United States
Securities and Exchange Commission
Washington, DC 20549
Form 13 F
Report for the Calendar Year or Quarter Ended: June 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 July 21, 2011
I am signing this report as required by the Securities Exchange Act of 1934.
FORM 13F
June 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 2822 60000 SH SOLE 60000
ALLERGAN INC. COM 018490102 5145 61800 SH SOLE 61800
AMAZON.COM INC. COM 023135106 1186 5800 SH SOLE 5800
APPLE INC COM 037833100 1678 5000 SH SOLE 5000
AT&T INC COM 00206R102 20856 664000 SH SOLE 664000
ELECTRONIC ARTS COM 285512109 1888 80000 SH SOLE 80000
EXXON COM 30231G102 33203 408000 SH SOLE 408000
GOOGLE INC - CL A COM 38259P508 1011 1996 SH SOLE 1996
INTEL CORP COM 458140100 4520 203960 SH SOLE 203960
INTUTIVE SURGICAL, INC. COM 46120E602 3014 8100 SH SOLE 8100
LONGTOP FINANCIAL ADR COM 54318P108 1462 94200 SH SOLE 94200
MICROSOFT CORP COM 594918104 4498 173000 SH SOLE 173000
ORACLE CORP COM 68389X105 1316 40000 SH SOLE 40000
POLYCOM, INC. COM 73172K104 3344 52000 SH SOLE 52000
UNITED THERAPEUTICS CORP COM 91307c102 1102 20000 SH SOLE 20000
VERIZON COMMUNICATION INC. COM 92343V104 14743 396000 SH SOLE 396000
YUM BRANDS INC COM 988498101 3038 55000 SH SOLE 55000
CONSUMER STAPLES SPDR ETF 81369Y308 109945 3520500 SH SOLE 3520500
IPATH MSCI INDIA INDEX ETF 06739F291 7009 100000 SH SOLE 100000
NASDAQ 100 MFC POWERSHARES ETF 73935A104 82580 1447500 SH SOLE 1447500
PHARMACEUTICAL HOLDRs ETF 71712A206 6737 95000 SH SOLE 95000
SELECT SECTOR SPDR-CONSUMER DI ETF 81369Y407 96906 2410000 SH SOLE 2410000
SELECT SECTOR SPDR-ENERGY ETF 81369Y506 45285 601000 SH SOLE 601000
SELECT SECTOR SPDR-FINANCIAL ETF 81369Y605 100785 6565800 SH SOLE 6565800
SELECT SECTOR SPDR-HEALTH CARE ETF 81369Y209 114016 3209000 SH SOLE 3209000
SELECT SECTOR SPDR-INDUSTRIAL ETF 81369Y704 89264 2397000 SH SOLE 2397000
SELECT SECTOR SPDR-MATERIALS ETF 81369Y100 23858 606000 SH SOLE 606000
SELECT SECTOR SPDR-TECHNOLOGY ETF 81369Y803 63325 2464000 SH SOLE 2464000
SELECT SECTOR SPDR-UTILITIES ETF 81369Y886 47207 1410000 SH SOLE 1410000
SPDR GOLD TRUST ETF 78463V107 276088 1891000 SH SOLE 1891000
SPDR-S&P 500 INDEX ETF 78462F103 5675 43000 SH SOLE 43000