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 S&P |
|---|---|---|---|---|---|---|
| Momentum | 100 | 2026-07-31 | 17% | 17 | AAPL · AMD · GOOGL | -1.1% |
| Value | 99 | 2026-07-31 | 8% | 8 | BAC · BRK-B · WFC | -1.1% |
| Quality | 100 | 2026-07-31 | 3% | 3 | AAPL · AVGO · GOOGL | +0.5% |
| Size | 99 | 2026-07-31 | 5% | 5 | GIS · CF · EVRG | +0.2% |
| Low vol | 100 | 2026-07-31 | 6% | 6 | BRK-B · JNJ · JPM | -2.8% |
| High beta | 100 | 2026-07-31 | 2% | 2 | AMZN · AVGO · GOOGL | +0.9% |
| Div yield | 100 | 2026-07-31 | 7% | 7 | CVX · PM · IBM | -1.1% |
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.