United States
Securities and Exchange Commission
Washington, DC 20549
Form 13 F
Report for the Calendar Year or Quarter Ended: December 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 January 25, 2011
I am signing this report as required by the Securities Exchange Act of 1934.
FORM 13F
December 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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
ALEXION PHARMACEUTICALS, INC. COM 015351109 1208 15000 SH SOLE 15000
ALLERGAN INC. COM 018490102 5446 79300 SH SOLE 79300
AMAZON.COM INC. COM 023135106 1044 5800 SH SOLE 5800
AMERICAN TOWERS COM 029912201 1188 23000 SH SOLE 23000
APPLE INC COM 037833100 4645 14400 SH SOLE 14400
AT&T INC COM 00206R102 13221 450000 SH SOLE 450000
AUXILIUM PHARAMCY COM 05334D107 422 20000 SH SOLE 20000
CISCO SYSTEMS INC COM 17275R102 6968 344440 SH SOLE 344440
COVIDIEN COM G2554F105 1141 25000 SH SOLE 25000
EXXON COM 30231G102 8116 111000 SH SOLE 111000
GENERAL ELECTRIC CO. COM 369604103 5487 300000 SH SOLE 300000
GOOGLE INC - CL A COM 38259P508 5343 8996 SH SOLE 8996
INTEL CORP COM 458140100 11650 553960 SH SOLE 553960
MICROSOFT CORP COM 594918104 4828 173000 SH SOLE 173000
ORACLE CORP COM 68389X105 7512 240000 SH SOLE 240000
PETROLEO BRASILEIRO S.A.-ADR COM 71654V408 15136 400000 SH SOLE 400000
VERIZON COMMUNICATION INC. COM 92343V104 9723 271738 SH SOLE 271738
YUM BRANDS INC COM 988498101 5739 117000 SH SOLE 117000
CONSUMER STAPLES SPDR ETF 81369Y308 84193 2872500 SH SOLE 2872500
IPATH DJ-UBS COMMODITY INDEX T ETF 06738C778 24560 500000 SH SOLE 500000
IPATH MSCI INDIA INDEX ETF 06739F291 7766 100000 SH SOLE 100000
ISHARE MSCI EMERGING MARKET IN ETF 464287234 57170 1200000 SH SOLE 1200000
ISHARES S&P NORTH AMER NATURAL ETF 464287374 8338 200000 SH SOLE 200000
NASDAQ 100 MFC POWERSHARES ETF 73935A104 53779 987500 SH SOLE 987500
OIL SERVICES HOLDRs ETF 678002106 11242 80000 SH SOLE 80000
RUSSELL 2000 INDEX FUND ETF 464287655 782 10000 SH SOLE 10000
SELECT SECTOR SPDR-CONSUMER DI ETF 81369Y407 91654 2450000 SH SOLE 2450000
SELECT SECTOR SPDR-ENERGY ETF 81369Y506 103740 1520000 SH SOLE 1520000
SELECT SECTOR SPDR-FINANCIAL ETF 81369Y605 235196 14745800 SH SOLE 14745800
SELECT SECTOR SPDR-HEALTH CARE ETF 81369Y209 94153 2989000 SH SOLE 2989000
SELECT SECTOR SPDR-INDUSTRIAL ETF 81369Y704 96939 2780000 SH SOLE 2780000
SELECT SECTOR SPDR-MATERIALS ETF 81369Y100 35837 933000 SH SOLE 933000
SELECT SECTOR SPDR-TECHNOLOGY ETF 81369Y803 65897 2616000 SH SOLE 2616000
SELECT SECTOR SPDR-UTILITIES ETF 81369Y886 29460 940000 SH SOLE 940000
SEMICONDUCTOR HOLDRs ETF 816636203 1204 37000 SH SOLE 37000