0000913849-12-000261.txt : 20120515 0000913849-12-000261.hdr.sgml : 20120515 20120515172506 ACCESSION NUMBER: 0000913849-12-000261 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120331 FILED AS OF DATE: 20120515 DATE AS OF CHANGE: 20120515 EFFECTIVENESS DATE: 20120515 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: 12846247 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_051512.txt FORM 13F 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 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 May 15, 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: Number of Other Included Managers: 0 --------------------- Form 13F Information Table Entry Total: 129 --------------------- Form 13F Information Table Value Total: 679,220 --------------------- (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

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 -------------------------------------------------------------------------------------------------------------------------------- TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------ --------- ---------- --------- ------- --- ---- ----------- ----------- ------- ------ ----- ADAMS EXPRESS CO COM 006212104 15,492 1,410,887 SH SOLE 1,410,887 ADVENT CLAY CONV SEC INC FD COM 007639107 309 44,964 SH SOLE 44,964 ADVENT CLAYMORE ENH GRW & IN COM 00765E104 884 88,306 SH SOLE 88,306 AFFILIATED MANAGERS GROUP COM 008252108 1,353 12,100 SH SOLE 12,100 ALLIANCEBERNSTEIN INCOME FUN COM 01881E101 23,622 2,884,204 SH SOLE 2,884,204 ALPINE GLOBAL PREMIER PPTYS COM SBI 02083A103 495 76,100 SH SOLE 76,100 ALPINE TOTAL DYNAMIC DIVID F COM SBI 021060108 1,425 300,652 SH SOLE 300,652 APOLLO COML REAL EST FIN INC COM 03762U105 7,548 482,299 SH SOLE 482,299 APOLLO SR FLOATING RATE FD I COM 037636107 5,007 279,548 SH SOLE 279,548 AVENUE INCOME CR STRATEGIES COM 05358E106 1,218 73,483 SH SOLE 73,483 BLACKROCK BUILD AMER BD TR SHS 09248X100 4,311 200,957 SH SOLE 200,957 BLACKROCK CREDIT ALL IN TR I COM SHS 09249V103 5,980 532,537 SH SOLE 532,537 BLACKROCK CREDIT ALL INC TR COM 092508100 20,086 1,536,824 SH SOLE 1,536,824 BLACKROCK CREDIT ALL INC TR COM 09255H105 12,197 1,160,491 SH SOLE 1,160,491 BLACKROCK CREDIT ALL INC TR COM 09255J101 2,659 268,351 SH SOLE 268,351 BLACKROCK DIVERS OME STRATE COM 09255W102 937 91,167 SH SOLE 91,167 BLACKROCK ENHANCED EQT DIV T COM 09251A104 2,589 345,183 SH SOLE 345,183 BLACKROCK INCOME OPP TRUST I COM 092475102 1,164 111,054 SH SOLE 111,054 BLACKROCK INCOME TR INC COM 09247F100 1,989 268,088 SH SOLE 268,088 BLACKROCK INVT QUALITY MUN T COM 09247D105 186 12,000 SH SOLE 12,000 BLACKROCK MUNI INCOME INV QL COM 09250G102 210 13,800 SH SOLE 13,800 BLACKROCK MUNICIPAL BOND TR COM 09249H104 452 27,736 SH SOLE 27,736 BLACKROCK MUNICIPL INC QLTY COM 092479104 443 29,561 SH SOLE 29,561 BLACKROCK MUNIENHANCED FD IN COM 09253Y100 297 26,090 SH SOLE 26,090 BLACKROCK MUNIHLDNGS QLTY II COM 09254C107 1,245 89,139 SH SOLE 89,139 BLACKSTONE GSO LNG SHRT CR I COM SHS 09257D102 2,636 144,264 SH SOLE 144,264 BN INT BOULDER GROWTH & INCOME FD I COM 101507101 4,472 713,199 SH SOLE 713,199 BOULDER TOTAL RETURN FD INC COM 101541100 4,683 273,671 SH SOLE 273,671 CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 12,442 975,103 SH SOLE 975,103 CALAMOS CONV OPP AND INC FD SH BEN INT 128117108 3,258 254,937 SH SOLE 254,937 CALAMOS GBL DYN INCOME FUND COM 12811L107 511 58,032 SH SOLE 58,032 CALAMOS STRATEGIC TOTL RETN COM SH BEN 128125101 9,868 986,771 SH SOLE 986,771 INT COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 -------------------------------------------------------------------------------------------------------------------------------- TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------ --------- ---------- --------- ------- --- ---- ----------- ----------- ------- ------ ----- CENTRAL EUROPE & RUSSIA FD I COM 153436100 3,152 90,000 SH SOLE 90,000 CLOUGH GLOBAL EQUITY FD COM 18914C100 7,009 535,437 SH SOLE 535,437 CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 17,948 1,524,908 SH SOLE 1,524,908 COLONY FINL INC COM 19624R106 4,842 295,608 SH SOLE 295,608 CORNERSTONE STRATEGIC VALUE COM NEW 21924B203 1,435 188,602 SH SOLE 188,602 CORNERSTONE TOTAL RTRN FD IN COM NEW 21924U201 497 73,159 SH SOLE 73,159 DIAMOND HILL FINL TRNDS FD I COM 25264C101 2,434 225,157 SH SOLE 225,157 DWS GLOBAL HIGH INCOME FD COM 23338W104 1,706 210,828 SH SOLE 210,828 EATON VANCE ENHANCED EQ INC COM 278274105 5,699 515,313 SH SOLE 515,313 EATON VANCE LTD DUR INCOME F COM 27828H105 2,862 178,346 SH SOLE 178,346 EATON VANCE NEW YORK MUN BD COM 27827Y109 191 14,180 SH SOLE 14,180 EATON VANCE RISK MNGD DIV EQ COM 27829G106 8,781 829,198 SH SOLE 829,198 EATON VANCE SH TM DR DIVR IN COM 27828V104 3,388 198,346 SH SOLE 198,346 EATON VANCE SR INCOME TR SH BEN INT 27826S103 699 96,886 SH SOLE 96,886 EATON VANCE TAX MNGD GBL DV COM 27829F108 33,308 3,738,281 SH SOLE 3,738,281 EATON VANCE TAX MNGED BUY WR COM 27828X100 3,684 268,899 SH SOLE 268,899 EATON VANCE TAX-ADV BD & OPT COM SH BEN 27829M103 2,188 129,487 SH SOLE 129,487 INT EATON VANCE TX ADV GLB DIV O COM 27828U106 3,293 168,180 SH SOLE 168,180 EATON VANCE TX MGD DIV EQ IN COM 27828N102 16,902 1,773,527 SH SOLE 1,773,527 EATON VANCE TX MNG BY WRT OP COM 27828Y108 11,897 919,370 SH SOLE 919,370 EATON VANCE TXMGD GL BUYWR O COM 27829C105 19,809 1,794,249 SH SOLE 1,794,249 FEDERATED ENHANC TREAS INCM COM SH BEN 314162108 4,159 281,765 SH SOLE 281,765 INT FIRST TR HIGH INCOME L/S FD COM 33738E109 1,403 77,362 SH SOLE 77,362 FIRST TR STRATEGIC HIGH INC COM SHS 337353304 791 45,700 SH SOLE 45,700 NEW GABELLI DIVD & INCOME TR COM 36242H104 8,146 497,333 SH SOLE 497,333 GDL FUND COM SH BEN 361570104 3,444 280,648 SH SOLE 280,648 IT GENERAL AMERN INVS INC COM 368802104 11,847 408,250 SH SOLE 408,250 GUGGENHEIM BLD AMR BDS MNG D COM 401664107 5,069 232,188 SH SOLE 232,188 HELIOS MULTI SEC HI INC FD I COM NEW 42327Y202 380 62,617 SH SOLE 62,617 HELIOS STRATEGIC INCOME FD I COM NEW 42328A203 1,038 174,771 SH SOLE 174,771 ING GLBL ADV & PREM OPP FUND COM 44982N109 803 66,581 SH SOLE 66,581 ING PRIME RATE TR SH BEN INT 44977W106 13,563 2,379,519 SH SOLE 2,379,519 INVESCO VALUE MUN INCOME TR COM 46132P108 222 14,290 SH SOLE 14,290 COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 -------------------------------------------------------------------------------------------------------------------------------- TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------ --------- ---------- --------- ------- --- ---- ----------- ----------- ------- ------ ----- INVESCO VAN KAMP DYN CRDT OP COM 46132R104 6,078 520,414 SH SOLE 520,414 INVESCO VAN KAMPEN MUNI OPP COM 46132C107 444 30,462 SH SOLE 30,462 INVESCO VAN KAMPEN MUNI TRST COM 46131J103 614 43,164 SH SOLE 43,164 INVESCO VAN KAMPEN SR INC TR COM 46131H107 13,788 2,808,052 SH SOLE 2,808,052 INVESCO VAN KAMPEN TR VALUE COM 46131L108 730 52,356 SH SOLE 52,356 ISHARES TR MSCI EMERG 464287234 7,598 176,914 SH SOLE 176,914 MKT ISHARES TR S&P 100 464287101 1,547 24,153 SH SOLE 24,153 IDX FD ISHARES TR MSCI EAFE 464287465 1,427 26,000 SH SOLE 26,000 INDEX JOHN HANCOCK HDG EQ & INC FD COM 47804L102 2,690 163,229 SH SOLE 163,229 LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 22,558 4,575,581 SH SOLE 4,575,581 LMP CAP & INCOME FD INC COM 50208A102 2,468 184,335 SH SOLE 184,335 MACQUARIE GLBL INFRA TOTL RE COM 55608D101 9,424 510,800 SH SOLE 510,800 MFS HIGH INCOME MUN TR SH BEN INT 59318D104 83 15,443 SH SOLE 15,443 FS MULTIMARKET INCOME TR SH BEN INT 552737108 289 41,400 SH SOLE 41,400 MONTGOMERY STR INCOME SECS I COM 614115103 3,859 244,264 SH SOLE 244,264 MORGAN STANLEY EM MKTS DM DE COM 617477104 13,611 838,138 SH SOLE 838,138 MORGAN STANLEY EMER MKTS DEB COM 61744H105 2,635 242,835 SH SOLE 242,835 NUVEEN BUILD AMER BD OPPTNY COM 67074Q102 2,004 95,553 SH SOLE 95,553 NUVEEN CA DIVIDEND ADV MUN F COM SHS 67066Y105 144 10,000 SH SOLE 10,000 NUVEEN CALIF QUALITY INCM MU COM 670985100 158 10,000 SH SOLE 10,000 NUVEEN DIVID ADVANTAGE MUN F COM 67066V101 1,011 69,362 SH SOLE 69,362 NUVEEN DIVID ADVANTAGE MUN I COM 67071L106 781 52,224 SH SOLE 52,224 NUVEEN INSD CA PREM INCOME 2 COM 67061U108 332 22,761 SH SOLE 22,761 NUVEEN INSD CALIF DIVID COM 67071M104 199 13,008 SH SOLE 13,008 NUVEEN MULT CURR ST GV INCM COM 67090N109 3,342 252,781 SH SOLE 252,781 NUVEEN MULT STRAT INC GR FD COM SHS 67073D102 36,218 4,033,161 SH SOLE 4,033,161 NUVEEN MULTI STRAT INC & GR COM 67073B106 15,760 1,774,726 SH SOLE 1,774,726 NUVEEN MUN HIGH INC OPPTY FD COM 670683101 651 53,773 SH SOLE 53,773 NUVEEN MUN OPPORTUNITY FD IN COM 670984103 2,433 166,502 SH SOLE 166,502 NUVEEN N Y INVT QUALITY MUN COM 67062X101 237 15,876 SH SOLE 15,876 NUVEEN PREM INCOME MUN FD 2 COM 67063W102 597 39,800 SH SOLE 39,800 PIMCO CA MUNICIPAL INCOME FD COM 72200N106 378 26,698 SH SOLE 26,698 PIMCO CALIF MUN INCOME FD II COM 72201C109 145 13,971 SH SOLE 13,971 COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 -------------------------------------------------------------------------------------------------------------------------------- TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------ --------- ---------- --------- ------- --- ---- ----------- ----------- ------- ------ ----- PIMCO INCOME OPPORTUNITY FD COM 72202B100 3,309 125,565 SH SOLE 125,565 PIMCO INCOME STRATEGY FUND COM 72201H108 2,429 213,841 SH SOLE 213,841 PIMCO INCOME STRATEGY FUND I COM 72201J104 15,415 1,517,231 SH SOLE 1,517,231 PIMCO MUN INCOME FD II COM 72200W106 2,905 238,539 SH SOLE 238,539 PIMCO NY MUNICIPAL INCOME FD COM 72200T103 130 11,669 SH SOLE 11,669 POWERSHARES ETF TRUST FTSE RAFI 73935X583 19,818 327,568 SH SOLE 327,568 1000 PUTNAM MASTER INTER INCOME T SH BEN INT 746909100 1,570 304,846 SH SOLE 304,846 PUTNAM PREMIER INCOME TR SH BEN INT 746853100 5,260 954,708 SH SOLE 954,708 PYXIS CR STRATEGIES FD COM 74734W107 8,936 1,409,443 SH SOLE 1,409,443 RMR REAL ESTATE INCOME FUND COM SHS 76970B101 188 11,652 SH SOLE 11,652 ROYCE FOCUS TR COM 78080N108 3,413 490,419 SH SOLE 490,419 ROYCE VALUE TR INC COM 780910105 23,858 1,717,633 SH SOLE 1,717,633 RYDEX ETF TRUST GUG RUSS 78355W205 9,133 88,563 SH SOLE 88,563 TOP 50 SPDR SERIES TRUST BRCLYS CAP 78464A359 4,424 111,000 SH SOLE 111,000 CONV SPDR SERIES TRUST NUVN BRCLY 78464A458 217 9,082 SH SOLE 9,082 MUNI SPECIAL OPPORTUNITIES FD INC COM 84741T104 2,524 157,163 SH SOLE 157,163 TCW STRATEGIC INCOME FUND IN COM 872340104 4,894 950,325 SH SOLE 950,325 TEMPLETON EMRG MKTS INCOME COM 880192109 1,289 82,226 SH SOLE 82,226 TORTOISE CAP RES CORP COM 89147N304 1,187 136,245 SH SOLE 136,245 TRI CONTL CORP COM 895436103 16,156 1,014,796 SH SOLE 1,014,796 VANGUARD INTL EQUITY INDEX F MSCI EMR 922042858 6,651 153,000 SH SOLE 153,000 MKT ETF VANGUARD TAX MANAGED INTL FD MSCI EAFE 921943858 3,403 100,000 SH SOLE 100,000 ETF VIRTUS TOTAL RETURN FD COM 92829A103 574 151,075 SH SOLE 151,075 WELLS FARGO ADVANTAGE MULTI COM SHS 94987D101 10,405 687,252 SH SOLE 687,252 WESTERN ASSET CLYM INFL OPP COM 95766R104 6,021 470,757 SH SOLE 470,757 WESTERN ASSET CLYM INFL SEC COM SH 95766Q106 788 61,822 SH SOLE 61,822 BEN INT WESTERN ASSET GLOBAL CP DEFI COM 95790C107 2,722 141,180 SH SOLE 141,180 WESTERN ASSET INFL MGMT FD I COM 95766U107 2,390 134,433 SH SOLE 134,433 WESTERN ASSET MUN HI INCM FD COM 95766N103 170 21,100 SH SOLE 21,100 WESTERN ASST MNG MUN FD INC COM 95766M105 307 22,477 SH SOLE 22,477 ZWEIG TOTAL RETURN FD INC COM 989837109 11,944 3,732,391 SH SOLE 3,732,391 TOTAL 679,220