SCS Capital Management LLC Diversified Active

Location: Boston, MA

CIK: 0001303159 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 13, 2017

Total Value: $4.093B (100.0% shares, 0.0% debt)

Holdings (23)

— POWERSHARES QQQ TRUST 23.1%

Value $945M Shares 6,500,000 Share Price $145.45 Est. Cost/Share — Unrealized @ Report Date —

VEA VANGUARD TAX MANAGED INTL FD 18.6%

Value $762M Shares 17,547,411 Share Price $43.41 Est. Cost/Share $36.63 Unrealized @ Report Date —

IWV ISHARES TR 17.0%

Value $694M Shares 4,650,301 Share Price $149.28 Est. Cost/Share $107.85 Unrealized @ Report Date —

AGG ISHARES TR 9.8%

Value $401M Shares 3,659,303 Share Price $109.59 Est. Cost/Share $110.24 Unrealized @ Report Date —

VTI VANGUARD INDEX FDS 4.3%

Value $177M Shares 1,365,623 Share Price $129.52 Est. Cost/Share $116.99 Unrealized @ Report Date —

SPY SPDR S&P 500 ETF TR 4.3%

Value $176M Shares 701,456 Share Price $251.23 Est. Cost/Share $202.38 Unrealized @ Report Date —

OEF ISHARES TR 4.1%

Value $168M Shares 1,507,092 Share Price $111.30 Est. Cost/Share $91.68 Unrealized @ Report Date —

LQD ISHARES TR 4.0%

Value $164M Shares 1,356,130 Share Price $121.23 Est. Cost/Share $121.23 Unrealized @ Report Date —

VWO VANGUARD INTL EQUITY INDEX F 3.8%

Value $154M Shares 3,541,953 Share Price $43.57 Est. Cost/Share $40.02 Unrealized @ Report Date —

TLT ISHARES TR 2.5%

Value $101M Shares 807,436 Share Price $124.76 Est. Cost/Share $119.82 Unrealized @ Report Date —

VHT VANGUARD WORLD FDS 1.7%

Value $70.77M Shares 464,755 Share Price $152.28 Est. Cost/Share $152.28 Unrealized @ Report Date —

EFA ISHARES TR 1.6%

Value $65.43M Shares 955,461 Share Price $68.48 Est. Cost/Share $60.24 Unrealized @ Report Date —

SHYG ISHARES TR 1.4%

Value $57.09M Shares 1,193,586 Share Price $47.83 Est. Cost/Share $47.83 Unrealized @ Report Date —

DXJ WISDOMTREE TR 1.3%

Value $53.81M Shares 983,693 Share Price $54.70 Est. Cost/Share $54.70 Unrealized @ Report Date —

EFV ISHARES TR 0.8%

Value $31.29M Shares 573,109 Share Price $54.60 Est. Cost/Share $49.18 Unrealized @ Report Date —

VTV VANGUARD INDEX FDS 0.6%

Value $25.37M Shares 254,120 Share Price $99.82 Est. Cost/Share $99.82 Unrealized @ Report Date —

VGT VANGUARD WORLD FDS 0.4%

Value $17.29M Shares 113,742 Share Price $151.99 Est. Cost/Share $151.99 Unrealized @ Report Date —

XLE SELECT SECTOR SPDR TR 0.3%

Value $14.18M Shares 207,122 Share Price $68.48 Est. Cost/Share $68.48 Unrealized @ Report Date —

GLD SPDR GOLD TRUST 0.2%

Value $7.498M Shares 61,670 Share Price $121.58 Est. Cost/Share $121.20 Unrealized @ Report Date —

IEI ISHARES TR 0.1%

Value $6.027M Shares 48,797 Share Price $123.51 Est. Cost/Share $122.91 Unrealized @ Report Date —

EEM ISHARES TR 0.0%

Value $1.063M Shares 23,730 Share Price $44.80 Est. Cost/Share $34.88 Unrealized @ Report Date —

— POWERSHARES ETF TRUST II 0.0%

Value $249K Shares 10,747 Share Price $23.17 Est. Cost/Share $23.17 Unrealized @ Report Date —

EFG ISHARES TR 0.0%

Value $227K Shares 2,939 Share Price $77.24 Est. Cost/Share $63.69 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	POWERSHARES QQQ TRUST	6,500,000	$945M	23.1%	$145.45	—	—	Put	73935A954
VEA	VANGUARD TAX MANAGED INTL FD	17,547,411	$762M	18.6%	$43.41	$36.63	—	FTSE DEV MKT ETF	921943858
IWV	ISHARES TR	4,650,301	$694M	17.0%	$149.28	$107.85	—	RUSSELL 3000 ETF	464287689
AGG	ISHARES TR	3,659,303	$401M	9.8%	$109.59	$110.24	—	CORE US AGGBD ET	464287226
VTI	VANGUARD INDEX FDS	1,365,623	$177M	4.3%	$129.52	$116.99	—	TOTAL STK MKT	922908769
SPY	SPDR S&P 500 ETF TR	701,456	$176M	4.3%	$251.23	$202.38	—	TR UNIT	78462F103
OEF	ISHARES TR	1,507,092	$168M	4.1%	$111.30	$91.68	—	S&P 100 ETF	464287101
LQD	ISHARES TR	1,356,130	$164M	4.0%	$121.23	$121.23	—	IBOXX INV CP ETF	464287242
VWO	VANGUARD INTL EQUITY INDEX F	3,541,953	$154M	3.8%	$43.57	$40.02	—	FTSE EMR MKT ETF	922042858
TLT	ISHARES TR	807,436	$101M	2.5%	$124.76	$119.82	—	20 YR TR BD ETF	464287432
VHT	VANGUARD WORLD FDS	464,755	$70.77M	1.7%	$152.28	$152.28	—	HEALTH CAR ETF	92204A504
EFA	ISHARES TR	955,461	$65.43M	1.6%	$68.48	$60.24	—	MSCI EAFE ETF	464287465
SHYG	ISHARES TR	1,193,586	$57.09M	1.4%	$47.83	$47.83	—	0-5YR HI YL CP	46434V407
DXJ	WISDOMTREE TR	983,693	$53.81M	1.3%	$54.70	$54.70	—	JAPN HEDGE EQT	97717W851
EFV	ISHARES TR	573,109	$31.29M	0.8%	$54.60	$49.18	—	EAFE VALUE ETF	464288877
VTV	VANGUARD INDEX FDS	254,120	$25.37M	0.6%	$99.82	$99.82	—	VALUE ETF	922908744
VGT	VANGUARD WORLD FDS	113,742	$17.29M	0.4%	$151.99	$151.99	—	INF TECH ETF	92204A702
XLE	SELECT SECTOR SPDR TR	207,122	$14.18M	0.3%	$68.48	$68.48	—	ENERGY	81369Y506
GLD	SPDR GOLD TRUST	61,670	$7.498M	0.2%	$121.58	$121.20	—	GOLD SHS	78463V107
IEI	ISHARES TR	48,797	$6.027M	0.1%	$123.51	$122.91	—	3 7 YR TREAS BD	464288661
EEM	ISHARES TR	23,730	$1.063M	0.0%	$44.80	$34.88	—	MSCI EMG MKT ETF	464287234
—	POWERSHARES ETF TRUST II	10,747	$249K	0.0%	$23.17	$23.17	—	SENIOR LN PORT	73936Q769
EFG	ISHARES TR	2,939	$227K	0.0%	$77.24	$63.69	—	EAFE GRWTH ETF	464288885