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
+54.3%
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 |
95 positions ·
$300,177,368 total
· Technology 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
Showing 1–50
of 95 positions by value
· page 1 of 2
| Ticker | Company | Type | Shares | Value (USD) | % of Portfolio | History |
|---|---|---|---|---|---|---|
| AAPL |
Apple Inc.
Technology
|
First | 665,837 | $86,512,201 | 28.82% | |
| MSFT |
Microsoft Corp
Technology
|
First | 292,745 | $70,206,105 | 23.39% | |
| CSCO |
Cisco Systems, Inc.
Technology
|
First | 152,182 | $7,249,950 | 2.42% | |
| ADBE |
Adobe Inc.
Technology
|
First | 19,711 | $6,633,342 | 2.21% | |
| TXN |
Texas Instruments Inc
Technology
|
First | 37,711 | $6,230,611 | 2.08% | |
| ACN |
Accenture plc
Technology
|
First | 22,300 | $5,950,532 | 1.98% | |
| CRM |
Salesforce, Inc.
Technology
|
First | 43,343 | $5,746,848 | 1.91% | |
| IBM |
International Business Machines Corp
Technology
|
First | 39,757 | $5,601,363 | 1.87% | |
| ORCL |
Oracle Corp
Technology
|
First | 65,685 | $5,369,091 | 1.79% | |
| QCOM |
Qualcomm Inc/De
Technology
|
First | 47,019 | $5,169,268 | 1.72% | |
| AMD |
Advanced Micro Devices Inc
Technology
|
First | 68,629 | $4,445,100 | 1.48% | |
| INTU |
Intuit Inc.
Technology
|
First | 10,216 | $3,976,271 | 1.32% | |
| INTC |
Intel Corp
Technology
|
First | 146,024 | $3,859,414 | 1.29% | |
| ADP |
Automatic Data Processing Inc
Technology
|
First | 15,070 | $3,599,620 | 1.20% | |
| AMAT |
Applied Materials Inc /De
Technology
|
First | 33,035 | $3,216,948 | 1.07% | |
| ADI |
Analog Devices Inc
Technology
|
First | 19,537 | $3,204,654 | 1.07% | |
| MU |
Micron Technology Inc
Technology
|
First | 45,422 | $2,270,191 | 0.76% | |
| ROP |
Roper Technologies Inc
Technology
|
First | 5,135 | $2,218,782 | 0.74% | |
| KLAC |
Kla Corp
Technology
|
First | 5,513 | $2,078,566 | 0.69% | |
| SNPS |
Synopsys Inc
Technology
|
First | 6,008 | $1,918,294 | 0.64% | |
| UBER |
Uber Technologies, Inc
Technology
|
First | 75,557 | $1,868,524 | 0.62% | |
| CDNS |
Cadence Design Systems Inc
Technology
|
First | 11,338 | $1,821,336 | 0.61% | |
| FIS |
Fidelity National Information Services, Inc.
Technology
|
First | 26,378 | $1,789,747 | 0.60% | |
| WDAY |
Workday, Inc.
Technology
|
First | 10,522 | $1,760,646 | 0.59% | |
| ADSK |
Autodesk, Inc.
Technology
|
First | 9,380 | $1,752,840 | 0.58% | |
| ENPH |
Enphase Energy, Inc.
Technology
|
First | 6,269 | $1,661,034 | 0.55% | |
| PAYX |
Paychex Inc
Technology
|
First | 14,143 | $1,634,365 | 0.54% | |
| XYZ |
Block, Inc.
Technology
|
First | 24,113 | $1,515,260 | 0.50% | |
| SNOW |
Snowflake Inc.
Technology
|
First | 10,546 | $1,513,772 | 0.50% | |
| APH |
Amphenol Corp /De/
Technology
|
First | 39,537 | $1,505,173 | 0.50% | |
| NVDA |
Nvidia Corp
Technology
|
First | 102,729 | $1,501,281 | 0.50% | |
| MCHP |
Microchip Technology Inc
Technology
|
First | 20,590 | $1,446,447 | 0.48% | |
| VRSN |
Verisign Inc/Ca
Technology
|
First | 6,754 | $1,387,541 | 0.46% | |
| MSI |
Motorola Solutions, Inc.
Technology
|
First | 5,240 | $1,350,400 | 0.45% | |
| LDOS |
Leidos Holdings, Inc.
Technology
|
First | 11,917 | $1,253,549 | 0.42% | |
| TYL |
Tyler Technologies Inc
Technology
|
First | 3,689 | $1,189,370 | 0.40% | |
| FTNT |
Fortinet, Inc.
Technology
|
First | 24,286 | $1,187,342 | 0.40% | |
| NXPI |
NXP Semiconductors N.V.
Technology
|
First | 7,349 | $1,161,362 | 0.39% | |
| CTSH |
Cognizant Technology Solutions Corp
Technology
|
First | 19,942 | $1,140,482 | 0.38% | |
| BR |
Broadridge Financial Solutions, Inc.
Technology
|
First | 8,345 | $1,119,314 | 0.37% | |
| GLW |
Corning Inc /Ny
Technology
|
First | 34,844 | $1,112,917 | 0.37% | |
| SWKS |
Skyworks Solutions, Inc.
Technology
|
First | 11,794 | $1,074,787 | 0.36% | |
| IT |
Gartner Inc
Technology
|
First | 3,148 | $1,058,168 | 0.35% | |
| TER |
Teradyne, Inc
Technology
|
First | 11,889 | $1,038,504 | 0.35% | |
| GDDY |
GoDaddy Inc.
Technology
|
First | 13,303 | $995,330 | 0.33% | |
| CDW |
CDW Corp
Technology
|
First | 5,480 | $978,618 | 0.33% | |
| AVGO |
Broadcom Inc.
Technology
|
First | 17,224 | $963,045 | 0.32% | |
| ON |
On Semiconductor Corp
Technology
|
First | 14,692 | $916,340 | 0.31% | |
| GRMN |
Garmin Ltd
Technology
|
First | 9,908 | $914,409 | 0.30% | |
| HPQ |
Hp Inc
Technology
|
First | 33,387 | $897,108 | 0.30% |