Chief Privacy Officer, VP, Corporate Compliance & Oversight

0001140361-13-042066.txt : 20131113 0001140361-13-042066.hdr.sgml : 20131113 20131113134020 ACCESSION NUMBER: 0001140361-13-042066 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20130930 FILED AS OF DATE: 20131113 DATE AS OF CHANGE: 20131113 EFFECTIVENESS DATE: 20131113 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ACUITY INVESTMENT MANAGEMENT INC CENTRAL INDEX KEY: 0001424111 IRS NUMBER: 000000000 STATE OF INCORPORATION: A6 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12739 FILM NUMBER: 131213814 BUSINESS ADDRESS: STREET 1: 66 WELLINGTON STREET WEST STREET 2: TORONTO DOMINION BANK TOWER, 31ST FLOOR CITY: TORONTO STATE: A6 ZIP: M5K 1E9 BUSINESS PHONE: 416-366-1737 MAIL ADDRESS: STREET 1: 66 WELLINGTON STREET WEST STREET 2: TORONTO DOMINION BANK TOWER, 31ST FLOOR CITY: TORONTO STATE: A6 ZIP: M5K 1E9 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001424111 XXXXXXXX 09-30-2013 09-30-2013 ACUITY INVESTMENT MANAGEMENT INC

66 WELLINGTON STREET WEST TORONTO DOMINION BANK TOWER, 31ST FLOOR TORONTO A6 M5K 1E9

13F HOLDINGS REPORT 028-12739 N Jacqueline Sanz Chief Privacy Officer, VP, Corporate Compliance & Oversight 416-367-1900 /s/ Jacqueline Sanz Toronoto A6 11-08-2013 0 149 731262 false INFORMATION TABLE 2 form13fInfoTable.xml ARM Holdings PLC ADR ADR 042068106 3366 70100 SH SOLE NONE 70100 0 0 AT&T Inc. COM 00206R102 796 23600 SH SOLE NONE 23600 0 0 Acuity Brands Inc. COM 00508Y102 2617 28500 SH SOLE NONE 28500 0 0 Aetna Inc. COM 00817Y108 907 14200 SH SOLE NONE 14200 0 0 Aflac Inc. COM 001055102 724 11700 SH SOLE NONE 11700 0 0 Agnico Eagle Mines Ltd. COM 008474108 1029 38900 SH SOLE NONE 38900 0 0 Agrium Inc. COM 008916108 101 1200 SH SOLE NONE 1200 0 0 Albemarle Corporation COM 012653101 446 7100 SH SOLE NONE 7100 0 0 Altera Corporation COM 021441100 3092 83400 SH SOLE NONE 83400 0 0 AmerisourceBergen Corporation COM 03073E105 969 15900 SH SOLE NONE 15900 0 0 Analog Devices Inc. COM 032654105 2785 59300 SH SOLE NONE 59300 0 0 Apple Inc. COM 037833100 2807 5900 SH SOLE NONE 5900 0 0 AuRico Gold Inc COM 05155C105 782 205200 SH SOLE NONE 205200 0 0 Avon Products Inc. COM 054303102 360 17500 SH SOLE NONE 17500 0 0 B2Gold Corporation COM 11777Q209 1454 583300 SH SOLE NONE 583300 0 0 BCE Inc. COM 05534B760 30 700 SH SOLE NONE 700 0 0 BHP Billiton Limited ADR ADR 088606108 5388 81200 SH SOLE NONE 81200 0 0 Baker Hughes Inc. COM 057224107 2430 49600 SH SOLE NONE 49600 0 0 Bank of Montreal COM 063671101 27403 410900 SH SOLE NONE 410900 0 0 Bank of Nova Scotia COM 064149107 52994 925955 SH SOLE NONE 925955 0 0 Barrick Gold Corporation COM 067901108 3332 179100 SH SOLE NONE 179100 0 0 Baxter International Inc. COM 071813109 4870 74300 SH SOLE NONE 74300 0 0 Baytex Energy Corp COM 07317Q105 1348 32700 SH SOLE NONE 32700 0 0 Bellatrix Exploration Limited COM 078314101 2180 286700 SH SOLE NONE 286700 0 0 Berkshire Hathaway Inc. 'B' COM 084670702 40 350 SH SOLE NONE 0 0 0 Best Buy Company Inc. COM 086516101 890 23800 SH SOLE NONE 23800 0 0 Bristol-Myers Squibb Company COM 110122108 2872 62200 SH SOLE NONE 62200 0 0 Brookfield Renewable Energy Partners LP LTD PART G16258108 1103 41300 SH SOLE NONE 41300 0 0 CAE Inc. COM 124765108 2460 224800 SH SOLE NONE 224800 0 0 CGI Group Inc. 'A' COM 39945C109 537 15300 SH SOLE NONE 15300 0 0 CLARCOR Inc. COM 179895107 654 11800 SH SOLE NONE 11800 0 0 CVS Caremark Corporation COM 126650100 3024 53400 SH SOLE NONE 53400 0 0 Cameco Corporation COM 13321L108 926 51400 SH SOLE NONE 51400 0 0 Campbell Soup Company COM 134429109 1832 45100 SH SOLE NONE 45100 0 0 Canadian Imperial Bank of Commerce COM 136069101 30389 381775 SH SOLE NONE 381775 0 0 Canadian National Railway Co. COM 136375102 19616 193758 SH SOLE NONE 193758 0 0 Canadian Natural Resources Ltd. COM 136385101 2898 92300 SH SOLE NONE 92300 0 0 Canadian Pacific Railway Limited COM 13645T100 8654 70200 SH SOLE NONE 70200 0 0 Catamaran Corp COM 148887102 8533 185900 SH SOLE NONE 185900 0 0 Cemex SAB De CV 4.875% March 15, 2015 CCB 151290AV5 5631 4760000 PRN SOLE NONE 0 0 0 Cenovus Energy Inc. COM 15135U109 12 400 SH SOLE NONE 400 0 0 Cisco Systems Inc. COM 17275R102 2763 118200 SH SOLE NONE 118200 0 0 Citigroup Inc. COM 172967424 7334 151500 SH SOLE NONE 151500 0 0 ConocoPhillips COM 20825C104 513 7400 SH SOLE NONE 7400 0 0 Cree Inc. COM 225447101 1423 23700 SH SOLE NONE 23700 0 0 Cummins Inc. COM 231021106 6192 46700 SH SOLE NONE 46700 0 0 Dealertrack Technologies Inc. 1.50% March 15, 2017 CCB 242309AB8 4437 3470000 PRN SOLE NONE 3470000 0 0 Deere & Company COM 244199105 333 4100 SH SOLE NONE 4100 0 0 Discover Financial Services COM 254709108 1539 30500 SH SOLE NONE 30500 0 0 EMC Corporation COM 268648102 2920 114500 SH SOLE NONE 114500 0 0 EOG Resources Inc. COM 26875P101 1604 9500 SH SOLE NONE 9500 0 0 Eldorado Gold Corporation COM 284902103 1148 170300 SH SOLE NONE 170300 0 0 Eli Lilly and Company COM 532457108 1156 23000 SH SOLE NONE 23000 0 0 Enbridge Inc. COM 29250N105 953 22840 SH SOLE NONE 22840 0 0 Encana Corporation COM 292505104 5700 330100 SH SOLE NONE 330100 0 0 Enerplus Corporation COM 292766102 1759 106300 SH SOLE NONE 106300 0 0 Exxon Mobil Corporation COM 30231G102 618 7200 SH SOLE NONE 7200 0 0 Family Dollar Stores Inc. COM 307000109 1904 26500 SH SOLE NONE 26500 0 0 First Majestic Silver Corporation COM 32076V103 1379 116500 SH SOLE NONE 116500 0 0 Foot Locker Inc. COM 344849104 4586 135400 SH SOLE NONE 135400 0 0 Ford Motor Credit Co. 4.25% November 15, 2016 CCB 345370CN8 7883 3950000 PRN SOLE NONE 3950000 0 0 Franco-Nevada Corporation COM 351858105 1360 30000 SH SOLE NONE 30000 0 0 GT Advanced Technologies Inc COM 36191U106 537 63200 SH SOLE NONE 63200 0 0 General Electric Company COM 369604103 1356 56900 SH SOLE NONE 56900 0 0 Gilead Sciences Inc. 1.625% May 1, 2016 CCB 375558AP8 8020 2880000 PRN SOLE NONE 2880000 0 0 GlaxoSmithKline PLC ADR ADR 37733W105 1572 31400 SH SOLE NONE 31400 0 0 Goldcorp Inc. COM 380956409 8012 308210 SH SOLE NONE 308210 0 0 Halliburton Company COM 406216101 3211 66825 SH SOLE NONE 66825 0 0 HudBay Minerals Inc. COM 443628102 886 108400 SH SOLE NONE 108400 0 0 Illinois Tool Works Inc. COM 452308109 700 9200 SH SOLE NONE 9200 0 0 International Business Machines Corporation COM 459200101 610 3300 SH SOLE NONE 3300 0 0 Invesco Limited COM G491BT108 3807 119600 SH SOLE NONE 119600 0 0 JPMorgan Chase & Co COM 46625H100 5122 99300 SH SOLE NONE 99300 0 0 Johnson Controls Inc. COM 478366107 3172 76600 SH SOLE NONE 76600 0 0 Kimberly-Clark Corporation COM 494368103 2576 27400 SH SOLE NONE 27400 0 0 Kohl's Corporation COM 500255104 821 15900 SH SOLE NONE 15900 0 0 Lowe's Companies Inc. COM 548661107 1782 37500 SH SOLE NONE 37500 0 0 MGM Resorts International 4.25% April 15, 2015 CCB 55303QAE0 4708 3700000 PRN SOLE NONE 3700000 0 0 Magna International Inc. COM 559222401 16444 199550 SH SOLE NONE 199550 0 0 Manulife Financial Corporation COM 56501R106 15505 938008 SH SOLE NONE 938008 0 0 Market Vectors High Yield Municipal Index ETF ETF 57060U878 5786 198300 SH SOLE NONE 198300 0 0 MasTec Inc. COM 576323109 1000 33085 SH SOLE NONE 33085 0 0 MasterCard Inc. 'A' COM 57636Q104 873 1300 SH SOLE NONE 1300 0 0 McKesson Corporation COM 58155Q103 1537 12000 SH SOLE NONE 12000 0 0 Medtronic Inc. COM 585055106 973 18300 SH SOLE NONE 18300 0 0 Merck & Company Inc. COM 58933Y105 1255 26400 SH SOLE NONE 26400 0 0 Merus Labs International Inc. Restricted COM 59047R101 2759 2031900 SH SOLE NONE 334600 0 0 Microsoft Corporation COM 594918104 27 800 SH SOLE NONE 800 0 0 NVIDIA Corporation COM 67066G104 4730 304600 SH SOLE NONE 304600 0 0 NetApp Inc. COM 64110D104 1111 26100 SH SOLE NONE 26100 0 0 Nike Inc. 'B' COM 654106103 384 5300 SH SOLE NONE 5300 0 0 Omnicare Inc. 3.75% April 1, 2042 CCB 681904AP3 4647 3325000 PRN SOLE NONE 3325000 0 0 Oncolytics Biotech Inc. COM 682310107 27056 11157006 SH SOLE NONE 11157006 0 0 Open Text Corporation COM 683715106 4204 56300 SH SOLE NONE 56300 0 0 Pall Corporation COM 696429307 1145 14900 SH SOLE NONE 14900 0 0 Pentair Ltd-Registered COM H6169Q108 1905 29400 SH SOLE NONE 29400 0 0 PepsiCo Inc. COM 713448108 5466 68900 SH SOLE NONE 68900 0 0 Pfizer Inc. COM 717081103 8249 287900 SH SOLE NONE 287900 0 0 Potash Corp. of Saskatchewan Inc. COM 73755L107 12 400 SH SOLE NONE 400 0 0 Praxair Inc. COM 74005P104 1647 13735 SH SOLE NONE 13735 0 0 Precision Drilling Corporation COM 74022D308 20474 2065200 SH SOLE NONE 2065200 0 0 Progressive Waste Solutions Limited COM 74339G101 4398 170900 SH SOLE NONE 170900 0 0 Quanta Services Inc. COM 74762E102 1057 38500 SH SOLE NONE 38500 0 0 Randgold Resources Limited ADR ADR 752344309 550 7700 SH SOLE NONE 7700 0 0 Rio Alto Mining Limited COM 76689T104 1948 974700 SH SOLE NONE 974700 0 0 Rogers Communications Inc. 'B' COM 775109200 8502 197900 SH SOLE NONE 0 0 0 Royal Bank of Canada COM 780087102 68022 1062480 SH SOLE NONE 1062480 0 0 SAP AG ADR ADR 803054204 2906 39400 SH SOLE NONE 0 0 0 Seagate Technology PLC COM G7945M107 1860 42600 SH SOLE NONE 42600 0 0 Silver Standard Resources Inc. COM 82823L106 310 50400 SH SOLE NONE 50400 0 0 Silver Wheaton Corporation COM 828336107 4330 174900 SH SOLE NONE 174900 0 0 Stantec Inc. COM 85472N109 4046 79300 SH SOLE NONE 79300 0 0 Staples Inc. COM 855030102 599 41000 SH SOLE NONE 41000 0 0 Suncor Energy Inc. COM 867224107 18789 525928 SH SOLE NONE 525928 0 0 Taiwan Semiconductor Manufacturing Company Limited ADR ADR 874039100 2071 122400 SH SOLE NONE 122400 0 0 Target Corporation COM 87612E106 2746 43000 SH SOLE NONE 43000 0 0 Teck Resources Limited 'B' COM 878742204 9427 351100 SH SOLE NONE 351100 0 0 Tesla Motors Inc. COM 88160R101 714 3700 SH SOLE NONE 3700 0 0 Tesla Motors Inc. 1.50% June 1, 2018 CCB 88160RAA9 423 250000 PRN SOLE NONE 250000 0 0 Texas Instruments Inc. COM 882508104 2291 57000 SH SOLE NONE 57000 0 0 The Coca-Cola Company COM 191216100 6758 178800 SH SOLE NONE 178800 0 0 The Descartes Systems Group Inc. COM 249906108 15574 1358328 SH SOLE NONE 1358328 0 0 The Kroger Company COM 501044101 3804 94500 SH SOLE NONE 94500 0 0 The Procter & Gamble Company COM 742718109 7211 95600 SH SOLE NONE 95600 0 0 The Timken Co. COM 887389104 820 13600 SH SOLE NONE 13600 0 0 The Western Union Company COM 959802109 687 36900 SH SOLE NONE 36900 0 0 Thermo Fisher Scientific Inc. COM 883556102 2998 32600 SH SOLE NONE 32600 0 0 Tim Hortons Inc. COM 88706M103 1623 28000 SH SOLE NONE 28000 0 0 Toronto-Dominion Bank COM 891160509 64298 714735 SH SOLE NONE 714735 0 0 TransCanada Corporation COM 89353D107 22 500 SH SOLE NONE 500 0 0 Trimble Navigation Limited COM 896239100 886 29900 SH SOLE NONE 29900 0 0 Trinity Industries Inc. 3.875% June 1, 2036 CCB 896522AF6 4232 3500000 PRN SOLE NONE 3500000 0 0 US Bancorp COM 902973304 704 19300 SH SOLE NONE 19300 0 0 Union Pacific Corporation COM 907818108 713 4600 SH SOLE NONE 4600 0 0 United Natural Foods Inc. COM 911163103 2260 33700 SH SOLE NONE 33700 0 0 United Parcel Service Inc. 'B' COM 911312106 2571 28200 SH SOLE NONE 28200 0 0 Valeant Pharmaceuticals International Inc. COM 91911K102 8980 86200 SH SOLE NONE 86200 0 0 Valero Energy Corporation COM 91913Y100 1074 31500 SH SOLE NONE 31500 0 0 Valmont Industries Inc. COM 920253101 748 5400 SH SOLE NONE 5400 0 0 Wal-Mart Stores Inc. COM 931142103 4324 58600 SH SOLE NONE 58600 0 0 Walgreen Company COM 931422109 3248 60500 SH SOLE NONE 60500 0 0 Wells Fargo & Company COM 949746101 6110 148200 SH SOLE NONE 148200 0 0 Western Digital Corporation COM 958102105 652 10300 SH SOLE NONE 10300 0 0 Weyerhaeuser Company COM 962166104 1131 39600 SH SOLE NONE 39600 0 0 Whole Foods Market Inc. COM 966837106 2370 40600 SH SOLE NONE 40600 0 0 Xilinx Inc. COM 983919101 917 19600 SH SOLE NONE 19600 0 0 Xylem Inc. COM 98419M100 967 34700 SH SOLE NONE 34700 0 0 Yamana Gold Inc. COM 98462Y100 5725 551100 SH SOLE NONE 551100 0 0 Zimmer Holdings Inc. COM 98956P102 1000 12200 SH SOLE NONE 12200 0 0