United States
Securities and Exchange Commission
Washington, DC 20549
Form 13 F
Report for the Calendar Year or Quarter Ended: September 30, 2008
Report type: 13F Holdings Report
Institutional Investment Manager Filing this Report:
Name: Lockheed Martin Investment Management Company
6550 Rock Spring Drive, Suite 400
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 November 5, 2008
I am signing this report as required by the Securities Exchange Act of 1934.
FORM 13F
September 30, 2008
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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
ACCENTURE LTD COM G1150G111 2888 76000 SH SOLE 76000
AMAZON.COM INC. COM 023135106 7785 107000 SH SOLE 107000
AMERICA MOVIL - ADR SERIES L COM 02364W105 1159 25000 SH SOLE 25000
APPLE INC COM 037833100 4546 40000 SH SOLE 40000
AT&T INC COM 00206R102 8097 290000 SH SOLE 290000
CATERPILLAR INC COM 149123101 4172 70000 SH SOLE 70000
CHINA LIFE INSURANCE CO-ADR COM 16939P106 1390 25000 SH SOLE 25000
CISCO SYSTEMS INC COM 17275R102 3835 170000 SH SOLE 170000
FREEPORT-MCMORAN COPPER COM 35671D857 512 9000 SH SOLE 9000
GENERAL CABLE CORP COM 369300108 413 11600 SH SOLE 11600
GENERAL ELECTRIC CO. COM 369604103 1275 50000 SH SOLE 50000
GOOGLE INC - CL A COM 38259P508 5252 13000 SH SOLE 13000
HARLEY-DAVIDSON INC COM 412822108 373 10000 SH SOLE 10000
INTEL CORP COM 458140100 6368 340000 SH SOLE 340000
JOHNSON & JOHNSON COM 478160104 416 6000 SH SOLE 6000
MICROSOFT CORP COM 594918104 11877 445000 SH SOLE 445000
ORACLE CORP COM 68389X105 11577 570000 SH SOLE 570000
RESEARCH IN MOTION COM 760975102 683 10000 SH SOLE 10000
TOLL BROTHERS, INC COM 889478103 6055 240000 SH SOLE 240000
VERIZON COMMUNICATION INC. COM 92343V104 5359 167000 SH SOLE 167000
CHINA LIFE INSURANCE (2628.hk) COM 6718976 3239 881000 SH SOLE 881000
CHINA MOBILE LTD (941.hk) COM 6073556 2793 282000 SH SOLE 282000
PETROCHINA CO LTD (857.hk) COM 6226576 1916 1860000 SH SOLE 1860000
ISHARE FTSE/A50 CHINA TRACKER( ETF B04V406 1508 1113300 SH SOLE 1113300
CONSUMER STAPLES SPDR ETF 81369Y308 42090 1525000 SH SOLE 1525000
ISHARE MSCI BRAZIL INDEX FUND ETF 464286400 54405 966175 SH SOLE 966175
ISHARES DJ US CNSMER SERVICE ETF 464287580 16249 306700 SH SOLE 306700
SELECT SECTOR SPDR-CONSUMER DI ETF 81369Y407 22264 798000 SH SOLE 798000
SELECT SECTOR SPDR-ENERGY ETF 81369Y506 49690 785000 SH SOLE 785000
SELECT SECTOR SPDR-FINANCIAL ETF 81369Y605 113274 5695000 SH SOLE 5695000
SELECT SECTOR SPDR-HEALTH CARE ETF 81369Y209 63706 2120000 SH SOLE 2120000
SELECT SECTOR SPDR-INDUSTRIAL ETF 81369Y704 22977 746000 SH SOLE 746000
SELECT SECTOR SPDR-TECHONOLOGY ETF 81369Y803 13002 655000 SH SOLE 655000
SELECT SECTOR SPDR-UTILITIES ETF 81369Y886 35224 1060000 SH SOLE 1060000
SPDR-S&P 500 INDEX ETF 78462F103 37929 327000 SH SOLE 327000
XINHAU/CHINA 25 INDEX ETF 464287184 32436 941000 SH SOLE 941000