CHIEF COMPLIANCE OFFICER

0001398344-13-003347.txt : 20130723 0001398344-13-003347.hdr.sgml : 20130723 20130723140057 ACCESSION NUMBER: 0001398344-13-003347 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20130630 FILED AS OF DATE: 20130723 DATE AS OF CHANGE: 20130723 EFFECTIVENESS DATE: 20130723 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: 13981069 BUSINESS ADDRESS: STREET 1: 665 S. ORANGE AVENUE, SUITE 3 CITY: SARASOTA STATE: FL ZIP: 34236 BUSINESS PHONE: 9419521032 MAIL ADDRESS: STREET 1: 665 S. ORANGE AVENUE, SUITE 3 CITY: SARASOTA STATE: FL ZIP: 34236 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001324360 XXXXXXXX 06-30-2013 06-30-2013 false Sage Capital Management, LLC

665 S. Orange Avenue, Suite 3 SARASOTA FL 34236

13F HOLDINGS REPORT 028-11363 N MICHAEL C. IPPOLITO, CFA CHIEF COMPLIANCE OFFICER 941-952-1032 /s/ MICHAEL C. IPPOLITO, CFA SARASOTA FL 07-23-2013 0 44 95841 INFORMATION TABLE 2 fp0007723_13fhr-table.xml 13F INFORMATION TABLE AMTRUST FINANCIAL SERVICES I NOTE 5.500%12/1 032359AC5 1390 1000000 SH SOLE 1000000 0 0 AUXILIUM PHARMACEUTICALS INC NOTE 1.500% 7/1 05334DAA5 2174 2250000 SH SOLE 2250000 0 0 CUBIST PHARMACEUTICALS INC NOTE 2.500%11/0 229678AD9 3861 2200000 SH SOLE 2200000 0 0 CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 1943 1000000 SH SOLE 1000000 0 0 CENTRAL EUROPEAN MEDIA NOTE 5.000%11/1 153443AH9 957 1000000 SH SOLE 1000000 0 0 CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1 170032AT3 718 750000 SH SOLE 750000 0 0 COVANTA HLDG CORP NOTE 3.250% 6/0 22282EAC6 1941 1500000 SH SOLE 1500000 0 0 CEMEX SAB DE CV NOTE 3.250% 3/1 151290BB8 3410 2800000 SH SOLE 2800000 0 0 DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 1169 1000000 SH SOLE 1000000 0 0 ENCORE CAP GROUP INC NOTE 3.000%11/2 292554AC6 2761 2250000 SH SOLE 2250000 0 0 ENDO HEALTH SOLUTIONS INC NOTE 1.750% 4/1 29264FAB2 1335 1000000 SH SOLE 1000000 0 0 ENERSYS NOTE 3.375% 6/0 29275YAA0 2911 2200000 SH SOLE 2200000 0 0 FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 1975 1500000 SH SOLE 1500000 0 0 GOODRICH PETE CORP NOTE 5.000%10/0 382410AC2 1983 2000000 SH SOLE 2000000 0 0 GROUP 1 AUTOMOTIVE INC FRNT 2.250% 6/1 398905AE9 1196 1000000 SH SOLE 1000000 0 0 GREEN PLAINS RENEWABLE ENERG NOTE 5.750%11/0 393222AB0 2309 2000000 SH SOLE 2000000 0 0 HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 1838 1500 SH SOLE 1500 0 0 AFFORDABLE RESIDENTIAL CMNTY NOTE 7.500% 8/1 00828UAB9 3163 2500000 SH SOLE 2500000 0 0 HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 3004 1000000 SH SOLE 1000000 0 0 ICONIX BRAND GROUP INC NOTE 2.500% 6/0 451055AE7 1425 1250000 SH SOLE 1250000 0 0 INTERMUNE INC NOTE 2.500% 9/1 45884XAE3 1644 2000000 SH SOLE 2000000 0 0 JAKKS PAC INC NOTE 4.500%11/0 47012EAD8 2032 2000000 SH SOLE 2000000 0 0 ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 1389 74000 SH SOLE 74000 0 0 MICRON TECHNOLOGY INC DEBT 1.875% 6/0 595112AK9 1338 1000000 SH SOLE 1000000 0 0 MYLAN INC NOTE 3.750% 9/1 628530AJ6 4504 1900000 SH SOLE 1900000 0 0 NEXTERA ENERGY INC UNIT 09/01/2015 65339F887 1497 27000 SH SOLE 27000 0 0 NATIONAL FINL PARTNERS CORP NOTE 4.000% 6/1 63607PAC3 2852 1400000 SH SOLE 1400000 0 0 ANNALY CAP MGMT INC NOTE 4.000% 2/1 035710AA0 2012 1800000 SH SOLE 1800000 0 0 ENPRO INDS INC DBCV 3.938%10/1 29355XAB3 3764 2375000 SH SOLE 2375000 0 0 OMNICARE INC NOTE 3.750%12/1 681904AN8 2779 1500000 SH SOLE 1500000 0 0 PDL BIOPHARMA INC NOTE 3.750% 5/0 69329YAC8 3092 2500000 SH SOLE 2500000 0 0 ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 909 1000000 SH SOLE 1000000 0 0 RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 943 1000000 SH SOLE 1000000 0 0 SBA COMMUNICATIONS CORP NOTE 4.000%10/0 78388JAM8 3437 1400000 SH SOLE 1400000 0 0 STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 971 1000000 SH SOLE 1000000 0 0 TELEFLEX INC NOTE 3.875% 8/0 879369AA4 1350 1000000 SH SOLE 1000000 0 0 UNITED THERAPEUTICS CORP DEL NOTE 1.000% 9/1 91307CAF9 2906 2000000 SH SOLE 2000000 0 0 VOLCANO CORPORATION NOTE 1.750%12/0 928645AB6 1823 2000000 SH SOLE 2000000 0 0 VIROPHARMA INC NOTE 2.000% 3/1 928241AH1 3281 2000000 SH SOLE 2000000 0 0 WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 2697 2900000 SH SOLE 2900000 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 1791 1500 SH SOLE 1500 0 0 PROSHARES TR PSHS ULTSH 2 0YRS 74347B201 2689 37124 SH SOLE 37124 0 0 SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 3361 78750 SH SOLE 78750 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1317 35000 SH SOLE 35000 0 0