United States
Securities and Exchange Commission
Washington, DC 20549
Form 13 F
Report for the Calendar Year or Quarter Ended: March 31, 2011
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 April 27, 2011
I am signing this report as required by the Securities Exchange Act of 1934.
FORM 13F
March 31, 2011
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 1480 15000 SH SOLE 15000
ALLERGAN INC. COM 018490102 7940 111800 SH SOLE 111800
AMAZON.COM INC. COM 023135106 1045 5800 SH SOLE 5800
AT&T INC COM 00206R102 6428 210000 SH SOLE 210000
CISCO SYSTEMS INC COM 17275R102 2477 144440 SH SOLE 144440
COVIDIEN COM G2554F113 2597 50000 SH SOLE 50000
ELECTRONIC ARTS COM 285512109 2148 110000 SH SOLE 110000
EXXON COM 30231G102 9338 111000 SH SOLE 111000
GENERAL ELECTRIC CO. COM 369604103 4010 200000 SH SOLE 200000
GOOGLE INC - CL A COM 38259P508 6452 10996 SH SOLE 10996
INTEL CORP COM 458140100 4116 203960 SH SOLE 203960
INTUTIVE SURGICAL, INC. COM 46120E602 4002 12000 SH SOLE 12000
MERCK & CO. INC. COM 58933Y105 3004 91000 SH SOLE 91000
MICROSOFT CORP COM 594918104 4392 173000 SH SOLE 173000
ORACLE CORP COM 68389X105 8024 240000 SH SOLE 240000
PETROLEO BRASILEIRO S.A.-ADR COM 71654V408 20215 500000 SH SOLE 500000
VERIZON COMMUNICATION INC. COM 92343V104 7323 190000 SH SOLE 190000
VMWARE INC-CLASS A COM 928563402 2446 30000 SH SOLE 30000
YUM BRANDS INC COM 988498101 4213 82000 SH SOLE 82000
CONSUMER STAPLES SPDR ETF 81369Y308 77538 2591500 SH SOLE 2591500
IPATH MSCI INDIA INDEX ETF 06739F291 8728 120000 SH SOLE 120000
NASDAQ 100 MFC POWERSHARES ETF 73935A104 67050 1167500 SH SOLE 1167500
OIL SERVICES HOLDRs ETF 678002106 9862 60000 SH SOLE 60000
RUSSELL 2000 INDEX FUND ETF 464287655 53195 632000 SH SOLE 632000
SELECT SECTOR SPDR-CONSUMER DI ETF 81369Y407 95672 2450000 SH SOLE 2450000
SELECT SECTOR SPDR-ENERGY ETF 81369Y506 117232 1470000 SH SOLE 1470000
SELECT SECTOR SPDR-FINANCIAL ETF 81369Y605 197431 12045800 SH SOLE 12045800
SELECT SECTOR SPDR-HEALTH CARE ETF 81369Y209 82775 2500000 SH SOLE 2500000
SELECT SECTOR SPDR-INDUSTRIAL ETF 81369Y704 102147 2712000 SH SOLE 2712000
SELECT SECTOR SPDR-MATERIALS ETF 81369Y100 35738 893000 SH SOLE 893000
SELECT SECTOR SPDR-TECHNOLOGY ETF 81369Y803 66355 2546000 SH SOLE 2546000
SELECT SECTOR SPDR-UTILITIES ETF 81369Y886 13608 427000 SH SOLE 427000
SPDR-S&P 500 INDEX ETF 78462F103 5436 41000 SH SOLE 41000