ALLSTATE INVESTMENT MANAGEMENT CO
Filing Date
Dec 31, 2022
Global Rank
#915
/ 6,945
Top Industry
Drug Manufacturers - General
6.0%
3Y Alpha vs SPY
-5.4%
Period ended 3 years ago
Filed Feb 14, 2023 · 3y
Clone Performance
Jun 2023–Jun 2026 · vs SPYHypothetical growth of cloning every reported 13F position and rebalancing on each filing, indexed to the same start.
Cloned portfolio
+54.2%
SPY
+76.8%
Annualised alpha
-5.4%
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, 2022Top 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 |
|---|---|---|
| Technology | 17.9% | $300,177,368 |
| Real Estate | 16.1% | $270,494,611 |
| Healthcare | 13.3% | $223,683,595 |
| Financial Services | 10.5% | $177,133,047 |
| Unclassified | 10.2% | $170,776,374 |
| Consumer Cyclical | 7.6% | $128,341,816 |
| Industrials | 6.6% | $110,344,850 |
| Consumer Defensive | 5.5% | $92,850,608 |
| Energy | 4.3% | $73,118,656 |
| Communication Services | 4.1% | $68,211,290 |
| Utilities | 2.5% | $41,437,302 |
| Basic Materials | 1.5% | $24,791,317 |
32 positions ·
$92,850,608 total
· Consumer Defensive only
· as of Dec 31, 2022
All sectors
Basic Materials
Communication Services
Consumer Cyclical
Consumer Defensive
Energy
Financial Services
Healthcare
Industrials
Real Estate
Technology
Utilities
| Ticker | Company | Type | Shares | Value (USD) | % of Portfolio | History |
|---|---|---|---|---|---|---|
| NWL |
Newell Brands Inc.
Consumer Defensive
|
First | 35,803 | $468,303 | 0.50% | |
| LW |
Lamb Weston Holdings, Inc.
Consumer Defensive
|
First | 5,678 | $507,386 | 0.55% | |
| CCEP |
COCA-COLA EUROPACIFIC PARTNERS plc
Consumer Defensive
|
First | 10,053 | $556,131 | 0.60% | |
| CPB |
CAMPBELL'S Co
Consumer Defensive
|
First | 9,854 | $559,214 | 0.60% | |
| MKC |
Mccormick & Co Inc
Consumer Defensive
|
First | 6,921 | $573,681 | 0.62% | |
| MNST |
Monster Beverage Corp
Consumer Defensive
|
First | 15,930 | $808,686 | 0.87% | |
| TSN |
Tyson Foods, Inc.
Consumer Defensive
|
First | 13,092 | $814,977 | 0.88% | |
| CLX |
Clorox Co /De/
Consumer Defensive
|
First | 6,709 | $941,473 | 1.01% | |
| CAG |
Conagra Brands Inc.
Consumer Defensive
|
First | 24,380 | $943,506 | 1.02% | |
| TAP |
Molson Coors Beverage Co
Consumer Defensive
|
First | 21,043 | $1,084,135 | 1.17% | |
| KHC |
Kraft Heinz Co
Consumer Defensive
|
First | 27,609 | $1,123,962 | 1.21% | |
| KDP |
Keurig Dr Pepper Inc.
Consumer Defensive
|
First | 31,877 | $1,136,733 | 1.22% | |
| SYY |
Sysco Corp
Consumer Defensive
|
First | 17,251 | $1,318,838 | 1.42% | |
| EL |
Estee Lauder Companies Inc
Consumer Defensive
|
First | 6,691 | $1,660,104 | 1.79% | |
| GIS |
General Mills Inc
Consumer Defensive
|
First | 19,904 | $1,668,950 | 1.80% | |
| KR |
Kroger Co
Consumer Defensive
|
First | 37,780 | $1,684,232 | 1.81% | |
| DLTR |
Dollar Tree, Inc.
Consumer Defensive
|
First | 12,039 | $1,702,796 | 1.83% | |
| KMB |
Kimberly Clark Corp
Consumer Defensive
|
First | 12,818 | $1,740,043 | 1.87% | |
| STZ |
Constellation Brands, Inc.
Consumer Defensive
|
First | 7,831 | $1,814,834 | 1.95% | |
| CL |
Colgate Palmolive Co
Consumer Defensive
|
First | 23,543 | $1,854,952 | 2.00% | |
| DG |
Dollar General Corp
Consumer Defensive
|
First | 7,785 | $1,917,056 | 2.06% | |
| TGT |
Target Corp
Consumer Defensive
|
First | 17,873 | $2,663,791 | 2.87% | |
| WMT |
Walmart Inc.
Consumer Defensive
|
First | 59,978 | $2,834,758 | 3.05% | |
| HSY |
Hershey Co
Consumer Defensive
|
First | 12,781 | $2,959,696 | 3.19% | |
| MO |
Altria Group, Inc.
Consumer Defensive
|
First | 71,111 | $3,250,483 | 3.50% | |
| MDLZ |
Mondelez International, Inc.
Consumer Defensive
|
First | 48,802 | $3,252,653 | 3.50% | |
| ADM |
Archer-Daniels-Midland Co
Consumer Defensive
|
First | 36,444 | $3,383,825 | 3.64% | |
| PM |
Philip Morris International Inc.
Consumer Defensive
|
First | 62,401 | $6,315,605 | 6.80% | |
| COST |
Costco Wholesale Corp /New
Consumer Defensive
|
First | 17,737 | $8,096,940 | 8.72% | |
| PEP |
Pepsico Inc
Consumer Defensive
|
First | 51,499 | $9,303,809 | 10.02% | |
| KO |
Coca Cola Co
Consumer Defensive
|
First | 179,404 | $11,411,888 | 12.29% | |
| PG |
PROCTER & GAMBLE Co
Consumer Defensive
|
First | 95,653 | $14,497,168 | 15.61% |