EYLD vs AUSF overlap
EYLD and AUSF overlap 0.0% by weight, across 0 shared holdings.
Pick 2 to 4 ETFs.
These funds report on different dates (EYLD: July 31, 2026, AUSF: May 31, 2026), so market moves and index changes between those dates lower the number. Funds tracking the same index can read well below their true overlap.
Top shared holdings
These funds hold nothing in common.
Overlap by weight adds up the smaller weight of each holding the funds share, so 100% means identical portfolios. Long securities only: derivatives and cash vehicles are left out. Sources: EYLD, SEC Form N-PORT, July 31, 2026; AUSF, SEC Form N-PORT, May 31, 2026.
Largest institutions holding both
| Firm | EYLD | AUSF |
|---|---|---|
| Wealth Enhancement Advisory Services, LLC | $7.4M | $130.9M |
| LPL Financial LLC | $14.8M | $80.5M |
| Commonwealth Equity Services, LLC | $6.7M | $56.8M |
| Raymond James Financial Inc. | $33.2M | $13.8M |
| Cetera Investment Advisers | $19.9M | $13.8M |
| Northwestern Mutual Wealth Management Co | $13.4M | $14.4M |
| NewEdge Advisors, LLC | $24.4M | $1.7M |
| Private Advisor Group, LLC | $541K | $20.2M |
| UBS Group AG | $20.1M | $391K |
| Cambridge Investment Research Advisors, Inc. | $8.4M | $10.3M |
| Integrated Wealth Concepts LLC | $14.2M | $149K |
| Royal Bank of Canada | $3.1M | $10.0M |
| Nations Financial Group Inc., /IA/ | $4.8M | $4.3M |
| Envestnet Asset Management Inc. | $2.6M | $6.4M |
| Snowden Capital Advisors LLC | $1.6M | $6.8M |
This compares who owns the funds, not what the funds hold. From SEC Form 13F, for managers with $100M+ in US securities.
Who owns them: EYLD institutional holders, AUSF institutional holders.
Frequently asked questions
How much do EYLD and AUSF overlap?
0.0% by weight, with 0 holdings in common, using holdings for EYLD as of July 31, 2026 and AUSF as of May 31, 2026.
Do institutions hold both EYLD and AUSF?
30 Form 13F filers report positions in both, out of 169 that report either one.
How is overlap by weight worked out?
For each holding the two funds share, take the smaller of the two weights, then add those up. Identical portfolios score 100%.