Causeway Capital Management LLC 13F holdings and portfolio analysis
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Baseline
Analysis messagesPre-generated Q&A about this fund. Use as reference context for your own analysis.
A concentrated, cross-border stock portfolio with heavy single-name exposure. The baseline’s top 5 are 15.32% and top 10 are 24.81%, while SW is the largest holding at 22.3%. Sector-wise, Materials dominates at 25.9%, followed by Consumer Discretionary at 15.8%, Financials at 14.39%, Communication Services at 13.59%, and Industrials at 12.77%.
The most telling periods are the sharp drawdown in 2020-03-31, where optimized return was -3.77% versus SPY -0.25%, and the stronger rebound in 2024-06-30 and 2024-09-30, with optimized returns of 12.76% and 7.25% respectively. The 2025-06-30 period was weak again at 0.63% versus SPY 4.2%, while 2025-09-30 bounced back to 5.95% versus SPY 1.49%.
Inspect the lag-adjusted implementation risk, concentration, and the quality of the largest holdings. The baseline has 1,146 trades with estimated costs of 2.3145%, top-5 concentration of 15.32%, top-10 of 24.81%, and a max drawdown of -46.19%. The risk notes also warn that the 13F lag can reduce investability and replication accuracy.