United States
Securities and Exchange Commission
Washington, DC 20549
Form 13 F
Report for the Calendar Year or Quarter Ended: June 30, 2012
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: Christopher K. Li
Title: President and Chief Investment Officier
Phone: 301-571-7123
Signature, Place, and Date of Signing:
Christopher K. Li, Bethesda, MD July 23, 2012
I am signing this report as required by the Securities Exchange Act of 1934.
FORM 13F
June 30, 2012
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 2979 30000 SH SOLE 30000
ALLERGAN INC. COM 018490102 2930 31657 SH SOLE 31657
AMERISOURCE BERGEN CORP COM 03073E105 1713 43545 SH SOLE 43545
APPLE INC COM 037833100 9811 16800 SH SOLE 16800
AT&T INC COM 00206R102 8237 231000 SH SOLE 231000
BALTIC TRADING COM Y0553W103 124 36131 SH SOLE 36131
BIOMARIN PHARMAC. COM 09061G101 1156 29200 SH SOLE 29200
BRISTOL MYERS SQUIBB COM 110122108 2696 75000 SH SOLE 75000
BROADCOM CORP - CL A COM 111320107 1350 40000 SH SOLE 40000
CATERPILLAR INC COM 149123101 425 5000 SH SOLE 5000
CHEVRON COM 166764100 13926 132000 SH SOLE 132000
CITRIX SYSTEM COM 177376100 2938 35000 SH SOLE 35000
DEVON ENERGY CORP COM 25179M103 580 10000 SH SOLE 10000
EOG RESOURCES, INC. COM 26875P101 451 5000 SH SOLE 5000
EXPRESS SCRIPTS, INC COM 302182100 1675 30000 SH SOLE 30000
EXXON COM 30231G102 26356 308000 SH SOLE 308000
GENERAL ELECTRIC CO. COM 369604103 13463 646000 SH SOLE 646000
GOOGLE INC - CL A COM 38259P508 812 1400 SH SOLE 1400
HOLOGIC, INC. COM 436440101 2214 122723 SH SOLE 122723
INTEL CORP COM 458140100 1599 60000 SH SOLE 60000
INTERNATIONAL BUSINESS MACHINE COM 459200101 8801 45000 SH SOLE 45000
INTUTIVE SURGICAL, INC. COM 46120E602 831 1500 SH SOLE 1500
JOHNSON & JOHNSON COM 478160104 2365 35000 SH SOLE 35000
MAKO SURGICAL CORP COM 560879108 986 38500 SH SOLE 38500
MICROSOFT CORP COM 594918104 8015 262000 SH SOLE 262000
OPENTABLE INC. COM 68372A104 9452 210000 SH SOLE 210000
ORACLE CORP COM 68389X105 2168 73000 SH SOLE 73000
PFIZER COM 717081103 3450 150000 SH SOLE 150000
UNITEDHEALTH GROUP COM 91324P102 775 13245 SH SOLE 13245
VERIZON COMMUNICATION INC. COM 92343V104 5644 127000 SH SOLE 127000
CONSUMER STAPLES SPDR ETF 81369Y308 98455 2831600 SH SOLE 2831600
DB COMMODITY INDEX FUND ETF 73935S105 34070 1323123 SH SOLE 1323123
NASDAQ 100 MFC POWERSHARES ETF 73935A104 18902 294600 SH SOLE 294600
SELECT SECTOR SPDR-CONSUMER DI ETF 81369Y407 92332 2109000 SH SOLE 2109000
SELECT SECTOR SPDR-ENERGY ETF 81369Y506 43711 658600 SH SOLE 658600
SELECT SECTOR SPDR-FINANCIAL ETF 81369Y605 120944 8264000 SH SOLE 8264000
SELECT SECTOR SPDR-HEALTH CARE ETF 81369Y209 92413 2431600 SH SOLE 2431600
SELECT SECTOR SPDR-INDUSTRIAL ETF 81369Y704 69635 1952200 SH SOLE 1952200
SELECT SECTOR SPDR-MATERIALS ETF 81369Y100 25042 709600 SH SOLE 709600
SELECT SECTOR SPDR-TECHNOLOGY ETF 81369Y803 127171 4427200 SH SOLE 4427200
SELECT SECTOR SPDR-UTILITIES ETF 81369Y886 28889 781000 SH SOLE 781000
VANGUARD EAFE ETF ETF 921943858 61082 1934800 SH SOLE 1934800
VANGUARD EMERGING MARKET ETF 922042858 17573 440100 SH SOLE 440100