United States
Securities and Exchange Commission
Washington, DC 20549
Form 13 F
Report for the Calendar Year or Quarter Ended: September 30, 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 October 23, 2012
I am signing this report as required by the Securities Exchange Act of 1934.
FORM 13F
September 30, 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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
ALEXION PHARMACEUTICALS, INC. COM 015351109 1144 10000 SH SOLE 10000
ALLERGAN INC. COM 018490102 9891 108000 SH SOLE 108000
APPLE INC COM 037833100 12675 19000 SH SOLE 19000
AT&T INC COM 00206R102 6861 182000 SH SOLE 182000
BALTIC TRADING COM Y0553W103 117 36131 SH SOLE 36131
CHEVRON COM 166764100 4196 36000 SH SOLE 36000
EXXON COM 30231G102 13992 153000 SH SOLE 153000
FRONTLINE LTD. COM G3682E127 72 18736 SH SOLE 18736
GENERAL ELECTRIC CO. COM 369604103 7063 311000 SH SOLE 311000
GOOGLE INC - CL A COM 38259P508 1056 1400 SH SOLE 1400
INTEL CORP COM 458140100 1359 60000 SH SOLE 60000
INTERNATIONAL BUSINESS MACHINE COM 459200101 4356 21000 SH SOLE 21000
JP MORGAN COM 46625H100 7286 180000 SH SOLE 180000
MICROSOFT CORP COM 594918104 2440 82000 SH SOLE 82000
OPENTABLE INC. COM 68372A104 2496 60000 SH SOLE 60000
ORACLE CORP COM 68389X105 2297 73000 SH SOLE 73000
VERIZON COMMUNICATION INC. COM 92343V104 3919 86000 SH SOLE 86000
CONSUMER STAPLES SPDR ETF 81369Y308 101442 2831600 SH SOLE 2831600
DB COMMODITY INDEX FUND ETF 73935S105 33754 1176901 SH SOLE 1176901
NASDAQ 100 MFC POWERSHARES ETF 73935A104 20201 294600 SH SOLE 294600
SELECT SECTOR SPDR-CONSUMER DI ETF 81369Y407 98680 2109000 SH SOLE 2109000
SELECT SECTOR SPDR-ENERGY ETF 81369Y506 75462 1027600 SH SOLE 1027600
SELECT SECTOR SPDR-FINANCIAL ETF 81369Y605 128836 8264000 SH SOLE 8264000
SELECT SECTOR SPDR-HEALTH CARE ETF 81369Y209 100003 2492600 SH SOLE 2492600
SELECT SECTOR SPDR-INDUSTRIAL ETF 81369Y704 77451 2120200 SH SOLE 2120200
SELECT SECTOR SPDR-MATERIALS ETF 81369Y100 28579 776600 SH SOLE 776600
SELECT SECTOR SPDR-TECHNOLOGY ETF 81369Y803 150031 4867200 SH SOLE 4867200
SELECT SECTOR SPDR-UTILITIES ETF 81369Y886 28421 781000 SH SOLE 781000
VANGUARD EAFE ETF ETF 921943858 57736 1755950 SH SOLE 1755950
VANGUARD EMERGING MARKET ETF 922042858 46265 1108950 SH SOLE 1108950