United States
Securities and Exchange Commission
Washington, DC 20549
Form 13 F
Report for the Calendar Year or Quarter Ended: September 30, 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 October 20, 2011
I am signing this report as required by the Securities Exchange Act of 1934.
FORM 13F
September 30, 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 1281 20000 SH SOLE 20000
ALLERGAN INC. COM 018490102 3789 46000 SH SOLE 46000
AMAZON.COM INC. COM 023135106 1081 5000 SH SOLE 5000
AT&T INC COM 00206R102 9982 350000 SH SOLE 350000
CARDINAL HEALTH COM 14149Y108 1047 25000 SH SOLE 25000
CHEVRON COM 166764100 5370 58000 SH SOLE 58000
CISCO SYSTEMS INC COM 17275R102 3875 250000 SH SOLE 250000
ELECTRONIC ARTS COM 285512109 1636 80000 SH SOLE 80000
EXXON COM 30231G102 15543 214000 SH SOLE 214000
GOOGLE INC - CL A COM 38259P508 927 1800 SH SOLE 1800
INTUTIVE SURGICAL, INC. COM 46120E602 729 2000 SH SOLE 2000
LONGTOP FINANCIAL ADR COM 543189108 20 94200 SH SOLE 94200
PFIZER COM 717081103 1945 110000 SH SOLE 110000
VERIZON COMMUNICATION INC. COM 92343V104 7949 216000 SH SOLE 216000
YUM BRANDS INC COM 988498101 1037 21000 SH SOLE 21000
CONSUMER STAPLES SPDR ETF 81369Y308 91649 3090000 SH SOLE 3090000
DB COMMODITY INDEX FUND ETF 73935S105 11757 456600 SH SOLE 456600
IPATH MSCI INDIA INDEX ETF 06739F291 5383 100000 SH SOLE 100000
NASDAQ 100 MFC POWERSHARES ETF 73935A104 36481 695000 SH SOLE 695000
PROSHARES ULTRAPRO S&P 500 ETF ETF 74347X864 2523 55000 SH SOLE 55000
SELECT SECTOR SPDR-CONSUMER DI ETF 81369Y407 77215 2215000 SH SOLE 2215000
SELECT SECTOR SPDR-ENERGY ETF 81369Y506 53361 912000 SH SOLE 912000
SELECT SECTOR SPDR-FINANCIAL ETF 81369Y605 83142 7040000 SH SOLE 7040000
SELECT SECTOR SPDR-HEALTH CARE ETF 81369Y209 83767 2640000 SH SOLE 2640000
SELECT SECTOR SPDR-INDUSTRIAL ETF 81369Y704 62531 2140000 SH SOLE 2140000
SELECT SECTOR SPDR-MATERIALS ETF 81369Y100 15705 535000 SH SOLE 535000
SELECT SECTOR SPDR-TECHNOLOGY ETF 81369Y803 90388 3830000 SH SOLE 3830000
SELECT SECTOR SPDR-UTILITIES ETF 81369Y886 28644 852000 SH SOLE 852000
SPDR GOLD TRUST ETF 78463V107 413643 2617000 SH SOLE 2617000
SPDR-S&P 500 INDEX ETF 78462F103 72982 645000 SH SOLE 645000