Barclays Equity Factor Monitor: Updated monthly holdings and performance stats for our equity factor baskets across the US & Europe are presented here.

研报英文原文证据摘录

Barclays Equity Factor Monitor: Updated monthly holdings and performance stats for our equity factor baskets across the US & Europe are presented here.

2 July 2026

Global Equity Strategy

Barclays Equity Factor Monitor

Updated monthly holdings and performance stats for our

equity factor baskets across the US & Europe are presented

here. U.S. Equity Strategy

Venu Krishna, CFA

+1 212 526 7328

We attach the US & Europe factor baskets for June 30, 2026 to this report. venu.krishna@barclays.com

BCI, US

For more details on the methodology behind our equity factor scores, please go to: Introducing

Barclays Equity Factors, 3/24/2021. Riddhiman Dass

+1 212 526 0850

For more details on how we build our updated equity factor baskets, please go to: Updating riddhiman.dass@barclays.com

Barclays Equity Factor Baskets for Liquidity Weighting, 4/2/2025. BCI, US

Atharva Weling

FIGURE 1. Barclays Factor tickers +1 212 526 3204

USA Europe atharva.weling@barclays.com

Factor Long Short Pair (L/S) Long Short Pair (L/S)

European Equity Strategy

Growth BCUFGRWL BCUFGRWS BCUFGRWP BCEFGRWL BCEFGRWS BCEFGRWP

Emmanuel Cau, CFA

Momentum BCUFMMTL BCUFMMTS BCUFMMTP BCEFMMTL BCEFMMTS BCEFMMTP +44 (0)20 3134 0475

emmanuel.cau@barclays.com

Quality BCUFQLTL BCUFQLTS BCUFQLTP BCEFQLTL BCEFQLTS BCEFQLTP

Barclays, UK

Size BCUFSIZL BCUFSIZS BCUFSIZP BCEFSIZL BCEFSIZS BCEFSIZP Emmanuel Makonga

Value BCUFVALL BCUFVALS BCUFVALP BCEFVALL BCEFVALS BCEFVALP +44 (0)20 7773 2593

emmanuel.makonga@barclays.com

Volatility BCUFVOLL BCUFVOLS BCUFVOLP BCEFVOLL BCEFVOLS BCEFVOLP Barclays, UK

Yield BCUFYLDL BCUFYLDS BCUFYLDP BCEFYLDL BCEFYLDS BCEFYLDP

Quantitative Portfolio Strategy

Long measures high exposure to styles. For example, long basket for Value, Size, & Volatility consists of cheaper, large-cap, Arik Ben Dor(v)