0001398344-12-002371.txt : 20120730
0001398344-12-002371.hdr.sgml : 20120730
20120730133950
ACCESSION NUMBER: 0001398344-12-002371
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120630
FILED AS OF DATE: 20120730
DATE AS OF CHANGE: 20120730
EFFECTIVENESS DATE: 20120730
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: 12992922
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
fp0005213_13fhr.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: June 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: The Graham & Dodd Fund LLC
Address: 192 Lexington Avenue
Suite #1201
New York, NY 10016
Form 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 July 30, 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 manager(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:
[If there are no entries in this list, omit this section.]
Form 13F File Number Name
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
-----------
Form 13F Information Table Entry Total: 65
-----------
Form 13F Information Table Value Total: $ 137,552
-----------
(thousands)
List of Other Included Managers:
Provide a numbered list of the names(s) and Form 13F file numbers(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
NONE
FORM 13F INFORMATION TABLE
The Graham & Dodd Fund LLC
June 30, 2012
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------------------------- -------- --------- ----------- -------------------- ---------- -------- ---------------------
VOTING AUTHORITY
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------------
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------------------------- -------- --------- ----------- ----------- --- ---- ---------- -------- ------ ------ -------
AMERICAN EXPRESS COMMON 025816109 618 10,613 SH SOLE NONE 2,014 8,599
APACHE CORP COM COMMON 037411105 1,463 16,647 SH SOLE NONE 3,143 13,504
APPLE INC COMMON 037833100 8,978 15,374 SH SOLE NONE 2,894 12,480
AT&T INC COMMON 00206R102 3,898 109,301 SH SOLE NONE 20,658 88,643
BB&T CORP COM COMMON 054937107 729 23,617 SH SOLE NONE 4,430 19,187
BERKSHIRE COMMON 084670702 3,143 37,718 SH SOLE NONE 7,221 30,497
CAPITAL ONE COMMON 14040H105 1,426 26,085 SH SOLE NONE 4,934 21,151
CENTURY LINK COMMON 156700106 701 17,743 SH SOLE NONE 3,406 14,337
CIGNA COMMON 125509109 4,042 91,861 SH SOLE NONE 17,348 74,513
CISCO COMMON 17275R102 1,765 102,767 SH SOLE NONE 19,932 82,835
CITIGROUP COMMON 172967424 656 23,948 SH SOLE NONE 4,693 19,255
COMCAST COMMON 20030N101 1,043 32,632 SH SOLE NONE 6,140 26,492
COSTCO COMMON 22160K105 6,540 68,840 SH SOLE NONE 13,008 55,832
CSX CORP COMMON 126408103 4,954 221,560 SH SOLE NONE 41,479 180,081
CVS COMMON 126650100 2,143 45,853 SH SOLE NONE 8,756 37,097
DEVON ENERGY COMMON 25179M103 1,406 24,240 SH SOLE NONE 4,649 19,591
DOLLAR GENERAL COMMON 256677105 1,372 25,231 SH SOLE NONE 4,772 20,459
DOLLAR TREE COMMON 256746108 705 12,770 SH SOLE NONE 2,416 10,354
DOW CHEMICAL COMMON 260543103 972 30,844 SH SOLE NONE 5,827 25,017
DU PONT COMMON 263534109 2,226 44,028 SH SOLE NONE 8,184 35,844
DUKE ENERGY COMMON 26441C105 2,804 121,579 SH SOLE NONE 22,977 98,602
ENERGIZER COMMON 29266R108 1,452 19,300 SH SOLE NONE 3,648 15,652
ENSCO COMMON G3157S106 1,348 28,700 SH SOLE NONE 5,405 23,295
EXXON COMMON 30231G102 3,595 42,008 SH SOLE NONE 7,943 34,065
FAMILY DLR COMMON 307000109 1,308 19,669 SH SOLE NONE 3,719 15,950
FEDEX COMMON 31428X106 1,086 11,854 SH SOLE NONE 2,231 9,623
FIFTH THIRD BANCORP COMMON 316773100 714 53,299 SH SOLE NONE 10,067 43,232
FORD MTR COMMON 345370860 770 80,311 SH SOLE NONE 15,691 64,620
FREEPORT-MCMORAN COMMON 35671D857 1,647 48,352 SH SOLE NONE 9,104 39,248
GENERAL ELECTRIC COMMON 369604103 4,282 205,456 SH SOLE NONE 38,839 166,617
HOLLYFRONTIER COMMON 436106108 2,578 72,754 SH SOLE NONE 13,768 58,986
INTEL COMMON 458140100 1,425 53,483 SH SOLE NONE 10,105 43,378
JPMORGAN COMMON 46625H100 4,899 137,121 SH SOLE NONE 25,951 111,170
KRAFT COMMON 50075N104 1,189 30,781 SH SOLE NONE 5,802 24,979
LYONDELLBASELL COMMON N53745100 1,828 45,389 SH SOLE NONE 8,575 36,814
MACY'S COMMON 55616P104 724 21,083 SH SOLE NONE 3,989 17,094
MARATHON PETE COMMON 56585A102 1,714 38,157 SH SOLE NONE 7,181 30,976
MC DONALDS COMMON 580135101 49 559 SH SOLE NONE 0 559
MCKESSON COMMON 58155Q103 1,460 15,568 SH SOLE NONE 2,988 12,580
METLIFE COMMON 59156R108 2,908 94,258 SH SOLE NONE 17,811 76,447
MICROSOFT COMMON 594918104 4,232 138,360 SH SOLE NONE 25,909 112,451
MOHAWK INDS COMMON 608190104 730 10,452 SH SOLE NONE 1,979 8,473
OCCIDENTAL PETROLEUM COMMON 674599105 1,129 13,163 SH SOLE NONE 2,483 10,680
ONEOK INC COMMON 682680103 1,367 32,314 SH SOLE NONE 6,109 26,205
ORACLE CORP COM COMMON 68389X105 2,354 79,274 SH SOLE NONE 15,003 64,271
PFIZER COMMON 717081103 981 42,639 SH SOLE NONE 8,056 34,583
PIONEER NAT RES COMMON 723787107 1,217 13,796 SH SOLE NONE 2,598 11,198
PNC FINANCIAL COMMON 693475105 1,454 23,794 SH SOLE NONE 4,571 19,223
PPL CORP COMMON 69351T106 2,106 75,742 SH SOLE NONE 14,315 61,427
PROCTER & GAMBLE COMMON 742718109 2,851 46,553 SH SOLE NONE 8,889 37,664
PRUDENTIAL COMMON 744320102 4,100 84,649 SH SOLE NONE 15,984 68,665
RELIANCE STL COMMON 759509102 1,559 30,879 SH SOLE NONE 6,041 24,838
RENAISSANCERE COMMON G7496G103 2,953 38,844 SH SOLE NONE 7,311 31,533
RENT A CTR COMMON 76009N100 480 14,237 SH SOLE NONE 2,784 11,453
ROCKWOOD COMMON 774415103 724 16,334 SH SOLE NONE 3,091 13,243
TARGET COMMON 87612E106 1,554 26,707 SH SOLE NONE 5,034 21,673
TEXTRON COMMON 883203101 1,448 58,225 SH SOLE NONE 11,003 47,222
UNION PAC COMMON 907818108 4,753 39,836 SH SOLE NONE 7,478 32,358
UNITEDHEALTH COMMON 91324P102 2,292 39,184 SH SOLE NONE 7,179 32,005
US BANCORP COMMON 902973304 1,781 55,366 SH SOLE NONE 10,470 44,896
VF CORP COMMON 918204108 1,233 9,241 SH SOLE NONE 1,748 7,493
WALMART COMMON 931142103 1,409 20,215 SH SOLE NONE 3,822 16,393
WALT DISNEY COMMON 254687106 2,133 43,980 SH SOLE NONE 8,316 35,664
WELLS FARGO COMMON 949746101 2,921 87,347 SH SOLE NONE 16,436 70,911
WESTN REFNG COMMON 959319104 3,231 145,098 SH SOLE NONE 27,418 117,680