13F-HR 1 mar3112.txt 1 dec3111.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: March 31, 2012 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 May 14, 2012 ------------------ ---------------------- ------------ [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: 129 Form 13F Information Table Value Total: $208,439 (thousands)
FORM 13F INFORMATION TABLE NAME OF ISSUER TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------ -------- --------- ------ --------- ---- ---- ------- -------- --------- ------ ---- A123 SYS INC CONV 03739TAA6 325 1,000,000 PRN Sole 1,000,000 ALASKA COMMUNICATIONS SYSTEMS CONV 01167PAD3 1,550 2,000,000 PRN Sole 2,000,000 AM CASTLE & CO CONV 148411AB7 728 500,000 PRN Sole 500,000 AM TRUST FINANCIAL SERVICES I CONV 032359AB7 2,192 2,000,000 PRN Sole 2,000,000 AMGEN INC CONV 031162AQ3 2,055 2,000,000 PRN Sole 2,000,000 AMYLIN PHARMACEUTICALS INC CONV 032346AF5 996 1,000,000 PRN Sole 1,000,000 ANIXTER INTERNATIONAL INC CONV 035290AH8 629 500,000 PRN Sole 500,000 ANIXTER INTERNATIONAL INC CONV 035290AJ4 943 750,000 PRN Sole 750,000 ANNALY CAPITAL MANAGEMENT INC CONV 035710AA0 1,751 1,500,000 PRN Sole 1,500,000 BGC PARTNERS INC CONV 05541TAC5 504 500,000 PRN Sole 500,000 CEMEX SAB DE CV CONV 151290AU7 1,890 2,000,000 PRN Sole 2,000,000 CHART INDUSTRIES INC CONV 16115QAC4 1,285 1,000,000 PRN Sole 1,000,000 CHEMED CORP CONV 16359RAC7 1,827 1,780,000 PRN Sole 1,780,000 CHIQUITA BRANDS INTERNATIONAL CONV 170032AT3 1,013 1,081,000 PRN Sole 1,081,000 CORPORATE OFFICE PPTYS L P CONV 22003BAC0 979 1,000,000 PRN Sole 1,000,000 CSG SYSTEMS INTERNATIONAL INC CONV 126349AC3 1,755 1,800,000 PRN Sole 1,800,000 CUBIST PHARMACEUTICALS INC CONV 229678AC1 2,154 1,500,000 PRN Sole 1,500,000 DIGITAL RIVER INC CONV 25388BAD6 2,045 2,100,000 PRN Sole 2,100,000 DRYSHIPS INC CONV 262498AB4 1,282 1,500,000 PRN Sole 1,500,000 ELECTRONIC ARTS INC CONV 285512AB5 1,850 2,000,000 PRN Sole 2,000,000 EMC CORP CONV 268648AL6 1,882 1,000,000 PRN Sole 1,000,000 EMC CORP CONV 268648AM4 5,271 2,800,000 PRN Sole 2,800,000 ENDEAVOUR INTERNATIONAL CORP CONV 29257MAD2 988 1,000,000 PRN Sole 1,000,000 ENDO PHARMACEUTICALS HOLDINGS CONV 29264FAB2 1,426 1,000,000 PRN Sole 1,000,000 EQUINIX INC CONV 29444UAG1 6,035 4,000,000 PRN Sole 4,000,000 EURONET WORLDWIDE INC CONV 298736AF6 1,009 1,000,000 PRN Sole 1,000,000 FINISAR CORP CONV 31787AAJ0 321 150,000 PRN Sole 150,000 GENERAL CABLE CORP CONV 369300AL2 2,118 2,000,000 PRN Sole 2,000,000 GILEAD SCIENCE INC CONV 375558AN3 1,841 1,500,000 PRN Sole 1,500,000 GILEAD SCIENCES INC CONV 375558AP8 2,565 2,000,000 PRN Sole 2,000,000 GOODRICH PETROLEUM CORP CONV 382410AC2 1,980 2,000,000 PRN Sole 2,000,000 HAWAIIAN HOLDINGS INC CONV 419879AD3 1,960 2,000,000 PRN Sole 2,000,000 HOME INNS & HOTELS MANAGEMENT CONV 43713WAA5 770 1,000,000 PRN Sole 1,000,000 ICONIX BRAND GROUP INC CONV 451055AC1 1,472 1,500,000 PRN Sole 1,500,000 INSULET CORP CONV 45784PAC5 1,575 1,500,000 PRN Sole 1,500,000 INTEGRA LIFESCIENCES HOLDINGS CONV 457985AH2 1,137 1,134,000 PRN Sole 1,134,000 INTEL CORP CONV 458140AC4 2,888 2,500,000 PRN Sole 2,500,000 INTEL CORP CONV 458140AF7 3,175 2,250,000 PRN Sole 2,250,000 INTERDIGITAL INC CONV 458660AA5 2,015 2,000,000 PRN Sole 2,000,000 JAGUAR MINING INC CONV 47009MAG8 906 1,050,000 PRN Sole 1,050,000 JINKOSOLAR HOLDING CO LTD CONV 47759TAA8 571 1,000,000 PRN Sole 1,000,000 KAISER ALUMINUM CORP CONV 483007AB6 2,397 2,000,000 PRN Sole 2,000,000 KAMAN CORP CONV 483548AD5 1,211 1,000,000 PRN Sole 1,000,000 KNIGHT CAP GROUP INC CONV 499005AE6 1,442 1,500,000 PRN Sole 1,500,000 LAM RESEARCH CORP CONV 512807AK4 1,055 1,000,000 PRN Sole 1,000,000 LEXINGTON REALTY TRUST CONV 529043AA9 2,762 2,000,000 PRN Sole 2,000,000 LIBERTY INTERACTIVE (CBS/VIA) CONV 530715AR2 1,755 2,000,000 PRN Sole 2,000,000 LINEAR TECHNOLOGY CORP CONV 535678AC0 1,069 1,000,000 PRN Sole 1,000,000 MENTOR GRAPHICS CORP CONV 587200AJ5 541 500,000 PRN Sole 500,000 MGM RESORTS INTERNATIONAL CONV 55303QAE0 1,592 1,500,000 PRN Sole 1,500,000 MICRON TECHNOLOGY INC CONV 595112AL7 1,325 1,250,000 PRN Sole 1,250,000 MICRON TECHNOLOGY INC CONV 595112AM5 1,599 1,500,000 PRN Sole 1,500,000 MICROSOFT CORP CONV 594918AE4 1,100 1,000,000 PRN Sole 1,000,000 MORGANS HOTEL GROUP CO CONV 61748WAA6 1,735 2,000,000 PRN Sole 2,000,000 MYLAN INC CONV 628530AJ6 2,816 1,500,000 PRN Sole 1,500,000 NATIONAL FINANCIAL PARTNERS C CONV 63607PAC3 2,038 1,500,000 PRN Sole 1,500,000 NETAPP INC CONV 64110DAB0 2,908 2,000,000 PRN Sole 2,000,000 NEWMONT MINING CORP CONV 651639AJ5 660 500,000 PRN Sole 500,000 NORTHGATE MINERALS CORP CONV 666416AB8 1,217 1,100,000 PRN Sole 1,100,000 NOVELLUS SYSTEMS INC CONV 670008AC5 698 500,000 PRN Sole 500,000 NUANCE COMMUNICATIONS INC CONV 67020YAB6 4,384 3,000,000 PRN Sole 3,000,000 OIL STATES INTERNATIONAL INC CONV 678026AB1 1,232 500,000 PRN Sole 500,000 OLD REPUBLIC INTERNATIONAL CO CONV 680223AF1 1,530 1,500,000 PRN Sole 1,500,000 OMNICARE INC CONV 681904AL2 245 254,000 PRN Sole 254,000 OMNICOM GROUP INC CONV 681919AV8 1,015 1,000,000 PRN Sole 1,000,000 ONYX PHARMACEUTICALS INC CONV 683399AB5 1,255 1,000,000 PRN Sole 1,000,000 PHOTRONICS INC CONV 719405AG7 1,016 1,000,000 PRN Sole 1,000,000 PRICELINE COM INC CONV 741503AM8 956 400,000 PRN Sole 400,000 PRICELINE.COM INC CONV 741503AP1 2,128 2,000,000 PRN Sole 2,000,000 REGENERON PHARMACEUTICALS INC CONV 75886FAC1 770 500,000 PRN Sole 500,000 REGIS CORP CONV 758932AA5 670 500,000 PRN Sole 500,000 RENESOLA LTD CONV 75971TAA1 658 1,000,000 PRN Sole 1,000,000 ROVI CORP CONV 779376AB8 2,108 2,000,000 PRN Sole 2,000,000 RTI INTERNATIONAL METALS INC CONV 74973WAA5 1,227 1,200,000 PRN Sole 1,200,000 RUDOLPH TECHNOLOGIES INC CONV 781268AA5 1,116 1,000,000 PRN Sole 1,000,000 SALIX PHARMACEUTICALS INC CONV 795435AC0 1,342 1,000,000 PRN Sole 1,000,000 SALIX PHARMACEUTICALS LTD CONV 795435AD8 262 250,000 PRN Sole 250,000 SANDISK CORP CONV 80004CAD3 2,378 2,000,000 PRN Sole 2,000,000 SBA COMMUNICATIONS CORP CONV 78388JAM8 1,762 1,000,000 PRN Sole 1,000,000 SBA COMMUNICATIONS CORP CONV 78388JAN6 2,535 2,000,000 PRN Sole 2,000,000 STONE ENERGY CORP CONV 861642AL0 485 500,000 PRN Sole 500,000 SUNPOWER CORP CONV 867652AC3 942 1,000,000 PRN Sole 1,000,000 SUNPOWER CORP CONV 867652AE9 2,250 2,500,000 PRN Sole 2,500,000 TELECOMMUNICATION SYSTEMS INC CONV 87929JAA1 1,818 2,000,000 PRN Sole 2,000,000 THQ INC CONV 872443AB2 741 1,500,000 PRN Sole 1,500,000 TITAN INTERNATIONAL INC CONV 888305AA7 1,924 750,000 PRN Sole 750,000 TOWER GROUP INC CONV 891777AC8 2,691 2,500,000 PRN Sole 2,500,000 TRINA SOLAR LTD CONV 89628EAA2 1,840 2,000,000 PRN Sole 2,000,000 ULTRAPETROL (BAHAMAS) LIMITED CONV 90400XAD6 1,035 1,500,000 PRN Sole 1,500,000 UNITED STATES STEEL CORP CONV 912909AE8 891 750,000 PRN Sole 750,000 UNITED THERAPEUTICS CORP CONV 91307CAE2 1,158 1,000,000 PRN Sole 1,000,000 VERTEX PHARMACEUTICALS INC CONV 92532FAN0 1,151 1,000,000 PRN Sole 1,000,000 XILINX INC CONV 983919AF8 1,351 1,000,000 PRN Sole 1,000,000 AMERIVON HOLDINGS LLC PFD CV 898873104 65 545,456 SH Sole 545,456 AMERIVON HOLDINGS LLC PFD CV 898876107 1,435 1,167,334 SH Sole 1,167,334 ATP OIL & GAS CORP PFD CV 00208J702 442 10,000 SH Sole 10,000 ATP OIL & GAS CORP PFD CV 00208J801 275 5,000 SH Sole 5,000 BANK OF AMERICA CORP PFD CV 060505682 3,132 3,200 SH Sole 3,200 BUNGE LTD PFD CV G16962204 1,501 15,000 SH Sole 15,000 CHESAPEAKE ENERGY CORP PFD CV 165167826 4,162 50,000 SH Sole 50,000 FIFTH THIRD BANCORP PFD CV 316773209 3,088 21,750 SH Sole 21,750 HEALTH CARE REIT INC PFD CV 42217K601 1,046 20,000 SH Sole 20,000 INTERPUBLIC GROUP OF COS INC PFD CV 460690803 2,100 2,000 SH Sole 2,000 NEW YORK COMMUNITY CAPITAL TR PFD CV 64944P307 2,302 48,000 SH Sole 48,000 PPL CORP PFD CV 69351T601 2,005 37,000 SH Sole 37,000 STANLEY BLACK & DECKER INC PFD CV 854502309 2,434 20,000 SH Sole 20,000 WELLS FARGO & CO PFD CV 949746804 4,467 4,000 SH Sole 4,000 WHITING PETROLEUM CORP PFD CV 966387201 71 262 SH Sole 262 2009 DOLE FOOD AUTOMATIC COM PFD CV 90213B208 1,206 120,000 SH Sole 120,000 2010 SWIFT MANDATORY COM EXCH PFD CV 90213G207 1,335 120,000 SH Sole 120,000 ANGLOGOLD ASHANTI LTD PFD CV 03512Q206 508 11,800 SH Sole 11,800 APACHE CORP PFD CV 037411808 2,777 50,000 SH Sole 50,000 CITIGROUP INC PFD CV 172967416 2,899 28,000 SH Sole 28,000 GENERAL MOTORS CO PFD CV 37045V209 3,348 80,000 SH Sole 80,000 METLIFE INC PFD CV 59156R116 2,829 40,000 SH Sole 40,000 NEXTERA ENERGY INC PFD CV 65339F507 2,152 40,000 SH Sole 40,000 UBS AG EXCH NOTE (GTAT) PFD CV 90265K205 1,536 60,000 SH Sole 60,000 UNISYS CORP PFD CV 909214405 617 10,000 SH Sole 10,000 VALE CAPITAL II (VALE S.A.) PFD CV 91912F201 1,801 28,400 SH Sole 28,400 VALE CAPITAL II (VALE S.A.) PFD CV 91912F300 925 13,000 SH Sole 13,000 ABBOTT LABS COM 002824100 1,103 18,000 SH Sole 18,000 AT&T INC COM 00206R102 2,186 70,000 SH Sole 70,000 BRISTOL MYERS SQUIBB CO COM 110122108 1,012 30,000 SH Sole 30,000 CONOCOPHILLIPS COM 20825C104 1,390 18,282 SH Sole 18,282 DISNEY WALT CO COM 254687106 657 15,000 SH Sole 15,000 MERCK & CO INC COM 58933Y105 1,062 27,651 SH Sole 27,651 MICROSOFT CORP COM 594918104 1,290 40,000 SH Sole 40,000 PFIZER INC COM 717081103 544 24,000 SH Sole 24,000 VERIZON COMMUNICATIONS INC COM 92343V104 2,294 60,000 SH Sole 60,000