ALLSTATE INVESTMENT MANAGEMENT CO
Filing Date
Dec 31, 2022
Global Rank
#930
/ 6,949
· as of Dec 2022
Top Industry
Drug Manufacturers - General
6.1%
3Y Alpha vs SPY
-4.8%
Period ended 3 years ago
Filed Feb 14, 2023 · 3y
Clone Performance
Jul 2023–Jul 2026 · vs SPYHypothetical growth of cloning every reported 13F position and rebalancing on each filing, indexed to the same start.
Cloned portfolio
+56.5%
SPY
+76.5%
Annualised alpha
-4.8%
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
509 positions · as of Dec 31, 2022Top Position
10.1%
of portfolio value
Top 5
23.5%
of portfolio value
Top 10
29.9%
of portfolio value
HHI
190
Diversified
Sector Breakdown
As of Dec 31, 2022| Sector | % Portfolio | Value |
|---|---|---|
| Technology | 18.0% | $297,680,130 |
| Real Estate | 16.4% | $270,494,611 |
| Healthcare | 13.5% | $223,683,595 |
| Financial Services | 10.7% | $176,848,715 |
| Unclassified | 10.3% | $170,776,374 |
| Consumer Cyclical | 7.6% | $125,230,868 |
| Industrials | 6.7% | $110,282,225 |
| Consumer Defensive | 5.6% | $92,850,608 |
| Communication Services | 4.1% | $68,211,290 |
| Energy | 2.9% | $48,626,983 |
| Utilities | 2.5% | $41,437,302 |
| Basic Materials | 1.6% | $25,837,076 |
509 positions ·
$1,651,959,777 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 509 positions by value
· page 1 of 11
| Ticker | Company | Type | Shares | Value (USD) | % of Portfolio | History |
|---|---|---|---|---|---|---|
| SPY |
Spdr S&P 500 ETF Trust
|
First | 437,600 | $167,351,367 | 10.13% | |
| AAPL |
Apple Inc.
Technology
|
First | 665,837 | $86,512,201 | 5.24% | |
| MSFT |
Microsoft Corp
Technology
|
First | 292,745 | $70,206,105 | 4.25% | |
| PLD |
Prologis, Inc.
Real Estate
|
First | 288,483 | $32,520,687 | 1.97% | |
| AMZN |
Amazon Com Inc
Consumer Cyclical
|
First | 379,899 | $31,911,516 | 1.93% | |
| UNH |
Unitedhealth Group Inc
Healthcare
|
First | 44,714 | $23,706,468 | 1.44% | |
| GOOGL |
Alphabet Inc.
Communication Services
|
First | 256,542 | $22,634,700 | 1.37% | |
| BRK-B |
Berkshire Hathaway Inc
Financial Services
|
First | 69,002 | $21,314,717 | 1.29% | |
| JNJ |
Johnson & Johnson
Healthcare
|
First | 112,267 | $19,831,965 | 1.20% | |
| SPG |
Simon Property Group Inc.
Real Estate
|
First | 157,326 | $18,482,658 | 1.12% | |
| PSA |
Public Storage
Real Estate
|
First | 60,599 | $16,979,232 | 1.03% | |
| JPM |
Jpmorgan Chase & Co
Financial Services
|
First | 124,964 | $16,757,672 | 1.01% | |
| INVH |
Invitation Homes Inc.
Real Estate
|
First | 544,974 | $16,153,029 | 0.98% | |
| V |
Visa Inc.
Financial Services
|
First | 77,252 | $16,049,875 | 0.97% | |
| HD |
Home Depot, Inc.
Consumer Cyclical
|
First | 49,250 | $15,556,105 | 0.94% | |
| CVX |
Chevron Corp
Energy
|
First | 82,740 | $14,851,002 | 0.90% | |
| PG |
PROCTER & GAMBLE Co
Consumer Defensive
|
First | 95,653 | $14,497,168 | 0.88% | |
| LLY |
ELI LILLY & Co
Healthcare
|
First | 37,054 | $13,555,835 | 0.82% | |
| TSLA |
Tesla, Inc.
Consumer Cyclical
|
First | 108,904 | $13,414,794 | 0.81% | |
| ABBV |
AbbVie Inc.
Healthcare
|
First | 79,024 | $12,771,068 | 0.77% | |
| MA |
Mastercard Inc
Financial Services
|
First | 35,943 | $12,498,459 | 0.76% | |
| WELL |
Welltower Inc.
Real Estate
|
First | 188,267 | $12,340,901 | 0.75% | |
| MRK |
Merck & Co., Inc.
Healthcare
|
First | 109,002 | $12,093,771 | 0.73% | |
| PFE |
Pfizer Inc
Healthcare
|
First | 228,769 | $11,722,123 | 0.71% | |
| AVB |
Avalonbay Communities Inc
Real Estate
|
First | 71,539 | $11,554,978 | 0.70% | |
| KO |
Coca Cola Co
Consumer Defensive
|
First | 179,404 | $11,411,888 | 0.69% | |
| EQR |
Equity Residential
Real Estate
|
First | 185,960 | $10,971,640 | 0.66% | |
| BAC |
Bank Of America Corp /De/
Financial Services
|
First | 321,109 | $10,635,130 | 0.64% | |
| DLR |
Digital Realty Trust, Inc.
Real Estate
|
First | 103,402 | $10,368,118 | 0.63% | |
| O |
Realty Income Corp
Real Estate
|
First | 163,215 | $10,352,727 | 0.63% | |
| UDR |
UDR, Inc.
Real Estate
|
First | 263,283 | $10,196,949 | 0.62% | |
| META |
Meta Platforms, Inc.
Communication Services
|
First | 79,946 | $9,620,701 | 0.58% | |
| PEP |
Pepsico Inc
Consumer Defensive
|
First | 51,499 | $9,303,809 | 0.56% | |
| MAA |
Mid America Apartment Communities Inc.
Real Estate
|
First | 56,816 | $8,919,543 | 0.54% | |
| TMO |
Thermo Fisher Scientific Inc.
Healthcare
|
First | 16,160 | $8,899,150 | 0.54% | |
| SUI |
Sun Communities Inc
Real Estate
|
First | 61,274 | $8,762,182 | 0.53% | |
| COST |
Costco Wholesale Corp /New
Consumer Defensive
|
First | 17,737 | $8,096,940 | 0.49% | |
| BMY |
Bristol Myers Squibb Co
Healthcare
|
First | 110,529 | $7,952,561 | 0.48% | |
| MCD |
Mcdonalds Corp
Consumer Cyclical
|
First | 29,670 | $7,818,935 | 0.47% | |
| ABT |
Abbott Laboratories
Healthcare
|
First | 69,284 | $7,606,690 | 0.46% | |
| EQIX |
Equinix Inc
Real Estate
|
First | 11,587 | $7,589,831 | 0.46% | |
| VICI |
Vici Properties Inc.
Real Estate
|
First | 231,575 | $7,503,029 | 0.45% | |
| COP |
Conocophillips
Energy
|
First | 62,595 | $7,386,210 | 0.45% | |
| CSCO |
Cisco Systems, Inc.
Technology
|
First | 152,182 | $7,249,950 | 0.44% | |
| NEE |
Nextera Energy Inc
Utilities
|
First | 85,064 | $7,111,350 | 0.43% | |
| 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 | 0.41% | |
| DHR |
Danaher Corp /De/
Healthcare
|
First | 28,598 | $6,729,149 | 0.41% | |
| VZ |
Verizon Communications Inc
Communication Services
|
First | 170,556 | $6,719,906 | 0.41% | |
| AMGN |
Amgen Inc
Healthcare
|
First | 25,360 | $6,660,550 | 0.40% |