Sage Capital Management

Sage Capital Management as of March 31, 2012

Portfolio Holdings for Sage Capital Management

Sage Capital Management holds 23 positions in its portfolio as reported in the March 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Mylan Inc note 3.750% 9/1 8.0 $4.0M 2.2M 1.87
Sba Communications Corp note 4.000%10/0 7.0 $3.5M 2.0M 1.76
Holdings Inc Note 5.25 6.5 $3.3M 1.7M 1.93
CUBIST PHARM CONVERTIBLE security 6.4 $3.2M 2.0M 1.60
Amerigroup Corp note 2.000% 5/1 6.0 $3.0M 1.9M 1.58
Viropharma Inc note 2.000% 3/1 5.5 $2.8M 1.6M 1.72
Omnicare Inc note 3.750%12/1 5.5 $2.8M 1.9M 1.45
Regis Corp Minn note 5.000% 7/1 5.2 $2.6M 2.0M 1.33
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 4.7 $2.3M 1.7M 1.42
Alcoa Inc debt 4.7 $2.3M 1.4M 1.67
Annaly Cap Mgmt Inc note 4.000% 2/1 4.4 $2.2M 1.9M 1.16
Microchip Technology Inc sdcv 2.125%12/1 4.1 $2.1M 1.5M 1.38
Covanta Holding Conv conv bnd 3.9 $2.0M 1.7M 1.15
Ual Corp note 6.000%10/1 3.9 $1.9M 750k 2.58
Massey Energy Co note 3.250% 8/0 3.8 $1.9M 2.1M 0.90
Pdl Biopharma Inc note 3.750% 5/0 3.6 $1.8M 1.8M 1.04
L-3 Communications Corp debt 3.000% 8/0 3.4 $1.7M 1.8M 0.98
Dendreon Corp note 3.4 $1.7M 2.1M 0.80
Dendreon Corp note 3.4 $1.7M 2.1M 0.80
Knight Capital Group Inc. 3.50% dbcv 3.3 $1.6M 1.7M 0.96
Isis Pharmaceuticals Inc Del note 2.625% 2/1 1.4 $728k 750k 0.97
Dryships Inc. note 5.000%12/0 1.3 $651k 775k 0.84
James River Coal 4.5% 2015 conv 0.5 $265k 500k 0.53