-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Hbe4RyJ7HBg7LTRltSpPP9/zrL4GCQwo9fzhiLmD1q6uKFI58pVBazCmxiayMP5p UavnJtwj4IeO1fyzpsP3pw== 0001264128-08-000059.txt : 20080814 0001264128-08-000059.hdr.sgml : 20080814 20080814142801 ACCESSION NUMBER: 0001264128-08-000059 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080630 FILED AS OF DATE: 20080814 DATE AS OF CHANGE: 20080814 EFFECTIVENESS DATE: 20080814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Acuity Capital Management, LLC CENTRAL INDEX KEY: 0001388728 IRS NUMBER: 651184370 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12286 FILM NUMBER: 081017779 BUSINESS ADDRESS: STREET 1: 4 GREENWICH OFFICE PARK STREET 2: 3RD FLOOR CITY: GREENWICH STATE: CT ZIP: 06831 BUSINESS PHONE: 203-862-3344 MAIL ADDRESS: STREET 1: 4 GREENWICH OFFICE PARK STREET 2: 3RD FLOOR CITY: GREENWICH STATE: CT ZIP: 06831 13F-HR 1 acuity13fhr-q2_2008.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2008 Check here if Amendment [ ]; Amendment Number: _________ This Amendment [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Acuity Capital Management LLC Address: 4 Greenwich Office Park 3rd Floor Greenwich, CT 06831 Form 13F File Number: 028-12286 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 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 Kostolansky Title: Chief Financial Officer Phone: (203) 862-3344 Signature, Place, and Date of Signing: /s/ Michael Kostolansky Greenwich, CT August 8, 2008 [Signature] [City, State] [Date] Report Type: [X] 13F HOLDINGS REPORT [ ] 13F NOTICE [ ] 13F COMBINATION REPORT List of Other Managers Reporting for this Manager: None Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: None* Form 13F Information Table Entry Total: 70 Form 13F Information Table Value Total: $552,145 (in thousands) List of Other Included Managers: * Messrs. Howard Needle and David Harris are the investment managers of Acuity Capital Management LLC, and Acuity Capital Advisors LLC, which have investment discretion over the investment portfolios reported herein.
Title of Mkt Val SH/PRN SH/ PUT/ Invest Other Voting Authority Name of Issuer Class CUSIP (x1,000) Amount PRN CALL Disc Mgrs Sole Shared None Alleghany Corp Del Common 017175100 480 1,447 SH DEFINED 1,447 Archer Daniels Midland Co Common 039483201 20,841 475,000 SH DEFINED 475,000 Avery Dennison Corp Common 053611109 1,445 32,900 SH DEFINED 32,900 Beazer Homes USA Inc Note 4.625%6/1 07556QAL9 8,068 10,500,000 PRN DEFINED 10,500,000 BPW Acquisition Corp Common 055637102 490 49,900 SH DEFINED 49,900 Bristow Group Inc Pfd Cnv 5.5% 110394400 8,558 140,000 SH DEFINED 140,000 Bunge Ltd Common G16962105 6,965 7,000 SH DEFINED 7,000 Carnival Corp DBCV 4/2 143658AV4 15,716 24,701,000 PRN DEFINED 24,701,000 Carnival Corp Paired CTF 143658300 1,325 40,200 SH DEFINED 40,200 Central European Dist Corp Note 3.000% 3/1 153435AA0 10,779 8,500,000 PRN DEFINED 8,500,000 Cephalon Inc Note 6/1 156708AL3 21,154 17,000,000 PRN DEFINED 17,000,000 Chipmos Tech Bermuda Ltd SHS G2110R106 79 24,288 SH DEFINED 24,288 Chiquita Brands Intl Inc Note 4.250%8/1 170032AT3 2,805 3,000,000 PRN DEFINED 3,000,000 Countrywide Financial Corp DBCV 4/1 222372AN4 55,290 57,000,000 PRN DEFINED 57,000,000 Countrywide Financial Corp DBCV 5/1 222372AP9 12,220 13,000,000 PRN DEFINED 13,000,000 Dekania Corp Common 24488U104 474 49,600 SH DEFINED 49,600 Digital Riv Inc Note 1.250%1/0 25388BAB0 6,760 6,500,000 PRN DEFINED 6,500,000 Endo Pharmaceuticals Hldgs Inc Note 1.750%4/1 29264FAA4 7,434 7,500,000 PRN DEFINED 7,500,000 Energy Conversion Devices In Common 292659109 361 4,900 SH DEFINED 4,900 Fair Isaac & Co. Common 303250104 4 200 SH DEFINED 200 Fair Isaac Corp Note 1.500%8/1 303250AD6 12,445 12,500,000 PRN DEFINED 12,500,000 FLIR Sys Inc Common 302445101 24,618 606,800 SH DEFINED 606,800 Ford Mtr Co Del Com Par $0.01 345370860 400 135,300 SH Put DEFINED 135,300 Ford Mtr Co Del Note 4.250%12/1 345370CF5 9,031 12,500,000 PRN DEFINED 12,500,000 General Mtrs Corp DEB SR CV C 33 370442717 4,638 350,000 SH DEFINED 350,000 Genzyme Corp Common 372917104 8,628 120,033 SH DEFINED 120,033 Genzyme Corp Common 372917104 771 140,100 SH Put DEFINED 140,100 Global BPO Svcs Corp Common 378981104 769 100,000 SH DEFINED 100,000 ITRON Inc Note 2.500%8/1 465741AJ5 19,478 12,000,000 PRN DEFINED 12,000,000 JA Solar Holdings Co Ltd Spon ADR 466090107 1,092 64,800 SH DEFINED 64,800 Johnson & Johnson Common 478160104 9,722 151,100 SH DEFINED 151,100 Johnson & Johnson Common 478160104 45 137,000 SH Put DEFINED 137,000 KV Pharmaceutical Co Note 2.500%5/1 482740AC1 6,790 7,000,000 PRN DEFINED 7,000,000 Lamar Advertising Co Note 2.875%12/3 512815AH4 10 9,000 PRN DEFINED 9,000 Lehman Bros Hldgs Inc 7.25%CONV SR P 52523J453 4,823 6,000 SH DEFINED 6,000 Liberty Media Corp New Deb 3.125%3/3 530718AF2 15,797 15,081,000 PRN DEFINED 15,081,000 Liberty Media Corp New Deb 3.500% 1/1 530715AN1 8,373 17,000,000 PRN DEFINED 17,000,000 Linear Technology Corp Note 3.625% 3/1 535678AD8 9,769 10,000,000 PRN DEFINED 10,000,000 Lions Gate Entmnt Corp Note 2.938%10/1 535919AF1 10,456 10,000,000 PRN DEFINED 10,000,000 Medtronic Inc Note 1.625% 4/1 585055AM8 21,413 20,000,000 PRN DEFINED 20,000,000 Mentor Corp Minn Note 2.75% 1/0 587188AC7 9,127 8,500,000 PRN DEFINED 8,500,000 Mesa Air Group Inc Note 2.115%2/1 590479AD3 2,782 21,000,000 PRN DEFINED 21,000,000 Micron Technology Inc Note 1.875%6/0 595112AH6 6,051 8,500,000 PRN DEFINED 8,500,000 Mylan Inc Common 628530107 88 7,300 SH DEFINED 7,300 Mylan Inc PFD CONV 628530206 9,577 11,000 SH DEFINED 11,000 Nasdaq OMX Group Inc Common 631103108 1,585 59,700 SH DEFINED 59,700 NCI Building Sys Inc Note 2.125%11/1 628852AG0 12,293 11,442,000 PRN DEFINED 11,442,000 OSI Pharmaceuticals Inc Note 2.000%12/1 671040AF0 9,876 6,500,000 PRN DEFINED 6,500,000 Polaris Acquisition Corp Common 73104R102 1,030 100,000 SH DEFINED 100,000 Prudential Finl Inc FRNT 12/1 744320AG7 34,213 35,000,000 PRN DEFINED 35,000,000 PSS World Med Inc Note 2.250% 3/1 69366AAB6 7,464 7,000,000 PRN DEFINED 7,000,000 QWEST Communications Intl In Note 3.500%11/1 749121BY4 7,355 7,500,000 PRN DEFINED 7,500,000 Rambus Inc Del Note 2/0 750917AB2 4,785 4,567,568 PRN DEFINED 4,567,568 Red Hat Inc DBCV 0.500% 1/1 756577AB8 4,063 4,000,000 PRN DEFINED 4,000,000 Regal-Beloit Corp Note 2.750% 3/1 758750AB9 21,375 12,723,000 PRN DEFINED 12,723,000 Scientific Games Corp SDCV 0.750%12/0 80874PAD1 8,766 7,500,000 PRN DEFINED 7,500,000 Sports Pptys Acquisition Corp Common 84920F107 1,469 149,161 SH DEFINED 149,161 SPX Corp Common 784635104 643 12,500 SH Put DEFINED 12,500 SPX Corp Common 784635104 187 2,500 SH Put DEFINED 2,500 STMicroelectronics NV NY Registry 861012102 176 17,085 SH DEFINED 17,085 Synaptics Inc Note 0.750%12/0 87157DAB5 3,588 3,500,000 PRN DEFINED 3,500,000 Teva Pharmaceutical Fin II L DBCV 0.500%2/0 88164RAA5 8,199 6,700,000 PRN DEFINED 6,700,000 Teva Pharmaceutical Fin LLC DBCV 0.250%2/0 88163VAE9 7,748 7,500,000 PRN DEFINED 7,500,000 Thermo Fisher Scientific Inc Common 883556102 2,424 43,503 SH DEFINED 43,503 Time Warner Telecom Inc DBCV 2.375% 4/0 887319AC5 5,303 5,000,000 PRN DEFINED 5,000,000 United Auto Group Inc Note 3.500%4/0 909440AH2 12,114 13,000,000 PRN DEFINED 13,000,000 Wachovia Corp New CONV7.5%PFD CL A 929903219 4,419 5,000 SH DEFINED 5,000 Washington Mut Inc CONV7.75%SER R 939322814 8,784 15,000 SH DEFINED 15,000 Wesco Intl Inc Note 1.750%11/1 95082PAG0 1,673 2,000,000 PRN DEFINED 2,000,000 XILINX Inc DBCV 3.125% 3/1 983919AD3 4,672 5,000,000 PRN DEFINED 5,000,000 552,145
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