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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F-HR
Form 13F COVER PAGE
Report for the Calendar Year of Quarter Ended: September 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: Delphi Asset Management, Inc.
Address: 485 Madison Avenue, 20th Floor
New York, New York 10022
Form 13F File Number: 28-7252
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: Marc Keller
Title: Senior Managing Director
Phone: (212) 935-4595
Signature, Place, and Date of Signing:
/s/ Marc Keller New York, New York 10022 11/15/99
[Signature] [City, State] [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).)
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 168
Form 13F Information Table Value Total: $ 314,815
(thousands)
List of Other Included Managers:
None
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Item 1: Item 2: Item 3: Item 4: Item 5: Item 6: Item 7: Item 8:
Name of Issuer Title of CUSIP Value Shares SH/ Inv Other Voting
Class (x$1000) Prn Amt PRN Discr Managers Authority
Sole Shared None
ACTION PERFORMANCE COS INC COM 004933107 1491 70800 SH SOLE 0 0 0
ACTION PERFORMANCE R CV S/NT 4 CONVERTIBLE BOND 004933AB3 806 1185000 PRN SOLE 0 0 1185000
ACXIOM CORP COM 005125109 1313 66800 SH SOLE 7915 0 48055
ADVANTA CORP CL B COM 007942204 1175 100000 SH SOLE 9945 0 0
AFFIL COMPUTER SVCS CV S/NT 4 CONVERTIBLE BOND 008190AD2 1237 1095000 PRN SOLE 0 0 1095000
ALIGN-RITE INTL INC COM 016251100 329 17500 SH SOLE 0 0 0
ALLIED SIGNAL INC COM 019512102 1652 27555 SH SOLE 111000 0 22590
ALPHANET SOLUTIONS INC COM 020787107 274 67500 SH SOLE 0 0 0
AMERADA HESS CORP COM 023551104 287 4680 SH SOLE 0 0 4680
AMERICA ONLINE INC COM 02364J104 338 3250 SH SOLE 0 0 3250
AMERICAN EXPRESS CO COM 025816109 1270 9411 SH SOLE 48500 0 9411
AMERICAN HOME PRODUCTS CORP COM 026609107 1341 32314 SH SOLE 11245 0 32314
AMERICAN INTERNATIONAL GROUP I COM 026874107 2684 30876 SH SOLE 14820 0 22961
AMFM INC COM 001693100 2706 44540 SH SOLE 0 0 34595
AMFM INC 7% CV PFD CONVERTIBLE PREF 001693209 1583 9450 SH SOLE 0 0 9450
AMGEN COM 031162100 200 2454 SH SOLE 3575 0 2454
ANIXTER INTL INC COM 035290105 2581 111000 SH SOLE 0 0 0
APPLIED MATLS INC COM 038222105 216 2776 SH SOLE 0 0 2776
AT & T CORP COM 001957109 970 22290 SH SOLE 0 0 22290
ATLANTIC RICHFIELD CO COM 048825103 328 3700 SH SOLE 176165 0 3700
ATWOOD OCEANICS INC COM 050095108 1482 48500 SH SOLE 0 0 0
AT&T CORP LIBERTY MEDIA CL A COM 001957208 1858 49785 SH SOLE 0 0 38540
AUTOMATIC DATA PROCESSING INC COM 053015103 6268 140450 SH SOLE 15395 0 125630
BANK NEW YORK INC PFD CONV 7.7 CONVERTIBLE PREF 064057870 1781 7215 SH SOLE 0 0 7215
BANK OF NEW YORK CO INC COM 064057102 5371 160621 SH SOLE 0 0 160621
BED BATH & BEYOND INC COM 075896100 779 22295 SH SOLE 136000 0 18720
BELL ATLANTIC CORP COM 077853109 222 3296 SH SOLE 0 0 3296
BERKSHIRE HATHAWAY INC DEL CL COM 084670207 447 241 SH SOLE 74600 0 241
BESTFOODS COM 08658U101 2800 57658 SH SOLE 4075 0 57658
BIOTIME INC COM 09066L105 1596 176165 SH SOLE 0 0 0
BLACKROCK FDS INTL EQUITY INST MUTUAL FUNDS 091927780 383 24039 SH SOLE 90500 0 24039
BLACKROCK FDS SM CAP GROWTH IN MUTUAL FUNDS 091928101 663 26118 SH SOLE 0 0 26118
BMC SOFTWARE INC COM 055921100 5597 78215 SH SOLE 10100 0 62820
BOEING CO COM 097023105 553 12974 SH SOLE 3498 0 12974
BP AMOCO PLC ADR COM 055622104 1075 19406 SH SOLE 0 0 19406
BRASS EAGLE INC COM 10553F106 1902 144889 SH SOLE 0 0 8889
BRISTOL MYERS SQUIBB CO COM 110122108 2890 42822 SH SOLE 75500 0 42822
CARDIOTECH INTL INC COM 14160C100 65 74600 SH SOLE 44640 0 0
CERIDIAN CORP COM 15677T106 758 30480 SH SOLE 20000 0 26405
CHEVRON CORP COM 166751107 431 4854 SH SOLE 0 0 4854
CHILDRENS COMPRHNSV SVCS INC N COM 16875K202 656 90500 SH SOLE 201000 0 0
CISCO RESET PERQS MORGAN ST CONVERTIBLE PREF 61744Y801 147 22235 SH SOLE 30000 0 22235
CISCO SYS INC COM 17275R102 4819 70280 SH SOLE 25000 0 60180
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1139 14258 SH SOLE 6875 0 10760
COCA COLA CO COM 191216100 1291 26750 SH SOLE 31000 0 26750
COLGATE PALMOLIVE CO COM 194162103 421 9200 SH SOLE 5895 0 9200
COMARCO INC COM 200080109 1491 75500 SH SOLE 0 0 0
COMPUWARE CORP COM 205638109 4031 154685 SH SOLE 0 0 110045
<PAGE>
CORNELL CORRECTIONS INC COM 219141108 328 20000 SH SOLE 0 0 0
CORNING INC COM 219350105 445 6488 SH SOLE 0 0 6488
COUNSEL CORP COM 22226R102 678 201000 SH SOLE 5600 0 0
CREATIVE MASTER INTL INC NEW COM 22528Y201 122 30000 SH SOLE 5065 0 0
CSG SYS INTL INC COM 126349109 685 25000 SH SOLE 0 0 0
DELL COMPUTER CORP COM 247025109 1394 33350 SH SOLE 0 0 26475
DII GROUP INC COM 232949107 1091 31000 SH SOLE 25000 0 0
DOLLAR GEN CORP COM 256669102 1163 37680 SH SOLE 0 0 31785
DTE ENERGY CO COM 233331107 291 8000 SH SOLE 7190 0 8000
E I DU PONT DE NEMOURS CO COM 263534109 842 13916 SH SOLE 600 0 13916
E TOWN CORP COM 269242103 953 19200 SH SOLE 40000 0 19200
EASTMAN KODAK CO COM 277461109 2633 34815 SH SOLE 0 0 34815
ELI LILLY & CO COM 532457108 2856 44490 SH SOLE 0 0 38890
EMC CORPORATION COM 268648102 1975 27675 SH SOLE 5695 0 22610
EMERSON ELEC CO COM 291011104 3441 54460 SH SOLE 9335 0 54460
ENRON CORP COM 293561106 223 5440 SH SOLE 0 0 5440
ETEC SYS INC COM 26922C103 941 25000 SH SOLE 29000 0 0
EXXON CORP COM 302290101 3704 48740 SH SOLE 0 0 48740
FAMILY DLR STORES INC COM 307000109 586 27760 SH SOLE 0 0 20570
FANNIE MAE COM 313586109 686 10947 SH SOLE 0 0 10347
FILENET CORP COM 316869106 428 40000 SH SOLE 346100 0 0
FIRST UNION CORP COM 337358105 683 19172 SH SOLE 0 0 19172
FIRSTAR CORP WIS NEW COM 33763V109 561 21888 SH SOLE 0 0 21888
FLEXTRONICS INTL LTD ORD COM Y2573F102 1266 21755 SH SOLE 50000 0 16060
FREDDIE MAC COM 313400301 3358 64580 SH SOLE 0 0 55245
GANNETT CO INC COM 364730101 216 3124 SH SOLE 148900 0 3124
GEMSTAR INTERNATIONL GRP LTDOR COM G3788V106 2266 29000 SH SOLE 30000 0 0
GENERAL ELECTRIC CO COM 369604103 13343 112536 SH SOLE 0 0 112536
GILLETTE CO COM 375766102 855 25200 SH SOLE 25000 0 25200
GLAXO WELLCOME PLC SPNSRD ADR COM 37733W105 837 16105 SH SOLE 0 0 16105
GLOBAL TELESYSTEMS GROUP INC COM 37936U104 6825 346100 SH SOLE 0 0 0
GOODRICH B F CO COM 382388106 200 6881 SH SOLE 21000 0 6881
GTE CORP COM 362320103 434 5650 SH SOLE 7435 0 5650
GUCCI GROUP N V SHS-N Y REGIST COM 401566104 4400 52700 SH SOLE 0 0 2700
H J HEINZ CO COM 423074103 478 11109 SH SOLE 0 0 11109
HANSEN NAT CORP COM 411310105 754 148900 SH SOLE 15000 0 0
HARBINGER CORP COM 41145C103 506 30000 SH SOLE 0 0 0
HEWLETT PACKARD CO COM 428236103 6255 68926 SH SOLE 240000 0 68926
HNC SOFTWARE INC COM 40425P107 992 25000 SH SOLE 0 0 0
HNC SOFTWARE INC CV S/NT 4.750 CONVERTIBLE BOND 40425PAA5 1232 1125000 PRN SOLE 0 0 1125000
ILLINOIS TOOL WORKS INC COM 452308109 750 10064 SH SOLE 0 0 10064
INDUSTRIE NATUZZI S P A ADR COM 456478106 412 21000 SH SOLE 0 0 0
INFINITY BROADCASTING CORP NCL COM 45662S102 865 29515 SH SOLE 3500 0 22080
INTEL CORP COM 458140100 1730 23276 SH SOLE 2975 0 23276
INTL BUSINESS MACHINES CORP COM 459200101 768 6350 SH SOLE 600000 0 6350
JABIL CIRCUIT INC COM 466313103 743 15000 SH SOLE 1955 0 0
JOHNSON & JOHNSON COM 478160104 2093 22781 SH SOLE 0 0 22781
JONES APPAREL GROUP INC COM 480074103 6920 240700 SH SOLE 0 0 700
K N ENERGY INC 8.25% PEPS SECS CONVERTIBLE PREF 482620507 677 18540 SH SOLE 305500 0 18540
KIMBERLY CLARK CORP COM 494368103 236 4480 SH SOLE 0 0 4480
KROGER CO COM 501044101 327 14800 SH SOLE 15761 0 14800
LEHMAN BROS HLDGS INC COM 524908100 1260 21585 SH SOLE 40000 0 21585
LINEAR TECHNOLOGY CORP COM 535678106 506 8600 SH SOLE 8405 0 5100
LINENS N THINGS INC COM 535679104 394 11665 SH SOLE 3685 0 8690
LORAL SPACE & COMMUNICATIONS L COM G56462107 10988 639300 SH SOLE 0 0 39300
LOWES CO COM 548661107 656 13460 SH SOLE 0 0 11505
<PAGE>
LUCENT TECHNOLOGIES INC COM 549463107 323 4977 SH SOLE 0 0 4977
MARSH & MCLENNAN COS INC COM 571748102 206 3000 SH SOLE 0 0 3000
MATRIA HEALTHCARE INC COM 576817100 1795 305500 SH SOLE 1600600 0 0
MCDONALDS CORP COM 580135101 1446 33432 SH SOLE 107000 0 33432
MCI WORLDCOM INC COM 55268B106 6660 92655 SH SOLE 16422 0 76894
MENTOR CORP MINN COM 587188103 1140 40000 SH SOLE 0 0 0
MERCK & CO INC COM 589331107 9455 145884 SH SOLE 57100 0 137479
MICROSOFT CORP COM 594918104 2157 23817 SH SOLE 2638600 0 20132
MOBIL CORP COM 607059102 2114 20987 SH SOLE 59400 0 20987
MORGAN J P & CO INC COM 616880100 715 6262 SH SOLE 0 0 6262
MOTOROLA INC COM 620076109 576 6545 SH SOLE 0 0 6545
NO FIRE TECHNOLOGIES INC RSTD COM 654865104 77 95000 SH SOLE 0 0 95000
NORTH AMERN VACCINE COM 657201109 18804 2507200 SH SOLE 102500 0 906600
NPC INTL INC COM 629360306 1204 107000 SH SOLE 0 0 0
PAYCHEX INC COM 704326107 3210 94065 SH SOLE 92000 0 77643
PEPSICO INC COM 713448108 3145 103126 SH SOLE 0 0 103126
PERCON INC COM 71361E103 557 57100 SH SOLE 48100 0 0
PER-SE TECHNOLOGIES INC COM 713569200 9070 2638600 SH SOLE 0 0 0
PFEIFFER VACUUM TECHNLGY AG AD COM 717067102 2205 59400 SH SOLE 0 0 0
PFIZER INC COM 717081103 964 26865 SH SOLE 39687 0 26865
PHILADELPHIA SUBN CORP COM 718009608 537 22770 SH SOLE 64000 0 22770
PHILLIPS PETROLEUM COMPANY COM 718507106 237 4866 SH SOLE 0 0 4866
PHYSIOMETRIX INC COM 718928104 51 102500 SH SOLE 156400 0 0
PIMCO ADVISORS HLDGS L P COM 69338P102 1252 39755 SH SOLE 0 0 39755
POLYMEDICA INDS INC COM 731738100 2139 92000 SH SOLE 858000 0 0
PRECISION CASTPARTS CORP COM 740189105 599 19625 SH SOLE 8370 0 19625
PRIMEX TECHNOLOGIES INC COM 741597108 950 48100 SH SOLE 0 0 0
PROCTER & GAMBLE CO COM 742718109 1385 14776 SH SOLE 0 0 14776
PROGRESSIVE CORP OHIO COM 743315103 1262 15450 SH SOLE 0 0 15450
QRS CORP COM 74726X105 3927 61232 SH SOLE 13610 0 21545
QUALITY SYS INC COM 747582104 400 64000 SH SOLE 419400 0 0
R G BARRY CORP COM 068798107 136 22221 SH SOLE 16610 0 22221
RIBOGENE INC COM COM 762565109 391 156400 SH SOLE 70100 0 0
ROHM & HAAS CO COM 775371107 1533 42441 SH SOLE 12950 0 42441
SAKS INC COM 79377W108 13102 862680 SH SOLE 244900 0 4680
SANMINA CORP COM 800907107 1940 25070 SH SOLE 4735 0 16700
SBC COMMUNICATIONS INC COM 78387G103 271 5308 SH SOLE 0 0 5308
SCHERING PLOUGH CORP COM 806605101 659 15112 SH SOLE 165800 0 15112
SCHLUMBERGER LTD COM 806857108 770 12350 SH SOLE 128600 0 12350
SOLECTRON CORP COM 834182107 5513 76765 SH SOLE 70000 0 63155
SPACELABS MED INC COM 846247104 6343 419400 SH SOLE 0 0 0
SPRINT CORP PCS GROUP COM 1 COM 852061506 4000 53650 SH SOLE 2740 0 37040
STAAR SURGICAL CO NEW PR $.01 COM 852312305 832 70100 SH SOLE 0 0 0
STAPLES INC COM 855030102 1185 54325 SH SOLE 0 0 41375
STERLING COMM INC COM 859205106 4546 244900 SH SOLE 135000 0 0
SYBRON CORP DEL COM 87114F106 330 12295 SH SOLE 70000 0 7560
SYSCO CORPORATION COM 871829107 372 10598 SH SOLE 23000 0 10598
TAG HEUER INTL SPNSRD ADR COM 873773105 2398 169800 SH SOLE 17900 0 4000
TELESYSTEM INTL WIRELESS INC COM 879946101 2186 128600 SH SOLE 0 0 0
TELETECH HLDGS INC COM 879939106 998 70000 SH SOLE 0 0 0
TEXACO INC COM 881694103 462 7326 SH SOLE 0 0 7326
TEXTRON INC COM 883203101 1214 15695 SH SOLE 5900 0 12955
TIME WARNER INC COM 887315109 366 6025 SH SOLE 0 0 6025
TOMMY HILFIGER CORP COM G8915Z102 956 33900 SH SOLE 32500 0 33900
TRIDEX CORP COM 895906105 270 135000 SH SOLE 0
UNIT CORP COM 909218109 529 70000 SH SOLE 0
UNITED NAT FOODS INC COM 911163103 202 23000 SH SOLE 0
VODAFONE AIRTOUCH PLC COM 92857T107 5254 110490 SH SOLE 92590
WAL MART STORES INC COM 931142103 310 6510 SH SOLE 6510
WALT DISNEY CO COM 254687106 1332 51246 SH SOLE 51246
WARNER LAMBERT CO COM 934488107 366 5510 SH SOLE 5510
WHITTMAN-HART INC COM 966834103 946 24385 SH SOLE 18485
WILLIAMS COS INC COM 969457100 1115 29625 SH SOLE 29625
ZEBRA TECHNOLOGIES CORP CL A COM 989207105 1478 32500 SH SOLE 0
</TABLE>
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