SCS Capital Management LLC Diversified Active

Location: Boston, MA

CIK: 0001303159 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 6, 2015

Total Value: $2.109B (100.0% shares, 0.0% debt)

Holdings (18)

IWV ISHARES TR 31.0%

Value $655M Shares 5,747,972 Share Price $113.89 Est. Cost/Share $107.47 Unrealized @ Report Date —

VEA VANGUARD TAX MANAGED INTL FD 25.8%

Value $544M Shares 15,267,925 Share Price $35.64 Est. Cost/Share $37.73 Unrealized @ Report Date —

AGG ISHARES TR 23.4%

Value $493M Shares 4,495,613 Share Price $109.58 Est. Cost/Share $109.48 Unrealized @ Report Date —

EFA ISHARES TR 5.9%

Value $124M Shares 2,163,590 Share Price $57.32 Est. Cost/Share $64.89 Unrealized @ Report Date —

SPY SPDR S&P 500 ETF TR 4.3%

Value $90.43M Shares 471,899 Share Price $191.63 Est. Cost/Share $191.93 Unrealized @ Report Date —

VWO VANGUARD INTL EQUITY INDEX F 4.2%

Value $89.49M Shares 2,704,423 Share Price $33.09 Est. Cost/Share $40.77 Unrealized @ Report Date —

VTV VANGUARD INDEX FDS 1.8%

Value $38.19M Shares 497,644 Share Price $76.75 Est. Cost/Share $84.49 Unrealized @ Report Date —

— ISHARES TR 1.1%

Value $23M Shares 1,000,000 Share Price $23.00 Est. Cost/Share — Unrealized @ Report Date —

GLD SPDR GOLD TRUST 0.9%

Value $18.94M Shares 177,210 Share Price $106.86 Est. Cost/Share $119.76 Unrealized @ Report Date —

DXJ WISDOMTREE TR 0.8%

Value $17.9M Shares 367,922 Share Price $48.66 Est. Cost/Share $55.12 Unrealized @ Report Date —

VTI VANGUARD INDEX FDS 0.5%

Value $9.507M Shares 96,303 Share Price $98.72 Est. Cost/Share $107.22 Unrealized @ Report Date —

IEI ISHARES TR 0.1%

Value $1.396M Shares 11,200 Share Price $124.64 Est. Cost/Share $124.64 Unrealized @ Report Date —

— BLACKSTONE GSO STRATEGIC CR 0.1%

Value $1.202M Shares 84,600 Share Price $14.21 Est. Cost/Share $14.21 Unrealized @ Report Date —

EEM ISHARES TR 0.1%

Value $1.094M Shares 33,389 Share Price $32.77 Est. Cost/Share $40.49 Unrealized @ Report Date —

IWB ISHARES TR 0.0%

Value $646K Shares 6,039 Share Price $106.97 Est. Cost/Share $110.12 Unrealized @ Report Date —

IWM ISHARES TR 0.0%

Value $610K Shares 5,583 Share Price $109.26 Est. Cost/Share $107.06 Unrealized @ Report Date —

VGK VANGUARD INTL EQUITY INDEX F 0.0%

Value $403K Shares 8,198 Share Price $49.16 Est. Cost/Share $53.98 Unrealized @ Report Date —

ACWX ISHARES TR 0.0%

Value $402K Shares 10,294 Share Price $39.05 Est. Cost/Share $43.31 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
IWV	ISHARES TR	5,747,972	$655M	31.0%	$113.89	$107.47	—	RUSSELL 3000 ETF	464287689
VEA	VANGUARD TAX MANAGED INTL FD	15,267,925	$544M	25.8%	$35.64	$37.73	—	FTSE DEV MKT ETF	921943858
AGG	ISHARES TR	4,495,613	$493M	23.4%	$109.58	$109.48	—	CORE US AGGBD ET	464287226
EFA	ISHARES TR	2,163,590	$124M	5.9%	$57.32	$64.89	—	MSCI EAFE ETF	464287465
SPY	SPDR S&P 500 ETF TR	471,899	$90.43M	4.3%	$191.63	$191.93	—	TR UNIT	78462F103
VWO	VANGUARD INTL EQUITY INDEX F	2,704,423	$89.49M	4.2%	$33.09	$40.77	—	FTSE EMR MKT ETF	922042858
VTV	VANGUARD INDEX FDS	497,644	$38.19M	1.8%	$76.75	$84.49	—	VALUE ETF	922908744
—	ISHARES TR	1,000,000	$23M	1.1%	$23.00	—	—	Put	464286959
GLD	SPDR GOLD TRUST	177,210	$18.94M	0.9%	$106.86	$119.76	—	GOLD SHS	78463V107
DXJ	WISDOMTREE TR	367,922	$17.9M	0.8%	$48.66	$55.12	—	JAPN HEDGE EQT	97717W851
VTI	VANGUARD INDEX FDS	96,303	$9.507M	0.5%	$98.72	$107.22	—	TOTAL STK MKT	922908769
IEI	ISHARES TR	11,200	$1.396M	0.1%	$124.64	$124.64	—	3-7 YR TR BD ETF	464288661
—	BLACKSTONE GSO STRATEGIC CR	84,600	$1.202M	0.1%	$14.21	$14.21	—	COM SHS BEN IN	09257R101
EEM	ISHARES TR	33,389	$1.094M	0.1%	$32.77	$40.49	—	MSCI EMG MKT ETF	464287234
IWB	ISHARES TR	6,039	$646K	0.0%	$106.97	$110.12	—	RUS 1000 ETF	464287622
IWM	ISHARES TR	5,583	$610K	0.0%	$109.26	$107.06	—	RUSSELL 2000 ETF	464287655
VGK	VANGUARD INTL EQUITY INDEX F	8,198	$403K	0.0%	$49.16	$53.98	—	FTSE EUROPE ETF	922042874
ACWX	ISHARES TR	10,294	$402K	0.0%	$39.05	$43.31	—	MSCI ACWI EX US	464288240