0000919574-12-002477.txt : 20120322 0000919574-12-002477.hdr.sgml : 20120322 20120322164242 ACCESSION NUMBER: 0000919574-12-002477 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20101231 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: 12709648 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 d1274218_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 September 30, 2011 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: 32 Form 13F Information Table Value Total: $ 118,346 (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 September 30, 2011
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 3,238 40,354 SH SOLE NONE 6,189 34,165 APPLE INC COM 037833100 3,534 9,269 SH SOLE NONE 1,427 7,842 CIGNA CORP COM 125509109 7,988 190,463 SH SOLE NONE 28,599 161,864 COCA COLA CO COM 191216100 6,675 98,795 SH SOLE NONE 15,208 83,587 CONOCOPHILLIPS COM 20825C104 4,567 72,125 SH SOLE NONE 10,844 61,281 COSTCO WHSL CORP NEW COM 22160K105 8,834 107,567 SH SOLE NONE 16,393 91,174 CSX CORP COM 126408103 5,143 275,470 SH SOLE NONE 42,696 232,774 DEVON ENERGY CORP NEW COM 25179M103 4,104 74,034 SH SOLE NONE 11,491 62,543 DU PONT E I DE NEMOURS & CO COM 263534109 1,205 30,156 SH SOLE NONE 4,643 25,513 EXXON MOBIL CORP COM 30231G102 2,634 36,268 SH SOLE NONE 5,585 30,683 FORD MTR CO DEL COM PAR $0.01 345370860 3,564 368,581 SH SOLE NONE 58,895 309,686 FREEPORT-MCMORAN COPPER & GO COM 35671D857 1,834 60,242 SH SOLE NONE 9,386 50,856 GENERAL ELECTRIC CO COM 369604103 3,703 243,282 SH SOLE NONE 37,369 205,913 HESS CORP COM 42809H107 2,513 47,909 SH SOLE NONE 7,534 40,375 HEWLETT PACKARD CO COM 428236103 3,509 156,305 SH SOLE NONE 24,062 132,243 INTEL CORP COM 458140100 2,847 133,477 SH SOLE NONE 20,547 112,930 JPMORGAN CHASE & CO COM 46625H100 2,863 95,052 SH SOLE NONE 14,627 80,425 L-3 COMMUNICATIONS HLDGS INC COM 502424104 3,000 48,405 SH SOLE NONE 7,184 41,221 MARATHON PETE CORP COM 56585A102 1,036 38,292 SH SOLE NONE 5,852 32,440 MCDONALDS CORP COM 580135101 6,238 71,030 SH SOLE NONE 10,561 60,469 MCKESSON CORP COM 58155Q103 1,213 16,681 SH SOLE NONE 2,568 14,113 METLIFE INC COM 59156R108 2,748 98,092 SH SOLE NONE 15,301 82,791 MICROSOFT CORP COM 594918104 3,400 136,596 SH SOLE NONE 21,029 115,567 NORFOLK SOUTHERN CORP COM 655844108 4,819 78,978 SH SOLE NONE 12,157 66,821 OCCIDENTAL PETE CORP DEL COM 674599105 4,248 59,407 SH SOLE NONE 9,036 50,371 ORACLE CORP COM 68389X105 3,868 134,589 SH SOLE NONE 20,720 113,869 PRUDENTIAL FINL INC COM 744320102 5,834 124,506 SH SOLE NONE 19,335 105,171 RELIANCE STEEL & ALUMINUM CO COM 759509102 2,526 74,269 SH SOLE NONE 11,473 62,796 RENT A CTR INC NEW COM 76009N100 4,235 154,294 SH SOLE NONE 24,656 129,638 TARGET CORP COM 87612E106 1,255 25,586 SH SOLE NONE 3,938 21,648 UNION PAC CORP COM 907818108 3,606 44,148 SH SOLE NONE 6,796 37,352 UNITEDHEALTH GROUP INC COM 91324P102 1,564 33,920 SH SOLE NONE 5,221 28,699
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