SCS Capital Management LLC Diversified Active

Location: Boston, MA

CIK: 0001303159 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 12, 2016

Total Value: $2.723B (100.0% shares, 0.0% debt)

Holdings (16)

AGG ISHARES TR 28.9%

Value $786M Shares 7,089,392 Share Price $110.83 Est. Cost/Share $110.04 Unrealized @ Report Date —

IWV ISHARES TR 24.5%

Value $666M Shares 5,512,590 Share Price $120.86 Est. Cost/Share $107.85 Unrealized @ Report Date —

VEA VANGUARD TAX MANAGED INTL FD 22.4%

Value $610M Shares 17,005,895 Share Price $35.88 Est. Cost/Share $36.55 Unrealized @ Report Date —

SPY SPDR S&P 500 ETF TR 6.3%

Value $172M Shares 839,231 Share Price $205.52 Est. Cost/Share $197.68 Unrealized @ Report Date —

OEF ISHARES TR 6.3%

Value $172M Shares 1,880,833 Share Price $91.37 Est. Cost/Share $91.22 Unrealized @ Report Date —

VWO VANGUARD INTL EQUITY INDEX F 3.6%

Value $97.77M Shares 2,827,425 Share Price $34.58 Est. Cost/Share $40.26 Unrealized @ Report Date —

EFA ISHARES TR 2.4%

Value $65.62M Shares 1,147,980 Share Price $57.16 Est. Cost/Share $60.49 Unrealized @ Report Date —

EFV ISHARES TR 2.3%

Value $63.98M Shares 1,426,152 Share Price $44.86 Est. Cost/Share $45.53 Unrealized @ Report Date —

— SELECT SECTOR SPDR TR 1.7%

Value $47.25M Shares 2,100,000 Share Price $22.50 Est. Cost/Share — Unrealized @ Report Date —

VTI VANGUARD INDEX FDS 0.7%

Value $17.77M Shares 169,518 Share Price $104.82 Est. Cost/Share $104.65 Unrealized @ Report Date —

GLD SPDR GOLD TRUST 0.6%

Value $16.89M Shares 143,602 Share Price $117.64 Est. Cost/Share $119.05 Unrealized @ Report Date —

IEI ISHARES TR 0.2%

Value $4.899M Shares 38,900 Share Price $125.94 Est. Cost/Share $125.57 Unrealized @ Report Date —

EEM ISHARES TR 0.0%

Value $930K Shares 27,148 Share Price $34.26 Est. Cost/Share $34.88 Unrealized @ Report Date —

IWB ISHARES TR 0.0%

Value $735K Shares 6,447 Share Price $114.01 Est. Cost/Share $110.33 Unrealized @ Report Date —

VNQ VANGUARD INDEX FDS 0.0%

Value $641K Shares 7,645 Share Price $83.85 Est. Cost/Share $79.79 Unrealized @ Report Date —

— BLACKSTONE GSO STRATEGIC CR 0.0%

Value $255K Shares 18,716 Share Price $13.62 Est. Cost/Share $14.19 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
AGG	ISHARES TR	7,089,392	$786M	28.9%	$110.83	$110.04	—	CORE US AGGBD ET	464287226
IWV	ISHARES TR	5,512,590	$666M	24.5%	$120.86	$107.85	—	RUSSELL 3000 ETF	464287689
VEA	VANGUARD TAX MANAGED INTL FD	17,005,895	$610M	22.4%	$35.88	$36.55	—	FTSE DEV MKT ETF	921943858
SPY	SPDR S&P 500 ETF TR	839,231	$172M	6.3%	$205.52	$197.68	—	TR UNIT	78462F103
OEF	ISHARES TR	1,880,833	$172M	6.3%	$91.37	$91.22	—	S&P 100 ETF	464287101
VWO	VANGUARD INTL EQUITY INDEX F	2,827,425	$97.77M	3.6%	$34.58	$40.26	—	FTSE EMR MKT ETF	922042858
EFA	ISHARES TR	1,147,980	$65.62M	2.4%	$57.16	$60.49	—	MSCI EAFE ETF	464287465
EFV	ISHARES TR	1,426,152	$63.98M	2.3%	$44.86	$45.53	—	EAFE VALUE ETF	464288877
—	SELECT SECTOR SPDR TR	2,100,000	$47.25M	1.7%	$22.50	—	—	Put	81369Y955
VTI	VANGUARD INDEX FDS	169,518	$17.77M	0.7%	$104.82	$104.65	—	TOTAL STK MKT	922908769
GLD	SPDR GOLD TRUST	143,602	$16.89M	0.6%	$117.64	$119.05	—	GOLD SHS	78463V107
IEI	ISHARES TR	38,900	$4.899M	0.2%	$125.94	$125.57	—	3-7 YR TR BD ETF	464288661
EEM	ISHARES TR	27,148	$930K	0.0%	$34.26	$34.88	—	MSCI EMG MKT ETF	464287234
IWB	ISHARES TR	6,447	$735K	0.0%	$114.01	$110.33	—	RUS 1000 ETF	464287622
VNQ	VANGUARD INDEX FDS	7,645	$641K	0.0%	$83.85	$79.79	—	REIT ETF	922908553
—	BLACKSTONE GSO STRATEGIC CR	18,716	$255K	0.0%	$13.62	$14.19	—	COM SHS BEN IN	09257R101