0001398344-13-002133.txt : 20130430 0001398344-13-002133.hdr.sgml : 20130430 20130430120509 ACCESSION NUMBER: 0001398344-13-002133 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130331 FILED AS OF DATE: 20130430 DATE AS OF CHANGE: 20130430 EFFECTIVENESS DATE: 20130430 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: 13795485 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 fp0007101_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: March 31, 2013 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 April 25, 2013 ------------------- ------------------ -------------- [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: 57 ----------- Form 13F Information Table Value Total: $ 164,845 ----------- (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 -------------------------------------- -------- --------- ----------- ----------- --- ---- ---------- -------- ------ ------ ------- AMERICAN EXPRESS COMMON 025816109 2,666 39,524 SH SOLE NONE 7,484 32,040 AMERICAN INTL GROUP COMMON 026874784 3,874 99,797 SH SOLE NONE 18,876 80,921 APPLE INC COMMON 037833100 5,055 11,421 SH SOLE NONE 2,161 9,260 ARCHER DANIELS MIDLAND COMMON 039483102 1,763 52,263 SH SOLE NONE 9,889 42,374 AT&T INC COMMON 00206R102 1,636 44,584 SH SOLE NONE 8,408 36,176 BANK OF AMERICA COMMON 060505104 3,724 305,772 SH SOLE NONE 57,193 248,579 BERKSHIRE COMMON 084670702 5,182 49,729 SH SOLE NONE 9,412 40,317 BLACKSTONE GROUP COMMON 09253U108 4,134 208,993 SH SOLE NONE 39,533 169,460 CBS CORP COMMON 124857202 3,489 74,734 SH SOLE NONE 14,137 60,597 CHEVRON COMMON 166764100 2,509 21,115 SH SOLE NONE 4,034 17,081 CIGNA COMMON 125509109 3,673 58,884 SH SOLE NONE 11,134 47,750 CISCO COMMON 17275R102 2,200 105,200 SH SOLE NONE 19,932 85,268 CITIGROUP COMMON 172967424 3,152 71,240 SH SOLE NONE 13,494 57,746 COMCAST COMMON 20030N101 1,697 40,402 SH SOLE NONE 7,681 32,721 COOPER TIRE&RUBBER CO COMMON 216831107 1,850 72,091 SH SOLE NONE 13,630 58,461 COSTCO COMMON 22160K105 3,459 32,597 SH SOLE NONE 6,129 26,468 CSX CORP COMMON 126408103 3,492 141,780 SH SOLE NONE 26,737 115,043 CVS COMMON 126650100 3,377 61,413 SH SOLE NONE 11,614 49,799 DEVON ENERGY COMMON 25179M103 235 4,172 SH SOLE NONE 776 3,396 DIRECTV COMMON 25490A309 3,491 61,664 SH SOLE NONE 11,633 50,031 DOW CHEMICAL COMMON 260543103 598 18,775 SH SOLE NONE 3,497 15,278 EASTMAN CHEMICAL COMMON 277432100 809 11,580 SH SOLE NONE 2,134 9,446 EXXON COMMON 30231G102 3,534 39,216 SH SOLE NONE 7,331 31,885 FEDEX COMMON 31428X106 2,370 24,131 SH SOLE NONE 4,556 19,575 FREEPORT-MCMORAN COMMON 35671D857 541 16,341 SH SOLE NONE 3,093 13,248 GENERAL ELECTRIC COMMON 369604103 4,743 205,154 SH SOLE NONE 38,839 166,315 GOLDMAN SACHS COMMON 38141G104 2,389 16,236 SH SOLE NONE 3,074 13,162 HOLLYFRONTIER COMMON 436106108 3,738 72,657 SH SOLE NONE 13,768 58,889 JOHNSON&JOHNSON COMMON 478160104 2,645 32,442 SH SOLE NONE 6,140 26,302 JPMORGAN COMMON 46625H100 5,621 118,441 SH SOLE NONE 22,388 96,053 KRAFT FOODS GROUP COMMON 50076Q106 2,183 42,369 SH SOLE NONE 8,019 34,350 LYONDELLBASELL COMMON N53745100 2,868 45,317 SH SOLE NONE 8,575 36,742 MACY'S COMMON 55616P104 2,508 59,950 SH SOLE NONE 11,338 48,612 MARATHON PETE COMMON 56585A102 4,664 52,056 SH SOLE NONE 9,854 42,202 MCKESSON COMMON 58155Q103 2,590 23,993 SH SOLE NONE 4,539 19,454 MERCK COMMON 58933Y105 1,900 42,963 SH SOLE NONE 8,155 34,808 METLIFE COMMON 59156R108 3,578 94,115 SH SOLE NONE 17,811 76,304 MICROSOFT COMMON 594918104 1,996 69,750 SH SOLE NONE 13,192 56,558 MONSANTO CORP. COMMON 61166W101 1,771 16,766 SH SOLE NONE 3,178 13,588 MYLAN INC COMMON 628530107 2,309 79,790 SH SOLE NONE 15,091 64,699 NEWS CORP COMMON 65248E104 2,555 83,707 SH SOLE NONE 15,997 67,710 ORACLE CORP COM COMMON 68389X105 2,287 70,728 SH SOLE NONE 13,349 57,379 PFIZER COMMON 717081103 5,296 183,507 SH SOLE NONE 34,618 148,889 PHILLIPS 66 COMMON 718546104 1,094 15,635 SH SOLE NONE 2,959 12,676 PIONEER NAT RES COMMON 723787107 2,199 17,699 SH SOLE NONE 3,350 14,349 PROCTER & GAMBLE COMMON 742718109 3,609 46,833 SH SOLE NONE 8,889 37,944 PRUDENTIAL COMMON 744320102 4,285 72,638 SH SOLE NONE 13,739 58,899 RELIANCE STL COMMON 759509102 3,001 42,169 SH SOLE NONE 7,974 34,195 ROCK-TENN CO COMMON 772739207 2,663 28,702 SH SOLE NONE 5,456 23,246 ROCKWOOD COMMON 774415103 1,067 16,311 SH SOLE NONE 3,091 13,220 TEXTRON COMMON 883203101 3,290 110,375 SH SOLE NONE 20,817 89,558 THE HARTFORD FINANCIAL COMMON 416515104 1,835 71,129 SH SOLE NONE 13,462 57,667 TRAVELERS COMMON 89417E109 1,729 20,541 SH SOLE NONE 3,888 16,653 WALMART COMMON 931142103 1,510 20,185 SH SOLE NONE 3,822 16,363 WALT DISNEY COMMON 254687106 2,494 43,916 SH SOLE NONE 8,316 35,600 WELLS FARGO COMMON 949746101 4,312 116,574 SH SOLE NONE 22,061 94,513 WESTN REFNG COMMON 959319104 7,602 214,698 SH SOLE NONE 40,620 174,078