VCSH vs USHY overlap
VCSH and USHY overlap 0.0% by weight, across 1 shared holdings.
Pick 2 to 4 ETFs.
These funds report on different dates (VCSH: May 31, 2026, USHY: July 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 | VCSH | USHY | Overlap |
|---|---|---|---|
| Pilgrim's Pride | 0.03% | 0.05% | 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: VCSH, SEC Form N-PORT, May 31, 2026; USHY, SEC Form N-PORT, July 31, 2026.
Largest institutions holding both
| Firm | VCSH | USHY |
|---|---|---|
| Bank of America Corp. | $6.2B | $804.3M |
| Jones Financial Companies LLLP | $13.0M | $3.8B |
| Prudential PLC | $925.4M | $2.4B |
| Wells Fargo & Company | $636.3M | $2.7B |
| Morgan Stanley | $1.8B | $604.1M |
| BlackRock, Inc. | $11.4M | $1.6B |
| UBS Group AG | $502.4M | $963.5M |
| Northern Trust Corp. | $1.1M | $1.2B |
| Allstate Corp. | $1.0B | $105.3M |
| Raymond James Financial Inc. | $336.5M | $758.2M |
| Goldman Sachs Group Inc. | $180.5M | $873.5M |
| Envestnet Asset Management Inc. | $649.3M | $239.1M |
| Royal Bank of Canada | $452.8M | $269.9M |
| NEPC LLC | $494.3M | $193.6M |
| LPL Financial LLC | $305.7M | $204.4M |
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: VCSH institutional holders, USHY institutional holders.
Frequently asked questions
How much do VCSH and USHY overlap?
0.0% by weight, with 1 holdings in common, using holdings for VCSH as of May 31, 2026 and USHY as of July 31, 2026. The largest shared position is PILGRIM'S PRIDE.
Do institutions hold both VCSH and USHY?
410 Form 13F filers report positions in both, out of 1,736 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%.