The books at a glance
One row per factor: the tracked long (top-quintile) book, its latest rebalance, how much of it turned over, and what leads it. Click a factor for its full constituent table.
| Factor | Names | Rebalanced | Turnover | New adds | Top holdings | 20d vs FW 3000 |
|---|---|---|---|---|---|---|
| Momentum | 553 | 2026-07-31 | 20% | 109 | AMD · GOOGL · MU | -1.8% |
| Value | 576 | 2026-07-31 | 10% | 57 | C · T · TBB | -2.0% |
| Quality | 580 | 2026-07-31 | 4% | 21 | AAPL · AVGO · GOOGL | +0.3% |
| Size | 576 | 2026-07-31 | 5% | 29 | HIFS · LEGH · SWIM | +2.7% |
| Low vol | 559 | 2026-07-31 | 7% | 39 | AAPL · BRK-B · JPM | -2.6% |
| High beta | 559 | 2026-07-31 | 6% | 33 | AMD · AVGO · MU | +1.7% |
| Div yield | 586 | 2026-07-31 | 6% | 33 | CVX · PG · PM | -1.5% |
The books
Top quintile = the long factor index (cap-weighted, 5% single-name cap) — the series on the overview page. Bottom quintile = the short leg of the spread (equal-weighted). The changelog and turnover follow the long book; membership is point-in-time, names and sectors are today's mapping.