0001315863-18-000171.txt : 20180214 0001315863-18-000171.hdr.sgml : 20180214 20180214175846 ACCESSION NUMBER: 0001315863-18-000171 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20171231 FILED AS OF DATE: 20180214 DATE AS OF CHANGE: 20180214 EFFECTIVENESS DATE: 20180214 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Sciencast Management LP CENTRAL INDEX KEY: 0001653169 IRS NUMBER: 364783648 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-17332 FILM NUMBER: 18614491 BUSINESS ADDRESS: STREET 1: 212 CARNEGIE CENTER STREET 2: SUITE 100 CITY: PRINCETON STATE: NJ ZIP: 08540 BUSINESS PHONE: 609-917-3296 MAIL ADDRESS: STREET 1: 212 CARNEGIE CENTER STREET 2: SUITE 100 CITY: PRINCETON STATE: NJ ZIP: 08540 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001653169 XXXXXXXX 12-31-2017 12-31-2017 Sciencast Management LP
212 CARNEGIE CENTER SUITE 100 PRINCETON NJ 08540
13F HOLDINGS REPORT 028-17332 N
Jordan Dermon Chief Compliance Officer 609-917-3296 /s/Jordan Dermon Princeton NJ 02-14-2018 1 292 186611 false 1 Sciencast Management II LP
INFORMATION TABLE 2 q4sciencast2017.inftab.xml 3-D SYS CORP DELCOM NEW88554D20510610500SHSOLE 10500003M COCOM88579Y10110384202SHSOLE 420200ACTIVISION BLIZZARD INCCOM00507V109177324883SHSOLE 2488300ADVANCE AUTO PARTS INCCOM00751Y1063232771SHSOLE 277100AERCAP HOLDINGS NVSHSN0098510667812456SHSOLE 1245600AGCO CORPCOM0010841026138435SHSOLE 843500AGILENT TECHNOLOGIES INCCOM00846U101132618148SHSOLE 1814800ALBEMARLE CORPCOM0126531014584006SHSOLE 400600ALLEGHENY TECHNOLOGIES INCCOM01741R10240414245SHSOLE 1424500ALLEGION PUB LTD COORD SHSG0176J1098139513SHSOLE 951300ALLERGAN PLCSHSG0177J1083201705SHSOLE 170500ALLY FINL INCCOM02005N1003019873SHSOLE 987300ALPHABET INCCAP STK CL A02079K30512781097SHSOLE 109700ALTRIA GROUP INCCOM02209S103119016676SHSOLE 1667600AMEREN CORPCOM02360810277713960SHSOLE 1396000AMERICAN AXLE & MFG HLDGS INCOM02406110320611159SHSOLE 1115900AMERICAN ELEC PWR INCCOM02553710198214323SHSOLE 1432300AMERICAN EQTY INVT LIFE HLDCOM0256762062988633SHSOLE 863300AMERICAN OUTDOOR BRANDS CORPCOM02874P10313911247SHSOLE 1124700AMERIPRISE FINL INCCOM03076C1068564805SHSOLE 480500AMERISOURCEBERGEN CORPCOM03073E1052172119SHSOLE 211900ANDEAVORCOM03349M1052151800SHSOLE 180000ANTHEM INCCOM0367521034271706SHSOLE 170600AON PLCSHS CL AG0408V1024243125SHSOLE 312500APACHE CORPCOM03741110599221038SHSOLE 2103800APPLIED MATLS INCCOM038222105113619932SHSOLE 1993200APTIV PLCSHSG6095L1092222378SHSOLE 237800ARAMARKCOM03852U1063447586SHSOLE 758600ARCHER DANIELS MIDLAND COCOM0394831022836668SHSOLE 666800ARRIS INTL INCSHSG0551A10338315003SHSOLE 1500300ASSURED GUARANTY LTDCOMG0585R10653215277SHSOLE 1527700AUTONATION INCCOM05329W1024657854SHSOLE 785400AVIS BUDGET GROUPCOM05377410562513546SHSOLE 1354600AVISTA CORPCOM05379B1072755350SHSOLE 535000AVNET INCCOM05380710363914897SHSOLE 1489700BALL CORPCOM05849810654014258SHSOLE 1425800BANCORPSOUTH BK TUPELO MISSCOM05971J1022106000SHSOLE 600000BANK N S HALIFAXCOM0641491075067678SHSOLE 767800BANK NEW YORK MELLON CORPCOM06405810089615577SHSOLE 1557700BARRICK GOLD CORPCOM06790110856639179SHSOLE 3917900BAXTER INTL INCCOM071813109125617900SHSOLE 1790000BECTON DICKINSON & COCOM075887109201849SHSOLE 84900BERRY GLOBAL GROUP INCCOM08579W1034387525SHSOLE 752500BGC PARTNERS INCCL A05541T10131721349SHSOLE 2134900BLACKROCK INCCOM09247X101482818SHSOLE 81800BLOCK H & R INCCOM09367110553820187SHSOLE 2018700BOEING COCOM09702310513463976SHSOLE 397600BORGWARNER INCCOM0997241064738396SHSOLE 839600BOSTON SCIENTIFIC CORPCOM101137107123344741SHSOLE 4474100BROADCOM LTDSHSY0982710911544373SHSOLE 437300BRUNSWICK CORPCOM11704310976513203SHSOLE 1320300BWX TECHNOLOGIES INCCOM05605H1003795969SHSOLE 596900CADENCE DESIGN SYSTEM INCCOM12738710861513434SHSOLE 1343400CAMPBELL SOUP COCOM13442910950010503SHSOLE 1050300CARMAX INCCOM1431301025077155SHSOLE 715500CARRIZO OIL & GAS INCCOM14457710330913225SHSOLE 1322500CELANESE CORP DELCOM SER A1508701037546788SHSOLE 678800CENTURYLINK INCCOM15670010646826784SHSOLE 2678400CERNER CORPCOM1567821042393454SHSOLE 345400CF INDS HLDGS INCCOM12526910043710751SHSOLE 1075100CHEESECAKE FACTORY INCCOM1630721013006200SHSOLE 620000CHIPOTLE MEXICAN GRILL INCCOM16965610513173992SHSOLE 399200CIGNA CORPORATIONCOM12550910915987265SHSOLE 726500CIMAREX ENERGY COCOM1717981018696900SHSOLE 690000CINEMARK HOLDINGS INCCOM17243V1022797971SHSOLE 797100CINTAS CORPCOM1729081054382663SHSOLE 266300CIT GROUP INCCOM NEW12558180176214618SHSOLE 1461800CITIGROUP INCCOM NEW172967424149219065SHSOLE 1906500CITIZENS FINL GROUP INCCOM17461010577416352SHSOLE 1635200CITRIX SYS INCCOM1773761002432594SHSOLE 259400CME GROUP INCCOM CL A12572Q1053902516SHSOLE 251600COCA COLA COCOM191216100107122620SHSOLE 2262000COGNEX CORPCOM19242210377911388SHSOLE 1138800COGNIZANT TECHNOLOGY SOLUTIOCL A192446102185123667SHSOLE 2366700COMMSCOPE HLDG CO INCCOM20337X10962216109SHSOLE 1610900CONAGRA BRANDS INCCOM205887102113630136SHSOLE 3013600CONCHO RES INCCOM20605P10111116958SHSOLE 695800COOPER COS INCCOM NEW2166484024581896SHSOLE 189600CORNING INCCOM21935010540611737SHSOLE 1173700COTT CORP QUECOM22163N10643825378SHSOLE 2537800CRACKER BARREL OLD CTRY STORCOM22410J1063191850SHSOLE 185000CROWN HOLDINGS INCCOM22836810664011076SHSOLE 1107600CSX CORPCOM12640810368111849SHSOLE 1184900CYPRESS SEMICONDUCTOR CORPCOM23280610974242161SHSOLE 4216100DANAHER CORP DELCOM235851102159415925SHSOLE 1592500DELL TECHNOLOGIES INCCOM CL V24703L10392010303SHSOLE 1030300DEUTSCHE BANK AGNAMEN AKTD1819089863332759SHSOLE 3275900DEVON ENERGY CORP NEWCOM25179M103156235302SHSOLE 3530200DICKS SPORTING GOODS INCCOM25339310284424344SHSOLE 2434400DISH NETWORK CORPCL A25470M109121526255SHSOLE 2625500DISNEY WALT COCOM DISNEY2546871067256524SHSOLE 652400DOLLAR TREE INCCOM256746108147712921SHSOLE 1292100DONALDSON INCCOM2576511093116083SHSOLE 608300DSW INCCL A23334L1022009163SHSOLE 916300DUN & BRADSTREET CORP DEL NECOM26483E1002592166SHSOLE 216600DXC TECHNOLOGY COCOM23355L1068158051SHSOLE 805100EAGLE MATERIALS INCCOM26969P1082241919SHSOLE 191900EASTMAN CHEM COCOM2774321007467625SHSOLE 762500EATON CORP PLCSHSG291831032262687SHSOLE 268700EBAY INCCOM27864210341610550SHSOLE 1055000EDGEWELL PERS CARE COCOM28035Q1025299102SHSOLE 910200EDISON INTLCOM2810201074617448SHSOLE 744800ELECTRONIC ARTS INCCOM28551210910478881SHSOLE 888100ELLIE MAE INCCOM28849P1002532600SHSOLE 260000EMCOR GROUP INCCOM29084Q1002152600SHSOLE 260000EOG RES INCCOM26875P10111569955SHSOLE 995500EQUIFAX INCCOM2944291054763790SHSOLE 379000EXELON CORPCOM30161N1013659537SHSOLE 953700EXXON MOBIL CORPCOM30231G102134115287SHSOLE 1528700F M C CORPCOM NEW3024913036947713SHSOLE 771300FAIR ISAAC CORPCOM3032501045323250SHSOLE 325000FEDEX CORPCOM31428X1069323413SHSOLE 341300FIDELITY NATL INFORMATION SVCOM31620M106172417422SHSOLE 1742200FIRST HORIZON NATL CORPCOM32051710554627296SHSOLE 2729600FIRST REP BK SAN FRANCISCO CCOM33616C100139615641SHSOLE 1564100FIRST SOLAR INCCOM3364331076519440SHSOLE 944000FIVE BELOW INCCOM33829M1012593900SHSOLE 390000FLEX LTDORDY2573F10222611722SHSOLE 1172200FNB CORP PACOM30252010128819962SHSOLE 1996200FORTUNE BRANDS HOME & SEC INCOM34964C10698413545SHSOLE 1354500FRANKLIN RES INCCOM354613101105523463SHSOLE 2346300FRONTIER COMMUNICATIONS CORPCOM NEW35906A30611513504SHSOLE 1350400GALLAGHER ARTHUR J & COCOM36357610993714539SHSOLE 1453900GAMESTOP CORP NEWCL A36467W10948527543SHSOLE 2754300GAP INC DELCOM36476010852014727SHSOLE 1472700GARMIN LTDSHSH2906T1093555570SHSOLE 557000GENERAC HLDGS INCCOM3687361042835500SHSOLE 550000GENERAL ELECTRIC COCOM36960410365540654SHSOLE 4065400GENERAL MLS INCCOM3703341045949959SHSOLE 995900GENERAL MTRS COCOM37045V10067615624SHSOLE 1562400GENPACT LIMITEDSHSG3922B10773121226SHSOLE 2122600GLOBAL PMTS INCCOM37940X1027036476SHSOLE 647600GOLDCORP INC NEWCOM38095640920714468SHSOLE 1446800GOLDMAN SACHS GROUP INCCOM38141G10410474013SHSOLE 401300GOPRO INCCL A38268T10310016000SHSOLE 1600000GRACE W R & CO DEL NEWCOM38388F108118116124SHSOLE 1612400HARLEY DAVIDSON INCCOM4128221082665009SHSOLE 500900HARRIS CORP DELCOM4138751056654633SHSOLE 463300HASBRO INCCOM4180561076717386SHSOLE 738600HCA HEALTHCARE INCCOM40412C1013313568SHSOLE 356800HERBALIFE LTDCOM USD SHSG4412G1013404600SHSOLE 460000HERSHEY COCOM4278661082031849SHSOLE 184900HEWLETT PACKARD ENTERPRISE CCOM42824C10937523383SHSOLE 2338300HEXCEL CORP NEWCOM42829110870110794SHSOLE 1079400HOLOGIC INCCOM43644010159413758SHSOLE 1375800HOME DEPOT INCCOM43707610210385116SHSOLE 511600HONEYWELL INTL INCCOM43851610614629225SHSOLE 922500HRG GROUP INCCOM40434J10022211726SHSOLE 1172600HUBSPOT INCCOM4435731002192178SHSOLE 217800HUNTINGTON INGALLS INDS INCCOM4464131065082126SHSOLE 212600IAC INTERACTIVECORPCOM44919P5084203000SHSOLE 300000IHS MARKIT LTDSHSG475671054679690SHSOLE 969000ILLINOIS TOOL WKS INCCOM4523081092091209SHSOLE 120900INGERSOLL-RAND PLCSHSG477911012843162SHSOLE 316200INGREDION INCCOM4571871024623296SHSOLE 329600INPHI CORPCOM45772F1072929284SHSOLE 928400INTERACTIVE BROKERS GROUP INCOM45841N1072634186SHSOLE 418600INTERNATIONAL BUSINESS MACHSCOM4592001015133154SHSOLE 315400INVESCO LTDSHSG491BT10874819849SHSOLE 1984900IQVIA HLDGS INCCOM46266C1059719381SHSOLE 938100ITT INCCOM45073V1084067189SHSOLE 718900JACK IN THE BOX INCCOM4663671097007499SHSOLE 749900JACOBS ENGR GROUP INC DELCOM46981410793213273SHSOLE 1327300JOHNSON & JOHNSONCOM478160104170711553SHSOLE 1155300JPMORGAN CHASE & COCOM46625H1002802470SHSOLE 247000KANSAS CITY SOUTHERNCOM NEW485170302165414827SHSOLE 1482700KAR AUCTION SVCS INCCOM48238T10983415333SHSOLE 1533300KENNAMETAL INCCOM4891701004398643SHSOLE 864300KLA-TENCOR CORPCOM4824801002982618SHSOLE 261800KOHLS CORPCOM5002551042163210SHSOLE 321000KRAFT HEINZ COCOM5007541063484340SHSOLE 434000L BRANDS INCCOM5017971042023915SHSOLE 391500LABORATORY CORP AMER HLDGSCOM NEW50540R40916469385SHSOLE 938500LAM RESEARCH CORPCOM5128071088864249SHSOLE 424900LANDSTAR SYS INCCOM5150981012602350SHSOLE 235000LAREDO PETROLEUM INCCOM51680610616515007SHSOLE 1500700LAS VEGAS SANDS CORPCOM517834107153019973SHSOLE 1997300LAUDER ESTEE COS INCCL A5184391048296158SHSOLE 615800LEUCADIA NATL CORPCOM5272881042238009SHSOLE 800900LIBERTY INTERACTIVE CORPQVC GP COM SER A53071M104128947245SHSOLE 4724500LIBERTY INTERACTIVE CORPLBT VEN COM A NE53071M8563315597SHSOLE 559700LILLY ELI & COCOM53245710899311611SHSOLE 1161100LINCOLN ELEC HLDGS INCCOM5339001062462467SHSOLE 246700LINCOLN NATL CORP INDCOM5341871094225101SHSOLE 510100LOEWS CORPCOM5404241084197976SHSOLE 797600LOUISIANA PAC CORPCOM54634710571024471SHSOLE 2447100LYONDELLBASELL INDUSTRIES NSHS - A -N537451002331964SHSOLE 196400M & T BK CORPCOM55261F1049445027SHSOLE 502700MALLINCKRODT PUB LTD COSHSG5785G1072109623SHSOLE 962300MANPOWERGROUP INCCOM56418H1003382527SHSOLE 252700MARATHON PETE CORPCOM56585A1025757881SHSOLE 788100MARSH & MCLENNAN COS INCCOM57174810290210944SHSOLE 1094400MASTERCARD INCORPORATEDCL A57636Q10410576315SHSOLE 631500MAXIM INTEGRATED PRODS INCCOM57772K10193816432SHSOLE 1643200MCKESSON CORPCOM58155Q1034622673SHSOLE 267300MEDTRONIC PLCSHSG5960L10393410882SHSOLE 1088200MEREDITH CORPCOM5894331013064600SHSOLE 460000MERITOR INCCOM59001K10031813302SHSOLE 1330200MGIC INVT CORP WISCOM55284810317110930SHSOLE 1093000MICHAEL KORS HLDGS LTDSHSG60754101113017135SHSOLE 1713500MICRON TECHNOLOGY INCCOM595112103179642227SHSOLE 4222700MICROSEMI CORPCOM5951371003445853SHSOLE 585300MOHAWK INDS INCCOM608190104257919SHSOLE 91900MONSTER BEVERAGE CORP NEWCOM61174X1094546710SHSOLE 671000MOTOROLA SOLUTIONS INCCOM NEW6200763073353437SHSOLE 343700MSCI INCCOM55354G1005483958SHSOLE 395800NATIONAL BEVERAGE CORPCOM6350171062262100SHSOLE 210000NETAPP INCCOM64110D10479312557SHSOLE 1255700NEWFIELD EXPL COCOM65129010849514606SHSOLE 1460600NEXTERA ENERGY INCCOM65339F1012631740SHSOLE 174000NIELSEN HLDGS PLCSHS EURG6518L1082005412SHSOLE 541200NORWEGIAN CRUISE LINE HLDGSSHSG6672110489115083SHSOLE 1508300O REILLY AUTOMOTIVE INC NEWCOM67103H1078963314SHSOLE 331400OASIS PETE INC NEWCOM67421510833136192SHSOLE 3619200OMNICOM GROUP INCCOM6819191064586031SHSOLE 603100ONEOK INC NEWCOM6826801033155306SHSOLE 530600ORACLE CORPCOM68389X105124224583SHSOLE 2458300ORBITAL ATK INCCOM68557N10312579492SHSOLE 949200OSHKOSH CORPCOM688239201101510844SHSOLE 1084400PATTERSON COMPANIES INCCOM70339510339210583SHSOLE 1058300PATTERSON UTI ENERGY INCCOM70348110157123965SHSOLE 2396500PAYCHEX INCCOM7043261074326215SHSOLE 621500PAYCOM SOFTWARE INCCOM70432V1023964300SHSOLE 430000PEPSICO INCCOM71344810810838893SHSOLE 889300PG&E CORPCOM69331C10850511485SHSOLE 1148500PHILLIPS 66COM7185461047517044SHSOLE 704400PILGRIMS PRIDE CORP NEWCOM72147K1082808996SHSOLE 899600PITNEY BOWES INCCOM72447910021817141SHSOLE 1714100PNM RES INCCOM69349H1072095600SHSOLE 560000PPL CORPCOM69351T10679225063SHSOLE 2506300PROCTER AND GAMBLE COCOM7427181096457039SHSOLE 703900PROOFPOINT INCCOM7434241034154200SHSOLE 420000PRUDENTIAL FINL INCCOM744320102186015084SHSOLE 1508400PULTE GROUP INCCOM745867101101129005SHSOLE 2900500QUEST DIAGNOSTICS INCCOM74834L1008578295SHSOLE 829500RAYMOND JAMES FINANCIAL INCCOM7547301096646936SHSOLE 693600RAYTHEON COCOM NEW7551115077533837SHSOLE 383700RENAISSANCERE HOLDINGS LTDCOMG7496G1033062404SHSOLE 240400ROYAL CARIBBEAN CRUISES LTDCOMV7780T10312599844SHSOLE 984400SALESFORCE COM INCCOM79466L3023613201SHSOLE 320100SCHEIN HENRY INCCOM8064071024616050SHSOLE 605000SEMPRA ENERGYCOM81685110910139589SHSOLE 958900SHAKE SHACK INCCL A8190471012275300SHSOLE 530000SHERWIN WILLIAMS COCOM82434810610272414SHSOLE 241400SINA CORPORDG814771043583000SHSOLE 300000SIX FLAGS ENTMT CORP NEWCOM83001A1024256219SHSOLE 621900SKECHERS U S A INCCL A83056610572917987SHSOLE 1798700SKYWORKS SOLUTIONS INCCOM83088M1027567730SHSOLE 773000SMITH A OCOM8318652093615404SHSOLE 540400SOUTHERN COCOM84258710744610012SHSOLE 1001200SOUTHWEST AIRLS COCOM844741108113817571SHSOLE 1757100SPECTRUM BRANDS HLDGS INCCOM84763R1013162556SHSOLE 255600SQUARE INCCL A85223410354712182SHSOLE 1218200STERLING BANCORP DELCOM85917A10029811400SHSOLE 1140000SVB FINL GROUPCOM78486Q1015852271SHSOLE 227100SYNOPSYS INCCOM871607107179119208SHSOLE 1920800SYSCO CORPCOM87182910794514902SHSOLE 1490200TABLEAU SOFTWARE INCCL A87336U1056538797SHSOLE 879700TAYLOR MORRISON HOME CORPCL A87724P10657620819SHSOLE 2081900TD AMERITRADE HLDG CORPCOM87236Y10874813481SHSOLE 1348100TERADATA CORP DELCOM88076W1032416231SHSOLE 623100TEXAS CAPITAL BANCSHARES INCCOM88224Q1072973000SHSOLE 300000TEXTRON INCCOM8832031013475906SHSOLE 590600TIMKEN COCOM8873891042754964SHSOLE 496400TOLL BROTHERS INCCOM8894781033897506SHSOLE 750600TORO COCOM8910921082363522SHSOLE 352200TRANSDIGM GROUP INCCOM893641100252850SHSOLE 85000TRIPADVISOR INCCOM8969452012576943SHSOLE 694300TRUSTMARK CORPCOM8984021022336970SHSOLE 697000TWILIO INCCL A90138F10229411421SHSOLE 1142100TYSON FOODS INCCL A9024941034805946SHSOLE 594600U S SILICA HLDGS INCCOM90346E10340811001SHSOLE 1100100UGI CORP NEWCOM90268110548610489SHSOLE 1048900ULTA BEAUTY INCCOM90384S3037703294SHSOLE 329400UNIVERSAL HLTH SVCS INCCL B9139031003312806SHSOLE 280600UNUM GROUPCOM91529Y1062454399SHSOLE 439900US BANCORP DELCOM NEW902973304167329398SHSOLE 2939800V F CORPCOM918204108112413957SHSOLE 1395700VAIL RESORTS INCCOM91879Q10911624990SHSOLE 499000VMWARE INCCL A COM92856340211178139SHSOLE 813900VOYA FINL INCCOM9290891003987367SHSOLE 736700WASTE MGMT INC DELCOM94106L109114312905SHSOLE 1290500WELLS FARGO CO NEWCOM9497461012543937SHSOLE 393700WESTERN ALLIANCE BANCORPCOM9576381093355647SHSOLE 564700WESTERN UN COCOM95980210943921467SHSOLE 2146700WESTROCK COCOM96145D10593413625SHSOLE 1362500WILLIAMS SONOMA INCCOM9699041013346073SHSOLE 607300XEROX CORPCOM NEW9841216082337175SHSOLE 717500XILINX INCCOM9839191016548673SHSOLE 867300XL GROUP LTDCOMG9829410450714008SHSOLE 1400800YUM BRANDS INCCOM98849810199811886SHSOLE 1188600ZOETIS INCCL A98978V10399312885SHSOLE 1288500