13F-HR 1 submissiondata13f110331.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, 2011 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 12, 2011 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: 363 Form 13F Information Table Value Total: $735,671 (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 349 7800 SH SOLE 0 4600 3200 AARON'S INC COM 002535300 1352 53300 SH SOLE 0 53300 0 APPLE, INC COM 037833100 23385 67100 SH SOLE 0 49100 18000 AMERISOURCEBERGEN CORP COM 03073E105 1100 27800 SH SOLE 0 400 27400 ABBOTT LABS COM 002824100 755 15400 SH SOLE 0 15400 0 ACE LTD ORD H0023R105 2232 34500 SH SOLE 0 34500 0 ARCH COAL INC COM 039380100 386 10700 SH SOLE 0 10700 0 ALBERTO CULVER CO CL B COM 013078100 2352 63100 SH SOLE 0 63100 0 ADOBE SYS INC COM 00724F101 5833 175900 SH SOLE 0 160300 15600 ALLIANCE DATA SYS CORP COM 018581108 309 3600 SH SOLE 0 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INSTRS INC COM 882508104 4216 122000 SH SOLE 0 65400 56600 TEXTRON INC COM 883203101 1482 54100 SH SOLE 0 12300 41800 TYCO INTL LTD COM H89128104 1365 30500 SH SOLE 0 1300 29200 UGI CORP COM 902681105 270 8200 SH SOLE 0 8200 0 UNIVERSAL HLTH SVCS CL B COM 913903100 1245 25200 SH SOLE 0 25200 0 UNITEDHEALTH GROUP INC COM 91324P102 2789 61700 SH SOLE 0 61700 0 UNION PAC CORP COM 907818108 511 5200 SH SOLE 0 0 5200 ULTRA PETROLEUM CORP COM 903914109 251 5100 SH SOLE 0 5100 0 UNITED TECHNOLOGIES CP COM 913017109 1955 23100 SH SOLE 0 20100 3000 VARIAN MED SYS INC COM 92220P105 338 5000 SH SOLE 0 0 5000 VIACOM INC CL B COM 92553P201 1689 36300 SH SOLE 0 36300 0 VALERO ENERGY CORP COM 91913Y100 5928 198800 SH SOLE 0 176400 22400 VMWARE INC COM 928563402 1451 17800 SH SOLE 0 17800 0 VORNADO RLTY TRUST COM 929042109 796 9100 SH SOLE 0 7100 2000 VALIDUS HOLDINGS LTD COM G9319H102 1003 30100 SH SOLE 0 30100 0 VERISIGN INC COM 92343E102 532 14700 SH SOLE 0 0 14700 VERTEX PHARMACEUTICALS COM 92532F100 427 8900 SH SOLE 0 8900 0 VARIAN SEMICONDUCTOR COM 922207105 715 14700 SH SOLE 0 14700 0 VENTAS INC COM 92276F100 478 8800 SH SOLE 0 6800 2000 VERIZON COMMUNICATIONS COM 92343V104 1214 31500 SH SOLE 0 31500 0 WALGREEN CO COM 931422109 7731 192600 SH SOLE 0 171700 20900 WATERS CORP COM 941848103 1017 11700 SH SOLE 0 0 11700 WESCO INTL INC COM 95082P105 1306 20900 SH SOLE 0 20900 0 WESTERN DIGITAL CORP COM 958102105 477 12800 SH SOLE 0 12800 0 WISCONSIN ENERGY CORP COM 976657106 329 10800 SH SOLE 0 10800 0 WELLS FARGO & CO COM 949746101 2229 70300 SH SOLE 0 54200 16100 WHOLE FOODS MKT INC COM 966837106 1733 26300 SH SOLE 0 17600 8700 WEATHERFORD INTL INC COM H27013103 366 16200 SH SOLE 0 16200 0 WHITING PETROLEUM COM 966387102 3562 48500 SH SOLE 0 48500 0 WELLPOINT INC COM 94973V107 1724 24700 SH SOLE 0 24700 0 WILLIAMS COS INC COM 969457100 904 29000 SH SOLE 0 29000 0 WAL MART STORES INC COM 931142103 682 13100 SH SOLE 0 13100 0 VCA ANTECH INC COM 918194101 1533 60900 SH SOLE 0 60900 0 WESTERN RES INC COM 95709T100 1268 48000 SH SOLE 0 48000 0 WEYERHAEUSER CO COM 962166104 748 30400 SH SOLE 0 23800 6600 CIMAREX ENERGY CO COM 171798101 1625 14100 SH SOLE 0 14100 0 XILINX INC COM 983919101 1115 34000 SH SOLE 0 0 34000 EXXON MOBIL CORP COM 30231G102 21832 259500 SH SOLE 0 206300 53200 DENTSPLY INTL INC COM 249030107 1143 30900 SH SOLE 0 4500 26400 XEROX CORP COM 984121103 186 17500 SH SOLE 0 0 17500 YAHOO INC COM 984332106 450 27000 SH SOLE 0 27000 0 ZIMMER HLDGS INC COM 98956P102 1090 18000 SH SOLE 0 11700 6300