United States Securities and Exchange Commission Washington, DC 20549 Form 13 F Report for the Calendar Year or Quarter Ended: June 30, 2009 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 28, 2009 I am signing this report as required by the Securities Exchange Act of 1934. FORM 13F June 30, 2009 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 ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ABBOT LAB COM 002824100 9643 205000 SH SOLE 205000 ALCON INC. COM H01301102 6967 60000 SH SOLE 60000 ALTRIA GROUP INC. COM 02209S103 6777 413500 SH SOLE 413500 AMAZON.COM INC. COM 023135106 4752 56800 SH SOLE 56800 APPLE INC COM 037833100 8289 58200 SH SOLE 58200 AT&T INC COM 00206R102 9911 399000 SH SOLE 399000 BAXTER INTERNATIONAL COM 071813109 4777 90200 SH SOLE 90200 CISCO SYSTEMS INC COM 17275R102 7636 409440 SH SOLE 409440 CITRIX SYSTEM COM 177376100 3189 100000 SH SOLE 100000 COCA-COLA CO COM 191216100 3023 63000 SH SOLE 63000 CORNING, INC. COM 219350105 4818 300000 SH SOLE 300000 DELL INC. COM 24702R101 3364 245000 SH SOLE 245000 E-BAY COM 278642103 3131 182800 SH SOLE 182800 ELECTRONIC ARTS COM 285512109 4796 220800 SH SOLE 220800 GOOGLE INC - CL A COM 38259P508 6997 16596 SH SOLE 16596 INTEL CORP COM 458140100 6355 383960 SH SOLE 383960 INTUTIVE SURGICAL, INC. COM 46120E602 6546 40000 SH SOLE 40000 JOHNSON & JOHNSON COM 478160104 16296 286900 SH SOLE 286900 KLA TENCOR CORP COM 482480100 1515 60000 SH SOLE 60000 MICROSOFT CORP COM 594918104 21393 900000 SH SOLE 900000 MONSANTO CO COM 61166W101 8281 111400 SH SOLE 111400 MONSTER WORLDWIDE INC. COM 611742107 3130 265000 SH SOLE 265000 POTASH CORP OF SASKATCHEWAN COM 73755L107 1366 14680 SH SOLE 14680 PROCTOR&GAMBLE CO. COM 742718109 18330 358700 SH SOLE 358700 RESEARCH IN MOTION COM 760975102 1422 20000 SH SOLE 20000 STARBUCKS CORPORATION COM 855244109 5756 414400 SH SOLE 414400 TEVA PHARMACEUTICAL-SP ADR COM 881624209 11541 233900 SH SOLE 233900 TOLL BROTHERS, INC COM 889478103 6191 364800 SH SOLE 364800 VERIZON COMMUNICATION INC. COM 92343V104 10417 339000 SH SOLE 339000 CHINA LIFE INSURANCE (2628.hk) COM 6718976 7090 1928000 SH SOLE 1928000 CHINA MOBILE LTD (941.hk) COM 6073556 7560 755000 SH SOLE 755000 CHINA SHIPPING DEV (1138.hk) COM 6782045 2581 2000000 SH SOLE 2000000 CHINA TELECOM (728.hk) COM 6559335 2681 5382000 SH SOLE 5382000 CHINA UNICOM (762.hk) COM 6263830 2335 1764000 SH SOLE 1764000 PETROCHINA CO LTD (857.hk) COM 6226576 7956 7170000 SH SOLE 7170000 HANG SENG H SHARE(2828.hk) ETF 6724092 639 45000 SH SOLE 45000 ISHARE FTSE/A50 CHINA TRACKER( ETF B04V406 6955 3889000 SH SOLE 3889000 CONSUMER STAPLES SPDR ETF 81369Y308 44313 1927500 SH SOLE 1927500 IPATH MSCI INDIA INDEX ETF 06739F291 4896 100000 SH SOLE 100000 ISHARE MSCI BRAZIL INDEX FUND ETF 464286400 12096 228352 SH SOLE 228352 SELECT SECTOR SPDR-CONSUMER DI ETF 81369Y407 41313 1790000 SH SOLE 1790000 SELECT SECTOR SPDR-ENERGY ETF 81369Y506 60062 1250000 SH SOLE 1250000 SELECT SECTOR SPDR-FINANCIAL ETF 81369Y605 80971 6775800 SH SOLE 6775800 SELECT SECTOR SPDR-HEALTH CARE ETF 81369Y209 36650 1393000 SH SOLE 1393000 SELECT SECTOR SPDR-INDUSTRIAL ETF 81369Y704 55778 2540000 SH SOLE 2540000 SELECT SECTOR SPDR-TECHNOLOGY ETF 81369Y803 34144 1875000 SH SOLE 1875000 SELECT SECTOR SPDR-UTILITIES ETF 81369Y886 27053 970000 SH SOLE 970000 SPDR-S&P 500 INDEX ETF 78462F103 35677 388000 SH SOLE 388000 XINHAU/CHINA 25 INDEX ETF 464287184 40288 1050000 SH SOLE 1050000