13F-HR 1 sdc62.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: June 30, 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: $ 196,297 (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 --- ---- ---- ------- ------- ---- ------ ---- ABN AMRO HLDG N V -SPON ADR COMMON 000937102 348 18,369 SH SOLE 18,369 ADVANCE PCS COMMON 00790K109 4,182 65,300 SH SOLE 65,300 Aegon Nv Ord Reg Amer COMMON 007924103 288 10,136 SH SOLE 10,136 ALBERTSONS INC COMMON 013104104 474 15,800 SH SOLE 15,800 ALLIED WASTE INDS INC COMMON 019589308 3,809 203,900 SH SOLE 203,900 AMERISOURCE HEALTH CP -CL A COMMON 03071P102 3,255 58,800 SH SOLE 58,800 AMSOUTH BANCORPORATION COMMON 032165102 497 26,900 SH SOLE 26,900 ANGLO AMERICAN PLC COMMON 03485P102 275 18,385 SH SOLE 18,385 AT&T CORP COMMON 001957109 1,650 75,263 SH SOLE 75,263 BANK of AMERICA CORP COMMON 060505104 1,351 22,503 SH SOLE 22,503 BARRETT RESOURCES CORP COMMON 068480201 1,365 23,137 SH SOLE 23,137 BEAZER HOMES USA INC COMMON 07556Q105 4,711 74,200 SH SOLE 74,200 Bellsouth Corporation COMMON 079860102 374 9,298 SH SOLE 9,298 BEVERLY ENTERPRISES COMMON 087851309 3,881 362,700 SH SOLE 362,700 BRITISH AIRWAYS PLC -ADR COMMON 110419306 328 6,700 SH SOLE 6,700 BRITISH AMERN TOB PLC -ADR COMMON 110448107 409 25,900 SH SOLE 25,900 BRITISH TELECOM PLC -ADR COMMON 111021408 272 4,200 SH SOLE 4,200 CA NAC TELEFONOS VENEZ -ADR COMMON 204421101 478 20,400 SH SOLE 20,400 CARDINAL HEALTH INC COMMON 14149Y108 3,084 44,700 SH SOLE 44,700 CAREMARK RX INC COMMON 141705103 3,601 218,900 SH SOLE 218,900 3 CATERPILLAR INC COMMON 149123101 1,741 34,716 SH SOLE 34,716 CBRL GROUP INC COMMON 12489V106 2,768 163,312 SH SOLE 163,312 CEMEX S A -ADR COMMON 151290889 554 20,924 SH SOLE 20,924 CHEVRON CORP COMMON 166751107 3,323 184,236 SH SOLE 184,236 COMERICA INC COMMON 200340107 420 7,300 SH SOLE 7,300 CONAGRA INC COMMON 205887102 323 16,300 SH SOLE 16,300 COVENTRY HEALTH CARE COMMON 222862104 2,248 111,300 SH SOLE 111,300 CSX CORP COMMON 126408103 576 15,900 SH SOLE 15,900 D R HORTON INC COMMON 23331A109 3,063 134,925 SH SOLE 134,925 DAIMLERCHRYSLER COMMON sedol - 410 8,900 SH SOLE 8,900 AG 2307389 DIAGEO PLC -ADR COMMON 25243Q205 413 9,400 SH SOLE 9,400 DOW CHEMICAL COMMON 260543103 419 12,600 SH SOLE 12,600 DREYER'S GRAND ICE CREAM INC COMMON 261878102 2,570 92,100 SH SOLE 92,100 DU PONT (E I) DE NEMOURS COMMON 263534109 1,603 33,340 SH SOLE 33,340 DYNEGY INC COMMON 26816Q101 2,465 53,000 SH SOLE 53,000 EASTMAN KODAK CO COMMON 277461109 1,526 32,720 SH SOLE 32,720 EL PASO ENERGY CORP/DE COMMON 28336L109 2,180 41,500 SH SOLE 41,500 Emerson Electric COMMON 291011104 847 14,000 SH SOLE 14,000 ESTERLINE TECHNOLOGIES COMMON 297425100 2,460 113,108 SH SOLE 113,108 EXPRESS SCRIPTS INC -CL A COMMON 302182100 3,192 58,000 SH SOLE 58,000 EXXON MOBIL CORPORATION COMMON 30231G102 698 7,992 SH SOLE 7,992 4 FIRST UNION CORP (N C) COMMON 337358105 527 15,080 SH SOLE 15,080 FLEETBOSTON FINANCIAL CORP COMMON 339030108 442 11,210 SH SOLE 11,210 FOOTSTAR INC COMMON 344912100 2,064 60,000 SH SOLE 60,000 FORD MOTOR CO COMMON 345370860 422 17,170 SH SOLE 17,170 FRONTIER AIRLINES INC COMMON 359065109 1,763 143,950 SH SOLE 143,950 General Electric Company COMMON 369604103 373 7,645 SH SOLE 7,645 GENERAL MOTORS CORP COMMON 370442105 1,662 25,867 SH SOLE 25,867 GOLDEN STATE BANCORP INC COMMON 381197102 2,911 94,500 SH SOLE 94,500 HANSON PLC -ADR COMMON 411352404 466 12,500 SH SOLE 12,500 HEALTH NET INC - CL A COMMON 42222G108 1,973 113,400 SH SOLE 113,400 HEINZ (H J) CO COMMON 423074103 364 8,900 SH SOLE 8,900 IMPERIAL CHEM INDS PLC -ADR COMMON 452704505 311 13,100 SH SOLE 13,100 INTERNATIONAL PAPER CO COMMON 460146103 1,123 31,512 SH SOLE 31,512 J.P. MORGAN CHASE & COMPANY COMMON 46625H100 1,116 25,034 SH SOLE 25,034 KELLOGG CO COMMON 487836108 458 15,800 SH SOLE 15,800 L-3 COMMUNICA- TIONS HLDGS INC COMMON 502424104 2,945 38,600 SH SOLE 38,600 LENNAR CORP COMMON 526057104 3,415 81,900 SH SOLE 81,900 MAY DEPARTMENT STORES CO COMMON 577778103 476 13,900 SH SOLE 13,900 MDC HOLDINGS INC COMMON 552676108 3,510 99,150 SH SOLE 99,150 MERITAGE CORP COMMON 59001A102 3,666 79,700 SH SOLE 79,700 METHANEX CORP COMMON 59151K108 2,422 461,300 SH SOLE 461,300 5 MID ATLANTIC MEDICAL SVCS COMMON 59523C107 2,688 149,900 SH SOLE 149,900 Minnesota Mining & Mfg COMMON 604059105 721 6,300 SH SOLE 6,300 NATIONAL AUSTRALIA BK -ADS COMMON 632525408 442 5,000 SH SOLE 5,000 NATIONAL CITY CORP COMMON 635405103 468 15,200 SH SOLE 15,200 NATIONWIDE FINL SVCS -CL A COMMON 638612101 2,728 62,500 SH SOLE 62,500 NEWELL RUBBERMAID INC COMMON 651229106 454 18,100 SH SOLE 18,100 NEWPORT NEWS SHIPBUILDING COMMON 652228107 3,602 58,800 SH SOLE 58,800 NORFOLK SOUTHERN CORP COMMON 655844108 604 29,100 SH SOLE 29,100 NVR INC COMMON 62944T105 3,552 24,000 SH SOLE 24,000 OCCIDENTAL PETROLEUM CORP COMMON 674599105 481 18,100 SH SOLE 18,100 OFFSHORE LOGISTICS COMMON 676255102 2,618 137,800 SH SOLE 137,800 OWENS & MINOR INC COMMON 690732102 3,179 167,300 SH SOLE 167,300 OXFORD HEALTH PLANS INC COMMON 691471106 2,151 75,200 SH SOLE 75,200 PEPSI BOTTLING GROUP INC COMMON 713409100 2,991 74,600 SH SOLE 74,600 PERFORMANCE FOOD GROUP CO COMMON 713755106 3,501 115,800 SH SOLE 115,800 PHILIP MORRIS COS INC COMMON 718154107 1,885 38,090 SH SOLE 38,090 PITNEY BOWES INC COMMON 724479100 535 12,700 SH SOLE 12,700 PPG INDUSTRIES INC COMMON 693506107 489 9,300 SH SOLE 9,300 PPL CORP COMMON 69351T106 3,614 65,700 SH SOLE 65,700 PROCTER & GAMBLE CO COMMON 742718109 571 8,950 SH SOLE 8,950 PULTE CORP COMMON 745867101 3,001 70,400 SH SOLE 70,400 6 RARE HOSPITALITY INTL INC COMMON 753820109 3,008 133,100 SH SOLE 133,100 REEBOK INTERNATIONAL LTD COMMON 758110100 3,470 108,600 SH SOLE 108,600 REGIONS FINL CORP COMMON 758940100 499 15,600 SH SOLE 15,600 RENT-A-CENTER INC COMMON 76009N100 4,529 86,100 SH SOLE 86,100 RJ REYNOLDS TOBACCO HLDGS COMMON 76182K105 3,325 60,900 SH SOLE 60,900 RYLAND GROUP INC COMMON 783764103 3,689 72,900 SH SOLE 72,900 SBC COMMUNICA- TIONS INC COMMON 78387G103 1,443 36,042 SH SOLE 36,042 SCHEIN HENRY INC COMMON 806407102 3,437 85,800 SH SOLE 85,800 STANDARD PACIFIC CP COMMON 85375C101 2,940 127,000 SH SOLE 127,000 STEWART & STEVENSON SERVICES COMMON 860342104 4,316 130,800 SH SOLE 130,800 TELECOM ARGENTINA -ADR B COMMON 879273209 396 25,600 SH SOLE 25,600 TELEFONICA DE ARGENT -S ADR COMMON 879378206 234 12,800 SH SOLE 12,800 TENET HEALTHCARE CORP COMMON 88033G100 3,446 66,800 SH SOLE 66,800 TEXTRON INC COMMON 883203101 506 9,200 SH SOLE 9,200 TOLL BROTHERS INC COMMON 889478103 2,854 72,600 SH SOLE 72,600 TOMKINS PLC -ADR COMMON 890030208 495 47,600 SH SOLE 47,600 TRIGON HEALTHCARE INC COMMON 89618L100 2,477 38,200 SH SOLE 38,200 U G I Corporation New COMMON 902681105 208 7,700 SH SOLE 7,700 UNION PLANTERS CORP COMMON 908068109 511 11,720 SH SOLE 11,720 UNIVERSAL HEALTH SVCS -CL B COMMON 913903100 2,457 54,000 SH SOLE 54,000 US Bancorp COMMON 902973304 415 18,200 SH SOLE 18,200 7 USX-MARATHON GROUP COMMON 902905827 440 14,900 SH SOLE 14,900 VENATOR GROUP INC COMMON 922944103 2,931 191,600 SH SOLE 191,600 Verizon Communications COMMON 92343V104 936 17,489 SH SOLE 17,489 WACHOVIA CORP COMMON 929771103 562 7,900 SH SOLE 7,900 Wells Fargo & Co New COMMON 949746101 868 18,690 SH SOLE 18,690 Westamerica Bancorp COMMON 957090103 465 11,835 SH SOLE 11,835 WESTERN GAS RESOURCES INC COMMON 958259103 2,872 88,100 SH SOLE 88,100 WESTPAC BANKING -SPON ADR COMMON 961214301 399 10,900 SH SOLE 10,900 WEYERHAEUSER CO COMMON 962166104 467 8,500 SH SOLE 8,500 XEROX CORP COMMON 984121103 587 61,300 SH SOLE 61,300 TOTAL 196,297
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