0001328533-14-000002.txt : 20140207 0001328533-14-000002.hdr.sgml : 20140207 20140207122945 ACCESSION NUMBER: 0001328533-14-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20131231 FILED AS OF DATE: 20140207 DATE AS OF CHANGE: 20140207 EFFECTIVENESS DATE: 20140207 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Stux Capital Management, LLC CENTRAL INDEX KEY: 0001328533 IRS NUMBER: 880517930 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11410 FILM NUMBER: 14583021 BUSINESS ADDRESS: STREET 1: 520 WEST END AVENUE, SUITE A CITY: NEW YORK STATE: NY ZIP: 10024 BUSINESS PHONE: (212) 579-7388 MAIL ADDRESS: STREET 1: 520 WEST END AVENUE, SUITE A CITY: NEW YORK STATE: NY ZIP: 10024 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001328533 XXXXXXXX 12-31-2013 12-31-2013 Stux Capital Management, LLC

520 WEST END AVENUE, SUITE A NEW YORK NY 10024

13F HOLDINGS REPORT 028-11410 N Thomas Bauer 212-579-7388 Thomas Bauer New York NY 02-07-2014 0 393 841831 false INFORMATION TABLE 2 stux131231.xml APPLE INC COM 037833100 22609 40300 SH SOLE 0 40300 0 ABBVIE INC COM 00287Y109 9691 183500 SH SOLE 0 183500 0 AMERICAN CAPITAL COM 02503Y103 213 13600 SH SOLE 0 13600 0 ARCH CAP GROUP LTD COM G0450A105 3295 55200 SH SOLE 0 55200 0 AECOM TECHNOLOGY COM 00766T100 2460 83600 SH SOLE 0 83600 0 ACCENTURE LTD COM G1151C101 904 11000 SH SOLE 0 11000 0 ACTAVIS INC COM G0083B108 3780 22500 SH SOLE 0 22500 0 ADOBE SYS INC COM 00724F101 665 11100 SH SOLE 0 11100 0 ANALOG DEVICES INC COM 032654105 474 9300 SH SOLE 0 9300 0 AUTOMATIC DATA PROCESS COM 053015103 4202 52000 SH SOLE 0 52000 0 ALLIANCE DATA SYS CORP COM 018581108 3339 12700 SH SOLE 0 12700 0 AUTODESK INC COM 052769106 574 11400 SH SOLE 0 11400 0 AMERICAN FINL GROUP OH COM 025932104 2638 45700 SH SOLE 0 45700 0 AFLAC INC COM 001055102 1343 20100 SH SOLE 0 20100 0 AGCO CORPORATION COM 001084102 2072 35000 SH SOLE 0 35000 0 ALLERGAN INC COM 018490102 3954 35600 SH SOLE 0 35600 0 AMERICAN CAPITAL AGENCY COM 02503X105 340 17600 SH SOLE 0 17600 0 AMERICAN INTL GROUP COM 026874784 1220 23900 SH SOLE 0 23900 0 ASSURANT INC COM 04621X108 1447 21800 SH SOLE 0 21800 0 AIR LEASE COM 00912X302 2200 70800 SH SOLE 0 70800 0 ALASKA AIR GROUP INC COM 011659109 315 4300 SH SOLE 0 4300 0 ALKERMES INC COM G01767105 276 6800 SH SOLE 0 6800 0 ALLSTATE CORP COM 020002101 5650 103600 SH SOLE 0 103600 0 ALTERA CORP COM 021441100 361 11100 SH SOLE 0 11100 0 ALEXION PHARMACEUTICALS COM 015351109 1302 9800 SH SOLE 0 9800 0 APPLIED MATLS INC COM 038222105 357 20200 SH SOLE 0 20200 0 AMC NETWORKS INC COM 00164V103 1185 17400 SH SOLE 0 17400 0 AFFILIATED MNGRS GRP COM 008252108 607 2800 SH SOLE 0 2800 0 AMGEN INC COM 031162100 4221 37000 SH SOLE 0 37000 0 AMERIPRISE FINANCIAL COM 03076C106 3659 31800 SH SOLE 0 31800 0 AMERICAN TOWER REIT COM 03027X100 1564 19600 SH SOLE 0 19600 0 TD AMERITRADE HLDG COM 87236Y108 352 11500 SH SOLE 0 11500 0 AMAZON COM INC COM 023135106 6101 15300 SH SOLE 0 15300 0 AUTONATION INC COM 05329W102 502 10100 SH SOLE 0 10100 0 ARTISAN PARTNERS COM 04316A108 2823 43300 SH SOLE 0 43300 0 ANTERO RES CORP COM 03674X106 888 14000 SH SOLE 0 14000 0 ARES CAPITAL COM 04010L103 1029 57900 SH SOLE 0 57900 0 ALEXANDRIA R E EQUITIES COM 015271109 216 3400 SH SOLE 0 3400 0 ARROW ELECTRS INC COM 042735100 966 17800 SH SOLE 0 17800 0 AVALONBAY CMNTYS INC COM 053484101 650 5500 SH SOLE 0 5500 0 AVNET INC COM 053807103 309 7000 SH SOLE 0 7000 0 ALLIED WRLD ASSUR COM H01531104 1049 9300 SH SOLE 0 9300 0 AMERICAN EXPRESS CO COM 025816109 9799 108000 SH SOLE 0 108000 0 AXIS CAPITAL HOLDINGS COM G0692U109 4957 104200 SH SOLE 0 104200 0 BOEING CO COM 097023105 1283 9400 SH SOLE 0 9400 0 BANK OF AMERICA CORP COM 060505104 14485 930300 SH SOLE 0 930300 0 BOOZ ALLEN HAMILTON COM 099502106 1716 89600 SH SOLE 0 89600 0 BED BATH & BEYOND INC COM 075896100 3196 39800 SH SOLE 0 39800 0 FRANKLIN RES INC COM 354613101 6535 113200 SH SOLE 0 113200 0 BAKER HUGHES INC COM 057224107 873 15800 SH SOLE 0 15800 0 BIG LOTS INC COM 089302103 420 13000 SH SOLE 0 13000 0 BIOGEN IDEC COM 09062X103 3243 11600 SH SOLE 0 11600 0 BANK NEW YORK INC COM 064058100 6258 179100 SH SOLE 0 179100 0 BLACKROCK INC COM 09247X101 1139 3600 SH SOLE 0 3600 0 BIOMARIN PHARMACEUTICAL COM 09061G101 499 7100 SH SOLE 0 7100 0 BEMIS INC COM 081437105 1950 47600 SH SOLE 0 47600 0 BRISTOL MYERS SQUIBB COM 110122108 2509 47200 SH SOLE 0 47200 0 BROCADE COMMUNCTNS SYS COM 111621306 2320 261900 SH SOLE 0 261900 0 BROADCOM CORP COM 111320107 477 16100 SH SOLE 0 16100 0 BRE PROPERTIES INC COM 05564E106 202 3700 SH SOLE 0 3700 0 BERKSHIRE HATHAWAY COM 084670702 10635 89700 SH SOLE 0 89700 0 BROWN & BROWN INC COM 115236101 2317 73800 SH SOLE 0 73800 0 BABCOCK & WILCOX COM 05615F102 684 20000 SH SOLE 0 20000 0 BOSTON PROPERTIES INC COM 101121101 592 5900 SH SOLE 0 5900 0 CITIGROUP INC COM 172967424 10354 198700 SH SOLE 0 198700 0 CARDINAL HEALTH INC COM 14149Y108 2853 42700 SH SOLE 0 42700 0 COOPER CAMERON CORP COM 13342B105 976 16400 SH SOLE 0 16400 0 CENDANT CORP COM 053774105 1524 37700 SH SOLE 0 37700 0 CATERPILLAR INC COM 149123101 972 10700 SH SOLE 0 10700 0 CHUBB CORP COM 171232101 5469 56600 SH SOLE 0 56600 0 CBRE GROUP INC COM 12504L109 381 14500 SH SOLE 0 14500 0 CBOE HOLDINGS INC COM 12503M108 244 4700 SH SOLE 0 4700 0 CBS CORP COM 124857202 4264 66900 SH SOLE 0 66900 0 CUBIST PHARMACEUTICALS COM 229678107 248 3600 SH SOLE 0 3600 0 CROWN CASTLE INTL CORP COM 228227104 2607 35500 SH SOLE 0 35500 0 CROWN HOLDINGS INC COM 228368106 2353 52800 SH SOLE 0 52800 0 CADENCE DESIGN SYS INC COM 127387108 425 30300 SH SOLE 0 30300 0 CELGENE CORP COM 151020104 3481 20600 SH SOLE 0 20600 0 COLFAX CORP COM 194014106 2248 35300 SH SOLE 0 35300 0 CHURCH & DWIGHT INC COM 171340102 3188 48100 SH SOLE 0 48100 0 CHOICE HOTELS INTL INC COM 169905106 953 19400 SH SOLE 0 19400 0 CIT GROUP INC COM 125581801 459 8800 SH SOLE 0 8800 0 CLOROX CO COM 189054109 2449 26400 SH SOLE 0 26400 0 COMCAST CORP COM 20030N101 8922 171700 SH SOLE 0 171700 0 CUMMINS INC COM 231021106 916 6500 SH SOLE 0 6500 0 CINEMARK HOLDINGS COM 17243V102 773 23200 SH SOLE 0 23200 0 CON WAY INC COM 205944101 897 22600 SH SOLE 0 22600 0 COACH INC COM 189754104 803 14300 SH SOLE 0 14300 0 COMMSCOPE HLDG CO INC COM 20337X109 1388 73300 SH SOLE 0 73300 0 CONOCOPHILLIPS COM 20825C104 954 13500 SH SOLE 0 13500 0 COPART INC COM 217204106 579 15800 SH SOLE 0 15800 0 CAMDEN PPTY TR COM 133131102 228 4000 SH SOLE 0 4000 0 CISCO SYS INC COM 17275R102 3957 176400 SH SOLE 0 176400 0 CARLISLE COS INC COM 142339100 476 6000 SH SOLE 0 6000 0 CENTURYLINK COM 156700106 5389 169200 SH SOLE 0 169200 0 COGNIZANT TECH SOLUTNS COM 192446102 3837 38000 SH SOLE 0 38000 0 CITRIX SYS INC COM 177376100 727 11500 SH SOLE 0 11500 0 CVS CAREMARK COM 126650100 830 11600 SH SOLE 0 11600 0 CHEVRONTEXACO CORP COM 166764100 11779 94300 SH SOLE 0 94300 0 TABLEAU SOFTWARE COM 87336U105 2275 33000 SH SOLE 0 33000 0 DDR CORPORATION COM 23317H102 214 13900 SH SOLE 0 13900 0 DILLARDS INC COM 254067101 340 3500 SH SOLE 0 3500 0 DISCOVER FINANCIAL SVCS COM 254709108 5690 101700 SH SOLE 0 101700 0 DOLLAR GEN CORP COM 256677105 3300 54700 SH SOLE 0 54700 0 WALT DISNEY COMPANY COM 254687106 1177 15400 SH SOLE 0 15400 0 DISCOVERY COMMUNIC COM 25470F104 6700 74100 SH SOLE 0 74100 0 DISH NETWORK COM 25470M109 620 10700 SH SOLE 0 10700 0 DICKS SPORTING GOODS COM 253393102 2185 37600 SH SOLE 0 37600 0 DIGITAL REALTY TRUST COM 253868103 270 5500 SH SOLE 0 5500 0 DUN & BRADSTREET COM 26483E100 270 2200 SH SOLE 0 2200 0 DENBURY RES INC COM 247916208 286 17400 SH SOLE 0 17400 0 DIAMOND OFFSHORE DRILL COM 25271C102 2078 36500 SH SOLE 0 36500 0 AMDOCS LTD COM G02602103 548 13300 SH SOLE 0 13300 0 DR PEPPER SNAPPLE COM 26138E109 604 12400 SH SOLE 0 12400 0 DRESSER-RAND GROUP COM 261608103 1854 31100 SH SOLE 0 31100 0 DUKE REALTY CORP COM COM 264411505 227 15100 SH SOLE 0 15100 0 DARDEN RESTAURANTS INC COM 237194105 2137 39300 SH SOLE 0 39300 0 DRIL-QUIP COM 262037104 374 3400 SH SOLE 0 3400 0 DIRECTV COM 25490A309 7258 105100 SH SOLE 0 105100 0 EBAY INC COM 278642103 5832 106300 SH SOLE 0 106300 0 EQUIFAX INC COM 294429105 428 6200 SH SOLE 0 6200 0 E M C CORP MASS COM 268648102 11126 442400 SH SOLE 0 442400 0 ENDO HEALTH SOLUTIONS COM 29264F205 3184 47200 SH SOLE 0 47200 0 ENDURANCE SPECIALTY COM G30397106 2241 38200 SH SOLE 0 38200 0 EOG RES INC COM 26875P101 923 5500 SH SOLE 0 5500 0 EQUITY RESIDENTIAL COM 29476L107 804 15500 SH SOLE 0 15500 0 ESSEX PPTY TR INC COM 297178105 258 1800 SH SOLE 0 1800 0 E TRADE GROUP INC COM 269246401 324 16500 SH SOLE 0 16500 0 EATON VANCE CORP COM 278265103 2854 66700 SH SOLE 0 66700 0 EAST WEST BANCORP INC COM 27579R104 255 7300 SH SOLE 0 7300 0 EXPEDIA INC COM 30212P303 634 9100 SH SOLE 0 9100 0 EXTRA SPACE STORAGE COM 30225T102 206 4900 SH SOLE 0 4900 0 FACEBOOK INC COM 30303M102 918 16800 SH SOLE 0 16800 0 FORTUNE BRANDS HOME & SEC COM 34964C106 5118 112000 SH SOLE 0 112000 0 F5 NETWORKS INC COM 315616102 3153 34700 SH SOLE 0 34700 0 FIRST HORIZON NATL COM 320517105 869 74600 SH SOLE 0 74600 0 FRANKS INTL N V COM N33462107 707 26200 SH SOLE 0 26200 0 FEDERATED INVS COM 314211103 2661 92400 SH SOLE 0 92400 0 FISERV INC COM 337738108 3041 51500 SH SOLE 0 51500 0 FIFTH THIRD BANCORP COM 316773100 782 37200 SH SOLE 0 37200 0 FOOT LOCKER INC COM 344849104 1948 47000 SH SOLE 0 47000 0 FLUOR CORP COM 343412102 273 3400 SH SOLE 0 3400 0 FOSSIL GROUP INC COM 34988V106 432 3600 SH SOLE 0 3600 0 TWENTY FIRST CENTURY FOX COM 90130A101 6376 181300 SH SOLE 0 181300 0 FIRST REP BK SAN FRAN CALI COM 33616C100 989 18900 SH SOLE 0 18900 0 FEDERAL REALTY INVT TR COM 313747206 243 2400 SH SOLE 0 2400 0 FOREST LABS INC COM 345838106 2965 49400 SH SOLE 0 49400 0 FMC TECHNOLOGIES INC COM 30249U101 835 16000 SH SOLE 0 16000 0 FRONTIER COMMUNICATIONS COM 35906A108 2463 529600 SH SOLE 0 529600 0 GANNETT INC COM 364730101 364 12300 SH SOLE 0 12300 0 GENERAL ELEC CO COM 369604103 15907 567500 SH SOLE 0 567500 0 GREIF INC COM 397624107 1431 27300 SH SOLE 0 27300 0 GRACO INC COM 384109104 398 5100 SH SOLE 0 5100 0 GENERAL GROWTH PPTYS COM 370023103 490 24400 SH SOLE 0 24400 0 GILEAD SCIENCES INC COM 375558103 5610 74700 SH SOLE 0 74700 0 CORNING INC COM 219350105 5658 317500 SH SOLE 0 317500 0 GENERAL MTRS CORP COM 37045V100 5996 146700 SH SOLE 0 146700 0 GNC HLDGS INC COM 36191G107 473 8100 SH SOLE 0 8100 0 GENWORTH FINL INC COM 37247D106 346 22300 SH SOLE 0 22300 0 GOOGLE INC COM 38259P508 5604 5000 SH SOLE 0 5000 0 GENUINE PARTS CO COM 372460105 2779 33400 SH SOLE 0 33400 0 GULFPORT ENERGY COM 402635304 328 5200 SH SOLE 0 5200 0 GOLDMAN SACHS GROUP COM 38141G104 1454 8200 SH SOLE 0 8200 0 REALOGY CORP COM 448579102 979 19800 SH SOLE 0 19800 0 HALLIBURTON CO COM 406216101 3816 75200 SH SOLE 0 75200 0 HANESBRANDS INC COM 410345102 464 6600 SH SOLE 0 6600 0 HUDSON CITY BANCORP COM 443683107 264 28000 SH SOLE 0 28000 0 HCC INS HLDGS INC COM 404132102 2478 53700 SH SOLE 0 53700 0 HEALTH CARE REIT INC COM 42217K106 648 12100 SH SOLE 0 12100 0 HEALTH CARE PPTY INVS COM 40414L109 701 19300 SH SOLE 0 19300 0 HOME DEPOT INC COM 437076102 6851 83200 SH SOLE 0 83200 0 HOWARD HUGHES COM 44267D107 216 1800 SH SOLE 0 1800 0 HARTFORD FINL SVCS COM 416515104 757 20900 SH SOLE 0 20900 0 HERBALIFE LTD COM G4412G101 362 4600 SH SOLE 0 4600 0 HONEYWELL INTL INC COM 438516106 1215 13300 SH SOLE 0 13300 0 STARWOOD HOTELS&RESORT COM 85590A401 397 5000 SH SOLE 0 5000 0 HEWLETT PACKARD CO COM 428236103 6712 239900 SH SOLE 0 239900 0 HARRIS CORP COM 413875105 3253 46600 SH SOLE 0 46600 0 HOSPIRA INC COM 441060100 1783 43200 SH SOLE 0 43200 0 HOST HOTELS & RESORTS COM 44107P104 620 31900 SH SOLE 0 31900 0 HUNTSMAN CORP COM 447011107 229 9300 SH SOLE 0 9300 0 INTELSAT SA COM L5140P101 442 19600 SH SOLE 0 19600 0 IAC/INTERACTIVECORP COM 44919P508 3007 43800 SH SOLE 0 43800 0 INTERNATIONAL BUS MACH COM 459200101 10654 56800 SH SOLE 0 56800 0 INTERCONTINENTALEXCHAN COM 45866F104 427 1900 SH SOLE 0 1900 0 IDEX CORP COM 45167R104 5081 68800 SH SOLE 0 68800 0 INGRAM MICRO INC COM 457153104 2445 104200 SH SOLE 0 104200 0 INCYTE CORP COM 45337C102 278 5500 SH SOLE 0 5500 0 INFORMATICA CORP COM 45666Q102 286 6900 SH SOLE 0 6900 0 WORLD FUEL SVCS COM 981475106 4122 95500 SH SOLE 0 95500 0 INTEL CORP COM 458140100 3072 118400 SH SOLE 0 118400 0 INTUIT COM 461202103 2290 30000 SH SOLE 0 30000 0 INTERPUBLIC GROUP COS COM 460690100 257 14500 SH SOLE 0 14500 0 INVESCO LTD COM G491BT108 2118 58200 SH SOLE 0 58200 0 JAZZ PHARMACEUTICALS COM G50871105 3139 24800 SH SOLE 0 24800 0 JABIL CIRCUIT INC COM 466313103 246 14100 SH SOLE 0 14100 0 JDS UNIPHASE CORP COM 46612J507 2802 215700 SH SOLE 0 215700 0 JACOBS ENGR GROUP COM 469814107 416 6600 SH SOLE 0 6600 0 JONES LANG LASALLE INC COM 48020Q107 225 2200 SH SOLE 0 2200 0 JOHNSON & JOHNSON COM 478160104 2574 28100 SH SOLE 0 28100 0 JUNIPER NETWORKS INC COM 48203R104 415 18400 SH SOLE 0 18400 0 JOY GLOBAL INC COM 481165108 287 4900 SH SOLE 0 4900 0 JPMORGAN CHASE & CO COM 46625H100 2292 39200 SH SOLE 0 39200 0 NORDSTROM INC COM 655664100 630 10200 SH SOLE 0 10200 0 KBR INC COM 48242W106 2102 65900 SH SOLE 0 65900 0 KIRBY CORP COM 497266106 1211 12200 SH SOLE 0 12200 0 KIMCO REALTY CORP COM 49446R109 357 18100 SH SOLE 0 18100 0 KLA-TENCOR CORP COM 482480100 496 7700 SH SOLE 0 7700 0 KIMBERLY CLARK CORP COM 494368103 3875 37100 SH SOLE 0 37100 0 KINDER MORGAN INC COM 49456B101 1087 30200 SH SOLE 0 30200 0 KENNAMETAL INC COM 489170100 281 5400 SH SOLE 0 5400 0 COCA COLA CO COM 191216100 1962 47500 SH SOLE 0 47500 0 LAMAR ADVERTISING COM 512815101 789 15100 SH SOLE 0 15100 0 LAZARD LTD COM G54050102 308 6800 SH SOLE 0 6800 0 LEAR CORP COM 521865204 267 3300 SH SOLE 0 3300 0 ELI LILLY & CO COM 532457108 6095 119500 SH SOLE 0 119500 0 LEGG MASON INC COM 524901105 283 6500 SH SOLE 0 6500 0 LINCOLN NATL CORP COM 534187109 604 11700 SH SOLE 0 11700 0 LORILLARD INC COM 544147101 203 4000 SH SOLE 0 4000 0 LOWES COS INC COM 548661107 818 16500 SH SOLE 0 16500 0 LAREDO PETROLEUM INC COM 516806106 1816 65600 SH SOLE 0 65600 0 LPL FINANCIAL HOLDINGS COM 50212V100 3891 82700 SH SOLE 0 82700 0 LAM RESEARCH CORP COM 512807108 338 6200 SH SOLE 0 6200 0 LIBERTY PPTY TR COM 531172104 210 6200 SH SOLE 0 6200 0 LSI LOGIC CORP COM 502161102 359 32500 SH SOLE 0 32500 0 LANDSTAR SYS INC COM 515098101 1229 21400 SH SOLE 0 21400 0 LEVEL 3 COMMUNICTIONS COM 52729N308 2196 66200 SH SOLE 0 66200 0 MACYS INC COM 55616P104 967 18100 SH SOLE 0 18100 0 MASTERCARD INC COM 57636Q104 1170 1400 SH SOLE 0 1400 0 MID AMERICA APARTMENT COM 59522J103 213 3500 SH SOLE 0 3500 0 MACERICH CO COM 554382101 365 6200 SH SOLE 0 6200 0 MASCO CORP COM 574599106 603 26500 SH SOLE 0 26500 0 MCDONALDS CORP COM 580135101 1223 12600 SH SOLE 0 12600 0 MICROS SYSTEMS INC COM 594901100 453 7900 SH SOLE 0 7900 0 MEDIVATION INC COM 58501N101 268 4200 SH SOLE 0 4200 0 METLIFE INC COM 59156R108 2049 38000 SH SOLE 0 38000 0 MOHAWK INDS INC COM 608190104 402 2700 SH SOLE 0 2700 0 MARSH & MCLENNAN COS COM 571748102 899 18600 SH SOLE 0 18600 0 3M CO COM 88579Y101 1711 12200 SH SOLE 0 12200 0 ALTRIA GROUP INC COM 02209S103 806 21000 SH SOLE 0 21000 0 MARATHON PETROLEUM COM 56585A102 5706 62200 SH SOLE 0 62200 0 MRC GLOBAL INC COM 55345K103 2716 84200 SH SOLE 0 84200 0 MERCK & CO INC COM 58933Y105 8038 160600 SH SOLE 0 160600 0 MARATHON OIL CORP COM 565849106 2895 82000 SH SOLE 0 82000 0 MARVELL TECH GROUP COM G5876H105 266 18500 SH SOLE 0 18500 0 MORGAN STAN DEAN WITTR COM 617446448 3236 103200 SH SOLE 0 103200 0 MSCI INC COM 55354G100 2903 66400 SH SOLE 0 66400 0 MICROSOFT CORP COM 594918104 17669 472300 SH SOLE 0 472300 0 MADISON SQUARE GARDEN COM 55826P100 1814 31500 SH SOLE 0 31500 0 MOTOROLA SOLUTIONS INC COM 620076307 810 12000 SH SOLE 0 12000 0 MICRON TECHNOLOGY INC COM 595112103 981 45100 SH SOLE 0 45100 0 MYLAN LABS INC COM 628530107 3624 83500 SH SOLE 0 83500 0 NOBLE AFFILIATES INC COM 655044105 885 13000 SH SOLE 0 13000 0 NABORS INDS INC COM G6359F103 238 14000 SH SOLE 0 14000 0 THE NASDAQ OMX GROUP COM 631103108 2480 62300 SH SOLE 0 62300 0 NORDSON CORP COM 655663102 2340 31500 SH SOLE 0 31500 0 NIKE INC COM 654106103 425 5400 SH SOLE 0 5400 0 ANNALY CAPITAL MANAGEMENT COM 035710409 414 41500 SH SOLE 0 41500 0 NEUSTAR INC COM 64126X201 2054 41200 SH SOLE 0 41200 0 NETAPP INC COM 64110D104 712 17300 SH SOLE 0 17300 0 NORTHERN TR CORP COM 665859104 662 10700 SH SOLE 0 10700 0 NVIDIA CORP COM 67066G104 436 27200 SH SOLE 0 27200 0 NEW YORK COMMUNITY BANC COM 649445103 396 23500 SH SOLE 0 23500 0 REALTY INCOME CORP COM 756109104 343 9200 SH SOLE 0 9200 0 OASIS PETROLEUM INC COM 674215108 352 7500 SH SOLE 0 7500 0 OWENS CORNING COM 690742101 1104 27100 SH SOLE 0 27100 0 OLD DOMINION FREIGHT LINE COM 679580100 1151 21700 SH SOLE 0 21700 0 OCEANEERING INTL INC COM 675232102 544 6900 SH SOLE 0 6900 0 OIL STATES INTL INC COM 678026105 346 3400 SH SOLE 0 3400 0 OMNICOM GROUP INC COM 681919106 5957 80100 SH SOLE 0 80100 0 ORACLE CORP COM 68389X105 8983 234800 SH SOLE 0 234800 0 OLD REP INTL CORP COM 680223104 2342 135600 SH SOLE 0 135600 0 OSHKOSH CORPORATION COM 688239201 257 5100 SH SOLE 0 5100 0 OCCIDENTAL PETE CP COM 674599105 1436 15100 SH SOLE 0 15100 0 PEOPLES BK BRIDGEPORT COM 712704105 2504 165600 SH SOLE 0 165600 0 PBF ENERGY INC COM 69318G106 1139 36200 SH SOLE 0 36200 0 PACCAR INC COM 693718108 799 13500 SH SOLE 0 13500 0 PLUM CREEK TIMBER CO COM 729251108 423 9100 SH SOLE 0 9100 0 PRICELINE.COM INC COM 741503403 697 600 SH SOLE 0 600 0 PHARMACYCLICS INC COM 716933106 338 3200 SH SOLE 0 3200 0 PEPSICO INC COM 713448108 1609 19400 SH SOLE 0 19400 0 PFIZER INC COM 717081103 10212 333400 SH SOLE 0 333400 0 PRINCIPAL FINANCIAL GP COM 74251V102 671 13600 SH SOLE 0 13600 0 PROCTER & GAMBLE CO COM 742718109 2312 28400 SH SOLE 0 28400 0 PROGRESSIVE CORP COM 743315103 684 25100 SH SOLE 0 25100 0 PROTECTIVE LIFE CORP COM 743674103 248 4900 SH SOLE 0 4900 0 POLYCOM INC COM 73172K104 2120 188800 SH SOLE 0 188800 0 PROLOGIS TR SH COM 74340W103 783 21200 SH SOLE 0 21200 0 PHILIPS MORRIS INTL COM 718172109 1481 17000 SH SOLE 0 17000 0 PARTNERRE LTD COM G6852T105 316 3000 SH SOLE 0 3000 0 PRUDENTIAL FINL INC COM 744320102 6511 70600 SH SOLE 0 70600 0 PUBLIC STORAGE INC COM 74460D109 1008 6700 SH SOLE 0 6700 0 QUALCOMM INC COM 747525103 8257 111200 SH SOLE 0 111200 0 QEP RESOURCES INC COM 74733V100 300 9800 SH SOLE 0 9800 0 ROYAL CARIBBEAN CRUISE COM V7780T103 351 7400 SH SOLE 0 7400 0 ROWAN COS INC COM G7665A101 286 8100 SH SOLE 0 8100 0 EVEREST RE GROUP LTD COM G3223R108 2057 13200 SH SOLE 0 13200 0 REGENERON PHARMACEUT COM 75886F107 1128 4100 SH SOLE 0 4100 0 REGIONS FINL CORP COM 7591EP100 625 63200 SH SOLE 0 63200 0 REINSURANCE GROUP AMER COM 759351604 348 4500 SH SOLE 0 4500 0 REGAL ENTMT GROUP COM 758766109 2741 140900 SH SOLE 0 140900 0 ROBERT HALF INTL INC COM 770323103 311 7400 SH SOLE 0 7400 0 RAYMOND JAMES FINL INC COM 754730109 318 6100 SH SOLE 0 6100 0 REALOGY HLDGS CORP COM 75605Y106 282 5700 SH SOLE 0 5700 0 ROSS STORES INC COM 778296103 2458 32800 SH SOLE 0 32800 0 RELIANCE STEEL & ALUM COM 759509102 1047 13800 SH SOLE 0 13800 0 RIVERBED TECHNOLOGY COM 768573107 2952 163300 SH SOLE 0 163300 0 RAYONIER INC COM 754907103 286 6800 SH SOLE 0 6800 0 SPRINT NEXTEL COM 85207U105 2620 243700 SH SOLE 0 243700 0 ECHOSTAR HOLDING COM 278768106 1044 21000 SH SOLE 0 21000 0 SALLY BEAUTY HOLDINGS COM 79546E104 402 13300 SH SOLE 0 13300 0 SIGNATURE BANK COM 82669G104 2546 23700 SH SOLE 0 23700 0 SCHWAB CHARLES CP COM 808513105 1063 40900 SH SOLE 0 40900 0 SPECTRA ENERGY COM 847560109 990 27800 SH SOLE 0 27800 0 SEI INVESTMENTS CO COM 784117103 2615 75300 SH SOLE 0 75300 0 SEATTLE GENETICS INC COM 812578102 223 5600 SH SOLE 0 5600 0 SILICON LABORATORIES COM 826919102 1815 41900 SH SOLE 0 41900 0 SCHLUMBERGER LTD COM 806857108 4127 45800 SH SOLE 0 45800 0 SL GREEN RLTY CORP COM 78440X101 370 4000 SH SOLE 0 4000 0 SALIX PHARMACEUTICALS COM 795435106 3085 34300 SH SOLE 0 34300 0 SANDISK CORP COM 80004C101 416 5900 SH SOLE 0 5900 0 SCRIPPS NETWORKS INTERACT COM 811065101 544 6300 SH SOLE 0 6300 0 SYNOVUS FINL CORP COM 87161C105 1406 390600 SH SOLE 0 390600 0 SONOCO PRODS CO COM 835495102 1406 33700 SH SOLE 0 33700 0 SIMON PPTY GROUP COM 828806109 2267 14900 SH SOLE 0 14900 0 SUPERIOR ENERGY SVCS COM 868157108 282 10600 SH SOLE 0 10600 0 SUNTRUST BKS INC COM 867914103 2739 74400 SH SOLE 0 74400 0 STEEL DYNAMICS INC COM 858119100 211 10800 SH SOLE 0 10800 0 QUESTAR CORP COM 748356102 2384 103700 SH SOLE 0 103700 0 STARZ COM 85571Q102 1509 51600 SH SOLE 0 51600 0 STATE STR CORP COM 857477103 5959 81200 SH SOLE 0 81200 0 STARWOOD PPTY TR COM 85571B105 249 9000 SH SOLE 0 9000 0 STANLEY BLACK & DECKER COM 854502101 524 6500 SH SOLE 0 6500 0 SKYWORKS SOLUTIONS INC COM 83088M102 625 21900 SH SOLE 0 21900 0 SYMANTEC CORP COM 871503108 3301 140000 SH SOLE 0 140000 0 AT&T INC COM 00206R102 9574 272300 SH SOLE 0 272300 0 TCF FINL CORP COM 872275102 2416 148700 SH SOLE 0 148700 0 TEREX CORP COM 880779103 256 6100 SH SOLE 0 6100 0 TARGET CORP COM 87612E106 7118 112500 SH SOLE 0 112500 0 HANOVER INSURANCE GROUP COM 410867105 3308 55400 SH SOLE 0 55400 0 TIMKEN CO COM 887389104 363 6600 SH SOLE 0 6600 0 TORCHMARK CORP COM 891027104 391 5000 SH SOLE 0 5000 0 T-MOBILE US INC COM 872590104 458 13600 SH SOLE 0 13600 0 TRINITY INDS INC COM 896522109 1025 18800 SH SOLE 0 18800 0 T ROWE PRICE GROUP INC COM 74144T108 6668 79600 SH SOLE 0 79600 0 TRAVELERS COS INC COM 89417E109 4844 53500 SH SOLE 0 53500 0 TRW AUTOMOTIVE HLDGS COM 87264S106 365 4900 SH SOLE 0 4900 0 TOTAL SYS SVCS INC COM 891906109 283 8500 SH SOLE 0 8500 0 TIME WARNER CABLE COM 88732J207 4024 29700 SH SOLE 0 29700 0 TIME WARNER TELECOM COM 87311L104 353 11600 SH SOLE 0 11600 0 TIME WARNER INC COM 887317303 2991 42900 SH SOLE 0 42900 0 UNDER ARMOUR INC COM 904311107 428 4900 SH SOLE 0 4900 0 UAL CORP COM 910047109 689 18200 SH SOLE 0 18200 0 UDR INC COM 902653104 269 11500 SH SOLE 0 11500 0 UNUM GROUP COM 91529Y106 491 14000 SH SOLE 0 14000 0 UNION PAC CORP COM 907818108 9122 54300 SH SOLE 0 54300 0 URBAN OUTFITTERS INC COM 917047102 857 23100 SH SOLE 0 23100 0 URS CORP COM 903236107 1304 24600 SH SOLE 0 24600 0 US BANCORP COM 902973304 388 9600 SH SOLE 0 9600 0 UNITED STATES CELLULAR COM 911684108 1301 31100 SH SOLE 0 31100 0 UNITED THERAPEUTICS COM 91307C102 283 2500 SH SOLE 0 2500 0 UNITED TECHNOLOGIES CP COM 913017109 1229 10800 SH SOLE 0 10800 0 VISA INC COM 92826C839 1470 6600 SH SOLE 0 6600 0 V F CORP COM 918204108 1066 17100 SH SOLE 1 17100 1 VIACOM INC COM 92553P201 7511 86000 SH SOLE 2 86000 2 VALERO ENERGY CORP COM 91913Y100 1154 22900 SH SOLE 3 22900 3 VALMONT INDUSTRIES COM 920253101 209 1400 SH SOLE 4 1400 4 VMWARE INC COM 928563402 960 10700 SH SOLE 5 10700 5 VORNADO RLTY TR COM 929042109 577 6500 SH SOLE 6 6500 6 VALIDUS HOLDINGS COM G9319H102 2832 70300 SH SOLE 7 70300 7 VERTEX PHARMACEUTICALS COM 92532F100 869 11700 SH SOLE 8 11700 8 VENTAS INC COM 92276F100 802 14000 SH SOLE 9 14000 9 VERIZON COMMUNICATIONS COM 92343V104 6821 138800 SH SOLE 10 138800 10 WASHINGTON FEDERAL COM 938824109 529 22700 SH SOLE 11 22700 11 WABCO HOLDINGS INC COM 92927K102 2438 26100 SH SOLE 12 26100 12 WESCO INTL INC COM 95082P105 2350 25800 SH SOLE 13 25800 13 WASTE CONNECTIONS COM 941053100 271 6200 SH SOLE 14 6200 14 WESTERN DIGITAL CORP COM 958102105 755 9000 SH SOLE 15 9000 15 WADDELL & REED FINL COM 930059100 313 4800 SH SOLE 16 4800 16 WELLS FARGO & CO COM 949746101 2270 50000 SH SOLE 17 50000 17 WINDSTREAM HOLDINGS COM 97382A101 280 35100 SH SOLE 18 35100 18 WHITING PETROLEUM COM 966387102 390 6300 SH SOLE 19 6300 19 WR BERKLEY CORP COM 084423102 273 6300 SH SOLE 20 6300 20 WILLIAMS SONOMA INC COM 969904101 1247 21400 SH SOLE 21 21400 21 WESTERN UNION COM 959802109 2477 143600 SH SOLE 22 143600 22 WEYERHAEUSER CO COM 962166104 919 29100 SH SOLE 23 29100 23 UNITED STATES STL COM 912909108 209 7100 SH SOLE 24 7100 24 CIMAREX ENERGY CO COM 171798101 409 3900 SH SOLE 25 3900 25 XL CAP LTD COM G98290102 487 15300 SH SOLE 26 15300 26 EXXON MOBIL CORP COM 30231G102 10788 106600 SH SOLE 27 106600 27 XEROX CORP COM 984121103 764 62800 SH SOLE 28 62800 28 ZEBRA TECHNOLOGIES COM 989207105 4105 75900 SH SOLE 29 75900 29 ZOETIS INC COM 98978V103 3612 110500 SH SOLE 30 110500 30