United States Securities and Exchange Commission Washington, DC 20549 Form 13 F Report for the Calendar Year or Quarter Ended: December 31, 2012 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: Christopher K. Li Title: President and Chief Investment Officier Phone: 301-571-7123 Signature, Place, and Date of Signing: Christopher K. Li, Bethesda, MD January 23, 2013 I am signing this report as required by the Securities Exchange Act of 1934. FORM 13F December 31, 2012 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 1031 11000 SH SOLE 11000 ALLERGAN INC. COM 018490102 5871 64000 SH SOLE 64000 APPLE INC COM 037833100 8674 16300 SH SOLE 16300 AT&T INC COM 00206R102 6135 182000 SH SOLE 182000 CHEVRON COM 166764100 3893 36000 SH SOLE 36000 EXXON COM 30231G102 13242 153000 SH SOLE 153000 FRONTLINE LTD. COM G3682E127 61 18736 SH SOLE 18736 GENERAL ELECTRIC CO. COM 369604103 11356 541000 SH SOLE 541000 GOOGLE INC - CL A COM 38259P508 990 1400 SH SOLE 1400 INTEL CORP COM 458140100 1237 60000 SH SOLE 60000 INTERNATIONAL BUSINESS MACHINE COM 459200101 4023 21000 SH SOLE 21000 JP MORGAN COM 46625H100 7914 180000 SH SOLE 180000 LONGTOP FINANCIAL ADR COM 543189108 3 94200 SH SOLE 94200 MICROSOFT CORP COM 594918104 2190 82000 SH SOLE 82000 MOLYCORP, INC. COM 608753109 378 40000 SH SOLE 40000 OPENTABLE INC. COM 68372A104 2050 42000 SH SOLE 42000 ORACLE CORP COM 68389X105 2432 73000 SH SOLE 73000 ORCHARD SUPPPLY HARDWARE COM 685691404 187 25189 SH SOLE 25189 PVTPL GDR LEVANESE CO FOR DEV COM 522386101 549 42264 SH SOLE 42264 VERIZON COMMUNICATION INC. COM 92343V104 3721 86000 SH SOLE 86000 CONSUMER STAPLES SPDR ETF 81369Y308 98823 2831600 SH SOLE 2831600 DB COMMODITY INDEX FUND ETF 73935S105 32355 1164701 SH SOLE 1164701 NASDAQ 100 MFC POWERSHARES ETF 73935A104 19187 294600 SH SOLE 294600 SELECT SECTOR SPDR-CONSUMER DI ETF 81369Y407 100049 2109000 SH SOLE 2109000 SELECT SECTOR SPDR-ENERGY ETF 81369Y506 73391 1027600 SH SOLE 1027600 SELECT SECTOR SPDR-FINANCIAL ETF 81369Y605 167899 10244000 SH SOLE 10244000 SELECT SECTOR SPDR-HEALTH CARE ETF 81369Y209 99406 2492600 SH SOLE 2492600 SELECT SECTOR SPDR-INDUSTRIAL ETF 81369Y704 80356 2120200 SH SOLE 2120200 SELECT SECTOR SPDR-MATERIALS ETF 81369Y100 29154 776600 SH SOLE 776600 SELECT SECTOR SPDR-TECHNOLOGY ETF 81369Y803 143881 4987200 SH SOLE 4987200 SELECT SECTOR SPDR-UTILITIES ETF 81369Y886 27273 781000 SH SOLE 781000 SPDR-S&P 500 INDEX ETF 78462F103 83167 584000 SH SOLE 584000 VANGUARD EAFE ETF ETF 921943858 61862 1755950 SH SOLE 1755950 VANGUARD EMERGING MARKET ETF 922042858 48001 1077950 SH SOLE 1077950