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WAM ACTIVE LIMITED Net Asset Value 2012

Oct 9, 2012

66032_rns_2012-10-09_4f93a9a9-eba3-4c00-867c-f0835b1f0b1e.pdf

Net Asset Value

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WAM ACTIVE LIMITED (WAA) ABN 49 126 420 719 INVESTMENT UPDATE & NET TANGIBLE ASSETS REPORT SEPTEMBER 2012

Company overview

WAM Active Limited (WAA) is a listed investment company that provides investors exposure to an active trading style with the aim of achieving a sound return with a low correlation to traditional markets.

Investment objective

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.

Outperformance against sharemarket

Since inception, the WAA investment portfolio has outperformed the overall sharemarket – its performance against the S&P/ASX All Ordinaries Accumulation Index is set out in the table below. The investment performance is before expenses, fees and taxes.

Since
Inception
(Jan-08)
%pa
Performance
as at 30
September 2012
1 Mth
%
6 Mths
%
Fin YTD
%
1 Year
%
2 Yrs
%pa
3 Yrs
%pa
WAA Investment
Portfolio
S&P/ASX All
Ordinaries
Accumulation Index
Outperformance
+1.4%
+2.1%
-0.7%
+4.2%
+2.1%
+2.1%
+4.7%
+8.2%
-3.5%
+11.0%
+13.4%
-2.4%
+8.6%
+1.9%
+6.7%
+6.5%
+1.8%
+4.7%
+11.7%
-3.4%
+15.1%

NTA figures

The following Net Tangible Asset (NTA) figures are before the payment of a fully franked final dividend of 4.5 cents per share payable on the 19 October 2012. The shares traded ex dividend on 8 October 2012. The figures below have not been adjusted for the 14,963,616 remaining options on issue with an exercise price of $1.08 per share.

per share.
NTA before tax 109.73c
NTA after tax and before tax on unrealised gains 111.42c*
NTA after tax 109.37c**
  • Includes tax assets of 1.69 cents per share.

**Includes the net effect of 1.69 cents of tax assets and 2.05 cents of deferred tax liabilities.

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WAM Active Limited| ABN 49 126 420 719 Phone 02 9247 6755 | Fax 02 9247 6855 | [email protected] | www.wamfunds.com.au

Market outlook

Index up for the month

The ASX S&P All Ordinaries Accumulation Index finished the month up 2.1% and up 8.2% for the first quarter of the new financial year. The September quarter was the best for the Australian market in three years. The market was boosted by the US and European central banks announcing further monetary stimulus. Expectations of interest rate cuts domestically also improved market sentiment. A cut of 0.25% was delivered in early October with further rate cuts expected over the next 12 months.

Iron ore still rusting

While iron ore prices recovered somewhat during September there was no respite for companies in the mining services sector. Macmahon Holdings downgraded its FY13 profit forecast by 40% - 70%. This was one month after their full year result when a 20% rise in FY13 profits was forecast. Fortescue Metals Group cut staff numbers, announced asset sales, cut capital expenditure and refinanced debt to relieve pressure on its balance sheet. The reduction in capital expenditure by the major mining companies is slowly filtering through the mining services sector. We expect further downgrades in the coming months.

Waiting for guidance

We still believe analysts’ expectations for FY13 earnings are too high and that further earnings downgrades will be announced. Annual General Meeting (AGM) season is only a few weeks away and the profit guidance provided will be watched closely. Many companies provided little or no guidance with their results in August, where they would have normally done so. Thus there will be added emphasis on the updates provided at this year’s AGMs.

Dividends – 4.5 cents per share fully franked final

On 10 August 2012, the Board announced a fully franked FY2012 final dividend of 4.5 cents per share. This was a 12.5% increase on the previous year’s dividend.

Dividend ex date 8 October 2012
Dividend record date 12 October 2012
DRP election date 12 October 2012
Dividend payment date 19 October 2012
Last day for Option holders to exercise options in
order to be eligible for the dividend 5 October 2012

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. It must also comply with Government legislation and the ATO’s interpretation of a company’s ability to pay franked dividends. Dividends are paid on a six-monthly basis. Dividend payments will also be made with consideration to cash flow, cash holdings and available franking credits.

The dividend re-investment plan will operate at a 2.5% discount to the weighted average market price of shares sold on the ASX on the books closing date (12 October 2012) and the three trading days preceding that date.

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WAM Active Limited| ABN 49 126 420 719 Phone 02 9247 6755 | Fax 02 9247 6855 | [email protected] | www.wamfunds.com.au

Dividends (continued)

To participate in the dividend re-investment plan, please send your election form to our share registrar no later than 12 October 2012.

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Option issue – 1 for 1 bonus issue

On 4 May 2012, the Board announced a 1 for 1 bonus issue of options to acquire ordinary shares in the capital of the Company. The options were allotted to shareholders on 25 June 2012. The options have an exercise price of $1.08 per share and can be exercised at any time on or before 12 December 2013. The options are currently trading on the ASX under the code WAAO.

As at 30 September 2012, 1,346,329 options have been exercised for a total consideration of $1,454,035 with a remaining balance of outstanding options being 14,963,616.

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WAM Active Limited| ABN 49 126 420 719 Phone 02 9247 6755 | Fax 02 9247 6855 | [email protected] | www.wamfunds.com.au

Portfolio structure

As at 31 Aug 2012 As at 31 Aug 2012 As at 30 Sep 2012 As at 30 Sep 2012
Investment Type $m
%
$m
%
Listed Equities 9.7 52.1% 11.6 57.3%
Fixed Interest and Cash 9.0 47.9% 8.6 42.7%
Total Long Portfolio 18.7 100.0% 20.2 100.0%
Total Short Portfolio (0.5) (2.8%) (0.3) (1.7%)
Total Fund Size $18.2m $19.9m
No. No.
Total ordinary shares on issue 16,480,909 17,656,274
Total options on issue 16,138,981 14,963,616

At 30 September 2012 the major securities held in the portfolio were as follows:

Market
Value as %
Gross
Assets
Market
Value
$
Code Company
CBAPB CBA Perpetual ExcResaleListed Sec- PERLSIV 710,301 3.5%
ALS Alesco Corporation Limited 657,237 3.2%
INA Ingenia Communities Group 629,602 3.1%
CCQ Contango Capital Partners Limited 580,254 2.9%
RHG RHG Limited 553,341 2.7%
SDG Sunland Group Limited 540,060 2.7%
CYG Coventry Group Limited 529,533 2.6%
CIF Challenger Infrastructure Fund 427,639 2.1%
PRV Premium Investors Limited 410,950 2.0%
RIC Ridley Corporation Limited 402,857 2.0%
CRZ Carsales.Com Limited 401,450 2.0%
GLG Gerard Lighting Group Limited 383,097 1.9%
DJS David Jones Limited 367,213 1.8%
BOQ Bank Of Queensland Limited 332,686 1.6%
CLO Clough Limited 322,194 1.6%
AGF AMP Capital China Growth Fund 321,865 1.6%
FRI Finbar Group Limited 296,633 1.5%
SHV Select Harvests Limited 270,193 1.3%
CDA Codan Limited 237,253 1.2%
CND Clarius Group Limited 222,608 1.1%

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WAM Active Limited| ABN 49 126 420 719 Phone 02 9247 6755 | Fax 02 9247 6855 | [email protected] | www.wamfunds.com.au

Portfolio structure – sector allocation

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Performance – yearly comparison to S&P/ASX All Ordinaries Accumulation Index

Set out below is the performance of WAA’s investment portfolio since listing to 30 September 2012 on a financial year basis. The performance data is 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

WAA Investment
Portfolio
Financial Year Outperformance
2007/2008
2008/2009
2009/2010
2010/2011
2011/2012
2012/2013 YTD
+2.2%
+9.6%
+22.7%
+11.5%
+5.5%
+4.7%
-15.2%
-22.2%
+13.8%
+12.2%
-7.0%
+8.2%
+17.4%
+31.8%
+8.9%
-0.7%
+12.5%
-3.5%

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WAM Active Limited| ABN 49 126 420 719 Phone 02 9247 6755 | Fax 02 9247 6855 | [email protected] | www.wamfunds.com.au

Performance - monthly comparison

The table below shows the month by month investment performance of WAA against the S&P/ASX All Ordinaries Accumulation Index.

Jan 08 Feb 08 Mar 08 Apr 08 May 08 Jun 08 Jul 08
Investment 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
Investment 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
Investment 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
Investment 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
Investment 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
Investment 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 Oct 11 Nov 11 Dec 11 Jan 12
Investment Portfolio* +0.0% -1.2% +0.7% +2.1% -0.4% -1.0% +1.0%
All Ords Accum. -3.4% -2.0% -6.3% +7.2% -3.4% -1.6% +5.2%
Feb 12 Mar 12 Apr 12 May 12 Jun 12 Jul 12 Aug 12
Investment Portfolio* +3.5% +1.1% +0.0% -1.6% +1.1% +1.2% +2.0%
All Ords Accum. +2.4% +1.2% +1.1% -6.9% +0.3% +3.7% +2.1%
Sep 12 Since
Inception
Investment Portfolio* +1.4% +69.3%
All Ords Accum. +2.1% -15.3%

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

For more information

Please contact Geoff Wilson, Chris Stott or Kate Thorley.

Wilson Asset Management Level 11, 139 Macquarie Street, Sydney NSW 2000 GPO Box 4658 Sydney NSW 2001

Phone 02 9247 6755 Fax 02 9247 6855 [email protected]

www.wamfunds.com.au

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WAM Active Limited| ABN 49 126 420 719 Phone 02 9247 6755 | Fax 02 9247 6855 | [email protected] | www.wamfunds.com.au