CZA vs ACMG overlap
CZA and ACMG overlap 0.8% by weight, across 1 shared holdings.
Pick 2 to 4 ETFs.
These funds report on different dates (CZA: July 31, 2026, ACMG: 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 | CZA | ACMG | Overlap |
|---|---|---|---|
| Wesco IntlWCC | 0.84% | 4.68% | 0.84% |
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: CZA, SEC Form N-PORT, July 31, 2026; ACMG, SEC Form N-PORT, May 31, 2026.
Largest institutions holding both
| Firm | CZA | ACMG |
|---|---|---|
| Envestnet Asset Management Inc. | $686K | $62.9M |
| LPL Financial LLC | $12.8M | $1.1M |
| Morgan Stanley | $12.7M | $267K |
| Commonwealth Equity Services, LLC | $8.6M | $277K |
| MML Investors Services, LLC | $1.0M | $2.8M |
| Cambridge Investment Research Advisors, Inc. | $2.9M | $604K |
| Truist Financial Corp. | $2.3M | $568K |
| Susquehanna International Group, LLP | $1.7M | $274K |
| Cetera Investment Advisers | $906K | $252K |
| Osaic Holdings, Inc. | $349K | $491K |
| FMR LLC | $292K | $1K |
| Harbour Investments, Inc. | $31K | $112K |
| JPMorgan Chase & Co | $26K | $69K |
| UBS Group AG | $37K | $18K |
| Silver Grove Financial Group, Inc. | $26K | $5K |
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: CZA institutional holders, ACMG institutional holders.
Frequently asked questions
How much do CZA and ACMG overlap?
0.8% by weight, with 1 holdings in common, using holdings for CZA as of July 31, 2026 and ACMG as of May 31, 2026. The largest shared position is WCC.
Do institutions hold both CZA and ACMG?
15 Form 13F filers report positions in both, out of 68 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%.