0000950123-11-095446.txt : 20111107 0000950123-11-095446.hdr.sgml : 20111107 20111104174928 ACCESSION NUMBER: 0000950123-11-095446 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111107 DATE AS OF CHANGE: 20111104 EFFECTIVENESS DATE: 20111107 FILER: COMPANY DATA: COMPANY CONFORMED NAME: NIEDERHOFFER R G CAPITAL MANAGEMENT INC CENTRAL INDEX KEY: 0001216800 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10392 FILM NUMBER: 111182305 13F-HR 1 c24219e13fvhr.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: 9-30-2011 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: R. G. Niederhoffer Capital Management, Inc. Address: 1700 Broadway 39th Floor New York, NY 10019 Form 13F File Number: 28-10392 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: Roy G. Niederhoffer Title: President Phone: (212) 245-0400 Signature, Place, and Date of Signing: /s/ Roy G. Niederhoffer New York, New York 9-30-2011 ------------------------- ------------------------ ---------------- 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).) List of Other Managers Reporting for this Manager: None FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 73 Form 13F Information Table Value Total: 52,647 (thousands) List of Other Included Managers: None
VOTING AUTHORITY: SOLE/ TITLE OF VALUE SHRS. OR SH/P PUT/ INV. OTHER SHARED/ NAME OF ISSUER CLASS CUSIP (X$1000) PRN. AMT. RN CALL DISCR. MNGR. NONE ---------------------------------------- -------- --------- -------- --------- ---- ---- ------ ----- ---------- ABBOTT LABORATORIES COM 002824100 834 16300 SH SOLE SOLE ACCENTURE LTD. COM G1151C101 507 9300 SH SOLE SOLE ALTRIA GROUP INC COM 02209S103 1317 49100 SH SOLE SOLE AMAZON.COM INC. COM 023135106 1709 7900 SH SOLE SOLE AMERICAN TOWER CORP. COM 029912201 205 3800 SH SOLE SOLE AON COM 037389103 555 13200 SH SOLE SOLE AT&T INC COM 00206R102 479 16800 SH SOLE SOLE BAIDU INC. - ADS COM 056752108 1294 12100 SH SOLE SOLE BAXTER INTERNATIONAL INC. COM 071813109 612 10900 SH SOLE SOLE BROADCOM CORPORATION COM 111320107 237 7100 SH SOLE SOLE CF INDUSTRIES HOLDINGS INC COM 125269100 1269 9000 SH SOLE SOLE CHEVRON CORPORATION COM 166764100 232 2500 SH SOLE SOLE CISCO SYSTEMS INC. COM 17275R102 221 14200 SH SOLE SOLE CITIGROUP INC COM 172967424 328 12800 SH SOLE SOLE COCA-COLA CO (THE) COM 191216100 1007 14900 SH SOLE SOLE COMPANHIA VALE DO RIO DOCE COM 91912E105 710 31100 SH SOLE SOLE CONOCOPHILLIPS COM 20825C104 1710 27000 SH SOLE SOLE CONSUMER DIS SS SPDR COM 81369Y407 391 11200 SH SOLE SOLE CONSUMER STAP SPDR COM 81369Y308 683 23000 SH SOLE SOLE DOMINION RESOURCES VA COM 25746U109 721 14200 SH SOLE SOLE DUKE ENERGY CORP COM 26441C105 554 27700 SH SOLE SOLE EXXON MOBIL CORP. COM 30231G102 3813 52500 SH SOLE SOLE FINANCIAL SEL SPDR COM 81369Y605 474 40100 SH SOLE SOLE FREEPORT-MCMORAN COPPER & GOLD INC. COM 35671D857 427 14000 SH SOLE SOLE GENERAL ELECTRIC CO COM 369604103 2080 136600 SH SOLE SOLE GMCR COM 393122106 530 5700 SH SOLE SOLE GOODRICH CORP. COM 382388106 497 4100 SH SOLE SOLE GOOGLE INC. COM 38259P508 825 1600 SH SOLE SOLE HEALTHCARE SS SPDR F COM 81369Y209 565 17800 SH SOLE SOLE HESS CORP COM 42809H107 261 4700 SH SOLE SOLE HEWLETT-PACKARD CO COM 428236103 476 21200 SH SOLE SOLE HOME DEPOT INC COM 437076102 294 8700 SH SOLE SOLE HONEYWELL INTERNATIONAL INC. COM 438516106 286 6500 SH SOLE SOLE IEF COM 464287440 452 4300 SH SOLE SOLE
INFOSYS TECHNOLOGIES ADS COM 456788108 292 5700 SH SOLE SOLE INTUIT INC. COM 461202103 280 5900 SH SOLE SOLE INTUITIVE SURGICAL INC. COM 46120E602 292 800 SH SOLE SOLE ISHARE RUS 2000 INDX ETF 464287655 521 8100 SH SOLE SOLE JOHNSON & JOHNSON COM 478160104 262 4100 SH SOLE SOLE JPMORGAN CHASE & CO. COM 46625H100 427 14200 SH SOLE SOLE KGC COM 496902404 323 21800 SH SOLE SOLE KIMBERLY-CLARK CORP. COM 494368103 952 13400 SH SOLE SOLE LAS VEGAS SANDS CORP COM 517834107 806 21000 SH SOLE SOLE LAUDER (ESTEE) COS. INC. (THE) COM 518439104 246 2800 SH SOLE SOLE LILLY (ELI) & CO. COM 532457108 610 16500 SH SOLE SOLE MERCK & CO. INC COM 58933Y105 1403 42900 SH SOLE SOLE METLIFE INC COM 59156R108 664 23700 SH SOLE SOLE MICROSOFT CORPORATION COM 594918104 892 35800 SH SOLE SOLE NEWMONT MINING CORP. (HOLDING CO.) COM 651639106 655 10400 SH SOLE SOLE NORTHROP GRUMMAN CORP COM 666807102 413 7900 SH SOLE SOLE NVIDIA CORPORATION COM 67066G104 130 10400 SH SOLE SOLE ORACLE CORPORATION COM 68389X105 2561 89100 SH SOLE SOLE PEABODY ENERGY CORP COM 704549104 803 23700 SH SOLE SOLE PHILIP MORRIS INTL COM 718172109 263 4100 SH SOLE SOLE POTASH CORP. OF SASKATCHEWAN INC. COM 73755L107 3181 73600 SH SOLE SOLE PRECISION CASTPARTS CORP. COM 740189105 396 2500 SH SOLE SOLE PROCTER & GAMBLE CO. COM 742718109 708 11200 SH SOLE SOLE PRUDENTIAL FINANCIAL INC. COM 744320102 666 14200 SH SOLE SOLE RANGE RESOURCES CORP COM 75281A109 252 4300 SH SOLE SOLE S&P MID DEPOSIT RCPT COM 78467Y107 484 3400 SH SOLE SOLE SPDR RETAIL ETF ETF 78464A714 791 17100 SH SOLE SOLE SPDR S&P METALS & MI COM 78464A755 1063 23700 SH SOLE SOLE STARBUCKS CORPORATION COM 855244109 243 6500 SH SOLE SOLE TEXAS INSTRUMENTS INC. COM 882508104 211 7900 SH SOLE SOLE TRAVELERS COMPANIES INC (THE) COM 89417E109 1342 27000 SH SOLE SOLE UTILITIES SEL SPDR COM 81369Y886 400 11900 SH SOLE SOLE VERIZON COMMUNICATIONS INC COM 92343V104 667 18100 SH SOLE SOLE VODAFONE GROUP PLC (NEW) COM 92857W209 360 14000 SH SOLE SOLE WALGREEN CO. COM 931422109 303 9300 SH SOLE SOLE WAL-MART STORES INC. COM 931142103 359 6900 SH SOLE SOLE WALTER INDUSTRIES INC COM 93317Q105 324 5400 SH SOLE SOLE WELLPOINT INC COM 94973V107 568 8700 SH SOLE SOLE WYNN RESORTS LIMITED COM 983134107 979 8500 SH SOLE SOLE