0001328533-13-000004.txt : 20130509
0001328533-13-000004.hdr.sgml : 20130509
20130509114819
ACCESSION NUMBER: 0001328533-13-000004
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130331
FILED AS OF DATE: 20130509
DATE AS OF CHANGE: 20130509
EFFECTIVENESS DATE: 20130509
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: 13827324
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
submissiondata13f130331.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: March 31, 2013
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 May 9, 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: 418
Form 13F Information Table Value Total: 794,286
(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 699 82100 SH SOLE 0 82100 0
AARON'S INC COM 002535300 1853 64600 SH SOLE 0 64600 0
ADVANCED AUTO PARTS COM 00751Y106 223 2700 SH SOLE 0 2700 0
APPLE, INC COM 037833100 24656 55700 SH SOLE 0 55700 0
ABBOTT LABS COM 002824100 812 23000 SH SOLE 0 23000 0
AMER CAMPUS COMMUNITIES COM 024835100 222 4900 SH SOLE 0 4900 0
ACCENTURE LTD CL A COM G1151C101 2902 38200 SH SOLE 0 38200 0
ADOBE SYS INC COM 00724F101 1175 27000 SH SOLE 0 27000 0
ANALOG DEVICES INC COM 032654105 614 13200 SH SOLE 0 13200 0
ARCHER DANIELS MIDLAND COM 039483102 2999 88900 SH SOLE 0 88900 0
AUTOMATIC DATA PROCESS COM 053015103 3830 58900 SH SOLE 0 58900 0
ALLIANCE DATA SYS CORP COM 018581108 826 5100 SH SOLE 0 5100 0
AUTODESK INC COM 052769106 598 14500 SH SOLE 0 14500 0
AMERN EAGLE OUTFIT COM 02553E106 2050 109600 SH SOLE 0 109600 0
AMERICAN ELEC PWR INC COM 025537101 686 14100 SH SOLE 0 14100 0
AES CORP COM 00130H105 427 34000 SH SOLE 0 34000 0
AGCO CORPORATION COM 001084102 886 17000 SH SOLE 0 17000 0
AMERICAN CAPITAL AGENCY COM 02503X105 626 19100 SH SOLE 0 19100 0
ASPEN INSURANCE LTD COM G05384105 2064 53500 SH SOLE 0 53500 0
ALBEMARLE CORP COM 012653101 1150 18400 SH SOLE 0 18400 0
ALLSTATE CORP COM 020002101 1129 23000 SH SOLE 0 23000 0
ALEXION PHARMACEUTICALS COM 015351109 977 10600 SH SOLE 0 10600 0
APPLIED MATLS INC COM 038222105 775 57500 SH SOLE 0 57500 0
AMC NETWORKS INC COM 00164V103 234 3700 SH SOLE 0 3700 0
AFFILIATED MNGRS GRP COM 008252108 322 2100 SH SOLE 0 2100 0
AMGEN INC COM 031162100 4336 42300 SH SOLE 0 42300 0
AMERICAN TOWER REIT COM 03027X100 1685 21900 SH SOLE 0 21900 0
AMAZON COM INC COM 023135106 2745 10300 SH SOLE 0 10300 0
ABERCROMBIE & FITCH CL A COM 002896207 1894 41000 SH SOLE 0 41000 0
ANSYS INC COM 03662Q105 440 5400 SH SOLE 0 5400 0
AOL INC COM 00184X105 2059 53500 SH SOLE 0 53500 0
AON CORPORATION COM G0408V102 2595 42200 SH SOLE 0 42200 0
APACHE CORP COM 037411105 2006 26000 SH SOLE 0 26000 0
AIR PRODS & CHEMS INC COM 009158106 2823 32400 SH SOLE 0 32400 0
ALEXANDRIA R E EQUITIES COM 015271109 234 3300 SH SOLE 0 3300 0
ARIAD PHARMACEUTICALS COM 04033A100 204 11300 SH SOLE 0 11300 0
ARROW ELECTRS INC COM 042735100 272 6700 SH SOLE 0 6700 0
ASCENA RETAIL GROUP COM 04351G101 211 11400 SH SOLE 0 11400 0
ATMOS ENERGY CORP COM 049560105 491 11500 SH SOLE 0 11500 0
AVALONBAY CMNTYS INC COM 053484101 697 5500 SH SOLE 0 5500 0
AVON PRODS INC COM 054303102 466 22500 SH SOLE 0 22500 0
AVNET INC COM 053807103 369 10200 SH SOLE 0 10200 0
ARMSTRONG WORLD INDS COM 04247X102 268 4800 SH SOLE 0 4800 0
AUTOZONE INC COM 053332102 2896 7300 SH SOLE 0 7300 0
BOEING CO COM 097023105 1107 12900 SH SOLE 0 12900 0
BANK OF AMERICA CORP COM 060505104 8066 662200 SH SOLE 0 662200 0
BED BATH & BEYOND INC COM 075896100 3472 53900 SH SOLE 0 53900 0
BEST BUY INC COM 086516101 2217 100100 SH SOLE 0 100100 0
BE AEROSPACE INC COM 073302101 1001 16600 SH SOLE 0 16600 0
BROWN FORMAN CL B COM 115637209 2199 30800 SH SOLE 0 30800 0
BUNGE LIMITED COM G16962105 532 7200 SH SOLE 0 7200 0
BAKER HUGHES INC COM 057224107 1341 28900 SH SOLE 0 28900 0
BIOGEN IDEC COM 09062X103 2562 13300 SH SOLE 0 13300 0
BMC SOFTWARE INC COM 055921100 398 8600 SH SOLE 0 8600 0
BIOMARIN PHARMACEUTICAL COM 09061G101 442 7100 SH SOLE 0 7100 0
BEMIS INC COM 081437105 323 8000 SH SOLE 0 8000 0
BRISTOL MYERS SQUIBB COM 110122108 692 16800 SH SOLE 0 16800 0
BROCADE COMMUNCTNS SYS COM 111621306 2075 359600 SH SOLE 0 359600 0
BROADCOM CORP CL A COM 111320107 1117 32200 SH SOLE 0 32200 0
BERKSHIRE HATHAWAY COM 084670702 8649 83000 SH SOLE 0 83000 0
BROWN & BROWN INC COM 115236101 1868 58300 SH SOLE 0 58300 0
BABCOCK & WILCOX COM 05615F102 2256 79400 SH SOLE 0 79400 0
BOSTON PROPERTIES INC COM 101121101 616 6100 SH SOLE 0 6100 0
CITIGROUP INC COM 172967424 5968 134900 SH SOLE 0 134900 0
CA INC COM 12673P105 2332 92600 SH SOLE 0 92600 0
CONAGRA FOODS INC COM 205887102 716 20000 SH SOLE 0 20000 0
CATERPILLAR INC COM 149123101 1322 15200 SH SOLE 0 15200 0
CHUBB CORP COM 171232101 3055 34900 SH SOLE 0 34900 0
CBRE GROUP INC COM 12504L109 470 18600 SH SOLE 0 18600 0
CHICAGO BRIDGE & IRON COM 167250109 1521 24500 SH SOLE 0 24500 0
CBOE HOLDINGS COM 12503M108 1721 46600 SH SOLE 0 46600 0
CBS CORP COM 124857202 6070 130000 SH SOLE 0 130000 0
CABOT CORP COM 127055101 280 8200 SH SOLE 0 8200 0
COCA COLA ENTERPRISES COM 19122T109 1979 53600 SH SOLE 0 53600 0
CROWN CASTLE INTL CORP COM 228227104 5146 73900 SH SOLE 0 73900 0
CROWN HOLDINGS INC COM 228368106 341 8200 SH SOLE 0 8200 0
CADENCE DESIGN SYS INC COM 127387108 770 55300 SH SOLE 0 55300 0
CELGENE CORP COM 151020104 2817 24300 SH SOLE 0 24300 0
COLFAX CORP COM 194014106 638 13700 SH SOLE 0 13700 0
CHURCH & DWIGHT INC COM 171340102 4518 69900 SH SOLE 0 69900 0
CHICOS FAS INC COM 168615102 1403 83500 SH SOLE 0 83500 0
CHARTER COMMUNCTNS CL A COM 16117M305 302 2900 SH SOLE 0 2900 0
COLGATE PALMOLIVE CO COM 194162103 2998 25400 SH SOLE 0 25400 0
CLOROX CO COM 189054109 2452 27700 SH SOLE 0 27700 0
COMMERCIAL METALS CO COM 201723103 1352 85300 SH SOLE 0 85300 0
COMCAST CORP CL A COM 20030N101 3808 90700 SH SOLE 0 90700 0
CUMMINS INC COM 231021106 2722 23500 SH SOLE 0 23500 0
CMS ENERGY CORP COM 125896100 481 17200 SH SOLE 0 17200 0
CNH GLOBAL NV COM N20935206 504 12200 SH SOLE 0 12200 0
CINEMARK HOLDINGS COM 17243V102 1607 54600 SH SOLE 0 54600 0
COACH INC COM 189754104 475 9500 SH SOLE 0 9500 0
ROCKWELL COLLINS INC COM 774341101 732 11600 SH SOLE 0 11600 0
CONOCOPHILLIPS COM 20825C104 5367 89300 SH SOLE 0 89300 0
COSTCO WHSL CORP COM 22160K105 976 9200 SH SOLE 0 9200 0
CAMDEN PPTY TRUST COM 133131102 261 3800 SH SOLE 0 3800 0
COMPUWARE CORP COM 205638109 1905 152500 SH SOLE 0 152500 0
CRANE CO COM 224399105 391 7000 SH SOLE 0 7000 0
CARTER INC COM 146229109 281 4900 SH SOLE 0 4900 0
SALESFORCE COM INC COM 79466L302 1466 8200 SH SOLE 0 8200 0
CISCO SYS INC COM 17275R102 7128 341200 SH SOLE 0 341200 0
CSX CORP COM 126408103 478 19400 SH SOLE 0 19400 0
COGNIZ TECH SOLUTNS CL A COM 192446102 5256 68600 SH SOLE 0 68600 0
CITRIX SYS INC COM 177376100 750 10400 SH SOLE 0 10400 0
CVS CAREMARK COM 126650100 5439 98900 SH SOLE 0 98900 0
CHEVRONTEXACO CORP COM 166764100 9375 78900 SH SOLE 0 78900 0
CYPRESS SEMICONDUCTOR COM 232806109 3765 341300 SH SOLE 0 341300 0
DONALDSON INC COM 257651109 717 19800 SH SOLE 0 19800 0
DDR CORPORATION COM 23317H102 213 12200 SH SOLE 0 12200 0
DELL COMPUTER CORP COM 24702R101 4838 337600 SH SOLE 0 337600 0
DISCOVER FINANCIAL SVCS COM 254709108 475 10600 SH SOLE 0 10600 0
DOLLAR GEN CORP COM 256677105 344 6800 SH SOLE 0 6800 0
DANAHER CORP COM 235851102 1417 22800 SH SOLE 0 22800 0
WALT DISNEY COMPANY COM 254687106 10730 188900 SH SOLE 0 188900 0
DISCOVERY COMMUNICATIONS COM 25470F104 5181 65800 SH SOLE 0 65800 0
DISH NETWORK COM 25470M109 349 9200 SH SOLE 0 9200 0
DICKS SPORTING GOODS COM 253393102 341 7200 SH SOLE 0 7200 0
DOLBY LABORATORIES INC COM 25659T107 2057 61300 SH SOLE 0 61300 0
DIGITAL REALTY TRUST COM 253868103 495 7400 SH SOLE 0 7400 0
DOLLAR TREE STORES COM 256746108 489 10100 SH SOLE 0 10100 0
DOVER CORP COM 260003108 605 8300 SH SOLE 0 8300 0
AMDOCS LTD ORD COM G02602103 337 9300 SH SOLE 0 9300 0
DUKE REALTY CORP COM 264411505 275 16200 SH SOLE 0 16200 0
DSW INC CL A COM 23334L102 427 6700 SH SOLE 0 6700 0
DIRECTV COM 25490A309 5851 103400 SH SOLE 0 103400 0
DEVRY INC COM 251893103 2048 64500 SH SOLE 0 64500 0
DEVON ENERGY CORP COM 25179M103 654 11600 SH SOLE 0 11600 0
DREAMWORKS ANIMATION CL A COM 26153C103 277 14600 SH SOLE 0 14600 0
ELECTRONIC ARTS INC COM 285512109 2163 122200 SH SOLE 0 122200 0
EBAY INC COM 278642103 7531 138900 SH SOLE 0 138900 0
ESTEE LAUDER COMPANIES COM 518439104 4994 78000 SH SOLE 0 78000 0
E M C CORP MASS COM 268648102 6873 287700 SH SOLE 0 287700 0
EASTMAN CHEM CO COM 277432100 461 6600 SH SOLE 0 6600 0
EMERSON ELEC CO COM 291011104 1900 34000 SH SOLE 0 34000 0
ENDURANCE SPECIALTY COM G30397106 1449 30300 SH SOLE 0 30300 0
ENERGIZER HLDGS INC COM 29266R108 888 8900 SH SOLE 0 8900 0
EOG RES INC COM 26875P101 3509 27400 SH SOLE 0 27400 0
EQUINIX INC COM 29444U502 606 2800 SH SOLE 0 2800 0
EQUITY RESIDENTIAL COM 29476L107 793 14400 SH SOLE 0 14400 0
EXPRESS SCRIPTS COM 30219G108 519 9000 SH SOLE 0 9000 0
ESSEX PPTY TR INC COM 297178105 316 2100 SH SOLE 0 2100 0
EATON CORP COM G29183103 3283 53600 SH SOLE 0 53600 0
EATON VANCE CORP COM 278265103 280 6700 SH SOLE 0 6700 0
EXPEDIA INC CL A COM 30212P303 432 7200 SH SOLE 0 7200 0
FORD MTR COM 345370860 4073 309700 SH SOLE 0 309700 0
FASTENAL CO COM 311900104 4820 93900 SH SOLE 0 93900 0
FACEBOOK INC COM 30303M102 624 24400 SH SOLE 0 24400 0
FORTUNE BRNDS HOME & SEC COM 34964C106 363 9700 SH SOLE 0 9700 0
FREEPRT-MCMORAN COP&G COM 35671D857 5332 161100 SH SOLE 0 161100 0
FACTSET RESH SYS INC COM 303075105 250 2700 SH SOLE 0 2700 0
F5 NETWORKS INC COM 315616102 2459 27600 SH SOLE 0 27600 0
FUSION-IO INC COM 36112J107 792 48400 SH SOLE 0 48400 0
FISERV INC COM 337738108 1784 20300 SH SOLE 0 20300 0
FOOT LOCKER INC COM 344849104 520 15200 SH SOLE 0 15200 0
FLOWSERVE CORP COM 34354P105 503 3000 SH SOLE 0 3000 0
FLEETCOR TECHNOLOGIES COM 339041105 222 2900 SH SOLE 0 2900 0
FOSSIL INC COM 349882100 309 3200 SH SOLE 0 3200 0
FEDERAL REALTY COM 313747206 313 2900 SH SOLE 0 2900 0
FORTINET INC COM 34959E109 348 14700 SH SOLE 0 14700 0
GARDNER DENVER INC COM 365558105 278 3700 SH SOLE 0 3700 0
GENERAL ELEC CO COM 369604103 14963 647200 SH SOLE 0 647200 0
GREIF INC CL A COM 397624107 1239 23100 SH SOLE 0 23100 0
GUESS INC COM 401617105 616 24800 SH SOLE 0 24800 0
GRACO INC COM 384109104 267 4600 SH SOLE 0 4600 0
GENERAL GROWTH PPTYS COM 370023103 511 25700 SH SOLE 0 25700 0
GILEAD SCIENCES INC COM 375558103 4057 82900 SH SOLE 0 82900 0
GENERAL MLS INC COM 370334104 3245 65800 SH SOLE 0 65800 0
CORNING INC COM 219350105 961 72100 SH SOLE 0 72100 0
GENERAL MTRS CORP COM 37045V100 4880 175400 SH SOLE 0 175400 0
GREEN MTN COFFEE COM 393122106 1192 21000 SH SOLE 0 21000 0
GAMESTOP CORP CL A COM 36467W109 2000 71500 SH SOLE 0 71500 0
GOOGLE INC CL A COM 38259P508 9292 11700 SH SOLE 0 11700 0
GENUINE PARTS CO COM 372460105 569 7300 SH SOLE 0 7300 0
GAP INC COM 364760108 237 6700 SH SOLE 0 6700 0
GOLDMAN SACHS GROUP COM 38141G104 809 5500 SH SOLE 0 5500 0
GREAT PLAINS ENERGY COM 391164100 436 18800 SH SOLE 0 18800 0
REALOGY CORP COM 448579102 1392 32200 SH SOLE 0 32200 0
HARMAN INTL INDS INC COM 413086109 420 9400 SH SOLE 0 9400 0
HANESBRANDS INC COM 410345102 437 9600 SH SOLE 0 9600 0
HCC INS HLDGS INC COM 404132102 1849 44000 SH SOLE 0 44000 0
HEALTH CARE REIT INC COM 42217K106 842 12400 SH SOLE 0 12400 0
HEALTH CARE PPTY INVS COM 40414L109 1002 20100 SH SOLE 0 20100 0
HOME DEPOT INC COM 437076102 7543 108100 SH SOLE 0 108100 0
HERBALIFE LTD COM G4412G101 2281 60900 SH SOLE 0 60900 0
HONEYWELL INTL INC COM 438516106 1168 15500 SH SOLE 0 15500 0
HEWLETT PACKARD CO COM 428236103 286 12000 SH SOLE 0 12000 0
HOSPITALITY PPTYS TR COM 44106M102 206 7500 SH SOLE 0 7500 0
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IDEX CORP COM 45167R104 4284 80200 SH SOLE 0 80200 0
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