0000950123-16-014426.txt : 20160212
0000950123-16-014426.hdr.sgml : 20160212
20160212133612
ACCESSION NUMBER: 0000950123-16-014426
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20151231
FILED AS OF DATE: 20160212
DATE AS OF CHANGE: 20160212
EFFECTIVENESS DATE: 20160212
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Parametric Risk Advisors LLC
CENTRAL INDEX KEY: 0001407409
IRS NUMBER: 208823019
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-12535
FILM NUMBER: 161417385
BUSINESS ADDRESS:
STREET 1: 518 RIVERSIDE AVENUE
CITY: WESTPORT
STATE: CT
ZIP: 06880
BUSINESS PHONE: 203-227-1700
MAIL ADDRESS:
STREET 1: 518 RIVERSIDE AVENUE
CITY: WESTPORT
STATE: CT
ZIP: 06880
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001407409
XXXXXXXX
12-31-2015
12-31-2015
Parametric Risk Advisors LLC
518 Riverside Avenue
Westport
CT
06880
13F HOLDINGS REPORT
028-12535
N
Christine Smith
Chief Compliance Officer
206-381-7005
/S/ Christine Smith
Seattle
WA
02-11-2016
0
119
1441293
false
INFORMATION TABLE
2
form13fInfoTable.xml
INFORMATION TABLE FOR FORM 13F
3M CO
COMMON SHARES
88579Y101
21963
145799
SH
SOLE
0
0
145799
ABBOTT LABORATORIES
COMMON SHARES
002824100
4177
93000
SH
SOLE
0
0
93000
ABBVIE INC
COMMON SHARES
00287Y109
574
9694
SH
SOLE
0
0
9694
ACCENTURE LTD-CL A
COMMON SHARES
G1151C101
5185
49619
SH
SOLE
0
0
49619
AMERICAN EXPRESS CO
COMMON SHARES
025816109
2086
30000
SH
SOLE
0
0
30000
AMGEN INC
COMMON SHARES
031162100
12373
76224
SH
SOLE
0
0
76224
ANADARKO PETROLEUM CORP
COMMON SHARES
032511107
130
2674
SH
SOLE
0
0
2674
APPLE INC
COMMON SHARES
037833100
13610
129303
SH
SOLE
0
0
129303
ARCHER-DANIELS-MIDLAND CO
COMMON SHARES
039483102
1094
29821
SH
SOLE
0
0
29821
BAIDU INC - SPON ADR
COMMON SHARES
056752108
2283
12078
SH
SOLE
0
0
12078
BALL CORP
COMMON SHARES
058498106
16364
225000
SH
SOLE
0
0
225000
BANK OF AMERICA CORP
COMMON SHARES
060505104
1060
63000
SH
SOLE
0
0
63000
BB&T CORP
COMMON SHARES
054937107
1928
51000
SH
SOLE
0
0
51000
BERKSHIRE HATHAWAY INC-CL B
COMMON SHARES
084670207
7863
59550
SH
SOLE
0
0
59550
BHP BILLITON LTD-SPON ADR
COMMON SHARES
088606108
1165
45217
SH
SOLE
0
0
45217
BIOGEN IDEC INC
COMMON SHARES
09062X103
2144
7000
SH
SOLE
0
0
7000
BLACKSTONE GROUP LP
COMMON SHARES
09253U108
4971
170000
SH
SOLE
0
0
170000
BOEING CO
COMMON SHARES
097023105
1576
10900
SH
SOLE
0
0
10900
BRISTOL-MYERS SQUIBB CO
COMMON SHARES
110122108
8411
122272
SH
SOLE
0
0
122272
C.H. ROBINSON WORLDWIDE INC
COMMON SHARES
12541W209
4894
78912
SH
SOLE
0
0
78912
CATERPILLAR INC
COMMON SHARES
149123101
15844
233137
SH
SOLE
0
0
233137
CBOE HOLDINGS INC
COMMON SHARES
12503M108
660
10174
SH
SOLE
0
0
10174
CHECK POINT SOFTWARE TECH
COMMON SHARES
M22465104
5198
63870
SH
SOLE
0
0
63870
CHEVRON CORP
COMMON SHARES
166764100
5600
62255
SH
SOLE
0
0
62255
CISCO SYSTEMS INC
COMMON SHARES
17275R102
9177
337946
SH
SOLE
0
0
337946
CME GROUP INC
COMMON SHARES
12572Q105
3858
42580
SH
SOLE
0
0
42580
COCA-COLA CO/THE
COMMON SHARES
191216100
24770
576586
SH
SOLE
0
0
576586
COLGATE-PALMOLIVE CO
COMMON SHARES
194162103
5751
86319
SH
SOLE
0
0
86319
COMCAST CORP-CL A
COMMON SHARES
20030N101
45144
800000
SH
SOLE
0
0
800000
CONOCOPHILLIPS
COMMON SHARES
20825C104
1797
38479
SH
SOLE
0
0
38479
CORNING INC
COMMON SHARES
219350105
1977
108175
SH
SOLE
0
0
108175
CREDIT SUISSE GROUP-SPON ADR
COMMON SHARES
225401108
2586
119206
SH
SOLE
0
0
119206
CREE INC
COMMON SHARES
225447101
6613
247965
SH
SOLE
0
0
247965
DARDEN RESTAURANTS INC
COMMON SHARES
237194105
1447
22731
SH
SOLE
0
0
22731
DEERE & CO
COMMON SHARES
244199105
749
9816
SH
SOLE
0
0
9816
DEVON ENERGY CORPORATION
COMMON SHARES
25179M103
4292
134140
SH
SOLE
0
0
134140
DISCOVER FINANCIAL SERVICES
COMMON SHARES
254709108
4050
75524
SH
SOLE
0
0
75524
DOW CHEMICAL
COMMON SHARES
260543103
10039
195000
SH
SOLE
0
0
195000
DR HORTON INC
COMMON SHARES
23331A109
31710
990000
SH
SOLE
0
0
990000
DU PONT (E.I.) DE NEMOURS
COMMON SHARES
263534109
2737
41100
SH
SOLE
0
0
41100
ELI LILLY & CO
COMMON SHARES
532457108
2931
34786
SH
SOLE
0
0
34786
EMERSON ELECTRIC CO
COMMON SHARES
291011104
13517
282600
SH
SOLE
0
0
282600
EXXON MOBIL CORP
COMMON SHARES
30231G102
25959
333017
SH
SOLE
0
0
333017
FACEBOOK INC-A
COMMON SHARES
30303M102
587959
5617800
SH
SOLE
0
0
5617800
GENERAL ELECTRIC CO
COMMON SHARES
369604103
21851
701464
SH
SOLE
0
0
701464
GENERAL GROWTH PROPERTIES
COMMON SHARES
370021107
2884
106000
SH
SOLE
0
0
106000
GENERAL MILLS INC
COMMON SHARES
370334104
6631
115000
SH
SOLE
0
0
115000
GILEAD SCIENCES INC
COMMON SHARES
375558103
1204
11900
SH
SOLE
0
0
11900
GOLDMAN SACHS GROUP INC
COMMON SHARES
38141G104
50959
282742
SH
SOLE
0
0
282742
GOOGLE INC-CL A
COMMON SHARES
38259P508
3906
5020
SH
SOLE
0
0
5020
GOOGLE INC-CL C
COMMON SHARES
38259P706
9268
12213
SH
SOLE
0
0
12213
HERSHEY CO/THE
COMMON SHARES
427866108
259
2900
SH
SOLE
0
0
2900
HOME DEPOT INC
COMMON SHARES
437076102
1927
14573
SH
SOLE
0
0
14573
INTEL CORP
COMMON SHARES
458140100
5361
155613
SH
SOLE
0
0
155613
INTERCONTINENTALEXCHANGE GRO
COMMON SHARES
45866F104
1173
4576
SH
SOLE
0
0
4576
INTL BUSINESS MACHINES CORP
COMMON SHARES
459200101
8693
63168
SH
SOLE
0
0
63168
INTUIT INC
COMMON SHARES
461202103
10152
105202
SH
SOLE
0
0
105202
INVESCO LTD
COMMON SHARES
G491BT108
25110
750000
SH
SOLE
0
0
750000
ISHARES DJ US REAL ESTATE
COMMON SHARES
464287739
20272
270000
SH
SOLE
0
0
270000
ISHARES MSCI EAFE INDEX FUND
COMMON SHARES
464287465
945
16100
SH
SOLE
0
0
16100
ISHARES MSCI EAFE INDEX FUND
Equity Option
464287955
369
13407
SH
Put
SOLE
0
0
13407
ISHARES MSCI EMERGING MKT IN
COMMON SHARES
464287234
802
24900
SH
SOLE
0
0
24900
ISHARES RUSSELL 2000
COMMON SHARES
464287655
957
8500
SH
SOLE
0
0
8500
ISHARES RUSSELL 2000
Equity Option
464287955
61
1317
SH
Put
SOLE
0
0
1317
ISHARES S&P 500 INDEX FUND
COMMON SHARES
464287200
1219
5952
SH
SOLE
0
0
5952
JETBLUE AIRWAYS CORP
COMMON SHARES
477143101
18951
836700
SH
SOLE
0
0
836700
JOHNSON & JOHNSON
COMMON SHARES
478160104
37571
365766
SH
SOLE
0
0
365766
JPMORGAN CHASE & CO
COMMON SHARES
46625H100
5778
87500
SH
SOLE
0
0
87500
JUNIPER NETWORKS INC
COMMON SHARES
48203R104
1833
66400
SH
SOLE
0
0
66400
JUNO THERAPEUTICS INC
COMMON SHARES
48205A109
2858
65000
SH
SOLE
0
0
65000
KIMBERLY-CLARK CORP
COMMON SHARES
494368103
3450
27100
SH
SOLE
0
0
27100
KRAFT HEINZ CO/THE
COMMON SHARES
50076Q106
728
10000
SH
SOLE
0
0
10000
L-3 COMMUNICATIONS HOLDINGS
COMMON SHARES
502424104
1475
12346
SH
SOLE
0
0
12346
LOCKHEED MARTIN CORP
COMMON SHARES
539830109
760
3500
SH
SOLE
0
0
3500
MARATHON OIL CORP
COMMON SHARES
565849106
126
10000
SH
SOLE
0
0
10000
MARATHON PETROLEUM CORP
COMMON SHARES
56585A102
518
10000
SH
SOLE
0
0
10000
MARRIOTT INTERNATIONAL-CL A
COMMON SHARES
571903202
925
13800
SH
SOLE
0
0
13800
MCDONALDS CORP
COMMON SHARES
580135101
2543
21525
SH
SOLE
0
0
21525
MEDTRONIC INC
COMMON SHARES
585055106
3000
39000
SH
SOLE
0
0
39000
MERCK & CO. INC.
COMMON SHARES
589331107
898
17000
SH
SOLE
0
0
17000
MICROSOFT CORP
COMMON SHARES
594918104
6809
122725
SH
SOLE
0
0
122725
MONDELEZ INTERNATIONAL INC
COMMON SHARES
609207105
1211
27000
SH
SOLE
0
0
27000
MONSTER BEVERAGE CORP
COMMON SHARES
611740101
2205
14800
SH
SOLE
0
0
14800
MORGAN STANLEY
COMMON SHARES
617446448
6167
193876
SH
SOLE
0
0
193876
NEWMONT MINING CORP
COMMON SHARES
651639106
790
43935
SH
SOLE
0
0
43935
NORTHERN TRUST CORP
COMMON SHARES
665859104
8100
112356
SH
SOLE
0
0
112356
ORACLE CORP
COMMON SHARES
68389X105
44872
1228358
SH
SOLE
0
0
1228358
PEPSICO INC
COMMON SHARES
713448108
4667
46703
SH
SOLE
0
0
46703
PFIZER INC
COMMON SHARES
717081103
646
20000
SH
SOLE
0
0
20000
PHILIP MORRIS INTERNATIONAL
COMMON SHARES
718172109
6066
69000
SH
SOLE
0
0
69000
PNC FINANCIAL SERVICES GROUP
COMMON SHARES
693475105
2416
25354
SH
SOLE
0
0
25354
PPG INDUSTRIES INC
COMMON SHARES
693506107
1779
18000
SH
SOLE
0
0
18000
PRICELINE.COM INC
COMMON SHARES
741503403
3187
2500
SH
SOLE
0
0
2500
PROCTER & GAMBLE CO
COMMON SHARES
742718109
14894
187562
SH
SOLE
0
0
187562
QUALCOMM INC
COMMON SHARES
747525103
5365
107328
SH
SOLE
0
0
107328
RAYMOND JAMES FINANCIAL INC
COMMON SHARES
754730109
4261
73500
SH
SOLE
0
0
73500
RAYTHEON COMPANY
COMMON SHARES
755111507
623
5000
SH
SOLE
0
0
5000
SCHLUMBERGER LTD
COMMON SHARES
806857108
9561
137073
SH
SOLE
0
0
137073
SPDR DJIA TRUST
COMMON SHARES
78467X109
1357
7800
SH
SOLE
0
0
7800
SPDR TRUST SERIES 1
COMMON SHARES
78462F103
24703
121169
SH
SOLE
0
0
121169
SPROUTS FARMERS MARKET INC
COMMON SHARES
85208M102
931
35000
SH
SOLE
0
0
35000
STRYKER CORP
COMMON SHARES
863667101
2788
30000
SH
SOLE
0
0
30000
TABLEAU SOFTWARE INC-CL A
COMMON SHARES
87336U105
4711
50000
SH
SOLE
0
0
50000
TARGET CORP
COMMON SHARES
87612E106
2793
38470
SH
SOLE
0
0
38470
TEVA PHARM
COMMON SHARES
881624209
10502
160000
SH
SOLE
0
0
160000
TEXTRON INC
COMMON SHARES
883203101
2521
60000
SH
SOLE
0
0
60000
THE WALT DISNEY CO
COMMON SHARES
254687106
1685
16039
SH
SOLE
0
0
16039
TJX COMPANIES INC
COMMON SHARES
872540109
926
13059
SH
SOLE
0
0
13059
UNION PACIFIC CORP
COMMON SHARES
907818108
391
5000
SH
SOLE
0
0
5000
UNITED PARCEL SERVICE-CL B
COMMON SHARES
911312106
51905
539386
SH
SOLE
0
0
539386
UNITED TECHNOLOGIES CORP
COMMON SHARES
913017109
2786
29000
SH
SOLE
0
0
29000
UNITEDHEALTH GROUP INC
COMMON SHARES
91324P102
941
8000
SH
SOLE
0
0
8000
US BANCORP
COMMON SHARES
902973304
2828
66282
SH
SOLE
0
0
66282
WALGREEN CO
COMMON SHARES
931422109
4343
51000
SH
SOLE
0
0
51000
WAL-MART STORES INC
COMMON SHARES
931142103
1225
19979
SH
SOLE
0
0
19979
WELLS FARGO & COMPANY
COMMON SHARES
949746101
8053
148137
SH
SOLE
0
0
148137
WW GRAINGER INC
COMMON SHARES
384802104
1175
5798
SH
SOLE
0
0
5798
YUM! BRANDS INC
COMMON SHARES
988498101
3375
46203
SH
SOLE
0
0
46203
ZIMMER HOLDINGS INC
COMMON SHARES
98956P102
4104
40000
SH
SOLE
0
0
40000