THE OAKMARK FUND

Financial Highlights–Class I

For a share outstanding throughout each period

Period Ended
March 31,
2003
(Unaudited)
Year Ended
September 30,
2002
Year Ended
September 30,
2001
Year Ended
September 30,
2000
Year Ended
September 30,
1999
Year Ended
September 30,
1998

Net Asset Value, Beginning of Period $28.08 $32.01 $26.95 $34.37 $33.54 $41.21
Income From Investment Operations:
Net Investment Income 0.07 0.12 0.07 0.49 0.36 0.47
Net Gains or Losses on Securities (both realized and unrealized) 0.81 (3.85) 5.38 (2.91) 2.51 (1.73)






Total From Investment Operations: 0.88 (3.73) 5.45 (2.42) 2.87 (1.26)
Less Distributions:
Dividends (from net investment income) (0.11) (0.20) (0.39) (0.26) (0.44) (0.40)
Distributions (from capital gains) 0.00 0.00 0.00 (4.74) (1.60) (6.01)






Total Distributions (0.11) (0.20) (0.39) (5.00) (2.04) (6.41)






Net Asset Value, End of Period $28.85 $28.08 $32.01 $26.95 $34.37 $33.54












Total Return 3.12% (11.77)% 20.42% (7.55)% 7.98% (4.06)%
Ratios/Supplemental Data:
Net Assets, End of Period ($million) $3,665.0 $3,300.9 $3,109.1 $2,038.7 $4,772.8 $6,924.0
Ratio of Expenses to Average Net Assets 1.16%* 1.17% 1.15% 1.21% 1.11% 1.08%
Ratio of Net Investment Income to Average Net Assets 0.54%* 0.38% 0.73% 1.42% 1.02% 1.22%
Portfolio Turnover Rate 16% 44% 57% 50% 13% 43%

Financial Highlights–Class II

For a share outstanding throughout each period

Period Ended
March 31,
2003
(Unaudited)
Year Ended
September 30,
2002
April 5, 2001
through
September 30,
2001 (a)

Net Asset Value, Beginning of Period $28.04 $31.97 $32.09
Income From Investment Operations:
Net Investment Income 0.05 0.16 0.05
Net Gains or Losses on Securities (both realized and unrealized) 0.78 (3.92) (0.17)



Total From Investment Operations: 0.83 (3.76) (0.12)
Less Distributions:
Dividends (from net investment income) (0.10) (0.17) 0.00
Distributions (from capital gains) 0.00 0.00 0.00



Total Distributions (0.10) (0.17) 0.00



Net Asset Value, End of Period $28.77 $28.04 $31.97






Total Return 2.95% (11.85)% (0.37)%
Ratios/Supplemental Data:
Net Assets, End of Period ($million) $14.0 $7.7 $0.1
Ratio of Expenses to Average Net Assets 1.43%* 1.44% 1.32%*
Ratio of Net Investment Income to Average Net Assets 0.27%* 0.35% 0.46%*
Portfolio Turnover Rate 16% 44% 57%
* Data has been annualized.
(a) The date which Class II shares were first sold to the public was April 5, 2001.

  

THE OAKMARK SELECT FUND

Financial Highlights–Class I

For a share outstanding throughout each period

Period Ended
March 31,
2003
(Unaudited)
Year Ended
September 30,
2002
Year Ended
September 30,
2001
Year Ended
September 30,
2000
Year Ended
September 30,
1999
Year Ended
September 30,
1998

Net Asset Value, Beginning of Period $21.67 $25.20 $21.45 $20.92 $16.76 $16.34
Income From Investment Operations:
Net Investment Income 0.02 0.02 0.03 0.13 0.19 0.03
Net Gains or Losses on Securities (both realized and unrealized) 2.03 (3.50) 5.17 4.32 4.73 0.56






Total From Investment Operations: 2.05 (3.48) 5.20 4.45 4.92 0.59
Less Distributions:
Dividends (from net investment income) (0.02) (0.05) (0.09) (0.20) (0.05) 0.00
Distributions (from capital gains) 0.00 0.00 (1.36) (3.72) (0.71) (0.17)






Total Distributions (0.02) (0.05) (1.45) (3.92) (0.76) (0.17)






Net Asset Value, End of Period $23.70 $21.67 $25.20 $21.45 $20.92 $16.76












Total Return 9.47% (13.85)% 25.75% 24.53% 30.07% 3.64%
Ratios/Supplemental Data:
Net Assets, End of Period ($million) $4,068.7 $3,717.6 $4,161.4 $1,772.0 $1,638.9 $1,227.9
Ratio of Expenses to Average Net Assets 1.03%* 1.07% 1.08% 1.17% 1.16% 1.22%
Ratio of Net Investment Income to Average Net Assets 0.20%* 0.09% 0.26% 0.76% 0.98% 0.17%
Portfolio Turnover Rate 16% 32% 21% 69% 67% 56%

Financial Highlights–Class II

For a share outstanding throughout each period

Period Ended
March 31,
2003
(Unaudited)
Year Ended
September 30,
2002
Year Ended
September 30,
2001
December 31, 1999
through
September 30,
2000 (a)

Net Asset Value, Beginning of Period $21.56 $25.10 $21.40 $18.42
Income From Investment Operations:
Net Investment Income (Loss) (0.01) (0.04) 0.00 0.10
Net Gains or Losses on Securities (both realized and unrealized) 2.03 (3.50) 5.10 2.88




Total From Investment Operations: 2.02 (3.54) 5.10 2.98
Less Distributions:
Dividends (from net investment income) 0.00 0.00 (0.06) 0.00
Distributions (from capital gains) 0.00 0.00 (1.34) 0.00




Total Distributions 0.00 0.00 (1.40) 0.00




Net Asset Value, End of Period $23.58 $21.56 $25.10 $21.40








Total Return 9.37% (14.10)% 25.28% 16.18%
Ratios/Supplemental Data:
Net Assets, End of Period ($million) $71.1 $64.4 $35.4 $6.8
Ratio of Expenses to Average Net Assets 1.33%* 1.36% 1.40% 1.41%*
Ratio of Net Investment Income (Loss) to Average Net Assets (0.10)%* (0.19)% (0.08)% 0.59%*
Portfolio Turnover Rate 16% 32% 21% 69%
* Data has been annualized.
(a) The date which Class II shares were first sold to the public was December 31, 1999.

  

THE OAKMARK SMALL CAP FUND

Financial Highlights–Class I

For a share outstanding throughout each period

Period Ended
March 31,
2003
(Unaudited)
Year Ended
September 30,
2002
Year Ended
September 30,
2001
Year Ended
September 30,
2000
Year Ended
September 30,
1999
Year Ended
September 30,
1998

Net Asset Value, Beginning of Period $14.10 $14.57 $15.10 $13.88 $12.63 $20.34
Income From Investment Operations:
Net Investment Income (Loss) (0.06) (0.11) 0.00 0.00 0.14 (0.12)
Net Gains or Losses on Securities (both realized and unrealized) (0.15) (0.36) (0.02) 1.22 1.20 (4.73)






Total From Investment Operations: (0.21) (0.47) (0.02) 1.22 1.34 (4.85)
Less Distributions:
Dividends (from net investment income) 0.00 0.00 0.00 0.00 0.00 0.00
Distributions (from capital gains) 0.00 0.00 (0.51) 0.00 (0.09) (2.86)






Total Distributions 0.00 0.00 (0.51) 0.00 (0.09) (2.86)






Net Asset Value, End of Period $13.89 $14.10 $14.57 $15.10 $13.88 $12.63












Total Return (1.49)% (3.23)% 0.07% 8.79% 10.56% (26.37)%
Ratios/Supplemental Data:
Net Assets, End of Period ($million) $313.1 $356.9 $264.6 $248.7 $437.1 $618.0
Ratio of Expenses to Average Net Assets 1.37%* 1.33% 1.27% 1.50%(a) 1.48% 1.45%
Ratio of Net Investment Loss to Average Net Assets (0.75)%* (0.67)% (0.28)% (0.41)%(a) (0.44)% (0.40)%
Portfolio Turnover Rate 5% 22% 47% 28% 68% 34%
* Data has been annualized.
(a) If the Fund had paid all of its expenses and there had been no expense reimbursement by the Advisers, ratios would have been as follows:
September 30,
2000

Ratio of Expenses to Average Net Assets 1.59%
Ratio of Net Income (Loss) to Average Net Assets (0.50)%

Financial Highlights–Class II

For a share outstanding throughout each period

Period Ended
March 31,
2003
(Unaudited)
April 10, 2002
through
September 30,
2002 (a)

Net Asset Value, Beginning of Period $14.09 $19.71
Income From Investment Operations:
Net Investment Loss (0.06) (0.20)(b)
Net Gains or Losses on Securities (both realized and unrealized) (0.18) (5.42)


Total From Investment Operations: (0.24) (5.62)


Net Asset Value, End of Period $13.85 $14.09




Total Return (1.70)% $(28.51)%
Ratios/Supplemental Data:
Net Assets, End of Period ($million) $0.6 $0.5
Ratio of Expenses to Average Net Assets 1.75%*(c) 1.48%*
Ratio of Net Investment Loss to Average Net Assets (1.13)%*(c) (0.85)%*
Portfolio Turnover Rate 5% 22%
* Data has been annualized.
(a) The date which Class II shares were first sold to the public was April 10, 2002.
(b) Computed using average shares outstanding throughout the period.
(c) If the Fund had paid all of its expenses and there had been no expense reimbursement by the Advisers, ratios would have been as follows:
March 31,
2003

Ratio of Expenses to Average Net Assets 1.92%*
Ratio of Net Income (loss) to Average Net Assets (1.30)%*

  

THE OAKMARK EQUITY AND INCOME FUND

Financial Highlights–Class I

For a share outstanding throughout each period

Period Ended
March 31,
2003
(Unaudited)
Year Ended
September 30,
2002
Year Ended
September 30,
2001
Year Ended
September 30,
2000
Year Ended
September 30,
1999
Year Ended
September 30,
1998

Net Asset Value, Beginning of Period $17.18 $17.45 $16.50 $15.68 $13.99 $14.49
Income From Investment Operations:
Net Investment Income 0.09 0.33(a) 0.08 0.35 0.39 0.29
Net Gains or Losses on Securities (both realized and unrealized) 0.55 (0.40) 2.11 2.28 1.72 0.04






Total From Investment Operations: 0.64 (0.07) 2.19 2.63 2.11 0.33
Less Distributions:
Dividends (from net investment income) (0.24) (0.16) (0.24) (0.45) (0.21) (0.24)
Distributions (from capital gains) 0.00 (0.04) (1.00) (1.36) (0.21) (0.59)






Total Distributions (0.24) (0.20) (1.24) (1.81) (0.42) (0.83)






Net Asset Value, End of Period $17.58 $17.18 $17.45 $16.50 $15.68 $13.99












Total Return 3.70% (0.47)% 14.40% 18.51% 15.32% 2.57%
Ratios/Supplemental Data:
Net Assets, End of Period ($million) $2,784.6 $2,241.9 $620.1 $54.5 $60.3 $57.7
Ratio of Expenses to Average Net Assets 0.94%* 0.96% 0.98% 1.24% 1.18% 1.31%
Ratio of Net Investment Income to Average Net Assets 1.21%* 1.71% 2.07% 3.04% 2.65% 2.39%
Portfolio Turnover Rate 30% 73% 124% 87% 81% 46%

Financial Highlights – Class II

For a share outstanding throughout each period

Period Ended
March 31,
2003
(Unaudited)
Year Ended
September 30,
2002
Year Ended
September 30,
2001
July 13, 2000
through
September 30,
2000 (b)

Net Asset Value, Beginning of Period $17.15 $17.40 $16.49 $15.51
Income From Investment Operations:
Net Investment Income 0.09 0.30(a) 0.07 0.30
Net Gains or Losses on Securities (both realized and unrealized) 0.53 (0.40) 2.08 0.68




Total From Investment Operations: 0.62 (0.10) 2.15 0.98
Less Distributions:
Dividends (from net investment income) (0.22) (0.11) (0.24) 0.00
Distributions (from capital gains) 0.00 (0.04) (1.00) 0.00




Total Distributions (0.22) (0.15) (1.24) 0.00




Net Asset Value, End of Period $17.55 $17.15 $17.40 $16.49








Total Return 3.58% (0.60)% 14.07% 6.32%
Ratios/Supplemental Data:
Net Assets, End of Period ($million) $159.9 $118.7 $3.3 $0.4
Ratio of Expenses to Average Net Assets 1.18%* 1.20% 1.23% 1.32%*
Ratio of Net Investment Income to Average Net Assets 0.97%* 1.50% 1.95% 2.59%*
Portfolio Turnover Rate 30% 73% 124% 87%
* Data has been annualized.
(a) Computed using average shares outstanding throughout the period.
(b) The date which Class II shares were first sold to the public was July 13, 2000.

  

THE OAKMARK GLOBAL FUND

Financial Highlights–Class I

For a share outstanding throughout each period

 

Period Ended
March 31,
2003
(Unaudited)
Year Ended
September 30,
2002
Year Ended
September 30,
2001
Year Ended
September 30,
2000
August 4, 1999
through
September 30,
1999 (a)

Net Asset Value, Beginning of Period $11.30 $10.83 $10.91 $9.18 $10.00
Income From Investment Operations:
Net Investment Income (Loss) (0.05) 0.00(b)(c) 0.03 0.11 0.01
Net Gains or Losses on Securities (both realized and unrealized) 0.36(d) 0.76(d) 0.12 1.63 (0.83)





Total From Investment Operations: 0.31 0.76 0.15 1.74 (0.82)
Less Distributions:
Dividends (from net investment income) 0.00 0.00 (0.17) (0.01) 0.00
Distributions (from capital gains) 0.00 (0.29) (0.06) 0.00 0.00





Total Distributions 0.00 (0.29) (0.23) (0.01) 0.00





Net Asset Value, End of Period $11.61 $11.30 $10.83 $10.91 $9.18










Total Return 2.74% 6.84% 1.37% 18.97% (8.20)%
Ratios/Supplemental Data:
Net Assets, End of Period ($million) $206.5 $175.6 $48.2 $27.2 $24.0
Ratio of Expenses to Average Net Assets 1.39%* 1.55% 1.75%(e) 1.75%(e) 1.75%*(e)
Ratio of Net Investment Income (Loss) to Average Net Assets (0.82)%* (0.01)% 0.00(e) 0.54%(e) 0.98%*(e)
Portfolio Turnover Rate 40% 86% 114% 147% 7%
* Data has been annualized.
(a) The date which Fund shares were first offered for sale to the public was August 4, 1999.
(b) Amount rounds to less than $(0.01) per share.
(c) Computed using average shares outstanding throughout the period.
(d) The amount shown for a share outstanding does not correspond with the aggregate net realized and unrealized gain/loss for the period due to the timing of purchases and redemptions of Fund shares in relation to the fluctuating market values of the Fund.
(e) If the Fund had paid all of its expenses and there had been no expense reimbursement by the Advisers, ratios would have been as follows:
September 30,
2001
September 30,
2000
September 30,
1999

Ratio of Expenses to Average Net Assets 1.80% 1.96% 2.22%*
Ratio of Net Income (Loss) to Average Net Assets (0.05)% 0.34% 0.51%*

Financial Highlights–Class II

For a share outstanding throughout each period

Period Ended
March 31,
2003
(Unaudited)
October 10, 2001
through
September 30,
2002 (a)

Net Asset Value, Beginning of Period $11.24 $11.25
Income From Investment Operations:
Net Investment Loss (0.02) (0.03)
Net Gains or Losses on Securities (both realized and unrealized) 0.31(b) 0.31(b)


Total From Investment Operations: 0.29 0.28
Less Distributions:
Dividends (from net investment income) 0.00 0.00
Distributions (from capital gains) 0.00 (0.29)


Total Distributions 0.00 (0.29)


Net Asset Value, End of Period $11.53 $11.24




Total Return 2.58% 2.31%
Ratios/Supplemental Data:
Net Assets, End of Period ($million) $1.5 $0.6
Ratio of Expenses to Average Net Assets 1.58%* 1.86%*
Ratio of Net Investment Loss to Average Net Assets (0.96)%* (0.26)%*
Portfolio Turnover Rate 40% 86%
* Data has been annualized.
(a) The date which Class II shares were first offered for sale to the public was October 10, 2001.
(b) The amount shown for a share outstanding does not correspond with the aggregate net realized and unrealized gain/loss for the period due to the timing of purchases and redemptions of Fund shares in relation to the fluctuating market values of the Fund.

  

THE OAKMARK INTERNATIONAL FUND

Financial Highlights–Class I

For a share outstanding throughout each period

Period Ended
March 31,
2003
(Unaudited)
Year Ended
September 30,
2002
Year Ended
September 30,
2001
Year Ended
September 30,
2000
Year Ended
September 30,
1999
Year Ended
September 30,
1998

Net Asset Value, Beginning of Period $12.17 $12.51 $15.40 $13.95 $10.42 $18.77
Income From Investment Operations:
Net Investment Income (Loss) (0.02) 0.14 0.20 1.02 (0.34) 0.41
Net Gains or Losses on Securities (both realized and unrealized) (0.42) (0.31) (2.07) 0.92 4.89 (5.32)






Total From Investment Operations: (0.44) (0.17) (1.87) 1.94 4.55 (4.91)
Less Distributions:
Dividends (from net investment income) (0.13) (0.17) (0.51) (0.49) (0.24) (0.58)
Distributions (from capital gains) 0.00 0.00 (0.51) 0.00 (0.78) (2.86)






Total Distributions (0.13) (0.17) (1.02) (0.49) (1.02) (3.44)






Net Asset Value, End of Period $11.60 $12.17 $12.51 $15.40 $13.95 $10.42












Total Return (3.78)% (1.53)% (13.10)% 14.27% 46.41% (29.90)%
Ratios/Supplemental Data:
Net Assets, End of Period ($million) $1,581.7 $1,393.8 $738.5 $782.4 $811.1 $756.1
Ratio of Expenses to Average Net Assets 1.29%* 1.31% 1.30% 1.30% 1.29% 1.32%
Ratio of Net Investment Income (Loss) to Average Net Assets (0.25)%* 1.34% 1.40% 1.87% 1.94% 1.95%
Portfolio Turnover Rate 20% 24% 58% 64% 54% 43%

Financial Highlights–Class II

For a share outstanding throughout each period

Period Ended
March 31,
2003
(Unaudited)
Year Ended
September 30,
2002
Year Ended
September 30,
2001
November 4, 1999
through
September 30,
2000 (a)

Net Asset Value, Beginning of Period $12.13 $12.47 $15.37 $14.36
Income From Investment Operations:
Net Investment Income (Loss) (0.04) 0.15 0.17 0.96
Net Gains or Losses on Securities (both realized and unrealized) (0.42) (0.37) (2.10) 0.54




Total From Investment Operations: (0.46) (0.22) (1.93) 1.50
Less Distributions:
Dividends (from net investment income) (0.11) (0.12) (0.49) (0.49)
Distributions (from capital gains) 0.00 0.00 (0.48) 0.00




Total Distributions (0.11) (0.12) (0.97) (0.49)




Net Asset Value, End of Period $11.56 $12.13 $12.47 $15.37








Total Return (3.98)% (1.76)% (13.44)% 10.79%
Ratios/Supplemental Data:
Net Assets, End of Period ($million) $65.8 $48.5 $1.9 $0.1
Ratio of Expenses to Average Net Assets 1.75%* 1.58% 1.64% 1.50%*
Ratio of Net Investment Income (Loss) to Average Net Assets (0.70)%* 1.33% 0.62% 1.98%*
Portfolio Turnover Rate 20% 24% 58% 64%
* Data has been annualized.
(a) The date which Class II shares were first sold to the public was November 4, 1999.

  

THE OAKMARK INTERNATIONAL SMALL CAP FUND

Financial Highlights–Class I

For a share outstanding throughout each period

Period Ended
March 31,
2003
(Unaudited)
Year Ended
September 30,
2002
Year Ended
September 30,
2001
Year Ended
September 30,
2000
Year Ended
September 30,
1999
Year Ended
September 30,
1998

Net Asset Value, Beginning of Period $10.17 $10.00 $11.51 $12.64 $6.89 $12.20
Income From Investment Operations:
Net Investment Income (Loss) (0.01) 0.11 0.13 0.23 0.24 0.18
Net Gains or Losses on Securities (both realized and unrealized) (0.48) 0.36(a) (0.81) (0.66) 5.71 (4.09)






Total From Investment Operations: (0.49) 0.47 (0.68) (0.43) 5.95 (3.91)
Less Distributions:
Dividends (from net investment income) (0.09) (0.16) (0.34) (0.11) (0.20) (0.06)
Distributions (from capital gains) (0.27) (0.14) (0.49) (0.59) 0.00 (1.34)






Total Distributions (0.36) (0.30) (0.83) (0.70) (0.20) (1.40)






Net Asset Value, End of Period $9.32 $10.17 $10.00 $11.51 $12.64 $6.89












Total Return (5.19)% 4.68% (6.18)% (3.44)% 88.02% (35.20)%
Ratios/Supplemental Data:
Net Assets, End of Period ($million) $304.1 $357.7 $118.9 $90.3 $155.4 $51.8
Ratio of Expenses to Average Net Assets 1.64%* 1.64% 1.74% 1.77% 1.79% 1.96%
Ratio of Net Investment Income (Loss) to Average Net Assets (0.29)%* 1.28% 1.83% 1.99% 2.31% 2.17%
Portfolio Turnover Rate 17% 42% 49% 40% 126% 69%

Financial Highlights–Class II

For a share outstanding throughout each period

Period Ended
March 31,
2003
(Unaudited)
Year Ended
September 30,
2002
January 8, 2001
through
September 30,
2001 (b)