0001193125-11-123418.txt : 20110503 0001193125-11-123418.hdr.sgml : 20110503 20110503125834 ACCESSION NUMBER: 0001193125-11-123418 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110503 DATE AS OF CHANGE: 20110503 EFFECTIVENESS DATE: 20110503 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: 11804049 BUSINESS ADDRESS: STREET 1: 274 RIVERSIDE AVENUE CITY: WESTPORT STATE: CT ZIP: 06880 BUSINESS PHONE: 203-227-1700 MAIL ADDRESS: STREET 1: 274 RIVERSIDE AVENUE CITY: WESTPORT STATE: CT ZIP: 06880 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: 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: 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 May 3, 2011 ------------------------- ------------------------- ------------------------ [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: 28,946,987 Form 13F Information Table Value Total 1,114,052.134 (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
Title Voting Voting Voting 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 $ 774,180.00 8,280.00 Sh Sole 8,280.00 ACCENTURE LTD-CL A COMMON SHARES $ 3,528,744.18 64,194.00 Sh Sole 64,194.00 AEG Stock COMMON SHARES 007924103 $ 135.00 18.00 Sh Sole 18.00 AFLAC INC COMMON SHARES 001055102 $ 1,190,452.90 22,555.00 Sh Sole 22,555.00 AGNICO-EAGLE MINES LTD COMMON SHARES $ 2,786,700.00 42,000.00 Sh Sole 42,000.00 ALERE INC COMMON SHARES $ 1,841,732.70 47,055.00 Sh Sole 47,055.00 AMAZON.COM INC COMMON SHARES 023135106 $ 3,149,933.31 17,487.00 Sh Sole 17,487.00 AMERICAN ELECTRIC POWER COMMON SHARES 025537101 $ 1,046,996.30 29,795.00 Sh Sole 29,795.00 AMERICAN EXPRESS CO COMMON SHARES 025816109 $ 2,061,752.80 45,614.00 Sh Sole 45,614.00 AMERICAN TOWER CORP-CL A COMMON SHARES 029912201 $ 987,430.10 19,055.00 Sh Sole 19,055.00 AMERISOURCEBERGEN CORP COMMON SHARES 03073E105 $ 2,715,754.44 68,649.00 Sh Sole 68,649.00 AMGEN INC COMMON SHARES 031162100 $ 579,932.50 10,850.00 Sh Sole 10,850.00 APACHE CORP COMMON SHARES 037411105 $ 3,558,798.36 27,183.00 Sh Sole 27,183.00 APPLE INC COMMON SHARES 037833100 $ 7,166,370.00 20,563.00 Sh Sole 20,563.00 AT&T INC COMMON SHARES 00206R102 $ 1,691,416.77 55,257.00 Sh Sole 55,257.00 AUTODESK INC COMMON SHARES 052769106 $ 35,288,000.00 800,000.00 Sh Sole 800,000.00 AUTOMATIC DATA PROCESSING COMMON SHARES 053015103 $ 5,886,283.20 114,720.00 Sh Sole 114,720.00 AVALONBAY COMMUN COMMON SHARES 053484101 $ 1,331,447.04 11,088.00 Sh Sole 11,088.00 BANK OF AMERICA CORP COMMON SHARES 060505104 $ 49,321.00 3,700.00 Sh Sole 3,700.00 BANK OF NEW YORK MELLON COMMON CORP SHARES 064058100 $ 619,802.50 20,750.00 Sh Sole 20,750.00 BERKSHIRE HATHAWAY INC- COMMON CL B SHARES 084670207 $ 23,918,180.00 286,000.00 Sh Sole 286,000.00 BOEING CO COMMON SHARES 097023105 $ 177,432.00 2,400.00 Sh Sole 2,400.00 BOSTON PROPERTIES COMMON SHARES 101121101 $ 1,179,744.30 12,438.00 Sh Sole 12,438.00 C.H. ROBINSON WORLDWIDE COMMON INC SHARES 12541W209 $ 8,154,300.00 110,000.00 Sh Sole 110,000.00 CAMPBELL SOUP CO COMMON SHARES 134429109 $ 135,751.00 4,100.00 Sh Sole 4,100.00 CBL & Associates COMMON SHARES 124830100 $ 2,961,400.00 170,000.00 Sh Sole 170,000.00 CELGENE CORP COMMON SHARES 151020104 $ 1,452,386.95 25,226.00 Sh Sole 25,226.00 CENTURYLINK INC COMMON SHARES $ 1,501,409.25 36,135.00 Sh Sole 36,135.00 CISCO SYSTEMS INC COMMON SHARES 17275R102 $ 10,368,152.55 604,557.00 Sh Sole 604,557.00 CITIGROUP INC COMMON SHARES 172967101 $ 2,650,868.48 599,744.00 Sh Sole 599,744.00 CLOROX COMPANY COMMON SHARES 189054109 $ 105,105.00 1,500.00 Sh Sole 1,500.00 CME GROUP INC COMMON SHARES $ 8,809,481.70 29,214.00 Sh Sole 29,214.00 COCA-COLA CO/THE COMMON SHARES 191216100 $ 3,247,873.72 48,958.00 Sh Sole 48,958.00 COLGATE-PALMOLIVE CO COMMON SHARES 194162103 $ 6,392,880.84 79,159.00 Sh Sole 79,159.00 COMCAST CORP-CL A COMMON SHARES 20030N101 $ 2,783,768.64 112,612.00 Sh Sole 112,612.00 COMCAST CORP-SPECIAL CL A COMMON SHARES 20030N200 $ 51,084,000.00 2,200,000.00 Sh Sole 2,200,000.00 CONOCOPHILLIPS COMMON SHARES 20825C104 $ 6,540,933.30 81,905.00 Sh Sole 81,905.00 CORNING INC COMMON SHARES 219350105 $ 4,553,907.46 220,742.00 Sh Sole 220,742.00 COVIDIEN LTD COMMON SHARES G2552X108 $ 2,186,414.30 42,095.00 Sh Sole 42,095.00 DANAHER CORP COMMON SHARES 235851102 $ 4,556,923.80 87,802.00 Sh Sole 87,802.00 DAVITA INC COMMON SHARES 23918K108 $ 1,269,053.91 14,841.00 Sh Sole 14,841.00 DOW CHEMICAL COMMON SHARES 260543103 $ 8,871,250.00 235,000.00 Sh Sole 235,000.00 DR HORTON INC COMMON SHARES 23331A109 $ 17,475,000.00 1,500,000.00 Sh Sole 1,500,000.00 EMERSON ELECTRIC CO COMMON SHARES 291011104 $ 5,004,120.49 85,643.00 Sh Sole 85,643.00 ENCORE WIRE CORP COMMON SHARES $ 3,651,000.00 150,000.00 Sh Sole 150,000.00 ENERGIZER HOLDINGS INC COMMON SHARES 29266R108 $ 92,508.00 1,300.00 Sh Sole 1,300.00 ESTEE LAUDER COMMON COMPANIES-CL A SHARES 518439104 $ 2,001,879.00 20,775.00 Sh Sole 20,775.00 EXPEDITORS INTL WASH INC COMMON SHARES 302130109 $ 993,120.45 19,803.00 Sh Sole 19,803.00 EXXON MOBIL CORP COMMON SHARES 30231G102 $ 46,462,643.36 552,272.00 Sh Sole 552,272.00 FASTENAL CO COMMON SHARES 311900104 $ 38,898,000.00 600,000.00 Sh Sole 600,000.00 FIFTH THIRD BANCORP COMMON SHARES 316773100 $ 4,165.50 300.00 Sh Sole 300.00 FLOWERS FOODS INC COMMON SHARES 343498101 $ 11,322,234.00 415,800.00 Sh Sole 415,800.00 FLUOR CORP COMMON SHARES $ 4,462,322.80 60,580.00 Sh Sole 60,580.00 FORD MOTOR CO COMMON SHARES 345370860 $ 2,433,759.30 163,230.00 Sh Sole 163,230.00 FREEPORT-MCMORAN COPPER COMMON SHARES 35671D857 $ 1,077,225.60 19,392.00 Sh Sole 19,392.00 FRESENIUS MEDICAL CARE ADR COMMON SHARES 358029106 $ 1,842,890.88 27,294.00 Sh Sole 27,294.00 GENERAL ELECTRIC CO COMMON SHARES 369604103 $ 26,814,609.35 1,337,387.00 Sh Sole 1,337,387.00 GENERAL MILLS INC COMMON SHARES 370334104 $ 5,482,500.00 150,000.00 Sh Sole 150,000.00 GOLDCORP INC COMMON SHARES 380956409 $ 981,209.40 19,703.00 Sh Sole 19,703.00 GOLDMAN SACHS GROUP INC COMMON SHARES 38141G104 $ 10,220,977.00 64,445.00 Sh Sole 64,445.00 GOOGLE INC-CL A COMMON SHARES 38259P508 $ 4,391,898.60 7,485.00 Sh Sole 7,485.00 HALLIBURTON CO COMMON SHARES 406216101 $ 2,857,526.56 57,334.00 Sh Sole 57,334.00 HCA Holdings, Inc COMMON SHARES 40412C101 $ 2,494,457.76 73,648.00 Sh Sole 73,648.00 HESS CORP COMMON SHARES 42809H107 $ 3,895,034.31 45,711.00 Sh Sole 45,711.00 HEWLETT-PACKARD CO COMMON SHARES 428236103 $152,203,550.00 3,715,000.00 Sh Shared 1 3,715,000.00 HEWLETT-PACKARD CO COMMON SHARES 428236103 $ 760,403.20 18,560.00 Sh Sole 18,560.00 HJ HEINZ CO COMMON SHARES 423074103 $ 151,342.00 3,100.00 Sh Sole 3,100.00 HOME DEPOT INC COMMON SHARES 437076102 $ 2,990,853.18 80,703.00 Sh Sole 80,703.00 HONEYWELL INTERNATIONAL COMMON INC SHARES 438516106 $ 149,275.00 2,500.00 Sh Sole 2,500.00 HOSPIRA INC COMMON SHARES 441060100 $ 126,960.00 2,300.00 Sh Sole 2,300.00 INTEL CORP COMMON SHARES 458140100 $ 3,292,629.34 163,163.00 Sh Sole 163,163.00 INTL BUSINESS MACHINES COMMON CORP SHARES 459200101 $ 10,140,834.09 62,187.00 Sh Sole 62,187.00 INTUIT INC COMMON SHARES $ 9,028,700.00 170,000.00 Sh Sole 170,000.00 INVESCO LTD COMMON SHARES G491BT108 $ 19,170,000.00 750,000.00 Sh Sole 750,000.00 IRON MOUNTAIN INC COMMON SHARES $ 3,364,813.89 107,743.00 Sh Sole 107,743.00 ISHARES DJ US REAL ESTATE COMMON SHARES $ 42,827,400.00 721,000.00 Sh Sole 721,000.00 ISHARES LEHMAN AGG BOND COMMON FUND SHARES 464287226 $ 3,337,141.59 31,743.00 Sh Sole 31,743.00 ISHARES MSCI EAFE INDEX COMMON FUND SHARES 464287465 $ 276,368.00 4,600.00 Sh Sole 4,600.00 ISHARES RUSSELL 2000 COMMON SHARES 464287655 $ 311,429.00 3,700.00 Sh Sole 3,700.00 JDS UNIPHASE CORP COMMON SHARES $ 1,633,501.72 78,383.00 Sh Sole 78,383.00 JETBLUE AIRWAYS CORP COMMON SHARES $ 7,712,100.00 1,230,000.00 Sh Sole 1,230,000.00 JOHNSON & JOHNSON COMMON SHARES 478160104 $ 21,962,967.75 370,683.00 Sh Sole 370,683.00 JPMORGAN CHASE & CO COMMON SHARES 46625H100 $ 31,503,956.30 683,383.00 Sh Sole 683,383.00 KEYCORP COMMON SHARES $ 1,765,050.96 198,767.00 Sh Sole 198,767.00 KIMCO REALTY COMMON SHARES 49446R109 $ 18,340,000.00 1,000,000.00 Sh Sole 1,000,000.00 KOHLS CORP COMMON SHARES $ 10,994,714.64 207,291.00 Sh Sole 207,291.00 KRAFT FOODS INC-CLASS A COMMON SHARES 50075N104 $ 871,870.72 27,802.00 Sh Sole 27,802.00 LINCOLN NATIONAL CORP COMMON SHARES 534187109 $ 1,366,279.28 45,482.00 Sh Sole 45,482.00 MARSH & MCLENNAN COS COMMON SHARES 571748102 $ 2,981,000.00 100,000.00 Sh Sole 100,000.00 MCDONALDS CORP COMMON SHARES 580135101 $ 17,043,703.46 223,994.00 Sh Sole 223,994.00 MEDCO HEALTH SOLUTIONS INC COMMON SHARES 58405U102 $ 894,404.16 15,926.00 Sh Sole 15,926.00 MEDTRONIC INC COMMON SHARES 585055106 $ 2,420,418.50 61,510.00 Sh Sole 61,510.00 MERCK & CO. INC. COMMON SHARES 589331107 $ 31,812,430.21 963,721.00 Sh Sole 963,721.00 METLIFE INC COMMON SHARES 59156R108 $ 1,980,465.48 44,276.00 Sh Sole 44,276.00 MICROSOFT CORP COMMON SHARES 594918104 $ 4,443,148.44 174,996.00 Sh Sole 174,996.00 MOHAWK INDUSTRIES INC COMMON SHARES $ 3,179,800.00 52,000.00 Sh Sole 52,000.00 MONSANTO CO COMMON SHARES 61166W101 $ 3,560,972.80 49,280.00 Sh Sole 49,280.00 NEWMONT MINING CORP COMMON SHARES 651639106 $ 3,487,880.32 63,904.00 Sh Sole 63,904.00 NIKE INC -CL B COMMON SHARES $ 2,367,214.70 31,271.00 Sh Sole 31,271.00 NORFOLK SOUTHERN CORP COMMON SHARES 655844108 $ 771,113.64 11,132.00 Sh Sole 11,132.00 NUCOR CORP COMMON SHARES $ 9,204,000.00 200,000.00 Sh Sole 200,000.00 OCCIDENTAL PETROLEUM CORP COMMON SHARES 674599105 $ 2,452,798.26 23,474.00 Sh Sole 23,474.00 ORACLE CORP COMMON SHARES 68389X105 $ 42,139,292.54 1,260,429.00 Sh Sole 1,260,429.00 P G & E CORP COMMON SHARES 69331C108 $ 2,173,700.18 49,201.00 Sh Sole 49,201.00 PACCAR INC COMMON SHARES 693718108 $ 22,394,372.00 427,700.00 Sh Sole 427,700.00 PEABODY ENERGY CORP COMMON SHARES 704549104 $ 2,701,450.36 37,541.00 Sh Sole 37,541.00 PEPSICO INC COMMON SHARES 713448108 $ 4,106,910.42 63,762.00 Sh Sole 63,762.00 PFIZER INC COMMON SHARES 717081103 $ 3,588,878.55 176,705.00 Sh Sole 176,705.00 PHILIP MORRIS COMMON INTERNATIONAL SHARES 718172109 $ 5,558,335.96 84,692.00 Sh Sole 84,692.00 PNC FINANCIAL SERVICES COMMON GROUP SHARES 693475105 $ 1,220,746.20 19,380.00 Sh Sole 19,380.00 PROCTER & GAMBLE CO COMMON SHARES 742718109 $ 13,524,834.40 219,559.00 Sh Sole 219,559.00 PRUDENTIAL FINANCIAL INC COMMON SHARES 744320102 $ 1,731,568.02 28,119.00 Sh Sole 28,119.00 QUALCOMM INC COMMON SHARES 747525103 $ 2,614,897.53 47,691.00 Sh Sole 47,691.00 RDS Stock COMMON SHARES 780259206 $ 1,072,499.20 14,720.00 Sh Sole 14,720.00 REALD INC COMMON SHARES $ 5,472,000.00 200,000.00 Sh Sole 200,000.00 SALESFORCE.COM INC COMMON SHARES 79466L302 $ 2,790,352.62 20,889.00 Sh Sole 20,889.00 SCHLUMBERGER LTD COMMON SHARES 806857108 $ 2,272,186.64 24,364.00 Sh Sole 24,364.00 Silver Wheaton Corp. COMMON SHARES 828336107 $ 884,153.76 20,391.00 Sh Sole 20,391.00 SOUTHWESTERN ENERGY CO COMMON SHARES $ 17,335,687.89 403,437.00 Sh Sole 403,437.00 SPDR TRUST SERIES 1 COMMON SHARES 78462F103 $ 8,176,162.35 61,665.00 Sh Sole 61,665.00 ST JUDE MEDICAL INC COMMON SHARES 790849103 $ 2,760,145.96 53,846.00 Sh Sole 53,846.00 STATE STREET CORP COMMON SHARES 857477103 $ 2,121,123.06 47,199.00 Sh Sole 47,199.00 STERICYCLE INC COMMON SHARES $ 2,660,100.00 30,000.00 Sh Sole 30,000.00 TARGET CORP COMMON SHARES 87612E106 $ 2,045,559.03 40,903.00 Sh Sole 40,903.00 TD AMERITRADE HOLDING CORP COMMON SHARES $ 2,769,449.00 132,700.00 Sh Sole 132,700.00 TEXAS INSTRUMENTS INC COMMON SHARES 882508104 $ 138,240.00 4,000.00 Sh Sole 4,000.00 TIME WARNER CABLE COMMON SHARES $ 791,945.34 11,101.00 Sh Sole 11,101.00 TIME WARNER INC COMMON SHARES 887317105 $ 1,555,270.50 43,565.00 Sh Sole 43,565.00
Title Voting Voting Voting of Shares/Prn Sh/ Investment Other Authority Authority Authority Name of Issuer Class CUSIP Market Value Amount Prn Discretion Managers Sole Shared None -------------- ------ --------- ----------------- ------------- --- ---------- -------- --------- --------- ---------- UNITED PARCEL COMMON SERVICE-CL B SHARES 911312106 $ 38,804,998.88 522,134.00 Sh Sole 522,134.00 UNITED TECHNOLOGIES CORP COMMON SHARES 913017109 $ 2,050,138.35 24,219.00 Sh Sole 24,219.00 UNITEDHEALTH GROUP INC COMMON SHARES 91324P102 $ 3,653,154.40 80,822.00 Sh Sole 80,822.00 VALSPAR CORP COMMON SHARES $ 3,910,000.00 100,000.00 Sh Sole 100,000.00 VANGUARD TOTAL BOND COMMON MARKET SHARES 921937835 $ 896,224.00 11,200.00 Sh Sole 11,200.00 VARIAN MEDICAL SYSTEMS COMMON INC SHARES $ 1,420,845.84 21,006.00 Sh Sole 21,006.00 VERIZON COMMUNICATIONS COMMON INC SHARES 92343V104 $ 961,187.60 24,940.00 Sh Sole 24,940.00 WAL-MART STORES INC COMMON SHARES 931142103 $ 42,077,115.90 808,398.00 Sh Sole 808,398.00 WELLS FARGO & COMPANY COMMON SHARES 949746101 $ 7,889,194.32 248,792.00 Sh Sole 248,792.00 YAHOO! INC COMMON SHARES 984332106 $ 50,040.00 3,000.00 Sh Sole 3,000.00 ZIMMER HOLDINGS INC COMMON SHARES 98956P102 $ 4,842,400.00 80,000.00 Sh Sole 80,000.00 $1,114,052,134.10 28,946,987.00