Sciencast Management LP

Quant stat arb Low signal CIK 1653169
League rank
#126
in Quant stat arb · #4996 overall
Long book
$785.1M
Q1 2026
Positions
243
Top-10 weight
8%
concentration
Last quarter
+10.2%
SPY +14.8%
Turnover
76%
of book per quarter

Strategy in plain words

auto-generated from filings

Sciencast Management LP is a quantitative fund whose holdings reflect models, not opinions, running a $785.1M US long book across 243 positions.

The portfolio is broadly diversified across 243 positions (top 10 only 8%). Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: TPG INC, CLOUDFLARE INC - CLASS A, WILLIAMS COS INC, CAPITAL ONE FINANCIAL CORP, LAM RESEARCH CORP.

Over the last 9 quarters its long book ran on average 0.3pp per quarter behind the S&P 500, beating the index in 4 of 9 quarters. Signal value of individual moves is limited — treat changes as weak evidence.

Implied long-book return vs S&P 500

methodology: positions priced quarterly, no shorts/options
Fund long book S&P 500
Q1 2024
-2.0%
Q2 2024
+8.3%
Q3 2024
+0.2%
Q4 2024
+0.0%
Q1 2025
+9.5%
Q2 2025
+5.1%
Q3 2025
+3.1%
Q4 2025
+2.8%
Q1 2026
+10.2%

Sector allocation

Technology
17%
Financials
17%
Industrials
15%
Consumer discretionary
10%
Utilities
10%
Other
6%
Energy
5%
Healthcare
5%

Long book by quarter

$164.0M
Q1 2024
$287.3M
Q2 2024
$337.2M
Q3 2024
$365.2M
Q4 2024
$433.5M
Q1 2025
$483.9M
Q2 2025
$534.5M
Q3 2025
$723.2M
Q4 2025
$785.1M
Q1 2026

What does Sciencast Management own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
TPG TPG INCFinancials159.3K$6.5M0.8%New
NET CLOUDFLARE INC - CLASS ATechnology31.0K$6.4M0.8%+324.0%
WMB WILLIAMS COS INCUtilities87.9K$6.4M0.8%-11.8%
COF CAPITAL ONE FINANCIAL CORPFinancials35.1K$6.4M0.8%+124.9%
LRCX LAM RESEARCH CORPIndustrials29.9K$6.4M0.8%+2174.4%
LULU LULULEMON ATHLETICA INCOther41.7K$6.4M0.8%+391.3%
WFC WELLS FARGO & COFinancials80.0K$6.4M0.8%New
IP INTERNATIONAL PAPER COOther178.4K$6.4M0.8%+338.0%
MS MORGAN STANLEYFinancials38.6K$6.4M0.8%+17.4%
TSCO TRACTOR SUPPLY COMPANYConsumer discretionary140.4K$6.4M0.8%New
VZ VERIZON COMMUNICATIONS INCCommunications126.6K$6.4M0.8%-1.6%
PCG P G & E CORPUtilities361.5K$6.4M0.8%+2446.5%
ED CONSOLIDATED EDISON INCUtilities56.1K$6.4M0.8%+394.4%
PAAS PAN AMERICAN SILVER CORPMaterials116.2K$6.4M0.8%+29.1%
COST COSTCO WHOLESALE CORPConsumer discretionary6.4K$6.3M0.8%-6.0%
CVX CHEVRON CORPEnergy30.7K$6.3M0.8%+166.7%
DUK DUKE ENERGY CORPUtilities48.4K$6.3M0.8%-3.2%
SRE SEMPRAUtilities65.2K$6.3M0.8%New
WCN WASTE CONNECTIONS INCUtilities39.0K$6.3M0.8%+16.8%
DHR DANAHER CORPTechnology33.4K$6.3M0.8%New
MO ALTRIA GROUP INCConsumer staples96.0K$6.3M0.8%New
SHOP SHOPIFY INC - CLASS ATechnology53.4K$6.3M0.8%+47.1%
PH PARKER HANNIFIN CORPIndustrials7.1K$6.3M0.8%New
MET METLIFE INCFinancials89.5K$6.3M0.8%New
COR CENCORA INCConsumer discretionary20.1K$6.3M0.8%+45.6%
CL COLGATE-PALMOLIVE COOther74.3K$6.3M0.8%New
TSLA TESLA INCIndustrials17.0K$6.3M0.8%+81.8%
BRO BROWN & BROWN INCFinancials97.0K$6.3M0.8%New
CASY CASEY'S GENERAL STORES INCConsumer discretionary8.7K$6.3M0.8%+276.2%
ADBE ADOBE INCTechnology26.0K$6.3M0.8%+55.9%
MCK MCKESSON CORPConsumer discretionary7.3K$6.3M0.8%New
HWM HOWMET AEROSPACE INCIndustrials27.4K$6.3M0.8%New
RSG REPUBLIC SERVICES INCUtilities28.9K$6.3M0.8%+4.9%
PLTR PALANTIR TECHNOLOGIES INC-ATechnology43.2K$6.3M0.8%+32.8%
SNOW SNOWFLAKE INCTechnology41.9K$6.3M0.8%New
WRB WR BERKLEY CORPFinancials95.4K$6.3M0.8%New
TSN TYSON FOODS INC-CL AConsumer staples98.7K$6.3M0.8%-5.6%
ITW ILLINOIS TOOL WORKSIndustrials24.3K$6.3M0.8%+80.1%
CNI CANADIAN NATL RAILWAY COIndustrials61.5K$6.3M0.8%+39.6%
DELL DELL TECHNOLOGIES -CTechnology38.5K$6.3M0.8%New
BN BROOKFIELD CORPReal estate156.0K$6.3M0.8%New
MTB M & T BANK CORPFinancials30.5K$6.3M0.8%+109.8%
GE GENERAL ELECTRICIndustrials22.2K$6.3M0.8%+17.3%
ABT ABBOTT LABORATORIESHealthcare61.3K$6.3M0.8%New
NOW SERVICENOW INCTechnology60.2K$6.3M0.8%+602.0%
CFG CITIZENS FINANCIAL GROUPFinancials104.9K$6.3M0.8%New
AVGO BROADCOM INCTechnology20.3K$6.3M0.8%+128.5%
MA MASTERCARD INC - AServices media12.6K$6.3M0.8%+53.0%
HAL HALLIBURTON COEnergy160.8K$6.3M0.8%New
FANG DIAMONDBACK ENERGY INCEnergy31.7K$6.3M0.8%+87.3%

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 14, 2026243$785.1M canonicalSEC ↗
Q4 202513F-HRFeb 17, 2026283$723.2M canonicalSEC ↗
Q3 202513F-HRNov 12, 2025251$534.5M canonicalSEC ↗
Q2 202513F-HRAug 14, 2025250$483.9M canonicalSEC ↗
Q1 202513F-HRMay 16, 2025229$433.5M canonicalSEC ↗
Q4 202413F-HRFeb 11, 2025244$365.2M canonicalSEC ↗
Q3 202413F-HRNov 13, 2024229$337.2M canonicalSEC ↗
Q2 202413F-HRAug 14, 2024224$287.3M canonicalSEC ↗
Q1 202413F-HRMay 6, 2024203$164.0M canonicalSEC ↗