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WAM ACTIVE LIMITED Interim / Quarterly Report 2012

Oct 13, 2011

66032_rns_2011-10-13_ff02975d-c6f9-4f89-bc42-558b7b9c8735.pdf

Interim / Quarterly Report

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WAM ACTIVE LIMITED (WAA) ABN 49 126 420 719 INVESTMENT UPDATE & NTA – SEPTEMBER 2011

WAM Active Limited (WAA) offers investors exposure to an active trading style with the aim of achieving a sound return with a low correlation to traditional markets. Since inception WAA has outperformed the overall sharemarket. WAA’s portfolio (before all fees, costs, taxes and dividends) has increased by 52.5% compared to a decline of 25.3% in the S&P/ASX All Ordinaries Accumulation Index. The investment objectives are to deliver investors a growing income stream in the form of fully franked dividends and to preserve capital in both the short term and long term.

Since
Inception
(Jan–08)
%pa
Performance
as at 30 September
2011
1 Mth
%
6 Mths
%
Fin Ytd
%
1 Year
%
2 Yrs
%pa
WAM Active Limited
S&P/ASX All
Ordinaries
Accumulation Index
Outperformance*
+0.7%
-6.3%
+7.0%
-1.8%
-15.5%
+13.7%
-0.4%
-11.3%
+10.9%
+6.2%
-8.4%
+14.6%
+4.3%
-3.3%
+7.6%
+11.9%
-7.5%
+19.4%

*The change in the gross portfolio before all expenses, fees and taxes.

The following NTA figures are after the payment of a fully franked final dividend of 4.0 cents per share paid on 30 September 2011.

The following NTA figures are after the payment of a fully franked
cents per share paid on 30 September 2011.
final dividend of 4.0
NTA before tax 107.33c
NTA after tax and before tax on unrealised gains 108.88c*
NTA after tax 108.08c**
  • Includes tax assets of 1.55 cents per share.

**Includes the net effect of 1.55 cents of tax assets and 0.80 cents of deferred tax liabilities.

Market Outlook

The Australian market continued its downward trajectory with September producing the sixth straight month of negative returns. The S&P/ASX All Ordinaries Accumulation Index closed the month down 6.3% with investors continuing to grapple with slowing economic growth globally. Focus was once again centered on Europe and the potential solutions being proposed to resolve the financial crisis, in particular stopping Greece defaulting. We continue to expect a prolonged period of deleveraging globally over the next few years.

1

Market Outlook (continued)

Locally, the Reserve Bank minutes in October have indicated a high probability of a cut in interest rates on Melbourne Cup day. If this scenario plays out, we believe this could be positive for industrial earnings growth over the next 1-2 years. In the meantime, we expect the equity markets will continue to be led by offshore events in Europe and the US. As such, we remain cautious with higher than average cash levels.

Dividends

On 30 September 2011, the Company paid a fully franked final dividend of 4.0 cents per share. This brings the full year dividend to 8.0 cent per share fully franked.

The Board is committed to paying an increasing stream of fully franked dividends to shareholders provided the company has sufficient franking credits, and it is within prudent business practices. Dividends are paid on a six-monthly basis.

Government legislation introduced in June 2010 now enables companies to pay dividends if the company is deemed solvent. Dividend payments will be made with consideration to cash flow, cash holdings and available franking credits. Essentially, WAM Active will always be in a position to pay dividends providing it is solvent.

Portfolio Structure

As at 31 Aug 2011 As at 31 Aug 2011 As at 31 Aug 2011 As at 31 Aug 2011
Investment Type $m
%
$m
%
ListedEquities 5.9 32.3% 6.3 35.9%
Fixed Interest and Cash 12.3 67.7% 11.2 64.1%
Total Long Portfolio 18.2 100.0% 17.5 100.0%
Total Short Portfolio (0.3) (0.0)
Total Fund Size $17.9m $17.5m
No. No.
Total ordinary shares on issue 16,066,653 16,176,213

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At 30 September 2011 the major securities held in the portfolio were:

Market
Value as %
Gross
Assets
Market Value
$
Code Company
SGI Signature Capital Investments Limited 1,139,736 6.5%
CNA Coal & Allied Industries Limited 808,289 4.6%
DKN DKN FinancialGroupLimited 560,475 3.2%
CCQ Contango Capital PartnersLimited 502,326 2.9%
TLS Telstra Corporation Limited 281,821 1.6%
SOE SoulsPrivateEquityLimited 275,251 1.6%
SYM Symex HoldingsLimited 249,082 1.4%
SDG Sunland Group Limited 229,500 1.3%
MSF Maryborough Sugar Factory Limited (The) 206,711 1.2%
CYG Coventry Group Limited 186,718 1.1%
FXJ Fairfax Media Limited 179,438 1.0%
RHG RHG Limited 174,810 1.0%
IMFG IMF (Australia) Ltd 10.25% Sec Red Conv Note 146,338 0.8%
ROK Rock Building Society Limited (The) 115,662 0.7%
TGP TrafalgarCorporate Group 108,002 0.6%
RCR RCR Tomlinson Limited 99,750 0.6%
UXC UXCLimited 95,991 0.5%
MFNHA Macquarie Fortress Australia Notes Trust Series
1 FloatingRateNote
93,840 0.5%
EFG EverestFinancialGroupLimited 92,388 0.5%
NBL Noni B Limited 91,769 0.5%

3

Portfolio Structure – Asset Allocation

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Long Portfolio Structure - Sector Allocation

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Performance

Set out below is the performance of WAA since listing to September 2011 on a financial year basis. The performance data before all expenses, fees and taxes and is used as a guide to how the company’s investment portfolio has performed against the S&P/ASX All Ordinaries Accumulation Index which is also a before tax and expenses measure.

S&P/ASX All
Ordinaries
Accumulation Index
Financial Year
Gross Portfolio
Outperformance
2007/2008
2008/2009
2009/2010
2010/2011
YTD 2011/2012
+2.2%
+9.6%
+22.7%
+11.5%
-0.4%
-15.2%
-22.2%
+13.8%
+12.2%
-11.3%
+17.4%
+31.8%
+8.9%
-0.7%
+10.9%

Monthly Performance Table

Jan 08 Feb 08 Mar 08 Apr 08 May 08 Jun 08 Jul 08
Gross Portfolio* +0.3% +1.2% +0.5% +1.6% +2.4% -3.7% -1.1%
All Ords Accum. -11.2% +0.3% -4.1% +4.6% +2.5% -7.3% -5.2%
Aug 08 Sep 08 Oct 08 Nov 08 Dec 08 Jan 09 Feb 09
Gross Portfolio* +0.1% -3.8% -5.3% -5.2% +3.4% -1.9% +0.6%
All Ords Accum. +4.0% -10.6% -13.9% -7.2% -0.1% -4.9% -4.3%
Mar 09 Apr 09 May 09 Jun 09 July 09 Aug 09 Sep 09
Gross Portfolio* +4.5% +7.6% +5.0% +6.2% +9.6% +7.5% +6.2%
All Ords Accum. +8.1% +6.1% +2.2% +3.9% +7.7% +6.5% +6.0%
Oct 09 Nov 09 Dec 09 Jan 10 Feb 10 Mar 10 Apr 10
Gross Portfolio* +2.1% +0.3% +1.0% -3.6% +0.0% +2.9% +0.4%
All Ords Accum. -1.9% +1.9% +3.7% -5.8% +1.8% +5.8% -1.2%
May 10 Jun 10 Jul 10 Aug 10 Sep 10 Oct 10 Nov 10
Gross Portfolio* -4.0% -0.9% +1.6% +0.1% +2.7% +1.3% +2.3%
All Ords Accum. -7.6% -2.6% +4.2% -0.7% +5.0% +2.2% -0.7%
Dec 10 Jan 11 Feb 11 Mar 11 Apr 11 May 11 Jun 11
Gross Portfolio* +3.6% +0.7% -0.3% +0.4% +2.5% -1.6% -2.3%
All Ords Accum. +3.8% +0.1% +2.2% +0.6% -0.6% -1.9% -2.4%
Jul 11 Aug 11 Sep 11 Since
Inception
Gross Portfolio* +0.0% -1.2% +0.7% +52.5%
All Ords Accum. -3.4% -2.0% -6.3% -25.3%

*The change in the portfolio before all expenses, fees and taxes

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For further information please contact Geoff Wilson or Chris Stott. Level 11, 139 Macquarie Street, Sydney NSW 2000 | GPO Box 4658 Sydney NSW 2001 | ABN 49 126 420 719 Phone 02 9247 6755 | Fax 02 9247 6855 | [email protected] | www.wamfunds.com.au