Stux Capital Management

Stux Capital Management as of March 31, 2011

Portfolio Holdings for Stux Capital Management

Stux Capital Management holds 363 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Microsoft Corporation (MSFT) 3.4 $25M 981k 25.39
Apple (AAPL) 3.2 $23M 67k 348.51
Exxon Mobil Corporation (XOM) 3.0 $22M 260k 84.13
Bank of America Corporation (BAC) 2.2 $16M 1.2M 13.33
General Electric Company 2.0 $15M 725k 20.05
JPMorgan Chase & Co. (JPM) 1.9 $14M 300k 46.10
ConocoPhillips (COP) 1.9 $14M 172k 79.86
Chevron Corporation (CVX) 1.7 $12M 114k 107.49
Occidental Petroleum Corporation (OXY) 1.5 $11M 105k 104.49
Goldman Sachs (GS) 1.5 $11M 69k 158.60
Google 1.4 $10M 17k 586.78
Marathon Oil Corporation (MRO) 1.3 $9.6M 179k 53.31
Cisco Systems (CSCO) 1.2 $9.1M 534k 17.15
Procter & Gamble Company (PG) 1.2 $8.8M 143k 61.60
Morgan Stanley (MS) 1.2 $8.8M 321k 27.32
Walgreen Company 1.1 $7.7M 193k 40.14
Hewlett-Packard Company 1.0 $7.6M 187k 40.97
Halliburton Company (HAL) 1.0 $7.5M 150k 49.84
CVS Caremark Corporation (CVS) 1.0 $7.4M 216k 34.32
General Dynamics Corporation (GD) 1.0 $7.4M 97k 76.56
Schlumberger (SLB) 0.9 $6.3M 68k 93.26
Dell 0.8 $6.2M 430k 14.51
Capital One Financial (COF) 0.8 $6.2M 119k 51.96
Valero Energy Corporation (VLO) 0.8 $5.9M 199k 29.82
Adobe Systems Incorporated (ADBE) 0.8 $5.8M 176k 33.16
T. Rowe Price (TROW) 0.8 $5.6M 85k 66.42
Juniper Networks (JNPR) 0.8 $5.6M 133k 42.08
Applied Materials (AMAT) 0.8 $5.5M 352k 15.62
Berkshire Hathaway (BRK.B) 0.7 $5.4M 65k 83.63
Northrop Grumman Corporation (NOC) 0.7 $5.3M 85k 62.71
EMC Corporation 0.7 $5.2M 197k 26.56
State Street Corporation (STT) 0.7 $5.2M 115k 44.94
Intel Corporation (INTC) 0.7 $5.1M 255k 20.18
Aetna 0.7 $5.2M 139k 37.43
Hess (HES) 0.7 $5.1M 60k 85.22
Electronic Arts (EA) 0.7 $5.1M 261k 19.53
Devon Energy Corporation (DVN) 0.7 $5.0M 54k 91.76
Oracle Corporation (ORCL) 0.7 $5.0M 149k 33.43
Honeywell International (HON) 0.7 $4.8M 80k 59.71
NetApp (NTAP) 0.6 $4.4M 91k 48.15
eBay (EBAY) 0.6 $4.4M 142k 31.04
Rowan Companies 0.6 $4.4M 100k 44.18
Apache Corporation 0.6 $4.3M 33k 130.92
Texas Instruments Incorporated (TXN) 0.6 $4.2M 122k 34.56
Southwestern Energy Company 0.6 $4.2M 97k 42.97
Express Scripts 0.6 $4.1M 75k 55.62
Medtronic 0.5 $3.9M 100k 39.35
KLA-Tencor Corporation (KLAC) 0.5 $4.0M 84k 47.32
Lockheed Martin Corporation (LMT) 0.5 $3.9M 48k 80.39
International Business Machines (IBM) 0.5 $3.9M 24k 163.05
Citigroup (C) 0.5 $3.9M 878k 4.42
Qualcomm (QCOM) 0.5 $3.8M 70k 54.84
Diamond Offshore Drilling 0.5 $3.6M 47k 77.69
Ca 0.5 $3.6M 147k 24.18
Freeport-McMoRan Copper & Gold (FCX) 0.5 $3.6M 64k 55.55
Whiting Petroleum Corporation 0.5 $3.6M 49k 73.44
IAC/InterActive 0.5 $3.4M 112k 30.91
Community Health Systems (CYH) 0.4 $3.1M 78k 39.99
Paccar (PCAR) 0.4 $3.1M 59k 52.36
GameStop (GME) 0.4 $3.1M 137k 22.52
Expedia 0.4 $2.9M 128k 22.66
Amgen (AMGN) 0.4 $2.9M 54k 53.46
Murphy Oil Corporation (MUR) 0.4 $2.9M 40k 73.41
Mednax (MD) 0.4 $2.9M 44k 66.62
CIGNA Corporation 0.4 $2.8M 63k 44.27
UnitedHealth (UNH) 0.4 $2.8M 62k 45.20
Helmerich & Payne (HP) 0.4 $2.7M 39k 68.70
Bank of New York Mellon Corporation (BK) 0.4 $2.6M 88k 29.88
RadioShack Corporation 0.4 $2.7M 178k 15.01
At&t (T) 0.3 $2.6M 85k 30.61
Energizer Holdings 0.3 $2.5M 35k 71.17
Prudential Financial (PRU) 0.3 $2.4M 39k 61.57
F5 Networks (FFIV) 0.3 $2.3M 23k 102.56
Alberto-Culver Company 0.3 $2.4M 63k 37.27
Pfizer (PFE) 0.3 $2.3M 114k 20.31
Raytheon Company 0.3 $2.3M 44k 50.88
Chubb Corporation 0.3 $2.2M 36k 61.32
Ace Limited Cmn 0.3 $2.2M 35k 64.70
Eli Lilly & Co. (LLY) 0.3 $2.2M 63k 35.17
Cardinal Health (CAH) 0.3 $2.2M 54k 41.13
Wells Fargo & Company (WFC) 0.3 $2.2M 70k 31.71
Coventry Health Care 0.3 $2.2M 70k 31.86
Allstate Corporation (ALL) 0.3 $2.1M 67k 31.77
JDS Uniphase Corporation 0.3 $2.1M 102k 20.84
Johnson & Johnson (JNJ) 0.3 $2.1M 35k 59.25
3M Company (MMM) 0.3 $2.0M 22k 93.49
Colgate-Palmolive Company (CL) 0.3 $2.1M 26k 80.74
AFLAC Incorporated (AFL) 0.3 $2.0M 38k 52.77
TECO Energy 0.3 $2.0M 104k 18.76
Foot Locker (FL) 0.3 $2.0M 101k 19.72
Office Depot 0.3 $2.0M 423k 4.63
United Technologies Corporation 0.3 $2.0M 23k 84.63
Axis Capital Holdings (AXS) 0.3 $2.0M 56k 34.92
Holly Corporation 0.3 $2.0M 32k 60.77
BJ's Wholesale Club 0.3 $1.9M 39k 48.81
Symantec Corporation 0.3 $1.9M 102k 18.54
Gilead Sciences (GILD) 0.3 $1.9M 46k 42.46
Nabors Industries 0.3 $1.9M 62k 30.39
Coca-cola Enterprises 0.3 $1.9M 70k 27.30
Dr Pepper Snapple 0.2 $1.9M 50k 37.15
Humana (HUM) 0.2 $1.9M 27k 69.93
Integrys Energy 0.2 $1.8M 37k 50.52
Travelers Companies (TRV) 0.2 $1.8M 30k 59.47
Cadence Design Systems (CDNS) 0.2 $1.8M 184k 9.75
Whole Foods Market 0.2 $1.7M 26k 65.89
Health Net 0.2 $1.8M 55k 32.71
Simon Property (SPG) 0.2 $1.8M 17k 107.17
American Express Company (AXP) 0.2 $1.7M 37k 45.19
Via 0.2 $1.7M 36k 46.53
Kroger (KR) 0.2 $1.7M 70k 23.97
Merck & Co (MRK) 0.2 $1.7M 51k 33.00
WellPoint 0.2 $1.7M 25k 69.80
Broadcom Corporation 0.2 $1.7M 44k 39.38
Seagate Technology Com Stk 0.2 $1.7M 116k 14.41
Energen Corporation 0.2 $1.7M 27k 63.11
QLogic Corporation 0.2 $1.7M 92k 18.55
NRG Energy (NRG) 0.2 $1.6M 76k 21.54
Constellation Energy 0.2 $1.6M 52k 31.12
Interpublic Group of Companies (IPG) 0.2 $1.7M 132k 12.57
Health Management Associates 0.2 $1.6M 151k 10.90
Cimarex Energy 0.2 $1.6M 14k 115.25
NiSource (NI) 0.2 $1.6M 82k 19.18
VCA Antech 0.2 $1.5M 61k 25.17
Techne Corporation 0.2 $1.6M 22k 71.60
MetLife (MET) 0.2 $1.6M 35k 44.73
Celgene Corporation 0.2 $1.5M 26k 57.58
Hartford Financial Services (HIG) 0.2 $1.5M 56k 26.94
Safeway 0.2 $1.5M 62k 23.54
Textron (TXT) 0.2 $1.5M 54k 27.39
NV Energy 0.2 $1.5M 99k 14.89
SanDisk Corporation 0.2 $1.5M 33k 46.09
DPL 0.2 $1.4M 53k 27.41
McDermott International 0.2 $1.4M 57k 25.40
VMware 0.2 $1.5M 18k 81.52
Microchip Technology (MCHP) 0.2 $1.4M 37k 38.01
Supervalu 0.2 $1.4M 154k 8.93
Manitowoc Company 0.2 $1.4M 65k 21.88
LifePoint Hospitals 0.2 $1.4M 35k 40.20
Thermo Fisher Scientific (TMO) 0.2 $1.4M 25k 55.54
Tyco International Ltd S hs 0.2 $1.4M 31k 44.75
NII Holdings 0.2 $1.4M 34k 41.67
Chicago Bridge & Iron Company 0.2 $1.4M 34k 40.67
MDU Resources (MDU) 0.2 $1.3M 57k 22.97
WESCO International (WCC) 0.2 $1.3M 21k 62.49
Aaron's 0.2 $1.4M 53k 25.37
General Cable Corporation 0.2 $1.3M 31k 43.31
Novellus Systems 0.2 $1.3M 36k 37.13
Thomas & Betts Corporation 0.2 $1.3M 22k 59.46
Corning Incorporated (GLW) 0.2 $1.3M 61k 20.64
Assurant (AIZ) 0.2 $1.3M 33k 38.52
BE Aerospace 0.2 $1.2M 34k 35.54
Verizon Communications (VZ) 0.2 $1.2M 32k 38.54
Masco Corporation (MAS) 0.2 $1.2M 90k 13.92
Universal Health Services (UHS) 0.2 $1.2M 25k 49.40
Service Corporation International (SCI) 0.2 $1.3M 114k 11.06
Westar Energy 0.2 $1.3M 48k 26.42
Gra (GGG) 0.2 $1.2M 27k 45.49
Amazon (AMZN) 0.2 $1.2M 6.8k 180.15
Oshkosh Corporation (OSK) 0.2 $1.2M 35k 35.37
L-3 Communications Holdings 0.2 $1.3M 16k 78.31
Questar Corporation 0.2 $1.2M 71k 17.45
Reinsurance Group of America (RGA) 0.2 $1.2M 18k 62.77
Coca-Cola Company (KO) 0.2 $1.2M 18k 66.34
Home Depot (HD) 0.2 $1.2M 33k 37.06
Bed Bath & Beyond 0.2 $1.2M 25k 48.27
DENTSPLY International 0.2 $1.1M 31k 36.99
Timken Company (TKR) 0.2 $1.2M 23k 52.30
Limited Brands 0.2 $1.1M 35k 32.88
Lamar Advertising Company 0.2 $1.2M 33k 36.95
Baker Hughes Incorporated 0.2 $1.1M 16k 73.46
Spectra Energy 0.1 $1.1M 41k 27.19
AmerisourceBergen (COR) 0.1 $1.1M 28k 39.57
Xilinx 0.1 $1.1M 34k 32.79
Torchmark Corporation 0.1 $1.1M 17k 66.49
Sara Lee 0.1 $1.1M 62k 17.68
Genzyme Corporation 0.1 $1.1M 14k 76.15
Zimmer Holdings (ZBH) 0.1 $1.1M 18k 60.56
Quest Diagnostics Incorporated (DGX) 0.1 $1.1M 20k 57.74
Ciena Corporation (CIEN) 0.1 $1.1M 43k 25.94
Total System Services 0.1 $1.0M 58k 18.02
CBS Corporation 0.1 $1.0M 42k 25.05
Nuance Communications 0.1 $1.0M 52k 19.56
SunPower Corporation 0.1 $1.0M 59k 17.15
Waters Corporation (WAT) 0.1 $1.0M 12k 86.92
Maxim Integrated Products 0.1 $1.0M 40k 25.59
Biogen Idec (BIIB) 0.1 $999k 14k 73.46
Lowe's Companies (LOW) 0.1 $1.1M 40k 26.43
Transatlantic Holdings 0.1 $1.0M 21k 48.66
Hansen Natural Corporation 0.1 $1.1M 18k 60.23
Lam Research Corporation 0.1 $1.0M 18k 56.69
tw tele 0.1 $1.1M 55k 19.20
Validus Holdings 0.1 $1.0M 30k 33.32
Walt Disney Company (DIS) 0.1 $931k 22k 43.10
Continental Resources 0.1 $951k 13k 71.50
Tyson Foods (TSN) 0.1 $975k 51k 19.19
PerkinElmer (RVTY) 0.1 $927k 35k 26.26
Convergys Corporation 0.1 $938k 65k 14.36
ON Semiconductor (ON) 0.1 $971k 99k 9.86
Shaw 0.1 $935k 26k 35.42
Cameron International Corporation 0.1 $931k 16k 57.12
American Water Works (AWK) 0.1 $985k 35k 28.06
Nasdaq Omx (NDAQ) 0.1 $915k 35k 25.85
McDonald's Corporation (MCD) 0.1 $913k 12k 76.08
AGL Resources 0.1 $884k 22k 39.82
Bunge 0.1 $861k 12k 72.35
Public Storage (PSA) 0.1 $876k 7.9k 110.89
Laboratory Corp. of America Holdings 0.1 $848k 9.2k 92.17
Equity Residential (EQR) 0.1 $914k 16k 56.42
Williams Companies (WMB) 0.1 $904k 29k 31.17
Janus Capital 0.1 $892k 72k 12.48
Smithfield Foods 0.1 $873k 36k 24.05
Tesoro Corporation 0.1 $848k 32k 26.84
Intuit (INTU) 0.1 $866k 16k 53.13
Pride International 0.1 $859k 20k 42.95
HCP 0.1 $857k 23k 37.92
Covidien 0.1 $857k 17k 51.94
Comcast Corporation (CMCSA) 0.1 $774k 31k 24.73
Caterpillar (CAT) 0.1 $802k 7.2k 111.39
Costco Wholesale Corporation (COST) 0.1 $821k 11k 73.30
Autodesk (ADSK) 0.1 $843k 19k 44.14
RPM International (RPM) 0.1 $819k 35k 23.74
Polo Ralph Lauren Corporation 0.1 $791k 6.4k 123.59
Intuitive Surgical (ISRG) 0.1 $834k 2.5k 333.60
Target Corporation (TGT) 0.1 $825k 17k 50.00
Gap (GAP) 0.1 $818k 36k 22.66
International Speedway Corporation 0.1 $814k 27k 29.82
FactSet Research Systems (FDS) 0.1 $796k 7.6k 104.74
Vornado Realty Trust (VNO) 0.1 $796k 9.1k 87.47
Big Lots (BIGGQ) 0.1 $808k 19k 43.44
Meredith Corporation 0.1 $811k 24k 33.93
Atwood Oceanics 0.1 $785k 17k 46.45
AutoNation (AN) 0.1 $746k 21k 35.36
Abbott Laboratories (ABT) 0.1 $755k 15k 49.03
Great Plains Energy Incorporated 0.1 $765k 38k 20.03
Harris Corporation 0.1 $724k 15k 49.59
Weyerhaeuser Company (WY) 0.1 $748k 30k 24.61
Constellation Brands (STZ) 0.1 $756k 37k 20.27
Endurance Specialty Hldgs Lt 0.1 $757k 16k 48.84
Varian Semiconductor 0.1 $715k 15k 48.64
Oil States International (OIS) 0.1 $769k 10k 76.14
Atheros Communications 0.1 $701k 16k 44.65
Poly 0.1 $762k 15k 51.84
Boston Properties (BXP) 0.1 $749k 7.9k 94.81
Wal-Mart Stores (WMT) 0.1 $682k 13k 52.06
Cerner Corporation 0.1 $689k 6.2k 111.13
Federated Investors (FHI) 0.1 $687k 26k 26.73
Host Hotels & Resorts (HST) 0.1 $653k 37k 17.60
Patterson Companies (PDCO) 0.1 $660k 21k 32.20
ITC Holdings 0.1 $671k 9.6k 69.90
Chesapeake Energy Corporation 0.1 $677k 20k 33.51
Atmos Energy Corporation (ATO) 0.1 $627k 18k 34.08
Teradyne (TER) 0.1 $684k 38k 17.81
Annaly Capital Management 0.1 $614k 35k 17.44
Hawaiian Electric Industries (HE) 0.1 $578k 23k 24.81
Best Buy (BBY) 0.1 $580k 20k 28.71
Schnitzer Steel Industries (RDUS) 0.1 $598k 9.2k 65.00
Intersil Corporation 0.1 $610k 49k 12.45
Compuware Corporation 0.1 $566k 49k 11.55
Goodrich Corporation 0.1 $599k 7.0k 85.57
Pepsi (PEP) 0.1 $560k 8.7k 64.37
AvalonBay Communities (AVB) 0.1 $552k 4.6k 120.00
Monster Worldwide 0.1 $622k 39k 15.91
Aspen Insurance Holdings 0.1 $565k 21k 27.56
Ingram Micro 0.1 $608k 29k 21.04
Huntington Ingalls Inds (HII) 0.1 $559k 14k 41.47
BMC Software 0.1 $522k 11k 49.71
Union Pacific Corporation (UNP) 0.1 $511k 5.2k 98.27
Verisign (VRSN) 0.1 $532k 15k 36.19
Newfield Exploration 0.1 $517k 6.8k 76.03
Health Care REIT 0.1 $519k 9.9k 52.42
ProLogis 0.1 $511k 32k 15.97
Advanced Micro Devices (AMD) 0.1 $513k 60k 8.59
Cypress Semiconductor Corporation 0.1 $492k 25k 19.37
Dresser-Rand 0.1 $493k 9.2k 53.59
Bucyrus International 0.1 $549k 6.0k 91.50
EQT Corporation (EQT) 0.1 $489k 9.8k 49.90
Vertex Pharmaceuticals Incorporated (VRTX) 0.1 $427k 8.9k 47.98
NYSE Euronext 0.1 $461k 13k 35.19
C.R. Bard 0.1 $407k 4.1k 99.27
International Paper Company (IP) 0.1 $435k 14k 30.21
Western Digital (WDC) 0.1 $477k 13k 37.27
Partner Re 0.1 $444k 5.6k 79.29
LSI Corporation 0.1 $457k 67k 6.80
CB Richard Ellis 0.1 $435k 16k 26.69
Ventas (VTR) 0.1 $478k 8.8k 54.32
Yahoo! 0.1 $450k 27k 16.67
Amdocs Ltd ord (DOX) 0.1 $436k 15k 28.87
Activision Blizzard 0.1 $472k 43k 10.98
Alexion Pharmaceuticals 0.1 $405k 4.1k 98.78
Kimco Realty Corporation (KIM) 0.1 $416k 23k 18.33
Pinnacle West Capital Corporation (PNW) 0.1 $424k 9.9k 42.83
CMS Energy Corporation (CMS) 0.1 $377k 19k 19.64
Northeast Utilities System 0.1 $377k 11k 34.59
Ansys (ANSS) 0.1 $341k 6.3k 54.13
Baxter International (BAX) 0.1 $360k 6.7k 53.73
AES Corporation (AES) 0.1 $342k 26k 13.00
FMC Technologies 0.1 $387k 4.1k 94.39
Molex Incorporated 0.1 $337k 13k 25.15
SYSCO Corporation (SYY) 0.1 $338k 12k 27.70
Boeing Company (BA) 0.1 $362k 4.9k 73.88
Ross Stores (ROST) 0.1 $341k 4.8k 71.04
Arch Coal 0.1 $386k 11k 36.07
Synopsys (SNPS) 0.1 $357k 13k 27.67
Plum Creek Timber 0.1 $401k 9.2k 43.59
General Mills (GIS) 0.1 $373k 10k 36.57
Agilent Technologies Inc C ommon (A) 0.1 $349k 7.8k 44.74
Quicksilver Resources 0.1 $353k 25k 14.29
Varian Medical Systems 0.1 $338k 5.0k 67.60
National Semiconductor Corporation 0.1 $367k 26k 14.34
CenterPoint Energy (CNP) 0.1 $379k 22k 17.55
Concho Resources 0.1 $397k 3.7k 107.30
DTE Energy Company (DTE) 0.1 $382k 7.8k 48.97
Pepco Holdings 0.1 $351k 19k 18.67
SCANA Corporation 0.1 $362k 9.2k 39.35
Weatherford International Lt reg 0.1 $366k 16k 22.59
Progressive Corporation (PGR) 0.0 $292k 14k 21.16
FTI Consulting (FCN) 0.0 $303k 7.9k 38.35
Northern Trust Corporation (NTRS) 0.0 $315k 6.2k 50.81
Core Laboratories 0.0 $317k 3.1k 102.26
Hudson City Ban 0.0 $265k 27k 9.67
Suno 0.0 $305k 6.7k 45.52
Itron (ITRI) 0.0 $293k 5.2k 56.35
Cephalon 0.0 $327k 4.3k 76.05
Rockwell Collins 0.0 $259k 4.0k 64.75
Avnet (AVT) 0.0 $259k 7.6k 34.08
Anadarko Petroleum Corporation 0.0 $328k 4.0k 82.00
Nextera Energy (NEE) 0.0 $309k 5.6k 55.18
Nike (NKE) 0.0 $303k 4.0k 75.75
Wisconsin Energy Corporation 0.0 $329k 11k 30.46
Apollo 0.0 $288k 6.9k 41.74
Alliance Data Systems Corporation (BFH) 0.0 $309k 3.6k 85.83
IntercontinentalEx.. 0.0 $296k 2.4k 123.33
Fairchild Semiconductor International 0.0 $266k 15k 18.22
UGI Corporation (UGI) 0.0 $270k 8.2k 32.93
AMB Property Corporation 0.0 $266k 7.4k 35.95
Macerich Company (MAC) 0.0 $282k 5.7k 49.47
General Growth Properties 0.0 $279k 18k 15.50
Digital Realty Trust (DLR) 0.0 $233k 4.0k 58.25
Kraft Foods 0.0 $235k 7.5k 31.33
Ultra Petroleum 0.0 $251k 5.1k 49.22
Philip Morris International (PM) 0.0 $256k 3.9k 65.64
Xerox Corporation 0.0 $186k 18k 10.63
SL Green Realty 0.0 $256k 3.4k 75.29
Patterson-UTI Energy (PTEN) 0.0 $229k 7.8k 29.36
Petrohawk Energy Corporation 0.0 $248k 10k 24.55
Human Genome Sciences 0.0 $231k 8.4k 27.50
Frontier Oil Corporation 0.0 $249k 8.5k 29.29
Gentex Corporation (GNTX) 0.0 $236k 7.8k 30.26
Nationwide Health Properties 0.0 $238k 5.6k 42.50
Ormat Technologies (ORA) 0.0 $248k 9.8k 25.31
Dendreon Corporation 0.0 $232k 6.2k 37.42
Erie Indemnity Company (ERIE) 0.0 $256k 3.6k 71.11
Federal Realty Inv. Trust 0.0 $220k 2.7k 81.48
Rayonier (RYN) 0.0 $218k 3.5k 62.29
Motorola Solutions (MSI) 0.0 $228k 5.1k 44.71
People's United Financial 0.0 $177k 14k 12.55
Tenet Healthcare Corporation 0.0 $170k 23k 7.46
Atmel Corporation 0.0 $146k 11k 13.64
Micron Technology (MU) 0.0 $167k 15k 11.44
Assured Guaranty (AGO) 0.0 $168k 11k 14.87
Duke Realty Corporation 0.0 $154k 11k 14.00
Novell 0.0 $117k 20k 5.91
Chimera Investment Corporation 0.0 $175k 44k 3.95