United States
Securities and Exchange Commission
Washington, DC 20549
Form 13 F
Report for the Calendar Year or Quarter Ended: June 30, 2010
Report type: 13F Holdings Report
Institutional Investment Manager Filing this Report:
Name: Lockheed Martin Investment Management Company
6901 Rockledge Drive, 4th Floor
Bethesda, MD 20817
13F File Number #28-2847
Person signing this report on behalf of Reporting Manager:
Name: Jeffrey A. Sharpe
Title: President
Phone: 301-571-7130
Signature, Place, and Date of Signing:
Jeffrey A. Sharpe, Bethesda, MD July 26, 2010
I am signing this report as required by the Securities Exchange Act of 1934.
FORM 13F
June 30, 2010
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
ALEXION PHARMACEUTICALS, INC. COM 015351109 1945 38000 SH SOLE 38000
ALTRIA GROUP INC. COM 02209S103 1703 85000 SH SOLE 85000
AMAZON.COM INC. COM 023135106 2163 19800 SH SOLE 19800
APPLE INC COM 037833100 5332 21200 SH SOLE 21200
AT&T INC COM 00206R102 12143 502000 SH SOLE 502000
BAXTER INTERNATIONAL COM 071813109 211 5200 SH SOLE 5200
CISCO SYSTEMS INC COM 17275R102 12561 589440 SH SOLE 589440
CITRIX SYSTEM COM 177376100 10460 247700 SH SOLE 247700
DELL INC. COM 24702R101 1447 120000 SH SOLE 120000
EXPRESS SCRIPTS, INC COM 302182100 7034 149600 SH SOLE 149600
EXXON COM 30231G102 14039 246000 SH SOLE 246000
GENERAL ELECTRIC CO. COM 369604103 7210 500000 SH SOLE 500000
GOOGLE INC - CL A COM 38259P508 6494 14596 SH SOLE 14596
INTEL CORP COM 458140100 7274 373960 SH SOLE 373960
JOHNSON & JOHNSON COM 478160104 2297 38900 SH SOLE 38900
MICROSOFT CORP COM 594918104 14956 650000 SH SOLE 650000
ORACLE CORP COM 68389X105 6009 280000 SH SOLE 280000
PEPSICO COM 713448108 1828 30000 SH SOLE 30000
PFIZER COM 717081103 998 70000 SH SOLE 70000
PROCTOR&GAMBLE CO. COM 742718109 1799 30000 SH SOLE 30000
STRYKER CORP COM 863667101 701 14000 SH SOLE 14000
TEVA PHARMACEUTICAL-SP ADR COM 881624209 1768 34000 SH SOLE 34000
VERIZON COMMUNICATION INC. COM 92343V104 3691 131738 SH SOLE 131738
WALMART COM 931142103 3461 72000 SH SOLE 72000
YUM BRANDS INC COM 988498101 2928 75000 SH SOLE 75000
ZIMMER HOLDINGS, INC. COM 98956P102 757 14000 SH SOLE 14000
CHINA LIFE INSURANCE (2628.hk) COM 6718976 1882 423000 SH SOLE 423000
CHINA MOBILE LTD (941.hk) COM 6073556 4650 463000 SH SOLE 463000
YANZHOU COAL (1171.hk) COM 6109893 2352 1200000 SH SOLE 1200000
ISHARE FTSE/A50 CHINA TRACKER( ETF B04V406 6533 4431700 SH SOLE 4431700
CONSUMER STAPLES SPDR ETF 81369Y308 62794 2462500 SH SOLE 2462500
IPATH MSCI INDIA INDEX ETF 06739F291 6400 100000 SH SOLE 100000
NASDAQ 100 MFC POWERSHARES ETF 73935A104 13197 309000 SH SOLE 309000
OIL SERVICES HOLDRs ETF 678002106 22714 240000 SH SOLE 240000
SELECT SECTOR SPDR-CONSUMER DI ETF 81369Y407 74573 2560000 SH SOLE 2560000
SELECT SECTOR SPDR-ENERGY ETF 81369Y506 46451 935000 SH SOLE 935000
SELECT SECTOR SPDR-FINANCIAL ETF 81369Y605 170841 12370800 SH SOLE 12370800
SELECT SECTOR SPDR-HEALTH CARE ETF 81369Y209 75999 2695000 SH SOLE 2695000
SELECT SECTOR SPDR-INDUSTRIAL ETF 81369Y704 71455 2605000 SH SOLE 2605000
SELECT SECTOR SPDR-MATERIALS ETF 81369Y100 24398 860000 SH SOLE 860000
SELECT SECTOR SPDR-TECHNOLOGY ETF 81369Y803 46206 2265000 SH SOLE 2265000
SELECT SECTOR SPDR-UTILITIES ETF 81369Y886 26282 930000 SH SOLE 930000
SPDR-S&P 500 INDEX ETF 78462F103 31585 306000 SH SOLE 306000