R. G. Niederhoffer Capital Management

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

Portfolio Holdings for R. G. Niederhoffer Capital Management

R. G. Niederhoffer Capital Management holds 71 positions in its portfolio as reported in the June 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Hewlett-Packard Company 8.4 $8.0M 220k 36.39
McDonald's Corporation (MCD) 8.2 $7.8M 93k 84.32
Nike (NKE) 8.2 $7.8M 87k 89.98
Visa (V) 5.6 $5.4M 64k 84.26
iShares Lehman 7-10 Yr Treas. Bond (IEF) 4.7 $4.5M 47k 95.85
United Parcel Service (UPS) 4.6 $4.4M 60k 72.92
Exion Shs Etf Tr Dly Fin Bear dded 4.2 $4.0M 90k 44.75
Kraft Foods 4.1 $3.9M 112k 35.23
Monsanto Company 3.5 $3.4M 46k 72.55
Proshares Ultrashort Russell 2000 3.2 $3.0M 73k 41.75
Halliburton Company (HAL) 2.2 $2.1M 41k 51.01
Schlumberger (SLB) 1.9 $1.8M 21k 86.39
General Mills (GIS) 1.8 $1.7M 46k 37.21
Verisign (VRSN) 1.6 $1.6M 47k 33.45
Home Depot (HD) 1.6 $1.5M 42k 35.99
iShares MSCI EAFE Index Fund (EFA) 1.5 $1.4M 23k 60.13
NetApp (NTAP) 1.4 $1.4M 26k 52.76
Oil Service HOLDRs 1.3 $1.3M 8.4k 152.02
Coca-Cola Company (KO) 1.3 $1.3M 19k 67.30
Wal-Mart Stores (WMT) 1.3 $1.2M 23k 53.16
UnitedHealth (UNH) 1.3 $1.2M 24k 51.57
General Dynamics Corporation (GD) 1.2 $1.1M 15k 74.51
Exelon Corporation (EXC) 1.2 $1.1M 26k 42.82
Goodrich Corporation 1.2 $1.1M 12k 93.56
Baxter Intl Inc Com Stk 1.1 $1.0M 17k 59.70
Dell 1.0 $952k 57k 16.67
Pepsi (PEP) 1.0 $916k 13k 69.92
First Solar (FSLR) 0.9 $833k 6.3k 132.22
Lockheed Martin Corporation (LMT) 0.8 $810k 10k 81.00
Barrick Gold Corp 0.8 $752k 17k 45.30
Goldcorp 0.8 $738k 15k 48.24
SPDR S&P Retail (XRT) 0.7 $699k 13k 53.36
Medco Health Solutions 0.7 $684k 12k 56.53
Parker-Hannifin Corporation (PH) 0.7 $691k 7.7k 89.74
Intel Corporation (INTC) 0.7 $645k 29k 22.16
Shares Tr Pshs Ultsht Finl Add 0.7 $646k 11k 61.52
At&t (T) 0.7 $634k 20k 31.39
Lorillard 0.7 $631k 5.8k 108.79
Exxon Mobil Corporation (XOM) 0.6 $610k 7.5k 81.33
Occidental Petroleum Corporation (OXY) 0.6 $603k 5.8k 103.97
iShares MSCI Brazil Index (EWZ) 0.6 $601k 8.2k 73.29
BANK NEW YORK MELLON Corp Com Stk 0.6 $592k 23k 25.63
Agilent Technologies Inc C ommon (A) 0.6 $583k 11k 51.14
Marathon Oil Corporation (MRO) 0.6 $585k 11k 52.70
United States Steel Corporation (X) 0.5 $493k 11k 46.07
Procter & Gamble Company (PG) 0.5 $489k 7.7k 63.51
iShares Dow Jones US Real Estate (IYR) 0.5 $476k 7.9k 60.25
EMC Corporation 0.5 $468k 17k 27.53
Walt Disney Company (DIS) 0.5 $461k 12k 39.07
Baker Hughes 0.5 $457k 6.3k 72.54
3M Company (MMM) 0.5 $446k 4.7k 94.89
ConocoPhillips (COP) 0.5 $444k 6.0k 74.00
Joy Global 0.4 $390k 4.1k 95.12
Raytheon Company 0.4 $394k 7.9k 49.87
Bristol Myers Squibb (BMY) 0.4 $385k 13k 28.95
Qualcomm (QCOM) 0.4 $369k 6.5k 56.77
Costco Wholesale Corporation (COST) 0.4 $366k 4.5k 81.33
Nucor Corporation (NUE) 0.3 $330k 8.2k 40.24
Verizon Communications (VZ) 0.3 $330k 9.0k 36.67
Autozone 0.3 $320k 1.1k 290.91
J.C. Penney Company 0.3 $245k 7.1k 34.51
Potash Corp. Of Saskatchewan I 0.3 $245k 4.3k 56.98
Walgreen Company 0.2 $242k 5.8k 41.72
Allstate Corp 0.2 $241k 7.9k 30.51
Chesapeake Energy Corporation 0.2 $229k 7.7k 29.74
Kohl's Corporation (KSS) 0.2 $217k 4.3k 50.47
Transocean (RIG) 0.2 $220k 3.4k 64.71
Target Corporation (TGT) 0.2 $220k 4.7k 46.81
Aflac 0.2 $219k 4.7k 46.60
Total Sa 0.2 $220k 3.8k 57.89
Devon Energy Corporation (DVN) 0.2 $213k 2.7k 78.89