R. G. Niederhoffer Capital Management

R. G. Niederhoffer Capital Management as of Sept. 30, 2011

Portfolio Holdings for R. G. Niederhoffer Capital Management

R. G. Niederhoffer Capital Management holds 73 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Exxon Mobil Corporation (XOM) 7.2 $3.8M 53k 72.63
Potash Corp. Of Saskatchewan I 6.0 $3.2M 74k 43.22
Oracle Corporation (ORCL) 4.9 $2.6M 89k 28.74
General Electric Company 4.0 $2.1M 137k 15.23
ConocoPhillips (COP) 3.2 $1.7M 27k 63.33
Amazon (AMZN) 3.2 $1.7M 7.9k 216.33
Merck & Co (MRK) 2.7 $1.4M 43k 32.70
Travelers Companies (TRV) 2.5 $1.3M 27k 49.70
Altria (MO) 2.5 $1.3M 49k 26.82
Baidu (BIDU) 2.5 $1.3M 12k 106.94
CF Industries Holdings (CF) 2.4 $1.3M 9.0k 141.00
SPDR S&P Metals and Mining (XME) 2.0 $1.1M 24k 44.85
Coca-Cola Company (KO) 1.9 $1.0M 15k 67.58
Wynn Resorts (WYNN) 1.9 $979k 8.5k 115.18
Kimberly-Clark Corporation (KMB) 1.8 $952k 13k 71.04
Microsoft Corporation (MSFT) 1.7 $892k 36k 24.92
Abbott Laboratories (ABT) 1.6 $834k 16k 51.17
Google 1.6 $825k 1.6k 515.62
Peabody Energy Corporation 1.5 $803k 24k 33.88
Las Vegas Sands (LVS) 1.5 $806k 21k 38.38
SPDR S&P Retail (XRT) 1.5 $791k 17k 46.26
Dominion Resources (D) 1.4 $721k 14k 50.77
Vale (VALE) 1.4 $710k 31k 22.83
Procter & Gamble Company (PG) 1.3 $708k 11k 63.21
Consumer Staples Select Sect. SPDR (XLP) 1.3 $683k 23k 29.70
Verizon Communications (VZ) 1.3 $667k 18k 36.85
Prudential Financial (PRU) 1.3 $666k 14k 46.90
MetLife (MET) 1.3 $664k 24k 28.02
Newmont Mining Corporation (NEM) 1.2 $655k 10k 62.98
Baxter International (BAX) 1.2 $612k 11k 56.15
Eli Lilly & Co. (LLY) 1.2 $610k 17k 36.97
WellPoint 1.1 $568k 8.7k 65.29
Health Care SPDR (XLV) 1.1 $565k 18k 31.74
Aon Corporation 1.1 $555k 13k 42.05
Duke Energy Corporation 1.1 $554k 28k 20.00
Green Mountain Coffee Roasters 1.0 $530k 5.7k 92.98
iShares Russell 2000 Index (IWM) 1.0 $521k 8.1k 64.32
Accenture (ACN) 1.0 $507k 9.3k 54.52
Goodrich Corporation 0.9 $497k 4.1k 121.22
SPDR S&P MidCap 400 ETF (MDY) 0.9 $484k 3.4k 142.35
At&t (T) 0.9 $479k 17k 28.51
Hewlett-Packard Company 0.9 $476k 21k 22.45
Financial Select Sector SPDR (XLF) 0.9 $474k 40k 11.82
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.9 $452k 4.3k 105.12
JPMorgan Chase & Co. (JPM) 0.8 $427k 14k 30.07
Freeport-McMoRan Copper & Gold (FCX) 0.8 $427k 14k 30.50
Northrop Grumman Corporation (NOC) 0.8 $413k 7.9k 52.28
Utilities SPDR (XLU) 0.8 $400k 12k 33.61
Precision Castparts 0.8 $396k 2.5k 158.40
Consumer Discretionary SPDR (XLY) 0.7 $391k 11k 34.91
Wal-Mart Stores (WMT) 0.7 $359k 6.9k 52.03
Vodafone 0.7 $360k 14k 25.71
Walter Energy 0.6 $324k 5.4k 60.00
Citigroup (C) 0.6 $328k 13k 25.62
Kinross Gold Corp (KGC) 0.6 $323k 22k 14.82
Walgreen Company 0.6 $303k 9.3k 32.58
Home Depot (HD) 0.6 $294k 8.7k 33.79
Infosys Technologies (INFY) 0.6 $292k 5.7k 51.23
Intuitive Surgical (ISRG) 0.6 $292k 800.00 365.00
Honeywell International (HON) 0.5 $286k 6.5k 44.00
Intuit (INTU) 0.5 $280k 5.9k 47.46
Johnson & Johnson (JNJ) 0.5 $262k 4.1k 63.90
Hess (HES) 0.5 $261k 4.7k 55.53
Philip Morris International (PM) 0.5 $263k 4.1k 64.15
Range Resources (RRC) 0.5 $252k 4.3k 58.60
Estee Lauder Companies (EL) 0.5 $246k 2.8k 87.86
Starbucks Corporation (SBUX) 0.5 $243k 6.5k 37.38
Broadcom Corporation 0.5 $237k 7.1k 33.38
Chevron Corporation (CVX) 0.4 $232k 2.5k 92.80
Cisco Systems (CSCO) 0.4 $221k 14k 15.56
Texas Instruments Incorporated (TXN) 0.4 $211k 7.9k 26.71
American Tower Corporation 0.4 $205k 3.8k 53.95
NVIDIA Corporation (NVDA) 0.2 $130k 10k 12.50