Chief Privacy Officer, VP, Corporate Compliance & Oversight

0001140361-14-029832.txt : 20140730 0001140361-14-029832.hdr.sgml : 20140730 20140730112315 ACCESSION NUMBER: 0001140361-14-029832 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140630 FILED AS OF DATE: 20140730 DATE AS OF CHANGE: 20140730 EFFECTIVENESS DATE: 20140730 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: 141001800 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 06-30-2014 06-30-2014 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 Toronoto A6 07-29-2014 0 154 146274 false INFORMATION TABLE 2 form13fInfoTable.xml AMETEK Inc. COM 031100100 293 5600 SH SOLE NONE 5600 0 0 ARM Holdings PLC ADR ADR 042068106 59 1300 SH SOLE NONE 1300 0 0 Actavis PLC COM G0083B108 135 606 SH SOLE NONE 606 0 0 Advantage Oil and Gas Limited COM 00765F101 489 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 1429 37328 SH SOLE NONE 37328 0 0 Agrium Inc. COM 008916108 1136 12400 SH SOLE NONE 12400 0 0 Altria Group Inc. COM 02209S103 839 20000 SH SOLE NONE 20000 0 0 American Water Works Company Inc. COM 030420103 234 4724 SH SOLE NONE 4724 0 0 Analog Devices Inc. COM 032654105 87 1600 SH SOLE NONE 1600 0 0 Apple Inc. COM 037833100 390 4200 SH SOLE NONE 4200 0 0 Archer-Daniels-Midland Company COM 039483102 495 11209 SH SOLE NONE 11209 0 0 BCE Inc. COM 05534B760 14 300 SH SOLE NONE 300 0 0 BHP Billiton Limited ADR ADR 088606108 363 5300 SH SOLE NONE 5300 0 0 Baker Hughes Inc. COM 057224107 663 8900 SH SOLE NONE 8900 0 0 Bank of Montreal COM 063671101 6031 81900 SH SOLE NONE 81900 0 0 Bank of Nova Scotia COM 064149107 11279 169178 SH SOLE NONE 169178 0 0 Baytex Energy Corp. COM 07317Q105 978 21200 SH SOLE NONE 21200 0 0 Becton, Dickinson and Company COM 075887109 355 3000 SH SOLE NONE 3000 0 0 Bellatrix Exploration Limited COM 078314101 455 52400 SH SOLE NONE 52400 0 0 Berkshire Hathaway Inc. 'B' COM 084670702 19 150 SH SOLE NONE 0 0 150 Bristol-Myers Squibb Company COM 110122108 34 700 SH SOLE NONE 700 0 0 Brookfield Asset Management Inc. 'A' COM 112585104 2423 55000 SH SOLE NONE 55000 0 0 Brookfield Renewable Energy Partners LP LTD PART G16258108 160 5400 SH SOLE NONE 5400 0 0 CAE Inc. COM 124765108 1198 91600 SH SOLE NONE 91600 0 0 CGI Group Inc. 'A' COM 39945C109 1077 30386 SH SOLE NONE 30386 0 0 CSX Corporation COM 126408103 302 9800 SH SOLE NONE 9800 0 0 CVS Caremark Corporation COM 126650100 324 4300 SH SOLE NONE 4300 0 0 Cameco Corporation COM 13321L108 464 23655 SH SOLE NONE 23655 0 0 Canadian Imperial Bank of Commerce COM 136069101 6147 67555 SH SOLE NONE 67555 0 0 Canadian National Railway Co. COM 136375102 3072 47240 SH SOLE NONE 47240 0 0 Canadian Natural Resources Ltd. COM 136385101 4823 104961 SH SOLE NONE 104961 0 0 Canadian Pacific Railway Limited COM 13645T100 1594 8800 SH SOLE NONE 8800 0 0 Celestica Inc. COM 15101Q108 559 44480 SH SOLE NONE 44480 0 0 Cemex SAB De CV 4.875% March 15, 2015 CCB 151290AV5 873 695000 PRN SOLE NONE 0 0 695000 Cenovus Energy Inc. COM 15135U109 1629 50268 SH SOLE NONE 50268 0 0 Chevron Corporation COM 166764100 353 2700 SH SOLE NONE 2700 0 0 Cisco Systems Inc. COM 17275R102 828 33300 SH SOLE NONE 33300 0 0 ConocoPhillips COM 20825C104 660 7700 SH SOLE NONE 7700 0 0 Crescent Point Energy Corporation COM 22576C101 1095 24700 SH SOLE NONE 24700 0 0 Cummins Inc. COM 231021106 324 2100 SH SOLE NONE 2100 0 0 Dealertrack Technologies Inc. 1.50% March 15, 2017 CCB 242309AB8 1147 855000 PRN SOLE NONE 855000 0 0 Delphi Automotive PLC COM G27823106 97 1415 SH SOLE NONE 1415 0 0 Devon Energy Corporation COM 25179M103 79 1000 SH SOLE NONE 1000 0 0 Devry Education Group Inc. COM 251893103 55 1300 SH SOLE NONE 1300 0 0 Discover Financial Services COM 254709108 267 4300 SH SOLE NONE 4300 0 0 ENSCO PLC Class A COM G3157S106 1201 21600 SH SOLE NONE 21600 0 0 EOG Resources Inc. COM 26875P101 70 600 SH SOLE NONE 600 0 0 Ecolab Inc. COM 278865100 204 1832 SH SOLE NONE 1832 0 0 Eldorado Gold Corporation COM 284902103 307 40100 SH SOLE NONE 40100 0 0 Enbridge Inc. COM 29250N105 1063 22400 SH SOLE NONE 22400 0 0 Encana Corp. COM 292505104 981 41400 SH SOLE NONE 41400 0 0 Endo International PLC 1.75% April 15, 2015 CCB 29264FAB2 561 235000 PRN SOLE NONE 235000 0 0 Fifth Third Bancorp COM 316773100 73 3400 SH SOLE NONE 3400 0 0 FirstService Corporation COM 33761N109 365 7200 SH SOLE NONE 7200 0 0 Ford Motor Credit Co. 4.25% November 15, 2016 CCB 345370CN8 534 265000 PRN SOLE NONE 265000 0 0 Frontier Communications Corporation COM 35906A108 579 99100 SH SOLE NONE 99100 0 0 General Electric Company COM 369604103 1033 39300 SH SOLE NONE 39300 0 0 Gildan Activewear Inc. COM 375916103 436 7395 SH SOLE NONE 7395 0 0 Gilead Sciences Inc. COM 375558103 39 466 SH SOLE NONE 466 0 0 GlaxoSmithKline PLC ADR ADR 37733W105 187 3494 SH SOLE NONE 3494 0 0 Goldcorp Inc. COM 380956409 2542 91100 SH SOLE NONE 91100 0 0 Gran Tierra Energy Inc. COM 38500T101 1520 187139 SH SOLE NONE 187139 0 0 Halliburton Company COM 406216101 557 7838 SH SOLE NONE 7838 0 0 Henry Schein Inc. COM 806407102 254 2139 SH SOLE NONE 2139 0 0 HudBay Minerals Inc. COM 443628102 348 37600 SH SOLE NONE 37600 0 0 Imperial Oil Limited COM 453038408 303 5748 SH SOLE NONE 5748 0 0 Intel Corporation COM 458140100 974 31500 SH SOLE NONE 31500 0 0 Invesco Limited COM G491BT108 245 6500 SH SOLE NONE 6500 0 0 JPMorgan Chase & Co. COM 46625H100 98 1700 SH SOLE NONE 1700 0 0 Janus Capital Group Inc. COM 47102X105 1023 81900 SH SOLE NONE 81900 0 0 L-3 Communications Holdings Inc. COM 502424104 242 2000 SH SOLE NONE 2000 0 0 Lorillard Inc. COM 544147101 180 2948 SH SOLE NONE 2948 0 0 LyondellBasell Industries NV 'A' COM N53745100 1408 14415 SH SOLE NONE 14415 0 0 MGM Resorts International 4.25% April 15, 2015 CCB 55303QAE0 391 265000 PRN SOLE NONE 265000 0 0 Macy's Inc. COM 55616P104 244 4200 SH SOLE NONE 4200 0 0 Magna International Inc. COM 559222401 3430 31867 SH SOLE NONE 31867 0 0 Manulife Financial Corporation COM 56501R106 3282 165102 SH SOLE NONE 165102 0 0 Market Vectors High Yield Municipal Index ETF ETF 57060U878 1801 59700 SH SOLE NONE 59700 0 0 McKesson Corporation COM 58155Q103 298 1602 SH SOLE NONE 1602 0 0 Medtronic Inc. COM 585055106 312 4900 SH SOLE NONE 4900 0 0 Merck & Company Inc. COM 58933Y105 307 5300 SH SOLE NONE 5300 0 0 Microchip Technology Inc. 2.125% December 15, 2037 CCB 595017AB0 602 315000 PRN SOLE NONE 315000 0 0 Microsoft Corporation COM 594918104 13 300 SH SOLE NONE 300 0 0 Morgan Stanley COM 617446448 110 3400 SH SOLE NONE 3400 0 0 NTELOS Holdings Corporation COM 67020Q305 646 51800 SH SOLE NONE 51800 0 0 NVIDIA Corporation COM 67066G104 241 13000 SH SOLE NONE 13000 0 0 NXP Semiconductors NV COM N6596X109 69 1045 SH SOLE NONE 1045 0 0 Noble Energy Inc. COM 655044105 441 5686 SH SOLE NONE 5686 0 0 Norfolk Southern Corporation COM 655844108 113 1100 SH SOLE NONE 1100 0 0 Novellus Systems Inc. 2.625% May 15, 2041 CCB 670008AD3 1231 613000 PRN SOLE NONE 613000 0 0 Open Text Corporation COM 683715106 936 19500 SH SOLE NONE 19500 0 0 Oracle Corporation COM 68389X105 383 9435 SH SOLE NONE 9435 0 0 Peabody Energy Corp. COM 704549104 407 24900 SH SOLE NONE 24900 0 0 Pembina Pipeline Corporation COM 706327103 1024 23800 SH SOLE NONE 23800 0 0 Pengrowth Energy Corp. COM 70706P104 812 113300 SH SOLE NONE 113300 0 0 Perrigo Co. PLC COM G97822103 219 1500 SH SOLE NONE 1500 0 0 Pfizer Inc. COM 717081103 122 4100 SH SOLE NONE 4100 0 0 Phillips 66 COM 718546104 298 3700 SH SOLE NONE 3700 0 0 Potash Corp. of Saskatchewan Inc. COM 73755L107 1244 32700 SH SOLE NONE 32700 0 0 Precision Drilling Corporation COM 74022D308 884 62400 SH SOLE NONE 62400 0 0 Progressive Waste Solutions Ltd. COM 74339G101 164 6400 SH SOLE NONE 6400 0 0 QUALCOMM Inc. COM 747525103 158 2000 SH SOLE NONE 2000 0 0 Randgold Resources Limited ADR ADR 752344309 152 1800 SH SOLE NONE 1800 0 0 Revance Therapeutics Inc. COM 761330109 65 1900 SH SOLE NONE 1900 0 0 Robert Half International Inc. COM 770323103 263 5500 SH SOLE NONE 5500 0 0 Rock-Tenn Company 'A' COM 772739207 296 2800 SH SOLE NONE 2800 0 0 Rockwell Automation Inc. COM 773903109 238 1900 SH SOLE NONE 1900 0 0 Rogers Communications Inc. 'B' COM 775109200 632 15700 SH SOLE NONE 0 0 157700 Royal Bank of Canada COM 780087102 11854 165830 SH SOLE NONE 165830 0 0 SPDR S&P Homebuilders ETF ETF 78464A888 100 3066 SH SOLE NONE 3066 0 0 Seagate Technology PLC COM G7945M107 239 4200 SH SOLE NONE 4200 0 0 Shaw Communications Inc. 'B' COM 82028K200 223 8700 SH SOLE NONE 0 0 8700 Silver Wheaton Corporation COM 828336107 1003 38100 SH SOLE NONE 38100 0 0 St. Jude Medical Inc. COM 790849103 167 2411 SH SOLE NONE 2411 0 0 Stantec Inc. COM 85472N109 2000 32300 SH SOLE NONE 32300 0 0 Stillwater Mining Company COM 86074Q102 144 8229 SH SOLE NONE 8229 0 0 Stryker Corporation COM 863667101 253 3000 SH SOLE NONE 3000 0 0 Sun Life Financial Inc. COM 866796105 135 3677 SH SOLE NONE 3677 0 0 Suncor Energy Inc. COM 867224107 8417 197411 SH SOLE NONE 197411 0 0 Superior Energy Services Inc. COM 868157108 76 2100 SH SOLE NONE 2100 0 0 TELUS Corp. COM 87971M103 1424 38200 SH SOLE NONE 38200 0 0 Tahoe Resources Inc. COM 873868103 466 17800 SH SOLE NONE 17800 0 0 Taiwan Semiconductor Manufacturing Company Limited ADR ADR 874039100 73 3400 SH SOLE NONE 3400 0 0 Talisman Energy Inc. COM 87425E103 143 13488 SH SOLE NONE 13488 0 0 Teck Resources Limited 'B' COM 878742204 1169 51200 SH SOLE NONE 51200 0 0 Texas Instruments Inc. COM 882508104 277 5800 SH SOLE NONE 5800 0 0 The Blackstone Group Limited Partnership COM 09253U108 464 13867 SH SOLE NONE 13867 0 0 The Coca-Cola Company COM 191216100 89 2100 SH SOLE NONE 2100 0 0 The Cooper Companies Inc. COM 216648402 125 924 SH SOLE NONE 924 0 0 The Descartes Systems Group Inc. COM 249906108 1887 131700 SH SOLE NONE 131700 0 0 The Williams Companies Inc. COM 969457100 1176 20200 SH SOLE NONE 20200 0 0 Thermo Fisher Scientific Inc. COM 883556102 260 2200 SH SOLE NONE 2200 0 0 Tim Hortons Inc. COM 88706M103 618 11300 SH SOLE NONE 11300 0 0 Toronto-Dominion Bank COM 891160509 11928 231714 SH SOLE NONE 231714 0 0 TransAlta Corporation COM 89346D107 599 48900 SH SOLE NONE 48900 0 0 TransCanada Corporation COM 89353D107 1628 34100 SH SOLE NONE 34100 0 0 US Bancorp COM 902973304 78 1800 SH SOLE NONE 1800 0 0 United Parcel Service Inc. 'B' COM 911312106 62 600 SH SOLE NONE 600 0 0 UnitedHealth Group Inc. COM 91324P102 49 600 SH SOLE NONE 600 0 0 Valeant Pharmaceuticals International Inc. COM 91911K102 841 6650 SH SOLE NONE 6650 0 0 Valero Energy Corporation COM 91913Y100 665 13268 SH SOLE NONE 13268 0 0 Verizon Communications Inc. COM 92343V104 49 1000 SH SOLE NONE 1000 0 0 Vermilion Energy Inc. COM 923725105 250 3600 SH SOLE NONE 3600 0 0 Volcano Corp. 1.75% December 01, 2017 CCB 928645AB6 472 487000 PRN SOLE NONE 487000 0 0 Wabash National Corp. 3.375% May 1, 2018 CCB 929566AH0 852 605000 PRN SOLE NONE 605000 0 0 Wabtec Corp. COM 929740108 225 2727 SH SOLE NONE 2727 0 0 Waddell & Reed Financial Inc. COM 930059100 77 1226 SH SOLE NONE 1226 0 0 Walgreen Company COM 931422109 237 3200 SH SOLE NONE 3200 0 0 Web.com Group Inc. COM 94733A104 140 4852 SH SOLE NONE 4852 0 0 Wells Fargo & Company COM 949746101 473 9000 SH SOLE NONE 9000 0 0 Whiting Petroleum Corporation COM 966387102 96 1194 SH SOLE NONE 1194 0 0 Xilinx Inc. COM 983919101 222 4700 SH SOLE NONE 4700 0 0 Yamana Gold Inc. COM 98462Y100 10 1200 SH SOLE NONE 1200 0 0