0001264128-11-000067.txt : 20111114 0001264128-11-000067.hdr.sgml : 20111111 20111114113708 ACCESSION NUMBER: 0001264128-11-000067 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111114 DATE AS OF CHANGE: 20111114 EFFECTIVENESS DATE: 20111114 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: 111199355 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-q3_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: September 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 November 14, 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: 16 Form 13F Information Table Value Total: $41,910 (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 AMERIGROUP CORP NOTE 2.000% 5/1 03073TAB8 3,203 3,203 3,000,000 DEFINED 3,000,000 CUBIST PHARMACEUTICALS INC NOTE 2.500%11/0 229678AD9 5,460 5,460 4,000,000 DEFINED 4,000,000 E M C CORP MASS NOTE 1.750%12/0 268648AK8 6,547 6,547 5,000,000 DEFINED 5,000,000 EQUINIX INC NOTE 2.500% 4/1 29444UAF3 2,547 2,547 2,500,000 DEFINED 2,500,000 GENERAL MTRS CO COM 37045V100 908 908 45,000 DEFINED 45,000 HECKMANN CORP *W EXP 11/09/201 422680116 23 23 250,000 DEFINED 250,000 LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 530718AF2 2,159 2,159 2,000,000 DEFINED 2,000,000 LORAL SPACE & COMMUNICATNS I COM 543881106 501 501 10,000 DEFINED 10,000 METLIFE INC UNIT 99/99/9999 59156R116 4,238 4,238 75,000 DEFINED 75,000 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 1,729 1,729 1,500,000 DEFINED 1,500,000 MYLAN INC NOTE 1.250% 3/1 628530AG2 2,505 2,505 2,500,000 DEFINED 2,500,000 PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 2,379 2,379 2,000,000 DEFINED 2,000,000 PROMOTORA DE INFORMACIONES ADR CL B CONV 74343G303 128 128 29,000 DEFINED 29,000 RESOLUTE ENERGY CORP *W EXP 09/25/201 76116A116 331 331 233,000 DEFINED 233,000 STANLEY BLACK & DECKER INC COM 854502101 697 697 14,200 DEFINED 14,200 TEXTRON INC NOTE 4.500% 5/0 883203BN0 8,555 8,555 5,605,000 DEFINED 5,605,000 41,910