Chief Privacy Officer, VP, Corporate Compliance & Oversight

0001140361-14-041333.txt : 20141112 0001140361-14-041333.hdr.sgml : 20141111 20141112164139 ACCESSION NUMBER: 0001140361-14-041333 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140930 FILED AS OF DATE: 20141112 DATE AS OF CHANGE: 20141112 EFFECTIVENESS DATE: 20141112 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: 141214629 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 09-30-2014 09-30-2014 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 11-12-2014 0 156 130156 false INFORMATION TABLE 2 form13fInfoTable.xml Abengoa Yield PLC COM G00349103 44 1200 SH SOLE NONE 1200 0 0 AMETEK Inc. COM 031100100 196 3900 SH SOLE NONE 3900 0 0 ARM Holdings PLC ADR ADR 042068106 57 1300 SH SOLE NONE 1300 0 0 AT&T Inc. COM 00206R102 741 21000 SH SOLE NONE 21000 0 0 AbbVie Inc. COM 00287Y109 1151 19900 SH SOLE NONE 19900 0 0 Actavis PLC COM G0083B108 243 1006 SH SOLE NONE 1006 0 0 Advantage Oil and Gas Limited COM 00765F101 370 72800 SH SOLE NONE 72800 0 0 Agilent Technologies Inc. COM 00846U101 57 1000 SH SOLE NONE 1000 0 0 Agnico Eagle Mines Ltd. COM 008474108 1024 35400 SH SOLE NONE 35400 0 0 Agrium Inc. COM 008916108 951 10700 SH SOLE NONE 10700 0 0 Allergan Inc. COM 018490102 71 400 SH SOLE NONE 400 0 0 Altria Group Inc. COM 02209S103 566 12300 SH SOLE NONE 12300 0 0 American Water Works Company Inc. COM 030420103 228 4724 SH SOLE NONE 4724 0 0 Analog Devices Inc. COM 032654105 79 1600 SH SOLE NONE 1600 0 0 Apple Inc. COM 037833100 504 5000 SH SOLE NONE 5000 0 0 Applied Materials Inc. COM 038222105 404 18700 SH SOLE NONE 18700 0 0 Archer-Daniels-Midland Company COM 039483102 804 15709 SH SOLE NONE 15709 0 0 BCE Inc. COM 05534B760 13 300 SH SOLE NONE 300 0 0 BHP Billiton Limited ADR ADR 088606108 41 700 SH SOLE NONE 700 0 0 Baker Hughes Inc. COM 057224107 579 8900 SH SOLE NONE 8900 0 0 Bank of Montreal COM 063671101 5859 79600 SH SOLE NONE 79600 0 0 Bank of Nova Scotia COM 064149107 10106 163378 SH SOLE NONE 163378 0 0 Baytex Energy Corp. COM 07317Q105 737 19500 SH SOLE NONE 19500 0 0 Becton, Dickinson and Company COM 075887109 342 3000 SH SOLE NONE 3000 0 0 Berkshire Hathaway Inc. 'B' COM 084670702 21 150 SH SOLE NONE 0 0 150 Bristol-Myers Squibb Company COM 110122108 36 700 SH SOLE NONE 700 0 0 Brookfield Asset Management Inc. 'A' COM 112585104 2285 50900 SH SOLE NONE 50900 0 0 Brookfield Renewable Energy Partners LP LTD PART G16258108 244 8000 SH SOLE NONE 8000 0 0 CAE Inc. COM 124765108 931 76800 SH SOLE NONE 76800 0 0 CGI Group Inc. 'A' COM 39945C109 1017 30086 SH SOLE NONE 30086 0 0 CSX Corporation COM 126408103 209 6500 SH SOLE NONE 6500 0 0 CVS Health Corp. COM 126650100 342 4300 SH SOLE NONE 4300 0 0 Cameco Corporation COM 13321L108 138 7800 SH SOLE NONE 7800 0 0 Canadian Imperial Bank of Commerce COM 136069101 5071 56455 SH SOLE NONE 56455 0 0 Canadian National Railway Co. COM 136375102 3425 48240 SH SOLE NONE 48240 0 0 Canadian Natural Resources Ltd. COM 136385101 3779 97261 SH SOLE NONE 97261 0 0 Canadian Pacific Railway Limited COM 13645T100 2117 10200 SH SOLE NONE 10200 0 0 Celestica Inc. COM 15101Q108 447 44080 SH SOLE NONE 44080 0 0 Cemex SAB De CV 4.875% March 15, 2015 CCB 151290AV5 623 520000 PRN SOLE NONE 0 0 520000 Cenovus Energy Inc. COM 15135U109 1172 43568 SH SOLE NONE 43568 0 0 Chevron Corporation COM 166764100 96 800 SH SOLE NONE 800 0 0 Cisco Systems Inc. COM 17275R102 1190 47200 SH SOLE NONE 47200 0 0 Cott Corporation COM 22163N106 392 57100 SH SOLE NONE 57100 0 0 Crescent Point Energy Corporation COM 22576C101 816 22600 SH SOLE NONE 22600 0 0 Cummins Inc. COM 231021106 66 500 SH SOLE NONE 500 0 0 Dealertrack Technologies Inc. 1.50% March 15, 2017 CCB 242309AB8 1116 855000 PRN SOLE NONE 855000 0 0 Delphi Automotive PLC COM G27823106 81 1315 SH SOLE NONE 1315 0 0 Devon Energy Corporation COM 25179M103 68 1000 SH SOLE NONE 1000 0 0 Devry Education Group Inc. COM 251893103 56 1300 SH SOLE NONE 1300 0 0 Discover Financial Services COM 254709108 277 4300 SH SOLE NONE 4300 0 0 ENSCO PLC Class A COM G3157S106 819 19800 SH SOLE NONE 19800 0 0 EOG Resources Inc. COM 26875P101 60 600 SH SOLE NONE 600 0 0 Eaton Corporation PLC COM G29183103 203 3200 SH SOLE NONE 3200 0 0 Ecolab Inc. COM 278865100 211 1832 SH SOLE NONE 1832 0 0 Eldorado Gold Corporation COM 284902103 270 40100 SH SOLE NONE 40100 0 0 Enbridge Inc. COM 29250N105 986 20600 SH SOLE NONE 20600 0 0 Encana Corp. COM 292505104 8 400 SH SOLE NONE 400 0 0 Endo International PLC 1.75% April 15, 2015 CCB 29264FAB2 556 235000 PRN SOLE NONE 235000 0 0 Fifth Third Bancorp COM 316773100 68 3400 SH SOLE NONE 3400 0 0 FirstService Corporation COM 33761N109 378 7200 SH SOLE NONE 7200 0 0 Ford Motor Credit Co. 4.25% November 15, 2016 CCB 345370CN8 369 215000 PRN SOLE NONE 215000 0 0 General Electric Company COM 369604103 1240 48300 SH SOLE NONE 48300 0 0 Gildan Activewear Inc. COM 375916103 788 14395 SH SOLE NONE 14395 0 0 Gilead Sciences Inc. COM 375558103 50 466 SH SOLE NONE 466 0 0 GlaxoSmithKline PLC ADR ADR 37733W105 46 1000 SH SOLE NONE 1000 0 0 Goldcorp Inc. COM 380956409 2101 91100 SH SOLE NONE 91100 0 0 Gran Tierra Energy Inc. COM 38500T101 1032 186739 SH SOLE NONE 186739 0 0 Halliburton Company COM 406216101 461 7138 SH SOLE NONE 7138 0 0 Henry Schein Inc. COM 806407102 238 2039 SH SOLE NONE 2039 0 0 HudBay Minerals Inc. COM 443628102 321 37600 SH SOLE NONE 37600 0 0 Imperial Oil Limited COM 453038408 257 5448 SH SOLE NONE 5448 0 0 Invesco Limited COM G491BT108 257 6500 SH SOLE NONE 6500 0 0 JPMorgan Chase & Co. COM 46625H100 66 1100 SH SOLE NONE 1100 0 0 Janus Capital Group Inc. COM 47102X105 1184 81300 SH SOLE NONE 81300 0 0 Kinder Morgan Inc. COM 49456B101 1022 26600 SH SOLE NONE 26600 0 0 Lorillard Inc. COM 544147101 177 2948 SH SOLE NONE 2948 0 0 LyondellBasell Industries NV 'A' COM N53745100 1340 12315 SH SOLE NONE 12315 0 0 MGM Resorts International 4.25% April 15, 2015 CCB 55303QAE0 335 265000 PRN SOLE NONE 265000 0 0 Macy's Inc. COM 55616P104 245 4200 SH SOLE NONE 4200 0 0 Magna International Inc. COM 559222401 3016 31767 SH SOLE NONE 31767 0 0 Manulife Financial Corporation COM 56501R106 3201 166402 SH SOLE NONE 166402 0 0 Market Vectors High Yield Municipal Index ETF ETF 57060U878 763 24800 SH SOLE NONE 24800 0 0 McKesson Corporation COM 58155Q103 624 3202 SH SOLE NONE 3202 0 0 Medtronic Inc. COM 585055106 304 4900 SH SOLE NONE 4900 0 0 Merck & Company Inc. COM 58933Y105 314 5300 SH SOLE NONE 5300 0 0 Microchip Technology Inc. 2.125% December 15, 2037 CCB 595017AB0 589 315000 PRN SOLE NONE 315000 0 0 Microsoft Corporation COM 594918104 14 300 SH SOLE NONE 300 0 0 NTELOS Holdings Corporation COM 67020Q305 506 47500 SH SOLE NONE 47500 0 0 NVIDIA Corporation COM 67066G104 316 17100 SH SOLE NONE 17100 0 0 NXP Semiconductors NV COM N6596X109 462 6745 SH SOLE NONE 6745 0 0 Noble Energy Inc. COM 655044105 266 3886 SH SOLE NONE 3886 0 0 Norfolk Southern Corporation COM 655844108 89 800 SH SOLE NONE 800 0 0 Novellus Systems Inc. 2.625% May 15, 2041 CCB 670008AD3 638 291000 PRN SOLE NONE 291000 0 0 Open Text Corporation COM 683715106 1206 21800 SH SOLE NONE 21800 0 0 Oracle Corporation COM 68389X105 308 8035 SH SOLE NONE 8035 0 0 Peabody Energy Corp. COM 704549104 46 3700 SH SOLE NONE 3700 0 0 Pembina Pipeline Corporation COM 706327103 480 11400 SH SOLE NONE 11400 0 0 Pengrowth Energy Corp. COM 70706P104 561 107100 SH SOLE NONE 107100 0 0 Perrigo Co. PLC COM G97822103 211 1400 SH SOLE NONE 1400 0 0 Pfizer Inc. COM 717081103 86 2900 SH SOLE NONE 2900 0 0 Phillips 66 COM 718546104 228 2800 SH SOLE NONE 2800 0 0 Potash Corp. of Saskatchewan Inc. COM 73755L107 429 12400 SH SOLE NONE 12400 0 0 Precision Drilling Corporation COM 74022D308 1126 104300 SH SOLE NONE 104300 0 0 Progressive Waste Solutions Ltd. COM 74339G101 165 6400 SH SOLE NONE 6400 0 0 QUALCOMM Inc. COM 747525103 105 1400 SH SOLE NONE 1400 0 0 RPM International Inc. COM 749685103 320 7000 SH SOLE NONE 7000 0 0 Randgold Resources Limited ADR ADR 752344309 122 1800 SH SOLE NONE 1800 0 0 Robert Half International Inc. COM 770323103 270 5500 SH SOLE NONE 5500 0 0 Rock-Tenn Company 'A' COM 772739207 181 3800 SH SOLE NONE 3800 0 0 Rockwell Automation Inc. COM 773903109 55 500 SH SOLE NONE 500 0 0 Royal Bank of Canada COM 780087102 11533 161330 SH SOLE NONE 161330 0 0 Schlumberger Limited COM 806857108 234 2300 SH SOLE NONE 2300 0 0 Seagate Technology PLC COM G7945M107 304 5300 SH SOLE NONE 5300 0 0 Shaw Communications Inc. 'B' COM 82028K200 145 5900 SH SOLE NONE 0 0 5900 Silver Wheaton Corporation COM 828336107 632 31700 SH SOLE NONE 31700 0 0 St. Jude Medical Inc. COM 790849103 139 2311 SH SOLE NONE 2311 0 0 Stantec Inc. COM 85472N109 2271 34700 SH SOLE NONE 34700 0 0 Stillwater Mining Company COM 86074Q102 119 7929 SH SOLE NONE 7929 0 0 Stryker Corporation COM 863667101 242 3000 SH SOLE NONE 3000 0 0 Sun Life Financial Inc. COM 866796105 601 16577 SH SOLE NONE 16577 0 0 Suncor Energy Inc. COM 867224107 6490 179311 SH SOLE NONE 179311 0 0 Superior Energy Services Inc. COM 868157108 69 2100 SH SOLE NONE 2100 0 0 TELUS Corp. COM 87971M103 1304 38200 SH SOLE NONE 38200 0 0 Tahoe Resources Inc. COM 873868103 313 15400 SH SOLE NONE 15400 0 0 Taiwan Semiconductor Manufacturing Company Limited ADR ADR 874039100 69 3400 SH SOLE NONE 3400 0 0 Talisman Energy Inc. COM 87425E103 112 12988 SH SOLE NONE 12988 0 0 Teck Resources Limited 'B' COM 878742204 748 39500 SH SOLE NONE 39500 0 0 Texas Instruments Inc. COM 882508104 277 5800 SH SOLE NONE 5800 0 0 The Blackstone Group Limited Partnership COM 09253U108 431 13667 SH SOLE NONE 13667 0 0 The Coca-Cola Company COM 191216100 56 1300 SH SOLE NONE 1300 0 0 The Cooper Companies Inc. COM 216648402 129 824 SH SOLE NONE 824 0 0 The Descartes Systems Group Inc. COM 249906108 1812 131700 SH SOLE NONE 131700 0 0 The Walt Disney Company COM 254687106 249 2800 SH SOLE NONE 2800 0 0 The Williams Companies Inc. COM 969457100 521 9400 SH SOLE NONE 9400 0 0 Thermo Fisher Scientific Inc. COM 883556102 268 2200 SH SOLE NONE 2200 0 0 Tim Hortons Inc. COM 88706M103 417 5300 SH SOLE NONE 5300 0 0 Toronto-Dominion Bank COM 891160509 11323 229414 SH SOLE NONE 229414 0 0 TransAlta Corporation COM 89346D107 471 44900 SH SOLE NONE 44900 0 0 TransCanada Corporation COM 89353D107 1633 31700 SH SOLE NONE 31700 0 0 US Bancorp COM 902973304 75 1800 SH SOLE NONE 1800 0 0 UnitedHealth Group Inc. COM 91324P102 293 3400 SH SOLE NONE 3400 0 0 Valeant Pharmaceuticals International Inc. COM 91911K102 871 6650 SH SOLE NONE 6650 0 0 Valero Energy Corporation COM 91913Y100 370 8000 SH SOLE NONE 8000 0 0 Verizon Communications Inc. COM 92343V104 50 1000 SH SOLE NONE 1000 0 0 Vermilion Energy Inc. COM 923725105 311 5100 SH SOLE NONE 5100 0 0 Volcano Corp. 1.75% December 01, 2017 CCB 928645AB6 421 487000 PRN SOLE NONE 487000 0 0 Vulcan Materials Company COM 929160109 60 1000 SH SOLE NONE 1000 0 0 Wabash National Corp. 3.375% May 1, 2018 CCB 929566AH0 519 390000 PRN SOLE NONE 390000 0 0 Wabtec Corp. COM 929740108 213 2627 SH SOLE NONE 2627 0 0 Walgreen Company COM 931422109 53 900 SH SOLE NONE 900 0 0 Web.com Group Inc. COM 94733A104 93 4652 SH SOLE NONE 4652 0 0 Wells Fargo & Company COM 949746101 467 9000 SH SOLE NONE 9000 0 0 Whiting Petroleum Corporation COM 966387102 85 1094 SH SOLE NONE 1094 0 0 Xilinx Inc. COM 983919101 47 1100 SH SOLE NONE 1100 0 0 Yamana Gold Inc. COM 98462Y100 7 1200 SH SOLE NONE 1200 0 0 Zimmer Holdings Inc. COM 98956P102 40 400 SH SOLE NONE 400 0 0