-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, LNZMejlsUPVETF3Nl95+bv3+aN4KELAc5mfcNAGkKjmQ4YpAho9XtSYcWFG+zOOg mDK1jmn0rC3C6AilqVvqZg== 0001328533-09-000008.txt : 20091113 0001328533-09-000008.hdr.sgml : 20091113 20091113142005 ACCESSION NUMBER: 0001328533-09-000008 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091113 DATE AS OF CHANGE: 20091113 EFFECTIVENESS DATE: 20091113 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Stux Capital Management, LLC CENTRAL INDEX KEY: 0001328533 IRS NUMBER: 880517930 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11410 FILM NUMBER: 091180816 BUSINESS ADDRESS: STREET 1: 520 WEST END AVENUE, SUITE A CITY: NEW YORK STATE: NY ZIP: 10024 BUSINESS PHONE: (212) 579-7388 MAIL ADDRESS: STREET 1: 520 WEST END AVENUE, SUITE A CITY: NEW YORK STATE: NY ZIP: 10024 13F-HR 1 submissiondata13f090930.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2009 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: Stux Capital Management, LLC Address: 520 West End Avenue, Suite A New York, New York 10024 13F File Number: 28-11410 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: Thomas A. Bauer Title: Chief Operating Officer Phone: 212-579-7388 Signature, Place, and Date of Signing: Thomas A. Bauer New York, New York November 13, 2009 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 377 Form 13F Information Table Value Total: $418,842 (thousands) FORM 13F INFORMATION TABLE TITLE OF VALUE SHRS/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRTN MANAGERS SOLE SHARED NONE ADVANCED AUTO PARTS COM 00751Y106 511 13000 SH SOLE 0 13000 0 APPLE, INC COM 037833100 5876 31700 SH SOLE 0 21300 10400 AMERISOURCEBERGEN CORP COM 03073E105 401 17900 SH SOLE 0 0 17900 ABBOTT LABS COM 002824100 1820 36800 SH SOLE 0 36800 0 ARCH COAL INC COM 039380100 372 16800 SH SOLE 0 16800 0 AFFILIATED COMPUTER CL A COM 008190100 265 4900 SH SOLE 0 0 4900 ARCHER DANIELS MIDLAND COM 039483102 1552 53100 SH SOLE 0 43000 10100 AUTOMATIC DATA PROCESS COM 053015103 460 11700 SH SOLE 0 11700 0 AUTODESK INC COM 052769106 509 21400 SH SOLE 0 21400 0 AMEREN CORP COM 023608102 468 18500 SH SOLE 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