ALLSTATE INVESTMENT MANAGEMENT CO

CIK

924192

Location

NORTHBROOK, IL

Portfolio Value

Mid $1,681,360,834

Diversification

Diversified

Filing Date

Dec 31, 2022

Global Rank

#915 / 6,944

Top Industry

Drug Manufacturers - General 6.0%

3Y Alpha vs SPY

-5.2%

Period ended 3 years ago

Filed Feb 14, 2023 · 3y

Clone Performance

Jun 2023–Jun 2026 · vs SPY

Hypothetical growth of cloning every reported 13F position and rebalancing on each filing, indexed to the same start.

Cloned portfolio

+54.6%

SPY

+76.3%

Annualised alpha

-5.2%

Max drawdown

−16.0%

Estimate. 13F holdings are quarter-lagged and long-only, so the clone rebalances about 45 days after each period end — when the filing becomes public — and excludes options and short positions. Past performance does not predict future results.

Portfolio Concentration

510 positions · as of Dec 31, 2022

Top Position

10.0%

of portfolio value

Top 5

23.1%

of portfolio value

Top 10

29.8%

of portfolio value

HHI

185

Diversified

Sector Breakdown

As of Dec 31, 2022

Sector	% Portfolio	Value	Positions
Technology	17.9%	$300,177,368	95
Real Estate	16.1%	$270,494,611	51
Healthcare	13.3%	$223,683,595	64
Financial Services	10.5%	$177,133,047	69
Unclassified	10.2%	$170,776,374	3
Consumer Cyclical	7.6%	$128,341,816	53
Industrials	6.6%	$110,344,850	61
Consumer Defensive	5.5%	$92,850,608	32
Energy	4.3%	$73,118,656	20
Communication Services	4.1%	$68,211,290	16
Utilities	2.5%	$41,437,302	25
Basic Materials	1.5%	$24,791,317	21

Portfolio Positions

Compact Export CSV View 13F filing

510 positions · $1,681,360,834 total · as of Dec 31, 2022

All sectors Basic Materials Communication Services Consumer Cyclical Consumer Defensive Energy Financial Services Healthcare Industrials Real Estate Technology Utilities

Showing 1–50 of 510 positions by value · page 1 of 11

Ticker	Company	Type	Shares	Δ Shares	Value (USD)	% Δ Value	% of Portfolio
SPY	Spdr S&P 500 ETF Trust	First	437,600	—	$167,351,367	—	9.95%
AAPL	Apple Inc. Technology	First	665,837	—	$86,512,201	—	5.15%
MSFT	Microsoft Corp Technology	First	292,745	—	$70,206,105	—	4.18%
PLD	Prologis, Inc. Real Estate	First	288,483	—	$32,520,687	—	1.93%
AMZN	Amazon Com Inc Consumer Cyclical	First	379,899	—	$31,911,516	—	1.90%
XOM	Exxon Mobil Corp Energy	First	222,046	—	$24,491,673	—	1.46%
UNH	Unitedhealth Group Inc Healthcare	First	44,714	—	$23,706,468	—	1.41%
GOOGL	Alphabet Inc. Communication Services	First	256,542	—	$22,634,700	—	1.35%
BRK-B	Berkshire Hathaway Inc Financial Services	First	69,002	—	$21,314,717	—	1.27%
JNJ	Johnson & Johnson Healthcare	First	112,267	—	$19,831,965	—	1.18%
SPG	Simon Property Group Inc. Real Estate	First	157,326	—	$18,482,658	—	1.10%
PSA	Public Storage Real Estate	First	60,599	—	$16,979,232	—	1.01%
JPM	Jpmorgan Chase & Co Financial Services	First	124,964	—	$16,757,672	—	1.00%
INVH	Invitation Homes Inc. Real Estate	First	544,974	—	$16,153,029	—	0.96%
V	Visa Inc. Financial Services	First	77,252	—	$16,049,875	—	0.95%
HD	Home Depot, Inc. Consumer Cyclical	First	49,250	—	$15,556,105	—	0.93%
CVX	Chevron Corp Energy	First	82,740	—	$14,851,002	—	0.88%
PG	PROCTER & GAMBLE Co Consumer Defensive	First	95,653	—	$14,497,168	—	0.86%
LLY	ELI LILLY & Co Healthcare	First	37,054	—	$13,555,835	—	0.81%
TSLA	Tesla, Inc. Consumer Cyclical	First	108,904	—	$13,414,794	—	0.80%
ABBV	AbbVie Inc. Healthcare	First	79,024	—	$12,771,068	—	0.76%
MA	Mastercard Inc Financial Services	First	35,943	—	$12,498,459	—	0.74%
WELL	Welltower Inc. Real Estate	First	188,267	—	$12,340,901	—	0.73%
MRK	Merck & Co., Inc. Healthcare	First	109,002	—	$12,093,771	—	0.72%
PFE	Pfizer Inc Healthcare	First	228,769	—	$11,722,123	—	0.70%
AVB	Avalonbay Communities Inc Real Estate	First	71,539	—	$11,554,978	—	0.69%
KO	Coca Cola Co Consumer Defensive	First	179,404	—	$11,411,888	—	0.68%
EQR	Equity Residential Real Estate	First	185,960	—	$10,971,640	—	0.65%
BAC	Bank Of America Corp /De/ Financial Services	First	321,109	—	$10,635,130	—	0.63%
DLR	Digital Realty Trust, Inc. Real Estate	First	103,402	—	$10,368,118	—	0.62%
O	Realty Income Corp Real Estate	First	163,215	—	$10,352,727	—	0.62%
UDR	UDR, Inc. Real Estate	First	263,283	—	$10,196,949	—	0.61%
META	Meta Platforms, Inc. Communication Services	First	79,946	—	$9,620,701	—	0.57%
PEP	Pepsico Inc Consumer Defensive	First	51,499	—	$9,303,809	—	0.55%
MAA	Mid America Apartment Communities Inc. Real Estate	First	56,816	—	$8,919,543	—	0.53%
TMO	Thermo Fisher Scientific Inc. Healthcare	First	16,160	—	$8,899,150	—	0.53%
SUI	Sun Communities Inc Real Estate	First	61,274	—	$8,762,182	—	0.52%
COST	Costco Wholesale Corp /New Consumer Defensive	First	17,737	—	$8,096,940	—	0.48%
BMY	Bristol Myers Squibb Co Healthcare	First	110,529	—	$7,952,561	—	0.47%
MCD	Mcdonalds Corp Consumer Cyclical	First	29,670	—	$7,818,935	—	0.47%
ABT	Abbott Laboratories Healthcare	First	69,284	—	$7,606,690	—	0.45%
EQIX	Equinix Inc Real Estate	First	11,587	—	$7,589,831	—	0.45%
VICI	Vici Properties Inc. Real Estate	First	231,575	—	$7,503,029	—	0.45%
COP	Conocophillips Energy	First	62,595	—	$7,386,210	—	0.44%
CSCO	Cisco Systems, Inc. Technology	First	152,182	—	$7,249,950	—	0.43%
NEE	Nextera Energy Inc Utilities	First	85,064	—	$7,111,350	—	0.42%
DIS	Walt Disney Co Communication Services	First	78,499	—	$6,819,993	—	0.41%
LMT	Lockheed Martin Corp Industrials	First	13,877	—	$6,751,021	—	0.40%
DHR	Danaher Corp /De/ Healthcare	First	28,598	—	$6,729,149	—	0.40%
VZ	Verizon Communications Inc Communication Services	First	170,556	—	$6,719,906	—	0.40%