Acuity Capital Management

Companies in the Acuity Capital Management portfolio as of December 2010 quarter

Company (Ticker) Portfolio Weight Share Count Change in Shares Price
Finisar Corp note 5.000%10/1 18.68 3.55M 2.91
Ual Corp note 6.000%10/1 15.80 3.00M 2.91
Us Airways Group Inc note 7.250% 5/1 8.69 2.00M 2.40
United Rentals Inc note 4.000%11/1 7.96 2.00M 2.20
Mylan Inc note 3.750% 9/1 7.83 2.50M 1.73
Microchip Technology Inc sdcv 2.125%12/1 6.68 3.00M 1.23
Incyte Corp note 4.750%10/0 5.62 1.50M 2.07
Newmont Mining Corp note 3.000% 2/1 5.03 2.00M 1.39
Interpublic Group Cos Inc note 4.250% 3/1 4.02 2.00M 1.11
Stewart Enterprises Inc cnv 3.40 2.00M 0.94
Xilinx (XLNX) 3.36 64100 28.99
Beckman Coulter Inc note 2.500%12/1 3.09 1.50M 1.14
Intel Corporation (INTC) 2.58 67900 21.03
SanDisk Corporation (SNDK) 2.58 28600 49.86
Goldcorp Inc New 2.01 24100 45.98
Ciena Corporation (CIEN) 1.49 39200 21.05
Digital River (DRIV) 1.19 19100 34.40