United States
Securities and Exchange Commission
Washington, DC 20549
Form 13 F
Report for the Calendar Year or Quarter Ended: September 30, 2009
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: Jeffrey A. Sharpe
Title: President
Phone: 301-571-7130
Signature, Place, and Date of Signing:
Jeffrey A. Sharpe, Bethesda, MD October 28, 2009
I am signing this report as required by the Securities Exchange Act of 1934.
FORM 13F
September 30, 2009
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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
ALCON INC. COM H01301102 13174 95000 SH SOLE 95000
AMAZON.COM INC. COM 023135106 2502 26800 SH SOLE 26800
APPLE INC COM 037833100 10787 58200 SH SOLE 58200
AT&T INC COM 00206R102 11668 432000 SH SOLE 432000
BAIDU, INC. COM 056752108 1955 5000 SH SOLE 5000
BAXTER INTERNATIONAL COM 071813109 5142 90200 SH SOLE 90200
CISCO SYSTEMS INC COM 17275R102 9638 409440 SH SOLE 409440
CITRIX SYSTEM COM 177376100 3923 100000 SH SOLE 100000
CTRIP.COM INTL LTD COM 22943F100 2058 35000 SH SOLE 35000
DELL INC. COM 24702R101 1831 120000 SH SOLE 120000
ENERGIZER COM 29266r108 13931 210000 SH SOLE 210000
GOOGLE INC - CL A COM 38259P508 8229 16596 SH SOLE 16596
INTEL CORP COM 458140100 7318 373960 SH SOLE 373960
INTUTIVE SURGICAL, INC. COM 46120E602 3409 13000 SH SOLE 13000
JOHNSON & JOHNSON COM 478160104 5291 86900 SH SOLE 86900
LOEWS COMPANY COM 548661107 2094 100000 SH SOLE 100000
MARRIOTT INTL COM 571903202 4036 146276 SH SOLE 146276
MICROSOFT CORP COM 594918104 23148 900000 SH SOLE 900000
TARGET COM 87612E106 1727 37000 SH SOLE 37000
TOLL BROTHERS, INC COM 889478103 1954 100000 SH SOLE 100000
VERIZON COMMUNICATION INC. COM 92343V104 6500 214738 SH SOLE 214738
CONSUMER STAPLES SPDR ETF 81369Y308 63332 2487500 SH SOLE 2487500
IPATH MSCI INDIA INDEX ETF 06739F291 5893 100000 SH SOLE 100000
ISHARE MSCI BRAZIL INDEX FUND ETF 464286400 13528 200000 SH SOLE 200000
ISHARES MSCI SOUTH KOREA ETF 464286772 2369 50000 SH SOLE 50000
SELECT SECTOR SPDR-CONSUMER DI ETF 81369Y407 55627 2025000 SH SOLE 2025000
SELECT SECTOR SPDR-ENERGY ETF 81369Y506 64704 1200000 SH SOLE 1200000
SELECT SECTOR SPDR-FINANCIAL ETF 81369Y605 105787 7080800 SH SOLE 7080800
SELECT SECTOR SPDR-HEALTH CARE ETF 81369Y209 66027 2303000 SH SOLE 2303000
SELECT SECTOR SPDR-INDUSTRIAL ETF 81369Y704 72303 2745000 SH SOLE 2745000
SELECT SECTOR SPDR-MATERIALS ETF 81369Y100 25371 820000 SH SOLE 820000
SELECT SECTOR SPDR-TECHNOLOGY ETF 81369Y803 62193 2980000 SH SOLE 2980000
SELECT SECTOR SPDR-UTILITIES ETF 81369Y886 27130 925000 SH SOLE 925000
XINHAU/CHINA 25 INDEX ETF 464287184 53352 1303805 SH SOLE 1303805