Chief Privacy Officer, VP, Corporate Compliance & Oversight

0001140361-15-003978.txt : 20150204 0001140361-15-003978.hdr.sgml : 20150204 20150204130056 ACCESSION NUMBER: 0001140361-15-003978 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20141231 FILED AS OF DATE: 20150204 DATE AS OF CHANGE: 20150204 EFFECTIVENESS DATE: 20150204 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: 15574528 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 12-31-2014 12-31-2014 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 01-28-2015 0 156 124497 false INFORMATION TABLE 2 form13fInfoTable.xml AT&T Inc. COM 00206R102 711 21200 SH SOLE NONE 21200 0 0 AbbVie Inc. COM 00287Y109 1512 23131 SH SOLE NONE 23131 0 0 Actavis PLC COM G0083B108 142 551 SH SOLE NONE 551 0 0 Agnico Eagle Mines Ltd. COM 008474108 826 33200 SH SOLE NONE 33200 0 0 Agrium Inc. COM 008916108 691 7300 SH SOLE NONE 7300 0 0 Allergan Inc. COM 018490102 446 2100 SH SOLE NONE 2100 0 0 Altria Group Inc. COM 02209S103 531 10800 SH SOLE NONE 10800 0 0 American Water Works Company Inc. COM 030420103 252 4729 SH SOLE NONE 4729 0 0 Ameriprise Financial Inc. COM 03076C106 423 3200 SH SOLE NONE 3200 0 0 Apple Inc. COM 037833100 673 6100 SH SOLE NONE 6100 0 0 Applied Materials Inc. COM 038222105 466 18700 SH SOLE NONE 18700 0 0 Archer-Daniels-Midland Company COM 039483102 617 11865 SH SOLE NONE 11865 0 0 BCE Inc. COM 05534B760 14 300 SH SOLE NONE 300 0 0 Baker Hughes Inc. COM 057224107 432 7700 SH SOLE NONE 7700 0 0 Bank of Montreal COM 063671101 5616 79400 SH SOLE NONE 79400 0 0 Bank of Nova Scotia COM 064149107 8460 148240 SH SOLE NONE 148240 0 0 Baytex Energy Corp. COM 07317Q105 464 27900 SH SOLE NONE 27900 0 0 Becton, Dickinson and Company COM 075887109 403 2900 SH SOLE NONE 2900 0 0 Berkshire Hathaway Inc. 'B' COM 084670702 23 150 SH SOLE NONE 0 0 150 Blackberry Limited COM 09228F103 73 6640 SH SOLE NONE 6640 0 0 Bristol-Myers Squibb Company COM 110122108 41 700 SH SOLE NONE 700 0 0 Brookfield Asset Management Inc. 'A' COM 112585104 2776 55400 SH SOLE NONE 55400 0 0 Brookfield Renewable Energy Partners LP LTD PART G16258108 247 8000 SH SOLE NONE 8000 0 0 CAE Inc. COM 124765108 453 34900 SH SOLE NONE 34900 0 0 CGI Group Inc. 'A' COM 39945C109 1179 30942 SH SOLE NONE 30942 0 0 CSX Corporation COM 126408103 170 4700 SH SOLE NONE 4700 0 0 CVS Health Corp. COM 126650100 520 5400 SH SOLE NONE 5400 0 0 Cameco Corporation COM 13321L108 66 4000 SH SOLE NONE 4000 0 0 Canadian Imperial Bank of Commerce COM 136069101 4582 53325 SH SOLE NONE 53325 0 0 Canadian National Railway Co. COM 136375102 3729 54140 SH SOLE NONE 54140 0 0 Canadian Natural Resources Ltd. COM 136385101 3151 101931 SH SOLE NONE 101931 0 0 Canadian Pacific Railway Limited COM 13645T100 1983 10300 SH SOLE NONE 10300 0 0 Cardinal Health Inc. COM 14149Y108 65 800 SH SOLE NONE 800 0 0 Celestica Inc. COM 15101Q108 511 43520 SH SOLE NONE 43520 0 0 Cemex SAB De CV 4.875% March 15, 2015 CCB 151290AV5 537 520000 PRN SOLE NONE 0 0 520000 Cenovus Energy Inc. COM 15135U109 144 7003 SH SOLE NONE 7003 0 0 Chevron Corporation COM 166764100 90 800 SH SOLE NONE 800 0 0 Cisco Systems Inc. COM 17275R102 1322 47600 SH SOLE NONE 47600 0 0 ConocoPhillips COM 20825C104 690 10000 SH SOLE NONE 10000 0 0 Cott Corporation COM 22163N106 60 8700 SH SOLE NONE 8700 0 0 Covidien PLC COM G2554F113 75 737 SH SOLE NONE 737 0 0 Crescent Point Energy Corporation COM 22576C101 507 21900 SH SOLE NONE 21900 0 0 Ctrip.com International Ltd. 1.25% October 15, 2018 CCB 22943FAD2 561 575000 PRN SOLE NONE 143750 0 0 Cummins Inc. COM 231021106 43 300 SH SOLE NONE 300 0 0 Dealertrack Technologies Inc. 1.50% March 15, 2017 CCB 242309AB8 1063 815000 PRN SOLE NONE 815000 0 0 Delphi Automotive PLC COM G27823106 149 2053 SH SOLE NONE 2053 0 0 Devon Energy Corporation COM 25179M103 73 1200 SH SOLE NONE 1200 0 0 Discover Financial Services COM 254709108 445 6800 SH SOLE NONE 6800 0 0 Dominion Resources Inc. COM 25746U109 54 700 SH SOLE NONE 700 0 0 EMC Corporation COM 268648102 285 9600 SH SOLE NONE 9600 0 0 EOG Resources Inc. COM 26875P101 221 2400 SH SOLE NONE 2400 0 0 Eaton Corporation PLC COM G29183103 183 2700 SH SOLE NONE 2700 0 0 Ecolab Inc. COM 278865100 588 5626 SH SOLE NONE 5626 0 0 Eldorado Gold Corporation COM 284902103 244 40100 SH SOLE NONE 40100 0 0 Enbridge Inc. COM 29250N105 1152 22400 SH SOLE NONE 22400 0 0 Encana Corp. COM 292505104 6 400 SH SOLE NONE 400 0 0 Endo International PLC 1.75% April 15, 2015 CCB 29264FAB2 582 235000 PRN SOLE NONE 235000 0 0 FirstService Corporation COM 33761N109 61 1200 SH SOLE NONE 1200 0 0 Garmin Limited COM H2906T109 47 900 SH SOLE NONE 900 0 0 General Electric Company COM 369604103 1073 42500 SH SOLE NONE 42500 0 0 Gildan Activewear Inc. COM 375916103 901 15938 SH SOLE NONE 15938 0 0 Goldcorp Inc. COM 380956409 1425 77000 SH SOLE NONE 77000 0 0 Gran Tierra Energy Inc. COM 38500T101 680 177100 SH SOLE NONE 177100 0 0 Halliburton Company COM 406216101 430 10938 SH SOLE NONE 10938 0 0 Henry Schein Inc. COM 806407102 191 1403 SH SOLE NONE 1403 0 0 Home Depot Inc. COM 437076102 346 3300 SH SOLE NONE 3300 0 0 HudBay Minerals Inc. COM 443628102 327 37600 SH SOLE NONE 37600 0 0 Imperial Oil Limited COM 453038408 168 3910 SH SOLE NONE 3910 0 0 Intuit Inc. COM 461202103 312 3390 SH SOLE NONE 3390 0 0 Invesco Limited COM G491BT108 407 10300 SH SOLE NONE 10300 0 0 JPMorgan Chase & Co. COM 46625H100 425 6800 SH SOLE NONE 6800 0 0 Janus Capital Group Inc. COM 47102X105 1081 67100 SH SOLE NONE 67100 0 0 Johnson & Johnson COM 478160104 324 3100 SH SOLE NONE 3100 0 0 Kinder Morgan Inc. COM 49456B101 993 23500 SH SOLE NONE 23500 0 0 Lockheed Martin Corporation COM 539830109 404 2100 SH SOLE NONE 2100 0 0 LyondellBasell Industries NV 'A' COM N53745100 1093 13778 SH SOLE NONE 13778 0 0 MGM Resorts International 4.25% April 15, 2015 CCB 55303QAE0 312 265000 PRN SOLE NONE 265000 0 0 Macy's Inc. COM 55616P104 309 4700 SH SOLE NONE 4700 0 0 Magna International Inc. COM 559222401 3472 32048 SH SOLE NONE 32048 0 0 Manulife Financial Corporation COM 56501R106 3465 181523 SH SOLE NONE 181523 0 0 Market Vectors High Yield Municipal Index ETF ETF 57060U878 737 23900 SH SOLE NONE 23900 0 0 McKesson Corporation COM 58155Q103 593 2859 SH SOLE NONE 2859 0 0 Medtronic Inc. COM 585055106 346 4800 SH SOLE NONE 4800 0 0 Merck & Company Inc. COM 58933Y105 307 5400 SH SOLE NONE 5400 0 0 Microchip Technology Inc. 2.125% December 15, 2037 CCB 595017AB0 519 290000 PRN SOLE NONE 290000 0 0 Microsoft Corporation COM 594918104 404 8700 SH SOLE NONE 8700 0 0 Morgan Stanley COM 617446448 427 11000 SH SOLE NONE 11000 0 0 NVIDIA Corporation COM 67066G104 82 4100 SH SOLE NONE 4100 0 0 Noble Energy Inc. COM 655044105 33 700 SH SOLE NONE 700 0 0 Norfolk Southern Corporation COM 655844108 88 800 SH SOLE NONE 800 0 0 Novellus Systems Inc. 2.625% May 15, 2041 CCB 670008AD3 669 291000 PRN SOLE NONE 291000 0 0 Nu Skin Enterprises Inc. 'A' COM 67018T105 232 5323 SH SOLE NONE 5323 0 0 Open Text Corporation COM 683715106 1431 24600 SH SOLE NONE 24600 0 0 Oracle Corporation COM 68389X105 656 14600 SH SOLE NONE 14600 0 0 Pembina Pipeline Corporation COM 706327103 350 9600 SH SOLE NONE 9600 0 0 Pengrowth Energy Corp. COM 70706P104 327 103800 SH SOLE NONE 103800 0 0 Perrigo Co. PLC COM G97822103 200 1200 SH SOLE NONE 1200 0 0 Pfizer Inc. COM 717081103 90 2900 SH SOLE NONE 2900 0 0 Philip Morris International Inc. COM 718172109 423 5200 SH SOLE NONE 5200 0 0 Phillips 66 COM 718546104 193 2700 SH SOLE NONE 2700 0 0 Potash Corp. of Saskatchewan Inc. COM 73755L107 689 19500 SH SOLE NONE 19500 0 0 Precision Drilling Corporation COM 74022D308 887 146000 SH SOLE NONE 146000 0 0 Progressive Waste Solutions Ltd. COM 74339G101 247 8200 SH SOLE NONE 8200 0 0 QUALCOMM Inc. COM 747525103 527 7100 SH SOLE NONE 7100 0 0 RPM International Inc. COM 749685103 401 7900 SH SOLE NONE 7900 0 0 Ralph Lauren Corporation COM 751212101 89 482 SH SOLE NONE 482 0 0 Randgold Resources Limited ADR ADR 752344309 121 1800 SH SOLE NONE 1800 0 0 Restaurant Brands International Inc. COM 76131D103 167 4253 SH SOLE NONE 4253 0 0 Robert Half International Inc. COM 770323103 286 4900 SH SOLE NONE 4900 0 0 Rock-Tenn Company 'A' COM 772739207 189 3100 SH SOLE NONE 3100 0 0 Rockwell Automation Inc. COM 773903109 22 200 SH SOLE NONE 200 0 0 Royal Bank of Canada COM 780087102 11060 160145 SH SOLE NONE 160145 0 0 Schlumberger Limited COM 806857108 171 2000 SH SOLE NONE 2000 0 0 Seagate Technology PLC COM G7945M107 352 5300 SH SOLE NONE 5300 0 0 Sealed Air Corporation COM 81211K100 42 1000 SH SOLE NONE 1000 0 0 Sempra Energy COM 816851109 56 500 SH SOLE NONE 500 0 0 Shaw Communications Inc. 'B' COM 82028K200 140 5200 SH SOLE NONE 0 0 5200 Silver Wheaton Corporation COM 828336107 724 35600 SH SOLE NONE 35600 0 0 Stantec Inc. COM 85472N109 1869 68000 SH SOLE NONE 68000 0 0 Stillwater Mining Company COM 86074Q102 108 7329 SH SOLE NONE 7329 0 0 Stryker Corporation COM 863667101 283 3000 SH SOLE NONE 3000 0 0 Sun Life Financial Inc. COM 866796105 699 19372 SH SOLE NONE 19372 0 0 Suncor Energy Inc. COM 867224107 5910 186098 SH SOLE NONE 186098 0 0 Superior Energy Services Inc. COM 868157108 44 2200 SH SOLE NONE 2200 0 0 T.Rowe Price Group Inc. COM 74144T108 201 2343 SH SOLE NONE 2343 0 0 TELUS Corp. COM 87971M103 1630 45200 SH SOLE NONE 45200 0 0 Tahoe Resources Inc. COM 873868103 926 66600 SH SOLE NONE 66600 0 0 Taiwan Semiconductor Manufacturing Company Limited ADR ADR 874039100 76 3400 SH SOLE NONE 3400 0 0 Teck Resources Limited 'B' COM 878742204 517 37800 SH SOLE NONE 37800 0 0 Texas Instruments Inc. COM 882508104 428 8000 SH SOLE NONE 8000 0 0 The Blackstone Group Limited Partnership COM 09253U108 539 15941 SH SOLE NONE 15941 0 0 The Boeing Company COM 097023105 65 500 SH SOLE NONE 500 0 0 The Coca-Cola Company COM 191216100 55 1300 SH SOLE NONE 1300 0 0 The Cooper Companies Inc. COM 216648402 63 390 SH SOLE NONE 390 0 0 The Descartes Systems Group Inc. COM 249906108 1504 101300 SH SOLE NONE 101300 0 0 The Walt Disney Company COM 254687106 339 3600 SH SOLE NONE 3600 0 0 Thermo Fisher Scientific Inc. COM 883556102 388 3100 SH SOLE NONE 3100 0 0 Toronto-Dominion Bank COM 891160509 7207 150853 SH SOLE NONE 150853 0 0 TransAlta Corporation COM 89346D107 394 43500 SH SOLE NONE 43500 0 0 TransCanada Corporation COM 89353D107 2266 46100 SH SOLE NONE 46100 0 0 Trulia Inc. 2.750% December 15, 2020 CCB 897888AB9 376 260000 PRN SOLE NONE 260000 0 0 US Bancorp COM 902973304 81 1800 SH SOLE NONE 1800 0 0 UnitedHealth Group Inc. COM 91324P102 344 3400 SH SOLE NONE 3400 0 0 Valeant Pharmaceuticals International Inc. COM 91911K102 866 6050 SH SOLE NONE 6050 0 0 Valero Energy Corporation COM 91913Y100 341 6900 SH SOLE NONE 6900 0 0 Verizon Communications Inc. COM 92343V104 37 800 SH SOLE NONE 800 0 0 Vermilion Energy Inc. COM 923725105 500 10200 SH SOLE NONE 10200 0 0 Volcano Corp. 1.75% December 01, 2017 CCB 928645AB6 482 487000 PRN SOLE NONE 487000 0 0 Vulcan Materials Company COM 929160109 126 1923 SH SOLE NONE 1923 0 0 Wabash National Corp. 3.375% May 1, 2018 CCB 929566AH0 964 765000 PRN SOLE NONE 765000 0 0 Wabtec Corp. COM 929740108 211 2427 SH SOLE NONE 2427 0 0 Weight Watchers International Inc. COM 948626106 50 2000 SH SOLE NONE 2000 0 0 Wells Fargo & Company COM 949746101 548 10000 SH SOLE NONE 10000 0 0 WisdomTree Investments Inc. COM 97717P104 153 9800 SH SOLE NONE 9800 0 0 Yamana Gold Inc. COM 98462Y100 5 1200 SH SOLE NONE 1200 0 0 Zimmer Holdings Inc. COM 98956P102 57 500 SH SOLE NONE 500 0 0