Acuity Capital Management

Acuity Capital Management as of March 31, 2011

Portfolio Holdings for Acuity Capital Management

Acuity Capital Management holds 11 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
United Rentals Inc note 4.000%11/1 42.7 $14M 4.5M 3.10
Cephalon Inc note 2.000% 6/0 15.3 $5.0M 1.0M 5.00
Microchip Technology Inc sdcv 2.125%12/1 12.6 $4.1M 3.0M 1.37
American Eqty Invt Life Hld note 5.250%12/0 6.7 $2.2M 2.0M 1.09
Tech Data Corp dbcv 2.750%12/1 6.6 $2.2M 2.0M 1.08
Earthlink Inc note 3.250%11/1 4.9 $1.6M 1.5M 1.07
Hologic (HOLX) 4.0 $1.3M 59k 22.20
Intel Corporation (INTC) 3.9 $1.3M 63k 20.17
Boise Inc *w exp 06/18/201 1.8 $595k 350k 1.70
Heckmann Corp *w exp 11/09/201 0.8 $253k 269k 0.94
Citigroup Inc Com Us cmn 0.6 $205k 225k 0.91