-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, WrfG9ptjwrylzWgjgiNp3yNJuWsL1uB+v6WSRiWyUncSzzSyNJnfCA1Jb+bV0MU1 bJ8oBDgWOtqaK3NcRzAOZg== 0001193125-09-153700.txt : 20090723 0001193125-09-153700.hdr.sgml : 20090723 20090723104850 ACCESSION NUMBER: 0001193125-09-153700 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090723 DATE AS OF CHANGE: 20090723 EFFECTIVENESS DATE: 20090723 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: 09958465 BUSINESS ADDRESS: STREET 1: 16 BRIDGE SQUARE CITY: WESTPORT STATE: CT ZIP: 06880 BUSINESS PHONE: 203-227-1700 MAIL ADDRESS: STREET 1: 16 BRIDGE SQUARE CITY: WESTPORT STATE: CT ZIP: 06880 13F-HR 1 d13fhr.txt FORM 13F UNITED STATES SECURITES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 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: Parametric Risk Advisors, LLC Address: 274 Riverside Avenue Westport, CT 06880 Form 13F File Number; The instructional 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: Brad Berggren Title: Chief Compliance Officer Phone: 203-227-1700 /S/ Brad Berggren Westport, CT - ------------------------------- -------------------- ---------------------- [Signature] [City, State] [Date] Report Type (Check only one.) [X] 13F HOLDINGS REPORT [_] 13F NOTICE [_] 13F COMBINATION REPORT Form 13F SUMMARY PAGE Report Summary: Number of other Included Managers: 1 Form 13F Information Table Entry Total: 23,048,567 Form 13F Information Table Value Total 636,552.513 ----------- (thousands) List of Other Included Managers: No. Form 13F File Number Name - --- -------------------- ---------------------------------- 1 William & Flora Hewlett Foundation Other Managers Reporting for this Manager: No. Form 13F File Number Name - --- -------------------- ----------------------------------
Voting Voting Voting Title of Shares/Prn Sh/ Investment Other Authority Authority Authority Name of Issuer Class CUSIP Market Value Amount Prn Discretion Managers Sole Shared None - ------------------ ------------- --------- -------------- ------------ --- ---------- -------- --------- --------- ------------- 3M CO COMMON SHARES 88579Y101 $497,628.00 8,280.00 Sh Sole 8,280.00 ABBOTT LABORATORIES COMMON SHARES 002824100 $814,403.52 17,313.00 Sh Sole 17,313.00 ACCENTURE LTD-CL A COMMON SHARES $363,910.96 10,876.00 Sh Sole 10,876.00 AEG Stock COMMON SHARES 007924103 $110.88 18.00 Sh Sole 18.00 AETNA INC COMMON SHARES 00817Y108 $439,953.15 17,563.00 Sh Sole 17,563.00 AGILENT TECHNOLOGIES INC COMMON SHARES 00846U101 $98,101,626.03 4,830,213.00 Sh Shared 1 4,830,213.00 AMAZON.COM INC COMMON SHARES 023135106 $639,329.72 7,642.00 Sh Sole 7,642.00 AMERICAN ELECTRIC POWER COMMON SHARES 025537101 $504,506.07 17,463.00 Sh Sole 17,463.00 AMGEN INC COMMON SHARES 031162100 $633,585.92 11,968.00 Sh Sole 11,968.00 ANADARKO PETROLEUM CORP COMMON SHARES 032511107 $756,197.40 16,660.00 Sh Sole 16,660.00 APPLE INC COMMON SHARES 037833100 $1,428,572.90 10,030.00 Sh Sole 10,030.00 ARCHER-DANIELS- MIDLAND CO COMMON SHARES $101,726.00 3,800.00 Sh Sole 3,800.00 ASML HOLDING NV-NY REG SHS COMMON SHARES $456,100.55 21,067.00 Sh Sole 21,067.00 AT&T INC COMMON SHARES 00206R102 $880,379.28 35,442.00 Sh Sole 35,442.00 AUTOMATIC DATA PROCESSING COMMON SHARES 053015103 $521,676.80 14,720.00 Sh Sole 14,720.00 AVALONBAY COMMUN COMMON SHARES 053484101 $151,597.40 2,710.00 Sh Sole 2,710.00 AVON PRODUCTS INC COMMON SHARES 054303102 $1,586,578.54 61,543.00 Sh Sole 61,543.00 BANK OF AMERICA CORP COMMON SHARES 060505104 $1,017,614.40 77,092.00 Sh Sole 77,092.00 BAXTER INTERNATIONAL INC COMMON SHARES 071813109 $635,414.08 11,998.00 Sh Sole 11,998.00 BECTON DICKINSON & CO COMMON SHARES 075887109 $92,703.00 1,300.00 Sh Sole 1,300.00 BEST BUY CO INC COMMON SHARES 086516101 $524,922.26 15,674.00 Sh Sole 15,674.00 BHP BILLITON LTD- SPON ADR COMMON SHARES 088606108 $599,348.23 10,951.00 Sh Sole 10,951.00 BIOGEN IDEC INC COMMON SHARES 09062X103 $379,530.90 8,406.00 Sh Sole 8,406.00 BOEING CO COMMON SHARES 097023105 $102,000.00 2,400.00 Sh Sole 2,400.00 BOSTON PROPERTIES COMMON SHARES 101121101 $164,374.20 3,446.00 Sh Sole 3,446.00 BOSTON SCIENTIFIC CORP COMMON SHARES 101137107 $451,128.60 44,490.00 Sh Sole 44,490.00 BRISTOL-MYERS SQUIBB CO COMMON SHARES 110122108 $235,372.59 11,589.00 Sh Sole 11,589.00 BROADCOM CORP-CL A COMMON SHARES 111320107 $300,950.60 12,140.00 Sh Sole 12,140.00 CAMPBELL SOUP CO COMMON SHARES 134429109 $118,091.88 4,014.00 Sh Sole 4,014.00 CAPITAL ONE FINANCIAL CORP COMMON SHARES 14040H105 $270,502.44 12,363.00 Sh Sole 12,363.00 CELGENE CORP COMMON SHARES 151020104 $223,795.52 4,678.00 Sh Sole 4,678.00 CHEVRON CORP COMMON SHARES 166764100 $1,254,907.50 18,942.00 Sh Sole 18,942.00 CISCO SYSTEMS INC COMMON SHARES 17275R102 $20,315,016.05 1,089,277.00 Sh Sole 1,089,277.00 CLOROX COMPANY COMMON SHARES 189054109 $83,745.00 1,500.00 Sh Sole 1,500.00 COCA-COLA CO/THE COMMON SHARES 191216100 $110,377.00 2,300.00 Sh Sole 2,300.00 COLGATE-PALMOLIVE CO COMMON SHARES 194162103 $1,465,874.28 20,722.00 Sh Sole 20,722.00 COMCAST CORP-CL A COMMON SHARES 20030N101 $534,340.38 36,953.00 Sh Sole 36,953.00 COMCAST CORP- SPECIAL CL A COMMON SHARES 20030N200 $22,560,000.00 1,600,000.00 Sh Sole 1,600,000.00 CONAGRA FOODS INC COMMON SHARES $7,050,465.54 369,909.00 Sh Sole 369,909.00 CONSOLIDATED EDISON INC COMMON SHARES $89,808.00 2,400.00 Sh Sole 2,400.00 CORNING INC COMMON SHARES 219350105 $2,972,240.26 185,071.00 Sh Sole 185,071.00 COVIDIEN LTD COMMON SHARES G2552X108 $591,664.32 15,803.00 Sh Sole 15,803.00 CSX CORP COMMON SHARES 126408103 $430,485.53 12,431.00 Sh Sole 12,431.00 CVS CAREMARK CORP COMMON SHARES 126650100 $527,289.15 16,545.00 Sh Sole 16,545.00 DANAHER CORP COMMON SHARES 235851102 $571,218.48 9,252.00 Sh Sole 9,252.00 DEERE & CO COMMON SHARES 244199105 $258,995.85 6,483.00 Sh Sole 6,483.00 DIAMOND OFFSHORE DRILLING COMMON SHARES 25271C102 $465,412.20 5,604.00 Sh Sole 5,604.00 DISCOVER FINANCIAL SERVICES COMMON SHARES 254709108 $257,263.50 25,050.00 Sh Sole 25,050.00 DR HORTON INC COMMON SHARES 23331A109 $9,360,000.00 1,000,000.00 Sh Sole 1,000,000.00
DUKE ENERGY CORP COMMON SHARES 26441C105 $94,835.00 6,500.00 Sh Sole 6,500.00 E.ON AG NPV COMMON SHARES 268780103 $163,219.51 4,608.00 Sh Sole 4,608.00 EMERSON ELECTRIC CO COMMON SHARES 291011104 $1,168,765.20 36,073.00 Sh Sole 36,073.00 ENERGIZER HOLDINGS INC COMMON SHARES 29266R108 $67,912.00 1,300.00 Sh Sole 1,300.00 EXXON MOBIL CORP COMMON SHARES 30231G102 $23,243,327.25 332,475.00 Sh Sole 332,475.00 FEDEX CORP COMMON SHARES 31428X106 $302,461.56 5,438.00 Sh Sole 5,438.00 FIFTH THIRD BANCORP COMMON SHARES 316773100 $2,130.00 300.00 Sh Sole 300.00 FIRSTENERGY CORP COMMON SHARES 337932107 $556,760.00 14,368.00 Sh Sole 14,368.00 FLOWERS FOODS INC COMMON SHARES 343498101 $10,374,000.00 475,000.00 Sh Sole 475,000.00 FREEPORT-MCMORAN COPPER COMMON SHARES 35671D857 $444,575.92 8,872.00 Sh Sole 8,872.00 FRESENIUS MEDICAL CARE ADR COMMON SHARES 358029106 $324,675.00 7,215.00 Sh Sole 7,215.00 GAP INC/THE COMMON SHARES 364760108 $262,793.60 16,024.00 Sh Sole 16,024.00 GENERAL DYNAMICS CORP COMMON SHARES 369550108 $768,702.42 13,878.00 Sh Sole 13,878.00 GENERAL ELECTRIC CO COMMON SHARES 369604103 $4,174,054.56 356,148.00 Sh Sole 356,148.00 GENZYME CORP COMMON SHARES 372917104 $301,787.07 5,421.00 Sh Sole 5,421.00 GILEAD SCIENCES INC COMMON SHARES 375558103 $158,085.00 3,375.00 Sh Sole 3,375.00 GOLDCORP INC COMMON SHARES 380956409 $1,088,370.00 31,320.00 Sh Sole 31,320.00 GOLDMAN SACHS GROUP INC COMMON SHARES 38141G104 $8,805,116.80 59,720.00 Sh Sole 59,720.00 GOOGLE INC-CL A COMMON SHARES 38259P508 $879,015.15 2,085.00 Sh Sole 2,085.00 HARMAN INTERNATIONAL COMMON SHARES $4,173,600.00 222,000.00 Sh Sole 222,000.00 HESS CORP COMMON SHARES 42809H107 $728,043.75 13,545.00 Sh Sole 13,545.00 HEWLETT-PACKARD CO COMMON SHARES 428236103 $187,185,815.00 4,843,100.00 Sh Shared 1 4,843,100.00 HEWLETT-PACKARD CO COMMON SHARES 428236103 $2,097,612.80 54,272.00 Sh Sole 54,272.00 HJ HEINZ CO COMMON SHARES 423074103 $107,849.70 3,021.00 Sh Sole 3,021.00 HOME DEPOT INC COMMON SHARES 437076102 $553,910.83 23,441.00 Sh Sole 23,441.00 HONEYWELL INTERNATIONAL INC COMMON SHARES 438516106 $78,500.00 2,500.00 Sh Sole 2,500.00 HOSPIRA INC COMMON SHARES 441060100 $88,596.00 2,300.00 Sh Sole 2,300.00 ILLINOIS TOOL WORKS COMMON SHARES 452308109 $474,143.32 12,698.00 Sh Sole 12,698.00 INTL BUSINESS MACHINES CORP COMMON SHARES 459200101 $1,499,471.20 14,360.00 Sh Sole 14,360.00 INVERNESS MEDICAL INNOVATION COMMON SHARES $3,355,371.90 94,305.00 Sh Sole 94,305.00 ISHARES DJ US REAL ESTATE COMMON SHARES $30,961,100.00 955,000.00 Sh Sole 955,000.00 ISHARES LEHMAN AGG BOND FUND COMMON SHARES 464287226 $7,460,320.95 73,033.00 Sh Sole 73,033.00 ISHARES MSCI EAFE INDEX FUND COMMON SHARES $8,198,065.98 178,958.00 Sh Sole 178,958.00 ISHARES MSCI EMERGING MKT IN COMMON SHARES $2,634,995.88 81,756.00 Sh Sole 81,756.00 ISHARES RUSSELL 2000 COMMON SHARES 464287655 $2,684,764.80 52,560.00 Sh Sole 52,560.00 JOHNSON & JOHNSON COMMON SHARES 478160104 $1,686,448.80 29,691.00 Sh Sole 29,691.00 JPMORGAN CHASE & CO COMMON SHARES 46625H100 $1,515,132.09 44,419.00 Sh Sole 44,419.00 KING PHARMACEUTICALS INC COMMON SHARES 495582108 $28,890.00 3,000.00 Sh Sole 3,000.00 LOCKHEED MARTIN CORP COMMON SHARES 539830109 $482,851.55 5,987.00 Sh Sole 5,987.00 MASTERCARD INC- CLASS A COMMON SHARES 57636Q104 $480,681.63 2,873.00 Sh Sole 2,873.00 MCDERMOTT INTL INC COMMON SHARES 580037109 $11,170,500.00 550,000.00 Sh Sole 550,000.00 MCDONALDS CORP COMMON SHARES 580135101 $7,165,225.82 124,634.30 Sh Sole 124,634.30 MDC HOLDINGS INC COMMON SHARES $4,734,496.40 157,240.00 Sh Sole 157,240.00 MEDTRONIC INC COMMON SHARES 585055106 $170,961.00 4,900.00 Sh Sole 4,900.00 MERCK & CO. INC. COMMON SHARES 589331107 $9,008,795.88 322,203.00 Sh Sole 322,203.00 METLIFE INC COMMON SHARES 59156R108 $365,881.92 12,192.00 Sh Sole 12,192.00 MICROSOFT CORP COMMON SHARES 594918104 $4,813,805.32 202,516.00 Sh Sole 202,516.00 MONSANTO CO COMMON SHARES 61166W101 $328,731.48 4,422.00 Sh Sole 4,422.00 NESTLE ADR COMMON SHARES 641069406 $15,499.44 412.00 Sh Sole 412.00 NESTLE SA-REG COMMON SHARES $793,602.48 19,394.00 Sh Sole 19,394.00
NEWMONT MINING CORP COMMON SHARES 651639106 $816,133.03 19,969.00 Sh Sole 19,969.00 NIKE INC -CL B COMMON SHARES $512,311.32 9,894.00 Sh Sole 9,894.00 NORFOLK SOUTHERN CORP COMMON SHARES 655844108 $419,342.44 11,132.00 Sh Sole 11,132.00 NORTHERN TRUST CORP COMMON SHARES $524,399.92 9,769.00 Sh Sole 9,769.00 NRG ENERGY INC COMMON SHARES 629377508 $131,928.72 5,082.00 Sh Sole 5,082.00 NVIDIA CORP COMMON SHARES 67066G104 $473,807.43 41,967.00 Sh Sole 41,967.00 OCCIDENTAL PETROLEUM CORP COMMON SHARES 674599105 $889,422.15 13,515.00 Sh Sole 13,515.00 ORACLE CORP COMMON SHARES 68389X105 $17,858,003.94 833,707.00 Sh Sole 833,707.00 PEPSICO INC COMMON SHARES 713448108 $2,205,489.84 40,129.00 Sh Sole 40,129.00 PFIZER INC COMMON SHARES 717081103 $887,100.00 59,140.00 Sh Sole 59,140.00 PHILIP MORRIS INTERNATIONAL COMMON SHARES 718172109 $1,184,980.92 27,166.00 Sh Sole 27,166.00 PNC FINANCIAL SERVICES GROUP COMMON SHARES 693475105 $321,618.47 8,287.00 Sh Sole 8,287.00 PROCTER & GAMBLE CO COMMON SHARES 742718109 $8,156,428.70 159,617.00 Sh Sole 159,617.00 PRUDENTIAL FINANCIAL INC COMMON SHARES 744320102 $555,620.16 14,928.00 Sh Sole 14,928.00 PUBLIC SERVICE ENTERPRISE GP COMMON SHARES 744573106 $466,347.96 14,292.00 Sh Sole 14,292.00 QUALCOMM INC COMMON SHARES 747525103 $1,153,458.80 25,519.00 Sh Sole 25,519.00 RDS Stock COMMON SHARES 780259206 $738,796.80 14,720.00 Sh Sole 14,720.00 SCHLUMBERGER LTD COMMON SHARES 806857108 $3,005,215.29 55,539.00 Sh Sole 55,539.00 SPDR TRUST SERIES 1 COMMON SHARES 78462F103 $11,351,227.50 123,450.00 Sh Sole 123,450.00 STAPLES INC COMMON SHARES 855030102 $569,620.86 28,227.00 Sh Sole 28,227.00 STATE STREET CORP COMMON SHARES 857477103 $433,532.00 9,185.00 Sh Sole 9,185.00 TAIWAN SEMICONDUCTOR-SP ADR COMMON SHARES $348,913.39 37,079.00 Sh Sole 37,079.00 TARGET CORP COMMON SHARES 87612E106 $391,187.17 9,911.00 Sh Sole 9,911.00 TEVA PHARM COMMON SHARES 881624209 $331,120.74 6,711.00 Sh Sole 6,711.00 TEXAS INSTRUMENTS INC COMMON SHARES 882508104 $85,200.00 4,000.00 Sh Sole 4,000.00 THERMO FISHER SCIENTIFIC INC COMMON SHARES 883556102 $205,521.57 5,041.00 Sh Sole 5,041.00 TIME WARNER INC COMMON SHARES 887317105 $354,196.59 14,061.00 Sh Sole 14,061.00 TJX COMPANIES INC COMMON SHARES 872540109 $5,125,463.20 162,920.00 Sh Sole 162,920.00 TOTAL SA-SPON ADR COMMON SHARES $529,122.11 9,757.00 Sh Sole 9,757.00 UNITED PARCEL SERVICE-CL B COMMON SHARES 911312106 $3,874,225.00 77,500.00 Sh Sole 77,500.00 UNITED STATES STEEL CORP COMMON SHARES $222,195.58 6,217.00 Sh Sole 6,217.00 UNITED TECHNOLOGIES CORP COMMON SHARES 913017109 $8,781.24 169.00 Sh Sole 169.00 UNITEDHEALTH GROUP INC COMMON SHARES 91324P102 $382,568.70 15,315.00 Sh Sole 15,315.00 US BANCORP COMMON SHARES 902973304 $18,210,572.80 1,016,215.00 Sh Sole 1,016,215.00 VANGUARD TOTAL BOND MARKET COMMON SHARES 921937835 $2,011,161.03 25,887.00 Sh Sole 25,887.00 Vanguard Total Bond Market Index COMMON SHARES 921937504 $5,188,137.48 509,640.22 Sh Sole 509,640.22 VERIZON COMMUNICATIONS INC COMMON SHARES 92343V104 $604,858.59 19,683.00 Sh Sole 19,683.00 VIVENDI VIV FP EQUITY COMMON SHARES $234,435.67 13,762.00 Sh Sole 13,762.00 WAL-MART STORES INC COMMON SHARES 931142103 $13,028,713.04 268,966.00 Sh Sole 268,966.00 WASTE MANAGEMENT INC COMMON SHARES 94106L109 $599,104.00 21,275.00 Sh Sole 21,275.00 WELLS FARGO & COMPANY COMMON SHARES 949746101 $910,696.14 37,539.00 Sh Sole 37,539.00 WESTERN UNION CO COMMON SHARES 959802109 $408,425.60 24,904.00 Sh Sole 24,904.00 WYETH COMMON SHARES 983024100 $231,625.17 5,103.00 Sh Sole 5,103.00 XTO ENERGY INC COMMON SHARES 98385X106 $447,534.76 11,734.00 Sh Sole 11,734.00 YAHOO! INC COMMON SHARES 984332106 $46,980.00 3,000.00 Sh Sole 3,000.00
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