0001324360-11-000005.txt : 20111107 0001324360-11-000005.hdr.sgml : 20111107 20111107103640 ACCESSION NUMBER: 0001324360-11-000005 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111107 DATE AS OF CHANGE: 20111107 EFFECTIVENESS DATE: 20111107 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Sage Capital Management, LLC CENTRAL INDEX KEY: 0001324360 IRS NUMBER: 200570637 STATE OF INCORPORATION: FL FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11363 FILM NUMBER: 111183195 BUSINESS ADDRESS: STREET 1: 1280 N. PALM AVENUE CITY: SARASOTA STATE: FL ZIP: 34236 BUSINESS PHONE: 9419521032 MAIL ADDRESS: STREET 1: 1280 N. PALM AVENUE CITY: SARASOTA STATE: FL ZIP: 34236 13F-HR 1 main30.txt 13F-HR REPORT FOR THE QUARTER ENDED SEPTEMBER 30, 2011 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: SEPTEMBER 30, 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: SAGE CAPITAL MANAGEMENT, LLC Address: 665 S. ORANGE AVENUE, SUITE 3 SARASOTA, FL 34236 13 File Number: 028-11363 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 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: MICHAEL C. IPPOLITO, CFA Title: CHIEF COMPLIANCE OFFICER Phone: 941-952-1032 Signature, Place and Date of Signing: MICHAEL C. IPPOLITO, CFA SARASOTA, FL NOVEMBER 4, 2011 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934 FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 44 Form 13F Information Table Value Total: 76539 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 DISCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- -------- --- ---- -------- --------- -------- -------- -------- D ALCATEL LUCENT 2.75% SER A UNS CONVRT BONDS 549463AG2 1268 1500000 SH SOLE 1500000 0 0 D ALCOA INC SR UNS CONV 5.25 CONVRT BONDS 013817AT8 1230 750000 SH SOLE 750000 0 0 D ALERE INC SER B SENIOR SUB 3% CONVRT BONDS 01449JAA3 1349 1550000 SH SOLE 1550000 0 0 D ALLIANCE DATA SR UNS CONV 1.75 CONVRT BONDS 018581AD0 2535 2000000 SH SOLE 2000000 0 0 D ADVANCED MICRO SER B SR UNS CONVRT BONDS 007903AN7 2576 2550000 SH SOLE 2550000 0 0 D ARVINMERITOR INC SER B UNS CONVRT BONDS 043353AF8 1182 1550000 SH SOLE 1550000 0 0 D BIOMARIN PHARM SENIOR SUB CONV CONVRT BONDS 09061GAD3 3413 2050000 SH SOLE 2050000 0 0 D BROOKDALE SR UNS CONV 2.75% CONVRT BONDS 112463AA2 1800 2400000 SH SOLE 2400000 0 0 D CENTRAL EUROPEAN SR UNS CONV 3 CONVRT BONDS 153435AA0 700 1000000 SH SOLE 1000000 0 0 D CEPHALON INC SENIOR SUB CONV 2 CONVRT BONDS 156708AP4 2099 1200000 SH SOLE 1200000 0 0 D CHESAPEAKE ENERGY SR UNS 2.25% CONVRT BONDS 165167CB1 1264 1500000 SH SOLE 1500000 0 0 D CONSUMER STAPLES SPD R US ETF'S - US TR 81369Y308 454 15310 SH SOLE 15310 0 0 D COVANTA HOLDING SR UNS CONV CONVRT BONDS 22282EAC6 2235 2050000 SH SOLE 2050000 0 0 D CUBIST PHARM SR UNS CONV 2.5% CONVRT BONDS 229678AD9 2591 1900000 SH SOLE 1900000 0 0 D DENDREON CORP SR UNS CONV CONVRT BONDS 24823QAC1 1088 1500000 SH SOLE 1500000 0 0 D DRYSHIPS INC SR UNS CONV 5% CONVRT BONDS 262498AB4 732 1200000 SH SOLE 1200000 0 0 D ENDO PHARMA HLDG SER B SENIOR CONVRT BONDS 29264FAB2 1580 1400000 SH SOLE 1400000 0 0 D ENZON PHARMACEUT SER B SR UNS CONVRT BONDS 293904AE8 1994 1950000 SH SOLE 1950000 0 0 D GEN CABLE CORP Exch SUB DEB CO CONVRT BONDS 369300AL2 1534 1700000 SH SOLE 1700000 0 0 D HERTZ GLOBAL HLD SR UNS CONV 5 CONVRT BONDS 42805TAA3 1296 1000000 SH SOLE 1000000 0 0 D HOLOGIC INC SR UNS CONV VRN CONVRT BONDS 436440AA9 1506 1600000 SH SOLE 1600000 0 0 D ISIS PHARMA SER B SUB DEB CONVRT BONDS 464337AE4 1736 1950000 SH SOLE 1950000 0 0 D LIBERTY MEDIA SER B SR UNS CON CONVRT BONDS 530718AF2 2209 2050000 SH SOLE 2050000 0 0 D LIVE NATION INC SER B SR UNS C CONVRT BONDS 538034AB5 1024 1150000 SH SOLE 1150000 0 0 D MASTEC INC SR UNS CONV 4% CONVRT BONDS 576323AL3 2369 1800000 SH SOLE 1800000 0 0 D MF GLOBAL HLDGS SR UNS CONV CONVRT BONDS 55277JAB4 1219 1550000 SH SOLE 1550000 0 0 D MYLAN INC SER B SR UNS CONV 3. CONVRT BONDS 628530AJ6 3126 2150000 SH SOLE 2150000 0 0 D NATL FINANCIAL SER B SR UNS CO CONVRT BONDS 63607PAC3 1443 1350000 SH SOLE 1350000 0 0 D NII HOLDINGS SER B SR UNS GLOB CONVRT BONDS 62913FAJ1 1869 1850000 SH SOLE 1850000 0 0 D NUVASIVE INC SR UNS CONV 2.75% CONVRT BONDS 670704AC9 965 1150000 SH SOLE 1150000 0 0 D OMNICARE INC SENIOR SUB CONV CONVRT BONDS 681904AN8 1227 1100000 SH SOLE 1100000 0 0 D PDL BIO PHARMA SR UNS GLOBAL CONVRT BONDS 69329YAC8 1652 1750000 SH SOLE 1750000 0 0 D PRS ULT LEH20+YR US ETF'S - US TR 74347R297 2531 130200 SH SOLE 130200 0 0 D SBA COMMUNICATIO SR UNS CONV 4 CONVRT BONDS 78388JAM8 2583 2000000 SH SOLE 2000000 0 0 D SPDR BARCLAYS CAPTL CONV BND US ETF'S - US TR 78464A359 2735 76750 SH SOLE 76750 0 0 D STERLITE INDUSTRIES SR UNS 4% CONVRT BONDS 859737AB4 2028 2400000 SH SOLE 2400000 0 0 D SYNNEX CORP SER B SR UNS CONV CONVRT BONDS 87162WAB6 2135 1950000 SH SOLE 1950000 0 0 D TIME WARNER TELE SR UNS CONV 2 CONVRT BONDS 887319AC5 1258 1150000 SH SOLE 1150000 0 0 D TYSON FOODS INC SR UNS CONV CONVRT BONDS 902494AP8 1563 1300000 SH SOLE 1300000 0 0 D UNITED RENTALS SR UNS CONV 4% CONVRT BONDS 911363AL3 1931 1150000 SH SOLE 1150000 0 0 D UTILITIES SELECT SEC TOR SPDR US ETF'S - US TR 81369Y886 1541 45840 SH SOLE 45840 0 0 D VIRGIN MEDIA INC SR UNS GLOBAL CONVRT BONDS 92769LAB7 1961 1300000 SH SOLE 1300000 0 0 D WESTERN REFINING SR UNS CONV CONVRT BONDS 959319AC8 2176 1600000 SH SOLE 1600000 0 0 D WILSON GREATBATC SER B SUB DEB CONVRT BONDS 39153LAB2 832 850000 SH SOLE 850000 0 0 S REPORT SUMMARY 44 DATA RECORDS 76539 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED