United States
Securities and Exchange Commission
Washington, DC 20549
Form 13 F
Report for the Calendar Year or Quarter Ended: March 31, 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 May 9, 2008
I am signing this report as required by the Securities Exchange Act of 1934.
FORM 13F
March 31, 2008
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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- --------- ------ ------ ------
ADOBE SYSTEMS INC COM 00724F101 6050 170000 SH SOLE 170000
AMERICA MOVIL - ADR SERIES L COM 02364W105 24075 378000 SH SOLE 378000
APPLE INC COM 037833100 14780 103000 SH SOLE 103000
AT&T INC COM 00206R102 3830 100000 SH SOLE 100000
BHP BILLITON LTD - SPON ADR COM 088606108 11853 180000 SH SOLE 180000
CATERPILLAR INC COM 149123101 15658 200000 SH SOLE 200000
CHINA LIFE INSURANCE CO-ADR COM 16939P106 7809 150000 SH SOLE 150000
CIA VALE DO RIO DOCE - ADR COM 204412209 14029 405000 SH SOLE 405000
CISCO SYSTEMS INC COM 17275R102 5782 240000 SH SOLE 240000
DEERE & CO COM 244199105 15525 193000 SH SOLE 193000
EMC CORP/MASS COM 268648102 5736 400000 SH SOLE 400000
FLUOR CORP COM 343412102 19480 138000 SH SOLE 138000
FREEPORT-MCMORAN COPPER COM 35671D857 15876 165000 SH SOLE 165000
GENERAL CABLE CORP COM 369300108 14767 250000 SH SOLE 250000
GOOGLE INC - CL A COM 38259P508 8369 19000 SH SOLE 19000
ICICI BANK LTD - SPON ADR COM 45104G104 6683 175000 SH SOLE 175000
INTEL CORP COM 458140100 8896 420000 SH SOLE 420000
JACOBS ENGINEERING GROUP INC COM 469814107 16779 228000 SH SOLE 228000
JOY GLOBAL INC COM 481165108 14335 220000 SH SOLE 220000
MERCK & CO. INC. COM 589331107 4554 120000 SH SOLE 120000
MICROSOFT CORP COM 594918104 8514 300000 SH SOLE 300000
MONSANTO CO COM 61166W101 17282 155000 SH SOLE 155000
ORACLE CORP COM 68389X105 12323 630000 SH SOLE 630000
PEABODY ENERGY CORP COM 704549104 15300 300000 SH SOLE 300000
PETROCHINA CO LTD-ADR COM 71646E100 10025 80000 SH SOLE 80000
PETROLEO BRASILEIRO S.A.-ADR COM 71654V408 14602 143000 SH SOLE 143000
POTASH CORP OF SASKATCHEWAN COM 73755L107 17073 110000 SH SOLE 110000
RESEARCH IN MOTION COM 760975102 15151 135000 SH SOLE 135000
RIO TINTO PLC - SPON ADR COM 767204100 13591 33000 SH SOLE 33000
SCHLUMBERGER LTD COM 806857108 15660 180000 SH SOLE 180000
SUNCOR ENERGY INC COM 867229106 13007 135000 SH SOLE 135000
SUNPOWER CORP - CLASS A COM 867652109 9806 131600 SH SOLE 131600
TEVA PHARMACEUTICAL - SP ADR COM 881624209 5358 116000 SH SOLE 116000
TRANSOCEAN INC COM G90073100 12438 92000 SH SOLE 92000
VALERO ENERGY CORP COM 91913Y100 2357 48000 SH SOLE 48000
VIMPELCOM-SP ADR COM 68370R109 11956 400000 SH SOLE 400000
WEATHERFORD INTL LTD COM G95089101 15001 207000 SH SOLE 207000
ISHARE MSCI BRAZIL INDEX FUND ETF 464286400 53921 700000 SH SOLE 700000
ISHARES DJ US CNSMER SERVICE ETF 464287580 31647 550000 SH SOLE 550000
SELECT SECTOR SPDR-FINANCIAL ETF 81369Y605 129324 5200000 SH SOLE 5200000