0001328533-12-000006.txt : 20120815
0001328533-12-000006.hdr.sgml : 20120815
20120815103203
ACCESSION NUMBER: 0001328533-12-000006
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120630
FILED AS OF DATE: 20120815
DATE AS OF CHANGE: 20120815
EFFECTIVENESS DATE: 20120815
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: 121035609
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
submissiondata13f120630.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: June 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: 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 August 15, 2012
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: 414
Form 13F Information Table Value Total: 849,443
(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 1451 36980 SH SOLE 0 36980 0
AARON'S INC COM 002535300 2167 76550 SH SOLE 0 76550 0
ADVANCED AUTO PARTS COM 00751Y106 283 4150 SH SOLE 0 4150 0
APPLE, INC COM 037833100 44343 75930 SH SOLE 0 75930 0
AMERISOURCEBERGEN CORP COM 03073E105 1605 40780 SH SOLE 0 40780 0
ABBOTT LABS COM 002824100 3209 49780 SH SOLE 0 49780 0
AECOM TECHNOLOGY CORP COM 00766T100 892 54250 SH SOLE 0 54250 0
ACCENTURE LTD CL A COM G1151C101 4636 77150 SH SOLE 0 77150 0
ADOBE SYS INC COM 00724F101 4250 131300 SH SOLE 0 131300 0
AUTOMATIC DATA PROCESS COM 053015103 3951 70980 SH SOLE 0 70980 0
ALLIANCE DATA SYS CORP COM 018581108 587 4350 SH SOLE 0 4350 0
AUTODESK INC COM 052769106 1273 36380 SH SOLE 0 36380 0
AMERN EAGLE OUTFIT COM 02553E106 2937 148870 SH SOLE 0 148870 0
AMERICAN ELEC PWR INC COM 025537101 549 13750 SH SOLE 0 13750 0
AES CORP COM 00130H105 314 24470 SH SOLE 0 24470 0
AETNA INC COM 00817Y108 4079 105200 SH SOLE 0 105200 0
AGCO CORPORATION COM 001084102 209 4580 SH SOLE 0 4580 0
ALLERGAN INC COM 018490102 1546 16700 SH SOLE 0 16700 0
AMERICAN CAPITAL AGENCY COM 02503X105 528 15720 SH SOLE 0 15720 0
AKAMAI TECHNOLOGIES COM 00971T101 303 9530 SH SOLE 0 9530 0
ALEXION PHARMACEUTICALS COM 015351109 1295 13040 SH SOLE 0 13040 0
APPLIED MATLS INC COM 038222105 5392 470910 SH SOLE 0 470910 0
ADVANCED MICRO DEVICES COM 007903107 898 156770 SH SOLE 0 156770 0
AFFILIATED MNGRS GRP COM 008252108 3007 27470 SH SOLE 0 27470 0
AMGEN INC COM 031162100 3788 51960 SH SOLE 0 51960 0
AMYLIN PHARMACEUTICALS COM 032346108 249 8820 SH SOLE 0 8820 0
AMERIPRISE FINANCIAL INC COM 03076C106 507 9700 SH SOLE 0 9700 0
AMERICAN TOWER REIT INC COM 03027X100 1858 26580 SH SOLE 0 26580 0
AMAZON COM INC COM 023135106 2957 12950 SH SOLE 0 12950 0
AUTONATION INC COM 05329W102 332 9400 SH SOLE 0 9400 0
ABERCROMBIE & FITCH CL A COM 002896207 2640 77330 SH SOLE 0 77330 0
ANSYS INC COM 03662Q105 345 5470 SH SOLE 0 5470 0
AOL INC COM 00184X105 2251 80180 SH SOLE 0 80180 0
APACHE CORP COM 037411105 3022 34380 SH SOLE 0 34380 0
ARIBA INC COM 04033V203 263 5880 SH SOLE 0 5880 0
ALEXANDRIA R E EQUITIES COM 015271109 244 3350 SH SOLE 0 3350 0
ARIAD PHARMACEUTICALS COM 04033A100 176 10230 SH SOLE 0 10230 0
ATMOS ENERGY CORP COM 049560105 305 8700 SH SOLE 0 8700 0
ACTIVISION BLIZZARD INC COM 00507V109 2392 199470 SH SOLE 0 199470 0
ATWOOD OCEANICS COM 050095108 1209 31960 SH SOLE 0 31960 0
AVALONBAY CMNTYS INC COM 053484101 887 6270 SH SOLE 0 6270 0
AVAGO TECHNOLOGIES LTD COM Y0486S104 339 9430 SH SOLE 0 9430 0
AVON PRODS INC COM 054303102 561 34600 SH SOLE 0 34600 0
AMERICAN EXPRESS CO COM 025816109 2088 35870 SH SOLE 0 35870 0
AUTOZONE INC COM 053332102 3238 8820 SH SOLE 0 8820 0
BANK OF AMERICA CORP COM 060505104 5998 733210 SH SOLE 0 733210 0
BED BATH & BEYOND INC COM 075896100 5966 96540 SH SOLE 0 96540 0
BB&T CORP COM 054937107 395 12800 SH SOLE 0 12800 0
BEST BUY INC COM 086516101 2099 100150 SH SOLE 0 100150 0
BECTON DICKINSON & CO COM 075887109 2224 29750 SH SOLE 0 29750 0
BAKER HUGHES INC COM 057224107 1330 32360 SH SOLE 0 32360 0
BIOGEN IDEC COM 09062X103 2349 16270 SH SOLE 0 16270 0
BANK NEW YORK INC COM 064058100 3066 139700 SH SOLE 0 139700 0
BMC SOFTWARE INC COM 055921100 394 9220 SH SOLE 0 9220 0
BIOMARIN PHARMACEUTICAL COM 09061G101 285 7200 SH SOLE 0 7200 0
POPULAR INC COM 733174700 738 44460 SH SOLE 0 44460 0
BROCADE COMMUNCTNS SYS COM 111621306 2600 527400 SH SOLE 0 527400 0
BROADCOM CORP CL A COM 111320107 1305 38660 SH SOLE 0 38660 0
BERKSHIRE HATHAWAY COM 084670702 7854 94250 SH SOLE 0 94250 0
BRUKER CORP COM 116794108 266 19980 SH SOLE 0 19980 0
BORG WARNER INC COM 099724106 1814 27660 SH SOLE 0 27660 0
BOSTON PROPERTIES INC COM 101121101 1053 9720 SH SOLE 0 9720 0
BALLY TECHNOLOGIES INC COM 05874B107 969 20760 SH SOLE 0 20760 0
CITIGROUP INC COM 172967424 2129 77680 SH SOLE 0 77680 0
CA INC COM 12673P105 3286 121290 SH SOLE 0 121290 0
CARDINAL HEALTH INC COM 14149Y108 1749 41650 SH SOLE 0 41650 0
COOPER CAMERON CORP COM 13342B105 684 16020 SH SOLE 0 16020 0
CBRE GROUP INC COM 12504L109 380 23250 SH SOLE 0 23250 0
CBOE HOLDINGS INC COM 12503M108 438 15840 SH SOLE 0 15840 0
CROWN CASTLE INTL CORP COM 228227104 2358 40190 SH SOLE 0 40190 0
CADENCE DESIGN SYS INC COM 127387108 492 44730 SH SOLE 0 44730 0
CELGENE CORP COM 151020104 1913 29820 SH SOLE 0 29820 0
CAREFUSION CORPORATION COM 14170T101 829 32300 SH SOLE 0 32300 0
CHURCH & DWIGHT INC COM 171340102 3041 54820 SH SOLE 0 54820 0
CHOICE HOTELS INTL INC COM 169905106 1110 27810 SH SOLE 0 27810 0
C H ROBINSON WORLDWIDE COM 12541W209 421 7200 SH SOLE 0 7200 0
CHICOS FAS INC COM 168615102 2326 156710 SH SOLE 0 156710 0
CIGNA CORP COM 125509109 3997 90850 SH SOLE 0 90850 0
CIT GROUP INC COM 125581801 437 12270 SH SOLE 0 12270 0
COLGATE PALMOLIVE CO COM 194162103 2857 27440 SH SOLE 0 27440 0
CLOROX CO COM 189054109 2566 35410 SH SOLE 0 35410 0
COMERICA INC COM 200340107 1908 62120 SH SOLE 0 62120 0
CHIPOTLE MEXICAN GRILL COM 169656105 5099 13420 SH SOLE 0 13420 0
CMS ENERGY CORP COM 125896100 314 13350 SH SOLE 0 13350 0
CABOT OIL & GAS CORP COM 127097103 368 9340 SH SOLE 0 9340 0
COACH INC COM 189754104 6698 114540 SH SOLE 0 114540 0
CONOCOPHILLIPS COM 20825C104 6792 121550 SH SOLE 0 121550 0
COSTCO WHSL CORP COM 22160K105 394 4150 SH SOLE 0 4150 0
COVIDIEN LTD COM G2554F113 277 5170 SH SOLE 0 5170 0
CAMDEN PPTY TRUST COM 133131102 240 3550 SH SOLE 0 3550 0
COMPUWARE CORP COM 205638109 825 88660 SH SOLE 0 88660 0
CHARLES RIV LABS INTL COM 159864107 314 9590 SH SOLE 0 9590 0
SALESFORCE INC COM 79466L302 1078 7800 SH SOLE 0 7800 0
CISCO SYS INC COM 17275R102 10726 624690 SH SOLE 0 624690 0
CSX CORP COM 126408103 1313 58700 SH SOLE 0 58700 0
COGNIZANT TECH CL A COM 192446102 2291 38190 SH SOLE 0 38190 0
CITRIX SYS INC COM 177376100 1345 16020 SH SOLE 0 16020 0
COVANCE INC COM 222816100 302 6320 SH SOLE 0 6320 0
COVENTRY HEALTH CARE COM 222862104 771 24240 SH SOLE 0 24240 0
CVS CAREMARK COM 126650100 2486 53200 SH SOLE 0 53200 0
CHEVRON CORP COM 166764100 22720 215360 SH SOLE 0 215360 0
CONCHO RESOURCES INC COM 20605P101 336 3950 SH SOLE 0 3950 0
CYPRESS SEMICONDUCTOR COM 232806109 2067 156350 SH SOLE 0 156350 0
COMMUNITY HLTH SYS COM 203668108 1530 54590 SH SOLE 0 54590 0
CITY NATL CORP COM 178566105 290 5970 SH SOLE 0 5970 0
DOMINION RES COM 25746U109 366 6770 SH SOLE 0 6770 0
DDR CORPORATION COM 23317H102 187 12780 SH SOLE 0 12780 0
DELL COMPUTER CORP COM 24702R101 6461 516430 SH SOLE 0 516430 0
DISCOVER FINANCIAL SVCS COM 254709108 2542 73500 SH SOLE 0 73500 0
QUEST DIAGNOSTICS INC COM 74834L100 569 9500 SH SOLE 0 9500 0
DANAHER CORP COM 235851102 7487 143750 SH SOLE 0 143750 0
WALT DISNEY COMPANY COM 254687106 1113 22940 SH SOLE 0 22940 0
DISCOVERY COMMUNICATIONS COM 25470F104 2101 38900 SH SOLE 0 38900 0
DICKS SPORTING GOODS COM 253393102 263 5470 SH SOLE 0 5470 0
DOLBY LABORATORIES INC COM 25659T107 487 11790 SH SOLE 0 11790 0
DELPHI AUTOMOTIVE PLC COM G27823106 476 18650 SH SOLE 0 18650 0
DIGITAL REALTY TRUST INC COM 253868103 471 6280 SH SOLE 0 6280 0
DIAMOND OFFSHORE DRILL COM 25271C102 290 4900 SH SOLE 0 4900 0
AMDOCS LTD ORD COM G02602103 274 9230 SH SOLE 0 9230 0
DUKE REALTY CORP COM 264411505 221 15120 SH SOLE 0 15120 0
DARDEN RESTAURANTS INC COM 237194105 2905 57380 SH SOLE 0 57380 0
DUKE ENERGY CORP COM 26441C204 366 15880 SH SOLE 0 15880 0
DEVON ENERGY CORP COM 25179M103 667 11500 SH SOLE 0 11500 0
ELECTRONIC ARTS INC COM 285512109 2825 228760 SH SOLE 0 228760 0
BRINKER INTL INC COM 109641100 1342 42120 SH SOLE 0 42120 0
EBAY INC COM 278642103 9819 233720 SH SOLE 0 233720 0
CONSOLIDATED EDISON COM 209115104 405 6520 SH SOLE 0 6520 0
LAUDER ESTEE CL A COM 518439104 2634 48670 SH SOLE 0 48670 0
E M C CORP MASS COM 268648102 11223 437900 SH SOLE 0 437900 0
ENDO HEALTH SOLUTIONS COM 29264F205 1541 49740 SH SOLE 0 49740 0
ENERGIZER HLDGS INC COM 29266R108 3119 41450 SH SOLE 0 41450 0
EOG RES INC COM 26875P101 2061 22870 SH SOLE 0 22870 0
EQUINIX INC COM 29444U502 480 2730 SH SOLE 0 2730 0
EQUITY RESIDENTIAL COM 29476L107 1104 17700 SH SOLE 0 17700 0
ITT EDUCATIONAL SVCS COM 45068B109 1613 26550 SH SOLE 0 26550 0
ESSEX PPTY TR INC COM 297178105 328 2130 SH SOLE 0 2130 0
EXPEDIA INC CL A COM 30212P303 1220 25390 SH SOLE 0 25390 0
FORD MTR CO COM 345370860 3906 407270 SH SOLE 0 407270 0
FACEBOOK INC COM 30303M102 737 23710 SH SOLE 0 23710 0
FACTSET RESH SYS INC COM 303075105 415 4470 SH SOLE 0 4470 0
FEDEX CORP COM 31428X106 1035 11300 SH SOLE 0 11300 0
F5 NETWORKS INC COM 315616102 786 7890 SH SOLE 0 7890 0
FIRST HORIZON NATL COM 320517105 1037 119880 SH SOLE 0 119880 0
FISERV INC COM 337738108 419 5800 SH SOLE 0 5800 0
FIFTH THIRD BANCORP COM 316773100 987 73620 SH SOLE 0 73620 0
FOOT LOCKER INC COM 344849104 335 10950 SH SOLE 0 10950 0
FOSSIL INC COM 349882100 249 3250 SH SOLE 0 3250 0
FEDERAL REALTY INVT TR COM 313747206 306 2940 SH SOLE 0 2940 0
FOREST LABS INC COM 345838106 1752 50080 SH SOLE 0 50080 0
FMC TECHNOLOGIES INC COM 30249U101 562 14330 SH SOLE 0 14330 0
FORTINET INC COM 34959E109 382 16460 SH SOLE 0 16460 0
FULTON FINL CORP COM 360271100 926 92710 SH SOLE 0 92710 0
GENERAL DYNAMICS CORP COM 369550108 684 10370 SH SOLE 0 10370 0
GENERAL ELEC CO COM 369604103 9182 440590 SH SOLE 0 440590 0
GENERAL GROWTH PPTYS COM 370023103 507 28000 SH SOLE 0 28000 0
GILEAD SCIENCES INC COM 375558103 2597 50650 SH SOLE 0 50650 0
GENERAL MTRS CORP COM 37045V100 4952 251100 SH SOLE 0 251100 0
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GOOGLE INC CL A COM 38259P508 7628 13150 SH SOLE 0 13150 0
GENUINE PARTS CO COM 372460105 700 11620 SH SOLE 0 11620 0
GAP INC COM 364760108 1533 56030 SH SOLE 0 56030 0
GARMIN LTD ORD COM H2906T109 1045 27280 SH SOLE 0 27280 0
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GOODYEAR TIRE & RUBR COM 382550101 881 74600 SH SOLE 0 74600 0
GREAT PLAINS ENERGY COM 391164100 308 14370 SH SOLE 0 14370 0
REALOGY CORP COM 448579102 876 23570 SH SOLE 0 23570 0
HALLIBURTON CO COM 406216101 2325 81910 SH SOLE 0 81910 0
HASBRO INC COM 418056107 1046 30890 SH SOLE 0 30890 0
HEALTH CARE REIT INC COM 42217K106 802 13760 SH SOLE 0 13760 0
HEALTH CARE PPTY INVS COM 40414L109 1116 25280 SH SOLE 0 25280 0
HOME DEPOT INC COM 437076102 2884 54430 SH SOLE 0 54430 0
HESS CORP COM 42809H107 3445 79280 SH SOLE 0 79280 0
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