Skip to main content
Livermore
Livermore
ZHEN

Mason Street Advisors, LLC

SEC CIK
0001167711
Latest filing
Aug 12, 2026

The latest 13F from Mason Street Advisors, LLC covers Q2 2026 (filed Aug 12, 2026): 15 long positions worth $1.11B. The top 10 holdings make up 90.6% of the portfolio, and the largest is iShares Core U.S. Aggregate Bond ETF at 27.2%. Livermore has 22 filings on Form 13F from this institution, going back to Q1 2021.

What changed in Q2 2026

Share counts compared with Q1 2026: how many positions were new, added to, reduced or sold out, and the biggest buys and sells. Dollar amounts are estimated at the quarter-end prices implied by the filing.

Full comparison
New
1
Est. +$43.3M
Added
11
Est. +$40.2M
Reduced
3
Est. −$20.9M
Sold out
1
Est. −$41.0M

Top 5 holdings

Share of this quarter's portfolio value

  1. iShares Core U.S. Aggregate Bond ETF464287226
    27.2%$302.0M
  2. iShares Core S&P 500 ETF464287200
    13.9%$154.6M
  3. SPDR Series Trust78464A664
    9.5%$105.1M
  4. State Street SPDR Portfolio S&P 400 Mid Cap ETF78464A847
    8.6%$95.9M
  5. State Street SPDR Portfolio S&P 600 Small Cap ETF78468R853
    7.2%$79.5M

Share of portfolio

Top 5 holdings and the other 10 positions, by share of portfolio value

  1. iShares Core U.S. Aggregate Bond ETF27.2%
  2. iShares Core S&P 500 ETF13.9%
  3. SPDR Series Trust9.5%
  4. State Street SPDR Portfolio S&P 400 Mid Cap ETF8.6%
  5. State Street SPDR Portfolio S&P 600 Small Cap ETF7.2%
  6. Other 10 positions33.6%

Biggest buys

New and added positions, by estimated amount bought

  1. American Centy ETF Tr025072349
    +$43.3MNew
  2. Schwab U.S. REIT ETF808524847
    +$12.2MAdded
  3. SPDR Series Trust78464A607
    +$11.8MAdded
  4. Invesco Exchange Traded FD T46137V357
    +$4.43MAdded
  5. Abrdn ETFs003261104
    +$4.11MAdded

Largest weight increases

New and added positions, by percentage points of the portfolio gained

  1. American Centy ETF Tr025072349
    +3.90 pp0.0% → 3.9%
  2. SPDR Series Trust78464A607
    +1.17 pp3.4% → 4.6%
  3. Schwab U.S. REIT ETF808524847
    +1.15 pp3.5% → 4.6%
  4. State Street SPDR Portfolio S&P 600 Small Cap ETF78468R853
    +0.90 pp6.3% → 7.2%
  5. Invesco Exchange Traded FD T46137V357
    +0.51 pp5.0% → 5.5%

Biggest sells

Reduced and sold-out positions, by estimated amount sold

  1. iShares Tr46432F388
    −$41.0MSold out
  2. State Street SPDR Portfolio S&P 400 Mid Cap ETF78464A847
    −$9.65MReduced
  3. iShares Core MSCI Eafe ETF46432F842
    −$7.36MReduced
  4. iShares Core S&P 500 ETF464287200
    −$3.89MReduced

Largest weight decreases

Reduced and sold-out positions, by percentage points of the portfolio lost

  1. iShares Tr46432F388
    −4.01 pp4.0% → 0.0%
  2. iShares Core MSCI Eafe ETF46432F842
    −0.77 pp6.3% → 5.5%
  3. State Street SPDR Portfolio S&P 400 Mid Cap ETF78464A847
    −0.40 pp9.0% → 8.6%

Metrics

13F metrics for Q2 2026, computed only from the numbers in the filings. Definitions below.

Portfolio value
$1.11B
+$86.7M (+8.5%) vs. prior quarter
Positions
15
0 vs. prior quarter
Top 10 concentration
90.6%
Top 10 as share of value
Turnover
5.8%
Q2 2026, one quarter
Average holding period
14.3 quarters
Weighted by value

How these are calculated

  • Portfolio value: the market value of all long positions in the 13F, as reported at quarter end, excluding options.
  • Top 10 concentration: the combined value of the 10 largest positions as a share of portfolio value.
  • Turnover: the smaller of this quarter's estimated purchases and estimated sales, divided by the average of this and last quarter's portfolio value. Estimates multiply the change in shares by the quarter-end price implied by the filing (market value divided by shares); new positions use this quarter's value and sold-out positions last quarter's. Only positions reported in shares count, and it is not calculated when the previous quarter was not filed.
  • Average holding period: how many consecutive quarters each current position has been held (including this one; a quarter without the position or without a filing starts the count over), weighted by this quarter's value. Counting starts with the first 13F in Livermore (Q1 2021), so positions held before then are understated.

13F filings by quarter

22 quarters, going back to Q1 2021. Bars show each quarter's 13F portfolio value; quarters without a filing are left blank.

Peak $1.11B (Q2 2026)

Q1 2021: $113.8MQ2 2021: $111.2MQ3 2021: $134.1MQ4 2021: $137.6MQ1 2022: $169.8MQ2 2022: $285.6MQ3 2022: $344.9MQ4 2022: $402.1MQ1 2023: $452.4MQ2 2023: $537.3MQ3 2023: $520.8MQ4 2023: $544.7MQ1 2024: $594.2MQ2 2024: $743.0MQ3 2024: $823.5MQ4 2024: $772.6MQ1 2025: $786.1MQ2 2025: $854.5MQ3 2025: $964.8MQ4 2025: $1.02BQ1 2026: $1.02BQ2 2026: $1.11B
Q1 2021Q2 2026
13F filings of Mason Street Advisors, LLC by quarter
QuarterFiledPositionsValueTop 3 holdingsChangesFiling
Q2 2026Aug 12, 202615$1.11BiShares Core U.S. Aggregate Bond ETFiShares Core S&P 500 ETFSPDR Series Trustvs. Q1 2026SEC
Q1 2026May 7, 202615$1.02BiShares Core U.S. Aggregate Bond ETFiShares Core S&P 500 ETFSPDR Series Trustvs. Q4 2025SEC
Q4 2025Feb 4, 202615$1.02BiShares Core U.S. Aggregate Bond ETFiShares Core S&P 500 ETFSPDR Series Trustvs. Q3 2025SEC
Q3 2025Oct 31, 202515$964.8MiShares Core U.S. Aggregate Bond ETFiShares Core S&P 500 ETFSPDR Series Trustvs. Q2 2025SEC
Q2 2025Aug 8, 202515$854.5MiShares Core U.S. Aggregate Bond ETFiShares Core S&P 500 ETFSPDR Series Trustvs. Q1 2025SEC
Q1 2025May 14, 202513$786.1MiShares Core U.S. Aggregate Bond ETFiShares Core S&P 500 ETFSPDR Series Trustvs. Q4 2024SEC
Q4 2024Feb 10, 202512$772.6MiShares Core U.S. Aggregate Bond ETFiShares Core S&P 500 ETFSPDR Series Trustvs. Q3 2024SEC
Q3 2024Nov 12, 202412$823.5MiShares Core U.S. Aggregate Bond ETFiShares Core S&P 500 ETFSPDR Series Trustvs. Q2 2024SEC
Q2 2024Aug 15, 202412$743.0MiShares Core U.S. Aggregate Bond ETFiShares Core S&P 500 ETFSPDR Series Trustvs. Q1 2024SEC
Q1 2024May 15, 20248$594.2MiShares Core S&P 500 ETFiShares Core U.S. Aggregate Bond ETFiShares Core MSCI Eafe ETFvs. Q4 2023SEC
Q4 2023Feb 13, 20247$544.7MiShares Core S&P 500 ETFiShares Core U.S. Aggregate Bond ETFiShares Core MSCI Eafe ETFvs. Q3 2023SEC
Q3 2023Nov 14, 20238$520.8MiShares Core S&P 500 ETFiShares Core U.S. Aggregate Bond ETFiShares Core MSCI Eafe ETFvs. Q2 2023SEC
Q2 2023Aug 14, 20238$537.3MiShares Core S&P 500 ETFiShares Core U.S. Aggregate Bond ETFiShares Core MSCI Eafe ETFvs. Q1 2023SEC
Q1 2023May 15, 20239$452.4MiShares Core S&P 500 ETFiShares Core U.S. Aggregate Bond ETFiShares Core MSCI Eafe ETFvs. Q4 2022SEC
Q4 2022Feb 21, 20239$402.1MiShares Core S&P 500 ETFiShares Core U.S. Aggregate Bond ETFiShares Core MSCI Eafe ETFvs. Q3 2022SEC
Q3 2022Nov 14, 20229$344.9MiShares Core S&P 500 ETFiShares Core MSCI Eafe ETFJPMorgan Ultra-Short Income ETFvs. Q2 2022SEC
Q2 2022Aug 15, 202210$285.6MiShares Core S&P 500 ETFiShares Core MSCI Eafe ETFJPMorgan Ultra-Short Income ETFvs. Q1 2022SEC
Q1 2022May 9, 202211$169.8MJPMorgan Ultra-Short Income ETFPIMCO Enhanced Short Maturity Active Exchange-Traded FundiShares Core U.S. Aggregate Bond ETFvs. Q4 2021SEC
Q4 2021Feb 3, 20229$137.6MPIMCO Enhanced Short Maturity Active Exchange-Traded FundJPMorgan Ultra-Short Income ETFiShares Core U.S. Aggregate Bond ETFvs. Q3 2021SEC
Q3 2021Nov 15, 20219$134.1MPIMCO Enhanced Short Maturity Active Exchange-Traded FundJPMorgan Ultra-Short Income ETFiShares Core U.S. Aggregate Bond ETFvs. Q2 2021SEC
Q2 2021Aug 13, 20218$111.2MPIMCO Enhanced Short Maturity Active Exchange-Traded FundJPMorgan Ultra-Short Income ETFiShares Russell 2000 ETFvs. Q1 2021SEC
Q1 2021May 14, 20217$113.8MJPMorgan Ultra-Short Income ETFPIMCO Enhanced Short Maturity Active Exchange-Traded FundiShares Russell 2000 ETF–SEC