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WAM CAPITAL LIMITED Net Asset Value 2011

Nov 13, 2011

66036_rns_2011-11-13_32620138-a8ca-4ee5-9e74-857cea71557c.pdf

Net Asset Value

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WAM CAPITAL LTD (WAM) ABN 34 086 587 395 INVESTMENT UPDATE & NTA – OCTOBER 2011

WAM Capital Limited (WAM) is an investor in listed Australian equities. The investment objectives are to deliver a rising stream of fully franked dividends, to provide capital growth and to preserve capital. WAM concentrates on identifying undervalued growth company’s, these are generally found in the small to medium size industrial companies sector.

Since inception in August 1999 WAM has outperformed the overall share market. WAM’s portfolio (before all fees, costs, taxes and dividends) has increased by 674.3% compared to a 141.9% increase in the S&P/ASX All Ordinaries Accumulation Index.

Performance
as at 31 October
2011
1 Mth
%
6 Mths
%
Fin
Ytd
%
1 Year
%

3 Yrs
%pa

5 Yrs
%pa
10 Yrs
%pa
Since
Inception
%pa
(Aug-99)
WAM Capital
S&P/ASX All
Ordinaries
Accumulation
Index
Outperformance*
+2.6%
+7.2%
-4.6 %
-3.7%
-8.9%
+5.2%
+0.1%
-4.9%
+5.0%
+7.2%
-4.0%
+11.2%
+19.9%
+7.6%
+12.3%
+8.2%
+0.1%
+8.1%
+15.3%
+7.5%
+7.8%
+18.2%
+7.5%
+10.7%

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

The portfolio is currently defensively positioned with 32% in cash and fixed interest and 20% in stocks subject to takeovers which were predominantly purchased during the month. As a result of this, in September the fund was down only 0.8% while the market fell 6.3%. With the market rebound in October, the portfolio did not keep pace. Over the last 2 months the fund gained 1.8% against a 0.9% increase in the S&P/ASX All Ordinaries Accumulation index and resulting in an outperformance of +0.9%. Since 30 June 2011 the fund has increased 0.1% while the broader market has fallen 4.9%. This has been achieved with significantly less risk and volatility than the market.

The following NTA figures are after the payment of a fully franked final dividend of 5.0 cents per share paid on the 15 September 2011.

The following NTA figures are after the payment of a fully franked
cents per share paid on the 15 September 2011.
final dividend of 5.0
NTA before tax 161.48c
NTA after tax and before tax on unrealised gains 162.01c*
NTA after tax 157.68c**

*Includes tax assets of 0.53 cents per share

**Includes the net effect of 0.53 cents of tax assets and 4.33 cents of deferred tax liabilities

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Market Outlook

October saw the bulls return in force with the S&P/ASX All Ordinaries Index Accumulation Index up 7.2%. Europe remained the focus for investors with speculation of a bailout package driving the market higher during the month. News of European bank recapitalisations and the European Financial Stability Facility (EFSF) instilled confidence with investors that an end was in sight to the debt situation.

Locally, economic data remains weak, reflecting recessionary type conditions in some sectors. Early November has seen the Reserve Bank produce the first interest rate cut for over two and a half years. The driver behind their decision, apart from weak economic data, was that the outlook for inflation has improved significantly since the start of 2011. We see this initial cut as a positive for equity markets, however we believe a succession of rate cuts will be needed to stimulate the domestic economy. As always we continue to research heavily for individual stock opportunities.

Dividends

On 15 September 2011, the company paid a fully franked final dividend of 5.0 cents per share. This brought the FY2011 dividend to 10.0 cents 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. Dividend payments will be made with consideration to cash flow, cash holdings and available franking credits.

Providing the company is deemed solvent by the Board, WAM should always be in a position to pay dividends.

Portfolio Structure

As at 31 October 2011, listed securities made up 68.0% of the portfolio, while fixed interest and cash made up the remaining 32.0%. We continue to focus on companies with strong earnings per share growth, trading on attractive earnings multiples, are well positioned in growth industries and have proven management. We continue to research heavily in an attempt to identify companies that meet this profile, with over 700 company visits a year.

As at 30 September 2011 As at 30 September 2011 As at 31 October 2011 As at 31 October 2011
Investment Type $m
%
$m
%
Listed Equities 82.6 49.0% 117.6 68.0%
Fixed Interest and Cash 85.2 51.0% 55.4 32.0%
Long Portfolio 167.8 100.0% 173.0 100.0%
Short Portfolio (0.0) (1.3)
Total Fund Size $167.8m $171.7m
No. No.
Total ordinary shares
on issue
105,899,497 105,899,497

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At 31 October 2011 the major securities held in the portfolio were:

Code Company Market Value
$
Market
Value
as %
Gross
Assets
CNA Coal & Allied Industries Limited 17,246,007 10.1%
HUN Hunnu Coal Limited 10,767,888 6.3%
RKN Reckon Limited 7,577,094 4.4%
SGI Signature Capital Investments Limited 6,292,985 3.7%
ELI Emerging Leaders Investments Limited 4,402,231 2.6%
MMS McMillan Shakespeare Limited 4,004,802 2.3%
MYS Mystate Limited 2,738,824 1.6%
CCQ Contango Capital Partners Limited 2,633,237 1.5%
BRG Breville Group Limited 2,498,729 1.5%
NHC New Hope Corporation Limited 2,201,500 1.3%
SOE Souls Private Equity Limited 2,086,995 1.2%
VBA Virgin Blue Holdings Limited 1,942,500 1.1%
SDG Sunland Group Limited 1,929,189 1.1%
MAQ Macquarie Telecom Group Limited 1,834,292 1.1%
FGL Foster's Group Limited 1,814,332 1.1%
DJS David Jones Limited 1,756,020 1.0%
JBH JB Hi-Fi Limited 1,744,313 1.0%
MYR Myer Holdings Limited 1,738,260 1.0%
SGN STW Communications Group Limited 1,630,493 1.0%
RCR RCR Tomlinson Limited 1,624,944 0.9%

3

Portfolio Structure – Gross Asset Allocation

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Long Portfolio Structure – Sector Allocation

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4

Performance

Set out below is the performance of WAM since listing to 31 October 2011 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.

Financial Year
Gross Portfolio
S&P/ASX All
Ordinaries
Accumulation Index
Outperformance
1999/2000
2000/2001
2001/2002
2002/2003
2003/2004
2004/2005
2005/2006
2006/2007
2007/2008
2008/2009
2009/2010
2010/2011
YTD 2011/2012
+33.3%
+30.2%
+32.7%
+12.3%
+27.3%
+13.9%
+27.4%
+44.1%
-23.0%
-3.0%
+29.8%
+17.9%
+0.1%
+11.3%
+8.9%
-4.5%
-1.1%
+22.4%
+24.8%
+24.2%
+30.3%
-12.1%
-22.2%
+13.8%
+12.2%
-4.9%
+22.0%
+21.3%
+37.2%
+13.4%
+4.9%
-10.9%
+3.2%
+13.8%
-10.9%
+19.2%
+16.0%
+5.7%
+5.0%

5

Monthly Performance Table

Aug 99 Sep 99 Oct 99 Nov 99 Dec 99 Jan 00 Feb 00 Mar 00 Apr 00
Gross Portfolio* +1.4% +5.1% +4.1% +11.0% +4.9% -2.0% +5.4% +5.3% -5.7%
All Ordinaries Accum. -2.5% -1.2% +0.5% +5.4% +5.6% -0.7% +1.9% +0.5% -1.5%
May 00 Jun 00 Jul 00 Aug 00 Sep 00 Oct 00 Nov 00 Dec 00 Jan 01
Gross Portfolio* -2.9% +3.6% +2.9% +5.2% -0.7% +2.5% +1.9% +0.1% +1.7%
All Ordinaries Accum. -1.3% +7.7% -1.3% +1.7% +0.2% -1.1% +1.1% -2.0% +4.4%
Feb 01 Mar 01 Apr 01 May 01 Jun 01 July 01 Aug 01 Sep 01 Oct 01
Gross Portfolio* -0.2% -3.7% +3.9% +6.7% +6.9% -1.0% +4.6% -2.9% +8.6%
All Ordinaries Accum. -0.2% -4.8% +5.7% +1.6% +3.8% -4.5% -1.3% -6.7% +6.8%
Nov 01 Dec 01 Jan 02 Feb 02 Mar 02 Apr 02 May 02 Jun 02 Jul 02
Gross Portfolio* +3.8% +3.3% +7.0% +3.1% +4.9% -0.4% +0.7% -2.2% -3.0%
All Ordinaries Accum. +3.4% +2.7% +1.3% -1.1% +0.8% -1.8% +0.9% -4.4% -4.1%
**Aug 02 ** **Sep 02 ** **Oct 02 ** **Nov 02 ** **Dec 02 ** Jan 03 Feb 03 Mar 03 Apr 03
Gross Portfolio* +3.9% -1.1% +1.1% +1.6% +1.5% +1.3% -1.7% -0.4% +3.8%
All Ordinaries Accum. +1.8% -4.1% +2.6% +1.5% -1.5% -1.3% -5.1% +3.4% +4.4%
May 03 Jun 03 Jul 03 Aug 03 Sept 03 Oct 03 Nov 03 Dec 03 Jan 04
Gross Portfolio* +1.5% +3.5% +3.6% +5.2% +3.7% +5.4% -0.7% +3.6% +2.5%
All Ordinaries Accum. +0.5% +1.3% +3.6% +3.5% -0.1% +3.5% -2.1% +3.7% -0.7%
Feb 04 Mar 04 Apr 04 May 04 Jun 04 Jul 04 Aug 04 Sep 04 Oct 04
Gross Portfolio* +2.7% +0.1% -1.3% -0.8% +1.0% +2.4% +1.2% +2.5% +2.9%
All Ordinaries Accum. +3.1% +2.0% -0.1% +1.6% +2.7% +0.6% +1.1% +3.8% +3.1%
Nov 04 Dec 04 Jan 05 Feb 05 Mar 05 Apr 05 May 05 Jun 05 Jul 05
Gross Portfolio* +3.3% +0.7% +2.7% -0.2% -0.8% -4.2% +0.0% +2.8% +2.2%
All Ordinaries Accum. +4.6% +3.0% +1.3% +1.8% -0.7% -3.8% +3.4% +4.5% +2.8%
Aug 05 Sep 05 Oct 05 Nov 05 Dec 05 Jan 06 Feb 06 Mar 06 Apr 06
Gross Portfolio* +4.0% +2.7% +0.1% +3.1% +0.8% +1.6% +4.9% +5.3% +2.1%
All Ordinaries Accum. +2.2% +4.8% -3.8% +4.4% +3.0% +3.7% +0.7% +4.8% +2.4%
May 06 Jun 06 Jul 06 Aug 06 Sep 06 Oct 06 Nov 06 Dec 06 Jan 07
Gross Portfolio* -2.3% +0.5% +0.4% +3.4% +2.4% +4.7% +3.6% +6.1% +3.8%
All Ordinaries Accum. -4.3% +1.9% -1.5% +3.2% +1.3% +4.8% +2.5% +3.6% +2.0%
Feb 07 Mar 07 Apr 07 May 07 Jun 07 Jul 07 Aug 07 Sep 07 Oct 07
Gross Portfolio* +0.4% +1.9% +2.6% +4.7% +3.3% +0.3% -4.2% +1.7% +3.1%
All Ordinaries Accum. +1.6% +3.3% +3.0% +3.2% -0.1% -1.9% +1.7% +5.8% +3.1%
Nov 07 Dec 07 Jan 08 Feb 08 Mar 08 Apr 08 May 08 Jun 08 Jul 08
Gross Portfolio* -4.8% -1.1% -9.5% -1.3% -5.3% +1.7% +2.3% -7.9% -1.6%
All Ordinaries Accum. -2.4% -2.4% -11.2% +0.3% -4.1% +4.6% +2.4% -7.3% -5.2%
Aug 08 Sep 08 Oct 08 Nov 08 Dec 08 Jan 09 Feb 09 Mar 09 Apr 09
Gross Portfolio* +1.7% -5.3% -9.2% -5.6% +3.1% -1.5% +1.1% +2.6% +5.2%
All Ordinaries Accum. +4.0% -10.6% -13.9% -7.2% -0.1% -4.9% -4.3% +8.1% +6.1%
May 09 Jun 09 Jul 09 Aug 09 Sep 09 Oct 09 Nov 09 Dec 09 Jan 10
Gross Portfolio* +3.6% +4.1% +8.2% +7.6% +6.9% +2.3% +0.6% +1.6% -2.4%
All Ordinaries Accum. +2.2% +3.9% +7.7% +6.5% +6.1% -1.9% +1.9% +3.7% -5.9%
Feb 10 Mar 10 Apr 10 May 10 Jun 10 Jul 10 Aug 10 Sept 10 Oct 10
Gross Portfolio* -0.5% +3.7% +0.8% -2.4% +0.7% +2.5% +1.5% +4.4% +1.4%
All Ordinaries Accum. +1.8% +5.8% -1.2% -7.6% -2.6% +4.2% -0.7% +5.0% +2.2%
Nov 10 Dec 10 Jan 11 Feb 11 Mar 11 Apr 11 May 11 Jun 11 Jul 11
Gross Portfolio* +2.3% +3.7% +1.4% +2.1% +0.1% +1.2% -1.4% -2.4% +0.2%
All Ordinaries Accum. -0.7% +3.8% +0.1% +2.2% +0.6% -0.6% -1.9% -2.4% -3.4%
Aug 11 Sept 11 Oct 11 Nov 11 Dec 11 Jan 12 Feb 12 Mar 12 Since
inception
Gross Portfolio* -1.8% -0.8% +2.6% +674.3%
All Ordinaries Accum. -2.0% -6.3% +7.2% +141.9%

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

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 34 086 587 395 Phone 02 9247 6755 | Fax 02 9247 6855 | [email protected] | www.wamfunds.com.au

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