MS
McElhenny Sheffield Capital Management, LLC 13F Disclosure (Q2 2026) — Portfolio & Holdings
McElhenny Sheffield Capital Management, LLCCIK: 0001886813
Momentum followerHigh-turnover traderConcentrated strategy
Total reported value
$403.8M
Reporting period: 2026-06-30 · Number of holdings: 108
McElhenny Sheffield Capital Management, LLC disclosed 108 holdings in its latest 13F filing for the period ending 2026-06-30, with total reported value of $403.8M and a quarterly turnover rate of 88.0%.
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Personality snowflake
- Concentration
- 70.85
- Portfolio Stability
- 88.05
- Momentum
- 100
- Sector conviction
- 51.8
- Diversification
- 100
- Sizing Uniformity
- 57.22
McElhenny Sheffield Capital Management, LLC's disclosed holdings carry a Herfindahl concentration index of 0.177 — mathematically equivalent to about 6 equally-sized positions, well below its 108 actual disclosed holdings. That gap points to a strategy built around a small core of high-conviction bets rather than broad diversification.
Position sizes vary widely across the portfolio (a coefficient of variation of 4.28), with a handful of outsized bets alongside many smaller positions.
No strong tilt toward either adding to existing winners or initiating outsized new positions was observed in the latest reported quarter.
Sector classification currently covers about 13% of this portfolio's disclosed value; the remainder includes holdings (e.g. unmapped tickers, options, or other security types) not yet covered by our sector mapping.
Source and citation information
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Recent moves
View source Form 13F filing on SEC.govNew buy IEF
Sold out SHY
Add SPY
+3123.9% $36.7M
Sold out IBB
Trim SGOV
-27.8% -$21.2M
Sold out IHE
Holdings Map
New buyAddUnchangedTrim
Top 10 holdings by weight
Full holdings list this quarter
| # | Ticker | Issuer | Asset Subclass | Weight | Weight Change | Shares Change | 4Q Trend |
|---|---|---|---|---|---|---|---|
| 1 | MSMR | M/s Managed Risk ETF | ETF-Other | 29.79% | +2.85% | +8.58% | |
| 2 | IEF | Ishares 7-10 Year Treasury B | ETF-Gov Bonds | 23.83% | +23.83% | NEW | |
| 3 | SGOV | Ishares 0-3 Month Treasury B | ETF-Gov Bonds | 13.64% | -5.26% | -27.76% | |
| 4 | SPY | Ss Spdr S&p 500 ETF Trust-us | ETF-Large Cap & Growth | 9.34% | +9.09% | +3123.88% | |
| 5 | NOBL | Proshares S&p 500 Dividend A | ETF-Large Cap & Growth | 4.47% | +0.24% | +99.47% | |
| 6 | HDV | Ishares Core High Dividend E | ETF-Other | 4.21% | +4.21% | NEW | |
| 7 | AAPL | Apple Inc | Stock-Tech | 1.21% | +0.20% | +5.52% | |
| 8 | MSFT | Microsoft CORP | Stock-Tech | 0.84% | -0.01% | -1.44% | |
| 9 | JPM | Jpmorgan Chase & Co | Stock-Financials | 0.68% | — | -10.35% | |
| 10 | NVDA | Nvidia CORP | Stock-Tech | 0.58% | +0.12% | +9.69% | |
| 11 | WMT | Walmart Inc | Stock-Consumer Staples | 0.51% | -0.07% | -2.83% | |
| 12 | GOOG | Alphabet Inc-cl C | Stock-Comm Services | 0.41% | +0.12% | +13.67% | |
| 13 | AVGO | Broadcom Inc | Stock-Tech | 0.39% | +0.10% | +11.61% | |
| 14 | PM | Philip Morris International | Stock-Consumer Staples | 0.33% | +0.04% | +6.38% | |
| 15 | XOM | Exxon Mobil CORP | Stock-Energy | 0.32% | -0.05% | +9.46% | |
| 16 | CAT | Caterpillar Inc | Stock-Industrials | 0.31% | +0.10% | -0.84% | |
| 17 | ABT | Abbott Laboratories | Stock-Healthcare | 0.29% | -0.03% | +3.37% | |
| 18 | AMZN | Amazon.com Inc | Stock-Consumer Disc | 0.27% | +0.08% | +22.68% | |
| 19 | BIL | Ss Spdr Bb 1-3m T-bill ETF | ETF-Gov Bonds | 0.26% | — | -0.09% | |
| 20 | XLK | Ss Technology Select Sector | ETF-Tech | 0.25% | +0.07% | -1.84% | |
| 21 | GOOGL | Alphabet Inc-cl A | Stock-Comm Services | 0.23% | +0.07% | +14.39% | |
| 22 | QQQ | Invesco Qqq Trust Series 1 | ETF-Tech | 0.23% | +0.23% | NEW | |
| 23 | PEP | Pepsico Inc | Stock-Consumer Staples | 0.21% | — | +10.33% | |
| 24 | ABBV | Abbvie Inc | Stock-Healthcare | 0.19% | +0.04% | +10.22% | |
| 25 | IBM | Intl Business Machines CORP | Stock-Tech | 0.18% | +0.05% | +16.70% | |
| 26 | ALL | Allstate CORP | Stock-Financials | 0.16% | +0.01% | -5.38% | |
| 27 | BX | Blackstone Inc | Stock-Financials | 0.15% | +0.02% | +12.27% | |
| 28 | UNH | Unitedhealth Group Inc | Stock-Healthcare | 0.14% | +0.05% | +6.83% | |
| 29 | TSLA | Tesla Inc | Stock-Consumer Disc | 0.14% | +0.02% | +2.95% | |
| 30 | YUM | Yum! Brands Inc | Stock-Consumer Disc | 0.14% | -0.01% | -7.63% | |
| 31 | INTC | Intel CORP | Stock-Tech | 0.13% | +0.13% | NEW | |
| 32 | CVX | Chevron CORP | Stock-Energy | 0.13% | -0.03% | +4.51% | |
| 33 | MU | Micron Technology Inc | Stock-Tech | 0.13% | +0.13% | NEW | |
| 34 | MO | Altria Group Inc | Stock-Consumer Staples | 0.13% | +0.01% | +0.90% | |
| 35 | EPD | Enterprise Products Partners | Stock-Energy | 0.13% | — | +5.54% | |
| 36 | LLY | Eli Lilly & Co | Stock-Healthcare | 0.13% | +0.06% | +32.82% | |
| 37 | BRK-B | Berkshire Hathaway Inc-cl B | Stock-Other | 0.12% | -0.01% | -12.08% | |
| 38 | META | Meta Platforms Inc-class A | Stock-Comm Services | 0.12% | +0.01% | +10.62% | |
| 39 | TMO | Thermo Fisher Scientific Inc | Stock-Healthcare | 0.11% | -0.01% | -3.55% | |
| 40 | MCD | Mcdonald's CORP | Stock-Consumer Disc | 0.11% | -0.02% | +0.24% | |
| 41 | IWF | Ishares Russell 1000 Growth | ETF-Other | 0.11% | +0.01% | +300.00% | |
| 42 | MDLZ | Mondelez International Inc-a | Stock-Consumer Staples | 0.11% | +0.01% | +4.48% | |
| 43 | AXP | American Express Co | Stock-Financials | 0.10% | +0.01% | -0.32% | |
| 44 | VEA | Vanguard Ftse Developed ETF | ETF-Other | 0.10% | +0.01% | -0.88% | |
| 45 | ✓ | Stock-Other | 0.10% | +0.10% | NEW | ||
| 46 | MET | Metlife Inc | Stock-Financials | 0.10% | +0.10% | NEW | |
| 47 | TXRH | Texas Roadhouse Inc | Stock-Consumer Disc | 0.10% | +0.02% | — | |
| 48 | COST | Costco Wholesale CORP | Stock-Consumer Staples | 0.10% | +0.10% | NEW | |
| 49 | KO | Coca-cola Co/the | Stock-Consumer Staples | 0.09% | +0.03% | +42.94% | |
| 50 | AMD | Advanced Micro Devices | Stock-Tech | 0.09% | +0.09% | NEW |
1–50 of 108
Portfolio Performance
Performance for Q3 2026
+1.1%
Performance Last 4 Quarters
+31.3%
- Stdev
- +13.9%
- Beta
- +0.99
- Alpha
- +1%
- Max Drawdown
- -6.2%
- Annualized Perf
- +21.7%
- Batting Avg vs S&P
- +44.4%
- Sortino
- +3.59
- Stutzer
- +0.46
- Treynor
- +0.21
- Sterling
- +1.48
- Calmar
- +3.49
- Information Ratio
- +0.13
- Tracking Error
- +5.6%
- Stdev Down
- +5.8%
- Winning Months %
- +63.9%
- Losing Months %
- +36.1%
- Best 12 Months
- +37.6%
- Worst 12 Months
- +12.3%
- Efficiency Ratio
- +0.7
- Sharpe
- +1.49
- Stdev Sectors
- +8.5%
- Skewness
- +0.74
- Kurtosis
- +1.33
- Upside Potential
- +5.1
Reported value over time
Sector allocation
Sector allocation over time
Quarterly history
| Period | Holdings | Total value | Stability | Top holdings | |
|---|---|---|---|---|---|
| 2026 Q2 | 108 | $403.8M | 88 | ||
| 2026 Q1 | 95 | $403.4M | 100 | ||
| 2025 Q4 | 100 | $410.9M | 39 | ||
| 2025 Q3 | 106 | $422.0M | 100 | ||
| 2025 Q2 | 103 | $375.0M | 0 | ||
| 2025 Q1 | 99 | $266.8M | 0 | ||
| 2024 Q4 | 102 | $298.4M | 0 | ||
| 2024 Q3 | 101 | $304.9M | 0 | ||
| 2024 Q2 | 92 | $290.0M | 0 | ||
| 2024 Q1 | 97 | $280.9M | 0 | ||
| 2023 Q4 | 92 | $245.8M | 0 | ||
| 2023 Q3 | 90 | $196.7M | 0 | ||
| 2023 Q2 | 93 | $234.0M | 0 | ||
| 2023 Q1 | 90 | $189.8M | 0 | ||
| 2022 Q4 | 656 | $216.1M | 0 | ||
| 2022 Q3 | 87 | $131.0M | 0 | ||
| 2022 Q2 | 97 | $214.7M | 0 | ||
| 2022 Q1 | 111 | $286.3M | 0 | ||
| 2021 Q4 | 119 | $266.5M | 0 | ||
| 2021 Q3 | 117 | $220.9M | 0 |
Holding changes this quarter
McElhenny Sheffield Capital Management, LLC's most significant position changes for 2026-06-30: New buy: Ishares 7-10 Year Treasury B (IEF); Sold out: Ishares 1-3 Year Treasury Bo (SHY); Sold out: Ishares Biotechnology ETF (IBB); Sold out: Ishares US Pharmaceuticals E (IHE); Sold out: Spdr Gold Shares (GLD).
| # | Ticker | Issuer | Weight Change | Shares Change | Action |
|---|---|---|---|---|---|
| 1 | IEF | Ishares 7-10 Year Treasury B | +23.8% | NEW | New buy |
| 2 | SPY | Ss Spdr S&p 500 ETF Trust-us | +9.1% | +3123.88% | Add |
| 3 | HDV | Ishares Core High Dividend E | +4.2% | NEW | New buy |
| 4 | MSMR | M/s Managed Risk ETF | +2.9% | +8.58% | Add |
| 5 | NOBL | Proshares S&p 500 Dividend A | +0.2% | +99.47% | Add |
| 6 | QQQ | Invesco Qqq Trust Series 1 | +0.2% | NEW | New buy |
| 7 | AAPL | Apple Inc | +0.2% | +5.52% | Add |
| 8 | INTC | Intel CORP | +0.1% | NEW | New buy |
| 9 | MU | Micron Technology Inc | +0.1% | NEW | New buy |
| 10 | NVDA | Nvidia CORP | +0.1% | +9.69% | Add |
| 11 | GOOG | Alphabet Inc-cl C | +0.1% | +13.67% | Add |
| 12 | AVGO | Broadcom Inc | +0.1% | +11.61% | Add |
| 13 | CAT | Caterpillar Inc | +0.1% | -0.84% | Trim |
| 14 | ✓ | +0.1% | NEW | New buy | |
| 15 | MET | Metlife Inc | +0.1% | NEW | New buy |
| 16 | COST | Costco Wholesale CORP | +0.1% | NEW | New buy |
| 17 | AMD | Advanced Micro Devices | +0.1% | NEW | New buy |
| 18 | BNY | Bank Of New York Mellon CORP | +0.1% | NEW | New buy |
| 19 | LRCX | Lam Research CORP | +0.1% | NEW | New buy |
| 20 | LIN | Linde plc | +0.1% | NEW | New buy |
| 21 | L | Loews CORP | +0.1% | NEW | New buy |
| 22 | HSIC | Henry Schein Inc | +0.1% | NEW | New buy |
| 23 | STX | Seagate Technology Holdings plc | +0.1% | NEW | New buy |
| 24 | AMZN | Amazon.com Inc | +0.1% | +22.68% | Add |
| 25 | CHD | Church & Dwight Co Inc | +0.1% | NEW | New buy |
| 26 | XLK | Ss Technology Select Sector | +0.1% | -1.84% | Trim |
| 27 | BSCR | Invesco Bulletshares 2027 Cb | +0.1% | NEW | New buy |
| 28 | GOOGL | Alphabet Inc-cl A | +0.1% | +14.39% | Add |
| 29 | BSCS | Invesco Bulletshares 2028 Cb | +0.1% | NEW | New buy |
| 30 | BSCT | Invesco Bulletshares 2029 Cb | +0.1% | NEW | New buy |
| 31 | ELV | Elevance Health Inc | +0.1% | NEW | New buy |
| 32 | TSM | Taiwan Semiconductor-sp Adr | +0.1% | NEW | New buy |
| 33 | LAMR | Lamar Advertising Co-a | +0.1% | NEW | New buy |
| 34 | CVS | Cvs Health CORP | +0.1% | NEW | New buy |
| 35 | MRK | Merck & Co. Inc. | +0.1% | NEW | New buy |
| 36 | GE | General Electric | +0.1% | NEW | New buy |
| 37 | AMAT | Applied Materials Inc | +0.1% | NEW | New buy |
| 38 | LLY | Eli Lilly & Co | +0.1% | +32.82% | Add |
| 39 | UNH | Unitedhealth Group Inc | +0.1% | +6.83% | Add |
| 40 | FAST | Fastenal Co | +0.1% | NEW | New buy |
| 41 | TXN | Texas Instruments Inc | +0.1% | NEW | New buy |
| 42 | WELL | Welltower Inc | +0.1% | NEW | New buy |
| 43 | EEM | Ishares Msci Emerging Market | +0.1% | NEW | New buy |
| 44 | CSCO | Cisco Systems Inc | +0.1% | NEW | New buy |
| 45 | WES | Western Midstream Partners L | +0.1% | NEW | New buy |
| 46 | IBM | Intl Business Machines CORP | +0.1% | +16.70% | Add |
| 47 | PM | Philip Morris International | 0% | +6.38% | Add |
| 48 | ABBV | Abbvie Inc | 0% | +10.22% | Add |
| 49 | KO | Coca-cola Co/the | 0% | +42.94% | Add |
| 50 | JNJ | Johnson & Johnson | 0% | +28.10% | Add |
1–50 of 127
Filing History
FAQ
What is McElhenny Sheffield Capital Management, LLC and what type of investor is it?
McElhenny Sheffield Capital Management, LLC is an investment manager that files SEC Form 13F quarterly, disclosing its U.S. public equity holdings to regulators. As of the most recent reporting period (2026-06-30), the firm manages a tracked equity portfolio valued at approximately $403.8M, spread across 108 disclosed positions.
What are McElhenny Sheffield Capital Management, LLC's largest equity positions?
Based on the latest 13F filing, McElhenny Sheffield Capital Management, LLC's top holdings by market value are:
1. M/s Managed Risk ETF (MSMR) — $120.3M (29.8%)
2. Ishares 7-10 Year Treasury B (IEF) — $96.2M (23.8%)
3. Ishares 0-3 Month Treasury B (SGOV) — $55.1M (13.6%)
4. Ss Spdr S&p 500 ETF Trust-us (SPY) — $37.7M (9.3%)
5. Proshares S&p 500 Dividend A (NOBL) — $18.0M (4.5%)
What changes did McElhenny Sheffield Capital Management, LLC make in its most recent portfolio filing?
In the latest reported quarter, McElhenny Sheffield Capital Management, LLC made 119 notable position adjustments: 32 new positions were initiated, 36 existing holdings were added to, 32 positions were partially reduced, and 19 were completely exited. The largest of these moves: New buy: Ishares 7-10 Year Treasury B (IEF); Sold out: Ishares 1-3 Year Treasury Bo (SHY); Sold out: Ishares Biotechnology ETF (IBB); Sold out: Ishares US Pharmaceuticals E (IHE); Sold out: Spdr Gold Shares (GLD)
What sectors does McElhenny Sheffield Capital Management, LLC focus on?
McElhenny Sheffield Capital Management, LLC is concentrated in the following sectors based on its current disclosed equity portfolio:
• Information Technology: 31.4%
• Financials: 15.8%
• Consumer Staples: 13.1%
• Health Care: 12.2%
• Consumer Discretionary: 8.1%
• Communication Services: 6.4%
Investment Profile
McElhenny Sheffield Capital Management, LLC returned an annualized 21.7% over the trailing 36 months — outperforming the S&P 500 by 1.0 points — based on a reconstructed track record of its disclosed 13F positions, with a beta of 0.99 (roughly in line with the market) and a 44% quarterly batting average against the index.
Its portfolio is concentrated and fast-trading, with 31.4% of the portfolio concentrated in Information Technology.
Its turnover score has risen from 0 to 88 over the past 4 quarters — a shift toward more active trading.
It has added to its MSMR position over the past two quarters (+$12.8M, now $120.3M), while trimming IWM over the same stretch (-$18.7M, still holding $262.6K).
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