Third Avenue Management LLC 13F holdings and portfolio analysis

ReadyThird Avenue Management

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Baseline

Analysis messages
Branch:
Baselinetested
Strategy Q&A reference3 reference Q&A

Pre-generated Q&A about this fund. Use as reference context for your own analysis.

baseline13FChat AI
What does directly following Third Avenue Management LLC expose an investor to as of 2026-03-31?

The baseline is a direct read-through of the disclosed fund portfolio. It is led by TDW (Tidewater Inc.) 23.10%, VAL (Valaris Limited) 14.95%, and HOG (Harley-Davidson, Inc.) 8.88%, with sector exposure of Energy 39.92%, Real Estate 22.46%, and Consumer Discretionary 15.28%. The baseline metrics show return 7.71%, alpha -0.81%, beta 0.65, Sharpe 0.57, Sortino 0.73, and max drawdown -38.20%, so this should be treated as an equity exposure with its own concentration and timing risk rather than a neutral benchmark clone.

Compare the baseline holdings with the benchmark sector weights and identify the largest active risks.
baseline13FChat AI
Which holdings or sectors dominate the baseline risk profile?

Concentration is the first item to inspect: top 5 59.36%, top 10 77.18%, top 20 97.03%. The largest names are TDW (Tidewater Inc.) 23.10%, VAL (Valaris Limited) 14.95%, HOG (Harley-Davidson, Inc.) 8.88%, RHI (Robert Half Inc.) 6.89%, and CBRE 5.54%, and the largest sector exposures are Energy 39.92%, Real Estate 22.46%, and Consumer Discretionary 15.28%. If those exposures reverse, baseline performance can diverge sharply from a broad index.

Show the top holdings, sector weights, and concentration metrics for the latest disclosed period.
baseline13FChat AI
Which recent periods best explain the baseline risk-return trade-off?

The strongest recent period was 2025-09-30 (9.19% strategy return, 1.46% benchmark, 7.73% excess, 8.63% turnover), while the weakest was 2024-06-30 (0.71% strategy return, 9.83% benchmark, -9.12% excess, 10.57% turnover). Those periods should be read alongside baseline metrics of return 7.71%, alpha -0.81%, beta 0.65, Sharpe 0.57, Sortino 0.73, and max drawdown -38.20% to judge whether returns came from persistent exposure or a narrow timing window.

Show the worst drawdown windows and the top holdings active during those periods.
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