0001047469-12-000882.txt : 20120213 0001047469-12-000882.hdr.sgml : 20120213 20120213090827 ACCESSION NUMBER: 0001047469-12-000882 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120213 DATE AS OF CHANGE: 20120213 EFFECTIVENESS DATE: 20120213 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Cain Brothers Asset Management, LLC CENTRAL INDEX KEY: 0001513702 IRS NUMBER: 271150449 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14424 FILM NUMBER: 12595451 BUSINESS ADDRESS: STREET 1: 360 MADISON AVENUE STREET 2: 5TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10017 BUSINESS PHONE: 212-869-5600 MAIL ADDRESS: STREET 1: 360 MADISON AVENUE STREET 2: 5TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10017 13F-HR 1 a2207163z13f-hr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 12.31.2011 ----------------------- Check Here if Amendment / /; Amendment Number: --------- This Amendment (Check only one.): / / is a restatement. / / adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Cain Brothers Asset Management, LLC ----------------------------------- Address: 360 Madison Ave., 5th Floor ----------------------------------- New York, NY 10017 ----------------------------------- Form 13F File Number: 28-14424 --------------------- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Charity A. Davidenko ------------------------------- Title: CCO ------------------------------- Phone: 212-981-6937 ------------------------------- Signature, Place, and Date of Signing: /s/ Charity A. Davidenko New York, NY 2/13/2012 ------------------------------- ----------------- ------------ [Signature] [City, State] [Date] Report Type (Check only one.): /X/ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) / / 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) / / 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: N/A FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 -------------------- Form 13F Information Table Entry Total: 21 -------------------- Form 13F Information Table Value Total: 975519 -------------------- (thousands) List of Other Included Managers: NONE Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. inftable - 12-31-11 CD FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------ -------------- --------- -------- -------- --- ---- ------- -------- ------- -------- -------- CURRENCYSHARES EURO TR EURO SH Equity 23130C108 22756 176500 SH CALL Sole 176500 ENERGY SELECT SECTOR SPDR Equity 81369Y506 5876 85000 SH CALL Sole 85000 ISHARES SILVER TRUST ISHARES Equity 46428Q109 26935 1000000 SH CALL Sole 1000000 ISHARES SILVER TRUST ISHARES Equity 46428Q109 12255 455000 SH CALL Sole 455000 ISHARES TR MSCI EMERG MKT Equity 464287234 59566 1570000 SH CALL Sole 1570000 ISHARES TR MSCI EMERG MKT Equity 464287234 4553 120000 SH CALL Sole 120000 MARKET VECTORS GOLD MINERS ETF Equity 57060U100 10280 200000 SH CALL Sole 200000 POWERSHARES QQQ TRUST UNIT SER Equity 73935A104 42427 760000 SH CALL Sole 760000 POWERSHARES QQQ TRUST UNIT SER Equity 73935A104 61408 1100000 SH CALL Sole 1100000 POWERSHARES QQQ TRUST UNIT SER Equity 73935A104 14515 260000 SH CALL Sole 260000 PROSHARES TR PSHS ULTSH 20YRS Equity 74347R297 903 50000 SH CALL Sole 50000 PROSHARES TR PSHS ULTSH 20YRS Equity 74347R297 9061 502000 SH CALL Sole 502000 SELECT SECTOR SPDR TR SBI INT- Equity 81369Y704 25511 755000 SH CALL Sole 755000 SELECT SECTOR SPDR TR SBI INT- Equity 81369Y704 27032 800000 SH CALL Sole 800000 SPDR S&P 500 ETF TR TR UNIT Equity 78462F103 51793 412000 SH CALL Sole 175000 237000 SPDR S&P 500 ETF TR TR UNIT Equity 78462F103 163423 1300000 SH CALL Sole 1300000 SPDR S&P 500 ETF TR TR UNIT Equity 78462F103 179765 1430000 SH CALL Sole 1430000 SPDR S&P 500 ETF TR TR UNIT Equity 78462F103 226278 1800000 SH CALL Sole 1800000 UNITED STATES OIL FUND LP UNIT Equity 91232N108 10030 263000 SH CALL Sole 263000 UNITED STATES OIL FUND LP UNIT Equity 91232N108 6750 177000 SH CALL Sole 177000 UTILITIES SELECT SECTOR SPDR Equity 81369Y886 14404 400000 SH CALL Sole 400000
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