13F-HR 1 submissiondata13f100331.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, 2010 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 11, 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: 373 Form 13F Information Table Value Total: $580,150 (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 2838 199300 SH SOLE 0 160200 39100 ADVANCED AUTO PARTS COM 00751Y106 478 11400 SH SOLE 0 11400 0 APPLE, INC COM 037833100 12173 51800 SH SOLE 0 36500 15300 AMERISOURCEBERGEN CORP COM 03073E105 1290 44600 SH SOLE 0 28100 16500 ABBOTT LABS COM 002824100 3329 63200 SH SOLE 0 63200 0 ARCH COAL INC COM 039380100 407 17800 SH SOLE 0 17800 0 AECOM TECHNOLOGY CORP COM 00766T100 409 14400 SH SOLE 0 14400 0 ADOBE SYS INC COM 00724F101 485 13700 SH SOLE 0 13700 0 ANALOG DEVICES INC COM 032654105 291 10100 SH SOLE 0 0 10100 AUTODESK INC COM 052769106 270 9200 SH SOLE 0 0 9200 AMERICAN FINL GROUP OH COM 025932104 959 33700 SH SOLE 0 33700 0 AFLAC INC COM 001055102 1374 25300 SH SOLE 0 21200 4100 ASPEN INSURANCE LTD COM G05384105 955 33100 SH SOLE 0 33100 0 AMERICAN INTL GROUP COM 026874784 775 22700 SH SOLE 0 22700 0 ASSURANT INC COM 04621X108 1441 41900 SH SOLE 0 29400 12500 GALLAGHER ARTHUR J &CO COM 363576109 818 33300 SH SOLE 0 33300 0 AK STL HLDG CORP COM 001547108 1344 58800 SH SOLE 0 39200 19600 ALBEMARLE CORP COM 012653101 925 21700 SH SOLE 0 21700 0 ALLSTATE CORP COM 020002101 3612 111800 SH SOLE 0 93600 18200 ALTERA CORP COM 021441100 275 11300 SH SOLE 0 0 11300 APPLIED MATLS INC COM 038222105 2520 187100 SH SOLE 0 187100 0 ADVANCED MICRO DEVICES COM 007903107 1017 109700 SH SOLE 0 109700 0 AMETEK INC COM 031100100 460 11100 SH SOLE 0 11100 0 AMGEN INC COM 031162100 3160 52800 SH SOLE 0 41400 11400 AMERIPRISE FINANCIAL INC COM 03076C106 236 5200 SH SOLE 0 0 5200 AMERICAN TOWER CL A COM 029912201 737 17300 SH SOLE 0 8100 9200 AIR PRODS & CHEMS INC COM 009158106 924 12500 SH SOLE 0 8500 4000 ARROW ELECTRS INC COM 042735100 1711 56800 SH SOLE 0 56800 0 ASHLAND INC COM 044209104 406 7700 SH SOLE 0 7700 0 ALLIANT TECHSYSTEMS COM 018804104 951 11700 SH SOLE 0 11700 0 APTARGROUP INC COM 038336103 901 22900 SH SOLE 0 22900 0 AVALONBAY CMNTYS INC COM 053484101 363 4200 SH SOLE 0 3200 1000 AVNET INC COM 053807103 978 32600 SH SOLE 0 32600 0 ALLIED WRLD ASSUR COM G0219G203 955 21300 SH SOLE 0 21300 0 AXIS CAPITAL HOLDINGS COM G0692U109 2404 76900 SH SOLE 0 76900 0 ALLEGHENY ENERGY INC COM 017361106 745 32400 SH SOLE 0 32400 0 BOEING CO COM 097023105 1612 22200 SH SOLE 0 22200 0 BANK OF AMERICA CORP COM 060505104 10519 589300 SH SOLE 0 473300 116000 BAXTER INTL INC COM 071813109 308 5300 SH SOLE 0 0 5300 BED BATH & BEYOND INC COM 075896100 1956 44700 SH SOLE 0 44700 0 BB&T CORP COM 054937107 648 20000 SH SOLE 0 14000 6000 BARD C R INC COM 067383109 476 5500 SH SOLE 0 0 5500 BECTON DICKINSON & CO COM 075887109 409 5200 SH SOLE 0 0 5200 BE AEROSPACE INC COM 073302101 880 29000 SH SOLE 0 29000 0 GENERAL CABLE COM 369300108 726 26900 SH SOLE 0 26900 0 BIOGEN IDEC COM 09062X103 809 14100 SH SOLE 0 11000 3100 BANK NEW YORK INC COM 064058100 1047 33900 SH SOLE 0 33900 0 BALL CORP COM 058498106 470 8800 SH SOLE 0 0 8800 BMC SOFTWARE INC COM 055921100 464 12200 SH SOLE 0 0 12200 BEMIS INC COM 081437105 1379 48000 SH SOLE 0 32200 15800 BROADCOM CORP CL A COM 111320107 1487 44800 SH SOLE 0 34000 10800 BERKSHIRE HATHAWAY COM 084670702 3917 48200 SH SOLE 0 0 48200 BROWN & BROWN INC COM 115236101 1674 93400 SH SOLE 0 93400 0 BOSTON SCIENTIFIC CORP COM 101137107 816 113000 SH SOLE 0 113000 0 PEABODY ENERGY CORP COM 704549104 900 19700 SH SOLE 0 13800 5900 BOSTON PROPERTIES INC COM 101121101 551 7300 SH SOLE 0 5700 1600 CITIGROUP INC COM 172967101 2739 676300 SH SOLE 0 676300 0 CA INC COM 12673P105 2131 90800 SH SOLE 0 69900 20900 CARDINAL HEALTH INC COM 14149Y108 605 16800 SH SOLE 0 7300 9500 CATERPILLAR INC DEL COM 149123101 993 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61300 SH SOLE 0 61300 0 ST JUDE MED INC COM 790849103 349 8500 SH SOLE 0 0 8500 STEEL DYNAMICS INC COM 858119100 945 54100 SH SOLE 0 54100 0 SEAGATE TECHNOLOGY COM G7945J104 4508 246900 SH SOLE 0 246900 0 SOUTHERN UN CO NEW COM 844030106 842 33200 SH SOLE 0 33200 0 SAFEWAY INC COM 786514208 296 11900 SH SOLE 0 11900 0 STRYKER CORP COM 863667101 378 6600 SH SOLE 0 0 6600 SYMANTEC CORP COM 871503108 2106 124400 SH SOLE 0 92400 32000 AT&T INC COM 00206R102 7230 279800 SH SOLE 0 211000 68800 TRANSDIGM GROUP INC COM 893641100 928 17500 SH SOLE 0 17500 0 TECH DATA CORP COM 878237106 712 17000 SH SOLE 0 17000 0 TECHNE CORP COM 878377100 807 12700 SH SOLE 0 12700 0 HANOVER INSURANCE COM 410867105 946 21700 SH SOLE 0 21700 0 TIMKEN CO COM 887389104 777 25900 SH SOLE 0 25900 0 TORCHMARK CORP COM 891027104 829 15500 SH SOLE 0 7300 8200 THOMAS & BETTS CORP COM 884315102 1848 47100 SH SOLE 0 47100 0 TRANSATLANTIC HLDGS COM 893521104 924 17500 SH SOLE 0 17500 0 TRINITY INDS INC COM 896522109 729 36500 SH SOLE 0 36500 0 PRICE T ROWE GROUP INC COM 74144T108 566 10300 SH SOLE 0 5200 5100 TRAVELERS COS INC COM 89417E109 3404 63100 SH SOLE 0 11900 51200 TOTAL SYS SVCS INC COM 891906109 697 44500 SH SOLE 0 44500 0 TIME WARNER CABLE CL A COM 88732J207 442 8300 SH SOLE 0 8300 0 TIME WARNER INC COM 887317303 4409 141000 SH SOLE 0 130900 10100 TEXAS INSTRS INC COM 882508104 3536 144500 SH SOLE 0 30600 113900 TEXTRON INC COM 883203101 620 29200 SH SOLE 0 26800 2400 UNITEDHEALTH GROUP INC COM 91324P102 219 6700 SH SOLE 0 0 6700 UNUM GROUP COM 91529Y106 795 32100 SH SOLE 0 20500 11600 UPS CL B COM 911312106 1282 19900 SH SOLE 0 14100 5800 US BANCORP COM 902973304 1920 74200 SH SOLE 0 63000 11200 UNITED STATES CELLULAR COM 911684108 472 11400 SH SOLE 0 11400 0 UNITED TECHNOLOGIES CP COM 913017109 2319 31500 SH SOLE 0 31500 0 VISA INC COM 92826C839 1074 11800 SH SOLE 0 9200 2600 VALSPAR CORP COM 920355104 911 30900 SH SOLE 0 30900 0 VARIAN MED SYS INC COM 92220P105 271 4900 SH SOLE 0 0 4900 VIACOM INC CL B COM 92553P201 3510 102100 SH SOLE 0 102100 0 VALERO ENERGY CORP COM 91913Y100 1653 83900 SH SOLE 0 60700 23200 VULCAN MATLS CO COM 929160109 208 4400 SH SOLE 0 0 4400 VIRGIN MEDIA INC COM 92769L101 413 23900 SH SOLE 0 23900 0 VALMONT INDUSTRIES INC COM 920253101 1160 14000 SH SOLE 0 14000 0 VMWARE INC COM 928563402 1066 20000 SH SOLE 0 20000 0 VORNADO RLTY TR COM 929042109 606 8000 SH SOLE 0 6200 1800 VERTEX PHARMACEUTICALS COM 92532F100 327 8000 SH SOLE 0 8000 0 VISHAY INTERTECHNOLOGY COM 928298108 697 68100 SH SOLE 0 68100 0 VENTAS INC COM 92276F100 385 8100 SH SOLE 0 6300 1800 VERIZON COMMUNICATIONS COM 92343V104 4746 153000 SH SOLE 0 128200 24800 WALGREEN CO COM 931422109 1128 30400 SH SOLE 0 30400 0 WATERS CORP COM 941848103 459 6800 SH SOLE 0 0 6800 WESCO INTL INC COM 95082P105 1826 52600 SH SOLE 0 52600 0 WESTERN DIGITAL CORP COM 958102105 218 5600 SH SOLE 0 0 5600 WELLS FARGO & CO COM 949746101 5549 178300 SH SOLE 0 162200 16100 WHIRLPOOL CORP COM 963320106 1501 17200 SH SOLE 0 12000 5200 WINDSTREAM CORP COM 97381W104 1466 134600 SH SOLE 0 94400 40200 WILLIAMS COS INC COM 969457100 455 19700 SH SOLE 0 0 19700 WAL MART STORES INC COM 931142103 5393 97000 SH SOLE 0 90400 6600 VCA ANTECH INC COM 918194101 824 29400 SH SOLE 0 29400 0 WESTERN RES INC COM 95709T100 740 33200 SH SOLE 0 33200 0 BERKLEY W R CORP COM 084423102 754 28900 SH SOLE 0 28900 0 XL CAP LTD CL A COM G98255105 718 38000 SH SOLE 0 23900 14100 XILINX INC COM 983919101 273 10700 SH SOLE 0 0 10700 EXXON MOBIL CORP COM 30231G102 13409 200200 SH SOLE 0 171900 28300 DENTSPLY INTL INC COM 249030107 443 12700 SH SOLE 0 0 12700 XEROX CORP COM 984121103 6154 631200 SH SOLE 0 547800 83400 YAHOO INC COM 984332106 901 54500 SH SOLE 0 29000 25500 YUM BRANDS INC COM 988498101 402 10500 SH SOLE 0 0 10500 ZIMMER HLDGS INC COM 98956P102 337 5700 SH SOLE 0 0 5700