I have the same problem.
When I open keychain access, I see login, system, among others, along with SystemCACertificates, but the icon is different. It is a white square with dashed outline. When I hover over it, it points to the correct location (/System/Library/Keychains/SystemCACertificates) but it isn't in there.
In the Keychains folder, the other 4 files that were there in OSX 10.11 are still there. They include: EVRoots.plist, SystemRootCertificates.keychain, SystemTrustSettings.plist, and X509Anchors. That's it.
I found the SystemCACertifcates from a git site but I don't have the necssary directory ownership or permisions to put it in that folder. I know exactly what needs to be done to solve this, but it seems like I'm just not allowed to put the file in that folder.