United States Securities and Exchange Commission Washington, DC 20549 Form 13 F Report for the Calendar Year or Quarter Ended: December 31, 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 January 28, 2010 I am signing this report as required by the Securities Exchange Act of 1934. FORM 13F December 31, 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 3780 23000 SH SOLE 23000 AMAZON.COM INC. COM 023135106 2663 19800 SH SOLE 19800 APPLE INC COM 037833100 12897 61200 SH SOLE 61200 AT&T INC COM 00206R102 14211 507000 SH SOLE 507000 BAXTER INTERNATIONAL COM 071813109 2066 35200 SH SOLE 35200 CISCO SYSTEMS INC COM 17275R102 10281 429440 SH SOLE 429440 CITRIX SYSTEM COM 177376100 8322 200000 SH SOLE 200000 DELL INC. COM 24702R101 1723 120000 SH SOLE 120000 EXPRESS SCRIPTS, INC COM 302182100 2765 32000 SH SOLE 32000 EXXON COM 30231G102 22775 334000 SH SOLE 334000 FREEPORT-MCMORAN COPPER COM 35671D857 482 6000 SH SOLE 6000 GOOGLE INC - CL A COM 38259P508 10289 16596 SH SOLE 16596 INTEL CORP COM 458140100 7629 373960 SH SOLE 373960 JOHNSON & JOHNSON COM 478160104 10750 166900 SH SOLE 166900 MICROSOFT CORP COM 594918104 19812 650000 SH SOLE 650000 ORACLE CORP COM 68389X105 6868 280000 SH SOLE 280000 PFIZER COM 717081103 1819 100000 SH SOLE 100000 SCHLUMBERGER LTD COM 806857108 11716 180000 SH SOLE 180000 STRYKER CORP COM 863667101 5339 106000 SH SOLE 106000 VERIZON COMMUNICATION INC. COM 92343V104 8771 264738 SH SOLE 264738 CHINA LIFE INSURANCE (2628.hk) COM 6718976 9105 1841000 SH SOLE 1841000 CHINA MINSHENG(1988.hk) COM B57JY24 2811 2500000 SH SOLE 2500000 CHINA MOBILE LTD (941.hk) COM 6073556 7817 832000 SH SOLE 832000 CHINA PACIFIC(2601.hk) COM B2Q5H56 3706 930000 SH SOLE 930000 CHINA SHIPPING DEV (1138.hk) COM 6782045 3564 2370000 SH SOLE 2370000 JIANGXI COPPER (358.hk) COM 6000305 3481 1470000 SH SOLE 1470000 PETROCHINA CO LTD (857.hk) COM 6226576 10616 8832000 SH SOLE 8832000 SINO-OCEAN LAND (3377.hk) COM B24CVP7 5909 6381500 SH SOLE 6381500 SINOPHARM GROUP (1099.hk) COM B3ZVDV0 1599 450000 SH SOLE 450000 YANZHOU COAL (1171.hk) COM 6109893 4855 2194000 SH SOLE 2194000 YINGDE GASES GRP(2168.hk) COM B4K19W5 1360 1320000 SH SOLE 1320000 HANG SENG H SHARE(2828.hk) ETF 6724092 3261 197400 SH SOLE 197400 ISHARE FTSE/A50 CHINA TRACKER( ETF B04V406 10349 5489000 SH SOLE 5489000 CONSUMER STAPLES SPDR ETF 81369Y308 78285 2957500 SH SOLE 2957500 IPATH MSCI INDIA INDEX ETF 06739F291 6406 100000 SH SOLE 100000 ISHARE MSCI BRAZIL INDEX FUND ETF 464286400 18652 250000 SH SOLE 250000 ISHARES MSCI SOUTH KOREA ETF 464286772 2382 50000 SH SOLE 50000 NASDAQ 100 MFC POWERSHARES ETF 73935A104 30881 675000 SH SOLE 675000 OIL SERVICES HOLDRs ETF 678002106 58251 490000 SH SOLE 490000 SELECT SECTOR SPDR-CONSUMER DI ETF 81369Y407 70704 2375000 SH SOLE 2375000 SELECT SECTOR SPDR-ENERGY ETF 81369Y506 43328 760000 SH SOLE 760000 SELECT SECTOR SPDR-FINANCIAL ETF 81369Y605 97356 6760800 SH SOLE 6760800 SELECT SECTOR SPDR-HEALTH CARE ETF 81369Y209 66676 2146000 SH SOLE 2146000 SELECT SECTOR SPDR-INDUSTRIAL ETF 81369Y704 75311 2710000 SH SOLE 2710000 SELECT SECTOR SPDR-MATERIALS ETF 81369Y100 28041 850000 SH SOLE 850000 SELECT SECTOR SPDR-TECHNOLOGY ETF 81369Y803 32102 1400000 SH SOLE 1400000 SELECT SECTOR SPDR-UTILITIES ETF 81369Y886 27142 875000 SH SOLE 875000 SPDR-S&P 500 INDEX ETF 78462F103 29532 265000 SH SOLE 265000 XINHAU/CHINA 25 INDEX ETF 464287184 55099 1303805 SH SOLE 1303805