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
-5.7%
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
+78.1%
Annualised alpha
-5.7%
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 |
21 positions ·
$24,791,317 total
· Basic Materials 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 |
|---|---|---|---|---|---|---|
| APD |
Air Products & Chemicals, Inc.
Basic Materials
|
First | 8,603 | $2,651,960 | 10.70% | |
| CTVA |
Corteva, Inc.
Basic Materials
|
First | 43,884 | $2,579,501 | 10.40% | |
| SHW |
Sherwin Williams Co
Basic Materials
|
First | 9,370 | $2,223,782 | 8.97% | |
| FCX |
Freeport-Mcmoran Inc
Basic Materials
|
First | 40,845 | $1,552,110 | 6.26% | |
| NUE |
Nucor Corp
Basic Materials
|
First | 11,618 | $1,531,368 | 6.18% | |
| PPG |
Ppg Industries Inc
Basic Materials
|
First | 12,057 | $1,516,047 | 6.12% | |
| FMC |
Fmc Corp
Basic Materials
|
First | 11,999 | $1,497,475 | 6.04% | |
| MLM |
Martin Marietta Materials Inc
Basic Materials
|
First | 4,106 | $1,387,704 | 5.60% | |
| NEM |
NEWMONT Corp /DE/
Basic Materials
|
First | 26,811 | $1,265,479 | 5.10% | |
| LYB |
LyondellBasell Industries N.V.
Basic Materials
|
First | 15,127 | $1,255,994 | 5.07% | |
| DOW |
Dow Inc.
Basic Materials
|
First | 21,021 | $1,059,248 | 4.27% | |
| ALB |
Albemarle Corp
Basic Materials
|
First | 4,792 | $1,039,193 | 4.19% | |
| IFF |
International Flavors & Fragrances Inc
Basic Materials
|
First | 8,352 | $875,623 | 3.53% | |
| ECL |
Ecolab Inc.
Basic Materials
|
First | 5,834 | $849,197 | 3.43% | |
| CE |
Celanese Corp
Basic Materials
|
First | 7,496 | $766,391 | 3.09% | |
| VMC |
Vulcan Materials CO
Basic Materials
|
First | 3,674 | $643,354 | 2.60% | |
| DD |
DuPont de Nemours, Inc.
Basic Materials
|
First | 18,209 | $522,880 | 2.11% | |
| MOS |
Mosaic Co
Basic Materials
|
First | 11,385 | $499,459 | 2.01% | |
| CF |
CF Industries Holdings, Inc.
Basic Materials
|
First | 5,491 | $467,833 | 1.89% | |
| CLF |
Cleveland-Cliffs Inc.
Basic Materials
|
First | 24,841 | $400,188 | 1.61% | |
| EMN |
Eastman Chemical Co
Basic Materials
|
First | 2,536 | $206,531 | 0.83% |