13F-HR 1 submissiondata13f091231.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, 2009 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 9, 2010 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: 367 Form 13F Information Table Value Total: $446,062 (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 249 8000 SH SOLE 0 8000 0 APPLE, INC COM 037833100 10684 50700 SH SOLE 0 40100 10600 AMERISOURCEBERGEN CORP COM 03073E105 438 16800 SH SOLE 0 0 16800 ABBOTT LABS COM 002824100 1744 32300 SH SOLE 0 32300 0 AMERICREDIT CORP COM 03060R101 524 27500 SH SOLE 0 27500 0 ARCH CAP GROUP LTD ORD G0450A105 372 5200 SH SOLE 0 5200 0 ARCH COAL INC COM 039380100 365 16400 SH SOLE 0 16400 0 AECOM TECHNOLOGY CORP COM 00766T100 586 21300 SH SOLE 0 21300 0 ADOBE SYS INC COM 00724F101 853 23200 SH SOLE 0 12300 10900 AUTODESK INC COM 052769106 623 24500 SH SOLE 0 14900 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64400 0 VENTAS INC COM 92276F100 289 6600 SH SOLE 0 4800 1800 VECTREN CORP COM 92240G101 679 27500 SH SOLE 0 27500 0 VERIZON COMMUNICATIONS COM 92343V104 7179 216700 SH SOLE 0 191700 25000 WATERS CORP COM 941848103 421 6800 SH SOLE 0 0 6800 WESCO INTL INC COM 95082P105 524 19400 SH SOLE 0 19400 0 WESTERN DIGITAL CORP COM 958102105 530 12000 SH SOLE 0 12000 0 WADDELL & REED FINL CL A COM 930059100 336 11000 SH SOLE 0 11000 0 WENDY'S/ARBY'S GROUP COM 950587105 525 111900 SH SOLE 0 111900 0 WELLS FARGO & CO COM 949746101 3609 133700 SH SOLE 0 88000 45700 WHIRLPOOL CORP COM 963320106 242 3000 SH SOLE 0 0 3000 WINDSTREAM CORP COM 97381W104 1320 120100 SH SOLE 0 83000 37100 WAL MART STORES INC COM 931142103 3496 65400 SH SOLE 0 46300 19100 VCA ANTECH INC COM 918194101 314 12600 SH SOLE 0 12600 0 BERKLEY W R CORP COM 084423102 1395 56600 SH SOLE 0 56600 0 WILLIAMS SONOMA INC COM 969904101 272 13100 SH SOLE 0 13100 0 AQUA AMERICA COM 03836W103 681 38900 SH SOLE 0 38900 0 UNITED STATES STL CORP COM 912909108 270 4900 SH SOLE 0 0 4900 XL CAP LTD CL A COM G98255105 713 38900 SH SOLE 0 25300 13600 XILINX INC COM 983919101 258 10300 SH SOLE 0 0 10300 EXXON MOBIL CORP COM 30231G102 10692 156800 SH SOLE 0 109900 46900 XEROX CORP COM 984121103 2089 246900 SH SOLE 0 187800 59100 YAHOO INC COM 984332106 846 50400 SH SOLE 0 26000 24400 YUM BRANDS INC COM 988498101 3273 93600 SH SOLE 0 83100 10500 ZEBRA TECHNOLOGIES CL A COM 989207105 1349 47600 SH SOLE 0 47600 0 ZIMMER HLDGS INC COM 98956P102 526 8900 SH SOLE 0 3400 5500