United States
Securities and Exchange Commission
Washington, DC 20549
Form 13 F
Report for the Calendar Year or Quarter Ended: March 31, 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 April 27, 2010
I am signing this report as required by the Securities Exchange Act of 1934.
FORM 13F
March 31, 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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
AMAZON.COM INC. COM 023135106 2688 19800 SH SOLE 19800
APPLE INC COM 037833100 14382 61200 SH SOLE 61200
AT&T INC COM 00206R102 2377 92000 SH SOLE 92000
BAXTER INTERNATIONAL COM 071813109 303 5200 SH SOLE 5200
CISCO SYSTEMS INC COM 17275R102 11178 429440 SH SOLE 429440
CITRIX SYSTEM COM 177376100 9494 200000 SH SOLE 200000
CYPRESS SEMICONDUCTOR COM 232806109 1845 160000 SH SOLE 160000
DELL INC. COM 24702R101 1802 120000 SH SOLE 120000
EXPRESS SCRIPTS, INC COM 302182100 6309 62000 SH SOLE 62000
FREEPORT-MCMORAN COPPER COM 35671D857 1253 15000 SH SOLE 15000
GOOGLE INC - CL A COM 38259P508 10546 18596 SH SOLE 18596
INTEL CORP COM 458140100 8336 373960 SH SOLE 373960
JOHNSON & JOHNSON COM 478160104 12838 196900 SH SOLE 196900
MICROSOFT CORP COM 594918104 19037 650000 SH SOLE 650000
ORACLE CORP COM 68389X105 7199 280000 SH SOLE 280000
PEPSICO COM 713448108 1985 30000 SH SOLE 30000
PFIZER COM 717081103 1200 70000 SH SOLE 70000
SCHLUMBERGER LTD COM 806857108 825 13000 SH SOLE 13000
STRYKER CORP COM 863667101 10185 178000 SH SOLE 178000
SYBASE INC COM 871130100 8019 172000 SH SOLE 172000
VERIZON COMMUNICATION INC. COM 92343V104 1543 49738 SH SOLE 49738
WALMART COM 931142103 3781 68000 SH SOLE 68000
ZIMMER HOLDINGS, INC. COM 98956P102 3907 66000 SH SOLE 66000
CHINA LIFE INSURANCE (2628.hk) COM 6718976 4753 992000 SH SOLE 992000
CHINA MOBILE LTD (941.hk) COM 6073556 4079 424000 SH SOLE 424000
CHINA SHIPPING DEV (1138.hk) COM 6782045 4314 2642000 SH SOLE 2642000
HSBC HOLDINGS (0005.hk) COM 6158163 3529 346400 SH SOLE 346400
PETROCHINA CO LTD (857.hk) COM 6226576 4136 3537000 SH SOLE 3537000
YANZHOU COAL (1171.hk) COM 6109893 2887 1200000 SH SOLE 1200000
ISHARE FTSE/A50 CHINA TRACKER( ETF B04V406 7842 4431700 SH SOLE 4431700
CONSUMER STAPLES SPDR ETF 81369Y308 43501 1557500 SH SOLE 1557500
IPATH MSCI INDIA INDEX ETF 06739F291 6685 100000 SH SOLE 100000
NASDAQ 100 MFC POWERSHARES ETF 73935A104 87362 1814000 SH SOLE 1814000
OIL SERVICES HOLDRs ETF 678002106 72328 590000 SH SOLE 590000
RUSSELL 2000 INDEX FUND ETF 464287655 74786 1103000 SH SOLE 1103000
SELECT SECTOR S&P BIOTECH ETF 78464A870 11870 198000 SH SOLE 198000
SELECT SECTOR SPDR-CONSUMER DI ETF 81369Y407 99834 3040000 SH SOLE 3040000
SELECT SECTOR SPDR-ENERGY ETF 81369Y506 34224 595000 SH SOLE 595000
SELECT SECTOR SPDR-FINANCIAL ETF 81369Y605 276666 17345800 SH SOLE 17345800
SELECT SECTOR SPDR-HEALTH CARE ETF 81369Y209 29752 926000 SH SOLE 926000
SELECT SECTOR SPDR-INDUSTRIAL ETF 81369Y704 92158 2950000 SH SOLE 2950000
SELECT SECTOR SPDR-MATERIALS ETF 81369Y100 29510 870000 SH SOLE 870000
SELECT SECTOR SPDR-UTILITIES ETF 81369Y886 6970 235000 SH SOLE 235000