13F-HR 1 june3011.txt 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, 2011 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: Dinsmore Capital Management Co. Address: 65 Madison Avenue Suite 550 Morristown, New Jersey 07960 Form 13F File Number: 28-05466 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: Gary I. Levine Title: Chief Financial Officer Phone: (973) 631-1177 Signature, Place, and Date of Signing: /s/ Gary I. Levine Morristown, New Jersey August 16, 2011 ------------------ ---------------------- --------------- [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).) FORM 13F SUMMARY PAGE Report Summary: Form 13F Information Table Entry Total: 133 Form 13F Information Table Value Total: $215,555 (thousands)
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 ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- A123 SYS INC CONV 03739TAA6 1812 2000000 PRN Sole 2000000 AKORN INC CONV 009728AA4 539 500000 PRN Sole 500000 ALASKA COMMUNICATIONS SYSTEMS CONV 01167PAD3 499 500000 PRN Sole 500000 ALLIANT TECHSYSTEMS INC CONV 018804AM6 2018 2000000 PRN Sole 2000000 AMGEN INC CONV 031162AQ3 2018 2000000 PRN Sole 2000000 AMYLIN PHARMACEUTICALS INC CONV 032346AF5 910 1000000 PRN Sole 1000000 ANIXTER INTERNATIONAL INC CONV 035290AH8 596 500000 PRN Sole 500000 ANIXTER INTERNATIONAL INC CONV 035290AJ4 1489 1250000 PRN Sole 1250000 ANNALY CAPITAL MANAGEMENT INC CONV 035710AA0 2959 2500000 PRN Sole 2500000 ARES CAPITAL CORP CONV 04010LAA1 528 500000 PRN Sole 500000 CEMEX, S.A.B. DE C.V. CONV 151290AU7 1992 2000000 PRN Sole 2000000 CEPHALON INC CONV 156708AR0 1230 1000000 PRN Sole 1000000 CHEMED CORP CONV 16359RAC7 1842 1780000 PRN Sole 1780000 CHINA MEDICAL TECHNOLOGIES IN CONV 169483AC8 1606 2200000 PRN Sole 2200000 CHIQUITA BRANDS INTERNATIONAL CONV 170032AT3 1057 1081000 PRN Sole 1081000 COMTECH TELECOMMUNICATIONS CO CONV 205826AF7 1055 1000000 PRN Sole 1000000 CORPORATE OFFICE PPTYS L P CONV 22003BAC0 989 1000000 PRN Sole 1000000 CSG SYSTEMS INTERNATIONAL INC CONV 126349AC3 1018 1000000 PRN Sole 1000000 CUBIST PHARMACEUTICALS INC CONV 229678AC1 1924 1500000 PRN Sole 1500000 DIGITAL RIVER INC CONV 25388BAC8 2110 2100000 PRN Sole 2100000 DRYSHIPS INC CONV 262498AB4 1358 1500000 PRN Sole 1500000 EMC CORP CONV 268648AL6 1758 1000000 PRN Sole 1000000 EMC CORP CONV 268648AM4 4921 2800000 PRN Sole 2800000 ENDO PHARMACEUTICALS HOLDINGS CONV 29264FAB2 2192 1500000 PRN Sole 1500000 EQUINIX INC CONV 29444UAG1 3364 3000000 PRN Sole 3000000 EQUINIX INC CONV 29444UAH9 1418 1000000 PRN Sole 1000000 EURONET WORLDWIDE INC CONV 298736AF6 2018 2000000 PRN Sole 2000000 FINISAR CORP CONV 31787AAJ0 277 150000 PRN Sole 150000 GENERAL CABLE CORP CONV 369300AL2 1381 1000000 PRN Sole 1000000 GILEAD SCIENCES INC CONV 375558AL7 1676 1500000 PRN Sole 1500000 GILEAD SCIENCES INC CONV 375558AM5 1746 1500000 PRN Sole 1500000 GOODRICH PETROLEUM CORP CONV 382410AC2 1962 2000000 PRN Sole 2000000 GSI COMMERCE INC CONV 36238GAC6 384 337000 PRN Sole 337000 GSI COMMERCE INC CONV 36238GAD4 186 163000 PRN Sole 163000 HAWAIIAN HOLDINGS INC CONV 419879AD3 1028 1000000 PRN Sole 1000000 HOME INNS & MOTELS MANAGEMENT CONV 43713WAA5 985 1000000 PRN Sole 1000000 ICONIX BRAND GROUP INC CONV 451055AC1 528 500000 PRN Sole 500000 INSULET CORPORATION CONV 45784PAC5 1080 1000000 PRN Sole 1000000 INTEGRA LIFE SCIENCES HOLDING CONV 457985AJ8 506 500000 PRN Sole 500000 INTEGRA LIFESCIENCES HOLDINGS CONV 457985AH2 2153 2134000 PRN Sole 2134000 INTEL CORP CONV 458140AC4 2597 2500000 PRN Sole 2500000 INTEL CORP CONV 458140AF7 2756 2250000 PRN Sole 2250000 INTERDIGITAL INC CONV 458660AA5 1314 1250000 PRN Sole 1250000 JAGUAR MINING INC CONV 47009MAG8 936 1050000 PRN Sole 1050000 JAMES RIVER COAL CO CONV 470355AE8 250 250000 PRN Sole 250000 JINKOSOLAR HOLDING CO LTD CONV 47759TAA8 1842 2000000 PRN Sole 2000000 KAISER ALUMINUM CORP CONV 483007AA8 2593 2000000 PRN Sole 2000000 KAMAN CORP CONV 483548AD5 1238 1000000 PRN Sole 1000000 KINETIC CONCEPTS INC CONV 49460WAF6 3203 2500000 PRN Sole 2500000 KNIGHT CAPITAL GROUP INC CONV 499005AD8 1400 1500000 PRN Sole 1500000 LEXINGTON REALTY TRUST CONV 529043AA9 2762 2000000 PRN Sole 2000000 MENTOR GRAPHICS CORP CONV 587200AJ5 501 500000 PRN Sole 500000 MGM RESORTS INTERNATIONAL CONV 55303QAE0 1628 1500000 PRN Sole 1500000 MICRON TECHNOLOGY INC CONV 595112AH6 1960 2000000 PRN Sole 2000000 MICROSOFT CORP CONV 594918AE4 1028 1000000 PRN Sole 1000000 MILLIPORE CORP (MERCK KGAA) CONV 601073AD1 1815 1500000 PRN Sole 1500000 MORGANS HOTEL GROUP CO CONV 61748WAA6 1742 2000000 PRN Sole 2000000 MYLAN INC CONV 628530AG2 3352 3000000 PRN Sole 3000000 NATIONAL FINANCIAL PARTNERS CONV 63607PAB5 1693 1500000 PRN Sole 1500000 NETAPP INC CONV 64110DAB0 1709 1000000 PRN Sole 1000000 NII HOLDINGS INC CONV 62913FAJ1 2012 2000000 PRN Sole 2000000 NORTHGATE MINERALS CORP CONV 666416AB8 1094 1100000 PRN Sole 1100000 NOVELLUS SYSTEMS INC CONV 670008AC5 532 500000 PRN Sole 500000 NUANCE COMMUNICATIONS INC CONV 67020YAB6 5260 4000000 PRN Sole 4000000 NUVASIVE INC CONV 670704AC9 506 500000 PRN Sole 500000 OIL STATES INTERNATIONAL INC CONV 678026AB1 2013 800000 PRN Sole 800000 OLD REPUBLIC INTERNATIONAL CO CONV 680223AF1 2816 2500000 PRN Sole 2500000 OMNICARE INC CONV 681904AL2 244 254000 PRN Sole 254000 ONYX PHARMACEUTICALS INC CONV 683399AB5 1800 1500000 PRN Sole 1500000 PHOTRONICS INC CONV 719405AG7 558 500000 PRN Sole 500000 REGIS CORP CONV 758932AA5 609 500000 PRN Sole 500000 RENESOLA LTD CONV 75971TAA1 685 1000000 PRN Sole 1000000 RIGHTNOW TECHNOLOGIES INC CONV 76657RAA4 619 500000 PRN Sole 500000 ROVI CORP CONV 779376AB8 2720 2000000 PRN Sole 2000000 RTI INTERNATIONAL METALS INC CONV 74973WAA5 1226 950000 PRN Sole 950000 SALIX PHARMACEUTICALS INC CONV 795435AC0 1155 1000000 PRN Sole 1000000 SANDISK CORP CONV 80004CAD3 2125 2000000 PRN Sole 2000000 SBA COMMUNICATIONS CORP CONV 78388JAM8 1408 1000000 PRN Sole 1000000 SBA COMMUNICATIONS CORP CONV 78388JAN6 2208 2000000 PRN Sole 2000000 SONOSITE INC CONV 83568GAA2 2593 2250000 PRN Sole 2250000 SUNPOWER CORP CONV 867652AC3 1065 1000000 PRN Sole 1000000 SUNPOWER CORP CONV 867652AD1 2781 2500000 PRN Sole 2500000 TELECOMMUNICATION SYSTEMS INC CONV 87929JAA1 1920 2000000 PRN Sole 2000000 THE GREENBRIER COMPANIES INC CONV 393657AG6 682 750000 PRN Sole 750000 THQ INC CONV 872443AB2 919 1000000 PRN Sole 1000000 TITAN INTERNATIONAL INC CONV 888305AA7 1924 750000 PRN Sole 750000 TOWER GROUP INC CONV 891777AB0 2205 2000000 PRN Sole 2000000 TRANSOCEAN INC CONV 893830AW9 985 1000000 PRN 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BANCORP PFD CV 316773209 3076 21750 SH Sole 21750 HARTFORD FINL SVCS GROUP INC PFD CV 416515708 1564 60000 SH Sole 60000 HEALTH CARE REIT INC PFD CV 42217K601 1060 20000 SH Sole 20000 NEW YORK COMMUNITY CAPITAL TR PFD CV 64944P307 2316 48000 SH Sole 48000 PPL CORP PFD CV 69351T601 2068 37000 SH Sole 37000 STANLEY BLACK & DECKER INC PFD CV 854502309 2433 20000 SH Sole 20000 WELLS FARGO & CO PFD CV 949746804 4240 4000 SH Sole 4000 WHITING PETROLEUM CORP PFD CV 966387201 70 262 SH Sole 262 2009 DOLE FOOD AUTOMATIC COM PFD CV 90213B208 2060 160000 SH Sole 160000 2010 SWIFT MANDATORY COM EXCH PFD CV 90213G207 1573 120000 SH Sole 120000 ANGLOGOLD ASHANTI LTD PFD CV 03512Q206 589 11800 SH Sole 11800 APACHE CORP PFD CV 037411808 3296 50000 SH Sole 50000 BEAZER HOMES USA INC PFD CV 07556Q501 573 35000 SH Sole 35000 CITIGROUP INC PFD CV 172967416 3364 28000 SH Sole 28000 GENERAL MOTORS CO PFD CV 37045V209 2924 60000 SH Sole 60000 GREAT PLAINS ENERGY INC PFD CV 391164803 2936 45000 SH Sole 45000 METLIFE INC PFD CV 59156R116 2061 25000 SH Sole 25000 NEXTERA ENERGY INC PFD CV 65339F507 2063 40000 SH Sole 40000 UBS AG EXCH NOTE (SOLR) PFD CV 90265K205 2422 50000 SH Sole 50000 UBS AG EXCH NOTE (SWC) PFD CV 90267B823 650 24000 SH Sole 24000 UNISYS CORP PFD CV 909214405 774 10000 SH Sole 10000 VALE CAPITAL II (VALE S.A.) PFD CV 91912F201 3392 38400 SH Sole 38400 VALE CAPITAL II (VALE S.A.) PFD CV 91912F300 1201 13000 SH Sole 13000 ABBOTT LABS COM 002824100 526 10000 SH Sole 10000 AT&T INC COM 00206R102 2199 70000 SH Sole 70000 BRISTOL MYERS SQUIBB CO COM 110122108 579 20000 SH Sole 20000 CONOCOPHILLIPS COM 20825C104 848 11282 SH Sole 11282 DISNEY WALT CO COM 254687106 586 15000 SH Sole 15000 MERCK & CO INC COM 58933Y105 835 23651 SH Sole 23651 VERIZON COMMUNICATIONS INC COM 92343V104 2234 60000 SH Sole 60000