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