LOCKHEED MARTIN INVESTMENT MANAGEMENT CO Diversified Active

CIK: 0000897599 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 8, 2015

Total Value ($000): $2,062,157 (100.0% shares, 0.0% debt)

Holdings (126)

— SELECT SECTOR SPDR-AGRICULTURE 9.9%
Value ($000) $204,483 Shares 3,814,984 Est. Cost $52.33 Unrealized —
— SPDR S&P OIL & GAS EXPLORATION 9.2%
Value ($000) $189,017 Shares 3,658,863 Est. Cost $63.85 Unrealized —
XLI SELECT SECTOR SPDR-INDUSTRIAL 8.1%
Value ($000) $166,696 Shares 2,988,983 Est. Cost $49.16 Unrealized —
ITB ISHARES DJ HOME 7.7%
Value ($000) $157,784 Shares 5,589,242 Est. Cost $24.11 Unrealized —
IGE ISHARES NORTH AMER NATURAL RES 5.6%
Value ($000) $115,318 Shares 3,071,870 Est. Cost $40.63 Unrealized —
XLF SELECT SECTOR SPDR-FINANCIAL 5.5%
Value ($000) $113,720 Shares 4,716,700 Est. Cost $20.91 Unrealized —
XLK SELECT SECTOR SPDR-TECHNOLOGY 4.9%
Value ($000) $101,185 Shares 2,441,731 Est. Cost $39.16 Unrealized —
IYR ISHARES DJ US REAL ESTATE 4.6%
Value ($000) $95,252 Shares 1,200,863 Est. Cost $68.57 Unrealized —
XLY SELECT SECTOR SPDR-CONSUMER DI 4.0%
Value ($000) $83,112 Shares 1,103,019 Est. Cost $60.45 Unrealized —
XLV SELECT SECTOR SPDR-HEALTH CARE 3.4%
Value ($000) $70,010 Shares 965,660 Est. Cost $61.51 Unrealized —
XLB SELECT SECTOR SPDR-MATERIALS 3.1%
Value ($000) $64,029 Shares 1,312,613 Est. Cost $45.44 Unrealized —
SPY SPDR-S&P 500 INDEX 2.7%
Value ($000) $55,144 Shares 267,133 Est. Cost $180.18 Unrealized —
XLP CONSUMER STAPLES SPDR 2.6%
Value ($000) $52,965 Shares 1,086,680 Est. Cost $44.21 Unrealized —
XME SPDR S&P METALS&MINING 2.4%
Value ($000) $49,364 Shares 1,815,537 Est. Cost $37.73 Unrealized —
IEMG ISHARES CORE MSCI EMERGING MKT 2.0%
Value ($000) $40,220 Shares 832,200 Est. Cost $46.06 Unrealized —
VEA VANGUARD FTSE DEVELOPED MARKET 1.9%
Value ($000) $39,942 Shares 1,002,800 Est. Cost $35.82 Unrealized —
XLE SELECT SECTOR SPDR-ENERGY 1.7%
Value ($000) $34,065 Shares 439,100 Est. Cost $88.27 Unrealized —
EEM ISHARE MSCI EMERGING MARKETS E 1.1%
Value ($000) $23,075 Shares 575,000 Est. Cost $41.01 Unrealized —
IWM RUSSELL 2000 INDEX FUND 1.1%
Value ($000) $21,969 Shares 176,645 Est. Cost $119.15 Unrealized —
— ISHARES JAPAN 0.7%
Value ($000) $14,660 Shares 1,170,000 Est. Cost $12.14 Unrealized —
XLU SELECT SECTOR SPDR-UTILITIES 0.7%
Value ($000) $14,555 Shares 327,600 Est. Cost $43.82 Unrealized —
TLT ISHARES 20+ YEAR TREASURY BOND 0.7%
Value ($000) $13,682 Shares 104,691 Est. Cost $125.92 Unrealized —
AGG ISHARES CORE TOTAL US BOND ETF 0.6%
Value ($000) $13,372 Shares 120,000 Est. Cost $107.91 Unrealized —
IJH ISHARES CORE S&P MIDCAP ETF 0.6%
Value ($000) $13,313 Shares 87,600 Est. Cost $150.23 Unrealized —
— SPDR BARCLAYS CAPITAL HY BOND 0.5%
Value ($000) $10,803 Shares 275,445 Est. Cost $39.01 Unrealized —
AAPL APPLE INC 0.5%
Value ($000) $10,545 Shares 84,750 Est. Cost $19.32 Unrealized +38.9%
MDY MID-CAP INDEX 0.5%
Value ($000) $9,927 Shares 35,808 Est. Cost $277.23 Unrealized —
VGK VANGUARD FTSE EUROPE ETF 0.5%
Value ($000) $9,814 Shares 181,000 Est. Cost $54.06 Unrealized —
— S&P 500 PURE GROWTH 0.5%
Value ($000) $9,331 Shares 112,310 Est. Cost $72.83 Unrealized —
— MARKET VECTORS GOLD MINERS 0.4%
Value ($000) $8,755 Shares 480,000 Est. Cost $23.18 Unrealized —
— S&P 500 PURE VALUE 0.4%
Value ($000) $8,095 Shares 149,944 Est. Cost $50.31 Unrealized —
MS MORGAN STANLEY 0.4%
Value ($000) $7,847 Shares 219,870 Est. Cost $22.52 Unrealized +18.5%
— GUGGENHEIM S&P 500 EQUAL WEIGH 0.4%
Value ($000) $7,770 Shares 95,872 Est. Cost $76.71 Unrealized —
MSFT MICROSOFT CORP 0.4%
Value ($000) $7,631 Shares 187,700 Est. Cost $32.41 Unrealized +14.9%
JPM JP MORGAN 0.4%
Value ($000) $7,439 Shares 122,800 Est. Cost $39.50 Unrealized +12.1%
UNH UNITEDHEALTH GROUP 0.4%
Value ($000) $7,405 Shares 62,600 Est. Cost $80.53 Unrealized +15.7%
XOM EXXON 0.4%
Value ($000) $7,395 Shares 87,000 Est. Cost $58.05 Unrealized -4.3%
— POWERSHARES BUYBACK ACHIEVERS 0.3%
Value ($000) $6,585 Shares 133,540 Est. Cost $44.85 Unrealized —
MTUM ISHARES MSCI USA MOMENTUM FACT 0.3%
Value ($000) $6,583 Shares 93,636 Est. Cost $63.76 Unrealized —
IBM INTERNATIONAL BUSINESS MACHINE 0.3%
Value ($000) $6,388 Shares 39,800 Est. Cost $98.91 Unrealized -2.5%
— ALEXION PHARMACEUTICALS, INC. 0.3%
Value ($000) $6,014 Shares 34,700 Est. Cost $170.29 Unrealized —
ELV ANTHEM INC(WELLPOINT) 0.3%
Value ($000) $5,868 Shares 38,000 Est. Cost $106.89 Unrealized +14.2%
SLAB SILICON LABORATORIES 0.3%
Value ($000) $5,686 Shares 112,000 Est. Cost $48.54 Unrealized 0.0%
AXP AMERICAN EXPRESS CO. 0.3%
Value ($000) $5,367 Shares 68,700 Est. Cost $73.90 Unrealized -3.9%
BAC BANK OF AMERICA 0.3%
Value ($000) $5,294 Shares 344,000 Est. Cost $11.15 Unrealized +14.5%
TSM TAIWAN SEMICONDUCTOR MFG CO 0.3%
Value ($000) $5,252 Shares 223,670 Est. Cost $22.03 Unrealized —
— CITRIX SYSTEM 0.2%
Value ($000) $4,963 Shares 77,700 Est. Cost $63.87 Unrealized —
— TWITTER INC 0.2%
Value ($000) $4,758 Shares 95,000 Est. Cost $50.08 Unrealized —
— BROADCOM CORP - CL A 0.2%
Value ($000) $4,494 Shares 103,800 Est. Cost $35.70 Unrealized —
VRTX VERTEX PHARMACEUTICALS 0.2%
Value ($000) $4,282 Shares 36,300 Est. Cost $119.81 Unrealized 0.0%
GS GOLDMAN SACHS GROUP 0.2%
Value ($000) $4,199 Shares 22,340 Est. Cost $146.75 Unrealized +2.1%
— VMWARE INC-CLASS A 0.2%
Value ($000) $3,772 Shares 46,000 Est. Cost $82.00 Unrealized —
TMO THERMO FISHER SCIENTIFIC 0.2%
Value ($000) $3,762 Shares 28,000 Est. Cost $124.72 Unrealized 0.0%
— BLACKROCK INC 0.2%
Value ($000) $3,728 Shares 10,190 Est. Cost $344.52 Unrealized —
CAH CARDINAL HEALTH 0.2%
Value ($000) $3,665 Shares 40,600 Est. Cost $63.64 Unrealized 0.0%
OEF ISHARES S&P100 ETF 0.2%
Value ($000) $3,574 Shares 39,600 Est. Cost $88.15 Unrealized —
MTD METTLER TOLEDO 0.2%
Value ($000) $3,517 Shares 10,700 Est. Cost $309.50 Unrealized 0.0%
— ATMEL CORP 0.2%
Value ($000) $3,457 Shares 420,000 Est. Cost $8.23 Unrealized —
— MKT VCT JUNR GOLD 0.2%
Value ($000) $3,405 Shares 150,000 Est. Cost $36.38 Unrealized —
IJK ISHARES S&P MIDCAP 400/GROWTH 0.2%
Value ($000) $3,338 Shares 19,462 Est. Cost $171.51 Unrealized —
— ACTIVISION BLIZZARD INC 0.1%
Value ($000) $3,000 Shares 132,000 Est. Cost $22.73 Unrealized —
AMZN AMAZON.COM INC. 0.1%
Value ($000) $2,977 Shares 8,000 Est. Cost $16.12 Unrealized +9.0%
PFE PFIZER 0.1%
Value ($000) $2,940 Shares 84,500 Est. Cost $18.90 Unrealized +6.3%
ZTS ZOETIS INC 0.1%
Value ($000) $2,926 Shares 63,200 Est. Cost $41.44 Unrealized 0.0%
WFC WELLS FARGO&COMPANY 0.1%
Value ($000) $2,863 Shares 52,635 Est. Cost $35.19 Unrealized +13.2%
NXPI NXP SEMICONDUCTORS 0.1%
Value ($000) $2,810 Shares 28,000 Est. Cost $46.36 Unrealized +68.8%
VIPS VIPSHOP HOLDINGS INC. ADR 0.1%
Value ($000) $2,762 Shares 93,820 Est. Cost $56.82 Unrealized —
— DB COMMODITY INDEX FUND 0.1%
Value ($000) $2,759 Shares 161,600 Est. Cost $25.47 Unrealized —
— PROSHARES S&P500 HI DIV 0.1%
Value ($000) $2,743 Shares 83,391 Est. Cost $30.75 Unrealized —
— HEALTH NET 0.1%
Value ($000) $2,637 Shares 43,600 Est. Cost $60.48 Unrealized —
REGN REGENERON PHARMACTCLS 0.1%
Value ($000) $2,483 Shares 5,500 Est. Cost $415.94 Unrealized +1.3%
— JUNIPER NETWORKS 0.1%
Value ($000) $2,439 Shares 108,000 Est. Cost $22.58 Unrealized —
— BROADSOFT INC 0.1%
Value ($000) $2,429 Shares 72,600 Est. Cost $33.46 Unrealized —
— ZYNGA, INC. 0.1%
Value ($000) $2,251 Shares 790,000 Est. Cost $3.11 Unrealized —
MRK MERCK & CO. INC. 0.1%
Value ($000) $2,250 Shares 39,150 Est. Cost $37.25 Unrealized +8.2%
— ACTAVIS PLC 0.1%
Value ($000) $2,192 Shares 7,366 Est. Cost $297.58 Unrealized —
— YY INC. 0.1%
Value ($000) $2,160 Shares 39,600 Est. Cost $72.48 Unrealized —
— S&P500 POWERSHARES VALUE LINE 0.1%
Value ($000) $2,054 Shares 87,538 Est. Cost $21.58 Unrealized —
ERIC ERICSSON 0.1%
Value ($000) $2,046 Shares 163,000 Est. Cost $12.55 Unrealized —
— ALCATEL-LUCENT (ADR) 0.1%
Value ($000) $2,033 Shares 545,000 Est. Cost $3.73 Unrealized —
AMAT APPLIED MATERIALS 0.1%
Value ($000) $2,030 Shares 90,000 Est. Cost $14.86 Unrealized +40.9%
— HOLLYFRONTIER CORP 0.1%
Value ($000) $2,013 Shares 50,000 Est. Cost $40.26 Unrealized —
CVX CHEVRON 0.1%
Value ($000) $1,984 Shares 18,900 Est. Cost $73.35 Unrealized -8.8%
— PACIFIC DRILLING 0.1%
Value ($000) $1,945 Shares 500,000 Est. Cost $3.89 Unrealized —
BIDU BAIDU, INC. 0.1%
Value ($000) $1,896 Shares 9,100 Est. Cost $205.55 Unrealized —
— SHIRE PLC-ADR 0.1%
Value ($000) $1,890 Shares 7,900 Est. Cost $232.47 Unrealized —
— MEDIVATION, INC. 0.1%
Value ($000) $1,807 Shares 14,000 Est. Cost $129.07 Unrealized —
— MKT VECTORS OIL SERVICES 0.1%
Value ($000) $1,685 Shares 50,000 Est. Cost $51.50 Unrealized —
BABA ALIBABA GROUP HLDS LTD 0.1%
Value ($000) $1,655 Shares 19,888 Est. Cost $85.31 Unrealized —
CMCSA COMCAST CORPORATION 0.1%
Value ($000) $1,581 Shares 28,000 Est. Cost $18.38 Unrealized +21.9%
— DISCOVER FINANCIAL SERVICES 0.1%
Value ($000) $1,471 Shares 26,100 Est. Cost $57.57 Unrealized —
SDY SPDR-S&P DIVIDEND 0.1%
Value ($000) $1,417 Shares 18,115 Est. Cost $75.92 Unrealized —
— GOOGLE INC - CL A 0.1%
Value ($000) $1,276 Shares 2,300 Est. Cost $1119.76 Unrealized —
— GOOGLE INC NON-VOTING CL C 0.1%
Value ($000) $1,260 Shares 2,300 Est. Cost $575.21 Unrealized —
— POWERSHARES S&P 500 LOW 0.1%
Value ($000) $1,254 Shares 33,050 Est. Cost $37.97 Unrealized —
IWO ISHARES RUSSELL 2000 GROWTH ET 0.1%
Value ($000) $1,199 Shares 7,910 Est. Cost $151.58 Unrealized —
C CITIGROUP 0.1%
Value ($000) $1,120 Shares 21,730 Est. Cost $37.62 Unrealized +0.8%
RRC RANGE RESOURCES 0.1%
Value ($000) $1,080 Shares 20,759 Est. Cost $49.61 Unrealized 0.0%
COP CONOCOPHILIPS 0.1%
Value ($000) $1,065 Shares 17,100 Est. Cost $54.56 Unrealized -16.5%
LYB LYDONDELLBASELL INDU - CL A 0.1%
Value ($000) $1,054 Shares 12,000 Est. Cost $44.48 Unrealized +5.0%
— SEAGATE TECHNOLOGY HOLDINGS 0.1%
Value ($000) $1,041 Shares 20,000 Est. Cost $56.16 Unrealized —
SAP SAP CORP 0.0%
Value ($000) $974 Shares 13,500 Est. Cost $72.15 Unrealized —
USB US BANCORP 0.0%
Value ($000) $912 Shares 20,880 Est. Cost $27.34 Unrealized +9.0%
— SANDISK CORP 0.0%
Value ($000) $891 Shares 14,000 Est. Cost $79.18 Unrealized —
TOL TOLL BROTHERS, INC 0.0%
Value ($000) $787 Shares 20,000 Est. Cost $36.54 Unrealized 0.0%
DIS WALT DISNEY CO. 0.0%
Value ($000) $781 Shares 7,450 Est. Cost $59.53 Unrealized +54.3%
INTC INTEL CORP 0.0%
Value ($000) $750 Shares 24,000 Est. Cost $26.00 Unrealized 0.0%
BA THE BOEING CO 0.0%
Value ($000) $672 Shares 4,475 Est. Cost $106.98 Unrealized +19.5%
OXY OCCIDENTAL PETROLEUM 0.0%
Value ($000) $657 Shares 9,000 Est. Cost $59.24 Unrealized -5.9%
BNPQY BNP PARIBAS 0.0%
Value ($000) $608 Shares 20,000 Est. Cost $30.40 Unrealized —
HUM HUMANA INC 0.0%
Value ($000) $534 Shares 3,000 Est. Cost $145.13 Unrealized 0.0%
RIG TRANSOCEAN INC 0.0%
Value ($000) $513 Shares 35,000 Est. Cost $16.21 Unrealized 0.0%
— PRUDENTIAL PLC 0.0%
Value ($000) $499 Shares 10,000 Est. Cost $49.90 Unrealized —
FCX FREEPORT-MCMORAN COPPER&GOLD 0.0%
Value ($000) $474 Shares 25,000 Est. Cost $17.62 Unrealized 0.0%
— PVTPL GDR LEVANESE CO FOR DEV 0.0%
Value ($000) $470 Shares 42,264 Est. Cost $11.22 Unrealized —
ABBV ABBVIE INC. 0.0%
Value ($000) $454 Shares 7,750 Est. Cost $38.85 Unrealized 0.0%
— DRYSHIPS, INC. 0.0%
Value ($000) $415 Shares 545,828 Est. Cost $0.76 Unrealized —
NKE NIKE INC. 0.0%
Value ($000) $401 Shares 4,000 Est. Cost $27.95 Unrealized +49.2%
— ACE LIMITED 0.0%
Value ($000) $334 Shares 3,000 Est. Cost $103.55 Unrealized —
— ARM HOLDINGS PLC (ADR) 0.0%
Value ($000) $271 Shares 5,500 Est. Cost $49.27 Unrealized —
— TWENTY-FIRST CENTURY FOX 0.0%
Value ($000) $271 Shares 8,000 Est. Cost $34.03 Unrealized —
— SCORPIO BULKERS ORD 0.0%
Value ($000) $237 Shares 100,000 Est. Cost $2.37 Unrealized —
— CARDICA INC. 0.0%
Value ($000) $132 Shares 210,000 Est. Cost $1.14 Unrealized —
— LONGTOP FINANCIAL ADR 0.0%
Value ($000) $3 Shares 94,200 Est. Cost $0.03 Unrealized —
— KUSHNER-LOCKE CO 0.0%
Value ($000) $0 Shares 352,050 Est. Cost — Unrealized —
SGRZ STONEPATH GROUP INC 0.0%
Value ($000) $0 Shares 679,800 Est. Cost $0.00 Unrealized +501.6%