United States
Securities and Exchange Commission
Washington, DC 20549
Form 13 F
Report for the Calendar Year or Quarter Ended: March 31, 2012
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 25, 2012
I am signing this report as required by the Securities Exchange Act of 1934.
FORM 13F
March 31, 2012
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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
AGILENT TECHNOLOGY COM 00846U101 1674 37600 SH SOLE 37600
ALEXION PHARMACEUTICALS, INC. COM 015351109 2786 30000 SH SOLE 30000
ALLERGAN INC. COM 018490102 3569 37400 SH SOLE 37400
APPLE INC COM 037833100 6715 11200 SH SOLE 11200
AT&T INC COM 00206R102 12211 391000 SH SOLE 391000
BALTIC TRADING COM Y0553W103 150 36131 SH SOLE 36131
BRISTOL MYERS SQUIBB COM 110122108 2700 80000 SH SOLE 80000
CITRIX SYSTEM COM 177376100 1862 23600 SH SOLE 23600
EXXON COM 30231G102 13270 153000 SH SOLE 153000
FOREST LABORATORIES COM 345838106 3469 100000 SH SOLE 100000
GOOGLE INC - CL A COM 38259P508 923 1440 SH SOLE 1440
HOLOGIC, INC. COM 436440101 1552 72000 SH SOLE 72000
HUMAN GENOME SCIENCES COM 444903108 536 65000 SH SOLE 65000
ILLUMINA, INC COM 452327109 1315 25000 SH SOLE 25000
INFORMATICA CORP COM 45666Q102 2645 50000 SH SOLE 50000
INTUTIVE SURGICAL, INC. COM 46120E602 1679 3100 SH SOLE 3100
JOHNSON & JOHNSON COM 478160104 3958 60000 SH SOLE 60000
JUNIPER NETWORKS COM 48203R104 4576 200000 SH SOLE 200000
LINKEDIN CORP COM 53578A108 510 5000 SH SOLE 5000
OPENTABLE INC. COM 68372A104 9106 225000 SH SOLE 225000
SHIRE PLC-ADR COM 82481R106 2369 25000 SH SOLE 25000
VERIZON COMMUNICATION INC. COM 92343V104 4396 115000 SH SOLE 115000
VMWARE INC-CLASS A COM 928563402 1348 12000 SH SOLE 12000
YUM BRANDS INC COM 988498101 1196 16800 SH SOLE 16800
CONSUMER STAPLES SPDR ETF 81369Y308 95172 2792600 SH SOLE 2792600
DB COMMODITY INDEX FUND ETF 73935S105 29579 1027060 SH SOLE 1027060
ISHARE MSCI EMERGING MARKET IN ETF 464287234 19969 465000 SH SOLE 465000
MARKET VECTORS GOLD MINERS ETF 57060U100 495 10000 SH SOLE 10000
MID-CAP INDEX ETF 78467Y107 1988 11000 SH SOLE 11000
NASDAQ 100 MFC POWERSHARES ETF 73935A104 53067 785600 SH SOLE 785600
PROSHARES ULTRAPRO S&P 500 ETF ETF 74347X864 3392 40000 SH SOLE 40000
RUSSELL 2000 INDEX FUND ETF 464287655 2070 25000 SH SOLE 25000
SELECT SECTOR SPDR-CONSUMER DI ETF 81369Y407 93968 2084000 SH SOLE 2084000
SELECT SECTOR SPDR-ENERGY ETF 81369Y506 73989 1031200 SH SOLE 1031200
SELECT SECTOR SPDR-FINANCIAL ETF 81369Y605 128161 8114000 SH SOLE 8114000
SELECT SECTOR SPDR-HEALTH CARE ETF 81369Y209 84833 2255600 SH SOLE 2255600
SELECT SECTOR SPDR-INDUSTRIAL ETF 81369Y704 85276 2279200 SH SOLE 2279200
SELECT SECTOR SPDR-MATERIALS ETF 81369Y100 28378 767600 SH SOLE 767600
SELECT SECTOR SPDR-TECHNOLOGY ETF 81369Y803 111417 3694200 SH SOLE 3694200
SELECT SECTOR SPDR-UTILITIES ETF 81369Y886 26915 768000 SH SOLE 768000
SPDR GOLD TRUST ETF 78463V107 334291 2062000 SH SOLE 2062000
SPDR-S&P 500 INDEX ETF 78462F103 5351 38000 SH SOLE 38000
VANGUARD EAFE ETF ETF 921943858 61741 1814300 SH SOLE 1814300
VANGUARD EMERGING MARKET ETF 922042858 19817 455875 SH SOLE 455875