13F-HR 1 b45478hre13fvhr.txt HIGH ROCK ASSET MANAGEMENT LLC UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 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 February 5, 2003 ---------------------- --------------- 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: 201 Form 13F Information Table Value Total: 111,619 (thousands) List of Other Included Managers: No. 13F File Number Name

BUSH INDS INC CL A 123164105 487 100600 SH SOLE 100600 0 0 CENDANT CORP COM 151313103 719 68600 SH SOLE 68600 0 0 CENTURY BUSINESS SVCS INC COM 156490104 246 92900 SH SOLE 92900 0 0 CHIPPAC INC CL A 169657103 718 202221 SH SOLE 202221 0 0 CHIQUITA BRANDS INTL COM COM 170032809 390 29400 SH SOLE 29400 0 0 CIRCOR INTL INC COM 17273K109 189 11900 SH SOLE 11900 0 0 CIRCUIT CITY STORE INC COM 172737108 301 40500 SH SOLE 40500 0 0 CLEAR CHANNEL COMMUNICATIONS PUT 184502952 369 9900 SH PUT SOLE 9900 0 0 COMCAST CORP NEW CL A SPL 20030N200 922 40800 SH SOLE 40800 0 0 COMMERCIAL FEDERAL CORPORATI COM 201647104 820 35100 SH SOLE 35100 0 0 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 418 41700 SH SOLE 41700 0 0 CONCERTO SOFTWARE INC COM 20602T106 209 30893 SH SOLE 30893 0 0 CONTINENTAL AIRLS INC CL B 210795308 173 23800 SH SOLE 23800 0 0 CREDENCE SYS CORP COM 225302108 1221 130900 SH SOLE 130900 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 394 68800 SH SOLE 68800 0 0 D R HORTON INC COM 23331A109 376 21700 SH SOLE 21700 0 0 DANA CORP COM 235811106 240 20400 SH SOLE 20400 0 0 DATARAM CORP COM PAR $1 238108203 88 28500 SH SOLE 28500 0 0 DAVE & BUSTERS INC COM 23833N104 171 19800 SH SOLE 19800 0 0 DELPHI FINL GROUP INC CL A 247131105 1177 31000 SH SOLE 31000 0 0 DENDRITE INTL INC COM 248239105 1129 151200 SH SOLE 151200 0 0 DIME CMNTY BANCSHARES COM 253922108 379 19800 SH SOLE 19800 0 0 DOLLAR GEN CORP COM 256669102 350 29300 SH SOLE 29300 0 0 DRIL-QUIP INC COM 262037104 340 20100 SH SOLE 20100 0 0 DUPONT PHOTOMASKS INC COM 26613X101 2016 86700 SH SOLE 86700 0 0 EARTHLINK INC COM 270321102 804 147600 SH SOLE 147600 0 0 EDGAR ONLINE INC COM 279765101 271 152900 SH SOLE 152900 0 0 EDGE PETE CORP DEL COM 279862106 74 19700 SH SOLE 19700 0 0 EFUNDS CORP COM 28224R101 260 28500 SH SOLE 28500 0 0 EGL INC COM 268484102 1072 75200 SH SOLE 75200 0 0 ELECTRONIC DATA SYS NEW COM 285661104 616 33400 SH SOLE 33400 0 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 858 86000 SH SOLE 86000 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 267 15100 SH SOLE 15100 0 0 EXPRESSJET HOLDINGS INC CL A 30218U108 500 48800 SH SOLE 48800 0 0 FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 1413 131900 SH SOLE 131900 0 0

FAIRCHILD SEMICONDUCTOR INTL CALL 303726903 214 20000 SH CALL SOLE 20000 0 0 FARGO ELECTRONICS INC COM 30744P102 105 12000 SH SOLE 12000 0 0 FEDERAL SIGNAL CORP COM 313855108 350 18000 SH SOLE 18000 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 1399 170800 SH SOLE 170800 0 0 FLOWSERVE CORP COM 34354P105 321 21700 SH SOLE 21700 0 0 FOOT LOCKER INC COM 344849104 782 74500 SH SOLE 74500 0 0 FREEMARKETS INC COM 356602102 682 105900 SH SOLE 105900 0 0 FRONTLINE LTD ORD G3682E127 178 20100 SH SOLE 20100 0 0 FURNITURE BRANDS INTL INC COM 360921100 1269 53200 SH SOLE 53200 0 0 GAMESTOP CORP CL A 36466R101 262 26700 SH SOLE 26700 0 0 GARTNER INC CL B 366651206 1095 115900 SH SOLE 115900 0 0 GATEWAY FINL HLDGS INC COM 368140109 177 21980 SH SOLE 21980 0 0 GRAY TELEVISION INC COM 389375106 655 67200 SH SOLE 67200 0 0 GSI LUMONICS INC COM 36229U102 1035 171600 SH SOLE 171600 0 0 GULFMARK OFFSHORE INC COM 402629109 217 14700 SH SOLE 14700 0 0 HAIN CELESTIAL GROUP INC COM 405217100 815 53600 SH SOLE 53600 0 0 HARRIS INTERACTIVE INC COM 414549105 79 26800 SH SOLE 26800 0 0 HARTMARX CORP COM 417119104 258 105600 SH SOLE 105600 0 0 HERCULES INC COM 427056106 299 34000 SH SOLE 34000 0 0 HUMANA INC COM 444859102 315 31500 SH SOLE 31500 0 0 IMAX CORP COM 45245E109 782 193500 SH SOLE 193500 0 0 INFOCUS CORP COM 45665B106 621 100800 SH SOLE 100800 0 0 INFOUSA INC NEW COM 456818301 71 14300 SH SOLE 14300 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 163 19500 SH SOLE 19500 0 0 INTERSIL CORP CL A 46069S109 319 22900 SH SOLE 22900 0 0 INTERWOVEN INC COM 46114T102 119 45800 SH SOLE 45800 0 0 INTEST CORP COM 461147100 68 14200 SH SOLE 14200 0 0 ISHARES TR RUSSELL 2000 VALUE PUT 464287630 4795 43000 SH PUT SOLE 43000 0 0 LAWSON SOFTWARE INC COM 520780107 186 32300 SH SOLE 32300 0 0 LEHMAN BROS HLDGS INC COM 524908100 288 5400 SH SOLE 5400 0 0 LIBBEY INC COM 529898108 494 19000 SH SOLE 19000 0 0 LIBERTY CORP S C COM 530370105 384 9900 SH SOLE 9900 0 0 LIN TV CORP CL A 532774106 429 17600 SH SOLE 17600 0 0 LONE STAR TECHNOLOGIES INC COM 542312103 960 64500 SH SOLE 64500 0 0 LSI LOGIC CORP COM 502161102 470 81400 SH SOLE 81400 0 0

LUCENT TECHNOLOGIES INC COM 549463107 354 280600 SH SOLE 280600 0 0 MAGNETEK INC COM 559424106 579 130300 SH SOLE 130300 0 0 MASCO CORP COM 574599106 297 14100 SH SOLE 14100 0 0 MASTEC INC COM 576323109 210 71200 SH SOLE 71200 0 0 MCKESSON CORP COM 58155Q103 633 23400 SH SOLE 23400 0 0 MEDICAL ACTION INDS INC COM 58449L100 825 76000 SH SOLE 76000 0 0 MEDQUIST INC COM 584949101 879 43400 SH SOLE 43400 0 0 MENTOR GRAPHICS CORP COM 587200106 1911 243100 SH SOLE 243100 0 0 MERRILL LYNCH & CO INC COM 590188108 361 9500 SH SOLE 9500 0 0 NASDAQ 100 TR UNIT SER 1 631100104 246 10100 SH SOLE 10100 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 450 30000 SH SOLE 30000 0 0 NAVIGANT CONSULTING INC COM 63935N107 158 26700 SH SOLE 26700 0 0 NETWORK EQUIP TECHNOLOGIES COM 641208103 353 90100 SH SOLE 90100 0 0 NORTEL NETWORKS CORP NEW COM 656568102 56 35000 SH SOLE 35000 0 0 NU HORIZONS ELECTRS CORP COM 669908105 60 10600 SH SOLE 10600 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 309 25800 SH SOLE 25800 0 0 NUEVO ENERGY CO COM 670509108 597 53800 SH SOLE 53800 0 0 OCEANEERING INTL INC COM 675232102 463 18700 SH SOLE 18700 0 0 OFFICEMAX INC COM 67622M108 1864 372800 SH SOLE 372800 0 0 OMEGA PROTEIN CORP COM 68210P107 192 48700 SH SOLE 48700 0 0 OPENWAVE SYS INC COM 683718100 121 60400 SH SOLE 60400 0 0 ORBIT INTL CORP COM NEW 685559304 170 37350 SH SOLE 37350 0 0 ORBITAL SCIENCES CORP COM 685564106 84 19800 SH SOLE 19800 0 0 OSTEOTECH INC COM 688582105 123 19100 SH SOLE 19100 0 0 OVERSEAS SHIPHOLDING GROUP I COM 690368105 197 11000 SH SOLE 11000 0 0 OXFORD INDS INC COM 691497309 475 18500 SH SOLE 18500 0 0 PALM INC COM NEW 696642206 292 18600 SH SOLE 18600 0 0 PARAMETRIC TECHNOLOGY CORP COM 699173100 173 68800 SH SOLE 68800 0 0 PEP BOYS MANNY MOE & JACK COM 713278109 1128 97200 SH SOLE 97200 0 0 PEPSIAMERICAS INC COM 71343P200 247 18400 SH SOLE 18400 0 0 PEROT SYS CORP CL A 714265105 236 22000 SH SOLE 22000 0 0 PHOTRONICS INC COM 719405102 871 63600 SH SOLE 63600 0 0 PITTSTON CO COM BRINKS GRP 725701106 456 24700 SH SOLE 24700 0 0 PLAINS EXPL & PRODTN CO L P COM 726505100 152 15600 SH SOLE 15600 0 0 PLAYTEX PRODS INC COM 72813P100 1476 149400 SH SOLE 149400 0 0

PLEXUS CORP COM 729132100 319 36300 SH SOLE 36300 0 0 POLO RALPH LAUREN CORP CL A 731572103 307 14100 SH SOLE 14100 0 0 POLYONE CORP COM 73179P106 115 29400 SH SOLE 29400 0 0 POWER-ONE INC COM 739308104 167 29500 SH SOLE 29500 0 0 POWERWAVE TECHNOLOGIES INC COM 739363109 360 66700 SH SOLE 66700 0 0 PRIME MED SVCS INC NEW COM 74156D108 399 46000 SH SOLE 46000 0 0 PRIMEDIA INC COM 74157K101 832 403800 SH SOLE 403800 0 0 PROGRESS SOFTWARE CORP COM 743312100 240 18500 SH SOLE 18500 0 0 PROVINCE HEALTHCARE CO COM 743977100 507 52100 SH SOLE 52100 0 0 PULITZER INC COM 745769109 701 15600 SH SOLE 15600 0 0 PYRAMID BREWERIES INC COM 747135101 184 61700 SH SOLE 61700 0 0 QUIXOTE CORP COM 749056107 1230 68100 SH SOLE 68100 0 0 READERS DIGEST ASSN INC CL A NON VTG 755267101 444 29400 SH SOLE 29400 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 629 30200 SH SOLE 30200 0 0 RESTORATION HARDWARE INC DEL COM 760981100 137 27400 SH SOLE 27400 0 0 REYNOLDS & REYNOLDS CO CL A 761695105 359 14100 SH SOLE 14100 0 0 ROBERT MONDAVI CORP CL A 609200100 295 9500 SH SOLE 9500 0 0 ROCK OF AGES CORP CL A 772632105 287 50800 SH SOLE 50800 0 0 RYDER SYS INC COM 783549108 402 17900 SH SOLE 17900 0 0 SANMINA SCI CORP COM 800907107 288 64200 SH SOLE 64200 0 0 SCHNITZER STL INDS CL A 806882106 933 46600 SH SOLE 46600 0 0 SCHOOL SPECIALTY INC COM 807863105 561 28100 SH SOLE 28100 0 0 SCHULMAN A INC COM 808194104 921 49500 SH SOLE 49500 0 0 SCIENTIFIC GAMES CORP CALL 80874P909 182 25000 SH CALL SOLE 25000 0 0 SCM MICROSYSTEMS INC COM 784018103 304 71600 SH SOLE 71600 0 0 SCS TRANSN INC COM 81111T102 159 16050 SH SOLE 16050 0 0 SEACHANGE INTL INC COM 811699107 327 53200 SH SOLE 53200 0 0 SEROLOGICALS CORP CALL 817523903 408 37100 SH CALL SOLE 37100 0 0 SILICONIX INC COM NEW 827079203 587 25100 SH SOLE 25100 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 665 57200 SH SOLE 57200 0 0 SIX FLAGS INC COM 83001P109 258 45200 SH SOLE 45200 0 0 SOLECTRON CORP COM 834182107 570 160700 SH SOLE 160700 0 0 SONICWALL INC COM 835470105 175 48100 SH SOLE 48100 0 0 SOTHEBYS HLDGS INC CL A 835898107 503 55900 SH SOLE 55900 0 0 SPANISH BROADCASTING SYS INC CL A 846425882 302 42000 SH SOLE 42000 0 0

SPARTAN MTRS INC COM 846819100 501 44000 SH SOLE 44000 0 0 SPARTECH CORP COM NEW 847220209 202 9800 SH SOLE 9800 0 0 SPORTS AUTH INC COM 849176102 313 44700 SH SOLE 44700 0 0 STILWELL FINL INC COM 860831106 1465 112100 SH SOLE 112100 0 0 SUN MICROSYSTEMS INC COM 866810104 31 10000 SH SOLE 10000 0 0 SWIFT ENERGY CO COM 870738101 508 52500 SH SOLE 52500 0 0 TERADYNE INC COM 880770102 1216 93500 SH SOLE 93500 0 0 TESORO PETE CORP COM 881609101 546 120900 SH SOLE 120900 0 0 THOMAS & BETTS CORP COM 884315102 387 22900 SH SOLE 22900 0 0 THREE FIVE SYS INC COM 88554L108 412 63800 SH SOLE 63800 0 0 TIMKEN CO COM 887389104 512 26800 SH SOLE 26800 0 0 TOLLGRADE COMMUNICATIONS INC COM 889542106 346 29500 SH SOLE 29500 0 0 TOYS R US INC COM 892335100 168 16800 SH SOLE 16800 0 0 TRANSPORT CORP OF AMER INC COM 89385P102 70 14200 SH SOLE 14200 0 0 TRICO MARINE SERVICES INC COM 896106101 151 45400 SH SOLE 45400 0 0 TRIMBLE NAVIGATION LTD COM 896239100 844 67600 SH SOLE 67600 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 45 10500 SH SOLE 10500 0 0 TUPPERWARE CORP COM 899896104 492 32600 SH SOLE 32600 0 0 ULTRATECH STEPPER INC COM 904034105 2325 236300 SH SOLE 236300 0 0 UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 643 191300 SH SOLE 191300 0 0 US ONCOLOGY INC COM 90338W103 437 50400 SH SOLE 50400 0 0 USA TRUCK INC COM 902925106 339 48100 SH SOLE 48100 0 0 V F CORP COM 918204108 566 15700 SH SOLE 15700 0 0 VOLT INFORMATION SCIENCES IN COM 928703107 268 15700 SH SOLE 15700 0 0 WALTER INDS INC COM 93317Q105 190 17500 SH SOLE 17500 0 0 WELLCHOICE INC COM 949475107 429 17900 SH SOLE 17900 0 0 WELLMAN INC COM 949702104 844 62600 SH SOLE 62600 0 0 WESCO INTL INC COM 95082P105 758 138000 SH SOLE 138000 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 781 32000 SH SOLE 32000 0 0 X-RITE INC COM 983857103 288 41200 SH SOLE 41200 0 0 YELLOW CORP COM 985509108 1524 60500 SH SOLE 60500 0 0 ZEMEX CDA CORP COM 988910105 73 14400 SH SOLE 14400 0 0

HIGH ROCK ASSET MANAGEMENT LLC 13F-HR