0001328533-12-000008.txt : 20121113
0001328533-12-000008.hdr.sgml : 20121112
20121113112725
ACCESSION NUMBER: 0001328533-12-000008
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120930
FILED AS OF DATE: 20121113
DATE AS OF CHANGE: 20121113
EFFECTIVENESS DATE: 20121113
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: 121196947
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
submissiondata13f120930.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, 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 November 13, 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: 429
Form 13F Information Table Value Total: 868,170
(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 738 19200 SH SOLE 0 19200 0
ALCOA INC COM 013817101 534 60300 SH SOLE 0 60300 0
AARON'S INC COM 002535300 1582 56900 SH SOLE 0 56900 0
ADVANCED AUTO PARTS COM 00751Y106 315 4600 SH SOLE 0 4600 0
APPLE, INC COM 037833100 48765 73100 SH SOLE 0 73100 0
AMERISOURCEBERGEN CORP COM 03073E105 1568 40500 SH SOLE 0 40500 0
ABBOTT LABS COM 002824100 3078 44900 SH SOLE 0 44900 0
AMERICAN CAMPUS COM 024835100 202 4600 SH SOLE 0 4600 0
AECOM TECHNOLOGY COM 00766T100 937 44300 SH SOLE 0 44300 0
ACCENTURE LTD COM G1151C101 2997 42800 SH SOLE 0 42800 0
ADOBE SYS INC COM 00724F101 1849 57000 SH SOLE 0 57000 0
ARCHER DANIELS MIDLAND COM 039483102 1677 61700 SH SOLE 0 61700 0
AUTOMATIC DATA PROCESS COM 053015103 4593 78300 SH SOLE 0 78300 0
ALLIANCE DATA SYS CORP COM 018581108 610 4300 SH SOLE 0 4300 0
AUTODESK INC COM 052769106 1077 32300 SH SOLE 0 32300 0
AMERN EAGLE OUTFIT COM 02553E106 1967 93300 SH SOLE 0 93300 0
AMERICAN ELEC PWR INC COM 025537101 562 12800 SH SOLE 0 12800 0
AES CORP COM 00130H105 296 27000 SH SOLE 0 27000 0
AETNA INC COM 00817Y108 3061 77300 SH SOLE 0 77300 0
AGCO CORPORATION COM 001084102 275 5800 SH SOLE 0 5800 0
ALLERGAN INC COM 018490102 1603 17500 SH SOLE 0 17500 0
AMERICAN CAPITAL AGENCY COM 02503X105 581 16800 SH SOLE 0 16800 0
AMERIGROUP CORP COM 03073T102 210 2300 SH SOLE 0 2300 0
AKAMAI TECHNOLOGIES COM 00971T101 360 9400 SH SOLE 0 9400 0
ALBEMARLE CORP COM 012653101 848 16100 SH SOLE 0 16100 0
ALEXION PHARMACEUTICALS COM 015351109 1476 12900 SH SOLE 0 12900 0
APPLIED MATLS INC COM 038222105 2001 179100 SH SOLE 0 179100 0
ADVANCED MICRO DEVICES COM 007903107 40 11800 SH SOLE 0 11800 0
AFFILIATED MNGRS GRP COM 008252108 2202 17900 SH SOLE 0 17900 0
AMGEN INC COM 031162100 4383 52000 SH SOLE 0 52000 0
AMERICAN TOWER REIT COM 03027X100 1899 26600 SH SOLE 0 26600 0
AMAZON COM INC COM 023135106 3484 13700 SH SOLE 0 13700 0
AUTONATION INC COM 05329W102 428 9800 SH SOLE 0 9800 0
ABERCROMBIE & FITCH COM 002896207 2388 70400 SH SOLE 0 70400 0
ANSYS INC COM 03662Q105 396 5400 SH SOLE 0 5400 0
AOL INC COM 00184X105 1857 52700 SH SOLE 0 52700 0
APACHE CORP COM 037411105 2888 33400 SH SOLE 0 33400 0
AIR PRODS & CHEMS INC COM 009158106 943 11400 SH SOLE 0 11400 0
ARIBA INC COM 04033V203 260 5800 SH SOLE 0 5800 0
ALEXANDRIA R E EQUITIES COM 015271109 235 3200 SH SOLE 0 3200 0
AIRGAS INC COM 009363102 420 5100 SH SOLE 0 5100 0
ARIAD PHARMACEUTICALS COM 04033A100 240 9900 SH SOLE 0 9900 0
ATMOS ENERGY CORP COM 049560105 333 9300 SH SOLE 0 9300 0
APTARGROUP INC COM 038336103 595 11500 SH SOLE 0 11500 0
ACTIVISION BLIZZARD COM 00507V109 1857 164600 SH SOLE 0 164600 0
AVALONBAY CMNTYS INC COM 053484101 802 5900 SH SOLE 0 5900 0
AVON PRODS INC COM 054303102 1148 72000 SH SOLE 0 72000 0
ARMSTRONG WORLD INDS COM 04247X102 1674 36100 SH SOLE 0 36100 0
AMERICAN EXPRESS CO COM 025816109 864 15200 SH SOLE 0 15200 0
AUTOZONE INC COM 053332102 4843 13100 SH SOLE 0 13100 0
BANK OF AMERICA CORP COM 060505104 11649 1319300 SH SOLE 0 1319300 0
BED BATH & BEYOND INC COM 075896100 4857 77100 SH SOLE 0 77100 0
BB&T CORP COM 054937107 1976 59600 SH SOLE 0 59600 0
BEST BUY INC COM 086516101 2057 119600 SH SOLE 0 119600 0
BEAM INC COM 073730103 449 7800 SH SOLE 0 7800 0
BAKER HUGHES INC COM 057224107 1226 27100 SH SOLE 0 27100 0
BIOGEN IDEC COM 09062X103 2402 16100 SH SOLE 0 16100 0
BANK NEW YORK INC COM 064058100 2954 130600 SH SOLE 0 130600 0
BMC SOFTWARE INC COM 055921100 477 11500 SH SOLE 0 11500 0
BIOMARIN PHARMACEUTICAL COM 09061G101 294 7300 SH SOLE 0 7300 0
BEMIS INC COM 081437105 777 24700 SH SOLE 0 24700 0
BRISTOL MYERS SQUIBB COM 110122108 2012 59600 SH SOLE 0 59600 0
BANK OF HAWAII CORP COM 062540109 1496 32800 SH SOLE 0 32800 0
BROCADE COMMUNCTNS SYS COM 111621306 1852 312800 SH SOLE 0 312800 0
BROADCOM CORP CL A COM 111320107 1352 39100 SH SOLE 0 39100 0
BERKSHIRE HATHAWAY COM 084670702 7321 83000 SH SOLE 0 83000 0
BRUKER CORP COM 116794108 304 23200 SH SOLE 0 23200 0
BABCOCK & WILCOX COMPANY COM 05615F102 1116 43800 SH SOLE 0 43800 0
BOSTON PROPERTIES INC COM 101121101 995 9000 SH SOLE 0 9000 0
BALLY TECHNOLOGIES INC COM 05874B107 1022 20700 SH SOLE 0 20700 0
CITIGROUP INC COM COM 172967424 1806 55200 SH SOLE 0 55200 0
CA INC COM 12673P105 2951 114500 SH SOLE 0 114500 0
CARDINAL HEALTH INC COM 14149Y108 1403 36000 SH SOLE 0 36000 0
CBRE GROUP INC COM 12504L109 423 23000 SH SOLE 0 23000 0
CBOE HOLDINGS INC COM 12503M108 2067 70300 SH SOLE 0 70300 0
COCA COLA ENTERPRISES COM 19122T109 432 13800 SH SOLE 0 13800 0
CROWN CASTLE INTL CORP COM 228227104 2622 40900 SH SOLE 0 40900 0
CADENCE DESIGN SYS INC COM 127387108 510 39600 SH SOLE 0 39600 0
CELANESE CORP COM 150870103 341 9000 SH SOLE 0 9000 0
CELGENE CORP COM 151020104 2269 29700 SH SOLE 0 29700 0
CAREFUSION CORPORATION COM 14170T101 789 27800 SH SOLE 0 27800 0
CHURCH & DWIGHT INC COM 171340102 1863 34500 SH SOLE 0 34500 0
C H ROBINSON WORLDWIDE COM 12541W209 785 13400 SH SOLE 0 13400 0
CHICOS FAS INC COM 168615102 1760 97200 SH SOLE 0 97200 0
CIGNA CORP COM 125509109 1665 35300 SH SOLE 0 35300 0
CIT GROUP INC COM 125581801 406 10300 SH SOLE 0 10300 0
COLGATE PALMOLIVE CO COM 194162103 2530 23600 SH SOLE 0 23600 0
CLIFFS NATURAL RESOURCES COM 18683K101 215 5500 SH SOLE 0 5500 0
CLOROX CO COM 189054109 2046 28400 SH SOLE 0 28400 0
COMERICA INC COM 200340107 2400 77300 SH SOLE 0 77300 0
COMMERCIAL METALS CO COM 201723103 913 69200 SH SOLE 0 69200 0
CUMMINS INC COM 231021106 203 2200 SH SOLE 0 2200 0
CMS ENERGY CORP COM 125896100 339 14400 SH SOLE 0 14400 0
CABOT OIL & GAS CORP COM 127097103 449 10000 SH SOLE 0 10000 0
COACH INC COM 189754104 5473 97700 SH SOLE 0 97700 0
CONOCOPHILLIPS COM 20825C104 6616 115700 SH SOLE 0 115700 0
COVIDIEN LTD COM G2554F113 689 11600 SH SOLE 0 11600 0
CAMDEN PPTY TRUST COM 133131102 232 3600 SH SOLE 0 3600 0
COMPUWARE CORP COM 205638109 1153 116600 SH SOLE 0 116600 0
CHARLES RIV LABS INTL COM 159864107 424 10700 SH SOLE 0 10700 0
SALESFORCE COM INC COM 79466L302 1420 9300 SH SOLE 0 9300 0
CISCO SYS INC COM 17275R102 6472 339000 SH SOLE 0 339000 0
CSX CORP COM 126408103 1612 77700 SH SOLE 0 77700 0
COGNIZANT TECH SOLUTNS COM 192446102 2684 38400 SH SOLE 0 38400 0
CITRIX SYS INC COM 177376100 1240 16200 SH SOLE 0 16200 0
COVENTRY HEALTH CARE COM 222862104 596 14300 SH SOLE 0 14300 0
CVS CAREMARK COM 126650100 3728 77000 SH SOLE 0 77000 0
CHEVRONTEXACO CORP COM 166764100 23242 199400 SH SOLE 0 199400 0
CONCHO RESOURCES INC COM 20605P101 398 4200 SH SOLE 0 4200 0
CYPRESS SEMICONDUCTOR COM 232806109 3254 303800 SH SOLE 0 303800 0
COMMUNITY HLTH SYS COM 203668108 1512 51900 SH SOLE 0 51900 0
DU PONT E I DE NEMOURS COM 263534109 6103 121400 SH SOLE 0 121400 0
DDR CORPORATION COM 23317H102 203 13200 SH SOLE 0 13200 0
DEERE & CO COM 244199105 1163 14100 SH SOLE 0 14100 0
DELL COMPUTER CORP COM 24702R101 2811 285400 SH SOLE 0 285400 0
DISCOVER FINANCIAL SVCS COM 254709108 5368 135100 SH SOLE 0 135100 0
DOLLAR GEN CORP COM 256677105 541 10500 SH SOLE 0 10500 0
QUEST DIAGNOSTICS INC COM 74834L100 863 13600 SH SOLE 0 13600 0
DANAHER CORP COM 235851102 5355 97100 SH SOLE 0 97100 0
WALT DISNEY COMPANY COM 254687106 1061 20300 SH SOLE 0 20300 0
DISCOVERY COMMUNICATIONS COM 25470F104 2378 39900 SH SOLE 0 39900 0
DICKS SPORTING GOODS COM 253393102 280 5400 SH SOLE 0 5400 0
DOLBY LABORATORIES INC COM 25659T107 1978 60400 SH SOLE 0 60400 0
DIGITAL REALTY TRUST COM 253868103 475 6800 SH SOLE 0 6800 0
DOLLAR TREE STORES COM 256746108 1067 22100 SH SOLE 0 22100 0
DIAMOND OFFSHORE DRILL COM 25271C102 329 5000 SH SOLE 0 5000 0
DOVER CORP COM 260003108 875 14700 SH SOLE 0 14700 0
DOW CHEM CO COM 260543103 593 20500 SH SOLE 0 20500 0
AMDOCS LTD COM G02602103 333 10100 SH SOLE 0 10100 0
DUKE REALTY CORP COM 264411505 213 14500 SH SOLE 0 14500 0
DARDEN RESTAURANTS INC COM 237194105 663 11900 SH SOLE 0 11900 0
DSW INC CL A COM 23334L102 354 5300 SH SOLE 0 5300 0
DEVRY INC DEL COM 251893103 799 35100 SH SOLE 0 35100 0
DEVON ENERGY CORP COM 25179M103 738 12200 SH SOLE 0 12200 0
ELECTRONIC ARTS INC COM 285512109 2623 206700 SH SOLE 0 206700 0
EBAY INC COM 278642103 9103 188200 SH SOLE 0 188200 0
ECOLAB INC COM 278865100 933 14400 SH SOLE 0 14400 0
CONSOLIDATED EDISON COM 209115104 365 6100 SH SOLE 0 6100 0
LAUDER ESTEE CL A COM 518439104 4821 78300 SH SOLE 0 78300 0
E M C CORP MASS COM 268648102 9894 362800 SH SOLE 0 362800 0
EASTMAN CHEM CO COM 277432100 547 9600 SH SOLE 0 9600 0
ENDO HEALTH SOLUTIONS COM 29264F205 1611 50800 SH SOLE 0 50800 0
ENERGIZER HLDGS INC COM 29266R108 1888 25300 SH SOLE 0 25300 0
EOG RES INC COM 26875P101 3989 35600 SH SOLE 0 35600 0
EQUINIX INC COM 29444U502 556 2700 SH SOLE 0 2700 0
EQUITY RESIDENTIAL COM 29476L107 990 17200 SH SOLE 0 17200 0
EQT CORPORATION COM 26884L109 218 3700 SH SOLE 0 3700 0
ESSEX PPTY TR INC COM 297178105 311 2100 SH SOLE 0 2100 0
EATON CORP COM 278058102 2364 50000 SH SOLE 0 50000 0
EXPEDIA INC CL A COM 30212P303 341 5900 SH SOLE 0 5900 0
FORD MTR CO COM 345370860 5161 523400 SH SOLE 0 523400 0
FASTENAL CO COM 311900104 2132 49600 SH SOLE 0 49600 0
FACEBOOK INC COM 30303M102 509 23500 SH SOLE 0 23500 0
FREEPORT-MCMORAN COP&G COM 35671D857 1120 28300 SH SOLE 0 28300 0
FACTSET RESH SYS INC COM 303075105 260 2700 SH SOLE 0 2700 0
FEDEX CORP COM 31428X106 728 8600 SH SOLE 0 8600 0
F5 NETWORKS INC COM 315616102 1120 10700 SH SOLE 0 10700 0
FIRST HORIZON NATL COM 320517105 563 58500 SH SOLE 0 58500 0
FUSION-IO INC COM 36112J107 2049 67700 SH SOLE 0 67700 0
FISERV INC COM 337738108 1858 25100 SH SOLE 0 25100 0
FIFTH THIRD BANCORP COM 316773100 1106 71300 SH SOLE 0 71300 0
FOOT LOCKER INC COM 344849104 415 11700 SH SOLE 0 11700 0
FLUOR CORP COM 343412102 737 13100 SH SOLE 0 13100 0
FOSSIL INC COM 349882100 271 3200 SH SOLE 0 3200 0
FEDERAL REALTY INVT TR COM 313747206 305 2900 SH SOLE 0 2900 0
FMC TECHNOLOGIES INC COM 30249U101 486 10500 SH SOLE 0 10500 0
FORTINET INC COM 34959E109 335 13900 SH SOLE 0 13900 0
FRONTIER COMMUNICATIONS COM 35906A108 1782 362100 SH SOLE 0 362100 0
FULTON FINL CORP COM 360271100 1246 126500 SH SOLE 0 126500 0
GENERAL ELEC CO COM 369604103 15488 682000 SH SOLE 0 682000 0
GREIF INC CL A COM 397624107 747 16900 SH SOLE 0 16900 0
GUESS INC COM 401617105 318 12500 SH SOLE 0 12500 0
GENERAL GROWTH PPTYS COM 370023103 506 26000 SH SOLE 0 26000 0
GILEAD SCIENCES INC COM 375558103 3356 50600 SH SOLE 0 50600 0
GENERAL MLS INC COM 370334104 1116 28000 SH SOLE 0 28000 0
GENERAL MTRS CORP COM 37045V100 4236 186200 SH SOLE 0 186200 0
GAMESTOP CORP CL A COM 36467W109 2678 127500 SH SOLE 0 127500 0
GOOGLE INC CL A COM 38259P508 10412 13800 SH SOLE 0 13800 0
GENUINE PARTS CO COM 372460105 2118 34700 SH SOLE 0 34700 0
GAP INC COM 364760108 1481 41400 SH SOLE 0 41400 0
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