13F-HR 1 submissiondata13f100930.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: September 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 November 12, 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: 378 Form 13F Information Table Value Total: $586,745 (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 2622 216500 SH SOLE 0 161900 54600 APPLE, INC COM 037833100 15833 55800 SH SOLE 0 37600 18200 AMERISOURCEBERGEN CORP COM 03073E105 307 10000 SH SOLE 0 0 10000 ABBOTT LABS COM 002824100 1609 30800 SH SOLE 0 30800 0 ACE LTD ORD H0023R105 961 16500 SH SOLE 0 11100 5400 ARCH COAL INC COM 039380100 2033 76100 SH SOLE 0 76100 0 ALBERTO CULVER CL B COM 013078100 1084 28800 SH SOLE 0 28800 0 ADOBE SYS INC COM 00724F101 3290 125800 SH SOLE 0 125800 0 ANALOG DEVICES INC COM 032654105 1076 34300 SH SOLE 0 0 34300 AES CORP COM 00130H105 1003 88400 SH SOLE 0 88400 0 AETNA INC COM 00817Y108 1100 34800 SH SOLE 0 34800 0 AFLAC INC COM 001055102 1324 25600 SH SOLE 0 1400 24200 AGCO CORPORATION COM 001084102 347 8900 SH SOLE 0 8900 0 ALLERGAN INC COM 018490102 412 6200 SH SOLE 0 6200 0 ASSURED GUARANTY LTD G0585R106 655 38300 SH SOLE 0 38300 0 ASSURANT INC COM 04621X108 1319 32400 SH SOLE 0 17900 14500 AK STL HLDG CORP COM 001547108 1370 99200 SH SOLE 0 60900 38300 ALLSTATE CORP COM 020002101 943 29900 SH SOLE 0 20700 9200 AUTOLIV INC COM 052800109 2430 37200 SH SOLE 0 37200 0 ALEXION PHARMACEUTICALS COM 015351109 238 3700 SH SOLE 0 3700 0 AMGEN INC COM 031162100 2789 50600 SH SOLE 0 39200 11400 AMERICAN TOWER CL A COM 029912201 446 8700 SH SOLE 0 0 8700 AMAZON COM INC COM 023135106 1225 7800 SH SOLE 0 7800 0 ALPHA NATURAL RESOURCES COM 02076X102 576 14000 SH SOLE 0 14000 0 APACHE CORP COM 037411105 2092 21400 SH SOLE 0 21400 0 AIR PRODS & CHEMS INC COM 009158106 414 5000 SH SOLE 0 0 5000 APOLLO GROUP CL A COM 037604105 1592 31000 SH SOLE 0 31000 0 ASHLAND INC COM 044209104 922 18900 SH SOLE 0 18900 0 APTARGROUP INC COM 038336103 521 11400 SH SOLE 0 11400 0 AVALONBAY CMNTYS INC COM 053484101 457 4400 SH SOLE 0 3400 1000 AVON PRODS INC COM 054303102 421 13100 SH SOLE 0 13100 0 AVERY DENNISON CORP COM 053611109 705 19000 SH SOLE 0 19000 0 AXIS CAPITAL HOLDINGS COM G0692U109 1957 59400 SH SOLE 0 59400 0 BANK OF AMERICA CORP COM 060505104 6367 486000 SH SOLE 0 388200 97800 BED BATH & BEYOND INC COM 075896100 2275 52400 SH SOLE 0 50000 2400 BEST BUY INC COM 086516101 804 19700 SH SOLE 0 19700 0 GENERAL CABLE COM 369300108 1812 66800 SH SOLE 0 66800 0 BIOGEN IDEC COM 09062X103 718 12800 SH SOLE 0 9900 2900 BALL CORP COM 058498106 1142 19400 SH SOLE 0 9600 9800 BEMIS INC COM 081437105 556 17500 SH SOLE 0 0 17500 BROADCOM CORP CL A COM 111320107 754 21300 SH SOLE 0 21300 0 BERKSHIRE HATHAWAY CL B COM 084670702 6747 81600 SH SOLE 0 66900 14700 PEABODY ENERGY CORP COM 704549104 402 8200 SH SOLE 0 8200 0 BUCYRUS INTERNATIONAL COM 118759109 1380 19900 SH SOLE 0 19900 0 BORG WARNER INC COM 099724106 410 7800 SH SOLE 0 7800 0 BOSTON PROPERTIES INC COM 101121101 615 7400 SH SOLE 0 5700 1700 CITIGROUP INC COM 172967101 3112 795900 SH SOLE 0 795900 0 CA INC COM 12673P105 803 38000 SH SOLE 0 38000 0 CONAGRA FOODS INC COM 205887102 904 41200 SH SOLE 0 37300 3900 CARDINAL HEALTH INC COM 14149Y108 344 10400 SH SOLE 0 0 10400 CATERPILLAR INC COM 149123101 441 5600 SH SOLE 0 0 5600 CHUBB CORP COM 171232101 1009 17700 SH SOLE 0 12500 5200 CB RICHARD ELLIS CL A COM 12497T101 276 15100 SH SOLE 0 11700 3400 CHICAGO BRIDGE & IRON COM 167250109 1844 75400 SH SOLE 0 75400 0 CBS CORP COM 124857202 2309 145600 SH SOLE 0 139500 6100 CROWN CASTLE INTL CORP COM 228227104 393 8900 SH SOLE 0 8900 0 CADENCE DESIGN SYS INC COM 127387108 651 85300 SH SOLE 0 85300 0 CELGENE CORP COM 151020104 1406 24400 SH SOLE 0 18900 5500 CEPHALON INC COM 156708109 250 4000 SH SOLE 0 3100 900 CERNER CORP COM 156782104 277 3300 SH SOLE 0 0 3300 CF INDUSTRIES HOLDINGS COM 125269100 287 3000 SH SOLE 0 0 3000 CHESAPEAKE ENERGY CORP COM 165167107 867 38300 SH SOLE 0 38300 0 CIGNA CORP COM 125509109 2455 68600 SH SOLE 0 59700 8900 CIENA CORP COM 171779309 1389 89200 SH SOLE 0 89200 0 CHIMERA INVESTMENT COM 16934Q109 143 36100 SH SOLE 0 36100 0 CINCINNATI FINL CORP COM 172062101 591 20500 SH SOLE 0 0 20500 COLGATE PALMOLIVE CO COM 194162103 330 4300 SH SOLE 0 0 4300 CLIFFS NATURAL RESOURCES COM 18683K101 1272 19900 SH SOLE 0 19900 0 CONTINENTAL RES INC COM 212015101 779 16800 SH SOLE 0 16800 0 CLOROX CO COM 189054109 314 4700 SH SOLE 0 0 4700 COMMERCIAL METALS CO COM 201723103 852 58800 SH SOLE 0 58800 0 COMCAST CORP CL A COM 20030N101 2077 114900 SH SOLE 0 114900 0 CHIPOTLE MEXICAN GRILL COM 169656105 396 2300 SH SOLE 0 2300 0 CUMMINS INC COM 231021106 1087 12000 SH SOLE 0 12000 0 CONSOL ENERGY INC COM 20854P109 1190 32200 SH SOLE 0 15600 16600 CAPITAL ONE FINL CORP COM 14040H105 811 20500 SH SOLE 0 16400 4100 CONOCOPHILLIPS COM 20825C104 9866 171800 SH SOLE 0 116400 55400 COVIDIEN LTD G2554F105 615 15300 SH SOLE 0 15300 0 COMPUTER SCIENCES CORP COM 205363104 1398 30400 SH SOLE 0 30400 0 CISCO SYS INC COM 17275R102 9706 443200 SH SOLE 0 387600 55600 CINTAS CORP COM 172908105 697 25300 SH SOLE 0 25300 0 CENTURYLINK COM 156700106 343 8700 SH SOLE 0 0 8700 CONVERGYS CORP COM 212485106 1072 102600 SH SOLE 0 102600 0 COVENTRY HEALTH CARE COM 222862104 1399 65000 SH SOLE 0 65000 0 CVS CAREMARK COM 126650100 777 24700 SH SOLE 0 24700 0 CHEVRONTEXACO CORP COM 166764100 6087 75100 SH SOLE 0 32500 42600 COMMUNITY HLTH SYS COM 203668108 1288 41600 SH SOLE 0 41600 0 DELTA AIR LINES DEL COM 247361702 282 24200 SH SOLE 0 24200 0 DU PONT E I DE NEMOURS COM 263534109 1174 26300 SH SOLE 0 18200 8100 DEERE & CO COM 244199105 265 3800 SH SOLE 0 0 3800 DELL COMPUTER CORP COM 24702R101 5023 387300 SH SOLE 0 322700 64600 D R HORTON INC COM 23331A109 793 71300 SH SOLE 0 71300 0 DISNEY WALT CO COM 254687106 2509 75800 SH SOLE 0 75800 0 DICKS SPORTING GOODS COM 253393102 1119 39900 SH SOLE 0 39900 0 DEL MONTE FOODS CO COM 24522P103 1403 107000 SH SOLE 0 107000 0 DIGITAL REALTY TRUST COM 253868103 222 3600 SH SOLE 0 3600 0 DENDREON CORP COM 24823Q107 243 5900 SH SOLE 0 5900 0 DIAMOND OFFSHORE DRILL COM 25271C102 2406 35500 SH SOLE 0 26400 9100 DOVER CORP COM 260003108 318 6100 SH SOLE 0 0 6100 DOW CHEM CO COM 260543103 1258 45800 SH SOLE 0 35400 10400 AMDOCS LTD ORD G02602103 728 25400 SH SOLE 0 25400 0 DPL INC COM 233293109 1016 38900 SH SOLE 0 38900 0 DUKE REALTY CORP COM 264411505 119 10300 SH SOLE 0 10300 0 DARDEN RESTAURANTS INC COM 237194105 894 20900 SH SOLE 0 9700 11200 DIRECTV COM 25490A101 754 18100 SH SOLE 0 18100 0 DEVON ENERGY CORP COM 25179M103 1703 26300 SH SOLE 0 26300 0 BRINKER INTL INC COM 109641100 2199 116600 SH SOLE 0 116600 0 ECOLAB INC COM 278865100 345 6800 SH SOLE 0 0 6800 EQUIFAX INC COM 294429105 1239 39700 SH SOLE 0 39700 0 ENERGEN CORP COM 29265N108 1020 22300 SH SOLE 0 22300 0 LAUDER ESTEE CL A COM 518439104 500 7900 SH SOLE 0 3300 4600 E M C CORP MASS COM 268648102 6627 326300 SH SOLE 0 234000 92300 EASTMAN CHEM CO COM 277432100 1147 15500 SH SOLE 0 7700 7800 EMERSON ELEC CO COM 291011104 1933 36700 SH SOLE 0 0 36700 ENDURANCE SPECIALTY COM G30397106 947 23800 SH SOLE 0 23800 0 ENERGIZER HLDGS INC COM 29266R108 692 10300 SH SOLE 0 10300 0 EL PASO CORP COM 28336L109 906 73200 SH SOLE 0 0 73200 EQUITY RESIDENTIAL COM 29476L107 709 14900 SH SOLE 0 11500 3400 ERIE INDTY CL A COM 29530P102 639 11400 SH SOLE 0 11400 0 ELECTRONIC ARTS INC COM 285512109 1041 63300 SH SOLE 0 45600 17700 EXPRESS SCRIPTS INC COM 302182100 818 16800 SH SOLE 0 16800 0 EAGLE MATERIALS INC COM 26969P108 635 26800 SH SOLE 0 26800 0 FORD MTR CO COM 345370860 6129 500700 SH SOLE 0 339800 160900 FTI CONSULTING INC COM 302941109 1041 30000 SH SOLE 0 30000 0 FRPT-MCMOR COP&GOLD CL B COM 35671D857 2732 32000 SH SOLE 0 27800 4200 FACTSET RESH SYS INC COM 303075105 706 8700 SH SOLE 0 8700 0 F5 NETWORKS INC COM 315616102 2647 25500 SH SOLE 0 25500 0 FLUOR CORP COM 343412102 307 6200 SH SOLE 0 0 6200 FEDERAL REALTY INVT COM 313747206 204 2500 SH SOLE 0 2500 0 FOREST LABS INC COM 345838106 350 11300 SH SOLE 0 8800 2500 FRONTIER COMMUNICATIONS COM 35906A108 681 83400 SH SOLE 0 22000 61400 GENERAL ELEC CO COM 369604103 14750 907700 SH SOLE 0 731700 176000 GENZYME CORP COM 372917104 984 13900 SH SOLE 0 10900 3000 GRACO INC COM 384109104 1111 35000 SH SOLE 0 35000 0 GENERAL GROWTH PPTYS COM 370021107 158 10100 SH SOLE 0 10100 0 GILEAD SCIENCES INC COM 375558103 1574 44200 SH SOLE 0 34200 10000 CORNING INC COM 219350105 2102 115000 SH SOLE 0 89900 25100 GATX CORP COM 361448103 1023 34900 SH SOLE 0 34900 0 GENTEX CORP COM 371901109 878 45000 SH SOLE 0 45000 0 GENWORTH CL A COM 37247D106 197 16100 SH SOLE 0 0 16100 GOOGLE INC CL A COM 38259P508 5416 10300 SH SOLE 0 7900 2400 GENUINE PARTS CO COM 372460105 647 14500 SH SOLE 0 0 14500 GARMIN LTD ORD H2906T109 2343 77200 SH SOLE 0 77200 0 GOLDMAN SACHS GROUP COM 38141G104 2892 20000 SH SOLE 0 20000 0 GOODYEAR TIRE & RUBR COM 382550101 440 40900 SH SOLE 0 0 40900 GRAINGER W W INC COM 384802104 286 2400 SH SOLE 0 0 2400 HALLIBURTON CO COM 406216101 1303 39400 SH SOLE 0 39400 0 HARMAN INTL INDS INC COM 413086109 301 9000 SH SOLE 0 9000 0 HASBRO INC COM 418056107 890 20000 SH SOLE 0 9200 10800 HUNTINGTON BANCSHARES COM 446150104 125 22000 SH SOLE 0 22000 0 HANESBRANDS INC COM 410345102 1125 43500 SH SOLE 0 43500 0 HCC INS HLDGS INC COM 404132102 647 24800 SH SOLE 0 24800 0 HEALTH CARE REIT INC COM 42217K106 331 7000 SH SOLE 0 5400 1600 HEALTH CARE PPTY INVS COM 40414L109 590 16400 SH SOLE 0 12700 3700 HOME DEPOT INC COM 437076102 1182 37300 SH SOLE 0 37300 0 HESS CORP COM 42809H107 331 5600 SH SOLE 0 0 5600 HUMAN GENOME SCIENCES COM 444903108 229 7700 SH SOLE 0 7700 0 HEALTH MGMT ASSOC CL A COM 421933102 1287 168000 SH SOLE 0 168000 0 HOLLY CORP COM 435758305 1147 39900 SH SOLE 0 39900 0 HARLEY DAVIDSON INC COM 412822108 1254 44100 SH SOLE 0 34100 10000 HONEYWELL INTL INC COM 438516106 202 4600 SH SOLE 0 0 4600 STARWOOD HOTELS&RESORT COM 85590A401 504 9600 SH SOLE 0 9600 0 HELMERICH & PAYNE INC COM 423452101 1679 41500 SH SOLE 0 26200 15300 HEWLETT PACKARD CO COM 428236103 8603 204500 SH SOLE 0 145600 58900 HARRIS CORP COM 413875105 1590 35900 SH SOLE 0 35900 0 HOST HOTELS & RESORTS COM 44107P104 502 34700 SH SOLE 0 26900 7800 HUBBELL INC CL B COM 443510201 1035 20400 SH SOLE 0 20400 0 HUMANA INC COM 444859102 1990 39600 SH SOLE 0 39600 0 INTERNATIONAL BUS MACH COM 459200101 6707 50000 SH SOLE 0 39100 10900 IDEX CORP COM 45167R104 771 21700 SH SOLE 0 21700 0 INTERNATIONAL FLAV&FRA COM 459506101 558 11500 SH SOLE 0 0 11500 INTERNATIONAL GAME TEC COM 459902102 374 25900 SH SOLE 0 25900 0 INTEL CORP COM 458140100 2886 150300 SH SOLE 0 84000 66300 INTL PAPER CO COM 460146103 3023 139000 SH SOLE 0 110300 28700 INTERPUBLIC GROUP COS COM 460690100 1515 151000 SH SOLE 0 151000 0 INGERSOLL-RAND CL A COM G47791101 3732 104500 SH SOLE 0 104500 0 INTL SPEEDWAY CL A COM 460335201 1337 54800 SH SOLE 0 54800 0 INTUITIVE SURGICAL INC COM 46120E602 340 1200 SH SOLE 0 0 1200 ILLINOIS TOOL WKS INC COM 452308109 1754 37300 SH SOLE 0 0 37300 JOHNSON CTLS INC COM 478366107 3736 122500 SH SOLE 0 107800 14700 JDS UNIPHASE CORP COM 46612J507 2402 193900 SH SOLE 0 193900 0 JACOBS ENGR GROUP COM 469814107 619 16000 SH SOLE 0 0 16000 JOHNSON & JOHNSON COM 478160104 6946 112100 SH SOLE 0 88200 23900 JUNIPER NETWORKS INC COM 48203R104 3939 129800 SH SOLE 0 129800 0 J P MORGAN CHASE & CO COM 46625H100 7327 192500 SH SOLE 0 153900 38600 KB HOME COM 48666K109 1369 120800 SH SOLE 0 120800 0 KBR INC COM 48242W106 1094 44400 SH SOLE 0 44400 0 KRAFT FOODS INC CL A COM 50075N104 2185 70800 SH SOLE 0 60400 10400 KIMCO REALTY CORP COM 49446R109 335 21300 SH SOLE 0 16500 4800 KLA-TENCOR CORP COM 482480100 1839 52200 SH SOLE 0 38200 14000 KENNAMETAL INC COM 489170100 1018 32900 SH SOLE 0 32900 0 COCA COLA CO COM 191216100 2879 49200 SH SOLE 0 49200 0 LOEWS CORPORATION COM 540424108 659 17400 SH SOLE 0 10900 6500 LAMAR ADVERTISING CL A COM 512815101 904 28400 SH SOLE 0 28400 0 LEAR CORP COM 521865204 300 3800 SH SOLE 0 3800 0 LEGGETT & PLATT INC COM 524660107 1611 70800 SH SOLE 0 70800 0 LABORATORY AMER HLDGS COM 50540R409 298 3800 SH SOLE 0 0 3800 ELI LILLY & CO COM 532457108 1472 40300 SH SOLE 0 31200 9100 LOCKHEED MARTIN CORP COM 539830109 670 9400 SH SOLE 0 9400 0 LINCOLN NATL CORP IND COM 534187109 210 8800 SH SOLE 0 0 8800 LAM RESEARCH CORP COM 512807108 590 14100 SH SOLE 0 14100 0 LSI LOGIC CORP COM 502161102 1104 242600 SH SOLE 0 242600 0 LAS VEGAS SANDS CORP COM 517834107 530 15200 SH SOLE 0 15200 0 MACERICH CO COM 554382101 228 5300 SH SOLE 0 5300 0 MARRIOTT INTL INC CL A COM 571903202 498 13900 SH SOLE 0 13900 0 MASCO CORP COM 574599106 1707 155000 SH SOLE 0 155000 0 MATTEL INC COM 577081102 1724 73500 SH SOLE 0 51800 21700 MCDONALDS CORP COM 580135101 2548 34200 SH SOLE 0 24700 9500 MICROCHIP TECHNOLOGY COM 595017104 487 15500 SH SOLE 0 0 15500 MEDNEX INC COM 58502B106 1317 24700 SH SOLE 0 24700 0 MEREDITH CORP COM 589433101 739 22200 SH SOLE 0 22200 0 MCDERMOTT INTL INC COM 580037109 850 57500 SH SOLE 0 57500 0 MEDTRONIC INC COM 585055106 7770 231400 SH SOLE 0 174700 56700 MDU RES GROUP INC COM 552690109 1015 50900 SH SOLE 0 50900 0 MASSEY ENERGY CORP COM 576206106 921 29700 SH SOLE 0 29700 0 METLIFE INC COM 59156R108 2007 52200 SH SOLE 0 17200 35000 MCAFEE INC COM 579064106 629 13300 SH SOLE 0 13300 0 MOHAWK INDS INC COM 608190104 821 15400 SH SOLE 0 15400 0 MARSH & MCLENNAN COS COM 571748102 256 10600 SH SOLE 0 0 10600 3M CO COM 88579Y101 2671 30800 SH SOLE 0 20200 10600 MERCK & CO INC COM 58933Y105 5301 144000 SH SOLE 0 117300 26700 MARATHON OIL CORP COM 565849106 7494 226400 SH SOLE 0 147900 78500 MORGAN STAN DEAN WITTR COM 617446448 1056 42800 SH SOLE 0 42800 0 MICROSOFT CORP COM 594918104 10374 423600 SH SOLE 0 349400 74200 MANITOWOC INC COM 563571108 1104 91200 SH SOLE 0 91200 0 MICRON TECHNOLOGY INC COM 595112103 1390 192800 SH SOLE 0 192800 0 MURPHY OIL CORP COM 626717102 365 5900 SH SOLE 0 1400 4500 MEADWESTVACO CORP COM 583334107 1129 46300 SH SOLE 0 23200 23100 MAXIM INTEGRATED PRODS COM 57772K101 961 51900 SH SOLE 0 51900 0 NABORS INDS INC COM G6359F103 2429 134500 SH SOLE 0 100400 34100 NCR CORP COM 62886E108 408 29900 SH SOLE 0 29900 0 NEWMONT MINING CORP COM 651639106 276 4400 SH SOLE 0 0 4400 NII HLDGS INC CL B COM 62913F201 719 17500 SH SOLE 0 17500 0 NALCO HOLDING COMPANY COM 62985Q101 1218 48300 SH SOLE 0 48300 0 ANNALY CAPITAL MNGT INC COM 035710409 445 25300 SH SOLE 0 25300 0 NORTHROP GRUMMAN CORP COM 666807102 715 11800 SH SOLE 0 9200 2600 NRG ENERGY INC COM 629377508 1014 48700 SH SOLE 0 48700 0 NETAPP INC COM 64110D104 4073 81800 SH SOLE 0 81800 0 NBTY INC COM 628782104 1303 23700 SH SOLE 0 23700 0 NUANCE COMMUNICATIONS COM 67020Y100 702 44900 SH SOLE 0 44900 0 NUCOR CORP COM 670346105 672 17600 SH SOLE 0 17600 0 NV ENERGY INC COM 67073Y106 1016 77300 SH SOLE 0 77300 0 NVR INC COM 62944T105 389 600 SH SOLE 0 600 0 NEWELL RUBBERMAID INC COM 651229106 2091 117400 SH SOLE 0 91300 26100 NEWS CORPORATION COM 65248E104 936 71700 SH SOLE 0 71700 0 NEW YORK TIMES CO CL A COM 650111107 610 78800 SH SOLE 0 78800 0 OWENS CORNING COM 690742101 1043 40700 SH SOLE 0 40700 0 OWENS ILL INC COM 690768403 2155 76800 SH SOLE 0 56600 20200 ONEOK INC COM 682680103 1018 22600 SH SOLE 0 22600 0 ON SEMICONDUCTOR CORP COM 682189105 595 82500 SH SOLE 0 82500 0 ORMAT TECHNOLOGIES INC COM 686688102 502 17200 SH SOLE 0 17200 0 ORACLE CORP COM 68389X105 3190 118800 SH SOLE 0 85300 33500 OSHKOSH CORPORATION COM 688239201 1166 42400 SH SOLE 0 42400 0 OCCIDENTAL PETE CP COM 674599105 3179 40600 SH SOLE 0 17700 22900 PACCAR INC COM 693718108 1469 30500 SH SOLE 0 21900 8600 PLUM CREEK TIMBER CO COM 729251108 304 8600 SH SOLE 0 6700 1900 SPRINT CORP PCS COM 591708102 444 42400 SH SOLE 0 0 42400 PRIDE INTL INC COM 74153Q102 1810 61500 SH SOLE 0 61500 0 PUBLIC SVC ENTERPRISE COM 744573106 341 10300 SH SOLE 0 10300 0 PEPSICO INC COM 713448108 1933 29100 SH SOLE 0 29100 0 PFIZER INC COM 717081103 6705 390500 SH SOLE 0 312200 78300 PRINCIPAL FINANCIAL GP COM 74251V102 215 8300 SH SOLE 0 0 8300 PROCTER & GAMBLE CO COM 742718109 6645 110800 SH SOLE 0 83100 27700 PROGRESSIVE CORP OHIO COM 743315103 806 38600 SH SOLE 0 25900 12700 PARKER HANNIFIN CORP COM 701094104 336 4800 SH SOLE 0 0 4800 PACKAGING CORP AMER COM 695156109 887 38300 SH SOLE 0 38300 0 POLYCOM INC COM 73172K104 1446 53000 SH SOLE 0 53000 0 PROLOGIS COM 743410102 296 25100 SH SOLE 0 19400 5700 PNC FINL SVCS GROUP COM 693475105 244 4700 SH SOLE 0 0 4700 PENTAIR INC COM 709631105 1043 31000 SH SOLE 0 31000 0 PANERA BREAD CO CL A COM 69840W108 337 3800 SH SOLE 0 3800 0 PHARMACEUTICAL PROD COM 717124101 1314 53000 SH SOLE 0 53000 0 PRUDENTIAL FINL INC COM 744320102 2232 41200 SH SOLE 0 17900 23300 PUBLIC STORAGE INC COM 74460D109 728 7500 SH SOLE 0 5800 1700 PACTIV CORP COM 695257105 564 17100 SH SOLE 0 0 17100 QUANTA SVCS INC COM 74762E102 609 31900 SH SOLE 0 0 31900 PRAXAIR INC COM 74005P104 244 2700 SH SOLE 0 0 2700 QWEST COMMUNICATIONS COM 749121109 332 53000 SH SOLE 0 0 53000 QUALCOMM INC COM 747525103 2396 53100 SH SOLE 0 53100 0 QLOGIC CORP COM 747277101 1355 76800 SH SOLE 0 42200 34600 REGAL-BELOIT CORP COM 758750103 1021 17400 SH SOLE 0 17400 0 ROWAN COS INC COM 779382100 2760 90900 SH SOLE 0 70500 20400 REINSURANCE GROUP AMER COM 759351604 676 14000 SH SOLE 0 14000 0 POLO RALPH LAUREN CL A COM 731572103 1114 12400 SH SOLE 0 12400 0 ROCKWELL INTL CORP COM 773903109 661 10700 SH SOLE 0 0 10700 ROPER INDS INC COM 776696106 632 9700 SH SOLE 0 0 9700 RPM INTL INC COM 749685103 1048 52600 SH SOLE 0 52600 0 DONNELLEY R R & SONS COM 257867101 1202 70900 SH SOLE 0 70900 0 SPRINT NEXTEL CORP COM 852061100 370 79900 SH SOLE 0 0 79900 STARBUCKS CORP COM 855244109 3286 128600 SH SOLE 0 128600 0 SCHNITZER STEEL INDS CL A COM 806882106 1183 24500 SH SOLE 0 24500 0 SERVICE CORP INTL COM 817565104 1141 132400 SH SOLE 0 132400 0 SEALED AIR CORP COM 81211K100 1095 48700 SH SOLE 0 24100 24600 SHAW GROUP INC COM 820280105 1087 32400 SH SOLE 0 32400 0 SHERWIN WILLIAMS CO COM 824348106 286 3800 SH SOLE 0 0 3800 SIGMA ALDRICH CORP COM 826552101 290 4800 SH SOLE 0 0 4800 SCHLUMBERGER LTD COM 806857108 4251 69000 SH SOLE 0 69000 0 SARA LEE CORP COM 803111103 275 20500 SH SOLE 0 20500 0 SL GREEN RLTY CORP COM 78440X101 203 3200 SH SOLE 0 3200 0 SNAP ON INC COM 833034101 595 12800 SH SOLE 0 0 12800 SANDISK CORP COM 80004C101 1418 38700 SH SOLE 0 25400 13300 SONOCO PRODS CO COM 835495102 532 15900 SH SOLE 0 15900 0 SIMON PPTY GROUP COM 828806109 1437 15500 SH SOLE 0 12000 3500 SPX CORP COM 784635104 804 12700 SH SOLE 0 12700 0 STEEL DYNAMICS INC COM 858119100 910 64500 SH SOLE 0 64500 0 QUESTAR CORP COM 748356102 898 51200 SH SOLE 0 51200 0 SEAGATE TECHNOLOGY SHS COM G7945M107 861 73100 SH SOLE 0 73100 0 STANLEY BLACK & DECKER INC COM 854502101 1544 25200 SH SOLE 0 19900 5300 SOUTHWESTERN ENERGY CO COM 845467109 1010 30200 SH SOLE 0 0 30200 SAFEWAY INC COM 786514208 1204 56900 SH SOLE 0 56900 0 SYMANTEC CORP COM 871503108 5693 376300 SH SOLE 0 376300 0 AT&T INC COM 00206R102 6149 215000 SH SOLE 0 144700 70300 TERADATA CORP COM 88076W103 1188 30800 SH SOLE 0 30800 0 TECO ENERGY INC COM 872375100 1020 58900 SH SOLE 0 58900 0 TECHNE CORP COM 878377100 1303 21100 SH SOLE 0 21100 0 INTEGRYS ENERGY GROUP INC 45822P105 1020 19600 SH SOLE 0 19600 0 TARGET CORP COM 87612E106 1031 19300 SH SOLE 0 15000 4300 TENET HEALTHCARE CORP COM 88033G100 1295 274400 SH SOLE 0 274400 0 THOR INDS INC COM 885160101 297 8900 SH SOLE 0 8900 0 TEMPLE INLAND INC COM 879868107 856 45900 SH SOLE 0 45900 0 TIMKEN CO COM 887389104 2179 56800 SH SOLE 0 56800 0 TORCHMARK CORP COM 891027104 1307 24600 SH SOLE 0 13500 11100 THOMAS & BETTS CORP COM 884315102 1854 45200 SH SOLE 0 45200 0 TEMPUR PEDIC INTL INC COM 88023U101 874 28200 SH SOLE 0 28200 0 TRANSATLANTIC HLDGS COM 893521104 661 13000 SH SOLE 0 13000 0 PRICE T ROWE GROUP INC COM 74144T108 606 12100 SH SOLE 0 8000 4100 TRAVELERS COS INC COM 89417E109 2553 49000 SH SOLE 0 16000 33000 TRW AUTOMOTIVE HLDGS COM 87264S106 1396 33600 SH SOLE 0 33600 0 TYSON FOODS INC CL A COM 902494103 1413 88200 SH SOLE 0 88200 0 TOTAL SYS SVCS INC COM 891906109 1161 76200 SH SOLE 0 76200 0 TUPPERWARE CORP COM 899896104 339 7400 SH SOLE 0 7400 0 TIME WARNER CABLE INC CL A COM 88732J207 761 14100 SH SOLE 0 14100 0 TIME WARNER TELECOM CL A COM 87311L104 600 32300 SH SOLE 0 32300 0 TIME WARNER INC COM 887317303 1306 42600 SH SOLE 0 35900 6700 TEXAS INSTRS INC COM 882508104 1715 63200 SH SOLE 0 44000 19200 TEXTRON INC COM 883203101 2498 121500 SH SOLE 0 54500 67000 TYCO INTL LTD COM H89128104 1028 28000 SH SOLE 0 8900 19100 DOMTAR CORP COM 257559203 904 14000 SH SOLE 0 14000 0 UNITEDHEALTH GROUP INC COM 91324P102 235 6700 SH SOLE 0 0 6700 UNUM GROUP COM 91529Y106 1491 67300 SH SOLE 0 39500 27800 UNION PAC CORP COM 907818108 1096 13400 SH SOLE 0 9000 4400 UNITED PARCEL SERVICE CL B COM 911312106 974 14600 SH SOLE 0 14600 0 URS CORP COM 903236107 1075 28300 SH SOLE 0 28300 0 US BANCORP COM 902973304 848 39200 SH SOLE 0 39200 0 UNITED TECHNOLOGIES CP COM 913017109 1339 18800 SH SOLE 0 18800 0 VISA INC COM 92826C839 1641 22100 SH SOLE 0 19100 3000 VALSPAR CORP COM 920355104 905 28400 SH SOLE 0 28400 0 VIACOM INC NEW CL B COM 92553P201 698 19300 SH SOLE 0 19300 0 VALERO ENERGY COM 91913Y100 2483 141800 SH SOLE 0 87600 54200 VORNADO RLTY COM 929042109 727 8500 SH SOLE 0 6600 1900 VERTEX PHARMACEUTICALS COM 92532F100 283 8200 SH SOLE 0 8200 0 VENTAS INC COM 92276F100 428 8300 SH SOLE 0 6400 1900 VERIZON COMMUNICATIONS COM 92343V104 3080 94500 SH SOLE 0 69300 25200 WALGREEN CO COM 931422109 2268 67700 SH SOLE 0 67700 0 WATERS CORP COM 941848103 283 4000 SH SOLE 0 0 4000 WESCO INTL INC COM 95082P105 1823 46400 SH SOLE 0 46400 0 WESTERN DIGITAL CORP COM 958102105 659 23200 SH SOLE 0 13700 9500 WENDY'S/ARBY'S GROUP INC COM 950587105 2206 486900 SH SOLE 0 486900 0 WELLS FARGO COM 949746101 5943 236600 SH SOLE 0 183100 53500 WHIRLPOOL CORP COM 963320106 1368 16900 SH SOLE 0 10900 6000 WINDSTREAM CORP COM 97381W104 481 39100 SH SOLE 0 0 39100 WHITING PETROLEUM CORP COM 966387102 2321 24300 SH SOLE 0 24300 0 WALTER INDS INC COM 93317Q105 1699 20900 SH SOLE 0 20900 0 WASTE MANAGEMENT INC COM 94106L109 529 14800 SH SOLE 0 14800 0 WMS INDUSTRIES INC COM 929297109 327 8600 SH SOLE 0 8600 0 WAL MART STORES INC COM 931142103 2992 55900 SH SOLE 0 38600 17300 VCA ANTECH INC COM 918194101 1284 60900 SH SOLE 0 60900 0 WESTERN RES INC COM 95709T100 894 36900 SH SOLE 0 36900 0 WILLIAMS SONOMA INC COM 969904101 1106 34900 SH SOLE 0 34900 0 WYNDHAM WORLDWIDE COM 98310W108 912 33200 SH SOLE 0 33200 0 WYNN RESORTS LTD COM 983134107 425 4900 SH SOLE 0 4900 0 UNITED STATES STL CORP COM 912909108 605 13800 SH SOLE 0 13800 0 CIMAREX ENERGY CO COM 171798101 1013 15300 SH SOLE 0 15300 0 XL CAP LTD CL A COM G98290102 208 9600 SH SOLE 0 0 9600 XILINX INC COM 983919101 1028 38600 SH SOLE 0 0 38600 EXXON MOBIL CORP COM 30231G102 11221 181600 SH SOLE 0 132700 48900 XEROX CORP COM 984121103 650 62800 SH SOLE 0 28200 34600 ZIMMER HLDGS INC COM 98956P102 869 16600 SH SOLE 0 16600 0