United States
Securities and Exchange Commission
Washington, DC 20549
Form 13 F
Report for the Calendar Year or Quarter Ended: June 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 August 12, 2008
I am signing this report as required by the Securities Exchange Act of 1934.
FORM 13F
June 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 3095 76000 SH SOLE 76000
ADOBE SYSTEMS INC COM 00724F101 3151 80000 SH SOLE 80000
AMAZON.COM INC. COM 023135106 2640 36000 SH SOLE 36000
AMERICA MOVIL - ADR SERIES L COM 02364W105 4220 80000 SH SOLE 80000
APPLE INC COM 037833100 15572 93000 SH SOLE 93000
BAXTER INTERNATIONAL COM 071813109 4795 75000 SH SOLE 75000
BHP BILLITON LTD - SPON ADR COM 088606108 3408 40000 SH SOLE 40000
CATERPILLAR INC COM 149123101 4429 60000 SH SOLE 60000
CHINA LIFE INSURANCE CO-ADR COM 16939P106 1304 25000 SH SOLE 25000
CIA VALE DO RIO DOCE - ADR COM 204412209 9492 265000 SH SOLE 265000
CISCO SYSTEMS INC COM 17275R102 11165 480000 SH SOLE 480000
COCA-COLA CO COM 191216100 14710 283000 SH SOLE 283000
DEERE & CO COM 244199105 1154 16000 SH SOLE 16000
FEDERAL EXPRESS COM 31428X106 15128 192000 SH SOLE 192000
FLUOR CORP COM 343412102 6513 35000 SH SOLE 35000
GENERAL CABLE CORP COM 369300108 5172 85000 SH SOLE 85000
GOOGLE INC - CL A COM 38259P508 13950 26500 SH SOLE 26500
HARLEY-DAVIDSON INC COM 412822108 4170 115000 SH SOLE 115000
INTEL CORP COM 458140100 5800 270000 SH SOLE 270000
JACOBS ENGINEERING GROUP INC COM 469814107 15575 193000 SH SOLE 193000
JOHNSON & JOHNSON COM 478160104 13576 211000 SH SOLE 211000
JOY GLOBAL INC COM 481165108 1517 20000 SH SOLE 20000
MICROSOFT CORP COM 594918104 8253 300000 SH SOLE 300000
MONSANTO CO COM 61166W101 2529 20000 SH SOLE 20000
ORACLE CORP COM 68389X105 14910 710000 SH SOLE 710000
PEABODY ENERGY CORP COM 704549104 3522 40000 SH SOLE 40000
PETROCHINA CO LTD-ADR COM 71646E100 10309 80000 SH SOLE 80000
PETROLEO BRASILEIRO S.A.-ADR COM 71654V408 2550 36000 SH SOLE 36000
POTASH CORP OF SASKATCHEWAN COM 73755L107 3429 15000 SH SOLE 15000
PROCTOR&GAMBLE CO. COM 742718109 13682 225000 SH SOLE 225000
RESEARCH IN MOTION COM 760975102 16366 140000 SH SOLE 140000
RIO TINTO PLC - SPON ADR COM 767204100 6930 14000 SH SOLE 14000
SCHLUMBERGER LTD COM 806857108 19123 178000 SH SOLE 178000
SUNCOR ENERGY INC COM 867229106 1453 25000 SH SOLE 25000
TEVA PHARMACEUTICAL - SP ADR COM 881624209 7145 156000 SH SOLE 156000
TRANSOCEAN INC COM G90073100 21182 139000 SH SOLE 139000
VIMPELCOM-SP ADR COM 68370R109 5936 200000 SH SOLE 200000
WEATHERFORD INTL LTD COM G95089101 9720 196000 SH SOLE 196000
WIMM BILL DANN ADS COM 97263M109 1578 15000 SH SOLE 15000
CHINA LIFE INSURANCE (2628.hk) COM 6718976 2853 815000 SH SOLE 815000
CHINA MOBILE LTD (941.hk) COM 6073556 2782 207000 SH SOLE 207000
PETROCHINA CO LTD (857.hk) COM 6226576 2409 1860000 SH SOLE 1860000
CONSUMER STAPLES SPDR ETF 81369Y308 49487 1850000 SH SOLE 1850000
ISHARE MSCI BRAZIL INDEX FUND ETF 464286400 102237 1145000 SH SOLE 1145000
ISHARES DJ US CNSMER SERVICE ETF 464287580 51557 943400 SH SOLE 943400
MKT VCTR RUSSIA SBI ETF 57060U506 7189 133600 SH SOLE 133600
PHARMACEUTICAL HOLDRs ETF 71712A206 10120 150000 SH SOLE 150000
SELECT SECTOR SPDR- UTILITIES ETF 81369Y886 37037 910000 SH SOLE 910000
SELECT SECTOR SPDR-FINANCIAL ETF 81369Y605 9117 450000 SH SOLE 450000
SELECT SECTOR SPDR-HEALTH CARE ETF 81369Y209 44647 1460000 SH SOLE 1460000
SPDR-S&P 500 INDEX ETF 78462F103 39802 311000 SH SOLE 311000
XINHAU/CHINA 25 INDEX ETF 464287184 19233 147000 SH SOLE 147000