United States Securities and Exchange Commission Washington, DC 20549 Form 13F Report for the Calendar Year or Quarter Ended: December 31, 2004 Report type: 13F Holdings Report Institutional Investment Manager Filing this Report: Name: Lockheed Martin Investment Management Company 6550 Rock Spring Drive, Suite 400 Bethesda, MD 20817 13F File Number #28-2847 Person signing this report on Behalf of Reporting Manager: Name: Jeffrey A. Sharpe Title: Managing Director Phone: 301-571-7130 Signature, Place, and Date of Signing: Jeffrey A. Sharpe, Bethesda, MD February 11, 2005 I am signing this report as required by the Securities Exchange Act of 1934. FORM 13F December 31, 2004 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 ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- Axis Capital COM g0692u109 23762 868508 SH SOLE 868508 Grupo TMM-SP ADR A COM 40051D105 5654 1544800 SH SOLE 1544800 2 DATA RECORDS 29416 0 OTHER MANAGERS IN WHOSE BEHALF REPORT IS FILED