0001328533-14-000007.txt : 20140714 0001328533-14-000007.hdr.sgml : 20140714 20140714113926 ACCESSION NUMBER: 0001328533-14-000007 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140630 FILED AS OF DATE: 20140714 DATE AS OF CHANGE: 20140714 EFFECTIVENESS DATE: 20140714 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: 14973084 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 primary_doc.xml 13F-HR LIVE false false false 0001328533 XXXXXXXX 06-30-2014 06-30-2014 Stux Capital Management, LLC

520 WEST END AVENUE, SUITE A NEW YORK NY 10024

13F HOLDINGS REPORT 028-11410 N Thomas Bauer 212-579-7388 Thomas Bauer New York NY 07-14-2014 0 444 765877 false INFORMATION TABLE 2 stux140630.xml AGILENT TECHNOLOGIES COM 00846U101 379 6600 SH SOLE 0 6600 0 AMERICAN AIRLS GROUP INC COM 02376R102 4966 115600 SH SOLE 0 115600 0 APPLE INC COM 037833100 19692 211900 SH SOLE 0 211900 0 ABBVIE INC COM 00287Y109 7303 129400 SH SOLE 0 129400 0 ABBOTT LABS COM 002824100 2376 58100 SH SOLE 0 58100 0 AMERICAN CAMPUS COMMUNITIES COM 024835100 241 6300 SH SOLE 0 6300 0 ARCH CAP GROUP COM G0450A105 1953 34000 SH SOLE 0 34000 0 AECOM TECHNOLOGY CORP COM 00766T100 696 21600 SH SOLE 0 21600 0 ACCENTURE LTD COM G1151C101 825 10200 SH SOLE 0 10200 0 ACTAVIS INC COM G0083B108 3279 14700 SH SOLE 0 14700 0 ADOBE SYS INC COM 00724F101 1512 20900 SH SOLE 0 20900 0 ARCHER DANIELS MIDLAND COM 039483102 415 9400 SH SOLE 0 9400 0 AUTOMATIC DATA PROCESS COM 053015103 1530 19300 SH SOLE 0 19300 0 ALLIANCE DATA SYS CORP COM 018581108 2503 8900 SH SOLE 0 8900 0 AUTODESK INC COM 052769106 513 9100 SH SOLE 0 9100 0 AMERICAN ELEC PWR INC COM 025537101 2989 53600 SH SOLE 0 53600 0 AES CORP COM 00130H105 1594 102500 SH SOLE 0 102500 0 AMERICAN FINL GROUP COM 025932104 3032 50900 SH SOLE 0 50900 0 AFLAC INC COM 001055102 4513 72500 SH SOLE 0 72500 0 AGCO CORPORATION COM 001084102 787 14000 SH SOLE 0 14000 0 ALLERGAN INC COM 018490102 3791 22400 SH SOLE 0 22400 0 AMERICAN INTL GROUP COM 026874784 1272 23300 SH SOLE 0 23300 0 APARTMENT INVT & MGMT COM 03748R101 736 22800 SH SOLE 0 22800 0 ASSURANT INC COM 04621X108 1606 24500 SH SOLE 0 24500 0 ARTHUR J GALLAGHER & CO COM 363576109 354 7600 SH SOLE 0 7600 0 ALASKA AIR GROUP INC COM 011659109 352 3700 SH SOLE 0 3700 0 ALKERMES INC COM G01767105 252 5000 SH SOLE 0 5000 0 ALLSTATE CORP COM 020002101 2913 49600 SH SOLE 0 49600 0 ALLY FINL INC COM 02005N100 313 13100 SH SOLE 0 13100 0 ALTERA CORP COM 021441100 396 11400 SH SOLE 0 11400 0 ALEXION PHARMACEUTICALS COM 015351109 1203 7700 SH SOLE 0 7700 0 APPLIED MATLS INC COM 038222105 591 26200 SH SOLE 0 26200 0 AFFILIATED MNGRS GRP COM 008252108 2280 11100 SH SOLE 0 11100 0 AMGEN INC COM 031162100 3492 29500 SH SOLE 0 29500 0 AMERICAN HOMES 4 RENT COM 02665T306 325 18300 SH SOLE 0 18300 0 AMERIPRISE FINANCIAL INC COM 03076C106 3024 25200 SH SOLE 0 25200 0 AMERICAN TOWER REIT INC COM 03027X100 1197 13300 SH SOLE 0 13300 0 TD AMERITRADE HLDG COM 87236Y108 640 20400 SH SOLE 0 20400 0 AMAZON COM INC COM 023135106 4320 13300 SH SOLE 0 13300 0 AUTONATION INC COM 05329W102 442 7400 SH SOLE 0 7400 0 AON CORPORATION COM G0408V102 261 2900 SH SOLE 0 2900 0 ARTISAN PARTNERS ASSET MGMT COM 04316A108 1961 34600 SH SOLE 0 34600 0 ANADARKO PETE CORP COM 032511107 1073 9800 SH SOLE 0 9800 0 ANTERO RES CORP COM 03674X106 873 13300 SH SOLE 0 13300 0 AIRGAS INC COM 009363102 828 7600 SH SOLE 0 7600 0 ARRIS GROUP INC COM 04270V106 254 7800 SH SOLE 0 7800 0 ARROW ELECTRS INC COM 042735100 465 7700 SH SOLE 0 7700 0 ATMOS ENERGY CORP COM 049560105 288 5400 SH SOLE 0 5400 0 APTARGROUP INC COM 038336103 422 6300 SH SOLE 0 6300 0 AMERICAN WTR WKS INC COM 030420103 2290 46300 SH SOLE 0 46300 0 AMERICAN EXPRESS CO COM 025816109 7172 75600 SH SOLE 0 75600 0 AXIS CAPITAL HOLDINGS COM G0692U109 1855 41900 SH SOLE 0 41900 0 BOEING CO COM 097023105 522 4100 SH SOLE 0 4100 0 BANK OF AMERICA CORP COM 060505104 13908 904900 SH SOLE 0 904900 0 BOOZ ALLEN HAMILTON HOLDING COM 099502106 244 11500 SH SOLE 0 11500 0 BED BATH & BEYOND INC COM 075896100 1016 17700 SH SOLE 0 17700 0 BB&T CORP COM 054937107 1116 28300 SH SOLE 0 28300 0 BRANDYWINE RLTY TR COM 105368203 491 31500 SH SOLE 0 31500 0 BE AEROSPACE INC COM 073302101 2183 23600 SH SOLE 0 23600 0 FRANKLIN RES INC COM 354613101 1099 19000 SH SOLE 0 19000 0 BAKER HUGHES INC COM 057224107 2114 28400 SH SOLE 0 28400 0 BIOGEN IDEC COM 09062X103 2901 9200 SH SOLE 0 9200 0 BANK NEW YORK INC COM 064058100 5558 148300 SH SOLE 0 148300 0 BURGER KING WORLDWIDE COM 121220107 1492 54800 SH SOLE 0 54800 0 BLACKROCK INC COM 09247X101 1438 4500 SH SOLE 0 4500 0 BALL CORP COM 058498106 1805 28800 SH SOLE 0 28800 0 BIOMED REALTY TRUST INC COM 09063H107 445 20400 SH SOLE 0 20400 0 BIOMARIN PHARMACEUTICAL COM 09061G101 361 5800 SH SOLE 0 5800 0 BRISTOL MYERS SQUIBB COM 110122108 4550 93800 SH SOLE 0 93800 0 BERKSHIRE HATHAWAY COM 084670702 10796 85300 SH SOLE 0 85300 0 BROWN & BROWN INC COM 115236101 2245 73100 SH SOLE 0 73100 0 BRIXMOR PROPERTY GROUP COM 11120U105 301 13100 SH SOLE 0 13100 0 BALLY TECHNOLOGIES INC COM 05874B107 894 13600 SH SOLE 0 13600 0 CITIGROUP INC COM 172967424 5534 117500 SH SOLE 0 117500 0 CARDINAL HEALTH INC COM 14149Y108 2756 40200 SH SOLE 0 40200 0 COOPER CAMERON CORP COM 13342B105 1131 16700 SH SOLE 0 16700 0 CENDANT CORP COM 053774105 340 5700 SH SOLE 0 5700 0 CATERPILLAR INC COM 149123101 239 2200 SH SOLE 0 2200 0 CBRE GROUP INC COM 12504L109 541 16900 SH SOLE 0 16900 0 CBL & ASSOC PPTYS INC COM 124830100 325 17100 SH SOLE 0 17100 0 CBOE HOLDINGS INC COM 12503M108 1968 40000 SH SOLE 0 40000 0 CBS CORP COM 124857202 5077 81700 SH SOLE 0 81700 0 CUBIST PHARMACEUTICALS COM 229678107 202 2900 SH SOLE 0 2900 0 CROWN CASTLE INTL CORP COM 228227104 1047 14100 SH SOLE 0 14100 0 CROWN HOLDINGS INC COM 228368106 537 10800 SH SOLE 0 10800 0 CADENCE DESIGN SYS INC COM 127387108 696 39800 SH SOLE 0 39800 0 CELGENE CORP COM 151020104 2671 31100 SH SOLE 0 31100 0 CAREFUSION CORPORATION COM 14170T101 452 10200 SH SOLE 0 10200 0 CHURCH & DWIGHT INC COM 171340102 860 12300 SH SOLE 0 12300 0 CHOICE HOTELS INTL INC COM 169905106 1159 24600 SH SOLE 0 24600 0 CIGNA CORP COM 125509109 846 9200 SH SOLE 0 9200 0 CHIMERA INVESTMENT CORP COM 16934Q109 445 139500 SH SOLE 0 139500 0 CLOROX CO COM 189054109 914 10000 SH SOLE 0 10000 0 COMCAST CORP COM 20030N101 6436 119900 SH SOLE 0 119900 0 CMS ENERGY CORP COM 125896100 2265 72700 SH SOLE 0 72700 0 CENTERPOINT ENERGY INC COM 15189T107 493 19300 SH SOLE 0 19300 0 CAPITAL ONE FINL CORP COM 14040H105 231 2800 SH SOLE 0 2800 0 COACH INC COM 189754104 626 18300 SH SOLE 0 18300 0 COMMSCOPE HLDG CO INC COM 20337X109 1978 85500 SH SOLE 0 85500 0 CONOCOPHILLIPS COM 20825C104 3575 41700 SH SOLE 0 41700 0 COVIDIEN LTD COM G2554F113 3508 38900 SH SOLE 0 38900 0 CALPINE CORP COM 131347304 1524 64000 SH SOLE 0 64000 0 CAMDEN PPTY TR COM 133131102 349 4900 SH SOLE 0 4900 0 SALESFORCE COM INC COM 79466L302 2759 47500 SH SOLE 0 47500 0 COMPUTER SCIENCES CORP COM 205363104 348 5500 SH SOLE 0 5500 0 CISCO SYS INC COM 17275R102 1287 51800 SH SOLE 0 51800 0 CARLISLE COS INC COM 142339100 269 3100 SH SOLE 0 3100 0 COGNIZANT TECH SOLUTNS COM 192446102 1942 39700 SH SOLE 0 39700 0 CITRIX SYS INC COM 177376100 644 10300 SH SOLE 0 10300 0 CVR ENERGY INC COM 12662P108 212 4400 SH SOLE 0 4400 0 CVS CAREMARK COM 126650100 1409 18700 SH SOLE 0 18700 0 CHEVRONTEXACO CORP COM 166764100 7598 58200 SH SOLE 0 58200 0 CORRECTIONS CORP COM 22025Y407 457 13900 SH SOLE 0 13900 0 COMMUNITY HLTH SYS COM 203668108 222 4900 SH SOLE 0 4900 0 DOMINION RES VA COM 25746U109 3733 52200 SH SOLE 0 52200 0 DELTA AIR LINES COM 247361702 329 8500 SH SOLE 0 8500 0 DU PONT E I DE NEMOURS COM 263534109 667 10200 SH SOLE 0 10200 0 DDR CORPORATION COM 23317H102 647 36700 SH SOLE 0 36700 0 DOUGLAS EMMETT INC COM 25960P109 590 20900 SH SOLE 0 20900 0 DISCOVER FINANCIAL SVCS COM 254709108 3056 49300 SH SOLE 0 49300 0 DANAHER CORP COM 235851102 4976 63200 SH SOLE 0 63200 0 WALT DISNEY COMPANY COM 254687106 3490 40700 SH SOLE 0 40700 0 DISCOVERY COMMUNICATIONS COM 25470F104 2563 34500 SH SOLE 0 34500 0 DICKS SPORTING GOODS COM 253393102 312 6700 SH SOLE 0 6700 0 DOLLAR TREE STORES COM 256746108 2222 40800 SH SOLE 0 40800 0 DENBURY RES INC COM 247916208 454 24600 SH SOLE 0 24600 0 DOW CHEM CO COM 260543103 4225 82100 SH SOLE 0 82100 0 DOMINOS PIZZA INC COM 25754A201 731 10000 SH SOLE 0 10000 0 DRESSER-RAND GROUP COM 261608103 1759 27600 SH SOLE 0 27600 0 DUKE REALTY CORP COM 264411505 292 16100 SH SOLE 0 16100 0 DRIL-QUIP INC COM 262037104 579 5300 SH SOLE 0 5300 0 DST SYS INC COM 233326107 249 2700 SH SOLE 0 2700 0 DTE ENERGY CO COM 233331107 592 7600 SH SOLE 0 7600 0 DIRECTV COM 25490A309 3392 39900 SH SOLE 0 39900 0 DUKE ENERGY CORP COM 26441C204 267 3600 SH SOLE 0 3600 0 EBAY INC COM 278642103 4385 87600 SH SOLE 0 87600 0 EDISON INTL COM 281020107 750 12900 SH SOLE 0 12900 0 ESTEE LAUDER COMPANIES COM 518439104 260 3500 SH SOLE 0 3500 0 E M C CORP MASS COM 268648102 9796 371900 SH SOLE 0 371900 0 EASTMAN CHEM CO COM 277432100 603 6900 SH SOLE 0 6900 0 ENDURANCE SPECIALTY HL COM G30397106 1465 28400 SH SOLE 0 28400 0 EOG RES INC COM 26875P101 1157 9900 SH SOLE 0 9900 0 ERIE INDTY CO CL A COM 29530P102 444 5900 SH SOLE 0 5900 0 EXPRESS SCRIPTS HOLDING COM 30219G108 4118 59400 SH SOLE 0 59400 0 E TRADE GROUP INC COM 269246401 534 25100 SH SOLE 0 25100 0 EATON CORP COM G29183103 224 2900 SH SOLE 0 2900 0 EATON VANCE CORP COM 278265103 2116 56000 SH SOLE 0 56000 0 EAST WEST BANCORP INC COM 27579R104 381 10900 SH SOLE 0 10900 0 EXPEDITORS INTL WASH COM 302130109 278 6300 SH SOLE 0 6300 0 EXTRA SPACE STORAGE CON 30225T102 256 4800 SH SOLE 0 4800 0 FORD MTR CO COM 345370860 693 40200 SH SOLE 0 40200 0 FACEBOOK INC COM 30303M102 2793 41500 SH SOLE 0 41500 0 FORTUNE BRANDS HOME & SEC COM 34964C106 651 16300 SH SOLE 0 16300 0 FOREST CITY ENTERPRISE COM 345550107 356 17900 SH SOLE 0 17900 0 FACTSET RESH SYS INC COM 303075105 842 7000 SH SOLE 0 7000 0 FEDEX CORP COM 31428X106 227 1500 SH SOLE 0 1500 0 F5 NETWORKS INC COM 315616102 2251 20200 SH SOLE 0 20200 0 FIRST HORIZON NATL CORP COM 320517105 1010 85200 SH SOLE 0 85200 0 FRANKS INTL N V COM N33462107 881 35800 SH SOLE 0 35800 0 FEDERATED INVS INC COM 314211103 2016 65200 SH SOLE 0 65200 0 FISERV INC COM 337738108 1960 32500 SH SOLE 0 32500 0 FIFTH THIRD BANCORP COM 316773100 905 42400 SH SOLE 0 42400 0 FLUOR CORP COM 343412102 769 10000 SH SOLE 0 10000 0 FIDELITY NATIONAL FINANCIAL COM 31620R303 370 11300 SH SOLE 0 11300 0 FOSSIL GROUP INC COM 34988V106 334 3200 SH SOLE 0 3200 0 TWENTY FIRST CENTURY FOX COM 90130A101 4204 119600 SH SOLE 0 119600 0 FOREST LABS INC COM 345838106 2218 22400 SH SOLE 0 22400 0 FMC TECHNOLOGIES INC COM 30249U101 1069 17500 SH SOLE 0 17500 0 FORTINET INC COM 34959E109 312 12400 SH SOLE 0 12400 0 FRONTIER COMMUNICATIONS COM 35906A108 2028 347200 SH SOLE 0 347200 0 GENERAL ELEC CO COM 369604103 9537 362900 SH SOLE 0 362900 0 GREIF INC COM 397624107 513 9400 SH SOLE 0 9400 0 GILEAD SCIENCES INC COM 375558103 4950 59700 SH SOLE 0 59700 0 GENERAL MLS INC COM 370334104 657 12500 SH SOLE 0 12500 0 GAMING & LEISURE PPTYS INC COM 36467J108 510 15000 SH SOLE 0 15000 0 CORNING INC COM 219350105 1870 85200 SH SOLE 0 85200 0 GENERAL MTRS CORP COM 37045V100 3753 103400 SH SOLE 0 103400 0 GNC HLDGS INC COM 36191G107 239 7000 SH SOLE 0 7000 0 GENTEX CORP COM 371901109 1335 45900 SH SOLE 0 45900 0 GOOGLE INC CL C COM 38259P706 1611 2800 SH SOLE 0 2800 0 GOOGLE INC CL A COM 38259P508 1579 2700 SH SOLE 0 2700 0 GENUINE PARTS CO COM 372460105 2090 23800 SH SOLE 0 23800 0 GLOBAL PMTS INC COM 37940X102 386 5300 SH SOLE 0 5300 0 GAP INC COM 364760108 266 6400 SH SOLE 0 6400 0 GOLDMAN SACHS GROUP COM 38141G104 1172 7000 SH SOLE 0 7000 0 GREAT PLAINS ENERGY COM 391164100 1104 41100 SH SOLE 0 41100 0 REALOGY CORP COM 448579102 2025 33200 SH SOLE 0 33200 0 HALLIBURTON CO COM 406216101 4239 59700 SH SOLE 0 59700 0 HANESBRANDS INC COM 410345102 246 2500 SH SOLE 0 2500 0 HUDSON CITY BANCORP COM 443683107 291 29600 SH SOLE 0 29600 0 HCC INS HLDGS INC COM 404132102 2090 42700 SH SOLE 0 42700 0 HOME DEPOT INC COM 437076102 4429 54700 SH SOLE 0 54700 0 HAWAIIAN ELEC INDS COM 419870100 1998 78900 SH SOLE 0 78900 0 HARTFORD FINL SVCS COM 416515104 992 27700 SH SOLE 0 27700 0 HUNTINGTON INGALLS COM 446413106 823 8700 SH SOLE 0 8700 0 HERBALIFE LTD COM G4412G101 342 5300 SH SOLE 0 5300 0 HEALTH NET INC COM 42222G108 1051 25300 SH SOLE 0 25300 0 HARLEY DAVIDSON INC COM 412822108 1173 16800 SH SOLE 0 16800 0 HONEYWELL INTL INC COM 438516106 4740 51000 SH SOLE 0 51000 0 STARWOOD HOTELS&RESORT COM 85590A401 2336 28900 SH SOLE 0 28900 0 HEWLETT PACKARD CO COM 428236103 6305 187200 SH SOLE 0 187200 0 HOSPITALITY PPTYS TR COM 44106M102 353 11600 SH SOLE 0 11600 0 H&R BLOCK INC COM 093671105 821 24500 SH SOLE 0 24500 0 HARRIS CORP COM 413875105 1985 26200 SH SOLE 0 26200 0 HOSPIRA INC COM 441060100 349 6800 SH SOLE 0 6800 0 HOST HOTELS & RESORTS INC COM 44107P104 1078 49000 SH SOLE 0 49000 0 HEALTHCARE TRUST OF AMERICA COM 42225P105 454 37700 SH SOLE 0 37700 0 HEXCEL CORPORATION COM 428291108 1824 44600 SH SOLE 0 44600 0 IAC/INTERACTIVECORP COM 44919P508 353 5100 SH SOLE 0 5100 0 INTERNATIONAL BUS MACH COM 459200101 3698 20400 SH SOLE 0 20400 0 INTERNATIONAL FLAV&FRA COM 459506101 542 5200 SH SOLE 0 5200 0 INGRAM MICRO INC COM 457153104 2124 72700 SH SOLE 0 72700 0 INCYTE CORP COM 45337C102 327 5800 SH SOLE 0 5800 0 INFORMATICA CORP COM 45666Q102 503 14100 SH SOLE 0 14100 0 WORLD FUEL SVCS CORP COM 981475106 3766 76500 SH SOLE 0 76500 0 INTEL CORP COM 458140100 2024 65500 SH SOLE 0 65500 0 INTUIT COM 461202103 258 3200 SH SOLE 0 3200 0 INTL PAPER CO COM 460146103 777 15400 SH SOLE 0 15400 0 INTERPUBLIC GROUP COS COM 460690100 486 24900 SH SOLE 0 24900 0 INVESCO LTD COM G491BT108 932 24700 SH SOLE 0 24700 0 JARDEN CORP COM 471109108 226 3800 SH SOLE 0 3800 0 JAZZ PHARMACEUTICALS INC COM G50871105 588 4000 SH SOLE 0 4000 0 HUNT JB TRANS SVC INC COM 445658107 494 6700 SH SOLE 0 6700 0 JOHNSON CTLS INC COM 478366107 5193 104000 SH SOLE 0 104000 0 JONES LANG LASALLE INC COM 48020Q107 670 5300 SH SOLE 0 5300 0 JOHNSON & JOHNSON COM 478160104 3536 33800 SH SOLE 0 33800 0 JOY GLOBAL INC COM 481165108 813 13200 SH SOLE 0 13200 0 JPMORGAN CHASE & CO COM 46625H100 6551 113700 SH SOLE 0 113700 0 NORDSTROM INC COM 655664100 523 7700 SH SOLE 0 7700 0 KBR INC COM 48242W106 704 29500 SH SOLE 0 29500 0 KIRBY CORP COM 497266106 797 6800 SH SOLE 0 6800 0 KEYCORP COM 493267108 506 35300 SH SOLE 0 35300 0 KIMCO REALTY CORP COM 49446R109 480 20900 SH SOLE 0 20900 0 KLA-TENCOR CORP COM 482480100 683 9400 SH SOLE 0 9400 0 KIMBERLY CLARK CORP COM 494368103 1201 10800 SH SOLE 0 10800 0 KINDER MORGAN INC DEL COM 49456B101 1041 28700 SH SOLE 0 28700 0 KNOWLES CORP COM 49926D109 252 8200 SH SOLE 0 8200 0 COCA COLA CO COM 191216100 1635 38600 SH SOLE 0 38600 0 KOSMOS ENERGY LTD COM G5315B107 175 15600 SH SOLE 0 15600 0 KILROY RLTY CORP COM 49427F108 374 6000 SH SOLE 0 6000 0 KRAFT FOODS GROUP COM 50076Q106 3309 55200 SH SOLE 0 55200 0 LAMAR ADVERTISING COM 512815101 345 6500 SH SOLE 0 6500 0 LAZARD LTD SHS A COM G54050102 1985 38500 SH SOLE 0 38500 0 L BRANDS INC COM 501797104 387 6600 SH SOLE 0 6600 0 LEAR CORP COM 521865204 1027 11500 SH SOLE 0 11500 0 LIBERTY MEDIA INTERACTIV COM 53071M104 349 11900 SH SOLE 0 11900 0 LKQ CORP COM 501889208 238 8900 SH SOLE 0 8900 0 ELI LILLY & CO COM 532457108 1927 31000 SH SOLE 0 31000 0 LEGG MASON INC COM 524901105 528 10300 SH SOLE 0 10300 0 LINCOLN NATL CORP IND COM 534187109 895 17400 SH SOLE 0 17400 0 ALLIANT ENERGY CORP COM 018802108 329 5400 SH SOLE 0 5400 0 LOWES COS INC COM 548661107 2567 53500 SH SOLE 0 53500 0 LPL FINANCIAL HOLDINGS INC COM 50212V100 2000 40200 SH SOLE 0 40200 0 LANDSTAR SYS INC COM 515098101 1107 17300 SH SOLE 0 17300 0 SOUTHWEST AIRLS CO COM 844741108 752 28000 SH SOLE 0 28000 0 LEVEL 3 COMMUNICTIONS COM 52729N308 1941 44200 SH SOLE 0 44200 0 LIBERTY INTERACTIVE VENTU COM 53071M880 325 4400 SH SOLE 0 4400 0 LAS VEGAS SANDS CORP COM 517834107 2378 31200 SH SOLE 0 31200 0 LYONDELLBASELL INDUSTRIES COM N53745100 293 3000 SH SOLE 0 3000 0 MACYS INC COM 55616P104 731 12600 SH SOLE 0 12600 0 MASTERCARD INC COM 57636Q104 1859 25300 SH SOLE 0 25300 0 MARRIOTT INTL INC COM 571903202 1167 18200 SH SOLE 0 18200 0 MATTEL INC COM 577081102 343 8800 SH SOLE 0 8800 0 MICROS SYSTEMS INC COM 594901100 876 12900 SH SOLE 0 12900 0 MONDELEZ INTERNATIONAL COM 609207105 636 16900 SH SOLE 0 16900 0 MEDTRONIC INC COM 585055106 791 12400 SH SOLE 0 12400 0 MDU RES GROUP INC COM 552690109 1004 28600 SH SOLE 0 28600 0 MEDIVATION INC COM 58501N101 239 3100 SH SOLE 0 3100 0 MFA FINANCIAL INC COM 55272X102 365 44400 SH SOLE 0 44400 0 MGM RESORTS INTERNATIONAL COM 552953101 364 13800 SH SOLE 0 13800 0 MOHAWK INDS INC COM 608190104 1425 10300 SH SOLE 0 10300 0 MARSH & MCLENNAN COS COM 571748102 3819 73700 SH SOLE 0 73700 0 3M CO COM 88579Y101 1117 7800 SH SOLE 0 7800 0 MALLINCKRODT PLC COM G5785G107 1024 12800 SH SOLE 0 12800 0 MRC GLOBAL INC COM 55345K103 668 23600 SH SOLE 0 23600 0 MERCK & CO INC COM 58933Y105 12796 221200 SH SOLE 0 221200 0 MARATHON OIL CORP COM 565849106 255 6400 SH SOLE 0 6400 0 MORGAN STAN DEAN WITTR COM 617446448 5771 178500 SH SOLE 0 178500 0 MSCI INC COM 55354G100 2293 50000 SH SOLE 0 50000 0 MICROSOFT CORP COM 594918104 9683 232200 SH SOLE 0 232200 0 MYLAN LABS INC COM 628530107 2686 52100 SH SOLE 0 52100 0 NABORS INDS INC COM G6359F103 499 17000 SH SOLE 0 17000 0 NCR CORP COM 62886E108 2186 62300 SH SOLE 0 62300 0 THE NASDAQ OMX GROUP COM 631103108 745 19300 SH SOLE 0 19300 0 NISOURCE INC COM 65473P105 539 13700 SH SOLE 0 13700 0 NIKE INC CL B COM 654106103 279 3600 SH SOLE 0 3600 0 NATIONAL RETAIL PPTYS INC COM 637417106 264 7100 SH SOLE 0 7100 0 NATIONAL-OILWELL INC COM 637071101 5353 65000 SH SOLE 0 65000 0 NETAPP INC COM 64110D104 2421 66300 SH SOLE 0 66300 0 NORTHERN TR CORP COM 665859104 1374 21400 SH SOLE 0 21400 0 NORTHEAST UTILS COM 664397106 638 13500 SH SOLE 0 13500 0 NEWELL RUBBERMAID INC COM 651229106 2126 68600 SH SOLE 0 68600 0 NEW YORK COMMUNITY BANCORP COM 649445103 2216 138700 SH SOLE 0 138700 0 OWENS CORNING COM 690742101 704 18200 SH SOLE 0 18200 0 OLD DOMINION FREIGHT LINE COM 679580100 828 13000 SH SOLE 0 13000 0 CORP OFFICE PPTYS TR INC COM 22002T108 273 9800 SH SOLE 0 9800 0 OGE ENERGY CORP COM 670837103 1329 34000 SH SOLE 0 34000 0 OCEANEERING INTL INC COM 675232102 570 7300 SH SOLE 0 7300 0 OMNICOM GROUP INC COM 681919106 2478 34800 SH SOLE 0 34800 0 ON SEMICONDUCTOR CORP COM 682189105 239 26100 SH SOLE 0 26100 0 ORACLE CORP COM 68389X105 12775 315200 SH SOLE 0 315200 0 OSHKOSH CORPORATION COM 688239201 733 13200 SH SOLE 0 13200 0 OCCIDENTAL PETE CP COM 674599105 1324 12900 SH SOLE 0 12900 0 PEOPLES BK BRIDGEPORT COM 712704105 2119 139700 SH SOLE 0 139700 0 PRICELINE GROUP INC COM 741503403 962 800 SH SOLE 0 800 0 PHARMACYCLICS INC COM 716933106 224 2500 SH SOLE 0 2500 0 PEPSICO INC COM 713448108 1322 14800 SH SOLE 0 14800 0 PFIZER INC COM 717081103 15006 505600 SH SOLE 0 505600 0 PRINCIPAL FINANCIAL GP COM 74251V102 949 18800 SH SOLE 0 18800 0 PROCTER & GAMBLE CO COM 742718109 5360 68200 SH SOLE 0 68200 0 PULTE HOMES INC COM 745867101 314 15600 SH SOLE 0 15600 0 PACKAGING CORP AMER COM 695156109 1451 20300 SH SOLE 0 20300 0 PROLOGIS TR SH BEN INT COM 74340W103 838 20400 SH SOLE 0 20400 0 PINNACLE WEST CAP CORP COM 723484101 1527 26400 SH SOLE 0 26400 0 PEPCO HOLDINGS INC COM 713291102 2124 77300 SH SOLE 0 77300 0 POST PPTYS INC COM 737464107 519 9700 SH SOLE 0 9700 0 PARTNERRE LTD COM G6852T105 295 2700 SH SOLE 0 2700 0 PRUDENTIAL FINL INC COM 744320102 5415 61000 SH SOLE 0 61000 0 PHILLIPS 66 COM 718546104 4987 62000 SH SOLE 0 62000 0 PATTERSON UTI ENERGY COM 703481101 290 8300 SH SOLE 0 8300 0 PRAXAIR INC COM 74005P104 1142 8600 SH SOLE 0 8600 0 QUALCOMM INC COM 747525103 7088 89500 SH SOLE 0 89500 0 QUESTCOR PHARMACEUTICALS COM 74835Y101 231 2500 SH SOLE 0 2500 0 ROYAL CARIBBEAN CRUISE COM V7780T103 1390 25000 SH SOLE 0 25000 0 ROWAN COS INC COM G7665A101 386 12100 SH SOLE 0 12100 0 REGENERON PHARMACEUT COM 75886F107 876 3100 SH SOLE 0 3100 0 RPC INC COM 749660106 409 17400 SH SOLE 0 17400 0 REGIONS FINL CORP COM 7591EP100 668 62900 SH SOLE 0 62900 0 REINSURANCE GROUP AMER COM 759351604 2004 25400 SH SOLE 0 25400 0 REGAL ENTMT GROUP COM 758766109 1950 92400 SH SOLE 0 92400 0 RICE ENERGY INC COM 762760106 542 17800 SH SOLE 0 17800 0 RAYMOND JAMES FINL INC COM 754730109 573 11300 SH SOLE 0 11300 0 REALOGY HLDGS CORP COM 75605Y106 2481 65800 SH SOLE 0 65800 0 ROPER INDS INC COM 776696106 540 3700 SH SOLE 0 3700 0 ROSS STORES INC COM 778296103 1078 16300 SH SOLE 0 16300 0 RPM INTL INC COM 749685103 291 6300 SH SOLE 0 6300 0 RIVERBED TECHNOLOGY INC COM 768573107 1071 51900 SH SOLE 0 51900 0 SPRINT NEXTEL CORP COM 85207U105 1931 226400 SH SOLE 0 226400 0 SALLY BEAUTY HOLDINGS INC COM 79546E104 477 19000 SH SOLE 0 19000 0 SIGNATURE BANK COM 82669G104 757 6000 SH SOLE 0 6000 0 SANTANDER CONSUMER USA COM 80283M101 1934 99500 SH SOLE 0 99500 0 SCANA CORP COM 80589M102 361 6700 SH SOLE 0 6700 0 SCHWAB CHARLES COM 808513105 2281 84700 SH SOLE 0 84700 0 SERVICE CORP INTL COM 817565104 891 43000 SH SOLE 0 43000 0 SEAWORLD ENTERTAINMENT COM 81282V100 972 34300 SH SOLE 0 34300 0 SEI INVESTMENTS CO COM 784117103 1989 60700 SH SOLE 0 60700 0 STANCORP FINL GROUP COM 852891100 275 4300 SH SOLE 0 4300 0 SIRIUS XM HOLDINGS INC COM 82968B103 1012 292600 SH SOLE 0 292600 0 SIX FLAGS ENTERTAINMENT COM 83001A102 2047 48100 SH SOLE 0 48100 0 SCHLUMBERGER LTD COM 806857108 4270 36200 SH SOLE 0 36200 0 SL GREEN RLTY CORP COM 78440X101 799 7300 SH SOLE 0 7300 0 SILGAN HOLDINGS INC COM 827048109 966 19000 SH SOLE 0 19000 0 SOLERA HOLDINGS INC COM 83421A104 537 8000 SH SOLE 0 8000 0 SALIX PHARMACEUTICALS COM 795435106 2233 18100 SH SOLE 0 18100 0 SCOTTS CO CL A COM 810186106 222 3900 SH SOLE 0 3900 0 SENIOR HOUSING PPTYS COM 81721M109 255 10500 SH SOLE 0 10500 0 SCRIPPS NETWKS INTERACTIVE COM 811065101 398 4900 SH SOLE 0 4900 0 SOUTHERN CO COM 842587107 1638 36100 SH SOLE 0 36100 0 SIMON PPTY GROUP COM 828806109 349 2100 SH SOLE 0 2100 0 SUNTRUST BKS INC COM 867914103 2756 68800 SH SOLE 0 68800 0 QUESTAR CORP COM 748356102 1929 77800 SH SOLE 0 77800 0 STARZ COM 85571Q102 1320 44300 SH SOLE 0 44300 0 STATE STR CORP COM 857477103 4977 74000 SH SOLE 0 74000 0 STARWOOD PPTY TR INC COM 85571B105 266 11200 SH SOLE 0 11200 0 SOLARWINDS INC COM 83416B109 522 13500 SH SOLE 0 13500 0 AT&T INC COM 00206R102 9020 255100 SH SOLE 0 255100 0 TCF FINL CORP COM 872275102 2046 125000 SH SOLE 0 125000 0 TAUBMAN CTRS INC COM 876664103 796 10500 SH SOLE 0 10500 0 TELEPHONE & DATA SYS COM 879433829 517 19800 SH SOLE 0 19800 0 TECO ENERGY INC COM 872375100 1233 66700 SH SOLE 0 66700 0 TECH DATA CORP COM 878237106 238 3800 SH SOLE 0 3800 0 TERADYNE INC COM 880770102 278 14200 SH SOLE 0 14200 0 TEREX CORP COM 880779103 740 18000 SH SOLE 0 18000 0 HANOVER INSURANCE GROUP COM 410867105 2052 32500 SH SOLE 0 32500 0 THOR INDS INC COM 885160101 580 10200 SH SOLE 0 10200 0 TIBCO SOFTWARE INC COM 88632Q103 335 16600 SH SOLE 0 16600 0 TIFFANY & CO COM 886547108 551 5500 SH SOLE 0 5500 0 TJX COS INC COM 872540109 2222 41800 SH SOLE 0 41800 0 TIMKEN CO COM 887389104 739 10900 SH SOLE 0 10900 0 TAYLOR MORRISON HOME COM 87724P106 648 28900 SH SOLE 0 28900 0 TORCHMARK CORP COM 891027104 778 9500 SH SOLE 0 9500 0 T-MOBILE US INC COM 872590104 363 10800 SH SOLE 0 10800 0 TOLL BROTHERS INC COM 889478103 1365 37000 SH SOLE 0 37000 0 T ROWE PRICE GROUP INC COM 74144T108 2650 31400 SH SOLE 0 31400 0 TRAVELERS COS INC COM 89417E109 2860 30400 SH SOLE 0 30400 0 TRW AUTOMOTIVE HLDGS COM 87264S106 1432 16000 SH SOLE 0 16000 0 TRACTOR SUPPLY CO COM 892356106 429 7100 SH SOLE 0 7100 0 TOTAL SYS SVCS INC COM 891906109 396 12600 SH SOLE 0 12600 0 TUPPERWARE CORP COM 899896104 578 6900 SH SOLE 0 6900 0 TIME WARNER CABLE INC COM 88732J207 3432 23300 SH SOLE 0 23300 0 TWO HBRS INVT CORP COM 90187B101 1567 149500 SH SOLE 0 149500 0 TIME WARNER TELECOM COM 87311L104 746 18500 SH SOLE 0 18500 0 TIME WARNER INC COM 887317303 1567 22300 SH SOLE 0 22300 0 UDR INC COM 902653104 378 13200 SH SOLE 0 13200 0 UGI CORP COM 902681105 1061 21000 SH SOLE 0 21000 0 UNIVERSAL HLTH SVCS CL B COM 913903100 278 2900 SH SOLE 0 2900 0 UNITEDHEALTH GROUP INC COM 91324P102 3107 38000 SH SOLE 0 38000 0 UNUM GROUP COM 91529Y106 848 24400 SH SOLE 0 24400 0 UNITED PARCEL SERVICE CL B COM 911312106 903 8800 SH SOLE 0 8800 0 URBAN OUTFITTERS INC COM 917047102 884 26100 SH SOLE 0 26100 0 URS CORP COM 903236107 715 15600 SH SOLE 0 15600 0 US BANCORP COM 902973304 230 5300 SH SOLE 0 5300 0 UNITED STATES CELLULAR COM 911684108 1379 33800 SH SOLE 0 33800 0 UNITED TECHNOLOGIES CP COM 913017109 1997 17300 SH SOLE 0 17300 0 VISA INC COM 92826C839 3877 18400 SH SOLE 0 18400 0 VALSPAR CORP COM 920355104 335 4400 SH SOLE 0 4400 0 VISTEON CORP COM 92839U206 204 2100 SH SOLE 0 2100 0 VF CORP COM 918204108 888 14100 SH SOLE 0 14100 0 VIACOM INC COM 92553P201 5273 60800 SH SOLE 0 60800 0 VALERO ENERGY CORP COM 91913Y100 807 16100 SH SOLE 0 16100 0 VMWARE INC COM 928563402 1171 12100 SH SOLE 0 12100 0 VANTIV INC COM 92210H105 387 11500 SH SOLE 0 11500 0 VOYA FINANCIAL INC COM 929089100 218 6000 SH SOLE 0 6000 0 VERISIGN INC COM 92343E102 1069 21900 SH SOLE 0 21900 0 VERTEX PHARMACEUTICALS COM 92532F100 871 9200 SH SOLE 0 9200 0 VISHAY INTERTECHNOLOGY COM 928298108 220 14200 SH SOLE 0 14200 0 VERIZON COMMUNICATIONS COM 92343V104 5686 116200 SH SOLE 0 116200 0 WALGREEN CO COM 931422109 3180 42900 SH SOLE 0 42900 0 WESCO INTL INC COM 95082P105 717 8300 SH SOLE 0 8300 0 WESTERN DIGITAL CORP COM 958102105 2409 26100 SH SOLE 0 26100 0 WADDELL & REED FINL CL A COM 930059100 1978 31600 SH SOLE 0 31600 0 WISCONSIN ENERGY CORP COM 976657106 479 10200 SH SOLE 0 10200 0 WELLS FARGO & CO COM 949746101 7926 150800 SH SOLE 0 150800 0 WINDSTREAM HOLDINGS INC COM 97382A101 2828 283900 SH SOLE 0 283900 0 WHITING PETROLEUM CORP COM 966387102 803 10000 SH SOLE 0 10000 0 WILLIAMS COS INC COM 969457100 2125 36500 SH SOLE 0 36500 0 WAL MART STORES INC COM 931142103 1058 14100 SH SOLE 0 14100 0 WASHINGTON PRIME GROUP COM 939647103 187 10000 SH SOLE 0 10000 0 WESTAR ENERGY INC COM 95709T100 1241 32500 SH SOLE 0 32500 0 WR BERKLEY CORP COM 084423102 519 11200 SH SOLE 0 11200 0 WEINGARTEN RLTY INVS COM 948741103 332 10100 SH SOLE 0 10100 0 WILLIAMS SONOMA INC COM 969904101 424 5900 SH SOLE 0 5900 0 AQUA AMERICA COM 03836W103 579 22100 SH SOLE 0 22100 0 WESTERN UNION CORP COM 959802109 891 51400 SH SOLE 0 51400 0 WEYERHAEUSER CO COM 962166104 814 24600 SH SOLE 0 24600 0 WYNDHAM WORLDWIDE COM 98310W108 1022 13500 SH SOLE 0 13500 0 XCEL ENERGY INC COM 98389B100 683 21200 SH SOLE 0 21200 0 XL CAP LTD CL A COM G98290102 727 22200 SH SOLE 0 22200 0 EXXON MOBIL CORP COM 30231G102 9887 98200 SH SOLE 0 98200 0 DENTSPLY INTL INC COM 249030107 279 5900 SH SOLE 0 5900 0 XEROX CORP COM 984121103 654 52600 SH SOLE 0 52600 0 ZIONS BANCORPORATION COM 989701107 348 11800 SH SOLE 0 11800 0 ZIMMER HLDGS INC COM 98956P102 353 3400 SH SOLE 0 3400 0 ZOETIS INC COM 98978V103 1998 61900 SH SOLE 0 61900 0