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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: 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: 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: Thomas B. Slaughter
Title: Senior Managing Director
Phone: (212) 935-4595
Signature, Place, and Date of Signing:
/s/ Thomas B. Slaughter New York, New York 10022 8/13/99
[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: 158
Form 13F Information Table Value Total: $ 298,992
(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 Inv Other Voting
Class (x$1000) Prn Amt SH/PRN Discr Mgrs Authority
Sole Shared None
ACTION PERFORMANCE COS INC COM 004933107 2856 86560 SH SOLE 63050 0 23510
ACTION PERFORMANCE COS INC SB NT CV 004933AB3 1123 1195000 PRN SOLE 0 0 1195000
4.75% 05
ACXIOM CORP COM 005125109 1729 69335 SH SOLE 21450 0 47885
ADVANTA CORP CL B 007942204 1356 100000 SH SOLE 100000 0 0
AFFIL COMPUTER SVCS SB NT CV 008190AD2 1475 1105000 PRN SOLE 0 0 1105000
4% 05
ALIGN-RITE INTL INC COM 016251100 243 17500 SH SOLE 17500 0 0
ALPHANET SOLUTIONS INC COM 020787107 262 67500 SH SOLE 67500 0 0
AMERICA ONLINE INC COM 02364J104 321 2918 SH SOLE 0 0 2918
AMERICAN EXPRESS CO COM 025816109 1290 9911 SH SOLE 0 0 9911
AMERICAN HOME PRODUCTS CORP COM 026609107 1356 23640 SH SOLE 0 0 23640
AMERICAN INTERNATIONAL GROUP I COM 026874107 2937 31308 SH SOLE 8250 0 23058
ANIXTER INTL INC COM 035290105 4154 227600 SH SOLE 227600 0 0
AT & T CORP COM 001957109 2676 47952 SH SOLE 1620 0 46332
ATLANTIC RICHFIELD CO COM 048825103 226 2700 SH SOLE 0 0 2700
ATWOOD OCEANICS INC COM 050095108 1516 48500 SH SOLE 48500 0 0
AT&T CORP LIBERTY MEDIA COM LIB GRP A 001957208 1815 49400 SH SOLE 11700 0 37700
AUTOMATIC DATA PROCESSING INC COM 053015103 6220 141360 SH SOLE 15480 0 125880
BANK NEW YORK INC PFD CONV 7.7 CONV PREF 064057870 1954 7215 SH SOLE 0 0 7215
BANK OF NEW YORK CO INC COM 064057102 5023 136900 SH SOLE 0 0 136900
BED BATH & BEYOND INC COM 075896100 842 21875 SH SOLE 3635 0 18240
BERKSHIRE HATHAWAY INC DEL CL COM 084670207 482 215 SH SOLE 0 0 215
BESTFOODS COM 08658U101 2438 49258 SH SOLE 0 0 49258
BIOTIME INC COM 09066L105 2059 176165 SH SOLE 176165 0 0
BMC SOFTWARE INC COM 055921100 4274 79145 SH SOLE 16100 0 63045
BOEING CO COM 097023105 506 11500 SH SOLE 0 0 11500
BP AMOCO PLC ADR COM 055622104 1053 9703 SH SOLE 0 0 9703
BRISTOL MYERS SQUIBB CO COM 110122108 2275 32298 SH SOLE 0 0 32298
CARDIOTECH INTL INC COM 14160C100 129 129100 SH SOLE 129100 0 0
CENDANT CORP COM 151313103 513 25000 SH SOLE 25000 0 0
CERIDIAN CORP COM 15677T106 2022 61855 SH SOLE 12100 0 49755
CHANCELLOR MEDIA CORP COM 158915108 2716 49275 SH SOLE 14200 0 35075
CHANCELLOR MEDIA CORP PFD CONV 7% 158915306 1445 9450 SH SOLE 0 0 9450
CHEVRON CORP COM 166751107 409 4300 SH SOLE 0 0 4300
CHILDRENS COMPRHNSV SVCS INC N COM 16875K202 628 90500 SH SOLE 90500 0 0
CHINA TELECOM HONG KONG LTD AD COM 169428109 1710 30000 SH SOLE 30000 0 0
CISCO SYS INC COM 17275R102 4416 68466 SH SOLE 10550 0 57916
CLEAR CHANNEL COMMUNICATIONS COM 184502102 984 14268 SH SOLE 3633 0 10635
COACH USA INC COM 18975L106 1678 40000 SH SOLE 40000 0 0
<PAGE>
Item 1: Item 2: Item 3: Item 4: Item 5: Item 6: Item 7: Item 8:
Name of Issuer Title of CUSIP Value Shares Inv Other Voting
Class (x$1000) Prn Amt SH/PRN Discr Mgrs Authority
Sole Shared None
COCA COLA CO COM 191216100 1299 20950 SH SOLE 0 0 20950
COLGATE PALMOLIVE CO COM 194162103 256 5200 SH SOLE 0 0 5200
COMARCO INC COM 200080109 1496 75500 SH SOLE 75500 0 0
COMPUWARE CORP COM 205638109 3600 113175 SH SOLE 45000 0 68175
CONSECO INC COM 208464107 457 15000 SH SOLE 15000 0 0
CONSOLIDATED STORES CORP COM 210149100 1221 45225 SH SOLE 8725 0 36500
CORNELL CORRECTIONS INC COM 219141108 329 20000 SH SOLE 20000 0 0
CORNING INC COM 219350105 393 5600 SH SOLE 0 0 5600
COUNSEL CORP COM 22226R102 1001 157000 SH SOLE 157000 0 0
CREATIVE MASTER INTL INC NEW COM 22528Y201 154 30000 SH SOLE 30000 0 0
CSG SYS INTL INC COM 126349109 655 25000 SH SOLE 25000 0 0
CYPROS PHARMACEUTICAL CORP COM 232808105 238 100000 SH SOLE 100000 0 0
DII GROUP INC COM 232949107 1119 30000 SH SOLE 30000 0 0
DOLLAR GEN CORP COM 256669102 421 14500 SH SOLE 0 0 14500
DTE ENERGY CO COM 233331107 326 8000 SH SOLE 0 0 8000
E I DU PONT DE NEMOURS CO COM 263534109 506 7400 SH SOLE 0 0 7400
E TOWN CORP COM 269242103 888 19410 SH SOLE 0 0 19410
EASTMAN KODAK CO COM 277461109 2351 34700 SH SOLE 0 0 34700
ELI LILLY & CO COM 532457108 3069 42855 SH SOLE 6000 0 36855
EMC CORPORATION COM 268648102 350 6370 SH SOLE 250 0 6120
EMERSON ELEC CO COM 291011104 3091 49116 SH SOLE 0 0 49116
ENRON CORP COM 293561106 222 2720 SH SOLE 0 0 2720
ETEC SYS INC COM 26922C103 665 20000 SH SOLE 20000 0 0
EXXON CORP COM 302290101 2791 36188 SH SOLE 0 0 36188
FEDERAL HOME LOAN MTG CORP COM 313400301 3767 64945 SH SOLE 9750 0 55195
FEDERAL NAT MORTGAGE ASSN COM 313586109 603 8830 SH SOLE 600 0 8230
FILENET CORP COM 316869106 458 40000 SH SOLE 40000 0 0
FIRST UNION CORP COM 337358105 915 19407 SH SOLE 0 0 19407
FLEXTRONICS INTL LTD ORD COM Y2573F102 1212 21845 SH SOLE 5900 0 15945
GANNETT CO INC COM 364730101 223 3124 SH SOLE 0 0 3124
GEMSTAR INTERNATIONL GRP LTDOR COM G3788V106 4372 67000 SH SOLE 67000 0 0
GENERAL ELECTRIC CO COM 369604103 10673 94453 SH SOLE 0 0 94453
GILLETTE CO COM 375766102 582 14200 SH SOLE 0 0 14200
GLAXO WELLCOME PLC SPNSRD ADR COM 37733W105 867 15305 SH SOLE 0 0 15305
GOODRICH B F CO COM COM 382388106 292 6881 SH SOLE 0 0 6881
GTE CORP COM 362320103 347 4600 SH SOLE 0 0 4600
GUCCI GROUP N V SHS-N Y REGIST COM 401566104 4739 67700 SH SOLE 65000 0 2700
H J HEINZ CO COM 423074103 472 9409 SH SOLE 0 0 9409
HANSEN NAT CORP COM 411310105 651 148900 SH SOLE 148900 0 0
HEWLETT PACKARD CO COM 428236103 6316 62850 SH SOLE 0 0 62850
HNC SOFTWARE INC COM 40425P107 770 25000 SH SOLE 25000 0 0
HNC SOFTWARE INC SB NT CV 40425PAA5 1134 1175000 PRN SOLE 0 0 1175000
4.75% 03
ILLINOIS TOOL WORKS INC COM 452308109 621 7600 SH SOLE 0 0 7600
INFINITY BROADCASTING CORP NCL COM 45662S102 865 29270 SH SOLE 7750 0 21520
INTEL CORP COM 458140100 1208 20300 SH SOLE 0 0 20300
INTL BUSINESS MACHINES CORP COM 459200101 710 5490 SH SOLE 0 0 5490
JABIL CIRCUIT INC COM COM 466313103 677 15000 SH SOLE 15000 0 0
JOHNSON & JOHNSON COM 478160104 1697 17316 SH SOLE 0 0 17316
JONES APPAREL GROUP INC COM 480074103 9426 274700 SH SOLE 274000 0 700
KROGER CO COM 501044101 413 14800 SH SOLE 0 0 14800
<PAGE>
Item 1: Item 2: Item 3: Item 4: Item 5: Item 6: Item 7: Item 8:
Name of Issuer Title of CUSIP Value Shares Inv Other Voting
Class (x$1000) Prn Amt SH/PRN Discr Mgrs Authority
Sole Shared None
LEHMAN BROS HLDGS INC COM 524908100 1341 21585 SH SOLE 0 0 21585
LINEAR TECHNOLOGY CORP COM 535678106 585 8700 SH SOLE 3600 0 5100
LINENS N THINGS INC COM 535679104 501 11440 SH SOLE 3120 0 8320
LORAL SPACE & COMMUNICATIONS L COM G56462107 11729 651600 SH SOLE 625000 0 26600
LOWES CO COM 548661107 760 13410 SH SOLE 2050 0 11360
MARSH & MCLENNAN COS INC COM 571748102 227 3000 SH SOLE 0 0 3000
MATRIA HEALTHCARE INC COM 576817100 2215 305500 SH SOLE 305500 0 0
MCDONALDS CORP COM 580135101 1233 29988 SH SOLE 0 0 29988
MCI WORLDCOM INC COM 55268B106 8027 93275 SH SOLE 16481 0 76794
MEDAPHIS CORP COM 584028104 15538 2702300 SH SOLE 2702300 0 0
MENTOR CORP MINN COM 587188103 745 40000 SH SOLE 40000 0 0
MERCK & CO INC COM 589331107 9923 134779 SH SOLE 8800 0 125979
METROTRANS CORP COM 592665103 45 18900 SH SOLE 18900 0 0
MICROSOFT CORP COM 594918104 438 4852 SH SOLE 0 0 4852
MOBIL CORP COM 607059102 1452 14703 SH SOLE 0 0 14703
MORGAN J P & CO INC COM 616880100 928 6602 SH SOLE 0 0 6602
MOTOROLA INC COM 620076109 567 5980 SH SOLE 0 0 5980
NO FIRE TECHNOLOGIES INC RSTD COM 654865104 50 95000 SH SOLE 0 0 95000
NORTH AMERN VACCINE COM 657201109 12366 2536700 SH SOLE 1600600 0 936100
NPC INTL INC COM 629360306 833 54200 SH SOLE 54200 0 0
OFFICE DEPOT INC COM 676220106 1716 77769 SH SOLE 19900 0 57869
PAYCHEX INC COM 704326107 3031 95096 SH SOLE 17137 0 77959
PEPSICO INC COM 713448108 3228 83450 SH SOLE 0 0 83450
PERCON INC COM 71361E103 460 57100 SH SOLE 57100 0 0
PFIZER INC COM 717081103 634 17455 SH SOLE 0 0 17455
PHILADELPHIA SUBN CORP COM 718009608 549 23820 SH SOLE 0 0 23820
PHILLIPS PETROLEUM COMPANY COM 718507106 206 4093 SH SOLE 0 0 4093
PHYSIOMETRIX INC COM 718928104 58 102500 SH SOLE 102500 0 0
PIMCO ADVISORS HLDGS L P COM 69338P102 1186 39855 SH SOLE 0 0 39855
POLYMEDICA INDS INC COM 731738100 920 92000 SH SOLE 92000 0 0
PRECISION CASTPARTS CORP COM 740189105 834 19625 SH SOLE 0 0 19625
PRIMEX TECHNOLOGIES INC COM 741597108 1037 48100 SH SOLE 48100 0 0
PRINCETON VIDEO IMAGE INC COM 742476104 417 92000 SH SOLE 92000 0 0
PROCTER & GAMBLE CO COM 742718109 1142 12800 SH SOLE 0 0 12800
PROGRESSIVE CORP OHIO COM 743315103 1566 10800 SH SOLE 0 0 10800
QRS CORP COM 74726X105 3249 62490 SH SOLE 40875 0 21615
QUALITY SYS INC COM 747582104 376 59000 SH SOLE 59000 0 0
R G BARRY CORP COM 068798107 183 22221 SH SOLE 0 0 22221
ROHM & HAAS CO COM 775371107 1820 42441 SH SOLE 0 0 42441
SANMINA CORP COM 800907107 2408 31730 SH SOLE 10900 0 20830
SBC COMMUNICATIONS INC COM 78387G103 294 5072 SH SOLE 0 0 5072
SCHERING PLOUGH CORP COM 806605101 494 9400 SH SOLE 0 0 9400
SCHLUMBERGER LTD COM 806857108 614 9640 SH SOLE 0 0 9640
SOLECTRON CORP COM 834182107 5705 85555 SH SOLE 16510 0 69045
<PAGE>
Item 1: Item 2: Item 3: Item 4: Item 5: Item 6: Item 7: Item 8:
Name of Issuer Title of CUSIP Value Shares Inv Other Voting
Class (x$1000) Prn Amt SH/PRN Discr Mgrs Authority
Sole Shared None
SPACELABS MED INC COM 846247104 8681 459900 SH SOLE 453900 0 6000
SPRINT CORP PCS GROUP COM 1 COM 852061506 3098 54345 SH SOLE 17300 0 37045
STAAR SURGICAL CO NEW PR $.01 COM 852312305 929 70100 SH SOLE 70100 0 0
STAR TELECOMMUNICATIONS INC COM 854923109 313 40000 SH SOLE 40000 0 0
STERLING COMM INC COM 859205106 3906 106281 SH SOLE 37560 0 68721
SUNGARD DATA SYS INC COM 867363103 717 20785 SH SOLE 4000 0 16785
SYBRON CORP DEL COM 87114F106 735 26660 SH SOLE 9950 0 16710
SYSCO CORPORATION COM 871829107 316 10598 SH SOLE 0 0 10598
SYST & COMPUTER TECH SUB DB CONV 871873AB1 708 835000 PRN SOLE 0 0 835000
5% 04
TAG HEUER INTL SPNSRD ADR 873773105 5944 572900 SH SOLE 568900 0 4000
TELESYSTEM INTL WIRELESS INC COM 879946101 3703 204300 SH SOLE 204300 0 0
TELETECH HLDGS INC COM 879939106 608 60000 SH SOLE 60000 0 0
TEMPLETON CHINA WORLD FD INC COM 88018X102 2550 289400 SH SOLE 289400 0 0
TEXACO INC COM 881694103 250 4000 SH SOLE 0 0 4000
TIME WARNER INC COM 887315109 436 6000 SH SOLE 0 0 6000
TOMMY HILFIGER CORP COM G8915Z102 1216 33200 SH SOLE 0 0 33200
TRIDEX CORP COM 895906105 346 135000 SH SOLE 135000 0 0
UNIMED PHARMACEUTICALS INC COM 904801107 834 70600 SH SOLE 70600 0 0
UNITED NAT FOODS INC COM 911163103 569 23000 SH SOLE 23000 0 0
UNUM CORP COM 903192102 2558 46725 SH SOLE 7350 0 39375
VODAFONE AIRTOUCH PLC COM 92857T107 4384 22253 SH SOLE 3730 0 18523
WALT DISNEY CO COM 254687106 1445 46886 SH SOLE 0 0 46886
WARNER LAMBERT CO COM 934488107 381 5510 SH SOLE 0 0 5510
WILLIAMS COS INC COM 969457100 1267 29775 SH SOLE 0 0 29775
WINN-DIXIE STORES INC COM 974280109 200 5425 SH SOLE 0 0 5425
ZEBRA TECHNOLOGIES CORP CL A 989207105 1249 32500 SH SOLE 32500 0 0
</TABLE>
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