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