-----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,
WDX+skdBs/fjW7V9b+dlX2xphK3HhgftWq0fH7ZfI5GpeeX03AwTDL0DUHdvWaMd
dB0gkg/dfh9sSselCGdw+Q==
Investment Company Act file number 811-4171 Credit Suisse Cash Reserve Fund, Inc. c/o Credit Suisse Asset Management, LLC Registrant's telephone number, including area code: 212-875-3500 Date of fiscal year-end: December 31st Date of reporting period: January 1, 2006 to March 31, 2006 Item 1. Schedule of Investments
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549
FORM N-QQUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY
(Exact name of registrant as specified in charter)
466 Lexington Avenue, New York, New York 10017
(Address of principal executive offices) (Zip code)
J. Kevin Gao
466 Lexington Avenue, New York, New York 10017
(Name and address of agent for service)
Credit Suisse Cash Reserve
Fund
Schedule of Investments
March 31, 2006 (unaudited)
Par
Ratings
(000)
(S&P/Moody's)
Maturity
Rate%
Value
COMMERCIAL PAPER (48.4%)
Asset Backed (48.4%)
$ 2,000
Beethoven Funding
Corp.
(A-1,
P-1)
04/11/06
4.615
$
1,997,450
2,000
Belmont Funding
LLC
(A-1,
P-1)
04/20/06
4.759
1,994,997
2,000
Broadhollow Funding
LLC
(A-1+,
P-1)
04/10/06
4.716
1,997,650
2,000
Buckingham CDO
LLC
(A-1+,
P-1)
04/24/06
4.790
1,993,905
2,000
Davis Square Funding
III Corp.
(A-1+,
P-1)
04/27/06
4.798
1,993,110
2,000
Dorada Finance,
Inc.
(A-1+,
P-1)
04/04/06
4.459
1,999,265
2,000
Giro Funding US
Corp.
(A-1,
P-1)
04/21/06
4.770
1,994,722
2,000
Golden Fish
LLC
(A-1,
P-1)
04/18/06
4.677
1,995,618
2,000
Harwood Street Funding
LLC
(A-1+,
P-1)
04/25/06
4.783
1,993,653
2,000
KKR Pacific Funding
Trust
(A-1+,
A-1)
04/13/06
4.729
1,996,860
2,000
Park Granada
LLC
(A-1+,
P-1)
04/06/06
4.628
1,998,719
2,000
Perry Global Funding
LLC
(A-1+,
P-1)
04/20/06
4.759
1,994,997
2,000
Witherspoon CDO Funding
Corp.
(A-1+,
P-1)
09/15/06
4.786
2,000,000
TOTAL COMMERCIAL PAPER (Cost $25,950,946)
25,950,946
CERTIFICATES
OF DEPOSIT (3.7%)
Banks (3.7%)
2,000
Barclays Bank PLC (Cost
$2,000,000)
(A-1+,
P-1)
02/13/07
5.010
2,000,000
VARIABLE RATE CORPORATE OBLIGATIONS (28.0%)
Finance (24.3%)
2,000
Bank of America NA,
Series BKNT, Notes #
(AA,
Aa1)
05/08/06
4.560
2,000,000
2,000
Bank One NA
#
(AA-,
Aa2)
04/18/06
4.700
2,000,122
1,000
CIT Group, Inc. Series
MTN, Global Senior Notes #
(A, A2)
05/31/06
4.960
1,000,570
2,000
Citigroup, Inc.
#
(AA-,
Aa1)
05/19/06
4.895
2,000,461
2,000
Five Finance, Inc.
Series MTN, Company Guaranteed Notes #
(AAA,
Aaa)
09/15/06
4.699
1,999,809
2,000
Goldman Sachs Group,
Inc. Series MTNB, Notes #
(A+,
Aa3)
04/03/06
4.670
2,000,594
2,000
Sigma Finance, Inc.
Series MTN1, Company Guaranteed Notes #
(AAA,
Aaa)
06/22/06
4.895
2,000,000
13,001,556
Mortgage Backed Securities (3.7%)
2,000
Wind Master Trust Notes
Series 2006-I3, Class A1 #
(A-1+,
P-1)
08/25/06
4.818
2,000,000
TOTAL VARIABLE RATE CORPORATE OBLIGATIONS (Cost
$15,001,556)
15,001,556
REPURCHASE AGREEMENT (19.8%)
10,633
Goldman Sachs Tri Party
Repo (Agreement dated 3/31/06 to be
repurchased
at $10,633,397, collateralized by $10,937,000 Federal
National
Mortgage Assoc. 4.25% due 05/15/2009. Market value of
collateral
is $10,846,065 (Cost $10,633,000)
(A-1+,
P-1)
04/03/06
4.750
10,633,000
TOTAL INVESTMENTS AT VALUE (99.9%) (Cost
$53,585,502)
53,585,502
OTHER ASSETS IN EXCESS OF LIABILITIES (0.1%)
39,351
NET ASSETS (100.0%)
$
53,624,853
Average Weighted
Maturity - 30 days (unaudited)
Credit Suisse Cash Reserve
Fund
Schedule of Investments
(continued)
March 31, 2006
(unaudited)
INVESTMENT
ABBREVIATIONS
BKNT = Bank Notes
MTN = Medium Term Notes
MTNB = Medium Term
Notes, Series B
MTN1 = Medium Term
Notes, Series 1
Credit ratings given by the Standard & Poors Division
of The McGraw-Hill Companies, Inc. (S&P) and
Moodys Investors Service, Inc. (Moodys) are
unaudited.
#
The interest rate is as of March 31, 2006 and the maturity
date is the later of the next interest readjustment
date
or the date the principal amount can be recovered through
demand.
Security Valuation The net asset value of the Fund is determined
at 12:00 noon eastern time and at the close of regular trading on the New
York Stock Exchange, Inc. on Monday through Friday, except for the days
the following holidays are observed: New Years Day, Martin Luther King
Jr.s Birthday, Presidents Day, Good Friday, Memorial Day, Independence
Day, Labor Day, Columbus Day, Veterans Day, Thanksgiving Day and
Christmas Day. The Funds investments are valued under the amortized cost
method, which has been determined by the Funds Board of Directors to
represent the fair value of the Funds investments. Amortized cost
involves valuing a Funds holding initially at its cost and then assuming
a constant amortization to maturity of any discount or premium. The
amortized cost method ignores any impact of fluctuating interest rates.
The Board of Directors has established procedures intended to stabilize
the Funds net asset value for purposes of sales and redemption at $1.00
per share. These procedures include review by the Board of Directors, at
such intervals as it deems appropriate, to determine the extent, if any,
to which the Funds net asset value per share calculated by using
available market quotations deviates from $1.00 per share. In the event
such deviation exceeds 1/2 of 1%, the Board of Directors will promptly
consider what action, if any, should be
initiated.
Other information regarding the Fund is available in the Funds most recent Report to Shareholders. This information is also available on the Funds website at http://www.credit-suisse.com/us as well as on the website of the Securities and Exchange Commission http://www.sec.gov. |
Item 2. Controls and Procedures.
(a) As of a date within 90 days from the filing date of this report, the principal executive officer and principal financial officer concluded that the registrant's disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940 (the "Act")), were effective based on their evaluation of the disclosure controls and procedures required by Rule 30a-3(b) under the Act and Rules 13a-15(b) or 15d-15(b) under the Securities and Exchange Act of 1934.
(b) There were no changes in the registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the Act) that occurred during the registrant's last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant's internal control over financial reporting.
Item 3. Exhibits.
The certifications of the registrant as required by Rule 30a-2(a) under the Act are exhibits to this report.
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) Credit Suisse Cash Reserve Fund, Inc.
/s/ Steven Plump
Name: Steven Plump
Title: Chief Executive Officer
Date: May 26, 2006
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.
/s/ Steven Plump
Name: Steven Plump
Title: Chief Executive Officer
Date: May 26, 2006
/s/ Michael A. Pignataro
Name: Michael A. Pignataro
Title: Chief Financial Officer
Date: May 26, 2006
I, Steven Plump, certify that:
Date: May 26, 2006
/s/ Steven Plump
Name: Steven Plump
Title: Chief Executive Officer
I, Michael A. Pignataro, certify that:
Date: May 26, 2006
/s/ Michael A. Pignataro
Name: Michael A. Pignataro
Title: Chief Financial Officer