So this is odd.
In reply to a question Subscribed Calendar Doesn't Appear in iCloud, I replied that syncing subscribed calendars to iCloud does not appear to be working.
I decided to try signing out and in of iCloud, agreeing to keep "Contacts" on my Mac but deleting everything else. When I signed back in (accepting the defaults for adding new data to my Mac), Calendar moved the calendar subscription from the "Subscriptions" section in Calendar to "iCloud".
http://www.iphonesportscalendars.com has all the sports schedules. You can import each team's entire schedule to the iPhone calendar. Its pretty cool. Shows which tv channels, and their times. NFL, NHL, NBA, etc.