LOCKHEED MARTIN INVESTMENT MANAGEMENT CO Diversified Active

CIK: 0000897599 · Show all filings

Period: Q2 2013 (Next →)

Filing Date: Aug 8, 2013

Total Value ($000): $1,639,724 (100.0% shares, 0.0% debt)

Holdings (45)

XLF SELECT SECTOR SPDR-FINANCIAL 10.5%

Value ($000) $172,924 Shares 8,893,000 Est. Cost $19.44 Unrealized —

XLK SELECT SECTOR SPDR-TECHNOLOGY 10.5%

Value ($000) $171,863 Shares 5,619,200 Est. Cost $30.58 Unrealized —

SPY SPDR-S&P 500 INDEX 8.8%

Value ($000) $143,897 Shares 897,000 Est. Cost $160.42 Unrealized —

XLY SELECT SECTOR SPDR-CONSUMER DI 8.0%

Value ($000) $130,820 Shares 2,319,500 Est. Cost $56.40 Unrealized —

XLU SELECT SECTOR SPDR-UTILITIES 7.4%

Value ($000) $122,034 Shares 3,243,007 Est. Cost $37.63 Unrealized —

XLV SELECT SECTOR SPDR-HEALTH CARE 7.3%

Value ($000) $119,672 Shares 2,513,600 Est. Cost $47.61 Unrealized —

XLP CONSUMER STAPLES SPDR 6.3%

Value ($000) $103,245 Shares 2,602,600 Est. Cost $39.67 Unrealized —

IGE ISHARES NORTH AMER NATURAL RES 5.6%

Value ($000) $91,761 Shares 2,398,355 Est. Cost $38.26 Unrealized —

XLI SELECT SECTOR SPDR-INDUSTRIAL 5.4%

Value ($000) $88,401 Shares 2,073,200 Est. Cost $42.64 Unrealized —

— SELECT SECTOR SPDR-AGRICULTURE 4.6%

Value ($000) $76,017 Shares 1,485,000 Est. Cost $51.19 Unrealized —

XLE SELECT SECTOR SPDR-ENERGY 4.1%

Value ($000) $67,831 Shares 866,300 Est. Cost $78.30 Unrealized —

VEA VANGUARD EAFE ETF 3.2%

Value ($000) $52,946 Shares 1,487,250 Est. Cost $35.60 Unrealized —

— SPDR S&P OIL & GAS EXPLORATION 2.8%

Value ($000) $46,457 Shares 798,500 Est. Cost $58.18 Unrealized —

IEMG ISHARES CORE MSCI EMERGING MKT 2.7%

Value ($000) $43,858 Shares 952,200 Est. Cost $46.06 Unrealized —

XLB SELECT SECTOR SPDR-MATERIALS 1.4%

Value ($000) $22,405 Shares 584,300 Est. Cost $38.35 Unrealized —

— DB COMMODITY INDEX FUND 1.2%

Value ($000) $18,881 Shares 751,332 Est. Cost $25.13 Unrealized —

Value ($000) $14,727 Shares 163,000 Est. Cost $53.69 Unrealized 0.0%

IWN ISHARES RUSSELL 2000 VALUE ETF 0.8%

Value ($000) $13,420 Shares 156,228 Est. Cost $85.90 Unrealized —

IVE ISHARES S&P 500 VALUE ETF 0.8%

Value ($000) $13,406 Shares 176,932 Est. Cost $75.77 Unrealized —

IJH ISHARES CORE S&P MIDCAP ETF 0.8%

Value ($000) $13,229 Shares 114,537 Est. Cost $115.50 Unrealized —

IJK ISHARES S&P MIDCAP 400/GROWTH 0.8%

Value ($000) $13,143 Shares 102,017 Est. Cost $128.83 Unrealized —

— POWERSHARES ETF TRUST II 0.7%

Value ($000) $10,674 Shares 343,000 Est. Cost $31.12 Unrealized —

— GENERAL ELECTRIC CO. 0.6%

Value ($000) $10,041 Shares 433,000 Est. Cost $23.19 Unrealized —

MSFT MICROSOFT CORP 0.6%

Value ($000) $9,065 Shares 262,400 Est. Cost $26.70 Unrealized 0.0%

HUM HUMANA INC 0.5%

Value ($000) $7,932 Shares 94,000 Est. Cost $71.14 Unrealized 0.0%

— BROADCOM CORP - CL A 0.5%

Value ($000) $7,874 Shares 233,000 Est. Cost $33.79 Unrealized —

TSM TAIWAN SEMICONDUCTOR MFG CO 0.4%

Value ($000) $7,128 Shares 389,091 Est. Cost $18.32 Unrealized —

— ALLERGAN INC. 0.4%

Value ($000) $6,335 Shares 75,200 Est. Cost $84.24 Unrealized —

IWM RUSSELL 2000 INDEX FUND 0.4%

Value ($000) $6,208 Shares 64,000 Est. Cost $97.00 Unrealized —

— SANDISK CORP 0.4%

Value ($000) $6,110 Shares 100,000 Est. Cost $61.10 Unrealized —

JPM JP MORGAN 0.4%

Value ($000) $5,912 Shares 112,000 Est. Cost $36.24 Unrealized 0.0%

AAPL APPLE INC 0.3%

Value ($000) $4,758 Shares 12,000 Est. Cost $13.16 Unrealized 0.0%

— NASDAQ 100 MFC POWERSHARES 0.2%

Value ($000) $3,856 Shares 54,100 Est. Cost $71.28 Unrealized —

CVX CHEVRON 0.1%

Value ($000) $2,367 Shares 20,000 Est. Cost $71.30 Unrealized 0.0%

BAC BANK OF AMERICA 0.1%

Value ($000) $1,929 Shares 150,000 Est. Cost $10.03 Unrealized 0.0%

T AT&T INC 0.1%

Value ($000) $1,841 Shares 52,000 Est. Cost $11.40 Unrealized 0.0%

VZ VERIZON COMMUNICATION INC. 0.1%

Value ($000) $1,510 Shares 30,000 Est. Cost $27.04 Unrealized 0.0%

INTC INTEL CORP 0.1%

Value ($000) $1,372 Shares 56,640 Est. Cost $17.18 Unrealized 0.0%

— GOOGLE INC - CL A 0.1%

Value ($000) $1,162 Shares 1,320 Est. Cost $880.30 Unrealized —

— INVENSENSE, INC. 0.1%

Value ($000) $1,153 Shares 75,000 Est. Cost $15.37 Unrealized —

IBM INTERNATIONAL BUSINESS MACHINE 0.0%

Value ($000) $573 Shares 3,000 Est. Cost $118.94 Unrealized 0.0%

— PVTPL GDR LEVANESE CO FOR DEV 0.0%

Value ($000) $474 Shares 42,264 Est. Cost $11.22 Unrealized —

— ANADARKO PETROLEUM 0.0%

Value ($000) $430 Shares 5,000 Est. Cost $86.00 Unrealized —

— FRONTLINE LTD. 0.0%

Value ($000) $80 Shares 45,000 Est. Cost $1.78 Unrealized —

— LONGTOP FINANCIAL ADR 0.0%

Value ($000) $3 Shares 94,200 Est. Cost $0.03 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
XLF	SELECT SECTOR SPDR-FINANCIAL	8,893,000	$172,924	10.5%	$19.44	—	ETF	81369Y605
XLK	SELECT SECTOR SPDR-TECHNOLOGY	5,619,200	$171,863	10.5%	$30.58	—	ETF	81369Y803
SPY	SPDR-S&P 500 INDEX	897,000	$143,897	8.8%	$160.42	—	ETF	78462F103
XLY	SELECT SECTOR SPDR-CONSUMER DI	2,319,500	$130,820	8.0%	$56.40	—	ETF	81369Y407
XLU	SELECT SECTOR SPDR-UTILITIES	3,243,007	$122,034	7.4%	$37.63	—	ETF	81369Y886
XLV	SELECT SECTOR SPDR-HEALTH CARE	2,513,600	$119,672	7.3%	$47.61	—	ETF	81369Y209
XLP	CONSUMER STAPLES SPDR	2,602,600	$103,245	6.3%	$39.67	—	ETF	81369Y308
IGE	ISHARES NORTH AMER NATURAL RES	2,398,355	$91,761	5.6%	$38.26	—	ETF	464287374
XLI	SELECT SECTOR SPDR-INDUSTRIAL	2,073,200	$88,401	5.4%	$42.64	—	ETF	81369Y704
—	SELECT SECTOR SPDR-AGRICULTURE	1,485,000	$76,017	4.6%	$51.19	—	ETF	57060U605
XLE	SELECT SECTOR SPDR-ENERGY	866,300	$67,831	4.1%	$78.30	—	ETF	81369Y506
VEA	VANGUARD EAFE ETF	1,487,250	$52,946	3.2%	$35.60	—	ETF	921943858
—	SPDR S&P OIL & GAS EXPLORATION	798,500	$46,457	2.8%	$58.18	—	ETF	78464A730
IEMG	ISHARES CORE MSCI EMERGING MKT	952,200	$43,858	2.7%	$46.06	—	ETF	46434G103
XLB	SELECT SECTOR SPDR-MATERIALS	584,300	$22,405	1.4%	$38.35	—	ETF	81369Y100
—	DB COMMODITY INDEX FUND	751,332	$18,881	1.2%	$25.13	—	ETF	73935S105
XOM	EXXON	163,000	$14,727	0.9%	$53.69	0.0%	COM	30231G102
IWN	ISHARES RUSSELL 2000 VALUE ETF	156,228	$13,420	0.8%	$85.90	—	ETF	464287630
IVE	ISHARES S&P 500 VALUE ETF	176,932	$13,406	0.8%	$75.77	—	ETF	464287408
IJH	ISHARES CORE S&P MIDCAP ETF	114,537	$13,229	0.8%	$115.50	—	ETF	464287507
IJK	ISHARES S&P MIDCAP 400/GROWTH	102,017	$13,143	0.8%	$128.83	—	ETF	464287606
—	POWERSHARES ETF TRUST II	343,000	$10,674	0.7%	$31.12	—	ETF	73937B779
—	GENERAL ELECTRIC CO.	433,000	$10,041	0.6%	$23.19	—	COM	369604103
MSFT	MICROSOFT CORP	262,400	$9,065	0.6%	$26.70	0.0%	COM	594918104
HUM	HUMANA INC	94,000	$7,932	0.5%	$71.14	0.0%	COM	444859102
—	BROADCOM CORP - CL A	233,000	$7,874	0.5%	$33.79	—	COM	111320107
TSM	TAIWAN SEMICONDUCTOR MFG CO	389,091	$7,128	0.4%	$18.32	—	COM	874039100
—	ALLERGAN INC.	75,200	$6,335	0.4%	$84.24	—	COM	018490102
IWM	RUSSELL 2000 INDEX FUND	64,000	$6,208	0.4%	$97.00	—	ETF	464287655
—	SANDISK CORP	100,000	$6,110	0.4%	$61.10	—	COM	80004C101
JPM	JP MORGAN	112,000	$5,912	0.4%	$36.24	0.0%	COM	46625H100
AAPL	APPLE INC	12,000	$4,758	0.3%	$13.16	0.0%	COM	037833100
—	NASDAQ 100 MFC POWERSHARES	54,100	$3,856	0.2%	$71.28	—	ETF	73935A104
CVX	CHEVRON	20,000	$2,367	0.1%	$71.30	0.0%	COM	166764100
BAC	BANK OF AMERICA	150,000	$1,929	0.1%	$10.03	0.0%	COM	060505104
T	AT&T INC	52,000	$1,841	0.1%	$11.40	0.0%	COM	00206R102
VZ	VERIZON COMMUNICATION INC.	30,000	$1,510	0.1%	$27.04	0.0%	COM	92343V104
INTC	INTEL CORP	56,640	$1,372	0.1%	$17.18	0.0%	COM	458140100
—	GOOGLE INC - CL A	1,320	$1,162	0.1%	$880.30	—	COM	38259P508
—	INVENSENSE, INC.	75,000	$1,153	0.1%	$15.37	—	COM	46123D205
IBM	INTERNATIONAL BUSINESS MACHINE	3,000	$573	0.0%	$118.94	0.0%	COM	459200101
—	PVTPL GDR LEVANESE CO FOR DEV	42,264	$474	0.0%	$11.22	—	COM	522386101
—	ANADARKO PETROLEUM	5,000	$430	0.0%	$86.00	—	COM	032511107
—	FRONTLINE LTD.	45,000	$80	0.0%	$1.78	—	COM	G3682E127
—	LONGTOP FINANCIAL ADR	94,200	$3	0.0%	$0.03	—	COM	543189108