13F-HR 1 d1274198_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 December 31, 2010 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: $ 102,018 (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 December 31, 2010

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 ~~TITLE~~ OF CLASS CUSIP (~~x1000~~X$1000) PRN AMT PRN CALL DISCRETION ~~MNGRS~~MGRS SOLE SHARED NONE -------------- --------- ------ ----- ----~~---~~ -------- --- ----- ----------- ----- ----- ------- ----- APACHE CORP COM 037411105 35,~~399~~269 3744,~~521~~194 SH SOLE NONE 644,~~189~~194 ~~31,332~~CIGNA ~~APPLE INC COM 037833100 3,486 8,608 SH SOLE NONE 1,427 7,181 CHEVRON~~ CORP ~~NEW~~ COM ~~166764100 1,996 18,757 SH SOLE NONE 3,117 15,640 CIGNA CORPORATION COM~~ 125509109 75,~~414~~148 ~~176~~140,~~521~~430 SH SOLE NONE 28140,~~599~~430 ~~147,922~~ COCA COLA CO COM 191216100 65,~~410~~727 9187,~~616~~078 SH SOLE NONE 1587,~~208~~078 ~~76,408~~ CONOCOPHILLIPS COM 20825C104 3,~~958~~590 5452,~~320~~715 SH SOLE NONE 952,~~018~~715 ~~45,302~~ COSTCO WHSL CORP NEW COM 22160K105 85,~~314~~744 9979,~~783~~551 SH SOLE NONE 1679,~~393~~551 ~~83,390~~ CSX CORP COM 126408103 57,~~389~~100 ~~255~~109,893 SH SOLE NONE 42109,~~696~~893 ~~213,197~~ DEVON ENERGY CORP NEW COM 25179M103 26,~~519~~706 4085,~~630~~419 SH SOLE NONE 685,~~745~~419 33ENSCO PLC SPONSORED ADR 29358Q109 3,~~885~~311 DU62,031 ~~PONT~~SH ESOLE INONE DE62,031 ~~NEMOURS~~FAMILY &DLR COSTORES INC COM ~~263534109~~307000109 1,~~281~~583 2731,~~980~~853 SH SOLE NONE 431,~~643~~853 ~~23,337~~FLUOR ~~EXXON MOBIL~~ CORP NEW COM ~~30231G102~~343412102 21,~~849~~254 3318,~~613~~926 SH SOLE NONE 518,~~585~~926 ~~28,028~~ FORD MTR CO DEL COM PAR $0.01 345370860 34,~~689~~515 ~~342~~268,~~844~~899 SH SOLE NONE 58268,~~895~~899 ~~283,949 FREEPORT-MCMORAN COPPER & GO COM 35671D857 1,241 33,739 SH SOLE NONE 5,602 28,137~~ GENERAL ELECTRIC CO COM 369604103 43,~~028~~343 ~~224~~182,~~914~~788 SH SOLE NONE 37182,~~369~~788 ~~187,545~~ HESS CORP COM 42809H107 2,~~521~~683 4435,~~376~~057 SH SOLE NONE 735,~~534~~057 ~~36,842~~ HEWLETT PACKARD CO COM 428236103 32,~~732~~885 ~~144~~68,~~864~~524 SH SOLE NONE 2468,~~062~~524 ~~120,802 INTEL CORP COM 458140100 3,001 123,760 SH SOLE NONE 20,547 103,213~~ JPMORGAN CHASE & CO COM 46625H100 2,~~929~~962 8869,~~086~~814 SH SOLE NONE 1469,~~627~~814 ~~73,459~~ L-3 COMMUNICATIONS HLDGS INC COM 502424104 2,~~999~~524 4435,~~977~~805 SH SOLE NONE 735,~~184~~805 ~~37,793 MARATHON OIL CORP COM 565849106 2,649 90,493 SH SOLE NONE 15,024 75,469~~ MCDONALDS CORP COM 580135101 64,~~620~~000 6552,~~984~~108 SH SOLE NONE 1052,~~561~~108 ~~55,423~~ METLIFE INC COM 59156R108 ~~2,844 91,205 SH SOLE NONE 15,301 75,904 MICROSOFT CORP COM 594918104~~ 3,~~289~~186 ~~126~~71,~~683~~698 SH SOLE NONE 2171,~~029~~698 ~~105,654~~MORGAN ~~MYLAN~~STANLEY ~~INC~~ COM ~~628530107~~NEW 617446448 1,~~926~~030 8937,~~753~~866 SH SOLE NONE 1437,~~916~~866 ~~74,837~~ NORFOLK SOUTHERN CORP COM 655844108 5,~~331~~613 7389,~~171~~351 SH SOLE NONE 1289,~~157~~351 ~~61,014~~NUCOR ~~OCCIDENTAL PETE~~ CORP ~~DEL~~ COM ~~674599105~~670346105 51,~~159~~545 5535,~~062~~263 SH SOLE NONE 935,~~036~~263 ~~46,026~~OCCIDENTAL ~~ORACLE~~PETE CORP DEL COM ~~68389X105~~674599105 34,~~202~~289 ~~124~~43,~~819~~723 SH SOLE NONE 2043,~~720~~723 ~~104,099~~ PRUDENTIAL FINL INC COM 744320102 5,~~805~~363 ~~115~~91,~~814~~349 SH SOLE NONE 1991,~~335~~349 ~~96,479~~ RELIANCE STEEL & ALUMINUM CO COM 759509102 32,~~350~~795 6854,~~809~~706 SH SOLE NONE 1154,~~473~~706 ~~57,336~~ RENT A CTR INC NEW COM 76009N100 52,~~312~~936 ~~143~~90,~~567~~947 SH SOLE NONE 2490,~~656~~947 ~~118,911~~TRAVELERS ~~TARGET~~COMPANIES ~~CORP~~INC COM ~~87612E106~~89417E109 1,~~216~~372 2324,~~736~~628 SH SOLE NONE 324,~~938~~628 ~~19,798~~UNITED ~~UNION~~STATES ~~PAC~~STL CORP NEW COM ~~907818108~~912909108 42,~~334~~208 4037,~~911~~802 SH SOLE NONE 637,~~796~~802 ~~34,115~~XEROX ~~UNITEDHEALTH~~CORP ~~GROUP INC~~ COM ~~91324P102~~984121103 13,~~594~~334 31289,~~447~~438 SH SOLE NONE 5289,~~221 26,226~~438

SK 21911 0001 1274198

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