0001310052-12-000006.txt : 20120808
0001310052-12-000006.hdr.sgml : 20120808
20120808152056
ACCESSION NUMBER: 0001310052-12-000006
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120630
FILED AS OF DATE: 20120808
DATE AS OF CHANGE: 20120808
EFFECTIVENESS DATE: 20120808
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Hillswick Asset Management, LLC
CENTRAL INDEX KEY: 0001310052
IRS NUMBER: 900172984
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-11112
FILM NUMBER: 121016680
BUSINESS ADDRESS:
STREET 1: 600 SUMMER STREET
STREET 2: SUITE 203
CITY: STAMFORD
STATE: CT
ZIP: 06901
BUSINESS PHONE: 203-425-1420
MAIL ADDRESS:
STREET 1: 600 SUMMER STREET
STREET 2: SUITE 203
CITY: STAMFORD
STATE: CT
ZIP: 06901
13F-HR
1
june2012-h.txt
2ND QTR 2012
UNITED STATES
SECURITES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2012
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement
[ ] adds new holdings entries.
Institutional Investment Manage Filing this Report:
Name: Hillswick Asset Management, LLC
Address: 600 Summer Street
Suite 203
Stamford, CT 06901
13F File Number: 028-11112
The institutional investment manager filing this report
and the person by whom it is signed hereby represents that
the person signing the report is authorized to submit it,
that all information contained herein is true, correct,
and complete, and that it is understood that all required
items, statements, schedules, lists, and tables are
considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Kathy Mienko
Title: Chief Compliance Officer
Phone: 203-425-1442
Signature, Place, and Date
Kathy Mienko, Stamford, CT, August 8, 2012
Report type (Check only one):
[X] 13F HOLDINGS REPORT
[ ] 13F NOTICE
[ ] 13F COMBINATION REPORT
List of Other Managers Reporting for this Manager:
None
FORM 13F SUMMARY PAGE
REPORT SUMMARY:
Number of other included Managers: 0
Form 13F Information Table Entry Total: 12
Form 13F Information Table Value Total: $71,046 thousands
List of Other Included Managers:
None
Title Value Shares/ SH/ Investment Other Voting
Name of Issuer of Class Cusip (x $1000) PRN AMT PRN Discretion Managers Authority
Consumer Discretionary Select ETF 81369Y407 5,601 127,928 SH SOLE NONE SOLE
Consumer Staples Select Sector ETF 81369Y308 8,185 235,418 SH SOLE NONE SOLE
Energy Select Sector SPDR Fund ETF 81369Y506 915 13,782 SH SOLE NONE SOLE
Financial Select Sector SPDR F ETF 81369Y605 10,053 686,906 SH SOLE NONE SOLE
Guggenheim S&P 500 Equal Weigh ETF 78355W817 918 17,498 SH SOLE NONE SOLE
Health Care Select Sector SPDR ETF 81369Y209 12,155 319,818 SH SOLE NONE SOLE
Industrial Select Sector SPDR ETF 81369Y704 7,007 196,446 SH SOLE NONE SOLE
Materials Select Sector SPDR F ETF 81369Y100 1,076 30,479 SH SOLE NONE SOLE
Sector Fund Financial Service ETF 78464A797 523 23,750 SH SOLE NONE SOLE
Technology Select Sector SPDR ETF 81369Y803 16,695 581,192 SH SOLE NONE SOLE
Utilities Select Sector SPDR F ETF 81369Y886 4,168 112,681 SH SOLE NONE SOLE
Vanguard Telecom Service ETF 92204A884 3,750 55,297 SH SOLE NONE SOLE