0000919574-12-002479.txt : 20120322 0000919574-12-002479.hdr.sgml : 20120322 20120322164719 ACCESSION NUMBER: 0000919574-12-002479 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 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: 12709678 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 d1274211_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 March 31, 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: 28 Form 13F Information Table Value Total: $ 109,541 (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 March 31, 2011
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MGRS SOLE SHARED NONE -------------- --------------- ------ --------- -------- ---- ---- ----------- ----- ---- ------ ----- APACHE CORP COM 037411105 5,825 44,494 SH SOLE NONE 44,494 BANK OF AMERICA CORPORATION COM 060505104 1,333 100,000 SH SOLE NONE 100,000 CIGNA CORP COM 125509109 6,223 140,530 SH SOLE NONE 140,530 COCA COLA CO COM 191216100 5,804 87,478 SH SOLE NONE 87,478 CONOCOPHILLIPS COM 20825C104 4,250 53,215 SH SOLE NONE 53,215 COSTCO WHSL CORP NEW COM 22160K105 5,803 79,151 SH SOLE NONE 79,151 CSX CORP COM 126408103 8,669 110,293 SH SOLE NONE 110,293 DEVON ENERGY CORP NEW COM 25179M103 7,848 85,519 SH SOLE NONE 85,519 ENSCO PLC SPONSORED ADR 29358Q109 3,605 62,331 SH SOLE NONE 62,331 FLUOR CORP NEW COM 343412102 2,080 28,239 SH SOLE NONE 28,239 FORD MTR CO DEL COM PAR $0.01 345370860 4,009 268,899 SH SOLE NONE 268,899 GENERAL ELECTRIC CO COM 369604103 1,792 89,394 SH SOLE NONE 89,394 HESS CORP COM 42809H107 2,987 35,057 SH SOLE NONE 35,057 HEWLETT PACKARD CO COM 428236103 3,229 78,804 SH SOLE NONE 78,804 JPMORGAN CHASE & CO COM 46625H100 3,218 69,814 SH SOLE NONE 69,814 L-3 COMMUNICATIONS HLDGS INC COM 502424104 2,804 35,805 SH SOLE NONE 35,805 MCDONALDS CORP COM 580135101 3,995 52,508 SH SOLE NONE 52,508 METLIFE INC COM 59156R108 3,216 71,898 SH SOLE NONE 71,898 MORGAN STANLEY COM NEW 617446448 1,029 37,666 SH SOLE NONE 37,666 NORFOLK SOUTHERN CORP COM 655844108 6,245 90,151 SH SOLE NONE 90,151 NUCOR CORP COM 670346105 1,623 35,263 SH SOLE NONE 35,263 OCCIDENTAL PETE CORP DEL COM 674599105 4,569 43,723 SH SOLE NONE 43,723 PRUDENTIAL FINL INC COM 744320102 5,625 91,349 SH SOLE NONE 91,349 RELIANCE STEEL & ALUMINUM CO COM 759509102 3,149 54,506 SH SOLE NONE 54,506 RENT A CTR INC NEW COM 76009N100 3,934 112,680 SH SOLE NONE 112,680 TRAVELERS COMPANIES INC COM 89417E109 1,465 24,628 SH SOLE NONE 24,628 UNITED STATES STL CORP NEW COM 912909108 2,061 38,202 SH SOLE NONE 38,202 XEROX CORP COM 984121103 3,151 295,838 SH SOLE NONE 295,838
SK 21911 0001 1274211