-----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, PSgUek8UUUb5vx5BnddHDNOwAuHMYoxo8pC4G5d60mYb45GLDMYfcC7qa/1rf1Tc FNQbPP54cn2zE6PggD2iDQ== 0001264128-10-000050.txt : 20100517 0001264128-10-000050.hdr.sgml : 20100517 20100517093532 ACCESSION NUMBER: 0001264128-10-000050 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100331 FILED AS OF DATE: 20100517 DATE AS OF CHANGE: 20100517 EFFECTIVENESS DATE: 20100517 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Acuity Capital Management, LLC CENTRAL INDEX KEY: 0001388728 IRS NUMBER: 651184370 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12286 FILM NUMBER: 10836059 BUSINESS ADDRESS: STREET 1: 4 GREENWICH OFFICE PARK STREET 2: 3RD FLOOR CITY: GREENWICH STATE: CT ZIP: 06831 BUSINESS PHONE: 203-862-3340 MAIL ADDRESS: STREET 1: 4 GREENWICH OFFICE PARK STREET 2: 3RD FLOOR CITY: GREENWICH STATE: CT ZIP: 06831 13F-HR 1 acuity13fhr-q1_2010.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: March 31, 2010 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 May 13, 2010 [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: 32 Form 13F Information Table Value Total: $161,560 (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 ALCOA INC NOTE 5.250% 3/1 013817AT8 11,531 5,000,000 PRN DEFINED 5,000,000 ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 3,184 2,000,000 PRN DEFINED 2,000,000 BARNES GROUP INC NOTE 3.750% 8/0 067806AB5 2,669 2,500,000 PRN DEFINED 2,500,000 CEPHALON INC NOTE 6/1 156708AL3 6,019 5,000,000 PRN DEFINED 5,000,000 CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 1,253 2,000,000 PRN DEFINED 2,000,000 CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 71 5,195 SH DEFINED 5,195 CONTINENTAL AIRLS INC CL B 210795308 22 1,000 SH DEFINED 1,000 CONTINENTAL AIRLS INC NOTE 5.000% 6/1 210795PJ3 5,813 5,000,000 PRN DEFINED 5,000,000 DANAHER CORP DEL NOTE 1/2 235851AF9 5,813 5,000,000 PRN DEFINED 5,000,000 EMC CORP MASS 1.750%12/0 268648AM4 6,256 5,000,000 PRN DEFINED 5,000,000 FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 17,944 385,900 PRN DEFINED 385,900 GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 3,788 3,000,000 PRN DEFINED 3,000,000 GREAT ATLANTIC & PAC TEA INC NOTE 6.750% 12/1 390064AK9 3,510 4,000,000 PRN DEFINED 4,000,000 HECKMANN CORP *W EXP 11/09/201 422680116 40 50,000 SH DEFINED 50,000 HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 6,297 4,460,000 PRN DEFINED 4,460,000 INFORMATICA CORP NOTE 3.000% 3/1 45666QAB8 5,548 4,000,000 PRN DEFINED 4,000,000 INGERSOLL-RAND GLOBAL HLDG NOTE 4.500% 4/1 45687AAD4 9,969 5,000,000 PRN DEFINED 5,000,000 JANUS CAP GROUP INC COMMON 47102X105 856 59,900 SH DEFINED 59,900 JPMORGAN CHASE & CO COMMON 46625H100 2,855 63,800 SH DEFINED 63,800 INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ9 8,874 5,774,000 PRN DEFINED 5,774,000 NAVISTAR INTL CORP NEW NOTE 3.000% 10/1 63934EAL2 4,113 3,693,000 PRN DEFINED 3,693,000 NEWELL RUBBERMAID INC NOTE 5.500% 3/1 651229AH9 3,761 2,000,000 PRN DEFINED 2,000,000 NEWMONT MINING CORP NOTE 3.000% 2/1 651639AK2 3,163 2,500,000 PRN DEFINED 2,500,000 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 5,996 6,000,000 PRN DEFINED 6,000,000 OSI PHARMACEUTICALS INC NOTE 3.000% 1/1 671040AH6 2,303 2,000,000 PRN DEFINED 2,000,000 QUANTA SVCS INC NOTE 3.750% 4/3 74762EAE2 2,306 2,233,000 PRN DEFINED 2,233,000 QWEST COMMUNICATIONS INTL INC NOTE 3.500% 11/1 749121BY4 5,628 5,000,000 PRN DEFINED 5,000,000 SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 4,573 4,000,000 PRN DEFINED 4,000,000 TEXTRON INC NOTE 4.500% 5/0 883203BN0 8,713 5,000,000 PRN DEFINED 5,000,000 UAL CORP NOTE 6.000% 10/1 902549AJ3 12,050 5,000,000 PRN DEFINED 5,000,000 WEBMD CORP NOTE 1.750% 6/1 94769MAE5 4,001 3,000,000 PRN DEFINED 3,000,000 WEBMD CORP NOTE 3.125% 9/0 94769MAG0 2,641 2,000,000 PRN DEFINED 2,000,000 TOTAL 161,560
-----END PRIVACY-ENHANCED MESSAGE-----