Steve and Werner,
Everybody is hiding their historic holdings data. Last time I looked, iShares had monthly data of their ETF holdings back for several years which one could download and then compile it into a stock factor file on P123.
Now all they have is Dec-31-2019, Mar-31-2020, and yesterday’s holdings. That is pretty useless for backtesting. I suppose they are selling this data now to make a few extra bucks.