Chief Privacy Officer, VP, Corporate Compliance & Oversight

0001140361-15-018732.txt : 20150511 0001140361-15-018732.hdr.sgml : 20150511 20150511153234 ACCESSION NUMBER: 0001140361-15-018732 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150331 FILED AS OF DATE: 20150511 DATE AS OF CHANGE: 20150511 EFFECTIVENESS DATE: 20150511 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: 15850432 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 03-31-2015 03-31-2015 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 05-08-2015 0 145 70837 false INFORMATION TABLE 2 form13fInfoTable.xml AbbVie Inc. COM 00287Y109 1364 23304 SH SOLE NONE 23304 0 0 Actavis PLC COM G0083B108 298 1002 SH SOLE NONE 1002 0 0 Agnico Eagle Mines Ltd. COM 008474108 549 19800 SH SOLE NONE 19800 0 0 Agrium Inc. COM 008916108 489 4700 SH SOLE NONE 4700 0 0 American Water Works Company Inc. COM 030420103 237 4368 SH SOLE NONE 4368 0 0 Ameriprise Financial Inc. COM 03076C106 419 3200 SH SOLE NONE 3200 0 0 Amgen Inc. COM 031162100 336 2100 SH SOLE NONE 2100 0 0 Apollo Global Mgmt. LLC COM 037612306 585 27100 SH SOLE NONE 27100 0 0 Apple Inc. COM 037833100 759 6100 SH SOLE NONE 6100 0 0 Applied Materials Inc. COM 038222105 307 13600 SH SOLE NONE 13600 0 0 Archer-Daniels-Midland Company COM 039483102 216 4565 SH SOLE NONE 4565 0 0 AT&T Inc. COM 00206R102 682 20900 SH SOLE NONE 20900 0 0 Bank of Montreal COM 063671101 1119 18700 SH SOLE NONE 18700 0 0 Bank of Nova Scotia COM 064149107 3101 61907 SH SOLE NONE 61907 0 0 BCE Inc. COM 05534B760 334 7900 SH SOLE NONE 7900 0 0 Becton, Dickinson and Company COM 075887109 416 2900 SH SOLE NONE 2900 0 0 Berkshire Hathaway Inc. 'B' COM 084670702 22 150 SH SOLE NONE 0 0 150 Bristol-Myers Squibb Company COM 110122108 39 600 SH SOLE NONE 600 0 0 Brookfield Asset Management Inc. 'A' COM 112585104 1533 28703 SH SOLE NONE 28703 0 0 Brookfield Renewable Energy Partners LP LTD PART G16258108 252 8000 SH SOLE NONE 8000 0 0 Canadian Imperial Bank of Commerce COM 136069101 1623 22425 SH SOLE NONE 22425 0 0 Canadian National Railway Co. COM 136375102 1788 26740 SH SOLE NONE 26740 0 0 Canadian Natural Resources Ltd. COM 136385101 1847 60370 SH SOLE NONE 60370 0 0 Canadian Pacific Railway Limited COM 13645T100 932 5100 SH SOLE NONE 5100 0 0 Cardinal Health Inc. COM 14149Y108 72 800 SH SOLE NONE 800 0 0 Celestica Inc. COM 15101Q108 184 16631 SH SOLE NONE 16631 0 0 Cenovus Energy Inc. COM 15135U109 109 6503 SH SOLE NONE 6503 0 0 CGI Group Inc. 'A' COM 39945C109 565 13344 SH SOLE NONE 13344 0 0 Chevron Corporation COM 166764100 63 600 SH SOLE NONE 600 0 0 Cisco Systems Inc. COM 17275R102 721 26200 SH SOLE NONE 26200 0 0 ConocoPhillips COM 20825C104 573 9200 SH SOLE NONE 9200 0 0 Corrections Corporation of America REIT 22025Y407 636 15800 SH SOLE NONE 15800 0 0 Crescent Point Energy Corporation COM 22576C101 236 10600 SH SOLE NONE 10600 0 0 CSX Corporation COM 126408103 126 3800 SH SOLE NONE 3800 0 0 Ctrip.com International Ltd. 1.25% October 15, 2018 CCB 22943FAD2 600 575000 PRN SOLE NONE 143750 0 0 CVS Health Corp. COM 126650100 557 5400 SH SOLE NONE 5400 0 0 Dealertrack Technologies Inc. 1.50% March 15, 2017 CCB 242309AB8 546 459000 PRN SOLE NONE 459000 0 0 Delphi Automotive PLC COM G27823106 151 1896 SH SOLE NONE 1896 0 0 Devon Energy Corporation COM 25179M103 72 1200 SH SOLE NONE 1200 0 0 Dominion Resources Inc. COM 25746U109 50 700 SH SOLE NONE 700 0 0 Eaton Corporation PLC COM G29183103 245 3600 SH SOLE NONE 3600 0 0 Ecolab Inc. COM 278865100 542 4739 SH SOLE NONE 4739 0 0 EMC Corporation COM 268648102 212 8300 SH SOLE NONE 8300 0 0 Enbridge Inc. COM 29250N105 1049 21800 SH SOLE NONE 21800 0 0 Encana Corp. COM 292505104 4 400 SH SOLE NONE 400 0 0 EOG Resources Inc. COM 26875P101 119 1300 SH SOLE NONE 1300 0 0 Franco-Nevada Corporation COM 351858105 242 5000 SH SOLE NONE 5000 0 0 General Electric Company COM 369604103 427 17200 SH SOLE NONE 17200 0 0 Gildan Activewear Inc. COM 375916103 695 23612 SH SOLE NONE 23612 0 0 Goldcorp Inc. COM 380956409 575 31800 SH SOLE NONE 31800 0 0 Halliburton Company COM 406216101 471 10738 SH SOLE NONE 10738 0 0 Henry Schein Inc. COM 806407102 169 1214 SH SOLE NONE 1214 0 0 Home Depot Inc. COM 437076102 375 3300 SH SOLE NONE 3300 0 0 HudBay Minerals Inc. COM 443628102 307 37600 SH SOLE NONE 37600 0 0 Imperial Oil Limited COM 453038408 144 3610 SH SOLE NONE 3610 0 0 Intuit Inc. COM 461202103 329 3390 SH SOLE NONE 3390 0 0 Invesco Limited COM G491BT108 409 10300 SH SOLE NONE 10300 0 0 j2 Global Inc. COM 48123V102 46 700 SH SOLE NONE 700 0 0 Johnson & Johnson COM 478160104 241 2400 SH SOLE NONE 2400 0 0 JPMorgan Chase & Co. COM 46625H100 412 6800 SH SOLE NONE 6800 0 0 Kinder Morgan Inc. COM 49456B101 753 17900 SH SOLE NONE 17900 0 0 Las Vegas Sands Corporation COM 517834107 820 14900 SH SOLE NONE 14900 0 0 Lazard Limited 'A' COM G54050102 852 16200 SH SOLE NONE 16200 0 0 Lennar Corporation 'A' COM 526057104 342 6600 SH SOLE NONE 6600 0 0 Lockheed Martin Corporation COM 539830109 264 1300 SH SOLE NONE 1300 0 0 LyondellBasell Industries NV 'A' COM N53745100 781 8900 SH SOLE NONE 8900 0 0 Macy's Inc. COM 55616P104 305 4700 SH SOLE NONE 4700 0 0 Magna International Inc. COM 559222401 1408 26378 SH SOLE NONE 26378 0 0 Manulife Financial Corporation COM 56501R106 2293 135260 SH SOLE NONE 135260 0 0 Market Vectors High Yield Municipal Index ETF ETF 57060U878 492 15715 SH SOLE NONE 15715 0 0 McKesson Corporation COM 58155Q103 543 2400 SH SOLE NONE 2400 0 0 Medtronic PLC COM G5960L103 429 5504 SH SOLE NONE 5504 0 0 Methanex Corporation COM 59151K108 160 3000 SH SOLE NONE 3000 0 0 Microchip Technology Inc. 2.125% December 15, 2037 CCB 595017AB0 567 290000 PRN SOLE NONE 290000 0 0 Microsoft Corporation COM 594918104 268 6600 SH SOLE NONE 6600 0 0 Morgan Stanley COM 617446448 393 11000 SH SOLE NONE 11000 0 0 Norfolk Southern Corporation COM 655844108 72 700 SH SOLE NONE 700 0 0 Northrop Grumman Corporation COM 666807102 64 400 SH SOLE NONE 400 0 0 Novellus Systems Inc. 2.625% May 15, 2041 CCB 670008AD3 596 291000 PRN SOLE NONE 291000 0 0 Nu Skin Enterprises Inc. 'A' COM 67018T105 250 4151 SH SOLE NONE 4151 0 0 NVIDIA Corporation COM 67066G104 86 4100 SH SOLE NONE 4100 0 0 Open Text Corporation COM 683715106 775 14700 SH SOLE NONE 14700 0 0 Oracle Corporation COM 68389X105 548 12700 SH SOLE NONE 12700 0 0 Pembina Pipeline Corporation COM 706327103 596 18900 SH SOLE NONE 18900 0 0 Pengrowth Energy Corp. COM 70706P104 270 90100 SH SOLE NONE 90100 0 0 Perrigo Co. PLC COM G97822103 149 900 SH SOLE NONE 900 0 0 Pfizer Inc. COM 717081103 83 2400 SH SOLE NONE 2400 0 0 Philip Morris International Inc. COM 718172109 746 9900 SH SOLE NONE 9900 0 0 Potash Corp. of Saskatchewan Inc. COM 73755L107 328 10200 SH SOLE NONE 10200 0 0 Precision Drilling Corporation COM 74022D308 849 133900 SH SOLE NONE 133900 0 0 PriceSmart Inc. COM 741511109 98 1159 SH SOLE NONE 1159 0 0 Progressive Waste Solutions Ltd. COM 74339G101 240 8200 SH SOLE NONE 8200 0 0 Randgold Resources Limited ADR ADR 752344309 97 1400 SH SOLE NONE 1400 0 0 Restaurant Brands International Inc. COM 76131D103 34 883 SH SOLE NONE 883 0 0 Robert Half International Inc. COM 770323103 297 4900 SH SOLE NONE 4900 0 0 Rock-Tenn Company 'A' COM 772739207 116 1800 SH SOLE NONE 1800 0 0 Rockwell Automation Inc. COM 773903109 23 200 SH SOLE NONE 200 0 0 Royal Bank of Canada COM 780087102 4113 68445 SH SOLE NONE 68445 0 0 RPM International Inc. COM 749685103 379 7900 SH SOLE NONE 7900 0 0 Schlumberger Limited COM 806857108 125 1500 SH SOLE NONE 1500 0 0 Sealed Air Corporation COM 81211K100 314 6900 SH SOLE NONE 6900 0 0 Sempra Energy COM 816851109 54 500 SH SOLE NONE 500 0 0 ServiceNow Inc. Zero Coupon November 1, 2018 CCB 81762PAB8 105 85000 PRN SOLE NONE 85000 0 0 Shaw Communications Inc. 'B' COM 82028K200 90 4000 SH SOLE NONE 0 0 4000 Silver Wheaton Corporation COM 828336107 228 12000 SH SOLE NONE 12000 0 0 SPDR S&P Homebuilders ETF ETF 78464A888 168 4570 SH SOLE NONE 4570 0 0 Stantec Inc. COM 85472N109 346 14500 SH SOLE NONE 14500 0 0 Stillwater Mining Company COM 86074Q102 87 6763 SH SOLE NONE 6763 0 0 Stryker Corporation COM 863667101 277 3000 SH SOLE NONE 3000 0 0 Sun Life Financial Inc. COM 866796105 544 17684 SH SOLE NONE 17684 0 0 Suncor Energy Inc. COM 867224107 2307 79068 SH SOLE NONE 79068 0 0 Sysco Corporation COM 871829107 121 3200 SH SOLE NONE 3200 0 0 T.Rowe Price Group Inc. COM 74144T108 203 2513 SH SOLE NONE 2513 0 0 Tahoe Resources Inc. COM 873868103 370 33800 SH SOLE NONE 33800 0 0 Taiwan Semiconductor Manufacturing Company Limited ADR ADR 874039100 80 3400 SH SOLE NONE 3400 0 0 Teck Resources Limited 'B' COM 878742204 441 32200 SH SOLE NONE 32200 0 0 TELUS Corp. COM 87971M103 1035 31200 SH SOLE NONE 31200 0 0 Texas Instruments Inc. COM 882508104 457 8000 SH SOLE NONE 8000 0 0 The Blackstone Group Limited Partnership COM 09253U108 610 15677 SH SOLE NONE 15677 0 0 The Boeing Company COM 097023105 75 500 SH SOLE NONE 500 0 0 The Coca-Cola Company COM 191216100 41 1000 SH SOLE NONE 1000 0 0 The Cooper Companies Inc. COM 216648402 76 407 SH SOLE NONE 407 0 0 The Descartes Systems Group Inc. COM 249906108 386 25600 SH SOLE NONE 25600 0 0 The Walt Disney Company COM 254687106 378 3600 SH SOLE NONE 3600 0 0 Thermo Fisher Scientific Inc. COM 883556102 416 3100 SH SOLE NONE 3100 0 0 Toronto-Dominion Bank COM 891160509 2643 61844 SH SOLE NONE 61844 0 0 TransAlta Corporation COM 89346D107 495 53400 SH SOLE NONE 53400 0 0 TransCanada Corporation COM 89353D107 901 21100 SH SOLE NONE 21100 0 0 Trulia Inc. 2.75% December 15, 2020 CCB 897888AB9 375 260000 PRN SOLE NONE 260000 0 0 UnitedHealth Group Inc. COM 91324P102 402 3400 SH SOLE NONE 3400 0 0 US Bancorp COM 902973304 61 1400 SH SOLE NONE 1400 0 0 Valeant Pharmaceuticals International Inc. COM 91911K102 227 1150 SH SOLE NONE 1150 0 0 Valero Energy Corporation COM 91913Y100 439 6900 SH SOLE NONE 6900 0 0 Verizon Communications Inc. COM 92343V104 39 800 SH SOLE NONE 800 0 0 Vermilion Energy Inc. COM 923725105 369 8800 SH SOLE NONE 8800 0 0 Visa Inc. 'A' COM 92826C839 78 1200 SH SOLE NONE 1200 0 0 VMware Inc. 'A' COM 928563402 49 600 SH SOLE NONE 600 0 0 Vulcan Materials Company COM 929160109 150 1776 SH SOLE NONE 1776 0 0 Wabash National Corp. 3.375% May 1, 2018 CCB 929566AH0 540 403000 PRN SOLE NONE 403000 0 0 Wabtec Corp. COM 929740108 192 2016 SH SOLE NONE 2016 0 0 Wells Fargo & Company COM 949746101 528 9700 SH SOLE NONE 9700 0 0 WisdomTree Investments Inc. COM 97717P104 144 6729 SH SOLE NONE 6729 0 0 Xilinx Inc. COM 983919101 808 19100 SH SOLE NONE 19100 0 0 Yamana Gold Inc. COM 98462Y100 4 1200 SH SOLE NONE 1200 0 0 Zimmer Holdings Inc. COM 98956P102 59 500 SH SOLE NONE 500 0 0