0001193125-12-435144.txt : 20121025 0001193125-12-435144.hdr.sgml : 20121025 20121025135424 ACCESSION NUMBER: 0001193125-12-435144 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120930 FILED AS OF DATE: 20121025 DATE AS OF CHANGE: 20121025 EFFECTIVENESS DATE: 20121025 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: 121161009 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 d430322d13fhr.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: September 30, 2012 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: 518 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 10/25/2012 ------------------- --------------- ----------- [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: 31,249,214 Form 13F Information Table Value Total 1,168,183.778 (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 $ 173,749.60 1,880.00 Sh Sole 1,880.00 ABBOTT LABORATORIES COMMON SHARES 002824100 $ 6,551,045.12 95,552.00 Sh Sole 95,552.00 ACCENTURE LTD-CL A COMMON SHARES $ 1,500,952.99 21,433.00 Sh Sole 21,433.00 ACTIVISION BLIZZARD INC COMMON SHARES $ 8,786,607.50 779,300.00 Sh Sole 779,300.00 AFLAC INC COMMON SHARES 001055102 $ 432,930.96 9,042.00 Sh Sole 9,042.00 AGILENT TECHNOLOGIES INC COMMON SHARES 00846U101 $60,558,750.00 1,575,000.00 Sh Shared 1 1,575,000.00 ALLERGAN INC COMMON SHARES 018490102 $ 901,513.52 9,844.00 Sh Sole 9,844.00 AMAZON.COM INC COMMON SHARES 023135106 $ 1,105,783.36 4,348.00 Sh Sole 4,348.00 AMERICAN ELECTRIC POWER COMMON SHARES 025537101 $ 317,598.32 7,228.00 Sh Sole 7,228.00 AMERICAN EXPRESS CO COMMON SHARES 025816109 $ 1,664,519.64 29,274.00 Sh Sole 29,274.00 AMGEN INC COMMON SHARES 031162100 $ 2,107,250.00 25,000.00 Sh Sole 25,000.00 APPLE INC COMMON SHARES 037833100 $ 3,799,830.08 5,696.00 Sh Sole 5,696.00 AT&T INC COMMON SHARES 00206R102 $ 1,108,568.50 29,405.00 Sh Sole 29,405.00 AUTOMATIC DATA PROCESSING COMMON SHARES 053015103 $ 194,751.20 3,320.00 Sh Sole 3,320.00 AVALONBAY COMMUN COMMON SHARES 053484101 $ 580,133.34 4,266.00 Sh Sole 4,266.00 BAIDU INC - SPON ADR COMMON SHARES 056752108 $ 1,976,025.45 16,905.00 Sh Sole 16,905.00 BALL CORP COMMON SHARES 058498106 $10,365,950.00 245,000.00 Sh Sole 245,000.00 BANK OF NEW YORK MELLON CORP COMMON SHARES 064058100 $ 469,365.00 20,750.00 Sh Sole 20,750.00 BEAM INC COMMON SHARES 073730103 $ 394,666.86 6,859.00 Sh Sole 6,859.00 BERKSHIRE HATHAWAY INC-CL B COMMON SHARES 084670207 $28,223,559.00 319,995.00 Sh Sole 319,995.00 BHP BILLITON LTD-SPON ADR COMMON SHARES 088606108 $ 3,102,338.37 45,217.00 Sh Sole 45,217.00 BOEING CO COMMON SHARES 097023105 $ 887,475.44 12,752.00 Sh Sole 12,752.00 BOSTON PROPERTIES COMMON SHARES 101121101 $ 630,698.22 5,702.00 Sh Sole 5,702.00 C.H. ROBINSON WORLDWIDE INC COMMON SHARES 12541W209 $12,452,936.40 212,580.00 Sh Sole 212,580.00 CBL & Associates COMMON SHARES 124830100 $ 4,268,000.00 200,000.00 Sh Sole 200,000.00 CBOE HOLDINGS INC COMMON SHARES 12503M108 $ 3,528,000.00 120,000.00 Sh Sole 120,000.00 CELANESE CORP-SERIES A COMMON SHARES 150870103 $ 325,191.98 8,578.00 Sh Sole 8,578.00 CELGENE CORP COMMON SHARES 151020104 $ 926,655.60 12,129.00 Sh Sole 12,129.00 CENTURYLINK INC COMMON SHARES 156700106 $ 674,962.80 16,707.00 Sh Sole 16,707.00 CHECK POINT SOFTWARE TECH COMMON SHARES $ 3,075,979.20 63,870.00 Sh Sole 63,870.00 CHEVRON CORP COMMON SHARES 166764100 $ 3,692,038.00 31,675.00 Sh Sole 31,675.00 CISCO SYSTEMS INC COMMON SHARES 17275R102 $ 6,546,854.42 342,857.00 Sh Sole 342,857.00 CITIGROUP INC COMMON SHARES 172967101 $ 394,079.68 12,044.00 Sh Sole 12,044.00 CME GROUP INC COMMON SHARES 12572Q105 $ 8,368,350.30 146,070.00 Sh Sole 146,070.00 COCA-COLA CO/THE COMMON SHARES 191216100 $29,208,072.36 770,052.00 Sh Sole 770,052.00 COLGATE-PALMOLIVE CO COMMON SHARES 194162103 $ 1,014,301.20 9,460.00 Sh Sole 9,460.00 COMCAST CORP-CL A COMMON SHARES 20030N101 $ 684,159.30 19,140.00 Sh Sole 19,140.00 COMCAST CORP-SPECIAL CL A COMMON SHARES 20030N200 $55,626,380.00 1,598,000.00 Sh Sole 1,598,000.00 CONOCOPHILLIPS COMMON SHARES 20825C104 $ 5,773,121.52 100,964.00 Sh Sole 100,964.00 CORNING INC COMMON SHARES 219350105 $ 1,380,750.00 105,000.00 Sh Sole 105,000.00 COSTCO WHOLESALE CORP COMMON SHARES 22160K105 $ 758,611.84 7,574.00 Sh Sole 7,574.00 COVIDIEN LTD COMMON SHARES G2552X108 $ 808,230.84 13,602.00 Sh Sole 13,602.00 CREDIT SUISSE GROUP- SPON ADR COMMON SHARES 225401108 $ 2,461,183.20 116,368.00 Sh Sole 116,368.00 DANAHER CORP COMMON SHARES 235851102 $ 1,282,292.65 23,251.00 Sh Sole 23,251.00 DEERE & CO COMMON SHARES 244199105 $ 875,748.93 10,619.00 Sh Sole 10,619.00 DEUTSCHE BANK AG- REGISTERED COMMON SHARES $ 1,774,297.85 44,749.00 Sh Sole 44,749.00 DOLLAR GENERAL CORP COMMON SHARES $ 858,398.70 16,655.00 Sh Sole 16,655.00 DOW CHEMICAL COMMON SHARES 260543103 $ 6,804,425.00 235,000.00 Sh Sole 235,000.00 DR HORTON INC COMMON SHARES 23331A109 $30,937,500.00 1,500,000.00 Sh Sole 1,500,000.00 DUKE ENERGY CORP COMMON SHARES 26441C105 $ 277,819.52 4,288.00 Sh Sole 4,288.00 EBAY INC COMMON SHARES 278642103 $ 1,430,591.12 29,576.00 Sh Sole 29,576.00 EDISON INTERNATIONAL COMMON SHARES 281020107 $ 311,651.49 6,821.00 Sh Sole 6,821.00 ELI LILLY & CO COMMON SHARES 532457108 $ 8,959,352.16 188,976.00 Sh Sole 188,976.00 EMC CORP/MASS COMMON SHARES 268648102 $ 374,689.80 13,740.00 Sh Sole 13,740.00 EMERSON ELECTRIC CO COMMON SHARES 291011104 $ 3,807,344.52 78,876.00 Sh Sole 78,876.00 EOG RESOURCES INC COMMON SHARES 26875P101 $ 5,602,500.00 50,000.00 Sh Sole 50,000.00 EXXON MOBIL CORP COMMON SHARES 30231G102 $45,181,837.85 494,060.56 Sh Sole 494,060.56 GENERAL DYNAMICS CORP COMMON SHARES 369550108 $ 1,228,443.48 18,579.00 Sh Sole 18,579.00 GENERAL ELECTRIC CO COMMON SHARES 369604103 $25,722,367.95 1,132,645.00 Sh Sole 1,132,645.00 GENERAL MILLS INC COMMON SHARES 370334104 $ 5,977,500.00 150,000.00 Sh Sole 150,000.00 GILEAD SCIENCES INC COMMON SHARES 375558103 $ 1,417,074.12 21,364.00 Sh Sole 21,364.00 GOLDMAN SACHS GROUP INC COMMON SHARES 38141G104 $12,559,252.72 110,479.00 Sh Sole 110,479.00 GOOGLE INC-CL A COMMON SHARES 38259P508 $ 3,657,061.50 4,847.00 Sh Sole 4,847.00 HALLIBURTON CO COMMON SHARES 406216101 $ 657,932.01 19,529.00 Sh Sole 19,529.00 HERSHEY CO/THE COMMON SHARES 427866108 $ 1,276,020.00 18,000.00 Sh Sole 18,000.00 HEWLETT-PACKARD CO COMMON SHARES 428236103 $63,377,900.00 3,715,000.00 Sh Shared 1 3,715,000.00 HEWLETT-PACKARD CO COMMON SHARES 428236103 $ 64,145.60 3,760.00 Sh Sole 3,760.00 HOME DEPOT INC COMMON SHARES 437076102 $ 388,299.84 6,432.00 Sh Sole 6,432.00 HUNT (JB) TRANSPRT SVCS INC COMMON SHARES 445658107 $12,937,144.00 248,600.00 Sh Sole 248,600.00 INTEL CORP COMMON SHARES 458140100 $10,053,632.01 443,771.00 Sh Sole 443,771.00 INTEROIL CORP COMMON SHARES $ 8,413,614.00 108,900.00 Sh Sole 108,900.00 INTL BUSINESS MACHINES CORP COMMON SHARES 459200101 $ 5,862,537.00 28,260.00 Sh Sole 28,260.00 INTUIT INC COMMON SHARES 461202103 $ 8,832,000.00 150,000.00 Sh Sole 150,000.00 INVESCO LTD COMMON SHARES G491BT108 $18,742,500.00 750,000.00 Sh Sole 750,000.00 ISHARES DJ US REAL ESTATE COMMON SHARES 464287739 $22,533,000.00 350,000.00 Sh Sole 350,000.00 ISHARES LEHMAN AGG BOND FUND COMMON SHARES 464287226 $ 3,569,436.86 31,743.00 Sh Sole 31,743.00 ISHARES MSCI EMERGING MKT IN COMMON SHARES 464287234 $ 540,778.95 13,086.00 Sh Sole 13,086.00 ISHARES RUSSELL 2000 COMMON SHARES 464287655 $ 544,028.80 6,520.00 Sh Sole 6,520.00 ISHARES S&P 500 INDEX FUND COMMON SHARES 464287200 $ 981,920.00 6,800.00 Sh Sole 6,800.00 JETBLUE AIRWAYS CORP COMMON SHARES 477143101 $ 5,897,850.00 1,230,000.00 Sh Sole 1,230,000.00 JOHNSON & JOHNSON COMMON SHARES 478160104 $13,191,303.48 191,428.00 Sh Sole 191,428.00 JPMORGAN CHASE & CO COMMON SHARES 46625H100 $23,832,438.08 588,746.00 Sh Sole 588,746.00 KELLOGG CO COMMON SHARES 487836108 $34,964,366.22 676,817.00 Sh Sole 676,817.00 KIMCO REALTY COMMON SHARES 49446R109 $24,757,757.73 1,221,399.00 Sh Sole 1,221,399.00 Kinder Morgan Energy Partners, L.P. COMMON SHARES 494550106 $ 239,250.00 2,900.00 Sh Sole 2,900.00 KOHLS CORP COMMON SHARES 500255104 $10,617,445.02 207,291.00 Sh Sole 207,291.00 KRAFT FOODS INC-CLASS A COMMON SHARES 50075N104 $ 1,803,190.80 43,608.00 Sh Sole 43,608.00 LEGGETT & PLATT INC COMMON SHARES 524660107 $ 2,593,226.10 103,522.00 Sh Sole 103,522.00 LUFKIN INDUSTRIES INC COMMON SHARES $ 2,152,800.00 40,000.00 Sh Sole 40,000.00 LYONDELLBASELL INDU- CL A COMMON SHARES $ 325,044.72 6,292.00 Sh Sole 6,292.00 MACYS INC COMMON SHARES 55616P104 $ 437,520.60 11,630.00 Sh Sole 11,630.00 MARSH & MCLENNAN COS COMMON SHARES 571748102 $ 3,393,000.00 100,000.00 Sh Sole 100,000.00 MCDONALDS CORP COMMON SHARES 580135101 $15,542,541.75 169,401.00 Sh Sole 169,401.00 MEDTRONIC INC COMMON SHARES 585055106 $ 2,566,071.20 59,510.00 Sh Sole 59,510.00 MERCK & CO. INC. COMMON SHARES 589331107 $20,240,349.61 448,838.00 Sh Sole 448,838.00 MICROSOFT CORP COMMON SHARES 594918104 $16,196,136.00 544,225.00 Sh Sole 544,225.00 MONSANTO CO COMMON SHARES 61166W101 $ 959,987.94 10,547.00 Sh Sole 10,547.00 MORGAN STANLEY COMMON SHARES 617446448 $ 9,662,093.64 577,186.00 Sh Sole 577,186.00 MURPHY OIL CORP COMMON SHARES $ 8,053,500.00 150,000.00 Sh Sole 150,000.00 NEWMONT MINING CORP COMMON SHARES 651639106 $ 3,579,582.56 63,904.00 Sh Sole 63,904.00 NIKE INC -CL B COMMON SHARES 654106103 $ 2,583,545.11 27,221.00 Sh Sole 27,221.00 NORFOLK SOUTHERN CORP COMMON SHARES 655844108 $ 154,748.16 2,432.00 Sh Sole 2,432.00 NORTHERN TRUST CORP COMMON SHARES 665859104 $ 5,238,396.90 112,860.00 Sh Sole 112,860.00 NOVO-NORDISK A/S-SPONS ADR COMMON SHARES $ 3,156,200.00 20,000.00 Sh Sole 20,000.00 OCCIDENTAL PETROLEUM CORP COMMON SHARES 674599105 $ 287,784.64 3,344.00 Sh Sole 3,344.00 ORACLE CORP COMMON SHARES 68389X105 $38,240,762.56 1,215,536.00 Sh Sole 1,215,536.00 PACCAR INC COMMON SHARES 693718108 $52,940,016.78 1,322,839.00 Sh Sole 1,322,839.00 PACKAGING CORP OF AMERICA COMMON SHARES $ 4,083,387.00 112,490.00 Sh Sole 112,490.00 PEPSICO INC COMMON SHARES 713448108 $ 2,972,340.00 42,000.00 Sh Sole 42,000.00 PFIZER INC COMMON SHARES 717081103 $ 6,677,791.40 268,724.00 Sh Sole 268,724.00 PHILIP MORRIS INTERNATIONAL COMMON SHARES 718172109 $ 7,173,164.70 79,755.00 Sh Sole 79,755.00 PHILLIPS 66-W/I COMMON SHARES $ 452,524.83 9,759.00 Sh Sole 9,759.00 PNC FINANCIAL SERVICES GROUP COMMON SHARES 693475105 $ 725,902.40 11,504.00 Sh Sole 11,504.00 PPL CORPORATION COMMON SHARES 69351T106 $ 309,469.65 10,653.00 Sh Sole 10,653.00 PRECISION CASTPARTS CORP COMMON SHARES 740189105 $ 2,254,092.00 13,800.00 Sh Sole 13,800.00 PROCTER & GAMBLE CO COMMON SHARES 742718109 $24,108,495.60 347,585.00 Sh Sole 347,585.00 PROGRESSIVE CORP COMMON SHARES 743315103 $ 2,037,663.52 98,248.00 Sh Sole 98,248.00
QUALCOMM INC COMMON SHARES 747525103 $ 2,467,377.59 39,497.00 Sh Sole 39,497.00 RDS Stock COMMON SHARES 780259206 $ 487,258.20 7,020.00 Sh Sole 7,020.00 REGIONS FINANCIAL CORP COMMON SHARES 7591EP100 $ 513,521.54 71,372.00 Sh Sole 71,372.00 ROYAL BANK OF CANADA COMMON SHARES 780087102 $11,992,317.49 208,889.00 Sh Sole 208,889.00 SALESFORCE.COM INC COMMON SHARES 79466L302 $ 553,959.32 3,628.00 Sh Sole 3,628.00 SANDISK CORP COMMON SHARES 80004C101 $ 1,642,479.17 37,819.00 Sh Sole 37,819.00 SCHLUMBERGER LTD COMMON SHARES 806857108 $16,543,896.24 228,728.00 Sh Sole 228,728.00 SEMPRA ENERGY COMMON SHARES 816851109 $ 350,567.64 5,436.00 Sh Sole 5,436.00 SOUTHERN CO COMMON SHARES 842587107 $ 293,501.12 6,368.00 Sh Sole 6,368.00 SPDR DJIA TRUST COMMON SHARES 78467X109 $ 2,922,290.00 21,800.00 Sh Sole 21,800.00 SPDR TRUST SERIES 1 COMMON SHARES 78462F103 $ 6,502,549.02 45,166.00 Sh Sole 45,166.00 ST JUDE MEDICAL INC COMMON SHARES 790849103 $ 158,535.19 3,763.00 Sh Sole 3,763.00 STERICYCLE INC COMMON SHARES 858912108 $ 1,809,662.00 20,000.00 Sh Sole 20,000.00 SUNTRUST BANKS INC COMMON SHARES 867914103 $ 757,636.00 26,800.00 Sh Sole 26,800.00 TD AMERITRADE HOLDING CORP COMMON SHARES 87236Y108 $ 2,459,200.00 160,000.00 Sh Sole 160,000.00 TEXTRON INC COMMON SHARES 883203101 $ 2,617,000.00 100,000.00 Sh Sole 100,000.00 THE WALT DISNEY CO COMMON SHARES 254687106 $22,570,007.92 431,714.00 Sh Sole 431,714.00 TRANSOCEAN INC COMMON SHARES G90073100 $ 2,678,631.19 59,671.00 Sh Sole 59,671.00 TYSON FOODS INC-CL A COMMON SHARES 902494103 $ 2,374,804.80 148,240.00 Sh Sole 148,240.00 UNION PACIFIC CORP COMMON SHARES 907818108 $ 715,286.20 6,026.00 Sh Sole 6,026.00 UNITED PARCEL SERVICE -CL B COMMON SHARES 911312106 $92,145,659.30 1,287,490.00 Sh Sole 1,287,490.00 UNITED TECHNOLOGIES CORP COMMON SHARES 913017109 $ 616,142.30 7,870.00 Sh Sole 7,870.00 VANGUARD TOTAL BOND MARKET COMMON SHARES 921937835 $ 953,680.00 11,200.00 Sh Sole 11,200.00 VARIAN MEDICAL SYSTEMS INC COMMON SHARES 92220P105 $ 603,320.64 10,002.00 Sh Sole 10,002.00 VISA INC-CLASS A SHARES COMMON SHARES 92826C839 $ 820,316.52 6,109.00 Sh Sole 6,109.00 WAL-MART STORES INC COMMON SHARES 931142103 $ 9,734,589.00 131,905.00 Sh Sole 131,905.00 WELLS FARGO & COMPANY COMMON SHARES 949746101 $20,690,583.18 599,206.00 Sh Sole 599,206.00 YUM! BRANDS INC COMMON SHARES 988498101 $ 6,182,888.00 93,200.00 Sh Sole 93,200.00 ZIMMER HOLDINGS INC COMMON SHARES 98956P102 $ 5,409,600.00 80,000.00 Sh Sole 80,000.00 ZIONS BANCORPORATION COMMON SHARES 989701107 $ 597,817.76 28,936.00 Sh Sole 28,936.00 $1,168,183,778 $ 31,249,214