0001328533-13-000002.txt : 20130206
0001328533-13-000002.hdr.sgml : 20130206
20130206105646
ACCESSION NUMBER: 0001328533-13-000002
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20121231
FILED AS OF DATE: 20130206
DATE AS OF CHANGE: 20130206
EFFECTIVENESS DATE: 20130206
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: 13576637
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
submissiondata13f121231.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: December 31, 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 February 6, 2013
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: 435
Form 13F Information Table Value Total: 725,338
(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
ALCOA INC COM 013817101 640 73700 SH SOLE 0 73700 0
AARON'S INC COM 002535300 1728 61100 SH SOLE 0 61100 0
ADVANCED AUTO PARTS COM 00751Y106 347 4800 SH SOLE 0 4800 0
APPLE, INC COM 037833100 28578 53700 SH SOLE 0 53700 0
ABBOTT LABS COM 002824100 1349 20600 SH SOLE 0 20600 0
AMER CAMPUS COMMUNITIES COM 024835100 226 4900 SH SOLE 0 4900 0
AECOM TECHNOLOGY CORP COM 00766T100 583 24500 SH SOLE 0 24500 0
ACCENTURE LTD BERMUDA COM G1151C101 2520 37900 SH SOLE 0 37900 0
ADOBE SYS INC COM 00724F101 290 7700 SH SOLE 0 7700 0
ARCHER DANIELS MIDLAND COM 039483102 4240 154800 SH SOLE 0 154800 0
AUTOMATIC DATA PROCESS COM 053015103 3461 60800 SH SOLE 0 60800 0
ALLIANCE DATA SYS CORP COM 018581108 709 4900 SH SOLE 0 4900 0
AUTODESK INC COM 052769106 530 15000 SH SOLE 0 15000 0
AMERN EAGLE OUTFIT COM 02553E106 2121 103400 SH SOLE 0 103400 0
AMERICAN ELEC PWR INC COM 025537101 580 13600 SH SOLE 0 13600 0
AES CORP COM 00130H105 333 31100 SH SOLE 0 31100 0
AETNA INC COM 00817Y108 338 7300 SH SOLE 0 7300 0
AGCO CORPORATION COM 001084102 712 14500 SH SOLE 0 14500 0
AMERICAN CAPITAL AGENCY COM 02503X105 488 16900 SH SOLE 0 16900 0
AKAMAI TECHNOLOGIES COM 00971T101 401 9800 SH SOLE 0 9800 0
ALBEMARLE CORP COM 012653101 1510 24300 SH SOLE 0 24300 0
ALLSTATE CORP COM 020002101 892 22200 SH SOLE 0 22200 0
ALEXION PHARMACEUTICALS COM 015351109 1003 10700 SH SOLE 0 10700 0
APPLIED MATLS INC COM 038222105 812 71000 SH SOLE 0 71000 0
AMETEK INC COM 031100100 533 14200 SH SOLE 0 14200 0
AFFILIATED MNGRS GRP COM 008252108 2200 16900 SH SOLE 0 16900 0
AMGEN INC COM 031162100 3732 43300 SH SOLE 0 43300 0
AMERICAN TOWER REIT COM 03027X100 1692 21900 SH SOLE 0 21900 0
AMAZON COM INC COM 023135106 3111 12400 SH SOLE 0 12400 0
ABERCROMBIE & FITCH COM 002896207 1938 40400 SH SOLE 0 40400 0
ANSYS INC COM 03662Q105 377 5600 SH SOLE 0 5600 0
AOL INC COM 00184X105 1596 53900 SH SOLE 0 53900 0
APACHE CORP COM 037411105 2017 25700 SH SOLE 0 25700 0
AIR PRODS & CHEMS INC COM 009158106 4319 51400 SH SOLE 0 51400 0
ALEXANDRIA R E EQUITIES COM 015271109 222 3200 SH SOLE 0 3200 0
ARIAD PHARMACEUTICALS COM 04033A100 196 10200 SH SOLE 0 10200 0
ARROW ELECTRS INC COM 042735100 209 5500 SH SOLE 0 5500 0
ASHLAND INC COM 044209104 322 4000 SH SOLE 0 4000 0
ASCENA RETAIL GROUP COM 04351G101 198 10700 SH SOLE 0 10700 0
ALLEGHENY TECHNOLOGIES COM 01741R102 219 7200 SH SOLE 0 7200 0
ALLIANT TECHSYSTEMS COM 018804104 297 4800 SH SOLE 0 4800 0
ATMOS ENERGY CORP COM 049560105 376 10700 SH SOLE 0 10700 0
APTARGROUP INC COM 038336103 382 8000 SH SOLE 0 8000 0
ACTIVISION BLIZZARD COM 00507V109 1806 170100 SH SOLE 0 170100 0
AVALONBAY CMNTYS INC COM 053484101 746 5500 SH SOLE 0 5500 0
AVON PRODS INC COM 054303102 297 20700 SH SOLE 0 20700 0
AVNET INC COM 053807103 275 9000 SH SOLE 0 9000 0
ARMSTRONG WORLD INDS COM 04247X102 959 18900 SH SOLE 0 18900 0
AUTOZONE INC COM 053332102 4289 12100 SH SOLE 0 12100 0
BOEING CO COM 097023105 919 12200 SH SOLE 0 12200 0
BANK OF AMERICA CORP COM 060505104 5827 501900 SH SOLE 0 501900 0
BED BATH & BEYOND INC COM 075896100 4551 81400 SH SOLE 0 81400 0
BEST BUY INC COM 086516101 1298 109500 SH SOLE 0 109500 0
BEAM INC COM 073730103 953 15600 SH SOLE 0 15600 0
BE AEROSPACE INC COM 073302101 781 15800 SH SOLE 0 15800 0
BROWN FORMAN CORP COM 115637209 1297 20500 SH SOLE 0 20500 0
BAKER HUGHES INC COM 057224107 1148 28100 SH SOLE 0 28100 0
BIOGEN IDEC COM 09062X103 1947 13300 SH SOLE 0 13300 0
BALL CORP COM 058498106 671 15000 SH SOLE 0 15000 0
BMC SOFTWARE INC COM 055921100 380 9600 SH SOLE 0 9600 0
BIOMARIN PHARMACEUTICAL COM 09061G101 349 7100 SH SOLE 0 7100 0
BEMIS INC COM 081437105 224 6700 SH SOLE 0 6700 0
BRISTOL MYERS SQUIBB COM 110122108 873 26800 SH SOLE 0 26800 0
BROCADE COMMUNCTNS SYS COM 111621306 1809 339400 SH SOLE 0 339400 0
BROADCOM CORP COM 111320107 1003 30200 SH SOLE 0 30200 0
BERKSHIRE HATHAWAY COM 084670702 6745 75200 SH SOLE 0 75200 0
BABCOCK & WILCOX COM 05615F102 1475 56300 SH SOLE 0 56300 0
BOSTON PROPERTIES INC COM 101121101 645 6100 SH SOLE 0 6100 0
CITIGROUP INC COM 172967424 1385 35000 SH SOLE 0 35000 0
CA INC COM 12673P105 2088 95000 SH SOLE 0 95000 0
CARDINAL HEALTH INC COM 14149Y108 334 8100 SH SOLE 0 8100 0
CATERPILLAR INC COM 149123101 1317 14700 SH SOLE 0 14700 0
CBRE GROUP INC COM 12504L109 378 19000 SH SOLE 0 19000 0
CHICAGO BRIDGE & IRON COM 167250109 816 17600 SH SOLE 0 17600 0
CBOE HOLDINGS INC COM 12503M108 1974 67000 SH SOLE 0 67000 0
CBS CORP COM 124857202 4349 114300 SH SOLE 0 114300 0
CABOT CORP COM 127055101 271 6800 SH SOLE 0 6800 0
COCA COLA ENTERPRISES COM 19122T109 1336 42100 SH SOLE 0 42100 0
CROWN CASTLE INTL CORP COM 228227104 4784 66300 SH SOLE 0 66300 0
CROWN HOLDINGS INC COM 228368106 254 6900 SH SOLE 0 6900 0
CARNIVAL CORP COM 143658300 735 20000 SH SOLE 0 20000 0
CADENCE DESIGN SYS INC COM 127387108 621 46000 SH SOLE 0 46000 0
CELANESE CORP COM 150870103 704 15800 SH SOLE 0 15800 0
CELGENE CORP COM 151020104 1930 24600 SH SOLE 0 24600 0
COLFAX CORP COM 194014106 331 8200 SH SOLE 0 8200 0
CHURCH & DWIGHT INC COM 171340102 3884 72500 SH SOLE 0 72500 0
CHICOS FAS INC COM 168615102 1874 101500 SH SOLE 0 101500 0
COLGATE PALMOLIVE CO COM 194162103 2551 24400 SH SOLE 0 24400 0
CLOROX CO COM 189054109 2094 28600 SH SOLE 0 28600 0
COMERICA INC COM 200340107 1302 42900 SH SOLE 0 42900 0
COMMERCIAL METALS CO COM 201723103 1227 82600 SH SOLE 0 82600 0
CUMMINS INC COM 231021106 3055 28200 SH SOLE 0 28200 0
CMS ENERGY CORP COM 125896100 393 16100 SH SOLE 0 16100 0
CNH GLOBAL NV COM N20935206 379 9400 SH SOLE 0 9400 0
COACH INC COM 189754104 4635 83500 SH SOLE 0 83500 0
CONOCOPHILLIPS COM 20825C104 5184 89400 SH SOLE 0 89400 0
COSTCO WHSL CORP COM 22160K105 2379 24100 SH SOLE 0 24100 0
CAMPBELL SOUP CO COM 134429109 279 8000 SH SOLE 0 8000 0
CAMDEN PPTY TRUST COM 133131102 246 3600 SH SOLE 0 3600 0
COMPUWARE CORP COM 205638109 1600 147200 SH SOLE 0 147200 0
CRANE CO COM 224399105 282 6100 SH SOLE 0 6100 0
CARTER INC COM 146229109 239 4300 SH SOLE 0 4300 0
SALESFORCE COM INC COM 79466L302 1362 8100 SH SOLE 0 8100 0
CISCO SYS INC COM 17275R102 11874 604300 SH SOLE 0 604300 0
CARLISLE COS INC COM 142339100 317 5400 SH SOLE 0 5400 0
CSX CORP COM 126408103 377 19100 SH SOLE 0 19100 0
COGNIZANT TECH SOLUTNS COM 192446102 5068 68600 SH SOLE 0 68600 0
CITRIX SYS INC COM 177376100 722 11000 SH SOLE 0 11000 0
CVS CAREMARK COM 126650100 4806 99400 SH SOLE 0 99400 0
CHEVRONTEXACO CORP COM 166764100 9484 87700 SH SOLE 0 87700 0
CYPRESS SEMICONDUCTOR COM 232806109 3536 326200 SH SOLE 0 326200 0
CYTEC INDS INC COM 232820100 206 3000 SH SOLE 0 3000 0
DONALDSON INC COM 257651109 305 9300 SH SOLE 0 9300 0
DU PONT E I DE NEMOURS COM 263534109 2321 51600 SH SOLE 0 51600 0
DDR CORPORATION COM 23317H102 199 12700 SH SOLE 0 12700 0
DELL COMPUTER CORP COM 24702R101 558 55000 SH SOLE 0 55000 0
DEAN FOODS CO COM 242370104 438 26500 SH SOLE 0 26500 0
DISCOVER FINANCIAL SVCS COM 254709108 2718 70500 SH SOLE 0 70500 0
DOLLAR GEN CORP COM 256677105 476 10800 SH SOLE 0 10800 0
DANAHER CORP COM 235851102 4209 75300 SH SOLE 0 75300 0
WALT DISNEY COMPANY COM 254687106 3809 76500 SH SOLE 0 76500 0
DISCOVERY COMMUNICATIONS COM 25470F104 1365 21500 SH SOLE 0 21500 0
DICKS SPORTING GOODS COM 253393102 287 6300 SH SOLE 0 6300 0
DOLBY LABORATORIES INC COM 25659T107 1736 59200 SH SOLE 0 59200 0
DIGITAL REALTY TRUST INC COM 253868103 475 7000 SH SOLE 0 7000 0
DOLLAR TREE STORES COM 256746108 718 17700 SH SOLE 0 17700 0
DOVER CORP COM 260003108 342 5200 SH SOLE 0 5200 0
AMDOCS LTD ORD COM G02602103 252 7400 SH SOLE 0 7400 0
DR PEPPER SNAPPLE GROUP COM 26138E109 535 12100 SH SOLE 0 12100 0
DUKE REALTY CORP COM 264411505 200 14400 SH SOLE 0 14400 0
DSW INC CL A COM 23334L102 361 5500 SH SOLE 0 5500 0
DEVRY INC COM 251893103 1704 71800 SH SOLE 0 71800 0
DEVON ENERGY CORP COM 25179M103 557 10700 SH SOLE 0 10700 0
ELECTRONIC ARTS INC COM 285512109 1906 131300 SH SOLE 0 131300 0
EBAY INC COM 278642103 7375 144600 SH SOLE 0 144600 0
ECOLAB INC COM 278865100 360 5000 SH SOLE 0 5000 0
CONSOLIDATED EDISON COM 209115104 389 7000 SH SOLE 0 7000 0
ESTEE LAUDER COMPANIES COM 518439104 4076 68100 SH SOLE 0 68100 0
E M C CORP MASS COM 268648102 6748 266700 SH SOLE 0 266700 0
EASTMAN CHEM CO COM 277432100 1198 17600 SH SOLE 0 17600 0
ENERGIZER HLDGS INC COM 29266R108 576 7200 SH SOLE 0 7200 0
EOG RES INC COM 26875P101 3141 26000 SH SOLE 0 26000 0
EQUINIX INC COM 29444U502 577 2800 SH SOLE 0 2800 0
EQUITY RESIDENTIAL COM 29476L107 816 14400 SH SOLE 0 14400 0
EXPRESS SCRIPTS HOLDING COM 30219G108 491 9100 SH SOLE 0 9100 0
ESSEX PPTY TR INC COM 297178105 308 2100 SH SOLE 0 2100 0
EATON CORP COM G29183103 2714 50100.9 SH SOLE 0 50100.9 0
EATON VANCE CORP COM 278265103 226 7100 SH SOLE 0 7100 0
EXPEDIA INC CL A COM 30212P303 399 6500 SH SOLE 0 6500 0
FORD MTR COM 345370860 4021 310500 SH SOLE 0 310500 0
FASTENAL CO COM 311900104 4534 97200 SH SOLE 0 97200 0
FACEBOOK INC COM 30303M102 642 24100 SH SOLE 0 24100 0
FORTUNE BRANDS HOME&SEC COM 34964C106 243 8300 SH SOLE 0 8300 0
FREEPORT-MCMORAN COP&G COM 35671D857 3553 103900 SH SOLE 0 103900 0
FACTSET RESH SYS INC COM 303075105 247 2800 SH SOLE 0 2800 0
F5 NETWORKS INC COM 315616102 447 4600 SH SOLE 0 4600 0
FUSION-IO INC COM 36112J107 1069 46600 SH SOLE 0 46600 0
FISERV INC COM 337738108 1581 20000 SH SOLE 0 20000 0
FOOT LOCKER INC COM 344849104 440 13700 SH SOLE 0 13700 0
FLUOR CORP COM 343412102 441 7500 SH SOLE 0 7500 0
FLOWSERVE CORP COM 34354P105 411 2800 SH SOLE 0 2800 0
FOSSIL INC COM 349882100 344 3700 SH SOLE 0 3700 0
FEDERAL REALTY INVT TRUST COM 313747206 302 2900 SH SOLE 0 2900 0
FRONTIER COMMUNICATIONS COM 35906A108 353 82400 SH SOLE 0 82400 0
FULTON FINL CORP COM 360271100 1057 110000 SH SOLE 0 110000 0
GENERAL DYNAMICS CORP COM 369550108 1053 15200 SH SOLE 0 15200 0
GARDNER DENVER INC COM 365558105 212 3100 SH SOLE 0 3100 0
GENERAL ELEC CO COM 369604103 10424 496600 SH SOLE 0 496600 0
GREIF INC CL A COM 397624107 1015 22800 SH SOLE 0 22800 0
GUESS INC COM 401617105 515 21000 SH SOLE 0 21000 0
GRACO INC COM 384109104 206 4000 SH SOLE 0 4000 0
GENERAL GROWTH PPTYS COM 370023103 516 26000 SH SOLE 0 26000 0
GILEAD SCIENCES INC COM 375558103 3078 41900 SH SOLE 0 41900 0
GENERAL MLS INC COM 370334104 2268 56100 SH SOLE 0 56100 0
GENERAL MTRS CORP COM 37045V100 4544 157600 SH SOLE 0 157600 0
GREEN MTN COFFEE ROASTERS COM 393122106 980 23700 SH SOLE 0 23700 0
GAMESTOP CORP CL A COM 36467W109 1819 72500 SH SOLE 0 72500 0
GOOGLE INC CL A COM 38259P508 8135 11500 SH SOLE 0 11500 0
GENUINE PARTS CO COM 372460105 1183 18600 SH SOLE 0 18600 0
GAP INC COM 364760108 556 17900 SH SOLE 0 17900 0
GRACE W R & CO COM 38388F108 632 9400 SH SOLE 0 9400 0
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GREAT PLAINS ENERGY COM 391164100 357 17600 SH SOLE 0 17600 0
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