ALLSTATE INVESTMENT MANAGEMENT CO

CIK

924192

Location

NORTHBROOK, IL

Portfolio Value

Micro $68,211,290

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

16 positions · $68,211,290 total · Communication Services 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	Δ Shares	Value (USD)	% Δ Value	% of Portfolio
GOOGL	Alphabet Inc. Communication Services	First	256,542	—	$22,634,700	—	33.18%
META	Meta Platforms, Inc. Communication Services	First	79,946	—	$9,620,701	—	14.10%
DIS	Walt Disney Co Communication Services	First	78,499	—	$6,819,993	—	10.00%
VZ	Verizon Communications Inc Communication Services	First	170,556	—	$6,719,906	—	9.85%
CMCSA	Comcast Corp Communication Services	First	177,021	—	$5,801,703	—	8.51%
T	At&T Inc. Communication Services	First	271,834	—	$5,004,463	—	7.34%
TMUS	T-Mobile US, Inc. Communication Services	First	27,762	—	$3,886,680	—	5.70%
CHTR	Charter Communications, Inc. /Mo/ Communication Services	First	5,203	—	$1,764,337	—	2.59%
EA	Electronic Arts Inc. Communication Services	First	10,744	—	$1,312,701	—	1.92%
TTD	Trade Desk, Inc. Communication Services	First	21,213	—	$950,978	—	1.39%
WBD	Warner Bros. Discovery, Inc. Communication Services	First	92,269	—	$874,710	—	1.28%
PINS	Pinterest, Inc. Communication Services	First	33,329	—	$809,228	—	1.19%
NFLX	Netflix Inc Communication Services	First	18,268	—	$538,686	—	0.79%
CABO	Cable One, Inc. Communication Services	First	729	—	$518,945	—	0.76%
RBLX	Roblox Corp Communication Services	First	16,766	—	$477,160	—	0.70%
SNAP	Snap Inc Communication Services	First	53,229	—	$476,399	—	0.70%