13F-HR 1 reg3q06.txt FORM 13F HOLDINGS REPORT 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, 2006 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: Regiment Capital Management LLC Address: 222 Berkeley Street 12th Floor Boston, MA 02116 13F File Number: 28-11560 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: Chris Kaster Title: Chief Operating Officer Phone: 617-488-1600 Signature, Place, and Date of Signing: Chris Kaster Boston, MA October 23, 2006 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form13F Information Table Entry Total: 20 Form13F Information Table Value Total: $167,608 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- AMKOR TECHNOLOGY INC NOTE 5.000% 3/1 031652AH3 18847 20050000 PRN SOLE 13600000 6450000 0 AQUILA INC COM 03840P102 15372 3550100 SH SOLE 2375900 1174200 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 5166 200000 SH SOLE 133750 66250 0 BASIC ENERGY SVCS INC NEW COM 06985P100 1297 53144 SH SOLE 28984 24160 0 BLOCKBUSTER INC CL A 093679108 1452 378100 SH PUT SOLE 253000 125100 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2271 100000 SH SOLE 70000 30000 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 913 40200 SH PUT SOLE 27700 12500 0 CENTERPOINT ENERGY INC COM 15189T107 17625 1230800 SH SOLE 882800 348000 0 CHARTER COMMUNICATIONS INC D NOTE 5.875%11/1 16117MAE7 315 350000 PRN SOLE 0 350000 0 CHARTER COMMUNICATIONS INC D CL A 16117M107 3496 2300000 SH SOLE 1540000 760000 0 CORNELL COMPANIES INC COM 219141108 1128 65300 SH SOLE 43270 22030 0 LEVEL 3 COMMUNICATIONS INC NOTE 2.875% 7/1 52729NBA7 5955 6000000 PRN SOLE 4200000 1800000 0 LIN TELEVISION CORP SDEB 2.500% 5/1 532776AL5 14760 16000000 PRN SOLE 11500000 4500000 0 LINCARE HLDGS INC COM 532791100 8050 232400 SH PUT SOLE 155300 77100 0 LIZ CLAIBORNE INC COM 539320101 1090 27600 SH PUT SOLE 18500 9100 0 NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB8 28650 30000000 PRN SOLE 20000000 10000000 0 PEP BOYS MANNY MOE & JACK NOTE 4.250% 6/0 713278AP4 16496 16600000 PRN SOLE 11122000 5478000 0 PORTLAND GEN ELEC CO COM NEW 736508847 15818 648000 SH SOLE 453600 194400 0 RURAL CELLULAR CORP CL A 781904107 2970 308400 SH SOLE 206650 101750 0 SIERRA PAC RES NEW COM 826428104 5937 414000 SH SOLE 414000 0 0