Large & mid cap talking points: The best 5 multi-factor ideas are QAN, BSL, NCM, LLC and STO while the worst 5 multi-factor ideas are APA, REC, TCL, QUB and ILU. Small cap talking points: The best 5 multi-factor ideas are CCV, SAR, OGC, BRS and UGL while the worst 5 multi-factor ideas are 3PL, NWS, ISD, MYO and AOG. Quant strategy model changes: CSL, IPH, RMD, WES and WOW were added while GXL, MYX, QUB, RFG and SDF were removed. Current quant strategy model portfolio: Materials – large (BHP); Transport – large (SYD, TCL); Consumer Services – small (AAD, AGI, IPH, MTR); Media – mid (FXJ), small (APN, VRL), micro (ICQ); Staples – large (WES, WOW); Health Care – large (CSL, RHC), mid (RMD); Banks – large (ANZ, NAB, WBC); Diversified Financials – large (MQG), mid (HGG), small (IMF); Insurance – large (SUN), micro (AUB); Property – large (LLC); Information Technology – small (GBT, IFM), micro ( HUB); Telecommunications – large (TLS), micro (SDA). (VIEW LINK)
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