United States
Securities and Exchange Commission
Washington, DC 20549
Form 13 F
Report for the Calendar Year or Quarter Ended: September 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 October 22, 2010
I am signing this report as required by the Securities Exchange Act of 1934.
FORM 13F
September 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 2446 38000 SH SOLE 38000
ALTRIA GROUP INC. COM 02209S103 2042 85000 SH SOLE 85000
AMAZON.COM INC. COM 023135106 3110 19800 SH SOLE 19800
APPLE INC COM 037833100 14244 50200 SH SOLE 50200
AT&T INC COM 00206R102 14357 502000 SH SOLE 502000
CISCO SYSTEMS INC COM 17275R102 8091 369440 SH SOLE 369440
CITRIX SYSTEM COM 177376100 9055 132700 SH SOLE 132700
EXXON COM 30231G102 6859 111000 SH SOLE 111000
GENERAL ELECTRIC CO. COM 369604103 7312 450000 SH SOLE 450000
GOOGLE INC - CL A COM 38259P508 7674 14596 SH SOLE 14596
INTEL CORP COM 458140100 6796 353960 SH SOLE 353960
JOHNSON & JOHNSON COM 478160104 2410 38900 SH SOLE 38900
MICROSOFT CORP COM 594918104 12563 513000 SH SOLE 513000
ORACLE CORP COM 68389X105 6444 240000 SH SOLE 240000
PEPSICO COM 713448108 1993 30000 SH SOLE 30000
PROCTOR&GAMBLE CO. COM 742718109 1799 30000 SH SOLE 30000
VERIZON COMMUNICATION INC. COM 92343V104 4293 131738 SH SOLE 131738
YUM BRANDS INC COM 988498101 2395 52000 SH SOLE 52000
CHINA GAS HOLD (384.hk) COM 6460794 4823 8978000 SH SOLE 8978000
CHINA LIFE INSURANCE (2628.hk) COM 6718976 2262 573000 SH SOLE 573000
CHINA MOBILE LTD (941.hk) COM 6073556 7205 704000 SH SOLE 704000
ISHARE FTSE/A50 CHINA TRACKER( ETF B04V406 9230 5778700 SH SOLE 5778700
CONSUMER STAPLES SPDR ETF 81369Y308 72558 2602500 SH SOLE 2602500
IPATH DJ-UBS COMMODITY INDEX T ETF 06738C778 21140 500000 SH SOLE 500000
IPATH MSCI INDIA INDEX ETF 06739F291 7576 100000 SH SOLE 100000
ISHARES S&P NORTH AMER NATURAL ETF 464287374 6948 200000 SH SOLE 200000
NASDAQ 100 MFC POWERSHARES ETF 73935A104 30129 614000 SH SOLE 614000
OIL SERVICES HOLDRs ETF 678002106 11315 100000 SH SOLE 100000
SELECT SECTOR SPDR-CONSUMER DI ETF 81369Y407 80518 2410000 SH SOLE 2410000
SELECT SECTOR SPDR-ENERGY ETF 81369Y506 72878 1300000 SH SOLE 1300000
SELECT SECTOR SPDR-FINANCIAL ETF 81369Y605 175588 12240800 SH SOLE 12240800
SELECT SECTOR SPDR-HEALTH CARE ETF 81369Y209 88360 2898000 SH SOLE 2898000
SELECT SECTOR SPDR-INDUSTRIAL ETF 81369Y704 86958 2780000 SH SOLE 2780000
SELECT SECTOR SPDR-MATERIALS ETF 81369Y100 29928 913000 SH SOLE 913000
SELECT SECTOR SPDR-TECHNOLOGY ETF 81369Y803 45580 1980000 SH SOLE 1980000
SELECT SECTOR SPDR-UTILITIES ETF 81369Y886 29183 930000 SH SOLE 930000
SPDR-S&P 500 INDEX ETF 78462F103 10728 94000 SH SOLE 94000