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