13F-HR 1 submissiondata13f100630.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: June 30, 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 August 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: 371 Form 13F Information Table Value Total: $521,573 (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 1501 149200 SH SOLE 0 102100 47100 APPLE, INC COM 037833100 13507 53700 SH SOLE 0 36200 17500 AMERISOURCEBERGEN CORP COM 03073E105 1384 43600 SH SOLE 0 41100 2500 ABBOTT LABS COM 002824100 2194 46900 SH SOLE 0 46900 0 ACE LTD ORD H0023R105 1194 23200 SH SOLE 0 23200 0 ARCH COAL INC COM 039380100 1199 60500 SH SOLE 0 60500 0 ANALOG DEVICES INC COM 032654105 279 10000 SH SOLE 0 0 10000 AFLAC INC COM 001055102 4493 105300 SH SOLE 0 105300 0 AGCO CORPORATION COM 001084102 944 35000 SH SOLE 0 35000 0 ASSURANT INC COM 04621X108 1520 43800 SH SOLE 0 28200 15600 ARTHUR J GALLAGHER COM 363576109 517 21200 SH SOLE 0 21200 0 AK STL HLDG CORP COM 001547108 1151 96600 SH SOLE 0 65300 31300 ALBEMARLE CORP COM 012653101 473 11900 SH SOLE 0 11900 0 ALLSTATE CORP COM 020002101 1276 44400 SH SOLE 0 21700 22700 ALTERA CORP COM 021441100 268 10800 SH SOLE 0 0 10800 AUTOLIV INC COM 052800109 3507 73300 SH SOLE 0 73300 0 AMGEN INC COM 031162100 2625 49900 SH SOLE 0 38700 11200 AMERICAN TOWER CORP CL A COM 029912201 881 19800 SH SOLE 0 11000 8800 ALPHA NATURAL RESOURCES COM 02076X102 406 12000 SH SOLE 0 12000 0 APACHE CORP COM 037411105 514 6100 SH SOLE 0 6100 0 AIR PRODS & CHEMS INC COM 009158106 343 5300 SH SOLE 0 0 5300 ARROW ELECTRS INC COM 042735100 443 19800 SH SOLE 0 19800 0 ASHLAND INC COM 044209104 761 16400 SH SOLE 0 16400 0 ALLIANT TECHSYSTEMS COM 018804104 1452 23400 SH SOLE 0 23400 0 APTARGROUP INC COM 038336103 378 10000 SH SOLE 0 10000 0 AVALONBAY CMNTYS INC COM 053484101 401 4300 SH SOLE 0 3300 1000 AVON PRODS INC COM 054303102 345 13000 SH SOLE 0 13000 0 AVERY DENNISON CORP COM 053611109 485 15100 SH SOLE 0 15100 0 ALLIED WRLD ASSUR COM G0219G203 585 12900 SH SOLE 0 12900 0 AMERICAN EXPRESS CO COM 025816109 1401 35300 SH SOLE 0 35300 0 AXIS CAPITAL HOLDINGS COM G0692U109 3676 123700 SH SOLE 0 123700 0 ALLEGHENY ENERGY INC COM 017361106 1028 49700 SH SOLE 0 39500 10200 BOEING CO COM 097023105 841 13400 SH SOLE 0 13400 0 BANK OF AMERICA CORP COM 060505104 6997 486900 SH SOLE 0 405600 81300 BED BATH & BEYOND INC COM 075896100 1509 40700 SH SOLE 0 40700 0 BEST BUY INC COM 086516101 1774 52400 SH SOLE 0 49400 3000 BECTON DICKINSON & CO COM 075887109 730 10800 SH SOLE 0 10800 0 GENERAL CABLE COM 369300108 1482 55600 SH SOLE 0 55600 0 BIOGEN IDEC COM 09062X103 660 13900 SH SOLE 0 10800 3100 BALL CORP COM 058498106 840 15900 SH SOLE 0 8000 7900 BMC SOFTWARE INC COM 055921100 1164 33600 SH SOLE 0 24800 8800 BROADCOM CORP CL A COM 111320107 1490 45200 SH SOLE 0 45200 0 BERKSHIRE HATHAWAY COM 084670702 6845 85900 SH SOLE 0 69900 16000 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