13F-HR 1 d13fhr.txt FORM 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2009 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: Gluskin Sheff + Associates Inc. Address: 181 Bay Street, Suite 4600, Brookfield Place, Toronto, On M5J 2T3 Canada Form 13F File Number: 28-13431 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: James Simmonds Title: Chief Compliance Officer Phone: 416-681-6077 Signature, Place, and Date of Signing: /s/ James Simmonds Toronto, Ontario, Canada October 28, 2009 ------------------------ ------------------------ ------------------------ [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: [If there are no entries in this list, omit this section.] Form 13F File Number Name 28-_________________ NOT APPLICABLE [Repeat as necessary.] FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: NONE Form 13F Information Table Entry Total: 144 Form 13F Information Table Value Total: 527,356 (in thousands) ---------------------- (thousands) List of Other Included Managers: NOT APPLICABLE 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. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name NONE 28-NONE NONE [Repeat as necessary.] GLUSKIN SHEFF + ASSOCIATES INC. U.S. SECURITY HOLDINGS (as at September 30, 2009)
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------- -------------- --------- -------- ---------------- ---------- -------------- ------------------- VOTING AUTHORITY VALUE SHRS OR SH/ PUT/ INVESTMENT ------------------- NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE --------------------------- -------------- --------- -------- ------- --- ---- ---------- -------------- ------- ------ ---- ABBOTT LABORATORIES COM 002824100 6809.5 128560 SH SOLE 128560 ABERCROMBIE & FITCH CO 'A' CL A 002896207 823.8 23400 SH SOLE 23400 ACTIVISION BLIZZARD INC. COM 00507V109 4307.5 324700 SH SOLE 324700 ADOBE SYSTEMS INC. COM 00724F101 1542.4 43600 SH SOLE 43600 ALCATEL LUCENT ADR SPONSORED ADR 013904305 8159.1 1697190 SH SOLE 1697190 ALCOA INC. COM 013817101 2027.1 144300 SH SOLE 144300 ALEXION PHARMACEUTICALS INC. COM 015351109 3236.6 67870 SH SOLE 67870 ALTRIA GROUP INC. COM 02209S103 7500.7 393340 SH SOLE 393340 AMERICAN ELECTRIC POWER INC. COM 025537101 6186.3 186440 SH SOLE 186440 AMERICAN ITALIAN PASTA CO-A CL A 027070101 1057.0 36320 SH SOLE 36320 AMERICAN TOWER CORP-CL A CL A 029912201 1726.5 44300 SH SOLE 44300 AMGEN INC. COM 031162100 5165.5 80100 SH SOLE 80100 ANADARKO PETROLEUM CORP. COM 032511107 6271.3 93371 SH SOLE 93371 APACHE CORP. COMMON COM 037411105 5854.1 59540 SH SOLE 59540 APOLLO INVESTMENT CORP. COM 03761U106 9795.4 957970 SH SOLE 957970 APPLE INC. COM 037833100 21824.0 109970 SH SOLE 109970 APPLIED MATERIALS INC. COM 038222105 2500.0 174510 SH SOLE 174510 ARM HOLDINGS PLC - SPONS SPONSORED ADR ADR 042068106 3716.0 495800 SH SOLE 495800 AUTOMATIC DATA PROCESSING COM 053015103 8689.2 206500 SH SOLE 206500 BARRICK GOLD CORPORATION COM 067901108 4092.8 100860 SH SOLE 100860 BAXTER INTERNATIONAL INC. COM 071813109 6149.2 100740 SH SOLE 100740 BECTON, DICKINSON & COMPANY COM 075887109 5634.0 75440 SH SOLE 75440 BLOCKBUSTER INC 'A' CL A 093679108 1182.6 1032230 SH SOLE 1032230 BRIGHAM EXPLORATION CO. COM 109178103 270.3 27800 SH SOLE 27800 BRISTOL MYERS SQUIBB COMPANY COM 110122108 7978.7 330900 SH SOLE 330900 BROOKFIELD PROPERTIES CORP COM 112900105 7371.2 611410 SH SOLE 611410 CANADIAN NATIONAL RAILWAY CO. COM 136375102 1416.2 27000 SH SOLE 27000 CGI GROUP INC - CL A CL A SUB VTG 39945C109 2184.6 174540 SH SOLE 174540 CHECK POINT SOFTWARE TECH ORD M22465104 2184.9 71980 SH SOLE 71980 CINEMARK HOLDINGS INC COM 17243V102 2258.4 203600 SH SOLE 203600 CISCO SYSTEMS INC. COM 17275R102 448.6 17800 SH SOLE 17800 CME GROUP INC. COM 12572Q105 463.3 1404 SH SOLE 1404 COCA-COLA COMPANY COM 191216100 1724.9 30000 SH SOLE 30000 COMCAST CORPORATION 'A' CL A 20030N101 248.5 13750 SH SOLE 13750 COMCAST CORPORATION SPECIAL A CL A SPL 20030N200 161.8 9400 SH SOLE 9400 CONTINENTAL AIRLINES-CLASS B CL B 210795308 1452.2 82500 SH SOLE 82500 COTT CORPORATION COM 22163N106 4609.1 585680 SH SOLE 585680 CVS/CAREMARK CORPORATION COM 126650100 419.0 10950 SH SOLE 10950 DELTA AIR LINES INC. COM NEW 247361108 825.0 86000 SH SOLE 86000 DEVON ENERGY CORPORATION COM 25179M103 843.5 11700 SH SOLE 11700 DG FASTCHANNEL INC. COM 23326R109 1455.1 64900 SH SOLE 64900 DIGITALGLOBE INC COM NEW 25389M877 1001.2 41800 SH SOLE 41800 DIONEX CORP COM 025456104 368.7 5300 SH SOLE 5300 DISCOVERY COMMUNICATIONS-A COM SER A 25470F104 1453.8 47000 SH SOLE 47000 DUN & BRADSTREET CORPORATION COM 264830100 1604.8 19900 SH SOLE 19900 DUPONT (E.I.) DE NEMOURS COM 263534109 323.5 9400 SH SOLE 9400 EBAY INC COM 278642103 3533.0 139820 SH SOLE 139820 EDISON INTERNATIONAL COM 281020107 2126.0 59130 SH SOLE 59130 ELECTRONIC ARTS INC COM 285512109 1601.1 78500 SH SOLE 78500 EQUINIX INC COM NEW 29444U502 837.3 8500 SH SOLE 8500 ERICSSON (LM) TEL- SP ADR ADR B SEK 10 294821608 2155.3 200900 SH SOLE 200900 EXXON MOBIL CORPORATION COM 30231G102 2350.7 32000 SH SOLE 32000 FAIRFAX FINANCIAL HOLDINGS LTD SUB VTG 303901102 2580.1 6500 SH SOLE 6500 FLOWSERVE CORP. COM 34354P105 812.4 7700 SH SOLE 7700 FOREST LABORATORIES INC COM 345838106 1689.5 53600 SH SOLE 53600 FREEPORT MCMORAN COPPER & GOLD COM 35671D857 557.6 7590 SH SOLE 7590 GAMESTOP CORP- CLASS A CL A 36467W109 11624.8 410170 SH SOLE 410170 GENERAL MILLS INC. COM 370334104 5356.0 77700 SH SOLE 77700 GENUINE PARTS CO. COM 372460105 2196.5 53900 SH SOLE 53900 GOLDMAN SACHS GROUP INC. COM 38141G104 3414.7 17300 SH SOLE 17300 GOOGLE INC. 'A' CL A 38259P508 10365.4 19524 SH SOLE 19524 H. J. HEINZ COMPANY COM 423074103 7260.8 170600 SH SOLE 170600 HOME DEPOT INC. COM 437076102 2398.8 84100 SH SOLE 84100 HOT TOPIC INC. COM 441339108 1171.7 146100 SH SOLE 146100 IAMGOLD CORP. COM 450913108 456.6 30160 SH SOLE 30160 INTEL CORPORATION COM 458140100 400.2 19100 SH SOLE 19100 INTL BUSINESS MACHINES COM 459200101 2261.6 17660 SH SOLE 17660 JACKSON HEWITT TAX SVCS INC COM 468202106 1736.0 317915 SH SOLE 317915 JOY GLOBAL INC. COM 481165108 340.6 6500 SH SOLE 6500 JP MORGAN CHASE & CO. COM 46625H100 2242.7 47800 SH SOLE 47800 KELLOGG COMPANY COM 487836108 4364.4 82800 SH SOLE 82800 KIMBERLY CLARK CORP. COM 494368103 2134.5 33800 SH SOLE 33800 KIRKLAND'S INC. COM 497498105 1605.1 105200 SH SOLE 105200 KODIAK OIL & GAS CORP. COM 50015Q100 281.9 109700 SH SOLE 109700 KRAFT FOODS INC - CLASS A CL A 50075N104 9440.6 335640 SH SOLE 335640 LAMAR ADVERTISING COMPANY 'A' CL A 512815101 4305.3 146540 SH SOLE 146540 LONGTOP FINANCIAL-SPON ADR ADR 54318P108 9204.1 302050 SH SOLE 302050 LOOPNET INC. COM 543524300 1580.6 163300 SH SOLE 163300 LORILLARD INC. COM 544147101 20413.3 256600 SH SOLE 256600 MANPOWER COM 56418H100 406.8 6700 SH SOLE 6700 MASTERCARD INC- CLASS A CL A 57636Q104 3490.6 16127 SH SOLE 16127 MATTEL INC. COM 577081102 2063.9 104420 SH SOLE 104420 MCDONALDS CORP. COM 580135101 3814.2 62420 SH SOLE 62420 MEDCO HEALTH SOLUTIONS INC. COM 58405U102 1533.8 25900 SH SOLE 25900 MERCK & CO. INC. COM 589331107 328.2 9690 SH SOLE 9690 MGM MIRAGE COM 552953101 3390.4 263000 SH SOLE 263000 MICRON TECHNOLOGY INC. COM 595112103 1474.9 167990 SH SOLE 167990 MICROS SYSTEMS INC COM 594901100 1616.2 50000 SH SOLE 50000 MICROSOFT CORPORATION COM 594918104 3855.6 140010 SH SOLE 140010 MOLSON COORS BREWING CO. 'B' CL B 60871R209 18248.3 350110 SH SOLE 350110 NASDAQ OMX GROUP/THE COM 631103108 7665.5 340110 SH SOLE 340110 NATIONAL OILWELL VARCO INC. COM 637071101 372.7 8070 SH SOLE 8070 NVIDIA CORP COM 67066G104 2224.0 138200 SH SOLE 138200 NYSE EURONEXT COM 629491101 5414.1 175030 SH SOLE 175030 ORACLE CORPORATION COM 68389X105 461.9 20700 SH SOLE 20700 PATCH INTERNATIONAL INC. COM 703012302 0.7 67500 SH SOLE 67500 PAYCHEX INC. COM 704326107 4734.0 152200 SH SOLE 152200 PEPSICO INC. COM 713448108 9892.1 157500 SH SOLE 157500 PETROHAWK ENERGY CORP COM 716495106 257.7 9940 SH SOLE 9940
GLUSKIN SHEFF + ASSOCIATES INC. U.S. SECURITY HOLDINGS (as at September 30, 2009)
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------- -------------- --------- -------- ---------------- ---------- -------------- ------------------- VOTING AUTHORITY VALUE SHRS OR SH/ PUT/ INVESTMENT ------------------- NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE --------------------------- -------------- --------- -------- ------- --- ---- ---------- -------------- ------- ------ ---- PETSMART INC COM 716768106 1474.1 63300 SH SOLE 63300 PFIZER INC. COM 717081103 9641.8 544118 SH SOLE 544118 PHILIP MORRIS INT'L INC. COM 718172109 3584.1 68680 SH SOLE 68680 POTASH CORP. OF SASKATCHEWAN COM 73755L107 2282.8 23600 SH SOLE 23600 PRECISION CASTPARTS CORP. COM 740189105 327.2 3000 SH SOLE 3000 PRICELINE.COM INC. COM NEW 741503403 1562.4 8800 SH SOLE 8800 PROCTER & GAMBLE COMPANY COM 742718109 11051.0 178200 SH SOLE 178200 REINSURANCE GROUP OF COM AMERICA A NEW 759351604 1761.1 36879 SH SOLE 36879 RESEARCH IN MOTION COM 760975102 4269.4 58961 SH SOLE 58961 RESOLUTE ENERGY CORP. COM 76116A108 5774.1 521050 SH SOLE 521050 REX ENERGY CORP. COM 761565100 169.9 19000 SH SOLE 19000 RF MICRO DEVICES INC COM 749941100 1145.3 197000 SH SOLE 197000 SCOTTS MIRACLE- GRO CO-CL A CL A 810186106 896.7 19500 SH SOLE 19500 SCRIPPS NETWORKS INTER-CL A CL A COM 811065101 1578.5 39900 SH SOLE 39900 SIERRA WIRELESS INC. COM 826516106 270.3 25300 SH SOLE 25300 SILVER WEATON COM 828336107 682.6 50640 SH SOLE 50640 SKYWORKS SOLUTIONS INC. COM 83088M102 207.7 14650 SH SOLE 14650 SOUTHWESTERN ENERGY CO. COM 845467109 2215.9 48490 SH SOLE 48490 SPARTAN STORES INC COM 846822104 263.7 17430 SH SOLE 17430 SPECTRUM CONTROL INC. COM 847615101 461.6 50780 SH SOLE 50780 STAPLES INC COM 855030102 1556.3 62600 SH SOLE 62600 STARBUCKS CORP. COM 855244109 865.6 39150 SH SOLE 39150 STARENT NETWORKS CORP 85 COM 00528P108 3266.1 120000 SH SOLE 120000 STARWOOD PROPERTY TRUST INC. COM 85571B105 12259.4 565430 SH SOLE 565430 STEC INC. COM 784774101 720.6 22900 SH SOLE 22900 SUNCOR ENERGY INC. COM 867224107 841.5 22740 SH SOLE 22740 SYMANTEC CORP. COM 871503108 394.5 22370 SH SOLE 22370 SYNOPSYS INC. COM 871607107 2996.1 124810 SH SOLE 124810 TENENT HEALTHCARE CORPORATION COM 88033G100 24910.5 3956740 SH SOLE 3956740 TEVA PHARMACEUTICAL INDS.ADR ADR 881624209 18942.2 349910 SH SOLE 349910 TEXTRON INC. COM 883203101 301.8 14850 SH SOLE 14850 THOMSON REUTERS CORP. COM 884903105 465.8 12960 SH SOLE 12960 TIME WARNER CABLE 'A' COM 88732J207 3391.0 73500 SH SOLE 73500 TRANSOCEAN INC. SHS G90073100 1709.7 18670 SH SOLE 18670 TYCO INTERNATIONAL LTD. COM H89128104 8843.3 239540 SH SOLE 239540 UAL CORP. COM NEW 902549807 855.9 86700 SH SOLE 86700 VALE SA-SP ADR ADR 91912E105 435.9 17600 SH SOLE 17600 VODAFONE GROUP PLC SP ADR SPONS ADR NEW 92857W209 19713.2 818290 SH SOLE 818290 WALTER ENERGY INC. COM 93317Q105 353.7 5500 SH SOLE 5500 WASTE MANAGEMENT INC. COM 94106L109 2829.8 88630 SH SOLE 88630 WENDY'S/ARBY'S GROUP INC-A COM 950587105 3419.7 675244 SH SOLE 675244 WESTPORT INNOVATIONS INC. COM NEW 960908309 2859.6 210300 SH SOLE 210300 WINDSTREAM CORP COM 97381W104 2957.8 272700 SH SOLE 272700 XTO ENERGY INC COM 98385X106 215.1 4862 SH SOLE 4862 YAHOO! INC. COM 984332106 3268.5 171400 SH SOLE 171400 ------- ------- Total Value (in thousands) 527,356 # of Entries 144 ======= =======