0001214659-11-001688.txt : 20110513 0001214659-11-001688.hdr.sgml : 20110513 20110513131212 ACCESSION NUMBER: 0001214659-11-001688 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110513 DATE AS OF CHANGE: 20110513 EFFECTIVENESS DATE: 20110513 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: 11839453 BUSINESS ADDRESS: STREET 1: 40 KING STREET WEST STREET 2: SCOTIA PLAZA 56TH FLOOR CITY: TORONTO STATE: A6 ZIP: M5H3Y2 BUSINESS PHONE: 416-366-1737 MAIL ADDRESS: STREET 1: 40 KING STREET WEST STREET 2: SCOTIA PLAZA 56TH FLOOR CITY: TORONTO STATE: A6 ZIP: M5H3Y2 13F-HR 1 f51211013fhr.txt FOR THE QUARTER ENDED MARCH 31, 2011 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2011 Check here if Amendment [ ]; Amendment Number: __ This Amendment (Check only one): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Acuity Investment Management Inc. Address: 40 King Street West Scotia Plaza 56th Floor Toronto, Ontario, Canada M5H 3Y2 Form 13F File Number: 028-12739 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Caroline Levitt Title: Chief Compliance Officer Phone: 416-867-2179 Signature, Place, and Date of Signing: /s/ Caroline Levitt Toronto, Ontario, Canada 05/12/2011 ------------------------ ------------------------ -------------------------- [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [_] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [_] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: NONE FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 138 Form 13F Information Table Value Total: $3,248,097,000 List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. NONE
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ACE LTD SHS H0023R 10 5 2370 35750 SH SOLE 35750 ADVANTAGE OIL & GAS LTD COM 00765F 10 1 1757 191200 SH SOLE 130200 61000 AGNICO EAGLE MINES LTD COM 008474 10 8 14597 214350 SH SOLE 214350 AGRIUM INC COM 008916 10 8 33801 357300 SH SOLE 285300 72000 ALBEMARLE CORP COM 012653 10 1 9448 154300 SH SOLE 44800 109500 ALLIANCE RES PARTNER L P UT LTD PART 01877R 10 8 734 8800 SH SOLE 8800 ALTERA CORP COM 021441 10 0 67274 1491700 SH SOLE 1491700 ANALOG DEVICES INC COM 032654 10 5 8795 218000 SH SOLE 218000 APPLE INC COM 037833 10 0 1857 5200 SH SOLE 5200 ARCH COAL INC COM 039380 10 0 10516 284800 SH SOLE 284800 AUGUSTA RES CORP COM NEW 050912 20 3 5090 981007 SH SOLE 673341 307666 BANK MONTREAL QUE COM 063671 10 1 60747 912850 SH SOLE 802150 110700 BANK NOVA SCOTIA HALIFAX COM 064149 10 7 179461 2854975 SH SOLE 2554475 300500 BARRICK GOLD CORP COM 067901 10 8 76211 1431350 SH SOLE 1234150 197200 BAYTEX ENERGY CORP COM 07317Q 10 5 24962 416720 SH SOLE 384920 31800 BCE INC COM NEW 05534B 76 0 59 1600 SH SOLE 1600 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670 70 2 52 600 SH SOLE 600 BHP BILLITON LTD SPONSORED ADR 088606 10 8 10 100 SH SOLE 100 BROOKFIELD PPTYS CORP COM 112900 10 5 18280 1008180 SH SOLE 1008180 CAE INC COM 124765 10 8 28896 2123200 SH SOLE 1812500 310700 CAMECO CORP COM 13321L 10 8 1402 45500 SH SOLE 9000 36500 CANADIAN NAT RES LTD COM 136385 10 1 119278 2354710 SH SOLE 2025750 328960 CANADIAN NATL RY CO COM 136375 10 2 125551 1624350 SH SOLE 1449750 174600 CANADIAN PAC RY LTD COM 13645T 10 0 62265 945575 SH SOLE 856075 89500 CDN IMPERIAL BK OF COMMERCE COM 136069 10 1 109184 1236025 SH SOLE 1114625 121400 CENOVUS ENERGY INC COM 15135U 10 9 44098 1089650 SH SOLE 877200 212450 CISCO SYS INC COM 17275R 10 2 4281 243700 SH SOLE 243700 CLIFFS NATURAL RESOURCES INC COM 18683K 10 1 8075 80200 SH SOLE 80200 COACH INC COM 189754 10 4 11 200 SH SOLE 200 COCA COLA CO COM 191216 10 0 20 300 SH SOLE 300 COSAN LTD SHS A G25343 10 7 2508 189800 SH SOLE 189800 CREE INC COM 225447 10 1 3438 72700 SH SOLE 17000 55700 CUMMINS INC COM 231021 10 6 9771 87000 SH SOLE 24200 62800 CVS CAREMARK CORPORATION COM 126650 10 0 915 26020 SH SOLE 26020 DANAHER CORP DEL COM 235851 10 2 567 10670 SH SOLE 10670 DESCARTES SYS GROUP INC COM 249906 10 8 54977 8155200 SH SOLE 6778100 1377100 DIAMOND FOODS INC COM 252603 10 5 600 10500 SH SOLE 10500 DOMTAR CORP COM NEW 257559 20 3 3480 37000 SH SOLE 37000 ELDORADO GOLD CORP NEW COM 284902 10 3 6173 369500 SH SOLE 346200 23300 EMERSON ELEC CO COM 291011 10 4 521 8700 SH SOLE 8700 ENBRIDGE ENERGY PARTNERS L P COM 29250R 10 6 1000 15100 SH SOLE 15100 ENBRIDGE INC COM 29250N 10 5 23501 374300 SH SOLE 252300 122000 ENCANA CORP COM 292505 10 4 45005 1270300 SH SOLE 1089050 181250 ENERNOC INC COM 292764 10 7 505 25800 SH SOLE 8100 17700 ENTERPRISE PRODS PARTNERS L COM 293792 10 7 765 17350 SH SOLE 17350 FIDELITY NATL INFORMATION SV COM 31620M 10 6 1776 53050 SH SOLE 53050 FIRSTSERVICE CORP SDCV 6.500%12/3 33761N AA 7 7252 4750000 PRN SOLE 4750000 FIRSTSERVICE CORP SUB VTG SH 33761N 10 9 7058 182013 SH SOLE 141600 40413 FIRST SOLAR INC COM 336433 10 7 5108 31000 SH SOLE 8900 22100 GENERAL CABLE CORP DEL NEW COM 369300 10 8 6224 140300 SH SOLE 45500 94800 GOLDCORP INC NEW COM 380956 40 9 86295 1689500 SH SOLE 1402500 287000 GOLDEN STAR RES LTD CDA COM 38119T 10 4 199 65900 SH SOLE 65900 HALLIBURTON CO COM 406216 10 1 13414 262700 SH SOLE 262700 HARRIS CORP DEL COM 413875 10 5 1187 23350 SH SOLE 23350 HEWLETT PACKARD CO COM 428236 10 3 33151 789800 SH SOLE 789800 HOLLY CORP COM PAR $0.01 435758 30 5 29077 467100 SH SOLE 467100 IESI BFC LTD COM 44951D 10 8 42823 1644800 SH SOLE 1644800 IMPERIAL OIL LTD COM NEW 453038 40 8 16981 324400 SH SOLE 278800 45600 INTEL CORP COM 458140 10 0 1573 76150 SH SOLE 76150 ITRON INC COM 465741 10 6 2325 40200 SH SOLE 10500 29700 IVANHOE MINES LTD COM 46579N 10 3 1596 56800 SH SOLE 56800 JARDEN CORP COM 471109 10 8 1489 40850 SH SOLE 40850 JOHNSON CTLS INC COM 478366 10 7 8833 207400 SH SOLE 59200 148200 JPMORGAN CHASE & CO COM 46625H 10 0 1438 30455 SH SOLE 30455 KEEGAN RES INC COM 487275 10 9 7143 800000 SH SOLE 503700 296300 KINROSS GOLD CORP COM NO PAR 496902 40 4 29703 1839700 SH SOLE 1608900 230800 LINN ENERGY LLC UNIT LTD LIAB 536020 10 0 734 18400 SH SOLE 18400 MAG SILVER CORP COM COM 55903Q 10 4 498 40700 SH SOLE 40700 MAGNA INTL INC COM 559222 40 1 58444 1190000 SH SOLE 1033600 156400 MANULIFE FINL CORP COM 56501R 10 6 93476 5149350 SH SOLE 4554250 595100 MASTERCARD INC CL A 57636Q 10 4 1611 6250 SH SOLE 6250 MCKESSON CORP COM 58155Q 10 3 758 9350 SH SOLE 9350 MICROSOFT CORP COM 594918 10 4 29 1100 SH SOLE 1100 NATIONAL OILWELL VARCO INC COM 637071 10 1 321 3950 SH SOLE 3950 NEWMONT MINING CORP COM 651639 10 6 878 15700 SH SOLE 15700 NEXEN INC COM 65334H 10 2 16715 654500 SH SOLE 573300 81200 NORTH AMERN PALLADIUM LTD COM COM 656912 10 2 1910 284800 SH SOLE 226700 58100 OCCIDENTAL PETE CORP DEL COM 674599 10 5 1309 12225 SH SOLE 12225 ONCOLYTICS BIOTECH INC COM 682310 10 7 65030 10892750 SH SOLE 9013850 1878900 OPEN TEXT CORP COM 683715 10 6 6944 109100 SH SOLE 88800 20300 ORACLE CORP COM 68389X 10 5 18992 555500 SH SOLE 555500 PALL CORP COM 696429 30 7 9863 167100 SH SOLE 47300 119800 PAN AMERICAN SILVER CORP COM 697900 10 8 1176 30900 SH SOLE 30900 PEABODY ENERGY CORP COM 704549 10 4 17133 232400 SH SOLE 232400 PENN WEST PETE LTD NEW COM 707887 10 5 19937 700900 SH SOLE 548400 152500 PENTAIR INC COM 709631 10 5 5428 140200 SH SOLE 52900 87300 PEPSICO INC COM 713448 10 8 1363 20650 SH SOLE 20650 PLATINUM GROUP METALS LTD COM NEW 72765Q 20 5 773 385400 SH SOLE 270300 115100 POTASH CORP SASK INC COM 73755L 10 7 88303 1461275 SH SOLE 1183625 277650 PRAXAIR INC COM 74005P 10 4 10762 103385 SH SOLE 47285 56100 PRECISION DRILLING CORP COM 2010 74022D 30 8 43434 3128300 SH SOLE 2693300 435000 QEP RES INC COM 74733V 10 0 906 21805 SH SOLE 21805 QUANTA SVCS INC COM 74762E 10 2 5162 224600 SH SOLE 65100 159500 QUESTAR CORP COM 748356 10 2 641 35890 SH SOLE 35890 RESEARCH IN MOTION LTD COM 760975 10 2 112167 1936070 SH SOLE 1577370 358700 RIO TINTO PLC SPONSORED ADR 767204 10 0 5837 80100 SH SOLE 80100 ROCKWELL COLLINS INC COM 774341 10 1 10 150 SH SOLE 150 ROYAL BK CDA MONTREAL QUE COM 780087 10 2 230259 3632550 SH SOLE 3192900 439650 RPC INC COM 749660 10 6 10376 400000 SH SOLE 400000 RUBICON MINERALS CORP COM 780911 10 3 919 173300 SH SOLE 126600 46700 RUBICON TECHNOLOGY INC COM 78112T 10 7 4032 142200 SH SOLE 33600 108600 SCHLUMBERGER LTD COM 806857 10 8 1132 11841 SH SOLE 11841 SCHNITZER STL INDS CL A 806882 10 6 4016 60300 SH SOLE 19500 40800 SIERRA WIRELESS INC COM 826516 10 6 50405 4500300 SH SOLE 3663700 836600 SILVER STD RES INC COM 82823L 10 6 7774 242100 SH SOLE 206600 35500 SILVER WHEATON CORP COM 828336 10 7 24625 553300 SH SOLE 438300 115000 SILVERCORP METALS INC COM 82835P 10 3 14696 985658 SH SOLE 783800 201858 SMITH A O COM 831865 20 9 13 275 SH SOLE 275 SPROTT RESOURCE LENDING CORP COM 85207J 10 0 3762 2000000 SH SOLE 1410300 589700 SPX CORP COM 784635 10 4 13 150 SH SOLE 150 STANTEC INC COM 85472N 10 9 2257 73600 SH SOLE 50300 23300 SUN LIFE FINL INC COM 866796 10 5 27399 851000 SH SOLE 745200 105800 SUNCOR ENERGY INC NEW COM 867224 10 7 171358 3729826 SH SOLE 3042618 687208 SXC HEALTH SOLUTIONS CORP COM 78505P 10 0 40448 723900 SH SOLE 644600 79300 TALISMAN ENERGY INC COM 87425E 10 3 54769 2162400 SH SOLE 1793300 369100 TASEKO MINES LTD COM 876511 10 6 2739 450000 SH SOLE 292900 157100 TECK RESOURCES LTD CL B 878742 20 4 119060 2192600 SH SOLE 1898000 294600 TELVENT GIT SA SHS E90215 10 9 5004 167800 SH SOLE 46900 120900 TEVA PHARMACEUTICAL INDS LTD ADR 881624 20 9 537 10450 SH SOLE 10450 TEXAS INSTRS INC COM 882508 10 4 11518 325300 SH SOLE 325300 THERMO FISHER SCIENTIFIC INC COM 883556 10 2 9370 164640 SH SOLE 53240 111400 THOMPSON CREEK METALS CO INC COM 884768 10 2 2171 169100 SH SOLE 146000 23100 TIM HORTONS INC COM 88706M 10 3 12159 261700 SH SOLE 226600 35100 TJX COS INC NEW COM 872540 10 9 2075 40725 SH SOLE 40725 TORONTO DOMINION BK ONT COM NEW 891160 50 9 201337 2220800 SH SOLE 1951500 269300 TRANSALTA CORP COM 89346D 10 7 12885 596580 SH SOLE 596580 TRANSCANADA CORP COM 89353D 10 7 8012 192900 SH SOLE 125300 67600 TRANSOCEAN LTD REG SHS H8817H 10 0 3338 41800 SH SOLE 41800 TRANSGLOBE ENERGY CORP COM 893662 10 6 67526 4341500 SH SOLE 3453900 887600 TRIMBLE NAVIGATION LTD COM 896239 10 0 1512 29200 SH SOLE 8500 20700 TRINA SOLAR LIMITED SPON ADR 89628E 10 4 2966 96100 SH SOLE 30400 65700 TYCO ELECTRONICS LTD SWITZER SHS H8912P 10 6 2154 60400 SH SOLE 60400 UNITED NAT FOODS INC COM 911163 10 3 7787 169600 SH SOLE 75800 93800 VALE S A ADR 91912E 10 5 7497 219400 SH SOLE 219400 VALEANT PHARMACEUTICALS INTL COM 91911K 10 2 40029 782700 SH SOLE 620500 162200 WABTEC CORP COM 929740 10 8 1311 18875 SH SOLE 18875 WORLD ENERGY SOLUTIONS INC D COM NEW 98145W 20 8 1389 326790 SH SOLE 104580 222210 YAMANA GOLD INC COM 98462Y 10 0 9475 748500 SH SOLE 748500