13F-HR 1 d380000d13fhr.txt 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: 06-30-2012 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 07-11-2012 ------------------------- ------------------------ ---------------- 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: None FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 72 Form 13F Information Table Value Total: 56,819 (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 -------------- -------- --------- -------- --------- ---- ---- ------ ----- ---------- ACCENTURE LTD. COM G1151C101 1575 26200 SH SOLE SOLE ALTERA CORPORATION COM 021441100 329 9700 SH SOLE SOLE AMERICAN INTERNATIONAL GROUP INC COM 026874784 411 12800 SH SOLE SOLE AMGEN INC. COM 031162100 409 5600 SH SOLE SOLE APPLE INC. COM 037833100 3913 6700 SH SOLE SOLE ASML HOLDING NV NY REG COM N07059186 319 6200 SH SOLE SOLE BANCO BRADESCO S.A. COM 059460303 271 18200 SH SOLE SOLE BHP BILLITON LTD. COM 088606108 1554 23800 SH SOLE SOLE BOEING CO. (THE) COM 097023105 981 13200 SH SOLE SOLE CATERPILLAR INC. COM 149123101 306 3600 SH SOLE SOLE CENTEX CORP. COM 20441W203 943 24600 SH SOLE SOLE CISCO SYSTEMS INC. COM 17275R102 437 25400 SH SOLE SOLE CITRIX SYSTEMS INC. COM 177376100 899 10700 SH SOLE SOLE COACH INC. COM 189754104 229 3900 SH SOLE SOLE COCA-COLA CO (THE) COM 191216100 2502 32000 SH SOLE SOLE COGNIZANT TECH SOLUTIONS CORP A COM 192446102 1194 19900 SH SOLE SOLE COMPANHIA VALE DO RIO DOCE ADR 91912E105 1088 54800 SH SOLE SOLE CONSUMER DIS SS SPDR ETF 81369Y407 430 9800 SH SOLE SOLE DANAHER CORP. COM 235851102 276 5300 SH SOLE SOLE EMC CORP. (MA) COM 268648102 457 17800 SH SOLE SOLE EMERSON ELECTRIC CO. COM 291011104 219 4700 SH SOLE SOLE EQUINIX, INC. COM 29444U502 721 4100 SH SOLE SOLE FRANKLIN RESOURCES INC. COM 354613101 211 1900 SH SOLE SOLE FREEPORT-MCMORAN COPPER & GOLD INC. COM 35671D857 362 10600 SH SOLE SOLE GOLDMAN SACHS GROUP INC. COM 38141G104 336 3500 SH SOLE SOLE HEALTHCARE SS SPDR F ETF 81369Y209 536 14100 SH SOLE SOLE HEINZ (H.J.) CO. COM 423074103 452 8300 SH SOLE SOLE HONEYWELL INTERNATIONAL INC. COM 438516106 514 9200 SH SOLE SOLE INDUSTRIAL SPDR ETF 81369Y704 436 12200 SH SOLE SOLE INTERNATIONAL BUSINESS MACHINES COM 459200101 548 2800 SH SOLE SOLE INTUITIVE SURGICAL INC. COM 46120E602 444 800 SH SOLE SOLE ISHARE MSCI BRAZIL F ETF 464286400 3108 60100 SH SOLE SOLE ISHARE RUS 2000 INDX ETF 464287655 2690 33800 SH SOLE SOLE
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 -------------- -------- --------- -------- --------- ---- ---- ------ ----- ---------- ISHARES BARCLAYS TIPS BOND ETF 464287176 419 3500 SH SOLE SOLE ISHARES MSCI EMERGING MK INC ETF 464287234 858 21900 SH SOLE SOLE ISHARES TRUST MSCI EAFE INDEX ETF 464287465 3598 72000 SH SOLE SOLE LAM RESEARCH CORPORATION COM 512807108 231 6100 SH SOLE SOLE LOWES COMPANIES INC COM 548661107 202 7100 SH SOLE SOLE MASTERCARD INC COM 57636Q104 388 900 SH SOLE SOLE MCDONALDS CORP COM 580135101 585 6600 SH SOLE SOLE MICROSOFT CORPORATION COM 594918104 361 11800 SH SOLE SOLE MOSAIC CO (THE) COM 61945C103 740 13500 SH SOLE SOLE MYLAN INC. COM 628530107 270 12600 SH SOLE SOLE NETFLIX INC. COM 64110L106 240 3500 SH SOLE SOLE OIL SERVICE HOLDRS T ETF 57060U191 278 7800 SH SOLE SOLE OMNICOM GROUP INC. COM 681919106 720 14800 SH SOLE SOLE ORACLE CORPORATION COM 68389X105 484 16300 SH SOLE SOLE PEPSICO INC. COM 713448108 2841 40200 SH SOLE SOLE PETROLEO BRASILEIRO S.A. ADR 71654V408 237 12600 SH SOLE SOLE PHILIP MORRIS INTL COM 718172109 419 4800 SH SOLE SOLE PRICELINE.COM INCORPORATED COM 741503403 798 1200 SH SOLE SOLE PROLOGIS COM 74340W103 994 29900 SH SOLE SOLE RED HAT INC COM 756577102 311 5500 SH SOLE SOLE SANDISK CORPORATION COM 80004C101 303 8300 SH SOLE SOLE SAP AG COM 803054204 268 4500 SH SOLE SOLE SCHLUMBERGER LTD COM 806857108 585 9000 SH SOLE SOLE SEAGATE TECHNOLOGY COM G7945M107 381 15400 SH SOLE SOLE SPDR RETAIL ETF ETF 78464A714 349 5900 SH SOLE SOLE SUNCOR ENERGY INC COM 867224107 536 18500 SH SOLE SOLE TECHNOLOGY SPDR ETF 81369Y803 219 7600 SH SOLE SOLE TERADATA CORPORATION COM 88076W103 562 7800 SH SOLE SOLE TEXAS INSTRUMENTS INC. COM 882508104 405 14100 SH SOLE SOLE THE GAP INC. COM 364760108 320 11700 SH SOLE SOLE TOTAL S.A. (NEW) ADR 89151E109 2059 45900 SH SOLE SOLE TRANSOCEAN LTD COM H8817H100 273 6100 SH SOLE SOLE UNION PACIFIC CORP COM 907818108 335 2800 SH SOLE SOLE UNITED PARCEL SERVICE INC Cl B 911312106 308 3900 SH SOLE SOLE UNITED TECHNOLOGIES CORP. COM 913017109 446 5900 SH SOLE SOLE VANGRD EMRG MKT ETF ETF 922042858 3661 91700 SH SOLE SOLE WYNN RESORTS LIMITED COM 983134107 270 2600 SH SOLE SOLE YAHOO! INC. COM 984332106 189 11900 SH SOLE SOLE YUM! BRANDS INC. COM 988498101 1276 19800 SH SOLE SOLE