-----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, EX/jK8glR4DxsAS5rCHG7h9rnZIln2ru6F5/tRCoDkJYc6dae5QG/JEFKw2BRwxT 0vPsXZ/hrBGhFz9fos0HGQ== 0001264128-09-000043.txt : 20090217 0001264128-09-000043.hdr.sgml : 20090216 20090217084558 ACCESSION NUMBER: 0001264128-09-000043 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20081231 FILED AS OF DATE: 20090217 DATE AS OF CHANGE: 20090217 EFFECTIVENESS DATE: 20090217 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: 09607240 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-q4_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: December 31, 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 February 13, 2009 [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: 55 Form 13F Information Table Value Total: $108,176 (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 ACCENTIA BIOPHARMACEUTICALS COMMON 00430L103 1 8,394 SH DEFINED 8,394 AKAMAI TECHNOLOGIES INC COMMON 00971T101 0 2,000 SH PUT DEFINED 2,000 ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 650 1,000,000 PRN DEFINED 1,000,000 BARNES GROUP INC NOTE 3.375% 3/1 067806AD1 2,891 4,100,000 PRN DEFINED 4,100,000 BEAZER HOMES USA INC NOTE 4.625% 6/1 07556QAL9 843 1,758,000 PRN DEFINED 1,758,000 BILL BARRETT CORP NOTE 5.000% 3/1 06846NAA2 1,435 2,000,000 PRN DEFINED 2,000,000 CAPITALSOURCE INC DBCV 1.250% 3/1 14055XAB8 453 511,000 PRN DEFINED 511,000 CELL THERAPEUTICS INC NOTE 7.500% 4/3 150934AK3 11 150,000 PRN DEFINED 150,000 CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA0 2,420 4,610,000 PRN DEFINED 4,610,000 CHARLES RIV LABS INC NOTE 2.250% 6/1 159864AB3 3,130 4,000,000 PRN DEFINED 4,000,000 CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 2,571 5,500,000 PRN DEFINED 5,500,000 CIT GROUP INC COMMON 125581108 63 13,920 SH DEFINED 13,920 DECODE GENETICS INC NOTE 3.500% 4/1 243586AB0 66 662,000 PRN DEFINED 662,000 DECODE GENETICS INC NOTE 3.500% 4/1 243586AD6 21 212,000 PRN DEFINED 212,000 EMPIRE RESORTS INC NOTE 8.000% 7/3 292052AB3 351 774,000 PRN DEFINED 774,000 ENZON PHARMACEUTICALS INC NOTE 4.000% 6/0 293904AE8 1,825 2,500,000 PRN DEFINED 2,500,000 EXIDE TECHNOLOGIES FRNT 9/1 302051AL1 438 1,028,000 PRN DEFINED 1,028,000 EXPEDIA INC DEL *W EXP 02/04/200 30212P121 27 244,588 SH DEFINED 244,588 FORD MOTOR CO DEL NOTE 4.250%12/1 345370CF5 2,668 10,411,000 PRN DEFINED 10,411,000 FORD MOTOR CO DEL COM PAR $0.01 345370860 30 10,800 SH PUT DEFINED 10,800 FORD MOTOR CO DEL COM PAR $0.01 345370860 98 28,600 SH PUT DEFINED 28,600 GENCORP INC NOTE 4.000% 1/1 368682AJ9 1,788 2,787,000 PRN DEFINED 2,787,000 GENERAL CABLE CORP DEL NEW NOTE 0.875% 11/1 369300AD0 2,348 4,119,000 PRN DEFINED 4,119,000 GREAT ATLANTIC & PAC TEA INC NOTE 6.750% 12/1 390064AK9 404 903,000 PRN DEFINED 903,000 HOLOGIC INC FRNT 2.000% 12/1 436440AA9 2,490 4,049,000 PRN DEFINED 4,049,000 HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1 448407AF3 1,575 5,000,000 PRN DEFINED 5,000,000 INVERNESS MED INNOVATIONS INC NOTE 3.000% 5/1 46126PAD8 138 215,000 PRN DEFINED 215,000 JOHNSON & JOHNSON COMMON 478160104 10 97,000 SH PUT DEFINED 97,000 JOHNSON & JOHNSON COMMON 478160104 6,665 111,400 SH DEFINED 111,400 KING PHARMACEUTICALS INC NOTE 1.250% 4/0 495582AJ7 1,508 2,000,000 PRN DEFINED 2,000,000 KV PHARMACEUTICAL CO NOTE 2.500% 5/1 482740AC1 1,157 3,252,000 PRN DEFINED 3,252,000 LEVEL 3 COMMUNICATIONS INC NOTE 10.000% 5/0 52729NBE9 759 1,398,000 PRN DEFINED 1,398,000 LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 530718AF2 5,573 7,700,000 PRN DEFINED 7,700,000 LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 3,419 5,000,000 PRN DEFINED 5,000,000 LIONS GATE ENTMNT CORP NOTE 2.938% 10/1 535919AF1 4,991 7,080,000 PRN DEFINED 7,080,000 MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA2 4,350 6,000,000 PRN DEFINED 6,000,000 MERCER INTL NC NOTE 8.500% 10/1 588056AG6 518 712,000 PRN DEFINED 712,000 MERRILL LYNCH & CO INC NOTE 5/2 590188W46 6,271 5,800,000 PRN DEFINED 5,800,000 MESA AIR GROUP INC NOTE 2.115% 2/1 590479AD3 2,019 17,000,000 PRN DEFINED 17,000,000 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 2,251 6,900,000 PRN DEFINED 6,900,000 MIDWAY GAMES INC NOTE 6.000% 9/3 598148AB0 716 892,000 PRN DEFINED 892,000 MOLINA HEALTHCARE INC NOTE 3.750% 10/0 60855RAA8 2,975 5,000,000 PRN DEFINED 5,000,000 NCI BUILDING SYS INC NOTE 2.125% 11/1 628852AG0 4,948 6,642,000 PRN DEFINED 6,642,000 PDL BIOPHARMA INC COMMON 69329Y104 28 86,000 SH PUT DEFINED 86,000 PENN VA CORP NOTE 4.500% 11/1 707882AA4 2,175 3,000,000 PRN DEFINED 3,000,000 POWERWAVE TECHNOLOGIES INC SDCV 3.875% 10/0 739363AF6 341 1,290,000 PRN DEFINED 1,290,000 REGAL BELOIT CORP NOTE 2.750% 3/1 758750AB9 18,830 12,723,000 PRN DEFINED 12,723,000 RITE AID CORP NOTE 8.500% 5/1 767754BU7 62 272,000 PRN DEFINED 272,000 SAKS INC NOTE 2.000% 3/1 79377WAL2 1,892 4,451,000 PRN DEFINED 4,451,000 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 1,238 3,000,000 PRN DEFINED 3,000,000 SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 3,825 5,000,000 PRN DEFINED 5,000,000 TRICO MARINE SERVICES INC NOTE 3.000% 1/1 896106AQ4 174 430,000 PRN DEFINED 430,000 TRIUMPH GROUP INC NEW NOTE 2.625% 10/1 896818AB7 1,888 2,000,000 PRN DEFINED 2,000,000 UAL CORP COMMON NEW 902549957 446 59,300 SH CALL DEFINED 59,300 UNITED RENTALS NORTH AMER INC NOTE 1.875% 10/1 911365AH7 412 566,000 PRN DEFINED 566,000 108,176
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