United States Securities and Exchange Commission Washington, DC 20549 Form 13 F Report for the Calendar Year or Quarter Ended: June 30, 2010 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 July 26, 2010 I am signing this report as required by the Securities Exchange Act of 1934. FORM 13F June 30, 2010 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 1945 38000 SH SOLE 38000 ALTRIA GROUP INC. COM 02209S103 1703 85000 SH SOLE 85000 AMAZON.COM INC. COM 023135106 2163 19800 SH SOLE 19800 APPLE INC COM 037833100 5332 21200 SH SOLE 21200 AT&T INC COM 00206R102 12143 502000 SH SOLE 502000 BAXTER INTERNATIONAL COM 071813109 211 5200 SH SOLE 5200 CISCO SYSTEMS INC COM 17275R102 12561 589440 SH SOLE 589440 CITRIX SYSTEM COM 177376100 10460 247700 SH SOLE 247700 DELL INC. COM 24702R101 1447 120000 SH SOLE 120000 EXPRESS SCRIPTS, INC COM 302182100 7034 149600 SH SOLE 149600 EXXON COM 30231G102 14039 246000 SH SOLE 246000 GENERAL ELECTRIC CO. COM 369604103 7210 500000 SH SOLE 500000 GOOGLE INC - CL A COM 38259P508 6494 14596 SH SOLE 14596 INTEL CORP COM 458140100 7274 373960 SH SOLE 373960 JOHNSON & JOHNSON COM 478160104 2297 38900 SH SOLE 38900 MICROSOFT CORP COM 594918104 14956 650000 SH SOLE 650000 ORACLE CORP COM 68389X105 6009 280000 SH SOLE 280000 PEPSICO COM 713448108 1828 30000 SH SOLE 30000 PFIZER COM 717081103 998 70000 SH SOLE 70000 PROCTOR&GAMBLE CO. COM 742718109 1799 30000 SH SOLE 30000 STRYKER CORP COM 863667101 701 14000 SH SOLE 14000 TEVA PHARMACEUTICAL-SP ADR COM 881624209 1768 34000 SH SOLE 34000 VERIZON COMMUNICATION INC. COM 92343V104 3691 131738 SH SOLE 131738 WALMART COM 931142103 3461 72000 SH SOLE 72000 YUM BRANDS INC COM 988498101 2928 75000 SH SOLE 75000 ZIMMER HOLDINGS, INC. COM 98956P102 757 14000 SH SOLE 14000 CHINA LIFE INSURANCE (2628.hk) COM 6718976 1882 423000 SH SOLE 423000 CHINA MOBILE LTD (941.hk) COM 6073556 4650 463000 SH SOLE 463000 YANZHOU COAL (1171.hk) COM 6109893 2352 1200000 SH SOLE 1200000 ISHARE FTSE/A50 CHINA TRACKER( ETF B04V406 6533 4431700 SH SOLE 4431700 CONSUMER STAPLES SPDR ETF 81369Y308 62794 2462500 SH SOLE 2462500 IPATH MSCI INDIA INDEX ETF 06739F291 6400 100000 SH SOLE 100000 NASDAQ 100 MFC POWERSHARES ETF 73935A104 13197 309000 SH SOLE 309000 OIL SERVICES HOLDRs ETF 678002106 22714 240000 SH SOLE 240000 SELECT SECTOR SPDR-CONSUMER DI ETF 81369Y407 74573 2560000 SH SOLE 2560000 SELECT SECTOR SPDR-ENERGY ETF 81369Y506 46451 935000 SH SOLE 935000 SELECT SECTOR SPDR-FINANCIAL ETF 81369Y605 170841 12370800 SH SOLE 12370800 SELECT SECTOR SPDR-HEALTH CARE ETF 81369Y209 75999 2695000 SH SOLE 2695000 SELECT SECTOR SPDR-INDUSTRIAL ETF 81369Y704 71455 2605000 SH SOLE 2605000 SELECT SECTOR SPDR-MATERIALS ETF 81369Y100 24398 860000 SH SOLE 860000 SELECT SECTOR SPDR-TECHNOLOGY ETF 81369Y803 46206 2265000 SH SOLE 2265000 SELECT SECTOR SPDR-UTILITIES ETF 81369Y886 26282 930000 SH SOLE 930000 SPDR-S&P 500 INDEX ETF 78462F103 31585 306000 SH SOLE 306000