Stux Capital Management

Stux Capital Management as of Sept. 30, 2011

Portfolio Holdings for Stux Capital Management

Stux Capital Management holds 360 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apple (AAPL) 4.2 $30M 78k 381.32
Exxon Mobil Corporation (XOM) 3.1 $22M 302k 72.63
Microsoft Corporation (MSFT) 2.0 $15M 587k 24.89
JPMorgan Chase & Co. (JPM) 1.9 $14M 455k 30.12
General Electric Company 1.9 $14M 903k 15.22
International Business Machines (IBM) 1.8 $13M 72k 174.88
Chevron Corporation (CVX) 1.8 $13M 136k 92.59
Pfizer (PFE) 1.5 $11M 604k 17.68
Schlumberger (SLB) 1.5 $11M 177k 59.73
Bank of America Corporation (BAC) 1.4 $10M 1.6M 6.12
Occidental Petroleum Corporation (OXY) 1.2 $8.5M 118k 71.50
CVS Caremark Corporation (CVS) 1.1 $8.2M 243k 33.59
Kraft Foods 1.1 $8.1M 240k 33.58
ConocoPhillips (COP) 1.1 $8.1M 127k 63.32
Goldman Sachs (GS) 1.1 $8.0M 84k 94.56
Hewlett-Packard Company 1.1 $7.8M 348k 22.45
Dell 1.1 $7.7M 544k 14.14
Procter & Gamble Company (PG) 1.1 $7.5M 119k 63.18
Berkshire Hathaway (BRK.B) 1.0 $7.4M 105k 71.04
Directv 0.9 $6.5M 155k 42.27
Bank of New York Mellon Corporation (BK) 0.9 $6.4M 342k 18.59
Honeywell International (HON) 0.9 $6.3M 143k 43.91
Halliburton Company (HAL) 0.9 $6.2M 202k 30.52
Comcast 0.9 $6.2M 295k 20.92
Morgan Stanley (MS) 0.8 $6.0M 444k 13.51
Marathon Oil Corporation (MRO) 0.8 $6.0M 278k 21.58
Broadcom Corporation 0.8 $6.0M 180k 33.29
Coca-Cola Company (KO) 0.8 $5.8M 86k 67.56
Eli Lilly & Co. (LLY) 0.8 $5.8M 156k 36.97
Symantec Corporation 0.8 $5.5M 334k 16.30
Adobe Systems Incorporated (ADBE) 0.8 $5.4M 224k 24.17
State Street Corporation (STT) 0.7 $5.3M 166k 32.16
Hess (HES) 0.7 $5.3M 101k 52.46
Chubb Corporation 0.7 $5.3M 88k 59.99
Southwestern Energy Company 0.7 $5.2M 157k 33.33
Green Mountain Coffee Roasters 0.7 $5.3M 57k 92.93
Aetna 0.7 $5.2M 142k 36.34
Express Scripts 0.7 $5.2M 141k 37.07
AFLAC Incorporated (AFL) 0.7 $5.1M 147k 34.95
Intel Corporation (INTC) 0.7 $5.1M 240k 21.33
Allstate Corporation (ALL) 0.7 $5.0M 209k 23.69
Qualcomm (QCOM) 0.7 $5.0M 102k 48.63
Kellogg Company (K) 0.6 $4.6M 86k 53.19
Oracle Corporation (ORCL) 0.6 $4.6M 160k 28.74
T. Rowe Price (TROW) 0.6 $4.3M 90k 47.78
Costco Wholesale Corporation (COST) 0.6 $4.2M 51k 82.12
Wal-Mart Stores (WMT) 0.6 $4.2M 81k 51.90
Abbott Laboratories (ABT) 0.6 $4.1M 80k 51.14
BJ's Wholesale Club 0.6 $4.1M 80k 51.23
QLogic Corporation 0.6 $4.1M 321k 12.68
Walgreen Company 0.6 $4.1M 123k 32.89
Wells Fargo & Company (WFC) 0.5 $3.8M 159k 24.12
Pepsi (PEP) 0.5 $3.8M 62k 61.90
Automatic Data Processing (ADP) 0.5 $3.5M 75k 47.15
Juniper Networks (JNPR) 0.5 $3.5M 205k 17.26
KLA-Tencor Corporation (KLAC) 0.5 $3.5M 92k 38.28
Citigroup (C) 0.5 $3.5M 136k 25.61
At&t (T) 0.5 $3.2M 113k 28.52
CIGNA Corporation 0.5 $3.2M 77k 41.94
Amgen (AMGN) 0.4 $3.2M 58k 54.97
ConAgra Foods (CAG) 0.4 $3.1M 127k 24.22
Northrop Grumman Corporation (NOC) 0.4 $3.1M 59k 52.17
Agilent Technologies Inc C ommon (A) 0.4 $3.0M 96k 31.25
Integrys Energy 0.4 $3.0M 62k 48.61
TECO Energy 0.4 $3.0M 173k 17.13
Discovery Communications 0.4 $2.9M 78k 37.62
Johnson & Johnson (JNJ) 0.4 $2.9M 45k 63.70
NiSource (NI) 0.4 $2.9M 136k 21.38
Devon Energy Corporation (DVN) 0.4 $2.8M 51k 55.43
Maxim Integrated Products 0.4 $2.8M 120k 23.33
Google 0.4 $2.8M 5.5k 515.09
NVIDIA Corporation (NVDA) 0.4 $2.7M 220k 12.51
Hansen Natural Corporation 0.4 $2.7M 31k 87.28
Forest Laboratories 0.4 $2.7M 88k 30.79
Lam Research Corporation (LRCX) 0.4 $2.6M 70k 37.98
McCormick & Company, Incorporated (MKC) 0.4 $2.6M 57k 46.17
Valero Energy Corporation (VLO) 0.4 $2.6M 145k 17.78
Visa (V) 0.4 $2.6M 30k 85.72
Hormel Foods Corporation (HRL) 0.4 $2.6M 95k 27.02
Rowan Companies 0.4 $2.6M 86k 30.19
Merck & Co (MRK) 0.3 $2.5M 78k 32.70
Mylan 0.3 $2.4M 143k 16.99
Wisconsin Energy Corporation 0.3 $2.4M 78k 31.29
Silicon Laboratories (SLAB) 0.3 $2.5M 73k 33.54
DeVry 0.3 $2.3M 63k 36.96
Energizer Holdings 0.3 $2.4M 35k 66.44
Activision Blizzard 0.3 $2.3M 197k 11.90
Flowers Foods (FLO) 0.3 $2.4M 123k 19.46
Coca-cola Enterprises 0.3 $2.3M 94k 24.88
Sara Lee 0.3 $2.3M 141k 16.35
NV Energy 0.3 $2.3M 155k 14.71
Diamond Offshore Drilling 0.3 $2.2M 40k 54.74
Core Laboratories 0.3 $2.2M 24k 89.84
ITT Educational Services (ESINQ) 0.3 $2.3M 39k 57.57
Constellation Energy 0.3 $2.1M 56k 38.07
LSI Corporation 0.3 $2.2M 422k 5.18
Coventry Health Care 0.3 $2.1M 75k 28.81
Simon Property (SPG) 0.3 $2.1M 20k 110.00
Walt Disney Company (DIS) 0.3 $2.1M 68k 30.16
EMC Corporation 0.3 $2.1M 100k 20.99
Church & Dwight (CHD) 0.3 $2.1M 47k 44.19
Hollyfrontier Corp 0.3 $2.1M 81k 26.22
AGL Resources 0.3 $2.0M 49k 40.73
Interpublic Group of Companies (IPG) 0.3 $2.0M 276k 7.20
Arrow Electronics (ARW) 0.3 $2.0M 72k 27.78
Gilead Sciences (GILD) 0.3 $2.0M 52k 38.80
PG&E Corporation (PCG) 0.3 $2.0M 48k 42.30
Dr Pepper Snapple 0.3 $2.0M 53k 38.78
Cypress Semiconductor Corporation 0.3 $2.0M 135k 14.97
Riverbed Technology 0.3 $2.0M 101k 19.96
IAC/InterActive 0.3 $2.0M 49k 39.55
3M Company (MMM) 0.3 $1.9M 27k 71.80
Baker Hughes Incorporated 0.3 $1.9M 41k 46.16
Techne Corporation 0.3 $2.0M 29k 67.99
Celgene Corporation 0.3 $1.9M 31k 61.92
Hospira 0.3 $1.9M 50k 36.99
Synopsys (SNPS) 0.3 $1.9M 78k 24.36
WellPoint 0.2 $1.8M 28k 65.27
Warner Chilcott Plc - 0.2 $1.8M 126k 14.30
Mednax (MD) 0.2 $1.8M 29k 62.64
Health Net 0.2 $1.7M 73k 23.71
Helmerich & Payne (HP) 0.2 $1.7M 41k 40.61
Westar Energy 0.2 $1.6M 62k 26.41
Atmos Energy Corporation (ATO) 0.2 $1.7M 51k 32.45
Questar Corporation 0.2 $1.7M 95k 17.71
McDonald's Corporation (MCD) 0.2 $1.6M 18k 87.80
MDU Resources (MDU) 0.2 $1.6M 83k 19.19
Philip Morris International (PM) 0.2 $1.6M 25k 62.37
CMS Energy Corporation (CMS) 0.2 $1.5M 76k 19.79
Northeast Utilities System 0.2 $1.5M 46k 33.65
Cisco Systems (CSCO) 0.2 $1.5M 97k 15.50
Boeing Company (BA) 0.2 $1.5M 25k 60.52
Biogen Idec (BIIB) 0.2 $1.5M 16k 93.17
Northern Trust Corporation (NTRS) 0.2 $1.4M 40k 34.98
Apache Corporation 0.2 $1.4M 18k 80.22
Hawaiian Electric Industries (HE) 0.2 $1.4M 59k 24.28
Pharmaceutical Product Development 0.2 $1.5M 57k 25.66
SYSCO Corporation (SYY) 0.2 $1.4M 56k 25.89
Safeway 0.2 $1.4M 87k 16.62
LifePoint Hospitals 0.2 $1.4M 39k 36.64
American Electric Power Company (AEP) 0.2 $1.4M 37k 38.02
Atwood Oceanics 0.2 $1.4M 41k 34.37
Pepco Holdings 0.2 $1.4M 76k 18.93
Verizon Communications (VZ) 0.2 $1.4M 37k 36.81
Southern Company (SO) 0.2 $1.4M 32k 42.38
GameStop (GME) 0.2 $1.3M 58k 23.10
Via 0.2 $1.3M 33k 38.75
Great Plains Energy Incorporated 0.2 $1.3M 65k 19.29
General Mills (GIS) 0.2 $1.3M 33k 38.48
Nextera Energy (NEE) 0.2 $1.3M 24k 54.03
Cameron International Corporation 0.2 $1.3M 32k 41.54
MasterCard Incorporated (MA) 0.2 $1.2M 3.9k 317.18
Microchip Technology (MCHP) 0.2 $1.2M 40k 31.11
Aaron's 0.2 $1.2M 48k 25.25
Yahoo! 0.2 $1.2M 91k 13.17
Continental Resources 0.2 $1.2M 24k 48.38
RadioShack Corporation 0.2 $1.2M 101k 11.62
Danaher Corporation (DHR) 0.2 $1.2M 28k 41.93
CSX Corporation (CSX) 0.1 $1.1M 59k 18.66
Duke Energy Corporation 0.1 $1.1M 56k 19.98
Public Storage (PSA) 0.1 $1.1M 9.5k 111.37
Lockheed Martin Corporation (LMT) 0.1 $1.1M 15k 72.61
Tyco International Ltd S hs 0.1 $1.1M 27k 40.74
Amazon (AMZN) 0.1 $1.1M 5.0k 216.20
Zimmer Holdings (ZBH) 0.1 $1.1M 20k 53.50
Tesoro Corporation 0.1 $1.1M 54k 19.47
Hudson City Ban 0.1 $1.0M 180k 5.66
Union Pacific Corporation (UNP) 0.1 $972k 12k 81.68
Lincare Holdings 0.1 $1.0M 45k 22.50
United Technologies Corporation 0.1 $1.0M 14k 70.35
UnitedHealth (UNH) 0.1 $1.0M 22k 46.10
Big Lots (BIGGQ) 0.1 $986k 28k 34.84
ON Semiconductor (ON) 0.1 $1.0M 140k 7.18
Edison International (EIX) 0.1 $1.0M 27k 38.24
CenterPoint Energy (CNP) 0.1 $979k 50k 19.62
UGI Corporation (UGI) 0.1 $1.0M 39k 26.27
Nasdaq Omx (NDAQ) 0.1 $905k 39k 23.15
Xilinx 0.1 $966k 35k 27.44
Equity Residential (EQR) 0.1 $965k 19k 51.88
Intersil Corporation 0.1 $964k 94k 10.29
Service Corporation International (SCI) 0.1 $965k 105k 9.16
Dean Foods Company 0.1 $960k 108k 8.87
SCANA Corporation 0.1 $942k 23k 40.43
DPL 0.1 $916k 30k 30.13
Pinnacle West Capital Corporation (PNW) 0.1 $940k 22k 42.92
Marathon Petroleum Corp (MPC) 0.1 $955k 35k 27.05
El Paso Corporation 0.1 $853k 49k 17.48
American Eagle Outfitters (AEO) 0.1 $873k 75k 11.72
Tyson Foods (TSN) 0.1 $894k 52k 17.36
Kroger (KR) 0.1 $898k 41k 21.96
Whole Foods Market 0.1 $836k 13k 65.31
Vornado Realty Trust (VNO) 0.1 $881k 12k 74.66
Sempra Energy (SRE) 0.1 $839k 16k 51.47
Ventas (VTR) 0.1 $835k 17k 49.41
Novellus Systems 0.1 $829k 30k 27.27
HCP 0.1 $894k 26k 35.06
Boston Properties (BXP) 0.1 $882k 9.9k 89.09
Annaly Capital Management 0.1 $802k 48k 16.64
Total System Services 0.1 $777k 46k 16.93
People's United Financial 0.1 $791k 69k 11.40
AES Corporation (AES) 0.1 $794k 81k 9.75
Dominion Resources (D) 0.1 $822k 16k 50.74
NetApp (NTAP) 0.1 $824k 24k 33.91
eBay (EBAY) 0.1 $826k 28k 29.50
First Solar (FSLR) 0.1 $759k 12k 63.25
Neustar 0.1 $799k 32k 25.13
Western Union Company (WU) 0.1 $720k 47k 15.29
Bunge 0.1 $734k 13k 58.25
Diebold Incorporated 0.1 $748k 27k 27.50
National-Oilwell Var 0.1 $732k 14k 51.19
Altria (MO) 0.1 $732k 27k 26.81
H.J. Heinz Company 0.1 $712k 14k 50.50
Chico's FAS 0.1 $696k 61k 11.43
MEMC Electronic Materials 0.1 $692k 132k 5.24
EQT Corporation (EQT) 0.1 $747k 14k 53.36
Prologis (PLD) 0.1 $701k 29k 24.26
Ace Limited Cmn 0.1 $618k 10k 60.59
Ameriprise Financial (AMP) 0.1 $673k 17k 39.36
Caterpillar (CAT) 0.1 $657k 8.9k 73.82
Bristol Myers Squibb (BMY) 0.1 $668k 21k 31.36
United Parcel Service (UPS) 0.1 $650k 10k 63.11
FMC Technologies 0.1 $673k 18k 37.60
H&R Block (HRB) 0.1 $623k 47k 13.31
Best Buy (BBY) 0.1 $620k 27k 23.31
Supervalu 0.1 $680k 102k 6.66
Newfield Exploration 0.1 $655k 17k 39.70
Gap (GAP) 0.1 $654k 40k 16.23
Abercrombie & Fitch (ANF) 0.1 $640k 10k 61.54
AvalonBay Communities (AVB) 0.1 $673k 5.9k 114.07
Patterson-UTI Energy (PTEN) 0.1 $638k 37k 17.34
Alexion Pharmaceuticals 0.1 $660k 10k 64.08
Oneok (OKE) 0.1 $667k 10k 66.04
Molex Incorporated 0.1 $554k 27k 20.37
Staples 0.1 $593k 45k 13.30
Murphy Oil Corporation (MUR) 0.1 $605k 14k 44.16
Omni (OMC) 0.1 $564k 15k 36.86
Pioneer Natural Resources 0.1 $546k 8.3k 65.78
Constellation Brands (STZ) 0.1 $596k 33k 18.01
Carlisle Companies (CSL) 0.1 $564k 18k 31.86
Amdocs Ltd ord (DOX) 0.1 $607k 22k 27.10
Denbury Resources 0.1 $555k 48k 11.49
tw tele 0.1 $588k 36k 16.52
Comcast 0.1 $546k 15k 36.16
Vertex Pharmaceuticals Incorporated (VRTX) 0.1 $494k 11k 44.50
Harris Corporation 0.1 $513k 15k 34.20
Health Care REIT 0.1 $519k 11k 46.76
Weyerhaeuser Company (WY) 0.1 $535k 34k 15.55
Aspen Insurance Holdings 0.1 $468k 20k 23.05
Dresser-Rand 0.1 $490k 12k 40.50
McDermott International 0.1 $480k 45k 10.76
Cabot Oil & Gas Corporation (CTRA) 0.1 $427k 6.9k 61.88
Forest Oil Corporation 0.1 $413k 29k 14.39
Host Hotels & Resorts (HST) 0.1 $465k 43k 10.94
Suno 0.1 $459k 15k 31.01
Western Digital (WDC) 0.1 $399k 16k 25.74
Endo Pharmaceuticals 0.1 $414k 15k 27.97
Compuware Corporation 0.1 $465k 61k 7.66
John Wiley & Sons (WLY) 0.1 $409k 9.2k 44.46
Exelon Corporation (EXC) 0.1 $418k 9.8k 42.65
Linear Technology Corporation 0.1 $437k 16k 27.66
SBA Communications Corporation 0.1 $414k 12k 34.50
IntercontinentalEx.. 0.1 $402k 3.4k 118.24
Concho Resources 0.1 $398k 5.6k 71.07
Ciena Corporation (CIEN) 0.1 $416k 37k 11.21
F5 Networks (FFIV) 0.1 $455k 6.4k 71.09
Virgin Media 0.1 $416k 17k 24.33
SM Energy (SM) 0.1 $467k 7.7k 60.65
Nabors Industries 0.1 $408k 33k 12.25
Validus Holdings 0.1 $456k 18k 24.92
NRG Energy (NRG) 0.1 $346k 16k 21.23
Expedia 0.1 $337k 13k 25.73
Pharmasset 0.1 $338k 4.1k 82.44
Autodesk (ADSK) 0.1 $347k 13k 27.76
DENTSPLY International 0.1 $381k 12k 30.73
Federated Investors (FHI) 0.1 $394k 23k 17.51
Cephalon 0.1 $371k 4.6k 80.65
Electronic Arts (EA) 0.1 $391k 19k 20.47
Tidewater 0.1 $353k 8.4k 42.02
Waters Corporation (WAT) 0.1 $377k 5.0k 75.40
Plum Creek Timber 0.1 $364k 11k 34.67
Williams-Sonoma (WSM) 0.1 $342k 11k 30.81
Whiting Petroleum Corporation 0.1 $326k 9.3k 35.05
DTE Energy Company (DTE) 0.1 $377k 7.7k 48.96
Cimarex Energy 0.1 $373k 6.7k 55.67
VMware 0.1 $362k 4.5k 80.44
Kimco Realty Corporation (KIM) 0.1 $379k 25k 15.04
Signet Jewelers (SIG) 0.1 $348k 10k 33.79
Avago Technologies 0.1 $334k 10k 32.75
General Growth Properties 0.1 $346k 29k 12.10
ResMed (RMD) 0.0 $274k 9.5k 28.84
Digital Realty Trust (DLR) 0.0 $298k 5.4k 55.19
Noble Energy 0.0 $276k 3.9k 70.77
Nuance Communications 0.0 $262k 13k 20.31
Spectra Energy 0.0 $309k 13k 24.52
Brown-Forman Corporation (BF.B) 0.0 $316k 4.5k 70.22
Global Payments (GPN) 0.0 $271k 6.7k 40.45
Molson Coors Brewing Company (TAP) 0.0 $313k 7.9k 39.62
Cadence Design Systems (CDNS) 0.0 $322k 35k 9.23
Raytheon Company 0.0 $311k 7.6k 40.92
Texas Instruments Incorporated (TXN) 0.0 $304k 11k 26.67
VCA Antech 0.0 $296k 19k 16.00
Windstream Corporation 0.0 $267k 23k 11.66
SL Green Realty 0.0 $267k 4.6k 58.04
Alliance Data Systems Corporation (BFH) 0.0 $315k 3.4k 92.65
Chesapeake Energy Corporation 0.0 $301k 12k 25.51
Robert Half International (RHI) 0.0 $276k 13k 21.23
Mead Johnson Nutrition 0.0 $303k 4.4k 68.86
RPC (RES) 0.0 $255k 16k 16.35
Watson Pharmaceuticals 0.0 $300k 4.4k 68.18
Community Health Systems (CYH) 0.0 $265k 16k 16.67
VeriFone Systems 0.0 $259k 7.4k 35.00
Sirius XM Radio 0.0 $323k 214k 1.51
Poly 0.0 $263k 14k 18.39
SanDisk Corporation 0.0 $274k 6.8k 40.29
Erie Indemnity Company (ERIE) 0.0 $320k 4.5k 71.11
Federal Realty Inv. Trust 0.0 $255k 3.1k 82.26
Macerich Company (MAC) 0.0 $303k 7.1k 42.68
QEP Resources 0.0 $252k 9.3k 27.10
Cbre Group Inc Cl A (CBRE) 0.0 $260k 19k 13.47
Corning Incorporated (GLW) 0.0 $235k 19k 12.37
Charles Schwab Corporation (SCHW) 0.0 $194k 17k 11.28
Regeneron Pharmaceuticals (REGN) 0.0 $227k 3.9k 58.21
Archer Daniels Midland Company (ADM) 0.0 $203k 8.2k 24.76
R.R. Donnelley & Sons Company 0.0 $181k 13k 14.14
Trimble Navigation (TRMB) 0.0 $211k 6.3k 33.49
Ultra Petroleum 0.0 $227k 8.2k 27.68
Charles River Laboratories (CRL) 0.0 $209k 7.3k 28.63
Anadarko Petroleum Corporation 0.0 $246k 3.9k 63.08
Xerox Corporation 0.0 $217k 31k 6.98
ITC Holdings 0.0 $201k 2.6k 77.31
Public Service Enterprise (PEG) 0.0 $204k 6.1k 33.44
Monster Worldwide 0.0 $241k 34k 7.19
NII Holdings 0.0 $221k 8.2k 26.95
Atmel Corporation 0.0 $180k 22k 8.07
Cablevision Systems Corporation 0.0 $181k 12k 15.74
Advanced Micro Devices (AMD) 0.0 $232k 46k 5.09
Alere 0.0 $248k 13k 19.68
Oceaneering International (OII) 0.0 $212k 6.0k 35.33
Textron (TXT) 0.0 $233k 13k 17.65
Skyworks Solutions (SWKS) 0.0 $180k 10k 18.00
Washington Federal (WAFD) 0.0 $197k 16k 12.71
Realty Income (O) 0.0 $219k 6.8k 32.21
Teradyne (TER) 0.0 $185k 17k 11.01
Rayonier (RYN) 0.0 $246k 6.7k 36.72
American Capital Agency 0.0 $249k 9.2k 27.07
Udr (UDR) 0.0 $241k 11k 22.11
Lender Processing Services 0.0 $145k 11k 13.68
Career Education 0.0 $136k 10k 13.08
Tenet Healthcare Corporation 0.0 $136k 33k 4.10
SandRidge Energy 0.0 $117k 21k 5.55
Janus Capital 0.0 $145k 24k 6.02
Human Genome Sciences 0.0 $133k 11k 12.67
First Niagara Financial 0.0 $165k 18k 9.17
JDS Uniphase Corporation 0.0 $145k 15k 10.00
Duke Realty Corporation 0.0 $133k 13k 10.47
Chimera Investment Corporation 0.0 $146k 53k 2.77
MetroPCS Communications 0.0 $124k 14k 8.73
Ddr Corp 0.0 $117k 11k 10.93
Health Management Associates 0.0 $86k 12k 6.94
Micron Technology (MU) 0.0 $62k 12k 5.04