diff --git a/zipline/pipeline/factors/factor.py b/zipline/pipeline/factors/factor.py
index c466577d..e64abf4f 100644
--- a/zipline/pipeline/factors/factor.py
+++ b/zipline/pipeline/factors/factor.py
@@ -931,6 +931,9 @@ class Factor(RestrictedDTypeMixin, ComputableTerm):
         """
         Construct a Filter matching the top N asset values of self each day.
 
+        If ``groupby`` is supplied, returns a Filter matching the top N asset
+        values for each group.
+
         Parameters
         ----------
         N : int
@@ -952,6 +955,9 @@ class Factor(RestrictedDTypeMixin, ComputableTerm):
         """
         Construct a Filter matching the bottom N asset values of self each day.
 
+        If ``groupby`` is supplied, returns a Filter matching the bottom N
+        asset values for each group.
+
         Parameters
         ----------
         N : int