0001144204-12-029502.txt : 20120515
0001144204-12-029502.hdr.sgml : 20120515
20120515160253
ACCESSION NUMBER: 0001144204-12-029502
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120331
FILED AS OF DATE: 20120515
DATE AS OF CHANGE: 20120515
EFFECTIVENESS DATE: 20120515
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Cai Capital Management, Inc.
CENTRAL INDEX KEY: 0001535242
IRS NUMBER: 452573465
STATE OF INCORPORATION: NY
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-14766
FILM NUMBER: 12844509
BUSINESS ADDRESS:
STREET 1: 200 EAST 33RD STREET
STREET 2: UNIT 18-I
CITY: NEW YORK
STATE: NY
ZIP: 10016
BUSINESS PHONE: 214-282-3548
MAIL ADDRESS:
STREET 1: 200 EAST 33RD STREET
STREET 2: UNIT 18-I
CITY: NEW YORK
STATE: NY
ZIP: 10016
13F-HR
1
v312041_13fhr.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: March 31, 2012.
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: Cai Capital Management, Inc.
Address: 600 Third Avenue, 2nd Floor, New York, NY 10016.
Form 13F File Number: 028-14766
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: Christopher Wurtz
Title: President
Phone: 214-282-3548
Signature, Place and Date of Signing:
/s/ Christopher Wurtz New York, NY May 15, 2012
Note that the Information Table entry total and the Information Table value
total both exclude a significant number of the reporting manager's portfolio
positions which have been omitted by application of the de minimus rule
specified in Item 10 to the Form 13F instructions.
Report Type (Check one only):
[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).)
FORM 13F SUMMARY PAGE
Cai Capital Management, Inc.
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 150
Form 13F Information Table Value Total: $74,262
(thousands)
List of Other Included Managers:
None
2
Cai Capital Management, Inc.
FORM 13F INFORMATION TABLE
FOR THE QUARTER ENDED 03/31/2012
MARKET
TITLE OF VALUE SHARES/PRN SH/ PUT/ INVESTMENT OTHER VOTING
NAME OF ISSUER CLASS CUSIP (X1000) AMOUNT PRN CALL DISCRETION MANAGERS AUTHORITY
-----------------------------------------------------------------------------------------------------------------
3M CO Common Stock 88579Y10 499 5588 SH SOLE SOLE
ABBOTT LABORATORIES Common Stock 00282410 536 8747 SH SOLE SOLE
AES CORP Common Stock 00130H10 298 22775 SH SOLE SOLE
AFLAC INC Common Stock 00105510 767 16680 SH SOLE SOLE
AGCO CORP Common Stock 00108410 657 13919 SH SOLE SOLE
AKAMAI TECHNOLOGIES INC Common Stock 00971T10 286 7802 SH SOLE SOLE
ALLEGHENY TECHNOLOGIES INC Common Stock 01741R10 817 19850 SH SOLE SOLE
AMGEN INC Common Stock 03116210 302 4437 SH SOLE SOLE
ANALOG DEVICES INC Common Stock 03265410 370 9156 SH SOLE SOLE
APPLIED MATERIALS INC Common Stock 03822210 711 57172 SH SOLE SOLE
AT&T INC Common Stock 00206R10 344 11020 SH SOLE SOLE
ATMEL CORP Common Stock 04951310 420 42622 SH SOLE SOLE
AVALONBAY COMMUNITIES INC Common Stock 05348410 368 2600 SH SOLE SOLE
BANK OF AMERICA CORP Common Stock 06050510 833 87049 SH SOLE SOLE
BANK OF MONTREAL Common Stock 06367110 516 8680 SH SOLE SOLE
BAXTER INTERNATIONAL INC Common Stock 07181310 1059 17720 SH SOLE SOLE
BE AEROSPACE INC Common Stock 07330210 214 4606 SH SOLE SOLE
BECTON DICKINSON AND CO Common Stock 07588710 211 2722 SH SOLE SOLE
BOEING CO/THE Common Stock 09702310 644 8658 SH SOLE SOLE
BRE PROPERTIES INC Common Stock 05564E10 379 7502 SH SOLE SOLE
CA INC Common Stock 12673P10 548 19883 SH SOLE SOLE
CAPITAL ONE FINANCIAL CORP Common Stock 14040H10 504 9038 SH SOLE SOLE
CF INDUSTRIES HOLDINGS INC Common Stock 12526910 584 3199 SH SOLE SOLE
SCHWAB (CHARLES) CORP Common Stock 80851310 643 44730 SH SOLE SOLE
CME GROUP INC Common Stock 12572Q10 545 1884 SH SOLE SOLE
CHUBB CORP Common Stock 17123210 994 14377 SH SOLE SOLE
CIGNA CORP Common Stock 12550910 253 5133 SH SOLE SOLE
CINCINNATI FINANCIAL CORP Common Stock 17206210 427 12384 SH SOLE SOLE
CIT GROUP INC Common Stock 12558180 793 19220 SH SOLE SOLE
CITRIX SYSTEMS INC Common Stock 17737610 839 10627 SH SOLE SOLE
CONAGRA FOODS INC Common Stock 20588710 957 36451 SH SOLE SOLE
COVENTRY HEALTH CARE INC Common Stock 22286210 381 10722 SH SOLE SOLE
CREE INC Common Stock 22544710 210 6631 SH SOLE SOLE
CROWN CASTLE INTL CORP Common Stock 22822710 304 5698 SH SOLE SOLE
CULLEN/FROST BANKERS INC Common Stock 22989910 275 4730 SH SOLE SOLE
DEERE & CO Common Stock 24419910 804 9939 SH SOLE SOLE
DDR CORP Common Stock 23317H10 282 19284 SH SOLE SOLE
DONALDSON CO INC Common Stock 25765110 212 5921 SH SOLE SOLE
DOVER CORP Common Stock 26000310 415 6587 SH SOLE SOLE
DTE ENERGY COMPANY Common Stock 23333110 472 8570 SH SOLE SOLE
DU PONT (E.I.) DE NEMOURS Common Stock 26353410 757 14312 SH SOLE SOLE
DUKE ENERGY CORP Common Stock 26441C10 1186 56442 SH SOLE SOLE
EASTMAN CHEMICAL CO Common Stock 27743210 571 11039 SH SOLE SOLE
EATON VANCE CORP Common Stock 27826510 638 22318 SH SOLE SOLE
EBAY INC Common Stock 27864210 977 26475 SH SOLE SOLE
EDISON INTERNATIONAL Common Stock 28102010 436 10253 SH SOLE SOLE
ELI LILLY & CO Common Stock 53245710 438 10885 SH SOLE SOLE
ENTERGY CORP Common Stock 29364G10 1203 17904 SH SOLE SOLE
FEDERAL REALTY INVS TRUST Common Stock 31374720 563 5816 SH SOLE SOLE
FIFTH THIRD BANCORP Common Stock 31677310 689 49045 SH SOLE SOLE
FIRST NIAGARA FINANCIAL GRP Common Stock 33582V10 403 40971 SH SOLE SOLE
FRANKLIN RESOURCES INC Common Stock 35461310 621 5004 SH SOLE SOLE
FREEPORT-MCMORAN COPPER Common Stock 35671D85 705 18524 SH SOLE SOLE
GARDNER DENVER INC Common Stock 36555810 287 4555 SH SOLE SOLE
GENERAL ELECTRIC CO Common Stock 36960410 266 13245 SH SOLE SOLE
GENERAL GROWTH PROPERTIES Common Stock 37002310 188 11079 SH SOLE SOLE
GENWORTH FINANCIAL INC-CL A Common Stock 37247D10 281 33793 SH SOLE SOLE
GLOBAL PAYMENTS INC Common Stock 37940X10 469 9868 SH SOLE SOLE
HCP INC Common Stock 40414L10 1014 25687 SH SOLE SOLE
HEALTH CARE REIT INC Common Stock 42217K10 785 14275 SH SOLE SOLE
HENRY SCHEIN INC Common Stock 80640710 241 3189 SH SOLE SOLE
HEWLETT-PACKARD CO Common Stock 42823610 251 10547 SH SOLE SOLE
IAMGOLD CORP Common Stock 45091310 167 12545 SH SOLE SOLE
INTEGRYS ENERGY GROUP INC Common Stock 45822P10 261 4933 SH SOLE SOLE
INTERNATIONAL PAPER CO Common Stock 46014610 316 9000 SH SOLE SOLE
INTERPUBLIC GROUP OF COS INC Common Stock 46069010 115 10057 SH SOLE SOLE
IVANHOE MINES LTD Common Stock 46579N10 301 19163 SH SOLE SOLE
JABIL CIRCUIT INC Common Stock 46631310 402 16019 SH SOLE SOLE
JACOBS ENGINEERING GROUP INC Common Stock 46981410 253 5703 SH SOLE SOLE
JOHNSON CONTROLS INC Common Stock 47836610 331 10202 SH SOLE SOLE
KANSAS CITY SOUTHERN Common Stock 48517030 200 2794 SH SOLE SOLE
KENNAMETAL INC Common Stock 48917010 231 5189 SH SOLE SOLE
KINROSS GOLD CORP Common Stock 49690240 383 39224 SH SOLE SOLE
KRAFT FOODS INC-CLASS A Common Stock 50075N10 251 6597 SH SOLE SOLE
LAZARD LTD-CL A Common Stock G54050102 272 9529 SH SOLE SOLE
LEGG MASON INC Common Stock 52490110 333 11929 SH SOLE SOLE
LIMITED BRANDS INC Common Stock 53271610 489 10195 SH SOLE SOLE
LOCKHEED MARTIN CORP Common Stock 53983010 519 5781 SH SOLE SOLE
MACY'S INC Common Stock 55616P10 236 5928 SH SOLE SOLE
MCKESSON CORP Common Stock 58155Q10 496 5653 SH SOLE SOLE
MEDCO HEALTH SOLUTIONS INC Common Stock 58405U10 511 7273 SH SOLE SOLE
MEDTRONIC INC Common Stock 58505510 439 11208 SH SOLE SOLE
MERCK & CO. INC. Common Stock 58933Y10 781 20330 SH SOLE SOLE
METLIFE INC Common Stock 59156R10 810 21686 SH SOLE SOLE
MGM RESORTS INTERNATIONAL Common Stock 55295310 723 53069 SH SOLE SOLE
MICRON TECHNOLOGY INC Common Stock 59511210 354 43741 SH SOLE SOLE
MICROSOFT CORP Common Stock 59491810 672 20848 SH SOLE SOLE
MORGAN STANLEY Common Stock 61744644 1188 60473 SH SOLE SOLE
MOTOROLA SOLUTIONS INC Common Stock 62007630 937 18432 SH SOLE SOLE
NASDAQ OMX GROUP/THE Common Stock 63110310 310 11984 SH SOLE SOLE
NETAPP INC Common Stock 64110D10 506 11301 SH SOLE SOLE
NEWMONT MINING CORP Common Stock 65163910 985 19217 SH SOLE SOLE
ON SEMICONDUCTOR CORPORATION Common Stock 68218910 219 24307 SH SOLE SOLE
PANERA BREAD COMPANY-CLASS A Common Stock 69840W10 380 2359 SH SOLE SOLE
PARKER HANNIFIN CORP Common Stock 70109410 956 11311 SH SOLE SOLE
PAYCHEX INC Common Stock 70432610 402 12973 SH SOLE SOLE
PEOPLE'S UNITED FINANCIAL Common Stock 71270410 173 13091 SH SOLE SOLE
PEPCO HOLDINGS INC Common Stock 71329110 700 37070 SH SOLE SOLE
PEPSICO INC Common Stock 71344810 611 9214 SH SOLE SOLE
RALPH LAUREN CORP Common Stock 75121210 398 2282 SH SOLE SOLE
POTASH CORP OF SASKATCHEWAN Common Stock 73755L10 793 17375 SH SOLE SOLE
PRECISION CASTPARTS CORP Common Stock 74018910 472 2729 SH SOLE SOLE
PROCTER & GAMBLE CO/THE Common Stock 74271810 623 9263 SH SOLE SOLE
PROGRESS ENERGY INC Common Stock 74326310 820 15446 SH SOLE SOLE
QUALCOMM INC Common Stock 74752510 628 9227 SH SOLE SOLE
RED HAT INC Common Stock 75657710 347 5798 SH SOLE SOLE
REYNOLDS AMERICAN INC Common Stock 76171310 229 5527 SH SOLE SOLE
ROCKWELL AUTOMATION INC Common Stock 77390310 929 11651 SH SOLE SOLE
ROCKWOOD HOLDINGS INC Common Stock 77441510 254 4873 SH SOLE SOLE
ROYAL BANK OF CANADA Common Stock 78008710 396 6830 SH SOLE SOLE
ROYAL CARIBBEAN CRUISES LTD Common Stock V7780T103 247 8404 SH SOLE SOLE
NUANCE COMMUNICATIONS INC Common Stock 67020Y10 535 20920 SH SOLE SOLE
HUNTINGTON BANCSHARES INC Common Stock 44615010 130 20227 SH SOLE SOLE
SKYWORKS SOLUTIONS INC Common Stock 83088M10 532 19226 SH SOLE SOLE
SMITHFIELD FOODS INC Common Stock 83224810 310 14089 SH SOLE SOLE
SOLERA HOLDINGS INC Common Stock 83421A10 417 9087 SH SOLE SOLE
SOUTHWEST AIRLINES CO Common Stock 84474110 164 19935 SH SOLE SOLE
STANLEY BLACK & DECKER INC Common Stock 85450210 367 4764 SH SOLE SOLE
STARBUCKS CORP Common Stock 85524410 432 7731 SH SOLE SOLE
STARWOOD HOTELS & RESORTS Common Stock 85590A40 409 7251 SH SOLE SOLE
STERICYCLE INC Common Stock 85891210 312 3731 SH SOLE SOLE
SYNOPSYS INC Common Stock 87160710 262 8554 SH SOLE SOLE
TECK RESOURCES LTD-CLS B Common Stock 87874220 449 12574 SH SOLE SOLE
TECO ENERGY INC Common Stock 87237510 245 13978 SH SOLE SOLE
WALT DISNEY CO/THE Common Stock 25468710 432 9860 SH SOLE SOLE
THERMO FISHER SCIENTIFIC INC Common Stock 88355610 504 8937 SH SOLE SOLE
TIMKEN CO Common Stock 88738910 484 9546 SH SOLE SOLE
TJX COMPANIES INC Common Stock 87254010 492 12382 SH SOLE SOLE
TRAVELERS COS INC/THE Common Stock 89417E10 459 7760 SH SOLE SOLE
TE CONNECTIVITY LTD Common Stock H84989104 485 13201 SH SOLE SOLE
UNION PACIFIC CORP Common Stock 90781810 1225 11396 SH SOLE SOLE
UNITED PARCEL SERVICE-CL B Common Stock 91131210 338 4188 SH SOLE SOLE
UNITED TECHNOLOGIES CORP Common Stock 91301710 1121 13510 SH SOLE SOLE
UNITEDHEALTH GROUP INC Common Stock 91324P10 202 3423 SH SOLE SOLE
SLM CORP Common Stock 78442P10 517 32820 SH SOLE SOLE
VALSPAR CORP Common Stock 92035510 513 10632 SH SOLE SOLE
VARIAN MEDICAL SYSTEMS INC Common Stock 92220P10 277 4018 SH SOLE SOLE
VENTAS INC Common Stock 92276F10 665 11642 SH SOLE SOLE
VERISIGN INC Common Stock 92343E10 229 5964 SH SOLE SOLE
VERIZON COMMUNICATIONS INC Common Stock 92343V10 252 6585 SH SOLE SOLE
VF CORP Common Stock 91820410 633 4337 SH SOLE SOLE
WASTE MANAGEMENT INC Common Stock 94106L10 218 6242 SH SOLE SOLE
WESTERN DIGITAL CORP Common Stock 95810210 229 5544 SH SOLE SOLE
WESTERN UNION CO Common Stock 95980210 853 48484 SH SOLE SOLE
WILLIAMS-SONOMA INC Common Stock 96990410 215 5724 SH SOLE SOLE
WILLIS GROUP HOLDINGS PLC Common Stock G96666105 385 10998 SH SOLE SOLE
WINDSTREAM CORP Common Stock 97381W10 430 36704 SH SOLE SOLE
WYNDHAM WORLDWIDE CORP Common Stock 98310W10 280 6028 SH SOLE SOLE
XCEL ENERGY INC Common Stock 98389B10 663 25052 SH SOLE SOLE
ZIONS BANCORPORATION Common Stock 98970110 606 28223 SH SOLE SOLE