13F-HR 1 d1290235_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, 2012 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 May 14, 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: 34 Form 13F Information Table Value Total: $150,625 (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, 2012 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 (X1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE APACHE CORP COM 037411105 4,572 45,516 SH SOLE NONE 8,267 37,249 APPLE INC COM 037833100 9,559 15,943 SH SOLE NONE 2,894 13,049 BOEING CO COM 097023105 1,535 20,643 SH SOLE NONE 3,749 16,894 CHEVRON CORP NEW COM 166764100 2,131 19,876 SH SOLE NONE 3,832 16,044 CIGNA CORPORATION COM 125509109 9,680 196,557 SH SOLE NONE 34,994 161,563 COCA COLA CO COM 191216100 7,608 102,798 SH SOLE NONE 18,613 84,185 COSTCO WHSL CORP NEW COM 22160K105 10,187 112,190 SH SOLE NONE 20,183 92,007 CSX CORP COM 126408103 4,940 229,533 SH SOLE NONE 41,479 188,054 DEVON ENERGY CORP NEW COM 25179M103 3,212 45,160 SH SOLE NONE 8,205 36,955 DU PONT E I DE NEMOURS & CO COM 263534109 3,923 74,156 SH SOLE NONE 13,464 60,692 EXXON MOBIL CORP COM 30231G102 3,886 44,805 SH SOLE NONE 8,135 36,670 FORD MTR CO DEL COM PAR $0.01 345370860 4,803 384,879 SH SOLE NONE 72,298 312,581 FREEPORT-MCMORAN COPPER & GO COM 35671D857 1,907 50,132 SH SOLE NONE 9,104 41,028 GENERAL ELECTRIC CO COM 369604103 5,101 254,169 SH SOLE NONE 46,179 207,990 HESS CORP COM 42809H107 2,902 49,229 SH SOLE NONE 9,219 40,010 HEWLETT PACKARD CO COM 428236103 3,877 162,703 SH SOLE NONE 29,682 133,021 INTEL CORP COM 458140100 3,884 138,105 SH SOLE NONE 25,107 112,998 JPMORGAN CHASE & CO COM 46625H100 4,564 99,257 SH SOLE NONE 18,372 80,885 KANSAS CITY SOUTHERN COM NEW 485170302 2,263 31,567 SH SOLE NONE 5,708 25,859 L-3 COMMUNICATIONS HLDGS INC COM 502424104 3,537 49,981 SH SOLE NONE 8,754 41,227 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 789 18,087 SH SOLE NONE 3,285 14,802 MARATHON OIL CORP COM 565849106 3,196 100,827 SH SOLE NONE 18,474 82,353 MCDONALDS CORP COM 580135101 7,260 74,004 SH SOLE NONE 13,081 60,923 METLIFE INC COM 59156R108 4,577 122,543 SH SOLE NONE 22,547 99,996 MICROSOFT CORP COM 594918104 4,622 143,321 SH SOLE NONE 25,909 117,412 OCCIDENTAL PETE CORP DEL COM 674599105 5,781 60,706 SH SOLE NONE 10,976 49,730 ORACLE CORP COM 68389X105 2,400 82,318 SH SOLE NONE 15,003 67,315 PRUDENTIAL FINL INC COM 744320102 8,251 130,167 SH SOLE NONE 23,910 106,257 RELIANCE STEEL & ALUMINUM CO COM 759509102 4,314 76,376 SH SOLE NONE 14,083 62,293 RENT A CTR INC NEW COM 76009N100 3,091 81,887 SH SOLE NONE 15,160 66,727 UNION PAC CORP COM 907818108 4,438 41,290 SH SOLE NONE 7,478 33,812 UNITEDHEALTH GROUP INC COM 91324P102 2,037 34,563 SH SOLE NONE 6,261 28,302 WELLS FARGO & CO NEW COM 949746101 2,389 69,971 SH SOLE NONE 12,703 57,268 WESTERN REFNG INC COM 959319104 3,408 181,102 SH SOLE NONE 32,888 148,214
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