0001193125-11-268382.txt : 20111011 0001193125-11-268382.hdr.sgml : 20111010 20111011161654 ACCESSION NUMBER: 0001193125-11-268382 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111011 DATE AS OF CHANGE: 20111011 EFFECTIVENESS DATE: 20111011 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: 111135710 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 d242036d13fhr.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, 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 October 11, 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: 29,440,169 ------------------------ Form 13F Information Table Value Total 918,639.528 (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 $ 717,958.80 8,280.00 Sh Sole 8,280.00 ABBOTT LABORATORIES COMMON SHARES 002824100 $ 3,667,352.48 70,202.00 Sh Sole 70,202.00 AEG Stock COMMON SHARES 007924103 $ 107.82 18.00 Sh Sole 18.00 AFLAC INC COMMON SHARES 001055102 $ 3,048,666.47 58,957.00 Sh Sole 58,957.00 ALERE INC COMMON SHARES $ 2,507,031.15 81,055.00 Sh Sole 81,055.00 AMAZON.COM INC COMMON SHARES 023135106 $ 3,911,893.42 24,907.00 Sh Sole 24,907.00 AMERICAN ELECTRIC POWER COMMON SHARES 025537101 $ 2,875,683.79 79,373.00 Sh Sole 79,373.00 AMERICAN EXPRESS CO COMMON SHARES 025816109 $ 1,901,185.02 45,234.00 Sh Sole 45,234.00 AMERICAN TOWER CORP-CL A COMMON SHARES 029912201 $ 1,674,715.46 32,671.00 Sh Sole 32,671.00 AMERISOURCEBERGEN CORP COMMON SHARES 03073E105 $ 1,667,076.18 54,373.00 Sh Sole 54,373.00 AMGEN INC COMMON SHARES 031162100 $ 3,131,239.98 56,818.00 Sh Sole 56,818.00 APACHE CORP COMMON SHARES 037411105 $ 3,524,834.56 36,056.00 Sh Sole 36,056.00 APPLE INC COMMON SHARES 037833100 $ 9,326,578.75 32,869.00 Sh Sole 32,869.00 ARCHER-DANIELS- MIDLAND CO COMMON SHARES $ 121,296.00 3,800.00 Sh Sole 3,800.00 AT&T INC COMMON SHARES 00206R102 $ 4,712,422.00 164,770.00 Sh Sole 164,770.00 AUTOMATIC DATA PROCESSING COMMON SHARES 053015103 $ 4,821,681.60 114,720.00 Sh Sole 114,720.00 AVALONBAY COMMUN COMMON SHARES 053484101 $ 1,493,370.17 14,369.00 Sh Sole 14,369.00 BANK OF AMERICA CORP COMMON SHARES 060505104 $ 3,321,745.80 253,520.00 Sh Sole 253,520.00 BAXTER INTERNATIONAL INC COMMON SHARES 071813109 $ 76,336.00 1,600.00 Sh Sole 1,600.00 BECTON DICKINSON & CO COMMON SHARES 075887109 $ 96,330.00 1,300.00 Sh Sole 1,300.00 BERKSHIRE HATHAWAY INC-CL COMMON B SHARES 084670207 $ 19,500,822.12 235,859.00 Sh Sole 235,859.00 BEST BUY CO INC COMMON SHARES 086516101 $ 2,642,272.62 64,714.00 Sh Sole 64,714.00 BHP BILLITON LTD-SPON ADR COMMON SHARES 088606108 $ 1,483,584.48 19,439.00 Sh Sole 19,439.00 BOEING CO COMMON SHARES 097023105 $ 159,696.00 2,400.00 Sh Sole 2,400.00 BOSTON PROPERTIES COMMON SHARES 101121101 $ 1,413,704.96 17,008.00 Sh Sole 17,008.00 BRISTOL-MYERS SQUIBB CO COMMON SHARES 110122108 $ 2,504,584.46 92,386.00 Sh Sole 92,386.00 C.H. ROBINSON WORLDWIDE COMMON INC SHARES 12541W209 $ 9,509,120.00 136,000.00 Sh Sole 136,000.00 CAMPBELL SOUP CO COMMON SHARES 134429109 $ 143,500.50 4,014.00 Sh Sole 4,014.00 CARDINAL HEALTH INC COMMON SHARES 14149Y108 $ 59,174.64 1,791.00 Sh Sole 1,791.00 CARNIVAL CORP COMMON SHARES $ 1,649,057.41 43,186.00 Sh Sole 43,186.00 CELGENE CORP COMMON SHARES 151020104 $ 1,134,513.73 19,693.00 Sh Sole 19,693.00 CHESAPEAKE ENERGY CORP COMMON SHARES $ 4,530,000.00 200,000.00 Sh Sole 200,000.00 CHEVRON CORP COMMON SHARES 166764100 $ 4,693,686.55 57,911.00 Sh Sole 57,911.00 CISCO SYSTEMS INC COMMON SHARES 17275R102 $ 25,103,991.90 1,146,301.00 Sh Sole 1,146,301.00 CITIGROUP INC COMMON SHARES 172967101 $ 1,914,863.85 489,735.00 Sh Sole 489,735.00 CLOROX COMPANY COMMON SHARES 189054109 $ 100,140.00 1,500.00 Sh Sole 1,500.00 COCA-COLA CO/THE COMMON SHARES 191216100 $ 3,917,738.44 66,947.00 Sh Sole 66,947.00 COINSTAR INC COMMON SHARES $ 3,009,300.00 70,000.00 Sh Sole 70,000.00 COLGATE-PALMOLIVE CO COMMON SHARES 194162103 $ 10,486,778.40 136,440.00 Sh Sole 136,440.00 COMCAST CORP-CL A COMMON SHARES 20030N101 $ 2,695,872.64 149,108.00 Sh Sole 149,108.00 COMCAST CORP- SPECIAL CL A COMMON SHARES 20030N200 $ 25,515,000.00 1,500,000.00 Sh Sole 1,500,000.00 CONOCOPHILLIPS COMMON SHARES 20825C104 $ 7,258,347.98 126,386.00 Sh Sole 126,386.00 CONSOLIDATED EDISON INC COMMON SHARES $ 115,728.00 2,400.00 Sh Sole 2,400.00 CORNING INC COMMON SHARES 219350105 $ 3,350,157.32 183,269.00 Sh Sole 183,269.00 COVIDIEN LTD COMMON SHARES G2552X108 $ 2,615,404.44 65,076.00 Sh Sole 65,076.00 CSX CORP COMMON SHARES 126408103 $ 2,428,658.64 43,902.00 Sh Sole 43,902.00 CVS CAREMARK CORP COMMON SHARES 126650100 $ 1,717,727.01 54,583.00 Sh Sole 54,583.00 DANAHER CORP COMMON SHARES 235851102 $ 1,208,106.89 29,749.00 Sh Sole 29,749.00 DEERE & CO COMMON SHARES 244199105 $ 2,708,929.38 38,821.00 Sh Sole 38,821.00 DOW CHEMICAL COMMON SHARES 260543103 $ 6,453,100.00 235,000.00 Sh Sole 235,000.00 DR HORTON INC COMMON SHARES 23331A109 $ 16,680,000.00 1,500,000.00 Sh Sole 1,500,000.00 DUKE ENERGY CORP COMMON SHARES 26441C105 $ 115,115.00 6,500.00 Sh Sole 6,500.00 DUN & BRADSTREET CORP COMMON SHARES 26483E100 $ 533,808.00 7,200.00 Sh Sole 7,200.00 EMERSON ELECTRIC CO COMMON SHARES 291011104 $ 4,165,353.34 79,099.00 Sh Sole 79,099.00 ENCORE WIRE CORP COMMON SHARES $ 3,076,500.00 150,000.00 Sh Sole 150,000.00 ENERGIZER HOLDINGS INC COMMON SHARES 29266R108 $ 87,399.00 1,300.00 Sh Sole 1,300.00 EXXON MOBIL CORP COMMON SHARES 30231G102 $ 40,964,792.72 662,968.00 Sh Sole 662,968.00 FASTENAL CO COMMON SHARES 311900104 $ 31,914,000.00 600,000.00 Sh Sole 600,000.00 FEDEX CORP COMMON SHARES 31428X106 $ 1,780,195.50 20,821.00 Sh Sole 20,821.00 FIFTH THIRD BANCORP COMMON SHARES 316773100 $ 3,609.00 300.00 Sh Sole 300.00 FINISAR CORPORATION COMMON SHARES $ 4,697,500.00 250,000.00 Sh Sole 250,000.00 FLOWERS FOODS INC COMMON SHARES 343498101 $ 10,328,472.00 415,800.00 Sh Sole 415,800.00 FREEPORT-MCMORAN COPPER COMMON SHARES 35671D857 $ 908,634.99 10,641.00 Sh Sole 10,641.00 FRESENIUS MEDICAL CARE ADR COMMON SHARES 358029106 $ 1,852,693.92 30,008.00 Sh Sole 30,008.00 GENERAL DYNAMICS CORP COMMON SHARES 369550108 $ 2,483,947.07 39,547.00 Sh Sole 39,547.00 GENERAL ELECTRIC CO COMMON SHARES 369604103 $ 22,575,475.00 1,389,260.00 Sh Sole 1,389,260.00 GOLDCORP INC COMMON SHARES 380956409 $ 4,841,948.16 111,258.00 Sh Sole 111,258.00 GOLDMAN SACHS GROUP INC COMMON SHARES 38141G104 $ 10,305,806.98 71,281.00 Sh Sole 71,281.00 GOOGLE INC-CL A COMMON SHARES 38259P508 $ 5,228,981.55 9,945.00 Sh Sole 9,945.00 HALLIBURTON CO COMMON SHARES 406216101 $ 2,308,252.93 69,799.00 Sh Sole 69,799.00 HESS CORP COMMON SHARES 42809H107 $ 3,359,671.36 56,828.00 Sh Sole 56,828.00 HEWLETT-PACKARD CO COMMON SHARES 428236103 $156,290,050.00 3,715,000.00 Sh Shared 1 3,715,000.00 HEWLETT-PACKARD CO COMMON SHARES 428236103 $ 4,578,856.73 108,839.00 Sh Sole 108,839.00 HJ HEINZ CO COMMON SHARES 423074103 $ 143,104.77 3,021.00 Sh Sole 3,021.00 HOME DEPOT INC COMMON SHARES 437076102 $ 3,655,301.76 115,382.00 Sh Sole 115,382.00 HONEYWELL INTERNATIONAL COMMON INC SHARES 438516106 $ 109,850.00 2,500.00 Sh Sole 2,500.00 HOSPIRA INC COMMON SHARES 441060100 $ 131,123.00 2,300.00 Sh Sole 2,300.00 ILLINOIS TOOL WORKS COMMON SHARES 452308109 $ 2,189,580.34 46,567.00 Sh Sole 46,567.00 INTEL CORP COMMON SHARES 458140100 $ 3,593,280.00 187,150.00 Sh Sole 187,150.00 INTL BUSINESS MACHINES COMMON CORP SHARES 459200101 $ 11,885,742.98 88,607.00 Sh Sole 88,607.00 INTUIT INC COMMON SHARES $ 7,666,750.00 175,000.00 Sh Sole 175,000.00 INVESCO LTD COMMON SHARES G491BT108 $ 7,430,500.00 350,000.00 Sh Sole 350,000.00 ISHARES DJ US REAL ESTATE COMMON SHARES $ 38,126,480.00 721,000.00 Sh Sole 721,000.00 iShares FT/XI CH Equity COMMON SHARES $ 509,558.00 11,900.00 Sh Sole 11,900.00 ISHARES LEHMAN AGG BOND COMMON FUND SHARES 464287226 $ 7,935,035.45 73,033.00 Sh Sole 73,033.00 ISHARES MSCI EAFE INDEX COMMON FUND SHARES $ 252,632.00 4,600.00 Sh Sole 4,600.00 ISHARES RUSSELL 2000 COMMON SHARES 464287655 $ 2,274,750.00 33,700.00 Sh Sole 33,700.00 iShares-Brazil Equity COMMON SHARES $ 546,330.80 7,100.00 Sh Sole 7,100.00 JETBLUE AIRWAYS CORP COMMON SHARES $ 9,700,500.00 1,450,000.00 Sh Sole 1,450,000.00 JOHNSON & JOHNSON COMMON SHARES 478160104 $ 8,593,170.44 138,689.00 Sh Sole 138,689.00 JPMORGAN CHASE & CO COMMON SHARES 46625H100 $ 13,990,094.80 367,580.00 Sh Sole 367,580.00 KELLOGG CO COMMON SHARES $ 2,560,452.92 50,692.00 Sh Sole 50,692.00 KEYCORP COMMON SHARES $ 1,455,454.16 182,846.00 Sh Sole 182,846.00 KIMCO REALTY COMMON SHARES 49446R109 $ 9,837,500.00 625,000.00 Sh Sole 625,000.00 KING PHARMACEUTICALS INC COMMON SHARES 495582108 $ 29,880.00 3,000.00 Sh Sole 3,000.00 KOHLS CORP COMMON SHARES $ 7,754,496.00 147,200.00 Sh Sole 147,200.00 LINCOLN NATIONAL CORP COMMON SHARES 534187109 $ 1,392,861.60 58,230.00 Sh Sole 58,230.00 LOCKHEED MARTIN CORP COMMON SHARES 539830109 $ 1,393,167.60 19,545.00 Sh Sole 19,545.00 MACYS INC COMMON SHARES 55616P104 $ 6,185.44 268.00 Sh Sole 268.00 MARSH & MCLENNAN COS COMMON SHARES 571748102 $ 2,412,000.00 100,000.00 Sh Sole 100,000.00 MASTERCARD INC- CLASS A COMMON SHARES 57636Q104 $ 2,784,992.00 12,433.00 Sh Sole 12,433.00 MCDONALDS CORP COMMON SHARES 580135101 $ 17,818,492.63 239,142.30 Sh Sole 239,142.30 MEDCO HEALTH SOLUTIONS INC COMMON SHARES 58405U102 $ 829,107.56 15,926.00 Sh Sole 15,926.00 MEDTRONIC INC COMMON SHARES 585055106 $ 2,515,142.00 74,900.00 Sh Sole 74,900.00 MERCK & CO. INC. COMMON SHARES 589331107 $ 31,866,785.10 865,710.00 Sh Sole 865,710.00 METLIFE INC COMMON SHARES 59156R108 $ 2,195,841.05 57,109.00 Sh Sole 57,109.00 MICROSOFT CORP COMMON SHARES 594918104 $ 4,940,269.74 201,726.00 Sh Sole 201,726.00 MONSANTO CO COMMON SHARES 61166W101 $ 919,776.70 19,190.00 Sh Sole 19,190.00 NESTLE ADR COMMON SHARES 641069406 $ 13,464.36 252.00 Sh Sole 252.00 NESTLE SA-REG COMMON SHARES $ 2,329,575.00 44,500.00 Sh Sole 44,500.00 NEWMONT MINING CORP COMMON SHARES 651639106 $ 4,013,810.24 63,904.00 Sh Sole 63,904.00 NIKE INC-- CL B COMMON SHARES $ 2,865,966.68 35,762.00 Sh Sole 35,762.00 NORFOLK SOUTHERN CORP COMMON SHARES 655844108 $ 662,465.32 11,132.00 Sh Sole 11,132.00 NORTHERN TRUST CORP COMMON SHARES $ 2,072,679.84 42,966.00 Sh Sole 42,966.00 NUCOR CORP COMMON SHARES $ 7,640,000.00 200,000.00 Sh Sole 200,000.00 OCCIDENTAL PETROLEUM CORP COMMON SHARES 674599105 $ 3,247,335.90 41,473.00 Sh Sole 41,473.00 ORACLE CORP COMMON SHARES 68389X105 $ 34,276,548.90 1,276,594.00 Sh Sole 1,276,594.00 P G & E CORP COMMON SHARES 69331C108 $ 2,806,320.12 61,786.00 Sh Sole 61,786.00 PACCAR INC COMMON SHARES $ 4,658,560.65 96,751.00 Sh Sole 96,751.00 PARKER HANNIFIN CORP COMMON SHARES $ 3,202,582.72 45,712.00 Sh Sole 45,712.00 PEABODY ENERGY CORP COMMON SHARES 704549104 $ 2,009,360.99 40,999.00 Sh Sole 40,999.00 PEPSICO INC COMMON SHARES 713448108 $ 5,223,911.44 78,626.00 Sh Sole 78,626.00 PFIZER INC COMMON SHARES 717081103 $ 6,526,299.83 380,099.00 Sh Sole 380,099.00
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 -------------- ------ --------- -------------- ---------- --- ---------- -------- --------- --------- ---------- PHILIP MORRIS COMMON INTERNATIONAL SHARES 718172109 $ 2,596,695.06 46,353.00 Sh Sole 46,353.00 PNC FINANCIAL SERVICES COMMON GROUP SHARES 693475105 $ 1,522,935.58 29,338.00 Sh Sole 29,338.00 PROCTER & GAMBLE CO COMMON SHARES 742718109 $ 5,920,118.46 98,718.00 Sh Sole 98,718.00 PRUDENTIAL FINANCIAL INC COMMON SHARES 744320102 $ 1,946,416.50 35,925.00 Sh Sole 35,925.00 PUBLIC SERVICE ENTERPRISE COMMON GP SHARES 744573106 $ 2,835,121.40 85,705.00 Sh Sole 85,705.00 QUALCOMM INC COMMON SHARES 747525103 $ 1,836,712.22 40,696.00 Sh Sole 40,696.00 RDS Stock COMMON SHARES 780259206 $ 887,616.00 14,720.00 Sh Sole 14,720.00 SCHLUMBERGER LTD COMMON SHARES 806857108 $ 4,699,918.85 76,285.00 Sh Sole 76,285.00 SEMPRA ENERGY COMMON SHARES $ 1,474,980.80 27,416.00 Sh Sole 27,416.00 SOUTHWESTERN ENERGY CO COMMON SHARES $13,649,438.88 408,177.00 Sh Sole 408,177.00 SPDR TRUST SERIES 1 COMMON SHARES 78462F103 $ 9,834,011.45 86,165.00 Sh Sole 86,165.00 STATE STREET CORP COMMON SHARES 857477103 $ 1,372,819.98 36,453.00 Sh Sole 36,453.00 STERICYCLE INC COMMON SHARES $ 4,863,600.00 70,000.00 Sh Sole 70,000.00 TARGET CORP COMMON SHARES 87612E106 $ 2,351,840.96 44,009.00 Sh Sole 44,009.00 TEVA PHARM COMMON SHARES 881624209 $ 1,821,193.75 34,525.00 Sh Sole 34,525.00 TEXAS INSTRUMENTS INC COMMON SHARES 882508104 $ 3,280,384.66 120,869.00 Sh Sole 120,869.00 THE WALT DISNEY CO COMMON SHARES 254687106 $ 1,603,827.40 48,454.00 Sh Sole 48,454.00 TIME WARNER CABLE COMMON SHARES $ 599,342.99 11,101.00 Sh Sole 11,101.00 TIME WARNER INC COMMON SHARES 887317105 $ 1,335,267.25 43,565.00 Sh Sole 43,565.00 TJX COMPANIES INC COMMON SHARES 872540109 $ 2,403,548.65 53,855.00 Sh Sole 53,855.00 UNITED PARCEL SERVICE-CL B COMMON SHARES 911312106 $32,450,153.58 486,582.00 Sh Sole 486,582.00 UNITED STATES STEEL CORP COMMON SHARES $ 1,064,391.36 24,279.00 Sh Sole 24,279.00 US BANCORP COMMON SHARES 902973304 $ 1,570,974.06 72,663.00 Sh Sole 72,663.00 VALERO ENERGY CORP COMMON SHARES 91913Y100 $10,506,000.00 600,000.00 Sh Sole 600,000.00 VALSPAR CORP COMMON SHARES $ 3,185,000.00 100,000.00 Sh Sole 100,000.00 VANGUARD TOTAL BOND MARKET COMMON SHARES 921937835 $ 2,139,819.42 25,887.00 Sh Sole 25,887.00 VARIAN MEDICAL SYSTEMS INC COMMON SHARES $ 1,595,748.00 26,376.00 Sh Sole 26,376.00 VERIZON COMMUNICATIONS INC COMMON SHARES 92343V104 $12,323,224.11 378,129.00 Sh Sole 378,129.00 VODAFONE GROUP PLC COMMON SHARES $92,690,256.80 590,008.00 Sh Sole 590,008.00 WAL-MART STORES INC COMMON SHARES 931142103 $43,620,994.32 815,041.00 Sh Sole 815,041.00 WASTE MANAGEMENT INC COMMON SHARES 94106L109 $ 2,529,855.90 70,785.00 Sh Sole 70,785.00 WELLS FARGO & COMPANY COMMON SHARES 949746101 $ 4,188,654.59 166,779.00 Sh Sole 166,779.00 WHIRLPOOL CORP COMMON SHARES $ 9,715.20 120.00 Sh Sole 120.00 XEROX CORP COMMON SHARES 984121103 $ 1,424,729.25 137,655.00 Sh Sole 137,655.00 YAHOO! INC COMMON SHARES 984332106 $ 42,510.00 3,000.00 Sh Sole 3,000.00 ZIMMER HOLDINGS INC COMMON SHARES 98956P102 $ 4,251,655.51 81,247.00 Sh Sole 81,247.00 $1,103,126,675 29,537,386