 68 Chubb Corp. 1,200 112 Cincinnati Financial Corp. 1,323 56 Hartford Financial Services Group, Inc. 1,800 143 Jefferson-Pilot Corp. 1,050 58 Lincoln National Corp. 1,300 66 Loews Corp. 900 84 Marsh & McLennan Cos., Inc. 3,600 105 MBIA, Inc. 1,050 61
See financial notes. 37 SCHWAB MARKETTRACK BALANCED PORTFOLIO PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) o Metlife, Inc. 4,986 246 The Progressive Corp. 1,500 174 Prudential Financial, Inc. 3,500 255 Safeco Corp. 800 44 The St. Paul Travelers Cos., Inc. 4,241 191 Torchmark Corp. 800 42 UnumProvident Corp. 1,657 34 XL Capital Ltd., Class A 800 51 ----------- 3,457 MATERIALS 0.4% --------------------------------------------------------------------------- Air Products & Chemicals, Inc. 1,500 86 Alcoa, Inc. 5,648 137 Allegheny Technologies, Inc. 492 14 Ashland, Inc. 500 27 Ball Corp. 800 31 Bemis Co. 600 16 Chemtura Corp. 889 10 The Dow Chemical Co. 6,049 277 E.I. du Pont de Nemours & Co. 6,484 270 Eastman Chemical Co. 600 32 Ecolab, Inc. 1,200 40 Engelhard Corp. 800 22 Freeport-McMoran Copper & Gold, Inc., Class B 1,100 54 Georgia-Pacific Corp. 1,496 49 o Hercules, Inc. 700 8 International Flavors & Fragrances, Inc. 800 26 International Paper Co. 3,166 92 Louisiana-Pacific Corp. 700 17 MeadWestvaco Corp. 1,279 34 Monsanto Co. 1,727 109 Neenah Paper, Inc. 102 3 Newmont Mining Corp. 2,754 117 Nucor Corp. 1,200 72 o Pactiv Corp. 1,000 20 Phelps Dodge Corp. 540 65 PPG Industries, Inc. 1,200 72 Praxair, Inc. 2,000 99 Rohm & Haas Co. 1,421 62 o Sealed Air Corp. 621 31 Sigma-Aldrich Corp. 500 32 Temple-Inland, Inc. 800 29 United States Steel Corp. 700 26 Vulcan Materials Co. 700 45 Weyerhaeuser Co. 1,400 89 Worthington Industries, Inc. 300 6 ----------- 2,119 MEDIA 0.5% --------------------------------------------------------------------------- Clear Channel Communications, Inc. 4,080 124 o Comcast Corp., Class A 14,661 408 Dow Jones & Co., Inc. 600 20 Gannett Co., Inc. 1,700 107 o Interpublic Group of Cos., Inc. 2,500 26 Knight-Ridder, Inc. 600 32 The McGraw-Hill Cos., Inc. 2,400 117 Meredith Corp. 300 15 New York Times Co., Class A 1,100 30 o News Corp, Inc., Class A 16,300 232 Omnicom Group, Inc. 1,200 100 Time Warner, Inc. 30,870 550 Tribune Co. 2,100 66 o Univision Communications, Inc., Class A 2,048 54 Viacom, Inc., Class B 10,618 329 The Walt Disney Co. 13,217 322 ----------- 2,532 PHARMACEUTICALS & BIOTECHNOLOGY 1.1% --------------------------------------------------------------------------- Abbott Laboratories 10,200 439 Allergan, Inc. 900 80 o Amgen, Inc. 8,340 632 Applied Biosystems Group -- Applera Corp. 1,400 34 o Biogen Idec, Inc. 2,150 87 Bristol-Myers Squibb Co. 12,800 271 o Chiron Corp. 1,200 53 Eli Lilly & Co. 7,400 369 o Forest Laboratories, Inc. 2,400 91 o Genzyme Corp. 1,700 123 o Gilead Sciences, Inc. 2,980 141 Johnson & Johnson 19,872 1,244 o King Pharmaceuticals, Inc. 1,388 21 o Medimmune, Inc. 1,400 49
38 See financial notes. SCHWAB MARKETTRACK BALANCED PORTFOLIO
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) Merck & Co., Inc. 14,500 409 Mylan Laboratories, Inc. 1,700 33 Pfizer, Inc. 49,386 1,074 Schering-Plough Corp. 9,500 193 o Watson Pharmaceuticals, Inc. 600 21 Wyeth 8,800 392 ----------- 5,756 REAL ESTATE 0.1% --------------------------------------------------------------------------- Apartment Investment & Management Co., Class A 600 23 Archstone-Smith Trust 1,300 53 Equity Office Properties Trust 2,600 80 Equity Residential 1,700 67 Plum Creek Timber Co., Inc. 1,200 46 ProLogis 1,200 51 Public Storage, Inc. 600 40 Simon Property Group, Inc. 1,450 104 Vornado Realty Trust 800 65 ----------- 529 RETAILING 0.6% --------------------------------------------------------------------------- o Autonation, Inc. 2,000 40 o AutoZone, Inc. 500 40 o Bed, Bath & Beyond, Inc. 1,800 73 Best Buy Co., Inc. 3,150 139 o Big Lots, Inc. 700 8 Circuit City Stores, Inc. 1,400 25 Dillards, Inc., Class A 700 14 Dollar General Corp. 2,202 43 o eBay, Inc. 7,416 294 Family Dollar Stores, Inc. 1,100 24 Federated Department Stores, Inc. 1,754 108 The Gap, Inc. 3,862 67 Genuine Parts Co. 1,150 51 Home Depot, Inc. 14,600 599 J.C. Penney Co., Inc. Holding Co. 1,700 87 o Kohl's Corp. 2,200 106 Limited Brands, Inc. 2,991 60 Lowe's Cos., Inc. 5,000 304 Nordstrom, Inc. 1,800 62 o Office Depot, Inc. 2,500 69 OfficeMax, Inc. 600 17 o RadioShack Corp. 1,300 29 o Sears Holdings Corp. 673 81 The Sherwin-Williams Co. 1,100 47 Staples, Inc. 4,575 104 Target Corp. 5,800 323 Tiffany & Co. 950 37 TJX Cos., Inc. 3,600 78 ----------- 2,929 SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 0.4% --------------------------------------------------------------------------- o Advanced Micro Devices, Inc. 2,040 47 o Altera Corp. 2,546 42 Analog Devices, Inc. 2,300 80 Applied Materials, Inc. 10,900 179 o Applied Micro Circuits Corp. 1,928 5 o Broadcom Corp., Class A 2,000 85 o Freescale Semiconductor, Inc., Class B 2,650 63 Intel Corp. 40,660 955 KLA-Tencor Corp. 1,200 56 Linear Technology Corp. 2,000 66 o LSI Logic Corp. 2,000 16 Maxim Integrated Products, Inc. 2,100 73 o Micron Technology, Inc. 3,600 47 National Semiconductor Corp. 2,200 50 o Novellus Systems, Inc. 900 20 o Nvidia Corp. 900 30 o PMC -- Sierra, Inc. 1,100 8 o Teradyne, Inc. 1,100 15 Texas Instruments, Inc. 11,300 323 Xilinx, Inc. 2,100 50 ----------- 2,210 SOFTWARE & SERVICES 0.7% --------------------------------------------------------------------------- Adobe Systems, Inc. 3,200 103 o Affiliated Computer Services, Inc., Class A 465 25 Autodesk, Inc. 1,600 72 Automatic Data Processing, Inc. 3,900 182 o BMC Software, Inc. 1,600 31 o Citrix Systems, Inc. 1,200 33 Computer Associates International, Inc. 3,825 107
See financial notes. 39 SCHWAB MARKETTRACK BALANCED PORTFOLIO PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) o Computer Sciences Corp. 1,090 56 o Compuware Corp. 2,400 19 o Convergys Corp. 869 14 o Electronic Arts, Inc. 1,792 102 Electronic Data Systems Corp. 3,100 72 First Data Corp. 5,704 231 o Fiserv, Inc. 1,200 52 o Intuit, Inc. 1,327 61 o Mercury Interactive Corp. 500 17 (8) Microsoft Corp. 61,390 1,578 o Novell, Inc. 2,200 17 o Oracle Corp. 25,130 319 o Parametric Technology Corp. 1,800 12 Paychex, Inc. 2,475 96 Sabre Holdings Corp., Class A 922 18 Siebel Systems, Inc. 3,000 31 o Symantec Corp. 8,018 191 o Unisys Corp. 2,100 11 o Yahoo! Inc. 8,400 311 ----------- 3,761 TECHNOLOGY HARDWARE & EQUIPMENT 1.0% --------------------------------------------------------------------------- o ADC Telecommunications, Inc. 714 12 o Agilent Technologies, Inc. 2,917 93 o Andrew Corp. 1,025 11 o Apple Computer, Inc. 5,430 313 o Avaya, Inc. 2,775 32 o CIENA Corp. 2,100 5 o Cisco Systems, Inc. 42,100 735 o Comverse Technology, Inc. 1,000 25 o Corning, Inc. 9,550 192 o Dell, Inc. 16,500 526 o EMC Corp. 15,562 217 o Gateway, Inc. 2,100 6 Hewlett-Packard Co. 19,724 553 International Business Machines Corp. 10,800 884 o Jabil Circuit, Inc. 1,341 40 o JDS Uniphase Corp. 8,464 18 o Lexmark International, Inc., Class A 800 33 o Lucent Technologies, Inc. 26,905 77 Molex, Inc. 1,250 32 Motorola, Inc. 16,150 358 o NCR Corp. 1,200 36 o Network Appliance, Inc. 2,000 55 o QLogic Corp. 585 18 Qualcomm, Inc. 10,760 428 o Sanmina -- SCI Corp. 3,400 12 Scientific-Atlanta, Inc. 1,000 35 o Solectron Corp. 5,300 19 o Sun Microsystems, Inc. 20,800 83 Symbol Technologies, Inc. 1,366 11 Tektronix, Inc. 500 11 o Tellabs, Inc. 2,700 26 o Xerox Corp. 5,200 71 ----------- 4,967 TELECOMMUNICATION SERVICES 0.4% --------------------------------------------------------------------------- Alltel Corp. 2,510 155 AT&T Corp. 4,941 98 BellSouth Corp. 11,900 310 CenturyTel, Inc. 900 29 Citizens Communications Co. 1,732 21 o Qwest Communications International, Inc. 10,622 46 SBC Communications, Inc. 21,788 520 Sprint Corp. (FON Group) 18,876 440 Verizon Communications, Inc. 17,836 562 ----------- 2,181 TRANSPORTATION 0.2% --------------------------------------------------------------------------- Burlington Northern Santa Fe Corp. 2,500 155 CSX Corp. 1,500 69 o Delta Air Lines, Inc. 900 1 FedEx Corp. 1,960 180 Norfolk Southern Corp. 2,500 100 Ryder Systems, Inc. 400 16 Southwest Airlines Co. 5,137 82 Union Pacific Corp. 1,700 118 United Parcel Service, Inc., Class B 7,385 539 ----------- 1,260 UTILITIES 0.5% --------------------------------------------------------------------------- o The AES Corp. 3,200 51 o Allegheny Energy, Inc. 720 20 Ameren Corp. 1,200 63
40 See financial notes. SCHWAB MARKETTRACK BALANCED PORTFOLIO
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) American Electric Power Co., Inc. 2,580 98 o Calpine Corp. 1,800 4 Centerpoint Energy, Inc. 1,924 26 Cinergy Corp. 1,000 40 o CMS Energy Corp. 700 10 Consolidated Edison, Inc. 1,500 68 Constellation Energy Group, Inc. 1,000 55 Dominion Resources, Inc. 2,167 165 DTE Energy Co. 1,000 43 Duke Energy Corp. 5,952 158 o Dynegy, Inc., Class A 2,100 9 Edison International 2,200 96 Entergy Corp. 1,500 106 Exelon Corp. 4,324 225 FirstEnergy Corp. 2,030 96 FPL Group, Inc. 2,600 112 KeySpan Corp. 900 31 Nicor, Inc. 300 12 NiSource, Inc. 1,651 39 Peoples Energy Corp. 200 8 PG&E Corp. 2,700 98 Pinnacle West Capital Corp. 600 25 PPL Corp. 2,000 63 Progress Energy, Inc. 1,593 70 Public Service Enterprise Group, Inc. 1,500 94 Sempra Energy 1,360 60 The Southern Co. 4,500 158 TECO Energy, Inc. 900 16 TXU Corp. 1,582 159 Xcel Energy, Inc. 2,585 47 ----------- 2,325 OTHER INVESTMENT COMPANIES 85.7% of net assets /(2) Schwab Institutional Select S&P 500 Fund 8,862,123 84,810 /(4) Schwab International Index Fund, Select Shares 4,575,148 78,189 /(3) Schwab Small-Cap Index Fund, Select Shares 3,523,331 78,782 /(1) Schwab Total Bond Market Fund 18,219,874 179,648 /(5) Schwab Value Advantage Money Fund, Institutional Shares 23,269,573 23,270 ----------- 444,699
SECURITY FACE AMOUNT RATE, MATURITY DATE ($ x 1,000) SHORT-TERM INVESTMENT 0.4% of net assets Wachovia Bank, Grand Cayman Time Deposit 3.48%, 11/01/05 1,945 1,945
END OF INVESTMENTS. See financial notes. 41 SCHWAB MARKETTRACK BALANCED PORTFOLIO Statement of ASSETS AND LIABILITIES As of October 31, 2005. All numbers x 1,000 except NAV. ASSETS - ------------------------------------------------------------------------------ Investments in affiliated underlying funds, at value $444,699 a Investments, at value 74,159 a Receivables: Fund shares sold 350 Dividends 104 Prepaid expenses + 13 ------------ TOTAL ASSETS 519,325 LIABILITIES - ------------------------------------------------------------------------------ Payables: Fund shares redeemed 158 Investment adviser and administrator fees 9 Transfer agent and shareholder service fees 11 Accrued expenses + 59 ------------ TOTAL LIABILITIES 237 NET ASSETS - ------------------------------------------------------------------------------ TOTAL ASSETS 519,325 TOTAL LIABILITIES - 237 ------------ NET ASSETS $519,088 NET ASSETS BY SOURCE Capital received from investors 440,180 Net investment income not yet distributed 5,501 Net realized capital losses (1,157) b Net unrealized capital gains 74,564 b NET ASSET VALUE (NAV) SHARES NET ASSETS / OUTSTANDING = NAV $519,088 33,582 $ 15.46
Unless stated, all numbers x 1,000. a The fund paid $444,294 for these securities. Not counting short-term obligations and government securities and securities related to in-kind transactions, the fund's investment transactions during the period were: Purchases $124,524 Sales/maturities $172,168 The fund's total security transactions (including the in-kind redemptions) with other Schwab Funds(R) during the period were $153,092. Percent of fund shares of other Schwab Funds owned at the end of the report period: SCHWAB EQUITY INDEX FUNDS Small-Cap Index Fund 4.9% International Index Fund 5.7% SCHWAB BOND FUNDS Total Bond Market Fund 15.3% SCHWAB INSTITUTIONAL SELECT FUNDS Institutional Select S&P 500 Fund 6.8% SCHWAB MONEY FUNDS Value Advantage Money Fund 0.1% b These derive from investments and futures. FEDERAL TAX DATA ----------------------------------------------------- PORTFOLIO COST $446,941 NET UNREALIZED GAINS AND LOSSES: Gains $80,847 Losses + (8,930) ------------ $71,917 NET UNDISTRIBUTED EARNINGS: Ordinary income $5,501 Long-term capital gains $1,490 CAPITAL LOSSES UTILIZED $11,299 42 See financial notes. SCHWAB MARKETTRACK BALANCED PORTFOLIO Statement of OPERATIONS For November 1, 2004 through October 31, 2005. All numbers x 1,000. INVESTMENT INCOME - ------------------------------------------------------------------------------- Dividends received from affiliated underlying funds $12,842 Dividends 1,499 Interest + 153 ---------- TOTAL INVESTMENT INCOME 14,494 NET REALIZED GAINS AND LOSSES - ------------------------------------------------------------------------------- Net realized gains on sales of affiliated underlying funds 15,436 a Net realized gains received from affiliated underlying funds 979 Net realized gains on investments 711 Net realized gains on futures contracts + 121 ---------- NET REALIZED GAINS 17,247 NET UNREALIZED GAINS AND LOSSES - ------------------------------------------------------------------------------- Net unrealized gains on affiliated underlying funds 6,403 Net unrealized gains on investments + 3,716 ---------- NET UNREALIZED GAINS 10,119 EXPENSES - ------------------------------------------------------------------------------- Investment adviser and administrator fees 2,343 b Transfer agent and shareholder service fees 1,342 c Trustees' fees 9 d Custodian fees 32 Portfolio accounting fees 69 Professional fees 31 Registration fees 23 Shareholder reports 45 Other expenses + 42 ---------- Total expenses 3,936 Expense reduction - 1,252 e ---------- NET EXPENSES 2,684 INCREASE IN NET ASSETS FROM OPERATIONS - ------------------------------------------------------------------------------- TOTAL INVESTMENT INCOME 14,494 NET EXPENSES - 2,684 ---------- NET INVESTMENT INCOME 11,810 NET REALIZED GAINS 17,247 f NET UNREALIZED GAINS + 10,119 f ---------- INCREASE IN NET ASSETS FROM OPERATIONS $39,176
Unless stated, all numbers x 1,000. a Includes gains of $8,121 associated with redemption-in-kind from the Schwab S&P 500 Index Fund. b Calculated as a percentage of average daily net assets: 0.44% of the first $500 million and 0.39% of 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% of the fund's assets. 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 investment adviser (CSIM). It reflects a guarantee by CSIM and the transfer agent and shareholder service agent (Schwab) to limit the net operating expenses of this fund through February 27, 2006, to 0.50% of average daily net assets. This limit excludes interest, taxes and certain non-routine expenses. f These add up to a net gain on investments of $27,366. See financial notes. 43 SCHWAB MARKETTRACK BALANCED PORTFOLIO 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 $11,810 $10,785 Net realized gains 17,247 3,467 Net unrealized gains + 10,119 29,584 -------------------------------------- INCREASE IN NET ASSETS FROM OPERATIONS $39,176 43,836 DISTRIBUTIONS PAID - ------------------------------------------------------------------------------ Dividends from net investment income $10,162 $10,771 a,b
TRANSACTIONS IN FUND SHARES - ------------------------------------------------------------------------------ 11/1/04-10/31/05 11/1/03-10/31/04 SHARES VALUE SHARES VALUE Shares sold 5,057 $76,535 7,160 $101,953 Shares reinvested 651 9,764 746 10,391 Shares redeemed + (9,036) (137,415) (8,474) (120,586) c ---------------------------------------------- NET TRANSACTIONS IN FUND SHARES (3,328) ($51,116) (568) ($8,242)
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 36,910 $541,190 37,478 $516,367 Total increase or decrease + (3,328) (22,102) (568) 24,823 d ---------------------------------------------- END OF PERIOD 33,582 $519,088 36,910 $541,190 e
Unless stated, all numbers x 1,000. a UNAUDITED For corporations, 39% of the fund's dividends for the report period qualify for the dividends-received deduction. The fund designates $4,906 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 PERIOD Ordinary income $10,162 Long-term capital gains $-- PRIOR PERIOD Ordinary income $10,771 Long-term capital gains $-- c For shares purchased after 4/29/05 and held less than 30 days, the fund charges 2.00% redemption fee. CURRENT PERIOD $5 Dollar amounts are net of the redemption fee proceeds. d Figures for shares represent shares sold plus shares reinvested, minus shares redeemed. Figures for net assets represent the changes in net assets from operations plus the changes in value of transactions in fund shares, minus distributions paid. e Includes distributable net investment income in the amount of $5,501 and $3,853 at the end of the current period and prior period, respectively. 44 See financial notes. SCHWAB MARKETTRACK CONSERVATIVE PORTFOLIO(TM) FINANCIAL STATEMENTS FINANCIAL HIGHLIGHTS
11/1/04- 11/1/03- 11/1/02- 11/1/01- 11/1/00- 10/31/05 10/31/04 10/31/03 10/31/02 10/31/01 - ----------------------------------------------------------------------------------------------------- PER-SHARE DATA ($) - ----------------------------------------------------------------------------------------------------- Net asset value at beginning of period 13.09 12.53 11.37 12.22 13.12 ---------------------------------------------------- Income or loss from investment operations: Net investment income 0.36 0.34 0.29 0.40 0.49 Net realized and unrealized gains or losses 0.32 0.57 1.16 (0.78) (0.80) ---------------------------------------------------- Total income or loss from investment operations 0.68 0.91 1.45 (0.38) (0.31) Less distributions: Dividends from net investment income (0.35) (0.35) (0.29) (0.41) (0.50) Distributions from net realized gains -- -- -- (0.06) (0.09) ---------------------------------------------------- Total distributions (0.35) (0.35) (0.29) (0.47) (0.59) ---------------------------------------------------- Net asset value at end of period 13.42 13.09 12.53 11.37 12.22 ---------------------------------------------------- Total return (%) 5.24 7.38 12.98 (3.29) (2.39) RATIOS/SUPPLEMENTAL DATA (%) - ----------------------------------------------------------------------------------------------------- Ratios to average net assets: Net operating expenses 1 0.50 0.50 0.50 0.50 0.50 Gross operating expenses 1 0.75 0.75 0.75 0.76 0.77 Net investment income 2.67 2.70 2.44 3.17 3.85 Portfolio turnover rate 9 10 17 32 15 Net assets, end of period ($ x 1,000,000) 300 290 289 263 211
1 The expenses incurred by underlying funds in which the portfolio invests are not included in this ratio. The income received by the portfolio from underlying funds is reduced by those expenses. See financial notes. 45 SCHWAB MARKETTRACK CONSERVATIVE PORTFOLIO PORTFOLIO HOLDINGS as of October 31, 2005 This section shows all the securities in the fund's portfolio by industry classification and their value, as of the report date. 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 at http://www.sec.gov 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. The schedule of portfolio holdings filed on the fund's most recent Form N-Q 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. (1) Top ten holding o Non-income producing security / Issuer is affiliated with the fund's adviser
COST VALUE HOLDINGS BY CATEGORY ($x1,000) ($x1,000) - -------------------------------------------------------------------------------- 93.7% OTHER INVESTMENT COMPANIES 254,490 281,602 5.7% COMMON STOCK 12,280 16,978 0.4% SHORT-TERM INVESTMENT 1,338 1,338 - -------------------------------------------------------------------------------- 99.8% TOTAL INVESTMENTS 268,108 299,918 0.2% OTHER ASSETS AND LIABILITIES, NET 453 - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 300,371
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) COMMON STOCK 5.7% of net assets AUTOMOBILES & COMPONENTS 0.0% --------------------------------------------------------------------------- Cooper Tire & Rubber Co. 100 1 Dana Corp. 292 2 Ford Motor Co. 2,921 24 General Motors Corp. 825 23 o Goodyear Tire & Rubber Co. 300 5 Harley-Davidson, Inc. 500 25 Johnson Controls, Inc. 300 20 Visteon Corp. 248 2 ----------- 102 BANKS 0.4% --------------------------------------------------------------------------- AmSouth Bancorp. 600 15 Bank of America Corp. 6,162 270 BB&T Corp. 850 36 Comerica, Inc. 300 17 Compass Bancshares, Inc. 190 9 Countrywide Financial Corp. 798 25 Fannie Mae 1,475 70 Fifth Third Bancorp 867 35 First Horizon National Corp. 200 8 Freddie Mac 1,000 61 Golden West Financial Corp. 500 29 Huntington Bancshares, Inc. 423 10 KeyCorp, Inc. 700 23 M&T Bank Corp. 199 21 Marshall & Ilsley Corp. 322 14 MGIC Investment Corp. 150 9 National City Corp. 950 31 North Fork Bancorp., Inc. 750 19 PNC Financial Services Group, Inc. 400 24 Regions Financial Corp. 670 22 Sovereign Bancorp, Inc. 400 9 SunTrust Banks, Inc. 500 36 Synovus Financial Corp. 400 11 U.S. Bancorp 2,922 87 Wachovia Corp. 2,445 124 Washington Mutual, Inc. 1,491 59 Wells Fargo & Co. 2,560 154 Zions Bancorp. 100 7 ----------- 1,235 CAPITAL GOODS 0.5% --------------------------------------------------------------------------- 3M Co. 1,200 91 American Power Conversion Corp. 225 5 American Standard Cos., Inc. 300 11 The Boeing Co. 1,246 81 Caterpillar, Inc. 1,100 58 Cooper Industries Ltd., Class A 150 11
46 See financial notes. SCHWAB MARKETTRACK CONSERVATIVE PORTFOLIO
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) Crane Co. 150 5 Cummins, Inc. 100 8 Danaher Corp. 500 26 Deere & Co. 400 24 Dover Corp. 300 12 Eaton Corp. 200 12 Emerson Electric Co. 650 45 Fluor Corp. 100 6 General Dynamics Corp. 300 35 (6) General Electric Co. 16,490 559 Goodrich Corp. 200 7 Honeywell International, Inc. 1,275 44 Illinois Tool Works, Inc. 350 30 Ingersoll-Rand Co., Class A 500 19 ITT Industries, Inc. 150 15 L-3 Communications Holdings, Inc. 200 16 Lockheed Martin Corp. 700 42 Masco Corp. 700 20 o Navistar International Corp. 100 3 Northrop Grumman Corp. 514 28 Paccar, Inc. 300 21 Pall Corp. 200 5 Parker Hannifin Corp. 150 9 o Power-One, Inc. 57 -- Raytheon Co. 600 22 Rockwell Automation, Inc. 300 16 Rockwell Collins, Inc. 300 14 Textron, Inc. 200 14 o Thomas & Betts Corp. 100 4 Tyco International Ltd. 3,013 79 United Technologies Corp. 1,600 82 W.W. Grainger, Inc. 100 7 ----------- 1,486 COMMERCIAL SERVICES & SUPPLIES 0.1% --------------------------------------------------------------------------- o ACCO Brands Corp. 47 1 o Allied Waste Industries, Inc. 500 4 o Apollo Group, Inc., Class A 250 16 Avery Dennison Corp. 200 11 Cendant Corp. 1,459 25 Cintas Corp. 260 11 Deluxe Corp. 100 3 Equifax, Inc. 200 7 H&R Block, Inc. 600 15 o Monster Worldwide, Inc. 191 6 o PHH Corp. 72 2 Pitney Bowes, Inc. 400 17 R.R. Donnelley & Sons Co. 300 11 Robert Half International, Inc. 300 11 Waste Management, Inc. 907 27 ----------- 167 CONSUMER DURABLES & APPAREL 0.1% --------------------------------------------------------------------------- Black & Decker Corp. 100 8 Brunswick Corp. 100 4 Centex Corp. 200 13 o Coach, Inc. 600 19 D.R. Horton, Inc. 420 13 Eastman Kodak Co. 500 11 Fortune Brands, Inc. 200 15 Hasbro, Inc. 325 6 Jones Apparel Group, Inc. 200 5 KB Home 200 13 Leggett & Platt, Inc. 300 6 Lennar Corp., Class A 200 11 Liz Claiborne, Inc. 200 7 Mattel, Inc. 650 10 Maytag Corp. 100 2 Newell Rubbermaid, Inc. 436 10 Nike, Inc., Class B 300 25 Pulte Homes, Inc. 400 15 Reebok International Ltd. 100 6 Snap-On, Inc. 100 4 The Stanley Works 100 5 VF Corp. 200 10 Whirlpool Corp. 100 8 ----------- 226 DIVERSIFIED FINANCIALS 0.5% --------------------------------------------------------------------------- American Express Co. 1,820 91 o Ameriprise Financial, Inc. 364 14 The Bank of New York Co., Inc. 1,200 38 The Bear Stearns Cos., Inc. 145 15 Capital One Financial Corp. 450 34
See financial notes. 47 SCHWAB MARKETTRACK CONSERVATIVE PORTFOLIO PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) / The Charles Schwab Corp. 2,125 32 CIT Group, Inc. 300 14 (9) Citigroup, Inc. 8,082 370 o E*TRADE Financial Corp. 600 11 Federated Investors, Inc., Class B 200 7 Franklin Resources, Inc. 200 18 Goldman Sachs Group, Inc. 728 92 Janus Capital Group, Inc. 400 7 JPMorgan Chase & Co. 5,352 196 Lehman Brothers Holdings, Inc. 400 48 MBNA Corp. 1,957 50 Mellon Financial Corp. 700 22 Merrill Lynch & Co., Inc. 1,500 97 Moody's Corp. 400 21 Morgan Stanley 1,630 89 Northern Trust Corp. 300 16 Principal Financial Group, Inc. 550 27 SLM Corp. 650 36 State Street Corp. 500 28 T. Rowe Price Group, Inc. 200 13 ----------- 1,386 ENERGY 0.5% --------------------------------------------------------------------------- Amerada Hess Corp. 100 13 Anadarko Petroleum Corp. 367 33 Apache Corp. 462 30 Baker Hughes, Inc. 470 26 BJ Services Co. 400 14 Burlington Resources, Inc. 600 43 ChevronTexaco Corp. 3,520 201 ConocoPhillips 2,164 142 Devon Energy Corp. 700 42 El Paso Corp. 769 9 EOG Resources, Inc. 360 24 (7) Exxon Mobil Corp. 9,918 557 Halliburton Co. 714 42 Kerr-McGee Corp. 123 10 Kinder Morgan, Inc. 176 16 Marathon Oil Corp. 523 31 Murphy Oil Corp. 300 14 o Nabors Industries Ltd. 200 14 o National-Oilwell Varco, Inc. 270 17 Noble Corp. 200 13 Occidental Petroleum Corp. 600 47 Rowan Cos., Inc. 100 3 Schlumberger Ltd. 900 82 Sunoco, Inc. 200 15 o Transocean, Inc. 474 27 Valero Energy Corp. 500 53 o Weatherford International Ltd. 220 14 Williams Cos., Inc. 700 16 XTO Energy, Inc. 533 23 ----------- 1,571 FOOD & STAPLES RETAILING 0.1% --------------------------------------------------------------------------- Albertson's, Inc. 652 16 Costco Wholesale Corp. 700 34 CVS Corp. 1,200 29 o Kroger Co. 1,200 24 Safeway, Inc. 650 15 Supervalu, Inc. 200 6 Sysco Corp. 1,000 32 Wal-Mart Stores, Inc. 3,900 185 Walgreen Co. 1,600 73 o Winn-Dixie Stores, Inc. 300 -- ----------- 414 FOOD BEVERAGE & TOBACCO 0.3% --------------------------------------------------------------------------- Altria Group, Inc. 3,220 242 Anheuser-Busch Cos., Inc. 1,200 49 Archer-Daniels-Midland Co. 1,014 25 Brown-Forman Corp., Class B 150 9 Campbell Soup Co. 300 9 The Coca-Cola Co. 3,220 138 Coca-Cola Enterprises, Inc. 700 13 ConAgra Foods, Inc. 800 19 o Constellation Brands, Inc., Class A 300 7 General Mills, Inc. 582 28 H.J. Heinz Co. 600 21 Hershey Foods Corp. 400 23 Kellogg Co. 400 18 McCormick & Co., Inc. 200 6 Molson Coors Brewing Co., Class B 50 3 The Pepsi Bottling Group, Inc. 350 10
48 See financial notes. SCHWAB MARKETTRACK CONSERVATIVE PORTFOLIO
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) PepsiCo, Inc. 2,560 151 Reynolds American, Inc. 137 12 Sara Lee Corp. 1,200 21 Tyson Foods, Inc., Class A 400 7 UST, Inc. 300 12 Wm. Wrigley Jr. Co. 300 21 ----------- 844 HEALTH CARE EQUIPMENT & SERVICES 0.3% --------------------------------------------------------------------------- Aetna, Inc. 444 39 AmerisourceBergen Corp. 200 15 Bausch & Lomb, Inc. 100 7 Baxter International, Inc. 900 34 Becton Dickinson & Co. 400 20 Biomet, Inc. 450 16 o Boston Scientific Corp. 1,268 32 C.R. Bard, Inc. 200 13 Cardinal Health, Inc. 650 41 o Caremark Rx, Inc. 581 30 CIGNA Corp. 200 23 o Coventry Health Care, Inc. 300 16 o Express Scripts, Inc. 200 15 o Fisher Scientific International, Inc. 163 9 Guidant Corp. 500 32 HCA, Inc. 800 39 Health Management Associates, Inc., Class A 400 9 o Hospira, Inc. 240 10 o Humana, Inc. 200 9 IMS Health, Inc. 350 8 o Laboratory Corp. of America Holdings 200 10 Manor Care, Inc. 100 4 McKesson Corp. 422 19 o Medco Health Solutions, Inc. 422 24 Medtronic, Inc. 1,800 102 o Millipore Corp. 100 6 PerkinElmer, Inc. 200 4 Quest Diagnostics 278 13 o St. Jude Medical, Inc. 500 24 Stryker Corp. 602 25 o Tenet Healthcare Corp. 750 6 o Thermo Electron Corp. 200 6 UnitedHealth Group, Inc. 2,000 116 o Waters Corp. 200 7 o WellPoint, Inc. 900 67 o Zimmer Holdings, Inc. 350 22 ----------- 872 HOTELS RESTAURANTS & LEISURE 0.1% --------------------------------------------------------------------------- Carnival Corp. 820 41 Darden Restaurants, Inc. 300 10 Harrah's Entertainment, Inc. 200 12 Hilton Hotels Corp. 600 12 International Game Technology 556 15 Marriott International, Inc., Class A 300 18 McDonald's Corp. 2,000 63 o Starbucks Corp. 1,120 32 Starwood Hotels & Resorts Worldwide, Inc. 300 17 Wendy's International, Inc. 200 9 Yum! Brands, Inc. 480 24 ----------- 253 HOUSEHOLD & PERSONAL PRODUCTS 0.1% --------------------------------------------------------------------------- Alberto-Culver Co., Class B 150 7 Avon Products, Inc. 700 19 Clorox Co. 300 16 Colgate-Palmolive Co.800 42 Kimberly-Clark Corp. 756 43 (10) Procter & Gamble Co. 5,362 300 ----------- 427 INSURANCE 0.3% --------------------------------------------------------------------------- ACE Ltd. 400 21 AFLAC, Inc. 800 38 The Allstate Corp. 1,100 58 AMBAC Financial Group, Inc. 162 12 American International Group, Inc. 3,979 258 AON Corp. 475 16 Chubb Corp. 300 28 Cincinnati Financial Corp. 330 14 Hartford Financial Services Group, Inc. 425 34 Jefferson-Pilot Corp. 225 12 Lincoln National Corp. 300 15 Loews Corp. 300 28
See financial notes. 49 SCHWAB MARKETTRACK CONSERVATIVE PORTFOLIO PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) Marsh & McLennan Cos., Inc. 800 23 MBIA, Inc. 200 12 o Metlife, Inc. 1,178 58 The Progressive Corp. 350 41 Prudential Financial, Inc. 800 58 Safeco Corp. 200 11 The St. Paul Travelers Cos., Inc. 1,006 45 Torchmark Corp. 200 11 UnumProvident Corp. 346 7 XL Capital Ltd., Class A 200 13 ----------- 813 MATERIALS 0.2% --------------------------------------------------------------------------- Air Products & Chemicals, Inc. 300 17 Alcoa, Inc. 1,312 32 Allegheny Technologies, Inc. 146 4 Ashland, Inc. 100 5 Ball Corp. 200 8 Bemis Co. 200 5 Chemtura Corp. 222 2 The Dow Chemical Co. 1,372 63 E.I. du Pont de Nemours & Co. 1,525 64 Eastman Chemical Co. 100 5 Ecolab, Inc. 400 13 Engelhard Corp. 200 6 Freeport-McMoran Copper & Gold, Inc., Class B 300 15 Georgia-Pacific Corp. 379 12 o Hercules, Inc. 200 2 International Flavors & Fragrances, Inc. 200 7 International Paper Co. 739 22 Louisiana-Pacific Corp. 100 3 MeadWestvaco Corp. 294 8 Monsanto Co. 332 21 Neenah Paper, Inc. 22 1 Newmont Mining Corp. 643 27 Nucor Corp. 200 12 o Pactiv Corp. 300 6 Phelps Dodge Corp. 135 16 PPG Industries, Inc. 250 15 Praxair, Inc. 500 25 Rohm & Haas Co. 373 16 o Sealed Air Corp. 153 8 Sigma-Aldrich Corp. 100 6 Temple-Inland, Inc. 200 7 United States Steel Corp. 100 4 Vulcan Materials Co. 200 13 Weyerhaeuser Co. 350 22 Worthington Industries, Inc. 100 2 ----------- 494 MEDIA 0.2% --------------------------------------------------------------------------- Clear Channel Communications, Inc. 967 30 o Comcast Corp., Class A 3,463 96 Dow Jones & Co., Inc. 100 3 Gannett Co., Inc. 400 25 o Interpublic Group of Cos., Inc. 600 6 Knight-Ridder, Inc. 100 5 The McGraw-Hill Cos., Inc. 600 29 Meredith Corp. 100 5 New York Times Co., Class A 200 6 o News Corp, Inc., Class A 3,880 55 Omnicom Group, Inc. 300 25 Time Warner, Inc. 7,280 130 Tribune Co. 500 16 o Univision Communications, Inc., Class A 519 14 Viacom, Inc., Class B 2,660 82 The Walt Disney Co. 3,077 75 ----------- 602 PHARMACEUTICALS & BIOTECHNOLOGY 0.4% --------------------------------------------------------------------------- Abbott Laboratories 2,400 103 Allergan, Inc. 200 18 o Amgen, Inc. 1,952 148 Applied Biosystems Group -- Applera Corp. 300 7 o Biogen Idec, Inc. 480 19 Bristol-Myers Squibb Co. 3,000 64 o Chiron Corp. 300 13 Eli Lilly & Co. 1,725 86 o Forest Laboratories, Inc. 550 21 o Genzyme Corp. 325 23 o Gilead Sciences, Inc. 650 31 Johnson & Johnson 4,622 289
50 See financial notes. SCHWAB MARKETTRACK CONSERVATIVE PORTFOLIO
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) o King Pharmaceuticals, Inc. 366 6 o Medimmune, Inc. 400 14 Merck & Co., Inc. 3,400 96 Mylan Laboratories, Inc. 400 8 Pfizer, Inc. 11,557 251 Schering-Plough Corp. 2,300 47 o Watson Pharmaceuticals, Inc. 200 7 Wyeth 2,000 89 ----------- 1,340 REAL ESTATE 0.0% --------------------------------------------------------------------------- Apartment Investment & Management Co., Class A 100 4 Archstone-Smith Trust 300 12 Equity Office Properties Trust 600 18 Equity Residential 400 16 Plum Creek Timber Co., Inc. 300 12 ProLogis 300 13 Public Storage, Inc. 100 7 Simon Property Group, Inc. 300 21 Vornado Realty Trust 200 16 ----------- 119 RETAILING 0.2% --------------------------------------------------------------------------- o Autonation, Inc. 500 10 o AutoZone, Inc. 150 12 o Bed, Bath & Beyond, Inc. 400 16 Best Buy Co., Inc. 675 30 o Big Lots, Inc. 200 2 Circuit City Stores, Inc. 300 5 Dillards, Inc., Class A 200 4 Dollar General Corp. 515 10 o eBay, Inc. 1,708 68 Family Dollar Stores, Inc. 300 7 Federated Department Stores, Inc. 455 28 The Gap, Inc. 1,362 24 Genuine Parts Co. 250 11 Home Depot, Inc. 3,450 142 J.C. Penney Co., Inc. Holding Co. 400 20 o Kohl's Corp. 500 24 Limited Brands, Inc. 739 15 Lowe's Cos., Inc. 1,200 73 Nordstrom, Inc. 400 14 o Office Depot, Inc. 600 16 OfficeMax, Inc. 100 3 o RadioShack Corp. 300 7 o Sears Holdings Corp. 154 18 The Sherwin-Williams Co. 200 8 Staples, Inc. 1,125 26 Target Corp. 1,400 78 Tiffany & Co. 250 10 TJX Cos., Inc. 800 17 ----------- 698 SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 0.2% --------------------------------------------------------------------------- o Advanced Micro Devices, Inc. 560 13 o Altera Corp. 510 8 Analog Devices, Inc. 600 21 Applied Materials, Inc. 2,600 43 o Applied Micro Circuits Corp. 455 1 o Broadcom Corp., Class A 492 21 o Freescale Semiconductor, Inc., Class B 404 10 Intel Corp. 9,800 230 KLA-Tencor Corp. 300 14 Linear Technology Corp. 500 17 o LSI Logic Corp. 500 4 Maxim Integrated Products, Inc. 500 17 o Micron Technology, Inc. 900 12 National Semiconductor Corp. 600 13 o Novellus Systems, Inc. 250 5 o Nvidia Corp. 200 7 o PMC -- Sierra, Inc. 300 2 o Teradyne, Inc. 300 4 Texas Instruments, Inc. 2,700 77 Xilinx, Inc. 500 12 ----------- 531 SOFTWARE & SERVICES 0.3% --------------------------------------------------------------------------- Adobe Systems, Inc. 800 26 o Affiliated Computer Services, Inc., Class A 203 11 Autodesk, Inc. 400 18 Automatic Data Processing, Inc. 900 42 o BMC Software, Inc. 400 8
See financial notes. 51 SCHWAB MARKETTRACK CONSERVATIVE PORTFOLIO PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) o Citrix Systems, Inc. 300 8 Computer Associates International, Inc. 850 24 o Computer Sciences Corp. 258 13 o Compuware Corp. 600 5 o Convergys Corp. 174 3 o Electronic Arts, Inc. 424 24 Electronic Data Systems Corp. 700 16 First Data Corp. 1,392 56 o Fiserv, Inc. 300 13 o Intuit, Inc. 313 14 o Mercury Interactive Corp. 100 4 (8) Microsoft Corp. 14,420 371 o Novell, Inc. 500 4 o Oracle Corp. 5,870 74 o Parametric Technology Corp. 500 3 Paychex, Inc. 525 20 Sabre Holdings Corp., Class A 244 5 Siebel Systems, Inc. 600 6 o Symantec Corp. 1,678 40 o Unisys Corp. 500 3 o Yahoo! Inc. 2,000 74 ----------- 885 TECHNOLOGY HARDWARE & EQUIPMENT 0.4% --------------------------------------------------------------------------- o ADC Telecommunications, Inc. 142 2 o Agilent Technologies, Inc. 710 23 o Andrew Corp. 100 1 o Apple Computer, Inc. 1,200 69 o Avaya, Inc. 618 7 o CIENA Corp. 500 1 o Cisco Systems, Inc. 9,930 173 o Comverse Technology, Inc. 300 8 o Corning, Inc. 2,250 45 o Dell, Inc. 3,850 123 o EMC Corp. 3,650 51 o Gateway, Inc. 500 1 Hewlett-Packard Co. 4,703 132 International Business Machines Corp. 2,500 205 o Jabil Circuit, Inc. 322 10 o JDS Uniphase Corp. 2,010 4 o Lexmark International, Inc., Class A 200 8 o Lucent Technologies, Inc. 7,019 20 Molex, Inc. 250 6 Motorola, Inc. 3,666 81 o NCR Corp. 400 12 o Network Appliance, Inc. 500 14 o QLogic Corp. 138 4 Qualcomm, Inc. 2,400 95 o Sanmina -- SCI Corp. 800 3 Scientific-Atlanta, Inc. 200 7 o Solectron Corp. 1,000 4 o Sun Microsystems, Inc. 5,000 20 Symbol Technologies, Inc. 322 3 Tektronix, Inc. 200 5 o Tellabs, Inc. 600 6 o Xerox Corp. 1,200 16 ----------- 1,159 TELECOMMUNICATION SERVICES 0.2% --------------------------------------------------------------------------- Alltel Corp. 500 31 AT&T Corp. 1,181 23 BellSouth Corp. 2,750 72 CenturyTel, Inc. 250 8 Citizens Communications Co. 410 5 o Qwest Communications International, Inc. 2,524 11 SBC Communications, Inc. 5,025 120 Sprint Corp. (FON Group) 4,454 104 Verizon Communications, Inc. 4,188 132 ----------- 506 TRANSPORTATION 0.1% --------------------------------------------------------------------------- Burlington Northern Santa Fe Corp. 600 37 CSX Corp. 300 14 o Delta Air Lines, Inc. 200 -- FedEx Corp. 460 42 Norfolk Southern Corp. 600 24 Ryder Systems, Inc. 100 4 Southwest Airlines Co. 1,218 20 Union Pacific Corp. 400 28
52 See financial notes. SCHWAB MARKETTRACK CONSERVATIVE PORTFOLIO
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) United Parcel Service, Inc., Class B 1,712 125 ----------- 294 UTILITIES 0.2% --------------------------------------------------------------------------- o The AES Corp. 800 13 o Allegheny Energy, Inc. 170 5 Ameren Corp. 300 16 American Electric Power Co., Inc. 580 22 o Calpine Corp. 400 1 Centerpoint Energy, Inc. 474 6 Cinergy Corp. 300 12 o CMS Energy Corp. 200 3 Consolidated Edison, Inc. 300 14 Constellation Energy Group, Inc. 200 11 Dominion Resources, Inc. 515 39 DTE Energy Co. 200 9 Duke Energy Corp. 1,408 37 o Dynegy, Inc., Class A 500 2 Edison International 500 22 Entergy Corp. 350 25 Exelon Corp. 1,024 53 FirstEnergy Corp. 533 25 FPL Group, Inc. 600 26 KeySpan Corp. 200 7 Nicor, Inc. 100 4 NiSource, Inc. 376 9 Peoples Energy Corp. 100 4 PG&E Corp. 600 22 Pinnacle West Capital Corp. 100 4 PPL Corp. 600 19 Progress Energy, Inc. 354 15 Public Service Enterprise Group, Inc. 400 25 Sempra Energy 297 13 The Southern Co. 1,100 39 TECO Energy, Inc. 200 3 TXU Corp. 400 40 Xcel Energy, Inc. 510 9 ----------- 554 OTHER INVESTMENT COMPANIES 93.7% of net assets /(3) Schwab International Index Fund, Select Shares 1,771,585 30,277 /(2) Schwab S&P 500 Index Fund, Select Shares 2,318,367 43,771 /(4) Schwab Small-Cap Index Fund, Select Shares 1,353,756 30,270 /(1) Schwab Total Bond Market Fund 16,675,876 164,424 /(5) Schwab Value Advantage Money Fund, Institutional Shares 12,860,362 12,860 ----------- 281,602
SECURITY FACE AMOUNT RATE, MATURITY DATE ($ x 1,000) SHORT-TERM INVESTMENT 0.4% of net assets Wachovia Bank, Grand Cayman Time Deposit 3.48%, 11/01/05 1,338 1,338
END OF INVESTMENTS. See financial notes. 53 SCHWAB MARKETTRACK CONSERVATIVE PORTFOLIO Statement of ASSETS AND LIABILITIES As of October 31, 2005. All numbers x 1,000 except NAV. ASSETS - ------------------------------------------------------------------------------- Investments in affiliated underlying funds, at value $281,602 a Investments, at value 18,316 a Receivables: Fund shares sold 544 Dividends 36 Prepaid expenses + 10 ------------ TOTAL ASSETS 300,508 LIABILITIES - ------------------------------------------------------------------------------- Payables: Fund shares redeemed 77 Investment adviser and administrator fees 5 Transfer agent and shareholder service fees 6 Accrued expenses + 49 ------------ TOTAL LIABILITIES 137 NET ASSETS - ------------------------------------------------------------------------------- TOTAL ASSETS 300,508 TOTAL LIABILITIES - 137 ------------ NET ASSETS $300,371 NET ASSETS BY SOURCE Capital received from investors 268,888 Net investment income not yet distributed 601 Net realized capital losses (928) Net unrealized capital gains 31,810 NET ASSET VALUE (NAV) SHARES NET ASSETS / OUTSTANDING = NAV $300,371 22,379 $13.42
Unless stated, all numbers x 1,000. a The fund paid $268,108 for these securities. Not counting short-term obligations and government securities, the fund's security transactions during the period were: Purchases $27,470 Sales/maturities $25,134 Percent of fund shares of other Schwab funds owned at the end of the report period: SCHWAB EQUITY INDEX FUNDS S&P 500 Index Fund 0.6% Small-Cap Index Fund 1.9% International Index Fund 2.2% SCHWAB BOND FUNDS Total Bond Market Fund 14.0% SCHWAB MONEY FUNDS Value Advantage Money Fund Less than 0.1% FEDERAL TAX DATA ----------------------------------------- PORTFOLIO COST $269,238 NET UNREALIZED GAINS AND LOSSES: Gains $34,753 Losses + (4,073) ----------- $30,680 NET UNDISTRIBUTED EARNINGS: Ordinary income $601 Long-term capital gains $202 CAPITAL LOSSES UTILIZED $2,047 54 See financial notes. SCHWAB MARKETTRACK CONSERVATIVE PORTFOLIO Statement of OPERATIONS For November 1, 2004 through October 31, 2005. All numbers x 1,000. INVESTMENT INCOME - ------------------------------------------------------------------------------- Dividends received from affiliated funds $9,201 Dividends 354 Interest + 38 ---------- TOTAL INVESTMENT INCOME 9,593 NET REALIZED GAINS AND LOSSES - ------------------------------------------------------------------------------- Net realized gains on sales of affiliated underlying funds 1,370 Net realized gains received from affiliated underlying funds 826 Net realized gains on investments + 102 ---------- NET REALIZED GAINS 2,298 NET UNREALIZED GAINS AND LOSSES - ------------------------------------------------------------------------------- Net unrealized gains on affiliated underlying funds 3,945 Net unrealized gains on investments + 927 ---------- NET UNREALIZED GAINS 4,872 EXPENSES - ------------------------------------------------------------------------------- Investment adviser and administrator fees 1,330 a Transfer agent and shareholder service fees 756 b Trustees' fees 7 c Custodian fees 15 Portfolio accounting fees 39 Professional fees 31 Registration fees 18 Shareholder reports 18 Other expenses + 40 ---------- Total expenses 2,254 Expense reduction - 742 d ---------- NET EXPENSES 1,512 INCREASE IN NET ASSETS FROM OPERATIONS - ------------------------------------------------------------------------------- TOTAL INVESTMENT INCOME 9,593 NET EXPENSES - 1,512 ---------- NET INVESTMENT INCOME 8,081 NET REALIZED GAINS 2,298 e NET UNREALIZED GAINS + 4,872 e ---------- INCREASE IN NET ASSETS FROM OPERATIONS $15,251
Unless stated, all numbers x 1,000. a Calculated as a percentage of average daily net assets: 0.44% of the first $500 million and 0.39% of assets beyond that. These fees are paid to Charles Schwab Investment Management, Inc. (CSIM). b 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% of the fund's assets. These fees are paid to Charles Schwab & Co., Inc. (Schwab). c For the fund's independent trustees only. d This reduction was made by the investment adviser (CSIM). It reflects a guarantee by CSIM and the transfer agent and shareholder service agent (Schwab) to limit the net operating expenses of this fund through February 27, 2006, to 0.50% of average daily net assets. This limit excludes interest, taxes and certain non-routine expenses. e These add up to a net gain on investments of $7,170. See financial notes. 55 SCHWAB MARKETTRACK CONSERVATIVE PORTFOLIO 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 $8,081 $7,916 Net realized gains 2,298 3,273 Net unrealized gains + 4,872 9,568 ------------------------------------- INCREASE IN NET ASSETS FROM OPERATIONS 15,251 20,757 DISTRIBUTIONS PAID - ------------------------------------------------------------------------------ Dividends from net investment income $7,852 $8,047 a,b
TRANSACTIONS IN FUND SHARES - ------------------------------------------------------------------------------ 11/1/04-10/31/05 11/1/03-10/31/04 SHARES VALUE SHARES VALUE Shares sold 4,139 $55,417 3,721 $47,654 Shares reinvested 560 7,474 602 7,647 Shares redeemed + (4,489) (60,077) (5,185) (66,455) c -------------------------------------------------- NET TRANSACTIONS IN FUND SHARES 210 $2,814 (862) ($11,154)
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 22,169 $290,158 23,031 $288,602 Total increase or decrease + 210 10,213 (862) 1,556 d -------------------------------------------------- END OF PERIOD 22,379 $300,371 22,169 $290,158 e
Unless stated, all numbers x 1,000. UNAUDITED a For corporations, 16% of the fund's dividends for the report period qualify for the dividends-received deduction. The fund designates $1,730 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 PERIOD Ordinary income $7,852 Long-term capital gains $-- PRIOR PERIOD Ordinary income $8,047 Long-term capital gains $-- c For shares purchased after 4/29/05 and held less than 30 days, the fund charges 2.00% redemption fee. CURRENT PERIOD $3 Dollar amounts are net of the redemption fee proceeds. d Figures for shares represent shares sold plus shares reinvested, minus shares redeemed. Figures for net assets represent the changes in net assets from operations plus the changes in value of transactions in fund shares, minus distributions paid. e Includes distributable net investment income in the amount of $601 and $372 at the end of the current period and prior period, respectively. 56 See financial notes. SCHWAB MARKETTRACK PORTFOLIOS FINANCIAL NOTES BUSINESS STRUCTURE OF THE FUNDS EACH OF THE FUNDS DISCUSSED IN THIS REPORT IS A SERIES OF SCHWAB CAPITAL TRUST, A NO-LOAD, OPEN-END MANAGEMENT INVESTMENT COMPANY. The company 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 and their trust. THE FUNDS OFFER ONE SHARE CLASS. 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 trust may issue as many shares as necessary. 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, except for the Conservative Portfolio, which makes income distributions quarterly. 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 TRUST AND ITS FUNDS This list shows all of the funds included in Schwab Capital Trust. The funds discussed in this report are highlighted. 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 57 SCHWAB MARKETTRACK PORTFOLIOS THE FUNDS PAY FEES TO AFFILIATES OF THE INVESTMENT ADVISER FOR VARIOUS SERVICES. Through their trust, 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. Pursuant to an exemptive order issued by the SEC, the funds may invest in other related funds. The percentages of fund shares of other related funds owned are shown in each fund's Statement of Assets and Liabilities. The funds may make direct transactions with certain other Schwab Funds(R) 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(R). 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(R). 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 trust was in compliance with these limitations throughout the report period. The trust did not pay any of these persons for their service as trustees, but it did pay 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 $100 million with PNC Bank, N.A. and Bank of America, N.A., respectively. The funds pay interest on the amounts they borrow at rates that are negotiated periodically.
AMOUNT WEIGHTED OUTSTANDING AVERAGE AVERAGE AT 10/31/05 BORROWING* INTEREST FUND ($ x 1,000) ($ x 1,000) RATE*(%) - -------------------------------------------------------------------------------- MARKETTRACK ALL EQUITY PORTFOLIO -- 330 4.03 - -------------------------------------------------------------------------------- MARKETTRACK GROWTH PORTFOLIO -- 328 3.90 - -------------------------------------------------------------------------------- MARKETTRACK BALANCED PORTFOLIO -- 405 2.97 - -------------------------------------------------------------------------------- MARKETTRACK CONSERVATIVE PORTFOLIO -- 218 3.45 - --------------------------------------------------------------------------------
* 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 58 SCHWAB MARKETTRACK PORTFOLIOS 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 losses on wash sales. 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. 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. - - 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. - - UNDERLYING FUNDS: Valued at their respective net asset values as determined by those funds, in accordance with the Investment Company Act of 1940. - - SHORT-TERM SECURITIES (60 DAYS OR LESS TO MATURITY): valued at amortized cost. 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. 59 SCHWAB MARKETTRACK PORTFOLIOS 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. 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. 60 SCHWAB MARKETTRACK PORTFOLIOS REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM TO THE BOARD OF TRUSTEES AND SHAREHOLDERS OF: Schwab MarketTrack All Equity Portfolio(TM) Schwab MarketTrack Growth Portfolio(TM) Schwab MarketTrack Balanced Portfolio(TM) Schwab MarketTrack Conservative Portfolio(TM) In our opinion, the accompanying statements of assets and liabilities, including the 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 MarketTrack All Equity Portfolio, Schwab MarketTrack Growth Portfolio, Schwab MarketTrack Balanced Portfolio, and Schwab MarketTrack Conservative Portfolio (constituting four funds of 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 61 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 Capital Trust (the "Trust") and CSIM (the "Agreement") with respect to existing funds in the Trust, operating as of December 31 of the previous year, including the Schwab MarketTrack All Equity Portfolio, the Schwab MarketTrack Growth Portfolio, the Schwab MarketTrack Balanced Portfolio and the Schwab MarketTrack Conservative Portfolio, 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 Agreement for an additional one year period. The Board's approval of the Agreement 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 Agreement, 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 Agreement reflect those economies of scale for the benefit of fund investors. 62 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 Agreement. FUND PERFORMANCE. The Board considered fund performance in determining whether to renew the Agreement. 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 Agreement. FUND EXPENSES. With respect to the funds' expenses, the trustees considered the rate of compensation called for by the Agreement, 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 Agreement. 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 Agreement 63 and other service agreements were reasonable and justified in light of 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 Agreement. 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 deliberations, 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 Agreement and concluded that the compensation under the Agreement 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. 64 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. 65 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. (international 1931 Investments, 1991; 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 & Co. 1950 (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 investment 1943 Investments, 1991; 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. 66 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, Inc.; Chief Executive Officer and Director, Schwab Holdings, Inc.; Director, 1994. 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 Co. Officer (all trusts).
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. 67 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 1959 Chief Investment Schwab 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 Trust Officer (all trusts). 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 Senior Vice President, Chief Counsel and Corporate Secretary, Charles Schwab 1961 trusts). 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.
68 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. 69 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. MFR13813-08 ANNUAL REPORT [LAUDUS FUNDS LOGO] October 31, 2005 COMMAND PERFORMANCE(TM) LAUDUS MARKETMASTERS FUNDS(TM) Laudus U.S. MarketMasters Fund(TM) Laudus Balanced MarketMasters Fund(TM) Laudus Small-Cap MarketMasters Fund(TM) Laudus International MarketMasters Fund(TM) Four distinct Funds, each combining the expertise of leading investment managers with Schwab's overall supervision. IN THIS REPORT Management's Discussion ................................................. 1 Performance and Fund Facts Laudus U.S. MarketMasters Fund(TM) ............................ 6 Laudus Balanced MarketMasters Fund(TM) ........................ 9 Laudus Small-Cap MarketMasters Fund(TM) ....................... 12 Laudus International MarketMasters Fund(TM) ................... 15 Fund Expenses ........................................................... 18 Financial Statements Laudus U.S. MarketMasters Fund(TM) ............................ 20 Laudus Balanced MarketMasters Fund(TM) ........................ 29 Laudus Small-Cap MarketMasters Fund(TM) ....................... 45 Laudus International MarketMasters Fund(TM) ................... 55 Financial Notes ......................................................... 69 Investment Advisory and Sub-Advisory Agreement Approval ......................................... 76 Trustees and Officers ................................................... 80 Glossary ................................................................ 84 - -------------------------------------------------------------------------------- Select Shares(R) are available for the MarketMasters Funds(TM) The Laudus MarketMasters Funds offer Select Shares, a share class that carries lower expenses than Investor Shares(TM) in exchange for higher investment minimums. 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 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 or your broker dealer to perform a tax-free interclass exchange into Select Shares. To learn more, please see the Funds' prospectus at WWW.LAUDUS.COM. Or, call 1.800.435.4000 to order a prospectus or to speak with a representative. The Laudus Group of Funds includes the Laudus Rosenberg Funds, which are part of the Laudus Trust and distributed by ALPS Distributor, Inc., and the Laudus MarketMasters Funds, which are part of the Schwab Capital Trust and distributed by Charles Schwab & Co., Inc. Charles Schwab & Co., Inc. (member SIPC) serves as dealer for the Laudus Funds. 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. 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. (CSIM). She joined the firm in 1992 and has held a variety of executive positions at Schwab. [PHOTO OF JANA D. THOMPSON] JANA D. THOMPSON is President and CEO of Laudus Funds. Prior to joining Charles Schwab & Co., Inc. in 2000, she enjoyed a 16-year career in asset management and client services. Dear Shareholder, We're pleased to bring you the annual report for the Laudus MarketMasters Funds for the one-year period ended October 31, 2005. Despite the volatility in equity markets, these funds all enjoyed positive returns and all but one outperformed their respective benchmarks. As part of the Laudus Funds Group, the Laudus MarketMasters Funds provide individual investors access to the proven expertise of an extraordinary line-up of portfolio managers and the ongoing oversight of Charles Schwab Investment Management, Inc. (CSIM). Each fund is managed by sub-advisors carefully selected by CSIM on the basis of their constant performance records, industry leadership and innovation. These funds take advantage of the strengths of their sub-advisors by bringing together a variety of investment styles under a disciplined approach. We would like to specifically highlight the Laudus International MarketMasters Fund. The Fund assets grew to over $1 billion, and it delivered top decile performance in its category for the one-year period ended October 31, 2005. 1 We are proud of the fund's record and its success among its peers. We continue to search for ways to offer you more choices and tremendous value. Your trust is very important to us and we at Laudus Funds will do all we can to maintain that trust. Thank you for investing with us. Sincerely, /s/ Evelyn Dilsaver /s/ Jana D. Thompson Performance data quoted represents past performance and does not indicate future results. Visit Schwab.com for month-end performance information. Current performance may be lower or higher. Investment value will fluctuate, and shares, when redeemed, may be worth more or less than original cost. 1 Source: Lipper International Multi-Cap Growth Funds. Rankings for the Investor and Select Share for the one-year period were, respectively, #14 and #13 out of 180 funds; for the three-year period, Investor Shares ranked #5 out of 155 funds; and for the five-year period, Investor Shares ranked #17 out of 109 funds. Lipper, Inc. rankings are based on average annual total returns not including sales charges. Laudus MarketMasters Funds 1 MANAGEMENT'S DISCUSSION continued [PHOTO OF JEFFREY MORTIMER AND KIMBERLY FORMON] JEFFREY MORTIMER, CFA, senior vice president and chief investment officer, equities, of the investment adviser, has overall responsibility for the management of the Funds. Prior to joining the firm in 1997, he worked for nine years in asset allocation and manager selection. KIMBERLY FORMON, CFA, a director and portfolio manager of the investment adviser, co-manages the Funds. Prior to joining the firm in 1999, she worked for 10 years in equity and fixed-income analysis. 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. 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 RUSSELL MSCI- U.S. AGGREGATE S&P 500(R) 2000(R) 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. 2 Laudus MarketMasters Funds 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. 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. Source of Sector Classification: S&P and MSCI. Laudus MarketMasters Funds 3 MANAGEMENT'S DISCUSSION continued 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 MORE CURRENT PERFORMANCE INFORMATION, PLEASE VISIT WWW.SCHWAB.COM/MARKETMASTERS. LAUDUS U.S. MARKETMASTERS FUND(TM) Investor Shares ........................... 9.32% Select Shares(R) ........................... 9.50% Benchmark .................................. 8.72% Fund Category 1 ............................ 9.53% Performance Details ........................ pages 6-7 LAUDUS BALANCED MARKETMASTERS FUND(TM) Investor Shares .......................... 8.92% Select Shares ............................. 9.11% Benchmark ................................. 5.73% Fund Category 1 ........................... 7.62% Performance Details ....................... pages 9-10 LAUDUS SMALL-CAP MARKETMASTERS FUND(TM) Investor Shares .......................... 9.85% Select Shares ............................ 10.01% Benchmark ................................ 12.08% Fund Category 1 .......................... 13.72% Performance Details ...................... pages 12-13 LAUDUS INTERNATIONAL MARKETMASTERS FUND(TM) Investor Shares .......................... 23.75% Select Shares ............................ 23.90% Benchmark ................................ 18.09% Fund Category 1 .......................... 17.27% Performance Details ...................... pages 15-16 THE LAUDUS U.S. MARKETMASTERS FUND returned 9.32% versus its benchmark, the S&P 500 Index, which was up 8.72% for the one-year period. Thornburg Investment Management, Inc., with a large-cap blend focus, had a positive impact on the fund, as a result of having the largest allocation of fund assets coupled with its outperformance versus the S&P 500 Index. Gardner Lewis Asset Management Limited Partnership, whose focus is growth, nearly matched the Russell 1000 Growth Index but was a slight drag on fund performance as value was favored over growth during this period. Harris Associates Limited Partnership, the fund's large cap value manager, fell short of outperforming the Russell 1000 Value Index as a result of poor sector allocation, namely to Consumer Discretionary and Energy. TCW Investment Management Company's underperformance relative to the Russell Mid-Cap Index was largely driven by weak stock selection in Health Care, Information Technology and Consumer Discretionary sectors. THE LAUDUS BALANCED MARKETMASTERS FUND returned 8.92%, outperforming the Balanced Blended Index (60/40 S&P500/Lehman Aggregate), which returned 5.73%. The fund was overweight in stocks for the one-year period, as we believed stocks would have the potential for higher returns. This overweight helped the fund's performance. TCW Investment Management Company, whose focus is on large-cap value stocks, performed particularly well due to positive stock selection in almost all sectors. Gardner Lewis Asset Management Limited Partnership came in slightly ahead of the Russell 1000 Growth Index, but hurt fund performance slightly as value continued to outperform growth. Although Janus Capital Management LLC / Perkins, Wolf, McDonnell and Company, LLC, who focuses on mid-cap stocks, underperformed its Russell Mid-Cap Value benchmark, the firm still added to performance as mid-cap stocks performed better than large- or small-cap stocks over the one-year period. On the fixed-income side, PIMCO (Pacific Investment Management Company LLC) outperformed the Lehman Brothers U.S. Aggregate Bond Index for the one-year period. 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. These risks may be greater in emerging markets. 1 Source for category information: Morningstar, Inc. 4 Laudus MarketMasters Funds THE LAUDUS SMALL-CAP MARKETMASTERS FUND was up 9.85% for the one-year period, underperforming its benchmark, the Russell 2000 Index, which returned 12.08%. The outperformance by two of the sub-advisors relative to their respective benchmarks was not enough to overcome the results of weak stock and sector selection in the other two sub-advisors. Notably, Veredus Asset Management LLC outperformed its Russell 2000 Growth benchmark as did Tocqueville Asset Management Company who outperformed its Russell 2000 benchmark. Strong selection was the driver of outperformance for both managers. On the other hand, weak stock and sector selection detracted from the performance of TAMRO Capital Partners, LLC and TCW Investment Management Company, which underperformed their respective Russell 2000 Value and Russell Mid-Cap Value benchmarks. This underperformance detracted from the fund's performance as the two value indices' returns beat Russell 2000 and Russell Growth index returns for the one-year period. THE LAUDUS INTERNATIONAL MARKETMASTERS FUND was up 23.75% for the one-year period, outperforming its benchmark, the MSCI EAFE, which was up 18.09%. All four sub-advisors performed well during this period, with American Century Global Investment Management, Inc. (American Century) as a positive outlier. American Century returned 42.85% for the one-year versus 18.12% for the MSCI EAFE Index. This outperformance can be attributed to solid stock selection in eight out of the ten sectors. Robust stock selection was a continuing theme in the other sub-advisors for this Fund. Artisan Partners Limited Partnership and Harris Associates Limited Partnership's outperformance were also driven by stock selection, specifically within the Financials sector. William Blair & Company LLC was also helped by solid stock selection in Consumer Discretionary, Financials, Health Care and Information Technology. Source of Sector Classification: S&P and MSCI. 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. These risks may be greater in emerging markets. 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. Laudus MarketMasters Funds 5 LAUDUS U.S. MARKETMASTERS FUND(TM) INVESTOR SHARES PERFORMANCE as of 10/31/05 AVERAGE ANNUAL TOTAL RETURNS 1, 2 This chart compares performance of the Fund with a benchmark and the Fund's Morningstar category. [BAR CHART]
Fund: INVESTOR SHARES Fund Category: Ticker Symbol: Benchmark: MORNINGSTAR SWOGX S&P 500(R) INDEX LARGE-CAP BLEND 1 YEAR 9.32% 8.72% 9.53% 5 YEARS -0.94% -1.73% -1.41% SINCE INCEPTION: 11/18/96 5.94% 7.30% 6.37%
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/MARKETMASTERS. PERFORMANCE OF A HYPOTHETICAL $10,000 INVESTMENT 1 This graph shows performance since inception of a hypothetical $10,000 investment in the Fund, compared with a similar investment in a benchmark. $16,766 INVESTOR SHARES $18,801 S&P 500(R) INDEX [LINE GRAPH]
INVESTOR SHARES S&P 500(R) INDEX 18-Nov-96 $10,000 $10,000 30-Nov-96 $10,120 $10,271 31-Dec-96 $10,077 $10,068 31-Jan-97 $10,371 $10,696 28-Feb-97 $10,310 $10,780 31-Mar-97 $10,016 $10,338 30-Apr-97 $10,229 $10,955 31-May-97 $10,848 $11,621 30-Jun-97 $11,274 $12,141 31-Jul-97 $11,841 $13,106 31-Aug-97 $11,547 $12,372 30-Sep-97 $12,145 $13,049 31-Oct-97 $11,760 $12,613 30-Nov-97 $11,750 $13,197 31-Dec-97 $11,927 $13,424 31-Jan-98 $11,959 $13,573 28-Feb-98 $12,622 $14,552 31-Mar-98 $13,146 $15,297 30-Apr-98 $13,242 $15,452 31-May-98 $13,135 $15,186 30-Jun-98 $13,306 $15,802 31-Jul-98 $13,135 $15,635 31-Aug-98 $11,639 $13,377 30-Sep-98 $11,745 $14,235 31-Oct-98 $12,216 $15,392 30-Nov-98 $12,814 $16,325 31-Dec-98 $13,734 $17,265 31-Jan-99 $14,255 $17,987 28-Feb-99 $13,712 $17,427 31-Mar-99 $14,266 $18,124 30-Apr-99 $14,830 $18,826 31-May-99 $14,487 $18,381 30-Jun-99 $15,118 $19,402 31-Jul-99 $14,919 $18,796 31-Aug-99 $14,896 $18,702 30-Sep-99 $14,819 $18,190 31-Oct-99 $15,560 $19,341 30-Nov-99 $16,557 $19,734 31-Dec-99 $18,630 $20,897 31-Jan-00 $17,808 $19,848 29-Feb-00 $19,681 $19,472 31-Mar-00 $19,516 $21,376 30-Apr-00 $18,086 $20,733 31-May-00 $17,289 $20,308 30-Jun-00 $18,263 $20,809 31-Jul-00 $17,922 $20,485 31-Aug-00 $18,997 $21,757 30-Sep-00 $18,213 $20,608 31-Oct-00 $17,580 $20,522 30-Nov-00 $16,099 $18,905 31-Dec-00 $16,401 $18,997 31-Jan-01 $16,873 $19,672 28-Feb-01 $15,516 $17,878 31-Mar-01 $14,690 $16,744 30-Apr-01 $15,855 $18,045 31-May-01 $15,782 $18,166 30-Jun-01 $15,634 $17,725 31-Jul-01 $15,206 $17,551 31-Aug-01 $14,557 $16,452 30-Sep-01 $13,186 $15,123 31-Oct-01 $13,569 $15,412 30-Nov-01 $14,602 $16,594 31-Dec-01 $14,979 $16,740 31-Jan-02 $14,696 $16,496 28-Feb-02 $14,324 $16,177 31-Mar-02 $14,801 $16,785 30-Apr-02 $14,146 $15,768 31-May-02 $13,848 $15,652 30-Jun-02 $12,716 $14,537 31-Jul-02 $11,495 $13,405 31-Aug-02 $11,570 $13,492 30-Sep-02 $10,453 $12,025 31-Oct-02 $11,138 $13,084 30-Nov-02 $12,135 $13,854 31-Dec-02 $11,316 $13,041 31-Jan-03 $11,123 $12,699 28-Feb-03 $10,959 $12,509 31-Mar-03 $11,093 $12,630 30-Apr-03 $12,254 $13,671 31-May-03 $13,252 $14,391 30-Jun-03 $13,475 $14,575 31-Jul-03 $13,773 $14,832 31-Aug-03 $14,250 $15,121 30-Sep-03 $13,878 $14,961 31-Oct-03 $14,801 $15,808 30-Nov-03 $15,128 $15,947 31-Dec-03 $15,679 $16,782 31-Jan-04 $16,007 $17,091 29-Feb-04 $16,185 $17,329 31-Mar-04 $15,992 $17,067 30-Apr-04 $15,471 $16,799 31-May-04 $15,694 $17,029 30-Jun-04 $15,858 $17,360 31-Jul-04 $14,920 $16,785 31-Aug-04 $14,696 $16,852 30-Sep-04 $14,920 $17,034 31-Oct-04 $15,337 $17,295 30-Nov-04 $15,977 $17,995 31-Dec-04 $16,573 $18,607 31-Jan-05 $16,156 $18,153 28-Feb-05 $16,424 $18,534 31-Mar-05 $16,290 $18,206 30-Apr-05 $15,739 $17,860 31-May-05 $16,409 $18,428 30-Jun-05 $16,528 $18,454 31-Jul-05 $17,138 $19,141 31-Aug-05 $17,019 $18,966 30-Sep-05 $17,138 $19,120 31-Oct-05 $16,766 $18,801
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. Because the Fund was originally an asset allocation Fund with a multi-fund strategy, its performance prior to June 3, 2002 does not reflect the current strategy and may have been different if it did. 1 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the Fund's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 2 Source for category information: Morningstar, Inc. 6 Laudus MarketMasters Funds LAUDUS U.S. MARKETMASTERS FUND SELECT SHARES(R) PERFORMANCE as of 10/31/05 TOTAL RETURNS 1, 2 This chart compares performance of the Fund's Select Shares with its benchmark and Morningstar category. [BAR CHART]
Fund: SELECT SHARES Fund Category: Ticker Symbol: Benchmark: MORNINGSTAR SWMGX S&P 500(R) INDEX LARGE-CAP BLEND 1 YEAR 9.50% 8.72% 9.53% SINCE INCEPTION: 6/4/04 5.91% 7.51% 7.72%
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/MARKETMASTERS. PERFORMANCE OF A HYPOTHETICAL $50,000 INVESTMENT 1 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. $54,225 SELECT SHARES $55,384 S&P 500(R) INDEX [LINE GRAPH]
SELECT SHARES S&P 500(R) INDEX 4-Jun-04 $50,000 $50,000 30-Jun-04 $51,150 $51,139 31-Jul-04 $48,130 $49,446 31-Aug-04 $47,455 $49,644 30-Sep-04 $48,175 $50,180 31-Oct-04 $49,520 $50,948 30-Nov-04 $51,585 $53,012 31-Dec-04 $53,505 $54,814 31-Jan-05 $52,205 $53,477 28-Feb-05 $53,025 $54,600 31-Mar-05 $52,640 $53,633 30-Apr-05 $50,865 $52,614 31-May-05 $53,025 $54,287 30-Jun-05 $53,405 $54,363 31-Jul-05 $55,375 $56,386 31-Aug-05 $55,040 $55,872 30-Sep-05 $55,375 $56,325 31-Oct-05 $54,225 $55,384
All figures on this page assume dividends and distributions were reinvested. Index figures do not include trading and management costs, which would lower performance. Indices are unmanaged, and you cannot invest in them directly. 1 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the Fund's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 2 Source for category information: Morningstar, Inc. Laudus MarketMasters Funds 7 LAUDUS U.S. MARKETMASTERS FUND FUND FACTS as of 10/31/05 STYLE ASSESSMENT 1 [GRAPHIC]
INVESTMENT STYLE Value Blend Growth MARKET CAP Large / / /X/ / / Medium / / / / / / Small / / / / / /
STATISTICS NUMBER OF HOLDINGS 159 - -------------------------------------------------------------------------------- WEIGHTED AVERAGE MARKET CAP ($ x 1,000,000) $45,449 - -------------------------------------------------------------------------------- PRICE/EARNINGS RATIO (P/E) 24.9 - -------------------------------------------------------------------------------- PRICE/BOOK RATIO (P/B) 2.5 - -------------------------------------------------------------------------------- PORTFOLIO TURNOVER RATE 83% - -------------------------------------------------------------------------------- MINIMUM INITIAL INVESTMENT 2 Investor Shares $2,500 ($1,000 for retirement, education and custodial accounts) Select Shares $50,000 - --------------------------------------------------------------------------------
INVESTMENT MANAGERS AND ALLOCATIONS
% OF INVESTMENT MANAGER INVESTMENT STYLE NET ASSETS - -------------------------------------------------------------------------------- GARDNER LEWIS Large-Cap Growth 26.8% ASSET MANAGEMENT L.P. 3 - -------------------------------------------------------------------------------- HARRIS ASSOCIATES L.P. Mid/Large-Cap 19.5% Value - -------------------------------------------------------------------------------- TCW INVESTMENT Small/Mid-Cap 20.3% MANAGEMENT COMPANY Blend - -------------------------------------------------------------------------------- THORNBURG INVESTMENT Large-Cap Blend 33.1% MANAGEMENT, INC. - --------------------------------------------------------------------------------
TOP HOLDINGS 4
% OF SECURITY NET ASSETS - -------------------------------------------------------------------------------- (1) TIME WARNER, INC. 2.1% - -------------------------------------------------------------------------------- (2) THE GOLDMAN SACHS GROUP, INC. 2.0% - -------------------------------------------------------------------------------- (3) CAREMARK RX, INC. 1.7% - -------------------------------------------------------------------------------- (4) NII HOLDINGS, INC. 1.5% - -------------------------------------------------------------------------------- (5) GOOGLE, INC. 1.5% - -------------------------------------------------------------------------------- (6) TARGET CORP. 1.5% - -------------------------------------------------------------------------------- (7) COMCAST CORP., Class A 1.4% - -------------------------------------------------------------------------------- (8) COCA-COLA CO. 1.4% - -------------------------------------------------------------------------------- (9) NATIONAL SEMICONDUCTOR CORP. 1.4% - -------------------------------------------------------------------------------- (10) CENDANT CORP. 1.3% - -------------------------------------------------------------------------------- TOTAL 15.8%
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] 19.8% CONSUMER DISCRETIONARY 19.4% INFORMATION TECHNOLOGY 17.7% FINANCIALS 14.6% HEALTH CARE 8.6% INDUSTRIALS 5.4% CONSUMER STAPLES 5.3% ENERGY 3.6% TELECOMMUNICATION SERVICES 2.3% MATERIALS 0.9% UTILITIES 2.4% 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 Gardner Lewis replaced Eagle Asset Management as of December 27, 2004. 4 This list is not a recommendation of any security by the investment adviser. 8 Laudus MarketMasters Funds LAUDUS BALANCED MARKETMASTERS FUND(TM) INVESTOR SHARES PERFORMANCE as of 10/31/05 AVERAGE ANNUAL TOTAL RETURNS 1, 2 This chart compares performance of the Fund with a benchmark and the Fund's Morningstar category. [BAR CHART]
Fund: Benchmark: Fund Category: INVESTOR SHARES BALANCED MORNINGSTAR Ticker Symbol: BLENDED MODERATE SWOBX INDEX ALLOCATION 1 YEAR 8.92% 5.73% 7.62% 5 YEARS 2.94% 1.77% 2.00% SINCE INCEPTION: 11/18/96 7.42% 7.27% 6.23%
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/MARKETMASTERS. PERFORMANCE OF A HYPOTHETICAL $10,000 INVESTMENT 1 This graph shows performance since inception of a hypothetical $10,000 investment in the Fund, compared with a similar investment in a benchmark and two additional indices. $18,985 INVESTOR SHARES $18,745 BALANCED BLENDED INDEX $18,801 S&P 500(R) INDEX $17,273 LEHMAN BROTHERS U.S. AGGREGATE BOND INDEX [LINE GRAPH]
BALANCED LEHMAN BROTHERS INVESTOR BLENDED S&P 500(R) U.S. AGGREGATE SHARES INDEX INDEX BOND INDEX 18-Nov-96 $10,000 $10,000 $10,000 $10,000 30-Nov-96 $10,100 $10,191 $10,271 $10,071 31-Dec-96 $10,059 $10,032 $10,068 $9,977 31-Jan-97 $10,322 $10,420 $10,696 $10,008 28-Feb-97 $10,271 $10,480 $10,780 $10,033 31-Mar-97 $10,018 $10,175 $10,338 $9,922 30-Apr-97 $10,200 $10,600 $10,955 $10,071 31-May-97 $10,676 $11,027 $11,621 $10,166 30-Jun-97 $11,041 $11,376 $12,141 $10,287 31-Jul-97 $11,517 $12,042 $13,106 $10,565 31-Aug-97 $11,284 $11,596 $12,372 $10,475 30-Sep-97 $11,770 $12,046 $13,049 $10,630 31-Oct-97 $11,527 $11,874 $12,613 $10,784 30-Nov-97 $11,558 $12,226 $13,197 $10,834 31-Dec-97 $11,719 $12,401 $13,424 $10,943 31-Jan-98 $11,762 $12,547 $13,573 $11,084 28-Feb-98 $12,251 $13,086 $14,552 $11,075 31-Mar-98 $12,634 $13,506 $15,297 $11,112 30-Apr-98 $12,688 $13,616 $15,452 $11,170 31-May-98 $12,613 $13,527 $15,186 $11,276 30-Jun-98 $12,783 $13,903 $15,802 $11,372 31-Jul-98 $12,677 $13,826 $15,635 $11,396 31-Aug-98 $11,581 $12,718 $13,377 $11,582 30-Sep-98 $11,740 $13,326 $14,235 $11,853 31-Oct-98 $12,092 $13,948 $15,392 $11,790 30-Nov-98 $12,560 $14,487 $16,325 $11,857 31-Dec-98 $13,311 $15,005 $17,265 $11,893 31-Jan-99 $13,693 $15,424 $17,987 $11,977 28-Feb-99 $13,224 $15,028 $17,427 $11,768 31-Mar-99 $13,650 $15,422 $18,124 $11,832 30-Apr-99 $14,130 $15,800 $18,826 $11,870 31-May-99 $13,868 $15,521 $18,381 $11,766 30-Jun-99 $14,326 $16,018 $19,402 $11,728 31-Jul-99 $14,141 $15,691 $18,796 $11,679 31-Aug-99 $14,119 $15,641 $18,702 $11,673 30-Sep-99 $14,119 $15,456 $18,190 $11,808 31-Oct-99 $14,664 $16,066 $19,341 $11,852 30-Nov-99 $15,341 $16,261 $19,734 $11,851 31-Dec-99 $16,742 $16,805 $20,897 $11,794 31-Jan-00 $16,155 $16,276 $19,848 $11,755 29-Feb-00 $17,353 $16,170 $19,472 $11,897 31-Mar-00 $17,390 $17,204 $21,376 $12,054 30-Apr-00 $16,534 $16,874 $20,733 $12,019 31-May-00 $16,033 $16,663 $20,308 $12,013 30-Jun-00 $16,705 $17,048 $20,809 $12,263 31-Jul-00 $16,498 $16,951 $20,485 $12,375 31-Aug-00 $17,341 $17,681 $21,757 $12,554 30-Sep-00 $16,815 $17,165 $20,608 $12,633 31-Oct-00 $16,424 $17,167 $20,522 $12,717 30-Nov-00 $15,508 $16,468 $18,905 $12,925 31-Dec-00 $15,879 $16,639 $18,997 $13,166 31-Jan-01 $16,326 $17,102 $19,672 $13,380 28-Feb-01 $15,502 $16,226 $17,878 $13,497 31-Mar-01 $14,887 $15,641 $16,744 $13,564 30-Apr-01 $15,669 $16,344 $18,045 $13,507 31-May-01 $15,683 $16,449 $18,166 $13,588 30-Jun-01 $15,530 $16,234 $17,725 $13,640 31-Jul-01 $16,748 $16,284 $17,551 $13,945 31-Aug-01 $14,873 $15,747 $16,452 $14,106 30-Sep-01 $13,826 $15,057 $15,123 $14,269 31-Oct-01 $14,133 $15,355 $15,412 $14,568 30-Nov-01 $14,859 $15,977 $16,594 $14,367 31-Dec-01 $15,090 $16,021 $16,740 $14,275 31-Jan-02 $14,933 $15,932 $16,496 $14,390 28-Feb-02 $14,733 $15,810 $16,177 $14,530 31-Mar-02 $15,133 $16,061 $16,785 $14,289 30-Apr-02 $14,919 $15,602 $15,768 $14,566 31-May-02 $14,776 $15,586 $15,652 $14,690 30-Jun-02 $14,219 $14,974 $14,537 $14,817 31-Jul-02 $13,534 $14,347 $13,405 $14,997 31-Aug-02 $13,734 $14,500 $13,492 $15,250 30-Sep-02 $12,963 $13,648 $12,025 $15,497 31-Oct-02 $13,348 $14,343 $13,084 $15,426 30-Nov-02 $13,891 $14,849 $13,854 $15,421 31-Dec-02 $13,659 $14,449 $13,041 $15,741 31-Jan-03 $13,572 $14,227 $12,699 $15,755 28-Feb-03 $13,528 $14,177 $12,509 $15,972 31-Mar-03 $13,557 $14,255 $12,630 $15,959 30-Apr-03 $14,210 $15,007 $13,671 $16,092 31-May-03 $14,906 $15,593 $14,391 $16,391 30-Jun-03 $15,051 $15,701 $14,575 $16,358 31-Jul-03 $15,065 $15,656 $14,832 $15,809 31-Aug-03 $15,428 $15,880 $15,121 $15,913 30-Sep-03 $15,486 $15,947 $14,961 $16,335 31-Oct-03 $16,051 $16,430 $15,808 $16,183 30-Nov-03 $16,327 $16,532 $15,947 $16,222 31-Dec-03 $16,829 $17,119 $16,782 $16,387 31-Jan-04 $17,107 $17,363 $17,091 $16,518 29-Feb-04 $17,386 $17,583 $17,329 $16,697 31-Mar-04 $17,371 $17,476 $17,067 $16,822 30-Apr-04 $16,814 $17,130 $16,799 $16,384 31-May-04 $16,961 $17,243 $17,029 $16,319 30-Jun-04 $17,239 $17,483 $17,360 $16,412 31-Jul-04 $16,755 $17,205 $16,785 $16,574 31-Aug-04 $16,814 $17,378 $16,852 $16,891 30-Sep-04 $17,166 $17,510 $17,034 $16,937 31-Oct-04 $17,430 $17,729 $17,295 $17,079 30-Nov-04 $18,105 $18,103 $17,995 $16,942 31-Dec-04 $18,586 $18,539 $18,607 $17,098 31-Jan-05 $18,202 $18,314 $18,153 $17,206 28-Feb-05 $18,527 $18,502 $18,534 $17,104 31-Mar-05 $18,482 $18,268 $18,206 $17,017 30-Apr-05 $18,157 $18,158 $17,860 $17,247 31-May-05 $18,675 $18,583 $18,428 $17,433 30-Jun-05 $18,852 $18,640 $18,454 $17,529 31-Jul-05 $19,310 $18,988 $19,141 $17,369 31-Aug-05 $19,310 $18,981 $18,966 $17,592 30-Sep-05 $19,354 $18,995 $19,120 $17,411 31-Oct-05 $18,985 $18,745 $18,801 $17,273
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. Because the Fund originally used a different asset allocation strategy and a multi-fund strategy, its performance prior to June 3, 2002 does not reflect the current strategy and may have been different if it did. 1 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the Fund's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. The Balanced Blended Index is composed of 60% S&P 500(R) Index and 40% Lehman Brothers U.S. Aggregate Bond Index. 2 Source for category information: Morningstar, Inc. Laudus MarketMasters Funds 9 LAUDUS BALANCED MARKETMASTERS FUND SELECT SHARES(R) PERFORMANCE as of 10/31/05 TOTAL RETURNS 1, 2 This chart compares performance of the Fund's Select Shares with its benchmark and Morningstar category. [BAR CHART]
Fund: Fund Category: SELECT SHARES Benchmark: MORNINGSTAR Ticker Symbol: BALANCED MODERATE SWMBX BLENDED INDEX ALLOCATION 1 YEAR 9.11% 5.73% 7.62% SINCE INCEPTION: 6/3/04 8.44% 6.01% 7.13%
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/MARKETMASTERS. PERFORMANCE OF A HYPOTHETICAL $50,000 INVESTMENT 1 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. $56,065 SELECT SHARES $54,296 BALANCED BLENDED INDEX $54,975 S&P 500(R) INDEX $53,110 LEHMAN BROTHERS U.S. AGGREGATE BOND INDEX [LINE GRAPH]
BALANCED LEHMAN BROTHERS SELECT BLENDED S&P 500(R) U.S. AGGREGATE SHARES INDEX INDEX BOND INDEX 03-Jun-04 $50,000 $50,000 $50,000 $50,000 30-Jun-04 $50,780 $50,642 $50,761 $50,463 31-Jul-04 $49,395 $49,836 $49,081 $50,962 31-Aug-04 $49,570 $50,337 $49,277 $51,936 30-Sep-04 $50,605 $50,717 $49,809 $52,076 31-Oct-04 $51,385 $51,353 $50,571 $52,513 30-Nov-04 $53,415 $52,437 $52,619 $52,093 31-Dec-04 $54,805 $53,699 $54,408 $52,573 31-Jan-05 $53,715 $53,049 $53,081 $52,904 28-Feb-05 $54,670 $53,592 $54,195 $52,592 31-Mar-05 $54,540 $52,913 $53,236 $52,323 30-Apr-05 $53,585 $52,596 $52,225 $53,030 31-May-05 $55,150 $53,827 $53,885 $53,602 30-Jun-05 $55,675 $53,990 $53,961 $53,897 31-Jul-05 $56,980 $54,999 $55,968 $53,407 31-Aug-05 $57,025 $54,980 $55,459 $54,090 30-Sep-05 $57,155 $55,021 $55,908 $53,533 31-Oct-05 $56,065 $54,296 $54,975 $53,110
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 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the Fund's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. The Balanced Blended Index is composed of 60% S&P 500(R) Index and 40% Lehman Brothers U.S. Aggregate Bond Index. 2 Source for category information: Morningstar, Inc. 10 Laudus MarketMasters Funds LAUDUS BALANCED MARKETMASTERS FUND FUND FACTS as of 10/31/05 TOP HOLDINGS 1
% OF SECURITY NET ASSETS - -------------------------------------------------------------------------------- (1) FANNIE MAE 5.50%, 09/01/34 3.5% - -------------------------------------------------------------------------------- (2) FANNIE MAE 5.50%, 11/01/34 2.0% - -------------------------------------------------------------------------------- (3) U.S.TREASURY NOTE 3.50%, 02/15/10 1.7% - -------------------------------------------------------------------------------- (4) FANNIE MAE 6.00%, 04/01/35 1.7% - -------------------------------------------------------------------------------- (5) CONOCO PHILLIPS 1.5% - -------------------------------------------------------------------------------- (6) UK TREASURY GILT 4.75%, 06/07/10 1.4% - -------------------------------------------------------------------------------- (7) U.S.TREASURY NOTE 4.00%, 06/15/09 1.4% - -------------------------------------------------------------------------------- (8) FANNIE MAE 5.50%, 02/01/35 1.4% - -------------------------------------------------------------------------------- (9) HEWLETT PACKARD CO. 1.4% - -------------------------------------------------------------------------------- (10) FANNIE MAE 5.50%, 04/01/35 1.4% - -------------------------------------------------------------------------------- TOTAL 17.4%
STATISTICS NUMBER OF LONG HOLDINGS 308 - -------------------------------------------------------------------------------- NUMBER OF SHORT POSITIONS 6 - -------------------------------------------------------------------------------- WEIGHTED AVERAGE MARKET CAP ($ x 1,000,000) $32,452 - -------------------------------------------------------------------------------- PRICE/EARNINGS RATIO (P/E) 25.8 - -------------------------------------------------------------------------------- PRICE/BOOK RATIO (P/B) 2.1 - -------------------------------------------------------------------------------- PORTFOLIO TURNOVER RATE 283% - -------------------------------------------------------------------------------- MINIMUM INITIAL INVESTMENT 2 Investor Shares $2,500 ($1,000 for retirement, education and custodial accounts) Select Shares $50,000 - --------------------------------------------------------------------------------
INVESTMENT MANAGERS AND ALLOCATIONS
% OF INVESTMENT MANAGER INVESTMENT STYLE NET ASSETS - -------------------------------------------------------------------------------- TCW INVESTMENT Large-Cap Value 33.5% MANAGEMENT COMPANY 3 - -------------------------------------------------------------------------------- GARDNER LEWIS Large-Cap Growth 17.7% ASSET MANAGEMENT L.P. 4 - -------------------------------------------------------------------------------- JANUS CAPITAL Mid-Cap Value 18.0% MANAGEMENT LLC/ PERKINS, WOLF, MCDONNELL AND COMPANY, LLC - -------------------------------------------------------------------------------- PACIFIC INVESTMENT Total Return 30.3% MANAGEMENT Fixed-Income COMPANY LLC - --------------------------------------------------------------------------------
SECTOR WEIGHTINGS % of Equity Securities 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] 17.8% FINANCIALS 17.5% CONSUMER DISCRETIONARY 16.3% INFORMATION TECHNOLOGY 14.5% HEALTH CARE 9.8% INDUSTRIALS 6.5% ENERGY 5.7% CONSUMER STAPLES 2.9% TELECOMMUNICATION SERVICES 2.8% MATERIALS 2.1% UTILITIES 4.1% OTHER Portfolio holdings may have changed since the report date. Source of Sector Classification: S&P and MSCI. 1 This list is not a recommendation of any security by the investment adviser. 2 Please see prospectus for further detail and eligibility requirements. 3 TCW Investment Management replaced Aronson+Johnson+Ortiz as of November 1, 2004. 4 Gardner Lewis replaced Eagle Asset Management as of December 27, 2004. Laudus MarketMasters Funds 11 LAUDUS SMALL-CAP MARKETMASTERS FUND(TM) INVESTOR SHARES PERFORMANCE as of 10/31/05 AVERAGE ANNUAL TOTAL RETURNS 1, 2 This chart compares performance of the Fund with a benchmark and the Fund's Morningstar category. [BAR CHART]
Fund: Fund Category: INVESTOR SHARES Benchmark: MORNINGSTAR Ticker Symbol: RUSSELL 2000(R) SMALL-CAP SWOSX INDEX BLEND 1 YEAR 9.85% 12.08% 13.72% 5 YEARS 4.27% 6.74% 9.75% SINCE INCEPTION: 9/16/97 6.11% 6.15% 7.99%
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/MARKETMASTERS. PERFORMANCE OF A HYPOTHETICAL $10,000 INVESTMENT 1 This graph shows performance since inception of a hypothetical $10,000 investment in the Fund, compared with a similar investment in a benchmark. $16,201 INVESTOR SHARES $16,256 RUSSELL 2000(R) INDEX [LINE GRAPH]
INVESTOR SHARES RUSSELL 2000(R) INDEX 09/16/97 $10,000 $10,000 09/30/97 $10,260 $10,319 10/31/97 $9,930 $9,866 11/30/97 $9,770 $9,802 12/31/97 $9,886 $9,973 01/31/98 $9,701 $9,816 02/28/98 $10,277 $10,541 03/31/98 $10,781 $10,976 04/30/98 $10,832 $11,036 05/31/98 $10,359 $10,441 06/30/98 $10,411 $10,463 07/31/98 $9,896 $9,615 08/31/98 $8,271 $7,748 09/30/98 $8,435 $8,355 10/31/98 $8,754 $8,696 11/30/98 $9,238 $9,151 12/31/98 $9,946 $9,718 01/31/99 $10,101 $9,847 02/28/99 $9,563 $9,049 03/31/99 $10,029 $9,191 04/30/99 $10,773 $10,014 05/31/99 $10,752 $10,160 06/30/99 $11,311 $10,620 07/31/99 $11,228 $10,329 08/31/99 $10,938 $9,946 09/30/99 $10,990 $9,948 10/31/99 $11,414 $9,989 11/30/99 $12,272 $10,586 12/31/99 $13,714 $11,784 01/31/00 $13,339 $11,594 02/29/00 $15,171 $13,508 03/31/00 $14,496 $12,618 04/30/00 $13,178 $11,859 05/31/00 $12,482 $11,167 06/30/00 $14,003 $12,141 07/31/00 $13,478 $11,750 08/31/00 $14,924 $12,647 09/30/00 $14,164 $12,275 10/31/00 $13,146 $11,727 11/30/00 $11,325 $10,523 12/31/00 $12,156 $11,427 01/31/01 $12,795 $12,022 02/28/01 $11,698 $11,233 03/31/01 $10,879 $10,684 04/30/01 $11,927 $11,520 05/31/01 $12,325 $11,803 06/30/01 $12,674 $12,210 07/31/01 $12,168 $11,550 08/31/01 $11,590 $11,177 09/30/01 $10,012 $9,672 10/31/01 $10,518 $10,238 11/30/01 $11,421 $11,030 12/31/01 $12,144 $11,711 01/31/02 $11,951 $11,589 02/28/02 $11,612 $11,272 03/31/02 $12,520 $12,178 04/30/02 $12,471 $12,289 05/31/02 $12,060 $11,743 06/30/02 $11,164 $11,161 07/31/02 $9,469 $9,475 08/31/02 $9,323 $9,452 09/30/02 $8,476 $8,773 10/31/02 $8,694 $9,055 11/30/02 $9,481 $9,862 12/31/02 $8,997 $9,313 01/31/03 $8,864 $9,055 02/28/03 $8,585 $8,782 03/31/03 $8,573 $8,895 04/30/03 $9,384 $9,738 05/31/03 $10,668 $10,783 06/30/03 $10,946 $10,978 07/31/03 $11,600 $11,665 08/31/03 $12,314 $12,200 09/30/03 $12,193 $11,974 10/31/03 $13,416 $12,980 11/30/03 $13,913 $13,441 12/31/03 $14,276 $13,714 01/31/04 $14,942 $14,309 02/29/04 $15,075 $14,437 03/31/04 $15,075 $14,572 04/30/04 $14,143 $13,829 05/31/04 $14,458 $14,048 06/30/04 $15,075 $14,640 07/31/04 $14,046 $13,655 08/31/04 $13,719 $13,585 09/30/04 $14,470 $14,222 10/31/04 $14,748 $14,502 11/30/04 $15,826 $15,760 12/31/04 $16,468 $16,226 01/31/05 $16,020 $15,549 02/28/05 $16,504 $15,812 03/31/05 $15,705 $15,360 04/30/05 $14,603 $14,480 05/31/05 $15,475 $15,428 06/30/05 $15,959 $16,024 07/31/05 $16,879 $17,040 08/31/05 $16,577 $16,725 09/30/05 $16,661 $16,776 10/31/05 $16,201 $16,256
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. Because the Fund originally used a multi-fund strategy, its performance prior to June 3, 2002 does not reflect the current strategy and may have been different if it did. 1 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the Fund's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 2 Source for category information: Morningstar, Inc. 12 Laudus MarketMasters Funds LAUDUS SMALL-CAP MARKETMASTERS FUND SELECT SHARES(R) PERFORMANCE as of 10/31/05 TOTAL RETURNS 1, 2 This chart compares performance of the Fund's Select Shares with its benchmark and Morningstar category. [BAR CHART]
Fund: Fund Category: SELECT SHARES Benchmark: MORNINGSTAR Ticker Symbol: RUSSELL 2000(R) SMALL-CAP SWMSX INDEX BLEND 1 YEAR 10.01% 12.08% 13.72% SINCE INCEPTION: 6/9/04 7.57% 9.68% 11.56%
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/MARKETMASTERS. PERFORMANCE OF A HYPOTHETICAL $50,000 INVESTMENT 1 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. $55,365 SELECT SHARES $56,886 RUSSELL 2000(R) INDEX [LINE GRAPH]
SELECT RUSSELL 2000(R) SHARES INDEX 06/09/04 $50,000 $50,000 06/30/04 $51,445 $51,229 07/31/04 $47,895 $47,781 08/31/04 $46,780 $47,538 09/30/04 $49,380 $49,767 10/31/04 $50,330 $50,748 11/30/04 $54,005 $55,148 12/31/04 $56,235 $56,780 01/31/05 $54,705 $54,412 02/28/05 $56,360 $55,332 03/31/05 $53,635 $53,749 04/30/05 $49,875 $50,669 05/31/05 $52,850 $53,988 06/30/05 $54,540 $56,072 07/31/05 $57,680 $59,627 08/31/05 $56,645 $58,524 09/30/05 $56,935 $58,705 10/31/05 $55,365 $56,886
All figures on this page assume dividends and distributions were reinvested. Index figures do not include trading and management costs, which would lower performance. Indices are unmanaged, and you cannot invest in them directly. 1 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the Fund's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 2 Source for category information: Morningstar, Inc. Laudus MarketMasters Funds 13 LAUDUS SMALL-CAP MARKETMASTERS FUND FUND FACTS as of 10/31/05 STYLE ASSESSMENT 1 [GRAPHIC]
INVESTMENT STYLE Value Blend Growth MARKET CAP Large / / / / / / Medium / / / / / / Small / / / / /X/
STATISTICS NUMBER OF HOLDINGS 211 - -------------------------------------------------------------------------------- WEIGHTED AVERAGE MARKET CAP ($ x 1,000,000) $2,075 - -------------------------------------------------------------------------------- PRICE/EARNINGS RATIO (P/E) 42.7 - -------------------------------------------------------------------------------- PRICE/BOOK RATIO (P/B) 2.3 - -------------------------------------------------------------------------------- PORTFOLIO TURNOVER RATE 94% - -------------------------------------------------------------------------------- MINIMUM INITIAL INVESTMENT 2 Investor Shares $2,500 ($1,000 for retirement, education and custodial accounts) Select Shares $50,000 - --------------------------------------------------------------------------------
INVESTMENT MANAGERS AND ALLOCATIONS
% OF INVESTMENT MANAGER INVESTMENT STYLE NET ASSETS - -------------------------------------------------------------------------------- TAMRO CAPITAL Small-Cap Value 29.3% PARTNERS, LLC - -------------------------------------------------------------------------------- TCW INVESTMENT Small/Mid-Cap 15.4% MANAGEMENT COMPANY Blend - -------------------------------------------------------------------------------- TOCQUEVILLE ASSET Small-Cap Blend 8.4% MANAGEMENT LP - -------------------------------------------------------------------------------- VEREDUS ASSET Small-Cap Growth 45.0% MANAGEMENT LLC - --------------------------------------------------------------------------------
TOP HOLDINGS 3
% OF SECURITY NET ASSETS - -------------------------------------------------------------------------------- (1) BEAZER HOMES USA, INC. 1.9% - -------------------------------------------------------------------------------- (2) THE CHICAGO MERCANTILE EXCHANGE. 1.7% - -------------------------------------------------------------------------------- (3) AIRTRAN HOLDINGS, INC. 1.5% - -------------------------------------------------------------------------------- (4) THE SHAW GROUP, INC. 1.5% - -------------------------------------------------------------------------------- (5) STEELCASE, INC., Class A 1.4% - -------------------------------------------------------------------------------- (6) MERITAGE CORP. 1.4% - -------------------------------------------------------------------------------- (7) THE RYLAND GROUP, INC. 1.3% - -------------------------------------------------------------------------------- (8) UNITED THERAPEUTICS CORP. 1.3% - -------------------------------------------------------------------------------- (9) URS CORP. '1.2% - -------------------------------------------------------------------------------- (10) STANDARD PACIFIC CORP. 1.1% - -------------------------------------------------------------------------------- TOTAL 14.3%
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] 21.5% CONSUMER DISCRETIONARY 20.8% INFORMATION TECHOLOGY 19.2% INDUSTRIALS 17.4% HEALTH CARE 8.5% FINANCIALS 5.0% ENERGY 2.4% CONSUMER STAPLES 1.6% MATERIALS 3.6% 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. 14 Laudus MarketMasters Funds LAUDUS INTERNATIONAL MARKETMASTERS FUND(TM) INVESTOR SHARES PERFORMANCE as of 10/31/05 AVERAGE ANNUAL TOTAL RETURNS 1, 2 This chart compares performance of the Fund's Investor Shares with a benchmark and the Fund's Morningstar category. [BAR CHART]
Fund: Fund Category: INVESTOR SHARES Benchmark: MORNINGSTAR Ticker Symbol: MSCI EAFE(R) FOREIGN LARGE-CAP SWOIX INDEX GROWTH 1 YEAR 23.75% 18.09% 17.27% 5 YEARS 5.26% 3.04% -0.52% SINCE INCEPTION: 10/16/96 10.60% 5.08% 5.31%
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/MARKETMASTERS. PERFORMANCE OF A HYPOTHETICAL $10,000 INVESTMENT 1 This graph shows performance since inception of a hypothetical $10,000 investment in the Fund's Investor Shares, compared with a similar investment in a benchmark. $24,878 INVESTOR SHARES $15,659 MSCI EAFE(R) INDEX [LINE GRAPH]
INVESTOR MSCI EAFE(R) SHARES INDEX 16-Oct-96 $10,000 $10,000 31-Oct-96 $9,910 $9,836 30-Nov-96 $10,220 $10,228 31-Dec-96 $10,313 $10,096 31-Jan-97 $10,426 $9,742 28-Feb-97 $10,599 $9,902 31-Mar-97 $10,558 $9,938 30-Apr-97 $10,609 $9,991 31-May-97 $11,209 $10,641 30-Jun-97 $11,697 $11,227 31-Jul-97 $11,962 $11,409 31-Aug-97 $11,199 $10,557 30-Sep-97 $11,830 $11,148 31-Oct-97 $11,046 $10,291 30-Nov-97 $10,894 $10,186 31-Dec-97 $11,016 $10,274 31-Jan-98 $11,146 $10,744 28-Feb-98 $11,925 $11,434 31-Mar-98 $12,670 $11,786 30-Apr-98 $12,952 $11,879 31-May-98 $13,265 $11,821 30-Jun-98 $13,157 $11,911 31-Jul-98 $13,525 $12,031 31-Aug-98 $11,654 $10,540 30-Sep-98 $11,006 $10,217 31-Oct-98 $11,438 $11,281 30-Nov-98 $12,011 $11,859 31-Dec-98 $12,481 $12,327 31-Jan-99 $12,820 $12,290 28-Feb-99 $12,415 $11,998 31-Mar-99 $12,853 $12,498 30-Apr-99 $13,815 $13,004 31-May-99 $13,170 $12,335 30-Jun-99 $14,428 $12,816 31-Jul-99 $14,985 $13,196 31-Aug-99 $15,248 $13,245 30-Sep-99 $15,401 $13,379 31-Oct-99 $16,232 $13,881 30-Nov-99 $18,683 $14,362 31-Dec-99 $21,819 $15,652 31-Jan-00 $21,236 $14,658 29-Feb-00 $24,410 $15,052 31-Mar-00 $23,356 $15,636 30-Apr-00 $21,149 $14,814 31-May-00 $20,120 $14,452 30-Jun-00 $21,100 $15,018 31-Jul-00 $20,554 $14,388 31-Aug-00 $21,249 $14,513 30-Sep-00 $20,120 $13,806 31-Oct-00 $19,253 $13,481 30-Nov-00 $18,050 $12,975 31-Dec-00 $18,672 $13,436 31-Jan-01 $18,893 $13,440 28-Feb-01 $17,883 $12,434 31-Mar-01 $16,680 $11,590 30-Apr-01 $17,538 $12,386 31-May-01 $17,496 $11,928 30-Jun-01 $17,178 $11,438 31-Jul-01 $16,639 $11,240 31-Aug-01 $16,182 $10,979 30-Sep-01 $14,495 $9,867 31-Oct-01 $14,937 $10,120 30-Nov-01 $15,588 $10,493 31-Dec-01 $16,028 $10,555 31-Jan-02 $15,659 $9,994 28-Feb-02 $15,762 $10,064 31-Mar-02 $16,515 $10,609 30-Apr-02 $16,397 $10,679 31-May-02 $16,338 $10,815 30-Jun-02 $15,674 $10,384 31-Jul-02 $14,006 $9,359 31-Aug-02 $13,947 $9,338 30-Sep-02 $12,368 $8,335 31-Oct-02 $12,899 $8,782 30-Nov-02 $13,548 $9,181 31-Dec-02 $13,092 $8,873 31-Jan-03 $12,560 $8,503 28-Feb-03 $12,103 $8,308 31-Mar-03 $11,911 $8,145 30-Apr-03 $13,224 $8,943 31-May-03 $14,184 $9,485 30-Jun-03 $14,700 $9,715 31-Jul-03 $15,291 $9,950 31-Aug-03 $15,925 $10,190 30-Sep-03 $16,368 $10,504 31-Oct-03 $17,638 $11,158 30-Nov-03 $17,756 $11,406 31-Dec-03 $18,845 $12,296 31-Jan-04 $19,423 $12,470 29-Feb-04 $19,837 $12,758 31-Mar-04 $19,896 $12,829 30-Apr-04 $19,497 $12,539 31-May-04 $19,393 $12,582 30-Jun-04 $19,955 $12,858 31-Jul-04 $19,038 $12,440 31-Aug-04 $18,978 $12,494 30-Sep-04 $19,511 $12,821 31-Oct-04 $20,118 $13,258 30-Nov-04 $21,510 $14,163 31-Dec-04 $22,491 $14,785 31-Jan-05 $22,283 $14,514 28-Feb-05 $23,247 $15,141 31-Mar-05 $22,832 $14,761 30-Apr-05 $22,283 $14,414 31-May-05 $22,580 $14,422 30-Jun-05 $22,891 $14,613 31-Jul-05 $24,033 $15,062 31-Aug-05 $24,714 $15,443 30-Sep-05 $25,589 $16,130 31-Oct-05 $24,878 $15,659
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. Because the Fund originally used a multi-fund strategy, its performance prior to June 3, 2002 does not reflect the current strategy and may have been different if it did. 1 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the Fund's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 2 Source for category information: Morningstar, Inc. Laudus MarketMasters Funds 15 LAUDUS INTERNATIONAL MARKETMASTERS FUND SELECT SHARES(R) PERFORMANCE as of 10/31/05 TOTAL RETURNS 1, 2 This chart compares performance of the Fund's Select Shares with its benchmark and Morningstar category. [BAR CHART]
Fund: Fund Category: SELECT SHARES Benchmark: MORNINGSTAR Ticker Symbol: MSCI EAFE(R) FOREIGN LARGE-CAP SWMIX INDEX GROWTH 1 YEAR 23.90% 18.09% 17.27% SINCE INCEPTION: 4/2/04 14.33% 12.49% 11.55%
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/MARKETMASTERS. PERFORMANCE OF A HYPOTHETICAL $50,000 INVESTMENT 1 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. $61,815 SELECT SHARES $60,247 MSCI EAFE(R) INDEX [LINE GRAPH]
SELECT MSCI EAFE(R) SHARES INDEX 01-Apr-04 $50,000 $50,000 30-Apr-04 $48,315 $48,243 31-May-04 $48,055 $48,407 30-Jun-04 $49,450 $49,468 31-Jul-04 $47,215 $47,860 31-Aug-04 $47,065 $48,070 30-Sep-04 $48,385 $49,325 31-Oct-04 $49,890 $51,007 30-Nov-04 $53,370 $54,491 31-Dec-04 $55,785 $56,883 31-Jan-05 $55,305 $55,842 28-Feb-05 $57,695 $58,254 31-Mar-05 $56,665 $56,792 30-Apr-05 $55,345 $55,458 31-May-05 $56,040 $55,485 30-Jun-05 $56,850 $56,223 31-Jul-05 $59,680 $57,949 31-Aug-05 $61,375 $59,416 30-Sep-05 $63,580 $62,060 31-Oct-05 $61,815 $60,247
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 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the Fund's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 2 Source for category information: Morningstar, Inc. 16 Laudus MarketMasters Funds LAUDUS INTERNATIONAL MARKETMASTERS FUND FUND FACTS as of 10/31/05 TOP HOLDINGS 1
% OF SECURITY NET ASSETS - ------------------------------------------------------------------------------ (1) NESTLE SA 1.5% - ------------------------------------------------------------------------------ (2) GLAXOSMITHKLINE PLC 1.4% - ------------------------------------------------------------------------------ (3) NOVARTIS AG 1.3% - ------------------------------------------------------------------------------ (4) BAYERISCHE MOTOREN-WERKE AG 1.2% - ------------------------------------------------------------------------------ (5) DIAGEO PLC 1.2% - ------------------------------------------------------------------------------ (6) SK TELECOM CO., LTD. 1.2% - ------------------------------------------------------------------------------ (7) HONDA MOTOR CO., LTD. 1.2% - ------------------------------------------------------------------------------ (8) BANQUE NATIONAL DE PARIS 1.1% - ------------------------------------------------------------------------------ (9) KOOKMIN BANK 1.1% - ------------------------------------------------------------------------------ (10) TAKADA CHEMICAL INDUSTRIES LTD. 1.0% - ------------------------------------------------------------------------------ TOTAL 12.2%
INVESTMENT MANAGERS AND ALLOCATIONS
% OF INVESTMENT MANAGER INVESTMENT STYLE NET ASSETS - -------------------------------------------------------------------------------- AMERICAN CENTURY International 18.4% GLOBAL INVESTMENT Small Company MANAGEMENT, INC. - -------------------------------------------------------------------------------- ARTISAN PARTNERS International 15.2% LIMITED PARTNERSHIP Growth - -------------------------------------------------------------------------------- HARRIS ASSOCIATES L.P. International 38.1% Value - -------------------------------------------------------------------------------- WILLIAM BLAIR & International 26.8% COMPANY, LLC Growth - --------------------------------------------------------------------------------
STATISTICS NUMBER OF HOLDINGS 410 - -------------------------------------------------------------------------------- WEIGHTED AVERAGE MARKET CAP ($ x 1,000,000) $27,035 - -------------------------------------------------------------------------------- PRICE/EARNINGS RATIO (P/E) 20.0 - -------------------------------------------------------------------------------- PRICE/BOOK RATIO (P/B) 3.0 - -------------------------------------------------------------------------------- PORTFOLIO TURNOVER RATE 53% - -------------------------------------------------------------------------------- MINIMUM INITIAL INVESTMENT 2 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] 23.2% FINANCIALS 20.9% CONSUMER DISCRETIONARY 10.8% INDUSTRIALS 9.6% CONSUMER STAPLES 9.4% HEALTH CARE 7.0% INFORMATION TECHNOLOGY 4.1% ENERGY 4.1% TELECOMMUNICATION SERVICES 3.8% MATERIALS 0.5% UTILITIES 6.6% OTHER COUNTRY [PIE CHART] 18.7% JAPAN 13.8% UNITED KINGDOM 9.4% SWITZERLAND 9.2% FRANCE 8.3% GERMANY 5.2% NETHERLANDS 3.9% SOUTH KOREA 3.0% ITALY 23.9% OTHER COUNTRIES 4.6% CASH & CASH EQUIVALENTS Portfolio holdings may have changed since the report date. Source of Sector Classification: S&P and MSCI. 1 This list is not a recommendation of any security by the investment adviser. 2 Please see prospectus for further detail and eligibility requirements. Laudus MarketMasters Funds 17 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 - ----------------------------------------------------------------------------------------------------------- LAUDUS U.S. MARKETMASTERS FUND(TM) Investor Shares Actual Return 1.25% $1,000 $1,065.30 $6.51 Hypothetical 5% Return 1.25% $1,000 $1,018.90 $6.36 Select Shares(R) Actual Return 1.07% $1,000 $1,066.00 $5.57 Hypothetical 5% Return 1.07% $1,000 $1,019.81 $5.45 - ----------------------------------------------------------------------------------------------------------- LAUDUS BALANCED MARKETMASTERS FUND(TM) Investor Shares Actual Return 1.10% $1,000 $1,045.60 $5.67 Hypothetical 5% Return 1.10% $1,000 $1,019.66 $5.60 Select Shares Actual Return 0.95% $1,000 $1,046.30 $4.90 Hypothetical 5% Return 0.95% $1,000 $1,020.42 $4.84
1 Based on the most recent six-month expense ratio; may differ from the expense ratio provided in Financial Highlights. 2 Expenses for the 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. 18 Laudus MarketMasters Funds 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 - ----------------------------------------------------------------------------------------------------------- LAUDUS SMALL-CAP MARKETMASTERS FUND(TM) Investor Shares Actual Return 1.55% $1,000 $1,109.50 $8.24 Hypothetical 5% Return 1.55% $1,000 $1,017.39 $7.88 Select Shares Actual Return 1.37% $1,000 $1,110.10 $7.29 Hypothetical 5% Return 1.37% $1,000 $1,018.30 $6.97 - ----------------------------------------------------------------------------------------------------------- LAUDUS INTERNATIONAL MARKETMASTERS FUND(TM) Investor Shares Actual Return 1.65% $1,000 $1,116.40 $8.80 Hypothetical 5% Return 1.65% $1,000 $1,016.89 $8.39 Select Shares Actual Return 1.47% $1,000 $1,116.90 $7.84 Hypothetical 5% Return 1.47% $1,000 $1,017.80 $7.48
1 Based on the most recent six-month expense ratio; may differ from the expense ratio provided in Financial Highlights. 2 Expenses for the share class are equal to its annualized expense ratio, multiplied by the average account value over the period, multiplied by 184 days of the period, and divided by days of the fiscal year. Laudus MarketMasters Funds 19 LAUDUS U.S. MARKETMASTERS FUND(TM) FINANCIAL STATEMENTS FINANCIAL HIGHLIGHTS
11/1/04- 11/1/03- 11/1/02- 11/1/01- 11/1/00- INVESTOR SHARES 10/31/05 10/31/04 10/31/03 10/31/02 10/31/01 - --------------------------------------------------------------------------------------------------------------------- PER-SHARE DATA ($) - --------------------------------------------------------------------------------------------------------------------- Net asset value at beginning of period 10.30 9.94 7.48 9.20 13.89 ---------------------------------------------------------------- Income or loss from investment operations: Net investment income or loss 0.02 (0.03) (0.01) 0.06 0.38 Net realized and unrealized gains or losses 0.94 0.39 2.47 (1.68) (3.21) ---------------------------------------------------------------- Total income or loss from investment operations 0.96 0.36 2.46 (1.62) (2.83) Less distributions: Dividends from net investment income -- -- -- (0.10) (0.46) Distributions from net realized gains -- -- -- -- (1.40) ---------------------------------------------------------------- Total distributions -- -- -- (0.10) (1.86) ---------------------------------------------------------------- Net asset value at end of period 11.26 10.30 9.94 7.48 9.20 ---------------------------------------------------------------- Total return (%) 9.32 3.62 32.89 (17.92) (22.81) RATIOS/SUPPLEMENTAL DATA (%) - --------------------------------------------------------------------------------------------------------------------- Ratios to average net assets: Net operating expenses 1.25 1.25 1.25 0.83 1,2 0.50 2 Gross operating expenses 1.38 1.39 1.42 1.16 2 0.89 2 Net investment income or loss 0.14 (0.25) (0.12) 0.50 3.27 Portfolio turnover rate 83 72 97 390 145 Net assets, end of period ($ x 1,000,000) 150 180 169 129 176
1 The ratio of net operating expenses would have been 0.74% if certain non-routine expenses (proxy fees) had not been included. 2 Prior to the fund's change in structure on June 3, 2002, the expenses incurred by underlying funds in which the fund invested were not included in this ratio. 20 See financial notes. LAUDUS U.S. MARKETMASTERS FUND
11/1/04- 6/4/04 1- SELECT SHARES 10/31/05 10/31/04- - -------------------------------------------------------------------------------- PER-SHARE DATA ($) - -------------------------------------------------------------------------------- Net asset value at beginning of period 10.32 10.42 ----------------------------- Income or loss from investment operations: Net investment income or loss 0.02 (0.00) 2 Net realized and unrealized gains or losses 0.96 (0.10) ----------------------------- Total income or loss from investment operations 0.98 (0.10) ----------------------------- Net asset value at end of period 11.30 10.32 ----------------------------- Total return (%) 9.50 (0.96) 3 RATIOS/SUPPLEMENTAL DATA (%) - -------------------------------------------------------------------------------- Ratios to average net assets: Net operating expenses 1.07 1.07 4 Gross operating expenses 1.33 1.37 4 Net investment income or loss 0.25 (0.08) 4 Portfolio turnover rate 83 72 3 Net assets, end of period ($ x 1,000,000) 2 1
1 Commencement of operations. 2 Per share amount was less than $0.01. 3 Not annualized. 4 Annualized. See financial notes. 21 LAUDUS U.S. MARKETMASTERS FUND PORTFOLIO HOLDINGS as of October 31, 2005 This section shows all the securities in the fund's portfolio by industry classification and their value, as of the report date. The fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. The fund's Form N-Q is available on the SEC'S website at http://www.sec.gov and may be reviewed and copied at the SEC'S Public Reference Room in Washington, D.C. Call 1-800-SEC-0330 for information on the operation of the Public Reference Room. The schedule of portfolio holdings filed on the fund's most recent Form N-Q is available by visiting Schwab's website at www.schwab.com/schwabfunds. We use the symbol below to designate certain characteristics of the security. (1) Top ten holding o Non-income producing security * American Depositary Receipt
COST VALUE HOLDINGS BY CATEGORY ($x1,000) ($x1,000) - -------------------------------------------------------------------------------- 95.7% COMMON STOCK 130,770 146,292 2.2% FOREIGN COMMON STOCK 3,371 3,345 1.9% OTHER INVESTMENTS 2,902 2,902 - -------------------------------------------------------------------------------- 99.8% TOTAL INVESTMENTS 137,043 152,539 0.2% OTHER ASSETS AND LIABILITIES 303 - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 152,842
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) COMMON STOCK 95.7% of net assets BANKS 4.3% -------------------------------------------------------------------------- Bank of America Corp. 31,100 1,360 Commerce Bancorp, Inc. 12,460 380 North Fork Bancorp, Inc. 27,600 699 Peoples Bank 9,005 290 Sovereign Bancorp, Inc. 82,000 1,769 Washington Mutual, Inc. 43,200 1,711 Zions Bancorp. 5,600 411 ----------- 6,620 BUSINESS MACHINES & SOFTWARE 1.1% -------------------------------------------------------------------------- Hewlett Packard Co. 45,000 1,262 o Lexmark International, Inc., Class A 9,740 404 ----------- 1,666 BUSINESS SERVICES 0.8% -------------------------------------------------------------------------- o Symantec Corp. 52,200 1,245 CAPITAL GOODS 5.1% -------------------------------------------------------------------------- o 3M Co. 10,200 775 o Alliant Techsystems, Inc. 9,600 674 Dover Corp. 18,100 706 o EMCOR Group, Inc. 9,755 595 General Electric Co. 46,400 1,574 Grainger, Inc. 9,600 643 SPX Corp. 10,600 456 Tyco International Ltd. 65,000 1,715 York International Corp. 10,570 593 ----------- 7,731 CHEMICAL 1.2% -------------------------------------------------------------------------- Cytec Industries, Inc. 8,330 344 Dow Chemical Co. 31,100 1,426 ----------- 1,770 COMMERCIAL SERVICES & SUPPLIES 1.8% -------------------------------------------------------------------------- o Apollo Group Inc., Class A 11,600 731 (10) Cendant Corp. 111,700 1,946 o FTI Consulting, Inc. 1,070 29 ----------- 2,706 CONSUMER DURABLES & APPAREL 1.3% -------------------------------------------------------------------------- American Greetings Corp., Class A 42,500 1,073 Jones Apparel Group, Inc. 15,465 422 Leggett & Platt, Inc. 27,950 560 ----------- 2,055
22 See financial notes. LAUDUS U.S. MARKETMASTERS FUND
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) CONSUMER SERVICES 3.8% -------------------------------------------------------------------------- Carnival Corp. 19,000 944 McDonald's Corp. 60,000 1,896 o Starwood Hotel & Resorts Worldwide, Inc. 18,800 1,098 Yum! Brands, Inc. 36,000 1,831 ----------- 5,769 DIVERSIFIED FINANCIALS 7.8% -------------------------------------------------------------------------- American Express Co. 25,000 1,244 Bank of New York Co., Inc. 52,200 1,633 Capital One Financial Corp. 16,400 1,252 Citigroup, Inc. 32,300 1,479 JP Morgan Chase & Co. 52,000 1,904 The Chicago Mercantile Exchange 3,720 1,359 (2) The Goldman Sachs Group, Inc. 23,660 2,990 ----------- 11,861 ELECTRONICS 2.1% -------------------------------------------------------------------------- o Avid Technology, Inc. 16,600 817 o LAM Research Corp. 17,000 574 Linear Technology Corp. 6,100 203 o LSI Logic Corp. 60,700 492 o MEMC Electronic Materials, Inc. 32,500 583 Tektronix, Inc. 20,820 478 ----------- 3,147 ENERGY 3.3% -------------------------------------------------------------------------- ChevronTexaco Corp. 29,775 1,699 o Cooper Cameron Corp. 6,800 502 ENSCO International, Inc. 8,100 369 Exxon Mobil Corp. 30,400 1,707 o Transocean, Inc. 14,200 816 ----------- 5,093 ENERGY: RAW MATERIALS 0.8% -------------------------------------------------------------------------- Schlumberger Ltd. 12,400 1,126 o Weatherford International Ltd. 2,500 156 ----------- 1,282 FOOD & STAPLES RETAILING 1.0% -------------------------------------------------------------------------- Costco Cos., Inc. 30,000 1,451 FOOD BEVERAGE & TOBACCO 2.7% -------------------------------------------------------------------------- (8) Coca-Cola Co. 48,900 2,092 Molson Coors Brewing Co. 8,240 508 The Pepsi Bottling Group, Inc. 55,000 1,564 ----------- 4,164 HEALTH CARE EQUIPMENT & SERVICES 9.5% -------------------------------------------------------------------------- o Baxter International, Inc. 45,000 1,721 Beckman Coulter, Inc. 8,400 414 o Boston Scientific Corp. 18,203 457 o(3) Caremark Rx, Inc. 48,650 2,549 Cigna Corp. 12,300 1,425 o Eclipsys Corp. 46,000 736 o Edwards Lifesciences Corp. 11,000 455 o Fisher Scientific International, Inc. 20,500 1,158 Health Management Associates, Inc., Class A 39,900 854 Hillenbrand Industries, Inc. 9,200 424 o St. Jude Medical, Inc. 26,000 1,250 o Tenet Healthcare Corp. 52,200 440 o Thermo Electron Corp. 21,900 661 o Varian, Inc. 20,550 756 o Wellpoint, Inc. 16,700 1,247 ----------- 14,547 HEALTHCARE / DRUGS & MEDICINE 1.3% -------------------------------------------------------------------------- Johnson & Johnson, Inc. 11,750 736 Valeant Pharmaceuticals International 28,450 488 o Zimmer Holdings, Inc. 11,400 727 ----------- 1,951 HOUSEHOLD & PERSONAL PRODUCTS 0.7% -------------------------------------------------------------------------- Colgate-Palmolive Co. 18,900 1,001 HOUSEHOLD PRODUCTS 1.3% -------------------------------------------------------------------------- Estee Lauder Cos., Inc., Class A 15,800 524 International Flavors & Fragrances, Inc. 13,800 456 Procter & Gamble Co. 18,400 1,030 ----------- 2,010
See financial notes. 23 LAUDUS U.S. MARKETMASTERS FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) INSURANCE 2.5% -------------------------------------------------------------------------- AFLAC, Inc. 18,700 893 Arthur J. Gallagher & Co. 16,950 499 Assurant, Inc. 21,040 804 MBIA, Inc. 18,999 1,107 Old Republic International Corp. 22,700 588 ----------- 3,891 MATERIALS 0.8% -------------------------------------------------------------------------- Monsanto Co. 20,400 1,285 MEDIA 8.3% -------------------------------------------------------------------------- o Cablevision Systems New York Group, Class A 30,000 744 o(7) Comcast Corp., Class A 77,350 2,120 o Directv Group, Inc. 99,111 1,409 Dow Jones & Co., Inc. 10,100 342 o Entercom Communications Corp. 6,150 178 o Liberty Global, Inc., Series C 8,000 190 o Liberty Global. Inc., Class A 8,000 198 o Liberty Media Corp., Class A 183,000 1,459 o Sirius Satellite Radio, Inc. 41,740 260 The Walt Disney Co. 28,500 695 o(1) Time Warner, Inc. 179,200 3,195 o Univision Communications, Inc. 14,165 370 Westwood One, Inc. 15,350 284 o XM Satellite Radio Holdings, Inc. 42,755 1,233 ----------- 12,677 MISCELLANEOUS FINANCE 2.0% -------------------------------------------------------------------------- Freddie Mac 13,900 853 Morgan Stanley 26,000 1,415 Nuveen Investments, Inc., Class A 19,800 801 ----------- 3,069 NON-DURABLES & ENTERTAINMENT 0.5% -------------------------------------------------------------------------- o Electronic Arts, Inc. 14,200 808 OIL: DOMESTIC 0.7% -------------------------------------------------------------------------- o Murphy Oil Corp. 3,300 154 o National-Oilwell Varco, Inc. 14,100 881 ----------- 1,035 PHARMACEUTICALS & BIOTECHNOLOGY 3.3% -------------------------------------------------------------------------- o Charles River Laboratories, Inc. 9,970 436 * GlaxoSmithKline PLC 17,600 915 o* Novartis AG 17,000 915 o Par Pharmaceutical Cos., Inc. 12,900 334 Pfizer, Inc. 61,000 1,326 * Teva Pharmaceutical Industries Ltd. 28,300 1,079 ----------- 5,005 PRODUCER GOODS & MANUFACTURING 0.4% -------------------------------------------------------------------------- Pentair, Inc. 19,600 637 RETAILING 6.1% -------------------------------------------------------------------------- o Ann Taylor Stores Corp. 9,000 219 Family Dollar Stores, Inc. 24,900 551 Federated Department Stores, Inc. 12,448 764 o Linens `n Things, Inc. 39,291 988 Officemax, Inc. 24,380 683 (6) Target Corp. 40,750 2,269 The Gap, Inc. 71,000 1,227 o The TJX Max Cos., Inc. 34,700 747 Tiffany & Co. 48,800 1,923 ----------- 9,371 SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 4.9% -------------------------------------------------------------------------- Applied Materials, Inc. 53,600 878 o Cypress Semiconductor Corp. 52,300 711 o Freescale Semiconductor, Inc., Class B 27,700 662 Intersil Holding Corp., Class A 21,800 496 Microchip Technology, Inc. 25,700 775 o Micron Technology, Inc. 23,900 311 (9) National Semiconductor Corp. 92,225 2,087 o Novellus Systems, Inc. 32,750 716 o Teradyne, Inc. 62,350 844 ----------- 7,480 SOFTWARE & SERVICES 3.9% -------------------------------------------------------------------------- Adobe Systems, Inc. 19,700 635 o Bearingpoint, Inc. 101,300 711 o(5) Google, Inc. 6,139 2,284
24 See financial notes. LAUDUS U.S. MARKETMASTERS FUND
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) Microsoft Corp. 45,600 1,172 o Oracle Systems Corp. 68,200 865 o Unisys Corp. 46,100 236 ----------- 5,903 TECHNOLOGY HARDWARE & EQUIPMENT 6.4% -------------------------------------------------------------------------- o Andrew Corp. 48,100 511 o Anixter International, Inc. 9,300 345 o Arrow Electronics, Inc. 3,970 117 o Celestica, Inc. 42,470 406 o Cisco Systems, Inc. 81,400 1,420 o Corning, Inc. 42,400 852 Diebold, Inc. 19,880 719 o EMC Corp. 79,100 1,104 o Juniper Networks, Inc. 37,800 882 Motorola, Inc. 77,700 1,722 Qualcomm, Inc. 25,200 1,002 o Vishay Intertechnology, Inc. 67,500 765 ----------- 9,845 TELECOMMUNICATION SERVICES 3.3% -------------------------------------------------------------------------- Alltel Corp. 22,000 1,361 o Crown Castle International Corp. 21,800 534 o Leap Wireless International, Inc. 26,500 875 o(4) NII Holdings, Inc. 27,800 2,305 ----------- 5,075 TELEPHONE 0.3% -------------------------------------------------------------------------- o American Tower Corp. 17,400 415 TRANSPORTATION 1.6% -------------------------------------------------------------------------- Southwest Airlines, Inc. 72,232 1,156 Union Pacific Corp. 18,700 1,294 ----------- 2,450 UTILITIES: ELECTRIC & GAS 0.8% -------------------------------------------------------------------------- Constellation Energy Group, Inc. 7,500 411 TXU Corp. 8,600 866 ----------- 1,277 FOREIGN COMMON STOCK 2.2% of net assets CROATIA 0.4% -------------------------------------------------------------------------- Canadian Natural Resources Ltd. 16,800 687 FRANCE 0.7% -------------------------------------------------------------------------- Sanofi-Aventis 12,700 1,017 UNITED KINGDOM 1.1% -------------------------------------------------------------------------- Lloyds TSB Group PLC 159,400 1,303 Willis Group Holdings Ltd. 9,100 338 ----------- 1,641 OTHER INVESTMENTS 1.9% of net assets OTHER INVESTMENT COMPANIES 1.9% -------------------------------------------------------------------------- Provident Institutional Funds-- TempFund 2,901,598 2,902
END OF INVESTMENTS. See financial notes. 25 LAUDUS U.S. MARKETMASTERS FUND Statement of ASSETS AND LIABILITIES As of October 31, 2005. All numbers x 1,000 except NAV. ASSETS - ------------------------------------------------------------------------------ Investments, at value $152,539 a Receivables: Fund shares sold 3 Dividends 125 Foreign tax reclaims 6 Investments sold 1,793 Prepaid expenses + 20 ------------ TOTAL ASSETS 154,486 LIABILITIES - ------------------------------------------------------------------------------ Payables: Fund shares redeemed 35 Investments bought 1,534 Investment adviser and administrator fees 8 Transfer agency and shareholder service fees 3 Trustees fees 1 Accrued expenses + 63 ------------ TOTAL LIABILITIES 1,644 NET ASSETS - ------------------------------------------------------------------------------ TOTAL ASSETS 154,486 TOTAL LIABILITIES - 1,644 ------------ NET ASSETS $152,842 NET ASSETS BY SOURCE Capital received from investors 170,239 Net investment income not yet distributed 206 Net realized capital losses (33,099) b Net unrealized capital gains 15,496 NET ASSET VALUE (NAV) BY SHARE CLASS SHARES SHARE CLASS NET ASSETS / OUTSTANDING = NAV Investor Shares $150,373 13,353 $11.26 Select Shares $2,469 218 $11.30
Unless stated, all numbers x 1,000. a The fund paid $137,043 for these securities. Not counting short-term obligations and government securities, the fund's security transactions during the period were: Purchases $134,375 Sales/maturities $174,944 b These derive from investments, foreign currency transactions and futures. FEDERAL TAX DATA - ----------------------------------------------------- PORTFOLIO COST $138,044 NET UNREALIZED GAINS AND LOSSES: Gains $20,237 Losses + (5,742) ------------- $14,495 NET UNDISTRIBUTED EARNINGS: Ordinary income $206 Long-term capital gains $-- CAPITAL LOSSES UTILIZED $18,919 UNUSED CAPITAL LOSSES: Expires 10/31 of: Loss amount: 2010 $31,494 2011 + 604 ------------- $32,098 RECLASSIFICATIONS: Net investment income not yet distributed ($23) RECLASSIFIED AS: Net realized capital gains $26 Capital received from investors ($3) 26 See financial notes. LAUDUS U.S. MARKETMASTERS FUND Statement of OPERATIONS For November 1, 2004 through October 31, 2005. All numbers x 1,000. INVESTMENT INCOME - ------------------------------------------------------------------------------ Dividends $2,328 a Interest + 2 ----------- TOTAL INVESTMENT INCOME 2,330 NET REALIZED GAINS AND LOSSES - ------------------------------------------------------------------------------ Net realized gains on investments 20,631 Net realized losses of futures contracts (100) Net realized losses on foreign currency transactions + (23) ----------- NET REALIZED GAINS 20,508 NET UNREALIZED GAINS AND LOSSES - ------------------------------------------------------------------------------ Net unrealized losses on investments (4,726) EXPENSES - ------------------------------------------------------------------------------ Investment adviser and administrator fees 1,602 b Transfer agent and shareholder service fees: Investor Shares 416 c Select Shares 4 c Trustees' fees 7 d Custodian and portfolio accounting fees 142 Professional fees 44 Registration fees 39 Shareholder reports 60 Other expenses + 10 ----------- Total expenses 2,324 Expense reduction - 223 e ----------- NET EXPENSES 2,101 INCREASE IN NET ASSETS FROM OPERATIONS - ------------------------------------------------------------------------------ TOTAL INVESTMENT INCOME 2,330 NET EXPENSES - 2,101 ----------- NET INVESTMENT INCOME 229 NET REALIZED GAINS 20,508 f NET UNREALIZED LOSSES + (4,726) f ----------- INCREASE IN NET ASSETS FROM OPERATIONS $16,011
Unless stated, all numbers x 1,000. a Net of $4 foreign withholding tax. b Calculated as a percentage of average daily net assets: 0.925% of the first $500 million, 0.920% of the next $500 million, and 0.910% over $1 billion. These fees are paid to Charles Schwab Investment Management, Inc. (CSIM) Prior to February 28, 2005, these fees were calculated as 1.00% of average daily net assets. 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 0.15% 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 $220 from the investment adviser (CSIM) and $3 from the transfer agent and shareholder service agent (Schwab). CSIM and Schwab has guaranteed to limit the annual operating expenses through February 28, 2006, as follows: % OF AVERAGE SHARE CLASS DAILY NET ASSETS -------------------------------------- Investor Shares 1.25% Select Shares 1.07% This limit excludes interest, taxes and certain non-routine expenses. f These add up to a net gain on investments of $15,782. See financial notes. 27 LAUDUS U.S. MARKETMASTERS 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 or loss $229 ($469) Net realized gains 20,508 10,532 Net unrealized losses + (4,726) (5,030) ------------------------------------- INCREASE IN NET ASSETS FROM OPERATIONS $16,011 $5,033
TRANSACTIONS IN FUND SHARES a - ------------------------------------------------------------------------------- 11/1/04-10/31/05 11/1/03-10/31/04 SHARES VALUE SHARES VALUE SHARES SOLD Investor Shares 470 $5,144 4,950 $52,179 Select Shares + 220 2,449 118 1,210 ------------------------------------------------ TOTAL SHARES SOLD 690 $7,593 5,068 $53,389 SHARES REDEEMED Investor Shares (4,578) ($50,431) (4,454) ($46,021) Select Shares + (119) (1,340) (1) (11) ------------------------------------------------ TOTAL SHARES REDEEMED (4,697) ($51,771) (4,455) ($46,032) b NET TRANSACTIONS IN FUND SHARES (4,007) ($44,178) 613 $7,357
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 17,578 $181,009 16,965 $168,619 Total increase or decrease + (4,007) (28,167) 613 12,390 c ------------------------------------------------ END OF PERIOD 13,571 $152,842 17,578 $181,009 d
Unless stated, all numbers x 1,000. a The fund started offering Select shares on June 4, 2004. b For shares purchased after 4/29/05 and held less than 30 days, the fund charges 2.00% redemption fee. CURRENT PERIOD Investor Shares $1 Select Shares + $-- --------- TOTAL $1 Dollar amounts are net of the redemption proceeds. c Figures for shares represent shares sold plus shares reinvested, minus shares redeemed. Figures for net assets represent the changes in net assets from operations plus the changes in value of transactions in fund shares, minus distributions paid. d Includes distributable net investment income in the amount of $206 and $-- at the end of the current period and prior period respectively. 28 See financial notes. LAUDUS BALANCED MARKETMASTERS FUND(TM) FINANCIAL STATEMENTS FINANCIAL HIGHLIGHTS
11/1/04- 11/1/03- 11/1/02- 11/1/01- 11/1/00- INVESTOR SHARES 10/31/05 10/31/04 10/31/03 10/31/02 10/31/01 - ----------------------------------------------------------------------------------------------------------------------------------- PER-SHARE DATA ($) - ----------------------------------------------------------------------------------------------------------------------------------- Net asset value at beginning of period 11.88 11.07 9.35 10.12 13.44 ---------------------------------------------------------------------------- Income or loss from investment operations: Net investment income 0.15 0.08 0.12 0.20 0.43 Net realized and unrealized gains or losses 0.91 0.86 1.75 (0.73) (2.12) ---------------------------------------------------------------------------- Total income or loss from investment operations 1.06 0.94 1.87 (0.53) (1.69) Less distributions: Dividends from net investment income (0.09) (0.13) (0.15) (0.24) (0.52) Distributions from net realized gains -- -- -- -- (1.11) ---------------------------------------------------------------------------- Total distributions (0.09) (0.13) (0.15) (0.24) (1.63) ---------------------------------------------------------------------------- Net asset value at end of period 12.85 11.88 11.07 9.35 10.12 ---------------------------------------------------------------------------- Total return (%) 8.92 8.59 20.25 (5.55) (13.95) RATIOS/SUPPLEMENTAL DATA (%) - ----------------------------------------------------------------------------------------------------------------------------------- Ratios to average net assets: Net operating expenses 1.10 1.10 1.10 0.76 1,2 0.50 2 Gross operating expenses 1.27 1.32 1.33 1.10 2 0.89 2 Net investment income 1.14 0.68 1.13 1.89 3.67 Portfolio turnover rate 283 242 256 380 95 Net assets, end of period ($ x 1,000,000) 130 130 109 97 118
1 The ratio of net operating expenses would have been 0.72% if certain non-routine expenses (proxy fees) had not been included. 2 Prior to the fund's change in structure on June 3, 2002, the expenses incurred by underlying funds in which the fund invested were not included in this ratio. See financial notes. 29 LAUDUS BALANCED MARKETMASTERS FUND
11/1/04- 6/3/04 1- SELECT SHARES 10/31/05 10/31/04 - ------------------------------------------------------------------------------------------------------------------------------------ PER-SHARE DATA ($) - ------------------------------------------------------------------------------------------------------------------------------------ Net asset value at beginning of period 11.89 11.57 -------------------------------------------------------------------------- Income or loss from investment operations: Net investment income 0.15 0.02 Net realized and unrealized gains 0.93 0.30 -------------------------------------------------------------------------- Total income from investment operations 1.08 0.32 -------------------------------------------------------------------------- Less distributions: Dividends from net investment income (0.10) -- -------------------------------------------------------------------------- Net asset value at end of period 12.87 11.89 -------------------------------------------------------------------------- Total return (%) 9.11 2.77 2 RATIOS/SUPPLEMENTAL DATA (%) - ------------------------------------------------------------------------------------------------------------------------------------ Ratios to average net assets: Net operating expenses 0.95 0.95 3 Gross operating expenses 1.22 1.29 3 Net investment income 1.32 0.73 3 Portfolio turnover rate 283 242 2 Net assets, end of period ($ x 1,000,000) 9 2
1 Commencement of operations. 2 Not annualized. 3 Annualized. 30 See financial notes. LAUDUS BALANCED MARKETMASTERS FUND PORTFOLIO HOLDINGS as of October 31, 2005 This section shows all the securities in the fund's portfolio by industry classification and their value, as of the report date. 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 at http://www.sec.gov 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. The schedule of portfolio holdings filed on the fund's most recent Form N-Q is available by visiting Schwab's website at www.schwab.com/schwabfunds. We use the symbol below to designate certain characteristics of the security. (1) Top ten holding o Non-income producing security = All or a portion of this security is held as collateral for future contracts, short sales, swap agreements, delayed-delivery securities and options written * American Depositary Receipt + Credit-enhanced security ~ Delayed-delivery security For fixed-rate obligations, the rate shown is the interest rate (the rate established when the obligation was issued) and the maturity date shown is the stated legal maturity. For variable-rate obligations, the rate shown is the rate as of the report date, and the maturity shown is the later of the next interest rate change or demand date.
COST/PROCEEDS VALUE HOLDINGS BY CATEGORY ($x1,000) ($x1,000) - -------------------------------------------------------------------------------- 68.0% COMMON STOCK 87,719 94,481 8.7% U.S. GOVERNMENT SECURITIES 12,264 12,130 1.8% FOREIGN GOVERNMENT SECURITIES 2,603 2,530 1.8% CORPORATE BONDS 2,466 2,509 1.3% MUNICIPAL BONDS 1,708 1,828 17.4% AGENCY MORTGAGE- BACKED SECURITIES 24,642 24,132 1.0% NON-AGENCY MORTGAGE- BACKED SECURITIES 1,377 1,372 0.0% PREFERRED STOCK 1 1 2.2% SHORT-TERM INVESTMENTS 2,991 2,991 2.3% OTHER INVESTMENTS 3,256 3,256 0.0% OPTIONS 24 16 - -------------------------------------------------------------------------------- 104.5% TOTAL INVESTMENTS 139,051 145,246 (6.0)% SHORT SALES (8,429) (8,363) (0.0)% OPTIONS WRITTEN (23) (15) 1.5% OTHER ASSETS AND LIABILITIES 2,124 - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 138,992
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) COMMON STOCK 68.0% of net assets AUTOMOBILES & COMPONENTS 1.1% -------------------------------------------------------------------------- = Cooper Tire & Rubber Co. 13,000 178 = Ford Motor Co. 200,000 148 General Motors Corp. 36,200 992 =* Magna International, Inc. 2,800 195 ----------- 1,513 BANKS 1.0% -------------------------------------------------------------------------- = Astoria Financial Corp. 12,450 348 = Compass Bancshares, Inc. 3,600 176 = Independence Community Bank Corp. 8,200 324 = PNC Financial Services Group 3,600 219 = Provident Financial Services, Inc. 10,000 176 = Valley National Bancorp. 2,100 51 = Washington Federal, Inc. 8,110 186 ----------- 1,480
See financial notes. 31 LAUDUS BALANCED MARKETMASTERS FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) BUSINESS MACHINES & SOFTWARE 0.8% -------------------------------------------------------------------------- o= Cisco Systems, Inc. 11,300 197 = Diebold, Inc. 2,800 101 o= Sun Microsystems, Inc. 146,400 586 o= Tech Data Corp. 7,300 253 ----------- 1,137 BUSINESS SERVICES 0.6% -------------------------------------------------------------------------- = First Data Corp. 3,200 129 o= Symantec Corp. 31,400 749 ----------- 878 CAPITAL GOODS 3.1% -------------------------------------------------------------------------- o= 3M Co. 6,100 464 = Deere & Co. 2,900 176 * Dover Corp. 2,600 101 = Grainger, Inc. 3,500 235 = Honeywell International, Inc. 29,800 1,019 o= Jacobs Engineering Group, Inc. 3,000 191 = The Boeing Co. 14,400 931 = Tyco International Ltd. 23,900 631 = United Technologies Corp. 11,200 574 ----------- 4,322 COMMERCIAL SERVICES & SUPPLIES 1.4% -------------------------------------------------------------------------- o= Apollo Group Inc., Class A 6,900 436 = Cendant Corp. 35,500 618 = Manpower, Inc. 6,100 276 = Republic Services, Inc., Class A 4,200 149 = The ServiceMaster Co. 16,000 200 = Waste Management, Inc. 8,100 239 ----------- 1,918 CONSTRUCTION 0.0% -------------------------------------------------------------------------- = Standard Pacific Corp. 1,000 39 CONSUMER DURABLES & APPAREL 1.8% -------------------------------------------------------------------------- = Jones Apparel Group, Inc. 2,800 76 = Mattel, Inc. 79,700 1,176 = Pulte Corp. 5,000 189 =* Sony Corp. 32,300 1,059 ----------- 2,500 CONSUMER SERVICES 0.8% -------------------------------------------------------------------------- =* Fairmont Hotels & Resorts, Inc. 4,600 150 = McDonald's Corp. 5,700 180 o= Starwood Hotel & Resorts Worldwide, Inc. 11,300 660 = Wendy's International, Inc. 2,900 136 ----------- 1,126 CONTAINERS 0.1% -------------------------------------------------------------------------- = Ball Corp. 2,800 110 DIVERSIFIED FINANCIALS 5.8% -------------------------------------------------------------------------- = Alliance Capital Management Holding 11,200 593 = American Express Co. 29,100 1,448 o= Ameriprise Financial, Inc. 2,820 105 = Bank of New York Co., Inc. 4,900 153 = Capital One Financial Corp. 9,800 748 = CIT Group, Inc. 3,500 160 = Federated Investors, Inc. 4,500 158 = JP Morgan Chase & Co. 41,400 1,516 = Mellon Financial Corp. 8,600 273 = Merrill Lynch & Co., Inc. 21,100 1,366 = State Street Corp. 2,700 149 = The Chicago Mercantile Exchange 950 347 = The Goldman Sachs Group, Inc. 6,150 777 = Waddell & Reed Financial, Inc. 11,000 211 ----------- 8,004 ELECTRONICS 0.5% -------------------------------------------------------------------------- o= Andrew Corp. 10,500 111 = Linear Technology Corp. 3,700 123 o= MEMC Electronic Materials, Inc. 19,500 350 o= QLogic Corp. 5,500 166 ----------- 750 ENERGY 3.6% -------------------------------------------------------------------------- = Anadarko Petroleum Corp. 3,100 281 = Apache Corp. 2,300 147 = BJ Services Co. 5,500 191 o= Cimarex Energy Co. 2,700 106 =(5) Conoco Phillips 32,200 2,105 o= Cooper Cameron Corp. 400 30
32 See financial notes. LAUDUS BALANCED MARKETMASTERS FUND
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) o= Houston Exploration Co. 300 15 o= Nabors Industries Ltd. 2,200 151 o= Newfield Exploration Co. 8,900 403 = Noble Energy, Inc. 9,272 371 = Patterson Energy, Inc. 3,900 133 = Pioneer Natural Resouces Co. 900 45 o= Precision Drilling Corp. 4,300 198 o= Stone Energy Corp. 3,000 138 o= Transocean, Inc. 8,500 489 = Western Gas Resources, Inc. 4,200 182 ----------- 4,985 FOOD & AGRICULTURE 0.4% -------------------------------------------------------------------------- = Coca-Cola Co. 11,300 483 = Corn Products International, Inc. 4,400 105 ----------- 588 FOOD & STAPLES RETAILING 0.3% -------------------------------------------------------------------------- = CVS Corp. 7,600 186 = Supervalu, Inc. 8,000 251 ----------- 437 FOOD BEVERAGE & TOBACCO 2.0% -------------------------------------------------------------------------- = Brown-Forman Corp., Class B 1,500 95 = Flowers Foods, Inc. 19,950 585 = H.J. Heinz Co. 5,100 181 = J.M. Smucker Co. 3,600 165 = Kraft Foods, Inc., Class A 41,700 1,180 = Molson Coors Brewing Co. 2,000 123 = Tyson Foods, Inc. 27,300 486 ----------- 2,815 HEALTH CARE EQUIPMENT & SERVICES 6.0% -------------------------------------------------------------------------- o= Biomet, Inc. 5,500 192 o= Boston Scientific Corp. 15,302 384 o= Caremark Rx, Inc. 16,200 849 = Cigna Corp. 7,400 857 = HCA, Inc. 32,000 1,542 = Health Management Associates, Inc., Class A 9,200 197 o= Henry Schein, Inc. 4,400 174 o= Laboratory Corporation of America Holdings 5,100 246 o= Lifepoint Hospitals, Inc. 4,000 156 = Manor Care, Inc. 7,700 287 o= Medco Health Solutions, Inc. 22,600 1,277 o= Millipore Corp. 1,000 61 = Omnicare, Inc. 4,500 244 o= St. Jude Medical, Inc. 15,800 760 = Steris Corp. 7,800 178 o= Tenet Healthcare Corp. 114,100 961 ----------- 8,365 HEALTHCARE / DRUGS & MEDICINE 1.1% -------------------------------------------------------------------------- = Beckman Coulter, Inc. 1,900 94 o= Cooper Cos., Inc. 1,400 96 o= Cytyc Corp. 6,500 165 o= Millennium Pharmaceuticals, Inc. 66,100 603 o= Univision Communications, Inc. 6,900 180 o= Zimmer Holdings, Inc. 6,900 440 ----------- 1,578 HOUSEHOLD & PERSONAL PRODUCTS 0.6% -------------------------------------------------------------------------- = Avon Products, Inc. 7,600 205 = Kimberly-Clark Corp. 9,600 546 ----------- 751 HOUSEHOLD PRODUCTS 0.7% -------------------------------------------------------------------------- = Alberto Culver Co., Class B 6,100 265 o= Estee Lauder Cos., Inc., Class A 4,100 136 = Procter & Gamble Co. 11,100 621 ----------- 1,022 INSURANCE 0.5% -------------------------------------------------------------------------- = AFLAC, Inc. 11,200 535 = Arthur J. Gallagher & Co. 5,800 171 ----------- 706 INSURANCE 3.6% -------------------------------------------------------------------------- = Allstate Corp. 18,300 966 = American International Group, Inc. 15,000 972 o= Berkshire Hathaway, Inc., Class B 156 439 = Chubb Corp. 10,800 1,004 = IPC Holdings Ltd. 7,500 197 = Mercury General Corp. 600 36 = Old Republic International Corp. 16,550 429
See financial notes. 33 LAUDUS BALANCED MARKETMASTERS FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) = St. Paul Cos., Inc. 21,400 964 ----------- 5,007 MATERIALS 2.0% -------------------------------------------------------------------------- = Air Products & Chemicals, Inc. 2,800 160 = Arch Coal, Inc. 2,300 177 = Lubrizol Corp. 8,000 333 = MeadWestavco Corp. 39,900 1,046 = Monsanto Co. 12,300 775 o= Smurfit-Stone Container Corp. 15,400 163 = Temple-Inland, Inc. 4,000 147 ----------- 2,801 MEDIA 5.3% -------------------------------------------------------------------------- = Clear Channel Communications, Inc. 33,300 1,013 = Comcast Corp. 32,100 893 o= Comcast Corp., Class A 21,700 595 o= Cox Radio, Inc. 9,700 139 o= Liberty Media Corp., Class A 24,400 194 = McGraw Hill Cos., Inc. 5,700 279 = Omnicom Group, Inc. 2,600 216 = Readers Digest Association, Inc. 31,400 481 =* The Walt Disney Co. 17,100 417 = Time Warner, Inc. 101,450 1,809 = Tribune Co. 23,000 725 = Westwood One, Inc. 7,600 140 o= XM Satellite Radio Holdings, Inc. 17,200 496 ----------- 7,397 MISCELLANEOUS FINANCE 0.3% -------------------------------------------------------------------------- = Fannie Mae 7,800 371 NON-DURABLES & ENTERTAINMENT 0.5% -------------------------------------------------------------------------- o= Applebee's International, Inc. 6,200 136 o= Electronic Arts, Inc. 8,500 483 ----------- 619 OIL: DOMESTIC 0.8% -------------------------------------------------------------------------- = ChevronTexaco Corp. 1,260 72 = Marathon Oil Corp. 1,700 102 o= Murphy Oil Corp. 4,900 229 o= National-Oilwell Varco, Inc. 8,500 531 o= St. Mary Land & Exploration Co. 5,400 184 ----------- 1,118 PHARMACEUTICALS & BIOTECHNOLOGY 3.3% -------------------------------------------------------------------------- o= Endo Pharmaceutical Holdings, Inc. 4,800 129 =* GlaxoSmithKline PLC 10,600 551 o= Novartis AG 10,200 549 = Perrigo Co. 12,100 162 =* Teva Pharmaceutical Industries Ltd. 17,000 648 o= Watson Pharmaceuticals, Inc. 30,500 1,054 = Wyeth 33,600 1,497 ----------- 4,590 PRODUCER GOODS & MANUFACTURING 0.1% -------------------------------------------------------------------------- = Emerson Electric Co. 1,100 77 REAL ESTATE 1.1% -------------------------------------------------------------------------- = Biomed Property Trust, Inc. 5,000 125 = Equity One, Inc. 5,900 138 = Health Care Property Investors, Inc. 6,400 163 = Home Properties of New York, Inc. 5,500 214 = Plum Creek Timber Co., Inc. 6,500 253 = Rayonier, Inc. 8,362 320 = The Macerich Co. 2,510 161 = Trizec Properties, Inc. 9,260 206 ----------- 1,580 RETAIL 0.5% -------------------------------------------------------------------------- = Federated Department Stores, Inc. 8,888 545 = The Gap, Inc. 6,300 109 ----------- 654 RETAILING 2.4% -------------------------------------------------------------------------- = Genuine Parts Co. 2,700 120 o= Office Depot, Inc. 27,300 752 o= Saks, Inc. 5,900 107 o= Sears Holdings Corp. 8,224 989 = Talbots, Inc. 4,600 120 = Target Corp. 13,600 757
34 See financial notes. LAUDUS BALANCED MARKETMASTERS FUND
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) o= The TJX Max Cos., Inc. 20,800 448 ----------- 3,293 SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 2.3% -------------------------------------------------------------------------- o= Advanced Micro Devices, Inc. 45,900 1,066 o= Applied Materials, Inc. 32,900 539 o= Integrated Device Technology, Inc. 4,600 45 = Intersil Holding Corp., Class A 45,000 1,024 = Microchip Technology, Inc. 15,500 468 ----------- 3,142 SOFTWARE & SERVICES 1.6% -------------------------------------------------------------------------- = Adobe Systems, Inc. 11,800 381 o= Check Point Software Technologies Ltd. 7,500 168 o= Electronic Data Systems Corp. 36,700 855 o= Google, Inc. 2,000 744 o= Verity, Inc. 6,300 63 ----------- 2,211 TECHNOLOGY HARDWARE & EQUIPMENT 5.4% -------------------------------------------------------------------------- o= Avaya, Inc. 6,300 73 o= Avocent Corp. 3,100 95 o= Corning, Inc. 25,500 512 o= EMC Corp. 47,500 663 o= Flextronics International Ltd. 7,800 72 o= Foundry Networks, Inc. 7,200 86 =(9) Hewlett Packard Co. 68,200 1,912 = International Business Machines Corp. 14,100 1,155 o= Juniper Networks, Inc. 22,700 530 o= Lucent Technologies, Inc. 220,900 630 = Motorola, Inc. 13,100 290 = Qualcomm, Inc. 15,100 600 o= Solectron Corp. 139,900 494 o= Vishay Intertechnology, Inc. 12,800 145 o= Xerox Corp. 17,100 232 ----------- 7,489 TELECOMMUNICATION SERVICES 1.6% -------------------------------------------------------------------------- = Alltel Corp. 2,900 179 = Century Telephone Enterprises, Inc. 8,400 275 o= IDT Corp. 8,135 100 o= Qwest Communication International, Inc. 297,200 1,296 = Suntrust Banks, Inc. 3,678 267 o= Wireless Facilities, Inc. 17,400 116 ----------- 2,233 TELEPHONE 0.7% -------------------------------------------------------------------------- = SBC Communications, Inc. 39,700 947 TRANSPORTATION 2.8% -------------------------------------------------------------------------- = CNF, Inc. 20,000 1,126 = CSX Corp. 34,800 1,594 = J.B. Hunt Transport Services, Inc. 14,500 282 o= Kansas City Southern Industries, Inc. 7,500 166 = Laidlaw International, Inc. 12,000 273 o= Norfolk Southern Corp. 1,900 76 = Union Pacific Corp. 3,200 221 = Werner Enterprises, Inc. 7,200 129 ----------- 3,867 UTILITIES 1.1% -------------------------------------------------------------------------- = American Electric Power Co., Inc. 25,500 968 = Constellation Energy Group, Inc. 4,500 247 = DPL, Inc. 12,500 322 ----------- 1,537 UTILITIES: ELECTRIC & GAS 0.4% -------------------------------------------------------------------------- = TXU Corp. 5,200 524
SECURITY FACE AMOUNT VALUE RATE, MATURITY DATE ($ x 1,000) ($ x 1,000) U.S. GOVERNMENT SECURITIES 8.7% of net assets U.S. Treasury Bond 9.13%, 05/15/18 100 141 9.00%, 11/15/18 125 176 ~ 8.13%, 08/15/19 1,300 1,737 6.25%, 08/15/23 300 350 6.88%, 08/15/25 250 315 = 6.00%, 02/15/26 1,100 1,265
See financial notes. 35 LAUDUS BALANCED MARKETMASTERS FUND PORTFOLIO HOLDINGS continued
SECURITY FACE AMOUNT VALUE RATE, MATURITY DATE ($ x 1,000) ($ x 1,000) = 6.63%, 02/15/27 1,000 1,238 U.S. Treasury Inflation-Protected Security 0.88%, 04/15/10 100 100 = 1.63%, 01/15/15 300 299 U.S. Treasury Note 3.75%, 05/15/08 600 591 =~(7) 4.00%, 06/15/09 2,000 1,971 3.63%, 01/15/10 100 97 ~(3) 3.50%, 02/15/10 2,500 2,407 4.00%, 02/15/14 200 192 4.25%, 08/15/14 200 195 4.25%, 11/15/14 900 878 U.S. Treasury Stripped Bond 0.00%, 11/15/16 300 178 ----------- 12,130 FOREIGN GOVERNMENT SECURITIES 1.8% of net assets UK Treasury Gilt (6) 4.75%, 06/07/10 1,100 1,981 4.75%, 09/07/15 300 549 ----------- 2,530 CORPORATE BONDS 1.8% of net assets FIXED-RATE OBLIGATIONS 1.3% -------------------------------------------------------------------------- DaimlerChrysler NA Holding 6.40%, 05/15/06 200 202 = El Paso Corp. 7.80%, 08/01/31 100 100 Federal Republic of Brazil 4.31%, 04/15/09 206 204 11.00%, 08/17/40 200 240 Series EI 4.25%, 04/15/06 16 16 General Motors Corp. 8.38%, 07/15/33 350 261 = Harrahs Operating Co., Inc. 5.63%, 06/01/15 500 481 = Republic of Panama 9.38%, 01/16/23 250 305 ----------- 1,809 VARIABLE-RATE OBLIGATIONS 0.5% -------------------------------------------------------------------------- = DaimlerChrysler NA Holding 4.03%, 05/15/06 400 400 HSBC Bank USA 3.51%, 12/21/05 250 250 TXU Energy Co, L.L.C. 144A 4.92%, 01/17/06 50 50 ----------- 700 MUNICIPAL BONDS 1.3% of net assets REVENUE BONDS 1.3% -------------------------------------------------------------------------- = Golden State, California Securitization Corp. Revenue Bond, Series 2003-A-1 6.25%, 06/01/33 250 275 =+ Massachusetts State Water Resource Authority General Revenue Bond, Series 2002J 5.00%, 08/01/32 250 256 = Tobacco Settlement Financing Corp. of Rhode Island Revenue Bond, Series 2002A 6.25%, 06/01/42 500 530 =+ Triborough, New York Bridge & Tunnel Authority Revenue Bond, Series 2002B 5.00%, 11/15/32 750 767 ----------- 1,828 AGENCY MORTGAGE-BACKED SECURITIES 17.4% of net assets COLLATERALIZED MORTGAGE OBLIGATIONS 0.7% -------------------------------------------------------------------------- FIXED-RATE OBLIGATIONS 0.0% Fannie Mae Series 2003-3 Class PA 4.50%, 08/25/09 1 1 VARIABLE-RATE OBLIGATIONS 0.7% Freddie Mac Structured Series T-61 Class 1A1 3.90%, 11/01/05 923 927 ----------- 928 U.S. GOVERNMENT AGENCY MORTGAGES 16.7% -------------------------------------------------------------------------- Fannie Mae 4.00%, 11/01/18 to 10/01/20 2,875 2,728 4.50%, 07/01/33 to 09/01/35 1,845 1,725
36 See financial notes. LAUDUS BALANCED MARKETMASTERS FUND
SECURITY FACE AMOUNT VALUE RATE, MATURITY DATE ($ x 1,000) ($ x 1,000) =(1) 5.50%, 09/01/34 4,900 4,839 =(2) 5.50%, 11/01/34 2,823 2,788 ~ 5.50%, 11/15/34 550 543 5.50%, 02/01/34 to 09/01/35 3,762 3,717 (8) 5.50%, 02/01/35 1,951 1,926 (10) 5.50%, 04/01/35 1,928 1,903 6.00%, 04/01/16 to 03/01/18 58 59 (4) 6.00%, 04/01/35 2,318 2,340 Fannie Mae ARM 4.80%, 09/01/31 25 25 ~ Fannie Mae ARM TBA 0.08%, 11/22/35 200 202 Freddie Mac 6.00%, 09/01/22 209 213 Freddie Mac ARM 4.41%, 09/01/35 198 196 ----------- 23,204 NON-AGENCY MORTGAGE-BACKED SECURITIES 1.0% of net assets FIXED-RATE OBLIGATIONS 0.1% -------------------------------------------------------------------------- Bank of America Mortgage Securities Series 2004-2 Class 5A1 6.50%, 10/25/19 123 125 Residential Funding Mortgage Security I Series-S9 Class A1 6.50%, 03/25/32 67 68 ----------- 193 VARIABLE-RATE OBLIGATIONS 0.9% -------------------------------------------------------------------------- Bear Stearns Adjustable Rate Mortgage Trust Series 2002-11 Class 1A1 5.63%, 11/01/05 77 77 Series 2002-5 Class 6A 5.94%, 11/01/05 30 30 Series 2002-9 Class 2A 5.26%, 11/01/05 46 46 Series 2005-4 Class 23A2 5.45%, 11/01/05 175 175 Fannie Mae Grantor Trust Series 2005-T3 Class A1A 4.08%, 11/25/05 162 162 Quest Trust, 144A Series 2004-X2 Class A1 4.60%, 11/25/05 67 67 Structured Asset Securities Corp. Series 2002-13 Class 2A1 4.54%, 11/25/05 23 23 = Washington Mutual Series 2003-R1 Class A1 4.31%, 11/25/05 599 599 ----------- 1,179
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) PREFERRED STOCK 0.0% of net assets MISCELLANEOUS 0.0% -------------------------------------------------------------------------- Fannie Mae Preferred 10 1
SECURITY FACE AMOUNT VALUE RATE, MATURITY DATE ($ x 1,000) ($ x 1,000) SHORT-TERM INVESTMENTS 2.2% of net assets U.S. GOVERNMENT SECURITIES 0.1% -------------------------------------------------------------------------- U.S. Treasury Bill = 3.36%, 12/01/05 20 20 = 3.38%, 12/15/05 20 20 = 3.43%, 12/15/05 85 85 ----------- 125 COMMERCIAL PAPER & OTHER CORPORATE OBLIGATIONS 2.1% -------------------------------------------------------------------------- Barclays US Funding Corp. 4.17%, 02/24/06 1,100 1,085 Nordea North America 4.08%, 01/20/06 500 495 4.09%, 01/20/06 700 694 UBS Finance, Inc. 4.16%, 02/28/06 600 592 ----------- 2,866
See financial notes. 37 LAUDUS BALANCED MARKETMASTERS FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) OTHER INVESTMENTS 2.3% of net assets OTHER INVESTMENT COMPANIES 2.3% -------------------------------------------------------------------------- = Provident Institutional Funds-- TempCash 186,605 187 = Provident Institutional Funds-- TempFund 3,068,758 3,069 ----------- 3,256
NUMBER OF VALUE SECURITY DESCRIPTION CONTRACTS ($ x 1,000) OPTIONS 0.0% of net assets CALL OPTIONS 0.0% -------------------------------------------------------------------------- 3 Month LIBOR Futures, Strike Price 4.25, Expires 10/19/06 110 2 3 Month LIBOR Futures, Strike Price 4.50, Expires 10/04/06 210 6 3 Month LIBOR Futures, Strike Price 4.50, Expires 10/18/06 210 7 ----------- 15 PUT OPTIONS 0.0% -------------------------------------------------------------------------- 90 Day Euro Dollar Futures, Strike Price 92.50, Expires 03/13/06 35 --* 90 Day Euro Dollar Futures, Strike Price 93.75, Expires 12/19/05 50 1 90 Day LIBOR Futures, Strike Price 94.375, Expires 12/21/05 10 --* ----------- 1
END OF INVESTMENTS.
SECURITY FACE AMOUNT VALUE RATE, MATURITY DATE ($ x 1,000) ($ x 1,000) SHORT SALES 6.0% of net assets U.S. GOVERNMENT AGENCY MORTGAGES 1.2% -------------------------------------------------------------------------- ~ Fannie Mae TBA 6.00%, 11/14/05 1,600 1,614 U.S. GOVERNMENT SECURITIES 4.9% -------------------------------------------------------------------------- ~ U.S Treasury Note 4.38%, 05/15/07 500 500 6.00%, 08/15/09 400 421 4.00%, 11/15/12 1,100 1,066 3.63%, 05/15/13 3,200 3,024 4.13%, 05/15/15 1,800 1,738 ----------- 6,749
NUMBER OF VALUE SECURITY DESCRIPTION CONTRACTS ($ x 1,000) OPTIONS WRITTEN 0.0% of net assets CALL OPTIONS 0.0% -------------------------------------------------------------------------- 3 Month LIBOR Futures, Strike Price 4.31, Expires 10/19/06 50 (2) 3 Month LIBOR Futures, Strike Price 4.54, Expires 10/04/06 90 (6) 3 Month LIBOR Futures, Strike Price 4.56, Expires 10/18/06 90 (7) ----------- (15)
END OF SHORT SALES AND OPTIONS WRITTEN. *Amounts stated as "--" are less than $1. 38 See financial notes. LAUDUS BALANCED MARKETMASTERS FUND In addition to the above, the fund held the following at 10/31/05. All numbers x 1,000 except number of futures contracts. SWAP AGREEMENTS
Notional Unrealized Amount Gains/(Losses) INTEREST RATE SWAPS (Foreign) (USD) BRITISH POUNDS Receive fixed rate payments of 6 month LIBOR, Pay variable rate payments of 5.00%, expires 09/15/10, Citibank 100 --* Receive fixed rate payments of 6 month LIBOR, Pay variable rate payments of 5.00%, expires 09/15/10, Barclays Bank 600 (5) EUROPEAN EURO Receive variable rate payments of 6 month LIBOR, Pay fixed rate payments of 4.00%, expires 12/15/14, Merrill Lynch 1,200 7 JAPANESE YEN Receive variable rate payments of 6 month LIBOR, Pay fixed rate payments of 1.5%, expires 06/15/15, Merrill Lynch 20,000 1 Receive fixed rate payments of 6 month LIBOR, Pay variable rate payments of 1.5%, expires 06/15/15, Barclays Bank 10,000 1 U.S. DOLLARS Receive fixed rate payments of 3 month LIBOR, Pay variable rate payments of 4.00%, expires 12/15/10, Greenwich Capital 5,300 (152) Receive variable rate payments of 3 month LIBOR, Pay fixed rate payments of 5.00%, expires 12/15/15, JP Morgan Chase 1,000 56 Receive variable rate payments of 3 month LIBOR, Pay fixed rate payments of 6.00%, expires 12/15/24, UBS AG 200 3 CREDIT DEFAULT SWAPS U.S. DOLLARS GMAC Rate 1.90%, expires 09/20/06, Lehman Brothers, Inc. 500 --* Eli Lilly & Co. Rate 0.16%, expires 12/20/08, Barclays Bank PLC 100 --*
*Amounts stated as "--" are less than $1. See financial notes. 39 LAUDUS BALANCED MARKETMASTERS FUND All numbers x 1,000 except number of futures contracts. SWAP AGREEMENTS (CONTINUED)
Notional Unrealized Amount Gains/(Losses) Johnson & Johnson, Inc. Rate 0.11%, expires 12/20/08, Lehman Brothers, Inc. 100 --* Eaton Corp. Rate 0.28%, expires 12/20/08, Citibank N.A. 100 --* Whirlpool Corp. Rate 0.29%, expires 12/20/08, Lehman Brothers, Inc. 100 --* Home Depot, Inc. Rate 0.12%, expires 12/20/08, Lehman Brothers, Inc. 100 --* Fedex Corp. Rate 0.29%, expires 12/20/08, Citibank N.A. 100 --* Allstate Corp. Rate 0.26%, expires 12/20/08, Morgan Stanley 100 --* Wal-mart Stores, Inc. Rate 0.14%, expires 12/20/08, Citibank N.A. 200 --* Ingersoll-Rand Co. Ltd. Rate 0.32%, expires 12/20/08, Merrill Lynch 100 (1) Emerson Electric Co. Rate 0.21%, expires 12/20/08, Morgan Stanley 100 --* Autozone, Inc. Rate 0.35%, expires 12/20/08, UBS AG 200 1 Radioshack Corp. Rate 0.35%, expires 12/20/08, Lehman Brothers, Inc. 100 1 Masco Corp. Rate 0.30%, expires 12/20/08, Lehman Brothers, Inc. 100 --* People's Republic of China Rate 0.40%, expires 06/20/09, Lehman Brothers, Inc. 200 (2) Turkey Rate 2.70%, expires 09/20/10, Morgan Stanley 100 (3) DJ CDX Rate 0.40%, expires 06/20/10, Barclays Bank PLC 1,700 5 --------------- (88)
FUTURES CONTRACTS
Number of Contract Unrealized Contracts Value Gains/(Losses) 90 Day Eurodollar, Long expires 12/19/05 1 239 (2) 90 Day Eurodollar, Long expires 03/13/06 76 18,100 (35) 5 Year, Long U.S. Treasury Note, expires 12/20/05 60 6,353 (116)
*Amounts stated as "--" are less than $1. 40 See financial notes. LAUDUS BALANCED MARKETMASTERS FUND All numbers x 1,000 except number of futures contracts. FUTURES CONTRACTS (CONTINUED)
Number of Contract Unrealized Contracts Value Gains/(Losses) 10 Year, Short U.S. Treasury Note, expires 12/20/05 (23) 2,494 24 10 Year, Short Euro-Bund, expires 12/08/05 (6) 866 7 UK Gilt, Long expires 12/28/05 2 398 (6) -------------- (128)
FORWARD FOREIGN CURRENCY CONTRACTS
Amount of Amount of Currency to Currency to Currency to Currency to Unrealized Expiration Date be Received be Received be Delivered be Delivered Gains/(Losses) 11/08/05 European Euro 72 U.S. Dollars 87 --* 11/08/05 U.S. Dollars 30 European Euro 25 --* 11/21/05 U.S. Dollars 2,625 British Pounds 1,493 (16) 12/01/05 Japanese Yen 116,200 U.S. Dollars 1,022 (21) 01/26/06 Singapore Dollars 28 U.S. Dollars 17 (1) 01/26/06 South Korean Won 34,900 U.S. Dollars 34 (1) 02/02/06 Chilean Pesos 1,898 U.S. Dollars 3 --* 02/13/06 Russian Ruble 257 U.S. Dollars 9 --* 02/22/06 Chilean Pesos 16,625 U.S. Dollars 31 --* 02/22/06 Brazilian Real 54 U.S. Dollars 22 1 02/22/06 Peruvian New Sol 35 U.S. Dollars 11 --* 02/24/06 Singapore Dollars 16 U.S. Dollars 10 --* 02/24/06 South Korean Won 10,500 U.S. Dollars 10 --* 02/24/06 Polish Zloty 33 U.S. Dollars 10 --* 02/24/06 Taiwanese Dollars 300 U.S. Dollars 9 --* 02/28/06 Mexican Pesos 179 U.S. Dollars 16 --* 03/02/06 Slovakian Koruna 331 U.S. Dollars 10 --* 03/13/06 Peruvian New Sol 63 U.S. Dollars 19 (1) 03/20/06 Indian Rupee 1,362 U.S. Dollars 31 (1) 03/20/06 Singapore Dollars 16 U.S. Dollars 10 --* 03/21/06 South Korean Won 10,700 U.S. Dollars 10 --* 03/21/06 Taiwanese Dollars 300 U.S. Dollars 9 --* 03/22/06 Russian Ruble 276 U.S. Dollars 10 --* 03/27/06 Polish Zloty 34 U.S. Dollars 11 --* 03/27/06 Slovakian Koruna 603 U.S. Dollars 19 (1) -------------- (41)
*Amounts stated as "--" are less than $1. See financial notes. 41 LAUDUS BALANCED MARKETMASTERS FUND Statement of ASSETS AND LIABILITIES As of October 31, 2005. All numbers x 1,000 except NAV. ASSETS - -------------------------------------------------------------------------------- Investments, at value $145,246 a Foreign currency 45 b Receivables: Fund shares sold 131 Dividends 64 Interest 397 Due from brokers for futures 1 Investments sold 882 Investments sold short 10,087 Unrealized gains on forward foreign currency contracts 1 Prepaid expenses + 18 ----------- TOTAL ASSETS 156,872 LIABILITIES - -------------------------------------------------------------------------------- Securities sold short, at value 8,363 c Options written, at value 15 d Swap agreements, at fair value 287 e Payables: Fund shares redeemed 97 Investments bought 7,363 Due to brokers for futures 2 Covered short sales 1,643 Investment adviser and administrator fees 7 Transfer agency and shareholder service fees 3 Trustee fees 1 Withholding taxes on foreign dividends 2 Unrealized losses on forward foreign currency contracts 42 Accrued expenses + 55 ----------- TOTAL LIABILITIES 17,880 NET ASSETS - -------------------------------------------------------------------------------- TOTAL ASSETS 156,872 TOTAL LIABILITIES - 17,880 ----------- NET ASSETS $138,992 NET ASSETS BY SOURCE Capital received from investors 127,985 Net investment income not yet distributed 1,187 Net realized capital gains 3,808 f Net unrealized capital gains 6,012 f
NET ASSET VALUE (NAV) BY SHARE CLASS SHARES SHARE CLASS NET ASSETS / OUTSTANDING = NAV Investor Shares $129,795 10,101 $12.85 Select Shares $9,197 714 $12.87 All numbers x 1,000 except number of written option contracts. a The fund paid $139,051 for these securities. Includes certain restricted but deemed liquid 144A securities worth $117 or 0.1% 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 $139,038 Sales/maturities $140,306 The fund's long-term government security transactions were: Purchases $245,901 Sales/maturities $231,804 b The fund paid $43 for this currency. c The proceeds for securities sold short is $8,429. d OPTIONS NUMBER PREMIUMS WRITTEN OF CONTRACTS RECEIVED --------------- ------------- --------- Beginning of period 982 $219 Options written 314 50 Options closed (373) (78) Options (693) (168) expired Options exercised + -- -- ------------------------ End of period 230 $23 e The fund received $199 to enter into these swap agreements. f These derive from investments, short sales, options, foreign currency transactions, futures and swap agreements. FEDERAL TAX DATA - ------------------------------------------------- PORTFOLIO COST $139,357 NET UNREALIZED GAINS AND LOSSES: Gains $11,261 Losses + (5,372) ----------- $5,889 NET UNDISTRIBUTED EARNINGS: Ordinary income $1,124 Long-term capital gains $4,013 CAPITAL LOSSES UTILIZED $9,521 RECLASSIFICATIONS: Net investment income not yet distributed $55 RECLASSIFIED AS: Net realized capital losses ($55) 42 See financial notes. LAUDUS BALANCED MARKETMASTERS FUND Statement of OPERATIONS For November 1, 2004 through October 31, 2005. All numbers x 1,000. INVESTMENT INCOME - --------------------------------------------------------------------------------- Dividends $1,457 a Interest + 1,653 ----------- TOTAL INVESTMENT INCOME 3,110 NET REALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net realized gains on investments 14,032 Net realized gains on short sales 21 Net realized gains on foreign currency transactions 56 Net realized gains on option contracts 104 Net realized gains on futures contracts 132 Net realized gains on swap agreements + 132 ----------- NET REALIZED GAINS 14,477 NET UNREALIZED GAINS AND LOSSES - --------------------------------------------------------------------------------- Net unrealized losses on investments (3,982) Net unrealized gains on short sales 150 Net unrealized gains on foreign currency transactions 52 Net unrealized losses on option contracts (8) Net unrealized losses on futures contracts (349) Net unrealized losses on swap agreements + (219) ----------- NET UNREALIZED LOSSES (4,356) EXPENSES - --------------------------------------------------------------------------------- Investment adviser and administrator fees 1,111 b Transfer agent and shareholder service fees: Investor shares 335 c Select shares 10 c Trustees' fees 7 d Custodian and portfolio accounting fees 187 Professional fees 43 Registration fees 35 Shareholder reports 31 Other expenses + 8 ----------- Total expenses 1,767 Expense reduction - 245 e ----------- NET EXPENSES 1,522 INCREASE IN NET ASSETS FROM OPERATIONS - --------------------------------------------------------------------------------- TOTAL INVESTMENT INCOME 3,110 NET EXPENSES - 1,522 ----------- NET INVESTMENT INCOME 1,588 NET REALIZED GAINS 14,477 f NET UNREALIZED LOSSES + (4,356) f ----------- INCREASE IN NET ASSETS FROM OPERATIONS $11,709
Unless stated, all numbers x 1,000. a Net of $3 foreign withholding tax. b Calculated as a percentage of average daily net assets: 0.775% of the first $500 million, 0.75% of the next $500 million, and 0.725% over $1 billion. These fees are paid to Charles Schwab Investment Management, Inc. (CSIM) Prior to February 28, 2005, these fees were calculated as 0.85% of average daily net assets. 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 0.15% 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 $240 from the investment adviser (CSIM) and $5 from the transfer agent and shareholder service agent (Schwab). CSIM and Schwab has guaranteed to limit the annual operating expenses through February 28, 2006, as follows: % OF AVERAGE SHARE CLASS DAILY NET ASSETS ----------------------------------- Investor Shares 1.10% Select Shares 0.95% This limit excludes interest, taxes and certain non-routine expenses. f These add up to a net gain on investments of $10,121. See financial notes. 43 LAUDUS BALANCED MARKETMASTERS 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 $1,588 $852 Net realized gains 14,477 8,042 Net unrealized gains or losses + (4,356) 782 ------------------------------------ INCREASE IN NET ASSETS FROM OPERATIONS 11,709 9,676 DISTRIBUTIONS PAID - -------------------------------------------------------------------------------- DIVIDENDS FROM NET INVESTMENT INCOME Investor Shares 947 1,360 Select Shares + 21 -- ------------------------------------ TOTAL DIVIDENDS FROM NET INVESTMENT INCOME $968 $1,360 a,b
TRANSACTIONS IN FUND SHARES c - -------------------------------------------------------------------------------- 11/1/04-10/31/05 11/1/03-10/31/04 SHARES VALUE SHARES VALUE SHARES SOLD Investor Shares 1,399 $17,588 3,519 $40,718 Select Shares + 679 8,627 169 1,957 ------------------------------------------------ TOTAL SHARES SOLD 2,078 $26,215 3,688 $42,675 SHARES REINVESTED Investor Shares 71 $883 112 $1,274 Select Shares + 2 20 -- -- ------------------------------------------------ TOTAL SHARES REINVESTED 73 $903 112 $1,274 SHARES REDEEMED Investor Shares (2,354) ($29,691) (2,489) ($28,746) Select Shares + (105) (1,307) (31) (361) ------------------------------------------------ TOTAL SHARES REDEEMED (2,459) ($30,998) (2,520) ($29,107) d NET TRANSACTIONS IN FUND SHARES (308) ($3,880) 1,280 $14,842
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 11,123 $132,131 9,843 $108,973 Total increase or decrease + (308) 6,861 1,280 23,158 e ------------------------------------------------ END OF PERIOD 10,815 $138,992 11,123 $132,131 f
Unless stated, all numbers x 1,000. a UNAUDITED For corporations, 100% of the fund's dividends for this report period qualify for the dividends-received deductions. The fund designates $968 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 are: CURRENT PERIOD Ordinary income $968 Long-term capital gains $-- PRIOR PERIOD Ordinary income $1,360 Long-term capital gains $1 c The fund started offering Select Shares on June 3, 2004. d For shares purchased after 4/29/05 and held less than 30 days, the fund charges 2.00% redemption fee. CURRENT PERIOD Investor Shares $1 Select Shares + $-- --------- TOTAL $1 Dollar amounts are net of the redemption proceeds. e Figures for shares represent shares sold plus shares reinvested, minus shares redeemed. Figures for net assets represent the changes in net assets from operations plus the changes in value of transactions in fund shares, minus distributions paid. f Includes distributable net investment income in the amount of $1,187 and $512 at the end of the current period and prior period, respectively. 44 See financial notes. LAUDUS SMALL-CAP MARKETMASTERS FUND(TM) FINANCIAL STATEMENTS FINANCIAL HIGHLIGHTS
11/1/04- 11/1/03- 11/1/02- 11/1/01- 11/1/00- INVESTOR SHARES 10/31/05 10/31/04 10/31/03 10/31/02 10/31/01 - ------------------------------------------------------------------------------------------------------------------- PER-SHARE DATA ($) - ------------------------------------------------------------------------------------------------------------------- Net asset value at beginning of period 12.18 11.08 7.18 8.73 12.27 ------------------------------------------------------------ Income or loss from investment operations: Net investment income or loss (0.14) (0.14) (0.09) 0.04 0.41 Net realized and unrealized gains or losses 1.34 1.24 3.99 (1.54) (2.68) ------------------------------------------------------------ Total income or loss from investment operations 1.20 1.10 3.90 (1.50) (2.27) Less distributions: Dividends from net investment income -- -- (0.00) 1 (0.03) (0.55) Distributions from net realized gains -- -- -- (0.02) (0.72) ------------------------------------------------------------ Total distributions -- -- -- (0.05) (1.27) ------------------------------------------------------------ Net asset value at end of period 13.38 12.18 11.08 7.18 8.73 ------------------------------------------------------------ Total return (%) 9.85 9.93 54.32 (17.34) (19.99) RATIOS/SUPPLEMENTAL DATA (%) - ------------------------------------------------------------------------------------------------------------------- Ratios to average net assets: Net operating expenses 1.55 1.55 1.55 0.93 2,3 0.50 2 Gross operating expenses 1.69 1.77 1.80 1.31 2 0.91 2 Net investment income or loss (0.95) (1.08) (0.98) 0.06 4.17 Portfolio turnover rate 94 140 94 324 172 Net assets, end of period ($ x 1,000,000) 108 129 115 81 111
1 Per-share amount was less than $0.01. 2 Prior to the fund's change in structure on June 3, 2002, the expenses incurred by underlying funds in which the fund invested were not included in this ratio. 3 The ratio of net operating expenses would have been 0.84% if certain non-routine expenses (proxy fees) had not been included. See financial notes. 45 LAUDUS SMALL-CAP MARKETMASTERS FUND
11/1/04- 6/9/04 1- SELECT SHARES 10/31/05 10/31/04 - ------------------------------------------------------------------------------------------------------------------- PER-SHARE DATA ($) - ------------------------------------------------------------------------------------------------------------------- Net asset value at beginning of period 12.19 12.11 ----------------------------------------------------------- Income or loss from investment operations: Net investment loss (0.11) (0.03) Net realized and unrealized gains 1.33 0.11 ----------------------------------------------------------- Total income from investment operations 1.22 0.08 ----------------------------------------------------------- Net asset value at end of period 13.41 12.19 ----------------------------------------------------------- Total return (%) 10.01 0.66 2 RATIOS/SUPPLEMENTAL DATA (%) - ------------------------------------------------------------------------------------------------------------------- Ratio to average net assets: Net operating expenses 1.37 1.37 3 Gross operating expenses 1.64 1.79 3 Net investment loss (0.75) (0.91) 3 Portfolio turnover rate 94 140 2 Net assets, end of period ($ x 1,000,000) 1 0.32
1 Commencement of operations. 2 Per-share amount was less than $0.01. 3 Annualized. 4 Not annualized. 46 See financial notes. LAUDUS SMALL-CAP MARKETMASTERS FUND PORTFOLIO HOLDINGS as of October 31, 2005 This section shows all the securities in the fund's portfolio by industry classification and their value, as of the report date. The fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. The fund's Form N-Q is available on the SEC'S website at http://www.sec.gov and may be reviewed and copied at the SEC'S Public Reference Room in Washington, D.C. Call 1-800-SEC-0330 for information on the operation of the Public Reference Room. The schedule of portfolio holdings filed on the fund's most recent Form N-Q is available by visiting Schwab's website at www.schwab.com/schwabfunds. We use the symbol below to designate certain characteristics of the security. (1) Top ten holding o Non-income producing security
COST VALUE HOLDINGS BY CATEGORY ($x1,000) ($x1,000) - -------------------------------------------------------------------------------- 93.2% COMMON STOCK 86,094 101,694 0.7% FOREIGN COMMON STOCK 835 764 0.2% SHORT-TERM INVESTMENTS 199 199 5.3% OTHER INVESTMENTS 5,796 5,796 - -------------------------------------------------------------------------------- 99.4% TOTAL INVESTMENTS 92,924 108,453 0.6% OTHER ASSETS AND LIABILITIES 652 - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 109,105
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) COMMON STOCK 93.2% of net assets AIR TRANSPORTATION 3.2% -------------------------------------------------------------------------- o(3) AirTran Holdings, Inc. 109,800 1,642 o Continental Airlines, Inc. 66,800 865 o Jetblue Airways Corp. 35,400 659 SkyWest, Inc. 12,450 365 ----------- 3,531 BANKS 0.9% -------------------------------------------------------------------------- Commerce Bancorp, Inc. 6,820 208 North Fork Bancorp, Inc. 14,150 358 Peoples Bank 4,905 158 Zions Bancorp. 3,100 228 ----------- 952 BUSINESS MACHINES & SOFTWARE 0.3% -------------------------------------------------------------------------- o Lexmark International, Inc., Class A 5,170 215 o Seachange International, Inc. 13,100 82 ----------- 297 BUSINESS SERVICES 1.6% -------------------------------------------------------------------------- o Akamai Technologies, Inc. 24,400 423 o Aquantive, Inc. 42,500 920 o Cross Country Healthcare, Inc. 16,950 308 Mentor Graphics Corp. 11,300 94 ----------- 1,745 CAPITAL GOODS 9.5% -------------------------------------------------------------------------- o 3Com Corp. 168,860 650 o Alliant Techsystems, Inc. 5,500 386 Baldor Electric Co. 35,440 861 o BE Aerospace, Inc. 42,100 763 Bucyrus International, Inc. 3,175 132 o Builders Firstsource, Inc. 32,250 631 Dover Corp. 8,300 324 o EMCOR Group, Inc. 5,250 320 o General Cable Corp. 44,020 715 o Global Power Equipment Group, Inc. 25,375 159 Grainger, Inc. 5,500 368 Granite Construction, Inc. 18,175 620 o Infrasource Services, Inc. 5,975 77 Pall Corp. 5,600 147 SPX Corp. 5,800 250 Teleflex, Inc. 7,950 526 The Manitowoc Co., Inc. 12,190 649 o Trex Company, Inc. 20,870 434 o(9) URS Corp. 31,125 1,258 o Washington Group International, Inc. 15,200 755 York International Corp. 5,990 336 ----------- 10,361
See financial notes. 47 LAUDUS SMALL-CAP MARKETMASTERS FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) CHEMICAL 0.8% -------------------------------------------------------------------------- o Cabot Microelectronics Corp. 22,410 659 Cytec Industries, Inc. 4,550 188 ----------- 847 COMMERCIAL SERVICES & SUPPLIES 4.8% -------------------------------------------------------------------------- ABM Industries, Inc. 6,800 134 Administaff, Inc. 7,200 305 Bowne & Co., Inc. 15,200 216 o DeVry, Inc. 10,575 239 o Education Management Corp. 20,360 628 Knoll, Inc. 21,975 350 o Portfolio Recovery Associates, Inc. 25,750 1,002 (5) Steelcase, Inc., Class A 109,830 1,573 o Teletech Holdings, Inc. 10,400 108 o TRC Cos., Inc. 14,980 200 o Watson Wyatt & Co., Holdings 20,340 539 ----------- 5,294 CONSUMER DURABLES & APPAREL 8.6% -------------------------------------------------------------------------- (1) Beazer Homes USA, Inc. 36,675 2,125 o Comstock Homebuilding Cos., Class A 1,375 23 Jones Apparel Group, Inc. 8,285 226 La-Z-Boy Chair Co. 43,220 512 Leggett & Platt, Inc. 15,150 303 MDC Holdings, Inc. 14,123 969 o(6) Meritage Corp. 24,950 1,554 (10) Standard Pacific Corp. 31,000 1,196 (7) The Ryland Group, Inc. 21,700 1,460 o Toll Brothers, Inc. 26,300 971 ----------- 9,339 CONSUMER SERVICES 3.7% -------------------------------------------------------------------------- o California Pizza Kitchen, Inc. 25,415 813 o Cosi, Inc. 54,250 475 o O' Charleys, Inc. 41,820 573 o Six Flags, Inc. 101,180 748 o Texas Roadhouse, Inc., Class A 43,500 685 o Vail Resorts, Inc. 21,950 735 ----------- 4,029 DIVERSIFIED FINANCIALS 4.5% -------------------------------------------------------------------------- First Marblehead Corp. (The) 22,490 666 Jefferies Group, Inc. 21,525 914 o Knight Trading Group, Inc., Class A 72,130 690 Raymond James Financial, Inc. 22,460 764 (2) The Chicago Mercantile Exchange 5,000 1,826 ----------- 4,860 ELECTRONICS 1.5% -------------------------------------------------------------------------- o Kemet Corp. 32,700 226 o LAM Research Corp. 8,900 300 o LSI Logic Corp. 32,700 265 o RF Micro Devices, Inc. 31,450 165 o Sierra Wireless, Inc. 43,250 477 Tektronix, Inc. 10,985 253 ----------- 1,686 ENERGY 4.6% -------------------------------------------------------------------------- o Cooper Cameron Corp. 3,600 265 o Dresser-Rand Group, Inc. 16,950 368 ENSCO International, Inc. 4,200 191 o Global Industry Ltd. 22,100 281 o Helmerich & Payne, Inc. 14,370 796 o Oceaneering International, Inc. 20,190 972 o Offshore Logistics, Inc. 8,175 278 o Tetra Technologies, Inc. 8,400 235 Tidewater, Inc. 19,720 906 o Whiting Petroleum Corp. 18,490 750 ----------- 5,042 ENERGY: RAW MATERIALS 0.1% -------------------------------------------------------------------------- o Weatherford International Ltd. 1,300 82 FOOD & STAPLES RETAILING 0.4% -------------------------------------------------------------------------- o Performance Food Group Co. 15,920 439 FOOD BEVERAGE & TOBACCO 1.2% -------------------------------------------------------------------------- o Hain Celestial Group, Inc. 45,730 883 MGP Ingredients, Inc. 11,700 126 Molson Coors Brewing Co. 4,520 279 ----------- 1,288
48 See financial notes. LAUDUS SMALL-CAP MARKETMASTERS FUND
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) HEALTH CARE EQUIPMENT & SERVICES 10.4% -------------------------------------------------------------------------- Analogic Corp. 14,850 695 o Arthrocare Corp. 27,300 1,003 Beckman Coulter, Inc. 4,800 236 o Cholestech Corp. 14,325 123 o Edwards Lifesciences Corp. 6,000 248 o EV3, Inc. 23,050 346 o Foxhollow Technologies, Inc. 24,650 1,117 Hillenbrand Industries, Inc. 5,400 249 o Intuitive Surgical, Inc. 11,175 992 o Kyphon, Inc. 17,300 694 LCA-Vision, Inc. 14,550 611 o Lifecell Corp. 18,975 307 o Neurometric, Inc. 8,900 331 o NuVasive, Inc. 32,050 559 o Pharmaceutical Product Development, Inc. 8,890 511 o Rita Medical Systems, Inc. 35,200 118 o SurModics, Inc. 12,225 483 o Syneron Medical Ltd. 6,550 235 o Synovis Life Technologies, Inc. 10,775 97 o Thermo Electron Corp. 12,300 371 o Thoratec Corp. 49,725 984 o Varian, Inc. 11,550 425 o VCA Antech, Inc. 21,950 566 ----------- 11,301 HEALTHCARE / DRUGS & MEDICINE 2.1% -------------------------------------------------------------------------- o Lifepoint Hospitals, Inc. 27,500 1,075 o ResMed, Inc. 26,250 1,001 Valeant Pharmaceuticals International 15,000 258 ----------- 2,334 HOUSEHOLD & PERSONAL PRODUCTS 0.5% -------------------------------------------------------------------------- o NBTY, Inc. 28,030 561 HOUSEHOLD PRODUCTS 0.5% -------------------------------------------------------------------------- Estee Lauder Cos., Inc., Class A 8,600 285 International Flavors & Fragrances, Inc. 7,500 248 ----------- 533 INSURANCE 0.9% -------------------------------------------------------------------------- Arthur J. Gallagher & Co. 9,200 271 Assurant, Inc. 11,090 423 Old Republic International Corp. 12,800 332 ----------- 1,026 MATERIALS 1.1% -------------------------------------------------------------------------- o Aleris International, Inc. 18,850 489 Martin Marietta Materials, Inc. 9,340 737 ----------- 1,226 MEDIA 2.3% -------------------------------------------------------------------------- Dow Jones & Co., Inc. 5,500 186 o Emmis Communications Corp. 34,390 673 o Entercom Communications Corp. 3,450 100 o Radio One, Inc., Class D 50,470 596 o Univision Communications, Inc. 7,600 199 o Valassis Communications, Inc. 18,110 566 Westwood One, Inc. 7,800 144 ----------- 2,464 OIL: DOMESTIC 0.1% -------------------------------------------------------------------------- o Murphy Oil Corp. 1,800 84 PHARMACEUTICALS & BIOTECHNOLOGY 3.9% -------------------------------------------------------------------------- o Adams Respiratory Therapeutics, Inc. 14,800 554 o Andrx Corp. 26,820 415 o Charles River Laboratories, Inc. 5,290 231 o Human Genome Sciences, Inc. 28,590 239 o Momenta Pharmaceuticals, Inc. 17,000 366 o Par Pharmaceutical Cos., Inc. 6,200 160 Perrigo Co. 46,740 625 o Techne Corp. 4,325 234 o (8) United Therapeutics Corp. 19,600 1,448 ----------- 4,272 PRODUCER GOODS & MANUFACTURING 1.8% -------------------------------------------------------------------------- o GrafTech International Ltd. 16,100 79 Pentair, Inc. 10,600 344 o (4) The Shaw Group, Inc. 59,400 1,592 ----------- 2,015
See financial notes. 49 LAUDUS SMALL-CAP MARKETMASTERS FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) RAILROAD & SHIPPING 0.5% -------------------------------------------------------------------------- o Sharper Image Corp. 48,800 497 REAL ESTATE 1.9% -------------------------------------------------------------------------- o FelCor Lodging Trust, Inc. 30,920 462 Innkeepers USA Trust 31,940 498 Post Properties, Inc. 14,680 599 Washington Real Estate Investment Trust 19,170 572 ----------- 2,131 RETAILING 5.3% -------------------------------------------------------------------------- o Ann Taylor Stores Corp. 4,800 116 o Coldwater Creek, Inc. 39,650 1,070 o Cost Plus, Inc. 30,950 475 Family Dollar Stores, Inc. 13,500 299 Federated Department Stores, Inc. 6,072 373 o Genesco, Inc. 28,750 1,058 o Guess, Inc. 12,450 338 o Netflix, Inc. 28,650 757 Officemax, Inc. 12,790 358 Tiffany & Co. 7,500 296 o Wetseal, Inc., Class A 132,300 684 ----------- 5,824 SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 3.8% -------------------------------------------------------------------------- o Brooks Automation, Inc. 17,075 200 o Cymer, Inc. 7,650 266 o Cypress Semiconductor Corp. 25,600 348 o Freescale Semiconductor, Inc., Class B 14,900 356 Intersil Holding Corp., Class A 12,200 278 o Kopin Corp. 13,700 77 o Micron Technology, Inc. 13,000 169 National Semiconductor Corp. 19,560 443 o Novellus Systems, Inc. 17,800 389 o Teradyne, Inc. 33,600 455 o Trident Microsystems, Inc. 26,400 799 o Ultratech, Inc. 23,680 326 ----------- 4,106 SOFTWARE & SERVICES 7.8% -------------------------------------------------------------------------- o Agile Software Corp. 30,450 216 o Aspen Technology, Inc. 46,600 282 o Blue Coat Systems, Inc. 11,225 527 o Ciber, Inc. 120,095 766 o Corillian Corp. 13,925 44 Gevity HR, Inc. 12,300 317 Global Payments, Inc. 14,300 613 o Indus International, Inc. 57,575 167 o Informatica Corp. 36,330 432 o Internet Security Systems, Inc. 41,180 1,014 o Keane, Inc. 14,475 164 o Lionbridge Technologies, Inc. 35,600 241 o ManTech International Corp., Class A 28,250 783 Maximus, Inc. 18,290 663 o Micromuse 49,250 353 o MRO Software, Inc. 5,900 97 o Raindance Communications, Inc. 58,750 117 Talx Corp. 17,175 679 o Tibco Software, Inc. 87,110 661 o Tumbleweed Communications Corp. 12,585 43 o Unisys Corp. 25,700 131 o Webmethods, Inc. 27,125 189 ----------- 8,499 TECHNOLOGY HARDWARE & EQUIPMENT 4.1% -------------------------------------------------------------------------- o Andrew Corp. 69,850 742 o Anixter International, Inc. 5,150 191 o Arrow Electronics, Inc. 2,200 65 o Avid Technology, Inc. 8,700 428 o Celestica, Inc. 22,605 216 Cognex Corp. 21,550 616 Diebold, Inc. 10,740 388 o F5 Networks, Inc. 14,550 757 o Powerwave Technologies, Inc. 27,975 314 o Viisage Technology, Inc. 87,690 403 o Vishay Intertechnology, Inc. 35,800 406 ----------- 4,526
50 See financial notes. LAUDUS SMALL-CAP MARKETMASTERS FUND
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) TRANSPORTATION 0.5% -------------------------------------------------------------------------- American Commercial Lines, Inc. 17,900 503 FOREIGN COMMON STOCK 0.7% of net assets ISRAEL 0.5% -------------------------------------------------------------------------- o ECI Telecom, Ltd. 76,600 582 UNITED KINGDOM 0.2% -------------------------------------------------------------------------- Willis Group Holdings Ltd. 4,900 182
SECURITY FACE AMOUNT VALUE RATE, MATURITY DATE ($ x 1,000) ($ x 1,000) SHORT-TERM INVESTMENTS 0.2% of net assets U.S. GOVERNMENT SECURITIES 0.2% -------------------------------------------------------------------------- U.S. Treasury Bill 3.33%, 12/15/05 200 199
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) OTHER INVESTMENTS 5.3% of net assets OTHER INVESTMENT COMPANIES 5.3% -------------------------------------------------------------------------- Provident Institutional Funds-- TempCash 442,718 443 Provident Institutional Funds-- TempFund 5,352,663 5,353 ----------- 5,796
END OF INVESTMENTS. See financial notes. 51 LAUDUS SMALL-CAP MARKETMASTERS FUND Statement of ASSETS AND LIABILITIES As of October 31, 2005. All numbers x 1,000 except NAV. ASSETS - -------------------------------------------------------------------------------- Investments, at value $108,453 a Receivables: Fund shares sold 28 Dividends 36 Investments sold 2,600 Prepaid expenses + 16 ----------- TOTAL ASSETS 111,133 LIABILITIES - -------------------------------------------------------------------------------- Payables: Fund shares redeemed 160 Investments bought 1,792 Investment adviser and administrator fees 9 Transfer agency and shareholder service fees 2 Trustee fee 1 Accrued expenses + 64 ----------- TOTAL LIABILITIES 2,028 NET ASSETS - -------------------------------------------------------------------------------- TOTAL ASSETS 111,133 TOTAL LIABILITIES - 2,028 ----------- NET ASSETS $109,105 NET ASSETS BY SOURCE Capital received from investors 85,251 Net investment income not yet distributed 11 Net realized capital gains 8,314 b Net unrealized capital gains 15,529 NET ASSET VALUE (NAV) BY SHARE CLASS SHARES SHARE CLASS NET ASSETS / OUTSTANDING = NAV Investor Shares $108,284 8,094 $13.38 Select Shares $821 61 $13.41
Unless stated, all numbers x 1,000. a The fund paid $92,924 for these securities. Not counting short-term obligations and government securities, the fund's security transactions during the period were: Purchases $110,312 Sales/maturities $147,697 b These derive from investments and futures. FEDERAL TAX DATA --------------------------------------------------- PORTFOLIO COST $93,518 NET UNREALIZED GAINS AND LOSSES: Gains $20,226 Losses + (5,291) ---------- $14,935 NET UNDISTRIBUTED EARNINGS: Ordinary income $11 Long-term capital gains $8,917 CAPITAL LOSSES UTILIZED $787 RECLASSIFICATIONS: Net investment income not yet distributed $1,145 RECLASSIFIED AS: Net realized capital gains $47 Capital received from investors ($1,192) 52 See financial notes. LAUDUS SMALL-CAP MARKETMASTERS FUND Statement of OPERATIONS For November 1, 2004 through October 31, 2005. All numbers x 1,000. INVESTMENT INCOME - -------------------------------------------------------------------------------- Dividends $735 Interest + 4 ---------- TOTAL INVESTMENT INCOME 739 NET REALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net realized gains on investments 9,175 Net realized gains on futures contracts + 262 ---------- NET REALIZED GAINS 9,437 NET UNREALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net unrealized gains on investments 3,833 EXPENSES - -------------------------------------------------------------------------------- Investment adviser and administrator fees 1,490 a Transfer agent and shareholder service fees: Investor shares 304 b Select shares 2 b Trustees' fees 6 c Custodian and portfolio accounting fees 140 Professional fees 48 Registration fees 33 Shareholder reports 42 Other expenses + 8 ---------- Total expenses 2,073 Expense reduction - 175 d ---------- NET EXPENSES 1,898 DECREASE IN NET ASSETS FROM OPERATIONS - -------------------------------------------------------------------------------- TOTAL INVESTMENT INCOME 739 NET EXPENSES - 1,898 ---------- NET INVESTMENT LOSS (1,159) NET REALIZED GAINS 9,437 e NET UNREALIZED GAINS + 3,833 e ---------- INCREASE IN NET ASSETS FROM OPERATIONS 12,111
Unless stated, all numbers x 1,000. a Calculated as a percentage of average daily net assets: 1.17% of the first $500 million, 1.13% of the next $500 million and 1.07% over $1 billion. These fees are paid to Charles Schwab Investment Management, Inc. (CSIM) Prior to February 28, 2005, these fees were calculated as 1.30% of average daily net assets. b 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 0.15% of the assets of each respective share class. These fees are paid to Charles Schwab & Co., Inc. (Schwab). c For the fund's independent trustees only. d Includes $174 from the investment adviser (CSIM) and $1 from the transfer agent and shareholder service agent (Schwab). CSIM and Schwab has guaranteed to limit the annual operating expenses through February 28, 2006, as follows: % OF AVERAGE SHARE CLASS DAILY NET ASSETS ------------------------------------- Investor Shares 1.55% Select Shares 1.37% This limit excludes interest, taxes and certain non-routine expenses. e These add up to a net gain on investments of $13,270. See financial notes. 53 LAUDUS SMALL-CAP MARKETMASTERS FUND Statements of CHANGES IN NET ASSETS For the current and prior report periods. All numbers x 1,000 except footnote.
OPERATIONS - -------------------------------------------------------------------------------- 11/1/04-10/31/05 11/1/03-10/31/04 Net investment loss ($1,159) ($1,436) Net realized gains 9,437 21,842 Net unrealized gains or losses + 3,833 (9,695) ---------------------------------------- INCREASE IN NET ASSETS FROM OPERATIONS $12,111 $10,711
TRANSACTIONS IN FUND SHARES a - -------------------------------------------------------------------------------- 11/1/04-10/31/05 11/1/03-10/31/04 SHARES VALUE SHARES VALUE SHARES SOLD Investor Shares 351 $4,603 3,329 $40,268 Select Shares + 75 993 28 329 ------------------------------------------------ TOTAL SHARES SOLD 426 $5,596 3,357 $40,597 SHARES REDEEMED Investor Shares (2,867) ($37,600) (3,099) ($36,800) Select Shares + (40) (541) (2) (16) ------------------------------------------------ TOTAL SHARES REDEEMED (2,907) ($38,141) (3,101) ($36,816) b NET TRANSACTIONS IN FUND SHARES (2,481) ($32,545) 256 $3,781
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 10,636 $129,539 10,380 $115,047 Total increase or decrease + (2,481) (20,434) 256 14,492 c ------------------------------------------------ END OF PERIOD 8,155 $109,105 10,636 $129,539 d
Unless stated, all numbers x 1,000. a The fund started offering Select shares on June 9, 2004. b For shares purchased after 4/29/05 and held less than 30 days, the fund charges 2.00% redemption fee. CURRENT PERIOD Investor Shares $2 Select Shares + $-- ------ TOTAL $2 Dollar amounts are net of the redemption proceeds. c Figures for shares represent shares sold plus shares reinvested, minus shares redeemed. Figures for net assets represent the changes in net assets from operations plus the changes in value of transactions in fund shares, minus distributions paid. d Includes distributed net investment income in the amount of $11 and distributable net investment income of $25 at the end of the current and prior period, respectively. 54 See financial notes. LAUDUS INTERNATIONAL MARKETMASTERS FUND(TM) FINANCIAL STATEMENTS FINANCIAL HIGHLIGHTS
11/1/04- 11/1/03- 11/1/02- 11/1/01- 11/1/00- INVESTOR SHARES 10/31/05 10/31/04 10/31/03 10/31/02 10/31/01 - --------------------------------------------------------------------------------------------------------------------------- PER-SHARE DATA ($) - --------------------------------------------------------------------------------------------------------------------------- Net asset value at beginning of period 13.58 11.95 8.74 10.80 15.53 ---------------------------------------------------------------- Income or loss from investment operations: Net investment income 0.06 0.02 0.03 0.10 0.73 Net realized and unrealized gains or losses 3.16 1.65 3.18 (1.43) (3.90) ---------------------------------------------------------------- Total income or loss from investment operations 3.22 1.67 3.21 (1.33) (3.17) Less distributions: Dividends from net investment income (0.02) (0.04) (0.00) 1 (0.07) (0.77) Distributions from net realized gains -- -- -- (0.66) (0.79) ---------------------------------------------------------------- Total distributions (0.02) (0.04) -- (0.73) (1.56) ---------------------------------------------------------------- Net asset value at end of period 16.78 13.58 11.95 8.74 10.80 ---------------------------------------------------------------- Total return (%) 23.75 13.98 36.74 (13.65) (22.41) RATIOS/SUPPLEMENTAL DATA (%) - --------------------------------------------------------------------------------------------------------------------------- Ratio to average net assets: Net operating expenses 1.65 1.65 1.65 0.99 2,3 0.50 3 Gross operating expenses 1.74 1.89 1.92 1.32 3 0.88 3 Net investment income 0.37 0.15 0.33 0.60 5.13 Portfolio turnover rate 53 69 99 158 51 Net assets, end of period ($ x 1,000,000) 794 552 302 206 215
1 The per share amount was less than $0.01. 2 The ratio of net operating expenses would have been 0.93% if certain non-routine expenses (proxy fees) had not been included. 3 Prior to the fund's change in structure on June 3, 2002, the expenses incurred by underlying funds in which the fund invested were not included in this ratio. See financial notes. 55 LAUDUS INTERNATIONAL MARKETMASTERS FUND
11/1/04- 4/2/04 1- SELECT SHARES 10/31/05 10/31/04 - ------------------------------------------------------------------------------------------------------------------------------------ PER-SHARE DATA ($) - ------------------------------------------------------------------------------------------------------------------------------------ Net asset value at beginning of period 13.61 13.64 ---------------------------------------------------------------- Income or loss from investment operations: Net investment income 0.08 0.02 Net realized and unrealized gains or losses 3.17 (0.05) ---------------------------------------------------------------- Total income or loss from investment operations 3.25 (0.03) ---------------------------------------------------------------- Less distributions: Dividends from net investment income (0.05) -- ---------------------------------------------------------------- Net asset value at end of period 16.81 13.61 ---------------------------------------------------------------- Total return (%) 23.90 (0.22) 2 RATIOS/SUPPLEMENTAL DATA (%) - ------------------------------------------------------------------------------------------------------------------------------------ Ratio to average net assets: Net operating expenses 1.47 1.47 3 Gross operating expenses 1.68 1.86 3 Net investment income 0.59 0.37 3 Portfolio turnover rate 53 69 2 Net assets, end of period ($ x 1,000,000) 274 81
1 Commencement of operations. 2 Not annualized. 3 Annualized. 56 See financial notes. LAUDUS INTERNATIONAL MARKETMASTERS FUND PORTFOLIO HOLDINGS as of October 31, 2005 This section shows all the securities in the fund's portfolio by industry classification and their value, as of the report date. 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 at http://www.sec.gov 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. The schedule of portfolio holdings filed on the fund's most recent Form N-Q is available by visiting Schwab's website at www.schwab.com/schwabfunds. We use the symbol below to designate certain characteristics of the security. (1) Top ten holding o Non-income producing security * American Depositary Receipt = Collateral for future contract
COST VALUE HOLDINGS BY CATEGORY ($x1,000) ($x1,000) - -------------------------------------------------------------------------------- 94.6% FOREIGN COMMON STOCK 818,625 1,009,892 0.1% SHORT-TERM INVESTMENTS 896 896 4.5% OTHER INVESTMENTS 48,278 48,278 - -------------------------------------------------------------------------------- 99.2% TOTAL INVESTMENTS 867,799 1,059,066 0.8% OTHER ASSETS AND LIABILITIES 8,814 - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 1,067,880
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) FOREIGN COMMON STOCK 94.6% of net assets AUSTRALIA 2.3% -------------------------------------------------------------------------- Australia and New Zealand Banking Group Ltd. 468,000 8,262 BHP Billiton Ltd. 193,200 2,997 Billabong International Ltd. 161,200 1,565 Macquarie Bank Ltd. 64,900 3,151 Publishing & Broadcasting Ltd. 21,456 260 o Raiffeisen International Bank Holdings 43,000 2,708 SFE Corp. 209,654 1,957 Sigma Co., Ltd. 161,200 1,450 Toll Holdings Ltd. 179,400 1,681 ----------- 24,031 AUSTRIA 0.4% -------------------------------------------------------------------------- Andritz AG 17,557 1,595 Erste Bank der Oesterreichischen Sparkassen AG 48,100 2,503 ----------- 4,098 BAHAMAS 0.0% -------------------------------------------------------------------------- o Steiner Leisure Ltd. 15,349 523 BELGIUM 0.5% -------------------------------------------------------------------------- EVS Broadcast Equipment SA 16,526 556 Interbrew SA 56,866 2,272 o Option N.V. 36,667 2,320 ----------- 5,148 BRAZIL 0.7% -------------------------------------------------------------------------- Banco Itau SA Preferred 125,000 2,992 o Diagnosticos da America SA 31,100 504 * Gol Linhas Aereas International 25,000 866 o Natura Cosmeticos SA 38,700 1,532 Petrobras Brasileiro SA 95,700 1,369 o* Telesp Celular Participacoes SA 183,258 669 ----------- 7,932 CANADA 2.2% -------------------------------------------------------------------------- = Canadian National Railway Co. 54,300 3,931 Corus Entertainment, Inc. 10,200 269 Encana Corp. 60,400 2,762 Extendicare, Inc., Class A 144,199 2,322 o Gildan Activewear, Inc. 24,000 839 Home Capital Group, Inc., Class B 42,613 1,282 Manulife Financial Corp. 54,400 2,831 o* Nortel Networks Corp. 367,100 1,193 Peyto Energy Trust 56,632 1,248 o Research in Motion Ltd. 34,500 2,121 Ritchie Brothers Auctioneers, Inc. 18,700 767
See financial notes. 57 LAUDUS INTERNATIONAL MARKETMASTERS FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) o RONA, Inc. 54,100 1,005 Rothmans, Inc. 91,688 1,873 o Shoppers Drug Mart Corp. 21,500 715 ----------- 23,158 CAYMAN ISLANDS 0.1% -------------------------------------------------------------------------- * Ctrip.Com International Ltd. 13,900 800 CHILE 0.4% -------------------------------------------------------------------------- * Banco Santander Chile SA 26,600 1,039 o* Cencosud SA, 144A 52,700 1,663 S.A.C.I. Falabella SA 646,900 1,593 ----------- 4,295 COLOMBIA 0.1% -------------------------------------------------------------------------- * Bancolombia S.A. Sponsored 44,800 1,062 DENMARK 0.3% -------------------------------------------------------------------------- Bang Olufsen A/S Class B 15,915 1,523 o Genmab A/S 59,250 1,139 o Vestas Wind System A/S 4,400 95 ----------- 2,757 EGYPT 0.1% -------------------------------------------------------------------------- Orascom Construction Industries 46,705 1,586 FINLAND 0.2% -------------------------------------------------------------------------- Nokian Renkaat Oyj 163,190 2,543 FRANCE 9.1% -------------------------------------------------------------------------- o Accor SA 12,772 638 o Alten 35,356 1,030 April Group 48,294 1,701 AXA 50,349 1,458 o AXAlto Holding N.V. 41,130 1,120 (8) Banque National de Paris 160,500 12,174 Carrefour SA 46,235 2,056 Essilor International SA 25,600 2,108 o Eurazeo 13,200 1,283 o GameLoft 82,600 547 o Groupe Steria SCA 42,937 2,199 Hermes International 8,900 1,997 o Iliad SA 17,150 915 Ipsos 7,946 943 o JC Decaux SA 114,318 2,337 Klepierre 7,900 741 L'Oreal 82,000 6,030 Lvmh Moet Hennessy Louis Vutton SA 21,089 1,708 Neopost SA 59,500 5,741 o Nexity Co. 74,694 3,406 o Orpea 24,400 1,316 PagesJaunes SA 57,513 1,482 Pernod-Ricard 10,175 1,780 o Pinault-Printemps-Redoute SA 15,803 1,661 o Pinguely-Haulotte 107,277 1,939 Publicis Groupe SA 270,400 8,943 o Saft Groupe SA 32,407 1,025 Sagem SA 7,350 146 Sanofi-Aventis 109,300 8,757 o= Silicon-On-Insulator Technologies 163,623 2,453 = SR Teleperformance 73,352 2,160 Technip SA 37,200 2,013 o Television Francaise 1 104,000 2,668 Total SA, Class B 5,000 1,258 Vinci SA 27,800 2,174 o Vivendi Universal SA 155,586 4,897 o Wavecom SA 94,060 1,356 o Zodiac SA 23,000 1,254 ----------- 97,414 GERMANY 8.2% -------------------------------------------------------------------------- Allianz AG 17,443 2,460 AWD Holding AG 25,400 681 (4) Bayerische Motoren-Werke AG 305,800 13,302 o Bayerische Vereinsbank AG 71,617 2,002 Bijou Brigitte Modische Accessoires AG 12,323 2,562 Celesio AG 29,520 2,551 o Commerzbank AG 80,500 2,104 o Continental AG 36,200 2,767 o CTS Eventim AG 36,592 995 Deutsche Boerse AG 92,500 8,705 o Deutsche Euroshop AG 21,965 1,158 Deutsche Post AG 86,351 1,930 DIS Deutscher Industrie Service AG 30,145 1,640 E.ON AG 53,003 4,803 GFK AG 19,060 632
58 See financial notes. LAUDUS INTERNATIONAL MARKETMASTERS FUND
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) Hannover Rueckversicherung AG 119,500 4,313 o Heidelberger Druckmaschinen AG 11,881 377 Henkel KGaA 90,000 7,221 Hugo Boss AG Preferred 41,231 1,366 o Interhyp AG 10,335 619 o MTU Aero Engines Holdings AG 18,581 540 o Pfleiderer AG 28,581 521 o Porsche AG Preferred 3,650 2,640 o ProsiebenSat. 1 Media AG Preffered 98,647 1,699 Rational AG 10,401 1,166 o RWE AG 9,064 577 o SAP AG 36,300 6,225 o SBS Broadcasting SA 35,075 1,859 Software AG 58,252 2,654 Solarworld AG 13,258 1,801 Stada Arzneimittel AG 26,900 879 o Techem AG 20,378 811 o Vivacon AG 73,924 2,215 o Wincor Nixdorf AG 21,684 1,901 ----------- 87,676 GREECE 0.8% -------------------------------------------------------------------------- Coca-Cola Hellenic Bottling Co., SA 34,500 941 EFG Eurobanck Ergasias 51,300 1,546 Germanos SA 80,700 1,202 o Intralot SA Integrated Lottery 63,928 954 National Bank of Greece SA 63,400 2,474 o Q-Cells AG 200 11 o Siemens AG 20,087 1,493 ----------- 8,621 HONG KONG 2.2% -------------------------------------------------------------------------- Cheung Kong Holdings Ltd. 75,600 790 o China Construction Bank, Class H 1,900,400 576 China Insurance International Holdings Co., Ltd. 102,000 199 o China Insurance International Holdings Co., Ltd. 1,509,132 546 o China Mengniu Dairy Co. 902,000 711 China Mobile Ltd. 1,065,500 4,780 o China Paradise Electronics Retail Ltd. 568,954 172 Citic Pacific Ltd. 27,250 71 Cosco Pacific Ltd. 50,000 82 Esprit Holdings Ltd. 252,000 1,785 o Foxconn International Holdings 1,629,000 1,751 o Fu Ji Food & Catering Services 265,000 302 Giordano International Ltd. 1,436,000 826 Li & Fung Ltd. 1,222,000 2,622 Li Ning Co., Ltd. 1,028,000 625 Lifestyle International Holdings Ltd. 239,500 346 MTR Corp., Ltd. 345,200 654 o Pacific Basin Shipping Ltd. 2,742,000 1,268 Ports Design Ltd. 363,500 342 Sung Hung Kai Properties 136,900 1,299 Techtronic Industries Co., Ltd. 1,041,500 2,563 o Vtech Holdings Ltd. 263,000 1,120 ----------- 23,430 HUNGARY 0.2% -------------------------------------------------------------------------- Otp Bank Rt. 44,200 1,597 INDIA 0.6% -------------------------------------------------------------------------- Associated Cement Cos., Ltd. 86,200 852 o Bharat Forge 513 3 o Bharti Televentures Ltd. 110,700 794 HDFC Bank Ltd. 95,700 1,298 Housing Development Finance Corp., Ltd. 75,300 1,622 o Infosys Technologies Ltd. 25,300 1,419 ----------- 5,988 IRELAND 1.6% -------------------------------------------------------------------------- Anglo Irish Bank Corp. PLC 188,200 2,565 Bank of Ireland 821,000 12,500 Kingspan Group PLC 90,100 1,043 o Paddy Power PLC 51,951 878 o United Drug PLC 152,000 592 ----------- 17,578
See financial notes. 59 LAUDUS INTERNATIONAL MARKETMASTERS FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) ISRAEL 0.2% -------------------------------------------------------------------------- o* Orbotech Ltd. 25,000 543 Partner Communications Co., Ltd. 168,557 1,386 ----------- 1,929 ITALY 2.9% -------------------------------------------------------------------------- Amplifon SPA 18,563 1,213 Assicurazioni Generali 63,332 1,884 Banco Popolare di Verona e Novara Scrl 139,000 2,566 Credito Emiliano SPA 90,400 954 Eni SPA 73,162 1,958 o Gemina SPA 640,200 1,450 o Luxottica Group SPA 117,800 2,843 Pirelli & C. Real Estate SPA 14,100 772 Recordati SPA 353,547 2,586 o Saipem SPA 281,300 4,026 San Paolo IMI SPA 90,900 1,313 Tod's SPA 33,359 1,908 Unicredito Italiano SPA 1,044,000 5,830 o Valentino Fashion Group SPA 89,783 2,101 ----------- 31,404 JAPAN 18.6% -------------------------------------------------------------------------- ABC-Mart, Inc. 38,000 1,033 o ABC-Mart, Inc., WI 56,000 1,477 o AEON Co., Ltd. 3,900 81 Aeon Credit Service Co., Ltd. 23,100 1,814 Aeon Mall Co., Ltd 35,500 1,508 o Amano Corp. 127,000 2,091 Askul Corp. 14,400 872 o Bridgestone Corp. 39,700 811 o Chiyoda Corp. 85,000 1,468 o Chugai Pharmaceutical Co., Ltd. 258,900 5,669 Credit Saison Co., Ltd. 126,400 5,735 o Daifuku Co., Ltd. 226,000 2,979 Daiwa Securities Group, Inc. 865,500 7,110 en-Japan, Inc. 192 818 Hitachi Koki Co., Ltd. 199,000 2,708 o Hogy Medical Co., Ltd. 28,100 1,534 (7) Honda Motor Co., Ltd. 221,700 12,330 Honeys Co., Ltd. 12,900 671 Hoya Corp. 33,400 1,170 o Hoya Corp., WI 85,200 2,950 Intelligence, Ltd. 733 1,453 ITO EN Ltd. 15,000 722 o J-Oil Mills, Inc. 201,000 856 Japan Tobacco, Inc. 79 1,249 o Jupiter Telecommunications Co., Ltd. 2,668 2,151 o K.K. Davinci Advisors 753 3,551 Kao Corp. 71,000 1,700 o Kennedy-Wilson Japan 221 907 Keyence Corp. 17,500 4,027 Komeri Co., Ltd. 39,200 1,389 Meitec Corp. 120,000 3,878 Mitsubishi Corp. 153,000 2,975 o Mitsubishi Estate Co., Ltd. 46,000 680 Mitsubishi Tokyo Financial Group, Inc. 443 5,568 Mitsui & Co., Ltd. 51,500 632 Mitsui Fudosan Co., Ltd. 24,000 393 Mizuho Financial Group, Inc. 584 3,899 Nabtesco Corp. 279,598 2,345 Nakanishi, Inc. 8,400 1,100 o Neomax Co., Ltd. 31,600 956 Nidec Corp. 22,800 1,338 o Nidec Corp., WI 19,000 1,053 Nitori Co., Ltd. 13,280 1,006 Nitto Denko Corp. 33,400 2,022 NIWS Co., Ltd. 515 560 NTT DoCoMo, Inc. 6,360 10,983 Orix Corp. 44,800 8,400 o Pal Co., Ltd. 25,540 1,597 Park24 Co., Ltd. 46,000 1,087 Point, Inc. 74,240 4,611 Rohm Co., Ltd. 71,000 5,754 o Ryohin Keikaku Co., Ltd. 26,900 1,794 Sega Sammy Holdings, Inc. 64,524 2,322 o Sega Sammy Holdings, Inc., WI 61,424 2,211 Sharp Corp. 425,000 5,836 Shimamura Co., Ltd. 15,400 1,975 Shinsei Bank Ltd. 490,000 2,851 SMC Corp. 10,800 1,437 Sparx Asset Management Co., Ltd. 360 876
60 See financial notes. LAUDUS INTERNATIONAL MARKETMASTERS FUND
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) Sumitomo Trust and Banking Co., Ltd. 82,750 704 Sundrug Co., Ltd. 17,600 993 Sysmex Corp. 19,600 780 o Sysmex Corp., WI 23,000 877 (10) Takeda Chemical Industries Ltd. 200,500 10,990 o Takeuchi Mfg. Co., Ltd. 17,300 939 Toagosei Chemical Ltd. 491,000 2,492 Toyo Tire & Rubber Co., Ltd. 364,000 2,067 Tsugami Corp. 230,000 1,481 Tsumura & Co. 136,000 2,961 Uni-Charm Corp. 182,200 8,230 United Arrows Ltd. 22,600 1,205 Urban Corp. 49,200 3,043 Yamada Denki Co., Ltd. 31,500 2,782 o Yoshinoya D&C Co., Ltd. 1,572 2,968 o Zephyr Co., Ltd. 920 3,045 ----------- 198,530 MALAYSIA 0.2% -------------------------------------------------------------------------- o Airasia BHD 1,734,000 736 o Commerce Asset-Holding Berhad 861,500 1,255 Transmile Group Berhad 89,900 255 ----------- 2,246 MEXICO 1.5% -------------------------------------------------------------------------- America Mobil SA de CV 944,500 1,233 o Consorcio ARA SA de CV 155,700 575 o Corporacion Geo SA, Series B 411,100 1,269 o* Desarrolladora Homex SA de CV 32,500 971 * Grupo Aeroportuario del Sureste SA de CV 25,300 822 * Grupo Televisa SA de CV 80,200 5,863 o Urbi Desarrollos Urbanos SA de CV 219,300 1,384 Walmart de Mexico, Series V 825,700 4,019 ----------- 16,136 NETHERLANDS 5.2% -------------------------------------------------------------------------- Aalberts Industries N.V. 31,163 1,516 AKZO Nobel N.V. 224,200 9,691 o AM N.V. 129,699 1,524 o ASM Lithography Holding N.V. 138,303 2,342 o ASML Holding N.V. 24,500 416 o Ballast Nedam N.V. CVA 52,552 2,147 Euronext N.V. 236,000 10,029 Fortis N.V. 161,373 4,594 Heijmans N.V. 41,079 1,856 Heineken Holding N.V. 200,000 5,922 ING Groep N.V. 69,945 2,017 o Kon Philips Electronics N.V. 199,100 5,207 Koninklijke Ten Cate N.V. 12,952 1,363 Ordina Beheer N.V. 132,541 2,234 o= Stork N.V. 66,745 2,482 o TomTom N.V. 55,300 2,130 ----------- 55,470 NORWAY 1.9% -------------------------------------------------------------------------- Acta Holdings ASA 977,361 2,298 o Aker ASA 300 8 o Fred Olsen Energy ASA 85,617 2,352 o Norwegian Air Shuttle ASA 79,067 772 o Petroleum Geo Services ASA 36,487 918 o Songa Offshore ASA 301,293 1,319 Statoil ASA 83,300 1,849 o Stolt Offshores SA 303,179 3,147 o SubSea 7, Inc. 228,464 2,380 o Tandberg Television ASA 158,118 1,969 o TGS Nopec Geophysical Co. ASA 28,758 1,081 o Tomra Systems ASA 282,741 1,932 ----------- 20,025 PORTUGAL 0.2% -------------------------------------------------------------------------- Banco Comercial Portugues SA 805,889 2,039 RUSSIA 0.7% -------------------------------------------------------------------------- o AFK Sistema, 144A GDR 41,838 937 * Lukoil Holding Co. 79,300 4,373 o* Novatek OAO, 144A 48,900 1,076 o* Pyaterochka Holding N.V. 144A 63,900 1,253 ----------- 7,639 SINGAPORE 1.8% -------------------------------------------------------------------------- Capitaland Ltd. 1,368,000 2,575 = Cosco Investments 3,444,520 4,490
See financial notes. 61 LAUDUS INTERNATIONAL MARKETMASTERS FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) o Goodpack Ltd. 414,000 448 Hyflux Ltd. 1,045,500 1,850 Jaya Holdings Ltd. 1,232,000 976 Keppel Corp., Ltd. 177,500 1,218 Osim International Ltd. 669,600 612 o Singapore Airlines Ltd. 267,600 1,772 Singapore Telecommunications Ltd. 905,407 1,247 o United Overseas Bank Ltd. 48,200 67 o United Overseas Bank Ltd. 482,000 3,935 ----------- 19,190 SOUTH AFRICA 0.5% -------------------------------------------------------------------------- o Aspen Pharmacare Holdings Ltd. 177,300 819 Edgars Consolidated Stores Ltd. 234,900 1,043 Investec Ltd. 28,011 1,006 MTN Group Ltd. 162,000 1,206 Naspers Ltd. 67,600 976 ----------- 5,050 SOUTH KOREA 3.9% -------------------------------------------------------------------------- Hana Bank 41,450 1,497 Hyundai Motor Co. Ltd. 36,200 2,676 o(9) Kookmin Bank 197,480 11,236 * Kookmin Bank 1,000 58 o Korea Investment Holdings, Co., Ltd. 25,800 667 Korea Tobacco and Ginseng Corp. 152,600 6,249 NHN Corp. 8,200 1,372 Samsung Electronics Co., Ltd. Preferred 3,770 2,007 o Shinhan Financial Group Co., Ltd. 43,640 1,463 o* SK Telecom Co., Ltd. 10,500 212 (6) SK Telecom Co., Ltd. 71,200 12,876 o Ssangyong Motor Co. 169,500 1,327 ----------- 41,640 SPAIN 1.3% -------------------------------------------------------------------------- Banco Bilbao Vizcaya Argentaria SA 104,821 1,849 Banco Santander Central Hispano SA 102,705 1,308 Grupo Ferrovial SA 22,800 1,685 o Inditex SA 121,978 3,612 Prisa-Promotora de Informaciones SA 95,384 1,749 Prosegur Compania de Seguridad SA 71,220 1,741 Tubacex SA 552,948 2,320 ----------- 14,264 SWEDEN 1.7% -------------------------------------------------------------------------- o Capio AB 151,553 2,618 Clas Ohlson AB Class B 50,900 994 Elekta AB, Class B 191,587 2,924 o Ericsson Telefonab LM AB Class B 290,000 950 o* Ericsson Telefonab LM SP 47,200 1,549 HIQ International AB 190,347 927 JM AB 61,049 2,537 Lindex AB 41,612 2,023 o Modern Times Group AB Series B 23,750 910 Unibet Group PLC 80,878 1,690 o Wm-Data AB, Class B 299,206 823 ----------- 17,945 SWITZERLAND 9.3% -------------------------------------------------------------------------- o Actelion Ltd. 12,050 1,355 o Charles Voegele Holding AG 15,662 1,144 o Credit Suisse Group 214,500 9,488 o EFG International 38,900 1,118 o Georg Fischer AG 4,740 1,467 Givaudan AG 11,700 7,540 o Kudelski SA 19,000 674 Lonza Group AG 106,400 6,132 (1) Nestle SA 53,739 16,001 o Nobel Biocare Holding AG 7,197 1,659 (3) Novartis AG 263,874 14,192 Phonak Holding AG 23,300 972 o Roche Holding AG Genusschein 71,417 10,670 Schweizerische Rueckversicherung 10,820 730 Swatch Group AG 65,500 9,086 o Syngenta AG 57,800 6,207 o Synthes, Inc. 1,433 152
62 See financial notes. LAUDUS INTERNATIONAL MARKETMASTERS FUND
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) United Bank of Switzerland AG 122,486 10,443 ----------- 99,030 TAIWAN 0.9% -------------------------------------------------------------------------- o Chinatrust Financial Holding Co., Ltd. 1,075,293 837 * Chunghwa Telecom Co., Ltd. 60,300 1,044 Hon Hai Precision Industry Co., Ltd. 627,240 2,717 Largan Precision Co., Ltd. 111,850 1,015 MediaTek, Inc. 238,400 2,063 Novatek Microelectronics Corp., Ltd. 277,302 1,217 o Wistron Corp. 499,000 524 ----------- 9,417 TURKEY 0.1% -------------------------------------------------------------------------- o Turkiye Garanti Bankasi A.S. 522,000 1,561 UNITED KINGDOM 13.7% -------------------------------------------------------------------------- Aegis Group PLC 1,715,500 3,780 Aggreko PLC 356,927 1,511 o Amino Technologies PLC 75,203 177 o Ark Therapeutics Group PLC 297,014 525 o Ashtead Group PLC 767,264 1,915 Associated British Ports Holdings PLC 746,000 7,235 = BG Group PLC 701,900 6,175 BP PLC 375,000 4,154 = British Sky Broadcasting Group PLC 1,039,940 9,387 Burren Energy PLC 94,800 1,344 Cadbury Schweppes PLC 890,782 8,778 o Cairn Energy PLC 61,500 1,881 Capital Group PLC 293,820 2,029 Carnival PLC 24,242 1,229 (5) Diageo PLC 896,000 13,235 o Enodis PLC 1,515,000 3,412 =(2) GlaxoSmithKline PLC 585,700 15,234 Homeserve PLC 59,313 1,061 o IG Group Holdings PLC 779,359 2,063 Intertek Group 73,500 927 = ITV PLC 1,239,821 2,283 Johnston Press PLC 215,000 1,784 = Kingfisher PLC 792,320 2,974 Lloyds TSB Group PLC 994,000 8,129 Michael Page Group PLC 1,415,600 5,789 o Morgan Crucible Co., PLC 277,955 1,034 Morrison Wm. Supermarkets 468,197 1,356 o NETeller PLC 145,190 1,772 Northgate PLC 42,300 749 Reckitt Benkiser PLC 68,297 2,064 Rotork PLC 102,186 1,035 RTL Group SA 10,160 744 S I G PLC 84,003 1,012 Signet Group PLC 5,365,000 9,659 Smith & Nephew PLC 34,438 291 Standard Chartered PLC 106,100 2,228 = Tesco PLC 1,051,455 5,599 o Trinity Mirror PLC 208,400 2,197 o Ultra Electronics Holdings PLC 120,167 1,872 o Vodafone Group PLC 2,805,000 7,365 o Vt Group PLC 23,800 152 ----------- 146,140
The foreign securities were valued at fair value in accordance with board approved procedures. (See Accounting Policies).
SECURITY FACE AMOUNT VALUE RATE, MATURITY DATE ($ x 1,000) ($ x 1,000) SHORT-TERM INVESTMENTS 0.1% of net assets U.S. GOVERNMENT SECURITIES 0.1% -------------------------------------------------------------------------- = U.S. Treasury Bill 3.33%, 12/15/05 900 896
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) OTHER INVESTMENTS 4.5% of net assets OTHER INVESTMENT COMPANIES 4.5% -------------------------------------------------------------------------- = Provident Institutional Funds -- TempFund 48,277,919 48,278
END OF INVESTMENTS. See financial notes. 63 LAUDUS INTERNATIONAL MARKETMASTERS FUND In addition to the above, the fund held the following at 10/31/05. All numbers x 1,000 except number of futures contracts. FUTURES CONTRACTS
Number of Contract Unrealized Contracts Value Gains/(Losses) S&P 500 Index, Long expires 12/15/05 27 8,166 107
FORWARD FOREIGN CURRENCY CONTRACTS
Amount of Amount of Currency to Currency to Currency to Currency to Unrealized Expiration Date be Received be Received be Delivered be Delivered Gains/(Losses) 11/16/05 Swiss Francs 15,500 U.S. Dollars 12,164 (128) 11/16/05 U.S. Dollars 13,369 Swiss Francs 15,500 1,333 11/17/05 Swiss Francs 4,800 U.S. Dollars 3,706 21 11/17/05 U.S. Dollars 7,757 Swiss Francs 9,000 768 11/22/05 U.S. Dollars 5,738 Swiss Francs 6,600 611 11/28/05 British Pounds 3,300 U.S. Dollars 5,752 85 11/28/05 U.S. Dollars 6,087 British Pounds 3,300 250 12/07/05 U.S. Dollars 6,085 British Pounds 3,200 425 12/07/05 U.S. Dollars 3,936 Swiss Francs 4,400 513 12/09/05 U.S. Dollars 8,014 British Pounds 4,200 586 *02/10/06 British Pounds 4,400 U.S. Dollars 7,733 47 02/10/06 U.S. Dollars 9,181 British Pounds 4,900 516 05/10/06 Swiss Francs 7,600 U.S. Dollars 6,058 (58) 05/10/06 U.S. Dollars 6,478 Swiss Francs 7,600 477 -------------- 5,446
* Consists of two separate forward currency contracts. 02/10/06 British Pounds 600 U.S. Dollars 1,046 15 02/10/06 British Pounds 3,800 U.S. Dollars 6,687 32
64 See financial notes. LAUDUS INTERNATIONAL MARKETMASTERS FUND All numbers x 1,000 FOREIGN CURRENCY CONTRACTS
Amount of Amount of Currency to Currency to Currency to Currency to Unrealized Expiration Date be Received be Received be Delivered be Delivered Gains/(Losses) 11/01/05 British Pounds 384 U.S. Dollars 684 (5) 11/01/05 Canadian Dollars 84 U.S. Dollars 72 -- * 11/01/05 Danish Krones 2,036 U.S. Dollars 330 (3) 11/01/05 European Euro 871 U.S. Dollars 1,056 (11) 11/01/05 Norwegian Krone 1,366 U.S. Dollars 212 (2) 11/01/05 U.S. Dollars 25 British Pounds 14 -- * 11/01/05 U.S. Dollars 114 Danish Krone 700 1 11/01/05 U.S. Dollars 432 Japanese Yen 49,866 4 11/01/05 U.S. Dollars 439 Norwegian Krone 2,826 5 11/01/05 U.S. Dollars 16 Hong Kong Dollars 121 -- * 11/01/05 U.S. Dollars 623 South Korean Won 4,908 7 11/02/05 Australian Dollars 98 U.S. Dollars 74 (1) 11/02/05 Danish Krones 1,637 U.S. Dollars 263 (1) 11/02/05 European Euro 254 U.S. Dollars 306 (2) 11/02/05 Swiss Francs 286 U.S. Dollars 223 (2) 11/02/05 U.S. Dollars 125 British Pounds 70 -- * 11/02/05 U.S. Dollars 108 Danish Krone 665 1 11/02/05 U.S. Dollars 542 European Euro 452 -- * 11/02/05 U.S. Dollars 367 Japanese Yen 42,473 1 11/02/05 U.S. Dollars 209 South Korean Won 1,650 2 11/03/05 European Euro 4 U.S. Dollars 5 -- * 11/03/05 Swedish Krona 6,560 U.S. Dollars 825 (2) 11/03/05 U.S. Dollars 203 Canadian Dollars 240 -- * 11/03/05 U.S. Dollars 399 Swedish Krona 3,180 -- * 11/04/05 U.S. Dollars 911 Japanese Yen 106,048 -- * 11/07/05 Singapore Dollars 92 U.S. Dollars 54 -- * ----------- (8)
* Amounts stated as "--" are less than $1. See financial notes. 65 LAUDUS INTERNATIONAL MARKETMASTERS FUND Statement of ASSETS AND LIABILITIES As of October 31, 2005. All numbers x 1,000 except NAV. ASSETS - -------------------------------------------------------------------------------- Investments, at value $1,059,066 a Foreign currency 1,926 b Receivables: Fund shares sold 3,915 Dividends 1,464 Due from brokers for futures 68 Foreign tax reclaims 431 Investments sold 5,812 Unrealized appreciation on foreign currency contracts 21 Unrealized appreciation on forward foreign currency contracts 5,632 Prepaid expenses + 46 -------------- TOTAL ASSETS 1,078,381 LIABILITIES - -------------------------------------------------------------------------------- Payables: Fund shares redeemed 672 Investments bought 9,304 Investment adviser and administrator fees 108 Transfer agency and shareholder service fees 18 Trustee fees 1 Unrealized depreciation on foreign currency contracts 29 Unrealized depreciation on forward foreign currency contracts 186 Accrued expenses + 183 -------------- TOTAL LIABILITIES 10,501 NET ASSETS - -------------------------------------------------------------------------------- TOTAL ASSETS 1,078,381 TOTAL LIABILITIES - 10,501 -------------- NET ASSETS $1,067,880 NET ASSETS BY SOURCE Capital received from investors 898,372 Net investment income not yet distributed 1,223 Net realized capital losses (28,505)c Net unrealized capital gains 196,790 c NET ASSET VALUE (NAV) BY SHARE CLASS SHARES SHARE CLASS NET ASSETS / OUTSTANDING = NAV Investor Shares $793,524 47,285 $16.78 Select Shares $274,356 16,319 $16.81
Unless stated, all numbers x 1,000. a The fund paid $867,799 for these securities. Includes certain restricted but deemed liquid 144A securities worth $4,929 or 0.5% 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 $676,843 Sales/maturities $433,665 b The fund paid $1,942 for these currencies. c These derive from investments, foreign currency transactions and futures. FEDERAL TAX DATA -------------------------------------------------- PORTFOLIO COST $875,021 NET UNREALIZED GAINS AND LOSSES: Gains $196,133 Losses + (12,088) ------------- $184,045 NET UNDISTRIBUTED EARNINGS: Ordinary income $11,353 Long-term capital gains $-- CAPITAL LOSSES UTILIZED $56,467 UNUSED CAPITAL LOSSES: Expires 10/31 of: Loss amount: 2010 $22,113 2011 + 3,747 ------------- $25,860 RECLASSIFICATIONS: Net investment income not yet distributed ($902) RECLASSIFIED AS: Net realized capital gains $902 66 See financial notes. LAUDUS INTERNATIONAL MARKETMASTERS FUND Statement of OPERATIONS For November 1, 2004 through October 31, 2005. All numbers x 1,000. INVESTMENT INCOME - -------------------------------------------------------------------------------- Dividends $17,445 a Interest + 28 ------------ TOTAL INVESTMENT INCOME 17,473 NET REALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net realized gains on investments 57,962 Net realized losses on foreign currency transactions (1,391) Net realized gains on futures contracts + 376 ------------ NET REALIZED GAINS 56,947 NET UNREALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net unrealized gains on investments 104,982 Net unrealized gains on foreign currency transactions 5,355 Net unrealized losses on futures contracts + (12) ------------ NET UNREALIZED GAINS 110,325 EXPENSES - -------------------------------------------------------------------------------- Investment adviser and administrator fees 11,332 b Transfer agent and shareholder service fees: Investor Shares 1,716 c Select Shares 351 c Trustees' fees 11 d Custodian and portfolio accounting fees 1,152 Professional fees 57 Registration fees 126 Shareholder reports 130 Other expenses + 10 ------------ Total expenses 14,885 Expense reduction - 982 e ------------ NET EXPENSES 13,903 INCREASE IN NET ASSETS FROM OPERATIONS - -------------------------------------------------------------------------------- TOTAL INVESTMENT INCOME 17,473 NET EXPENSES - 13,903 ------------ NET INVESTMENT INCOME 3,570 NET REALIZED GAINS 56,947 f NET UNREALIZED GAINS + 110,325 f ------------ INCREASE IN NET ASSETS FROM OPERATIONS $170,842
Unless stated, all numbers x 1,000. a Net of $1,794 foreign withholding tax. b Calculated as a percentage of average daily net assets: 1.29% of the first $500 million, 1.275% of the next $500 million, and 1.25% over $1 billion. These fees are paid to Charles Schwab Investment Management, Inc. (CSIM) Prior to February 28, 2005, these fees were calculated as 1.40% of average daily net assets. 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 0.15% 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 $753 from the investment adviser (CSIM) and $229 from the transfer agent and shareholder service agent (Schwab). CSIM and Schwab has guaranteed to limit the annual operating expenses through February 28, 2006, as follows: % OF AVERAGE SHARE CLASS DAILY NET ASSETS -------------------------------------- Investor Shares 1.65% Select Shares 1.47% This limit excludes interest, taxes and certain non-routine expenses. f These add up to a net gain on investments of $167,272. See financial notes. 67 LAUDUS INTERNATIONAL MARKETMASTERS 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 $3,570 $789 Net realized gains 56,947 12,953 Net unrealized gains + 110,325 39,625 ----------------------------------- INCREASE IN NET ASSETS FROM OPERATIONS 170,842 53,367 DISTRIBUTIONS PAID - -------------------------------------------------------------------------------- DIVIDENDS FROM NET INVESTMENT INCOME Investor Shares 907 1,007 Select Shares + 317 -- ----------------------------------- TOTAL DIVIDENDS FROM NET INVESTMENT INCOME $1,224 $1,007 a
TRANSACTIONS IN FUND SHARES b - -------------------------------------------------------------------------------- 11/1/04-10/31/05 11/1/03-10/31/04 SHARES VALUE SHARES VALUE SHARES SOLD Investor Shares 17,457 $271,992 22,257 $290,173 Select Shares + 11,835 185,351 6,216 82,103 ---------------------------------------------------- TOTAL SHARES SOLD 29,292 $457,343 28,473 $372,276 SHARES REINVESTED Investor Shares 58 $837 77 $938 Select Shares + 20 278 -- -- ---------------------------------------------------- TOTAL SHARES REINVESTED 78 $1,115 77 $938 SHARES REDEEMED Investor Shares (10,865) ($169,365) (6,975) ($91,166) Select Shares + (1,515) (24,118) (237) (3,110) ---------------------------------------------------- TOTAL SHARES REDEEMED (12,380) ($193,483) (7,212) ($94,276)c NET TRANSACTIONS IN FUND SHARES 16,990 $264,975 21,338 $278,938
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 46,614 $633,287 25,276 $301,989 Total increase + 16,990 434,593 21,338 331,298 d ---------------------------------------------------- END OF PERIOD 63,604 $1,067,880 46,614 $633,287 e
Unless stated, all numbers x 1,000. a The tax-basis components of distributions are: CURRENT PERIOD Ordinary income $1,224 Long-term capital gains $-- PRIOR PERIOD Ordinary income $1,007 Long-term capital gains $-- b The fund started offering Select Shares on April 2, 2004. 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 $102 Select Shares + 26 ------- TOTAL $128 PRIOR PERIOD Investor Shares $129 Select Shares + 24 ------- TOTAL $153 Dollar amounts are net of the redemption fees. d Figures for shares represent shares sold plus shares reinvested, minus shares redeemed. Figures for net assets represent the changes in net assets from operations plus the changes in value of transactions in fund shares, minus distributions paid. e Includes distributable net investment income in the amount of $1,223 and distributions in excess of net investment income in the amount of $221 at the end of the current period and prior period, respectively. 68 See financial notes. LAUDUS MARKETMASTERS FUNDS FINANCIAL NOTES BUSINESS STRUCTURE OF THE FUNDS EACH OF THE FUNDS DISCUSSED IN THIS REPORT IS A SERIES OF SCHWAB CAPITAL TRUST, A NO-LOAD, OPEN-END MANAGEMENT INVESTMENT COMPANY. The company 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 and their trust. Prior to June 3, 2002, each fund invested in a mix of actively managed mutual funds. The transition to their multi-manager strategy began on June 3, 2002. Also, effective November 1, 2004 the Schwab MarketMasters Funds were renamed the Laudus MarketMasters Funds. THE TRUST AND ITS FUNDS This list shows all of the funds included in Schwab Capital Trust. The funds discussed in this report are highlighted. 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 Core Equity Fund Schwab Dividend Equity Fund Schwab Large-Cap Growth Fund Schwab Small-Cap Equity Fund Schwab Hedged Equity Fund Schwab Premier Equity Fund Financial Services Fund Health Care Fund Technology Fund Schwab Target 2010 Fund Schwab Target 2020 Fund Schwab Target 2030 Fund Schwab Target 2040 Fund Schwab Retirement Income Fund LAUDUS MARKETMASTERS FUNDS OFFER TWO SHARE CLASSES: Investor Shares and Select Shares. Shares of each class represent interest in the same portfolio, but each class has different expenses and investment minimums. 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 trust may issue as many shares as necessary. 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 BUY SECURITIES ON A DELAYED-DELIVERY BASIS. In these transactions, the funds agree to buy a security for a stated price, with settlement generally occurring within two weeks. If the security's value falls before settlement occurs, the funds could end up paying more for the security than its market value at the time of settlement. The funds have set aside sufficient securities as collateral for those securities bought on a delayed-delivery basis. 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 the 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. 69 LAUDUS MARKETMASTERS FUNDS Because futures carry inherent risks, the funds must give the broker a deposit of cash and/or securities (the "initial margin") whenever they enter into the futures contract. The amount of the deposit may vary from one contract to another, but it is generally a percentage of the contract amount. The potential for losses associated with futures contracts may exceed amounts recorded in the Statement of Assets and Liabilities. Futures are traded publicly on exchanges, and their market value changes daily. The funds record the change in market value of futures, and also the change in the amount of margin deposit required ("variation margin"). THE FUNDS MAY ALSO SELL SECURITIES SHORT (SELLING SECURITIES THEY DO NOT OWN). When they do so, the funds also place assets worth at least 100% of the value of the short securities into segregated accounts, as collateral. If the market value of the short securities subsequently falls, the funds can realize a gain by closing the position. However, if the value rises, the funds typically would have to add to their collateral or close out their short position at a loss. The potential for losses associated with short positions is much greater than the original value of the securities sold short and may exceed amounts recorded in the Statements of Assets and Liabilities. THE LAUDUS BALANCED MARKETMASTERS FUND AND LAUDUS INTERNATIONAL MARKETMASTERS FUND 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. Similar to futures, forwards are agreements directly between two parties, however forwards are not publicly traded. 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 ENTER INTO REPURCHASE AGREEMENTS. In a repurchase agreement, a fund buys a security from another party (usually a financial institution) with the agreement that it be sold back in the future. The date, price and other conditions are all specified when the agreement is created. The funds' repurchase agreements will be fully collateralized by U.S. government securities. All collateral is held by the funds' custodian (or, with tri-party agreements, the agent's bank) and is monitored daily to ensure that its market value is at least equal to the repurchase price under the agreement. THE FUNDS MAY ENTER INTO SWAP AGREEMENTS. In interest swap, a fund and a counterparty agree to swap payments that are based on two different rates. The counterparty is typically a large financial institution, and the terms of the swap are specified in advance. For example, a fund may agree that for six months it will pay the counterparty the equivalent of the interest on a given amount invested at LIBOR (the London Interbank Offered Rate). In exchange, the counterparty might agree to pay a fund the equivalent of the same amount invested in a certain bond index during this same six month period. Swap agreements carry certain risks. Because the net gains or losses stemming from a swap agreement depend on the movements of one rate relative to another, a fund could experience unanticipated losses if one or both rates failed to behave as expected. A fund also could lose money if a counterparty failed to honor the terms of a swap agreement. The Credit Swap or "Credit Default Swap" is a bilateral financial contract in which one counterparty (the Protection Buyer) pays a periodic fee, typically expressed in basis points on the notional amount, in return for a Contingent Payment by the Protection Seller following a Credit Event of a Reference Entity. 70 LAUDUS MARKETMASTERS FUNDS The definitions of a Credit Event and the settlement mechanism used to determine the Contingent Payment are flexible and determined by negotiation between the counterparties at the inception of the transaction. THE FUNDS ARE AUTHORIZED TO WRITE AND PURCHASE PUT AND CALL OPTIONS. The risk in writing a call option is that a fund gives up the opportunity for profit if the market price of the security increases. The risk in writing a put option is that the funds may incur a loss if the market price of the security decreases and the option is exercised. The risk in purchasing an option is that a fund pays a premium whether or not the option is exercised. The funds also have the additional risk of being unable to enter into a closing transaction at an acceptable price if a liquid secondary market does not exist. THE FUNDS MAY ENTER INTO "TBA" (TO BE ANNOUNCED) PURCHASE COMMITMENTS TO PURCHASE SECURITIES FOR A FIXED PRICE AT A FUTURE DATE, TYPICALLY NOT EXCEEDING 45 DAYS. TBAs may be considered securities in themselves, and involve a risk of loss if the value of the security to be purchased declines prior to settlement date. This risk is in addition to the risk of decline in a fund's other assets. THE FUNDS PAY FEES TO AFFILIATES OF THE INVESTMENT ADVISER FOR VARIOUS SERVICES. Through their trust, 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 adviser is responsible for compensating each fund's investment managers. THE FUNDS MAY ENGAGE IN CERTAIN TRANSACTIONS INVOLVING AFFILIATES. 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 trust was in compliance with these limitations throughout the report period. The trust did not pay any of these persons for their service as trustees, but it did pay 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 trust 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 $100 million with PNC Bank, N.A. and Bank of America, N.A., respectively. The funds pay interest on the amounts they borrow at rates that are negotiated periodically.
AMOUNT WEIGHTED OUTSTANDING AVERAGE AVERAGE AT 10/31/05 BORROWING* INTEREST FUND ($ x 1,000) ($ x 1,000) RATE* (%) Laudus U.S. MarketMasters Fund -- 471 3.34% - -------------------------------------------------------------------------------- Laudus Balanced MarketMasters Fund -- 73 4.05% - -------------------------------------------------------------------------------- Laudus Small-Cap MarketMasters Fund -- 403 2.80% - --------------------------------------------------------------------------------
* Based on the number of days for which the borrowing is outstanding. 71 LAUDUS MARKETMASTERS FUNDS 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 losses on wash sales, foreign currency transactions and paydown gains and losses. UNDER THE FUNDS' ORGANIZATIONAL DOCUMENTS, THE 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. 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 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 funds' 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 MarketMasters Fund are fair valued if a movement in the U.S. market exceeds a specific threshold that has been established using the guideline 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. - - BONDS AND NOTES: valued at halfway between the most recent bid and asked quotes or, if such quotes are unavailable, at prices for securities of comparable maturity, credit quality and type. Valuations for bonds and notes are provided by an independent bond-pricing service. - - 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. 72 LAUDUS MARKETMASTERS FUNDS - - SWAP AGREEMENTS: swaps may be valued based on a model that utilizes market data, including swap yield curves, to calculate prices. Swaps may also be valued based on dealer quotes. - - OPTIONS: open contracts are valued at their last quoted sale price or in the case of swaptions (options on swaps) at fair value, that varies with the specific terms of the underlying swap agreement. - - 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 these 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. IF A FUND SELLS SECURITIES SHORT, it records the proceeds received as an asset and the obligation to buy back the securities as a liability. At the time a short sale is initiated, the asset and the liability are of equal value and effectively cancel each other out. Subsequently, the fund values the liability side of the transaction according to the market price of the securities sold short, and values the asset side according to the value of the proceeds. When the fund closes out a short position (buys the security), it records the outcome as a realized gain or loss. Interest accrued or dividends paid on securities sold short are recorded as an expense on the fund's records. OPTIONS purchased are recorded as assets and written options are recorded as liabilities to the extent of premiums paid or received. Each fund will realize a gain or loss when the option transaction expires or closes. When an option is exercised, the proceeds on sales for a written call option, the purchase cost for a written put option or the cost of a security for a purchased put or call option is adjusted by the amount of the premium received or paid. SWAP premiums paid are recorded as assets and premiums received are recorded as liabilities. Each fund begins recording income on swaps based on the effective date and terms of the swap agreement. Interest is paid to or received from the counterparty periodically. Realized gains and losses are recognized on interest rate swaps at the termination or closing of the agreement. Credit Default swaps record gains or losses when a credit event occurs involving the underlying entity. 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. INTEREST INCOME is recorded as it accrues. If a fund buys a debt security at a discount (that is, for less than its face value) or a premium (more than face value), it amortizes the discount or premium from the current date up to maturity. The fund then increases (in the case of discounts) or reduces (in the case of premiums) the income it records from the security. If the security is callable (meaning that the issuer has the option to pay it off before its maturity date), then the fund amortizes the premium to the security's call date and price, rather than the maturity date and price. REALIZED GAINS AND LOSSES from security transactions are based on the identified costs of the securities involved. Gains and losses from paydowns on mortgage and asset backed securities are recorded as adjustments to interest income. 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. 73 LAUDUS MARKETMASTERS FUNDS 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. 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 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. 74 REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM TO THE BOARD OF TRUSTEES AND SHAREHOLDERS OF: Laudus U.S. MarketMasters Fund Laudus Balanced MarketMasters Fund Laudus Small-Cap MarketMasters Fund Laudus International MarketMasters Fund In our opinion, the accompanying statements of assets and liabilities, including the 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 Laudus U.S. MarketMasters Fund, Laudus Balanced MarketMasters Fund, Laudus Small-Cap MarketMasters Fund, and Laudus International MarketMasters 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, and the changes in each of their net assets and the financial highlights for each of the periods presented, 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 75 INVESTMENT ADVISORY AND SUB-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 agreements 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 agreements 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 agreements. 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 agreements between Schwab Capital Trust (the "Trust") and CSIM, and the individual sub-advisory agreements between CSIM and Harris Associates L.P., TCW Investment Management Company and Thornburg Investment Management, Inc. relating to Laudus U.S. MarketMasters Fund; CSIM and Janus Capital Management LLC (who in turn has an agreement with Perkins, Wolf, McDonnell and Company, LLC for investment services), Pacific Investment Management Company LLC and TCW Investment Management Company relating to Laudus Balanced MarketMasters Fund; CSIM and TAMRO Capital Partners, LLC, TCW Investment Management Company, Tocqueville Asset Management LP and Veredus Asset Management LLC relating to Laudus Small-Cap MarketMasters Fund; and CSIM and American Century Global Investment Management, Inc., Artisan Partners Limited Partnership, Harris Associates L.P. and William Blair & Company, LLC relating to the Laudus International MarketMasters Fund (collectively, the "Sub-Advisors"). Such investment advisory and sub-advisory agreements are collectively referred to herein as the "Agreements". At these meetings, the trustees also review certain other agreements pursuant to which CSIM provides investment advisory services to other registered investment companies. In preparation for the meeting(s), the Board requests and reviews a wide variety of materials provided by CSIM and the Sub-Advisors, including information about their 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 independent counsel to the Independent Trustees, meet in executive session outside the presence of fund management and participate in question and answer sessions with representatives of CSIM and the Sub-Advisors, as appropriate. The trustees also discuss with CSIM the funds' operations and CSIM's ability, consistent with the "manager of managers" structure of each of the funds to (i) identify and recommend to the trustees sub-advisors for each fund, (ii) monitor and oversee the performance and investment capabilities of each sub-advisor, and (iii) recommend the replacement of a sub-advisor when appropriate. As part of the renewal process and ongoing oversight of the advisory and sub-advisory relationships, counsel to the Independent Trustees sent an information request letter to CSIM and CSIM sent information request letters to the Sub-Advisors seeking certain relevant information. The responses by CSIM and the 76 Sub-Advisors were provided to the trustees for their review prior to their meeting, and the trustees were provided with the opportunity to request any additional materials from CSIM and the Sub-Advisors. The trustees received, among other materials and information: - - descriptions of any significant changes (actual or anticipated) to principal activities, personnel and services provided to the funds; - - a copy of CSIM's and the Sub-Advisors' most recent audited or unaudited financial statements (with the exception of Thornburg Investment Management, Inc.); - - a copy of CSIM's and the Sub-Advisors' Form ADV, Parts I and II; - - summaries of any material past, pending or anticipated litigation or regulatory proceedings involving CSIM or the Sub-Advisors or their personnel, including the results of any recent regulatory examination or independent audit; - - descriptions of CSIM's and the Sub-Advisors' experience providing portfolio management services, including the services provided to other clients, including other registered investment companies; - - descriptions of the personnel who are assigned primary responsibility for managing the funds; - - descriptions of the basis upon which portfolio managers are compensated; - - discussions regarding CSIM's and the Sub-Advisors' participation in "soft dollar" arrangements, if any, or other brokerage allocation policies with respect to fund transactions, including each firm's methodology for obtaining best execution on fund transactions and their use of affiliated broker-dealers; - - descriptions of any actual or potential conflicts of interest anticipated in managing fund assets; - - discussions of CSIM's and the Sub-Advisors' compliance programs with regard to federal regulations and fund requirements; - - information regarding CSIM's and the Sub-Advisors' codes of ethics and insider trading policies, including a description of any material changes thereto; - - descriptions of CSIM's and the Sub-Advisors' affiliation with any broker-dealer; - - discussions of any anticipated change in CSIM's and the Sub-Advisors' controlling persons; and - - verification of CSIM's and the Sub-Advisors' insurance coverage with regards to the services provided to the funds. 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. In making such approvals, the trustees considered the best interests of each Fund separately. In each instance, the Board's approval of the Agreements was based on consideration and evaluation of the information and material provided to the Board and 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, and the Sub-Advisors, 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 and other types of accounts; 4. the profitability of CSIM and its affiliates, including Charles Schwab & Co., Inc. ("Schwab"), with respect to the funds, including both direct and indirect 77 benefits accruing to CSIM and its affiliates, as well as the profitability of the Sub-Advisors; 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. 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, performance history across various products, 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 CSIM and its affiliates are uniquely positioned to provide services and support to the funds and such shareholders. The Board also considered the nature, extent and quality of the sub-advisory services provided by the Sub-Advisors to the funds and the resources each dedicates to the funds. In this regard, the trustees evaluated, among other things, each Sub-Advisor's personnel, experience and compliance program. Following such evaluation, the Board concluded, within the context of its full deliberations, that the nature, extent and quality of services provided by CSIM and the Sub-Advisors 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 and whether, irrespective of relative performance, each Sub-Advisor's absolute performance was consistent with expectations for such Sub-Advisor's unique investment methodology. 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 and the Sub-Advisors to other similarly managed mutual funds, pooled vehicles and other types of accounts, such as separate accounts and wrap accounts. However, the trustees accorded less weight to the comparisons to pooled vehicles and other types of accounts due to the unique legal, regulatory, compliance and operating features of mutual funds as compared to these other types of investment vehicles. 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. 78 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 and the Sub-Advisors from their relationship with the funds, such as whether, by virtue of their management of the funds, CSIM or any Sub-Advisor 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 the quality of all services rendered to each fund by CSIM and the Sub-Advisors and their respective affiliates. The Board also considered the profitability of the Sub-Advisors with respect to the sub-advisory services they provide to the funds, although, when doing so, the Board took into account the fact that the Sub-Advisors are compensated by CSIM, and not by the funds directly, and such compensation with respect to any Sub-Advisor reflects an arms-length negotiation between the Sub-Advisor and CSIM. Based on this evaluation, the Board concluded, within the context of its full deliberations, that the profitability of CSIM and the Sub-Advisors 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. 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 deliberations, 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. At a meeting of the Board of Trustees held on November 16, 2004, CSIM recommended and the Board of Trustees, including a majority of the Independent Trustees, approved a new investment sub-advisory agreement between CSIM and Gardner Lewis Asset Management, L.P. relating to the Laudus U.S. MarketMasters Fund and Laudus Balanced MarketMasters Fund. This new sub-advisory agreement was effective December 27, 2004, and, because the agreement has an initial term of two years, it was not necessary for the Board to renew the agreement at the May 24, 2005 Board meeting. Accordingly, the sub-advisory agreement between Gardner Lewis Asset Management, L.P. and CSIM is excluded from the considerations, evaluations and conclusions set forth above. 79 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 1960 University, 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, 1931 Investments, 1991; marketing and communications consulting). Until 1999: Executive Capital Trust, 1993; Vice President, Managing Director, Grey Advertising San Francisco. Annuity Portfolios,1994. Until 1996: President, Chief Executive 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. 80 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 investment 1943 Investments, 1991; 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. 81 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. 82 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.
83 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. 84 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/ marketmasters 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 Laudus MarketMasters 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/marketmasters, 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 LAUDUS FUNDS(TM) LAUDUS MARKETMASTERS FUNDS(TM) Laudus U.S. MarketMasters Fund(TM) Laudus Balanced MarketMasters Fund(TM) Laudus Small-Cap MarketMasters Fund(TM) Laudus International MarketMasters Fund(TM) LAUDUS ROSENBERG U.S. EQUITY FUNDS Laudus Rosenberg U.S. Large Capitalization Fund Laudus Rosenberg U.S. Large Capitalization Growth Fund Laudus Rosenberg U.S. Discovery Fund Laudus Rosenberg U.S. Small Capitalization Growth Fund LAUDUS ROSENBERG EQUITY FUNDS Laudus Rosenberg International Equity Fund Laudus Rosenberg International Small Capitalization Fund Laudus Rosenberg European Fund LAUDUS ROSENBERG LONG/SHORT FUNDS Laudus Rosenberg U.S. Large/Mid Capitalization Long/Short Equity Fund Laudus Rosenberg Global Long/Short Equity Fund Laudus Rosenberg Value Long/Short Equity Fund The Laudus Funds includes the Laudus Rosenberg Funds, which are part of the Laudus Trust and distributed by Laudus Distributor, Inc.; and the Laudus MarketMasters Funds, which are part of the Schwab Capital Trust, and distributed by Charles Schwab & Co., Inc. [LAUDUS FUNDS LOGO] FOR MORE INFORMATION ABOUT THE FUNDS: INVESTMENT ADVISER Charles Schwab Investment Management, Inc. 101 Montgomery Street, San Francisco, CA 94104 DISTRIBUTOR Charles Schwab & Co., Inc. (Schwab) FUNDS Laudus MarketMasters Funds(TM) 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. MFR13812-08 SCHWAB TARGET FUNDS ANNUAL REPORT October 31, 2005 Schwab Target 2010 Fund Schwab Target 2020 Fund Schwab Target 2030 Fund Schwab Target 2040 Fund Schwab Retirement Income Fund [CHARLES SCHWAB LOGO] A suite of five mutual funds to help keep your retirement investments properly allocated over your lifetime. IN THIS REPORT Management's Discussion ............................................ 2 Performance and Fund Facts Schwab Target 2010 Fund .................. 7 Schwab Target 2020 Fund .................. 9 Schwab Target 2030 Fund .................. 11 Schwab Target 2040 Fund .................. 13 Schwab Retirement Income Fund ............ 15 Fund Expenses ...................................................... 17 Financial Statements Schwab Target 2010 Fund .................. 18 Schwab Target 2020 Fund .................. 23 Schwab Target 2030 Fund .................. 28 Schwab Target 2040 Fund .................. 33 Schwab Retirement Income Fund ............ 38 Financial Notes .................................................... 43 Investment Advisory Agreement Approval ............................. 47 Trustees and Officers .............................................. 50 Glossary ........................................................... 54 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 first annual report for the Schwab Target Funds. The Schwab Target Funds commenced operations on July 1, 2005 and as of the close of the report period, have grown to over $100 million in assets. The Schwab Target Funds are part of our suite of asset allocation funds. Research has shown that asset allocation can be the most important factor in determining overall portfolio performance--more important than which securities you choose or when you decide to buy and sell them. Asset allocation funds, such as the Schwab Target Funds, offer investors a convenient way to manage their entire portfolio in one investment. What's more, with a single investment in a Schwab Target Fund, you can avoid a common investment mistake, failing to adjust your portfolio over time. 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. During this report period, we added to our suite of actively managed funds with the launch of 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. 2 Schwab Target 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 KIMON DAIFOTIS] KIMON DAIFOTIS, CFA, senior vice president and chief investment officer, fixed-income, of the investment adviser, is responsible for the overall management of the bond and cash portions of the funds. Prior to joining the firm in September 1997, he worked for more than 20 years in research and asset 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 Target 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. 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 for the one-year the report period ending October 31, 2005 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 2.69% THREE-MONTH U.S. TREASURY BILLS (T-BILLS): measures short-term U.S. Treasury obligations [LINE GRAPH]
THREE-MONTH LEHMAN BROTHERS RUSSELL MSCI U.S. TREASURY U.S. AGGREGATE S&P 500(R) 2000(R) EAFE(R) BILLS (T-BILLS) BOND INDEX INDEX INDEX INDEX 31-Oct-04 0.00 0.00 0.00 0.00 0.00 07-Nov-04 0.01 -0.52 3.21 3.53 3.71 14-Nov-04 0.05 -0.49 4.88 6.60 4.81 21-Nov-04 0.09 -0.40 3.69 5.15 5.92 28-Nov-04 0.12 -0.47 4.81 8.21 6.96 05-Dec-04 0.16 -0.38 5.62 10.13 8.68 12-Dec-04 0.19 0.13 5.37 8.44 5.79 19-Dec-04 0.25 -0.05 5.95 10.16 7.36 26-Dec-04 0.29 0.02 7.40 11.44 10.52 02-Jan-05 0.33 0.12 7.59 11.89 11.52 09-Jan-05 0.36 -0.09 5.35 5.32 8.50 16-Jan-05 0.40 0.27 5.22 6.07 8.74 23-Jan-05 0.45 0.68 3.75 4.98 7.81 30-Jan-05 0.48 0.70 4.08 5.33 8.68 06-Feb-05 0.53 1.05 6.95 9.55 10.43 13-Feb-05 0.57 1.03 7.23 9.11 11.16 20-Feb-05 0.61 0.51 6.94 8.33 12.75 27-Feb-05 0.65 0.47 7.86 9.63 13.40 06-Mar-05 0.70 0.44 8.86 10.92 15.44 13-Mar-05 0.75 -0.43 6.96 7.84 15.54 20-Mar-05 0.79 -0.34 6.04 7.13 14.06 27-Mar-05 0.84 -0.79 4.42 5.88 11.43 03-Apr-05 0.90 -0.16 4.59 5.31 11.55 10-Apr-05 0.96 -0.28 5.37 5.20 12.02 17-Apr-05 1.01 0.55 1.95 0.06 10.11 24-Apr-05 1.06 0.78 2.81 1.57 10.36 01-May-05 1.12 0.98 3.28 -0.15 8.71 08-May-05 1.18 0.79 4.60 2.83 10.65 15-May-05 1.24 1.27 3.14 0.36 8.08 22-May-05 1.29 1.34 6.33 5.10 8.34 29-May-05 1.33 1.73 7.22 6.42 9.41 05-Jun-05 1.39 2.23 7.01 7.02 9.48 12-Jun-05 1.44 1.96 7.23 8.07 9.40 19-Jun-05 1.50 1.94 8.95 11.20 11.36 26-Jun-05 1.55 2.67 6.70 8.83 10.42 03-Jul-05 1.59 2.25 7.01 11.08 9.74 10-Jul-05 1.66 2.07 8.60 14.40 9.31 17-Jul-05 1.71 1.96 10.06 14.69 11.35 24-Jul-05 1.76 1.84 10.59 17.12 12.34 31-Jul-05 1.84 1.70 10.68 17.49 13.59 07-Aug-05 1.88 1.25 10.02 14.58 14.44 14-Aug-05 1.94 1.94 10.44 14.14 18.32 21-Aug-05 2.01 2.10 9.54 12.85 16.11 28-Aug-05 2.07 2.25 8.24 12.20 16.21 04-Sep-05 2.15 3.04 9.47 14.77 19.45 11-Sep-05 2.21 2.68 11.60 17.33 20.67 18-Sep-05 2.28 2.20 11.33 16.32 20.04 25-Sep-05 2.36 2.28 9.32 13.47 18.92 02-Oct-05 2.42 1.94 10.56 15.67 21.65 09-Oct-05 2.48 1.89 7.66 11.63 19.16 16-Oct-05 2.53 1.35 6.84 9.71 18.26 23-Oct-05 2.61 1.86 6.22 9.65 15.53 30-Oct-05 2.66 1.09 7.95 10.12 16.68 31-Oct-05 2.69 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 Target Funds PERFORMANCE AT A GLANCE Total return for the period from inception (7/1/05) through 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 TARGET 2010 FUND 1 ..... 2.40% Benchmark ..................... 1.69% Fund Category ................. 1.37% Performance Details ........... pages 7 SCHWAB TARGET 2020 FUND 1 ..... 2.80% Benchmark ..................... 2.03% Fund Category ................. 1.37% Performance Details ........... pages 9 SCHWAB TARGET 2030 FUND 1 ..... 3.10% Benchmark ..................... 2.33% Fund Category ................. 2.15% Performance Details ........... pages 11 SCHWAB TARGET 2040 FUND 1 ..... 3.60% Benchmark ..................... 2.68% Fund Category ................. 2.15% Performance Details ........... pages 13 SCHWAB RETIREMENT INCOME FUND 1 ................. 0.16% Benchmark ..................... 0.28% Fund Category ................. 0.23% Performance Details ........... pages 15 The Schwab Target Funds all share the same investment approach: each seeks to achieve its objective of capturing market returns by investing in a combination of other Schwab Funds and Laudus Funds. The underlying funds include a combination of equity, fixed income, and money market mutual funds to meet their various target asset allocations and investment styles. Furthermore, each of the four dated funds is rebalanced from a more aggressive to a more conservative style as it approaches its target retirement year, helping keep your investment properly allocated over your lifetime. The Schwab Target Funds produced strong results for their first reporting period with four funds beating their respective benchmarks and fund categories. All total returns are for the period since the funds' inception date (July 3, 2005) through October 31, 2005 and are not annualized. Performance of the Schwab Target Funds will reflect a blend of the results of their underlying funds. As shown on the next page, each fund has its own distinct target portfolio allocation and is designed to accommodate different investment goals and risk tolerances. Bear in mind that these are intended asset allocations, but due to the funds moving closer to their target retirement years and fluctuating market conditions, these allocations will vary over time. The portfolios of the funds with an earlier target retirement date are more heavily allocated to fixed income, ultra-short fixed income and money market funds and represent a more conservative principle of investing. The Schwab Retirement Income Fund is designed for investors currently in retirement, and as such, has a majority of its portfolio invested in fixed income, ultra-short fixed income and money market funds. The fund is intended to provide monthly income with equity growth potential. Since the fund invests up to 75% of its assets in fixed income, its return was impacted by the bond markets' sluggish performance during the report period. The Schwab Retirement Fund returned 0.16%, tracking its respective benchmark for the period. 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. 1 Total return is for 7/1/05 - 10/31/05. Performance results less than one year are not annualized. Schwab Target Funds 5 MANAGEMENT'S DISCUSSION continued Of the four dated funds, the Schwab Target 2010 Fund has the shortest time horizon and as such, has the lowest percentage of its assets allocated to equities. The Schwab Target 2010 Fund returned 2.40% for the period, beating its benchmark and fund category average. Further along the spectrum, funds with later target retirement dates take a more aggressive approach in their investment strategy by allocating a higher percentage of their assets to equity securities. The Schwab Target 2040 Fund, which is the fund with the latest retirement date, has the highest percentage of assets allocated to equities. For the report period, the Schwab Target 2040 Fund returned 3.60% for the period and outperformed its benchmark. For this report period, the underlying investment funds that produced the best results were those with an international equity focus, namely Laudus Rosenberg International Small Capitalization Fund and Laudus MarketMasters International Fund. Funds with a domestic equity focus also fared well. The fixed income sector faced challenging market conditions during the brief report period. Despite those challenges, the Schwab Total Bond Market Fund still outperformed its respective benchmark for the period. TARGET ASSET ALLOCATION 1
SCHWAB RETIREMENT SCHWAB TARGET SCHWAB TARGET SCHWAB TARGET SCHWAB TARGET ASSET CLASS INCOME FUND 2010 FUND 2020 FUND 2030 FUND 2040 FUND - ------------------------------------------------------------------------------------------------------------- EQUITY SECURITIES 20% 64% 71% 78% 85% - ------------------------------------------------------------------------------------------------------------- FIXED-INCOME SECURITIES 50% 34% 27% 20% 13% - ------------------------------------------------------------------------------------------------------------- ULTRA-SHORT FIXED INCOME SECURITIES 25% 1% 1% 1% 1% - ------------------------------------------------------------------------------------------------------------- MONEY MARKET FUNDS 5% 1% 1% 1% 1% - -------------------------------------------------------------------------------------------------------------
1 The actual asset allocation as of the end of the report period is shown in the Performance and Fund Facts section of this book. 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 Target Funds SCHWAB TARGET 2010 FUND PERFORMANCE as of 10/31/05 TOTAL RETURNS 1, 2, 3 This chart compares performance of the fund with a benchmark and the fund's Morningstar category. [BAR CHART]
FUND Benchmark: Fund Category: Ticker Symbol: TARGET 2010 MORNINGSTAR SWBRX COMPOSITE INDEX MODERATE ALLOCATION SINCE INCEPTION: 7/1/05 2.40% 1.69% 1.37%
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, 3 This graph shows performance since inception of a hypothetical $10,000 investment in the fund, compared with a similar investment in a benchmark and an additional index. $10,240 FUND $10,169 TARGET 2010 COMPOSITE INDEX $10,208 DOW JONES WILSHIRE 5000 COMPOSITE INDEX(SM) $9,854 LEHMAN BROTHERS U.S. AGGREGATE BOND INDEX [LINE GRAPH]
DOW JONES LEHMAN BROTHERS TARGET 2010 WILSHIRE 5000 U.S. AGGREGATE FUND COMPOSITE INDEX COMPOSITE INDEX(SM) BOND INDEX 01-Jul-05 $10,000 $10,000 $10,000 $10,000 31-Jul-05 $10,250 $10,220 $10,419 $9,909 31-Aug-05 $10,310 $10,258 $10,317 $10,036 30-Sep-05 $10,410 $10,330 $10,389 $9,932 31-Oct-05 $10,240 $10,169 $10,208 $9,854
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. Performance results less than one year are not annualized. 1 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. 2 Source for category information: Morningstar, Inc. 3 The Target 2010 Composite Index is derived using the following portion allocations: 48% Dow Jones Wilshire 5000 Composite Index, 16% MSCI EAFE Index, 34% Lehman Brothers U.S. Aggregate Bond Index, and 2% Lehman Brothers U.S. Treasury Bills: 1-3 Months. Schwab Target Funds 7 SCHWAB TARGET 2010 FUND FUND FACTS as of 10/31/05 TOP HOLDINGS 1
% OF SECURITY NET ASSETS - -------------------------------------------------------------------------------- (1) SCHWAB TOTAL BOND MARKET FUND(TM) 32.2% - -------------------------------------------------------------------------------- (2) SCHWAB CORE EQUITY FUND(TM) 23.4% - -------------------------------------------------------------------------------- (3) LAUDUS INTERNATIONAL MARKETMASTERS FUND(TM), Select Shares(R) 10.2% - -------------------------------------------------------------------------------- (4) SCHWAB SMALL-CAP EQUITY FUND(TM), Select Shares 6.9% - -------------------------------------------------------------------------------- (5) LAUDUS ROSENBERG U.S. LARGE CAPITALIZATION GROWTH FUND, Institutional Shares 6.8% - -------------------------------------------------------------------------------- (6) SCHWAB DIVIDEND EQUITY FUND(TM), Select Shares 6.7% - -------------------------------------------------------------------------------- (7) LAUDUS ROSENBERG INTERNATIONAL SMALL CAPITALIZATION FUND, Institutional Shares 6.1% - -------------------------------------------------------------------------------- (8) LAUDUS ROSENBERG U.S. DISCOVERY FUND, Institutional Shares 3.8% - -------------------------------------------------------------------------------- (9) SCHWAB YIELDPLUS FUND(R), Select Shares 1.0% - -------------------------------------------------------------------------------- (10) SCHWAB VALUE ADVANTAGE MONEY FUND(R), Institutional Shares 1.0% - -------------------------------------------------------------------------------- TOTAL 98.1%
STATISTICS NUMBER OF HOLDINGS 10 - -------------------------------------------------------------------------------- WEIGHTED AVERAGE MARKET CAP ($ x 1,000,000) $39,248 - -------------------------------------------------------------------------------- PRICE/EARNINGS RATIO (P/E) 19.1 - -------------------------------------------------------------------------------- PRICE/BOOK RATIO (P/B) 2.7 - -------------------------------------------------------------------------------- PORTFOLIO TURNOVER RATE 0% - -------------------------------------------------------------------------------- MINIMUM INITIAL INVESTMENT 2 $2,500 ($1,000 for custodial accounts) - --------------------------------------------------------------------------------
ASSET CLASS WEIGHTINGS % of Investments This chart shows the fund's asset class composition as of the report date. [PIE CHART] 47.7% EQUITY FUNDS--DOMESTIC 33.1% FIXED-INCOME FUNDS 16.3% EQUITY FUNDS-- INTERNATIONAL 2.9% SHORT-TERM INVESTMENTS Portfolio holdings may have changed since the report date. Source of Sector Classification: S&P and MSCI. 1 This list is not a recommendation of any security by the investment adviser. 2 Please see prospectus for further detail and eligibility requirements. 8 Schwab Target Funds SCHWAB TARGET 2020 FUND PERFORMANCE as of 10/31/05 TOTAL RETURN 1, 2, 3 This chart compares performance of the fund with a benchmark and the fund's Morningstar category. [BAR CHART]
FUND Benchmark: Fund Category: Ticker Symbol: TARGET 2020 MORNINGSTAR SWCRX COMPOSITE INDEX MODERATE ALLOCATION SINCE INCEPTION: 7/1/05 2.80% 2.03% 1.37%
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, 3 This graph shows performance since inception of a hypothetical $10,000 investment in the fund, compared with a similar investment in a benchmark and an additional index. $10,280 FUND $10,203 TARGET 2020 COMPOSITE INDEX $10,208 DOW JONES WILSHIRE 5000 COMPOSITE INDEX(SM) $9,854 LEHMAN BROTHERS U.S. AGGREGATE BOND INDEX [LINE GRAPH]
DOW JONES LEHMAN BROTHERS TARGET 2020 WILSHIRE 5000 U.S. AGGREGATE FUND COMPOSITE INDEX COMPOSITE INDEX(SM) BOND INDEX 01-Jul-05 $10,000 $10,000 $10,000 $10,000 31-Jul-05 $10,290 $10,253 $10,419 $9,909 31-Aug-05 $10,350 $10,283 $10,317 $10,036 30-Sep-05 $10,460 $10,375 $10,389 $9,932 31-Oct-05 $10,280 $10,203 $10,208 $9,854
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. Performance results less than one year are not annualized. 1 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. 2 Source for category information: Morningstar, Inc. 3 The Target 2020 Composite Index is derived using the following portion allocations: 53% Dow Jones Wilshire 5000 Composite Index, 18% MSCI EAFE Index, 27% Lehman Brothers U.S. Aggregate Bond Index, and 2% Lehman Brothers U.S. Treasury Bills: 1-3 Months. Schwab Target Funds 9 SCHWAB TARGET 2020 FUND FUND FACTS as of 10/31/05 TOP HOLDINGS 1
% OF SECURITY NET ASSETS - -------------------------------------------------------------------------------- (1) SCHWAB TOTAL BOND MARKET FUND(TM) 25.6% - -------------------------------------------------------------------------------- (2) SCHWAB CORE EQUITY FUND(TM) 23.4% - -------------------------------------------------------------------------------- (3) LAUDUS INTERNATIONAL MARKETMASTERS FUND, Select Shares(R) 10.1% - -------------------------------------------------------------------------------- (4) SCHWAB SMALL-CAP EQUITY FUND(TM), Select Shares 8.9% - -------------------------------------------------------------------------------- (5) LAUDUS ROSENBERG INTERNATIONAL SMALL CAPITALIZATION FUND, Institutional Shares 8.2% - -------------------------------------------------------------------------------- (6) LAUDUS ROSENBERG U.S. LARGE CAPITALIZATION GROWTH FUND, Institutional Shares 7.8% - -------------------------------------------------------------------------------- (7) SCHWAB DIVIDEND EQUITY FUND(TM), Select Shares 7.7% - -------------------------------------------------------------------------------- (8) LAUDUS ROSENBERG U.S. DISCOVERY FUND, Institutional Shares 3.8% - -------------------------------------------------------------------------------- (9) SCHWAB VALUE ADVANTAGE MONEY FUND(R), Institutional Shares 1.0% - -------------------------------------------------------------------------------- (10) SCHWAB YIELDPLUS FUND(R), Select Shares 1.0% - -------------------------------------------------------------------------------- TOTAL 97.5% - --------------------------------------------------------------------------------
STATISTICS NUMBER OF HOLDINGS 10 - -------------------------------------------------------------------------------- WEIGHTED AVERAGE MARKET CAP ($ x 1,000,000) $37,658 - -------------------------------------------------------------------------------- PRICE/EARNINGS RATIO (P/E) 19.2 - -------------------------------------------------------------------------------- PRICE/BOOK RATIO (P/B) 2.7 - -------------------------------------------------------------------------------- PORTFOLIO TURNOVER RATE 0% - -------------------------------------------------------------------------------- MINIMUM INITIAL INVESTMENT 2 $2,500 ($1,000 for custodial accounts) - --------------------------------------------------------------------------------
ASSET CLASS WEIGHTINGS % of Investments This chart shows the fund's asset class composition as of the report date. [PIE CHART] 51.8% EQUITY FUNDS--DOMESTIC 26.6% FIXED-INCOME FUNDS 18.4% EQUITY FUNDS--INTERNATIONAL 3.2% SHORT-TERM INVESTMENTS Portfolio holdings may have changed since the report date. Source of Sector Classification: S&P and MSCI. 1 This list is not a recommendation of any security by the investment adviser. 2 Please see prospectus for further detail and eligibility requirements. 10 Schwab Target Funds SCHWAB TARGET 2030 FUND PERFORMANCE as of 10/31/05 TOTAL RETURNS 1, 2, 3 This chart compares performance of the fund with a benchmark and the fund's Morningstar category. [BAR CHART]
FUND Benchmark: Fund Category: Ticker Symbol: TARGET 2030 MORNINGSTAR SWDRX COMPOSITE INDEX LARGE-CAP BLEND SINCE INCEPTION 7/1/05 3.10% 2.33% 2.15%
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, 3 This graph shows performance since inception of a hypothetical $10,000 investment in the fund, compared with a similar investment in a benchmark and an additional index. $10,310 FUND $10,233 TARGET 2030 COMPOSITE INDEX $10,208 DOW JONES WILSHIRE 5000 COMPOSITE INDEX(SM) $9,854 LEHMAN BROTHERS U.S. AGGREGATE BOND INDEX [LINE GRAPH]
DOW JONES LEHMAN BROTHERS TARGET 2030 WILSHIRE 5000 U.S. AGGREGATE FUND COMPOSITE INDEX COMPOSITE INDEX(SM) BOND INDEX 01-Jul-05 $10,000 $10,000 $10,000 $10,000 31-Jul-05 $10,330 $10,288 $10,419 $9,909 31-Aug-05 $10,370 $10,305 $10,317 $10,036 30-Sep-05 $10,500 $10,414 $10,389 $9,932 31-Oct-05 $10,310 $10,233 $10,208 $9,854
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. Performance results less than one year are not annualized. 1 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. 2 Source for category information: Morningstar, Inc. 3 The Target 2030 Composite Index is derived using the following portion allocations: 59% Dow Jones Wilshire 5000 Composite Index, 19% MSCI EAFE Index, 20% Lehman Brothers U.S. Aggregate Bond Index, and 2% Lehman Brothers U.S. Treasury Bills: 1-3 Months. Schwab Target Funds 11 SCHWAB TARGET 2030 FUND FUND FACTS as of 10/31/05 TOP HOLDINGS 1
% OF SECURITY NET ASSETS - -------------------------------------------------------------------------------- (1) SCHWAB CORE EQUITY FUND(TM) 25.6% - -------------------------------------------------------------------------------- (2) SCHWAB TOTAL BOND MARKET FUND(TM) 18.5% - -------------------------------------------------------------------------------- (3) LAUDUS INTERNATIONAL MARKETMASTERS FUND, Select Shares(R) 10.9% - -------------------------------------------------------------------------------- (4) SCHWAB SMALL-CAP EQUITY FUND(TM), Select Shares 9.6% - -------------------------------------------------------------------------------- (5) LAUDUS ROSENBERG U.S. LARGE CAPITALIZATION GROWTH FUND, Institutional Shares 8.5% - -------------------------------------------------------------------------------- (6) SCHWAB DIVIDEND EQUITY FUND(TM), Select Shares 8.4% - -------------------------------------------------------------------------------- (7) LAUDUS ROSENBERG INTERNATIONAL SMALL CAPITALIZATION FUND, Institutional Shares 6.9% - -------------------------------------------------------------------------------- (8) LAUDUS ROSENBERG U.S. DISCOVERY FUND, Institutional Shares 4.7% - -------------------------------------------------------------------------------- (9) SCHWAB YIELDPLUS FUND(R), Select Shares 1.0% - -------------------------------------------------------------------------------- (10) SCHWAB VALUE ADVANTAGE MONEY FUND(R), Institutional Shares 0.9% - -------------------------------------------------------------------------------- TOTAL 95.0% - --------------------------------------------------------------------------------
STATISTICS NUMBER OF HOLDINGS 10 - -------------------------------------------------------------------------------- WEIGHTED AVERAGE MARKET CAP ($ x 1,000,000) $38,468 - -------------------------------------------------------------------------------- PRICE/EARNINGS RATIO (P/E) 19.1 - -------------------------------------------------------------------------------- PRICE/BOOK RATIO (P/B) 2.7 - -------------------------------------------------------------------------------- PORTFOLIO TURNOVER RATE 0% - -------------------------------------------------------------------------------- MINIMUM INITIAL INVESTMENT 2 $2,500 ($1,000 for custodial accounts) - --------------------------------------------------------------------------------
ASSET CLASS WEIGHTINGS % of Investments This chart shows the fund's asset class composition as of the report date. [PIE CHART] 57.7% EQUITY FUNDS--DOMESTIC 19.7% FIXED-INCOME FUNDS 18.0% EQUITY FUNDS--INTERNATIONAL 4.6% SHORT-TERM INVESTMENTS Portfolio holdings may have changed since the report date. Source of Sector Classification: S&P and MSCI. 1 This list is not a recommendation of any security by the investment adviser. 2 Please see prospectus for further detail and eligibility requirements. 12 Schwab Target Funds SCHWAB TARGET 2040 FUND PERFORMANCE as of 10/31/05 TOTAL RETURNS 1, 2, 3 This chart compares performance of the fund with a benchmark and the fund's Morningstar category. [BAR CHART]
FUND Benchmark: Fund Category: Ticker Symbol: TARGET 2040 MORNINGSTAR SWERX COMPOSITE INDEX LARGE-CAP BLEND SINCE INCEPTION: 7/1/05 3.60% 2.68% 2.15%
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, 3 This graph shows performance since inception of a hypothetical $10,000 investment in the fund, compared with a similar investment in a benchmark and an additional index. $10,360 FUND $10,268 TARGET 2040 COMPOSITE INDEX $10,208 DOW JONES WILSHIRE 5000 COMPOSITE INDEX(SM) $9,854 LEHMAN BROTHERS U.S. AGGREGATE BOND INDEX [LINE GRAPH]
DOW JONES LEHMAN BROTHERS TARGET 2040 WILSHIRE 5000 U.S. AGGREGATE FUND COMPOSITE INDEX COMPOSITE INDEX(SM) BOND INDEX 01-Jul-05 $10,000 $10,000 $10,000 $10,000 31-Jul-05 $10,370 $10,321 $10,419 $9,909 31-Aug-05 $10,410 $10,329 $10,317 $10,036 30-Sep-05 $10,560 $10,459 $10,389 $9,932 31-Oct-05 $10,360 $10,268 $10,208 $9,854
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. Performance results less than one year are not annualized. 1 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. 2 Source for category information: Morningstar, Inc. 3 The Target 2040 Composite Index is derived using the following portion allocations: 64% Dow Jones Wilshire 5000 Composite Index, 21% MSCI EAFE Index, 13% Lehman Brothers U.S. Aggregate Bond Index, and 2% Lehman Brothers U.S. Treasury Bills: 1-3 Months. Schwab Target Funds 13 SCHWAB TARGET 2040 FUND FUND FACTS as of 10/31/05 TOP HOLDINGS 1
% OF SECURITY NET ASSETS - -------------------------------------------------------------------------------- (1) SCHWAB CORE EQUITY FUND(TM) 26.8% - -------------------------------------------------------------------------------- (2) LAUDUS INTERNATIONAL MARKETMASTERS FUND(TM), Select Shares(R) 12.9% - -------------------------------------------------------------------------------- (3) SCHWAB TOTAL BOND MARKET FUND(TM) 12.2% - -------------------------------------------------------------------------------- (4) SCHWAB SMALL-CAP EQUITY FUND(TM), Select Shares 10.7% - -------------------------------------------------------------------------------- (5) LAUDUS ROSENBERG INTERNATIONAL SMALL CAPITALIZATION FUND, Institutional Shares 8.9% - -------------------------------------------------------------------------------- (6) LAUDUS ROSENBERG U.S. LARGE CAPITALIZATION GROWTH FUND, Institutional Shares 8.6% - -------------------------------------------------------------------------------- (7) SCHWAB DIVIDEND EQUITY FUND(TM), Select Shares 8.5% - -------------------------------------------------------------------------------- (8) LAUDUS ROSENBERG U.S. DISCOVERY FUND, Institutional Shares 5.7% - -------------------------------------------------------------------------------- (9) SCHWAB VALUE ADVANTAGE MONEY FUND(R), Institutional Shares 0.9% - -------------------------------------------------------------------------------- (10) SCHWAB YIELDPLUS FUND(R), Select Shares 0.9% - -------------------------------------------------------------------------------- TOTAL 96.1%
STATISTICS NUMBER OF HOLDINGS 10 - -------------------------------------------------------------------------------- WEIGHTED AVERAGE MARKET CAP ($ x 1,000,000) $36,775 - -------------------------------------------------------------------------------- PRICE/EARNINGS RATIO (P/E) 19.2 - -------------------------------------------------------------------------------- PRICE/BOOK RATIO (P/B) 2.7 - -------------------------------------------------------------------------------- PORTFOLIO TURNOVER RATE 0% - -------------------------------------------------------------------------------- MINIMUM INITIAL INVESTMENT 2 $2,500 ($1,000 for custodial accounts) - --------------------------------------------------------------------------------
ASSET CLASS WEIGHTINGS % of Investments This chart shows the fund's asset class composition as of the report date. [PIE CHART] 60.5% EQUITY FUNDS--DOMESTIC 21.9% EQUITY FUNDS-- INTERNATIONAL 13.2% FIXED-INCOME FUNDS 4.4% SHORT-TERM INVESTMENTS Portfolio holdings may have changed since the report date. Source of Sector Classification: S&P and MSCI. 1 This list is not a recommendation of any security by the investment adviser. 2 Please see prospectus for further detail and eligibility requirements. 14 Schwab Target Funds SCHWAB RETIREMENT INCOME FUND PERFORMANCE as of 10/31/05 TOTAL RETURNS 1, 2, 3 This chart compares performance of the fund with a benchmark and the fund's Morningstar category. [BAR CHART]
Fund Category: FUND Benchmark: MORNINGSTAR Ticker Symbol: TARGET INCOME CONSERVATIVE SWARX COMPOSITE INDEX ALLOCATION SINCE INCEPTION: 7/1/05 0.16% 0.28% 0.23%
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, 3 This graph shows performance since inception of a hypothetical $10,000 investment in the fund, compared with a similar investment in a benchmark and an additional index. $10,016 FUND $10,028 TARGET INCOME COMPOSITE INDEX $10,208 DOW JONES WILSHIRE 5000 COMPOSITE INDEX(SM) $9,854 LEHMAN BROTHERS U.S. AGGREGATE BOND INDEX [LINE GRAPH]
DOW JONES LEHMAN BROTHERS TARGET INCOME WILSHIRE 5000 U.S. AGGREGATE FUND COMPOSITE INDEX COMPOSITE INDEX(SM) BOND INDEX 01-Jul-05 $10,000 $10,000 $10,000 $10,000 31-Jul-05 $10,043 $10,040 $10,419 $9,909 31-Aug-05 $10,108 $10,111 $10,317 $10,036 30-Sep-05 $10,101 $10,101 $10,389 $9,932 31-Oct-05 $10,016 $10,028 $10,208 $9,854
All figures on this page assume dividends and distributions were reinvested. Index figures do not include trading and management costs, which would lower performance. Indices are unmanaged, and you cannot invest in them directly. Performance results less than one year are not annualized. 1 Fund expenses have been partially absorbed by CSIM and Schwab. Without these reductions, the fund's returns would have been lower. These returns do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. 2 Source for category information: Morningstar, Inc. 3 The Target Income Composite Index is derived using the following portion allocations: 15% Dow Jones Wilshire 5000 Composite Index, 5% MSCI EAFE Index, 50% Lehman Brothers U.S. Aggregate Bond Index, and 30% Lehman Brothers U.S. Treasury Bills: 1-3 Months. Schwab Target Funds 15 SCHWAB RETIREMENT INCOME FUND FUND FACTS as of 10/31/05 TOP HOLDINGS 1
% OF SECURITY NET ASSETS - -------------------------------------------------------------------------------- (1) SCHWAB TOTAL BOND MARKET FUND(TM) 47.6% - -------------------------------------------------------------------------------- (2) SCHWAB YIELDPLUS FUND(R), Select Shares(R) 24.2% - -------------------------------------------------------------------------------- (3) SCHWAB DIVIDEND EQUITY FUND(TM), Select Shares 16.4% - -------------------------------------------------------------------------------- (4) SCHWAB VALUE ADVANTAGE MONEY FUND(R), Institutional Shares 4.8% - -------------------------------------------------------------------------------- (5) LAUDUS INTERNATIONAL MARKETMASTERS FUND(TM), Select Shares 3.1% - -------------------------------------------------------------------------------- TOTAL 96.1%
STATISTICS NUMBER OF HOLDINGS 6 - -------------------------------------------------------------------------------- WEIGHTED AVERAGE MARKET CAP ($ x 1,000,000) $45,806 - -------------------------------------------------------------------------------- PRICE/EARNINGS RATIO (P/E) 16.5 - -------------------------------------------------------------------------------- PRICE/BOOK RATIO (P/B) 2.6 - -------------------------------------------------------------------------------- PORTFOLIO TURNOVER RATE 0% - -------------------------------------------------------------------------------- MINIMUM INITIAL INVESTMENT 2 $2,500 ($1,000 for custodial accounts) - --------------------------------------------------------------------------------
ASSET CLASS WEIGHTINGS % of Investments This chart shows the fund's asset class composition as of the report date. [PIE CHART] 73.1% FIXED-INCOME FUNDS 16.7% EQUITY FUNDS--DOMESTIC 7.1% SHORT-TERM INVESTMENTS 3.1% EQUITY FUNDS-- INTERNATIONAL Portfolio holdings may have changed since the report date. Source of Sector Classification: S&P and MSCI. 1 This list is not a recommendation of any security by the investment adviser. 2 Please see prospectus for further detail and eligibility requirements. 16 Schwab Target 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 the period beginning July 1, 2005 (commencement of the funds' operations) 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 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 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 7/1/05 at 10/31/05 7/1/05-10/31/05 - -------------------------------------------------------------------------------------------------------------- SCHWAB TARGET 2010 FUND Actual Return 0.06% $1,000 $1,024.00 $0.21 Hypothetical 5% Return 0.06% $1,000 $1,016.64 $0.21 - -------------------------------------------------------------------------------------------------------------- SCHWAB TARGET 2020 FUND Actual Return 0.04% $1,000 $1,028.00 $0.15 Hypothetical 5% Return 0.04% $1,000 $1,016.70 $0.15 - -------------------------------------------------------------------------------------------------------------- SCHWAB TARGET 2030 FUND Actual Return 0.03% $1,000 $1,031.00 $0.11 Hypothetical 5% Return 0.03% $1,000 $1,016.74 $0.11 - -------------------------------------------------------------------------------------------------------------- SCHWAB TARGET 2040 FUND Actual Return 0.01% $1,000 $1,036.00 $0.03 Hypothetical 5% Return 0.01% $1,000 $1,016.82 $0.03 - -------------------------------------------------------------------------------------------------------------- SCHWAB RETIREMENT INVESTMENT FUND Actual Return 0.10% $1,000 $1,001.60 $0.35 Hypothetical 5% Return 0.10% $1,000 $1,016.50 $0.35 - --------------------------------------------------------------------------------------------------------------
1 Based on the most recent six-month expense ratio; may differ from the expense ratio provided in Financial Highlights; does not include expenses of underlying funds in which the funds invest. 2 Expenses for each fund are equal to its annualized expense ratio, multiplied by the average account value over the period, multiplied by 123 days of the period (from 7/1/05, commencement of operations through 10/31/05), and divided by 365 days of the fiscal year. Schwab Target Funds 17 SCHWAB TARGET 2010 FUND FINANCIAL STATEMENTS FINANCIAL HIGHLIGHTS
7/1/05 1- 10/31/05 - -------------------------------------------------------------------------------- PER-SHARE DATA ($) - -------------------------------------------------------------------------------- Net asset value at beginning of period 10.00 ------------------------------ Income from investment operations: Net investment income 0.04 Net realized and unrealized gains 0.20 ------------------------------ Total income from investment operations 0.24 ------------------------------ Net asset value at end of period 10.24 ------------------------------ Total return (%) 2.40 2 RATIOS/SUPPLEMENTAL DATA (%) - -------------------------------------------------------------------------------- Ratios to average net assets: Net operating expenses 3 0.06 4 Gross operating expenses 3 0.37 4 Net investment income 1.51 4 Portfolio turnover rate -- Net assets, end of period ($ x 1,000,000) 32
1 Commencement of operations. 2 Not annualized. 3 The expenses incurred by underlying funds in which the portfolio invests are not included in this ratio. The income received by the portfolio from underlying funds is reduced by those expenses. 4 Annualized. 18 See financial notes. SCHWAB TARGET 2010 FUND PORTFOLIO HOLDINGS as of October 31, 2005 This section shows all the securities in the fund's portfolio and their value, as of the report date. 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 at http://www.sec.gov 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. The schedule of portfolio holdings filed on the fund's most recent Form N-Q 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 holdings, the number in the circle is the security's rank among the top ten. (1) Top ten holding / Issuer is affiliated with the fund's adviser
COST VALUE HOLDINGS BY CATEGORY ($x1,000) ($x1,000) - -------------------------------------------------------------------------------- 98.1% OTHER INVESTMENT COMPANIES 30,791 31,146 1.9% SHORT-TERM INVESTMENT 613 613 - -------------------------------------------------------------------------------- 100.0% TOTAL INVESTMENTS 31,404 31,759 0.0% OTHER ASSETS AND LIABILITIES, NET 5 - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 31,764
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) OTHER INVESTMENT COMPANIES 98.1% of net assets EQUITY FUNDS 64.0% -------------------------------------------------------------------------- /(3) Laudus International MarketMasters Fund, Select Shares 192,153 3,230 /(7) Laudus Rosenberg International Small Capitalization Fund, Institutional Shares 108,079 1,945 /(8) Laudus Rosenberg U.S. Discovery Fund, Institutional Shares 72,489 1,220 /(5) Laudus Rosenberg U.S. Large Capitalization Growth Fund, Institutional Shares 252,657 2,158 /(2) Schwab Core Equity Fund 470,052 7,432 /(6) Schwab Dividend Equity Fund, Select Shares 166,236 2,128 /(4) Schwab Small-Cap Equity Fund, Select Shares 139,745 2,205 ----------- 20,318 FIXED-INCOME FUNDS 33.1% -------------------------------------------------------------------------- /(1) Schwab Total Bond Market Fund 1,036,051 10,216 /(9) Schwab YieldPlus Fund, Select Shares 31,715 306 ----------- 10,522 MONEY FUNDS 1.0% -------------------------------------------------------------------------- /(10) Schwab Value Advantage Money Fund, Institutional Shares 305,943 306
SECURITY FACE AMOUNT RATE, MATURITY DATE ($ x 1,000) SHORT-TERM INVESTMENT 1.9% of net assets Wachovia Bank, Grand Cayman Time Deposit 3.48%, 11/01/05 613 613
END OF INVESTMENTS. See financial notes. 19 SCHWAB TARGET 2010 FUND Statement of ASSETS AND LIABILITIES As of October 31, 2005. All numbers x 1,000 except NAV. ASSETS - -------------------------------------------------------------------------------- Investments in affiliated underlying funds, at value $31,146 a Investments, at value 613 a Receivables: Fund shares sold 54 Prepaid expenses + 26 ---------- TOTAL ASSETS 31,839 LIABILITIES - -------------------------------------------------------------------------------- Payables: Fund shares redeemed 50 Due to investment adviser 2 Accrued expenses + 23 ---------- TOTAL LIABILITIES 75 NET ASSETS - -------------------------------------------------------------------------------- TOTAL ASSETS 31,839 TOTAL LIABILITIES - 75 ---------- NET ASSETS $31,764 NET ASSETS BY SOURCE Capital received from investors 31,273 Net investment income not yet distributed 136 Net unrealized capital gains 355 NET ASSET VALUE (NAV) SHARES NET ASSETS / OUTSTANDING = NAV $31,764 3,101 $10.24
Unless stated, all numbers x 1,000. a The fund paid $31,404 for these securities. Not counting short-term obligations and government securities and securities related to in-kind transactions, the fund's investment transactions during the period were: Purchases $30,448 Sales/maturities $-- Percent of fund shares of other Schwab Funds owned at the end of the report period: SCHWAB ACTIVE EQUITY FUNDS Core Equity Fund 1.4% Dividend Equity Fund 0.2% Small-Cap Equity Fund 0.9% LAUDUS MARKETMASTERS FUNDS International MarketMasters Fund 0.3% LAUDUS ROSENBERG FUNDS U.S. Large Capitalization Growth Fund 8.9% U.S. Discovery Fund 0.2% International Small Capitalization Fund 0.2% SCHWAB BOND FUNDS Total Bond Market Fund 0.9% YieldPlus Fund Less than 0.1% SCHWAB MONEY FUNDS Value Advantage Money Fund Less than 0.1% FEDERAL TAX DATA ----------------------------------- PORTFOLIO COST $31,404 NET UNREALIZED GAINS AND LOSSES: Gains $617 Losses + (262) ---------- $355 NET UNDISTRIBUTED EARNINGS: Ordinary income $136 Long-term capital gains $-- 20 See financial notes. SCHWAB TARGET 2010 FUND Statement of OPERATIONS For July 1, 2005 (commencement of operations) through October 31, 2005. All numbers x 1,000. INVESTMENT INCOME - -------------------------------------------------------------------------------- Dividends received from affiliated underlying funds $138 Interest + 4 ------- TOTAL INVESTMENT INCOME 142 NET UNREALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net unrealized gains from affiliated underlying funds 355 EXPENSES - -------------------------------------------------------------------------------- Trustees' fees 1 a Custodian fees 2 Portfolio accounting fees 1 Professional fees 15 Registration fees 9 Shareholder reports + 6 ------- Total expenses 34 Expense reduction - 28 b ------- NET EXPENSES 6 INCREASE IN NET ASSETS FROM OPERATIONS - -------------------------------------------------------------------------------- TOTAL INVESTMENT INCOME 142 NET EXPENSES - 6 ------- NET INVESTMENT INCOME 136 NET UNREALIZED GAINS + 355 ------- INCREASE IN NET ASSETS FROM OPERATIONS $491
Unless stated, all numbers x 1,000. a For the fund's independent trustees only. b These reductions reflect a guarantee by Charles Schwab Investment Management, Inc. (CSIM) and Charles Schwab & Co., Inc. (Schwab) to limit the net operating expenses of this fund through February 28, 2007, to 0.06% of average daily net assets. This limit excludes interest, taxes and certain non-routine expenses. See financial notes. 21 SCHWAB TARGET 2010 FUND Statements of CHANGES IN NET ASSETS For the current report period only. Because the fund commenced operations on July 1, 2005, it has no prior report period. All numbers x 1,000.
OPERATIONS - -------------------------------------------------------------------------------- 7/1/05-10/31/05 Net investment income $136 Net unrealized gains + 355 --------------- INCREASE IN NET ASSETS FROM OPERATIONS $491
TRANSACTIONS IN FUND SHARES - -------------------------------------------------------------------------------- 7/1/05-10/31/05 SHARES VALUE Shares sold 3,174 $32,017 Shares redeemed + (73) (744) a ------------------------- NET TRANSACTIONS IN FUND SHARES 3,101 $31,273
SHARES OUTSTANDING AND NET ASSETS - -------------------------------------------------------------------------------- 7/1/05-10/31/05 SHARES NET ASSETS Beginning of period -- $-- Total increase + 3,101 31,764 b ------------------------ END OF PERIOD 3,101 $31,764 c
Unless stated, all numbers x 1,000. a The fund charges 2.00% of early withdrawal fees on shares redeemed 30 days or less after the purchase: CURRENT PERIOD $1 Dollar amounts are net of the redemption fee proceeds. b Figures for shares represent shares sold plus shares reinvested, minus shares redeemed. Figures for net assets represent the changes in net assets from operations plus the changes in value of transactions in fund shares, minus distributions paid. c Includes distributable net investment income in the amount of $136 at the end of the current period. 22 See financial notes. Schwab Target 2020 Fund FINANCIAL STATEMENTS FINANCIAL HIGHLIGHTS
7/1/05 1- 10/31/05 - -------------------------------------------------------------------------------- PER-SHARE DATA ($) - -------------------------------------------------------------------------------- Net asset value at beginning of period 10.00 ----------------------------------- Income from investment operations: Net investment income 0.04 Net realized and unrealized gains 0.24 ----------------------------------- Total income from investment operations 0.28 ----------------------------------- Net asset value at end of period 10.28 ----------------------------------- Total return (%) 2.80 2 RATIOS/SUPPLEMENTAL DATA (%) - -------------------------------------------------------------------------------- Ratios to average net assets: Net operating expenses 3 0.04 4 Gross operating expenses 3 0.36 4 Net investment income 1.29 4 Portfolio turnover rate -- Net assets, end of period ($ x 1,000,000) 35
1 Commencement of operations. 2 Not annualized. 3 The expenses incurred by underlying funds in which the portfolio invests are not included in this ratio. The income received by the portfolio from underlying funds is reduced by those expenses. 4 Annualized. See financial notes. 23 SCHWAB TARGET 2020 FUND PORTFOLIO HOLDINGS as of October 31, 2005 This section shows all the securities in the fund's portfolio and their value, as of the report date. 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 at http://www.sec.gov 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. The schedule of portfolio holdings filed on the fund's most recent Form N-Q 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 holdings, the number in the circle is the security's rank among the top ten. (1) Top ten holding / Issuer is affiliated with the fund's adviser
COST VALUE HOLDINGS BY CATEGORY ($x1,000) ($x1,000) - -------------------------------------------------------------------------------- 97.5% OTHER INVESTMENT COMPANIES 33,428 33,862 2.2% SHORT-TERM INVESTMENT 778 778 - -------------------------------------------------------------------------------- 99.7% TOTAL INVESTMENTS 34,206 34,640 0.3% OTHER ASSETS AND LIABILITIES, NET 92 - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 34,732
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) OTHER INVESTMENT COMPANIES 97.5% of net assets EQUITY FUNDS 69.9% -------------------------------------------------------------------------- /(3) Laudus International MarketMasters Fund, Select Shares 209,683 3,525 /(5) Laudus Rosenberg International Small Capitalization Fund, Institutional Shares 157,304 2,831 /(8) Laudus Rosenberg U.S. Discovery Fund, Institutional Shares 79,287 1,334 /(6) Laudus Rosenberg U.S. Large Capitalization Growth Fund, Institutional Shares 315,978 2,698 /(2) Schwab Core Equity Fund 514,134 8,128 /(7) Schwab Dividend Equity Fund, Select Shares 208,174 2,665 /(4) Schwab Small-Cap Equity Fund, Select Shares 196,358 3,099 ----------- 24,280 FIXED-INCOME FUNDS 26.6% -------------------------------------------------------------------------- /(1) Schwab Total Bond Market Fund 903,615 8,910 /(10) Schwab YieldPlus Fund, Select Shares 34,801 336 ----------- 9,246 MONEY FUNDS 1.0% -------------------------------------------------------------------------- /(9) Schwab Value Advantage Money Fund, Institutional Shares 335,710 336
SECURITY FACE AMOUNT RATE, MATURITY DATE ($ x 1,000) SHORT-TERM INVESTMENT 2.2% of net assets Wachovia Bank, Grand Cayman Time Deposit 3.48%, 11/01/05 778 778
END OF INVESTMENTS. 24 See financial notes. SCHWAB TARGET 2020 FUND Statement of ASSETS AND LIABILITIES As of October 31, 2005. All numbers x 1,000 except NAV. ASSETS - -------------------------------------------------------------------------------- Investments in affiliated underlying funds, at value $33,862 a Investments, at value 778 a Receivables: Fund shares sold 102 Dividends 1 Prepaid expenses + 18 ---------- TOTAL ASSETS 34,761 LIABILITIES - -------------------------------------------------------------------------------- Payables: Fund shares redeemed 3 Due to investment adviser 2 Accrued expenses + 24 ---------- TOTAL LIABILITIES 29 NET ASSETS - -------------------------------------------------------------------------------- TOTAL ASSETS 34,761 TOTAL LIABILITIES - 29 ---------- NET ASSETS $34,732 NET ASSETS BY SOURCE Capital received from investors 34,177 Net investment income not yet distributed 121 Net unrealized capital gains 434 NET ASSET VALUE (NAV) SHARES NET ASSETS / OUTSTANDING = NAV $34,732 3,377 $10.28
Unless stated, all numbers x 1,000. a The fund paid $34,206 for these securities. Not counting short-term obligations and government securities and securities related to in-kind trans- actions, the fund's investment transactions during the period were: Purchases $33,061 Sales/maturities $-- Percent of fund shares of other Schwab Funds owned at the end of the report period: SCHWAB ACTIVE EQUITY FUNDS Core Equity Fund 1.5% Dividend Equity Fund 0.3% Small-Cap Equity Fund 1.2% LAUDUS MARKETMASTERS FUNDS International MarketMasters Fund 0.3% LAUDUS ROSENBERG FUNDS U.S. Large Capitalization Growth Fund 11.1% U.S. Discovery Fund 0.2% International Small Capitalization Fund 0.3% SCHWAB BOND FUNDS Total Bond Market Fund 0.8% YieldPlus Fund Less than 0.1% SCHWAB MONEY FUNDS Value Advantage Money Fund Less than 0.1% FEDERAL TAX DATA ----------------------------------------- PORTFOLIO COST $34,206 NET UNREALIZED GAINS AND LOSSES: Gains $684 Losses + (250) ---------- $434 NET UNDISTRIBUTED EARNINGS: Ordinary income $121 Long-term capital gains $-- See financial notes. 25 SCHWAB TARGET 2020 FUND Statement of OPERATIONS For July 1, 2005 (commencement of operations) through October 31, 2005. All numbers x 1,000. INVESTMENT INCOME - -------------------------------------------------------------------------------- Dividends received from affiliated underlying funds $120 Interest + 5 ------- TOTAL INVESTMENT INCOME 125 NET UNREALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net unrealized gains from affiliated underlying funds 434 EXPENSES - -------------------------------------------------------------------------------- Trustees' fees 1 a Custodian fees 1 Portfolio accounting fees 1 Professional fees 16 Registration fees 7 Shareholder reports + 7 ------- Total expenses 33 Expense reduction - 29 b ------- NET EXPENSES 4 INCREASE IN NET ASSETS FROM OPERATIONS - -------------------------------------------------------------------------------- TOTAL INVESTMENT INCOME 125 NET EXPENSES - 4 ------- NET INVESTMENT INCOME 121 NET UNREALIZED GAINS + 434 ------- INCREASE IN NET ASSETS FROM OPERATIONS $555
Unless stated, all numbers x 1,000. a For the fund's independent trustees only. b These reductions reflect a guarantee by Charles Schwab Investment Management, Inc. (CSIM) and Charles Schwab & Co., Inc. (Schwab) to limit the net operating expenses of this fund through February 28, 2007, to 0.04% of average daily net assets. This limit excludes interest, taxes and certain non-routine expenses. 26 See financial notes. SCHWAB TARGET 2020 FUND Statements of CHANGES IN NET ASSETS For the current report period only. Because the fund commenced operations on July 1, 2005, it has no prior report period. All numbers x 1,000
OPERATIONS - -------------------------------------------------------------------------------- 7/1/05-10/31/05 Net investment income $121 Net unrealized gains + 434 ------------------ INCREASE IN NET ASSETS FROM OPERATIONS $555
TRANSACTIONS IN FUND SHARES - -------------------------------------------------------------------------------- 7/1/05-10/31/05 SHARES VALUE Shares sold 3,422 $34,636 Shares redeemed + (45) (459) a -------------------- NET TRANSACTIONS IN FUND SHARES 3,377 $34,177
SHARES OUTSTANDING AND NET ASSETS - -------------------------------------------------------------------------------- 7/1/05-10/31/05 SHARES NET ASSETS Beginning of period -- $-- Total increase + 3,377 34,732 b -------------------- END OF PERIOD 3,377 $34,732 c
Unless stated, all numbers x 1,000. a The fund charges 2.00% of early withdrawal fees on shares redeemed 30 days or less after the purchase: CURRENT PERIOD $1 Dollar amounts are net of the redemption fee proceeds. b Figures for shares represent shares sold plus shares reinvested, minus shares redeemed. Figures for net assets represent the changes in net assets from operations plus the changes in value of transactions in fund shares, minus distributions paid. c Includes distributable net investment income in the amount of $121 at the end of the current period. See financial notes. 27 SCHWAB TARGET 2030 FUND FINANCIAL STATEMENTS FINANCIAL HIGHLIGHTS
7/1/05 1- 10/31/05 - -------------------------------------------------------------------------------- PER-SHARE DATA ($) - -------------------------------------------------------------------------------- Net asset value at beginning of period 10.00 ---------------------------------- Income from investment operations: Net investment income 0.03 Net realized and unrealized gains 0.28 ---------------------------------- Total income from investment operations 0.31 ---------------------------------- Net asset value at end of period 10.31 ---------------------------------- Total return (%) 3.10 2 RATIOS/SUPPLEMENTAL DATA (%) - -------------------------------------------------------------------------------- Ratios to average net assets: Net operating expenses 3 0.03 4 Gross operating expenses 3 0.58 4 Net investment income 1.05 4 Portfolio turnover rate -- Net assets, end of period ($ x 1,000,000) 19
1 Commencement of operations. 2 Not annualized. 3 The expenses incurred by underlying funds in which the portfolio invests are not included in this ratio. The income received by the portfolio from underlying funds is reduced by those expenses. 4 Annualized. 28 See financial notes. SCHWAB TARGET 2030 FUND PORTFOLIO HOLDINGS as of October 31, 2005 This section shows all the securities in the fund's portfolio and their value, as of the report date. 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 at http://www.sec.gov 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. The schedule of portfolio holdings filed on the fund's most recent Form N-Q 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 holdings, the number in the circle is the security's rank among the top ten. (1) Top ten holding / Issuer is affiliated with the fund's adviser
COST VALUE HOLDINGS BY CATEGORY ($x1,000) ($x1,000) - -------------------------------------------------------------------------------- 95.0% OTHER INVESTMENT COMPANIES 17,848 18,100 3.7% SHORT-TERM INVESTMENTS 695 695 - -------------------------------------------------------------------------------- 98.7% TOTAL INVESTMENTS 18,543 18,795 1.3% OTHER ASSETS AND LIABILITIES, NET 255 - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 19,050
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) OTHER INVESTMENT COMPANIES 95.0% of net assets EQUITY FUNDS 74.6% -------------------------------------------------------------------------- /(3) Laudus International MarketMasters Fund, Select Shares 122,893 2,066 /(7) Laudus Rosenberg International Small Capitalization Fund, Institutional Shares 73,339 1,320 /(8) Laudus Rosenberg U.S. Discovery Fund, Institutional Shares 52,881 890 /(5) Laudus Rosenberg U.S. Large Capitalization Growth Fund, Institutional Shares 189,774 1,621 /(1) Schwab Core Equity Fund 308,697 4,880 /(6) Schwab Dividend Equity Fund, Select Shares 125,094 1,601 /(4) Schwab Small-Cap Equity Fund, Select Shares 116,367 1,836 ----------- 14,214 FIXED-INCOME FUNDS 19.5% -------------------------------------------------------------------------- /(2) Schwab Total Bond Market Fund 357,702 3,527 /(9) Schwab YieldPlus Fund, Select Shares 18,590 180 ----------- 3,707 MONEY FUNDS 0.9% -------------------------------------------------------------------------- /(10) Schwab Value Advantage Money Fund, Institutional Shares 179,344 179
SECURITY FACE AMOUNT RATE, MATURITY DATE ($ x 1,000) SHORT-TERM INVESTMENTS 3.7% of net assets HSBC Bank, USA Grand Cayman Time Deposit 3.48%, 11/01/05 175 175 Wachovia Bank, Grand Cayman Time Deposit 3.48%, 11/01/05 520 520 ----------- 695
END OF INVESTMENTS. See financial notes. 29 SCHWAB TARGET 2030 FUND Statement of ASSETS AND LIABILITIES As of October 31, 2005. All numbers x 1,000 except NAV. ASSETS - -------------------------------------------------------------------------------- Investments in affiliated underlying funds, at value $18,100 a Investments, at value 695 a Receivables: Fund shares sold 262 Prepaid expenses + 17 ---------- TOTAL ASSETS 19,074 LIABILITIES - -------------------------------------------------------------------------------- Payables: Due to investment adviser 4 Accrued expenses + 20 ---------- TOTAL LIABILITIES 24 NET ASSETS - -------------------------------------------------------------------------------- TOTAL ASSETS 19,074 TOTAL LIABILITIES - 24 ---------- NET ASSETS $19,050 NET ASSETS BY SOURCE Capital received from investors 18,747 Net investment income not yet distributed 51 Net unrealized capital gains 252 NET ASSET VALUE (NAV) SHARES NET ASSETS / OUTSTANDING = NAV $19,050 1,847 $10.31
Unless stated, all numbers x 1,000. a The fund paid $18,543 for these securities. Not counting short-term obligations and government securities and securities related to in-kind trans- actions, the fund's investment transactions during the period were: Purchases $17,657 Sales/maturities $-- Percent of fund shares of other Schwab Funds owned at the end of the report period: SCHWAB ACTIVE EQUITY FUNDS Core Equity Fund 0.9% Dividend Equity Fund 0.2% Small-Cap Equity Fund 0.7% LAUDUS MARKETMASTERS FUNDS International MarketMasters Fund 0.2% LAUDUS ROSENBERG FUNDS U.S. Large Capitalization Growth Fund 6.7% U.S. Discovery Fund 0.1% International Small Capitalization Fund 0.1% SCHWAB BOND FUNDS Total Bond Market Fund 0.3% YieldPlus Fund Less than 0.1% SCHWAB MONEY FUNDS Value Advantage Money Fund Less than 0.1% FEDERAL TAX DATA --------------------------------------------- PORTFOLIO COST $18,543 NET UNREALIZED GAINS AND LOSSES: Gains $366 Losses + (114) --------- $252 NET UNDISTRIBUTED EARNINGS: Ordinary income $51 Long-term capital gains $-- 30 See financial notes. SCHWAB TARGET 2030 FUND Statement of OPERATIONS For July 1, 2005 (commencement of operations) through October 31, 2005. All numbers x 1,000. INVESTMENT INCOME - -------------------------------------------------------------------------------- Dividends received from affiliated underlying funds $49 Interest + 3 ------- TOTAL INVESTMENT INCOME 52 NET UNREALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net unrealized gains from affiliated underlying funds 252 EXPENSES - -------------------------------------------------------------------------------- Trustees' fees 1 a Custodian fees 1 Portfolio accounting fees 1 Professional fees 15 Registration fees 6 Shareholder reports + 4 ------- Total expenses 28 Expense reduction - 27 b ------- NET EXPENSES 1 INCREASE IN NET ASSETS FROM OPERATIONS - -------------------------------------------------------------------------------- TOTAL INVESTMENT INCOME 52 NET EXPENSES - 1 ------- NET INVESTMENT INCOME 51 NET UNREALIZED GAINS + 252 ------- INCREASE IN NET ASSETS FROM OPERATIONS $303
Unless stated, all numbers x 1,000. a For the fund's independent trustees only. b These reductions reflect a guarantee by Charles Schwab Investment Management, Inc. (CSIM) and Charles Schwab & Co., Inc. (Schwab) to limit the net operating expenses of this fund through February 28, 2007, to 0.03% of average daily net assets. This limit excludes interest, taxes and certain non-routine expenses. See financial notes. 31 SCHWAB TARGET 2030 FUND Statements of CHANGES IN NET ASSETS For the current report period only. Because the fund commenced operations on July 1, 2005, it has no prior period. All numbers x 1,000
OPERATIONS - -------------------------------------------------------------------------------- 7/1/05-10/31/05 Net investment income $51 Net unrealized gains + 252 ------------------ INCREASE IN NET ASSETS FROM OPERATIONS $303
TRANSACTIONS IN FUND SHARES - -------------------------------------------------------------------------------- 7/1/05-10/31/05 SHARES VALUE Shares sold 1,866 $18,936 Shares redeemed + (19) (189) a NET TRANSACTIONS IN FUND SHARES ------------------------ 1,847 $18,747
SHARES OUTSTANDING AND NET ASSETS - -------------------------------------------------------------------------------- 7/1/05-10/31/05 SHARES NET ASSETS Beginning of period -- $-- Total increase + 1,847 19,050 b ------------------------ END OF PERIOD 1,847 $19,050 c
Unless stated, all numbers x 1,000. a The fund charges 2.00% of early withdrawal fees on shares redeemed 30 days or less after the purchase: CURRENT PERIOD $1 Dollar amounts are net of the redemption fee proceeds. b Figures for shares represent shares sold plus shares reinvested, minus shares redeemed. Figures for net assets represent the changes in net assets from operations plus the changes in value of transactions in fund shares, minus distributions paid. c Includes distributable net investment income in the amount of $51 at the end of the current period. 32 See financial notes. SCHWAB TARGET 2040 FUND FINANCIAL STATEMENTS FINANCIAL HIGHLIGHTS
7/1/05 1- 10/31/05 - -------------------------------------------------------------------------------- PER-SHARE DATA ($) - -------------------------------------------------------------------------------- Net asset value at beginning of period 10.00 ------------------------------ Income from investment operations: Net investment income 0.02 Net realized and unrealized gains 0.34 ------------------------------ Total income from investment operations 0.36 ------------------------------ Net asset value at end of period 10.36 ------------------------------ Total return (%) 3.60 2 RATIOS/SUPPLEMENTAL DATA (%) - -------------------------------------------------------------------------------- Ratios to average net assets: Net operating expenses 3 0.01 4 Gross operating expenses 3 1.10 4 Net investment income 0.80 4 Portfolio turnover rate -- Net assets, end of period ($ x 1,000,000) 9
1 Commencement of operations. 2 Not annualized. 3 The expenses incurred by underlying funds in which the portfolio invests are not included in this ratio. The income received by the portfolio from underlying funds is reduced by those expenses. 4 Annualized. See financial notes. 33 SCHWAB TARGET 2040 FUND PORTFOLIO HOLDINGS as of October 31, 2005 This section shows all the securities in the fund's portfolio and their value, as of the report date. 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 at http://www.sec.gov 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. The schedule of portfolio holdings filed on the fund's most recent Form N-Q 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 holdings, the number in the circle is the security's rank among the top ten. (1) Top ten holding / Issuer is affiliated with the fund's adviser
COST VALUE HOLDINGS BY CATEGORY ($x1,000) ($x1,000) - -------------------------------------------------------------------------------- 96.1% OTHER INVESTMENT COMPANIES 8,535 8,659 3.5% SHORT-TERM INVESTMENTS 314 314 - -------------------------------------------------------------------------------- 99.6% TOTAL INVESTMENTS 8,849 8,973 0.4% OTHER ASSETS AND LIABILITIES, NET 40 - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 9,013
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) OTHER INVESTMENT COMPANIES 96.1% of net assets EQUITY FUNDS 82.0% -------------------------------------------------------------------------- /(2) Laudus International MarketMasters Fund, Select Shares 68,885 1,158 /(5) Laudus Rosenberg International Small Capitalization Fund, Institutional Shares 44,743 805 /(8) Laudus Rosenberg U.S. Discovery Fund, Institutional Shares 30,297 510 /(6) Laudus Rosenberg U.S. Large Capitalization Growth Fund, Institutional Shares 90,587 774 /(1) Schwab Core Equity Fund 152,873 2,417 /(7) Schwab Dividend Equity Fund, Select Shares 59,857 766 /(4) Schwab Small-Cap Equity Fund, Select Shares 60,984 962 ----------- 7,392 FIXED-INCOME FUNDS 13.1% -------------------------------------------------------------------------- /(3) Schwab Total Bond Market Fund 111,468 1,099 /(10) Schwab YieldPlus Fund, Select Shares 8,644 84 ----------- 1,183 MONEY FUNDS 1.0% -------------------------------------------------------------------------- /(9) Schwab Value Advantage Money Fund, Institutional Shares 83,391 84
SECURITY FACE AMOUNT RATE, MATURITY DATE ($ x 1,000) SHORT-TERM INVESTMENTS 3.5% of net assets Brown Brothers Harriman, Grand Cayman Time Deposit 3.48%, 11/01/05 79 79 Wachovia Bank, Grand Cayman Time Deposit 3.48%, 11/01/05 235 235 ----------- 314
END OF INVESTMENTS. 34 See financial notes. SCHWAB TARGET 2040 FUND Statement of ASSETS AND LIABILITIES As of October 31, 2005. All numbers x 1,000 except NAV. ASSETS - -------------------------------------------------------------------------------- Investments in affiliated underlying funds, at value $8,659 a Investments, at value 314 a Receivables: Fund shares sold 60 Prepaid expenses + 7 --------- TOTAL ASSETS 9,040 LIABILITIES - -------------------------------------------------------------------------------- Payables: Fund shares redeemed 2 Due to investment adviser 6 Accrued expenses + 19 --------- TOTAL LIABILITIES 27 NET ASSETS - -------------------------------------------------------------------------------- TOTAL ASSETS 9,040 TOTAL LIABILITIES - 27 --------- NET ASSETS $9,013 NET ASSETS BY SOURCE Capital received from investors 8,872 Net investment income not yet distributed 17 Net unrealized capital gains 124 NET ASSET VALUE (NAV) SHARES NET ASSETS / OUTSTANDING = NAV $9,013 870 $10.36
Unless stated, all numbers x 1,000. a The fund paid $8,849 for these securities. Not counting short-term obligations and government securities and securities related to in-kind transactions, the fund's investment transactions during the period were: Purchases $8,447 Sales/maturities $-- Percent of fund shares of other Schwab Funds owned at the end of the report period: SCHWAB ACTIVE EQUITY FUNDS Core Equity Fund 0.4% Dividend Equity Fund 0.1% Small-Cap Equity Fund 0.4% LAUDUS MARKETMASTERS FUNDS International MarketMasters Fund 0.1% LAUDUS ROSENBERG FUNDS U.S. Large Capitalization Growth Fund 3.2% U.S. Discovery Fund 0.1% International Small Capitalization Fund 0.1% SCHWAB BOND FUNDS Total Bond Market Fund 0.1% YieldPlus Fund Less than 0.1% SCHWAB MONEY FUNDS Value Advantage Money Fund Less than 0.1% FEDERAL TAX DATA ------------------------------------------ PORTFOLIO COST $8,849 NET UNREALIZED GAINS AND LOSSES: Gains $176 Losses + (52) --------- $124 NET UNDISTRIBUTED EARNINGS: Ordinary income $17 Long-term capital gains $-- See financial notes. 35 SCHWAB TARGET 2040 FUND Statement of OPERATIONS For July 1, 2005 (commencement of operations) through October 31, 2005. All numbers x 1,000. INVESTMENT INCOME - -------------------------------------------------------------------------------- Dividends received from affiliated underlying funds $15 Interest + 2 ------- TOTAL INVESTMENT INCOME 17 NET UNREALIZED GAINS AND LOSSES - -------------------------------------------------------------------------------- Net unrealized gains from affiliated underlying funds 124 EXPENSES - -------------------------------------------------------------------------------- Trustees' fees 1 a Custodian fees 1 Professional fees 16 Registration fees 3 Shareholder reports + 2 ------- Total expenses 23 Expense reduction - 23 b ------- NET EXPENSES --* INCREASE IN NET ASSETS FROM OPERATIONS - -------------------------------------------------------------------------------- TOTAL INVESTMENT INCOME 17 NET EXPENSES - --* ------- NET INVESTMENT INCOME 17 NET UNREALIZED GAINS + 124 ------- INCREASE IN NET ASSETS FROM OPERATIONS $141
* Amount is less than $1. Unless stated, all numbers x 1,000. a For the fund's independent trustees only. b These reductions reflect a guarantee by Charles Schwab Investment Management, Inc. (CSIM) and Charles Schwab & Co., Inc. (Schwab) to limit the net operating expenses of this fund through February 28, 2007, to 0.01% of average daily net assets. This limit excludes interest, taxes and certain non-routine expenses. 36 See financial notes. SCHWAB TARGET 2040 FUND Statements of CHANGES IN NET ASSETS For the current report period only. Because the fund commenced operations on July 1, 2005, it has no prior report period. All numbers x 1,000
OPERATIONS - -------------------------------------------------------------------------------- 7/1/05-10/31/05 Net investment income $17 Net unrealized gains + 124 --------------- INCREASE IN NET ASSETS FROM OPERATIONS $141
TRANSACTIONS IN FUND SHARES - -------------------------------------------------------------------------------- 7/1/05-10/31/05 SHARES VALUE Shares sold 894 $9,127 Shares redeemed + (24) (255) a ------------------------ NET TRANSACTIONS IN FUND SHARES 870 $8,872
SHARES OUTSTANDING AND NET ASSETS - -------------------------------------------------------------------------------- 7/1/05-10/31/05 SHARES NET ASSETS Beginning of period -- $-- Total increase + 870 9,013 b ------------------------ END OF PERIOD 870 $9,013 c
Unless stated, all numbers x 1,000. a The fund charges 2.00% of early withdrawal fees on shares redeemed 30 days or less after the purchase: CURRENT PERIOD $-- Dollar amounts are net of the redemption fee proceeds. b Figures for shares represent shares sold plus shares reinvested, minus shares redeemed. Figures for net assets represent the changes in net assets from operations plus the changes in value of transactions in fund shares, minus distributions paid. c Includes distributable net investment income in the amount of $17 at the end of the current period. See financial notes. 37 SCHWAB RETIREMENT INCOME FUND FINANCIAL STATEMENTS FINANCIAL HIGHLIGHTS
7/1/05 1- 10/31/05 - -------------------------------------------------------------------------------- PER-SHARE DATA ($) - -------------------------------------------------------------------------------- Net asset value at beginning of period 10.00 ----------------------- Income or loss from investment operations: Net investment income 0.11 Net realized and unrealized losses (0.09) ----------------------- Total income or loss from investment operations 0.02 Less distributions: Dividends from net investment income (0.12) ----------------------- Net asset value at end of period 9.90 ----------------------- Total return (%) 0.16 2 RATIOS/SUPPLEMENTAL DATA (%) - -------------------------------------------------------------------------------- Ratios to average net assets: Net operating expenses 3 0.10 4 Gross operating expenses 3 0.64 4 Net investment income 3.40 4 Portfolio turnover rate -- Net assets, end of period ($ x 1,000,000) 14
1 Commencement of operations. 2 Not annualized. 3 The expenses incurred by underlying funds in which the portfolio invests are not included in this ratio. The income received by the portfolio from underlying funds is reduced by those expenses. 4 Annualized. 38 See financial notes. SCHWAB RETIREMENT INCOME FUND PORTFOLIO HOLDINGS as of October 31, 2005 This section shows all the securities in the fund's portfolio and their value, as of the report date. 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 at http://www.sec.gov 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. The schedule of portfolio holdings filed on the fund's most recent Form N-Q 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 holdings, the number in the circle is the security's rank among the top holdings. (1) Top holding / Issuer is affiliated with the fund's adviser
COST VALUE HOLDINGS BY CATEGORY ($x1,000) ($x1,000) - -------------------------------------------------------------------------------- 96.1% OTHER INVESTMENT COMPANIES 13,531 13,414 2.1% SHORT-TERM INVESTMENT 287 287 - -------------------------------------------------------------------------------- 98.2% TOTAL INVESTMENTS 13,818 13,701 1.8% OTHER ASSETS AND LIABILITIES, NET 256 - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 13,957
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) OTHER INVESTMENT COMPANIES 96.1% of net assets EQUITY FUNDS 19.4% -------------------------------------------------------------------------- /(5) Laudus International MarketMasters Fund, Select Shares 25,405 427 /(3) Schwab Dividend Equity Fund, Select Shares 178,570 2,286 ----------- 2,713 FIXED-INCOME FUNDS 71.8% -------------------------------------------------------------------------- /(1) Schwab Total Bond Market Fund 673,773 6,643 /(2) Schwab YieldPlus Fund, Select Shares 350,074 3,382 ----------- 10,025 MONEY FUNDS 4.9% -------------------------------------------------------------------------- /(4) Schwab Value Advantage Money Fund, Institutional Shares 675,449 676
SECURITY FACE AMOUNT RATE, MATURITY DATE ($ x 1,000) SHORT-TERM INVESTMENT 2.1% of net assets Wachovia Bank, Grand Cayman Time Deposit 3.48%, 11/01/05 287 287
END OF INVESTMENTS. See financial notes. 39 SCHWAB RETIREMENT INCOME FUND Statement of ASSETS AND LIABILITIES As of October 31, 2005. All numbers x 1,000 except NAV. ASSETS - ------------------------------------------------------------------------------- Investments in affiliated underlying funds, at value $13,414 a Investments, at value 287 a Receivables: Fund shares sold 282 Dividends 1 Prepaid expenses + 12 ----------- TOTAL ASSETS 13,996 LIABILITIES - ------------------------------------------------------------------------------- Payables: Dividends to shareholders 14 Due to investment adviser 7 Accrued expenses + 18 ----------- TOTAL LIABILITIES 39 NET ASSETS - ------------------------------------------------------------------------------- TOTAL ASSETS 13,996 TOTAL LIABILITIES - 39 ----------- NET ASSETS $13,957 NET ASSETS BY SOURCE Capital received from investors 14,074 Net unrealized capital losses (117) NET ASSET VALUE (NAV) SHARES NET ASSETS / OUTSTANDING = NAV $13,957 1,410 $9.90
Unless stated, all numbers x 1,000. a The fund paid $13,818 for these securities. Not counting short-term obligations and government securities, the fund's investment transactions during the period were: Purchases $12,823 Sales/maturities $-- Percent of fund shares of other Schwab Funds owned at the end of the report period: SCHWAB ACTIVE EQUITY FUNDS Dividend Equity Fund 0.2% LAUDUS MARKETMASTERS FUNDS International MarketMasters Fund Less than 0.1% SCHWAB BOND FUNDS Total Bond Market Fund 0.6% YieldPlus Fund 0.1% SCHWAB MONEY FUNDS Value Advantage Money Fund Less than 0.1% FEDERAL TAX DATA --------------------------------------------- PORTFOLIO COST $13,818 NET UNREALIZED GAINS AND LOSSES: Gains $34 Losses + (151) --------- ($117) NET UNDISTRIBUTED EARNINGS: Ordinary income $-- Long-term capital gains $-- RECLASSIFICATIONS: Net investment income not yet distributed $14 Reclassified as: Capital received from investors ($14) 40 See financial notes. SCHWAB RETIREMENT INCOME FUND Statement of OPERATIONS For July 1, 2005 (commencement of operations) through October 31, 2005. All numbers x 1,000. INVESTMENT INCOME - ------------------------------------------------------------------------------ Dividends received from affiliated underlying funds $126 Interest + 2 -------- TOTAL INVESTMENT INCOME 128 NET UNREALIZED GAINS AND LOSSES - ------------------------------------------------------------------------------ Net unrealized losses from affiliated underlying funds (117) EXPENSES - ------------------------------------------------------------------------------ Trustees' fees 1 a Custodian fees 1 Portfolio accounting fees 1 Professional fees 15 Registration fees 3 Shareholder reports + 2 -------- Total expenses 23 Expense reduction - 19 b -------- NET EXPENSES 4 INCREASE IN NET ASSETS FROM OPERATIONS - ------------------------------------------------------------------------------ TOTAL INVESTMENT INCOME 128 NET EXPENSES - 4 -------- NET INVESTMENT INCOME 124 NET UNREALIZED LOSSES + (117) -------- INCREASE IN NET ASSETS FROM OPERATIONS $7
Unless stated, all numbers x 1,000. a For the fund's independent trustees only. b These reductions reflect a guarantee by Charles Schwab Investment Management, Inc. (CSIM) and Charles Schwab & Co., Inc. (Schwab) to limit the net operating expenses of this fund through February 28, 2007, to 0.10% of average daily net assets. This limit excludes interest, taxes and certain non-routine expenses. See financial notes. 41 SCHWAB RETIREMENT INCOME FUND Statements of CHANGES IN NET ASSETS For the current report period only. Because the fund commenced operations on July 1, 2005, it has no prior report period. All numbers x 1,000
OPERATIONS - ------------------------------------------------------------------------------ 7/1/05-10/31/05 Net investment income $124 Net unrealized losses + (117) ------------------- INCREASE IN NET ASSETS FROM OPERATIONS $7 DISTRIBUTIONS PAID - ------------------------------------------------------------------------------ Dividends from net investment income $138 a,b
TRANSACTIONS IN FUND SHARES - ------------------------------------------------------------------------------ 7/1/05-10/31/05 SHARES VALUE Shares sold 1,508 $15,066 Shares reinvested 10 99 Shares redeemed + (108) (1,077) c ---------------------- NET TRANSACTIONS IN FUND SHARES 1,410 $14,088
SHARES OUTSTANDING AND NET ASSETS - ------------------------------------------------------------------------------ 7/1/05-10/31/05 SHARES NET ASSETS Beginning of period -- $-- Total increase + 1,410 13,957 d ---------------------- END OF PERIOD 1,410 $13,957 e
Unless stated, all numbers x 1,000. a UNAUDITED For corporations, 0% of the fund's dividends for the report period qualify for the dividends-received deduction. The fund designates $8 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 PERIOD Ordinary income $138 c The fund charges 2.00% of early withdrawal fees on shares redeemed 30 days or less after the purchase. d Figures for shares represent shares sold plus shares reinvested, minus shares redeemed. Figures for net assets represent the changes in net assets from operations plus the changes in value of transactions in fund shares, minus distributions paid. e There was no distributable net investment income at the end of the current period. 42 See financial notes. SCHWAB TARGET FUNDS FINANCIAL NOTES BUSINESS STRUCTURE OF THE FUNDS EACH OF THE FUNDS DISCUSSED IN THIS REPORT IS A SERIES OF SCHWAB CAPITAL TRUST, A NO-LOAD, OPEN-END MANAGEMENT INVESTMENT COMPANY. The company 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 and their trust. THE FUNDS OFFER ONE SHARE CLASS. 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 trust may issue as many shares as necessary. 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. For more information about the underlying funds operations and policies, please refer to those funds' semiannual and annual reports. THE FUNDS PAY DIVIDENDS from net investment income and make distributions from net capital gains once a year, except for the Retirement Income Fund, which makes income distributions monthly. THE UNDERLYING FUNDS PAY FEES TO AFFILIATES OF THE INVESTMENT ADVISER FOR VARIOUS SERVICES. Through their trust, the funds and underlying 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. The funds are not charged such fees directly. These fees are included in the net asset value of the underlying funds. CSIM and Schwab have made 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. Pursuant to an exemptive order issued by the SEC, the funds may invest in other related funds. The percentages of fund shares of other related funds owned are shown in each fund's Statement of Assets and Liabilities. THE TRUST AND ITS FUNDS This list shows all of the funds included in Schwab Capital Trust. The funds discussed in this report are highlighted. 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 43 SCHWAB TARGET FUNDS Pursuant to an exemptive order issued by the SEC, the funds may enter into interfund borrowing and lending transactions within the Schwab Funds(R). 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(R). 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 trust was in compliance with these limitations throughout the report period. The trust did not pay any of these persons for their service as trustees, but it did pay 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 $100 million with PNC Bank, N.A. and Bank of America, N.A., respectively. The funds pay interest on the amounts they borrow at rates that are negotiated periodically.
AMOUNT WEIGHTED OUTSTANDING AVERAGE AVERAGE AT 10/31/05 BORROWING* INTEREST FUND ($ x 1,000) ($ x 1,000) RATE*(%) - -------------------------------------------------------------------------------- SCHWAB TARGET 2010 FUND -- 133 3.68 - -------------------------------------------------------------------------------- SCHWAB TARGET 2020 FUND -- 111 3.68 - -------------------------------------------------------------------------------- SCHWAB TARGET 2030 FUND -- 67 3.66 - -------------------------------------------------------------------------------- SCHWAB TARGET 2040 FUND -- 47 3.92 - -------------------------------------------------------------------------------- SCHWAB RETIREMENT INCOME FUND -- 16 3.90 - --------------------------------------------------------------------------------
* 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 losses on wash sales. 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. ACCOUNTING POLICIES The following are the main policies the funds and underlying funds use in preparing their financial statements. THE FUNDS VALUE THEIR INVESTMENTS IN UNDERLYING FUNDS EVERY BUSINESS DAY: - - UNDERLYING FUNDS: Valued at their respective net asset values as determined by those funds, in accordance with the Investment Company Act of 1940 for a given day. - - SHORT-TERM SECURITIES (60 DAYS OR LESS TO MATURITY): valued at amortized cost. 44 SCHWAB TARGET FUNDS SECURITY TRANSACTIONS are recorded as of the date the order to buy or sell the security is executed. DIVIDENDS AND DISTRIBUTIONS FROM PORTFOLIO SECURITIES AND UNDERLYING FUNDS 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. 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. 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. 45 REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM TO THE BOARD OF TRUSTEES AND SHAREHOLDERS OF: Schwab Target 2010 Fund Schwab Target 2020 Fund Schwab Target 2030 Fund Schwab Target 2040 Fund Schwab Retirement Income Fund In our opinion, the accompanying statements of assets and liabilities, including the 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 Target 2010 Fund, Schwab Target 2020 Fund, Schwab Target 2030 Fund, Schwab Target 2040 Fund, and Schwab Retirement Income Fund (five of the portfolios constituting Schwab Capital Trust, hereafter referred to as the "Funds") at October 31, 2005, the results of each of their operations, the changes in each of their net assets and the financial highlights for the period July 1, 2005 (commencement of operations) through October 31, 2005, 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 46 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 Capital Trust (the "Trust") and CSIM (the "Agreement") with respect to existing funds in the Trust operating as of December 31 of the previous year 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. During the report period, at the May 24, 2005 meeting of the Board, the trustees, including a majority of the Independent Trustees, approved renewal of the Agreement for an additional one year period. As new funds, the Schwab Target 2010 Fund, Schwab Target 2020 Fund, Schwab Target 2030 Fund, Schwab Target 2040 Fund and Schwab Retirement Income Fund (the "Target Funds") were not included in the Board's consideration of the renewal of the Agreement at the May 24, 2005 meeting. Rather, at the May 4, 2005 meeting of the Board, the trustees, including a majority of the Independent Trustees, approved the creation of the Target Funds and approved the amendment of the Agreement to appoint CSIM as investment adviser to the Target Funds. This approval 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 to be provided to the Target Funds under the Agreement, including the resources of CSIM and its affiliates to be dedicated to the Target Funds; 2. CSIM's investment performance with respect to other funds using related investment techniques and how it compared to that of other comparable mutual funds; 3. the Target Funds' anticipated expenses and how those expenses compared to those of other comparable mutual funds; 47 4. the profitability of CSIM and its affiliates, including Charles Schwab & Co., Inc. ("Schwab"), with respect to other funds, including both direct and indirect benefits accruing to CSIM and its affiliates; and 5. the extent to which economies of scale might be realized as the Target Funds grow and whether fee levels relating to the Target Funds in the Agreement reflect those economies of scale for the benefit of each Target Fund's investors. NATURE, EXTENT AND QUALITY OF SERVICES. At prior meetings, the Board has extensively considered the nature, extent and quality of the services provided by CSIM to the Schwab Funds and the resources of CSIM and its affiliates dedicated to such funds. In this regard, the trustees have evaluated, among other things, CSIM's personnel, experience, track record and compliance program. The trustees have 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 have also considered Schwab's excellent reputation as a full service firm and its overall financial condition. At the May 4, 2005 meeting, the Board considered how these factors could apply to the Target Funds under the terms of the Agreement. Following such evaluation, the Board concluded that, within the context of its full deliberations, the nature, extent and quality of services to be provided by CSIM to the Target Funds and the resources of CSIM and its affiliates to be dedicated to the Target Funds supported approval of the Agreement with respect to the Target Funds. FUND PERFORMANCE. At prior meetings, the Board has considered performance of the existing Schwab Funds using related investment techniques in determining whether to renew the Agreements with respect to such funds. Specifically, the trustees have considered each existing fund's performance relative to its peer group and appropriate indices/benchmarks, in light of total return, yield and market trends. As part of that review, the trustees considered the composition of the peer group, selection criteria and the reputation of the third party who prepared the analysis. In evaluating the performance of each existing Schwab Funds, the trustees have considered both risk and shareholder risk expectations for such fund. At the May 4, 2005 meeting, the Board also considered how these factors could apply to the Target Funds under the terms of the Agreement. Following such evaluation, the Board concluded that, within the context of its full deliberations, the performance of the existing Schwab Funds using related investment techniques and performance of CSIM supported approval of the Agreement with respect to the Target Funds. FUND EXPENSES. At the May 4, 2005 meeting, with respect to the Target Funds' expenses, the trustees considered the rate of compensation with respect to the Target Funds called for by the Agreement, and the Target Funds' net operating expense ratio in comparison to those of other comparable mutual funds. The trustees also considered information about average expense ratios of comparable mutual funds in the Target Funds' expected peer groups. Finally, 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 for at least one year and that CSIM, through the waiver, will maintain the Target Funds' net operating expenses at competitive levels for its distribution channels. Following such evaluation, the Board concluded that, within the context of its full deliberations, the expenses of the Target Funds are reasonable and supported approval of the Agreement with respect to the Target Funds. 48 PROFITABILITY. With regard to profitability, at prior meetings the trustees have considered the compensation flowing to CSIM and its affiliates, directly or indirectly. The trustees have also considered any other benefits derived by CSIM from its relationship with the existing Schwab Funds, such as investment information or other research resources. In determining profitability of CSIM and its affiliates, the trustees have reviewed management's profitability analyses with the assistance of independent accountants. The trustees have considered whether the varied levels of compensation and profitability under the Agreement and other service agreements were reasonable and justified in light of the quality of all services rendered to each existing fund by CSIM and its affiliates. The Board also considered how these factors could apply to the Target Funds. However, because the Target Funds had no operating history at the time of the Board's deliberations, the Board did not reach a specific conclusion with respect to the profitability of CSIM and its affiliates under the Agreement with respect to the Target Funds. ECONOMIES OF SCALE. The trustees considered the possible existence of any economies of scale and whether those will be passed along to the Target Funds' 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 the Target Funds' expenses, the trustees considered that CSIM and Schwab historically have committed, and in the future may commit, resources to minimize the effects on shareholders of diseconomies of scale during periods when the Target Funds' assets are relatively small through their expense waiver agreement. The trustees noted that such diseconomies of scale may particularly affect newer funds, such as the Target Funds, or funds with investment strategies that are currently 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 that, within the context of its full deliberations, the Target Funds should 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 amending the Agreement to reflect the addition of the Target Funds and concluded that the compensation with respect to the Target Funds under the Agreement 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. 49 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 1960 University, 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, 1931 Investments, 1991; marketing and communications consulting). Until 1999: Executive Capital Trust, 1993; Vice President, Managing Director, Grey Advertising San Francisco. Annuity Portfolios, 1994. Until 1996: President, Chief Executive 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. 50 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 1950 Smith Graham & 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: 1938 Investments, 1991; Chairman, Chief Executive Officer, North American Trust (real estate Capital Trust, 1993; investment trust). 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. 51 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 1937 Family of Funds, 1989; Corporation, Charles Schwab & Co., Inc.; Chairman and Director, Investments, 1991; Charles Schwab Investment Management, Inc., Charles Schwab Bank, Capital Trust, 1993; National Association; Chairman and Chief Executive Officer, Schwab Annuity Portfolios, (SI) Holdings Inc. I, Schwab International Holdings, Inc.; Chief 1994. 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 1954 (all trusts). & Services 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 1955 Executive Officer Investment Management, Inc. Vice President, Laudus Trust and (all trusts). Laudus Variable Insurance 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 1955 Chief Investment Schwab Investment Management, Inc.; Chief Investment Officer, The Officer (all trusts). Charles Schwab Trust 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. 52 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, 1959 Chief Investment Charles Schwab Investment Management, Inc. Until 6/04: Vice Officer (all trusts). President, Charles Schwab Investment Management, Inc. - -------------------------------------------------------------------------------------------------------------------------- JEFFREY MORTIMER Senior Vice President, Senior Vice President, Chief Investment Officer, Equities, Charles 1963 Chief Investment Schwab Investment Management, Inc.; Vice President, Chief Officer (all trusts). Investment Officer, Laudus 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 1960 Officer (all trusts). Officer, 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 Senior Vice President, Chief Counsel and Corporate Secretary, 1961 trusts). Charles Schwab 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 1964 Financial Officer Investment Management, Inc.; Director, Charles Schwab Asset (all trusts) Management (Ireland) Limited. From 12/99 to 11/04, Senior Vice President, Financial Reporting, Charles Schwab & Co., Inc.
53 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. 54 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. MFR33732 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. (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: $691,778 2004: $603,872 (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: $140,659 2004: $45,038 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: $102,551 2004: $66,633 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: $12,054 2004: $10,792 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) The percentage of services described in paragraph (c) of this Item that were approved by the audit committee in 2005 pursuant to paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X was 10.6% and the dollar amount was $10,901. This $10,901 equals 1.2% of the total fees paid by Registrant to its principal accountant in 2005. None of the services described in paragraphs (b) and (d) of this Item were approved 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: $307,941 2004: $285,955 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: $4,058,364 2004: $4,402,056 (h) During the past fiscal year, all non-audit services provided by Registrant's principal accountant to either Registrant's investment adviser or to any entity controlling, controlled by, or under common control with Registrant's investment adviser that provides ongoing services to Registrant were pre-approved. Included in the audit committee's pre-approval was the review and consideration as to whether the provision of these non-audit services is compatible with maintaining the principal accountant's independence. ITEM 5: AUDIT COMMITTEE OF LISTED REGISTRANTS. Not applicable. ITEM 6: SCHEDULE OF INVESTMENTS. Except as noted below, the schedules of investments are included as part of the report to shareholders filed under Item 1 of this Form. The schedules of investments for the Schwab S&P 500 Index Fund, Schwab Small-Cap Index Fund, Schwab Total Stock Market Index Fund and Schwab International Index Fund are filed under this Item. SCHWAB CAPITAL TRUST SCHWAB S&P 500 INDEX FUND PORTFOLIO HOLDINGS as of October 31, 2005 The following is the schedule of portfolio holdings at 10/31/05. The schedule should be read in conjunction with the fund's annual report for the period ended 10/31/05. We use the symbols below to designate certain characteristics of the securities. With the top ten holdings, the number in the circle is the security's rank among the top ten. (1) Top Ten Holding o Non-income producing security = All or a portion of this security is held as collateral for open futures contracts / Issuer is affiliated with the fund's adviser @ All or a portion of this security is on loan
COST VALUE HOLDINGS BY CATEGORY ($ X 1,000) ($ X 1,000) - -------------------------------------------------------------------------------- 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
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) COMMON STOCK 99.9% of net assets AUTOMOBILES & COMPONENTS 0.6% ------------------------------------------------------------------------- Cooper Tire & Rubber Co. 22,155 303 Dana Corp. 53,423 401 Ford Motor Co. 1,323,761 11,014 @ General Motors Corp. 388,695 10,650 @o Goodyear Tire & Rubber Co. 128,972 2,017 Harley-Davidson, Inc. 188,641 9,343 Johnson Controls, Inc. 138,948 9,456 Visteon Corp. 92,917 774 ----------- 43,958 BANKS 7.3% ------------------------------------------------------------------------- AmSouth Bancorp. 253,255 6,390 (7) Bank of America Corp. 2,898,120 126,764 BB&T Corp. 394,401 16,699 Comerica, Inc. 121,200 7,003 Compass Bancshares, Inc. 89,989 4,388 Countrywide Financial Corp. 413,810 13,147 Fannie Mae 690,936 32,833 Fifth Third Bancorp 367,610 14,767 First Horizon National Corp. 75,291 2,912 Freddie Mac 492,941 30,242 Golden West Financial Corp. 177,048 10,398 @ Huntington Bancshares, Inc. 170,082 3,956 KeyCorp, Inc. 291,611 9,402 M&T Bank Corp. 63,721 6,855 @ Marshall & Ilsley Corp. 153,566 6,597 MGIC Investment Corp. 68,850 4,079 National City Corp. 425,041 13,699 North Fork Bancorp., Inc. 317,954 8,057 PNC Financial Services Group, Inc. 212,754 12,916 Regions Financial Corp. 318,263 10,359 Sovereign Bancorp, Inc. 241,846 5,217 SunTrust Banks, Inc. 261,883 18,981 Synovus Financial Corp. 226,015 6,209 U.S. Bancorp 1,310,900 38,776 Wachovia Corp. 1,139,550 57,570 Washington Mutual, Inc. 715,587 28,337 Wells Fargo & Co. 1,210,516 72,873 Zions Bancorp. 65,453 4,809 ----------- 574,235 CAPITAL GOODS 8.7% ------------------------------------------------------------------------- 3M Co. 552,603 41,987 American Power Conversion Corp. 132,223 2,828 American Standard Cos., Inc. 130,511 4,965 The Boeing Co. 593,330 38,353 Caterpillar, Inc. 484,427 25,476 Cooper Industries Ltd., Class A 67,339 4,774 Cummins, Inc. 31,599 2,698 @ Danaher Corp. 182,127 9,489 Deere & Co. 172,930 10,493 Dover Corp. 149,143 5,814 Eaton Corp. 108,059 6,357 Emerson Electric Co. 298,347 20,750 Fluor Corp. 54,065 3,439 General Dynamics Corp. 148,009 17,213 =(1) General Electric Co. 7,564,419 256,509 Goodrich Corp. 87,770 3,166 Honeywell International, Inc. 612,499 20,948 @ Illinois Tool Works, Inc. 157,188 13,323 Ingersoll-Rand Co., Class A 241,376 9,122 ITT Industries, Inc. 67,380 6,846 L-3 Communications Holdings, Inc. 84,076 6,543
1 SCHWAB S&P 500 INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) Lockheed Martin Corp. 270,596 16,387 Masco Corp. 311,163 8,868 o Navistar International Corp. 47,654 1,311 Northrop Grumman Corp. 256,831 13,779 Paccar, Inc. 124,341 8,706 Pall Corp. 73,879 1,933 Parker Hannifin Corp. 87,123 5,461 Raytheon Co. 326,779 12,075 Rockwell Automation, Inc. 125,452 6,668 Rockwell Collins, Inc. 130,499 5,979 Textron, Inc. 96,619 6,960 Tyco International Ltd. 1,441,577 38,043 United Technologies Corp. 726,861 37,273 W.W. Grainger, Inc. 61,411 4,113 ----------- 678,649 COMMERCIAL SERVICES & SUPPLIES 0.9% ------------------------------------------------------------------------- o Allied Waste Industries, Inc. 106,996 871 o Apollo Group, Inc., Class A 105,677 6,660 Avery Dennison Corp. 70,854 4,014 Cendant Corp. 752,183 13,103 Cintas Corp. 84,456 3,426 Equifax, Inc. 94,993 3,275 H&R Block, Inc. 227,890 5,665 o Monster Worldwide, Inc. 87,145 2,859 Pitney Bowes, Inc. 165,031 6,945 R.R. Donnelley & Sons Co. 155,734 5,454 Robert Half International, Inc. 118,552 4,372 Waste Management, Inc. 406,753 12,003 ----------- 68,647 CONSUMER DURABLES & APPAREL 1.2% ------------------------------------------------------------------------- Black & Decker Corp. 58,423 4,798 Brunswick Corp. 69,935 2,667 Centex Corp. 79,715 5,130 o Coach, Inc. 271,902 8,750 D.R. Horton, Inc. 169,806 5,211 @ Eastman Kodak Co. 197,330 4,322 Fortune Brands, Inc. 101,584 7,717 Hasbro, Inc. 149,578 2,818 Jones Apparel Group, Inc. 78,887 2,152 KB Home 47,206 3,085 Leggett & Platt, Inc. 123,642 2,478 Lennar Corp., Class A 82,000 4,558 Liz Claiborne, Inc. 78,899 2,777 Mattel, Inc. 283,132 4,176 Maytag Corp. 37,384 644 Newell Rubbermaid, Inc. 202,003 4,644 Nike, Inc., Class B 144,183 12,119 Pulte Homes, Inc. 143,824 5,435 Reebok International Ltd. 30,925 1,764 Snap-On, Inc. 41,696 1,502 @ The Stanley Works 55,209 2,646 VF Corp. 72,345 3,780 Whirlpool Corp. 48,566 3,812 ----------- 96,985 DIVERSIFIED FINANCIALS 8.2% ------------------------------------------------------------------------- American Express Co. 896,504 44,619 o Ameriprise Financial, Inc. 179,300 6,673 The Bank of New York Co., Inc. 556,728 17,420 The Bear Stearns Cos., Inc. 81,350 8,607 Capital One Financial Corp. 208,575 15,925 / The Charles Schwab Corp. 745,315 11,329 CIT Group, Inc. 150,496 6,882 (4) Citigroup, Inc. 3,708,732 169,786 o E*TRADE Financial Corp. 271,454 5,035 Federated Investors, Inc., Class B 70,248 2,459 Franklin Resources, Inc. 113,362 10,018 Goldman Sachs Group, Inc. 326,946 41,316 Janus Capital Group, Inc. 153,887 2,701 JPMorgan Chase & Co. 2,537,862 92,936 Lehman Brothers Holdings, Inc. 198,010 23,696 MBNA Corp. 902,064 23,066 Mellon Financial Corp. 303,631 9,622 Merrill Lynch & Co., Inc. 673,026 43,572 Moody's Corp. 193,040 10,281 Morgan Stanley 784,609 42,691 Northern Trust Corp. 145,988 7,825 Principal Financial Group, Inc. 210,739 10,459 SLM Corp. 300,020 16,660 State Street Corp. 239,343 13,219 T. Rowe Price Group, Inc. 88,458 5,796 ----------- 642,593 ENERGY 9.5% ------------------------------------------------------------------------- Amerada Hess Corp. 61,412 7,683 Anadarko Petroleum Corp. 169,544 15,379 Apache Corp. 234,681 14,980 Baker Hughes, Inc. 245,064 13,469 BJ Services Co. 236,972 8,235 Burlington Resources, Inc. 276,541 19,972 ChevronTexaco Corp. 1,622,963 92,622 ConocoPhillips 1,005,577 65,745 Devon Energy Corp. 335,895 20,281 El Paso Corp. 469,411 5,567 EOG Resources, Inc. 170,809 11,577 =(2) Exxon Mobil Corp. 4,532,210 254,438 Halliburton Co. 361,683 21,375 Kerr-McGee Corp. 83,311 7,085 Kinder Morgan, Inc. 64,416 5,855
2 SCHWAB S&P 500 INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) Marathon Oil Corp. 262,757 15,807 Murphy Oil Corp. 100,000 4,685 o Nabors Industries Ltd. 104,716 7,187 o National-Oilwell Varco, Inc. 117,831 7,361 Noble Corp. 97,873 6,301 Occidental Petroleum Corp. 285,733 22,539 Rowan Cos., Inc. 76,166 2,513 Schlumberger Ltd. 421,406 38,251 Sunoco, Inc. 98,706 7,354 o Transocean, Inc. 243,774 14,015 Valero Energy Corp. 220,736 23,230 o Weatherford International Ltd. 85,700 5,365 Williams Cos., Inc. 408,767 9,115 XTO Energy, Inc. 249,054 10,824 ----------- 738,810 FOOD & STAPLES RETAILING 2.4% ------------------------------------------------------------------------- @ Albertson's, Inc. 254,911 6,401 Costco Wholesale Corp. 341,661 16,523 CVS Corp. 561,389 13,703 o Kroger Co. 522,864 10,405 Safeway, Inc. 326,767 7,601 Supervalu, Inc. 98,602 3,099 Sysco Corp. 443,446 14,150 Wal-Mart Stores, Inc. 1,783,886 84,396 Walgreen Co. 731,288 33,222 ----------- 189,500 FOOD BEVERAGE & TOBACCO 4.9% ------------------------------------------------------------------------- (10) Altria Group, Inc. 1,475,494 110,736 Anheuser-Busch Cos., Inc. 548,024 22,611 Archer-Daniels-Midland Co. 469,964 11,453 Brown-Forman Corp., Class B 59,541 3,771 Campbell Soup Co. 119,368 3,474 The Coca-Cola Co. 1,503,274 64,310 Coca-Cola Enterprises, Inc. 253,352 4,788 ConAgra Foods, Inc. 361,183 8,405 o Constellation Brands, Inc., Class A 89,644 2,110 General Mills, Inc. 264,738 12,776 H.J. Heinz Co. 250,387 8,889 Hershey Foods Corp. 131,610 7,479 Kellogg Co. 196,671 8,687 McCormick & Co., Inc. 97,082 2,941 Molson Coors Brewing Co., Class B 29,863 1,843 The Pepsi Bottling Group, Inc. 121,278 3,448 PepsiCo, Inc. 1,199,296 70,854 @ Reynolds American, Inc. 61,502 5,228 Sara Lee Corp. 564,858 10,083 Tyson Foods, Inc., Class A 181,600 3,232 UST, Inc. 120,597 4,992 Wm. Wrigley Jr. Co. 123,931 8,613 ----------- 380,723 HEALTH CARE EQUIPMENT & SERVICES 5.2% ------------------------------------------------------------------------- Aetna, Inc. 209,622 18,564 AmerisourceBergen Corp. 77,535 5,914 Bausch & Lomb, Inc. 39,240 2,911 Baxter International, Inc. 458,379 17,524 Becton Dickinson & Co. 181,162 9,194 Biomet, Inc. 160,594 5,593 o Boston Scientific Corp. 408,126 10,252 C.R. Bard, Inc. 76,747 4,787 Cardinal Health, Inc. 306,682 19,171 o Caremark Rx, Inc. 326,224 17,094 CIGNA Corp. 92,709 10,742 o Coventry Health Care, Inc. 119,430 6,448 o Express Scripts, Inc. 108,366 8,172 o Fisher Scientific International, Inc. 79,239 4,477 Guidant Corp. 231,124 14,561 HCA, Inc. 326,520 15,735 Health Management Associates, Inc., Class A 177,653 3,804 o Hospira, Inc. 114,593 4,567 o Humana, Inc. 116,336 5,164 IMS Health, Inc. 162,520 3,775 o Laboratory Corp. of America Holdings 99,309 4,792 Manor Care, Inc. 53,734 2,002 McKesson Corp. 230,789 10,485 o Medco Health Solutions, Inc. 219,061 12,377 Medtronic, Inc. 866,206 49,079 o Millipore Corp. 35,916 2,199 o Patterson Cos., Inc. 78,900 3,265 PerkinElmer, Inc. 92,402 2,039 Quest Diagnostics 130,680 6,104 o St. Jude Medical, Inc. 271,096 13,032 Stryker Corp. 209,857 8,619 o Tenet Healthcare Corp. 340,998 2,871 o Thermo Electron Corp. 115,139 3,476 UnitedHealth Group, Inc. 916,297 53,044 o Waters Corp. 84,402 3,055 o WellPoint, Inc. 447,038 33,385 o Zimmer Holdings, Inc. 173,757 11,080 ----------- 409,353 HOTELS RESTAURANTS & LEISURE 1.4% ------------------------------------------------------------------------- Carnival Corp. 311,847 15,489 Darden Restaurants, Inc. 104,151 3,377 Harrah's Entertainment, Inc. 123,338 7,459
3 SCHWAB S&P 500 INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) Hilton Hotels Corp. 263,508 5,125 International Game Technology 238,066 6,306 Marriott International, Inc., Class A 122,761 7,319 McDonald's Corp. 910,045 28,757 o Starbucks Corp. 548,232 15,504 Starwood Hotels & Resorts Worldwide, Inc. 155,650 9,095 Wendy's International, Inc. 68,101 3,182 Yum! Brands, Inc. 209,584 10,662 ----------- 112,275 HOUSEHOLD & PERSONAL PRODUCTS 2.5% ------------------------------------------------------------------------- Alberto-Culver Co., Class B 33,644 1,461 Avon Products, Inc. 330,689 8,925 Clorox Co. 110,933 6,004 Colgate-Palmolive Co. 374,626 19,840 Kimberly-Clark Corp. 343,226 19,509 =(5) Procter & Gamble Co. 2,439,958 136,613 ----------- 192,352 INSURANCE 4.8% ------------------------------------------------------------------------- ACE Ltd. 214,222 11,161 AFLAC, Inc. 370,025 17,680 The Allstate Corp. 480,616 25,372 AMBAC Financial Group, Inc. 74,324 5,269 (8) American International Group, Inc. 1,871,723 121,288 AON Corp. 230,870 7,815 Chubb Corp. 147,394 13,703 Cincinnati Financial Corp. 119,238 5,074 Hartford Financial Services Group, Inc. 213,328 17,013 Jefferson-Pilot Corp. 93,071 5,108 Lincoln National Corp. 123,732 6,262 Loews Corp. 103,819 9,653 Marsh & McLennan Cos., Inc. 382,334 11,145 MBIA, Inc. 92,291 5,375 o Metlife, Inc. 546,540 27,004 The Progressive Corp. 142,736 16,530 Prudential Financial, Inc. 374,539 27,263 Safeco Corp. 92,762 5,167 The St. Paul Travelers Cos., Inc. 484,617 21,822 Torchmark Corp. 76,062 4,018 @ UnumProvident Corp. 217,595 4,415 XL Capital Ltd., Class A 97,114 6,221 ----------- 374,358 MATERIALS 2.9% ------------------------------------------------------------------------- Air Products & Chemicals, Inc. 152,258 8,715 Alcoa, Inc. 615,090 14,941 Allegheny Technologies, Inc. 66,001 1,895 Ashland, Inc. 49,089 2,627 Ball Corp. 78,520 3,091 Bemis Co. 61,258 1,618 The Dow Chemical Co. 689,651 31,627 E.I. du Pont de Nemours & Co. 706,027 29,434 Eastman Chemical Co. 56,985 3,006 Ecolab, Inc. 150,342 4,973 Engelhard Corp. 74,983 2,040 Freeport-McMoran Copper & Gold, Inc., Class B 130,651 6,457 Georgia-Pacific Corp. 188,386 6,128 o Hercules, Inc. 83,082 926 International Flavors & Fragrances, Inc. 61,547 2,030 International Paper Co. 343,890 10,035 Louisiana-Pacific Corp. 78,564 1,959 MeadWestvaco Corp. 135,970 3,565 Monsanto Co. 192,482 12,128 Newmont Mining Corp. 311,996 13,291 @ Nucor Corp. 115,949 6,940 o Pactiv Corp. 108,638 2,140 Phelps Dodge Corp. 70,753 8,524 PPG Industries, Inc. 123,871 7,429 Praxair, Inc. 232,653 11,495 Rohm & Haas Co. 118,100 5,141 o Sealed Air Corp. 61,284 3,083 Sigma-Aldrich Corp. 49,000 3,121 Temple-Inland, Inc. 91,288 3,362 United States Steel Corp. 72,681 2,655 Vulcan Materials Co. 74,703 4,856 Weyerhaeuser Co. 175,619 11,124 ----------- 230,356 MEDIA 3.4% ------------------------------------------------------------------------- Clear Channel Communications, Inc. 364,666 11,093 o Comcast Corp., Class A 1,579,531 43,958 @ Dow Jones & Co., Inc. 42,144 1,429 Gannett Co., Inc. 160,139 10,034 o Interpublic Group of Cos., Inc. 305,375 3,154 Knight-Ridder, Inc. 33,145 1,769 The McGraw-Hill Cos., Inc. 269,447 13,187 Meredith Corp. 33,223 1,658 @ New York Times Co., Class A 83,739 2,281 o News Corp, Inc., Class A 1,763,310 25,127 Omnicom Group, Inc. 131,588 10,917 Time Warner, Inc. 3,391,284 60,467
4 SCHWAB S&P 500 INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) Tribune Co. 191,516 6,035 o Univision Communications, Inc., Class A 146,322 3,825 Viacom, Inc., Class B 1,154,698 35,761 The Walt Disney Co. 1,465,746 35,720 ----------- 266,415 PHARMACEUTICALS & BIOTECHNOLOGY 7.9% ------------------------------------------------------------------------- Abbott Laboratories 1,110,600 47,811 Allergan, Inc. 93,748 8,372 o Amgen, Inc. 886,202 67,139 Applied Biosystems Group -- Applera Corp. 140,718 3,415 o Biogen Idec, Inc. 244,461 9,932 Bristol-Myers Squibb Co. 1,397,850 29,592 o Chiron Corp. 78,689 3,473 Eli Lilly & Co. 805,300 40,096 o Forest Laboratories, Inc. 244,410 9,266 o Genzyme Corp. 180,854 13,076 o Gilead Sciences, Inc. 326,107 15,409 o(6) Johnson & Johnson 2,136,946 133,816 o King Pharmaceuticals, Inc. 175,760 2,712 o Medimmune, Inc. 165,220 5,779 Merck & Co., Inc. 1,577,888 44,528 Mylan Laboratories, Inc. 156,766 3,011 (9) Pfizer, Inc. 5,318,550 115,625 Schering-Plough Corp. 1,059,132 21,543 o Watson Pharmaceuticals, Inc. 78,356 2,708 Wyeth 968,895 43,174 ----------- 620,477 REAL ESTATE 0.7% ------------------------------------------------------------------------- Apartment Investment & Management Co., Class A 68,308 2,623 Archstone-Smith Trust 143,563 5,824 Equity Office Properties Trust 290,924 8,960 Equity Residential 205,662 8,072 Plum Creek Timber Co., Inc. 130,750 5,086 ProLogis 178,411 7,672 Public Storage, Inc. 59,700 3,952 Simon Property Group, Inc. 131,302 9,404 Vornado Realty Trust 74,600 6,043 ----------- 57,636 RETAILING 3.8% ------------------------------------------------------------------------- o Autonation, Inc. 159,649 3,174 o AutoZone, Inc. 35,099 2,839 @o Bed, Bath & Beyond, Inc. 211,581 8,573 Best Buy Co., Inc. 291,398 12,897 o Big Lots, Inc. 48,158 557 Circuit City Stores, Inc. 117,955 2,098 Dillards, Inc., Class A 51,706 1,071 Dollar General Corp. 218,187 4,242 o eBay, Inc. 808,913 32,033 Family Dollar Stores, Inc. 101,290 2,243 Federated Department Stores, Inc. 183,261 11,247 The Gap, Inc. 451,641 7,804 Genuine Parts Co. 127,453 5,655 @ Home Depot, Inc. 1,527,260 62,679 J.C. Penney Co., Inc. Holding Co. 188,887 9,671 @o Kohl's Corp. 239,784 11,541 Limited Brands, Inc. 231,250 4,627 Lowe's Cos., Inc. 552,470 33,574 @ Nordstrom, Inc. 179,814 6,230 o Office Depot, Inc. 227,985 6,276 OfficeMax, Inc. 27,101 759 o RadioShack Corp. 81,474 1,801 o Sears Holdings Corp. 67,916 8,167 The Sherwin-Williams Co. 81,614 3,473 Staples, Inc. 528,945 12,023 Target Corp. 633,785 35,295 Tiffany & Co. 92,125 3,630 TJX Cos., Inc. 286,841 6,176 ----------- 300,355 SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 3.1% ------------------------------------------------------------------------- o Advanced Micro Devices, Inc. 283,770 6,589 o Altera Corp. 271,760 4,525 Analog Devices, Inc. 265,462 9,233 Applied Materials, Inc. 1,179,504 19,320 o Applied Micro Circuits Corp. 78,101 191 o Broadcom Corp., Class A 209,891 8,912 o Freescale Semiconductor, Inc., Class B 293,057 6,998 Intel Corp. 4,395,616 103,297 KLA-Tencor Corp. 142,649 6,603 Linear Technology Corp. 219,066 7,275 o LSI Logic Corp. 279,453 2,266 Maxim Integrated Products, Inc. 230,618 7,998 o Micron Technology, Inc. 422,898 5,493 National Semiconductor Corp. 254,908 5,769 o Novellus Systems, Inc. 102,601 2,243 o Nvidia Corp. 121,599 4,080 o PMC -- Sierra, Inc. 124,154 882 o Teradyne, Inc. 116,480 1,577 Texas Instruments, Inc. 1,183,239 33,781 Xilinx, Inc. 243,871 5,841 ----------- 242,873
5 SCHWAB S&P 500 INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) SOFTWARE & SERVICES 5.2% ------------------------------------------------------------------------- Adobe Systems, Inc. 353,397 11,397 o Affiliated Computer Services, Inc., Class A 90,287 4,885 Autodesk, Inc. 166,429 7,511 Automatic Data Processing, Inc. 417,735 19,492 o BMC Software, Inc. 163,936 3,212 o Citrix Systems, Inc. 122,971 3,390 Computer Associates International, Inc. 354,321 9,910 o Computer Sciences Corp. 134,404 6,888 o Compuware Corp. 281,860 2,280 o Convergys Corp. 50,604 822 o Electronic Arts, Inc. 213,086 12,120 Electronic Data Systems Corp. 374,987 8,741 First Data Corp. 551,153 22,294 o Fiserv, Inc. 139,646 6,100 o Intuit, Inc. 132,963 6,107 o Mercury Interactive Corp. 61,461 2,138 =(3) Microsoft Corp. 6,606,793 169,795 @o Novell, Inc. 274,122 2,089 o Oracle Corp. 2,753,415 34,913 o Parametric Technology Corp. 195,843 1,275 Paychex, Inc. 239,702 9,291 Sabre Holdings Corp., Class A 93,639 1,829 Siebel Systems, Inc. 339,453 3,513 o Symantec Corp. 852,481 20,332 o Unisys Corp. 247,170 1,263 o Yahoo! Inc. 902,558 33,368 ----------- 404,955 TECHNOLOGY HARDWARE & EQUIPMENT 7.0% ------------------------------------------------------------------------- o ADC Telecommunications, Inc. 60,840 1,062 o Agilent Technologies, Inc. 357,033 11,429 o Andrew Corp. 92,465 982 o Apple Computer, Inc. 605,127 34,849 o Avaya, Inc. 355,135 4,091 o CIENA Corp. 415,874 986 o Cisco Systems, Inc. 4,576,968 79,868 o Comverse Technology, Inc. 145,026 3,640 o Corning, Inc. 1,070,391 21,504 o Dell, Inc. 1,722,383 54,910 o EMC Corp. 1,720,842 24,023 @o Gateway, Inc. 70,471 201 Hewlett-Packard Co. 2,067,149 57,963 International Business Machines Corp. 1,151,594 94,293 o Jabil Circuit, Inc. 135,348 4,040 o JDS Uniphase Corp. 1,042,083 2,188 o Lexmark International, Inc., Class A 78,883 3,275 @o Lucent Technologies, Inc. 3,168,868 9,031 Molex, Inc. 124,543 3,152 Motorola, Inc. 1,783,756 39,528 o NCR Corp. 136,007 4,110 @o Network Appliance, Inc. 252,854 6,918 o QLogic Corp. 67,869 2,047 Qualcomm, Inc. 1,169,944 46,517 o Sanmina -- SCI Corp. 382,687 1,397 Scientific-Atlanta, Inc. 111,931 3,967 o Solectron Corp. 710,559 2,508 o Sun Microsystems, Inc. 2,474,588 9,898 Symbol Technologies, Inc. 111,414 925 Tektronix, Inc. 61,968 1,424 o Tellabs, Inc. 337,722 3,229 @o Xerox Corp. 687,424 9,328 ----------- 543,283 TELECOMMUNICATION SERVICES 3.1% ------------------------------------------------------------------------- Alltel Corp. 275,772 17,059 AT&T Corp. 571,915 11,313 BellSouth Corp. 1,309,734 34,079 CenturyTel, Inc. 94,175 3,082 Citizens Communications Co. 244,691 2,995 o Qwest Communications International, Inc. 1,231,883 5,371 SBC Communications, Inc. 2,357,762 56,233 Sprint Corp. (FON Group) 2,084,463 48,589 Verizon Communications, Inc. 1,981,776 62,446 ----------- 241,167 TRANSPORTATION 1.8% ------------------------------------------------------------------------- Burlington Northern Santa Fe Corp. 270,844 16,808 CSX Corp. 156,758 7,181 FedEx Corp. 216,034 19,860 Norfolk Southern Corp. 293,191 11,786 Ryder Systems, Inc. 46,429 1,842 Southwest Airlines Co. 485,430 7,772 Union Pacific Corp. 188,808 13,062 United Parcel Service, Inc., Class B 797,790 58,191 ----------- 136,502 UTILITIES 3.4% ------------------------------------------------------------------------- o The AES Corp. 475,800 7,560 o Allegheny Energy, Inc. 119,176 3,368 Ameren Corp. 145,338 7,645
6 SCHWAB S&P 500 INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) American Electric Power Co., Inc. 293,401 11,137 @o Calpine Corp. 248,537 592 Centerpoint Energy, Inc. 213,695 2,829 Cinergy Corp. 141,044 5,628 o CMS Energy Corp. 160,430 2,392 @ Consolidated Edison, Inc. 173,842 7,910 Constellation Energy Group, Inc. 128,317 7,032 Dominion Resources, Inc. 240,629 18,307 DTE Energy Co. 123,143 5,320 Duke Energy Corp. 663,698 17,575 @o Dynegy, Inc., Class A 205,373 912 Edison International 233,271 10,208 Entergy Corp. 151,749 10,732 Exelon Corp. 477,634 24,851 FirstEnergy Corp. 236,634 11,240 FPL Group, Inc. 275,487 11,862 KeySpan Corp. 118,161 4,085 Nicor, Inc. 31,870 1,249 NiSource, Inc. 197,349 4,667 Peoples Energy Corp. 16,172 602 PG&E Corp. 263,892 9,600 Pinnacle West Capital Corp. 75,777 3,164 PPL Corp. 271,790 8,518 Progress Energy, Inc. 173,022 7,542 Public Service Enterprise Group, Inc. 170,757 10,739 Sempra Energy 174,053 7,711 The Southern Co. 525,684 18,394 TECO Energy, Inc. 145,055 2,509 TXU Corp. 176,587 17,791 Xcel Energy, Inc. 276,866 5,075 ----------- 268,746
FACE SECURITY AMOUNT RATE, MATURITY DATE ($ X 1,000) U.S. TREASURY OBLIGATIONS 0.0% of net assets = U.S. Treasury Bills 3.40%-3.47%, 12/15/05 695 692
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 $1,000 except number of contracts.
NUMBER OF CONTRACT UNREALIZED CONTRACTS VALUE GAINS FUTURES CONTRACTS S&P 500 Index, e-mini, Long Expires 12/18/05 50 3,025 42
7 SCHWAB CAPITAL TRUST SCHWAB SMALL-CAP INDEX FUND(R) PORTFOLIO HOLDINGS as of October 31, 2005 The following is the schedule of portfolio holdings at 10/31/05. The schedule should be read in conjunction with the fund's annual report for the period ended 10/31/05. We use the symbols below to designate certain characteristics of the securities. With the top ten holdings, the number in the circle is the security's rank among the top ten. (1) Top Ten Holding o Non-income producing security = All or a portion of this security is held as collateral for open futures contracts > Security is valued at fair value (see Accounting Policies) @ All or a portion of this security is on loan
COST VALUE HOLDINGS BY CATEGORY ($X1,000) ($X1,000) - -------------------------------------------------------------------------------- 99.1% COMMON STOCK 1,252,687 1,603,334 0.8% SHORT-TERM INVESTMENT 12,862 12,862 0.0% U.S. TREASURY OBLIGATIONS 483 483 - -------------------------------------------------------------------------------- 99.9% TOTAL INVESTMENTS 1,266,032 1,616,679 13.4% COLLATERAL INVESTED FOR SECURITIES ON LOAN 216,545 216,545 (13.3)% OTHER ASSETS AND LIABILITIES, NET (215,250) - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 1,617,974
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) COMMON STOCK 99.1% of net assets AUTOMOBILES & COMPONENTS 0.9% ------------------------------------------------------------------------- American Axle & Manufacturing Holdings, Inc. 81,491 1,777 ArvinMeritor, Inc. 111,512 1,788 Bandag, Inc. 28,835 1,225 Cooper Tire & Rubber Co. 95,014 1,298 Modine Manufacturing Co. 51,064 1,688 Sauer-Danfoss, Inc. 74,383 1,430 @ Superior Industries International, Inc. 40,700 828 o Tenneco Automotive, Inc. 69,569 1,149 Visteon Corp. 214,603 1,788 Winnebago Industries, Inc. 52,121 1,528 ----------- 14,499 BANKS 8.7% ------------------------------------------------------------------------- 1st Source Corp. 25,256 603 @o Accredited Home Lenders Holding Co. 32,349 1,169 Alabama National Bancorp 26,948 1,743 Amcore Financial, Inc. 46,330 1,376 Amegy Bancorp, Inc. 105,372 2,437 Anchor Bancorp Wisconsin, Inc. 42,249 1,338 Bancfirst Corp. 13,400 1,113 @ Bancorpsouth, Inc. 99,075 2,196 Bank Mutual Corp. 103,383 1,071 @ Bank of the Ozarks, Inc. 14,214 498 BankAtlantic Bancorp, Inc., Class A 88,482 1,229 @ BankUnited Financial Corp., Class A 46,833 1,111 Boston Private Financial Holdings, Inc. 40,001 1,158 Brookline Bancorp, Inc. 93,022 1,307 Capitol Bancorp Ltd. 4,956 172 Central Pacific Financial Co. 43,700 1,578 Charter Financial Corp. 8,641 314 CharterMac 82,419 1,694 Chemical Financial Corp. 39,439 1,270 @ Chittenden Corp. 60,161 1,731 Citizens Banking Corp. Michigan 49,123 1,432 City Holding Co. 11,887 436 The Commercial Capital Bancorp, Inc. 82,933 1,332 Commercial Federal Corp. 62,282 2,130 Community Bank System, Inc. 47,421 1,126 Community Trust Bancorp, Inc. 16,832 581 @ Corus Bankshares, Inc. 50,072 2,749 CVB Financial Corp. 96,258 1,897 Dime Community Bancshares, Inc. 61,698 888 Downey Financial Corp. 41,521 2,531 Fidelity Bankshares, Inc. 38,816 1,095 First Charter Corp. 55,321 1,410 First Citizens BancShares, Inc., Class A 17,099 2,855 First Commonwealth Financial Corp. 104,689 1,379 First Community Bancorp, Inc. 25,716 1,294 First Financial Bancorp 72,503 1,354 First Financial Bancshares, Inc. 34,221 1,232 First Financial Corp. Indiana 12,276 338 First Midwest Bancorp, Inc. Illinois 68,286 2,596
1 SCHWAB SMALL-CAP INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) First Niagra Financial Group, Inc. 184,377 2,716 First Republic Bank 39,354 1,492 o FirstFed Financial Corp. 24,372 1,304 @ Flagstar Bancorp., Inc. 71,461 959 FNB Corp. 76,618 1,373 Frontier Financial Corp. 46,278 1,492 Glacier Bancorp, Inc. 50,660 1,493 Gold Banc Corp., Inc. 64,513 956 Greater Bay Bancorp 84,847 2,129 Hancock Holding Co. 53,847 1,921 Hanmi Financial Corp. 80,657 1,477 Harbor Florida Bancshares, Inc. 35,308 1,248 Harleysville National Corp. 41,808 857 Hudson United Bancorp 69,545 2,884 Independent Bank Corp. Michigan 34,242 979 Integra Bank Corp. 24,853 502 Irwin Financial Corp. 46,881 978 MAF Bancorp., Inc. 51,924 2,157 Main Street Banks, Inc. 32,147 881 MB Financial, Inc. 44,932 1,675 Mid-State Bancshares 39,695 1,077 National Penn Bancshares, Inc. 82,771 1,623 NBT Bancorp., Inc. 53,981 1,281 NewAlliance Bancshares, Inc. 150,359 2,168 Northwest Bancorp, Inc. 79,433 1,798 Old National Bancorp. 110,006 2,410 Oriental Financial Group 36,703 456 Pacific Capital Bancorp. 67,394 2,431 Park National Corp. 15,671 1,696 PFF Bancorp, Inc. 46,151 1,386 PrivateBancorp, Inc. 32,341 1,099 Prosperity Bancshares, Inc. 36,900 1,125 Provident Bankshares Corp. 51,575 1,798 Provident Financial Services, Inc. 119,531 2,104 Provident New York Bancorp 34,695 378 R&G Financial Corp., Class B 48,931 479 Republic Bancorp, Inc. 110,432 1,507 S&T Bancorp, Inc. 44,227 1,646 Sandy Spring Bancorp, Inc. 18,822 663 Santander BanCorp 63,824 1,625 o Signature Bank NY 13,610 395 Simmons First National Corp., Class A 6,969 196 Sterling Bancorp NY 2,345 46 Sterling Bancshares, Inc. Texas 74,305 1,099 Sterling Financial Corp. Pennsylvania 43,378 913 o Sterling Financial Corp. Washington 53,883 1,349 Suffolk Bancorp 12,684 418 Susquehanna Bancshares, Inc. 73,915 1,707 o SVB Financial Group 59,036 2,935 o Texas Capital Bancshares, Inc. 27,994 599 Texas Regional Bancshares, Inc., Class A 75,472 2,214 Tompkins Trustco, Inc. 1,078 48 @ Trustco Bank Corp. NY 124,675 1,608 Trustmark Corp. 80,763 2,265 UMB Financial Corp. 36,502 2,445 Umpqua Holdings Corp. 68,608 1,825 United Bankshares, Inc. 54,663 1,995 United Community Banks, Inc. Georgia 55,840 1,655 USB Holding Co., Inc. 3,546 75 WesBanco, Inc. 35,948 1,104 Westamerica Bancorp. 52,530 2,800 Wintrust Financial Corp. 34,897 1,873 ----------- 141,550 CAPITAL GOODS 8.6% ------------------------------------------------------------------------- A.O. Smith Corp., Class B 48,501 1,570 o AAR Corp. 2,978 47 o Actuant Corp., Class A 41,796 2,035 Acuity Brands, Inc. 66,532 1,850 o AGCO Corp. 141,475 2,262 Albany International Corp., Class A 54,871 2,120 American Woodmark Corp. 24,836 769 Applied Industrial Technologies, Inc. 48,176 1,587 o Armor Holdings, Inc. 51,936 2,322 o Aviall, Inc. 48,799 1,540 Baldor Electric Co. 50,973 1,239 Barnes Group, Inc. 38,333 1,342 o BE Aerospace, Inc. 89,014 1,614 Bucyrus International, Inc., Class A 31,365 1,303 o Ceradyne, Inc. 37,620 1,475 Clarcor, Inc. 79,718 2,192 Crane Co. 97,717 3,025 Curtiss-Wright Corp. 33,562 1,925 DRS Technologies, Inc. 41,443 2,041 EDO Corp. 28,745 831 ElkCorp 31,569 999 o EMCOR Group, Inc. 24,901 1,519 @o EnerSys 70,313 1,053 Engineered Support Systems, Inc. 62,491 2,528 o EnPro Industries, Inc. 32,969 920 o ESCO Technologies, Inc. 43,988 1,903 o Esterline Technologies Corp. 44,500 1,675 Federal Signal Corp. 77,416 1,256 o Flowserve Corp. 86,629 3,032 Franklin Electric Co., Inc. 39,087 1,697
2 SCHWAB SMALL-CAP INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) o Gardner Denver, Inc. 38,300 1,861 @ GATX Corp. 81,695 3,053 @o GenCorp, Inc. 78,600 1,442 o Genlyte Group, Inc. 45,300 2,309 o GrafTech International Ltd. 86,915 426 Granite Construction, Inc. 64,901 2,214 o Griffon Corp. 48,590 1,069 o Hexcel Corp. 83,795 1,326 o Jacuzzi Brands, Inc. 116,861 862 JLG Industries, Inc. 75,000 2,877 Kaydon Corp. 44,235 1,307 Kennametal, Inc. 60,398 3,087 Lennox International, Inc. 97,421 2,717 Lincoln Electric Holdings, Inc. 64,671 2,559 Manitowoc Co., Inc. 44,287 2,357 o McDermott International, Inc. 107,475 3,905 o Mercury Computer Systems, Inc. 34,900 663 o Moog, Inc., Class A 57,855 1,715 Mueller Industries, Inc. 54,847 1,510 NACCO Industries, Inc., Class A 13,602 1,579 o NCI Building Systems, Inc. 32,106 1,321 Nordson Corp. 44,104 1,639 o Quanta Services, Inc. 207,064 2,379 Regal Beloit Corp. 37,606 1,197 o Sequa Corp., Class A 16,914 1,044 @o The Shaw Group, Inc. 123,985 3,323 = Simpson Manufacturing Co., Inc. 72,468 2,860 Stewart & Stevenson Services, Inc. 47,391 1,131 o Surebeam Corp., Class A 132,000 -- Tecumseh Products Co., Class A 29,407 592 o Teledyne Technologies, Inc. 55,100 1,943 Toro Co. 4,014 147 Tredegar Corp. 60,275 759 @o Trex Co., Inc. 21,900 455 Trinity Industries, Inc. 56,568 2,152 o Triumph Group, Inc. 25,569 891 UAP Holding Corp. 23,771 454 @o United Rentals, Inc. 119,975 2,348 Universal Forest Products, Inc. 26,426 1,462 o URS Corp. 69,911 2,827 @o USG Corp. 64,943 3,839 Valmont Industries, Inc. 39,547 1,288 Wabash National Corp. 48,368 890 Wabtec Corp. 75,421 2,051 @ Walter Industries, Inc. 57,414 2,622 Watsco, Inc. 35,995 2,046 Watts Water Technologies, Inc., Class A 51,400 1,427 o WESCO International, Inc. 76,376 3,036 Woodward Governor Co. 19,618 1,567 York International Corp. 64,904 3,642 ----------- 139,841 COMMERCIAL SERVICES & SUPPLIES 3.9% ------------------------------------------------------------------------- ABM Industries, Inc. 77,753 1,538 o Asset Acceptance Capital Corp. 55,299 1,465 Banta Corp. 41,268 2,077 Brady Corp., Class A 74,191 2,135 o Bright Horizons Family Solutions, Inc. 44,724 1,788 o CBIZ, Inc. 45,049 259 @o Coinstar, Inc. 38,400 975 o Consolidated Graphics, Inc. 22,600 881 o Corinthian Colleges, Inc. 141,593 1,761 o Corrections Corp. of America 55,388 2,209 o CoStar Group, Inc. 27,094 1,299 o DeVry, Inc. 109,400 2,472 o DiamondCluster International, Inc., Class A 56,926 366 Educate, Inc. 18,438 217 o FTI Consulting, Inc. 68,508 1,875 G&K Services, Inc., Class A 30,618 1,160 o Heidrick & Struggles International, Inc. 31,660 1,022 IKON Office Solutions, Inc. 176,138 1,758 Jackson Hewitt Tax Service, Inc. 62,312 1,540 John H. Harland Co. 45,960 1,912 Kelly Services, Inc., Class A 32,564 901 Knoll, Inc. 52,147 831 o Korn/Ferry International 59,500 1,025 o Labor Ready, Inc. 69,376 1,620 >o Mascotech, Inc. escrow security 107,500 -- Mine Safety Appliances Co. 55,080 2,307 o Navigant Consulting, Inc. 72,843 1,528 o NCO Group, Inc. 47,352 851 o PHH Corp. 80,478 2,264 @o Portfolio Recovery Associates, Inc. 26,600 1,035 @ Pre-Paid Legal Services, Inc. 24,671 1,056 o Resources Connection, Inc. 71,746 2,048 Rollins, Inc. 113,415 2,157 o School Specialty, Inc. 29,600 1,003 o SIRVA, Inc. 107,519 756 o Sotheby's Holdings, Inc., Class A 104,676 1,630 The Standard Register Co. 16,674 254 Strayer Education, Inc. 23,085 2,066 o TeleTech Holdings, Inc. 126,536 1,320 o Tetra Tech, Inc. 52,803 815 o United Stationers, Inc. 51,428 2,333 o Universal Technical Institute, Inc. 29,095 912 Viad Corp. 36,668 1,056 =o Waste Connections, Inc. 80,889 2,699 Watson Wyatt & Co. Holdings 54,393 1,441 ----------- 62,617
3 SCHWAB SMALL-CAP INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) CONSUMER DURABLES & APPAREL 3.3% ------------------------------------------------------------------------- o Alliance Gaming Corp. 85,169 921 American Greetings Corp., Class A 111,754 2,822 o Blount International, Inc. 47,175 748 Blyth, Inc. 64,116 1,169 @ Brookfield Homes Corp. 42,626 2,135 Brown Shoe Co., Inc. 26,900 873 Callaway Golf Co. 96,381 1,373 o Carter's, Inc. 46,829 2,957 o Champion Enterprises, Inc. 115,399 1,602 o DHB Industries, Inc. 34,812 104 @ Ethan Allen Interiors, Inc. 55,645 1,882 Furniture Brands International, Inc. 85,832 1,558 o Helen of Troy Ltd. 45,582 818 o Jarden Corp. 63,971 2,162 K-Swiss, Inc., Class A 49,600 1,510 o K2, Inc. 48,468 486 Kellwood Co. 40,528 888 Kimball International, Inc., Class B 57,855 639 @ La-Z-Boy, Inc. 87,091 1,031 @o Leapfrog Enterprises, Inc. 93,455 1,402 Levitt Corp., Class A 26,188 515 M/I Homes, Inc. 21,726 975 Marine Products Corp. 26,877 256 Maytag Corp. 120,419 2,074 @ Nautilus Group, Inc. 48,396 877 @ Oakley, Inc. 101,494 1,502 Oxford Industries, Inc. 24,000 1,182 Phillips-Van Heusen Corp. 60,675 1,726 o RC2 Corp. 26,121 914 Russell Corp. 51,200 693 SCP Pool Corp. 68,300 2,457 o Skechers USA, Inc., Class A 56,178 712 @ Technical Olympic USA, Inc. 83,266 1,760 Tupperware Corp. 96,976 2,224 o The Warnaco Group, Inc. 68,963 1,564 o WCI Communities, Inc. 66,600 1,666 @o William Lyon Homes 15,377 1,828 Wolverine World Wide, Inc. 101,065 2,117 o Yankee Candle Co., Inc. 67,427 1,525 ----------- 53,647 DIVERSIFIED FINANCIALS 2.0% ------------------------------------------------------------------------- Advanta Corp., Class A 13,339 356 Blackrock, Inc., Class A 30,814 2,921 Cash America International, Inc. 44,470 972 Cohen & Steers, Inc. 31,675 585 @o CompuCredit Corp. 76,489 3,352 @o Credit Acceptance Corp. 32,698 494 Financial Federal Corp. 25,681 981 @ Gamco Investors, Inc., Class A 38,069 1,776 @ Greenhill & Co., Inc. 45,682 2,190 o Investment Technology Group, Inc. 77,397 2,516 o Knight Capital Group, Inc. 159,550 1,527 @o LaBranche & Co., Inc. 93,781 895 o Ladenburg Thalmann Financial Services, Inc. 1,022 1 o Metris Cos., Inc. 96,006 1,410 MoneyGram International, Inc. 131,867 3,204 National Financial Partners Corp. 55,278 2,500 =o Nelnet, Inc., Class A 79,748 2,959 o Piper Jaffray Cos. 30,339 1,042 Waddell & Reed Financial, Inc., Class A 129,350 2,481 o World Acceptance Corp. 2,027 57 ----------- 32,219 ENERGY 7.1% ------------------------------------------------------------------------- o Atwood Oceanics, Inc. 23,624 1,664 Berry Petroleum Co., Class A 34,932 2,091 o Bill Barrett Corp. 64,823 2,063 @ BP Prudhoe Bay Royalty Trust 33,544 2,236 @ Buckeye Partners L.P. 45,355 2,060 Cabot Oil & Gas Corp. 82,102 3,759 @ CARBO Ceramics, Inc. 37,542 2,221 =o(2) Cimarex Energy Co. 126,287 4,958 o Comstock Resources, Inc. 57,921 1,744 @ Dorchester Minerals L.P. 23,720 626 @o Enbridge Energy Management LLC 16,876 854 o Encore Acquisition Co. 76,720 2,632 o Energy Partners Ltd. 51,107 1,297 Frontier Oil Corp. 89,184 3,289 o Global Industries Ltd. 188,071 2,390 @o Grey Wolf, Inc. 300,503 2,308 @o Hanover Compressor Co. 148,758 1,913 Holly Corp. 47,370 2,728 o Houston Exploration Co. 46,788 2,412 @ Hugoton Royalty Trust 50,823 1,757 o Hydril Co. 34,423 2,284 o KCS Energy, Inc. 76,744 1,851 o Key Energy Services, Inc. 216,231 2,932 @o KFX, Inc. 55,886 814 o Lone Star Technologies, Inc. 43,076 1,971 @ Magellan Midstream Partners L.P. 84,768 2,839 o Maverick Tube Corp. 66,691 2,065 o NS Group, Inc. 34,792 1,204 o Oceaneering International, Inc. 37,430 1,801 o Offshore Logistics, Inc. 37,843 1,287
4 SCHWAB SMALL-CAP INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) o Oil States International, Inc. 73,380 2,429 OMI Corp. 124,999 2,260 @ Pacific Energy Partners L.P. 28,290 842 Penn Virginia Corp. 27,093 1,473 o Petroleum Development Corp. 26,944 905 (8) Range Resources Corp. 112,016 3,998 o Remington Oil & Gas Corp. 45,596 1,596 Resource America, Inc., Class A 27,951 454 RPC, Inc. 56,324 1,547 o Seacor Holdings, Inc. 36,557 2,619 o Spinnaker Exploration Co. 51,243 3,156 @ St. Mary Land & Exploration Co. 89,860 3,056 o Stone Energy Corp. 41,812 1,919 o Superior Energy Services, Inc. 119,490 2,435 o Swift Energy Co. 44,729 1,953 TC Pipelines L.P. 27,461 903 o Tetra Technologies, Inc. 51,478 1,440 o(4) Todco, Class A 99,877 4,469 o Universal Compression Holdings, Inc. 48,587 1,732 @ Valero L.P. 10,283 601 o Veritas DGC, Inc. 53,765 1,732 =(1) Vintage Petroleum, Inc. 108,000 5,604 o W-H Energy Services, Inc. 43,764 1,326 o Whiting Petroleum Corp. 44,669 1,811 World Fuel Services Corp. 34,681 1,106 ----------- 115,416 FOOD & STAPLES RETAILING 0.7% ------------------------------------------------------------------------- Casey's General Stores, Inc. 80,498 1,737 Longs Drug Stores Corp. 63,035 2,629 @o Performance Food Group Co. 57,768 1,594 Ruddick Corp. 77,382 1,703 The Topps Co., Inc. 7,973 58 o United Natural Foods, Inc. 48,149 1,353 Weis Markets, Inc. 41,562 1,586 ----------- 10,660 FOOD BEVERAGE & TOBACCO 1.3% ------------------------------------------------------------------------- Chiquita Brands International, Inc. 64,000 1,767 Delta & Pine Land Co. 63,684 1,589 Farmer Brothers Co. 5,113 102 Flowers Foods, Inc. 84,928 2,488 @o Gold Kist, Inc. 54,909 944 o Hain Celestial Group, Inc. 56,154 1,085 Lancaster Colony Corp. 58,597 2,349 Ralcorp Holdings, Inc. 45,866 1,784 Sanderson Farms, Inc. 31,569 1,089 = Seaboard Corp. 2,079 2,954 Tootsie Roll Industries, Inc. 66,171 2,005 Universal Corp. 40,000 1,498 @ Vector Group Ltd. 72,418 1,446 ----------- 21,100 HEALTH CARE EQUIPMENT & SERVICES 7.5% ------------------------------------------------------------------------- @o Advanced Medical Optics, Inc. 101,894 3,636 o Advanced Neuromodulation Systems, Inc. 30,969 1,889 o The Advisory Board Co. 28,000 1,351 o Alliance Imaging, Inc. 75,290 520 o American Healthways, Inc. 54,266 2,201 o American Medical Systems Holdings, Inc. 111,464 1,822 o Amsurg Corp. 47,558 1,130 Analogic Corp. 22,387 1,048 o Apria Healthcare Group, Inc. 82,766 1,909 Arrow International, Inc. 66,700 1,930 o Arthrocare Corp. 31,874 1,171 @o Beverly Enterprises, Inc. 179,059 2,102 o Bio-Rad Laboratories, Inc., Class A 39,731 2,325 @o Biosite, Inc. 23,322 1,288 o Bruker BioSciences Corp. 43,500 181 o Centene Corp. 62,090 1,251 @o(3) Cerner Corp. 58,675 4,955 Chemed Corp. 37,606 1,808 o Conmed Corp. 47,704 1,144 o Cross Country Healthcare, Inc. 2,519 46 o Cyberonics 38,996 1,171 o Dendrite International, Inc. 66,922 1,175 Diagnostic Products Corp. 48,211 2,030 o DJ Orthopedics, Inc. 9,670 281 o Eclipsys Corp. 69,364 1,110 @o eResearch Technology, Inc. 74,991 1,075 @o Foxhollow Technologies, Inc. 35,300 1,599 o Genesis HealthCare Corp. 32,984 1,339 o Haemonetics Corp. 41,800 2,025 o HealthExtras, Inc. 57,000 1,200 o Hologic, Inc. 33,970 1,884 o IDX Systems Corp. 45,606 1,979 o Immucor, Inc. 71,437 1,852 o Integra LifeSciences Holdings Corp. 44,648 1,540 o Intermagnetics General Corp. 43,353 1,242 =o(5) Intuitive Surgical, Inc. 49,955 4,433 Invacare Corp. 47,186 1,594 @o Kindred Healthcare, Inc. 54,813 1,535 o Kyphon, Inc. 63,651 2,552 o LabOne, Inc. 26,823 1,177 @o Laserscope 33,260 898 =o LifePoint Hospitals, Inc. 81,441 3,184 o Magellan Health Services, Inc. 49,963 1,485
5 SCHWAB SMALL-CAP INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) Matthews International Corp., Class A 53,566 1,925 o Medco Health Solutions, Inc. 2,495 141 = Mentor Corp. 70,133 3,156 o Molina Healthcare, Inc. 44,813 921 o NDCHealth Corp. 4,519 85 @o Nektar Therapeutics 130,954 1,972 Owens & Minor, Inc. 61,646 1,816 o Parexel International Corp. 43,237 946 =o Pediatrix Medical Group, Inc. 39,726 3,061 o Per-Se Technologies, Inc. 781 17 PolyMedica Corp. 18,532 612 o PSS World Medical, Inc. 100,094 1,394 o Psychiatric Solutions, Inc. 32,530 1,779 o SFBC International, Inc. 24,874 1,061 =o Sierra Health Services, Inc. 43,728 3,280 Steris Corp. 112,792 2,573 Stewart Enterprises, Inc., Class A 171,003 872 @o Sunrise Senior Living, Inc. 65,322 2,113 o Sybron Dental Specialties, Inc. 64,459 2,765 o Symmetry Medical, Inc. 46,857 1,037 o Thoratec Corp. 92,580 1,831 o United Surgical Partners International, Inc. 70,378 2,523 o Varian, Inc. 57,713 2,122 =o VCA Antech, Inc. 135,670 3,500 o Ventana Medical Systems, Inc. 54,500 2,089 o Ventiv Health, Inc. 39,444 996 o VistaCare, Inc., Class A 16,463 190 o WellCare Health Plans, Inc. 57,313 1,805 West Pharmaceutical Services, Inc. 52,350 1,255 o Wright Medical Group, Inc. 49,600 923 ----------- 120,827 HOTELS RESTAURANTS & LEISURE 3.0% ------------------------------------------------------------------------- AFC Enterprises, Inc. 41,917 486 Ameristar Casinos, Inc. 89,790 1,915 o Aztar Corp. 54,200 1,630 o Bluegreen Corp. 43,588 661 Bob Evans Farms, Inc. 40,445 906 =o CEC Entertainment, Inc. 58,891 1,991 Cedar Fair L.P. 51,763 1,427 Churchill Downs, Inc. 20,324 653 @ CKE Restaurants, Inc. 85,450 1,087 Domino's Pizza, Inc. 82,035 1,962 o Gaylord Entertainment Co. 59,934 2,366 o Great Wolf Resorts, Inc. 30,742 271 IHOP Corp. 33,472 1,581 @o Isle of Capri Casinos, Inc. 46,292 985 o Jack in the Box, Inc. 60,436 1,795 o La Quinta Corp. 298,380 2,492 Landry's Restaurants, Inc. 45,707 1,257 o Life Time Fitness, Inc. 33,955 1,261 Lone Star Steakhouse & Saloon, Inc. 30,249 781 @o P.F. Chang's China Bistro, Inc. 40,200 1,839 @o Panera Bread Co., Class A 47,322 2,801 o Papa John's International, Inc. 27,826 1,445 o Pinnacle Entertainment, Inc. 61,603 1,167 o Rare Hospitality International Inc. 53,116 1,623 o Red Robin Gourmet Burgers, Inc. 25,000 1,206 @ Ruby Tuesday, Inc. 98,363 2,155 o Ryan's Restaurant Group, Inc. 68,990 735 @o Shuffle Master, Inc. 52,002 1,319 Speedway Motorsports, Inc. 53,729 1,905 o Texas Roadhouse, Inc., Class A 109,830 1,729 Triarc Cos., Class B 109,068 1,622 o Vail Resorts, Inc. 62,900 2,107 o WMS Industries, Inc. 46,967 1,180 ----------- 48,340 HOUSEHOLD & PERSONAL PRODUCTS 0.8% ------------------------------------------------------------------------- o Central Garden & Pet Co. 29,096 1,247 o Chattem, Inc. 32,653 1,078 o Elizabeth Arden, Inc. 41,859 907 @o Ionatron, Inc. 76,735 805 @ Manatech, Inc. 39,844 367 o NBTY, Inc. 103,860 2,078 Nu Skin Enterprises, Inc., Class A 103,089 1,736 o Playtex Products, Inc. 8,772 117 o Revlon, Inc., Class A 588,763 1,731 @o USANA Health Sciences, Inc. 31,986 1,408 WD-40 Co. 27,352 753 ----------- 12,227 INSURANCE 3.8% ------------------------------------------------------------------------- 21st Century Insurance Group 126,896 2,024 Alfa Corp. 161,099 2,703 o Arch Capital Group Ltd. 51,588 2,554 o Argonaut Group, Inc. 49,800 1,452 Baldwin & Lyons, Inc., Class B 8,444 217 Bristol West Holdings, Inc. 41,232 795 o CNA Surety Corp. 71,600 1,005 Commerce Group, Inc. 3,561 202 o Covanta Holding Corp. 142,955 1,657 Delphi Financial Group, Inc., Class A 51,722 2,423 FBL Financial Group, Inc., Class A 47,368 1,477
6 SCHWAB SMALL-CAP INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) Great American Financial Resources, Inc. 89,165 1,821 Harleysville Group, Inc. 53,942 1,311 Hilb, Rogal & Hobbs Co. 54,619 2,045 Horace Mann Educators Corp. 70,900 1,376 Infinity Property & Casualty Corp. 33,561 1,249 Kansas City Life Insurance Co. 20,870 1,064 Landamerica Financial Group, Inc. 30,845 1,948 The Midland Co. 31,979 1,208 o National Western Life Insurance Co., Class A 5,594 1,133 o Navigators Group, Inc. 2,773 108 @ Odyssey Re Holdings Corp. 104,814 2,692 Ohio Casualty Corp. 101,777 2,776 =o Philadelphia Consolidated Holding Co. 36,819 3,544 @ The Phoenix Cos., Inc. 155,172 2,009 o ProAssurance Corp. 48,289 2,260 RLI Corp. 41,340 2,222 Selective Insurance Group, Inc. 46,050 2,529 State Auto Financial Corp. 69,408 2,286 Stewart Information Services Corp. 27,927 1,422 o Triad Guaranty, Inc. 22,793 959 UICI 69,731 2,519 United Fire & Casualty Co. 34,300 1,544 o Universal American Financial Corp. 89,527 1,325 o USI Holdings Corp. 81,071 1,066 Zenith National Insurance Corp. 49,545 2,231 ----------- 61,156 MATERIALS 5.1% ------------------------------------------------------------------------- Albemarle Corp. 72,619 2,548 Alliance Resource Partners L.P. 53,872 2,276 AMCOL International Corp. 46,576 946 = Aptargroup, Inc. 60,297 3,087 Arch Chemicals, Inc. 37,275 979 o Buckeye Technologies, Inc. 9,909 74 Cambrex Corp. 43,242 825 Carpenter Technology Corp. 37,777 2,278 o Century Aluminum Co. 47,074 856 = Chemtura Corp. 366,090 3,917 Chesapeake Corp. 5,446 110 @ Cleveland-Cliffs, Inc. 31,946 2,605 @o Coeur D'Alene Mines Corp. 347,500 1,310 Compass Minerals International, Inc. 51,130 1,145 = Eagle Materials, Inc. 31,173 3,320 Ferro Corp. 62,201 1,110 =o FMC Corp. 58,253 3,171 Foundation Coal Holdings, Inc. 69,624 2,611 Georgia Gulf Corp. 52,624 1,531 Gibraltar Industries, Inc. 44,711 905 Glatfelter 72,680 988 o Graphic Packaging Corp. 328,644 871 Greif, Inc., Class A 37,116 2,264 H.B. Fuller Co. 47,383 1,420 @o Headwaters, Inc. 55,649 1,772 o Hecla Mining Co. 135,100 455 o Hercules, Inc. 185,114 2,062 Longview Fibre Co. 75,895 1,427 MacDermid, Inc. 50,180 1,405 Minerals Technologies, Inc. 32,285 1,726 @ Natural Resource Partners L.P. 21,966 1,163 @ NL Industries, Inc. 88,023 1,492 Olin Corp. 101,191 1,809 o OM Group, Inc. 44,462 711 o Oregon Steel Mills, Inc. 52,241 1,326 @ Penn Virginia Resource Partners L.P. 20,538 1,100 o PolyOne Corp. 151,784 876 Potlatch Corp. 48,887 2,187 Quanex Corp. 40,839 2,365 Reliance Steel & Aluminum Co. 48,307 2,754 @ Schnitzer Steel Industries, Inc., Class A 48,991 1,563 Sensient Technologies Corp. 74,547 1,319 Silgan Holdings, Inc. 61,392 1,975 Spartech Corp. 48,885 927 o Stillwater Mining Co. 147,127 1,486 o Symyx Technologies, Inc. 47,700 1,276 o Terra Industries, Inc. 153,500 938 Texas Industries, Inc. 34,151 1,694 USEC, Inc. 125,199 1,252 o W.R. Grace & Co. 97,700 735 Wausau Paper Corp. 79,202 867 Worthington Industries, Inc. 137,735 2,771 ----------- 82,580 MEDIA 2.5% ------------------------------------------------------------------------- Advo, Inc. 46,050 1,137 Arbitron, Inc. 49,217 1,841 @o Catalina Marketing Corp. 89,622 2,336 o Cox Radio, Inc., Class A 67,472 965 o Crown Media Holdings, Inc., Class A 25,696 275 o Cumulus Media, Inc., Class A 85,560 1,040 @o Emmis Communications Corp., Class A 54,139 1,060 o Entercom Communications Corp. 81,209 2,345 o Fisher Communications, Inc. 2,261 110 Gray Television, Inc. 79,673 717 Hearst-Argyle Television, Inc. 71,334 1,709
7 SCHWAB SMALL-CAP INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) Hollinger International, Inc., Class A 134,680 1,181 o Insight Communications Co., Class A 96,120 1,105 Journal Communications, Inc., Class A 131,427 1,860 o Journal Register Co. 64,734 1,038 Liberty Corp. 28,289 1,314 @o Martha Stewart Living Omnimedia, Class A 81,100 1,397 Media General, Inc., Class A 38,377 2,024 o Mediacom Communications Corp., Class A 196,771 1,143 @o Primedia, Inc. 412,119 865 o ProQuest Co. 47,169 1,399 o Radio One, Inc., Class A 164,537 1,950 The Reader's Digest Association, Inc., Class A 147,171 2,255 o Salem Communications Corp., Class A 41,928 785 o Scholastic Corp. 64,888 2,112 Sinclair Broadcast Group, Inc., Class A 141,487 1,173 o Spanish Broadcasting System, Class A 101,506 619 =o Valassis Communications, Inc. 85,762 2,680 Value Line, Inc. 18,105 706 World Wrestling Entertainment, Inc. 94,294 1,202 ----------- 40,343 PHARMACEUTICALS & BIOTECHNOLOGY 4.1% ------------------------------------------------------------------------- o aaiPharma, Inc. 12,600 5 o Abgenix, Inc. 139,245 1,448 o Albany Molecular Research, Inc. 9,098 122 o Alexion Pharmaceuticals, Inc. 41,356 1,133 @o Alkermes, Inc. 140,224 2,284 Alpharma, Inc., Class A 90,791 2,260 o Andrx Corp. 108,155 1,673 @o Atherogenics, Inc. 56,500 847 o Celera Genomics Group--Applera Corp. 120,958 1,437 o Connetics Corp. 52,703 687 @o CV Therapeutics, Inc. 52,307 1,311 o Encysive Pharmaceuticals, Inc. 52,943 556 o Enzo Biochem, Inc. 52,193 712 o Enzon Pharmaceuticals, Inc. 1,537 11 o Eyetech Pharmaceuticals, Inc. 63,808 1,126 @o First Horizon Pharmaceutical Corp. 60,503 873 o Genzyme Corp. 222 16 @o Human Genome Sciences, Inc. 205,140 1,713 @o ICOS Corp. 105,140 2,837 @o Idenix Pharmaceuticals, Inc. 33,859 705 @o Impax Laboratories, Inc. 88,648 938 o Incyte Corp. 135,257 675 =o Kos Pharmaceuticals, Inc. 61,130 3,668 o KV Pharmaceutical Co., Class A 76,401 1,309 @o Ligand Pharmaceuticals, Inc., Class B 108,580 940 @o Martek Biosciences Corp. 47,168 1,456 @o Medarex, Inc. 138,860 1,214 o Medicines Co. 74,857 1,283 =o MGI Pharma, Inc. 111,363 2,089 o Myriad Genetics, Inc. 48,680 943 o Nabi Biopharmaceuticals 90,613 1,164 o Neurocrine Biosciences, Inc. 57,408 3,032 @o NitroMed, Inc. 46,434 755 @o Onyx Pharmaceuticals, Inc. 54,114 1,390 o Par Pharmaceutical Cos., Inc. 53,100 1,374 Perrigo Co. 114,002 1,524 o Pharmion Corp. 50,829 960 =o(6) Protein Design Labs, Inc. 155,921 4,369 o Regeneron Pharmaceuticals, Inc. 6,564 82 o Salix Pharmaceuticals Ltd. 55,200 990 @o Serologicals Corp. 49,800 970 =o Techne Corp. 68,072 3,691 @o Telik, Inc. 79,491 1,188 o Theravance, Inc. 54,044 1,171 @o United Therapeutics Corp. 32,333 2,388 @o Vertex Pharmaceuticals, Inc. 138,194 3,144 o Zymogenetics, Inc. 63,117 1,106 ----------- 65,569 REAL ESTATE 7.3% ------------------------------------------------------------------------- o Alexander's, Inc. 7,897 1,895 Alexandria Real Estate Equities, Inc. 31,429 2,541 American Financial Realty Trust 190,692 2,347 @ American Home Mortgage Investment Corp. 72,978 1,973 o American Real Estate Partners L.P. 20,101 693 AMLI Residential Properties 39,808 1,507 Anthracite Capital, Inc. 83,413 875 BioMed Realty Trust, Inc. 66,183 1,655 Brandywine Realty Trust 84,006 2,302 Capital Automotive Real Estate Investment Trust 68,100 2,630 CarrAmerica Realty Corp. 80,716 2,658 @ Colonial Properties Trust 57,841 2,528 Commercial Net Lease Realty 81,282 1,575 Corporate Office Properties Trust SBI 56,653 1,969 Cousins Properties, Inc. 76,856 2,270
8 SCHWAB SMALL-CAP INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) @ Crescent Real Estate Equity Co. 147,623 2,945 EastGroup Properties, Inc. 32,937 1,439 Entertainment Properties Trust 39,270 1,575 Equity Inns, Inc. 81,317 1,060 Equity Lifestyle Properties, Inc. 35,810 1,516 Equity One, Inc. 93,734 2,198 Essex Property Trust, Inc. 35,995 3,235 o FelCor Lodging Trust, Inc. 93,080 1,389 First Industrial Realty Trust 61,241 2,488 Getty Realty Corp. 38,661 1,054 Glenborough Realty Trust, Inc. 56,328 1,078 @ Glimcher Realty Trust 55,704 1,280 Global Signal, Inc. 86,141 3,571 @ Health Care Real Estate Investment Trust, Inc. 77,307 2,724 Healthcare Realty Trust, Inc. 69,952 2,647 @ Heritage Property Investment Trust 73,290 2,389 Highwoods Properties, Inc. 82,783 2,335 Home Properties, Inc. 52,219 2,029 @ IMPAC Mortgage Holdings, Inc. 116,665 1,171 Inland Real Estate Corp. 81,739 1,165 o Jones Lang LaSalle, Inc. 52,100 2,620 Kilroy Realty Corp. 44,568 2,503 LaSalle Hotel Properties 44,504 1,575 @ Lexington Corp. Properties Trust 75,724 1,649 Maguire Properties, Inc. 66,833 2,005 o MeriStar Hospitality Corp. 136,823 1,186 MFA Mortgage Investments, Inc. 125,920 724 Mid-America Apartment Communities, Inc. 31,980 1,492 National Health Investors, Inc. 43,136 1,158 @ Nationwide Health Properties, Inc. 102,452 2,376 Newcastle Investment Corp. 66,017 1,736 @ Novastar Financial, Inc. 43,699 1,286 Parkway Properties, Inc. 22,100 1,039 Pennsylvania Real Estate Investment Trust 53,545 2,061 Post Properties, Inc. 62,362 2,544 Prentiss Properties Trust 67,086 2,647 PS Business Parks, Inc. 34,224 1,593 RAIT Investment Trust 39,573 1,051 Redwood Trust, Inc. 36,588 1,703 Saxon Capital, Inc. 78,154 778 Senior Housing Properties Trust 107,347 1,901 @ Sovran Self Storage, Inc. 24,628 1,146 Spirit Finance Corp. 83,670 939 Sun Communities, Inc. 29,753 907 Sunstone Hotel Investors, Inc. 55,730 1,248 Tanger Factory Outlet Centers 43,034 1,157 Taubman Centers, Inc. 78,307 2,582 @o Tejon Ranch Co. 24,796 1,101 o Trammell Crow Co. 62,635 1,602 U-store-it Trust 55,444 1,157 W.P. Carey & Co. LLC 41,012 1,052 Washington Real Estate Investment Trust 57,619 1,720 ----------- 118,944 RETAILING 5.4% ------------------------------------------------------------------------- o 99 Cents Only Stores 109,029 1,052 Aaron Rents, Inc. 82,333 1,622 o Aeropostale, Inc. 85,391 1,668 o AnnTaylor Stores Corp. 108,246 2,627 = Bebe Stores 140,641 1,989 o Big Lots, Inc. 171,098 1,980 @ Blockbuster, Inc., Class A 283,923 1,295 The Buckle, Inc. 35,650 1,313 @o Build-A-Bear Workshop, Inc. 29,183 699 Building Material Holding Corp. 21,402 1,819 Burlington Coat Factory Warehouse Corp. 73,919 2,850 @o Cabela's, Inc., Class A 62,462 1,024 The Cato Corp., Class A 51,211 1,023 o Charming Shoppes, Inc. 199,826 2,238 o The Children's Place Retail Stores, Inc. 40,744 1,749 Christopher & Banks Corp. 55,937 748 o Coldwater Creek, Inc. 93,431 2,522 o Cost Plus, Inc. 32,921 506 o CSK Auto Corp. 77,069 1,166 @o Dick's Sporting Goods, Inc. 55,064 1,648 The Finish Line, Class A 75,643 1,183 Fred's, Inc. 47,178 703 @o(7) Gamestop Corp., Class A 116,025 4,116 o Genesco, Inc. 32,711 1,204 o Group 1 Automotive, Inc. 34,140 944 o GSI Commerce, Inc. 60,646 969 o Guess?, Inc. 72,187 1,958 @o Guitar Center, Inc. 39,464 2,056 o Hibbet Sporting Goods, Inc. 56,175 1,473 o HOT Topic, Inc. 70,651 1,052 @o IAC/InterActiveCorp 55,885 1,431 o Insight Enterprises, Inc. 75,537 1,550 o Jo-Ann Stores, Inc. 34,401 503 o Linens 'N Things, Inc. 70,762 1,779 =o The Men's Wearhouse, Inc. 89,826 2,219 @ Movie Gallery, Inc. 48,682 339 @o NetFlix, Inc. 91,400 2,414 o New York & Co, Inc. 71,672 968 @o Overstock.com, Inc. 30,100 1,003 =o The Pantry, Inc. 33,576 1,299 o Payless Shoesource, Inc. 112,566 2,068
9 SCHWAB SMALL-CAP INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) Pep Boys-Manny, Moe & Jack 89,391 1,234 Pier 1 Imports, Inc. 137,189 1,416 o Priceline.com, Inc. 64,242 1,219 Regis Corp. 65,500 2,513 @o Select Comfort Corp. 54,437 1,192 Sonic Automotive, Inc. 44,861 992 @o The Sports Authority, Inc. 41,100 1,144 o Stage Stores, Inc. 41,250 1,143 Stein Mart, Inc. 69,417 1,274 Talbots, Inc. 93,769 2,446 o TBC Corp. 34,844 1,205 o Too, Inc. 57,176 1,624 o Tractor Supply Co. 51,162 2,481 Tuesday Morning Corp. 64,481 1,547 United Auto Group, Inc. 46,148 1,557 =o Zale Corp. 81,259 2,278 ----------- 88,034 SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 3.3% ------------------------------------------------------------------------- o Advanced Energy Industries, Inc. 77 1 o AMIS Holdings, Inc. 125,998 1,404 @o Amkor Technology, Inc. 262,732 1,387 o Applied Micro Circuits Corp. 461,563 1,126 o Asyst Technologies, Inc. 29,651 128 @o Atheros Communications, Inc. 69,270 601 o Atmel Corp. 706,431 1,738 o ATMI, Inc. 51,954 1,419 o Axcelis Technologies, Inc. 165,541 720 o Brooks Automation, Inc. 66,034 773 @o Cabot Microelectronics Corp. 39,864 1,172 @o Conexant Systems, Inc. 760,209 1,475 o Credence Systems Corp. 159,414 1,227 @o Cree, Inc. 108,896 2,618 o Cymer, Inc. 60,930 2,123 @o Cypress Semiconductor Corp. 195,433 2,658 o DSP Group, Inc. 47,200 1,160 o Entegris, Inc. 151,923 1,483 o Exar Corp. 72,618 914 o FEI Co. 49,346 933 o Formfactor, Inc. 57,251 1,410 o Genesis Microchip, Inc. 1,189 23 o Integrated Device Technology, Inc. 197,821 1,954 o Kopin Corp. 73,817 417 o Lattice Semiconductor Corp. 187,852 823 o Micrel, Inc. 146,439 1,464 o Microsemi Corp. 93,524 2,167 o MKS Instruments, Inc. 88,775 1,675 @o Omnivision Technologies, Inc. 83,773 1,080 o ON Semiconductor Corp. 414,285 1,922 o Photronics, Inc. 58,900 1,060 o Power Integrations, Inc. 51,207 1,081 o RF Micro Devices, Inc. 279,677 1,465 o Semtech Corp. 113,829 1,717 @o Sigmatel, Inc. 55,088 750 o Silicon Image, Inc. 118,000 1,083 o Silicon Laboratories, Inc. 83,700 2,693 o Skyworks Solutions, Inc. 237,871 1,275 o Tessera Technologies, Inc. 65,089 1,816 o Varian Semiconductor Equipment Associates, Inc. 55,268 2,090 @o Vitesse Semiconductor Corp. 327,762 541 ----------- 53,566 SOFTWARE & SERVICES 7.9% ------------------------------------------------------------------------- o Advent Software, Inc. 55,114 1,693 @o Akamai Technologies, Inc. 208,157 3,609 o Altiris, Inc. 44,345 749 o Ansys, Inc. 51,298 1,911 o Anteon International Corp. 53,340 2,411 @o aQuantive, Inc. 91,020 1,971 @o Ariba, Inc. 54,105 423 @o BearingPoint, Inc. 303,490 2,131 o The BISYS Group, Inc. 181,733 2,304 o Borland Software Corp. 146,391 739 =o CACI International, Inc., Class A 48,231 2,631 o CMGI, Inc. 664,676 1,050 o CNET Networks, Inc. 224,828 3,055 o CSG Systems International, Inc. 86,182 2,026 o Digital Insight Corp. 58,655 1,750 o Digital River, Inc. 50,810 1,423 o Digitas, Inc. 129,700 1,401 o Earthlink, Inc. 260,354 2,867 o eFunds Corp. 67,300 1,388 o Epicor Software Corp. 73,952 908 @o Equinix, Inc. 29,991 1,106 o Euronet Worldwide, Inc. 54,200 1,523 Factset Research Systems, Inc. 71,072 2,493 o FileNet Corp. 65,297 1,838 o Forrester Research, Inc. 8,000 154 o Gartner, Inc., Class A 172,273 2,074 o Homestore, Inc. 12,209 44 o Informatica Corp. 143,296 1,705 @o Infospace, Inc. 53,041 1,332 infoUSA, Inc. 85,004 911 o Internet Security Systems 80,163 1,974 o Interwoven, Inc. 46,337 436 o iPayment, Inc. 20,430 735 @o j2 Global Communications, Inc. 38,892 1,719 Jack Henry & Associates, Inc. 124,275 2,235 o Kanbay International, Inc. 50,318 734 o Keane, Inc. 96,900 1,095 o Kronos, Inc. 49,193 2,256 @o Lawson Software, Inc. 139,352 1,067
10 SCHWAB SMALL-CAP INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) o Macrovision Corp. 73,451 1,384 o Manhattan Associates, Inc. 50,749 1,127 o Mantech International Corp., Class A 41,768 1,157 @o Marchex, Inc., Class B 38,658 651 MAXIMUS, Inc. 35,928 1,302 o Mentor Graphics Corp. 121,767 1,007 o Micromuse, Inc. 25,878 186 o Micros Systems, Inc. 61,200 2,810 @o MicroStrategy, Inc., Class A 26,574 1,884 @o Midway Games, Inc. 113,991 2,129 o MPS Group, Inc. 165,064 2,055 o NetIQ Corp. 90,980 1,091 o Netratings, Inc. 32,350 481 o Nuance Communications, Inc. 99,039 509 o Openwave Systems, Inc. 100,800 1,801 =o Parametric Technology Corp. 471,910 3,072 o Perot Systems Corp., Class A 185,719 2,574 o Progress Software Corp. 60,080 1,871 QAD, Inc. 8,502 68 o Quest Software, Inc. 143,478 1,996 o RealNetworks, Inc. 289,943 2,262 @ Renaissance Learning, Inc. 43,188 650 o RSA Security, Inc. 105,421 1,202 o S1 Corp. 95,940 421 =o(10) Salesforce.com, Inc. 157,259 3,930 o Sapient Corp. 191,488 994 o Serena Software, Inc. 73,571 1,611 o SonicWALL, Inc. 17,144 119 o SRA International, Inc., Class A 85,460 2,805 o SupportSoft, Inc. 16,607 67 =o Sybase, Inc. 158,962 3,537 Syntel, Inc. 31,042 630 @o Take-Two Interactive Software, Inc. 105,542 2,179 @o THQ, Inc. 97,252 2,254 o Transaction Systems Architects, Inc., Class A 63,261 1,709 @o Travelzoo, Inc. 24,686 460 o Ulticom, Inc. 70,394 741 United Online, Inc. 103,967 1,394 @o Valueclick, Inc. 132,631 2,321 o Verint Systems, Inc. 49,628 1,900 o Verity, Inc. 18,030 179 @o WebEx Communications, Inc. 65,799 1,508 o Websense, Inc. 38,552 2,278 o Wind River Systems, Inc. 136,225 1,785 ----------- 127,962 TECHNOLOGY HARDWARE & EQUIPMENT 5.4% ------------------------------------------------------------------------- o 3Com Corp. 651,848 2,510 o Adaptec, Inc. 182,113 749 =(9) Adtran, Inc. 131,924 3,991 o Advanced Digital Information Corp. 107,545 983 o Aeroflex, Inc. 119,800 1,085 Agilysys, Inc. 53,400 798 o Anixter International, Inc. 53,800 1,995 o Arris Group, Inc. 150,394 1,244 o Avocent Corp. 79,170 2,427 @ Belden CDT, Inc. 75,409 1,503 o Benchmark Electronics, Inc. 63,113 1,773 Black Box Corp. 28,268 1,134 o Brocade Communications Systems, Inc. 429,198 1,597 o Checkpoint Systems, Inc. 56,844 1,364 o CIENA Corp. 942,683 2,234 o Clarent Corp. 105,200 5 Cognex Corp. 60,968 1,743 o Coherent, Inc. 50,300 1,489 o CommScope, Inc. 89,546 1,748 o Dionex Corp. 33,772 1,636 o Echelon Corp. 4,165 32 o Electro Scientific Industries, Inc. 44,287 973 o Electronics for Imaging 79,509 1,997 o Emulex Corp. 137,008 2,536 o Enterasys Networks, Inc. 2,667 27 o Extreme Networks, Inc. 206,755 999 o F5 Networks, Inc. 57,238 2,978 o Foundry Networks, Inc. 218,228 2,603 @o Gateway, Inc. 573,477 1,634 o Global Imaging Systems, Inc. 35,354 1,259 o Harmonic, Inc. 105,897 488 o Hutchinson Technology, Inc. 44,283 1,098 Imation Corp. 58,903 2,522 Inter-Tel, Inc. 40,402 748 o Interdigital Communications Corp. 90,273 1,732 o Intergraph Corp. 54,133 2,619 o Ixia 75,220 949 o Kemet Corp. 135,569 938 o Littelfuse, Inc. 33,699 826 o Maxtor Corp. 409,626 1,434 MTS Systems Corp. 34,881 1,394 @o Palm, Inc. 73,780 1,895 Park Electrochemical Corp. 19,260 483 o Paxar Corp. 58,861 1,011 Plantronics, Inc. 73,291 2,188 o Polycom, Inc. 147,659 2,259 @o Powerwave Technologies, Inc. 172,608 1,935 o Quantum Corp. 167,550 506 o Rogers Corp. 25,733 961 o SafeNet, Inc. 35,647 1,182 o Scansource, Inc. 18,910 1,071 o Sonus Networks, Inc. 381,900 1,665 o Sycamore Networks, Inc. 429,424 1,670 @o Synaptics, Inc. 38,832 902
11 SCHWAB SMALL-CAP INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) o SYNNEX Corp. 29,975 531 @o Taser International, Inc. 87,853 540 Technitrol, Inc. 66,950 1,126 o Tekelec 101,116 1,387 o UNOVA, Inc. 100,816 3,125 @o Utstarcom, Inc. 176,473 974 o Vishay Intertechnology, Inc. 65,709 745 ----------- 87,950 TELECOMMUNICATION SERVICES 1.2% ------------------------------------------------------------------------- o Alamosa Holdings, Inc. 219,874 3,254 o Arbinet-thexchange, Inc. 29,117 184 o Centennial Communications Corp. 156,709 2,321 o Cincinnati Bell, Inc. 372,315 1,474 Commonwealth Telephone Enterprises, Inc. 34,888 1,252 o General Communication, Inc., Class A 91,238 877 o IDT Corp., Class B 93,679 1,119 @o InPhonic, Inc. 35,575 514 o Iowa Telecommunications Services, Inc. 47,019 776 @o Level 3 Communications, Inc. 1,121,772 3,253 o Premiere Global Services, Inc. 117,210 994 o Price Communications Corp. 88,483 1,347 SureWest Communications 1,321 37 o Ubiquitel, Inc. 153,698 1,328 o Wireless Facilities, Inc. 111,115 743 ----------- 19,473 TRANSPORTATION 2.3% ------------------------------------------------------------------------- @o AirTran Holdings, Inc. 127,004 1,900 o Alaska Air Group, Inc. 48,950 1,543 o Amerco, Inc. 31,576 1,842 @o AMR Corp. 266,155 3,596 Arkansas Best Corp. 37,176 1,441 @o Continental Airlines, Inc., Class B 110,078 1,425 o Dollar Thrifty Automotive Group, Inc. 37,425 1,411 o ExpressJet Holdings, Inc. 94,388 848 Florida East Coast Industries, Class A 37,755 1,646 Forward Air Corp. 53,478 1,896 Heartland Express, Inc. 122,882 2,427 o HUB Group, Inc., Class A 33,096 1,204 o Kansas City Southern Railway 103,803 2,300 o Kirby Corp. 36,492 1,885 Knight Transportation, Inc. 86,978 2,367 Macquaire Infrastructure Co. Trust 39,173 1,175 o Mesa Air Group, Inc. 865 10 o Northwest Airlines Corp. 143,200 79 o Old Dominion Freight Line 36,854 1,304 o Pacer International, Inc. 61,736 1,596 SkyWest, Inc. 92,821 2,721 Werner Enterprises, Inc. 120,959 2,168 ----------- 36,784 UTILITIES 3.0% ------------------------------------------------------------------------- Allete, Inc. 48,941 2,154 o Aquila, Inc. 379,259 1,343 Avista Corp. 77,880 1,364 Black Hills Corp. 48,259 2,006 California Water Service Group 28,183 1,008 CH Energy Group, Inc. 25,405 1,183 Cleco Corp. 81,790 1,734 @ Duquesne Light Holdings, Inc. 106,855 1,783 @o Dynegy, Inc., Class A 579,523 2,573 o El Paso Electric Co. 78,823 1,706 @ The Empire District Electric Co. 42,273 854 Idacorp, Inc. 63,213 1,825 Inergy L.P. 38,983 1,111 The Laclede Group, Inc. 32,284 965 MGE Energy, Inc. 31,320 1,110 New Jersey Resources Corp. 41,421 1,788 @ Nicor, Inc. 72,983 2,861 Northwest Natural Gas Co. 42,813 1,481 Otter Tail Corp. 43,359 1,294 Peoples Energy Corp. 58,727 2,185 @ Piedmont Natural Gas Co. 119,983 2,839 PNM Resources, Inc. 94,743 2,402 o Sierra Pacific Resources 174,326 2,258 South Jersey Industries 48,310 1,350 Southwest Gas Corp. 54,855 1,495 UIL Holdings Corp. 21,550 1,067 Unisource Energy Corp. 56,749 1,814 WGL Holdings, Inc. 79,706 2,477 ----------- 48,030
12 SCHWAB SMALL-CAP INDEX FUND PORTFOLIO HOLDINGS continued
FACE SECURITY AMOUNT VALUE RATE, MATURITY DATE ($ X 1,000) ($ X 1,000) SHORT-TERM INVESTMENT 0.8% of net assets Wachovia Bank, Grand Cayman Time Deposit 3.48%, 11/01/05 12,862 12,862 U.S. TREASURY OBLIGATIONS 0.0% of net assets = U.S. Treasury Bills 3.28%-3.40%, 12/15/05 485 483
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 Investment 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 $1,000 except number of contracts.
NUMBER OF CONTRACT UNREALIZED CONTRACTS VALUE GAINS FUTURES CONTRACTS Russell 2000 Index, e-mini Futures, Long Expires 12/17/2005 186 12,075 66
13 SCHWAB CAPITAL TRUST SCHWAB TOTAL STOCK MARKET INDEX FUND(R) PORTFOLIO HOLDINGS as of October 31, 2005 The following is the schedule of portfolio holdings at 10/31/05. The schedule should be read in conjunction with the fund's annual report for the period ended 10/31/05. We use the symbols below to designate certain characteristics of the securities. With the top ten holdings, the number in the circle is the security's rank among the top ten. (1) Top Ten Holding o Non-income producing security = All or a portion of this security is held as collateral for open futures contracts / Issuer is affiliated with the fund's adviser > Security is valued at fair value (see Accounting Policies) @ All or a portion of this security is on loan
COST VALUE HOLDINGS BY CATEGORY ($ x 1,000) ($ x 1,000) - -------------------------------------------------------------------------------- 99.6% COMMON STOCK 1,058,474 1,212,821 0.3% SHORT-TERM INVESTMENT 3,196 3,196 0.0% U.S. TREASURY OBLIGATION 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
VALUE SECURITY AND NUMBER OF SHARES ($ x 1,000) COMMON STOCK 99.6% of net assets AUTOMOBILES & COMPONENTS 0.6% ------------------------------------------------------------------------ o Aftermarket Technology Corp. 2,511 46 American Axle & Manufacturing Holdings, Inc. 5,300 116 ArvinMeritor, Inc. 4,900 79 Bandag, Inc. 700 30 BorgWarner, Inc. 5,400 313 o Collins & Aikman Corp. 1,400 -- Cooper Tire & Rubber Co. 6,400 87 Dana Corp. 12,800 96 o Drew Industries, Inc. 2,400 69 o Dura Automotive Systems, Inc., Class A 12,100 36 Federal Screw Works 250 4 Ford Motor Co. 148,736 1,237 @ General Motors Corp. 45,386 1,244 Gentex Corp. 4,600 87 @o Goodyear Tire & Rubber Co. 12,500 196 Harley-Davidson, Inc. 25,500 1,263 Johnson Controls, Inc. 15,000 1,021 o Keystone Automotive Industries, Inc. 1,800 52 Lear Corp. 5,800 177 o Midas, Inc. 1,300 25 Modine Manufacturing Co. 3,700 122 Monaco Coach Corp. 1,200 15 o Proliance International, Inc. 872 4 Sauer-Danfoss, Inc. 3,800 73 Standard Motor Products, Inc. 2,000 17 o Stoneridge, Inc. 1,700 12 o Strattec Security Corp. 1,500 71 @ Superior Industries International, Inc. 800 16 o Tenneco Automotive, Inc. 1,980 33 Thor Industries, Inc. 4,500 147 Visteon Corp. 5,451 45 Winnebago Industries, Inc. 2,600 76 o Zapata Corp. 8,000 58 ----------- 6,867 BANKS 7.3% ------------------------------------------------------------------------ 1st Source Corp. 1,571 37 ABC Bancorp 1,800 35 Abigail Adams National Bancorp 550 8 @o Accredited Home Lenders Holding Co. 2,500 90 Alabama National Bancorp 1,600 103 Amcore Financial, Inc. 1,200 36 Amegy Bancorp, Inc. 7,000 162 AmSouth Bancorp. 28,403 717 Anchor Bancorp Wisconsin, Inc. 3,100 98 Arrow Financial Corp. 1,020 27 Associated Banc-Corp. 15,500 484 Astoria Financial Corp. 10,500 293 Bancfirst Corp. 500 42 Bancorpsouth, Inc. 7,612 169 BancTrust Financial Group, Inc. 1,100 20 Bank Mutual Corp. 6,168 64 =(7) Bank of America Corp. 338,518 14,807 Bank of Hawaii Corp. 3,500 180
1 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) @ Bank of the Ozarks, Inc. 2,800 98 BankAtlantic Bancorp, Inc., Class A 2,200 31 BankUnited Financial Corp., Class A 2,200 52 Banner Corp. 1,200 36 Bay View Capital Corp. 506 8 BB&T Corp. 46,386 1,964 Berkshire Bancorp, Inc. 3,600 61 Berkshire Hills Bancorp, Inc. 1,400 49 BOK Financial Corp. 4,540 200 Boston Private Financial Holdings, Inc. 2,129 62 Brookline Bancorp, Inc. 2,405 34 Bryn Mawr Bank Corp. 1,400 29 Camco Financial Corp. 700 10 Camden National Corp. 700 24 Capital City Bank Group, Inc. 1,875 68 o Capital Crossing Bank 2,000 68 Capitol Bancorp Ltd. 1,500 52 Capitol Federal Financial 6,920 241 Cascade Bancorp 2,655 61 Cathay General Bancorp., Inc. 3,200 125 Cavalry Bancorp, Inc. 500 11 o Central Coast Bancorp 1,830 45 Central Pacific Financial Co. 3,400 123 Century Bancorp, Inc., Class A 800 25 Charter Financial Corp. 900 33 CharterMac 3,900 80 Chemical Financial Corp. 1,383 45 @ Chittenden Corp. 2,272 65 Citizens Banking Corp. Michigan 4,590 134 Citizens First Bancorp, Inc. 700 15 Citizens South Banking Corp. 1,000 12 City Holding Co. 1,800 66 City National Corp. 3,100 227 @ Coastal Financial Corp. 3,034 46 The Colonial BancGroup, Inc. 10,100 246 Columbia Bancorp 700 28 Columbia Banking Systems, Inc. 1,951 56 Comerica, Inc. 13,496 780 @ Commerce Bancorp, Inc. N.J. 11,320 345 Commerce Bancshares, Inc. 12,697 675 The Commercial Capital Bancorp, Inc. 5,362 86 Commercial Federal Corp. 3,000 103 Community Bank System, Inc. 1,400 33 Community Trust Bancorp, Inc. 2,487 86 Compass Bancshares, Inc. 11,400 556 @ Corus Bankshares, Inc. 2,000 110 Countrywide Financial Corp. 45,000 1,430 Cullen/Frost Bankers, Inc. 3,300 174 CVB Financial Corp. 4,227 83 Dime Community Bancshares, Inc. 3,375 49 Doral Financial Corp. 9,900 85 Downey Financial Corp. 2,000 122 East-West Bancorp, Inc. 2,600 100 Exchange National Bancshares, Inc. 750 21 Fannie Mae 81,400 3,868 Fidelity Bankshares, Inc. 2,899 82 Fifth Third Bancorp 42,601 1,711 First Bancorp Puerto Rico 4,200 48 First Busey Corp. 1,500 30 First Charter Corp. 3,500 89 First Citizens BancShares, Inc., Class A 300 50 First Commonwealth Financial Corp. 2,504 33 First Financial Bancorp 1,839 34 First Financial Bancshares, Inc. 2,000 72 First Financial Corp. Indiana 600 16 First Financial Holdings, Inc. 1,400 41 = First Horizon National Corp. 10,800 418 First Indiana Corp. 1,375 48 First M & F Corp. 1,000 34 First Merchants Corp. 1,041 26 First Midwest Bancorp, Inc. Illinois 3,125 119 First Niagra Financial Group, Inc. 7,670 113 First Oak Brook Bancshares, Inc. 1,500 40 The First of Long Island Corp. 2,000 83 First Place Financial Corp. Ohio 2,900 65 First Republic Bank 1,200 45 First United Corp. 2,200 43 o FirstFed Financial Corp. 2,900 155 FirstMerit Corp. 7,300 193 Flagstar Bancorp., Inc. 6,200 83 Flushing Financial Corp. 3,300 53 FNB Corp. 2,639 47 Freddie Mac 57,700 3,540 Fremont General Corp. 6,200 134 Frontier Financial Corp. 1,050 34 @ Fulton Financial Corp. 13,977 235 Glacier Bancorp, Inc. 4,765 140 Gold Banc Corp., Inc. 1,400 21 Golden West Financial Corp. 23,800 1,398 Great Southern Bancorp, Inc. 1,400 40 Greater Bay Bancorp 5,406 136 Hancock Holding Co. 2,100 75 Harbor Florida Bancshares, Inc. 1,100 39 Harleysville National Corp. 1,214 25 Heritage Financial Corp. 735 18 Hibernia Corp., Class A 12,600 374 Home Federal Bancorp 800 20 Horizon Financial Corp. 2,156 46 Hudson City Bancorp, Inc. 48,731 577
2 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) Hudson United Bancorp 3,240 134 @ Huntington Bancshares, Inc. 18,290 425 IBERIABANK Corp. 875 47 Independence Community Bank Corp. 6,600 261 Independent Bank Corp. 1,000 30 Independent Bank Corp. Michigan 1,717 49 IndyMac Bancorp, Inc. 3,400 127 Integra Bank Corp. 1,225 25 Interchange Financial Services Corp. 1,575 27 International Bancshares Corp. 4,577 137 Irwin Financial Corp. 3,700 77 o ITLA Capital Corp. 700 35 KeyCorp, Inc. 34,300 1,106 Lakeland Financial Corp. 1,100 45 M&T Bank Corp. 8,962 964 MAF Bancorp., Inc. 2,028 84 Main Street Banks, Inc. 1,000 27 MainSource Financial Group, Inc. 1,653 30 @ Marshall & Ilsley Corp. 19,150 823 MASSBANK Corp. 1,500 43 MB Financial, Inc. 1,800 67 Mercantile Bankshares Corp. 5,574 314 Merchants Bancshares, Inc. 750 19 MGIC Investment Corp. 9,300 551 Mid-State Bancshares 3,500 95 Midwest Banc Holdings, Inc. 1,300 29 MutualFirst Financial, Inc. 2,000 44 Nara Bancorp, Inc. 4,000 72 National City Corp. 56,821 1,831 National Penn Bancshares, Inc. 1,415 28 NBT Bancorp., Inc. 1,400 33 NetBank, Inc. 3,300 26 @ New York Community Bancorp, Inc. 22,697 367 NewMil Bancorp, Inc. 1,000 29 North Fork Bancorp., Inc. 38,411 973 North Valley Bancorp 1,500 26 Northrim BanCorp, Inc. 2,500 62 Northway Financial, Inc. 200 7 Northwest Bancorp, Inc. 5,000 113 Oak Hill Financial, Inc. 1,000 31 OceanFirst Financial Corp. 1,050 24 o Ocwen Financial Corp. 5,920 46 Old National Bancorp. 6,244 137 Omega Financial Corp. 1,000 29 Oriental Financial Group 1,663 21 PAB Bankshares, Inc. 700 12 Pacific Capital Bancorp. 2,844 103 Park National Corp. 845 91 Partners Trust Financial Group, Inc. 3,970 46 Pennfed Finance Services, Inc. 4,000 78 @ Peoples Bank-Bridgeport 12,375 398 Peoples Financial Corp. 3,000 53 PFF Bancorp, Inc. 1,680 50 The PMI Group, Inc. 8,100 323 PNC Financial Services Group, Inc. 24,500 1,487 @ Popular, Inc. 21,700 440 Prosperity Bancshares, Inc. 2,400 73 Provident Bankshares Corp. 1,657 58 Provident Financial Holdings 750 20 Provident Financial Services, Inc. 917 16 R&G Financial Corp., Class B 2,550 25 Radian Group, Inc. 6,702 349 Regions Financial Corp. 39,314 1,280 Renasant Corp. 750 24 Republic Bancorp, Inc. 5,135 70 Republic Bancorp, Inc., Class A 1,653 34 S&T Bancorp, Inc. 1,400 52 Sandy Spring Bancorp, Inc. 2,900 102 Santander BanCorp 4,686 119 Seacoast Banking Corp. of Florida 1,980 45 Shore Bancshares, Inc. 500 16 Simmons First National Corp., Class A 1,000 28 Sky Financial Group, Inc. 8,510 239 The South Financial Group, Inc. 4,500 124 Southwest Bancorp, Inc. Oklahoma 3,300 77 Sovereign Bancorp, Inc. 28,942 624 State Bancorp, Inc. 1,058 20 Sterling Bancorp NY 1,827 36 Sterling Bancshares, Inc. Texas 2,100 31 Sterling Financial Corp. Pennsylvania 1,562 33 o Sterling Financial Corp. Washington 1,827 46 Suffolk Bancorp 2,400 79 o Sun Bancorp, Inc. N.J. 3,472 69 SunTrust Banks, Inc. 31,842 2,308 Susquehanna Bancshares, Inc. 3,168 73 o SVB Financial Group 2,200 109 SY Bancorp, Inc. 1,400 33 Synovus Financial Corp. 24,600 676 TCF Financial Corp. 13,600 369 TD Banknorth, Inc. 7,296 210 Texas Regional Bancshares, Inc., Class A 2,326 68 TF Financial Corp. 700 19 Timberland Bancorp, Inc. Washington 1,000 23 Tompkins Trustco, Inc. 847 37 TriCo Bancshares 400 9 Trustco Bank Corp. NY 2,857 37 Trustmark Corp. 4,300 121
3 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) U.S. Bancorp 158,531 4,689 UCBH Holdings, Inc. 9,400 164 UMB Financial Corp. 1,787 120 Umpqua Holdings Corp. 343 9 Union Bankshares Corp. 700 31 UnionBanCal Corp. 22,600 1,548 United Bankshares, Inc. 3,400 124 United Community Banks, Inc. Georgia 3,750 111 Unizan Financial Corp. 1,371 36 USB Holding Co., Inc. 1,958 42 Valley National Bancorp 8,143 197 W Holding Co., Inc. 11,938 92 Wachovia Corp. 133,649 6,752 Washington Federal, Inc. 7,942 183 Washington Mutual, Inc. 83,149 3,293 Washington Trust Bancorp, Inc. 1,000 28 Webster Financial Corp. 3,790 175 Wells Fargo & Co. 137,577 8,282 WesBanco, Inc. 3,200 98 West Coast Bancorp 1,200 32 Westamerica Bancorp. 1,700 91 WestCorp., Inc. 4,707 297 Whitney Holding Corp. 6,675 180 Willow Grove Bancorp, Inc. 1,596 25 Wilmington Trust Corp. 5,700 216 Wintrust Financial Corp. 1,800 97 WSFS Financial Corp. 1,000 62 Zions Bancorp. 7,700 566 ----------- 89,103 BUSINESS SERVICES 0.1% ------------------------------------------------------------------------ o Accenture Ltd., Class A 40,000 1,052 CAPITAL GOODS 7.6% ------------------------------------------------------------------------ o 3D Systems Corp. 1,400 25 3M Co. 65,000 4,939 A.O. Smith Corp., Class B 1,300 42 o Aaon, Inc. 4,075 70 o AAR Corp. 2,500 40 o Actuant Corp., Class A 2,840 138 Acuity Brands, Inc. 5,200 145 o Aerosonic Corp. 300 2 o AGCO Corp. 3,762 60 Alamo Group, Inc. 500 10 Albany International Corp., Class A 3,918 151 o Alleghany Corp. 216 65 o Alliant Techsystems, Inc. 2,437 171 o The Allied Defense Group, Inc. 500 11 American Power Conversion Corp. 16,600 355 o American Science & Engineering, Inc. 500 29 American Standard Cos., Inc. 17,900 681 o American Superconductor Corp. 700 6 American Woodmark Corp. 1,000 31 Ameron International Corp. 900 39 Ametek, Inc. 4,200 171 Ampco-Pittsburgh Corp. 2,800 40 Apogee Enterprises, Inc. 1,200 20 Applied Industrial Technologies, Inc. 4,350 143 Applied Signal Technology, Inc. 2,100 36 o Armor Holdings, Inc. 500 22 o Armstrong Holdings, Inc. 1,600 3 o Artesyn Technologies, Inc. 1,100 10 o Astronics Corp. 1,250 12 o Aviall, Inc. 2,500 79 Badger Meter, Inc. 2,000 66 Baldor Electric Co. 3,800 92 o BE Aerospace, Inc. 1,100 20 o BMC Industries, Inc. 2,100 -- The Boeing Co. 68,800 4,447 Briggs & Stratton Corp. 3,500 112 C&D Technologies, Inc. 4,500 41 @o Capstone Turbine Corp. 2,600 6 Carlisle Cos., Inc. 3,600 240 Cascade Corp. 4,400 214 Caterpillar, Inc. 57,400 3,019 Chase Corp. 100 1 CIRCOR International, Inc. 3,750 106 Clarcor, Inc. 3,400 94 o Columbus McKinnon Corp. 2,400 55 Cooper Industries Ltd., Class A 7,200 510 Crane Co. 5,000 155 Cummins, Inc. 3,900 333 Curtiss-Wright Corp. 300 17 @ Danaher Corp. 24,000 1,250 Deere & Co. 21,500 1,305 o Distributed Energy Systems Corp. 1,400 11 Donaldson Co., Inc. 3,800 119 Dover Corp. 16,700 651 DRS Technologies, Inc. 1,382 68 o Ducommun, Inc. 4,300 86 Eaton Corp. 12,600 741 o Electro Rent Corp. 5,100 66 ElkCorp 3,450 109 o EMCOR Group, Inc. 700 43 Emerson Electric Co. 35,000 2,434 o Encore Wire Corp. 3,000 65 @o Energy Conversion Devices, Inc. 600 19 Engineered Support Systems, Inc. 3,712 150 o ESCO Technologies, Inc. 2,800 121 o Esterline Technologies Corp. 2,400 90 o Evergreen Solar, Inc. 1,000 8
4 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) Fastenal Co. 6,600 463 Federal Signal Corp. 2,800 45 o Flow International Corp. 900 8 o Flowserve Corp. 3,900 137 Fluor Corp. 5,600 356 Franklin Electric Co., Inc. 3,800 165 @o FuelCell Energy, Inc. 1,200 11 o Gardner Denver, Inc. 1,700 83 @ GATX Corp. 4,000 150 o GenCorp, Inc. 2,500 46 o General Cable Corp. 2,200 36 General Dynamics Corp. 15,700 1,826 =(2) General Electric Co. 854,566 28,978 o Genlyte Group, Inc. 3,200 163 o Global Power Equipment Group, Inc. 1,000 6 Goodrich Corp. 8,404 303 The Gorman-Rupp Co. 2,875 67 Graco, Inc. 7,012 240 o GrafTech International Ltd. 2,100 10 Granite Construction, Inc. 4,850 165 Greenbrier Cos., Inc. 1,600 44 o Griffon Corp. 2,590 57 Hardinge, Inc. 1,800 30 Harsco Corp. 3,100 199 o Hawk Corp., Class A 1,800 23 Heico Corp., Class A 2,286 39 o Herley Industries, Inc. 4,000 68 o Hexcel Corp. 2,000 32 Honeywell International, Inc. 71,062 2,430 Hubbell, Inc., Class B 3,800 183 Hughes Supply, Inc. 2,600 87 o Huttig Building Products, Inc. 811 7 IDEX Corp. 3,150 126 o Ii-Vi, Inc. 3,800 68 Illinois Tool Works, Inc. 25,850 2,191 Ingersoll-Rand Co., Class A 27,400 1,035 o Insituform Technologies, Inc., Class A 1,300 23 o Integrated Electrical Services, Inc. 1,800 3 ITT Industries, Inc. 8,700 884 o Jacobs Engineering Group, Inc. 3,800 242 o Jacuzzi Brands, Inc. 2,000 15 JLG Industries, Inc. 1,800 69 Joy Global, Inc. 12,900 592 o Kadant, Inc. 1 -- Kaydon Corp. 3,300 98 Kennametal, Inc. 4,000 204 L-3 Communications Holdings, Inc. 9,100 708 o Ladish Co., Inc. 1,300 26 Lawson Products, Inc. 2,000 68 Lennox International, Inc. 4,771 133 Lincoln Electric Holdings, Inc. 3,900 154 Lockheed Martin Corp. 37,052 2,244 o Magnetek, Inc. 1,500 5 Manitowoc Co., Inc. 2,900 154 Masco Corp. 35,800 1,020 o Mastec, Inc. 5,350 55 @o Medis Technologies Ltd. 1,110 19 o Mercury Computer Systems, Inc. 3,600 68 o Merrimac Industries, Inc. 600 5 o Michael Baker Corp. 500 13 o Microvision, Inc. 900 5 Middleby Corp. 3,500 254 o Milacron, Inc. 3,340 4 o Millenium Cell, Inc. 2,200 4 o Modtech Holdings, Inc. 1,000 10 o Moog, Inc., Class A 5,287 157 MSC Industrial Direct Co., Class A 4,300 164 Mueller Industries, Inc. 1,700 47 NACCO Industries, Inc., Class A 1,300 151 o Navistar International Corp. 6,900 190 o NCI Building Systems, Inc. 2,900 119 Nordson Corp. 4,000 149 Northrop Grumman Corp. 30,032 1,611 o Omega Flex, Inc. 700 9 o Orbital Sciences Corp. 2,600 30 Oshkosh Truck Corp. 9,000 392 Paccar, Inc. 14,100 987 Pall Corp. 10,900 285 Parker Hannifin Corp. 11,000 690 Pentair, Inc. 9,500 309 o Plug Power, Inc. 2,248 13 o Powell Industries, Inc. 1,000 21 o Power-One, Inc. 6,000 34 Precision Castparts Corp. 10,302 488 o Quanta Services, Inc. 8,900 102 o Quipp, Inc. 900 10 Quixote Corp. 1,300 26 Raven Industries, Inc. 2,800 88 Raytheon Co. 34,900 1,290 Rockwell Automation, Inc. 15,700 834 Rockwell Collins, Inc. 13,100 600 Roper Industries, Inc. 3,000 113 o Rush Enterprises, Inc., Class B 500 7 o Sequa Corp., Class A 2,800 173 o The Shaw Group, Inc. 2,000 54 Simpson Manufacturing Co., Inc. 3,200 126 SPX Corp. 8,610 370 Standex International Corp. 3,000 81 o Stantec, Inc. 845 26 Stewart & Stevenson Services, Inc. 1,000 24 Tecumseh Products Co., Class A 3,200 64 o Teledyne Technologies, Inc. 12,157 429 Teleflex, Inc. 4,300 285 Tennant Co. 2,100 91
5 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) o Terex Corp. 3,700 203 Textron, Inc. 11,800 850 o Thomas & Betts Corp. 7,300 284 The Timken Co. 6,600 187 Titan International, Inc. 800 14 Toro Co. 1,600 58 o Transtechnology Corp. 500 4 Tredegar Corp. 2,600 33 Trinity Industries, Inc. 1,100 42 o Triumph Group, Inc. 1,200 42 Tyco International Ltd. 85,000 2,243 United Industrial Corp. 1,200 42 o United Rentals, Inc. 5,900 115 United Technologies Corp. 84,068 4,311 o UQM Technologies, Inc. 1,500 6 o URS Corp. 3,700 150 @o USG Corp. 3,900 231 o Valence Technology, Inc. 1,400 3 Valmont Industries, Inc. 1,900 62 Vicor Corp. 4,200 71 W.W. Grainger, Inc. 7,300 489 Wabash National Corp. 2,500 46 Wabtec Corp. 2,828 77 Walter Industries, Inc. 1,900 87 o Water Pik Technologies, Inc. 195 4 Watsco, Inc. 3,400 193 Watts Water Technologies, Inc., Class A 1,000 28 o WESCO International, Inc. 4,800 191 o Wolverine Tube, Inc. 1,000 6 Woodward Governor Co. 500 40 o Xanser Corp. 1,400 4 York International Corp. 3,800 213 ----------- 92,334 COMMERCIAL SERVICES & SUPPLIES 1.6% ------------------------------------------------------------------------ o A.T. Cross Co., Class A 2,400 11 ABM Industries, Inc. 4,900 97 Adesa, Inc. 8,200 175 Administaff, Inc. 2,800 118 o Allied Waste Industries, Inc. 26,600 217 Ambassadors International, Inc. 1,700 23 o American Locker Group, Inc. 500 2 Angelica Corp. 2,500 35 o Apollo Group, Inc., Class A 17,050 1,074 Aramark Corp., Class B 9,300 236 o Asset Acceptance Capital Corp. 2,500 66 Avery Dennison Corp. 9,700 549 Banta Corp. 2,700 136 Bowne & Co., Inc. 4,200 60 Brady Corp., Class A 1,400 40 o Bright Horizons Family Solutions, Inc. 2,600 104 The Brink's Co. 5,600 220 o Career Education Corp. 8,614 307 o Casella Waste Systems, Inc., Class A 2,500 32 CDI Corp. 3,700 102 Cendant Corp. 83,720 1,458 Central Parking Corp. 1,600 24 o Cenveo, Inc. 1,300 13 o ChoicePoint, Inc. 6,900 292 Cintas Corp. 15,350 623 Compx International, Inc. 800 13 o Consolidated Graphics, Inc. 3,900 152 o Copart, Inc. 6,550 153 o Corinthian Colleges, Inc. 9,200 114 o Cornell Cos., Inc. 2,100 29 Corporate Executive Board Co. 2,700 223 o Correctional Services Corp. 2,000 12 o Corrections Corp. of America 3,828 153 o CoStar Group, Inc. 800 38 CPI Corp. 400 7 o CRA International, Inc. 2,500 111 Deluxe Corp. 3,800 127 o DeVry, Inc. 4,800 108 o DiamondCluster International, Inc., Class A 1,000 6 o Dun & Bradstreet Corp. 16,000 1,013 o Duratek, Inc. 4,000 57 o Education Management Corp. 5,900 182 Ennis, Inc. 4,500 77 Equifax, Inc. 11,800 407 o Exponent, Inc. 3,000 86 o Falcon Products, Inc. 1,500 -- o First Consulting Group, Inc. 1,800 10 o FTI Consulting, Inc. 2,700 74 G&K Services, Inc., Class A 3,700 140 o The Geo Group, Inc. 3,800 83 o GP Strategies Corp. 1,500 13 H&R Block, Inc. 36,600 910 @ Healthcare Services Group 5,625 105 o Heidrick & Struggles International, Inc. 3,100 100 Herman Miller, Inc. 5,700 156 HNI Corp. 4,000 196 o Hudson Highland Group, Inc. 720 17 o ICT Group, Inc. 500 7 IKON Office Solutions, Inc. 12,500 125 o ITT Educational Services, Inc. 6,000 332 Jackson Hewitt Tax Service, Inc. 3,000 74 John H. Harland Co. 3,500 146 Kelly Services, Inc., Class A 3,200 89 o Kforce, Inc. 405 4 o Korn/Ferry International 3,600 62 o Labor Ready, Inc. 3,500 82 o Laureate Education, Inc. 4,700 232
6 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) o Learning Tree International, Inc. 1,400 19 Manpower, Inc. 6,991 317 >o Mascotech, Inc. escrow security 1,100 -- McGrath RentCorp 1,600 46 Mine Safety Appliances Co. 2,700 113 o Mobile Mini, Inc. 600 28 o Monster Worldwide, Inc. 9,800 322 Multi-Color Corp. 750 18 o Navigant Consulting, Inc. 5,000 105 o NCO Group, Inc. 2,701 49 o Nobel Learning Communities, Inc. 500 5 o On Assignment, Inc. 1,700 14 o PHH Corp. 4,186 118 Pitney Bowes, Inc. 20,000 842 @o Portfolio Recovery Associates, Inc. 2,000 78 @ Pre-Paid Legal Services, Inc. 3,600 154 o PRG-Schultz International, Inc. 2,500 2 R.R. Donnelley & Sons Co. 17,000 595 o RemedyTemp, Inc., Class A 1,200 9 Republic Services, Inc. 17,700 626 o Resources Connection, Inc. 6,200 177 Robert Half International, Inc. 14,000 516 Rollins, Inc. 6,675 127 o School Specialty, Inc. 1,600 54 o The ServiceMaster Co. 22,900 288 o Sitel Corp. 2,800 8 o Sotheby's Holdings, Inc., Class A 2,938 46 o SOURCECORP, Inc. 3,600 82 o Spherion Corp. 1,830 16 @o Spherix, Inc. 500 1 The Standard Register Co. 4,100 62 Steelcase, Inc., Class A 3,500 50 o Stericycle, Inc. 4,700 271 >o Stone and Webster, Inc. escrow security 700 -- Strayer Education, Inc. 700 63 o TeleTech Holdings, Inc. 5,000 52 o Tetra Tech, Inc. 12,031 186 o TRC Cos., Inc. 1,350 18 o United Stationers, Inc. 2,900 132 o Vertrue, Inc. 4,500 169 Viad Corp. 3,625 104 o Volt Information Sciences, Inc. 2,100 39 o Waste Connections, Inc. 5,250 175 Waste Industries USA, Inc. 1,500 21 Waste Management, Inc. 48,100 1,419 Watson Wyatt & Co. Holdings 4,600 122 o West Corp. 4,500 178 o Westaff, Inc. 2,000 9 ----------- 19,884 CONSUMER DURABLES & APPAREL 1.8% ------------------------------------------------------------------------ Action Performance Cos., Inc. 600 7 o Alliance Gaming Corp. 3,000 32 American Greetings Corp., Class A 8,500 215 o Applica, Inc. 3,100 5 @o Avatar Holdings, Inc. 700 40 Beazer Homes USA, Inc. 2,553 148 Black & Decker Corp. 7,100 583 o Blount International, Inc. 1,200 19 Blyth, Inc. 4,800 88 o Boyds Collection Ltd. 2,200 -- @ Brookfield Homes Corp. 3,500 175 Brown Shoe Co., Inc. 3,300 107 Brunswick Corp. 13,900 530 Callaway Golf Co. 5,600 80 o Carter's, Inc. 2,500 158 o Cavco Industries, Inc. 410 16 Centex Corp. 10,700 689 o Champion Enterprises, Inc. 4,700 65 o Chromcraft Revington, Inc. 1,300 16 o Coach, Inc. 32,008 1,030 @o Columbia Sportswear Co. 4,350 185 Craftmade International, Inc. 2,800 58 CSS Industries, Inc. 900 31 D.R. Horton, Inc. 24,604 755 o Department 56, Inc. 3,300 36 o DGSE Cos., Inc. 700 2 o Dominion Homes, Inc. 500 6 @ Eastman Kodak Co. 26,000 569 o Enesco Group, Inc. 1,100 1 Ethan Allen Interiors, Inc. 4,200 142 o The Fairchild Corp., Class A 3,100 7 Flexsteel Industries, Inc. 600 9 o Foamex International, Inc. 2,600 -- Fortune Brands, Inc. 17,700 1,345 o Fossil, Inc. 2,962 46 Furniture Brands International, Inc. 4,700 85 Haggar Corp. 1,200 34 o Hampshire Group Ltd. 2,000 47 Harman International Industries, Inc. 6,800 679 Hasbro, Inc. 14,500 273 o Hovnanian Enterprises, Inc., Class A 3,700 166 o Interface, Inc., Class A 3,300 25 o Jarden Corp. 2,475 84 Jones Apparel Group, Inc. 12,156 332 K-Swiss, Inc., Class A 2,400 73 o K2, Inc. 1,700 17 KB Home 7,800 510
7 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) Kellwood Co. 2,900 64 Kenneth Cole Productions, Inc., Class A 3,100 78 Kimball International, Inc., Class B 3,600 40 Knape & Vogt Manufacturing Co. 2,200 32 @ La-Z-Boy, Inc. 5,800 69 Leggett & Platt, Inc. 16,200 325 Lennar Corp., Class A 14,490 805 Levitt Corp., Class A 550 11 Liz Claiborne, Inc. 18,600 655 M/I Homes, Inc. 1,800 81 Marine Products Corp. 405 4 o MarineMax, Inc. 800 20 o Marvel Entertainment, Inc. 11,700 206 Mattel, Inc. 34,300 506 Maytag Corp. 7,100 122 MDC Holdings, Inc. 1,903 131 o Meade Instruments Corp. 800 2 o Meritage Corp. 1,000 62 o Mestek, Inc. 700 9 o MITY Enterprises, Inc. 600 11 o Mohawk Industries, Inc. 4,819 376 Movado Group, Inc. 7,400 130 National Presto Industries, Inc. 400 18 Nautilus Group, Inc. 4,125 75 Newell Rubbermaid, Inc. 23,900 549 Nike, Inc., Class B 20,700 1,740 o NVR, Inc. 500 343 @ Oakley, Inc. 6,700 99 o Oneida Ltd. 700 1 @o Palm Harbor Homes, Inc. 2,700 50 Phillips-Van Heusen Corp. 1,800 51 @ Polaris Industries, Inc. 3,200 144 > Polaroid Corp. 3,800 -- Polo Ralph Lauren Corp. 6,500 320 Pulte Homes, Inc. 22,744 859 o Quiksilver, Inc. 4,000 46 o RC2 Corp. 2,200 77 o Recoton Corp. 500 -- Reebok International Ltd. 8,000 456 Russ Berrie & Co., Inc. 1,000 13 Russell Corp. 2,600 35 The Ryland Group, Inc. 6,800 458 o Salton, Inc. 1,100 2 SCP Pool Corp. 5,662 204 o Skechers USA, Inc., Class A 6,500 82 Skyline Corp. 100 4 Snap-On, Inc. 4,000 144 o SONICblue, Inc. 2,600 -- Standard-Pacific Corp. 4,800 185 Stanley Furniture Co., Inc. 5,200 111 @ The Stanley Works 6,600 316 o Steven Madden Ltd. 1,800 46 Stride Rite Corp. 2,900 38 Superior Uniform Group, Inc. 1,600 19 Tandy Brands Accessories, Inc. 1,000 12 o Tarrant Apparel Group 1,700 3 @ Technical Olympic USA, Inc. 2,812 59 o Tempur-Pedic International, Inc. 8,000 88 o Timberland Co., Class A 2,800 79 o Toll Brothers, Inc. 11,200 413 Tupperware Corp. 4,800 110 o Unifi, Inc. 1,900 6 Unifirst Corp. 3,900 137 o Uniroyal Technology Corp. 1,100 -- o Universal Electronics, Inc. 2,200 38 VF Corp. 15,000 784 o Virco Manufacturing Corp. 1,170 8 o The Warnaco Group, Inc. 2,500 57 o WCI Communities, Inc. 3,800 95 Whirlpool Corp. 6,000 471 Wolverine World Wide, Inc. 7,800 163 o Yankee Candle Co., Inc. 3,700 84 ----------- 22,351 DIVERSIFIED FINANCIALS 7.0% ------------------------------------------------------------------------ A.G. Edwards, Inc. 5,900 250 >o Actrade Financial Technologies Ltd. 1,000 -- Advanta Corp., Class A 7,400 197 o Aether Holdings, Inc. 1,100 4 o Affiliated Managers Group, Inc. 1,800 138 Alliance Capital Management Holding L.P. 7,700 408 American Express Co. 105,150 5,233 o AmeriCredit Corp. 12,300 275 o Ameriprise Financial, Inc. 21,030 783 @o Ameritrade Holding Corp. 34,300 721 @ Asta Funding, Inc. 2,000 54 The Bank of New York Co., Inc. 63,000 1,971 The Bear Stearns Cos., Inc. 13,620 1,441 Blackrock, Inc., Class A 400 38 Capital One Financial Corp. 19,900 1,519 Cash America International, Inc. 2,500 55 / The Charles Schwab Corp. 111,120 1,689 Chicago Mercantile Exchange 1,800 657 CIT Group, Inc. 18,600 851 =(4) Citigroup, Inc. 427,436 19,568 @o CompuCredit Corp. 4,400 193 o Credit Acceptance Corp. 2,400 36 o E*TRADE Financial Corp. 30,035 557 Eaton Vance Corp. 11,600 289 o eSpeed, Inc., Class A 3,300 25 Federated Investors, Inc., Class B 9,950 348 Financial Federal Corp. 3,300 126 @ The First Marblehead Corp. 5,000 148 Franklin Resources, Inc. 20,600 1,820
8 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) Gamco Investors, Inc., Class A 700 33 Goldman Sachs Group, Inc. 38,700 4,891 Instinet Group, Inc. 1,200 6 o Investment Technology Group, Inc. 4,750 154 Investors Financial Services Corp. 5,500 210 Janus Capital Group, Inc. 19,200 337 Jefferies Group, Inc. 4,100 174 JPMorgan Chase & Co. 295,944 10,838 o Knight Capital Group, Inc. 9,700 93 o LaBranche & Co., Inc. 2,400 23 o Ladenburg Thalmann Financial Services, Inc. 813 -- Legg Mason, Inc. 10,050 1,078 Lehman Brothers Holdings, Inc. 23,872 2,857 Leucadia National Corp. 7,704 331 MBNA Corp. 104,650 2,676 Mellon Financial Corp. 35,800 1,135 Merrill Lynch & Co., Inc. 79,800 5,166 o Metris Cos., Inc. 3,000 44 MicroFinancial, Inc. 1,900 8 MoneyGram International, Inc. 7,500 182 Moody's Corp. 26,600 1,417 Morgan Stanley 90,300 4,913 National Financial Partners Corp. 2,500 113 o Nelnet, Inc., Class A 4,500 167 >o NextCard, Inc. 2,600 -- Northern Trust Corp. 18,500 992 Nuveen Investments, Inc., Class A 7,300 295 o Piper Jaffray Cos. 950 33 Principal Financial Group, Inc. 25,400 1,261 Raymond James Financial, Inc. 6,900 235 SEI Investments Co. 9,700 376 o Siebert Financial Corp. 2,900 8 SLM Corp. 37,300 2,071 o SNTL Corp.-- Litigation Trust Certificates 1,300 -- State Street Corp. 28,000 1,546 Student Loan Corp. 1,700 373 SWS Group, Inc. 1,141 20 T. Rowe Price Group, Inc. 10,700 701 Waddell & Reed Financial, Inc., Class A 7,250 139 Westwood Holdings Group, Inc. 285 5 o WFS Financial, Inc. 4,100 295 o World Acceptance Corp. 1,000 28 ----------- 84,618 ENERGY 8.6% ------------------------------------------------------------------------ Amerada Hess Corp. 6,400 801 Anadarko Petroleum Corp. 19,530 1,772 Apache Corp. 28,372 1,811 APCO Argentina, Inc. 200 10 o Atlas America, Inc. 1,187 55 o ATP Oil & Gas Corp. 1,600 51 o Atwood Oceanics, Inc. 1,200 85 Baker Hughes, Inc. 28,300 1,555 Berry Petroleum Co., Class A 2,000 120 BJ Services Co. 28,600 994 @ BP Prudhoe Bay Royalty Trust 2,200 147 @ Buckeye Partners L.P. 3,400 154 Burlington Resources, Inc. 34,000 2,455 Cabot Oil & Gas Corp. 21,600 989 o CAL Dive International, Inc. 4,000 246 @ CARBO Ceramics, Inc. 4,500 266 Chesapeake Energy Corp. 19,200 616 ChevronTexaco Corp. 192,819 11,004 o Cimarex Energy Co. 5,508 216 o Comstock Resources, Inc. 4,500 135 ConocoPhillips 112,196 7,335 o Cooper Cameron Corp. 3,300 243 o CREDO Petroleum Corp. 2,700 47 Cross Timbers Royalty Trust 1,500 79 Crosstex Energy L.P. 2,000 75 o Denbury Resources, Inc. 4,900 214 Devon Energy Corp. 37,360 2,256 Diamond Offshore Drilling, Inc. 12,300 694 El Paso Corp. 51,387 609 @o Enbridge Energy Management LLC 1,216 62 o Encore Acquisition Co. 2,250 77 o Energy Partners Ltd. 1,700 43 ENSCO International, Inc. 11,200 511 @ Enterprise Products Partners L.P. 29,500 763 EOG Resources, Inc. 22,800 1,545 =(1) Exxon Mobil Corp. 537,816 30,193 o FMC Technologies, Inc. 4,591 167 o Forest Oil Corp. 4,450 194 Frontier Oil Corp. 7,200 266 General Maritime Corp. 3,000 112 o Global Industries Ltd. 4,400 56 GlobalSantaFe Corp. 19,155 853 o Grant Prideco, Inc. 6,100 237 o Grey Wolf, Inc. 5,800 45 Gulf Island Fabrication, Inc. 2,800 75 o Gulfmark Offshore, Inc. 1,600 46 Halliburton Co. 36,700 2,169 @o Hanover Compressor Co. 5,600 72 o Harvest Natural Resources, Inc. 6,000 58 Helmerich & Payne, Inc. 4,800 266 Holly Corp. 4,000 230 o Houston Exploration Co. 5,400 278 @ Hugoton Royalty Trust 3,300 114 o Hydril Co. 2,500 166 o Input/Output, Inc. 4,200 32 Kerr-McGee Corp. 9,677 823
9 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) o Key Energy Services, Inc. 10,300 140 o Kinder Morgan Management LLC 3,494 169 Kinder Morgan, Inc. 10,700 973 o Lone Star Technologies, Inc. 1,200 55 Lufkin Industries, Inc. 1,000 47 @ Magellan Midstream Partners L.P. 2,400 80 Marathon Oil Corp. 30,654 1,844 Maritrans, Inc. 2,500 75 Markwest Energy Partners L.P. 500 24 o Maverick Tube Corp. 3,800 118 o Meridian Resource Corp. 3,100 14 Murphy Oil Corp. 17,000 796 o Nabors Industries Ltd. 11,817 811 o NATCO Group, Inc., Class A 1,200 27 o National-Oilwell Varco, Inc. 11,540 721 o Newfield Exploration Co. 7,400 335 Noble Corp. 10,100 650 Noble Energy, Inc. 14,218 569 Occidental Petroleum Corp. 33,100 2,611 o Oceaneering International, Inc. 1,100 53 o Offshore Logistics, Inc. 3,600 122 o Oil States International, Inc. 3,600 119 OMI Corp. 6,500 118 Overseas Shipholding Group 3,700 176 Pacific Energy Partners L.P. 3,500 104 o Parker Drilling Co. 2,800 25 Patterson-UTI Energy, Inc. 13,200 451 >o Petro Corp. escrow security 3,000 -- Pioneer Natural Resources Co. 14,333 717 Plains All American Pipeline L.P. 4,600 195 o Plains Exploration & Production Co. 6,579 257 Pogo Producing Co. 6,300 318 o Pride International, Inc. 10,200 286 o Quicksilver Resources, Inc. 4,200 163 Range Resources Corp. 5,400 193 o Remington Oil & Gas Corp. 2,900 102 Resource America, Inc., Class A 2,000 32 Rowan Cos., Inc. 3,400 112 RPC, Inc. 5,100 140 Schlumberger Ltd. 50,000 4,539 o Seacor Holdings, Inc. 1,250 90 Smith International, Inc. 14,800 480 o Spinnaker Exploration Co. 2,900 179 @ St. Mary Land & Exploration Co. 7,400 252 o Stone Energy Corp. 976 45 @ Sunoco Logistics Partners L.P. 2,000 77 Sunoco, Inc. 11,000 820 o Superior Energy Services, Inc. 4,900 100 o Swift Energy Co. 2,500 109 o Syntroleum Corp. 4,000 29 TC Pipelines L.P. 2,400 79 TEL Offshore Trust 83 1 @ TEPPCO Partners L.P. 4,000 156 Tesoro Petroleum Corp. 4,800 294 o Tetra Technologies, Inc. 5,550 155 Tidewater, Inc. 2,700 124 o Todco, Class A 5,500 246 o Transmontaigne, Inc. 1,600 9 o Transocean, Inc. 27,731 1,594 o Ultra Petroleum Corp. 13,000 682 o Unit Corp. 4,400 231 o Universal Compression Holdings, Inc. 2,900 103 Valero Energy Corp. 25,240 2,656 Valero L.P. 1,600 94 o Veritas DGC, Inc. 3,000 97 Vintage Petroleum, Inc. 10,500 545 o W-H Energy Services, Inc. 900 27 o Weatherford International Ltd. 10,600 664 Western Gas Resources, Inc. 4,000 173 Williams Cos., Inc. 42,360 945 World Fuel Services Corp. 6,000 191 XTO Energy, Inc. 25,942 1,127 ----------- 105,142 FOOD & STAPLES RETAILING 2.3% ------------------------------------------------------------------------ o 7-Eleven, Inc. 5,000 187 Albertson's, Inc. 30,468 765 Arden Group, Inc., Class A 600 45 o BJ's Wholesale Club, Inc. 6,100 174 Casey's General Stores, Inc. 5,100 110 Costco Wholesale Corp. 38,600 1,867 CVS Corp. 67,000 1,635 > Fleming Cos., Inc. 3,400 -- o Fresh Brands, Inc. 1,800 13 o Great Atlantic & Pacific Tea Co. 2,200 62 Ingles Markets, Inc., Class A 300 5 o Kroger Co. 60,800 1,210 Longs Drug Stores Corp. 3,300 138 Marsh Supermarkets, Inc., Class B 1,000 14 Nash Finch Co. 1,700 53 o Pathmark Stores, Inc. 3,900 38 o Performance Food Group Co. 1,900 52 o Pricesmart, Inc. 500 4 o Rite Aid Corp. 40,400 141 Ruddick Corp. 3,100 68 Safeway, Inc. 33,400 777 o Smart & Final, Inc. 2,700 34 o Spartan Stores, Inc. 500 5 Supervalu, Inc. 18,087 569 Sysco Corp. 52,036 1,660 The Topps Co., Inc. 1,700 12 o United Natural Foods, Inc. 2,600 73 (10) Wal-Mart Stores, Inc. 289,200 13,682 Walgreen Co. 84,400 3,834
10 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) Weis Markets, Inc. 1,700 65 Whole Foods Market, Inc. 6,100 879 @o Wild Oats Markets, Inc. 3,800 42 ----------- 28,213 FOOD BEVERAGE & TOBACCO 4.6% ------------------------------------------------------------------------ Alliance One International, Inc. 3,300 8 Altria Group, Inc. 168,800 12,668 American Italian Pasta Co., Class A 1,000 7 Anheuser-Busch Cos., Inc. 61,500 2,538 Archer-Daniels-Midland Co. 53,958 1,315 >o Aurora Foods, Inc. 2,500 -- o Bridgford Foods Corp. 300 2 Brown-Forman Corp., Class B 9,912 628 Campbell Soup Co. 35,400 1,030 Chiquita Brands International, Inc. 10,000 276 Coca-Cola Bottling Co. Consolidated 400 18 The Coca-Cola Co. 202,200 8,650 Coca-Cola Enterprises, Inc. 30,000 567 ConAgra Foods, Inc. 43,293 1,007 o Constellation Brands, Inc., Class A 17,600 414 Corn Products International, Inc. 15,600 371 o Dean Foods Co. 8,613 311 o Del Monte Foods Co. 8,931 95 Delta & Pine Land Co. 2,000 50 Flowers Foods, Inc. 29,272 858 Fresh Del Monte Produce, Inc. 4,200 110 General Mills, Inc. 31,300 1,511 o Green Mountain Coffee Roasters, Inc. 900 38 o Griffen Land & Nurseries, Inc. 300 8 H.J. Heinz Co. 27,900 991 o Hain Celestial Group, Inc. 1,406 27 Hershey Foods Corp. 21,400 1,216 Hormel Foods Corp. 9,000 286 J & J Snack Foods Corp. 3,200 181 The J.M. Smuckers Co. 2,438 111 o John B. Sanfilippo & Son 5,000 91 Kellogg Co. 34,400 1,519 Kraft Foods, Inc., Class A 112,000 3,170 Lancaster Colony Corp. 3,400 136 Lance, Inc. 2,900 51 o M&F Worldwide Corp. 1,200 20 o Maui Land & Pineapple Co., Inc. 800 22 McCormick & Co., Inc. 11,300 342 MGP Ingredients, Inc. 3,400 37 Molson Coors Brewing Co., Class B 2,500 154 o Monterey Gourmet Foods, Inc. 700 3 o National Beverage Corp. 7,400 55 o Peet's Coffee & Tea, Inc. 1,800 60 The Pepsi Bottling Group, Inc. 23,400 665 PepsiAmericas, Inc. 13,200 308 PepsiCo, Inc. 140,800 8,319 @ Pilgrim's Pride Corp., Class B 1,400 44 Ralcorp Holdings, Inc. 6,700 261 @ Reynolds American, Inc. 11,332 963 Rocky Mountain Chocolate Factory, Inc. 2,311 37 Sanderson Farms, Inc. 1,750 60 Sara Lee Corp. 64,378 1,149 Seaboard Corp. 200 284 o Smithfield Foods, Inc. 6,300 186 Tasty Baking Co. 500 4 Tootsie Roll Industries, Inc. 2,322 70 o TreeHouse Foods, Inc. 1,722 45 Tyson Foods, Inc., Class A 30,340 540 Universal Corp. 1,800 67 UST, Inc. 12,700 526 @ Vector Group Ltd. 3,557 71 Wm. Wrigley Jr. Co. 19,100 1,327 ----------- 55,878 HEALTH CARE EQUIPMENT & SERVICES 5.6% ------------------------------------------------------------------------ o Abiomed, Inc. 800 7 o Accelrys, Inc. 1,300 9 o Advanced Medical Optics, Inc. 4,111 147 o Advanced Neuromodulation Systems, Inc. 1,050 64 o The Advisory Board Co. 1,000 48 Aetna, Inc. 29,600 2,621 @o Align Technology, Inc. 8,700 64 o Alliance Imaging, Inc. 1,800 12 @o Allscripts Healthcare Solutions, Inc. 1,900 30 o Amedisys, Inc. 2,500 96 o America Service Group, Inc. 4,950 76 o American Healthways, Inc. 3,100 126 o American Medical Systems Holdings, Inc. 7,800 128 o American Retirement Corp. 700 13 o AMERIGROUP Corp. 1,800 30 AmerisourceBergen Corp. 10,324 787 o AMN Healthcare Services, Inc. 4,110 68 o Amsurg Corp. 2,300 55 Analogic Corp. 1,400 66 o Apria Healthcare Group, Inc. 4,100 95 Arrow International, Inc. 3,500 101 o Arthrocare Corp. 1,400 51 o Aspect Medical Systems, Inc. 3,700 121 Bausch & Lomb, Inc. 3,400 252 Baxter International, Inc. 50,118 1,916
11 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) Beckman Coulter, Inc. 5,100 251 Becton Dickinson & Co. 21,300 1,081 o Beverly Enterprises, Inc. 8,800 103 o Bio-Rad Laboratories, Inc., Class A 1,000 59 Biomet, Inc. 20,125 701 o BioScrip, Inc. 2,172 13 @o Biosite, Inc. 1,400 77 o BioVeris Corp. 3,800 20 o Boston Scientific Corp. 70,300 1,766 o Bruker BioSciences Corp. 2,100 9 C.R. Bard, Inc. 8,000 499 o Cantel Medical Corp. 3,571 69 Cardinal Health, Inc. 36,160 2,260 o Caremark Rx, Inc. 37,090 1,944 o Centene Corp. 1,000 20 @o Cerner Corp. 4,200 355 o Cerus Corp. 500 3 Chemed Corp. 1,400 67 @o Chindex International, Inc. 2,200 8 o Cholestech Corp. 1,700 15 CIGNA Corp. 12,800 1,483 o Clarient, Inc. 1,100 1 Clinical Data, Inc. 117 2 o Community Health Systems, Inc. 7,100 263 o Conmed Corp. 1,700 41 The Cooper Cos., Inc. 2,781 191 o Corvel Corp. 1,900 42 o Covance, Inc. 5,800 282 o Coventry Health Care, Inc. 23,937 1,292 o Cross Country Healthcare, Inc. 1,600 29 o CryoLife, Inc. 750 5 o CyberCare, Inc. 900 -- o Cyberonics 1,200 36 o Cytyc Corp. 7,800 198 Dade Behring Holdings, Inc. 5,200 187 Datascope Corp. 2,500 79 o DaVita, Inc. 8,250 406 o Dendrite International, Inc. 3,600 63 Dentsply International, Inc. 6,550 361 Diagnostic Products Corp. 1,700 72 o DJ Orthopedics, Inc. 3,000 87 @o Dynacq Healthcare, Inc. 3,616 13 o Eclipsys Corp. 1,800 29 o Edwards Lifesciences Corp. 3,900 161 o Emdeon Corp. 19,426 179 o Enpath Medical, Inc. 3,000 24 o eResearch Technology, Inc. 5,625 81 o Express Scripts, Inc. 12,600 950 o Fisher Scientific International, Inc. 8,876 501 o Five Star Quality Care, Inc. 135 1 o Gen-Probe, Inc. 3,400 139 o Genesis HealthCare Corp. 6,250 254 o Gentiva Health Services, Inc. 3,250 48 o Greatbatch, Inc. 1,100 29 Guidant Corp. 25,816 1,626 o Haemonetics Corp. 3,700 179 o Hanger Orthopedic Group, Inc. 5,400 33 HCA, Inc. 34,000 1,638 Health Management Associates, Inc., Class A 15,900 340 o Health Net, Inc. 9,100 426 o HealthExtras, Inc. 1,900 40 o HealthTronics, Inc. 3,500 32 o Henry Schein, Inc. 4,600 182 Hillenbrand Industries, Inc. 5,800 267 o Hologic, Inc. 2,600 144 Hooper Holmes, Inc. 4,600 13 o Hospira, Inc. 14,070 561 o Humana, Inc. 18,900 839 o ICU Medical, Inc. 550 19 o Idexx Laboratories, Inc. 2,500 175 o IDX Systems Corp. 4,000 174 o Illumina, Inc. 1,500 23 o Immucor, Inc. 2,530 66 IMS Health, Inc. 19,300 448 o Inamed Corp. 2,850 203 o Integra LifeSciences Holdings Corp. 1,100 38 o Intermagnetics General Corp. 2,056 59 o Intuitive Surgical, Inc. 1,050 93 Invacare Corp. 2,000 68 o Kindred Healthcare, Inc. 4,624 129 o Kinetic Concepts, Inc. 2,500 90 o Kyphon, Inc. 3,000 120 o LabOne, Inc. 2,100 92 o Laboratory Corp. of America Holdings 12,800 618 o Lifeline Systems, Inc. 4,600 152 o LifePoint Hospitals, Inc. 3,707 145 o Lincare Holdings, Inc. 7,100 290 o Magellan Health Services, Inc. 3,007 89 Manor Care, Inc. 8,000 298 o Matria Healthcare, Inc. 1,800 60 Matthews International Corp., Class A 1,900 68 McKesson Corp. 22,900 1,040 o Med-Design Corp. 1,200 1 o Medcath Corp. 1,500 28 o Medco Health Solutions, Inc. 25,033 1,414 o Medical Action Industries, Inc. 2,500 47 o Medical Staffing Network Holdings, Inc. 1,300 7 Medtronic, Inc. 98,374 5,574 Mentor Corp. 3,000 135 Meridian Bioscience, Inc. 7,500 157 o Merit Medical Systems, Inc. 2,222 26 o Millipore Corp. 5,100 312
12 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) o Molecular Devices Corp. 3,200 72 o Molina Healthcare, Inc. 2,500 51 National Healthcare Corp. 600 22 o National Medical Health Card Systems, Inc. 800 21 o NDCHealth Corp. 1,900 36 @o Nektar Therapeutics 2,200 33 o North American Scientific, Inc. 700 2 o Novoste Corp. 1,600 1 o Nutraceutical International Corp. 5,000 66 NWH, Inc. 2,500 36 @o OCA, Inc. 2,112 2 o Odyssey HealthCare, Inc. 2,250 39 Omnicare, Inc. 7,500 406 Option Care, Inc. 2,250 28 o OraSure Technologies, Inc. 1,500 17 Owens & Minor, Inc. 2,000 59 o Pacificare Health Systems, Inc. 18,800 1,548 o Parexel International Corp. 2,400 53 o Patterson Cos., Inc. 10,600 439 o PDI, Inc. 2,900 41 o Pediatrix Medical Group, Inc. 3,000 231 o Per-Se Technologies, Inc. 5,000 111 PerkinElmer, Inc. 11,477 253 o Pharmaceutical Product Development, Inc. 5,000 287 PolyMedica Corp. 779 26 o Precis, Inc. 1,200 2 o PSS World Medical, Inc. 5,800 81 o QMed, Inc. 500 6 Quest Diagnostics 14,820 692 o Regeneration Technologies, Inc. 1,700 12 o RehabCare Group, Inc. 4,000 85 o Renal Care Group, Inc. 4,550 213 o Res-Care, Inc. 4,500 73 o Resmed, Inc. 4,000 153 o Respironics, Inc. 3,800 136 Service Corp. International 24,100 202 o SFBC International, Inc. 1,500 64 o Sierra Health Services, Inc. 11,700 877 o SonoSite, Inc. 1,600 47 o Specialty Laboratories, Inc. 700 9 o St. Jude Medical, Inc. 29,600 1,423 Steris Corp. 6,100 139 Stewart Enterprises, Inc., Class A 7,200 37 Stryker Corp. 33,600 1,380 @o Sunrise Senior Living, Inc. 3,400 110 o Sybron Dental Specialties, Inc. 4,633 199 o Symbion, Inc. 2,500 57 o Tenet Healthcare Corp. 36,650 309 o Theragenics Corp. 2,500 8 o Thermo Electron Corp. 26,550 802 o Thoratec Corp. 2,636 52 o Triad Hospitals, Inc. 6,044 249 o TriPath Imaging, Inc. 2,600 18 o Tripos, Inc. 6,000 20 o Trizetto Group, Inc. 5,900 84 o United Surgical Partners International, Inc. 2,100 75 UnitedHealth Group, Inc. 102,600 5,940 Universal Health Services, Class B 4,000 189 o Urologix, Inc. 1,800 7 o US Physical Therapy, Inc. 3,500 63 Utah Medical Products, Inc. 2,500 71 o Varian Medical Systems, Inc. 11,900 542 o Varian, Inc. 5,800 213 o VCA Antech, Inc. 5,400 139 o Ventana Medical Systems, Inc. 2,400 92 o Ventiv Health, Inc. 2,233 56 o Viasys Healthcare, Inc. 2,982 71 o VistaCare, Inc., Class A 1,000 12 Vital Signs, Inc. 1,900 89 o Waters Corp. 8,700 315 o WellChoice, Inc. 6,800 514 o WellPoint, Inc. 54,194 4,047 West Pharmaceutical Services, Inc. 6,600 158 o Wright Medical Group, Inc. 1,700 32 Young Innovations, Inc. 2,000 65 o Zimmer Holdings, Inc. 20,300 1,295 ----------- 67,814 HOTELS RESTAURANTS & LEISURE 1.8% ------------------------------------------------------------------------ Ambassadors Group, Inc. 3,400 88 Ameristar Casinos, Inc. 3,400 73 Applebee's International, Inc. 7,912 173 o Aztar Corp. 1,900 57 o Bally Total Fitness Holding Corp. 6,500 37 Bob Evans Farms, Inc. 2,200 49 Boyd Gaming Corp. 7,800 322 Brinker International, Inc. 6,900 263 o Buca, Inc. 1,100 6 Carnival Corp. 50,000 2,483 >o Catskill Litigation Trust 500 -- CBRL Group, Inc. 3,300 115 o CEC Entertainment, Inc. 2,025 68 Cedar Fair L.P. 5,300 146 o The Cheesecake Factory 2,887 99 Choice Hotels International, Inc. 6,800 225 Churchill Downs, Inc. 900 29 @ CKE Restaurants, Inc. 4,800 61 Darden Restaurants, Inc. 13,300 431 o Dave and Buster's, Inc. 1,700 23 Dover Downs Gaming & Entertainment, Inc. 1,480 19 Dover Motorsports, Inc. 1,400 9
13 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) o Empire Resorts, Inc. 500 2 o Gaylord Entertainment Co. 2,625 104 o Golf Trust of America, Inc. L.P. 2,400 5 GTECH Holdings Corp. 9,400 299 Harrah's Entertainment, Inc. 15,273 924 Hilton Hotels Corp. 32,926 640 IHOP Corp. 3,000 142 International Game Technology 29,100 771 International Speedway Corp., Class A 3,245 168 o Interstate Hotels & Resorts, Inc. 82 -- @o Isle of Capri Casinos, Inc. 4,400 94 o Jack in the Box, Inc. 4,200 125 @o Krispy Kreme Doughnuts, Inc. 2,100 10 o La Quinta Corp. 13,000 109 Landry's Restaurants, Inc. 1,800 49 @o Las Vegas Sands Corp. 14,000 480 o Life Time Fitness, Inc. 2,500 93 Lone Star Steakhouse & Saloon, Inc. 4,400 114 o Luby's, Inc. 1,400 18 The Marcus Corp. 4,600 101 Marriott International, Inc., Class A 18,700 1,115 McDonald's Corp. 105,300 3,327 o MGM Mirage 24,600 919 o MTR Gaming Group, Inc. 2,300 15 o Multimedia Games, Inc. 1,500 15 o O'Charleys, Inc. 400 5 Outback Steakhouse, Inc. 7,000 264 o P.F. Chang's China Bistro, Inc. 800 37 o Panera Bread Co., Class A 800 47 o Papa John's International, Inc. 1,700 88 o Penn National Gaming, Inc. 9,800 290 o Rare Hospitality International Inc. 3,325 102 Royal Caribbean Cruises Ltd. 16,500 684 Ruby Tuesday, Inc. 5,600 123 o Ryan's Restaurant Group, Inc. 2,250 24 o Scientific Games Corp., Class A 6,500 195 @o Shuffle Master, Inc. 2,812 71 @o Six Flags, Inc. 7,500 55 o Smith & Wollensky Restaurant Group, Inc. 900 6 o Sonic Corp. 2,812 81 Speedway Motorsports, Inc. 4,800 170 o Starbucks Corp. 62,600 1,770 Starwood Hotels & Resorts Worldwide, Inc. 17,730 1,036 Station Casinos, Inc. 4,650 298 o The Steak N Shake Co. 1,580 29 Triarc Cos., Class B 4,400 65 o Vail Resorts, Inc. 3,800 127 Wendy's International, Inc. 10,300 481 o WMS Industries, Inc. 1,500 38 @o Wynn Resorts Ltd. 4,000 187 Yum! Brands, Inc. 24,000 1,221 ----------- 21,909 HOUSEHOLD & PERSONAL PRODUCTS 2.0% ------------------------------------------------------------------------ Alberto-Culver Co., Class B 6,950 302 Avon Products, Inc. 39,000 1,053 o Central Garden & Pet Co. 1,600 68 o Chattem, Inc. 1,200 40 Church & Dwight Co., Inc. 4,950 173 Clorox Co. 18,200 985 Colgate-Palmolive Co. 42,500 2,251 o Energizer Holdings, Inc. 6,333 320 The Estee Lauder Cos., Inc., Class A 10,300 342 @ Inter Parfums, Inc. 675 10 Kimberly-Clark Corp. 40,639 2,310 o NBTY, Inc. 5,400 108 Nu Skin Enterprises, Inc., Class A 6,500 109 Oil-Dri Corp. of America 400 7 =(5) Procter & Gamble Co. 290,815 16,283 o Spectrum Brands, Inc. 2,800 58 @o USANA Health Sciences, Inc. 1,000 44 WD-40 Co. 1,600 44 ----------- 24,507 INSURANCE 5.3% ------------------------------------------------------------------------ @ 21st Century Holding Co. 1,500 17 21st Century Insurance Group 7,200 115 ACE Ltd. 10,000 521 AFLAC, Inc. 42,600 2,035 Alfa Corp. 6,800 114 o Allmerica Financial Corp. 4,900 187 The Allstate Corp. 58,874 3,108 AMBAC Financial Group, Inc. 7,750 549 American Financial Group, Inc. 5,500 188 (8) American International Group, Inc. 211,922 13,733 American National Insurance Co. 1,300 153 o American Physicians Capital, Inc. 2,500 106 AmerUs Group Co. 4,400 260 AON Corp. 25,500 863 o Arch Capital Group Ltd. 3,900 193 o Argonaut Group, Inc. 2,400 70 Arthur J. Gallagher & Co. 6,800 200 Assurant, Inc. 11,500 439 Baldwin & Lyons, Inc., Class B 750 19 o Berkshire Hathaway, Inc., Class A 119 10,222 Brown & Brown, Inc. 5,500 299 Chubb Corp. 16,547 1,538 Cincinnati Financial Corp. 13,450 572
14 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) Clark, Inc. 1,700 26 o CNA Financial Corp. 20,900 644 o CNA Surety Corp. 2,200 31 Commerce Group, Inc. 1,600 91 o Conseco, Inc. 4,000 81 Crawford & Co., Class B 1,600 11 Delphi Financial Group, Inc., Class A 4,515 212 EMC Insurance Group, Inc. 1,200 22 Erie Indemnity Co., Class A 5,500 291 FBL Financial Group, Inc., Class A 2,090 65 Fidelity National Financial, Inc. 13,517 506 o Fidlty National Title Group, Inc., Class A 2,365 52 First American Corp. 7,800 342 o FPIC Insurance Group, Inc. 400 15 Genworth Financial, Inc. 37,500 1,188 Great American Financial Resources, Inc. 2,800 57 Harleysville Group, Inc. 1,800 44 Hartford Financial Services Group, Inc. 24,400 1,946 HCC Insurance Holdings, Inc. 7,950 239 Hilb, Rogal & Hobbs Co. 3,000 112 Horace Mann Educators Corp. 4,300 84 Independence Holding Co. 2,700 48 Infinity Property & Casualty Corp. 2,500 93 Jefferson-Pilot Corp. 7,600 417 Landamerica Financial Group, Inc. 5,300 335 Lincoln National Corp. 15,100 764 Loews Corp. 15,000 1,395 o Markel Corp. 300 95 Marsh & McLennan Cos., Inc. 43,000 1,254 MBIA, Inc. 11,250 655 Mercury General Corp. 5,400 326 o Metlife, Inc. 62,000 3,063 The Midland Co. 1,800 68 o MIIX Group, Inc. 2,400 -- o National Western Life Insurance Co., Class A 300 61 Nationwide Financial Services, Inc., Class A 4,800 194 o Navigators Group, Inc. 1,500 58 NYMAGIC, Inc. 2,100 52 @ Odyssey Re Holdings Corp. 5,400 139 Ohio Casualty Corp. 5,500 150 Old Republic International Corp. 16,350 424 o Penn Treaty American Corp. 150 1 o Philadelphia Consolidated Holding Co. 1,000 96 @ The Phoenix Cos., Inc. 7,000 91 o PMA Capital Corp., Class A 700 6 Presidential Life Corp. 1,000 19 o ProAssurance Corp. 1,670 78 The Progressive Corp. 21,300 2,467 Protective Life Corp. 5,500 241 Prudential Financial, Inc. 45,500 3,312 Reinsurance Group of America, Inc. 5,100 233 RLI Corp. 2,800 151 Safeco Corp. 12,500 696 Safety Insurance Group, Inc. 1,000 38 o SCPIE Holdings, Inc. 700 11 Selective Insurance Group, Inc. 1,200 66 The St. Paul Travelers Cos., Inc. 54,550 2,456 Stancorp Financial Group, Inc. 2,500 230 State Auto Financial Corp. 3,800 125 Stewart Information Services Corp. 3,700 189 Torchmark Corp. 10,600 560 Transatlantic Holdings, Inc. 6,437 373 o Triad Guaranty, Inc. 1,700 72 UICI 2,500 90 United Fire & Casualty Co. 1,000 45 Unitrin, Inc. 5,600 258 @ UnumProvident Corp. 23,914 485 o USI Holdings Corp. 4,500 59 W.R. Berkley Corp. 15,300 669 Wesco Financial Corp. 200 69 White Mountains Insurance Group Ltd. 200 121 Zenith National Insurance Corp. 3,400 153 ----------- 64,611 MATERIALS 3.3% ------------------------------------------------------------------------ A. Schulman, Inc. 2,300 47 o A.M. Castle & Co. 1,500 30 o AEP Industries, Inc. 400 8 Air Products & Chemicals, Inc. 17,700 1,013 Airgas, Inc. 5,000 141 o AK Steel Holding Corp. 7,027 49 Albemarle Corp. 4,500 158 Alcoa, Inc. 72,964 1,772 o Aleris International, Inc. 2,459 64 Allegheny Technologies, Inc. 7,700 221 Alliance Resource Partners L.P. 3,400 144 Aptargroup, Inc. 2,200 113 Arch Chemicals, Inc. 2,700 71 Arch Coal, Inc. 3,500 270 Ashland, Inc. 7,000 375 Ball Corp. 12,600 496 Bemis Co. 6,400 169 Bowater, Inc. 2,300 61 o Brush Engineered Materials, Inc. 3,600 54 o Buckeye Technologies, Inc. 1,200 9 Cabot Corp. 5,200 177
15 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) Cambrex Corp. 3,400 65 Carpenter Technology Corp. 2,500 151 o Century Aluminum Co. 3,100 56 o Chaparral Steel Co. 1,000 25 Chemtura Corp. 16,927 181 Chesapeake Corp. 1,000 20 Commercial Metals Co. 4,500 143 Consol Energy, Inc. 8,300 505 o Crown Holdings, Inc. 6,100 99 Cytec Industries, Inc. 7,400 306 Deltic Timber Corp. 700 32 The Dow Chemical Co. 78,766 3,612 E.I. du Pont de Nemours & Co. 78,195 3,260 Eagle Materials, Inc. 3,381 360 Eastman Chemical Co. 5,600 295 Ecolab, Inc. 21,500 711 Engelhard Corp. 9,300 253 Ferro Corp. 4,200 75 Florida Rock Industries, Inc. 3,487 198 o FMC Corp. 3,100 169 Freeport-McMoran Copper & Gold, Inc., Class B 16,000 791 Georgia Gulf Corp. 3,300 96 Georgia-Pacific Corp. 44,365 1,443 @o Glamis Gold Ltd. 11,100 236 Greif, Inc., Class A 3,700 226 H.B. Fuller Co. 2,000 60 >o HA-LO Industries, Inc. 2,100 -- Hawkins, Inc. 1,900 27 o Headwaters, Inc. 2,500 80 o Hercules, Inc. 8,500 95 International Flavors & Fragrances, Inc. 4,400 145 International Paper Co. 39,304 1,147 o Kaiser Aluminum Corp. 2,000 -- Kronos Worldwide, Inc. 2,560 80 Lafarge North America, Inc. 6,200 375 o Lesco, Inc. 500 8 Louisiana-Pacific Corp. 4,800 120 Lubrizol Corp. 3,400 141 Lyondell Chemical Co. 19,930 534 MacDermid, Inc. 3,800 106 Martin Marietta Materials, Inc. 4,200 331 Massey Energy Co. 6,800 273 o Material Sciences Corp. 4,000 61 MeadWestvaco Corp. 11,674 306 o Meridian Gold, Inc. 6,600 124 Minerals Technologies, Inc. 3,100 166 o Mod-Pac Corp. 500 5 Monsanto Co. 21,645 1,364 @o The Mosaic Co. 29,500 389 Myers Industries, Inc. 2,580 29 Natural Resource Partners L.P. 2,000 106 Neenah Paper, Inc. 1,231 36 o NewMarket Corp 2,000 37 Newmont Mining Corp. 34,251 1,459 @ NL Industries, Inc. 5,300 90 NN, Inc. 1,800 19 @ Nucor Corp. 13,500 808 Olin Corp. 4,820 86 o OM Group, Inc. 2,400 38 o Omnova Solutions, Inc. 3,400 15 o Owens-Illinois, Inc. 16,200 308 Packaging Corp. of America 6,000 122 Packaging Dynamics Corp. 260 3 o Pactiv Corp. 12,400 244 Peabody Energy Corp. 7,600 594 Penford Corp. 2,700 35 @ Penn Virginia Resource Partners L.P. 2,500 134 >o Peregrine Systems, Inc. 7,015 -- Phelps Dodge Corp. 7,330 883 o PolyOne Corp. 3,200 18 Potlatch Corp. 13,400 599 PPG Industries, Inc. 13,900 834 Praxair, Inc. 25,700 1,270 Quanex Corp. 3,750 217 Reliance Steel & Aluminum Co. 4,250 242 Roanoke Electric Steel Corp. 800 18 Rock-Tennessee Co., Class A 1,500 21 Rohm & Haas Co. 26,753 1,165 Royal Gold, Inc. 3,100 71 RPM International, Inc. 9,600 179 o RTI International Metals, Inc. 4,000 134 Schnitzer Steel Industries, Inc., Class A 1,650 53 Schweitzer-Mauduit International, Inc. 2,300 56 The Scotts Miracle-Gro Co., Class A 2,800 246 o Sealed Air Corp. 6,000 302 Sensient Technologies Corp. 2,300 41 Sigma-Aldrich Corp. 6,300 401 Silgan Holdings, Inc. 5,800 187 o Smurfit-Stone Container Corp. 10,900 115 Sonoco Products Co. 4,100 116 @ Southern Copper Corp. 5,400 298 Spartech Corp. 4,200 80 Steel Dynamics, Inc. 3,500 108 Stepan Co. 1,200 31 o Stillwater Mining Co. 1,133 11 o Symyx Technologies, Inc. 3,800 102 Temple-Inland, Inc. 8,800 324 Texas Industries, Inc. 1,000 50 @o Titanium Metals Corp. 1,800 85 United States Steel Corp. 9,900 362 USEC, Inc. 3,000 30 Valhi, Inc. 8,600 152
16 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) Valspar Corp. 8,400 185 Vulcan Materials Co. 9,400 611 Wausau Paper Corp. 4,700 51 Westlake Chemical Corp. 1,000 29 o Westmoreland Coal Co. 3,500 94 Weyerhaeuser Co. 16,750 1,061 Worthington Industries, Inc. 7,200 145 ----------- 39,827 MEDIA 3.8% ------------------------------------------------------------------------ o 4Kids Entertainment, Inc. 1,000 17 o Acme Communications, Inc. 1,900 7 o ACT Teleconferencing, Inc. 1,100 -- o Adelphia Communications, Class A 6,301 1 Advo, Inc. 4,050 100 Arbitron, Inc. 2,120 79 Belo Corp., Class A 9,400 203 o Cablevision Systems Corp., NY Group, Class A 18,800 466 Cadmus Communications Corp. 3,900 82 Carmike Cinemas, Inc. 2,500 55 o Catalina Marketing Corp. 5,900 154 @o Charter Communications, Inc., Class A 20,300 24 o Citadel Broadcasting Corp. 2,500 34 Clear Channel Communications, Inc. 49,721 1,513 o Comcast Corp., Class A 148,336 4,128 o Comcast Corp., Special Class A 42,800 1,173 o Cox Radio, Inc., Class A 4,600 66 o Crown Media Holdings, Inc., Class A 6,000 64 o Cumulus Media, Inc., Class A 5,100 62 DAG Media, Inc. 2,500 6 o Daily Journal Corp. 500 21 Dex Media, Inc. 4,000 108 o The DIRECTV Group, Inc. 101,476 1,443 o Discovery Holding Co., Class A 22,323 315 @ Dow Jones & Co., Inc. 9,000 305 The E.W. Scripps Co., Class A 12,000 550 o EchoStar Communications Corp., Class A 21,300 572 o EMAK Worldwide, Inc. 500 4 o Emmis Communications Corp., Class A 713 14 o Entercom Communications Corp. 3,000 87 o Entravision Communications Corp., Class A 5,000 41 Gannett Co., Inc. 19,500 1,222 o Gemstar -- TV Guide International, Inc. 21,160 55 o Getty Images, Inc. 4,600 382 Gray Television, Inc. 5,600 50 Harte-Hanks, Inc. 8,100 207 Hearst-Argyle Television, Inc. 3,700 89 Hollinger International, Inc., Class A 7,300 64 o Insight Communications Co., Class A 5,200 60 Interactive Data Corp. 20,700 480 o Interpublic Group of Cos., Inc. 34,144 353 John Wiley & Sons, Class A 6,300 247 Journal Communications, Inc., Class A 7,500 106 o Journal Register Co. 3,200 51 Knight-Ridder, Inc. 5,700 304 o Lakes Entertainment, Inc. 1,800 17 @o Lamar Advertising Co., Class A 9,200 411 Lee Enterprises, Inc. 2,500 98 Liberty Corp. 1,000 46 Liberty Global, Inc., Series A 12,759 316 o Liberty Global, Inc., Series C 12,759 303 o Liberty Media Corp., Class A 223,239 1,779 o Lin TV Corp., Class A 3,300 42 @o Martha Stewart Living Omnimedia, Class A 3,900 67 McClatchy Co., Class A 7,200 451 The McGraw-Hill Cos., Inc. 34,600 1,693 Media General, Inc., Class A 2,000 106 o Mediacom Communications Corp., Class A 7,600 44 Meredith Corp. 6,000 299 @ New York Times Co., Class A 13,200 360 o News Corp, Inc., Class A 253,950 3,619 o Nexstar Broadcasting Group, Inc., Class A 4,500 21 o NTL, Inc. 6,000 368 Omnicom Group, Inc. 16,800 1,394 o Paxson Communications Corp. 1,900 1 @o Pegasus Communications Corp., Class A 6,320 34 o Pixar, Inc. 11,200 568 o Playboy Enterprises, Inc., Class B 4,500 68 o ProQuest Co. 1,700 50 o R.H. Donnelley Corp. 2,000 123 o Radio One, Inc., Class A 9,500 113 >o Radio Unica Communications Corp. 300 -- The Reader's Digest Association, Inc., Class A 7,300 112 @ Regal Entertainment Group, Class A 4,200 77 o Saga Communications, Inc., Class A 3,750 47 o Salem Communications Corp., Class A 900 17 o Scholastic Corp. 2,200 72
17 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) Sinclair Broadcast Group, Inc., Class A 4,800 40 @o Sirius Satellite Radio, Inc. 1,200 8 Thomas Nelson, Inc. 3,300 71 Time Warner, Inc. 367,052 6,545 o Tivo, Inc. 4,500 22 Tribune Co. 26,900 848 o Univision Communications, Inc., Class A 25,510 667 o Valassis Communications, Inc. 5,900 184 Value Line, Inc. 300 12 Viacom, Inc., Class B 144,012 4,460 The Walt Disney Co. 169,650 4,134 Washington Post, Class B 600 447 Westwood One, Inc. 7,200 133 World Wrestling Entertainment, Inc. 4,900 62 o XM Satellite Radio Holdings, Inc., Class A 15,300 441 ----------- 46,154 PHARMACEUTICALS & BIOTECHNOLOGY 7.1% ------------------------------------------------------------------------ o aaiPharma, Inc. 4,300 2 Abbott Laboratories 125,705 5,412 o Abgenix, Inc. 7,100 74 o Adolor Corp. 1,700 18 o Affymetrix, Inc. 4,900 223 o Albany Molecular Research, Inc. 1,600 21 @o Alkermes, Inc. 3,100 51 Allergan, Inc. 11,900 1,063 Alpharma, Inc., Class A 3,700 92 o Amgen, Inc. 103,268 7,824 o Amylin Pharmaceuticals, Inc. 2,300 77 o Andrx Corp. 6,400 99 @o Antigenics, Inc. 1,400 7 o Aphton Corp. 800 -- Applied Biosystems Group -- Applera Corp. 16,500 400 o Arena Pharmaceuticals, Inc. 800 8 o Arqule, Inc. 8,800 63 o AVANIR Pharmaceuticals, Class A 1,900 6 o Avant Immunotherapeutics, Inc. 3,000 4 o Avigen, Inc. 900 2 o Barr Pharmaceuticals, Inc. 8,781 504 o BioCryst Pharmaceuticals, Inc. 1,400 19 o Biogen Idec, Inc. 28,125 1,143 o BioMarin Pharmaceuticals, Inc. 1,800 15 o Bradley Pharmaceuticals, Inc. 1,700 20 Bristol-Myers Squibb Co. 158,250 3,350 o Caliper Life Sciences, Inc. 700 5 o Celera Genomics Group -- Applera Corp. 5,600 67 o Celgene Corp. 13,500 757 o Cell Genesys, Inc. 1,500 8 @o Cell Therapeutics, Inc. 1,400 3 o Cephalon, Inc. 3,500 160 o Charles River Laboratories International, Inc. 6,416 281 o Chiron Corp. 15,100 667 o Ciphergen Biosystems, Inc. 1,700 3 CNS, Inc. 5,000 130 o Collagenex Pharmaceuticals, Inc. 3,000 26 o Connetics Corp. 3,400 44 o Cubist Pharmaceuticals, Inc. 1,900 38 o CuraGen Corp. 2,100 10 o Curis, Inc. 3,140 13 @o CV Therapeutics, Inc. 1,100 28 o Cytogen Corp. 230 1 o Dendreon Corp. 1,400 9 o Digene Corp. 1,400 42 o Diversa Corp. 1,100 6 @o Durect Corp. 2,000 13 o Dyax Corp. 2,000 9 Eli Lilly & Co. 92,400 4,601 o Embrex, Inc. 1,300 16 o Emisphere Technologies, Inc. 800 3 o Encysive Pharmaceuticals, Inc. 2,600 27 o Endo Pharmaceutical Holdings, Inc. 10,500 283 o Entremed, Inc. 1,200 3 o Enzo Biochem, Inc. 1,781 24 o Enzon Pharmaceuticals, Inc. 4,400 31 o Exelixis, Inc. 1,800 14 o Eyetech Pharmaceuticals, Inc. 2,500 44 o First Horizon Pharmaceutical Corp. 3,400 49 o Forest Laboratories, Inc. 27,500 1,043 o Gene Logic, Inc. 1,300 5 o Genelabs Technologies, Inc. 800 -- o Genentech, Inc. 83,300 7,547 o Genta, Inc. 2,900 4 o Genzyme Corp. 20,732 1,499 o Geron Corp. 1,000 9 o Gilead Sciences, Inc. 34,120 1,612 o GTC Biotherapeutics, Inc. 1,800 3 o Harvard Bioscience, Inc. 500 2 o Human Genome Sciences, Inc. 5,100 43 @o ICOS Corp. 2,700 73 o ImClone Systems, Inc. 6,935 241 o Immunogen, Inc. 1,500 8 o Immunomedics, Inc. 2,400 4 o Impax Laboratories, Inc. 1,600 17 o Incyte Corp. 2,600 13 o Indevus Pharmaceuticals, Inc. 1,800 8 o Inspire Pharmaceuticals, Inc. 1,300 8 o InterMune, Inc. 1,100 15
18 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) o Invitrogen Corp. 3,629 231 o Isis Pharmaceuticals, Inc. 1,900 8 o IVAX Corp. 18,437 526 (6) Johnson & Johnson 246,370 15,428 o Kendle International, Inc. 2,700 65 o King Pharmaceuticals, Inc. 18,516 286 o Kos Pharmaceuticals, Inc. 3,200 192 o Kosan Biosciences, Inc. 2,500 18 o KV Pharmaceutical Co., Class A 2,700 46 o Lexicon Genetics, Inc. 6,900 28 @o Ligand Pharmaceuticals, Inc., Class B 2,300 20 o Luminex Corp. 800 8 o Matrixx Initiatives, Inc. 1,700 28 o Maxim Pharmaceuticals, Inc. 2,400 3 o Maxygen, Inc. 1,500 13 o Medarex, Inc. 3,000 26 o Medicines Co. 1,700 29 Medicis Pharmaceutical Corp., Class A 3,400 100 o Medimmune, Inc. 19,875 695 Merck & Co., Inc. 183,552 5,180 o MGI Pharma, Inc. 3,932 74 o Millennium Pharmaceuticals, Inc. 25,856 236 o Monogram Biosciences, Inc. 4,080 9 Mylan Laboratories, Inc. 21,900 421 o Myogen, Inc. 2,500 50 o Myriad Genetics, Inc. 1,400 27 o Nabi Biopharmaceuticals 2,800 36 @o Nanogen, Inc. 1,500 4 o Neogen Corp. 625 12 o NeoRx Corp. 400 -- o Neose Technologies, Inc. 500 1 o Neurocrine Biosciences, Inc. 1,400 74 o Neurogen Corp. 800 6 o Northfield Laboratories, Inc. 1,100 14 o Noven Pharmacuticals, Inc. 5,500 77 o NPS Pharmacuticals, Inc. 1,000 10 o Nuvelo, Inc. 300 3 o Onyx Pharmaceuticals, Inc. 1,800 46 o Orchid Cellmark, Inc. 280 2 o Oscient Pharmaceuticals Corp. 2,100 4 o OSI Pharmaceuticals, Inc. 1,692 39 o Oxigene, Inc. 900 5 o Pain Therapeutics, Inc. 2,600 15 o Par Pharmaceutical Cos., Inc. 1,900 49 Perrigo Co. 7,300 98 (9) Pfizer, Inc. 631,552 13,730 o Pharmacopeia Drug Discovery, Inc. 650 2 o Pharmacyclics, Inc. 1,100 8 o Pharmion Corp. 2,500 47 o Pozen, Inc. 1,300 13 o Praecis Pharmaceuticals, Inc. 1,600 1 o Protein Design Labs, Inc. 4,100 115 o Regeneron Pharmaceuticals, Inc. 1,900 24 o Sangamo Biosciences, Inc. 1,200 6 o Savient Pharmaceuticals, Inc. 2,300 9 Schering-Plough Corp. 121,750 2,476 o Sepracor, Inc. 6,600 371 o Serologicals Corp. 1,200 23 o SuperGen, Inc. 900 5 o Tanox, Inc. 4,900 68 o Techne Corp. 3,800 206 o Third Wave Technologies, Inc. 1,800 6 o Titan Pharmaceuticals, Inc. 800 1 o Transgenomic, Inc. 1,200 1 o Trimeris, Inc. 500 6 Valeant Pharmaceuticals International 7,900 136 @o Vertex Pharmaceuticals, Inc. 3,144 72 o Vical, Inc. 1,600 8 o Viropharma, Inc. 1,000 19 o Watson Pharmaceuticals, Inc. 7,732 267 Wyeth 109,400 4,875 o XOMA Ltd. 2,400 4 o Zymogenetics, Inc. 2,000 35 ----------- 86,842 REAL ESTATE 2.1% ------------------------------------------------------------------------ Affordable Residential Communities 3,000 30 o Alexander's, Inc. 700 168 Alexandria Real Estate Equities, Inc. 2,500 202 AMB Property Corp. 7,300 323 American Financial Realty Trust 8,500 105 @ American Home Mortgage Investment Corp. 4,500 122 American Land Lease, Inc. 1,700 40 American Mortgage Acceptance Co. 1,500 21 o American Real Estate Partners L.P. 3,800 131 o American Realty Investors, Inc. 1,037 10 AMLI Residential Properties 1,000 38 @ Annaly Mortgage Management, Inc. 9,400 108 Anthracite Capital, Inc. 4,900 51 Anworth Mortgage Asset Corp. 1,000 8 Apartment Investment & Management Co., Class A 7,400 284 Archstone-Smith Trust 15,285 620 Arden Realty, Inc. 5,500 248 AvalonBay Communities, Inc. 6,100 526 Bedford Property Investors, Inc. 2,900 65 Boston Properties, Inc. 9,900 685 Brandywine Realty Trust 5,500 151
19 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) BRE Properties, Class A 5,000 221 Camden Property Trust 2,300 130 Capital Automotive Real Estate Investment Trust 2,800 108 Capstead Mortgage Corp. 2,240 14 CarrAmerica Realty Corp. 5,400 178 o CB Richard Ellis Group, Inc., Class A 4,500 220 CBL & Associates Properties, Inc. 4,400 164 Centerpoint Properties Trust 3,600 164 Colonial Properties Trust 2,567 112 Commercial Net Lease Realty 3,320 64 Consolidated-Tomoka Land Co. 900 54 Corporate Office Properties Trust SBI 3,500 122 Correctional Properties Trust 1,600 45 Cousins Properties, Inc. 5,200 154 Crescent Real Estate Equity Co. 7,400 148 Developers Diversified Realty Corp. 7,612 332 Duke Realty Corp. 12,990 443 EastGroup Properties, Inc. 900 39 Entertainment Properties Trust 2,200 88 Equity Inns, Inc. 2,700 35 Equity Lifestyle Properties, Inc. 3,000 127 Equity Office Properties Trust 32,738 1,008 Equity One, Inc. 6,600 155 Equity Residential 24,700 969 Essex Property Trust, Inc. 2,600 234 Federal Realty Investment Trust 5,200 315 o FelCor Lodging Trust, Inc. 5,700 85 First Industrial Realty Trust 2,600 106 Forest City Enterprises, Inc., Class A 10,400 384 @ Friedman Billings Ramsey Group, Inc., Class A 12,080 107 General Growth Properties, Inc. 20,460 869 Getty Realty Corp. 2,000 54 Glenborough Realty Trust, Inc. 2,400 46 Glimcher Realty Trust 3,800 87 Global Signal, Inc. 5,000 207 Health Care Property Investors, Inc. 10,648 271 @ Health Care Real Estate Investment Trust, Inc. 5,200 183 Healthcare Realty Trust, Inc. 4,900 185 Heritage Property Investment Trust 4,000 130 Highwoods Properties, Inc. 5,600 158 Home Properties, Inc. 2,500 97 Hospitality Properties Trust 6,000 238 Host Marriott Corp. 28,400 477 HRPT Properties Trust 13,500 147 @ IMPAC Mortgage Holdings, Inc. 4,800 48 Inland Real Estate Corp. 5,500 78 Innkeepers USA Trust 1,500 23 iStar Financial, Inc. 9,390 346 o Jones Lang LaSalle, Inc. 2,300 116 Kilroy Realty Corp. 1,800 101 Kimco Realty Corp. 18,700 554 LaSalle Hotel Properties 3,500 124 @ Lexington Corp. Properties Trust 3,000 65 Liberty Property Trust 8,300 346 LTC Properties, Inc. 2,800 57 The Macerich Co. 5,200 334 Mack-Cali Realty Corp. 5,900 252 Maguire Properties, Inc. 3,000 90 o MeriStar Hospitality Corp. 2,200 19 MFA Mortgage Investments, Inc. 5,500 32 Mid-America Apartment Communities, Inc. 2,500 117 The Mills Corp. 5,400 289 National Health Investors, Inc. 3,100 83 National Health Realty, Inc. 2,300 44 Nationwide Health Properties, Inc. 5,100 118 New Century Financial Corp. 3,600 111 New Plan Excel Realty Trust 8,500 195 Newcastle Investment Corp. 2,200 58 @ Novastar Financial, Inc. 2,000 59 Omega Healthcare Investors, Inc. 2,784 34 Pan Pacific Retail Properties, Inc. 2,201 140 Parkway Properties, Inc. 500 24 Pennsylvania Real Estate Investment Trust 2,500 96 Plum Creek Timber Co., Inc. 15,047 585 PMC Commercial Trust 1,500 19 Post Properties, Inc. 2,200 90 Prentiss Properties Trust 2,700 107 ProLogis 20,854 897 PS Business Parks, Inc. 3,000 140 Public Storage, Inc. 10,900 722 RAIT Investment Trust 3,300 88 Ramco-Gershenson Properties 1,400 39 Rayonier, Inc. 2,388 91 Realty Income Corp. 4,600 102 Reckson Associates Realty Corp. 5,300 186 Redwood Trust, Inc. 2,500 116 @ Regency Centers Corp. 5,700 317 Saul Centers, Inc. 2,100 73 Saxon Capital, Inc. 3,500 35 Senior Housing Properties Trust 4,950 88 >o Shelbourne Properties I 500 5 >o Shelbourne Properties III 500 3 Shurgard Storage Centers, Inc., Class A 4,500 254 Simon Property Group, Inc. 18,574 1,330 SL Green Realty Corp. 4,200 286 Sovran Self Storage, Inc. 800 37
20 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) The St. Joe Co. 5,300 350 Sun Communities, Inc. 3,000 91 Tanger Factory Outlet Centers 1,600 43 @o Tarragon Corp. 4,422 83 Taubman Centers, Inc. 4,100 135 @o Tejon Ranch Co. 674 30 @ Thornburg Mortgage, Inc. 7,800 198 The Town & Country Trust 1,000 30 o Trammell Crow Co. 2,800 72 Trizec Properties, Inc. 12,700 283 Trustreet Properties, Inc. 1,000 15 United Dominion Realty Trust, Inc. 9,400 208 United Mobile Homes, Inc. 1,600 24 Universal Health Realty Income 900 29 Urstadt Biddle Properties, Inc. 500 9 Urstadt Biddle Properties, Inc., Class A 1,000 17 Ventas, Inc. 5,800 178 Vornado Realty Trust 10,500 851 W.P. Carey & Co. LLC 4,100 105 Washington Real Estate Investment Trust 3,100 93 Weingarten Realty Investment 7,975 284 o Wellsford Real Properties, Inc. 1,400 27 ----------- 26,128 RETAILING 4.2% ------------------------------------------------------------------------ o 99 Cents Only Stores 3,066 30 Aaron Rents, Inc. 3,750 74 Aaron Rents, Inc., Class A 2,175 39 Abercrombie & Fitch Co., Class A 8,300 432 o Advance Auto Parts, Inc. 9,540 358 o Advanced Marketing Services, Inc. 2,400 9 o Amazon.com, Inc. 33,700 1,344 o America's Car Mart, Inc. 3,750 61 American Eagle Outfitters, Inc. 10,100 238 The Andersons, Inc. 1,500 52 o AnnTaylor Stores Corp. 9,825 238 o Artistdirect, Inc. 1,000 3 o Asbury Automotive Group, Inc. 4,100 69 o Autonation, Inc. 21,600 429 o AutoZone, Inc. 8,900 720 o Barnes & Noble, Inc. 7,400 268 @o Bed, Bath & Beyond, Inc. 23,700 960 Best Buy Co., Inc. 39,225 1,736 o Big Lots, Inc. 11,100 128 @ Blockbuster, Inc., Class A 6,900 31 Borders Group, Inc. 9,000 177 The Buckle, Inc. 1,000 37 Building Material Holding Corp. 4,000 340 Burlington Coat Factory Warehouse Corp. 2,500 96 @o Cabela's, Inc., Class A 3,500 57 o Carmax, Inc. 3,923 105 The Cato Corp., Class A 1,800 36 o Charming Shoppes, Inc. 7,700 86 o Chico's FAS, Inc. 13,300 526 o The Children's Place Retail Stores, Inc. 1,800 77 Circuit City Stores, Inc. 16,500 294 Claire's Stores, Inc. 16,000 417 o Coldwater Creek, Inc. 5,668 153 o CSK Auto Corp. 3,500 53 DEB Shops, Inc. 1,600 40 @o Dick's Sporting Goods, Inc. 1,000 30 Dillards, Inc., Class A 5,500 114 Dollar General Corp. 27,775 540 o Dollar Tree Stores, Inc. 8,650 187 o The Dress Barn, Inc. 3,000 80 o Duckwall-ALCO Stores, Inc. 1,800 41 o eBay, Inc. 110,848 4,390 o Expedia, Inc. 31,345 589 Family Dollar Stores, Inc. 10,200 226 Federated Department Stores, Inc. 21,476 1,318 The Finish Line, Class A 3,600 56 o Finlay Enterprises, Inc. 1,000 8 Foot Locker, Inc. 14,100 274 @o Gamestop Corp., Class A 1,524 54 The Gap, Inc. 73,900 1,277 o Genesco, Inc. 4,300 158 Genuine Parts Co. 13,500 599 o Group 1 Automotive, Inc. 1,400 39 o Guess?, Inc. 2,700 73 o Guitar Center, Inc. 1,700 89 Handleman Co. 6,600 79 Haverty Furniture Cos., Inc. 4,200 51 o Hibbet Sporting Goods, Inc. 3,543 93 o Hollywood Media Corp. 1,100 5 Home Depot, Inc. 181,000 7,428 o HOT Topic, Inc. 6,300 94 @o IAC/InterActiveCorp 31,345 802 o Insight Enterprises, Inc. 4,650 95 o The J. Jill Group, Inc. 2,000 25 J.C. Penney Co., Inc. Holding Co. 22,400 1,147 o Kohl's Corp. 25,800 1,242 Limited Brands, Inc. 36,820 737 o Linens 'N Things, Inc. 4,300 108 Lithia Motors, Inc., Class A 700 19 Lowe's Cos., Inc. 63,700 3,871 o The Men's Wearhouse, Inc. 3,600 89 Michaels Stores, Inc. 9,800 324 Monro Muffler Brake, Inc. 1,050 31 Movie Gallery, Inc. 3,525 25 @o NetFlix, Inc. 6,000 158
21 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) @ Nordstrom, Inc. 20,600 714 o O'Reilly Automotive, Inc. 4,400 124 o Office Depot, Inc. 26,000 716 OfficeMax, Inc. 6,400 179 o Pacific Sunwear of California 9,975 250 o The Pantry, Inc. 400 15 o Party City Corp. 3,800 62 o Payless Shoesource, Inc. 5,906 109 Pep Boys-Manny, Moe & Jack 2,500 35 o Petco Animal Supplies, Inc. 5,000 95 PETsMART, Inc. 11,100 261 Pier 1 Imports, Inc. 3,900 40 o Pomeroy IT Solutions, Inc. 2,100 24 o Priceline.com, Inc. 3,983 76 o RadioShack Corp. 10,700 236 Regis Corp. 3,900 150 o Rent-A-Center, Inc. 5,250 95 o Rent-Way, Inc. 3,200 20 o Restoration Hardware, Inc. 1,700 10 o Retail Ventures, Inc. 700 7 o Rex Stores Corp. 1,875 25 Ross Stores, Inc. 13,400 362 o Saks, Inc. 16,900 307 o Sears Holdings Corp. 8,885 1,068 The Sherwin-Williams Co. 13,000 553 o Shoe Carnival, Inc. 1,200 20 Sonic Automotive, Inc. 1,400 31 o The Source Interlink Cos., Inc. 5,000 51 > Spiegel, Inc., Class A 5,000 -- o The Sports Authority, Inc. 370 10 o The Sportsman's Guide, Inc. 7,500 197 o Stage Stores, Inc. 1,800 50 Staples, Inc. 61,800 1,405 Stein Mart, Inc. 3,800 70 Talbots, Inc. 5,700 149 Target Corp. 74,600 4,154 o TBC Corp. 100 3 Tiffany & Co. 11,500 453 TJX Cos., Inc. 40,400 870 o Too, Inc. 1,742 50 o Tractor Supply Co. 4,000 194 o Trans World Entertainment Corp. 1,500 10 Tuesday Morning Corp. 2,500 60 @o Tweeter Home Entertainment Group, Inc. 1,100 5 United Auto Group, Inc. 1,000 34 o Urban Outfitters, Inc. 12,800 363 o Valuevision Media, Inc., Class A 1,400 14 o Weight Watchers International, Inc. 8,700 457 o Williams-Sonoma, Inc. 9,200 360 o Winmark Corp. 1,200 25 o Zale Corp. 5,020 141 ----------- 50,987 SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 2.8% ------------------------------------------------------------------------ o Actel Corp. 1,100 15 o ADE Corp. 3,100 63 o Advanced Energy Industries, Inc. 3,900 42 o Advanced Micro Devices, Inc. 29,000 673 o Advanced Power Technology, Inc. 1,500 14 o Agere Systems, Inc. 15,011 156 o Alliance Semiconductor Corp. 1,200 3 o Altera Corp. 30,400 506 o AMIS Holdings, Inc. 2,500 28 @o Amkor Technology, Inc. 14,400 76 o Anadigics, Inc. 1,150 4 Analog Devices, Inc. 30,200 1,050 Applied Materials, Inc. 139,098 2,278 o Applied Micro Circuits Corp. 25,238 62 o Asyst Technologies, Inc. 1,700 7 o Atmel Corp. 37,900 93 o ATMI, Inc. 1,400 38 o August Technology Corp. 1,300 13 o Axcelis Technologies, Inc. 7,044 31 o AXT, Inc. 800 1 o Broadcom Corp., Class A 26,200 1,113 o Brooks Automation, Inc. 2,585 30 o Cabot Microelectronics Corp. 660 19 o Ceva, Inc. 433 2 o Cirrus Logic, Inc. 3,800 25 Cohu, Inc. 1,100 26 @o Conexant Systems, Inc. 25,046 49 o Credence Systems Corp. 1,700 13 @o Cree, Inc. 6,000 144 o Cymer, Inc. 1,700 59 o Cypress Semiconductor Corp. 8,500 116 o Diodes, Inc. 2,850 103 o DSP Group, Inc. 3,300 81 o Electroglas, Inc. 900 3 o Emcore Corp. 1,500 8 o Entegris, Inc. 10,199 100 o ESS Technology, Inc. 2,100 6 o Exar Corp. 3,300 42 o Fairchild Semiconductor International, Inc., Class A 8,600 133 o FEI Co. 1,500 28 o Formfactor, Inc. 2,500 62 o Freescale Semiconductor, Inc., Class B 21,360 510 o FSI International, Inc. 1,300 5 o HI/FN, Inc. 800 4 o Ibis Technology Corp. 800 1
22 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) o Integrated Device Technology, Inc. 11,220 111 o Integrated Silicon Solutions, Inc. 3,400 26 Intel Corp. 533,832 12,545 o International Rectifier Corp. 6,600 195 Intersil Corp., Class A 12,364 281 o IXYS Corp. 900 9 KLA-Tencor Corp. 15,000 694 o Kopin Corp. 2,500 14 o Kulicke & Soffa Industries, Inc. 4,400 28 o Lam Research Corp. 11,600 391 o Lattice Semiconductor Corp. 4,600 20 Linear Technology Corp. 25,000 830 o Logicvision, Inc. 1,000 2 o LSI Logic Corp. 29,964 243 o LTX Corp. 1,900 7 o Mattson Technology, Inc. 4,100 32 Maxim Integrated Products, Inc. 27,453 952 o MEMC Electronic Materials, Inc. 16,300 292 o Micrel, Inc. 6,800 68 Microchip Technology, Inc. 16,475 497 o Micron Technology, Inc. 49,500 643 o Microsemi Corp. 7,000 162 @o Mindspeed Technologies, Inc. 7,598 14 o MIPS Technology, Inc., Class A 1,100 6 o MKS Instruments, Inc. 4,300 81 o Monolithic System Technology, Inc. 1,200 6 o Nanometrics, Inc. 300 3 National Semiconductor Corp. 29,200 661 o Novellus Systems, Inc. 11,171 244 o Nvidia Corp. 14,000 470 @o Omnivision Technologies, Inc. 2,800 36 o ON Semiconductor Corp. 21,000 97 o Pericom Semiconductor Corp. 600 5 o Photronics, Inc. 3,900 70 o Pixelworks, Inc. 4,100 23 o PLX Technology, Inc. 1,300 10 o Power Integrations, Inc. 1,400 30 o QuickLogic Corp. 900 3 o Rambus, Inc. 8,200 105 o RF Micro Devices, Inc. 13,700 72 o Rudolph Technologies, Inc. 500 6 o Semitool, Inc. 4,300 39 o Semtech Corp. 6,000 91 o Silicon Image, Inc. 2,000 18 o Silicon Laboratories, Inc. 5,000 161 o Silicon Storage Technology, Inc. 7,000 35 o Sipex Corp. 1,600 3 o Skyworks Solutions, Inc. 5,689 31 o Standard Microsystems Corp. 3,600 102 o Supertex, Inc. 1,400 51 o Teradyne, Inc. 15,559 211 o Tessera Technologies, Inc. 3,000 84 Texas Instruments, Inc. 143,397 4,094 o Therma-Wave, Inc. 1,000 2 o Three-Five Systems, Inc. 1,099 -- o Transmeta Corp. 4,500 6 o Transwitch Corp. 3,100 5 o Tripath Technology, Inc. 1,800 1 o Triquint Semiconductor, Inc. 5,310 22 o Ultratech Stepper, Inc. 1,300 18 o Varian Semiconductor Equipment Associates, Inc. 1,500 57 o Veeco Instruments, Inc. 3,500 56 o Virage Logic Corp. 1,400 11 @o Vitesse Semiconductor Corp. 6,986 12 Xilinx, Inc. 27,600 661 o Zoran Corp. 1,761 26 ----------- 33,616 SOFTWARE & SERVICES 6.3% ------------------------------------------------------------------------ =o Activision, Inc. 19,866 313 o Actuate Corp. 2,300 7 Acxiom Corp. 13,300 284 Adobe Systems, Inc. 40,000 1,290 o Advent Software, Inc. 4,100 126 o Affiliated Computer Services, Inc., Class A 12,000 649 o Agile Software Corp. 1,900 14 o Akamai Technologies, Inc. 8,938 155 o Alliance Data Systems Corp. 6,600 235 o Altiris, Inc. 2,500 42 o Analysts International Corp. 2,400 6 o Ansoft Corp. 2,300 74 o answerthink, Inc. 1,700 7 o Ansys, Inc. 3,400 127 o Anteon International Corp. 2,000 90 @o Ariba, Inc. 5,270 41 o Aspen Technology, Inc. 6,000 36 o Atari, Inc. 1,600 2 Autodesk, Inc. 16,800 758 Automatic Data Processing, Inc. 48,100 2,244 o BEA Systems, Inc. 30,400 268 o BearingPoint, Inc. 7,100 50 o BindView Development Corp. 1,700 7 o The BISYS Group, Inc. 9,000 114 o Blue Coat Systems, Inc. 340 16 o BMC Software, Inc. 19,000 372 o Borland Software Corp. 3,000 15 o Bottomline Technologies, Inc. 2,000 25 o BroadVision, Inc. 1,090 1 o CACI International, Inc., Class A 2,100 115 o Cadence Design Systems, Inc. 22,600 361 o Captaris, Inc. 2,200 8 o Carreker Corp. 3,700 20 o Catapult Communications Corp. 1,600 29
23 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) o CCC Information Services Group, Inc. 7,322 190 o Centra Software, Inc. 2,400 4 o Ceridian Corp. 19,500 427 Certegy, Inc. 4,150 155 o Checkfree Corp. 7,900 336 o Chordiant Software, Inc. 1,100 3 o Ciber, Inc. 1,900 12 o Citrix Systems, Inc. 20,000 551 @o Click Commerce, Inc. 320 6 o CMGI, Inc. 14,086 22 o CNET Networks, Inc. 9,983 136 o Cognizant Technology Solutions Corp., Class A 10,600 466 Computer Associates International, Inc. 47,226 1,321 o Computer Sciences Corp. 16,238 832 o Compuware Corp. 19,900 161 o Convergys Corp. 10,500 171 o Corillian Corp. 2,000 6 o Covansys Corp. 5,000 80 o CSG Systems International, Inc. 5,400 127 o Datastream Systems, Inc. 1,300 11 o Digimarc Corp. 3,500 22 o Digital Insight Corp. 2,300 69 o Digital River, Inc. 2,100 59 o Digitas, Inc. 4,000 43 o Divine, Inc., Class A 161 -- o DST Systems, Inc. 8,100 455 o Dynamics Research Corp. 1,200 19 o Earthlink, Inc. 11,850 130 o Edgewater Technology, Inc. 767 4 o eFunds Corp. 5,002 103 o Electronic Arts, Inc. 25,200 1,433 Electronic Data Systems Corp. 42,100 981 o eLoyalty Corp. 190 1 o Embarcadero Technologies, Inc. 2,900 23 o Entrust, Inc. 2,800 12 o Epicor Software Corp. 4,000 49 o EPIQ Systems, Inc. 550 11 >o ePresence, Inc. 2,700 -- o Equinix, Inc. 2,565 95 o Euronet Worldwide, Inc. 2,500 70 Factset Research Systems, Inc. 3,750 132 Fair Isaac Corp. 7,744 323 @o FalconStor Software, Inc. 1,200 8 o FileNet Corp. 3,800 107 First Data Corp. 62,932 2,546 o Firstwave Technologies, Inc. 1,000 1 o Fiserv, Inc. 15,300 668 o Forrester Research, Inc. 4,100 79 o Gartner, Inc., Class A 10,300 124 >o Genuity, Inc., Class A 280 -- Global Payments, Inc. 6,240 267 o Google, Inc., Class A 22,500 8,373 o GSE Systems, Inc. 424 1 o Hewitt Associates, Inc., Class A 5,925 158 o Homestore, Inc. 4,200 15 o Hyperion Solutions Corp. 2,850 138 >o iBEAM Broadcasting Corp. 290 -- o iGate Corp. 1,300 5 o Informatica Corp. 6,700 80 Inforte Corp. 3,700 15 o Infospace, Inc. 3,872 97 infoUSA, Inc. 2,300 25 o Innodata Isogen, Inc. 2,400 6 o Intellisync Corp. 1,500 7 o Interactive Intelligence, Inc. 1,000 5 o Interland, Inc. 510 2 o Internet Capital Group, Inc. 350 3 o Internet Security Systems 4,600 113 o InterVoice, Inc. 1,678 16 o Interwoven, Inc. 5,925 56 o Intrado, Inc. 3,600 70 o Intuit, Inc. 16,715 768 o iPayment, Inc. 2,500 90 o Iron Mountain, Inc. 9,787 382 >o iTEX escrow security 1,800 -- @o j2 Global Communications, Inc. 2,000 88 Jack Henry & Associates, Inc. 6,300 113 o JDA Software Group, Inc. 2,000 32 >o Jupiter Media Metrix, Inc. 1,673 -- o Kana Software, Inc. 528 1 o Kanbay International, Inc. 3,000 44 o Keane, Inc. 3,960 45 o Kronos, Inc. 1,875 86 @o Lawson Software, Inc. 8,000 61 o Lightbridge, Inc. 2,200 18 o Looksmart Ltd. 480 2 o Macromedia, Inc. 4,500 198 o Macrovision Corp. 3,100 58 o Magma Design Automation, Inc. 1,700 15 o Management Network Group, Inc. 2,400 6 o Manhattan Associates, Inc. 1,300 29 o Manugistics Group, Inc. 2,300 4 o Mapinfo Corp. 3,125 38 o Matrixone, Inc. 1,700 9 MAXIMUS, Inc. 1,700 62 o McAfee, Inc. 14,445 434 o Mentor Graphics Corp. 5,700 47 o Mercury Interactive Corp. 7,500 261 o MetaSolv, Inc. 2,800 8 o Micromuse, Inc. 2,900 21 o Micros Systems, Inc. 11,000 505 =(3) Microsoft Corp. 884,960 22,743 @o MicroStrategy, Inc., Class A 856 61 @o Midway Games, Inc. 5,600 105 o Moldflow Corp. 300 4
24 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) o MPS Group, Inc. 8,100 101 o MRO Software, Inc. 3,900 64 o MSC.Software Corp. 1,800 26 o Napster, Inc. 724 3 o NAVTEQ Corp. 6,100 239 o Neoforma, Inc. 1,500 15 o Neon Systems, Inc. 2,400 8 o Net2Phone, Inc. 1,600 2 o NetIQ Corp. 7,704 92 o Netratings, Inc. 3,000 45 o Netscout Systems, Inc. 1,800 10 @o Novell, Inc. 25,600 195 o Nuance Communications, Inc. 1,974 10 @o NYFIX, Inc. 750 2 o Onyx Software Corp. 350 1 o Openwave Systems, Inc. 5,271 94 o Opnet Technologies, Inc. 3,600 30 o Opsware, Inc. 800 4 o Oracle Corp. 429,500 5,446 o PalmSource, Inc. 2,500 46 o Parametric Technology Corp. 21,700 141 Paychex, Inc. 32,400 1,256 o Pegasus Solutions, Inc. 3,900 33 o Peregrine Systems, Inc. 18 -- o Perot Systems Corp., Class A 9,100 126 o Phoenix Technologies Ltd. 1,300 8 o PLATO Learning, Inc. 1,433 10 o Portal Software, Inc. 1,220 3 o Progress Software Corp. 4,200 131 Quality Systems, Inc. 1,800 120 o Quest Software, Inc. 7,700 107 o Quovadx, Inc. 2,600 8 o Radiant Systems, Inc. 1,300 15 o RealNetworks, Inc. 6,000 47 o Red Hat, Inc. 14,600 339 o Register.com 1,296 10 Renaissance Learning, Inc. 2,100 32 The Reynolds & Reynolds Co., Class A 7,500 199 o RSA Security, Inc. 5,000 57 o S1 Corp. 12,930 57 @o Saba Software, Inc. 500 2 Sabre Holdings Corp., Class A 12,401 242 o Safeguard Scientifics, Inc. 3,300 5 o Sagent Technology, Inc. 1,500 -- o Salesforce.com, Inc. 8,500 212 o Sapient Corp. 9,100 47 o Secure Computing Corp. 3,200 38 o Selectica, Inc. 1,900 6 o Serena Software, Inc. 4,600 101 Siebel Systems, Inc. 25,100 260 o Sonic Foundry, Inc. 600 1 o SonicWALL, Inc. 4,900 34 o SPSS, Inc. 3,200 73 o SRA International, Inc., Class A 5,000 164 SS&C Technologies, Inc. 2,100 75 Startek, Inc. 1,400 18 o Stellent, Inc. 1,100 10 o SumTotal Systems, Inc. 463 2 o SupportSoft, Inc. 4,800 19 o Sybase, Inc. 19,036 424 o Symantec Corp. 91,173 2,174 o Synopsys, Inc. 13,684 259 o Synplicity, Inc. 1,200 9 Syntel, Inc. 2,500 51 o Take-Two Interactive Software, Inc. 6,000 124 Talx Corp. 2,550 101 o TeleCommunication Systems, Inc., Class A 1,300 3 o THQ, Inc. 2,925 68 o TIBCO Software, Inc. 16,000 121 o Tier Technologies, Inc., Class B 500 4 Total System Services, Inc. 16,300 347 o Transaction Systems Architects, Inc., Class A 5,200 140 o Troy Group, Inc. 2,000 5 o Tumbleweed Communications Corp. 2,000 7 o Ulticom, Inc. 4,800 51 o Unisys Corp. 27,600 141 United Online, Inc. 6,150 82 >o Usinternetworking, Inc. 1,100 -- o VA Software Corp. 1,427 2 @o Valueclick, Inc. 6,000 105 o Verint Systems, Inc. 2,500 96 o VeriSign, Inc. 20,875 493 o Verity, Inc. 4,100 41 o Versata, Inc. 9 -- o Vertel Corp. 900 -- o Viewpoint Corp. 2,000 3 o Vignette Corp. 894 15 o Vitria Technology, Inc. 925 3 o WatchGuard Technologies, Inc. 1,800 6 o WebEx Communications, Inc. 2,500 57 o webMethods, Inc. 1,921 13 o Websense, Inc. 2,500 148 o Wind River Systems, Inc. 6,760 89 o Witness Systems, Inc. 2,100 41 o WorldGate Communications, Inc. 2,000 4 o Yahoo! Inc. 111,144 4,109 o Zix Corp. 900 2 ----------- 76,054 TECHNOLOGY HARDWARE & EQUIPMENT 6.2% ------------------------------------------------------------------------ o 3Com Corp. 17,900 69 o Adaptec, Inc. 5,700 23
25 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) o ADC Telecommunications, Inc. 4,031 70 Adtran, Inc. 7,000 212 o Advanced Digital Information Corp. 2,600 24 o Aeroflex, Inc. 5,400 49 o Agilent Technologies, Inc. 39,317 1,259 Agilysys, Inc. 1,600 24 o American Technical Ceramics Corp. 500 5 Amphenol Corp., Class A 8,800 352 o Anaren, Inc. 3,300 47 o Andrew Corp. 10,925 116 o Anixter International, Inc. 3,300 122 o APA Optics, Inc. 1,000 1 o Apple Computer, Inc. 61,600 3,548 o Arris Group, Inc. 2,600 22 o Arrow Electronics, Inc. 12,000 354 o Audiovox Corp., Class A 1,600 23 o Avanex Corp. 2,100 1 o Avaya, Inc. 37,885 436 o Avici Systems, Inc. 375 2 o Avid Technology, Inc. 3,756 185 o Avnet, Inc. 11,288 260 o Avocent Corp. 3,963 122 AVX Corp. 14,000 173 o Aware, Inc. 1,100 8 Bel Fuse, Inc., Class A 1,200 28 Belden CDT, Inc. 4,400 88 o Bell Microproducts, Inc. 1,000 7 o Benchmark Electronics, Inc. 3,050 86 Black Box Corp. 1,700 68 o Brightpoint, Inc. 2,475 53 o Brocade Communications Systems, Inc. 21,000 78 o C-COR.net Corp. 3,100 17 o CalAmp Corp. 1,000 11 o Carrier Access Corp. 2,500 11 CDW Corp. 6,800 383 o Centillium Communications, Inc. 1,000 4 o Checkpoint Systems, Inc. 4,600 110 o CIENA Corp. 17,294 41 o Cisco Systems, Inc. 563,969 9,841 o Clarent Corp. 1,545 -- o Cogent, Inc. 5,000 133 Cognex Corp. 2,900 83 o Cognitronics Corp. 2,600 7 o Coherent, Inc. 1,300 38 o Com21, Inc. 1,400 -- o Comarco, Inc. 500 4 o CommScope, Inc. 4,900 96 o Comtech Telecommunications Corp. 2,175 83 o Comverse Technology, Inc. 13,400 336 o Concurrent Computer Corp. 3,000 5 o Corning, Inc. 115,607 2,323 o CoSine Communications, Inc. 730 2 CTS Corp. 5,800 68 Daktronics, Inc. 2,600 56 o DDi Corp. 8 -- o Dell, Inc. 202,100 6,443 Diebold, Inc. 5,300 192 o Digital Lightwave, Inc. 1,300 -- o Dionex Corp. 1,200 58 o Ditech Communications Corp. 4,100 26 o Echelon Corp. 3,700 29 o Electro Scientific Industries, Inc. 1,300 29 o Electronics for Imaging 3,400 85 o EMC Corp. 199,686 2,788 o EMS Technologies, Inc. 1,000 16 o Emulex Corp. 5,900 109 o Enterasys Networks, Inc. 1,063 11 o Excel Technology, Inc. 600 16 o Extreme Networks, Inc. 4,500 22 o F5 Networks, Inc. 3,300 172 o Fargo Electronics, Inc. 2,000 38 o Finisar Corp. 7,900 12 o First Virtual Communications, Inc. 240 -- o Flir Systems, Inc. 4,800 101 o Foundry Networks, Inc. 9,300 111 Frequency Electronics, Inc. 500 5 @o Gateway, Inc. 11,800 34 o Gerber Scientific, Inc. 1,900 15 o Glenayre Technologies, Inc. 2,300 9 o Global Imaging Systems, Inc. 2,100 75 o Harmonic, Inc. 6,342 29 Harris Corp. 14,000 575 Hewlett-Packard Co. 252,916 7,092 o Hutchinson Technology, Inc. 16,600 412 o ID Systems, Inc. 3,000 56 o Identix, Inc. 1,600 7 Imation Corp. 2,000 86 o Immersion Corp. 800 6 o InFocus Corp. 1,600 5 o Ingram Micro, Inc., Class A 13,400 243 o Intelli-Check, Inc. 500 1 Inter-Tel, Inc. 6,000 111 o Interdigital Communications Corp. 4,500 86 o Intergraph Corp. 9,700 469 International Business Machines Corp. 135,450 11,091 Iomega Corp. 12,400 37 o Itron, Inc. 2,500 109 o Ixia 5,200 66 o Jabil Circuit, Inc. 15,400 460 o JDS Uniphase Corp. 112,424 236 o Juniper Networks, Inc. 40,565 946 Keithley Instruments, Inc. 3,200 51 o Kemet Corp. 6,700 46 Landauer, Inc. 1,100 55
26 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) o Lantronix, Inc. 1,900 3 o LaserCard Corp. 1,000 9 o LeCroy Corp. 900 14 @o Lexar Media, Inc. 5,400 40 o Lexmark International, Inc., Class A 10,900 453 o Lightpath Technologies, Inc., Class A 75 -- o Littelfuse, Inc. 2,000 49 @o Lucent Technologies, Inc. 301,923 860 o Maxtor Corp. 17,748 62 o Maxwell Technologies, Inc. 1,000 13 o McData Corp., Class A 4,047 19 o Measurement Specialties, Inc. 700 17 o Mechanical Technology, Inc. 1,800 6 o Merix Corp. 3,700 20 Methode Electronics, Class A 3,600 37 Mocon, Inc. 600 5 Molex, Inc. 16,125 408 Motorola, Inc. 193,455 4,287 o MRV Communications, Inc. 4,307 8 MTS Systems Corp. 4,500 180 National Instruments Corp. 5,675 136 o NCR Corp. 23,800 719 @o Network Appliance, Inc. 27,500 752 o Network Equipment Technologies, Inc. 5,000 25 o Newport Corp. 4,200 55 o NMS Communications Corp. 1,500 5 @o Novatel Wireless, Inc. 160 2 o Oplink Communications, Inc. 4,600 7 o Optical Communication Products, Inc. 500 1 o OSI Systems, Inc. 3,700 61 o OYO Geospace Corp. 300 7 o Packeteer, Inc. 1,100 9 @o Palm, Inc. 1,569 40 Park Electrochemical Corp. 3,600 90 o Parkervision, Inc. 400 3 o Paxar Corp. 2,300 39 o PC Connection, Inc. 3,000 17 o PC-Tel, Inc. 1,400 13 o Pemstar, Inc. 1,600 2 o Performance Technologies, Inc. 1,600 13 o Photon Dynamics, Inc. 3,400 59 o Planar Systems, Inc. 3,700 33 Plantronics, Inc. 4,000 119 o Plexus Corp. 1,700 30 o Polycom, Inc. 9,200 141 o Powerwave Technologies, Inc. 3,583 40 o Presstek, Inc. 1,100 11 Printronix, Inc. 2,400 34 o QLogic Corp. 8,522 257 Qualcomm, Inc. 135,100 5,372 o Quantum Corp. 5,500 17 o Radisys Corp. 3,700 59 o Redback Networks, Inc. 8,076 85 Remec, Inc. 1,115 1 o Research Frontiers, Inc. 800 4 Richardson Electronics Ltd. 1,300 11 o Rofin-Sinar Technologies, Inc. 1,900 70 o SafeNet, Inc. 2,770 92 o Sandisk Corp. 11,000 648 o Sanmina -- SCI Corp. 41,316 151 o SatCon Technology Corp. 900 1 o SBS Technologies, Inc. 1,700 17 o Scansource, Inc. 600 34 Scientific-Atlanta, Inc. 11,900 422 o SCM Microsystems, Inc. 1,200 3 o Seachange International, Inc. 3,350 21 o Seagate Technology 12,500 181 @o Silicon Graphics, Inc. 4,800 3 o Sirenza Microdevices, Inc. 1,300 4 o Sirf Technology Holdings, Inc. 3,500 90 o Socket Communications, Inc. 800 1 o Solectron Corp. 81,520 288 o Somera Communications, Inc. 1,900 2 o Sonus Networks, Inc. 19,400 85 Spectralink Corp. 1,000 13 >o StorageNetworks, Inc. 2,100 -- o Stratasys, Inc. 1,350 32 o Stratex Networks, Inc. 2,800 7 o Sun Microsystems, Inc. 248,230 993 o Sunrise Telecom, Inc. 2,000 5 >o Superior Telecom, Inc. 1,124 -- o Sycamore Networks, Inc. 18,200 71 Symbol Technologies, Inc. 19,690 163 o Symmetricom, Inc. 8,450 67 @o Synaptics, Inc. 3,500 81 @o Taser International, Inc. 1,700 10 o Tech Data Corp. 5,300 184 Technitrol, Inc. 4,000 67 o Tekelec 8,700 119 Tektronix, Inc. 9,202 211 o Tellabs, Inc. 34,564 330 o Terayon Communication Systems Corp. 2,800 8 o Tessco Technologies, Inc. 900 13 o Tollgrade Communications, Inc. 3,600 35 o Trimble Navigation Ltd. 5,700 165 o TTM Technologies, Inc. 4,400 35 o UNOVA, Inc. 5,600 174 @o Utstarcom, Inc. 1,200 7 o Viasat, Inc. 3,500 87 o Vishay Intertechnology, Inc. 36,688 416 o Westell Technologies, Inc., Class A 2,560 12 o Western Digital Corp. 15,700 190 o WJ Communications, Inc. 2,300 3
27 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) @o Xerox Corp. 69,700 946 o Xybernaut Corp. 1,400 -- o YDI Wireless, Inc. 100 -- o Zebra Technologies Corp., Class A 6,375 275 o Zhone Technologies, Inc. 1,000 2 o Zomax, Inc. 2,000 5 o Zygo Corp. 500 7 ----------- 75,843 TELECOMMUNICATION SERVICES 2.6% ------------------------------------------------------------------------ o @Road, Inc. 4,400 20 o Alamosa Holdings, Inc. 8,000 118 @ Alaska Communications Systems Group, Inc. 2,700 30 Alltel Corp. 30,587 1,892 o American Tower Corp., Class A 33,800 806 AT&T Corp. 66,447 1,314 o AT&T Latin America Corp., Class A 2,100 -- Atlantic Tele-Network, Inc. 1,300 43 BellSouth Corp. 160,887 4,186 o Centennial Communications Corp. 8,000 119 CenturyTel, Inc. 10,500 344 o Cincinnati Bell, Inc. 18,568 74 Citizens Communications Co. 24,900 305 Commonwealth Telephone Enterprises, Inc. 9,400 337 o Covad Communications Group, Inc. 7,000 6 o Crown Castle International Corp. 20,900 512 CT Communications, Inc. 4,500 51 >o CTC Communications Group, Inc. 1,550 -- D&E Communications, Inc. 4,000 32 o Global Crossing Ltd. 2,500 33 Hickory Tech Corp. 6,100 49 o IDT Corp., Class B 7,600 91 @o Level 3 Communications, Inc. 53,000 154 o Lynch Interactive Corp. 900 21 MCI, Inc. 26,300 523 >o McLeodUSA, Inc., Class A Escrow 21,892 -- o Metro One Telecommunications 4,400 2 o Moscow CableCom Corp. 1,400 8 o Nextel Partners, Inc., Class A 15,200 382 North Pittsburgh Systems, Inc. 3,500 70 o Price Communications Corp. 4,047 62 @o Primus Telecommunications Group, Inc. 7,500 6 o Qwest Communications International, Inc. 118,337 516 o Rural Cellular Corp., Class A 1,200 19 o SBA Communications Corp. 1,300 19 SBC Communications, Inc. 281,016 6,702 Sprint Corp. (FON Group) 229,430 5,348 o Talk America Holdings, Inc. 5,000 48 >o TelCove 4,638 -- Telephone & Data Systems, Inc. 4,300 163 o Time Warner Telecom, Inc., Class A 4,500 38 o U.S. Cellular Corp. 6,100 311 o Ubiquitel, Inc. 10,000 86 Verizon Communications, Inc. 232,468 7,325 Warwick Valley Telephone Co. 2,100 48 o Wireless Facilities, Inc. 1,800 12 ----------- 32,225 TELEPHONE 0.0% ------------------------------------------------------------------------ o Tut Systems, Inc. 1,697 5 TRANSPORTATION 1.7% ------------------------------------------------------------------------ o AirTran Holdings, Inc. 5,800 87 o Alaska Air Group, Inc. 1,900 60 Alexander & Baldwin, Inc. 5,600 274 o Amerco, Inc. 900 53 @o AMR Corp. 12,000 162 Arkansas Best Corp. 1,100 43 Burlington Northern Santa Fe Corp. 30,300 1,880 C.H. Robinson Worldwide, Inc. 15,000 529 CNF, Inc. 4,500 253 o Continental Airlines, Inc., Class B 5,000 65 CSX Corp. 17,100 783 o Dollar Thrifty Automotive Group, Inc. 3,500 132 Expeditors International Washington, Inc. 8,100 491 o ExpressJet Holdings, Inc. 3,000 27 FedEx Corp. 24,063 2,212 Florida East Coast Industries, Class A 3,600 157 Forward Air Corp. 2,600 92 Heartland Express, Inc. 6,706 132 Interpool, Inc. 1,200 23 J.B. Hunt Transport Services, Inc. 13,000 252 @o JetBlue Airways Corp. 7,975 148 o Kansas City Southern Railway 5,050 112 o Kirby Corp. 2,800 145 Knight Transportation, Inc. 2,700 73 o Laidlaw International, Inc. 8,200 187 o Landstar Systems, Inc. 15,200 586 o MAIR Holdings, Inc. 1,100 6 o Mesa Air Group, Inc. 1,300 15 Norfolk Southern Corp. 31,400 1,262
28 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) o Northwest Airlines Corp. 6,500 4 o Old Dominion Freight Line 2,700 96 o Pacer International, Inc. 2,800 72 o Park-Ohio Holdings Corp. 2,600 43 Ryder Systems, Inc. 6,400 254 o SCS Transportation, Inc. 4,100 82 SkyWest, Inc. 4,000 117 Southwest Airlines Co. 64,125 1,027 o Swift Transportation Co., Inc. 5,970 109 Union Pacific Corp. 22,000 1,522 United Parcel Service, Inc., Class B 91,480 6,673 Werner Enterprises, Inc. 5,832 105 o Yellow Roadway Corp. 5,004 227 ----------- 20,572 UTILITIES 3.3% ------------------------------------------------------------------------ o The AES Corp. 52,596 836 AGL Resources, Inc. 4,300 151 o Allegheny Energy, Inc. 10,500 297 Allete, Inc. 2,733 120 Alliant Energy Corp. 9,300 246 Ameren Corp. 15,100 794 American Electric Power Co., Inc. 33,820 1,284 American States Water Co. 950 30 Aqua America, Inc. 3,671 124 Atmos Energy Corp. 6,700 176 Avista Corp. 3,800 67 o BayCorp Holdings Ltd. 6 -- Black Hills Corp. 1,400 58 @o Calpine Corp. 12,300 29 Cascade Natural Gas Corp. 3,500 72 Centerpoint Energy, Inc. 26,100 346 Central Vermont Public Service Corp. 2,700 43 CH Energy Group, Inc. 1,900 88 Cinergy Corp. 15,100 602 Cleco Corp. 3,400 72 o CMS Energy Corp. 5,000 75 @ Consolidated Edison, Inc. 17,000 774 Constellation Energy Group, Inc. 16,800 921 Dominion Resources, Inc. 26,610 2,024 DPL, Inc. 11,452 295 DTE Energy Co. 13,801 596 Duke Energy Corp. 76,800 2,034 Duquesne Light Holdings, Inc. 6,100 102 Edison International 49,200 2,153 o El Paso Electric Co. 2,800 61 Energen Corp. 5,200 196 Energy East Corp. 12,214 291 Entergy Corp. 18,200 1,287 Equitable Resources, Inc. 8,800 340 Exelon Corp. 54,474 2,834 FirstEnergy Corp. 28,217 1,340 Florida Public Utilites Co. 1,599 23 FPL Group, Inc. 29,400 1,266 @ Great Plains Energy, Inc. 6,500 187 Green Mountain Power Corp. 3,800 124 Hawaiian Electric Industries, Inc. 7,700 203 Idacorp, Inc. 4,200 121 Inergy L.P. 2,000 57 KeySpan Corp. 13,400 463 The Laclede Group, Inc. 3,300 99 MDU Resources Group, Inc. 10,950 361 MGE Energy, Inc. 400 14 National Fuel Gas Co. 5,800 175 New Jersey Resources Corp. 1,650 71 Nicor, Inc. 3,000 118 NiSource, Inc. 22,864 541 Northeast Utilities, Inc. 10,124 184 Northwest Natural Gas Co. 2,700 93 o NRG Energy, Inc. 7,000 301 NSTAR 7,734 210 OGE Energy Corp. 6,500 167 Oneok, Inc. 7,400 213 Otter Tail Corp. 1,100 33 Peoples Energy Corp. 3,200 119 Pepco Holdings, Inc. 14,000 301 PG&E Corp. 29,900 1,088 Piedmont Natural Gas Co. 3,200 76 Pinnacle West Capital Corp. 6,800 284 PNM Resources, Inc. 5,500 139 PPL Corp. 30,000 940 Progress Energy, Inc. 21,159 922 Public Service Enterprise Group, Inc. 19,000 1,195 Puget Energy, Inc. 7,500 161 Questar Corp. 8,100 638 o Reliant Energy, Inc. 25,125 319 SCANA Corp. 7,905 314 >o Seagate Escrow Security 7,500 -- Sempra Energy 19,175 849 o Sierra Pacific Resources 4,476 58 The Southern Co. 60,900 2,131 o Southern Union Co. 6,074 143 Southwest Gas Corp. 3,600 98 TECO Energy, Inc. 5,600 97 TXU Corp. 26,400 2,660 >o U.S. Wireless Corp. 400 -- UGI Corp. 8,200 194 UIL Holdings Corp. 400 20 Unisource Energy Corp. 3,800 121 Unitil Corp. 600 16 Vectren Corp. 5,766 157 Westar Energy, Inc. 8,200 181 WGL Holdings, Inc. 3,000 93
29 SCHWAB TOTAL STOCK MARKET INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) Wisconsin Energy Corp. 11,400 431 WPS Resources Corp. 2,400 131 Xcel Energy, Inc. 34,195 627 ----------- 40,285 PREFERRED STOCK 0.0% of net assets REAL ESTATE 0.0% ------------------------------------------------------------------------ Simon Property Group LP 1,200 74 WARRANTS 0.0% of net assets MEDIA 0.0% ------------------------------------------------------------------------ >o RCN Corp. 2 -- SOFTWARE & SERVICES 0.0% ------------------------------------------------------------------------ >o Pinnacle Holdings, Inc. Expires 11/13/07 9 -- RIGHTS 0.0% of net assets PHARMACEUTICALS & BIOTECHNOLOGY 0.0% ------------------------------------------------------------------------ o OSI Pharmaceuticals, Inc. Expires 01/18/05 1,640 --
FACE SECURITY AMOUNT RATE, MATURITY DATE ($ x 1,000) SHORT-TERM INVESTMENT 0.3% of net assets Wachovia Bank, Grand Cayman Time Deposit 3.48%, 11/01/05 3,196 3,196 U.S. TREASURY OBLIGATIONS 0.0% of net assets = U.S. Treasury Bills 3.46%-3.53%, 12/15/05 275 274
END OF INVESTMENTS.
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 Investment 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 $1,000 except number of contracts.
NUMBER OF CONTRACT UNREALIZED CONTRACTS VALUE GAINS FUTURES CONTRACTS S&P 500 Index, e-mini, Long Expires 12/18/05 55 3,327 65
30 SCHWAB CAPITAL TRUST SCHWAB INTERNATIONAL INDEX FUND(R) PORTFOLIO HOLDINGS as of October 31, 2005 The following is the schedule of portfolio holdings at 10/31/05. The schedule should be read in conjunction with the fund's annual report for the period ended 10/31/05. We use the symbols below to designate certain characteristics of the securities. With the top ten holdings, the number in the circle is the security's rank among the top ten. (1) Top Ten Holding o Non-income producing security * American Depositary Receipt > Security is valued at fair value (see Accounting Policies) @ All or a portion of this security is on loan
COST VALUE HOLDINGS BY CATEGORY ($X1,000) ($X1,000) - -------------------------------------------------------------------------------- 99.4% FOREIGN COMMON STOCK 958,909 1,362,937 0.3% SHORT-TERM INVESTMENT 4,247 4,247 0.1% FOREIGN PREFERRED STOCK 766 1,042 0.0% WARRANTS 200 -- - -------------------------------------------------------------------------------- 99.8% TOTAL INVESTMENTS 964,122 1,368,226 6.2% COLLATERAL INVESTED FOR SECURITIES ON LOAN 85,164 85,164 (6.0)% OTHER ASSETS AND LIABILITIES, NET (82,204) - -------------------------------------------------------------------------------- 100.0% TOTAL NET ASSETS 1,371,186
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) FOREIGN COMMON STOCK 99.4% of net assets AUSTRALIA 4.3% ------------------------------------------------------------------------- AMP Ltd. 334,425 1,831 Australia & New Zealand Banking Group Ltd. 305,043 5,386 BHP Billiton Ltd. 600,162 9,309 Coles Myer Ltd. 185,781 1,396 Commonwealth Bank of Australia 217,722 6,340 Foster's Group Ltd. 310,703 1,352 Insurance Australia Group Ltd. 299,917 1,164 Macquarie Bank Ltd. 36,389 1,767 Macquarie Infrastructure Group 386,221 994 National Australia Bank Ltd. 263,464 6,518 QBE Insurance Group Ltd. 128,017 1,709 @ Rio Tinto Ltd. 44,243 1,871 St. George Bank Ltd. 92,734 1,892 Suncorp-Metway Ltd. 94,261 1,361 @ Telstra Corp. Ltd. 984,095 3,103 Wesfarmers Ltd. 59,508 1,593 Westfield Group 250,650 3,120 Westpac Banking Corp. 315,939 4,911 Woodside Petroleum Ltd. 70,492 1,669 Woolworths Ltd. 186,347 2,277 ----------- 59,563 BELGIUM 0.9% ------------------------------------------------------------------------- @ Dexia 116,326 2,513 Electrabel SA 4,910 2,430 Fortis 205,652 5,854 Solvay SA 11,315 1,317 ----------- 12,114 CANADA 6.5% ------------------------------------------------------------------------- Alcan, Inc. 63,686 2,007 @ Bank of Montreal 82,275 4,029 @ Bank of Nova Scotia 165,540 6,028 Barrick Gold Corp. 92,119 2,314 @ BCE, Inc. 156,114 3,856 @ Brascan Corp. 35,110 1,602 @ Canadian Imperial Bank of Commerce 56,793 3,473 Canadian National Railway Co. 46,253 3,350 Canadian Natural Resources Ltd. 88,025 3,601 @ Enbridge, Inc. 59,980 1,829 EnCana Corp. 144,258 6,598 Imperial Oil Ltd. 17,349 1,517 Inco Ltd. 30,635 1,229 Loblaw Cos. Ltd. 17,129 974 Magna International, Inc., Class A 16,790 1,167 @ Manulife Financial Corp. 131,759 6,860 @ National Bank of Canada 26,520 1,328 Nortel Networks Corp. 703,685 2,271 Petro-Canada 87,092 3,036 Placer Dome, Inc. 67,108 1,326 Potash Corp. of Saskatchewan 16,545 1,357 Power Corp. of Canada 48,677 1,205 @ Power Financial Corp. 35,564 943 @ Royal Bank of Canada 107,744 7,605 @ Sun Life Financial, Inc. 97,223 3,628 Suncor Energy, Inc. 76,283 4,084
1 SCHWAB INTERNATIONAL INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) Talisman Energy, Inc. 64,055 2,838 @ Thomson Corp. 32,575 1,106 @ Toronto-Dominion Bank 118,761 5,603 @ TransCanada Corp. 84,878 2,521 ----------- 89,285 DENMARK 0.7% ------------------------------------------------------------------------- AP Moller-Maersk A/S 174 1,574 @ AP Moller-Maersk A/S 178 1,565 Danske Bank A/S 79,925 2,508 Novo-Nordisk A/S, Class B 39,280 2,017 TDC A/S 29,418 1,649 ----------- 9,313 FRANCE 10.3% ------------------------------------------------------------------------- Accor SA 37,106 1,853 Air Liquide SA 18,901 3,438 o Alcatel SA, Class A 206,671 2,429 Arcelor SA 107,796 2,560 AXA SA 260,843 7,556 BNP Paribas 132,633 10,060 Bouygues 39,073 1,929 Carrefour SA 103,145 4,588 Cie Generale D'Optique Essilor International SA 16,331 1,345 Compagnie de Saint-Gobain 53,044 2,906 Credit Agricole SA 113,868 3,339 France Telecom SA 253,842 6,600 Groupe Danone 44,351 4,508 L'Oreal SA 44,278 3,256 Lafarge SA 30,598 2,512 Lagardere S.C.A. 22,134 1,522 LVMH Moet-Hennessy Louis Vuitton SA 44,464 3,601 Michelin (C.G.D.E.), Class B 25,956 1,401 Pernod-Ricard 12,682 2,219 Peugeot SA 28,624 1,739 Pinault-Printemps-Redoute SA 12,173 1,279 Renault SA 34,267 2,968 Sanofi-Aventis 173,827 13,927 Schneider Electric SA 40,373 3,318 Societe Generale, Class A 61,146 6,984 STMicroelectronics NV 108,544 1,788 Suez SA 167,555 4,540 @(5) Total SA 102,990 25,920 Veolia Environnement 45,750 1,904 Vinci SA 23,916 1,870 Vivendi Universal SA 181,776 5,722 * Vivendi Universal SA 54,392 1,709 ----------- 141,290 GERMANY 7.4% ------------------------------------------------------------------------- Adidas-Salomon AG 8,093 1,358 Allianz AG 59,288 8,388 BASF AG 94,612 6,824 Bayer AG 122,306 4,251 o Bayerische Hypo-und Vereinsbank AG 108,268 3,017 Bayerische Motoren Werke AG 59,949 2,601 Commerzbank AG 88,304 2,313 Continental AG 26,167 2,002 DaimlerChrysler AG 142,504 7,142 @ Deutsche Bank AG 94,035 8,817 Deutsche Boerse AG 19,400 1,826 Deutsche Post AG 75,227 1,678 Deutsche Telekom AG 411,262 7,274 E.ON AG 112,817 10,225 o Infineon Technologies AG 127,600 1,192 Linde AG 14,312 1,020 Metro AG 25,777 1,172 Muenchener Rueckversicherungs AG 33,394 3,925 RWE AG 78,776 5,034 SAP AG 34,535 5,917 Schering AG 29,646 1,833 Siemens AG 144,278 10,747 ThyssenKrupp AG 74,228 1,508 @ Volkswagen AG 40,893 2,229 ----------- 102,293 HONG KONG/CHINA 1.0% ------------------------------------------------------------------------- Cheung Kong Holdings Ltd. 254,240 2,656 CLP Holdings Ltd. 295,080 1,694 Hang Seng Bank Ltd. 121,836 1,582 Hong Kong & China Gas Co. 600,400 1,241 HongKong Electric Holdings 230,256 1,089 Hutchison Whampoa Ltd. 366,370 3,486 Sun Hung Kai Properties Ltd. 99,604 945 Swire Pacific Ltd., Class A 167,890 1,511 ----------- 14,204 IRELAND 0.1% ------------------------------------------------------------------------- Depfa Bank PLC 63,448 989 ITALY 3.4% ------------------------------------------------------------------------- Alleanza Assicurazioni SPA 87,330 1,009 Assicurazioni Generali SPA 182,632 5,432 Banca Intesa SPA 608,806 2,844 Banco Popolare di Verona e Novara 66,166 1,221
2 SCHWAB INTERNATIONAL INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) Capitalia SPA 207,288 1,082 @ Enel SPA 640,287 5,157 @ ENI-Ente Nazionale Idrocarburi SPA 429,220 11,490 Mediaset SPA 110,368 1,212 Mediobanca SPA 55,061 975 @ Riunione Adriatica di Sicurta SPA 52,500 1,194 Sanpaolo IMI SPA 164,991 2,383 Telecom Italia RNC SPA 1,076,571 2,604 Telecom Italia SPA 1,799,514 5,208 UniCredito Italiano SPA 823,879 4,601 ----------- 46,412 JAPAN 19.8% ------------------------------------------------------------------------- Aeon Co. Ltd. 117,000 2,432 Ajinomoto Co., Inc. 92,000 898 Asahi Glass Co. Ltd. 179,000 1,936 Asahi Kasei Corp. 250,000 1,339 Astellas Pharma, Inc. 92,370 3,301 Bridgestone Corp. 116,657 2,384 Canon, Inc. 139,395 7,381 Central Japan Railway Co. 120 1,021 @ Chubu Electric Power Co., Inc. 112,100 2,779 Dai Nippon Printing Co. Ltd. 117,000 1,915 o Daiichi Sankyo Co. Ltd. 59,000 1,070 Daiwa Securities Group, Inc. 225,045 1,849 Denso Corp. 92,000 2,620 East Japan Railway Co. 621 3,691 Eisai Co. Ltd. 45,000 1,763 Fanuc Ltd. 32,300 2,546 Fuji Photo Film Co. Ltd. 86,811 2,763 Fujitsu Ltd. 326,000 2,158 Hitachi Ltd. 559,079 3,444 Honda Motor Co. Ltd. 141,539 7,874 o Hoya Corp. 53,721 1,860 Hoya Corp. 17,907 627 Itochu Corp. 273,000 1,872 Japan Tobacco, Inc. 165 2,609 JFE Holdings, Inc. 94,000 2,921 The Kansai Electric Power Co. 130,000 2,860 o Kao Corp. 91,619 2,195 KDDI Corp. 536 3,075 Keyence Corp. 5,900 1,358 Kintetsu Corp. 305,830 1,122 Kirin Brewery Co. Ltd. 136,000 1,513 Komatsu Ltd. 166,609 2,221 Konica Minolta Holdings, Inc. 81,000 672 Kyocera Corp. 31,500 2,044 Kyushu Electric Power Co. 73,493 1,577 Matsushita Electric Industrial Co. Ltd. 343,912 6,304 Millea Holdings, Inc. 294 5,321 Mitsubishi Corp. 229,000 4,455 Mitsubishi Electric Corp. 303,000 1,817 Mitsubishi Estate Co. Ltd. 199,502 2,950 Mitsubishi Heavy Industries Ltd. 565,000 2,136 Mitsubishi UFJ Financial Group, Inc. 988 12,423 Mitsui & Co. Ltd. 239,000 2,936 Mitsui Fudosan Co. Ltd. 125,777 2,060 Mitsui Sumitomo Insurance Co. Ltd. 254,875 3,265 Mizuho Financial Group, Inc. 1,395 9,316 Murata Manufacturing Co. Ltd. 40,574 2,035 NEC Corp. 327,000 1,627 Nikko Cordial Corp. 120,000 1,457 Nintendo Co. Ltd. 18,239 2,046 Nippon Oil Corp. 250,000 2,136 Nippon Steel Corp. 1,020,000 3,645 Nippon Telegraph & Telephone Corp. 1,667 7,971 Nissan Motor Co. Ltd. 387,196 4,061 Nitto Denko Corp. 28,000 1,696 Nomura Holdings, Inc. 345,000 5,324 NTT DoCoMo, Inc. 3,141 5,426 Omron Corp. 43,000 1,015 @ Osaka Gas Co. Ltd. 394,000 1,441 o Resona Holdings, Inc. 1,884 5,464 Ricoh Co. Ltd. 118,000 1,876 Rohm Co. Ltd. 19,112 1,549 @ Sanyo Electric Co. Ltd. 258,655 540 Secom Co. Ltd. 38,500 1,922 Sekisui House Ltd. 94,000 1,171 @o Seven & I Holding Co. Ltd. 139,203 4,546 Sharp Corp. 156,785 2,154 Shin-Etsu Chemical Co. Ltd. 64,280 3,083 SMC Corp. 11,000 1,464 Softbank Corp. 41,000 2,325 Sompo Japan Insurance, Inc. 140,920 2,119 Sony Corp. 176,500 5,768 Sumitomo Corp. 188,000 2,102 Sumitomo Electric Industries Ltd. 131,000 1,724 Sumitomo Mitsui Financial Group, Inc. 938 8,666 The Sumitomo Trust & Banking Co. Ltd. 172,950 1,473 Suzuki Motor Corp. 66,294 1,140 Takeda Pharmaceutical Co. Ltd. 141,200 7,742 TDK Corp. 22,000 1,484 Tohoku Electric Power Co. 83,700 1,708 The Tokyo Electric Power Co., Inc. 201,890 5,022 Tokyo Electron Ltd. 28,000 1,408 @ Tokyo Gas Co. Ltd. 463,201 1,822 Toppan Printing Co. Ltd. 104,653 1,010
3 SCHWAB INTERNATIONAL INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) @ Toshiba Corp. 524,178 2,434 (8) Toyota Motor Corp. 442,703 20,535 West Japan Railway Co. 225 798 o Yahoo! Japan Corp. 460 494 Yahoo! Japan Corp. 460 488 Yamato Transport Co. Ltd. 78,000 1,285 ----------- 271,869 NETHERLANDS 3.7% ------------------------------------------------------------------------- ABN Amro Holdings NV 311,572 7,370 Aegon NV 201,241 3,035 Akzo Nobel NV 45,783 1,979 o ASML Holding NV 77,478 1,312 European Aeronautic Defense & Space Co. 46,558 1,613 Heineken Nv 43,627 1,383 ING Groep NV 366,162 10,561 o Koninklijke Ahold NV 244,279 1,705 Koninklijke Philips Electronics NV 219,583 5,743 Reed Elsevier NV 127,172 1,713 Royal KPN NV 332,474 3,159 TNT NV 67,143 1,583 Unilever NV 94,924 6,680 VNU NV 47,654 1,517 Wolters Kluwer NV 55,267 1,025 ----------- 50,378 SPAIN 4.2% ------------------------------------------------------------------------- ACS Actividades Cons y Serv 44,790 1,280 Altadis SA 49,394 2,096 Banco Bilbao Vizcaya Argentaria SA 590,624 10,416 Banco Popular Espanol SA 155,820 1,892 Banco Sabadell SA 46,907 1,238 Banco Santander Central Hispano SA 1,036,437 13,199 Endesa SA 173,536 4,309 Iberdrola SA 129,432 3,466 Inditex SA 41,211 1,220 Repsol YPF SA 171,807 5,118 Telefonica SA 830,416 13,256 ----------- 57,490 SWEDEN 2.0% ------------------------------------------------------------------------- Electrolux AB, Series B 53,392 1,246 ForeningsSparbanken AB 74,977 1,851 Hennes & Mauritz AB, Series B 80,681 2,620 Nordea Bank AB 374,988 3,676 Sandvik AB 38,092 1,834 Skandinaviska Enskilda Banken, Series A 70,925 1,324 Svenska Cellulosa AB, Series B 35,963 1,214 Svenska Handelsbanken AB, Series A 82,642 1,885 Telefonaktiebolaget LM Ericsson, Class B 2,453,793 8,044 TeliaSonera AB 343,834 1,682 Volvo AB, Series B 40,445 1,664 ----------- 27,040 SWITZERLAND 7.7% ------------------------------------------------------------------------- o ABB Ltd. 336,908 2,614 Adecco SA, Registered 22,375 955 Compagnie Financiere Richemont AG 92,799 3,532 Credit Suisse Group 190,854 8,445 Holcim Ltd. 30,865 1,922 (9) Nestle SA, Registered 67,591 20,133 (6) Novartis AG, Registered 430,836 23,180 (10) Roche Holdings -- Genus 121,834 18,209 Swiss Reinsurance, Registered 56,990 3,848 Swisscom AG, Registered 3,997 1,315 Syngenta AG 18,113 1,946 UBS AG, Registered 177,232 15,115 o Zurich Financial Services AG 24,114 4,113 ----------- 105,327 UNITED KINGDOM 27.4% ------------------------------------------------------------------------- AstraZeneca PLC 284,404 12,722 Aviva PLC 417,820 4,934 BAA PLC 195,619 2,125 BAE Systems PLC 566,657 3,316 Barclays PLC 1,124,769 11,146 BG Group PLC 622,564 5,477 BHP Billiton PLC 417,118 6,138 BOC Group PLC 85,159 1,679 Boots Group PLC 127,401 1,389 (1) BP PLC 3,683,430 40,802 British American Tobacco PLC 269,779 5,936 British Land Co. PLC 90,252 1,422 British Sky Broadcasting PLC 195,898 1,768 BT Group PLC 1,443,643 5,434 Cable & Wireless PLC 386,258 788 Cadbury Schweppes PLC 343,491 3,385 Carnival PLC 30,775 1,561 Centrica PLC 662,309 2,799 Compass Group PLC 401,745 1,352 Diageo PLC 523,989 7,739 DSG International PLC 356,181 908 Friends Provident PLC 417,684 1,303
4 SCHWAB INTERNATIONAL INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) Gallaher Group PLC 117,546 1,826 (4) GlaxoSmithKline PLC 1,023,700 26,625 GUS PLC 171,098 2,552 Hanson PLC 128,676 1,304 HBOS PLC 673,991 9,956 Hilton Group PLC 287,543 1,728 (2) HSBC Holdings PLC 1,947,777 30,602 Imperial Tobacco Group PLC 125,097 3,585 Intercontinental Hotels Group PLC 74,904 936 ITV PLC 738,032 1,359 J. Sainsbury PLC 191,810 947 Kingfisher PLC 442,761 1,662 Land Securities Group PLC 75,040 1,846 Legal & General Group PLC 1,136,832 2,159 Lloyds TSB Group PLC 957,348 7,829 Man Group PLC 50,854 1,387 Marks & Spencer Group PLC 275,748 2,038 National Grid PLC 460,800 4,215 Next PLC 41,484 980 O2 PLC 1,437,648 5,237 Pearson PLC 143,637 1,597 Prudential PLC 394,603 3,311 Reckitt Benckiser PLC 103,396 3,124 Reed Elsevier PLC 236,461 2,160 Rentokil Initial PLC 364,152 990 Reuters Group PLC 267,194 1,698 Rio Tinto PLC 188,475 7,181 Rolls-Royce Group PLC 296,618 1,917 Rolls-Royce Group PLC, B Shares 24,737,941 45 Royal Bank of Scotland Group PLC 549,711 15,222 (7) Royal Dutch Shell PLC, A Shares 749,220 23,104 Royal Dutch Shell PLC, B Shares 497,774 16,237 SABMiller PLC 151,731 2,863 Scottish & Newcastle PLC 145,929 1,208 Scottish & Southern Energy PLC 148,675 2,580 Scottish Power PLC 313,346 3,067 Severn Trent Water PLC 60,427 1,024 Smith & Nephew PLC 175,479 1,484 Smiths Group PLC 107,917 1,743 Standard Chartered PLC 197,728 4,152 Tesco PLC 1,376,566 7,330 Unilever PLC 477,377 4,829 United Utilities PLC 99,658 1,100 (3) Vodafone Group PLC 11,087,405 29,109 Wm. Morrison Supermarkets 434,304 1,257 Wolseley PLC 100,048 2,035 WPP Group PLC 214,518 2,107 ----------- 375,370 UNITED STATES 0.0% ------------------------------------------------------------------------- o Novelis, Inc. 1 -- FOREIGN PREFERRED STOCK 0.1% of net assets GERMANY 0.1% ------------------------------------------------------------------------- o Henkel KGaA 12,100 1,042 WARRANTS 0.0% of net assets FRANCE 0.0% ------------------------------------------------------------------------- >o Casino Guichard Perrachon SA, Expires 12/15/05 1,026 -- UNITED STATES 0.0% ------------------------------------------------------------------------- o NTL, Inc., Series A, Expires 01/13/11 48 --
FACE SECURITY AMOUNT RATE, MATURITY DATE ($ X 1,000) SHORT-TERM INVESTMENT 0.3% of net assets Wachovia Bank, Grand Cayman Time Deposit 3.48%, 11/01/05 4,247 4,247
END OF INVESTMENTS. At October 31, 2005, all foreign securities were valued at fair value in accordance with board approved procedures (See Accounting Policies). 5 SCHWAB INTERNATIONAL INDEX FUND PORTFOLIO HOLDINGS continued
VALUE SECURITY AND NUMBER OF SHARES ($ X 1,000) COLLATERAL INVESTED FOR SECURITIES ON LOAN 6.2% of net assets SHORT-TERM INVESTMENT 6.2% ------------------------------------------------------------------------- Securities Lending Investment Fund 85,164,128 85,164
END OF COLLATERAL INVESTED FOR SECURITIES ON LOAN. 6 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 Capital Trust 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 f15169ctexv99wcert.txt EXHIBIT 99.CERT CERTIFICATIONS I, Evelyn Dilsaver, certify that: 1. I have reviewed this report on Form N-CSR of Schwab Capital Trust; 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 Capital Trust; 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 f15169ctexv99w906cert.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 Capital Trust ("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 f15169ctexv99wcodeeth.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 f15169ctnvcsrxpdfy.pdf FORM N-CSR PDF begin 644 f15169ctnvcsrxpdfy.pdf M)5!$1BTQ+C4-)>+CS],-"C(U,S$@,"!O8FH@/#PO3&EN96%R:7IE9"`Q+TP@ M,S`R.3`T.2]/(#(U,S8O12`U-S8Y.2].(#0X,"]4(#(Y-S@S.#`O2"!;(#DW M-B`Y-C`R73X^#65N9&]B:@T@("`@("`@#0IXF4@,C4V-2]0-KL?`M4$V>^^,PDDTPF#R8)Q(AH0WA#L$&P M8K5N"$$#`H*"1$2;@"*H54!KL>HVP8#AY:+X1-H"!4K58K#8XA9M1%!KU2)6 MB]N68E1J6UNEME9W>]O_-Y,$HJ+KGKWW_L\]9\,Q,_/[ON_W?@8B!$$T"*(7 M0R@$P;40`0V_"`!C070(ZZ7#$`)A2LS(QZ2$2J*'GOR2V*]Z;PC""J!_\S7$ M$D&78'1G!NU\(`0=*H,D)JF=EN0QB##[50I=A2"[,(JGYT,"28G'K]+MUT,? 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