13F-HR 1 a2214567z13f-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: 3/31/13 ----------------------- 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 4/23/13 ------------------------------ ---------------- ---------------- [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: 13 -------------------- Form 13F Information Table Value Total: 97830 -------------------- (thousands) List of Other Included Managers: 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. FORM 13F INFORMATION TABLE

~~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 ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ISHARES IBOXX H/Y CORP BOND Equity 464288513 18692 200000 SH CALL Sole 180000 20000 ISHARES SILVER TRUST ISHARES Equity 46428Q109 4406 150000 SH CALL Sole 135000 15000 ISHARES SILVER TRUST ISHARES Equity 46428Q109 4097 139500 SH CALL Sole 121000 18500 ISHARES SILVER TRUST ISHARES Equity 46428Q109 4406 150000 SH CALL Sole 131500 18500 ISHARES TR MSCI EAFE INDEX Equity 464287465 ~~2848~~2951 50000 SH CALL Sole 50000 ISHARES TR MSCI EAFE INDEX Equity 464287465 ~~2876~~2981 50500 SH CALL Sole 50500 ISHARES TR MSCI EAFE INDEX Equity 464287465 ~~5126~~5754 ~~90000~~97500 SH CALL Sole ~~90000~~97500 ISHARES TR MSCI EAFE INDEX Equity 464287465 ~~5667~~5902 ~~99500~~100000 SH CALL Sole ~~99500~~100000 ISHARES TR MSCI EAFE INDEX Equity 464287465 855991 ~~1500 SH CALL Sole 1500 ISHARES TR MSCI EAFE INDEX Equity 464287465 5780~~ 101500 SH CALL Sole 101500 ISHARES TR MSCI EMERG MKT Equity 464287234 ~~1623~~1303 ~~36500~~30500 SH CALL Sole ~~21500~~30500 ~~15000~~ ISHARES TR MSCI EMERG MKT Equity 464287234 ~~1868~~1281 ~~42000~~30000 SH CALL Sole ~~5500 36500 ISHARES TR MSCI EMERG MKT Equity 464287234 2446 55000 SH CALL Sole~~ 30000 ~~25000~~ ISHARES TR MSCI EMERG MKT Equity 464287234 ~~1401~~1345 31500 SH CALL Sole 31500 ISHARES TR MSCI EMERG MKT Equity 464287234 4443 1000 SH CALL Sole 1000 ISHARES TR MSCI EMERG MKT Equity 464287234 ~~1356~~1303 30500 SH CALL Sole 30500 ISHARES TR MSCI EMERG MKT Equity 464287234 6004 135000 SH CALL Sole 135000 ISHARES TR MSCI EMERG MKT Equity 464287234 16167 363500 SH CALL Sole 363500 ISHARES TR MSCI EMERG MKT Equity 464287234 10007 225000 SH CALL Sole 225000 POWERSHARES QQQ TRUST UNIT SER Equity 73935A104 ~~52100~~31039 ~~800000~~450000 SH CALL Sole ~~726200~~405000 ~~73800~~45000 POWERSHARES QQQ TRUST UNIT SER Equity 73935A104 ~~16281~~6898 ~~250000~~100000 SH CALL Sole ~~225000~~85000 ~~25000~~15000 POWERSHARES QQQ TRUST UNIT SER Equity 73935A104 ~~39075~~31039 ~~600000~~450000 SH CALL Sole ~~551000~~411200 49000 POWERSHARES QQQ TRUST UNIT SER Equity 73935A104 13025 200000 SH CALL Sole 180000 20000 UNITED STATES OIL FUND LP UNIT Equity 91232N108 5711 171000 SH CALL Sole 147500 23500 UNITED STATES OIL FUND LP UNIT Equity 91232N108 3340 100000 SH PUT Sole 90000 1000038800

Page 1

Filing Compare · BPV Resources, LLC