0001398344-12-003420.txt : 20121106
0001398344-12-003420.hdr.sgml : 20121106
20121106170302
ACCESSION NUMBER: 0001398344-12-003420
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120930
FILED AS OF DATE: 20121106
DATE AS OF CHANGE: 20121106
EFFECTIVENESS DATE: 20121106
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: 121183951
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
fp0005763_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: 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: 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 November 6, 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: 66
-----------
Form 13F Information Table Value Total: $ 146,127
-----------
(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
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
-------------------------------------- -------- --------- ----------- ----------- --- ---- ---------- -------- ------ ------ -------
AFLAC INC COMMON 001055102 774 16,172 SH SOLE NONE 3,077 13,095
AMERICAN EXPRESS COMMON 025816109 603 10,613 SH SOLE NONE 2,014 8,599
APACHE CORP COM COMMON 037411105 1,439 16,647 SH SOLE NONE 3,143 13,504
APPLE INC COMMON 037833100 7,633 11,439 SH SOLE NONE 2,161 9,278
AT&T INC COMMON 00206R102 4,121 109,301 SH SOLE NONE 20,658 88,643
BANK OF AMERICA COMMON 060505104 1,981 224,295 SH SOLE NONE 42,619 181,676
BB&T CORP COM COMMON 054937107 783 23,617 SH SOLE NONE 4,430 19,187
BERKSHIRE COMMON 084670702 3,364 38,141 SH SOLE NONE 7,221 30,920
CAPITAL ONE COMMON 14040H105 1,487 26,085 SH SOLE NONE 4,934 21,151
CENTURY LINK COMMON 156700106 726 17,971 SH SOLE NONE 3,406 14,565
CHEVRON COMMON 166764100 1,523 13,064 SH SOLE NONE 2,470 10,594
CIGNA COMMON 125509109 2,782 58,978 SH SOLE NONE 11,134 47,844
CISCO COMMON 17275R102 2,011 105,348 SH SOLE NONE 19,932 85,416
CITIGROUP COMMON 172967424 2,320 70,898 SH SOLE NONE 13,494 57,404
COMCAST COMMON 20030N101 1,167 32,632 SH SOLE NONE 6,140 26,492
COSTCO COMMON 22160K105 5,624 56,171 SH SOLE NONE 10,614 45,557
CSX CORP COMMON 126408103 2,965 142,898 SH SOLE NONE 27,012 115,886
CVS COMMON 126650100 2,235 46,160 SH SOLE NONE 8,756 37,404
DEVON ENERGY COMMON 25179M103 1,486 24,561 SH SOLE NONE 4,649 19,912
DOLLAR GENERAL COMMON 256677105 1,300 25,231 SH SOLE NONE 4,772 20,459
DOW CHEMICAL COMMON 260543103 662 22,844 SH SOLE NONE 4,272 18,572
DUKE ENERGY COMMON 26441C204 2,626 40,518 SH SOLE NONE 7,658 32,860
ENSCO COMMON G3157S106 1,566 28,700 SH SOLE NONE 5,405 23,295
EXXON COMMON 30231G102 6,189 67,681 SH SOLE NONE 12,798 54,883
FAMILY DLR COMMON 307000109 1,304 19,669 SH SOLE NONE 3,719 15,950
FEDEX COMMON 31428X106 1,003 11,854 SH SOLE NONE 2,231 9,623
FIFTH THIRD BANCORP COMMON 316773100 827 53,299 SH SOLE NONE 10,067 43,232
FORD MTR COMMON 345370860 819 83,040 SH SOLE NONE 15,691 67,349
FREEPORT-MCMORAN COMMON 35671D857 1,914 48,352 SH SOLE NONE 9,104 39,248
GENERAL ELECTRIC COMMON 369604103 4,666 205,456 SH SOLE NONE 38,839 166,617
HOLLYFRONTIER COMMON 436106108 3,003 72,754 SH SOLE NONE 13,768 58,986
INTEL COMMON 458140100 316 13,933 SH SOLE NONE 2,558 11,375
JOHNSON&JOHNSON COMMON 478160104 1,415 20,536 SH SOLE NONE 3,884 16,652
JPMORGAN COMMON 46625H100 5,551 137,121 SH SOLE NONE 25,951 111,170
KRAFT COMMON 50075N104 1,273 30,781 SH SOLE NONE 5,802 24,979
LYONDELLBASELL COMMON N53745100 2,345 45,389 SH SOLE NONE 8,575 36,814
MACY'S COMMON 55616P104 1,538 40,894 SH SOLE NONE 7,733 33,161
MARATHON PETE COMMON 56585A102 2,547 46,657 SH SOLE NONE 8,861 37,796
MCKESSON COMMON 58155Q103 1,356 15,760 SH SOLE NONE 2,988 12,772
MERCK COMMON 58933Y105 1,940 43,008 SH SOLE NONE 8,155 34,853
METLIFE COMMON 59156R108 3,248 94,258 SH SOLE NONE 17,811 76,447
MICROSOFT COMMON 594918104 4,101 137,695 SH SOLE NONE 25,909 111,786
MOHAWK INDS COMMON 608190104 1,604 20,046 SH SOLE NONE 3,790 16,256
OCCIDENTAL PETROLEUM COMMON 674599105 1,733 20,136 SH SOLE NONE 3,828 16,308
ONEOK INC COMMON 682680103 1,561 32,314 SH SOLE NONE 6,109 26,205
ORACLE CORP COM COMMON 68389X105 2,232 70,864 SH SOLE NONE 13,349 57,515
PFIZER COMMON 717081103 2,913 117,218 SH SOLE NONE 22,155 95,063
PIONEER NAT RES COMMON 723787107 1,218 11,671 SH SOLE NONE 2,195 9,476
PNC FINANCIAL COMMON 693475105 717 11,364 SH SOLE NONE 2,145 9,219
PPL CORP COMMON 69351T106 2,200 75,742 SH SOLE NONE 14,315 61,427
PROCTER & GAMBLE COMMON 742718109 3,253 46,894 SH SOLE NONE 8,889 38,005
PRUDENTIAL COMMON 744320102 3,966 72,752 SH SOLE NONE 13,739 59,013
RELIANCE STL COMMON 759509102 1,674 31,986 SH SOLE NONE 6,041 25,945
RENAISSANCERE COMMON G7496G103 2,978 38,654 SH SOLE NONE 7,311 31,343
RENT A CTR COMMON 76009N100 516 14,720 SH SOLE NONE 2,784 11,936
ROCKWOOD COMMON 774415103 761 16,334 SH SOLE NONE 3,091 13,243
TARGET COMMON 87612E106 1,695 26,707 SH SOLE NONE 5,034 21,673
TEXTRON COMMON 883203101 1,524 58,225 SH SOLE NONE 11,003 47,222
UNION PAC COMMON 907818108 3,438 28,965 SH SOLE NONE 5,471 23,494
UNITEDHEALTH COMMON 91324P102 1,696 30,611 SH SOLE NONE 5,778 24,833
US BANCORP COMMON 902973304 1,899 55,366 SH SOLE NONE 10,470 44,896
VF CORP COMMON 918204108 1,473 9,241 SH SOLE NONE 1,748 7,493
WALMART COMMON 931142103 1,492 20,215 SH SOLE NONE 3,822 16,393
WALT DISNEY COMMON 254687106 2,299 43,980 SH SOLE NONE 8,316 35,664
WELLS FARGO COMMON 949746101 3,533 102,328 SH SOLE NONE 19,370 82,958
WESTN REFNG COMMON 959319104 3,220 123,002 SH SOLE NONE 23,238 99,764