Chief Privacy Officer, VP, Corporate Compliance & Oversight

0001140361-14-003800.txt : 20140130 0001140361-14-003800.hdr.sgml : 20140130 20140130145156 ACCESSION NUMBER: 0001140361-14-003800 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20131231 FILED AS OF DATE: 20140130 DATE AS OF CHANGE: 20140130 EFFECTIVENESS DATE: 20140130 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: 14560439 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 12-31-2013 12-31-2013 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 Toronto A6 01-29-2014 0 139 253108 false INFORMATION TABLE 2 form13fInfoTable.xml AMETEK Inc. COM 031100100 1682 31900 SH SOLE NONE 31900 0 0 ARM Holdings PLC ADR ADR 042068106 405 7400 SH SOLE NONE 7400 0 0 Advanced Micro Devices Inc. COM 007903107 36 9200 SH SOLE NONE 9200 0 0 Agilent Technologies Inc. COM 00846U101 429 7500 SH SOLE NONE 7500 0 0 Altria Group Inc. COM 02209S103 1537 40000 SH SOLE NONE 40000 0 0 Amgen Inc. COM 031162100 308 2700 SH SOLE NONE 2700 0 0 Analog Devices Inc. COM 032654105 270 5300 SH SOLE NONE 5300 0 0 Apache Corporation COM 037411105 404 4700 SH SOLE NONE 4700 0 0 Apple Inc. COM 037833100 954 1700 SH SOLE NONE 1700 0 0 BCE Inc. COM 05534B760 30 700 SH SOLE NONE 700 0 0 BHP Billiton Limited ADR ADR 088606108 1795 26300 SH SOLE NONE 26300 0 0 Baker Hughes Inc. COM 057224107 569 10300 SH SOLE NONE 10300 0 0 Bank of Montreal COM 063671101 8169 122550 SH SOLE NONE 122550 0 0 Bank of Nova Scotia COM 064149107 18896 302175 SH SOLE NONE 302175 0 0 Baytex Energy Corp COM 07317Q105 478 12200 SH SOLE NONE 12200 0 0 Becton, Dickinson and Company COM 075887109 354 3200 SH SOLE NONE 3200 0 0 Bellatrix Exploration Limited COM 078314101 3595 489000 SH SOLE NONE 489000 0 0 Berkshire Hathaway Inc. 'B' COM 084670702 41 350 SH SOLE NONE 0 0 0 Bristol-Myers Squibb Company COM 110122108 298 5600 SH SOLE NONE 5600 0 0 CAE Inc. COM 124765108 3621 284700 SH SOLE NONE 284700 0 0 CGI Group Inc. 'A' COM 39945C109 1094 32700 SH SOLE NONE 32700 0 0 CSX Corporation COM 126408103 1693 58800 SH SOLE NONE 58800 0 0 CVS Caremark Corporation COM 126650100 1325 18500 SH SOLE NONE 18500 0 0 Cameco Corporation COM 13321L108 1141 55000 SH SOLE NONE 55000 0 0 Canadian Imperial Bank of Commerce COM 136069101 9614 112575 SH SOLE NONE 112575 0 0 Canadian National Railway Co. COM 136375102 8363 146700 SH SOLE NONE 146700 0 0 Canadian Natural Resources Ltd. COM 136385101 3810 112600 SH SOLE NONE 112600 0 0 Canadian Pacific Railway Limited COM 13645T100 2374 15700 SH SOLE NONE 15700 0 0 Catamaran Corp COM 148887102 1211 25500 SH SOLE NONE 25500 0 0 Celestica Inc. COM 15101Q108 300 28900 SH SOLE NONE 28900 0 0 Cemex SAB De CV 4.875% March 15, 2015 CCB 151290AV5 1718 1450000 PRN SOLE NONE 0 0 1450000 Cenovus Energy Inc. COM 15135U109 3188 111400 SH SOLE NONE 111400 0 0 Citigroup Inc. COM 172967424 1100 21100 SH SOLE NONE 21100 0 0 Cliffs Natural Resources Inc. COM 18683K101 551 21000 SH SOLE NONE 21000 0 0 Covidien PLC COM G2554F113 907 13300 SH SOLE NONE 13300 0 0 Cummins Inc. COM 231021106 1411 10000 SH SOLE NONE 10000 0 0 Dealertrack Technologies Inc. 1.50% March 15, 2017 CCB 242309AB8 1303 940000 PRN SOLE NONE 940000 0 0 Devry Education Group Inc. COM 251893103 121 3400 SH SOLE NONE 3400 0 0 Discover Financial Services COM 254709108 683 12200 SH SOLE NONE 12200 0 0 EOG Resources Inc. COM 26875P101 50 300 SH SOLE NONE 300 0 0 Eaton Corporation PLC COM G29183103 404 5300 SH SOLE NONE 5300 0 0 Eldorado Gold Corporation COM 284902103 349 61500 SH SOLE NONE 61500 0 0 Enbridge Inc. COM 29250N105 26 600 SH SOLE NONE 600 0 0 Encana Corporation COM 292505104 1856 102800 SH SOLE NONE 102800 0 0 Endo Health Solutions Inc. 1.75% April 15, 2015 CCB 29264FAB2 2028 877000 PRN SOLE NONE 877000 0 0 Foot Locker Inc. COM 344849104 705 17000 SH SOLE NONE 17000 0 0 Ford Motor Credit Co. 4.25% November 15, 2016 CCB 345370CN8 486 265000 PRN SOLE NONE 265000 0 0 Frontier Communications Corporation COM 35906A108 2141 460000 SH SOLE NONE 460000 0 0 General Electric Company COM 369604103 152 5400 SH SOLE NONE 5400 0 0 Gildan Activewear Inc. COM 375916103 346 6500 SH SOLE NONE 6500 0 0 Gilead Sciences Inc. COM 375558103 211 2800 SH SOLE NONE 2800 0 0 Gilead Sciences Inc. 1.625% May 1, 2016 CCB 375558AP8 2851 865000 PRN SOLE NONE 865000 0 0 GlaxoSmithKline PLC ADR ADR 37733W105 86 1600 SH SOLE NONE 1600 0 0 Goldcorp Inc. COM 380956409 2540 117100 SH SOLE NONE 117100 0 0 Gran Tierra Energy Inc. COM 38500T101 1079 147900 SH SOLE NONE 147900 0 0 Halliburton Company COM 406216101 690 13581 SH SOLE NONE 13581 0 0 Intel Corporation COM 458140100 1567 60300 SH SOLE NONE 60300 0 0 Invesco Limited COM G491BT108 2681 73600 SH SOLE NONE 73600 0 0 JPMorgan Chase & Co COM 46625H100 1001 17100 SH SOLE NONE 17100 0 0 Jacobs Engineering Group Inc. COM 469814107 101 1600 SH SOLE NONE 1600 0 0 Janus Capital Group Inc. COM 47102X105 3401 274700 SH SOLE NONE 274700 0 0 Kimberly-Clark Corporation COM 494368103 188 1800 SH SOLE NONE 1800 0 0 Kinder Morgan Inc. COM 49456B101 901 25000 SH SOLE NONE 25000 0 0 Kohl's Corporation COM 500255104 91 1600 SH SOLE NONE 1600 0 0 L-3 Communications Holdings Inc. COM 502424104 470 4400 SH SOLE NONE 4400 0 0 Lowe's Companies Inc. COM 548661107 347 7000 SH SOLE NONE 7000 0 0 LyondellBasell Industries NV 'A' COM N53745100 3455 43000 SH SOLE NONE 43000 0 0 MGM Resorts International 4.25% April 15, 2015 CCB 55303QAE0 1540 1125000 PRN SOLE NONE 1125000 0 0 Macy's Inc. COM 55616P104 641 12000 SH SOLE NONE 12000 0 0 Magna International Inc. COM 559222401 3239 39500 SH SOLE NONE 39500 0 0 Manulife Financial Corporation COM 56501R106 7689 389700 SH SOLE NONE 389700 0 0 Market Vectors High Yield Municipal Index ETF ETF 57060U878 1688 59700 SH SOLE NONE 59700 0 0 McKesson Corporation COM 58155Q103 1470 9100 SH SOLE NONE 9100 0 0 Medtronic Inc. COM 585055106 459 8000 SH SOLE NONE 8000 0 0 Merck & Company Inc. COM 58933Y105 361 7200 SH SOLE NONE 7200 0 0 MetLife Inc. COM 59156R108 448 8300 SH SOLE NONE 8300 0 0 Microchip Technology Inc. 2.125% December 15, 2037 CCB 595017AB0 2008 1157000 PRN SOLE NONE 1157000 0 0 Microsoft Corporation COM 594918104 30 800 SH SOLE NONE 800 0 0 NVIDIA Corporation COM 67066G104 335 20900 SH SOLE NONE 20900 0 0 NetApp Inc. COM 64110D104 432 10500 SH SOLE NONE 10500 0 0 Norfolk Southern Corporation COM 655844108 260 2800 SH SOLE NONE 2800 0 0 Novellus Systems Inc. 2.625% May 15, 2041 CCB 670008AD3 1843 1102000 PRN SOLE NONE 1102000 0 0 Omnicare Inc. 3.75% April 1, 2042 CCB 681904AP3 1309 865000 PRN SOLE NONE 865000 0 0 Oncolytics Biotech Inc. COM 682310107 108 69300 SH SOLE NONE 69300 0 0 Open Text Corporation COM 683715106 1656 18000 SH SOLE NONE 18000 0 0 Peabody Energy Corp. COM 704549104 543 27800 SH SOLE NONE 27800 0 0 PepsiCo Inc. COM 713448108 75 900 SH SOLE NONE 900 0 0 Pfizer Inc. COM 717081103 2299 75000 SH SOLE NONE 75000 0 0 Philip Morris International Inc. COM 718172109 3846 44100 SH SOLE NONE 44100 0 0 Phillips 66 COM 718546104 2355 30500 SH SOLE NONE 30500 0 0 Potash Corp. of Saskatchewan Inc. COM 73755L107 13 400 SH SOLE NONE 400 0 0 Precision Drilling Corporation COM 74022D308 4906 524300 SH SOLE NONE 524300 0 0 Progressive Waste Solutions Limited COM 74339G101 1513 61200 SH SOLE NONE 61200 0 0 QUALCOMM Inc. COM 747525103 1962 26400 SH SOLE NONE 26400 0 0 Randgold Resources Limited ADR ADR 752344309 138 2200 SH SOLE NONE 2200 0 0 ResMed Inc. COM 761152107 151 3200 SH SOLE NONE 3200 0 0 Robert Half International Inc. COM 770323103 416 9900 SH SOLE NONE 9900 0 0 Rock-Tenn Company 'A' COM 772739207 315 3000 SH SOLE NONE 3000 0 0 Rockwell Automation Inc. COM 773903109 390 3300 SH SOLE NONE 3300 0 0 Rogers Communications Inc. 'B' COM 775109200 3570 78900 SH SOLE NONE 0 0 78900 Ross Stores Inc. COM 778296103 1688 22500 SH SOLE NONE 22500 0 0 Royal Bank of Canada COM 780087102 21051 313150 SH SOLE NONE 313150 0 0 SAP AG ADR ADR 803054204 87 1000 SH SOLE NONE 0 0 1000 Seagate Technology PLC COM G7945M107 646 11500 SH SOLE NONE 11500 0 0 Silver Wheaton Corporation COM 828336107 1105 54700 SH SOLE NONE 54700 0 0 Stantec Inc. COM 85472N109 756 12200 SH SOLE NONE 12200 0 0 SunOpta Inc. COM 8676EP108 830 83000 SH SOLE NONE 83000 0 0 Suncor Energy Inc. COM 867224107 10051 286712 SH SOLE NONE 286712 0 0 Tahoe Resources Inc. COM 873868103 333 20000 SH SOLE NONE 20000 0 0 Taiwan Semiconductor Manufacturing Company Limited ADR ADR 874039100 87 5000 SH SOLE NONE 5000 0 0 Target Corporation COM 87612E106 184 2900 SH SOLE NONE 2900 0 0 Teck Resources Limited 'B' COM 878742204 6861 263600 SH SOLE NONE 263600 0 0 Texas Instruments Inc. COM 882508104 286 6500 SH SOLE NONE 6500 0 0 The Blackstone Group Limited Partnership COM 09253U108 2532 80300 SH SOLE NONE 80300 0 0 The Coca-Cola Company COM 191216100 323 7800 SH SOLE NONE 7800 0 0 The Descartes Systems Group Inc. COM 249906108 4740 354328 SH SOLE NONE 354328 0 0 The Kroger Company COM 501044101 300 7600 SH SOLE NONE 7600 0 0 The Procter & Gamble Company COM 742718109 98 1200 SH SOLE NONE 1200 0 0 The Williams Companies Inc. COM 969457100 1930 50000 SH SOLE NONE 50000 0 0 Thermo Fisher Scientific Inc. COM 883556102 390 3500 SH SOLE NONE 3500 0 0 Thomson Reuters Corporation COM 884903105 284 7500 SH SOLE NONE 7500 0 0 Tim Hortons Inc. COM 88706M103 770 13200 SH SOLE NONE 13200 0 0 Toronto-Dominion Bank COM 891160509 20605 218650 SH SOLE NONE 218650 0 0 TransCanada Corporation COM 89353D107 23 500 SH SOLE NONE 500 0 0 Trinity Industries Inc. 3.875% June 1, 2036 CCB 896522AF6 1394 1050000 PRN SOLE NONE 1050000 0 0 US Bancorp COM 902973304 384 9500 SH SOLE NONE 9500 0 0 United Parcel Service Inc. 'B' COM 911312106 231 2200 SH SOLE NONE 2200 0 0 Valeant Pharmaceuticals International Inc. COM 91911K102 4153 35400 SH SOLE NONE 35400 0 0 Valero Energy Corporation COM 91913Y100 590 11700 SH SOLE NONE 11700 0 0 Volcano Corp. 1.75% December 01, 2017 CCB 928645AB6 1714 1732000 PRN SOLE NONE 1732000 0 0 Wabtec Corp. COM 929740108 89 1200 SH SOLE NONE 1200 0 0 Wal-Mart Stores Inc. COM 931142103 16 200 SH SOLE NONE 200 0 0 Walgreen Company COM 931422109 425 7400 SH SOLE NONE 7400 0 0 Wellpoint Inc. 2.75% October 15, 2042 CCB 94973VBG1 2384 1761000 PRN SOLE NONE 1761000 0 0 Wells Fargo & Company COM 949746101 586 12900 SH SOLE NONE 12900 0 0 Weyerhaeuser Company COM 962166104 149 4700 SH SOLE NONE 4700 0 0 Xilinx Inc. COM 983919101 276 6000 SH SOLE NONE 6000 0 0 Yamana Gold Inc. COM 98462Y100 293 34000 SH SOLE NONE 34000 0 0 Zimmer Holdings Inc. COM 98956P102 475 5100 SH SOLE NONE 5100 0 0