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, 1999
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: 28-3491
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:
DAVID L. DIAMOND August 12, 1999
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
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FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 147
Form 13F Information Table Value Total: 47138
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<TABLE> <C> <C>
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 DISCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- -------- --------- -------- -------- --------
D ACTEL CORP COM COMMON STOCK 004934105 231 15700 SH SOLE 15700 0 0
D ADEPT TECHNOLOGY INC COM COMMON STOCK 006854103 237 24400 SH SOLE 24400 0 0
D ALBERTO CULVER CO CL A COMMON STOCK 013068200 639 28100 SH SOLE 28100 0 0
D ALEXANDER & BALDWIN INC COM COMMON STOCK 014482103 255 11500 SH SOLE 11500 0 0
D ALIGN-RITE INTL INC COM COMMON STOCK 016251100 180 13000 SH SOLE 13000 0 0
D ALTERNATIVE RES CORP COM COMMON STOCK 02145R102 280 40000 SH SOLE 40000 0 0
D AMCOL INTERNATIONAL CORP COMMON STOCK 02341W103 340 23700 SH SOLE 23700 0 0
D ANSYS INC COM COMMON STOCK 03662Q105 112 11300 SH SOLE 11300 0 0
D APPLIED MICROSYSTEMS CORP COM COMMON STOCK 037935103 70 22500 SH SOLE 22500 0 0
D ARCH CHEMICALS INC COM STK COMMON STOCK 03937R102 340 14000 SH SOLE 14000 0 0
D ARDENT SOFTWARE INC COM COMMON STOCK 039794102 372 17540 SH SOLE 17540 0 0
D ARROW ELECTRONICS INC COM COMMON STOCK 042735100 752 39600 SH SOLE 39600 0 0
D ASARCO INC COM COMMON STOCK 043413103 301 16000 SH SOLE 16000 0 0
D ASHWORTH INC COM COMMON STOCK 04516H101 507 109700 SH SOLE 109700 0 0
D AUTOTOTE CORP CL A COMMON STOCK 053323101 59 25100 SH SOLE 25100 0 0
D BAKER J INC COM COMMON STOCK 057232100 827 95900 SH SOLE 95900 0 0
D BOB EVANS FARMS INC COM COMMON STOCK 096761101 439 22100 SH SOLE 22100 0 0
D BOMBAY CO INC USD1 COM COMMON STOCK 097924104 143 19100 SH SOLE 19100 0 0
D BRAUNS FASHIONS CORP COM COMMON STOCK 105658108 953 66600 SH SOLE 66600 0 0
D BROOKLINE BANCORP INC COM COMMON STOCK 113739106 141 12249 SH SOLE 12249 0 0
D BROWN SHOE COMPANY INC COMMON STOCK 115736100 267 12300 SH SOLE 12300 0 0
D BTU INTL INC COM COMMON STOCK 056032105 140 28800 SH SOLE 28800 0 0
D BUDGET GROUP INC COM COMMON STOCK 119003101 326 26500 SH SOLE 26500 0 0
D BUFFETS INC COM COMMON STOCK 119882108 280 24400 SH SOLE 24400 0 0
D BURLINGTON COAT FACTORY WHSE C COMMON STOCK 121579106 614 31800 SH SOLE 31800 0 0
D CACHE INC COM NEW COMMON STOCK 127150308 275 40100 SH SOLE 40100 0 0
D CERPROBE CORP COM COMMON STOCK 156787103 177 17700 SH SOLE 17700 0 0
D CFM TECHNOLOGIES INC COM COMMON STOCK 12525K106 332 33200 SH SOLE 33200 0 0
D CHAMPION INTL CORP COM COMMON STOCK 158525105 296 6200 SH SOLE 6200 0 0
D CIDCO INC COM COMMON STOCK 171768104 305 41300 SH SOLE 41300 0 0
D CIVIC BANCORP COM COMMON STOCK 178788105 224 15924 SH SOLE 15924 0 0
D CLEVELAND INDIANS BASEBALL INC COMMON STOCK 186202107 520 28300 SH SOLE 28300 0 0
D CNB BANCSHARES INC COM COMMON STOCK 126126101 221 3881 SH SOLE 3881 0 0
D COMFORT SYS USA INC COM COMMON STOCK 199908104 529 29400 SH SOLE 29400 0 0
D COMMUNICATIONS SYS INC COM COMMON STOCK 203900105 261 21100 SH SOLE 21100 0 0
D COMPUSA INC COM COMMON STOCK 204932107 233 31400 SH SOLE 31400 0 0
D CONRAD INDUSTRIES INC COM STK COMMON STOCK 208305102 72 14400 SH SOLE 14400 0 0
D COOPER COS INC COM NEW COMMON STOCK 216648402 379 15200 SH SOLE 15200 0 0
D CORRPRO COS INC COM COMMON STOCK 220317101 117 13600 SH SOLE 13600 0 0
D CTB INTERNATIONAL CORP COM COMMON STOCK 125960104 205 24700 SH SOLE 24700 0 0
D DILLIARDS INC-CL A COM OPTIONS - CALLS 2540670HX 231 6600 SH CALL SOLE 6600 0 0
D DILLIARDS INC-CL A COM OPTIONS - CALLS 2540670KX 231 6600 SH CALL SOLE 6600 0 0
D DIODES INC COM COMMON STOCK 254543101 530 63400 SH SOLE 63400 0 0
D ENCAD INC COM COMMON STOCK 292503109 273 42100 SH SOLE 42100 0 0
D EQUINOX SYSTEMS INC COM COMMON STOCK 294436100 362 33500 SH SOLE 33500 0 0
D ESKIMO PIE CORP COM COMMON STOCK 296443104 136 15800 SH SOLE 15800 0 0
D FEDERAL SIGNAL CORP COM COMMON STOCK 313855108 211 10000 SH SOLE 10000 0 0
D FILENET CORP COM COMMON STOCK 316869106 165 14500 SH SOLE 14500 0 0
D FIRST FED FINANCIAL CORP COM COMMON STOCK 337907109 240 12500 SH SOLE 12500 0 0
D FLOUR CITY INTERNATIONAL INC COMMON STOCK 343858205 106 35400 SH SOLE 35400 0 0
D FRESH FOOD INC COM COMMON STOCK 358034106 260 30200 SH SOLE 30200 0 0
D GENERAL NUTRITION COMPANIES IN COMMON STOCK 37047F103 573 24600 SH SOLE 24600 0 0
D HELEN OF TROY CORP SHS COMMON STOCK G4388N106 258 14400 SH SOLE 14400 0 0
D HELLO DIRECT INC COM COMMON STOCK 423402106 378 36250 SH SOLE 36250 0 0
D HMT TECHNOLOGY CORP FIXED SUB CONVRT BONDS 403917AD9 18 50000 SH SOLE 50000 0 0
D HON INDS INC COM COMMON STOCK 438092108 753 25800 SH SOLE 25800 0 0
D I-FLOW CORP COM NEW COMMON STOCK 449520303 35 10000 SH SOLE 10000 0 0
D IKOS SYS INC COM NEW COMMON STOCK 451716203 212 21700 SH SOLE 21700 0 0
D INFOCUS SYSTEMS INC USD NPV CO COMMON STOCK 452919103 801 53400 SH SOLE 53400 0 0
D INPUT SOFTWARE INC COM STK COMMON STOCK 457654101 215 36100 SH SOLE 36100 0 0
D INTEGRATED DEVICE TECHNOLOGY I COMMON STOCK 458118106 748 68800 SH SOLE 68800 0 0
D INTEGRATED MEASUREMENT SYSTEMS COMMON STOCK 457923100 265 20600 SH SOLE 20600 0 0
D INTERPOOL INC COM COMMON STOCK 46062R108 141 10900 SH SOLE 10900 0 0
D INTERSTATE BAKERIES CORP DEL U COMMON STOCK 46072H108 417 18600 SH SOLE 18600 0 0
D INTERTAN INC COM COMMON STOCK 461120107 666 33300 SH SOLE 33300 0 0
D INTEST CORPORATION COM COMMON STOCK 461147100 435 62156 SH SOLE 62156 0 0
D JACO ELECTRS INC COM COMMON STOCK 469783104 230 55800 SH SOLE 55800 0 0
D JOHNS MANVILLE CORP COM OPTIONS - CALLS 4781290GB 416 30000 SH CALL SOLE 30000 0 0
D KEY TECHNOLOGY INC COM COMMON STOCK 493143101 388 41400 SH SOLE 41400 0 0
D KLAMATH FIRST BANCORP INC COM COMMON STOCK 49842P103 184 12300 SH SOLE 12300 0 0
D LADD FURNITURE INC COM PAR $0. COMMON STOCK 505739201 214 10200 SH SOLE 10200 0 0
D LAM RESH CORP COM COMMON STOCK 512807108 499 10700 SH SOLE 10700 0 0
D LANDRY'S SEAFOOD RESTAURANTS I COMMON STOCK 51508L103 346 43300 SH SOLE 43300 0 0
D LESCO INC OHIO COM COMMON STOCK 526872106 221 11600 SH SOLE 11600 0 0
D LONDON PACIFIC GROUP LTD ADR ADRS STOCKS 542073101 846 36800 SH SOLE 36800 0 0
D LYDALL INC COM COMMON STOCK 550819106 285 24800 SH SOLE 24800 0 0
D MARSHALL INDS COM COMMON STOCK 572393106 474 13200 SH SOLE 13200 0 0
D MATERIAL SCIENCES CORP COM COMMON STOCK 576674105 222 14800 SH SOLE 14800 0 0
D MATTSON TECHNOLOGY INC COMMON STOCK 577223100 377 29900 SH SOLE 29900 0 0
D MAXXIM MED INC COM COMMON STOCK 57777G105 233 10000 SH SOLE 10000 0 0
D MCNAUGHTON APPAREL GROUP INC COMMON STOCK 582524104 294 35200 SH SOLE 35200 0 0
D MERIX CORP COM COMMON STOCK 590049102 108 14200 SH SOLE 14200 0 0
D METROLOGIC INSTRS INC COM COMMON STOCK 591676101 345 30400 SH SOLE 30400 0 0
D MICRO WAREHOUSE INC COM COMMON STOCK 59501B105 246 13800 SH SOLE 13800 0 0
D MIKOHN GAMING CORP COM COMMON STOCK 59862K108 155 42300 SH SOLE 42300 0 0
D MILLER HERMAN INC COM COMMON STOCK 600544100 252 12000 SH SOLE 12000 0 0
D MORGAN KEEGAN INC COM COMMON STOCK 617410105 357 18900 SH SOLE 18900 0 0
D MOVIE GALLERY INC COM COMMON STOCK 624581104 197 36700 SH SOLE 36700 0 0
D NEIMAN-MARCUS GROUP INC COM COMMON STOCK 640204103 218 8500 SH SOLE 8500 0 0
D NELSON THOMAS INC COM COMMON STOCK 640376109 248 22300 SH SOLE 22300 0 0
D NETWORK EQUIP TECHNOLOGIES COMMON STOCK 641208103 197 20000 SH SOLE 20000 0 0
D NOBLE AFFILIATES INC COM OPTIONS - CALLS 6548940HD 414 14700 SH CALL SOLE 14700 0 0
D NOVELL INC COM COMMON STOCK 670006105 482 18200 SH SOLE 18200 0 0
D NU HORIZONS ELECTRS CORP COM COMMON STOCK 669908105 304 43100 SH SOLE 43100 0 0
D OFFICEMAX INC COM COMMON STOCK 67622M108 210 17500 SH SOLE 17500 0 0
D ONE PRICE CLOTHING STORES INC COMMON STOCK 682411103 427 90000 SH SOLE 90000 0 0
D PARK PLACE ENTERTAIN MENT CORP COMMON STOCK 700690100 329 34500 SH SOLE 34500 0 0
D PEAK INTL LTD SHS COMMON STOCK G69586108 84 12500 SH SOLE 12500 0 0
D PEP BOYS MANNY MOE & JACK COM COMMON STOCK 713278109 298 14200 SH SOLE 14200 0 0
D PHILLIPS VAN HEUSEN CORP COM COMMON STOCK 718592108 495 49500 SH SOLE 49500 0 0
D PIER 1 IMPORTS INC GA COM OPTIONS - CALLS 7202790IU 532 47300 SH CALL SOLE 47300 0 0
D PLAYERS INTL INC COM COMMON STOCK 727903106 102 14200 SH SOLE 14200 0 0
D PRAXAIR INC COM COMMON STOCK 74005P104 352 7200 SH SOLE 7200 0 0
D PRECISION OPTICS INC MASS COMMON STOCK 740294103 20 20000 SH SOLE 20000 0 0
D PRESTIGE BANCORP INC COM COMMON STOCK 741115109 161 13058 SH SOLE 13058 0 0
D QUADRAMED CORP CONV CONVRT BONDS 74730WAC5 43 80000 SH SOLE 80000 0 0
D QUAKER CHEMICAL CORP COMMON STOCK 747316107 204 12600 SH SOLE 12600 0 0
D QUEST EDUCATION CORP COMMON STOCK 74835F102 385 36500 SH SOLE 36500 0 0
D RPM INC OHIO COM COMMON STOCK 749685103 733 51700 SH SOLE 51700 0 0
D SAFETY 1ST INC COM COMMON STOCK 786475103 172 29400 SH SOLE 29400 0 0
D SANTA FE SNYDER CORP COMMON STOCK 80218K105 350 43845 SH SOLE 43845 0 0
D SEVENSON ENVIROMENTAL SVCS COMMON STOCK 818063109 190 16400 SH SOLE 16400 0 0
D SIPEX CORP COM COMMON STOCK 829909100 444 21700 SH SOLE 21700 0 0
D SIZZLER INTL INC COM COMMON STOCK 830139101 131 58600 SH SOLE 58600 0 0
D SMART MODULAR TECHNOLOGIES INC COMMON STOCK 831690102 234 13500 SH SOLE 13500 0 0
D SNYDER COMMUNICATION INC COM COMMON STOCK 832914105 225 6900 SH SOLE 6900 0 0
D SOLA INTL INC COM COMMON STOCK 834092108 565 29100 SH SOLE 29100 0 0
D SPECTRUM CTL INC COM COMMON STOCK 847615101 114 15600 SH SOLE 15600 0 0
D STEEL TECHNOLOGIES INC COM COMMON STOCK 858147101 379 40200 SH SOLE 40200 0 0
D STIMSONITE CORP COM COMMON STOCK 860832104 371 25400 SH SOLE 25400 0 0
D STONE & WEBSTER INC COM COMMON STOCK 861572105 244 9200 SH SOLE 9200 0 0
D SUMMA INDS COM COMMON STOCK 86562T105 159 12300 SH SOLE 12300 0 0
D SYPRIS SOLUTIONS INC COM COMMON STOCK 871655106 200 20800 SH SOLE 20800 0 0
D TASTY BAKING CO COM COMMON STOCK 876553306 305 24800 SH SOLE 24800 0 0
D TEGAL CORP COM COMMON STOCK 879008100 34 10000 SH SOLE 10000 0 0
D TESORO PETROLEUM CORP 7.25% CO PFRD STK CONV SU 881609408 160 10200 SH SOLE 10200 0 0
D TITAN CORP COM COMMON STOCK 888266103 290 26400 SH SOLE 26400 0 0
D TOPS APPLIANCE CITY INC COMMON STOCK 890910102 82 69100 SH SOLE 69100 0 0
D TORONTO DOMINION BK CAD COM NP COMMON STOCK 891160509 304 6700 SH SOLE 6700 0 0
D ULTRATECH STEPPER INC COM COMMON STOCK 904034105 287 19100 SH SOLE 19100 0 0
D UNITED DOMINION INDU STRIES LT COMMON STOCK 909914103 208 8600 SH SOLE 8600 0 0
D UNO RESTAURANT CORP COM COMMON STOCK 914900105 476 50800 SH SOLE 50800 0 0
D VANTIVE CORP COM COMMON STOCK 922091103 253 22200 SH SOLE 22200 0 0
D VANTIVE CORP CONV SUB NOTES CONVRT BONDS 922091AC7 53 70000 SH SOLE 70000 0 0
D VARCO INTL CO COMMON STOCK 922126107 204 18900 SH SOLE 18900 0 0
D VARIAN INC COM COMMON STOCK 922206107 214 15900 SH SOLE 15900 0 0
D VICORP RESTAURANTS COM COMMON STOCK 925817108 227 13100 SH SOLE 13100 0 0
D VISHAY INTERTECHNLGY COMMON STOCK 928298108 1246 59375 SH SOLE 59375 0 0
D VISHAY INTERTECHNLGY OPTIONS - CALLS 928298TGB 1078 51375 SH CALL SOLE 51375 0 0
D WEST MARINE INC COM COMMON STOCK 954235107 515 35400 SH SOLE 35400 0 0
D WHITE ELECTRONICS DESIGNS COMMON STOCK 963801105 91 45500 SH SOLE 45500 0 0
D WOLVERINE WORLD WIDE INC COMMON STOCK 978097103 214 15300 SH SOLE 15300 0 0
D WR GRACE & CO COMMON STOCK 38388F108 226 11900 SH SOLE 11900 0 0
D ZIFF DAVIS INC COM STK COMMON STOCK 989511100 1304 85900 SH SOLE 85900 0 0
D ZIFF DAVIS INC COM STK OPTIONS - CALLS 989511EGB 212 14000 SH CALL SOLE 14000 0 0
D ZIFF DAVIS INC COM STK OPTIONS - CALLS 989511EGU 218 14400 SH CALL SOLE 14400 0 0
D ZOLL MEDICAL CORP COM COMMON STOCK 989922109 421 35100 SH SOLE 35100 0 0
S REPORT SUMMARY 147 DATA RECORDS 47138 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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