LOCKHEED MARTIN INVESTMENT MANAGEMENT CO Diversified Active

CIK: 0000897599 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Jul 27, 2017

Total Value ($000): $1,823,778 (100.0% shares, 0.0% debt)

Holdings (130)

XLK SELECT SECTOR SPDR-TECHNOLOGY 9.2%
Value ($000) $167,660 Shares 3,063,960 Est. Cost $42.80 Unrealized —
IYR ISHARES DJ US REAL ESTATE 8.5%
Value ($000) $154,251 Shares 1,933,700 Est. Cost $79.35 Unrealized —
XLV SELECT SECTOR SPDR-HEALTH CARE 6.1%
Value ($000) $111,262 Shares 1,404,120 Est. Cost $66.99 Unrealized —
XLF SELECT SECTOR SPDR-FINANCIAL 6.1%
Value ($000) $110,510 Shares 4,479,540 Est. Cost $20.94 Unrealized —
XLP CONSUMER STAPLES SPDR 5.8%
Value ($000) $106,518 Shares 1,938,800 Est. Cost $51.80 Unrealized —
XLY SELECT SECTOR SPDR-CONSUMER DI 5.8%
Value ($000) $105,797 Shares 1,180,370 Est. Cost $65.07 Unrealized —
IEMG ISHARES CORE MSCI EMERGING MKT 5.4%
Value ($000) $99,355 Shares 1,985,509 Est. Cost $45.45 Unrealized —
XLI SELECT SECTOR SPDR-INDUSTRIAL 4.9%
Value ($000) $89,264 Shares 1,310,590 Est. Cost $53.06 Unrealized —
XLE SELECT SECTOR SPDR-ENERGY 4.1%
Value ($000) $74,065 Shares 1,140,869 Est. Cost $75.36 Unrealized —
XLU SELECT SECTOR SPDR-UTILITIES 3.4%
Value ($000) $62,846 Shares 1,209,500 Est. Cost $50.21 Unrealized —
IBB ISHARES NASDAQ BIOTECH 1.9%
Value ($000) $34,047 Shares 109,800 Est. Cost $293.01 Unrealized —
EWJ ISHARES JAPAN 1.8%
Value ($000) $32,836 Shares 612,035 Est. Cost $49.54 Unrealized —
EWC ISHARES MSCI CANADA INDEX 1.7%
Value ($000) $31,867 Shares 1,190,829 Est. Cost $25.19 Unrealized —
EEM ISHARE MSCI EMERGING MARKETS E 1.7%
Value ($000) $31,063 Shares 750,500 Est. Cost $39.03 Unrealized —
AAPL APPLE INC 1.5%
Value ($000) $27,542 Shares 191,240 Est. Cost $28.01 Unrealized +22.5%
XLB SELECT SECTOR SPDR-MATERIALS 1.4%
Value ($000) $25,946 Shares 482,180 Est. Cost $46.20 Unrealized —
AGG ISHARES CORE TOTAL US BOND ETF 1.4%
Value ($000) $25,319 Shares 231,200 Est. Cost $108.60 Unrealized —
SPY SPDR-S&P 500 INDEX 1.3%
Value ($000) $24,132 Shares 99,800 Est. Cost $240.23 Unrealized —
EWA ISHARES MSCI AUSTRALIA INDEX F 1.1%
Value ($000) $20,479 Shares 944,600 Est. Cost $20.20 Unrealized —
IVW ISHARES S&P 500 GROWTH ETF 1.1%
Value ($000) $20,111 Shares 146,954 Est. Cost $128.69 Unrealized —
XLRE SELECT SECTOR SPDR- REAL ESTAT 1.0%
Value ($000) $18,312 Shares 568,682 Est. Cost $32.57 Unrealized —
IVE ISHARES S&P 500 VALUE ETF 1.0%
Value ($000) $18,159 Shares 173,007 Est. Cost $101.70 Unrealized —
SCZ ISHARES MSCI EAFE SMALL CAP 0.9%
Value ($000) $16,090 Shares 278,186 Est. Cost $55.28 Unrealized —
VGK VANGUARD FTSE EUROPE ETF 0.9%
Value ($000) $15,725 Shares 285,190 Est. Cost $49.38 Unrealized —
EFG ISHARES MSCI EAFE GROWTH 0.8%
Value ($000) $15,099 Shares 204,157 Est. Cost $69.68 Unrealized —
NVS NOVARTIS AG - ADR 0.7%
Value ($000) $13,030 Shares 156,100 Est. Cost $74.27 Unrealized —
IJK ISHARES S&P MIDCAP 400/GROWTH 0.6%
Value ($000) $11,814 Shares 60,084 Est. Cost $177.48 Unrealized —
MSFT MICROSOFT CORP 0.6%
Value ($000) $11,201 Shares 162,505 Est. Cost $50.11 Unrealized +24.4%
EFV ISHARES MSCI EAFE VALUE 0.6%
Value ($000) $10,793 Shares 208,768 Est. Cost $48.28 Unrealized —
— UNILEVER PLC - ADR 0.6%
Value ($000) $10,142 Shares 183,500 Est. Cost $49.68 Unrealized —
IWM RUSSELL 2000 INDEX FUND 0.5%
Value ($000) $9,901 Shares 70,258 Est. Cost $124.70 Unrealized —
— SPDR S&P OIL & GAS EXPLORATION 0.5%
Value ($000) $9,384 Shares 294,000 Est. Cost $35.50 Unrealized —
CB CHUBB LTD(old ACE LTD) 0.5%
Value ($000) $8,672 Shares 59,650 Est. Cost $119.98 Unrealized +0.7%
DIS WALT DISNEY CO. 0.5%
Value ($000) $8,627 Shares 81,200 Est. Cost $101.73 Unrealized +0.7%
ORCL ORACLE CORP 0.5%
Value ($000) $8,331 Shares 166,160 Est. Cost $37.17 Unrealized +7.9%
BTI BRITISH AMERICAN TOBACCO - ADR 0.4%
Value ($000) $7,964 Shares 116,200 Est. Cost $66.32 Unrealized —
EWU ISHARES MSCI UNITED KINGDOM 0.4%
Value ($000) $7,936 Shares 238,110 Est. Cost $31.23 Unrealized —
GOOGL ALPHABET INC - CL A 0.4%
Value ($000) $7,540 Shares 8,110 Est. Cost $37.88 Unrealized +22.6%
MTUM ISHARES MSCI USA MOMENTUM FACT 0.4%
Value ($000) $7,536 Shares 84,777 Est. Cost $73.39 Unrealized —
TRV TRAVELERS COMPANIES ORD 0.4%
Value ($000) $7,320 Shares 57,850 Est. Cost $100.35 Unrealized +1.5%
— POWERSHARES S&P 500 QUALITY 0.4%
Value ($000) $7,202 Shares 257,577 Est. Cost $24.91 Unrealized —
META FACEBOOK 0.4%
Value ($000) $7,058 Shares 46,750 Est. Cost $116.70 Unrealized +26.5%
EQR EQUITY RESIDENTIAL 0.4%
Value ($000) $6,792 Shares 103,180 Est. Cost $46.22 Unrealized +3.0%
SNY SANOFI (ADR) 0.4%
Value ($000) $6,674 Shares 139,300 Est. Cost $45.25 Unrealized —
IJJ ISHARES S&P MIDCAP 400/VALUE E 0.4%
Value ($000) $6,632 Shares 44,642 Est. Cost $137.45 Unrealized —
XOM EXXON 0.4%
Value ($000) $6,489 Shares 80,380 Est. Cost $57.84 Unrealized -4.1%
UNH UNITEDHEALTH GROUP 0.3%
Value ($000) $6,276 Shares 33,850 Est. Cost $152.68 Unrealized 0.0%
— GLAXOSMITHKLINE - ADR 0.3%
Value ($000) $6,205 Shares 143,900 Est. Cost $42.16 Unrealized —
C CITIGROUP 0.3%
Value ($000) $5,946 Shares 88,900 Est. Cost $38.40 Unrealized +21.0%
EUFN ISHARES MSCI EUROPE FINANCIALS 0.3%
Value ($000) $5,924 Shares 270,000 Est. Cost $17.16 Unrealized —
— SHIRE PLC-ADR 0.3%
Value ($000) $5,900 Shares 35,700 Est. Cost $176.94 Unrealized —
AFL AFLAC INC 0.3%
Value ($000) $5,748 Shares 73,990 Est. Cost $29.45 Unrealized +4.3%
JPM JP MORGAN 0.3%
Value ($000) $5,301 Shares 58,000 Est. Cost $46.20 Unrealized +48.3%
BUD ANHEUSER-BUSCH - ADR 0.3%
Value ($000) $5,264 Shares 47,700 Est. Cost $109.77 Unrealized —
AZN ASTRAZENECA - ADR 0.3%
Value ($000) $5,039 Shares 147,800 Est. Cost $31.14 Unrealized —
AMZN AMAZON.COM INC. 0.3%
Value ($000) $5,034 Shares 5,200 Est. Cost $23.66 Unrealized +101.7%
KBE SPDR S&P BANK ETF 0.3%
Value ($000) $4,983 Shares 114,500 Est. Cost $43.52 Unrealized —
NVO NOVO NORDISK -ADR 0.3%
Value ($000) $4,696 Shares 109,500 Est. Cost $34.28 Unrealized —
DEO DIAGEO PLC - SPONSORED ADR 0.3%
Value ($000) $4,685 Shares 39,100 Est. Cost $115.58 Unrealized —
— BROADCOM LTD 0.2%
Value ($000) $4,266 Shares 18,305 Est. Cost $191.79 Unrealized —
GS GOLDMAN SACHS GROUP 0.2%
Value ($000) $3,883 Shares 17,500 Est. Cost $200.04 Unrealized -7.7%
VZ VERIZON COMMUNICATION INC. 0.2%
Value ($000) $3,798 Shares 85,045 Est. Cost $32.51 Unrealized -9.2%
BSX BOSTON SCIENTIFIC CORP 0.2%
Value ($000) $3,798 Shares 137,000 Est. Cost $26.54 Unrealized 0.0%
— S&P 500 PURE GROWTH 0.2%
Value ($000) $3,752 Shares 39,851 Est. Cost $78.70 Unrealized —
— DB COMMODITY INDEX FUND 0.2%
Value ($000) $3,685 Shares 255,000 Est. Cost $21.76 Unrealized —
— S&P 500 PURE VALUE 0.2%
Value ($000) $3,610 Shares 60,606 Est. Cost $55.19 Unrealized —
— SEAGATE TECHNOLOGY HOLDINGS 0.2%
Value ($000) $3,565 Shares 92,000 Est. Cost $35.30 Unrealized —
MS MORGAN STANLEY 0.2%
Value ($000) $3,565 Shares 80,000 Est. Cost $24.23 Unrealized +38.4%
— GENERAL ELECTRIC CO. 0.2%
Value ($000) $3,563 Shares 131,905 Est. Cost $31.30 Unrealized —
CMCSA COMCAST CORPORATION 0.2%
Value ($000) $3,448 Shares 88,590 Est. Cost $25.52 Unrealized +25.0%
AXP AMERICAN EXPRESS CO. 0.2%
Value ($000) $3,437 Shares 40,800 Est. Cost $66.90 Unrealized +5.1%
GDXJ VANECK VECTORS JUNIOR GOLD MIN 0.2%
Value ($000) $3,338 Shares 100,000 Est. Cost $33.38 Unrealized —
GDX VANECK VECTORS GOLD MINERS 0.2%
Value ($000) $3,312 Shares 150,000 Est. Cost $22.08 Unrealized —
O REALTY INCOME CORPORATION 0.2%
Value ($000) $2,908 Shares 52,700 Est. Cost $37.10 Unrealized -1.3%
EW EDWARDS LIFESCIENCES CORP. 0.2%
Value ($000) $2,826 Shares 23,900 Est. Cost $35.28 Unrealized +3.5%
TSLA TESLA MOTORS, INC. 0.1%
Value ($000) $2,665 Shares 7,370 Est. Cost $18.16 Unrealized +21.2%
— ALLERGAN PLC 0.1%
Value ($000) $2,382 Shares 9,800 Est. Cost $256.59 Unrealized —
T AT&T INC 0.1%
Value ($000) $2,329 Shares 61,740 Est. Cost $16.33 Unrealized -2.5%
BIDU BAIDU, INC. 0.1%
Value ($000) $2,327 Shares 13,010 Est. Cost $178.86 Unrealized —
GOOG ALPHABET INC NON-VOTING CL C 0.1%
Value ($000) $2,272 Shares 2,500 Est. Cost $35.18 Unrealized +29.2%
BABA ALIBABA GROUP HLDS LTD 0.1%
Value ($000) $2,240 Shares 15,900 Est. Cost $96.18 Unrealized —
PTC PTC INC 0.1%
Value ($000) $2,205 Shares 40,000 Est. Cost $41.47 Unrealized +32.8%
CME CME GROUP INC 0.1%
Value ($000) $2,104 Shares 16,800 Est. Cost $77.28 Unrealized +13.3%
FIS FIDELITY NATIONAL 0.1%
Value ($000) $2,101 Shares 24,600 Est. Cost $62.78 Unrealized +14.3%
— ALEXION PHARMACEUTICALS, INC. 0.1%
Value ($000) $2,093 Shares 17,200 Est. Cost $119.87 Unrealized —
— US CONCRETE INC 0.1%
Value ($000) $2,042 Shares 26,000 Est. Cost $65.50 Unrealized —
WDC WESTERN DIGITAL CORP 0.1%
Value ($000) $1,993 Shares 22,500 Est. Cost $31.21 Unrealized +91.2%
NDAQ NASDAQ INC. 0.1%
Value ($000) $1,987 Shares 27,800 Est. Cost $20.04 Unrealized 0.0%
BA THE BOEING CO 0.1%
Value ($000) $1,977 Shares 10,000 Est. Cost $158.76 Unrealized +10.2%
— RAYTHEON & COMPANY 0.1%
Value ($000) $1,938 Shares 12,000 Est. Cost $152.50 Unrealized —
ADBE ADOBE SYSTEMS INC 0.1%
Value ($000) $1,895 Shares 13,400 Est. Cost $100.34 Unrealized +36.5%
JNJ JOHNSON & JOHNSON 0.1%
Value ($000) $1,879 Shares 14,200 Est. Cost $90.38 Unrealized +11.1%
— SUMMIT MATERIALS INC 0.1%
Value ($000) $1,841 Shares 63,756 Est. Cost $23.79 Unrealized —
CRM SALESFORCE.COM 0.1%
Value ($000) $1,767 Shares 20,400 Est. Cost $86.04 Unrealized 0.0%
CMA COMERICA INC. 0.1%
Value ($000) $1,721 Shares 23,500 Est. Cost $28.81 Unrealized +69.0%
BMY BRISTOL MYERS SQUIBB 0.1%
Value ($000) $1,571 Shares 28,200 Est. Cost $39.90 Unrealized 0.0%
RNR RENAISSANCERE HLDGS LTD 0.1%
Value ($000) $1,530 Shares 11,000 Est. Cost $117.88 Unrealized +19.2%
INTC INTEL CORP 0.1%
Value ($000) $1,472 Shares 43,630 Est. Cost $26.29 Unrealized +12.5%
— LAM RESEARCH CORP 0.1%
Value ($000) $1,414 Shares 10,000 Est. Cost $94.70 Unrealized —
RIG TRANSOCEAN INC 0.1%
Value ($000) $1,358 Shares 165,000 Est. Cost $11.77 Unrealized -13.2%
— CELGENE CORP 0.1%
Value ($000) $1,299 Shares 10,000 Est. Cost $129.90 Unrealized —
NXPI NXP SEMICONDUCTORS 0.1%
Value ($000) $1,297 Shares 11,850 Est. Cost $66.67 Unrealized +42.8%
CVX CHEVRON 0.1%
Value ($000) $1,290 Shares 12,360 Est. Cost $74.28 Unrealized -1.4%
DXCM DEXCOM INC. 0.1%
Value ($000) $1,273 Shares 17,400 Est. Cost $18.47 Unrealized 0.0%
— APOLLO GLOBAL MANAGEMENT 0.1%
Value ($000) $1,270 Shares 48,000 Est. Cost $26.46 Unrealized —
— BB&T BANK 0.1%
Value ($000) $1,267 Shares 27,900 Est. Cost $45.41 Unrealized —
SYK STRYKER CORP 0.1%
Value ($000) $1,249 Shares 9,000 Est. Cost $124.78 Unrealized 0.0%
ERIC ERICSSON 0.1%
Value ($000) $1,219 Shares 170,000 Est. Cost $7.17 Unrealized —
DLB DOLBY LABORATORIES INC 0.1%
Value ($000) $1,175 Shares 24,000 Est. Cost $43.48 Unrealized +4.2%
— SPIRIT AEROSYSTEMS HLDGS INC 0.1%
Value ($000) $1,159 Shares 20,000 Est. Cost $49.88 Unrealized —
— ORBOTECH LTD 0.1%
Value ($000) $1,093 Shares 33,500 Est. Cost $32.63 Unrealized —
AMBA AMBARELLA INC 0.1%
Value ($000) $1,049 Shares 21,600 Est. Cost $54.00 Unrealized +2.6%
HAL HALLIBURTON 0.1%
Value ($000) $1,025 Shares 24,000 Est. Cost $36.37 Unrealized +6.3%
NWL NEWELL BRANDS INC 0.1%
Value ($000) $1,019 Shares 19,000 Est. Cost $34.82 Unrealized -0.8%
STM ST MICRO ELECTRONICS 0.1%
Value ($000) $974 Shares 67,710 Est. Cost $8.09 Unrealized —
ATRC ATRICURE INC 0.0%
Value ($000) $879 Shares 36,250 Est. Cost $17.52 Unrealized +21.3%
VNO VORNADO REALTY TRUST 0.0%
Value ($000) $845 Shares 9,000 Est. Cost $93.89 Unrealized —
WB WEIBO CORP ADR 0.0%
Value ($000) $757 Shares 11,390 Est. Cost $66.46 Unrealized —
EVH EVOLENT HEALTH INC 0.0%
Value ($000) $726 Shares 28,650 Est. Cost $19.20 Unrealized +25.3%
— CIGNA CORP 0.0%
Value ($000) $670 Shares 4,000 Est. Cost $167.50 Unrealized —
— BLACKSTONE GROUP 0.0%
Value ($000) $667 Shares 20,000 Est. Cost $33.35 Unrealized —
— PENUMBRA INC 0.0%
Value ($000) $667 Shares 7,600 Est. Cost $87.76 Unrealized —
ELV ANTHEM INC 0.0%
Value ($000) $658 Shares 3,500 Est. Cost $160.37 Unrealized 0.0%
— NEVRO CORP 0.0%
Value ($000) $633 Shares 8,500 Est. Cost $74.47 Unrealized —
TXN TEXAS INSTRUMENTS 0.0%
Value ($000) $628 Shares 8,160 Est. Cost $44.21 Unrealized +42.9%
JD JD COM INC 0.0%
Value ($000) $609 Shares 15,533 Est. Cost $39.21 Unrealized —
ON ON SEMICONDUCTOR CORP 0.0%
Value ($000) $571 Shares 40,700 Est. Cost $10.43 Unrealized +44.1%
ADNT ADIENT PLC 0.0%
Value ($000) $562 Shares 8,600 Est. Cost $64.14 Unrealized +3.9%
NEE NEXTERA ENERGY INC 0.0%
Value ($000) $561 Shares 4,000 Est. Cost $27.54 Unrealized 0.0%
NTES NETEASE INC (ADR) 0.0%
Value ($000) $536 Shares 1,784 Est. Cost $300.45 Unrealized —