0000913849-12-000363.txt : 20120814 0000913849-12-000363.hdr.sgml : 20120814 20120814145353 ACCESSION NUMBER: 0000913849-12-000363 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20120814 DATE AS OF CHANGE: 20120814 EFFECTIVENESS DATE: 20120814 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: 121032086 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_081412.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, 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: Marcus Collins --------------------------------------------------- Title: Chief Compliance Officer --------------------------------------------------- Phone: (312) 840-9012 --------------------------------------------------- Signature, Place, and Date of Signing: /s/Marcus Collins Chicago, IL August 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: Number of Other Included Managers: 0 --------------------- Form 13F Information Table Entry Total: 119 --------------------- Form 13F Information Table Value Total: 677,237 --------------------- (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 14,885 1,410,887 SH SOLE 1,410,887 ADVENT CLAY CONV SEC INC FD COM 007639107 2,256 351,880 SH SOLE 351,880 ADVENT CLAYMORE CV SECS & IN COM 00764C109 3,350 218,396 SH SOLE 218,396 ADVENT CLAYMORE ENH GRW & IN COM 00765E104 3,544 379,030 SH SOLE 379,030 AFFILIATED MANAGERS GROUP COM 008252108 1,324 12,100 SH SOLE 12,100 ALLIANCEBERNSTEIN INCOME FUN COM 01881E101 25,317 3,042,957 SH SOLE 3,042,957 APOLLO COML REAL EST FIN INC COM 03762U105 3,283 204,300 SH SOLE 204,300 APOLLO SR FLOATING RATE FD I COM 037636107 737 40,841 SH SOLE 40,841 AVENUE INCOME CR STRATEGIES COM 05358E106 4,518 273,008 SH SOLE 273,008 BLACKROCK CREDIT ALL IN TR I COM SHS 09249V103 6,212 544,912 SH SOLE 544,912 BLACKROCK CREDIT ALL INC TR COM 092508100 20,363 1,536,824 SH SOLE 1,536,824 BLACKROCK CREDIT ALL INC TR COM 09255H105 12,687 1,169,291 SH SOLE 1,169,291 BLACKROCK CREDIT ALL INC TR COM 09255J101 2,732 268,351 SH SOLE 268,351 BLACKROCK DIVERS OME STRATE COM 09255W102 1,936 189,037 SH SOLE 189,037 BLACKROCK ENHANCED EQT DIV T COM 09251A104 3,376 466,248 SH SOLE 466,248 BLACKROCK INCOME OPP TRUST I COM 092475102 1,212 111,054 SH SOLE 111,054 BLACKROCK INCOME TR INC COM 09247F100 1,870 249,988 SH SOLE 249,988 BLACKROCK INTL GRWTH & INC T COM 092524107 390 54,750 SH SOLE 54,750 BENE INTER BLACKROCK RES & COMM STRAT T SHS 09257A108 225 16,900 SH SOLE 16,900 BLACKSTONE GSO LNG SHRT CR I COM SHS 09257D102 2,470 135,361 SH SOLE 135,361 BN INT BOULDER GROWTH & INCOME FD I COM 101507101 4,336 713,199 SH SOLE 713,199 BOULDER TOTAL RETURN FD INC COM 101541100 4,515 272,671 SH SOLE 272,671 CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 10,638 846,293 SH SOLE 846,293 CALAMOS CONV OPP AND INC FD SH BEN INT 128117108 552 44,774 SH SOLE 44,774 CALAMOS STRATEGIC TOTL RETN COM SH 128125101 2,506 259,640 SH SOLE 259,640 BEN INT CENTRAL EUROPE & RUSSIA FD I COM 153436100 2,721 90,000 SH SOLE 90,000 CHINA FD INC COM 169373107 357 16,300 SH SOLE 16,300 CLOUGH GLOBAL EQUITY FD COM 18914C100 6,473 535,437 SH SOLE 535,437 CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 16,393 1,524,908 SH SOLE 1,524,908 COLONY FINL INC COM 19624R106 3,263 188,606 SH SOLE 188,606 CORNERSTONE PROGRESSIVE RTN COM 21925C101 2,219 418,600 SH SOLE 418,600 CORNERSTONE STRATEGIC VALUE COM NEW 21924B203 1,546 216,891 SH SOLE 216,891 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 ---------------------------- --------- --------- -------- --------- --- ---- ---------- -------- ---------- ------ ---- CORNERSTONE TOTAL RTRN FD IN COM NEW 21924U201 582 91,075 SH SOLE 91,075 DIAMOND HILL FINL TRNDS FD I COM 25264C101 2,285 225,157 SH SOLE 225,157 DWS GLOBAL HIGH INCOME FD COM 23338W104 1,739 210,828 SH SOLE 210,828 EATON VANCE ENHANCED EQ INC COM 278274105 5,462 515,313 SH SOLE 515,313 EATON VANCE RISK MNGD DIV EQ COM 27829G106 9,735 949,721 SH SOLE 949,721 EATON VANCE SH TM DR DIVR IN COM 27828V104 3,408 204,346 SH SOLE 204,346 EATON VANCE SR INCOME TR SH BEN INT 27826S103 830 118,257 SH SOLE 118,257 EATON VANCE TAX MNGD GBL DV COM 27829F108 32,038 3,859,981 SH SOLE 3,859,981 EATON VANCE TAX MNGED BUY WR COM 27828X100 3,910 290,899 SH SOLE 290,899 EATON VANCE TAX-ADV BD & OPT COM SH 27829M103 1,408 80,272 SH SOLE 80,272 BEN INT EATON VANCE TX ADV GLB DIV O COM 27828U106 3,519 195,280 SH SOLE 195,280 EATON VANCE TX MGD DIV EQ IN COM 27828N102 17,066 1,881,627 SH SOLE 1,881,627 EATON VANCE TX MNG BY WRT OP COM 27828Y108 11,953 961,620 SH SOLE 961,620 EATON VANCE TXMGD GL BUYWR O COM 27829C105 19,005 1,813,449 SH SOLE 1,813,449 FEDERATED ENHANC TREAS INCM COM SH 314162108 4,069 281,765 SH SOLE 281,765 BEN INT GABELLI DIVD & INCOME TR COM 36242H104 7,859 506,715 SH SOLE 506,715 GDL FUND COM SH 361570104 3,480 292,221 SH SOLE 292,221 BEN INT GENERAL AMERN INVS INC COM 368802104 11,145 408,250 SH SOLE 408,250 GLOBAL HIGH INCOME FUND INC COM 37933G108 148 12,065 SH SOLE 12,065 GREATER CHINA FD INC COM 39167B102 559 52,259 SH SOLE 52,259 GUGGENHEIM BLD AMR BDS MNG D COM 401664107 778 33,816 SH SOLE 33,816 HELIOS MULTI SEC HI INC FD I COM NEW 42327Y202 159 26,434 SH SOLE 26,434 HELIOS STRATEGIC INCOME FD I COM NEW 42328A203 1,064 174,771 SH SOLE 174,771 ING PRIME RATE TR SH BEN INT 44977W106 13,369 2,317,054 SH SOLE 2,317,054 INVESCO CALI QLTY MUNI SEC COM 46130M107 857 59,000 SH SOLE 59,000 INVESCO CALIF MUN INCOME TR COM 46130L109 586 36,934 SH SOLE 36,934 INVESCO CALIF MUN SECS COM 46130W105 214 14,013 SH SOLE 14,013 INVESCO MUNI PREM INC TRST COM 46133E102 232 25,261 SH SOLE 25,261 INVESCO VAN KAMP DYN CRDT OP COM 46132R104 13,275 1,131,718 SH SOLE 1,131,718 INVESCO VAN KAMPEN SR INC TR COM 46131H107 13,098 2,695,101 SH SOLE 2,695,101 ISHARES TR S&P 100 464287101 28,491 456,080 SH SOLE 456,080 IDX FD ISHARES TR MSCI 464287234 6,924 176,914 SH SOLE 176,914 EMERG MKT ISHARES TR MSCI EAFE 464287465 1,299 26,000 SH SOLE 26,000 INDEX 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 ---------------------------- --------- --------- -------- --------- --- ---- ---------- -------- ---------- ------ ---- JOHN HANCOCK HDG EQ & INC FD COM 47804L102 2,263 144,145 SH SOLE 144,145 LEGG MASON BW GLB INC OPP FD COM 52469B100 1,432 77,203 SH SOLE 77,203 LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 20,636 4,575,581 SH SOLE 4,575,581 LMP CORPORATE LN FD INC COM 50208B100 923 76,727 SH SOLE 76,727 MACQUARIE GLBL INFRA TOTL RE COM 55608D101 8,867 510,800 SH SOLE 510,800 MFS MULTIMARKET INCOME TR SH BEN INT 552737108 106 14,900 SH SOLE 14,900 MLP & STRATEGIC EQUITY FD IN COM 55312N106 1,050 60,874 SH SOLE 60,874 MONTGOMERY STR INCOME SECS I COM 614115103 4,632 289,235 SH SOLE 289,235 MORGAN STANLEY EASTN EUR FD COM 616988101 514 34,843 SH SOLE 34,843 MORGAN STANLEY EM MKTS DM DE COM 617477104 11,827 753,339 SH SOLE 753,339 MORGAN STANLEY EMER MKTS DEB COM 61744H105 2,974 268,643 SH SOLE 268,643 NEW AMER HIGH INCOME FD INC COM NEW 641876800 257 25,107 SH SOLE 25,107 NUVEEN BUILD AMER BD FD COM 67074C103 529 25,000 SH SOLE 25,000 NUVEEN BUILD AMER BD OPPTNY COM 67074Q102 3,386 156,894 SH SOLE 156,894 NUVEEN CAL AMT-FREE MUN INC COM 670651108 785 52,538 SH SOLE 52,538 NUVEEN CR STRATEGIES INC FD COM SHS 67073D102 36,853 4,063,125 SH SOLE 4,063,125 NUVEEN FLOATING RATE INCOME COM 67072T108 1,140 98,377 SH SOLE 98,377 NUVEEN MULT CURR ST GV INCM COM 67090N109 3,134 252,781 SH SOLE 252,781 NUVEEN MUN HIGH INC OPPTY FD COM 670683101 508 39,295 SH SOLE 39,295 NUVEEN MUN OPPORTUNITY FD IN COM 670984103 407 26,215 SH SOLE 26,215 NUVEEN PFD INCOME OPPRTNY FD COM 67073B106 10,340 1,145,120 SH SOLE 1,145,120 NUVEEN TAX ADV FLTG RATE FUN COM 6706EV102 185 71,981 SH SOLE 71,981 PIMCO DYNAMIC INCOME FD SHS 72201Y101 5,162 200,000 SH SOLE 200,000 PIMCO INCOME OPPORTUNITY FD COM 72202B100 880 32,728 SH SOLE 32,728 PIMCO INCOME STRATEGY FUND COM 72201H108 3,115 260,920 SH SOLE 260,920 PIMCO INCOME STRATEGY FUND I COM 72201J104 16,898 1,610,910 SH SOLE 1,610,910 POWERSHARES ETF TRUST FTSE RAFI 73935X583 19,055 327,568 SH SOLE 327,568 1000 PUTNAM MASTER INTER INCOME T SH BEN INT 746909100 3,092 603,909 SH SOLE 603,909 PUTNAM PREMIER INCOME TR SH BEN INT 746853100 3,527 659,251 SH SOLE 659,251 PYXIS CR STRATEGIES FD COM 74734W107 8,851 1,409,443 SH SOLE 1,409,443 ROYCE FOCUS TR COM 78080N108 3,080 490,519 SH SOLE 490,519 ROYCE VALUE TR INC COM 780910105 21,402 1,717,633 SH SOLE 1,717,633 RYDEX ETF TRUST GUG RUSS 78355W205 8,902 88,563 SH SOLE 88,563 TOP 50 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 ---------------------------- --------- --------- -------- --------- --- ---- ---------- -------- ---------- ------ ---- SPDR S&P 500 ETF TR TR UNIT 78462F103 886 6,500 SH SOLE 6,500 SPDR SERIES TRUST BRCLYS 78464A359 4,169 111,000 SH SOLE 111,000 CAP CONV SPDR SERIES TRUST NUVN 78464A458 219 9,082 SH SOLE 9,082 BRCLY MUNI SPECIAL OPPORTUNITIES FD INC COM 84741T104 2,351 155,563 SH SOLE 155,563 TAIWAN FD INC COM 874036106 187 12,476 SH SOLE 12,476 TCW STRATEGIC INCOME FUND IN COM 872340104 4,578 880,415 SH SOLE 880,415 THAI FD INC COM 882904105 3,175 197,930 SH SOLE 197,930 TORTOISE CAP RES CORP COM 89147N304 734 82,067 SH SOLE 82,067 TRI CONTL CORP COM 895436103 15,818 1,022,496 SH SOLE 1,022,496 VANGUARD INTL EQUITY INDEX F MSCI EMR 922042858 6,112 153,000 SH SOLE 153,000 MKT ETF VANGUARD TAX MANAGED INTL FD MSCI 921943858 3,157 100,000 SH SOLE 100,000 EAFE ETF VIRTUS GLOBAL MULTI-SEC INC COM 92829B101 402 22,351 SH SOLE 22,351 VIRTUS TOTAL RETURN FD COM 92829A103 3,089 838,516 SH SOLE 838,516 WELLS FARGO ADVANTAGE INCOME COM SHS 94987B105 1,284 127,676 SH SOLE 127,676 WELLS FARGO ADVANTAGE MULTI COM SHS 94987D101 11,697 767,029 SH SOLE 767,029 WESTERN ASSET CLYM INFL OPP COM 95766R104 6,665 510,757 SH SOLE 510,757 WESTERN ASSET CLYM INFL SEC COM SH 95766Q106 1,129 86,822 SH SOLE 86,822 BEN INT WESTERN ASSET GLOBAL CP DEFI COM 95790C107 918 47,822 SH SOLE 47,822 WESTERN ASSET INFL MGMT FD I COM 95766U107 2,768 152,398 SH SOLE 152,398 WISDOMTREE TR EM LCL 97717X867 967 19,100 SH SOLE 19,100 DEBT FD ZWEIG TOTAL RETURN FD INC COM 989837109 11,468 933,098 SH SOLE 933,098 TOTAL 677,237