UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2000
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 May 11, 2000
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
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 182
Form 13F Information Table Value Total: 110128
<PAGE>
<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 ABERCROMBIE & FITCH CO CL A CO COMMON STOCK 002896207 435 27200 SH SOLE 22700 0 4500
D ACE LTD COM COMMON STOCK G0070K103 1382 60400 SH SOLE 50900 0 9500
D ACTEL CORP COM COMMON STOCK 004934105 1845 51700 SH SOLE 43700 0 8000
D ACTIVE APPAREL GROUP INC COMMON STOCK 00504P105 215 63800 SH SOLE 46400 0 17400
D ADEPT TECHNOLOGY INC COM COMMON STOCK 006854103 132 11000 SH SOLE 9300 0 1700
D ADVANCED MICRO DEVIC ES INC US OPTIONS - CALLS 0079030DE 554 9700 SH CALL SOLE 8100 0 1600
D AGRIUM INC CAD NPV C OM (USD) COMMON STOCK 008916108 905 112200 SH SOLE 96100 0 16100
D ALBANY INTL CORP COM CL A COMMON STOCK 012348108 376 25400 SH SOLE 21400 0 4000
D ALBERTO CULVER CO CL A COMMON STOCK 013068200 1437 65700 SH SOLE 55300 0 10400
D ALIGN-RITE INTL INC COM COMMON STOCK 016251100 385 14000 SH SOLE 11700 0 2300
D ALLEN TELECOM INC COM COMMON STOCK 018091108 338 21200 SH SOLE 17900 0 3300
D ALLIANT TECHSYSTEMS INC COM COMMON STOCK 018804104 1048 17800 SH SOLE 15000 0 2800
D AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 531 14000 SH SOLE 11800 0 2200
D AMERICAN FINANCIAL GROUP INC COMMON STOCK 025932104 630 22000 SH SOLE 18500 0 3500
D AMERICAN FINICAL HOLDINGS COMMON STOCK 026075101 222 18400 SH SOLE 15500 0 2900
D AMERICAN FREIGHTWAYS CORP COMMON STOCK 02629V108 478 32000 SH SOLE 27000 0 5000
D AMERISOURCE HEALTH CORP CL A COMMON STOCK 03071P102 992 66100 SH SOLE 55400 0 10700
D ANIXTER INTL INC COM COMMON STOCK 035290105 284 10200 SH SOLE 8600 0 1600
D ANN TAYLOR STORES CORP COMMON STOCK 036115103 1318 57300 SH SOLE 48300 0 9000
D APPLIED POWER INC CL-A COM COMMON STOCK 038225108 1003 35200 SH SOLE 30200 0 5000
D ARCH CHEMICALS INC COM STK COMMON STOCK 03937R102 522 26100 SH SOLE 22000 0 4100
D ARROW ELECTRONICS INC COM COMMON STOCK 042735100 402 11400 SH SOLE 9600 0 1800
D ARROW ELECTRONICS INC COM OPTIONS - CALLS 0427350FD 472 13400 SH CALL SOLE 11200 0 2200
D ARTESYN TECHNOLOGIES INC COM COMMON STOCK 043127109 379 20000 SH SOLE 16900 0 3100
D ASTORIA FINL CORP COM COMMON STOCK 046265104 420 14800 SH SOLE 12500 0 2300
D AVNET INC COM COMMON STOCK 053807103 3982 63200 SH SOLE 53300 0 9900
D AVNET INC COM OPTIONS - CALLS 0538070EH 970 15400 SH CALL SOLE 15400 0 0
D AVT CORP COM COMMON STOCK 002420107 159 13500 SH SOLE 11400 0 2100
D BALDWIN PIANO & ORGAN CO COM COMMON STOCK 058246109 129 17100 SH SOLE 14300 0 2800
D BALLYS TOTAL FITNESS HOLDINGS COMMON STOCK 05873K108 706 28800 SH SOLE 24300 0 4500
D BANK UTD CORP CL A COM COMMON STOCK 065412108 211 6700 SH SOLE 5600 0 1100
D BEL FUSE INC CL-B COM STK COMMON STOCK 077347300 1294 61600 SH SOLE 51900 0 9700
D BINDLEY WESTN INDS COM COMMON STOCK 090324104 236 17400 SH SOLE 14700 0 2700
D BOMBAY CO INC USD1 COM COMMON STOCK 097924104 92 27700 SH SOLE 23200 0 4500
D BOSTON BEER INC CL A COMMON STOCK 100557107 161 21500 SH SOLE 18100 0 3400
D BROOKLINE BANCORP INC COM COMMON STOCK 113739106 116 12249 SH SOLE 12249 0 0
D BURLINGTON INDS INC NEW COM COMMON STOCK 121693105 602 137500 SH SOLE 116200 0 21300
D BURLINGTON RESOURCES INC COMMON STOCK 122014103 622 16800 SH SOLE 14000 0 2800
D CARNIVAL CORP COM STK OPTIONS - CALLS 1436580DD 424 17100 SH CALL SOLE 14500 0 2600
D CBRL GROUP INC COM COMMON STOCK 12489V106 207 20700 SH SOLE 17200 0 3500
D CEC ENTERTAINMENT INC COMMON STOCK 125137109 222 8200 SH SOLE 6900 0 1300
D CENTRAL NEWSPAPERS INC COMMON STOCK 154647101 729 21800 SH SOLE 18400 0 3400
D CHECKPOINT SYSTEMS INC, COM COMMON STOCK 162825103 216 25800 SH SOLE 21600 0 4200
D CIDCO INC COM COMMON STOCK 171768104 341 66600 SH SOLE 56200 0 10400
D CIVIC BANCORP COM COMMON STOCK 178788105 210 16624 SH SOLE 16624 0 0
D CLEVELAND CLIFFS INC COM COMMON STOCK 185896107 291 12300 SH SOLE 10900 0 1400
D COBRA ELECTRS CORP COM COMMON STOCK 191042100 160 27300 SH SOLE 23000 0 4300
D COHU INC COMUSD1 COMMON STOCK 192576106 584 14000 SH SOLE 11800 0 2200
D COLD METAL PRODUCTS INC COMMON STOCK 192861102 171 50600 SH SOLE 42700 0 7900
D COLDWATER CREEK INC COM COMMON STOCK 193068103 500 29400 SH SOLE 24800 0 4600
D COMPAQ COMPUTER CORP COM COMMON STOCK 204493100 443 16400 SH SOLE 13800 0 2600
D COMSHARE INC COM COMMON STOCK 205912108 379 81900 SH SOLE 68600 0 13300
D CONOCO INC CL-B COMMON STOCK 208251405 423 16500 SH SOLE 13900 0 2600
D CONSOLIDATED STORES CORP COM COMMON STOCK 210149100 175 15400 SH SOLE 13000 0 2400
D CORRPRO COS INC COM COMMON STOCK 220317101 220 46300 SH SOLE 41900 0 4400
D COVANCE INC COM COMMON STOCK 222816100 1130 105100 SH SOLE 87800 0 17300
D DAYTON SUPERIOR CORP CL A COMMON STOCK 240028100 1030 40900 SH SOLE 33800 0 7100
D DEB SHOPS INC COM COMMON STOCK 242728103 494 35900 SH SOLE 30400 0 5500
D DIAL CORP NEW COM COMMON STOCK 25247D101 623 45300 SH SOLE 38200 0 7100
D DIGI INTL INC COM COMMON STOCK 253798102 208 22500 SH SOLE 19100 0 3400
D DUPONT PHOTOMASKS INC COM COMMON STOCK 26613X101 1234 21300 SH SOLE 19000 0 2300
D EGAMES INC COM COMMON STOCK 282253103 101 49000 SH SOLE 41000 0 8000
D EVEREST RE GROUP LTD COM STK COMMON STOCK G3223R108 450 13800 SH SOLE 11600 0 2200
D EXPONENT INC COM COMMON STOCK 30214U102 315 28600 SH SOLE 24100 0 4500
D FAIRCHILD SEMICON INTL CLASS A COMMON STOCK 303726103 526 14400 SH SOLE 14400 0 0
D FINISH LINE INC CL A COMMON STOCK 317923100 392 40200 SH SOLE 37100 0 3100
D FIRST FED FINANCIAL CORP COM COMMON STOCK 337907109 1313 99100 SH SOLE 82300 0 16800
D FIRST KEYSTONE FINL INC, COM COMMON STOCK 320655103 115 12600 SH SOLE 10500 0 2100
D FLEMING COS INC COM COMMON STOCK 339130106 181 12000 SH SOLE 10100 0 1900
D FOSSIL INC COM COMMON STOCK 349882100 263 11200 SH SOLE 9400 0 1800
D FSI INTL INC COM COMMON STOCK 302633102 445 21700 SH SOLE 18400 0 3300
D G-III APPAREL GROUP LTD COMMON STOCK 36237H101 97 21000 SH SOLE 17700 0 3300
D GENERAL SEMICONDUCTR INC COM COMMON STOCK 370787103 3386 196300 SH SOLE 166200 0 30100
D GENESCO INC COM COMMON STOCK 371532102 476 36300 SH SOLE 30600 0 5700
D GENRAD INC COM COMMON STOCK 372447102 992 80200 SH SOLE 67800 0 12400
D GENZYME CORP SURGICAL PRODS COMMON STOCK 372917609 5366 456700 SH SOLE 386000 0 70700
D GEON CO COM COMMON STOCK 37246W105 256 11900 SH SOLE 10000 0 1900
D HARLAND JOHN H CO COM COMMON STOCK 412693103 312 23100 SH SOLE 19200 0 3900
D HAVEN BANCORP INC COM COMMON STOCK 419352109 166 10600 SH SOLE 8900 0 1700
D HEINZ H J CO COM OPTIONS - CALLS 4230740FF 523 15000 SH CALL SOLE 12700 0 2300
D HELMERICH & PAYNE INC COM COMMON STOCK 423452101 310 10000 SH SOLE 8400 0 1600
D HMT TECH CORP COM COMMON STOCK 403917107 63 18900 SH SOLE 18900 0 0
D HMT TECHNOLOGY CORP FIXED SUB CONVRT BONDS 403917AD9 44 100000 SH SOLE 100000 0 0
D HOLLYWOOD ENTERTAINM ENT CORP COMMON STOCK 436141105 734 91000 SH SOLE 76000 0 15000
D HON INDS INC COM COMMON STOCK 438092108 263 10200 SH SOLE 8600 0 1600
D HOUSTON EXPLORATION CO COM COMMON STOCK 442120101 540 30000 SH SOLE 24300 0 5700
D HUBBELL INC USD.01 CL-B COM COMMON STOCK 443510201 394 14400 SH SOLE 12100 0 2300
D HYPERCOM CORP COM COMMON STOCK 44913M105 1401 81800 SH SOLE 69000 0 12800
D IMATION CORP COM COMMON STOCK 45245A107 408 15300 SH SOLE 13200 0 2100
D INFORMIX CORP COM COMMON STOCK 456779107 805 47500 SH SOLE 40100 0 7400
D INTEGRATED DEVICE TECHNOLOGY I COMMON STOCK 458118106 246 6200 SH SOLE 5200 0 1000
D INTEGRATED MEASUREMENT SYSTEMS COMMON STOCK 457923100 221 10900 SH SOLE 9200 0 1700
D INTERNATIONAL HOME FOODS INC COMMON STOCK 459655106 202 12600 SH SOLE 10600 0 2000
D INVACARE CORP COM COMMON STOCK 461203101 1224 44600 SH SOLE 37700 0 6900
D K-SWISS INC COM CL A COMMON STOCK 482686102 264 17800 SH SOLE 15000 0 2800
D K2 INC COM COMMON STOCK 482732104 83 10500 SH SOLE 10500 0 0
D KEY TECHNOLOGY INC COM COMMON STOCK 493143101 334 35200 SH SOLE 29400 0 5800
D KEYTRONICS CORP COM COMMON STOCK 493144109 175 53900 SH SOLE 45400 0 8500
D LANDRY'S SEAFOOD RESTAURANTS I COMMON STOCK 51508L103 181 28400 SH SOLE 23700 0 4700
D LIBERTY FINL CO INC COM COMMON STOCK 530512102 240 12100 SH SOLE 10100 0 2000
D M.A. HANNA CO COM COMMON STOCK 410522106 974 86100 SH SOLE 72600 0 13500
D MAPICS INC COM COMMON STOCK 564910107 489 30700 SH SOLE 26500 0 4200
D MAXTOR CORP COM OPTIONS - CALLS 577729EDB 582 45000 SH CALL SOLE 38000 0 7000
D MAY DEPT STORES CO COM DEL COMMON STOCK 577778103 510 17900 SH SOLE 15100 0 2800
D MEREDITH CORP COM COMMON STOCK 589433101 593 21400 SH SOLE 18000 0 3400
D MODIS PROFESSIONAL SVCS INC CO COMMON STOCK 607830106 1103 89100 SH SOLE 75100 0 14000
D MSC.SOFTWARE CORPORATION COMMON STOCK 553531104 1253 106100 SH SOLE 89800 0 16300
D NCR CORPORATION COM COMMON STOCK 62886E108 233 5800 SH SOLE 4900 0 900
D NEIMMAN MARCUS B COM STK COMMON STOCK 640204301 1213 44100 SH SOLE 37100 0 7000
D NEWELL RUBBERMAID INC COM COMMON STOCK 651229106 1139 45900 SH SOLE 38300 0 7600
D NIKE INC CL B COMMON STOCK 654106103 614 15500 SH SOLE 13100 0 2400
D NU HORIZONS ELECTRS CORP COM COMMON STOCK 669908105 610 27575 SH SOLE 23275 0 4300
D O'REILLY AUTOMOTIVE INC COMMON STOCK 686091109 420 29600 SH SOLE 24900 0 4700
D OFFICEMAX INC COM COMMON STOCK 67622M108 220 33900 SH SOLE 7800 0 26100
D OLIN CORP COM COMMON STOCK 680665205 509 28700 SH SOLE 24000 0 4700
D ONE PRICE CLOTHING STORES INC COMMON STOCK 682411103 104 30700 SH SOLE 25600 0 5100
D OPINION RESH CORP COM COMMON STOCK 683755102 260 30800 SH SOLE 26000 0 4800
D ORTHOFIX INTL NV COMMON STOCK N6748L102 681 38900 SH SOLE 32800 0 6100
D PAIRGAIN TECHNOLOGIES INC COMMON STOCK 695934109 529 28300 SH SOLE 23600 0 4700
D PCD INC COM COMMON STOCK 69318P106 68 12900 SH SOLE 10900 0 2000
D PHILLIPS VAN HEUSEN CORP COM COMMON STOCK 718592108 201 26200 SH SOLE 22600 0 3600
D PIER 1 IMPORTS INC GA COM OPTIONS - CALLS 7202790DA 820 80000 SH CALL SOLE 67500 0 12500
D PIONEER STD ELECTRS INC COM COMMON STOCK 723877106 367 23300 SH SOLE 19800 0 3500
D PLAYTEX PRODS INC COM COMMON STOCK 72813P100 144 11100 SH SOLE 9400 0 1700
D PMI GROUP INC COM COMMON STOCK 69344M101 688 14500 SH SOLE 12200 0 2300
D POLAROID CORP USD1 COM COMMON STOCK 731095105 1413 59500 SH SOLE 50900 0 8600
D POTASH CORP OF SASKA TCHEWAN I OPTIONS - CALLS 73755L0FH 250 5000 SH CALL SOLE 4300 0 700
D POWELL INDS INC COM COMMON STOCK 739128106 253 26300 SH SOLE 22200 0 4100
D PRESTIGE BANCORP INC COM COMMON STOCK 741115109 135 13058 SH SOLE 13058 0 0
D PROGRESS SOFTWARE US D.01 COM COMMON STOCK 743312100 220 9400 SH SOLE 7900 0 1500
D QUADRAMED CORP CONV CONVRT BONDS 74730WAC5 34 80000 SH SOLE 80000 0 0
D QUICKSILVER INC COM COMMON STOCK 74838C106 1231 70100 SH SOLE 59100 0 11000
D RAINFOREST CAFE INC COM COMMON STOCK 75086K104 75 21100 SH SOLE 17800 0 3300
D RCM TECHNOLOGIES INC COM-NEW COMMON STOCK 749360400 173 13800 SH SOLE 12300 0 1500
D REEBOK INTL LTD COM COMMON STOCK 758110100 589 63700 SH SOLE 53700 0 10000
D RESPIRONICS INC COM COMMON STOCK 761230101 316 22000 SH SOLE 18600 0 3400
D RICHARDSON ELECTRS LTD COM COMMON STOCK 763165107 553 50300 SH SOLE 42400 0 7900
D RUSS BERRIE & CO INC COM COMMON STOCK 782233100 505 27300 SH SOLE 23000 0 4300
D RUSSELL CORP COMMON STOCK 782352108 839 58600 SH SOLE 49400 0 9200
D RYERSON TULL INC COMMON STOCK 78375P107 524 33800 SH SOLE 28500 0 5300
D SAFETY 1ST INC COM COMMON STOCK 786475103 1266 121300 SH SOLE 102200 0 19100
D SANTA CRUZ OPERATION INC OPTIONS - CALLS 8018330DU 211 22500 SH CALL SOLE 19000 0 3500
D SANTA FE SNYDER CORP COMMON STOCK 80218K105 323 34000 SH SOLE 28700 0 5300
D SAVOIR TECHNOLOGY GROUP INC CO COMMON STOCK 80533W107 323 45400 SH SOLE 39100 0 6300
D SCHOOL SPECIALTY INC COM STK COMMON STOCK 807863105 2070 96300 SH SOLE 81300 0 15000
D SEAGATE TECHNOLOGY USD.01 COM COMMON STOCK 811804103 346 5600 SH SOLE 4700 0 900
D SEROLOGICALS CORP COM COMMON STOCK 817523103 111 20400 SH SOLE 17200 0 3200
D SHERWIN-WILLIAMS CO USD1 COM COMMON STOCK 824348106 296 13400 SH SOLE 11300 0 2100
D SHOE CARNIVAL INC COM COMMON STOCK 824889109 444 48000 SH SOLE 40500 0 7500
D SILICON GRAPHICS INC COM COMMON STOCK 827056102 721 68300 SH SOLE 57900 0 10400
D SILICON VALLEY GROUP INC COM COMMON STOCK 827066101 1114 40500 SH SOLE 35700 0 4800
D SILICON VALLEY GROUP INC COM OPTIONS - CALLS 8270660FV 649 23600 SH CALL SOLE 19300 0 4300
D SILICONIX INC COM NEW COMMON STOCK 827079203 257 2700 SH SOLE 2300 0 400
D SLI INC COM STK COMMON STOCK 78442T108 391 23000 SH SOLE 19400 0 3600
D SNYDER COMMUNICATION INC SNC C COMMON STOCK 832914105 1359 60400 SH SOLE 51500 0 8900
D SOUTHWALL TECHNOLOGIES INC COMMON STOCK 844909101 217 20700 SH SOLE 19200 0 1500
D SPECTRUM CTL INC COM COMMON STOCK 847615101 714 62100 SH SOLE 52400 0 9700
D STEEL DYNAMICS INC COM COMMON STOCK 858119100 504 43600 SH SOLE 36500 0 7100
D STEELCASE INC COM STK COMMON STOCK 858155203 912 76000 SH SOLE 64100 0 11900
D TECH DATA CORP COM COMMON STOCK 878237106 710 21600 SH SOLE 17600 0 4000
D THERMO ELECTRON CORP COM COMMON STOCK 883556102 365 17900 SH SOLE 15100 0 2800
D THOMAS & BETTS CORP COMMON STOCK 884315102 1540 54500 SH SOLE 46100 0 8400
D TOMMY HILFIGER CORP COMMON STOCK G8915Z102 386 26600 SH SOLE 22400 0 4200
D TORO CO COM COMMON STOCK 891092108 865 28900 SH SOLE 24400 0 4500
D TOYS R US COMMON STOCK 892335100 267 18000 SH SOLE 15200 0 2800
D TREDEGAR CORPORATION COM STK COMMON STOCK 894650100 972 36100 SH SOLE 30500 0 5600
D ULTRATECH STEPPER INC COM COMMON STOCK 904034105 638 44800 SH SOLE 42200 0 2600
D UNION PACIFIC RESOUR CES GROUP COMMON STOCK 907834105 286 19700 SH SOLE 16500 0 3200
D UNISYS CORP USD COM COMMON STOCK 909214108 694 27000 SH SOLE 22700 0 4300
D UNUMPROVIDENT CORP COM COMMON STOCK 91529Y106 227 13400 SH SOLE 11300 0 2100
D VENATOR GROUP INC COM COMMON STOCK 922944103 598 66900 SH SOLE 56400 0 10500
D VISHAY INTERTECHNLGY COMMON STOCK 928298108 2687 48300 SH SOLE 34400 0 13900
D WASHINGTON MUT INC COM COMMON STOCK 939322103 612 23100 SH SOLE 19400 0 3700
D WATER PIK TECH COM STK COMMON STOCK 94113U100 650 89700 SH SOLE 86700 0 3000
D WESTELL TECHNOLOGIES INC COM COMMON STOCK 957541105 619 19430 SH SOLE 14480 0 4950
D WHITMAN CORP COMMON STOCK 96647R107 277 19900 SH SOLE 16900 0 3000
D XIRCOM INC COM COMMON STOCK 983922105 1040 28100 SH SOLE 23700 0 4400
D YORK FINANCIAL CORP USD1 COM COMMON STOCK 986630101 153 11100 SH SOLE 9300 0 1800
D YORK INTERNATIONAL CORP COM COMMON STOCK 986670107 573 24500 SH SOLE 20700 0 3800
D YOUNG BROADCASTING INC CL A COMMON STOCK 987434107 399 21000 SH SOLE 17800 0 3200
D ZIFF DAVIS INC COM STK COMMON STOCK 989511100 1530 97900 SH SOLE 81500 0 16400
D ZIFF DAVIS INC COM STK OPTIONS - CALLS 989511EDC 172 11000 SH CALL SOLE 9200 0 1800
S REPORT SUMMARY 182 DATA RECORDS 110128 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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