SCS Capital Management LLC Diversified Active

CIK: 0001303159 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 12, 2016

Total Value ($000): $2,723,234 (100.0% shares, 0.0% debt)

Holdings (16)

AGG ISHARES TR 28.9%

Value ($000) $785,747 Shares 7,089,392 Est. Cost $110.04 Unrealized —

IWV ISHARES TR 24.5%

Value ($000) $666,252 Shares 5,512,590 Est. Cost $107.85 Unrealized —

VEA VANGUARD TAX MANAGED INTL FD 22.4%

Value ($000) $610,165 Shares 17,005,895 Est. Cost $36.55 Unrealized —

SPY SPDR S&P 500 ETF TR 6.3%

Value ($000) $172,479 Shares 839,231 Est. Cost $197.68 Unrealized —

OEF ISHARES TR 6.3%

Value ($000) $171,852 Shares 1,880,833 Est. Cost $91.22 Unrealized —

VWO VANGUARD INTL EQUITY INDEX F 3.6%

Value ($000) $97,772 Shares 2,827,425 Est. Cost $40.26 Unrealized —

EFA ISHARES TR 2.4%

Value ($000) $65,618 Shares 1,147,980 Est. Cost $60.49 Unrealized —

EFV ISHARES TR 2.3%

Value ($000) $63,977 Shares 1,426,152 Est. Cost $45.53 Unrealized —

— SELECT SECTOR SPDR TR 1.7%

Value ($000) $47,250 Shares 2,100,000 Est. Cost — Unrealized —

VTI VANGUARD INDEX FDS 0.7%

Value ($000) $17,769 Shares 169,518 Est. Cost $104.65 Unrealized —

GLD SPDR GOLD TRUST 0.6%

Value ($000) $16,893 Shares 143,602 Est. Cost $119.05 Unrealized —

IEI ISHARES TR 0.2%

Value ($000) $4,899 Shares 38,900 Est. Cost $125.57 Unrealized —

EEM ISHARES TR 0.0%

Value ($000) $930 Shares 27,148 Est. Cost $34.88 Unrealized —

IWB ISHARES TR 0.0%

Value ($000) $735 Shares 6,447 Est. Cost $110.33 Unrealized —

VNQ VANGUARD INDEX FDS 0.0%

Value ($000) $641 Shares 7,645 Est. Cost $79.79 Unrealized —

— BLACKSTONE GSO STRATEGIC CR 0.0%

Value ($000) $255 Shares 18,716 Est. Cost $14.19 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AGG	ISHARES TR	7,089,392	$785,747	28.9%	$110.04	—	CORE US AGGBD ET	464287226
IWV	ISHARES TR	5,512,590	$666,252	24.5%	$107.85	—	RUSSELL 3000 ETF	464287689
VEA	VANGUARD TAX MANAGED INTL FD	17,005,895	$610,165	22.4%	$36.55	—	FTSE DEV MKT ETF	921943858
SPY	SPDR S&P 500 ETF TR	839,231	$172,479	6.3%	$197.68	—	TR UNIT	78462F103
OEF	ISHARES TR	1,880,833	$171,852	6.3%	$91.22	—	S&P 100 ETF	464287101
VWO	VANGUARD INTL EQUITY INDEX F	2,827,425	$97,772	3.6%	$40.26	—	FTSE EMR MKT ETF	922042858
EFA	ISHARES TR	1,147,980	$65,618	2.4%	$60.49	—	MSCI EAFE ETF	464287465
EFV	ISHARES TR	1,426,152	$63,977	2.3%	$45.53	—	EAFE VALUE ETF	464288877
—	SELECT SECTOR SPDR TR	2,100,000	$47,250	1.7%	—	—	Put	81369Y955
VTI	VANGUARD INDEX FDS	169,518	$17,769	0.7%	$104.65	—	TOTAL STK MKT	922908769
GLD	SPDR GOLD TRUST	143,602	$16,893	0.6%	$119.05	—	GOLD SHS	78463V107
IEI	ISHARES TR	38,900	$4,899	0.2%	$125.57	—	3-7 YR TR BD ETF	464288661
EEM	ISHARES TR	27,148	$930	0.0%	$34.88	—	MSCI EMG MKT ETF	464287234
IWB	ISHARES TR	6,447	$735	0.0%	$110.33	—	RUS 1000 ETF	464287622
VNQ	VANGUARD INDEX FDS	7,645	$641	0.0%	$79.79	—	REIT ETF	922908553
—	BLACKSTONE GSO STRATEGIC CR	18,716	$255	0.0%	$14.19	—	COM SHS BEN IN	09257R101