LOCKHEED MARTIN INVESTMENT MANAGEMENT CO Diversified Active

CIK: 0000897599 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 9, 2017

Total Value ($000): $1,758,292 (100.0% shares, 0.0% debt)

Holdings (123)

XLK SELECT SECTOR SPDR-TECHNOLOGY 10.0%
Value ($000) $175,853 Shares 3,298,695 Est. Cost $42.80 Unrealized —
IYR ISHARES DJ US REAL ESTATE 9.1%
Value ($000) $159,609 Shares 2,033,500 Est. Cost $79.35 Unrealized —
XLV SELECT SECTOR SPDR-HEALTH CARE 6.4%
Value ($000) $113,012 Shares 1,519,790 Est. Cost $66.99 Unrealized —
XLF SELECT SECTOR SPDR-FINANCIAL 6.4%
Value ($000) $112,843 Shares 4,755,283 Est. Cost $20.94 Unrealized —
XLP CONSUMER STAPLES SPDR 6.0%
Value ($000) $105,820 Shares 1,938,800 Est. Cost $51.80 Unrealized —
XLY SELECT SECTOR SPDR-CONSUMER DI 5.9%
Value ($000) $103,594 Shares 1,177,870 Est. Cost $65.07 Unrealized —
XLI SELECT SECTOR SPDR-INDUSTRIAL 4.9%
Value ($000) $86,559 Shares 1,330,443 Est. Cost $53.06 Unrealized —
XLE SELECT SECTOR SPDR-ENERGY 4.5%
Value ($000) $79,893 Shares 1,142,967 Est. Cost $75.36 Unrealized —
IEMG ISHARES CORE MSCI EMERGING MKT 3.9%
Value ($000) $68,080 Shares 1,424,570 Est. Cost $43.64 Unrealized —
XLU SELECT SECTOR SPDR-UTILITIES 3.5%
Value ($000) $62,059 Shares 1,209,500 Est. Cost $50.21 Unrealized —
IBB ISHARES NASDAQ BIOTECH 1.8%
Value ($000) $32,201 Shares 109,800 Est. Cost $293.01 Unrealized —
EWC ISHARES MSCI CANADA INDEX 1.8%
Value ($000) $32,009 Shares 1,190,829 Est. Cost $25.19 Unrealized —
EWJ ISHARES JAPAN 1.8%
Value ($000) $31,520 Shares 612,035 Est. Cost $49.54 Unrealized —
EEM ISHARE MSCI EMERGING MARKETS E 1.6%
Value ($000) $27,553 Shares 699,500 Est. Cost $38.85 Unrealized —
XLB SELECT SECTOR SPDR-MATERIALS 1.5%
Value ($000) $26,271 Shares 501,256 Est. Cost $46.20 Unrealized —
XLRE SELECT SECTOR SPDR- REAL ESTAT 1.5%
Value ($000) $26,074 Shares 825,127 Est. Cost $32.57 Unrealized —
IVE ISHARES S&P 500 VALUE ETF 1.5%
Value ($000) $26,043 Shares 250,321 Est. Cost $101.70 Unrealized —
AGG ISHARES CORE TOTAL US BOND ETF 1.4%
Value ($000) $25,083 Shares 231,200 Est. Cost $108.60 Unrealized —
AAPL APPLE INC 1.2%
Value ($000) $21,684 Shares 150,940 Est. Cost $26.33 Unrealized +15.6%
EWA ISHARES MSCI AUSTRALIA INDEX F 1.2%
Value ($000) $21,357 Shares 944,600 Est. Cost $20.20 Unrealized —
IVW ISHARES S&P 500 GROWTH ETF 1.1%
Value ($000) $19,327 Shares 146,954 Est. Cost $128.69 Unrealized —
IJK ISHARES S&P MIDCAP 400/GROWTH 1.0%
Value ($000) $17,338 Shares 90,816 Est. Cost $177.48 Unrealized —
IJJ ISHARES S&P MIDCAP 400/VALUE E 0.8%
Value ($000) $14,110 Shares 95,048 Est. Cost $137.45 Unrealized —
IWM RUSSELL 2000 INDEX FUND 0.8%
Value ($000) $14,107 Shares 102,608 Est. Cost $124.70 Unrealized —
VGK VANGUARD FTSE EUROPE ETF 0.8%
Value ($000) $13,820 Shares 267,990 Est. Cost $49.01 Unrealized —
EFV ISHARES MSCI EAFE VALUE 0.8%
Value ($000) $13,287 Shares 264,148 Est. Cost $48.28 Unrealized —
NVS NOVARTIS AG - ADR 0.7%
Value ($000) $11,594 Shares 156,100 Est. Cost $74.27 Unrealized —
— SPDR S&P OIL & GAS EXPLORATION 0.5%
Value ($000) $9,135 Shares 244,000 Est. Cost $36.23 Unrealized —
— UNILEVER PLC - ADR 0.5%
Value ($000) $9,116 Shares 183,500 Est. Cost $49.68 Unrealized —
— POWERSHARES S&P 500 QUALITY 0.5%
Value ($000) $9,104 Shares 332,619 Est. Cost $24.91 Unrealized —
EFG ISHARES MSCI EAFE GROWTH 0.5%
Value ($000) $8,881 Shares 127,808 Est. Cost $67.12 Unrealized —
EWU ISHARES MSCI UNITED KINGDOM 0.5%
Value ($000) $8,499 Shares 261,110 Est. Cost $31.23 Unrealized —
AXP AMERICAN EXPRESS CO. 0.5%
Value ($000) $8,471 Shares 107,075 Est. Cost $66.90 Unrealized +3.4%
DIS WALT DISNEY CO. 0.5%
Value ($000) $8,005 Shares 70,600 Est. Cost $101.62 Unrealized +1.4%
BTI BRITISH AMERICAN TOBACCO - ADR 0.4%
Value ($000) $7,706 Shares 116,200 Est. Cost $66.32 Unrealized —
SCZ ISHARES MSCI EAFE SMALL CAP 0.4%
Value ($000) $6,785 Shares 125,322 Est. Cost $52.15 Unrealized —
XOM EXXON 0.4%
Value ($000) $6,592 Shares 80,380 Est. Cost $57.84 Unrealized -3.0%
AMZN AMAZON.COM INC. 0.4%
Value ($000) $6,560 Shares 7,400 Est. Cost $23.66 Unrealized +76.2%
MSFT MICROSOFT CORP 0.4%
Value ($000) $6,455 Shares 98,005 Est. Cost $42.08 Unrealized +37.5%
SNY SANOFI (ADR) 0.4%
Value ($000) $6,303 Shares 139,300 Est. Cost $45.25 Unrealized —
SPY SPDR-S&P 500 INDEX 0.3%
Value ($000) $6,106 Shares 25,900 Est. Cost $235.75 Unrealized —
— GLAXOSMITHKLINE - ADR 0.3%
Value ($000) $6,067 Shares 143,900 Est. Cost $42.16 Unrealized —
META FACEBOOK 0.3%
Value ($000) $5,803 Shares 40,850 Est. Cost $112.23 Unrealized +18.2%
GOOGL ALPHABET INC - CL A 0.3%
Value ($000) $5,612 Shares 6,620 Est. Cost $35.95 Unrealized +16.1%
— PANDORA MEDIA INC 0.3%
Value ($000) $5,598 Shares 473,990 Est. Cost $11.38 Unrealized —
EUFN ISHARES MSCI EUROPE FINANCIALS 0.3%
Value ($000) $5,486 Shares 270,000 Est. Cost $17.16 Unrealized —
BUD ANHEUSER-BUSCH - ADR 0.3%
Value ($000) $5,236 Shares 47,700 Est. Cost $109.77 Unrealized —
— SHIRE PLC-ADR 0.3%
Value ($000) $5,227 Shares 30,000 Est. Cost $179.15 Unrealized —
MS MORGAN STANLEY 0.3%
Value ($000) $5,141 Shares 120,000 Est. Cost $24.23 Unrealized +41.8%
JPM JP MORGAN 0.3%
Value ($000) $5,095 Shares 58,000 Est. Cost $46.20 Unrealized +50.8%
MTUM ISHARES MSCI USA MOMENTUM FACT 0.3%
Value ($000) $5,008 Shares 60,595 Est. Cost $67.20 Unrealized —
— JP MORGAN ALERIAN MLP 0.3%
Value ($000) $5,006 Shares 155,000 Est. Cost $28.66 Unrealized —
C CITIGROUP 0.3%
Value ($000) $4,678 Shares 78,200 Est. Cost $37.30 Unrealized +19.8%
— S&P 500 PURE VALUE 0.3%
Value ($000) $4,660 Shares 79,176 Est. Cost $55.19 Unrealized —
PFE PFIZER 0.3%
Value ($000) $4,654 Shares 136,050 Est. Cost $21.21 Unrealized +0.9%
AZN ASTRAZENECA - ADR 0.3%
Value ($000) $4,602 Shares 147,800 Est. Cost $31.14 Unrealized —
DEO DIAGEO PLC - SPONSORED ADR 0.3%
Value ($000) $4,519 Shares 39,100 Est. Cost $115.58 Unrealized —
— SEAGATE TECHNOLOGY HOLDINGS 0.2%
Value ($000) $4,226 Shares 92,000 Est. Cost $35.30 Unrealized —
VZ VERIZON COMMUNICATION INC. 0.2%
Value ($000) $4,146 Shares 85,045 Est. Cost $32.51 Unrealized -3.3%
GS GOLDMAN SACHS GROUP 0.2%
Value ($000) $4,020 Shares 17,500 Est. Cost $200.04 Unrealized 0.0%
— GENERAL ELECTRIC CO. 0.2%
Value ($000) $3,931 Shares 131,905 Est. Cost $31.30 Unrealized —
— DB COMMODITY INDEX FUND 0.2%
Value ($000) $3,879 Shares 255,000 Est. Cost $21.76 Unrealized —
NVO NOVO NORDISK -ADR 0.2%
Value ($000) $3,754 Shares 109,500 Est. Cost $34.28 Unrealized —
— S&P 500 PURE GROWTH 0.2%
Value ($000) $3,686 Shares 41,104 Est. Cost $78.70 Unrealized —
TRV TRAVELERS COMPANIES ORD 0.2%
Value ($000) $3,604 Shares 29,900 Est. Cost $98.92 Unrealized 0.0%
AFL AFLAC INC 0.2%
Value ($000) $3,584 Shares 49,490 Est. Cost $28.82 Unrealized 0.0%
EQR EQUITY RESIDENTIAL 0.2%
Value ($000) $3,446 Shares 55,380 Est. Cost $45.00 Unrealized +0.4%
— ALLERGAN PLC 0.2%
Value ($000) $3,440 Shares 14,400 Est. Cost $256.59 Unrealized —
GOOG ALPHABET INC NON-VOTING CL C 0.2%
Value ($000) $3,401 Shares 4,100 Est. Cost $35.18 Unrealized +15.7%
CMCSA COMCAST CORPORATION 0.2%
Value ($000) $3,330 Shares 88,590 Est. Cost $25.52 Unrealized +17.2%
ORCL ORACLE CORP 0.2%
Value ($000) $3,286 Shares 73,660 Est. Cost $33.50 Unrealized +8.9%
T AT&T INC 0.1%
Value ($000) $2,565 Shares 61,740 Est. Cost $16.33 Unrealized +2.5%
IBM INTERNATIONAL BUSINESS MACHINE 0.1%
Value ($000) $2,451 Shares 14,075 Est. Cost $104.45 Unrealized +9.5%
— VANTIV INC 0.1%
Value ($000) $2,344 Shares 36,560 Est. Cost $62.17 Unrealized —
— BROADCOM LTD 0.1%
Value ($000) $2,322 Shares 10,605 Est. Cost $161.83 Unrealized —
IJH ISHARES CORE S&P MIDCAP ETF 0.1%
Value ($000) $2,300 Shares 13,434 Est. Cost $149.38 Unrealized —
PTC PTC INC 0.1%
Value ($000) $2,102 Shares 40,000 Est. Cost $41.47 Unrealized +27.5%
NXPI NXP SEMICONDUCTORS 0.1%
Value ($000) $2,055 Shares 19,855 Est. Cost $66.67 Unrealized +34.8%
RIG TRANSOCEAN INC 0.1%
Value ($000) $2,054 Shares 165,000 Est. Cost $11.77 Unrealized +16.7%
WDC WESTERN DIGITAL CORP 0.1%
Value ($000) $1,857 Shares 22,500 Est. Cost $31.21 Unrealized +64.4%
— RAYTHEON & COMPANY 0.1%
Value ($000) $1,830 Shares 12,000 Est. Cost $152.50 Unrealized —
JNJ JOHNSON & JOHNSON 0.1%
Value ($000) $1,769 Shares 14,200 Est. Cost $90.38 Unrealized +3.3%
BA THE BOEING CO 0.1%
Value ($000) $1,769 Shares 10,000 Est. Cost $158.76 Unrealized 0.0%
ADBE ADOBE SYSTEMS INC 0.1%
Value ($000) $1,744 Shares 13,400 Est. Cost $100.34 Unrealized +17.0%
STM ST MICRO ELECTRONICS 0.1%
Value ($000) $1,681 Shares 108,730 Est. Cost $8.09 Unrealized —
— US CONCRETE INC 0.1%
Value ($000) $1,678 Shares 26,000 Est. Cost $65.50 Unrealized —
TWLO TWILIO INC. 0.1%
Value ($000) $1,646 Shares 57,000 Est. Cost $30.23 Unrealized 0.0%
CMA COMERICA INC. 0.1%
Value ($000) $1,612 Shares 23,500 Est. Cost $28.81 Unrealized +67.5%
ZTS ZOETIS INC 0.1%
Value ($000) $1,601 Shares 30,000 Est. Cost $48.21 Unrealized +4.7%
RNR RENAISSANCERE HLDGS LTD 0.1%
Value ($000) $1,591 Shares 11,000 Est. Cost $117.88 Unrealized +21.4%
— SUMMIT MATERIALS INC 0.1%
Value ($000) $1,575 Shares 63,756 Est. Cost $23.79 Unrealized —
INTC INTEL CORP 0.1%
Value ($000) $1,574 Shares 43,630 Est. Cost $26.29 Unrealized +12.9%
— POWERSHARES BUYBACK ACHIEVERS 0.1%
Value ($000) $1,552 Shares 29,877 Est. Cost $50.46 Unrealized —
TSLA TESLA MOTORS, INC. 0.1%
Value ($000) $1,550 Shares 5,570 Est. Cost $16.92 Unrealized 0.0%
BABA ALIBABA GROUP HLDS LTD 0.1%
Value ($000) $1,445 Shares 13,400 Est. Cost $87.84 Unrealized —
FIS FIDELITY NATIONAL 0.1%
Value ($000) $1,433 Shares 18,000 Est. Cost $59.49 Unrealized +15.6%
CME CME GROUP INC 0.1%
Value ($000) $1,426 Shares 12,000 Est. Cost $73.18 Unrealized +19.7%
CVX CHEVRON 0.1%
Value ($000) $1,327 Shares 12,360 Est. Cost $74.28 Unrealized +3.3%
GILD GILEAD SCIENCES INC 0.1%
Value ($000) $1,307 Shares 19,250 Est. Cost $69.80 Unrealized -27.4%
— LAM RESEARCH CORP 0.1%
Value ($000) $1,284 Shares 10,000 Est. Cost $94.70 Unrealized —
ON ON SEMICONDUCTOR CORP 0.1%
Value ($000) $1,263 Shares 81,550 Est. Cost $10.43 Unrealized +39.0%
HPQ HEWLETT PACKARD 0.1%
Value ($000) $1,263 Shares 70,660 Est. Cost $8.52 Unrealized +42.1%
DLB DOLBY LABORATORIES INC 0.1%
Value ($000) $1,258 Shares 24,000 Est. Cost $43.48 Unrealized +0.9%
— ALEXION PHARMACEUTICALS, INC. 0.1%
Value ($000) $1,237 Shares 10,200 Est. Cost $118.63 Unrealized —
EVH EVOLENT HEALTH INC 0.1%
Value ($000) $1,226 Shares 55,000 Est. Cost $19.20 Unrealized 0.0%
WFC WELLS FARGO&COMPANY 0.1%
Value ($000) $1,219 Shares 21,900 Est. Cost $44.36 Unrealized 0.0%
ATRC ATRICURE INC 0.1%
Value ($000) $1,216 Shares 63,500 Est. Cost $17.52 Unrealized 0.0%
TRIP TRIPADVISOR INC 0.1%
Value ($000) $1,208 Shares 28,000 Est. Cost $54.49 Unrealized -22.6%
EW EDWARDS LIFESCIENCES CORP. 0.1%
Value ($000) $1,204 Shares 12,800 Est. Cost $34.21 Unrealized -8.5%
AIG AMERICAN INTL GROUP 0.1%
Value ($000) $1,186 Shares 19,000 Est. Cost $51.16 Unrealized 0.0%
CB CHUBB LTD(old ACE LTD) 0.1%
Value ($000) $1,185 Shares 8,700 Est. Cost $114.91 Unrealized 0.0%
— GW PHARMACEUTICALS PLC 0.1%
Value ($000) $1,185 Shares 9,800 Est. Cost $120.92 Unrealized —
HAL HALLIBURTON 0.1%
Value ($000) $1,181 Shares 24,000 Est. Cost $36.37 Unrealized +24.1%
O REALTY INCOME CORPORATION 0.1%
Value ($000) $1,173 Shares 19,700 Est. Cost $37.92 Unrealized 0.0%
— SPIRIT AEROSYSTEMS HLDGS INC 0.1%
Value ($000) $1,158 Shares 20,000 Est. Cost $49.88 Unrealized —
IWN ISHARES RUSSELL 2000 VALUE ETF 0.1%
Value ($000) $1,155 Shares 9,778 Est. Cost $104.77 Unrealized —
AMBA AMBARELLA INC 0.1%
Value ($000) $1,149 Shares 21,000 Est. Cost $53.97 Unrealized 0.0%
IJR ISHARES S&P SMALLCAP 600 0.1%
Value ($000) $1,002 Shares 14,486 Est. Cost $103.34 Unrealized —
NWL NEWELL BRANDS INC 0.1%
Value ($000) $896 Shares 19,000 Est. Cost $34.82 Unrealized -7.6%
TXN TEXAS INSTRUMENTS 0.0%
Value ($000) $657 Shares 8,160 Est. Cost $44.21 Unrealized +37.2%
ADNT ADIENT PLC 0.0%
Value ($000) $625 Shares 8,600 Est. Cost $64.14 Unrealized 0.0%
— CITRIX SYSTEM 0.0%
Value ($000) $566 Shares 6,790 Est. Cost $77.08 Unrealized —
— NAVIOS MARITIME HOLDINGS INC. 0.0%
Value ($000) $93 Shares 50,000 Est. Cost $2.17 Unrealized —