0000913849-11-000316.txt : 20110815 0000913849-11-000316.hdr.sgml : 20110815 20110815163606 ACCESSION NUMBER: 0000913849-11-000316 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20110815 DATE AS OF CHANGE: 20110815 EFFECTIVENESS DATE: 20110815 FILER: COMPANY DATA: COMPANY CONFORMED NAME: RIVERNORTH CAPITAL MANAGEMENT, LLC CENTRAL INDEX KEY: 0001447578 IRS NUMBER: 271560688 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13256 FILM NUMBER: 111036942 BUSINESS ADDRESS: STREET 1: 325 N. LASALLE STREET STREET 2: SUITE 645 CITY: CHICAGO STATE: IL ZIP: 60654 BUSINESS PHONE: 312-832-0409 MAIL ADDRESS: STREET 1: 325 N. LASALLE STREET STREET 2: SUITE 645 CITY: CHICAGO STATE: IL ZIP: 60654 FORMER COMPANY: FORMER CONFORMED NAME: RIVERNORTH CAPITAL MANAGEMENT, INC. DATE OF NAME CHANGE: 20081009 13F-HR 1 f13fhr_081511.txt FORM 13F-HR 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 holding entries. Institutional Investment Manager Filing this Report: Name: RiverNorth Capital Management, LLC --------------------------------- Address: 325 N. LaSalle Street, Suite 645 --------------------------------- Chicago, IL 60654 --------------------------------- 13F File Number: 28-13256 -------- 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, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Jonathan M. Mohrhardt --------------------------------------------------- Title: Chief Compliance Officer --------------------------------------------------- Phone: (312) 840-9012 --------------------------------------------------- Signature, Place, and Date of Signing: /s/Jonathan M. Mohrhardt Chicago, IL August 15, 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: Number of Other Included Managers: 0 -------------------- Form 13F Information Table Entry Total: 104 --------------------- Form 13F Information Table Value Total: 507,159 --------------------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. NONE 2
RIVERNORTH CAPITAL MANAGEMENT, LLC As of 6/30/2011 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 ----------------------------------------------------------------------------------------------------------------------------------- Name of Issuer Title of class CUSIP Value Shares/ Investment Other Voting Authority (x$1000) Prn Amt Sh/Prn Put/Call Discretion Managers Sole Shared None ------------------------------ ----------------- --------- -------- ------- ------ -------- ---------- -------- ---- ------ ---- ADAMS EXPRESS CO COM 006212104 8,372 751,530 SH SOLE 751,530 AFFLIATED MANAGERS GROUP COM 008252108 1,228 12,100 SH SOLE 12,100 ALLIANCEBERNSTEIN INCOME FUN COM 01881E101 8,158 1,033,992 SH SOLE 1,033,992 APOLLO COML REAL EST FIN INC COM 03762U105 6,059 375,890 SH SOLE 375,890 APOLLO SR FLOATING RATE FD I COM NEW 037636107 1,835 97,218 SH SOLE 97,218 ARTIO GLOBAL INVS INC COM CL A 04315B107 1,823 161,300 SH SOLE 161,300 BLACKROCK CREDIT ALL IN TR I COM SHS 09249V103 5,435 501,337 SH SOLE 501,337 BLACKROCK CREDIT ALL INC TR COM 092508100 13,376 1,069,256 SH SOLE 1,069,256 BLACKROCK CREDIT ALL INC TR COM 09255H105 6,630 653,205 SH SOLE 653,205 BLACKROCK CREDIT ALL INC TR COM 09255J101 2,404 256,308 SH SOLE 256,308 BLACKROCK INCOME TR INC COM NEW 09247F100 950 134,940 SH SOLE 134,940 BOULDER GROWTH & INCOME FD I COM 101507101 4,586 707,747 SH SOLE 707,747 BOULDER TOTAL RETURN FD INC COM 101541100 4,513 273,671 SH SOLE 273,671 CALAMOS CONV & HIGH INCOME F COM SHS NEW 12811P108 1,979 151,190 SH SOLE 151,190 CALAMOS STRATEGIC TOTL RETN COM SH BEN INT 128125101 4,191 437,955 SH SOLE 437,955 CENTRAL EUROPE & RUSSIA FD I COM 153436100 3,911 90,000 SH SOLE 90,000 CLOUGH GLOBAL EQUITY FD COM 18914C100 7,372 498,087 SH SOLE 498,087 CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 14,279 1,061,614 SH SOLE 1,061,614 COHEN & STEERS INFRASTRUCTUR COM 19248A109 2,312 129,905 SH SOLE 129,905 COLONY FINL INC COM NEW 19624R106 3,718 205,774 SH SOLE 205,774 DCA TOTAL RETURN FD COM 233066109 1,175 309,216 SH SOLE 309,216 DIAMOND HILL FINL TRNDS FD I COM 25264C101 1,879 190,793 SH SOLE 190,793 DTF TAX-FREE INCOME INC COM 23334J107 1,104 72,199 SH SOLE 72,199 DWS GLOBAL HIGH INCOME FD COM 23338W104 777 97,922 SH SOLE 97,922 EAGLE CAP GROWTH FD INC COM NEW 269451100 121 16,994 SH SOLE 16,994 EATON VANCE ENHANCED EQ INC COM NEW 278274105 1,928 160,700 SH SOLE 160,700 EATON VANCE LTD DUR INCOME F COM NEW 27828H105 1,686 102,375 SH SOLE 102,375 EATON VANCE NATL MUN OPPORT COM SHS 27829L105 545 28,100 SH SOLE 28,100 EATON VANCE RISK MNGD DIV EQ COM 27829G106 6,522 516,789 SH SOLE 516,789 EATON VANCE SH TM DR DIVR IN COM NEW 27828V104 1,528 87,838 SH SOLE 87,838 EATON VANCE TAX MNG GBL DV E COM 27829F108 11,841 1,130,958 SH SOLE 1,130,958 EATON VANCE TAX MNGED BUY WR COM NEW 27828X100 274 19,900 SH SOLE 19,900 EATON VANCE TAX-ADV BD & OPT COM SH BEN INT 27829M103 2,768 158,007 SH SOLE 158,007 EATON VANCE TX MGD DIV EQ IN COM 27828N102 5,412 495,568 SH SOLE 495,568 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 ----------------------------------------------------------------------------------------------------------------------------------- Name of Issuer Title of class CUSIP Value Shares/ Investment Other Voting Authority (x$1000) Prn Amt Sh/Prn Put/Call Discretion Managers Sole Shared None ------------------------------ ----------------- --------- -------- ------- ------ -------- ---------- -------- ---- ------ ---- EATON VANCE TX MNG BY WRT OP COM 27828Y108 1,771 139,149 SH SOLE 139,149 EATON VANCE TXMGD GL BUYWR O COM 27829C105 9,120 751,831 SH SOLE 751,831 FEDERATED ENHANC TREAS INCM COM SH BEN INT 314162108 3,525 226,656 SH SOLE 226,656 FIFTH STREET FINANCE CORP COM NEW 31678A103 653 56,300 SH SOLE 56,300 FIRST TR SR FLG RTE INCM FD COM 33733U108 214 14,870 SH SOLE 14,870 FIRST TR STRAT HGH INC FD II COM NEW 33735C106 184 40,651 SH SOLE 40,651 FIRST TR STRTGC HIGH INCM FD COM 337347108 294 78,500 SH SOLE 78,500 GABELLI DIVID & INCOME TR COM 36242H104 8,804 529,402 SH SOLE 529,402 GABELLI GLOBAL MULTIMEDIA TR COM 36239Q109 1,006 126,172 SH SOLE 126,172 GABELLI HLTHCARE & WELLNESS SHS NEW 36246K103 538 69,557 SH SOLE 69,557 GENERAL AMERN INVS INC COM 368802104 8,847 315,294 SH SOLE 315,294 GUGGENHEIM BLD AMR BDS MNG D COM 401664107 4,417 225,485 SH SOLE 225,485 GUGGENHEIM STRATEGIC OPP FD COM SBI NEW 40167F101 807 39,367 SH SOLE 39,367 H & Q LIFE SCIENCES INVS SH BEN INT 404053100 2,552 204,797 SH SOLE 204,797 HELIOS STRATEGIC INCOME FD I COM NEW 42328A203 904 159,071 SH SOLE 159,071 INVESCO VAN KAMP DYN CRDT OP COM NEW 46132R104 2,262 178,145 SH SOLE 178,145 INVESCO VAN KAMPEN SR INC TR COM 46131H107 479 95,000 SH SOLE 95,000 ISHARES TR S&P 100 IDX FD 464287101 32,140 547,153 SH SOLE 547,153 ISHARES TR MSCI EMERG MKT 464287234 8,418 176,839 SH SOLE 176,839 ISHARES TR MSCI EAFE INDEX 464287465 6,014 100,000 SH SOLE 100,000 ISHARES TR RUSSELL1000GRW 464287614 3,686 60,537 SH SOLE 60,537 ISHARES TR S&P GLB100INDX NEW 464287572 1,950 30,000 SH SOLE 30,000 ISHARES TR S&P NTL AMTFREE 464288414 505 4,882 SH SOLE 4,882 JAPAN SMALLER CAPTLZTN FD IN COM NEW 47109U104 185 22,527 SH SOLE 22,527 KAYNE ANDERSON ENERGY DEV CO COM 48660Q102 1,166 64,303 SH SOLE 64,303 KAYNE ANDERSON MLP INVSMNT C COM NEW 486606106 1,576 52,088 SH SOLE 52,088 LEGG MASON INC COM 524901105 385 11,736 SH SOLE 11,736 LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 21,698 4,196,945 SH SOLE 4,196,945 LIBERTY ALL STAR GROWTH FD I COM NEW 529900102 836 188,197 SH SOLE 188,197 LMP CAP & INCOME FD INC COM 50208A102 12,318 897,839 SH SOLE 897,839 LMP CORPORATE LN FD INC COM 50208B100 1,835 148,127 SH SOLE 148,127 MACQUARIE FT TR GB INF UT DI COM 55607W100 432 27,017 SH SOLE 27,017 MACQUARIE GLBL INFRA TOTL RE COM 55608D101 9,432 507,926 SH SOLE 507,926 MLP & STRATEGIC EQUITY FD IN COM NEW 55312N106 801 45,690 SH SOLE 45,690 MONTGOMERY STR INCOME SECS I COM 614115103 3,030 190,096 SH SOLE 190,096 MORGAN STANLEY EM MKTS DM DE COM 617477104 6,297 357,604 SH SOLE 357,604 NUVEEN BUILD AMER BD OPPTNY COM NEW 67074Q102 300 14,900 SH SOLE 14,900 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 ----------------------------------------------------------------------------------------------------------------------------------- Name of Issuer Title of class CUSIP Value Shares/ Investment Other Voting Authority (x$1000) Prn Amt Sh/Prn Put/Call Discretion Managers Sole Shared None ------------------------------ ----------------- --------- -------- ------- ------ -------- ---------- -------- ---- ------ ---- NUVEEN FLOATING RATE INCOME COM NEW 67072T108 198 16,200 SH SOLE 16,200 NUVEEN MULT STRAT INC GR FD COM SHS 67073D102 15,225 1,665,791 SH SOLE 1,665,791 NUVEEN MULTI CURR ST GV INCM COM NEW 67090N109 761 51,200 SH SOLE 51,200 NUVEEN MULTI STRAT INC & GR COM 67073B106 10,553 1,197,852 SH SOLE 1,197,852 NUVEEN NUM HIGH INC OPPTY FD COM NEW 670683101 191 17,382 SH SOLE 17,382 PIMCO HIGH INCOME FD COM SHS NEW 722014107 289 21,206 SH SOLE 21,206 PIMCO INCOME OPPORTUNITY FD COM 72202B100 9,879 352,834 SH SOLE 352,834 PIMCO INCOME STRATEGY FUND COM NEW 72201H108 594 45,890 SH SOLE 45,890 PIMCO INCOME STRATEGY FUND I COM 72201J104 11,000 1,021,382 SH SOLE 1,021,382 POWERSHARES ETF TRUST FTSE RAFI 1000 73935X583 19,166 327,568 SH SOLE 327,568 PROSHARES TR PSHS ULTSH 20YRS 74347R297 5,710 165,455 SH SOLE 165,455 PROSHARES TR PSHS ULSHRUS2000 74348A202 2,536 60,723 SH SOLE 60,723 NEW PROSHARES TR PSHS ULSHT SP500 74347R883 456 22,101 SH SOLE 22,101 PUTNAM MASTER INTER INCOME T SH BEN INT NEW 746909100 102 17,500 SH SOLE 17,500 RMR ASIA PAC REAL EST FD NEW COM NEW 76970B101 450 24,359 SH SOLE 24,359 ROYCE FOCUS TR COM 78080N108 2,887 370,058 SH SOLE 370,058 ROYCE VALUE TR INC COM 780910105 25,848 1,732,421 SH SOLE 1,732,421 RYDEX ETF TRUST TOP 50 ETF 78355W205 10,949 118,563 SH SOLE 118,563 SPDR S&P 500 ETF TR TR UNIT 78462F103 10,030 76,000 SH SOLE 76,000 SPDR SERIES TRUST BRCLYS CAP CONV 78464A359 4,604 111,000 SH SOLE 111,000 SPDR SERIES TRUST NUVN BRCLY MUNI 78464A458 367 16,227 SH SOLE 16,227 SPECIAL OPPORTUNITIES FD INC COM 84741T104 5,125 327,657 SH SOLE 327,657 SUNAMERICA FCSED ALPHA GRW F COM 867037103 8,776 422,536 SH SOLE 422,536 TCW STRATEGIC INCOME FUND IN COM 872340104 6,520 1,225,560 SH SOLE 1,225,560 TEMPLETON EMERGING MKTS FD I COM 880191101 2,279 100,000 SH SOLE 100,000 TORTOISE CAP RES CORP COM 89147N304 2,769 342,094 SH SOLE 342,094 TRI CONTL CORP COM 895436103 14,009 938,310 SH SOLE 938,310 VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 2,966 61,000 SH SOLE 61,000 VANGUARD TAX-MANAGED INTL FD MSCI EAFE ETF 921943858 9,439 247,860 SH SOLE 247,860 WELLS FARGO ADVANTAGE MULTI COM SHS NEW 94987D101 2,659 172,675 SH SOLE 172,675 WESTERN ASSET CLYM INFL OPP COM 95766R104 3,305 263,992 SH SOLE 263,992 WESTERN ASSET GLOBAL CP DEFI COM 95790C107 5,129 273,123 SH SOLE 273,123 ZWEIG TOTAL RETURN FD INC COM 989837109 12,316 3,633,101 SH SOLE 3,633,101 TOTAL 507,159