SHYL vs FCOR overlap
SHYL and FCOR overlap 0.6% by weight, across 6 shared holdings.
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Top shared holdings
| Holding | SHYL | FCOR | Overlap |
|---|---|---|---|
| Centene Corp. | 0.44% | 0.28% | 0.28% |
| CCO Holdings LLCCHTR | 0.35% | 0.12% | 0.12% |
| Centene Corp.CNC | 0.27% | 0.08% | 0.08% |
| TEVA PharmaceuciTEVA | 0.10% | 0.06% | 0.06% |
| Hudson Pacific | 0.05% | 0.06% | 0.05% |
| Centene CorpCNC | 0.13% | 0.03% | 0.03% |
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: SHYL, SEC Form N-PORT, May 29, 2026; FCOR, SEC Form N-PORT, May 31, 2026.
Largest institutions holding both
| Firm | SHYL | FCOR |
|---|---|---|
| LPL Financial LLC | $27.7M | $3.2M |
| Bank of America Corp. | $27.6M | $2.7M |
| Cetera Investment Advisers | $289K | $13.5M |
| Envestnet Asset Management Inc. | $1.2M | $9.8M |
| Morgan Stanley | $4.3M | $3.4M |
| Commonwealth Equity Services, LLC | $1.4M | $4.1M |
| Osaic Holdings, Inc. | $2.6M | $2.4M |
| JPMorgan Chase & Co | $1K | $3.2M |
| Jane Street Group, LLC | $1.5M | $1.7M |
| Raymond James Financial Inc. | $248K | $2.6M |
| Royal Bank of Canada | $2.1M | $272K |
| Citadel Advisors LLC | $404K | $1.3M |
| Cambridge Investment Research Advisors, Inc. | $634K | $980K |
| Jones Financial Companies LLLP | $310 | $964K |
| Assetmark, Inc. | $484K | $0 |
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: SHYL institutional holders, FCOR institutional holders.
Frequently asked questions
How much do SHYL and FCOR overlap?
0.6% by weight, with 6 holdings in common, using holdings for SHYL as of May 29, 2026 and FCOR as of May 31, 2026. The largest shared position is CENTENE CORP.
Do institutions hold both SHYL and FCOR?
17 Form 13F filers report positions in both, out of 112 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%.