-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, VoScOkinAoLlnCZ7gAy0xiR2b+63WmQH/ztia0vfHvPbNYR6UBxsUm33LNKBgulq AY7RV1QLXhXEj4pgRcSBJg== 0001172661-08-000461.txt : 20080814 0001172661-08-000461.hdr.sgml : 20080814 20080814105154 ACCESSION NUMBER: 0001172661-08-000461 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080630 FILED AS OF DATE: 20080814 DATE AS OF CHANGE: 20080814 EFFECTIVENESS DATE: 20080814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ALEXANDRA INVESTMENT MANAGEMENT LLC CENTRAL INDEX KEY: 0001026736 IRS NUMBER: 134092583 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10827 FILM NUMBER: 081016089 BUSINESS ADDRESS: STREET 1: 237 PARK AVENUE STREET 2: 9TH FL CITY: NEW YORK STATE: NY ZIP: 10017 BUSINESS PHONE: 2123873780 MAIL ADDRESS: STREET 1: 767 THIRD AVE STREET 2: 39TH FL CITY: NEW YORK STATE: NY ZIP: 10017 13F-HR 1 alex2q08.txt FORM 13F HOLDINGS REPORT 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, 2008 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: Alexandra Investment Management, LLC Address: 767 Third Avenue 39th Floor New York, NY 10017 13F File Number: 28-10827 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: Avi Dreyfuss Title: Controller Phone: 212-301-1800 Signature, Place, and Date of Signing: /s/ Avi Dreyfuss New York, NY/USA August 14, 2008 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form13F Information Table Entry Total: 101 Form13F Information Table Value Total: $885,734 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE 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 DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ALESCO FINL INC NOTE 7.625% 5/1 014485AB2 2040 4000000 PRN SOLE 4000000 0 0 ALLIANT TECHSYSTEMS INC NOTE 2.750% 9/1 018804AN4 5975 5000000 PRN SOLE 5000000 0 0 AMERICAN INTL GROUP INC UNIT 99/99/9999 026874115 4478 75000 SH SOLE 75000 0 0 AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP6 3250 5000000 PRN SOLE 5000000 0 0 ANHEUSER BUSCH COS INC COM 035229103 11182 180000 SH CALL SOLE 180000 0 0 APPLIED ENERGETICS INC COM 03819M106 166 104348 SH CALL SOLE 104348 0 0 ARCH COAL INC COM 039380100 773 10300 SH SOLE 10300 0 0 BANKUNITED FINL CORP NOTE 3.125% 3/0 06652BAE3 2050 5000000 PRN SOLE 5000000 0 0 BARRETT BILL CORP NOTE 5.000% 3/1 06846NAA2 12064 10000000 PRN SOLE 10000000 0 0 BARRICK GOLD CORP COM 067901108 2730 60000 SH SOLE 60000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2 09061GAD3 15546 10000000 PRN SOLE 10000000 0 0 BOOKHAM INC COM 09856E105 275 162500 SH CALL SOLE 162500 0 0 CABOT OIL & GAS CORP COM 127097103 677 10000 SH SOLE 10000 0 0 CALPINE CORP COM NEW 131347304 1326 58770 SH SOLE 58770 0 0 CAMECO CORP COM 13321L108 1286 30000 SH SOLE 30000 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 1384 25000 SH SOLE 25000 0 0 CARRIZO OIL & CO INC NOTE 4.375% 6/0 144577AA1 10282 10000000 PRN SOLE 10000000 0 0 CELESTICA INC SUB VTG SHS 15101Q108 134 15888 SH CALL SOLE 15888 0 0 CEPHALON INC NOTE 2.000% 6/0 156708AP4 22969 15000000 PRN SOLE 15000000 0 0 CHATTEM INC NOTE 1.625% 5/0 162456AR8 10600 10000000 PRN SOLE 10000000 0 0 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 929 10000 SH SOLE 10000 0 0 COMCAST CORP NEW CL A 20030N101 949 50000 SH SOLE 50000 0 0 COMPUCREDIT CORP NOTE 3.625% 5/3 20478NAB6 4700 10000000 PRN SOLE 10000000 0 0 CONEXANT SYSTEMS INC NOTE 4.000% 3/0 207142AH3 5250 7000000 PRN SOLE 7000000 0 0 CORTEX PHARMACEUTICALS INC COM NEW 220524300 53 65000 SH CALL SOLE 65000 0 0 CUMMINS INC COM 231021106 3276 50000 SH PUT SOLE 50000 0 0 CYCLACEL PHARMACEUTICALS INC PFD CONV EX 6% 23254L207 507 123400 SH SOLE 123400 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AM4 17115 15000000 PRN SOLE 15000000 0 0 EARTHLINK INC NOTE 3.250%11/1 270321AA0 17357 15000000 PRN SOLE 15000000 0 0 ELECTROGLAS INC COM 285324109 407 214098 SH SOLE 214098 0 0 EMPIRE RESORTS INC NOTE 8.000% 7/3 292052AB3 1200 2000000 PRN SOLE 2000000 0 0 ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 29264FAA4 14879 15000000 PRN SOLE 15000000 0 0 ENERGY CONVERSION DEVICES IN COM 292659109 353 4800 SH SOLE 4800 0 0 EXIDE TECHNOLOGIES *W EXP 05/05/201 302051123 118 44193 SH SOLE 44193 0 0 EXPRESSJET HOLDINGS INC NOTE 4.250% 8/0 30218UAB4 5320 7600000 PRN SOLE 7600000 0 0 FAIR ISAAC CORP NOTE 1.500% 8/1 303250AD6 3000 3000000 PRN SOLE 3000000 0 0 FINISAR NOTE 5.250%10/1 31787AAC5 35262 35350000 PRN SOLE 35350000 0 0 FIVE STAR QUALITY CARE INC NOTE 3.750%10/1 33832DAB2 7716 11500000 PRN SOLE 11500000 0 0 FORDING CDN COAL TR TR UNIT 345425102 956 10000 SH SOLE 10000 0 0 GENCORP INC SDCV 2.250%11/1 368682AL4 4948 6500000 PRN SOLE 6500000 0 0 GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG8 25152 17500000 PRN SOLE 17500000 0 0 HALLIBURTON CO COM 406216101 1592 30000 SH SOLE 30000 0 0 HERCULES OFFSHORE INC COM 427093109 1521 40000 SH SOLE 40000 0 0 HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK4 7783 10000000 PRN SOLE 10000000 0 0 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 669 15400 SH SOLE 15400 0 0 INSMED INC COM NEW 457669208 132 333000 SH SOLE 333000 0 0 JETBLUE AIRWAYS CORP NOTE 3.500% 7/1 477143AB7 2993 3000000 PRN SOLE 3000000 0 0 L-1 IDENTITY SOLUTIONS INC NOTE 3.750% 5/1 50212AAB2 3012 3500000 PRN SOLE 3500000 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 9/1 52729NAG5 7798 8081000 PRN SOLE 8081000 0 0 MECHEL OAO SPONSORED ADR 583840103 1090 22000 SH SOLE 22000 0 0 MENTOR GRAPHICS CORP FRNT 8/0 587200AD8 1000 1000000 PRN SOLE 1000000 0 0 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 7094 10000000 PRN SOLE 10000000 0 0 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 797 10405 SH SOLE 10405 0 0 MOLSON COORS BREWING CO CL B 60871R209 1087 20000 SH SOLE 20000 0 0 MYLAN INC NOTE 1.250% 3/1 628530AG2 12600 15000000 PRN SOLE 15000000 0 0 MYLAN INC PFD CONV 628530206 1759 2000 SH SOLE 2000 0 0 NABI BIOPHARMACEUTICALS NOTE 2.875% 4/1 629519AB5 4469 5000000 PRN SOLE 5000000 0 0 NEWMONT MINING CORP COM 651639106 1565 30000 SH SOLE 30000 0 0 OPENWAVE SYS INC NOTE 2.750% 9/0 683718AC4 34650 35000000 PRN SOLE 35000000 0 0 ORION MARINE GROUP INC COM 68628V308 1551 109800 SH SOLE 109800 0 0 OSCIENT PHARMACEUTICALS CORP NOTE 3.500% 4/1 68812RAC9 4275 11400000 PRN SOLE 11400000 0 0 OVERSTOCK COM INC DEL NOTE 3.750%12/0 690370AB7 2326 3100000 PRN SOLE 3100000 0 0 PALATIN TECHNOLOGIES INC COM NEW 696077304 28 150000 SH CALL SOLE 150000 0 0 PARKER DRILLING CO NOTE 2.125% 7/1 701081AR2 10113 10000000 PRN SOLE 10000000 0 0 PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 16650 10000000 PRN SOLE 10000000 0 0 PENN VA CORP NOTE 4.500%11/1 707882AA4 19000 12500000 PRN SOLE 12500000 0 0 PETROHAWK ENERGY CORP COM 716495106 787 17000 SH SOLE 17000 0 0 PG&E CORP NOTE 9.500% 6/3 69331CAD0 13747 5000000 PRN SOLE 5000000 0 0 PHARMACOPEIA INC COM 7171EP101 230 60000 SH SOLE 60000 0 0 PIXELWORKS INC SDCV 1.750% 5/1 72581MAB3 8250 11000000 PRN SOLE 11000000 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 19875 440000 SH SOLE 440000 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 22585 500000 SH PUT SOLE 500000 0 0 POWERWAVE TECHNOLOGIES INC NOTE 1.250% 7/1 739363AB5 4641 4653000 PRN SOLE 4653000 0 0 POWERWAVE TECHNOLOGIES INC NOTE 1.875%11/1 739363AD1 9000 12500000 PRN SOLE 12500000 0 0 PRIDE INTL INC DEL COM 74153Q102 1182 25000 SH SOLE 25000 0 0 PROTEIN DESIGN LABS INC NOTE 2.000% 2/1 74369LAF0 6497 7500000 PRN SOLE 7500000 0 0 PRUDENTIAL FINL INC FRNT 12/1 744320AJ1 14447 15000000 PRN SOLE 15000000 0 0 QLT INC NOTE 3.000% 9/1 746927AB8 8344 8450000 PRN SOLE 8450000 0 0 QUANTA SVCS INC NOTE 3.750% 4/3 74762EAE2 14363 9000000 PRN SOLE 9000000 0 0 REGENERON PHARMACEUTICALS NOTE 5.500%10/1 75886FAB3 5035 5000000 PRN SOLE 5000000 0 0 RODMAN & RENSHAW CAP GP INC COM 77487R100 736 400000 SH SOLE 400000 0 0 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 6943 10000000 PRN SOLE 10000000 0 0 SAVVIS INC NOTE 3.000% 5/1 805423AA8 2280 3000000 PRN SOLE 3000000 0 0 SCHOOL SPECIALTY INC SDCV 3.750%11/3 807863AL9 4330 5000000 PRN SOLE 5000000 0 0 SINCLAIR BROADCAST GROUP INC NOTE 3.000% 5/1 829226AW9 6863 7500000 PRN SOLE 7500000 0 0 SONIC AUTOMOTIVE INC NOTE 5.250% 5/0 83545GAE2 16270 16602000 PRN SOLE 16602000 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 1508 16500 SH SOLE 16500 0 0 SPDR TR UNIT SER 1 78462F103 53752 420000 SH SOLE 420000 0 0 SPDR TR UNIT SER 1 78462F103 63990 500000 SH PUT SOLE 500000 0 0 STANDARD MTR PRODS INC SDCV 6.750% 7/1 853666AB1 9885 10405000 PRN SOLE 10405000 0 0 STEEL DYNAMICS INC NOTE 4.000%12/1 858119AD2 119476 13000000 PRN SOLE 13000000 0 0 SUNPOWER CORP DBCV 0.750% 8/0 867652AB5 4451 4000000 PRN SOLE 4000000 0 0 SUPERGEN INC COM 868059106 123 60000 SH CALL SOLE 60000 0 0 SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 11644 10000000 PRN SOLE 10000000 0 0 SYMMETRICOM INC NOTE 3.250% 6/1 871543AB0 4420 5000000 PRN SOLE 5000000 0 0 TENARIS S A SPONSORED ADR 88031M109 1490 20000 SH SOLE 20000 0 0 THERAVANCE INC NOTE 3.000% 1/1 88338TAA2 5387 7500000 PRN SOLE 7500000 0 0 TITANIUM METALS CORP COM NEW 888339207 525 37500 SH CALL SOLE 37500 0 0 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AW9 11400 10000000 PRN SOLE 10000000 0 0 TRIZETTO GROUP INC NOTE 1.125% 4/1 896882AD9 21717 20000000 PRN SOLE 20000000 0 0 VIROPHARMA INC NOTE 2.000% 3/1 928241AH1 5373 6500000 PRN SOLE 6500000 0 0
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