United States Securities and Exchange Commission Washington, DC 20549 Form 13 F Report for the Calendar Year or Quarter Ended: March 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 April 29, 2009 I am signing this report as required by the Securities Exchange Act of 1934. FORM 13F March 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 ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ALTRIA GROUP INC. COM 02209S103 2002 125000 SH SOLE 125000 AMAZON.COM INC. COM 023135106 1102 15000 SH SOLE 15000 AMERICA MOVIL - ADR SERIES L COM 02364W105 812 30000 SH SOLE 30000 APPLE INC COM 037833100 8935 85000 SH SOLE 85000 AT&T INC COM 00206R102 7308 290000 SH SOLE 290000 BAXTER INTERNATIONAL COM 071813109 4200 82000 SH SOLE 82000 BHP BILLITON LTD - SPON ADR COM 088606108 3300 74000 SH SOLE 74000 CHINA LIFE INSURANCE CO-ADR COM 16939P106 591 12000 SH SOLE 12000 CIA VALE DO RIO DOCE - ADR COM 204412209 4455 335000 SH SOLE 335000 CISCO SYSTEMS INC COM 17275R102 12443 742000 SH SOLE 742000 DEERE & CO COM 244199105 690 21000 SH SOLE 21000 FLUOR CORP COM 343412102 3179 92000 SH SOLE 92000 FREEPORT-MCMORAN COPPER COM 35671D857 4383 115000 SH SOLE 115000 GENERAL CABLE CORP COM 369300108 733 37000 SH SOLE 37000 GOOGLE INC - CL A COM 38259P508 7936 22800 SH SOLE 22800 INTEL CORP COM 458140100 7560 503000 SH SOLE 503000 INTERNATIONAL BUSINESS MACHINE COM 459200101 2907 30000 SH SOLE 30000 JACOBS ENGINEERING GROUP INC COM 469814107 3247 84000 SH SOLE 84000 JOHNSON & JOHNSON COM 478160104 5207 99000 SH SOLE 99000 JOY GLOBAL INC COM 481165108 703 33000 SH SOLE 33000 KLA TENCOR CORP COM 482480100 1780 89000 SH SOLE 89000 MICROSOFT CORP COM 594918104 6981 380000 SH SOLE 380000 MONSANTO CO COM 61166W101 3739 45000 SH SOLE 45000 McDONALD'S CORP COM 580135101 2947 54000 SH SOLE 54000 ORACLE CORP COM 68389X105 9487 525000 SH SOLE 525000 PEABODY ENERGY CORP COM 704549104 6736 269000 SH SOLE 269000 POTASH CORP OF SASKATCHEWAN COM 73755L107 3960 49000 SH SOLE 49000 PROCTOR&GAMBLE CO. COM 742718109 5039 107000 SH SOLE 107000 RESEARCH IN MOTION COM 760975102 2543 59000 SH SOLE 59000 RIO TINTO PLC - SPON ADR COM 767204100 4424 33000 SH SOLE 33000 SCHLUMBERGER LTD COM 806857108 6377 157000 SH SOLE 157000 STARBUCKS CORPORATION COM 855244109 10221 920000 SH SOLE 920000 SUNCOR ENERGY INC COM 867229106 3443 155000 SH SOLE 155000 TEVA PHARMACEUTICAL-SP ADR COM 881624209 2207 49000 SH SOLE 49000 TOLL BROTHERS, INC COM 889478103 2542 140000 SH SOLE 140000 TRANSOCEAN INC COM H8817H100 7943 135000 SH SOLE 135000 VERIZON COMMUNICATION INC. COM 92343V104 5043 167000 SH SOLE 167000 VMWARE INC-CLASS A COM 928563402 3449 146000 SH SOLE 146000 WEATHERFORD INTL LTD COM H27013103 7738 699000 SH SOLE 699000 CHINA LIFE INSURANCE (2628.hk) COM 6718976 5041 1520000 SH SOLE 1520000 CHINA MOBILE LTD (941.hk) COM 6073556 9319 1070000 SH SOLE 1070000 PETROCHINA CO LTD (857.hk) COM 6226576 4958 6218000 SH SOLE 6218000 ISHARE FTSE/A50 CHINA TRACKER( ETF B04V406 3162 2311700 SH SOLE 2311700 CONSUMER STAPLES SPDR ETF 81369Y308 34920 1655000 SH SOLE 1655000 ISHARE MSCI BRAZIL INDEX FUND ETF 464286400 22620 600000 SH SOLE 600000 OIL SERVICES HOLDRs ETF 678002106 22634 305000 SH SOLE 305000 SELECT SECTOR SPDR-CONSUMER DI ETF 81369Y407 15681 798000 SH SOLE 798000 SELECT SECTOR SPDR-ENERGY ETF 81369Y506 17409 410000 SH SOLE 410000 SELECT SECTOR SPDR-FINANCIAL ETF 81369Y605 52111 5915000 SH SOLE 5915000 SELECT SECTOR SPDR-HEALTH CARE ETF 81369Y209 32199 1330000 SH SOLE 1330000 SELECT SECTOR SPDR-INDUSTRIAL ETF 81369Y704 25397 1378000 SH SOLE 1378000 SELECT SECTOR SPDR-UTILITIES ETF 81369Y886 4599 180000 SH SOLE 180000 SPDR-S&P 500 INDEX ETF 78462F103 99300 1250000 SH SOLE 1250000 XINHAU/CHINA 25 INDEX ETF 464287184 31383 1100000 SH SOLE 1100000