0001264128-11-000049.txt : 20110812
0001264128-11-000049.hdr.sgml : 20110812
20110812122541
ACCESSION NUMBER: 0001264128-11-000049
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20110812
DATE AS OF CHANGE: 20110812
EFFECTIVENESS DATE: 20110812
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: 111030137
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-q2_2011.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, 2011
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 10, 2011
[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: 20
Form 13F Information Table Value Total: $44,015 (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
AMERICAN EQTY INVT LIFE HLD NOTE 5.250%12/0 025676AE7 2,058 2,000,000 PRN DEFINED 2,000,000
CITIGROUP INC *W EXP 01/04/201 172967226 151 215,400 SH DEFINED 215,400
CUBIST PHARMACEUTICALS INC NOTE 2.500%11/0 229678AD9 3,472 2,500,000 PRN DEFINED 2,500,000
GENERAL MTRS CO *W EXP 07/10/201 37045V126 2,388 150,000 SH DEFINED 150,000
HECKMANN CORP *W EXP 11/09/201 422680116 162 368,200 SH DEFINED 368,200
ILLUMINA INC COM 452327109 1,706 22,700 SH DEFINED 22,700
INCYTE CORP NOTE 4.750%10/0 45337CAJ1 3,455 1,500,000 PRN DEFINED 1,500,000
ITRON INC NOTE 2.500% 8/0 465741AJ5 1,504 1,500,000 PRN DEFINED 1,500,000
JDS UNIPHASE CORP COM PAR $0.001 46612J507 295 17,700 SH DEFINED 17,700
LAM RESEARCH CORP COM 512807108 775 17,500 SH DEFINED 17,500
LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 530718AF2 3,002 2,500,000 PRN DEFINED 2,500,000
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 4,097 3,000,000 PRN DEFINED 3,000,000
MYLAN INC NOTE 3.750% 9/1 628530AJ6 5,903 3,000,000 PRN DEFINED 3,000,000
PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 3,867 2,500,000 PRN DEFINED 2,500,000
PROMOTORA DE INFORMACIONES S ADR CL B CONV 74343G303 475 47,500 SH DEFINED 47,500
RAMBUS INC DEL COM 750917106 34 50,000 SH CALL DEFINED 50,000
SUNPOWER CORP DBCV 4.500% 3/1 867652AE9 2,203 2,000,000 PRN DEFINED 2,000,000
TECH DATA CORP DBCV 2.750%12/1 878237AE6 2,089 2,000,000 PRN DEFINED 2,000,000
TERADYNE INC NOTE 4.500% 3/1 880770AE2 2,785 1,000,000 PRN DEFINED 1,000,000
UNITED RENTALS INC NOTE 4.000%11/1 911363AL3 3,594 1,500,000 PRN DEFINED 1,500,000
44,015