13F-HR 1 main34.txt SAGE CAPITAL MANAGEMENT, LLC 13F-HR REPORT FOR THE QUARTER ENDED SEPTEMBER 30, 2012 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, 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: 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 6,2012 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: 46 Form 13F Information Table Value Total: 81547 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 ALLIANCE DATA SR UNS CONV 1.75 CONVRT BONDS 018581AD0 1995 1100000 SH SOLE 1100000 0 0 D AMD SER B SR GLOBAL CONV 6% CONVRT BONDS 007903AL1 1218 1200000 SH SOLE 1200000 0 0 D ANNALY CAPITAL SR UNS GLOBAL CONVRT BONDS 035710AA0 2417 1900000 SH SOLE 1900000 0 0 D BIOMARIN PHARM SENIOR SUB CONV CONVRT BONDS 09061GAD3 3438 1650000 SH SOLE 1650000 0 0 D BOSTON PROP LP SR UNS CONV CONVRT BONDS 10112RAG9 1320 1150000 SH SOLE 1150000 0 0 D CACI INTL INC SER B SENIOR SUB CONVRT BONDS 127190AD8 1229 1100000 SH SOLE 1100000 0 0 D CADENCE DESIGN SR UNS GLOBAL C CONVRT BONDS 127387AJ7 3281 1850000 SH SOLE 1850000 0 0 D CEMEX SAB SER B SUB DEB 4.875% CONVRT BONDS 151290AV5 742 750000 SH SOLE 750000 0 0 D CEMEX SAB SR UNS CONV 3.25% CONVRT BONDS 151290BB8 743 750000 SH SOLE 750000 0 0 D CHEMED CORP SER B SR UNS CONV CONVRT BONDS 16359RAC7 790 750000 SH SOLE 750000 0 0 D COVANTA HOLDING SR UNS CONV CONVRT BONDS 22282EAC6 1344 1150000 SH SOLE 1150000 0 0 D CRE VS 2X VIX ST ETN'S 22542D761 349 229500 SH SOLE 229500 0 0 D CUBIST PHARM SR UNS CONV 2.5% CONVRT BONDS 229678AD9 3490 2000000 SH SOLE 2000000 0 0 D DENDREON CORP SR UNS CONV CONVRT BONDS 24823QAC1 681 1025000 SH SOLE 1025000 0 0 D DEVELOPERS DIVERSIFIED SR UNS CONVRT BONDS 251591AX1 1725 1550000 SH SOLE 1550000 0 0 D ELECTRONIC ARTS SER B SR UNS CONVRT BONDS 285512AA7 1420 1550000 SH SOLE 1550000 0 0 D EMC CORP SR UNS CONV 1.75% CONVRT BONDS 268648AM4 2662 1550000 SH SOLE 1550000 0 0 D ENDO PHARMA HLDG SER B SENIOR CONVRT BONDS 29264FAB2 1772 1450000 SH SOLE 1450000 0 0 D ENPRO INDUSTRIES SER B SR UNS CONVRT BONDS 29355XAB3 1946 1575000 SH SOLE 1575000 0 0 D GEN CABLE CORP Exch SUB DEB CO CONVRT BONDS 369300AL2 564 530000 SH SOLE 530000 0 0 D GEN CABLE CORP SR UNS 0.875% CONVRT BONDS 369300AD0 1546 1550000 SH SOLE 1550000 0 0 D GILEAD SCIENCES SER B SR UNS CONVRT BONDS 375558AN3 2860 1900000 SH SOLE 1900000 0 0 D HANOVER COMPRESSOR SR UNS CONV CONVRT BONDS 410768AE5 1509 1500000 SH SOLE 1500000 0 0 D HERTZ GLOBAL HLD SR UNS 5.25% CONVRT BONDS 42805TAA3 1773 1000000 SH SOLE 1000000 0 0 D KNIGHT CAPITAL SENIOR SUB CONVRT BONDS 499005AE6 862 950000 SH SOLE 950000 0 0 D L-3 COMMUNICATIONS CODES CONVRT BONDS 502413AW7 1153 1150000 SH SOLE 1150000 0 0 D LEUCADIA NATL SER B SENIOR SUB CONVRT BONDS 527288AX2 1303 1150000 SH SOLE 1150000 0 0 D LIBERTY MEDIA SER B SR UNS CON CONVRT BONDS 530718AF2 2855 2050000 SH SOLE 2050000 0 0 D MICROCHIP TECH SER B JUNIOR CONVRT BONDS 595017AB0 1886 1500000 SH SOLE 1500000 0 0 D MICRON TECH SR UNS CONV 1.875% CONVRT BONDS 595112AK9 1161 1300000 SH SOLE 1300000 0 0 D MYLAN INC SER B SR UNS 3.75% CONVRT BONDS 628530AJ6 4118 2150000 SH SOLE 2150000 0 0 D NATL FINANCIAL SER B SR UNS CO CONVRT BONDS 63607PAC3 2293 1550000 SH SOLE 1550000 0 0 D NEXTERA ENERGY INC CONV PFD PRFD STK (CONVRT 65339F887 992 19400 SH SOLE 19400 0 0 D NOVELLUS SYS SER B SR UNS CONV CONVRT BONDS 670008AD3 1273 1150000 SH SOLE 1150000 0 0 D OMNICARE INC SENIOR SUB CONV CONVRT BONDS 681904AN8 2402 1700000 SH SOLE 1700000 0 0 D PDL BIO PHARMA SR UNS GLOBAL CONVRT BONDS 69329YAC8 1904 1550000 SH SOLE 1550000 0 0 D PRS ULT LEH20+YR US ETF'S - US TR 74347R297 1177 75500 SH SOLE 75500 0 0 D RAMBUS INC SR UNS CONV 5% CONVRT BONDS 750917AC0 751 750000 SH SOLE 750000 0 0 D REGIS CORP SR UNS CONV 5% CONVRT BONDS 758932AA5 1572 1200000 SH SOLE 1200000 0 0 D SBA COMMUNICATIO SR UNS 4% CONVRT BONDS 78388JAM8 2331 1100000 SH SOLE 1100000 0 0 D SPDR BARCLAYS CAPTL CONV BND US ETF'S - US TR 78464A359 2984 75400 SH SOLE 75400 0 0 D TIME WARNER TELE SR UNS CONV CONVRT BONDS 887319AC5 2189 1550000 SH SOLE 1550000 0 0 D UAL CORP SR UNS CONV 6% CONVRT BONDS 902549AJ3 1759 750000 SH SOLE 750000 0 0 D UTILITIES SELECT SEC TOR SPDR US ETF'S - US TR 81369Y886 1235 33940 SH SOLE 33940 0 0 D VIRGIN MEDIA INC SR UNS GLOBAL CONVRT BONDS 92769LAB7 3443 2000000 SH SOLE 2000000 0 0 D XILINX INC SER B JUNIOR SUB CONVRT BONDS 983919AD3 1090 910000 SH SOLE 910000 0 0 S REPORT SUMMARY 46 DATA RECORDS 81547 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED