0000913849-11-000392.txt : 20111114 0000913849-11-000392.hdr.sgml : 20111111 20111114155415 ACCESSION NUMBER: 0000913849-11-000392 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111114 DATE AS OF CHANGE: 20111114 EFFECTIVENESS DATE: 20111114 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: 111202166 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_111411.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: September 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 November 14, 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: 111 --------------------- Form 13F Information Table Value Total: 531,883 --------------------- (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 9/30/2011 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 ------------------------------ ----------------- --------- -------- ------- ------ -------- ---------- -------- ---- ------ ---- ABERDEEN ASIA PACIFIC INCOM COM NEW 003009107 593 86,032 SH SOLE 86,032 ADAMS EXPRESS CO COM 006212104 8,364 908,104 SH SOLE 908,104 AFFLIATED MANAGERS GROUP COM 008252108 944 12,100 SH SOLE 12,100 ALLIANCEBERNSTEIN INCOME FUN COM 01881E101 11,574 1,452,204 SH SOLE 1,452,204 APOLLO COML REAL EST FIN INC COM 03762U105 6,653 505,159 SH SOLE 505,159 APOLLO SR FLOATING RATE FD I COM 037636107 4,870 308,979 SH SOLE 308,979 BLACKROCK BUILD AMER BD TR SHS NEW 09248X100 7,291 360,922 SH SOLE 360,922 BLACKROCK CREDIT ALL IN TR I COM SHS 09249V103 5,212 527,537 SH SOLE 527,537 BLACKROCK CREDIT ALL INC TR COM 092508100 16,258 1,416,195 SH SOLE 1,416,195 BLACKROCK CREDIT ALL INC TR COM 09255H105 8,218 879,896 SH SOLE 879,896 BLACKROCK CREDIT ALL INC TR COM 09255J101 2,264 257,601 SH SOLE 257,601 BLACKROCK DIVERS OME STRATE COM NEW 09255W102 193 21,048 SH SOLE 21,048 BLACKROCK INCOME OPP TRUST I COM NEW 092475102 1,089 111,054 SH SOLE 111,054 BLACKROCK INCOME TR INC COM 09247F100 2,102 291,594 SH SOLE 291,594 BLACKROCK LTD DURATION INC T COM SHS NEW 09249W101 1,518 95,510 SH SOLE 95,510 BOULDER GROWTH & INCOME FD I COM 101507101 3,894 713,199 SH SOLE 713,199 BOULDER TOTAL RETURN FD INC COM 101541100 3,695 273,671 SH SOLE 273,671 CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 11,719 1,055,804 SH SOLE 1,055,804 CALAMOS CONV OPP AND INC FD SH BEN INT NEW 128117108 3,517 309,849 SH SOLE 309,849 CALAMOS STRATEGIC TOTL RETN COM SH BEN INT 128125101 3,554 446,479 SH SOLE 446,479 CENTRAL EUROPE & RUSSIA FD I COM 153436100 2,740 90,000 SH SOLE 90,000 CLEARBRIDGE ENERGY MLP OPP F COM NEW 18469P100 374 22,543 SH SOLE 22,543 CLOUGH GLOBAL EQUITY FD COM 18914C100 6,249 535,437 SH SOLE 535,437 CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 12,801 1,213,386 SH SOLE 1,213,386 COLONY FINL INC COM 19624R106 3,716 287,581 SH SOLE 287,581 DIAMOND HILL FINL TRNDS FD I COM 25264C101 1,473 195,344 SH SOLE 195,344 DIVIDEND & INCOME FD INC COM NEW 25538A105 62 17,761 SH SOLE 17,761 DTF TAX-FREE INCOME INC COM 23334J107 479 30,953 SH SOLE 30,953 DWS GLOBAL HIGH INCOME FD COM 23338W104 1,349 187,604 SH SOLE 187,604 EAGLE CAP GROWTH FD INC COM 269451100 108 16,994 SH SOLE 16,994 EATON VANCE ENHANCED EQ INC COM 278274105 3,598 367,900 SH SOLE 367,900 EATON VANCE FLTING RATE INC COM NEW 278279104 3,202 227,233 SH SOLE 227,233 EATON VANCE LTD DUR INCOME F COM 27828H105 2,171 148,120 SH SOLE 148,120 EATON VANCE RISK MNGD DIV EQ COM 27829G106 5,659 516,789 SH SOLE 516,789 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 SH TM DR DIVR IN COM 27828V104 2,692 167,277 SH SOLE 167,277 EATON VANCE SR FLTNG RTE TR COM NEW 27828Q105 3,726 262,238 SH SOLE 262,238 EATON VANCE SR INCOME TR SH BEN INT NEW 27826S103 359 56,811 SH SOLE 56,811 EATON VANCE TAX MNGD GBL DV COM 27829F108 12,635 1,579,368 SH SOLE 1,579,368 EATON VANCE TAX-ADV BD & OPT COM SH BEN INT 27829M103 2,669 161,180 SH SOLE 161,180 EATON VANCE TX MGD DIV EQ IN COM 27828N102 6,028 706,625 SH SOLE 706,625 EATON VANCE TX MNG BY WRT OP COM 27828Y108 4,855 444,617 SH SOLE 444,617 EATON VANCE TXMGD GL BUYWR O COM 27829C105 13,177 1,350,049 SH SOLE 1,350,049 ENERGY INCOME & GROWTH FD COM NEW 292697109 3,135 123,711 SH SOLE 123,711 FEDERATED ENHANC TREAS INCM COM SH BEN INT 314162108 3,940 262,641 SH SOLE 262,641 FIFTH STREET FINANCE CORP COM 31678A103 5,621 603,111 SH SOLE 603,111 FIRST TR SR FLG RTE INCM FD COM 33733U108 419 31,189 SH SOLE 31,189 FIRST TR STRAT HGH INC FD II COM 33735C106 525 132,167 SH SOLE 132,167 FIRST TR STRTGC HIGH INCM FD COM 337347108 488 141,450 SH SOLE 141,450 GABELLI DIVD & INCOME TR COM 36242H104 6,818 498,033 SH SOLE 498,033 GABELLI HLTHCARE & WELLNESS SHS 36246K103 237 35,429 SH SOLE 35,429 GENERAL AMERN INVS INC COM 368802104 8,923 388,645 SH SOLE 388,645 GUGGENHEIM BLD AMR BDS MNG D COM 401664107 5,382 268,709 SH SOLE 268,709 H & Q LIFE SCIENCES INVS SH BEN INT 404053100 2,247 214,797 SH SOLE 214,797 HELIOS ADVANTAGE INCOME FD I COM NEW 42327W206 88 11,600 SH SOLE 11,600 HELIOS MULTI SEC HI INC FD I COM NEW 42327Y202 153 29,876 SH SOLE 29,876 HELIOS STRATEGIC INCOME FD I COM 42328A203 930 174,771 SH SOLE 174,771 HIGHLAND CR STRATEGIES FD COM NEW 43005Q107 3,626 584,855 SH SOLE 584,855 ING PRIME RATE TR SH BEN INT NEW 44977W106 9,250 1,806,556 SH SOLE 1,806,556 INVESCO VAN KAMP DYN CRDT OP COM 46132R104 4,890 459,134 SH SOLE 459,134 INVESCO VAN KAMPEN SR INC TR COM 46131H107 6,053 1,434,354 SH SOLE 1,434,354 ISHARES TR S&P 100 IDX FD 464287101 25,054 487,153 SH SOLE 487,153 ISHARES TR MSCI EMERG MKT 464287234 6,206 176,839 SH SOLE 176,839 ISHARES TR MSCI EAFE INDEX 464287465 4,778 100,000 SH SOLE 100,000 ISHARES TR RUSSELL1000GRW 464287614 3,183 60,537 SH SOLE 60,537 ISHARES TR S&P GLB100INDX 464287572 1,609 30,000 SH SOLE 30,000 KAYNE ANDERSON ENERGY DEV CO COM 48660Q102 1,191 61,114 SH SOLE 61,114 LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 18,210 4,441,481 SH SOLE 4,441,481 LIBERTY ALL-STAR GROWTH FD I COM 529900102 375 104,043 SH SOLE 104,043 LMP CAP & INCOME FD INC COM 50208A102 2,998 261,860 SH SOLE 261,860 MACQUARIE GLBL INFRA TOTL RE COM 55608D101 7,257 473,714 SH SOLE 473,714 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 ------------------------------ ----------------- --------- -------- ------- ------ -------- ---------- -------- ---- ------ ---- MONTGOMERY STR INCOME SECS I COM 614115103 1,986 127,328 SH SOLE 127,328 MORGAN STANLEY EM MKTS DM DE COM 617477104 9,426 651,447 SH SOLE 651,447 MORGAN STANLEY EMER MKTS DEB COM NEW 61744H105 104 10,780 SH SOLE 10,780 NEW AMER HIGH INCOME FD INC COM NEW 641876800 175 19,386 SH SOLE 19,386 NUVEEN BUILD AMER BD FD COM NEW 67074C103 1,470 73,668 SH SOLE 73,668 NUVEEN BUILD AMER BD OPPTNY COM 67074Q102 614 29,058 SH SOLE 29,058 NUVEEN FLOATING RATE INCOME COM 67072T108 1,517 149,745 SH SOLE 149,745 NUVEEN INSD MUN OPPORTUNITY COM NEW 670984103 151 10,500 SH SOLE 10,500 NUVEEN MULT STRAT INC GR FD COM SHS 67073D102 16,247 2,066,998 SH SOLE 2,066,998 NUVEEN MULTI CURR ST GV INCM COM 67090N109 998 76,724 SH SOLE 76,724 NUVEEN MULTI STRAT INC & GR COM 67073B106 10,433 1,391,060 SH SOLE 1,391,060 NUVEEN MUN HIGH INC OPPTY FD COM 670683101 167 15,281 SH SOLE 15,281 NUVEEN MUN HIGH INCOME OPP F COM NEW 670682103 170 14,691 SH SOLE 14,691 PIMCO INCOME OPPORTUNITY FD COM 72202B100 9,984 405,706 SH SOLE 405,706 PIMCO INCOME STRATEGY FUND COM 72201H108 737 73,446 SH SOLE 73,446 PIMCO INCOME STRATEGY FUND I COM 72201J104 13,236 1,509,265 SH SOLE 1,509,265 PIONEER DIV HIGH INCOME TRUS COM BENE INTER NEW 723653101 791 42,581 SH SOLE 42,581 POWERSHARES ETF TRUST FTSE RAFI 1000 73935X583 16,021 327,568 SH SOLE 327,568 PUTNAM MASTER INTER INCOME T SH BEN INT 746909100 157 31,123 SH SOLE 31,123 RMR ASIA PAC REAL EST FD NEW COM 76970B101 1,134 85,096 SH SOLE 85,096 ROYCE FOCUS TR COM 78080N108 2,962 490,419 SH SOLE 490,419 ROYCE VALUE TR INC COM 780910105 20,016 1,806,506 SH SOLE 1,806,506 RYDEX ETF TRUST TOP 50 ETF 78355W205 9,770 118,563 SH SOLE 118,563 SPDR S&P 500 ETF TR TR UNIT 78462F103 7,232 63,914 SH SOLE 63,914 SPDR SERIES TRUST BRCLYS CAP CONV 78464A359 3,955 111,000 SH SOLE 111,000 SPDR SERIES TRUST NUVN BRCLY MUNI 78464A458 213 9,082 SH SOLE 9,082 SPECIAL OPPORTUNITIES FD INC COM 84741T104 2,735 190,578 SH SOLE 190,578 SUNAMERICA FCSED ALPHA GRW F COM 867037103 6,641 376,477 SH SOLE 376,477 TCW STRATEGIC INCOME FUND IN COM 872340104 6,048 1,214,541 SH SOLE 1,214,541 TEMPLETON EMERGING MKTS FD I COM 880191101 1,681 100,000 SH SOLE 100,000 TORTOISE CAP RES CORP COM 89147N304 3,314 441,828 SH SOLE 441,828 TRI CONTL CORP COM 895436103 12,674 996,396 SH SOLE 996,396 VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 6,281 175,300 SH SOLE 175,300 VANGUARD TAX-MANAGED INTL FD MSCI EAFE ETF 921943858 7,468 247,860 SH SOLE 247,860 WELLS FARGO ADVANTAGE MULTI COM SHS 94987D101 7,160 503,846 SH SOLE 503,846 WESTERN ASSET CLYM INFL OPP COM 95766R104 3,334 263,992 SH SOLE 263,992 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 ------------------------------ ----------------- --------- -------- ------- ------ -------- ---------- -------- ---- ------ ---- WESTERN ASSET EMRG MKT INCM COM NEW 95766E103 248 19,529 SH SOLE 19,529 WESTERN ASSET GLB PTNRS INCO COM NEW 95766G108 165 14,763 SH SOLE 14,763 WESTERN ASSET GLOBAL CP DEFI COM 95790C107 5,071 293,289 SH SOLE 293,289 WESTERN ASSET INFL MGMT FD I COM NEW 95766U107 1,161 66,631 SH SOLE 66,631 ZWEIG TOTAL RETURN FD INC COM 989837109 11,006 3,632,391 SH SOLE 3,632,391 TOTAL 531,883