13F-HR 1 sdc61.txt 13F HOLDINGS RPT - HENNESSY ADVISORS INC. 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, 2001 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: Hennessy Advisors, Inc. Address: The Courtyard Square 750 Grant Avenue Suite 100 Novato, CA 94945 Form 13F File Number: 028-06715 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 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: Teresa M. Nilsen Title: Executive Vice President and Chief Financial Officer Phone: (415) 899-1555 Signature, Place, and Date of Signing: /s/ Teresa M. Nilsen Novato, CA 10/18/01 --------------------------------------------------------------------- Teresa M. Nilsen Date Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 114 Form 13F Information Table Value Total: $ 188,428 (thousands) List of Other Included Managers: NONE Provide a numbered list of the name(s) and Form 13F file numbers(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. 2 FORM 13F INFORMATION TABLE Name of Reporting Manager: Hennessy Funds
Column 1: Column 2: Column 3: Column 4: Column 5: Column 6: Column 7: Column 8: Market Title CUSIP Value Shares or Other Name of Issuer of Class Number (x $1,000) Principal Amount Investment Discretion Managers Voting Authority -------------- --------- --------- ---------- ------------------- ---------------------- --------- ---------------------- SH/ Put/ Shared- Shared- PRN Call Sole Defined Other Sole Shared None --- ---- ---- ------- ------- ---- ------ ---- A T & T CORP COMMON 001957109 1,371 64,388 SH SOLE 64,388 ABN AMRO HLDG N V -SPON ADR COMMON 000937102 312 17,000 SH SOLE 17,000 ADVANCE PCS COMMON 00790K109 3,701 68,200 SH SOLE 68,200 Aegon Nv Ord Reg Amer COMMON 007924103 296 10,125 SH SOLE 10,125 ALBERTSONS INC COMMON 013104104 480 15,100 SH SOLE 15,100 ALLIED WASTE INDS INC COMMON 019589308 3,341 213,100 SH SOLE 213,100 AMERISOURCE HEALTH CP -CL A COMMON 03071P102 3,017 61,500 SH SOLE 61,500 AMSOUTH BANCORPORATION COMMON 032165102 434 25,800 SH SOLE 25,800 BANK of AMERICA CORP COMMON 060505104 1,210 22,103 SH SOLE 22,103 BARRETT RESOURCES CORP COMMON 068480201 3,279 54,600 SH SOLE 54,600 BEAZER HOMES USA INC COMMON 07556Q105 3,050 77,600 SH SOLE 77,600 Bellsouth Corporation COMMON 079860102 380 9,298 SH SOLE 9,298 BEVERLY ENTERPRISES COMMON 087851309 3,033 379,100 SH SOLE 379,100 BRITISH AIRWAYS PLC -ADR COMMON 110419306 288 6,300 SH SOLE 6,300 BRITISH AMERN TOB PLC -ADR COMMON 110448107 377 24,700 SH SOLE 24,700 BRITISH TELECOM PLC -ADR COMMON 111021408 290 3,900 SH SOLE 3,900 CA NAC TELEFONOS VENEZ -ADR COMMON 204421101 377 19,400 SH SOLE 19,400 CARDINAL HEALTH INC COMMON 14149Y108 3,019 31,200 SH SOLE 31,200 CAREMARK RX INC COMMON 141705103 2,985 228,900 SH SOLE 228,900 CATERPILLAR INC COMMON 149123101 1,604 36,140 SH SOLE 36,140 CBRL GROUP INC COMMON 12489V106 3,103 170,612 SH SOLE 170,612 CEMEX S A -ADR COMMON 151290889 421 19,600 SH SOLE 19,600 3 CHEVRON CORP COMMON 166751107 1,774 20,201 SH SOLE 20,201 COMERICA INC COMMON 200340107 431 7,000 SH SOLE 7,000 CONAGRA INC COMMON 205887102 281 15,400 SH SOLE 15,400 COVENTRY HEALTH CARE COMMON 222862104 1,926 116,300 SH SOLE 116,300 CSX CORP COMMON 126408103 512 15,200 SH SOLE 15,200 D R HORTON INC COMMON 23331A109 2,983 141,025 SH SOLE 141,025 DAIMLERCHRYSLER COMMON sedol - 380 8,524 SH SOLE 8,524 AG 2307389 DE BEERS CONS MINES -ADR COMMON 240253302 542 14,100 SH SOLE 14,100 DIAGEO PLC -ADR COMMON 25243Q205 364 9,000 SH SOLE 9,000 DOW CHEMICAL COMMON 260543103 379 12,000 SH SOLE 12,000 DREYER'S GRAND ICE CREAM INC COMMON 261878102 2,495 96,200 SH SOLE 96,200 DU PONT (E I) DE NEMOURS COMMON 263534109 1,284 31,540 SH SOLE 31,540 DYNEGY INC COMMON 26816Q101 2,826 55,400 SH SOLE 55,400 EASTMAN KODAK CO COMMON 277461109 1,202 30,145 SH SOLE 30,145 EL PASO ENERGY CORP/DE COMMON 283905107 2,827 43,300 SH SOLE 43,300 Emerson Electric COMMON 291011104 868 14,000 SH SOLE 14,000 ESTERLINE TECHNOLOGIES COMMON 297425100 2,571 118,208 SH SOLE 118,208 EXPRESS SCRIPTS INC -CL A COMMON 302182100 2,635 30,400 SH SOLE 30,400 EXXON MOBIL CORPORATION COMMON 30231G102 736 9,089 SH SOLE 9,089 FIRST UNION CORP (N C) COMMON 337358105 475 14,380 SH SOLE 14,380 FLEETBOSTON FINANCIAL CORP COMMON 339030108 404 10,710 SH SOLE 10,710 FOOTSTAR INC COMMON 344912100 2,517 62,700 SH SOLE 62,700 4 FORD MOTOR CO COMMON 345370860 469 16,670 SH SOLE 16,670 FRONTIER AIRLINES INC COMMON 359065109 1,834 150,450 SH SOLE 150,450 General Electric Company COMMON 369604103 320 7,645 SH SOLE 7,645 GENERAL MOTORS CORP COMMON 370442105 1,206 23,266 SH SOLE 23,266 GOLDEN STATE BANCORP INC COMMON 381197102 2,752 98,700 SH SOLE 98,700 HANSON PLC -ADR COMMON 411352404 343 11,900 SH SOLE 11,900 HEALTH NET INC - CL A COMMON 42222G108 2,442 118,500 SH SOLE 118,500 HEINZ (H J) CO COMMON 423074103 342 8,500 SH SOLE 8,500 IMPERIAL CHEM INDS PLC -ADR COMMON 452704505 303 12,300 SH SOLE 12,300 INTERNATIONAL PAPER CO COMMON 460146103 1,116 30,936 SH SOLE 30,936 J.P. MORGAN CHASE & COMPANY COMMON 46625H100 1,222 27,209 SH SOLE 27,209 KELLOGG CO COMMON 487836108 408 15,100 SH SOLE 15,100 L-3 COMMUNICA- TIONS HLDGS INC COMMON 502424104 3,182 40,300 SH SOLE 40,300 LENNAR CORP COMMON 526057104 3,412 85,600 SH SOLE 85,600 MAY DEPARTMENT STORES CO COMMON 577778103 468 13,200 SH SOLE 13,200 MDC HOLDINGS INC COMMON 552676108 4,079 103,650 SH SOLE 103,650 MERITAGE CORP COMMON 59001A102 2,459 83,300 SH SOLE 83,300 METHANEX CORP COMMON 59151K108 3,858 482,200 SH SOLE 482,200 MID ATLANTIC MEDICAL SVCS COMMON 59523C107 3,181 156,700 SH SOLE 156,700 MINNESOTA MINING & MFG CO COMMON 604059105 1,068 10,275 SH SOLE 10,275 NATIONAL AUSTRALIA BK -ADS COMMON 632525408 337 4,800 SH SOLE 4,800 NATIONAL CITY CORP COMMON 635405103 388 14,500 SH SOLE 14,500 5 NATIONWIDE FINL SVCS -CL A COMMON 638612101 2,480 65,300 SH SOLE 65,300 NEWELL RUBBERMAID INC COMMON 651229106 458 17,300 SH SOLE 17,300 NEWPORT NEWS SHIPBUILDING COMMON 652228107 2,919 59,700 SH SOLE 59,700 NORFOLK SOUTHERN CORP COMMON 655844108 485 29,000 SH SOLE 29,000 NVR INC COMMON 62944T105 4,091 25,100 SH SOLE 25,100 OCCIDENTAL PETROLEUM CORP COMMON 674599105 433 17,500 SH SOLE 17,500 OFFSHORE LOGISTICS COMMON 676255102 3,575 144,100 SH SOLE 144,100 OWENS & MINOR INC COMMON 690732102 2,891 174,900 SH SOLE 174,900 OXFORD HEALTH PLANS INC COMMON 691471106 2,103 78,600 SH SOLE 78,600 PEPSI BOTTLING GROUP INC COMMON 713409100 2,965 78,000 SH SOLE 78,000 PERFORMANCE FOOD GROUP CO COMMON 713755106 3,176 60,500 SH SOLE 60,500 PHILIP MORRIS COMPANIES INC COMMON 718154107 2,090 44,040 SH SOLE 44,040 PITNEY BOWES INC COMMON 724479100 424 12,200 SH SOLE 12,200 PPG INDUSTRIES INC COMMON 693506107 410 8,900 SH SOLE 8,900 PPL CORP COMMON 69351T106 3,020 68,700 SH SOLE 68,700 PROCTER & GAMBLE CO COMMON 742718109 347 5,550 SH SOLE 5,550 PULTE CORP COMMON 745867101 2,974 73,600 SH SOLE 73,600 RARE HOSPITALITY INTL INC COMMON 753820109 3,460 139,100 SH SOLE 139,100 REEBOK INTERNATIONAL LTD COMMON 758110100 2,822 113,500 SH SOLE 113,500 REGIONS FINL CORP COMMON 758940100 424 14,900 SH SOLE 14,900 RENT-A-CENTER INC COMMON 76009N100 4,134 90,000 SH SOLE 90,000 RJ REYNOLDS TOBACCO HLDGS COMMON 76182K105 3,574 63,700 SH SOLE 63,700 6 RYLAND GROUP INC COMMON 783764103 3,162 76,200 SH SOLE 76,200 SBC COMMUNICA- TIONS INC COMMON 78387G103 1,474 33,036 SH SOLE 33,036 SCHEIN HENRY INC COMMON 806407102 3,293 89,600 SH SOLE 89,600 STANDARD PACIFIC CP COMMON 85375C101 2,802 132,800 SH SOLE 132,800 STEWART & STEVENSON SERVICES COMMON 860342104 2,973 136,700 SH SOLE 136,700 TELECOM ARGENTINA -ADR B COMMON 879273209 381 24,400 SH SOLE 24,400 TELEFONICA DE ARGENT -S ADR COMMON 879378206 283 11,900 SH SOLE 11,900 TENET HEALTHCARE CORP COMMON 88033G100 3,071 69,800 SH SOLE 69,800 TEXTRON INC COMMON 883203101 506 8,900 SH SOLE 8,900 TOLL BROTHERS INC COMMON 889478103 2,922 75,900 SH SOLE 75,900 TOMKINS PLC -ADR COMMON 890030208 387 45,500 SH SOLE 45,500 TRIGON HEALTHCARE INC COMMON 89618L100 2,057 39,947 SH SOLE 39,947 UNION PLANTERS CORP COMMON 908068109 432 11,220 SH SOLE 11,220 UNIVERSAL HEALTH SVCS -CL B COMMON 913903100 2,455 27,800 SH SOLE 27,800 US Bancorp COMMON 902973304 403 17,375 SH SOLE 17,375 USX-MARATHON GROUP COMMON 902905827 388 14,396 SH SOLE 14,396 VENATOR GROUP INC COMMON 922944103 2,764 200,300 SH SOLE 200,300 Verizon Communications COMMON 92343V104 862 17,489 SH SOLE 17,489 Vodafone Group Plc Ord COMMON 92857W100 711 26,183 SH SOLE 26,183 WACHOVIA CORP COMMON 929771103 452 7,500 SH SOLE 7,500 Wells Fargo & Co New COMMON 949746101 925 18,690 SH SOLE 18,690 Westamerica Bancorp COMMON 957090103 447 11,829 SH SOLE 11,829 7 WESTERN GAS RESOURCES INC COMMON 958259103 2,970 92,100 SH SOLE 92,100 WESTPAC BANKING -SPON ADR COMMON 961214301 322 10,400 SH SOLE 10,400 WEYERHAEUSER CO COMMON 962166104 411 8,100 SH SOLE 8,100 XEROX CORP COMMON 984121103 352 58,700 SH SOLE 58,700 TOTAL 188,428
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