PKB vs FLV overlap
PKB and FLV overlap 2.0% by weight, across 1 shared holdings.
Pick 2 to 4 ETFs.
These funds report on different dates (PKB: July 31, 2026, FLV: 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
| Holding | PKB | FLV | Overlap |
|---|---|---|---|
| Amrize Ltd.AMRZ | 5.01% | 2.00% | 2.00% |
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: PKB, SEC Form N-PORT, July 31, 2026; FLV, SEC Form N-PORT, May 31, 2026.
Largest institutions holding both
| Firm | PKB | FLV |
|---|---|---|
| Envestnet Asset Management Inc. | $2.2M | $52.3M |
| Morgan Stanley | $32.5M | $100K |
| LPL Financial LLC | $21.7M | $901K |
| Wells Fargo & Company | $9.4M | $9.9M |
| Bank of America Corp. | $12.9M | $3.4M |
| Cetera Investment Advisers | $14.8M | $368K |
| Raymond James Financial Inc. | $10.3M | $252K |
| MML Investors Services, LLC | $4.9M | $4.6M |
| Commonwealth Equity Services, LLC | $1.1M | $5.5M |
| Goldman Sachs Group Inc. | $417K | $3.8M |
| UBS Group AG | $1.6M | $2.6M |
| Creative Financial Designs Inc. | $6K | $4.1M |
| NewEdge Advisors, LLC | $83K | $2.9M |
| Northwestern Mutual Wealth Management Co | $814K | $1.8M |
| Osaic Holdings, Inc. | $1.6M | $193K |
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: PKB institutional holders, FLV institutional holders.
Frequently asked questions
How much do PKB and FLV overlap?
2.0% by weight, with 1 holdings in common, using holdings for PKB as of July 31, 2026 and FLV as of May 31, 2026. The largest shared position is AMRZ.
Do institutions hold both PKB and FLV?
19 Form 13F filers report positions in both, out of 137 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%.