0001328533-11-000009.txt : 20111115
0001328533-11-000009.hdr.sgml : 20111115
20111115113656
ACCESSION NUMBER: 0001328533-11-000009
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111115
DATE AS OF CHANGE: 20111115
EFFECTIVENESS DATE: 20111115
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: 111206152
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
submissiondata13f110930.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, 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: 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 15, 2011
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: 360
Form 13F Information Table Value Total: 718,676
(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
AGILENT TECHNOLOGIES COM 00846U101 2984 95500 SH SOLE 0 95500 0
AARON'S INC COM 002535300 1222 48400 SH SOLE 0 48400 0
APPLE, INC COM 037833100 29857 78300 SH SOLE 0 78300 0
ABBOTT LABS COM 002824100 4112 80400 SH SOLE 0 80400 0
ACE LTD COM H0023R105 618 10200 SH SOLE 0 10200 0
ADOBE SYS INC COM 00724F101 5421 224300 SH SOLE 0 224300 0
ARCHER DANIELS MIDLAND COM 039483102 203 8200 SH SOLE 0 8200 0
AUTOMATIC DATA PROCESS COM 053015103 3546 75200 SH SOLE 0 75200 0
ALLIANCE DATA SYS CORP COM 018581108 315 3400 SH SOLE 0 3400 0
AUTODESK INC COM 052769106 347 12500 SH SOLE 0 12500 0
AMERN EAGLE OUTFIT COM 02553E106 873 74500 SH SOLE 0 74500 0
AMERICAN ELEC PWR INC COM 025537101 1422 37400 SH SOLE 0 37400 0
AES CORP COM 00130H105 794 81400 SH SOLE 0 81400 0
AETNA INC COM 00817Y108 5157 141900 SH SOLE 0 141900 0
AFLAC INC COM 001055102 5134 146900 SH SOLE 0 146900 0
AGL RES INC COM 001204106 2008 49300 SH SOLE 0 49300 0
AMERICAN CAPITAL AGENCY COM 02503X105 249 9200 SH SOLE 0 9200 0
ASPEN INSURANCE HOLDINGS COM G05384105 468 20300 SH SOLE 0 20300 0
ALLSTATE CORP COM 020002101 4958 209300 SH SOLE 0 209300 0
ALERE INC COM 01449J105 248 12600 SH SOLE 0 12600 0
ALEXION PHARMACEUTICALS COM 015351109 660 10300 SH SOLE 0 10300 0
ADVANCED MICRO DEVICES COM 007903107 232 45600 SH SOLE 0 45600 0
AMGEN INC COM 031162100 3188 58000 SH SOLE 0 58000 0
AMERIPRISE FINANCIAL COM 03076C106 673 17100 SH SOLE 0 17100 0
AMAZON COM INC COM 023135106 1081 5000 SH SOLE 0 5000 0
ABERCROMBIE & FITCH COM 002896207 640 10400 SH SOLE 0 10400 0
APACHE CORP COM 037411105 1428 17800 SH SOLE 0 17800 0
ANADARKO PETE CORP COM 032511107 246 3900 SH SOLE 0 3900 0
ARROW ELECTRS INC COM 042735100 1989 71600 SH SOLE 0 71600 0
ATMEL CORP COM 049513104 180 22300 SH SOLE 0 22300 0
ATMOS ENERGY CORP COM 049560105 1668 51400 SH SOLE 0 51400 0
ACTIVISION BLIZZARD COM 00507V109 2340 196600 SH SOLE 0 196600 0
ATWOOD OCEANICS COM 050095108 1416 41200 SH SOLE 0 41200 0
AVALONBAY CMNTYS INC COM 053484101 673 5900 SH SOLE 0 5900 0
AVAGO TECHNOLOGIES COM Y0486S104 334 10200 SH SOLE 0 10200 0
BOEING CO COM 097023105 1525 25200 SH SOLE 0 25200 0
BANK OF AMERICA CORP COM 060505104 9991 1632500 SH SOLE 0 1632500 0
BEST BUY INC COM 086516101 620 26600 SH SOLE 0 26600 0
BROWN FORMAN COM 115637209 316 4500 SH SOLE 0 4500 0
BUNGE LIMITED COM G16962105 734 12600 SH SOLE 0 12600 0
BAKER HUGHES INC COM 057224107 1911 41400 SH SOLE 0 41400 0
BIG LOTS INC COM 089302103 986 28300 SH SOLE 0 28300 0
BIOGEN IDEC COM 09062X103 1500 16100 SH SOLE 0 16100 0
BJS WHOLESALE CLUB INC COM 05548J106 4109 80200 SH SOLE 0 80200 0
BANK NEW YORK INC COM 064058100 6352 341700 SH SOLE 0 341700 0
BRISTOL MYERS SQUIBB COM 110122108 668 21300 SH SOLE 0 21300 0
BROADCOM CORP COM 111320107 5986 179800 SH SOLE 0 179800 0
BERKSHIRE HATHAWAY COM 084670702 7445 104800 SH SOLE 0 104800 0
BOSTON PROPERTIES INC COM 101121101 882 9900 SH SOLE 0 9900 0
CITIGROUP INC COM 172967424 3478 135800 SH SOLE 0 135800 0
CONAGRA FOODS INC COM 205887102 3066 126600 SH SOLE 0 126600 0
COOPER CAMERON COM 13342B105 1325 31900 SH SOLE 0 31900 0
CATERPILLAR INC COM 149123101 657 8900 SH SOLE 0 8900 0
CHUBB CORP COM 171232101 5261 87700 SH SOLE 0 87700 0
CBRE GROUP INC COM 12504L109 260 19300 SH SOLE 0 19300 0
COCA COLA ENTERPRISES COM 19122T109 2346 94300 SH SOLE 0 94300 0
CADENCE DESIGN SYS INC COM 127387108 322 34900 SH SOLE 0 34900 0
CAREER EDUCATION CORP COM 141665109 136 10400 SH SOLE 0 10400 0
CONSTELLATION ENERGY COM 210371100 2147 56400 SH SOLE 0 56400 0
CELGENE CORP COM 151020104 1938 31300 SH SOLE 0 31300 0
CEPHALON INC COM 156708109 371 4600 SH SOLE 0 4600 0
CHURCH & DWIGHT INC COM 171340102 2077 47000 SH SOLE 0 47000 0
CHESAPEAKE ENERGY COM 165167107 301 11800 SH SOLE 0 11800 0
CHICOS FAS INC COM 168615102 696 60900 SH SOLE 0 60900 0
CIGNA CORP COM 125509109 3221 76800 SH SOLE 0 76800 0
CIENA CORP COM 171779309 416 37100 SH SOLE 0 37100 0
CHIMERA INVESTMENT COM 16934Q109 146 52800 SH SOLE 0 52800 0
CORE LABORATORIES COM N22717107 2192 24400 SH SOLE 0 24400 0
CONTINENTAL RES INC COM 212015101 1166 24100 SH SOLE 0 24100 0
COMCAST CORP COM #VALUE! 6173 295100 SH SOLE 0 295100 0
CMS ENERGY CORP COM 125896100 1498 75700 SH SOLE 0 75700 0
CENTERPOINT ENERGY COM 15189T107 979 49900 SH SOLE 0 49900 0
CABOT OIL & GAS CORP COM 127097103 427 6900 SH SOLE 0 6900 0
CONOCOPHILLIPS COM 20825C104 8054 127200 SH SOLE 0 127200 0
COSTCO WHSL CORP COM 22160K105 4221 51400 SH SOLE 0 51400 0
COMPUWARE CORP COM 205638109 465 60700 SH SOLE 0 60700 0
CHARLES RIV LABS INTL COM 159864107 209 7300 SH SOLE 0 7300 0
CISCO SYS INC COM 17275R102 1502 96900 SH SOLE 0 96900 0
CARLISLE COS INC COM 142339100 564 17700 SH SOLE 0 17700 0
CSX CORP COM 126408103 1103 59100 SH SOLE 0 59100 0
CABLEVISION SYS COM 12686C109 181 11500 SH SOLE 0 11500 0
COVENTRY HEALTH CARE COM 222862104 2149 74600 SH SOLE 0 74600 0
CVS CAREMARK COM 126650100 8166 243100 SH SOLE 0 243100 0
CHEVRON COM 166764100 12574 135800 SH SOLE 0 135800 0
CONCHO RESOURCES COM 20605P101 398 5600 SH SOLE 0 5600 0
CYPRESS SEMICONDUCTOR COM 232806109 2027 135400 SH SOLE 0 135400 0
COMMUNITY HLTH SYS COM 203668108 265 15900 SH SOLE 0 15900 0
DOMINION RES COM 25746U109 822 16200 SH SOLE 0 16200 0
DIEBOLD INC COM 253651103 748 27200 SH SOLE 0 27200 0
DDR CORPORATION COM 23317H102 117 10700 SH SOLE 0 10700 0
DELL COMPUTER CORP COM 24702R101 7688 543700 SH SOLE 0 543700 0
DEAN FOODS COM 242370104 960 108200 SH SOLE 0 108200 0
DANAHER CORP COM 235851102 1174 28000 SH SOLE 0 28000 0
WALT DISNEY COM 254687106 2057 68200 SH SOLE 0 68200 0
DISCOVERY COMMUNICATIONS COM 25470F104 2927 77800 SH SOLE 0 77800 0
DIGITAL REALTY TRUST COM 253868103 298 5400 SH SOLE 0 5400 0
DENBURY RES INC COM 247916208 555 48300 SH SOLE 0 48300 0
DIAMOND OFFSHORE DRILL COM 25271C102 2206 40300 SH SOLE 0 40300 0
AMDOCS LTD COM G02602103 607 22400 SH SOLE 0 22400 0
DPL INC COM 233293109 916 30400 SH SOLE 0 30400 0
DR PEPPER SNAPPLE COM 26138E109 2040 52600 SH SOLE 0 52600 0
DRESSER-RAND GROUP COM 261608103 490 12100 SH SOLE 0 12100 0
DUKE REALTY CORP COM 264411505 133 12700 SH SOLE 0 12700 0
DTE ENERGY CO COM 233331107 377 7700 SH SOLE 0 7700 0
DIRECTV COM 25490A101 6535 154600 SH SOLE 0 154600 0
DUKE ENERGY CORP COM 26441C105 1113 55700 SH SOLE 0 55700 0
DEVRY INC DEL COM 251893103 2336 63200 SH SOLE 0 63200 0
DEVON ENERGY CORP COM 25179M103 2827 51000 SH SOLE 0 51000 0
EBAY INC COM 278642103 826 28000 SH SOLE 0 28000 0
EDISON INTL COM 281020107 1040 27200 SH SOLE 0 27200 0
E M C CORP MASS COM 268648102 2095 99800 SH SOLE 0 99800 0
ENDO PHARMACEUTC HLDGS COM 29264F205 414 14800 SH SOLE 0 14800 0
ENERGIZER HLDGS INC COM 29266R108 2352 35400 SH SOLE 0 35400 0
EL PASO CORP COM 28336L109 853 48800 SH SOLE 0 48800 0
EQUITY RESIDENTIAL COM 29476L107 965 18600 SH SOLE 0 18600 0
EQT CORPORATION COM 26884L109 747 14000 SH SOLE 0 14000 0
ERIE INDTY COM 29530P102 320 4500 SH SOLE 0 4500 0
ELECTRONIC ARTS INC COM 285512109 391 19100 SH SOLE 0 19100 0
ITT EDUCATIONAL SVCS COM 45068B109 2251 39100 SH SOLE 0 39100 0
EXPRESS SCRIPTS INC COM 302182100 5208 140500 SH SOLE 0 140500 0
EXELON CORP COM 30161N101 418 9800 SH SOLE 0 9800 0
EXPEDIA INC COM 30212P105 337 13100 SH SOLE 0 13100 0
F5 NETWORKS INC COM 315616102 455 6400 SH SOLE 0 6400 0
FEDERATED INVS COM 314211103 394 22500 SH SOLE 0 22500 0
FLOWERS FOODS INC COM 343498101 2388 122700 SH SOLE 0 122700 0
FIRST NIAGARA FINANCIAL COM 33582V108 165 18000 SH SOLE 0 18000 0
FEDERAL REALTY INVT TR COM 313747206 255 3100 SH SOLE 0 3100 0
FOREST LABS INC COM 345838106 2719 88300 SH SOLE 0 88300 0
FIRST SOLAR INC COM 336433107 759 12000 SH SOLE 0 12000 0
FOREST OIL CORP COM 346091705 413 28700 SH SOLE 0 28700 0
FMC TECHNOLOGIES INC COM 30249U101 673 17900 SH SOLE 0 17900 0
GENERAL ELEC CO COM 369604103 13748 903300 SH SOLE 0 903300 0
GENERAL GROWTH PPTYS COM 370023103 346 28600 SH SOLE 0 28600 0
GILEAD SCIENCES INC COM 375558103 2033 52400 SH SOLE 0 52400 0
GENERAL MLS INC COM 370334104 1262 32800 SH SOLE 0 32800 0
CORNING INC COM 219350105 235 19000 SH SOLE 0 19000 0
GREEN MTN COFFEE ROASTERS COM 393122106 5260 56600 SH SOLE 0 56600 0
GAMESTOP COM 36467W109 1349 58400 SH SOLE 0 58400 0
GOOGLE INC COM 38259P508 2833 5500 SH SOLE 0 5500 0
GLOBAL PMTS INC COM 37940X102 271 6700 SH SOLE 0 6700 0
GAP INC COM 364760108 654 40300 SH SOLE 0 40300 0
GOLDMAN SACHS GROUP COM 38141G104 7971 84300 SH SOLE 0 84300 0
GREAT PLAINS ENERGY COM 391164100 1258 65200 SH SOLE 0 65200 0
HALLIBURTON CO COM 406216101 6159 201800 SH SOLE 0 201800 0
HANSEN NAT CORP COM 411310105 2732 31300 SH SOLE 0 31300 0
HUDSON CITY BANCORP COM 443683107 1019 180000 SH SOLE 0 180000 0
HEALTH CARE REIT INC COM 42217K106 519 11100 SH SOLE 0 11100 0
HEALTH CARE PPTY INVS COM 40414L109 894 25500 SH SOLE 0 25500 0
HAWAIIAN ELEC INDS COM 419870100 1430 58900 SH SOLE 0 58900 0
HESS CORP COM 42809H107 5319 101400 SH SOLE 0 101400 0
HOLLYFRONTIER CORP COM 436106108 2116 80700 SH SOLE 0 80700 0
HUMAN GENOME SCIENCES COM 444903108 133 10500 SH SOLE 0 10500 0
HEALTH MGMT ASSOC COM 421933102 86 12400 SH SOLE 0 12400 0
HEALTH NET INC COM 42222G108 1740 73400 SH SOLE 0 73400 0
HEINZ H J CO COM 423074103 712 14100 SH SOLE 0 14100 0
HONEYWELL INTL INC COM 438516106 6288 143200 SH SOLE 0 143200 0
HELMERICH & PAYNE INC COM 423452101 1677 41300 SH SOLE 0 41300 0
HEWLETT PACKARD CO COM 428236103 7815 348100 SH SOLE 0 348100 0
H&R BLOCK INC COM 093671105 623 46800 SH SOLE 0 46800 0
HORMEL FOODS CORP COM 440452100 2556 94600 SH SOLE 0 94600 0
HARRIS CORP COM 413875105 513 15000 SH SOLE 0 15000 0
HOSPIRA INC COM 441060100 1857 50200 SH SOLE 0 50200 0
HOST HOTELS & RESORTS INC COM 44107P104 465 42500 SH SOLE 0 42500 0
INTERACTIVE CORP COM 44919P508 1954 49400 SH SOLE 0 49400 0
INTERNATIONAL BUS MACH COM 459200101 12661 72400 SH SOLE 0 72400 0
INTERCONTINENTALEXCHAN COM 45865V100 402 3400 SH SOLE 0 3400 0
INTEL CORP COM 458140100 5123 240200 SH SOLE 0 240200 0
INTERPUBLIC GROUP COS COM 460690100 1988 276100 SH SOLE 0 276100 0
INTERSIL COM 46069S109 964 93700 SH SOLE 0 93700 0
ITC HOLDINGS CORP COM 465685105 201 2600 SH SOLE 0 2600 0
JDS UNIPHASE CORP COM 46612J507 145 14500 SH SOLE 0 14500 0
JOHNSON & JOHNSON COM 478160104 2860 44900 SH SOLE 0 44900 0
JUNIPER NETWORKS INC COM 48203R104 3531 204600 SH SOLE 0 204600 0
JANUS CAPITAL GROUP COM 47102X105 145 24100 SH SOLE 0 24100 0
J P MORGAN CHASE & CO COM 46625H100 13711 455200 SH SOLE 0 455200 0
WILEY JOHN & SONS COM 968223206 409 9200 SH SOLE 0 9200 0
KELLOGG CO COM 487836108 4569 85900 SH SOLE 0 85900 0
KRAFT FOODS INC COM 50075N104 8066 240200 SH SOLE 0 240200 0
KIMCO REALTY CORP COM 49446R109 379 25200 SH SOLE 0 25200 0
KLA-TENCOR CORP COM 482480100 3518 91900 SH SOLE 0 91900 0
COCA COLA CO COM 191216100 5797 85800 SH SOLE 0 85800 0
KROGER CO COM 501044101 898 40900 SH SOLE 0 40900 0
LIBERTY GLOBAL INC COM #VALUE! 546 15100 SH SOLE 0 15100 0
LINEAR TECHNOLOGY CORP COM 535678106 437 15800 SH SOLE 0 15800 0
ELI LILLY & CO COM 532457108 5775 156200 SH SOLE 0 156200 0
LOCKHEED MARTIN CORP COM 539830109 1111 15300 SH SOLE 0 15300 0
LINCARE HLDGS INC COM 532791100 1008 44800 SH SOLE 0 44800 0
LIFEPOINT HOSPITALS COM 53219L109 1440 39300 SH SOLE 0 39300 0
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