Subject: Re: The Berkshire Problem
BRK could invest as much as they'd like in a factor-mimicking fund.
They wouldn't even have to get that fancy if they were willing (and able) to use the cash.
In 2012 Berkshire held $42 billion in cash, plus $31bn fixed and $87bn equities.
It's still in cash, and with interest it's now about $50 billion.
In SPY it would be over $150 billion.
I've long thought Berkshire could create their own value-weighted quant fund and soak up any amount of cash.