0000919574-12-002483.txt : 20120322 0000919574-12-002483.hdr.sgml : 20120322 20120322170410 ACCESSION NUMBER: 0000919574-12-002483 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20120322 DATE AS OF CHANGE: 20120322 EFFECTIVENESS DATE: 20120322 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GRAHAM & DODD FUND, LLC CENTRAL INDEX KEY: 0001543167 IRS NUMBER: 050586787 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14915 FILM NUMBER: 12709810 BUSINESS ADDRESS: STREET 1: 192 LEXINGTON AVENUE STREET 2: 12TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10016 BUSINESS PHONE: 212-649-5884 MAIL ADDRESS: STREET 1: 192 LEXINGTON AVENUE STREET 2: 12TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10016 13F-HR 1 d1274198_13f-hr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F Cover Page Report for the Calendar Year or Quarter Ended December 31, 2010 Check here if Amendment: |_|; Amendment Number: ____ This Amendment (Check only one): |_| is a restatement |_| adds new holding entries. Institutional Manager Filing this Report: Name: The Graham & Dodd Fund LLC Address: 192 Lexington Avenue Suite #1202 New York, NY 10016 13F File Number: 028-14915 The institutional 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: David M. Masten Montero-Rosen Title: Managing Member Phone: 212-649-5884 Signature, Place and Date of Signing: /s/ David M. Masten Montero-Rosen New York, New York March 22, 2012 ---------------------------------- --------------------- ----------------- [Signature] [City, State] [Date] Report Type: (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report). [_] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting managers(s).) [_] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: NONE Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: None Form 13F Information Table Entry Total: 28 Form 13F Information Table Value Total: $ 102,018 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE The Graham & Dodd Fund LLC December 31, 2010
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 TITLE VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MGRS SOLE SHARED NONE -------------- --------- ------ --------- -------- --- ----- ----------- ----- ----- ------- ----- APACHE CORP COM 037411105 5,269 44,194 SH SOLE NONE 44,194 CIGNA CORP COM 125509109 5,148 140,430 SH SOLE NONE 140,430 COCA COLA CO COM 191216100 5,727 87,078 SH SOLE NONE 87,078 CONOCOPHILLIPS COM 20825C104 3,590 52,715 SH SOLE NONE 52,715 COSTCO WHSL CORP NEW COM 22160K105 5,744 79,551 SH SOLE NONE 79,551 CSX CORP COM 126408103 7,100 109,893 SH SOLE NONE 109,893 DEVON ENERGY CORP NEW COM 25179M103 6,706 85,419 SH SOLE NONE 85,419 ENSCO PLC SPONSORED ADR 29358Q109 3,311 62,031 SH SOLE NONE 62,031 FAMILY DLR STORES INC COM 307000109 1,583 31,853 SH SOLE NONE 31,853 FLUOR CORP NEW COM 343412102 1,254 18,926 SH SOLE NONE 18,926 FORD MTR CO DEL COM PAR $0.01 345370860 4,515 268,899 SH SOLE NONE 268,899 GENERAL ELECTRIC CO COM 369604103 3,343 182,788 SH SOLE NONE 182,788 HESS CORP COM 42809H107 2,683 35,057 SH SOLE NONE 35,057 HEWLETT PACKARD CO COM 428236103 2,885 68,524 SH SOLE NONE 68,524 JPMORGAN CHASE & CO COM 46625H100 2,962 69,814 SH SOLE NONE 69,814 L-3 COMMUNICATIONS HLDGS INC COM 502424104 2,524 35,805 SH SOLE NONE 35,805 MCDONALDS CORP COM 580135101 4,000 52,108 SH SOLE NONE 52,108 METLIFE INC COM 59156R108 3,186 71,698 SH SOLE NONE 71,698 MORGAN STANLEY COM NEW 617446448 1,030 37,866 SH SOLE NONE 37,866 NORFOLK SOUTHERN CORP COM 655844108 5,613 89,351 SH SOLE NONE 89,351 NUCOR CORP COM 670346105 1,545 35,263 SH SOLE NONE 35,263 OCCIDENTAL PETE CORP DEL COM 674599105 4,289 43,723 SH SOLE NONE 43,723 PRUDENTIAL FINL INC COM 744320102 5,363 91,349 SH SOLE NONE 91,349 RELIANCE STEEL & ALUMINUM CO COM 759509102 2,795 54,706 SH SOLE NONE 54,706 RENT A CTR INC NEW COM 76009N100 2,936 90,947 SH SOLE NONE 90,947 TRAVELERS COMPANIES INC COM 89417E109 1,372 24,628 SH SOLE NONE 24,628 UNITED STATES STL CORP NEW COM 912909108 2,208 37,802 SH SOLE NONE 37,802 XEROX CORP COM 984121103 3,334 289,438 SH SOLE NONE 289,438
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