-----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, GQW95gRaTGa7DmZZSuf6SAVSZLd9zOKbuOSTcmwSXmfr9pF2phRp6mKeP0DaDoYL rEcW49iMhZ/mqN7xPJzing== 0001193125-09-214502.txt : 20091027 0001193125-09-214502.hdr.sgml : 20091027 20091027111416 ACCESSION NUMBER: 0001193125-09-214502 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091027 DATE AS OF CHANGE: 20091027 EFFECTIVENESS DATE: 20091027 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: 091138410 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 13-F 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, 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 October 27, 2009 - ------------------------------ -------------- ---------------- [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: 22,699,863 Form 13 F Information Table Value Total 771,286.020 (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 - --- -------------------- ----------------------------------
Invest- ment Voting Voting Voting Title of Market Shares/Prn Sh/ Disc- Other Authority Authority Authority Name of Issuer Class CUSIP Value Amount Prn retion Managers Sole Shared None - -------------------------- ------------- --------- -------------- ------------ --- ------- -------- --------- --------- ------------ 3M CO COMMON SHARES 88579Y101 611,064.00 8,280.00 Sh Sole 8,280.00 ABBOTT LABORATORIES COMMON SHARES 002824100 1,258,022.10 25,430.00 Sh Sole 25,430.00 AEG Stock COMMON SHARES 007924103 152.28 18.00 Sh Sole 18.00 AETNA INC COMMON SHARES 00817Y108 718,459.28 25,816.00 Sh Sole 25,816.00 AGILENT TECHNOLOGIES INC COMMON SHARES 00846U101 134,424,827.79 4,830,213.00 Sh Shared 1 4,830,213.00 AMAZON.COM INC COMMON SHARES 023135106 1,063,183.68 11,388.00 Sh Sole 11,388.00 AMERICAN ELECTRIC POWER COMMON SHARES 025537101 726,870.45 23,455.00 Sh Sole 23,455.00 AMGEN INC COMMON SHARES 031162100 1,233,811.55 20,485.00 Sh Sole 20,485.00 ANADARKO PETROLEUM CORP COMMON SHARES 032511107 1,459,099.80 23,260.00 Sh Sole 23,260.00 APPLE INC COMMON SHARES 037833100 2,633,452.80 14,208.00 Sh Sole 14,208.00 ARCHER-DANIELS-MIDLAND CO COMMON SHARES 111,036.00 3,800.00 Sh Sole 3,800.00 ASML HOLDING NV-NY REG SHS COMMON SHARES 923,471.10 31,230.00 Sh Sole 31,230.00 AT&T INC COMMON SHARES 00206R102 1,350,067.84 49,984.00 Sh Sole 49,984.00 AUTOMATIC DATA PROCESSING COMMON SHARES 053015103 578,496.00 14,720.00 Sh Sole 14,720.00 AVALONBAY COMMUN COMMON SHARES 053484101 289,465.40 3,980.00 Sh Sole 3,980.00 AVON PRODUCTS INC COMMON SHARES 054303102 552,732.96 16,276.00 Sh Sole 16,276.00 BANK OF AMERICA CORP COMMON SHARES 060505104 1,802,639.88 106,539.00 Sh Sole 106,539.00 BAXTER INTERNATIONAL INC COMMON SHARES 071813109 1,133,244.78 19,878.00 Sh Sole 19,878.00 BECTON DICKINSON & CO COMMON SHARES 075887109 90,675.00 1,300.00 Sh Sole 1,300.00 BEST BUY CO INC COMMON SHARES 086516101 892,788.40 23,795.00 Sh Sole 23,795.00 BHP BILLITON LTD-SPON ADR COMMON SHARES 088606108 483,127.19 7,319.00 Sh Sole 7,319.00 BOEING CO COMMON SHARES 097023105 129,960.00 2,400.00 Sh Sole 2,400.00 BOSTON PROPERTIES COMMON SHARES 101121101 331,879.65 5,063.00 Sh Sole 5,063.00 BOSTON SCIENTIFIC CORP COMMON SHARES 101137107 714,909.72 67,508.00 Sh Sole 67,508.00 BRISTOL-MYERS SQUIBB CO COMMON SHARES 110122108 827,519.92 36,746.00 Sh Sole 36,746.00 C.H. ROBINSON WORLDWIDE INC COMMON SHARES 12541W209 3,003,000.00 52,000.00 Sh Sole 52,000.00 CAMPBELL SOUP CO COMMON SHARES 134429109 130,936.68 4,014.00 Sh Sole 4,014.00 CAPITAL ONE FINANCIAL CORP COMMON SHARES 14040H105 647,463.33 18,121.00 Sh Sole 18,121.00 CARNIVAL CORP COMMON SHARES 548,321.28 16,476.00 Sh Sole 16,476.00 CELGENE CORP COMMON SHARES 151020104 388,281.40 6,946.00 Sh Sole 6,946.00 CHEVRON CORP COMMON SHARES 166764100 1,887,101.42 26,794.00 Sh Sole 26,794.00 CISCO SYSTEMS INC COMMON SHARES 17275R102 13,871,580.58 589,277.00 Sh Sole 589,277.00
CLOROX COMPANY COMMON SHARES 189054109 88,230.00 1,500.00 Sh Sole 1,500.00 CMS ENERGY CORP COMMON SHARES 125896100 485,683.00 36,245.00 Sh Sole 36,245.00 COCA-COLA CO/THE COMMON SHARES 191216100 123,510.00 2,300.00 Sh Sole 2,300.00 COLGATE-PALMOLIVE CO COMMON SHARES 194162103 2,145,146.16 28,122.00 Sh Sole 28,122.00 COMCAST CORP-SPECIAL CL A COMMON SHARES 20030N200 16,080,000.00 1,000,000.00 Sh Sole 1,000,000.00 CONAGRA FOODS INC COMMON SHARES 8,019,627.12 369,909.00 Sh Sole 369,909.00 CONSOLIDATED EDISON INC COMMON SHARES 98,256.00 2,400.00 Sh Sole 2,400.00 CORNING INC COMMON SHARES 219350105 3,294,788.55 215,205.00 Sh Sole 215,205.00 COVIDIEN LTD COMMON SHARES G2552X108 1,008,650.16 23,316.00 Sh Sole 23,316.00 CSX CORP COMMON SHARES 126408103 782,991.30 18,705.00 Sh Sole 18,705.00 CVS CAREMARK CORP COMMON SHARES 126650100 838,031.52 23,448.00 Sh Sole 23,448.00 DANAHER CORP COMMON SHARES 235851102 919,860.48 13,664.00 Sh Sole 13,664.00 DEERE & CO COMMON SHARES 244199105 700,325.64 16,317.00 Sh Sole 16,317.00 DIAMOND OFFSHORE DRILLING COMMON SHARES 25271C102 752,793.12 7,881.00 Sh Sole 7,881.00 DISCOVER FINANCIAL SERVICES COMMON SHARES 254709108 605,443.92 37,304.00 Sh Sole 37,304.00 DR HORTON INC COMMON SHARES 23331A109 11,410,000.00 1,000,000.00 Sh Sole 1,000,000.00 DUKE ENERGY CORP COMMON SHARES 26441C105 102,310.00 6,500.00 Sh Sole 6,500.00 EMERSON ELECTRIC CO COMMON SHARES 291011104 1,787,447.76 44,597.00 Sh Sole 44,597.00 ENERGIZER HOLDINGS INC COMMON SHARES 29266R108 86,242.00 1,300.00 Sh Sole 1,300.00 EXXON MOBIL CORP COMMON SHARES 30231G102 24,418,847.88 355,908.00 Sh Sole 355,908.00 FEDEX CORP COMMON SHARES 31428X106 601,760.00 8,000.00 Sh Sole 8,000.00 FIFTH THIRD BANCORP COMMON SHARES 316773100 3,039.00 300.00 Sh Sole 300.00 FIRSTENERGY CORP COMMON SHARES 337932107 948,781.44 20,752.00 Sh Sole 20,752.00 FLOWERS FOODS INC COMMON SHARES 343498101 12,487,750.00 475,000.00 Sh Sole 475,000.00 FREEPORT-MCMORAN COPPER COMMON SHARES 35671D857 459,755.61 6,701.00 Sh Sole 6,701.00 FRESENIUS MEDICAL CARE ADR COMMON SHARES 358029106 531,571.38 10,687.00 Sh Sole 10,687.00 GAP INC/THE COMMON SHARES 364760108 502,001.20 23,458.00 Sh Sole 23,458.00 GENERAL DYNAMICS CORP COMMON SHARES 369550108 1,311,186.20 20,297.00 Sh Sole 20,297.00 GENERAL ELECTRIC CO COMMON SHARES 369604103 4,185,014.66 254,873.00 Sh Sole 254,873.00 GILEAD SCIENCES INC COMMON SHARES 375558103 389,716.50 8,381.00 Sh Sole 8,381.00 GOLDCORP INC COMMON SHARES 380956409 1,792,791.33 44,409.00 Sh Sole 44,409.00 GOLDMAN SACHS GROUP INC COMMON SHARES 38141G104 11,712,308.55 63,533.00 Sh Sole 63,533.00 GOOGLE INC-CL A COMMON SHARES 38259P508 1,515,813.45 3,057.00 Sh Sole 3,057.00 HESS CORP COMMON SHARES 42809H107 1,066,259.70 19,945.00 Sh Sole 19,945.00 HEWLETT-PACKARD CO COMMON SHARES 428236103 3,424,282.93 72,533.00 Sh Sole 72,533.00 HEWLETT-PACKARD CO COMMON SHARES 428236103 212,445,000.00 4,500,000.00 Sh Shared 1 4,500,000.00 HJ HEINZ CO COMMON SHARES 423074103 120,084.75 3,021.00 Sh Sole 3,021.00
HOME DEPOT INC COMMON SHARES 437076102 1,135,077.12 42,608.00 Sh Sole 42,608.00 HONEYWELL INTERNATIONAL INC COMMON SHARES 438516106 92,875.00 2,500.00 Sh Sole 2,500.00 HOSPIRA INC COMMON SHARES 441060100 102,580.00 2,300.00 Sh Sole 2,300.00 ILLINOIS TOOL WORKS COMMON SHARES 452308109 788,213.05 18,455.00 Sh Sole 18,455.00 INTL BUSINESS MACHINES CORP COMMON SHARES 459200101 5,509,475.82 46,062.00 Sh Sole 46,062.00 INTREPID POTASH INC COMMON SHARES 1,769,250.00 75,000.00 Sh Sole 75,000.00 INVERNESS MEDICAL INNOVATION COMMON SHARES 3,652,432.65 94,305.00 Sh Sole 94,305.00 ISHARES DJ US REAL ESTATE COMMON SHARES 32,924,172.00 771,600.00 Sh Sole 771,600.00 ISHARES LEHMAN AGG BOND FUND COMMON SHARES 464287226 7,662,622.36 73,033.00 Sh Sole 73,033.00 ISHARES MSCI EAFE INDEX FUND COMMON SHARES 5,988,280.20 109,515.00 Sh Sole 109,515.00 ISHARES MSCI EMERGING MKT IN COMMON SHARES 1,954,060.20 50,220.00 Sh Sole 50,220.00 ISHARES RUSSELL 2000 COMMON SHARES 464287655 3,166,214.40 52,560.00 Sh Sole 52,560.00 JOHNSON & JOHNSON COMMON SHARES 478160104 2,171,398.29 35,661.00 Sh Sole 35,661.00 JPMORGAN CHASE & CO COMMON SHARES 46625H100 2,768,240.86 63,173.00 Sh Sole 63,173.00 KING PHARMACEUTICALS INC COMMON SHARES 495582108 32,310.00 3,000.00 Sh Sole 3,000.00 LOCKHEED MARTIN CORP COMMON SHARES 539830109 679,530.24 8,703.00 Sh Sole 8,703.00 MASTERCARD INC-CLASS A COMMON SHARES 57636Q104 843,167.65 4,171.00 Sh Sole 4,171.00 MCDERMOTT INTL INC COMMON SHARES 580037109 8,844,500.00 350,000.00 Sh Sole 350,000.00 MCDONALDS CORP COMMON SHARES 580135101 7,613,965.97 133,414.51 Sh Sole 133,414.51 MDC HOLDINGS INC COMMON SHARES 5,462,517.60 157,240.00 Sh Sole 157,240.00 MEDTRONIC INC COMMON SHARES 585055106 180,320.00 4,900.00 Sh Sole 4,900.00 MERCK & CO. INC. COMMON SHARES 589331107 10,488,792.67 331,609.00 Sh Sole 331,609.00 METLIFE INC COMMON SHARES 59156R108 670,755.33 17,619.00 Sh Sole 17,619.00 MICROSOFT CORP COMMON SHARES 594918104 5,823,470.96 226,418.00 Sh Sole 226,418.00 MONSANTO CO COMMON SHARES 61166W101 463,548.60 5,989.00 Sh Sole 5,989.00 NESTLE ADR COMMON SHARES 641069406 17,588.28 412.00 Sh Sole 412.00 NESTLE SA-REG COMMON SHARES 1,196,559.36 27,096.00 Sh Sole 27,096.00 NEWMONT MINING CORP COMMON SHARES 651639106 879,035.38 19,969.00 Sh Sole 19,969.00 NIKE INC -CL B COMMON SHARES 1,022,195.30 15,799.00 Sh Sole 15,799.00 NORFOLK SOUTHERN CORP COMMON SHARES 655844108 479,900.52 11,132.00 Sh Sole 11,132.00 NORTHERN TRUST CORP COMMON SHARES 831,106.40 14,290.00 Sh Sole 14,290.00 NUCOR CORP COMMON SHARES 9,402,000.00 200,000.00 Sh Sole 200,000.00 NVIDIA CORP COMMON SHARES 67066G104 928,373.04 61,768.00 Sh Sole 61,768.00 OCCIDENTAL PETROLEUM CORP COMMON SHARES 674599105 1,175,921.60 14,999.00 Sh Sole 14,999.00 ORACLE CORP COMMON SHARES 68389X105 19,358,359.36 928,904.00 Sh Sole 928,904.00 PACCAR INC COMMON SHARES 2,564,280.00 68,000.00 Sh Sole 68,000.00 PARKER HANNIFIN CORP COMMON SHARES 2,411,182.08 46,512.00 Sh Sole 46,512.00
PEPSICO INC COMMON SHARES 713448108 2,772,916.86 47,271.00 Sh Sole 47,271.00 PFIZER INC COMMON SHARES 717081103 1,814,393.05 109,631.00 Sh Sole 109,631.00 PHILIP MORRIS INTERNATIONAL COMMON SHARES 718172109 929,764.24 19,076.00 Sh Sole 19,076.00 PNC FINANCIAL SERVICES GROUP COMMON SHARES 693475105 587,598.87 12,093.00 Sh Sole 12,093.00 PROCTER & GAMBLE CO COMMON SHARES 742718109 10,146,946.88 175,189.00 Sh Sole 175,189.00 PRUDENTIAL FINANCIAL INC COMMON SHARES 744320102 1,087,039.80 21,780.00 Sh Sole 21,780.00 PUBLIC SERVICE ENTERPRISE GP COMMON SHARES 744573106 615,186.48 19,567.00 Sh Sole 19,567.00 QUALCOMM INC COMMON SHARES 747525103 1,701,008.66 37,817.00 Sh Sole 37,817.00 RDS Stock COMMON SHARES 780259206 841,836.80 14,720.00 Sh Sole 14,720.00 SCHLUMBERGER LTD COMMON SHARES 806857108 3,427,536.40 57,509.00 Sh Sole 57,509.00 SPDR TRUST SERIES 1 COMMON SHARES 78462F103 13,232,538.80 125,320.00 Sh Sole 125,320.00 STAPLES INC COMMON SHARES 855030102 963,003.06 41,473.00 Sh Sole 41,473.00 STATE STREET CORP COMMON SHARES 857477103 714,360.60 13,581.00 Sh Sole 13,581.00 TAIWAN SEMICONDUCTOR-SP ADR COMMON SHARES 596,465.12 54,422.00 Sh Sole 54,422.00 TARGET CORP COMMON SHARES 87612E106 756,402.72 16,204.00 Sh Sole 16,204.00 TEVA PHARM COMMON SHARES 881624209 635,185.28 12,563.00 Sh Sole 12,563.00 TEXAS INSTRUMENTS INC COMMON SHARES 882508104 94,760.00 4,000.00 Sh Sole 4,000.00 THE WALT DISNEY CO COMMON SHARES 254687106 492,659.86 17,941.00 Sh Sole 17,941.00 TJX COMPANIES INC COMMON SHARES 872540109 6,289,234.95 169,293.00 Sh Sole 169,293.00 TOTAL SA-SPON ADR COMMON SHARES 1,072,191.18 18,093.00 Sh Sole 18,093.00 UNITED PARCEL SERVICE-CL B COMMON SHARES 911312106 7,905,800.00 140,000.00 Sh Sole 140,000.00 UNITED STATES STEEL CORP COMMON SHARES 405,941.13 9,149.00 Sh Sole 9,149.00 UNITED TECHNOLOGIES CORP COMMON SHARES 913017109 10,297.17 169.00 Sh Sole 169.00 UNITEDHEALTH GROUP INC COMMON SHARES 91324P102 576,646.16 23,029.00 Sh Sole 23,029.00 US BANCORP COMMON SHARES 902973304 22,380,770.78 1,023,823.00 Sh Sole 1,023,823.00 VALERO ENERGY CORP COMMON SHARES 91913Y100 11,634,000.00 600,000.00 Sh Sole 600,000.00 VANGUARD TOTAL BOND MARKET COMMON SHARES 921937835 2,058,016.50 25,887.00 Sh Sole 25,887.00 Vanguard Total Bond Market Index COMMON SHARES 921937504 5,376,943.63 515,032.92 Sh Sole 515,032.92 VERIZON COMMUNICATIONS INC COMMON SHARES 92343V104 838,115.76 27,688.00 Sh Sole 27,688.00 VISA INC-CLASS A SHARES COMMON SHARES 92826C839 227,648.34 3,294.00 Sh Sole 3,294.00 WAL-MART STORES INC COMMON SHARES 931142103 14,096,537.13 287,157.00 Sh Sole 287,157.00 WASTE MANAGEMENT INC COMMON SHARES 94106L109 933,664.20 31,310.00 Sh Sole 31,310.00 WELLS FARGO & COMPANY COMMON SHARES 949746101 1,551,534.44 55,058.00 Sh Sole 55,058.00 WESTERN UNION CO COMMON SHARES 959802109 693,342.32 36,646.00 Sh Sole 36,646.00 XTO ENERGY INC COMMON SHARES 98385X106 655,087.28 15,854.00 Sh Sole 15,854.00 YAHOO! INC COMMON SHARES 984332106 53,430.00 3,000.00 Sh Sole 3,000.00 771,286,020 22,699,863
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