13F-HR 1 b44008ame13fvhr.txt HIGH ROCK ASSET MANAGEMENT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2002 Check here if Amendment [ ]; Amendment Number: This amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: HIGH ROCK ASSET MANAGEMENT LLC Address: 28 STATE STREET, 18TH FLOOR BOSTON, MA. 02109 13 File Number: 28-05143 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct, and complete, and 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: DAVID L. DIAMOND Title: PRESIDENT Phone: 617-747-5800 Signature, Place and Date of Signing: /s/ DAVID L. DIAMOND August 14, 2002 ---------------------- --------------- Boston, MA High Rock Asset Management LLC is the parent company and sole member of High Rock Capital LLC. In accordance with 17 CFR 240.13f-1 (b), High Rock Asset Management LLC is deemed to exercise "investment discretion" with respect to all accounts with which High Rock Capital LLC exercises "investment discretion". Report Type (Check only one.): [ ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [X] 13F COMBINATION REPORT. List of all other Managers reporting for this Manager: High Rock Capital LLC I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934 FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 179 Form 13F Information Table Value Total: 189,144 (thousands) List of Other Included Managers: No. 13F File Number Name VALUE SHARES/ SH/ PUT/ INVSTMT OTHER NAME OF ISSUER TITLE OF CUSIP X $1000 PRN PRN CALL DISCRETN MANAGERS VOTING AUTHORITY CLASS AMT SOLE SHARED NONE AAR CORP COM COM 000361105 1548 151800 SH SOLE 151800 0 0 ACCLAIM ENTMT INC COM PAR $0.02 004325205 686 194300 SH SOLE 194300 0 0 ACTEL CORP COM 004934105 277 13200 SH SOLE 13200 0 0 AEROFLEX INC COM COM 007768104 1250 179900 SH SOLE 179900 0 0 AGRIUM INC CAD NPV COM (USD) COM 008916108 1140 121300 SH SOLE 121300 0 0 AIRGATE PCS INC COM 009367103 56 56100 SH SOLE 56100 0 0 AK STL HLDG CORP COM 001547108 137 10700 SH SOLE 10700 0 0 ALAMOSA HLDGS INC COM 011589108 569 403900 SH SOLE 403900 0 0 ALBERTO CULVER CO CL A 013068200 2038 45100 SH SOLE 45100 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 2381 150700 SH SOLE 150700 0 0 ALLEN TELECOM INC COM COM 018091108 54 12500 SH SOLE 12500 0 0 ALLIANCE SEMICONDUCTOR CORP COM COM 01877H100 88 12400 SH SOLE 12400 0 0 ALPHA INDS INC COM 020753109 68 12200 SH SOLE 12200 0 0 AMB FINL CORP COM 001984103 343 29850 SH SOLE 29850 0 0 AMERIGROUP CORP COM COM 03073T102 513 18800 SH SOLE 18800 0 0 ANADIGICS INC COM COM 032515108 2783 337700 SH SOLE 337700 0 0 ANALOG DEVICES INC COM 032654105 330 11100 SH SOLE 11100 0 0 ANAREN MICROWAVE INC COM COM 032744104 420 48600 SH SOLE 48600 0 0 ANDREW CORP COM COM 034425108 318 21300 SH SOLE 21300 0 0 APRIA HEALTHCARE GROUP INC COM COM 037933108 421 18800 SH SOLE 18800 0 0 ASCENTIAL SOFTWARE CORP COM COM 04362P108 99 35400 SH SOLE 35400 0 0 AVID TECHNOLOGY INC COM COM 05367P100 1594 172100 SH SOLE 172100 0 0 AVNET INC COM 053807103 616 28000 SH SOLE 28000 0 0 AVNET INC OPTIONS-CALLS 053807903 1082 40000 SH CALL SOLE 40000 0 0 AVX CORP NEW COM 002444107 198 12100 SH SOLE 12100 0 0 AXCELIS TECHS COM STK COM 054540109 3332 294900 SH SOLE 294900 0 0 AXT INC COM 00246W103 869 108900 SH SOLE 108900 0 0 BE AEROSPACE INC COM COM 073302101 2081 157900 SH SOLE 157900 0 0 BEASLEY BROADCAST GROUP INC CL A 074014101 1050 71200 SH SOLE 71200 0 0 BEVERLY ENTERPRISES INC COM NEW 087851309 912 119800 SH SOLE 119800 0 0 BORLAND SOFTWARE CORP COM 099849101 934 90700 SH SOLE 90700 0 0 BRIGGS & STRATTON CORP COM COM 109043109 1288 33600 SH SOLE 33600 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 419 16300 SH SOLE 16300 0 0 BUCKEYE TECHNOLOGIES INC COM COM 118255108 544 55500 SH SOLE 55500 0 0 CANDIES INC COM 137409108 373 92200 SH SOLE 92200 0 0 CAVALIER HOMES INC COM 149507105 96 25300 SH SOLE 25300 0 0 CENTURY BUSINESS SVCS INC COM 156490104 370 113500 SH SOLE 113500 0 0 CHAMPION ENTERPRISES INC COM 158496109 265 47100 SH SOLE 47100 0 0 CHAMPIONSHIP AUTO RACING TEAM COM 158711101 324 32900 SH SOLE 32900 0 0 CIRRUS LOGIC INC COM COM 172755100 1697 230200 SH SOLE 230200 0 0 CITRIX SYS INC COM 177376100 251 41500 SH SOLE 41500 0 0 CLARUS CORP COM 182707109 470 93900 SH SOLE 93900 0 0 CNH GLOBAL N V ORD N20935107 2606 646700 SH SOLE 646700 0 0 COACHMEN INDS INC COM COM 189873102 332 22900 SH SOLE 22900 0 0 COBRA ELECTRS CORP COM 191042100 509 61700 SH SOLE 61700 0 0 COHERENT INC COM COM 192479103 1795 60200 SH SOLE 60200 0 0 CONTINENTAL AIRLS INC CL B 210795308 185 11700 SH SOLE 11700 0 0 CORE LABORATORIES N V COM N22717107 789 65600 SH SOLE 65600 0 0 CUMMINS INC COM 231021106 1483 44800 SH SOLE 44800 0 0 CYTYC CORP COM COM 232946103 762 100000 SH SOLE 100000 0 0 DANA CORP COM COM 235811106 2066 111500 SH SOLE 111500 0 0

VALUE SHARES/ SH/ PUT/ INVSTMT OTHER NAME OF ISSUER TITLE OF CUSIP X $1000 PRN PRN CALL DISCRETN MANAGERS VOTING AUTHORITY CLASS AMT SOLE SHARED NONE DIXIE GROUP INC CL A 255519100 175 28200 SH SOLE 28200 0 0 DUPONT PHOTOMASKS INC COM COM 26613X101 1068 32200 SH SOLE 32200 0 0 EARTHLINK INC COM STK COM 270321102 3662 552400 SH SOLE 552400 0 0 EDGAR ONLINE INC COM 279765101 157 79300 SH SOLE 79300 0 0 EGL INC COM STK COM 268484102 965 56900 SH SOLE 56900 0 0 EMMIS COMMUNICATIONS CORP CL A 291525103 1036 48900 SH SOLE 48900 0 0 ENTRAVISION COMMUNICATIONS CP CL A 29382R107 123 10000 SH SOLE 10000 0 0 EXPONENT INC COM 30214U102 347 26900 SH SOLE 26900 0 0 FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 782 32200 SH SOLE 32200 0 0 FALCON PRODS INC COM 306075102 170 27800 SH SOLE 27800 0 0 FLEETWOOD ENTERPRISES INC COM COM 339099103 120 13800 SH SOLE 13800 0 0 FLEMING COS INC COM COM 339130106 1162 64000 SH SOLE 64000 0 0 FLEMING COS INC OPTIONS-CALLS 339130906 336 15000 SH CALL SOLE 15000 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 1418 198900 SH SOLE 198900 0 0 F M C CORP COM NEW 302491303 1159 38400 SH SOLE 38400 0 0 FOOT LOCKER INC COM 344849104 266 18400 SH SOLE 18400 0 0 FOOTSTAR INC COM COM 344912100 3047 124500 SH SOLE 124500 0 0 GAP INC DEL COM 364760108 239 16800 SH SOLE 16800 0 0 GARTNER GROUP INC COM 366651107 1709 169200 SH SOLE 169200 0 0 GARTNER GROUP INC CL B 366651206 1002 106600 SH SOLE 106600 0 0 GATEWAY FINL HLDGS INC COM 368140109 314 34980 SH SOLE 34980 0 0 GEMSTAR-TV GUIDE INTL INC COM 36866W106 217 40300 SH SOLE 40300 0 0 GENESIS HEALTH VENTURE INC N COM 37183F107 1091 54300 SH SOLE 54300 0 0 GILDAN ACTIVEWEAR INC SUB VTG SHS A 375916103 784 34800 SH SOLE 34800 0 0 GLOBAL INDS LTD COM COM 379336100 733 104900 SH SOLE 104900 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 543 7400 SH SOLE 7400 0 0 GRAY COMMUNICATIONS SYS INC CL B 389190208 962 72300 SH SOLE 72300 0 0 GREAT LAKES CHEM CORP COM COM 390568103 3311 125000 SH SOLE 125000 0 0 GTSI CORP COM 36238K103 775 98700 SH SOLE 98700 0 0 HARRIS INTERACTIVE INC COM 414549105 157 46700 SH SOLE 46700 0 0 HEALTHSOUTH CORP COM 421924101 237 18500 SH SOLE 18500 0 0 HELIX TECHNOLOGY CORP COM COM 423319102 692 33600 SH SOLE 33600 0 0 HERCULES INC COM COM 427056106 2673 230400 SH SOLE 230400 0 0 HI / FN INC COM 428358105 554 84600 SH SOLE 84600 0 0 HOLLYWOOD MEDIA CORP COM 436233100 110 55400 SH SOLE 55400 0 0 HOUSTON EXPL CO COM 442120101 896 30900 SH SOLE 30900 0 0 HUTTIG BLDG PRODS INC COM 448451104 634 118000 SH SOLE 118000 0 0 IMAX CORP COM 45245E109 1309 231300 SH SOLE 231300 0 0 IMC GLOBAL INC COM COM 449669100 3048 243800 SH SOLE 243800 0 0 INFOCUS CORP COM STK COM 45665B106 3335 283100 SH SOLE 283100 0 0 INKTOMI CORP COM COM 457277101 154 175400 SH SOLE 175400 0 0 INSILICON CORP COM 45769H108 164 69000 SH SOLE 69000 0 0 INTEGRATED SILICON SOLUTION COM 45812P107 292 32700 SH SOLE 32700 0 0 INTERFACE FLOORING SYS INC CL A 458665106 1631 202800 SH SOLE 202800 0 0 INTERWOVEN INC COM STK COM 46114T102 2251 738100 SH SOLE 738100 0 0 IOMEGA CORP COM NEW 462030305 477 37100 SH SOLE 37100 0 0 JABIL CIRCUIT INC COM 466313103 1047 49600 SH SOLE 49600 0 0 KINDRED HEALTHCARE INC COM 494580103 2384 53600 SH SOLE 53600 0 0 KIRBY EXPL CO COM COM 497266106 958 39200 SH SOLE 39200 0 0 KROGER CO COM 501044101 2044 102700 SH SOLE 102700 0 0

VALUE SHARES/ SH/ PUT/ INVSTMT OTHER NAME OF ISSUER TITLE OF CUSIP X $1000 PRN PRN CALL DISCRETN MANAGERS VOTING AUTHORITY CLASS AMT SOLE SHARED NONE KULICKE & SOFFA INDS INC COM COM 501242101 316 25500 SH SOLE 25500 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 242 27800 SH SOLE 27800 0 0 LUCENT TECHNOLOGIES INC COM 549463107 126 76100 SH SOLE 76100 0 0 LUCENT TECHNOLOGIES INC OPTIONS-CALLS 549463907 1772 374600 SH CALL SOLE 374600 0 0 MACE SEC INTL INC COM 554335109 62 60600 SH SOLE 60600 0 0 MACROMEDIA INC COM 556100105 233 26300 SH SOLE 26300 0 0 MARVEL ENTERPRISES INC COM 57383m108 675 123200 SH SOLE 123200 0 0 MASSEY ENERGY CORP COM 576206106 1981 156000 SH SOLE 156000 0 0 MEDQUIST INC COM COM 584949101 3412 128120 SH SOLE 128120 0 0 MENTOR GRAPHICS CORP COM COM 587200106 565 39700 SH SOLE 39700 0 0 MERCK & CO INC OPTIONS-CALLS 5893310GJ 518 9000 SH CALL SOLE 9000 0 0 MERRILL LYNCH & CO INC COM 590188108 259 6400 SH SOLE 6400 0 0 MICROSEMI CORP COM COM 595137100 112 16900 SH SOLE 16900 0 0 MIDWAY GAMES INC COM COM 598148104 1116 131300 SH SOLE 131300 0 0 MIDWEST EXPRESS HLDGS INC COM COM 597911106 169 12800 SH SOLE 12800 0 0 MIPS TECHNOLOGIES INC CL A 604567107 126 20500 SH SOLE 20500 0 0 MIRANT CORP COM 604675108 445 61000 SH SOLE 61000 0 0 MOTOROLA INC COM 620076109 783 53700 SH SOLE 53700 0 0 NATCO GROUP INC CL A 63227W203 606 69600 SH SOLE 69600 0 0 NATIONAL BEVERAGE CORP COM 635017106 1306 93300 SH SOLE 93300 0 0 NEIMAN MARCUS GROUP INC CL B 640204301 1039 32200 SH SOLE 32200 0 0 NEXTEL COMMUNICATIONS INC CL A 65332V103 1251 389700 SH SOLE 389700 0 0 NL INDS INC COM NEW 629156407 485 31800 SH SOLE 31800 0 0 NOVELLUS SYS INC OPTIONS-PUTS 670008951 985 18200 SH PUT SOLE 18200 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 1027 70600 SH SOLE 70600 0 0 NUEVO ENERGY CO COM 670509108 651 41200 SH SOLE 41200 0 0 OPENWAVE SYS INC COM 683718100 880 156900 SH SOLE 156900 0 0 PARAMETRIC TECHNOLOGY CORP COM 699173100 1135 330900 SH SOLE 330900 0 0 PATHMARK STORES INC NEW COM 70322A101 4911 261100 SH SOLE 261100 0 0 PHOTRONICS INC COM STK COM 719405102 424 22400 SH SOLE 22400 0 0 POWERWAVE TECHNOLOGIES INC COM 739363109 1641 179200 SH SOLE 179200 0 0 PRIDE INTL INC DEL COM 74153Q102 766 48900 SH SOLE 48900 0 0 PRIME HOSPITALITY CORP COM 741917108 297 22900 SH SOLE 22900 0 0 PRIMEDIA INC COM STK COM 74157K101 883 724100 SH SOLE 724100 0 0 PULITZER INC COM 745769109 2995 57700 SH SOLE 57700 0 0 QUICKLOGIC CORP COM 74837P108 126 34700 SH SOLE 34700 0 0 QUIXOTE CORP COM 749056107 225 13300 SH SOLE 13300 0 0 RADIO ONE INC CL A 75040P108 385 25900 SH SOLE 25900 0 0 RAILAMERICA INC COM COM 750753105 755 69800 SH SOLE 69800 0 0 RALCORP HLDGS INC NEW COM 751028101 3000 96000 SH SOLE 96000 0 0 REGENT COMMUNICATIONS INC DEL COM 758865109 483 68400 SH SOLE 68400 0 0 RES-CARE INC COM 760943100 71 10800 SH SOLE 10800 0 0 RITE AID CORPORATION COM COM 767754104 1809 769800 SH SOLE 769800 0 0 ROANOKE ELEC STL CORP COM 769841107 1008 65300 SH SOLE 65300 0 0 ROXIO INC COM 780008108 126 17500 SH SOLE 17500 0 0 RSA SECURITY INC COM STK COM 749719100 442 91900 SH SOLE 91900 0 0 RYERSON TULL INC COM 78375P107 600 51600 SH SOLE 51600 0 0 SAFEWAY INC COM COM 786514208 631 21600 SH SOLE 21600 0 0 SAKS INCORPORATED COM STK COM 79377W108 646 50300 SH SOLE 50300 0 0 SANMINA-SCI CORP COM COM 800907107 4613 731100 SH SOLE 731100 0 0

VALUE SHARES/ SH/ PUT/ INVSTMT OTHER NAME OF ISSUER TITLE OF CUSIP X $1000 PRN PRN CALL DISCRETN MANAGERS VOTING AUTHORITY CLASS AMT SOLE SHARED NONE SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 604 19900 SH SOLE 19900 0 0 SILICONIX INC COM NEW COM 827079203 2141 77300 SH SOLE 77300 0 0 SIX FLAGS INC COM NEW COM 83001P109 2113 146200 SH SOLE 146200 0 0 SMITHFIELD FOODS INC COM STK COM 832248108 1339 72200 SH SOLE 72200 0 0 SNAP-ON INC COM COM 833034101 1223 41200 SH SOLE 41200 0 0 SOLECTRON CORP COM COM 834182107 3585 582900 SH SOLE 582900 0 0 SONICWALL INC COM 835470105 474 94500 SH SOLE 94500 0 0 SOTHEBY'S HLDGS INC CL A 835898107 1231 86400 SH SOLE 86400 0 0 SPAR GROUP INC COM 784933103 28 12600 SH SOLE 12600 0 0 SURGICARE INC COM 868823105 573 249300 SH SOLE 249300 0 0 SWIFT ENERGY CO COM COM 870738101 2293 145200 SH SOLE 145200 0 0 SYBASE INC COM COM 871130100 2170 205700 SH SOLE 205700 0 0 TEEKAY SHIPPING MARSHALL ISLND COM Y8564W103 3008 81500 SH SOLE 81500 0 0 TENNANT CO COM 880345103 253 6400 SH SOLE 6400 0 0 TEREX CORP NEW COM 880779103 3034 134900 SH SOLE 134900 0 0 TESORO PETE CORP COM 881609101 3861 498200 SH SOLE 498200 0 0 TIMKEN COMPANY COM COM 887389104 1451 65000 SH SOLE 65000 0 0 TOWER AUTOMOTIVE INC COM COM 891707101 1073 76900 SH SOLE 76900 0 0 TOYS R US INC COM 892335100 961 55000 SH SOLE 55000 0 0 TRICO MARINE SERVICES INC COM 896106101 912 134300 SH SOLE 134300 0 0 ULTRATECH STEPPER INC COM COM 904034105 920 56800 SH SOLE 56800 0 0 UNITED ONLINE INC COM COM 911268100 2751 228900 SH SOLE 228900 0 0 US ONCOLOGY INC COM 90338W103 1737 208500 SH SOLE 208500 0 0 VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 770 22700 SH SOLE 22700 0 0 VITESSE SEMICONDUCTOR CORP COM 928497106 1511 485900 SH SOLE 485900 0 0 WATTS INDS INC CL A 942749102 1179 59400 SH SOLE 59400 0 0 WEBMD CORP COM 94769M105 651 115600 SH SOLE 115600 0 0 WELLMAN INC COM COM 949702104 653 39000 SH SOLE 39000 0 0

HIGH ROCK ASSET MANAGEMENT LLC 13F-HR