Chief Privacy Officer, VP, Corporate Compliance & Oversight

0001140361-14-019067.txt : 20140506 0001140361-14-019067.hdr.sgml : 20140506 20140506164621 ACCESSION NUMBER: 0001140361-14-019067 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140331 FILED AS OF DATE: 20140506 DATE AS OF CHANGE: 20140506 EFFECTIVENESS DATE: 20140506 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: 14817733 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 03-31-2014 03-31-2014 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 04-29-2014 0 141 183606 false INFORMATION TABLE 2 form13fInfoTable.xml AMETEK Inc. COM 031100100 299 5800 SH SOLE NONE 5800 0 0 ARM Holdings PLC ADR ADR 042068106 112 2200 SH SOLE NONE 2200 0 0 Agilent Technologies Inc. COM 00846U101 419 7500 SH SOLE NONE 7500 0 0 Agnico Eagle Mines Ltd. COM 008474108 551 18200 SH SOLE NONE 18200 0 0 Agrium Inc. COM 008916108 634 6500 SH SOLE NONE 6500 0 0 Altria Group Inc. COM 02209S103 1497 40000 SH SOLE NONE 40000 0 0 Amgen Inc. COM 031162100 358 2900 SH SOLE NONE 2900 0 0 Analog Devices Inc. COM 032654105 106 2000 SH SOLE NONE 2000 0 0 Apple Inc. COM 037833100 590 1100 SH SOLE NONE 1100 0 0 Archer-Daniels-Midland Company COM 039483102 117 2700 SH SOLE NONE 2700 0 0 BCE Inc. COM 05534B760 17 400 SH SOLE NONE 400 0 0 BHP Billiton Limited ADR ADR 088606108 1783 26300 SH SOLE NONE 26300 0 0 Baker Hughes Inc. COM 057224107 663 10200 SH SOLE NONE 10200 0 0 Bank of Montreal COM 063671101 6174 92250 SH SOLE NONE 92250 0 0 Bank of Nova Scotia COM 064149107 13251 228675 SH SOLE NONE 228675 0 0 Barrick Gold Corporation COM 067901108 613 34400 SH SOLE NONE 34400 0 0 Baytex Energy Corp COM 07317Q105 1969 47800 SH SOLE NONE 47800 0 0 Becton, Dickinson and Company COM 075887109 258 2200 SH SOLE NONE 2200 0 0 Bellatrix Exploration Limited COM 078314101 837 98900 SH SOLE NONE 98900 0 0 Berkshire Hathaway Inc. 'B' COM 084670702 19 150 SH SOLE NONE 0 0 150 Bristol-Myers Squibb Company COM 110122108 166 3200 SH SOLE NONE 3200 0 0 Brookfield Asset Management Inc. 'A' COM 112585104 2266 55600 SH SOLE NONE 55600 0 0 CAE Inc. COM 124765108 1535 116600 SH SOLE NONE 116600 0 0 CGI Group Inc. 'A' COM 39945C109 843 27300 SH SOLE NONE 27300 0 0 CSX Corporation COM 126408103 368 12700 SH SOLE NONE 12700 0 0 CVS Caremark Corporation COM 126650100 524 7000 SH SOLE NONE 7000 0 0 Cameco Corporation COM 13321L108 220 9600 SH SOLE NONE 9600 0 0 Canadian Imperial Bank of Commerce COM 136069101 7066 81975 SH SOLE NONE 81975 0 0 Canadian National Railway Co. COM 136375102 5166 91900 SH SOLE NONE 91900 0 0 Canadian Natural Resources Ltd. COM 136385101 5188 135300 SH SOLE NONE 135300 0 0 Canadian Pacific Railway Limited COM 13645T100 1724 11500 SH SOLE NONE 11500 0 0 Catamaran Corp COM 148887102 497 11100 SH SOLE NONE 11100 0 0 Celestica Inc. COM 15101Q108 392 35800 SH SOLE NONE 35800 0 0 Cemex SAB De CV 4.875% March 15, 2015 CCB 151290AV5 1057 860000 PRN SOLE NONE 0 0 860000 Chevron Corporation COM 166764100 381 3200 SH SOLE NONE 3200 0 0 Citigroup Inc. COM 172967424 838 17600 SH SOLE NONE 17600 0 0 Cliffs Natural Resources Inc. COM 18683K101 430 21000 SH SOLE NONE 21000 0 0 ConocoPhillips COM 20825C104 1337 19000 SH SOLE NONE 19000 0 0 Crescent Point Energy Corporation COM 22576C101 1399 38300 SH SOLE NONE 38300 0 0 Cummins Inc. COM 231021106 507 3400 SH SOLE NONE 3400 0 0 Dealertrack Technologies Inc. 1.50% March 15, 2017 CCB 242309AB8 579 405000 PRN SOLE NONE 405000 0 0 Devry Education Group Inc. COM 251893103 144 3400 SH SOLE NONE 3400 0 0 Discover Financial Services COM 254709108 652 11200 SH SOLE NONE 11200 0 0 ENSCO PLC Class A COM G3157S106 1858 35200 SH SOLE NONE 35200 0 0 EOG Resources Inc. COM 26875P101 59 300 SH SOLE NONE 300 0 0 Eaton Corporation PLC COM G29183103 120 1600 SH SOLE NONE 1600 0 0 Enbridge Inc. COM 29250N105 14 300 SH SOLE NONE 300 0 0 Encana Corporation COM 292505104 1908 89300 SH SOLE NONE 89300 0 0 Endo International PLC 1.75% April 15, 2015 CCB 29264FAB2 1405 597000 PRN SOLE NONE 597000 0 0 Fifth Third Bancorp COM 316773100 60 2600 SH SOLE NONE 2600 0 0 Foot Locker Inc. COM 344849104 103 2200 SH SOLE NONE 2200 0 0 Ford Motor Credit Co. 4.25% November 15, 2016 CCB 345370CN8 480 265000 PRN SOLE NONE 265000 0 0 Frontier Communications Corporation COM 35906A108 2622 460000 SH SOLE NONE 460000 0 0 General Electric Company COM 369604103 119 4600 SH SOLE NONE 4600 0 0 Gildan Activewear Inc. COM 375916103 454 9000 SH SOLE NONE 9000 0 0 Gilead Sciences Inc. COM 375558103 92 1300 SH SOLE NONE 1300 0 0 Gilead Sciences Inc. 1.625% May 1, 2016 CCB 375558AP8 2292 735000 PRN SOLE NONE 735000 0 0 GlaxoSmithKline PLC ADR ADR 37733W105 64 1200 SH SOLE NONE 1200 0 0 Goldcorp Inc. COM 380956409 1213 49700 SH SOLE NONE 49700 0 0 Gran Tierra Energy Inc. COM 38500T101 1851 246400 SH SOLE NONE 246400 0 0 Halliburton Company COM 406216101 658 11181 SH SOLE NONE 11181 0 0 Intel Corporation COM 458140100 1995 77300 SH SOLE NONE 77300 0 0 Invesco Limited COM G491BT108 821 22200 SH SOLE NONE 22200 0 0 JPMorgan Chase & Co COM 46625H100 838 13800 SH SOLE NONE 13800 0 0 Janus Capital Group Inc. COM 47102X105 1787 164400 SH SOLE NONE 164400 0 0 Kimberly-Clark Corporation COM 494368103 55 500 SH SOLE NONE 500 0 0 Kohl's Corporation COM 500255104 85 1500 SH SOLE NONE 1500 0 0 L-3 Communications Holdings Inc. COM 502424104 520 4400 SH SOLE NONE 4400 0 0 Lowe's Companies Inc. COM 548661107 342 7000 SH SOLE NONE 7000 0 0 LyondellBasell Industries NV 'A' COM N53745100 2286 25700 SH SOLE NONE 25700 0 0 MGM Resorts International 4.25% April 15, 2015 CCB 55303QAE0 387 265000 PRN SOLE NONE 265000 0 0 Macy's Inc. COM 55616P104 504 8500 SH SOLE NONE 8500 0 0 Magna International Inc. COM 559222401 3347 34800 SH SOLE NONE 34800 0 0 Manulife Financial Corporation COM 56501R106 3629 188100 SH SOLE NONE 188100 0 0 Market Vectors High Yield Municipal Index ETF ETF 57060U878 1764 59700 SH SOLE NONE 59700 0 0 Mattel Inc. COM 577081102 277 6900 SH SOLE NONE 6900 0 0 McKesson Corporation COM 58155Q103 600 3400 SH SOLE NONE 3400 0 0 Medtronic Inc. COM 585055106 431 7000 SH SOLE NONE 7000 0 0 Merck & Company Inc. COM 58933Y105 380 6700 SH SOLE NONE 6700 0 0 MetLife Inc. COM 59156R108 438 8300 SH SOLE NONE 8300 0 0 Microchip Technology Inc. 2.125% December 15, 2037 CCB 595017AB0 1729 932000 PRN SOLE NONE 932000 0 0 Microsoft Corporation COM 594918104 20 500 SH SOLE NONE 500 0 0 Morgan Stanley COM 617446448 106 3400 SH SOLE NONE 3400 0 0 NTELOS Holdings Corporation COM 67020Q305 1242 92000 SH SOLE NONE 92000 0 0 NVIDIA Corporation COM 67066G104 374 20900 SH SOLE NONE 20900 0 0 NetApp Inc. COM 64110D104 314 8500 SH SOLE NONE 8500 0 0 Noble Energy Inc. COM 655044105 326 4586 SH SOLE NONE 4586 0 0 Norfolk Southern Corporation COM 655844108 107 1100 SH SOLE NONE 1100 0 0 Novellus Systems Inc. 2.625% May 15, 2041 CCB 670008AD3 1381 812000 PRN SOLE NONE 812000 0 0 Open Text Corporation COM 683715106 1582 33100 SH SOLE NONE 33100 0 0 Peabody Energy Corp. COM 704549104 438 26800 SH SOLE NONE 26800 0 0 Pfizer Inc. COM 717081103 1005 31300 SH SOLE NONE 31300 0 0 Phillips 66 COM 718546104 301 3900 SH SOLE NONE 3900 0 0 Potash Corp. of Saskatchewan Inc. COM 73755L107 1871 51700 SH SOLE NONE 51700 0 0 Precision Drilling Corporation COM 74022D308 4400 367200 SH SOLE NONE 367200 0 0 Progressive Waste Solutions Limited COM 74339G101 448 17700 SH SOLE NONE 17700 0 0 QUALCOMM Inc. COM 747525103 2051 26000 SH SOLE NONE 26000 0 0 Randgold Resources Limited ADR ADR 752344309 165 2200 SH SOLE NONE 2200 0 0 ResMed Inc. COM 761152107 134 3000 SH SOLE NONE 3000 0 0 Robert Half International Inc. COM 770323103 415 9900 SH SOLE NONE 9900 0 0 Rock-Tenn Company 'A' COM 772739207 338 3200 SH SOLE NONE 3200 0 0 Rockwell Automation Inc. COM 773903109 411 3300 SH SOLE NONE 3300 0 0 Rogers Communications Inc. 'B' COM 775109200 1144 27600 SH SOLE NONE 0 0 27600 Royal Bank of Canada COM 780087102 14713 223050 SH SOLE NONE 223050 0 0 SAP AG ADR ADR 803054204 8 100 SH SOLE NONE 0 0 100 Seagate Technology PLC COM G7945M107 601 10700 SH SOLE NONE 10700 0 0 Silver Wheaton Corporation COM 828336107 781 34400 SH SOLE NONE 34400 0 0 Stantec Inc. COM 85472N109 1266 20700 SH SOLE NONE 20700 0 0 Suncor Energy Inc. COM 867224107 8306 237712 SH SOLE NONE 237712 0 0 Tahoe Resources Inc. COM 873868103 182 8600 SH SOLE NONE 8600 0 0 Taiwan Semiconductor Manufacturing Company Limited ADR ADR 874039100 78 3900 SH SOLE NONE 3900 0 0 Teck Resources Limited 'B' COM 878742204 4103 190000 SH SOLE NONE 190000 0 0 Texas Instruments Inc. COM 882508104 306 6500 SH SOLE NONE 6500 0 0 The Blackstone Group Limited Partnership COM 09253U108 622 18700 SH SOLE NONE 18700 0 0 The Coca-Cola Company COM 191216100 170 4400 SH SOLE NONE 4400 0 0 The Descartes Systems Group Inc. COM 249906108 3066 219300 SH SOLE NONE 219300 0 0 The Procter & Gamble Company COM 742718109 8 100 SH SOLE NONE 100 0 0 The Williams Companies Inc. COM 969457100 2070 51000 SH SOLE NONE 51000 0 0 Thermo Fisher Scientific Inc. COM 883556102 421 3500 SH SOLE NONE 3500 0 0 Thomson Reuters Corporation COM 884903105 144 4200 SH SOLE NONE 4200 0 0 Tim Hortons Inc. COM 88706M103 625 11300 SH SOLE NONE 11300 0 0 Toronto-Dominion Bank COM 891160509 15338 327000 SH SOLE NONE 327000 0 0 TransAlta Corporation COM 89346D107 465 40000 SH SOLE NONE 40000 0 0 TransCanada Corporation COM 89353D107 1573 34600 SH SOLE NONE 34600 0 0 Trinity Industries Inc. 3.875% June 1, 2036 CCB 896522AF6 660 415000 PRN SOLE NONE 415000 0 0 US Bancorp COM 902973304 313 7300 SH SOLE NONE 7300 0 0 United Parcel Service Inc. 'B' COM 911312106 136 1400 SH SOLE NONE 1400 0 0 UnitedHealth Group Inc. COM 91324P102 49 600 SH SOLE NONE 600 0 0 Valeant Pharmaceuticals International Inc. COM 91911K102 2093 15900 SH SOLE NONE 15900 0 0 Valero Energy Corporation COM 91913Y100 621 11700 SH SOLE NONE 11700 0 0 Volcano Corp. 1.75% December 01, 2017 CCB 928645AB6 477 487000 PRN SOLE NONE 487000 0 0 Wabash National Corp. 3.375% May 1, 2018 CCB 929566AH0 843 605000 PRN SOLE NONE 605000 0 0 Wabtec Corp. COM 929740108 85 1100 SH SOLE NONE 1100 0 0 Wal-Mart Stores Inc. COM 931142103 15 200 SH SOLE NONE 200 0 0 Walgreen Company COM 931422109 475 7200 SH SOLE NONE 7200 0 0 Wellpoint Inc. 2.75% October 15, 2042 CCB 94973VBG1 1131 776000 PRN SOLE NONE 776000 0 0 Wells Fargo & Company COM 949746101 552 11100 SH SOLE NONE 11100 0 0 Weyerhaeuser Company COM 962166104 59 2000 SH SOLE NONE 2000 0 0 Xilinx Inc. COM 983919101 271 5000 SH SOLE NONE 5000 0 0 Yamana Gold Inc. COM 98462Y100 820 93600 SH SOLE NONE 93600 0 0 Zimmer Holdings Inc. COM 98956P102 454 4800 SH SOLE NONE 4800 0 0