Harris Associates Investment Trust - Oakmark Fund 13F holdings and portfolio analysis

BereitHarris Associates Investment Trust - Oakmark Fund · Bill Nygren

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Baseline

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Baselinetested
Strategie-Q&A-Referenz3 Referenz-Q&A

Vorbereitete Q&A zu diesem Fonds. Als Referenzkontext für Ihre eigene Analyse verwenden.

baseline13FChat AI
What does directly following the disclosed baseline portfolio expose an investor to?

Following Baseline means accepting the manager's disclosed sizing almost directly. Here that means broadly spread position sizing: top 5 14.48%, top 10 28.12%, top 20 53.30%, with COP 3.00%, ABNB 2.93%, TRGP 2.92%, MRK 2.84%, CRM 2.79%, ICE 2.77%. The baseline result is return 13.27%, alpha -0.19%, beta 1.06, Sharpe 0.70, Sortino 0.86, max drawdown -42.35%. That is the right reference case, but it is not automatically the safest case because the largest names and sector mix (Financials 35.00%, Health Care 12.76%, Industrials 12.10%, Energy 11.29%) still dominate the realized path.

↳Compare Baseline concentration and drawdown with each screen.
baseline13FChat AI
Which recent baseline periods best explain the risk-return trade-off?

The period rows show the character of the baseline. The strongest relative period was 2023-03-31 (12.85% vs SPY 7.90%, excess 4.95%, turnover 18.39%); the weakest was 2022-12-31 (-6.96% vs SPY -0.25%, excess -6.71%, turnover 20.37%). The latest rows (2025-03-31 (3.56% vs SPY 9.22%, excess -5.66%, turnover 15.59%); 2025-06-30 (1.54% vs SPY 4.20%, excess -2.66%, turnover 30.79%); 2025-09-30 (6.08% vs SPY 1.49%, excess 4.59%, turnover 20.68%)) show whether recent results are confirming or reversing the long-term profile.

↳Rank recent baseline periods by excess return and turnover.
baseline13FChat AI
What should a user inspect next before deciding whether the baseline is acceptable?

Before accepting Baseline, I would inspect three things: whether COP 3.00%, ABNB 2.93%, TRGP 2.92%, MRK 2.84% still have current theses, whether recent changes such as no large named moves and no large named moves indicate a shift, and whether max drawdown of -42.35% is acceptable for the user's risk budget.

↳Review the largest baseline holdings and explain whether each still deserves its weight.
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