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,~~179~~058 2,000,000 PRN DEFINED 2,000,000 ~~BOISE~~CITIGROUP INC *W EXP 0601/1804/201 ~~09746Y113~~172967226 ~~595~~151 ~~350~~215,~~000~~400 SH DEFINED ~~350~~215,~~000~~400 ~~CEPHALON~~CUBIST PHARMACEUTICALS INC NOTE 2.~~0000~~500% 611/0 ~~156708AP4~~229678AD9 43,~~997~~472 12,~~000~~500,000 PRN DEFINED 12,~~000~~500,000 ~~CITIGROUP~~GENERAL ~~INC~~MTRS CO *W EXP 0107/0410/201 ~~172967226~~37045V126 ~~205~~2,388 ~~225~~150,000 SH DEFINED ~~225~~150,000 ~~EARTHLINK~~HECKMANN CORP *W EXP 11/09/201 422680116 162 368,200 SH DEFINED 368,200 ILLUMINA INC ~~FRNT~~COM 3452327109 1,706 22,700 SH DEFINED 22,700 INCYTE CORP NOTE 4.~~250~~750%1110/0 45337CAJ1 3,455 1,500,000 ~~270321AA0~~PRN DEFINED 1,~~605~~500,000 ITRON INC NOTE 2.500% 8/0 465741AJ5 1,504 1,500,000 PRN DEFINED 1,500,000 ~~HECKMANN~~JDS UNIPHASE CORP *WCOM ~~EXP~~PAR ~~11/09/201~~$0.001 ~~422680116~~46612J507 ~~252~~295 ~~268~~17,~~600~~700 SH DEFINED ~~268~~17,~~600~~700 ~~HOLOGIC~~LAM ~~INC~~RESEARCH CORP COM ~~436440101~~512807108 ~~1,314~~775 5917,~~200~~500 SH DEFINED 5917,~~200~~500 ~~INTEL~~LIBERTY MEDIA CORP ~~COM~~NEW ~~458140100~~DEB 13.125% 3/3 530718AF2 3,~~269~~002 622,~~900~~500,000 SHPRN DEFINED 622,~~900~~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,~~163~~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 133,~~930~~594 41,500,000 PRN DEFINED 41,500,000 ~~TOTAL 32~~44,~~606~~015

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