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