United States
Securities and Exchange Commission
Washington, DC 20549
Form 13 F
Report for the Calendar Year or Quarter Ended: December 31, 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 January 25, 2012
I am signing this report as required by the Securities Exchange Act of 1934.
FORM 13F
December 31, 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 2860 40000 SH SOLE 40000
ALLERGAN INC. COM 018490102 5791 66000 SH SOLE 66000
AMAZON.COM INC. COM 023135106 865 5000 SH SOLE 5000
APPLE INC COM 037833100 4860 12000 SH SOLE 12000
AT&T INC COM 00206R102 11733 388000 SH SOLE 388000
CHEVRON COM 166764100 12768 120000 SH SOLE 120000
EQUINIX INC COM 29444U502 3042 30000 SH SOLE 30000
EXXON COM 30231G102 29666 350000 SH SOLE 350000
GOOGLE INC - CL A COM 38259P508 5038 7800 SH SOLE 7800
HILL-ROM HOLDINGS COM 431475102 674 20000 SH SOLE 20000
IDEXX LABS COM 45168D104 1924 25000 SH SOLE 25000
INTUIT INC COM 461202103 3944 75000 SH SOLE 75000
INTUTIVE SURGICAL, INC. COM 46120E602 926 2000 SH SOLE 2000
MYLAN, INC. COM 628530107 3434 160000 SH SOLE 160000
OPENTABLE INC. COM 68372A104 978 25000 SH SOLE 25000
PFIZER COM 717081103 2597 120000 SH SOLE 120000
UNITED THERAPEUTICS CORP COM 91307c102 2835 60000 SH SOLE 60000
VERIZON COMMUNICATION INC. COM 92343V104 7141 178000 SH SOLE 178000
WESTERN DIGITAL CORP COM 958102105 3714 120000 SH SOLE 120000
YUM BRANDS INC COM 988498101 1239 21000 SH SOLE 21000
CONSUMER STAPLES SPDR ETF 81369Y308 113033 3479000 SH SOLE 3479000
DB COMMODITY INDEX FUND ETF 73935S105 21585 804220 SH SOLE 804220
IPATH MSCI INDIA INDEX ETF 06739F291 4662 100000 SH SOLE 100000
SELECT SECTOR SPDR-CONSUMER DI ETF 81369Y407 101647 2605000 SH SOLE 2605000
SELECT SECTOR SPDR-ENERGY ETF 81369Y506 66918 968000 SH SOLE 968000
SELECT SECTOR SPDR-FINANCIAL ETF 81369Y605 120510 9270000 SH SOLE 9270000
SELECT SECTOR SPDR-HEALTH CARE ETF 81369Y209 103654 2988000 SH SOLE 2988000
SELECT SECTOR SPDR-INDUSTRIAL ETF 81369Y704 95715 2836000 SH SOLE 2836000
SELECT SECTOR SPDR-MATERIALS ETF 81369Y100 31959 954000 SH SOLE 954000
SELECT SECTOR SPDR-TECHNOLOGY ETF 81369Y803 178888 7029000 SH SOLE 7029000
SELECT SECTOR SPDR-UTILITIES ETF 81369Y886 34037 946000 SH SOLE 946000
SPDR GOLD TRUST ETF 78463V107 317963 2092000 SH SOLE 2092000
SPDR-S&P 500 INDEX ETF 78462F103 16566 132000 SH SOLE 132000
VANGUARD EMERGING MARKET ETF 922042858 21130 553000 SH SOLE 553000