CAPITAL ONE FINANCIAL CORP

FundStock

CIK 0000927628 · Q1 2022

13F Equity AUM

$141.4B

+17074160.5% QoQ

Positions

-96 QoQ

AUM Rank

—

Skill Alpha (FF)

+0.4%/yr^ns

No Clear Edge

Rank #2,398 · Top 29%

vs S&P -10.0%/yr (unadj.)

Quarters Tracked

~2 years

Portfolio Concentration

Top 5: 28.9%Top 10: 46.7%Top 20: 66.5%

USMV7.8%

GSIE7.0%

QUAL5.0%

VTEB4.6%

EFAV4.5%

BNDX4.4%

MTUM3.7%

BND3.5%

VLUE3.3%

USIG3.0%

Others (81)53.3%

HHI (Herfindahl-Hirschman Index) measures portfolio concentration. Low (<1500) = diversified, Moderate (1500-2500), High (>2500) = concentrated bets.

Sector Allocation

Financial Services86.7%

Technology4.5%

Healthcare2.9%

Industrials2.3%

Consumer Cyclical2.1%

Other1.6%

Portfolio weight by GICS sector based on latest 13F filing. Sectors below 2% are grouped as “Other.”

Position Sizing

Positions: 91Median: 0.45%Avg: 1.10%

0–0.5%

48(12.5%)

0.5–1%

13(8.7%)

1–3%

21(35.1%)

3–5%

6(23.9%)

5%+

3(19.8%)

Count of positions per weight bucket — (%) = combined portfolio weight

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Portfolio Overlap

Shared: 67Unique: 24vs 20 funds

1.7%Low

Fund positions

3,844

Consensus CUSIPs

Jaccard similarity of this fund’s portfolio vs the consensus of top 20 funds by AUM. Low (<15%) = contrarian, Moderate (15-40%), High (>40%) = follows the crowd.

Most Similar Funds

Top 3 benchmark funds with highest portfolio overlap (Jaccard similarity)

EATON VANCE MANAGEMENT

3.2%

PARAMETRIC PORTFOLIO ASSOCIATES LLC

1.6%

Cheyne Capital Management (UK) LLP

0.4%

Jaccard similarity per fund: shared CUSIPs / (fund A + fund B − shared). Higher values indicate more similar portfolios.

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Position Changes This Quarter

New1Increased0Decreased86Exited97

New Positions

GE0.2%

+3K

Decreased

GSIE7.0%

-1,416,954(-82%)

GOVT2.2%

-725,782(-86%)

GEM2.2%

-526,709(-85%)

QUAL5.0%

-514,701(-91%)

USMV7.8%

-456,846(-76%)

BNDX4.4%

-428,797(-78%)

USIG3.0%

-419,486(-85%)

EFAV4.5%

-406,730(-82%)

BND3.5%

-374,445(-86%)

FLRN1.4%

-327,091(-84%)

Exited

-238,206

-69,847

-46,714

-45,011

-23,363

-26,635

-14,581

-12,887

-2,391

-5,905

Quarter-over-quarter changes compared to prior 13F filing. New = first appearance; Exited = no longer held.

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Holdings

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