United States
Securities and Exchange Commission
Washington, DC 20549
Form 13 F
Report for the Calendar Year or Quarter Ended: March 31, 2013
Report type: 13F Holdings Report
Institutional Investment Manager Filing this Report:
Name: Lockheed Martin Investment Management Company
6901 Rockledge Drive, 9th 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, 2013
I am signing this report as required by the Securities Exchange Act of 1934.
FORM 13F
March 31, 2013
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 1742 41500 SH SOLE 41500
ALLERGAN INC. COM 018490102 7144 64000 SH SOLE 64000
APPLE INC COM 037833100 13590 30700 SH SOLE 30700
AT&T INC COM 00206R102 5159 140600 SH SOLE 140600
BROADCOM CORP - CL A COM 111320107 7213 208000 SH SOLE 208000
CHEVRON COM 166764100 2020 17000 SH SOLE 17000
EXXON COM 30231G102 11534 128000 SH SOLE 128000
FRONTLINE LTD. COM G3682E127 47 20000 SH SOLE 20000
GENERAL ELECTRIC CO. COM 369604103 11347 490800 SH SOLE 490800
GOOGLE INC - CL A COM 38259P508 1048 1320 SH SOLE 1320
HUMANA INC COM 444859102 10056 145500 SH SOLE 145500
INTEL CORP COM 458140100 1237 56640 SH SOLE 56640
INTERNATIONAL BUSINESS MACHINE COM 459200101 4228 19820 SH SOLE 19820
INVENSENSE, INC. COM 46123D205 801 75000 SH SOLE 75000
JP MORGAN COM 46625H100 8068 170000 SH SOLE 170000
LONGTOP FINANCIAL ADR COM 543189108 0 94200 SH SOLE 94200
MERCK & CO. INC. COM 58933Y105 7116 161000 SH SOLE 161000
MICROSOFT CORP COM 594918104 2214 77400 SH SOLE 77400
OPENTABLE INC. COM 68372A104 3653 58000 SH SOLE 58000
PERRIGO CO COM 714290103 1069 9000 SH SOLE 9000
PVTPL GDR LEVANESE CO FOR DEV COM 522386101 519 42264 SH SOLE 42264
QUALCOMM INC COM 747525103 5020 75000 SH SOLE 75000
VERIZON COMMUNICATION INC. COM 92343V104 2875 58500 SH SOLE 58500
WARNER CHILCOTT COM G94368100 2439 180000 SH SOLE 180000
CONSUMER STAPLES SPDR ETF 81369Y308 106727 2683600 SH SOLE 2683600
DB COMMODITY INDEX FUND ETF 73935S105 41425 1516851 SH SOLE 1516851
ISHARES CORE MSCI EMERGING MKT ETF 46434G103 52405 1032400 SH SOLE 1032400
ISHARES CORE S&P MIDCAP ETF ETF 464287507 13180 114537 SH SOLE 114537
ISHARES RUSSELL 2000 VALUE ETF 464287630 13093 156228 SH SOLE 156228
ISHARES S&P 500 VALUE INDEX ETF 464287408 13058 176932 SH SOLE 176932
ISHARES S&P MIDCAP 400/GROWTH ETF 464287606 13072 102017 SH SOLE 102017
ISHARES S&P NORTH AMER NATURAL ETF 464287374 90364 2227355 SH SOLE 2227355
MID-CAP INDEX ETF 78467Y107 23908 114000 SH SOLE 114000
NASDAQ 100 MFC POWERSHARES ETF 73935A104 19181 278100 SH SOLE 278100
RUSSELL 2000 INDEX FUND ETF 464287655 6044 64000 SH SOLE 64000
SELECT SECTOR SPDR-AGRICULTURE ETF 57060U605 79221 1463000 SH SOLE 1463000
SELECT SECTOR SPDR-CONSUMER DI ETF 81369Y407 103217 1947500 SH SOLE 1947500
SELECT SECTOR SPDR-ENERGY ETF 81369Y506 78303 987300 SH SOLE 987300
SELECT SECTOR SPDR-FINANCIAL ETF 81369Y605 179960 9883000 SH SOLE 9883000
SELECT SECTOR SPDR-HEALTH CARE ETF 81369Y209 105940 2302600 SH SOLE 2302600
SELECT SECTOR SPDR-INDUSTRIAL ETF 81369Y704 85115 2038200 SH SOLE 2038200
SELECT SECTOR SPDR-MATERIALS ETF 81369Y100 28417 725300 SH SOLE 725300
SELECT SECTOR SPDR-TECHNOLOGY ETF 81369Y803 145635 4811200 SH SOLE 4811200
SELECT SECTOR SPDR-UTILITIES ETF 81369Y886 138297 3537007 SH SOLE 3537007
SPDR S&P METALS&MINING ETF 78464A755 2625 65000 SH SOLE 65000
SPDR S&P OIL & GAS EXPLORATION ETF 78464A730 47212 780500 SH SOLE 780500
SPDR-S&P 500 INDEX ETF 78462F103 40108 256000 SH SOLE 256000
VANGUARD EAFE ETF ETF 921943858 63969 1755950 SH SOLE 1755950