13F-HR 1 form13fhr.txt NONE UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 12/31/2011 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: Niemann Capital Management Address: 5615 Scotts Valley Drive, Suite 200 Scotts Valley, CA 95066 Form 13F File Number: 28-03429 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 submission. Persons Signing this Report on Behalf of Reporting Manager: Name: Corey Gamble Title: Compliance Manager Phone: 800-622-1626 Signature, Place, and Date of Signing: /s/ Corey Gamble Scotts Valley, CA 1/13/2012 --------------------------------- --------------------------------- ---------- [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).) List of Other Managers Reporting for this Manager: Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 24 Form 13F Information Table Value Total: $ 262,865 -------------- (In Thousands) List of Other Included Managers: Provide a numbered list of the name(s) and 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 ------------------------------------------- -------------- --------- -------- ----------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- WISDOMTREE PACIFIC EXJAPAN EQ ETF 97717W810 565 11137 SOLE Sole 0 0 ISHARES DOW JONES SELECT DIVIDEND INDEX ETF ETF 464287168 30534 567865 SOLE Sole 0 0 ISHARES MSCI INDONESIA INVESTABLE MARKET ETF 46429B309 595 20296 SOLE Sole 0 0 INDEX FUND ISHARES MSCI PHILIPPINES INVESTABLE MARKET ETF 46429B408 545 23126 SOLE Sole 0 0 INDEX FUND PROSHARES SHORT MSCI EMERGING MARKETS ETF 74347R396 14183 424755 SOLE Sole 0 0 ISHARES, INCORPORATED- SHARES MSCI ETF 464286103 540 25181 SOLE Sole 0 0 AUSTRALIA INDEX FUND ISHARES FTSE/XINHUA CHINA 25 INDEX FUND ETF 464287184 532 15249 SOLE Sole 0 0 ADVISORSHARES ACTIVE BEAR ETF ETF 00768Y883 13813 552092 SOLE Sole 0 0 ISHARES TRUST NASDAQ BIOTECH INDEX FUND- ETF 464287556 5652 54167 SOLE Sole 0 0 SHS NASDAQ BIOTECHNOLOGY INDEX FUND MARKET VECTORS INDONESIA INDEX ETF 57060U753 556 19544 SOLE Sole 0 0 ISHARES TRUST BARCLAYS 7-10 YEAR TREASURY ETF 464287440 17034 161354 SOLE Sole 0 0 BOND- ETF ISHARES DOW JONES US PHARMACEUTICALS INDEX ETF 464288836 5842 76417 SOLE Sole 0 0 FUND SPDR S&P INTERNATIONAL CONSUMER STAPLES ETF 78463X723 641 20487 SOLE Sole 0 0 SECTOR ETF MARKET VECTORS GULF ETF 57060U779 497 25415 SOLE Sole 0 0 POWERSHARES HIGH YIELD ETF 73935X302 43894 4745318 SOLE Sole 0 0 POWERSHARES ETF PHARMA PORT ETF 73935X799 9164 325201 SOLE Sole 0 0 POWERSHARES ETF DYNAMIC RETAIL PORTFOLIO ETF 73935X617 6001 273247 SOLE Sole 0 0 PROSHARES SHORT QQQ ETF 74347R602 13925 445030 SOLE Sole 0 0 IQ SOUTH KOREA SMALL CAP ETF ETF 45409B768 519 19992 SOLE Sole 0 0 ISHARES BARCLAYS 1020 YEAR ETF 464288653 30657 230623 SOLE Sole 0 0 VANGUARD UTILITIES ETF ETF 92204A876 10374 134915 SOLE Sole 0 0 SELECT SECTOR SPDRCONSUMER STAPLES ETF 81369Y308 203 6253 SOLE Sole 0 0 SELECT SECTOR SPDRUTILITIES ETF 81369Y886 51461 1430274 SOLE Sole 0 0 SPDR S&P PHARMACEUTICALS ETF ETF 78464A722 5137 100077 SOLE Sole 0 0