VSLU vs SFTY overlap
VSLU and SFTY overlap 55.6% by weight, across 110 shared holdings.
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Top shared holdings
| Holding | VSLU | SFTY | Overlap |
|---|---|---|---|
| Nvidia Corp.NVDA | 10.18% | 6.57% | 6.57% |
| Apple Inc.AAPL | 9.34% | 6.41% | 6.41% |
| Alphabet Inc.-aGOOGL | 7.47% | 6.05% | 6.05% |
| Microsoft Corp.MSFT | 6.14% | 4.86% | 4.86% |
| Broadcom Inc.AVGO | 2.86% | 3.44% | 2.86% |
| ELI Lilly & CoLLY | 3.69% | 1.94% | 1.94% |
| META Platforms-aMETA | 3.86% | 1.82% | 1.82% |
| Johnson&JohnsonJNJ | 1.26% | 1.30% | 1.26% |
| Mastercard Inc.-aMA | 2.15% | 0.96% | 0.96% |
| Applied MaterialAMAT | 0.82% | 0.76% | 0.76% |
| Merck & CoMRK | 1.27% | 0.74% | 0.74% |
| LAM ResearchLRCX | 0.73% | 0.78% | 0.73% |
| Home Depot Inc.HD | 0.91% | 0.72% | 0.72% |
| Philip Morris inPM | 0.96% | 0.65% | 0.65% |
| Coca-Cola Co/theKO | 0.65% | 0.76% | 0.65% |
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: VSLU, SEC Form N-PORT, June 30, 2026; SFTY, SEC Form N-PORT, May 31, 2026.
Largest institutions holding both
| Firm | VSLU | SFTY |
|---|---|---|
| Envestnet Asset Management Inc. | $6.1M | $76.2M |
| JPMorgan Chase & Co | $24.1M | $55K |
| LPL Financial LLC | $2.3M | $10.1M |
| Cambridge Investment Research Advisors, Inc. | $201K | $3.2M |
| UBS Group AG | $1.1M | $142K |
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: VSLU institutional holders, SFTY institutional holders.
Frequently asked questions
How much do VSLU and SFTY overlap?
55.6% by weight, with 110 holdings in common, using holdings for VSLU as of June 30, 2026 and SFTY as of May 31, 2026. The largest shared position is NVDA.
Do institutions hold both VSLU and SFTY?
5 Form 13F filers report positions in both, out of 71 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%.