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RiskModels / 13F Filers / Berkshire Hathaway

Berkshire Hathaway · Warren Buffett

Latest 13F holdings with ERM3 risk decomposition — how much of the portfolio's return is market beta versus genuine stock-picking, and where the residual risk concentrates.

Reported AUM
$177M
Holdings
22
Top-10 weight
98%
As of
2025-12-31
Filed
2026-03-16

Return attribution — beta or stock-picking?

Sum of monthly ERM3 attribution over the trailing 12 months (2025-01-31 → 2025-12-31), modeled subset of holdings. Stock selection (residual return) detracted about 5% of the gross return over this window — the factor legs carried the book.

Gross

+19.1%

Market

+17.8%

Sector

-5.0%

Subsector

+6.3%

Stock selection

-1.0%

Top holdings

22 reported positions; top 15 shown. “Stock-specific” is the share of each position's variance not explained by market, sector, or subsector factors.

#HoldingWeightValueStock-specific
1AAPL35.1%$62M78%
2AXP31.8%$56M44%
3KO15.8%$28M53%
4MCO7.1%$13M68%
5KR1.8%$3M69%
6V1.6%$3M54%
7MA1.3%$2M51%
8VRSN1.2%$2M91%
9COF1.0%$2M43%
10DPZ0.8%$1M91%
11AON0.7%$1M54%
12NUE0.6%$1M70%
13AMZN0.3%$52534648%
14LPX0.3%$45748973%
15NYT0.2%$35166494%

100% of reported AUM is in the ERM3 model universe; attribution and risk shares cover that subset. Source: SEC Form 13F-HR, filed 2026-03-16.

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© 2026 RiskModels · Blue Water Macro Corp.|System Status:Operational|Holdings-based. Evidence, not opinion.

Informational use only — not investment advice. Blue Water Macro Corp.