Acuity Capital Management

Acuity Capital Management as of June 30, 2011

Portfolio Holdings for Acuity Capital Management

Acuity Capital Management holds 20 positions in its portfolio as reported in the June 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Mylan Inc note 3.750% 9/1 13.4 $5.9M 3.0M 1.97
Microchip Technology Inc sdcv 2.125%12/1 9.3 $4.1M 3.0M 1.37
Pioneer Nat Res Co note 2.875% 1/1 8.8 $3.9M 2.5M 1.55
United Rentals Inc note 4.000%11/1 8.2 $3.6M 1.5M 2.40
CUBIST PHARM CONVERTIBLE security 7.9 $3.5M 2.5M 1.39
Incyte Corp note 4.750%10/0 7.8 $3.5M 1.5M 2.30
Liberty Media Corp New deb 3.125% 3/3 6.8 $3.0M 2.5M 1.20
Teradyne Inc note 4.500% 3/1 6.3 $2.8M 1.0M 2.78
General Mtrs Co *w exp 07/10/201 5.4 $2.4M 150k 15.92
Sunpower Corp conv 5.0 $2.2M 2.0M 1.10
Tech Data Corp dbcv 2.750%12/1 4.7 $2.1M 2.0M 1.04
American Eqty Invt Life Hld note 5.250%12/0 4.7 $2.1M 2.0M 1.03
Illumina (ILMN) 3.9 $1.7M 23k 75.15
Itron Inc note 2.500% 8/0 3.4 $1.5M 1.5M 1.00
Lam Research Corporation 1.8 $775k 18k 44.29
Promotora De Informaciones S adr cl b conv 1.1 $475k 48k 10.00
JDS Uniphase Corporation 0.7 $295k 18k 16.67
Heckmann Corp *w exp 11/09/201 0.4 $162k 368k 0.44
Citigroup Inc Com Us cmn 0.3 $151k 215k 0.70
Rambus (RMBS) 0.1 $34k 50k 0.68