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.) 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