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Allstate Investment Management Co Historical SEC 13F Holdings & Archive (Q4 2022)
Allstate Investment Management CoCIK: 0000924192
Diversified strategyLong-term holder
Total reported value
$3.3B
Reporting period: 2022-12-31 · Number of holdings: 631
ALLSTATE INVESTMENT MANAGEMENT CO disclosed 631 holdings in its latest 13F filing for the period ending 2022-12-31, with total reported value of $3.3B and a quarterly turnover rate of 0.0%.
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Personality snowflake
- Concentration
- 13.38
- Portfolio Stability
- 0
- Momentum
- 50
- Sector conviction
- 38.06
- Diversification
- 100
- Sizing Uniformity
- 57.15
Allstate Investment Management Co's disclosed holdings carry a Herfindahl concentration index of 0.033 — mathematically equivalent to about 30 equally-sized positions, well below its 631 actual disclosed holdings. That gap points to a strategy built around a small core of high-conviction bets rather than broad diversification.
Position sizes vary widely across the portfolio (a coefficient of variation of 4.29), with a handful of outsized bets alongside many smaller positions.
No strong tilt toward either adding to existing winners or initiating outsized new positions was observed in the latest reported quarter.
Sector classification currently covers about 48% of this portfolio's disclosed value; the remainder includes holdings (e.g. unmapped tickers, options, or other security types) not yet covered by our sector mapping.
Source and citation information
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Recent moves
View source Form 13F filing on SEC.govNo holding changes this quarter
Holdings Map
New buyAddUnchangedTrim
Top 10 holdings by weight
Full holdings list this quarter
Showing top 200 holdings (of 631 total)
| # | Ticker | Issuer | Asset Subclass | Weight | Weight Change | Shares Change | 4Q Trend |
|---|---|---|---|---|---|---|---|
| 1 | IGSB | Ishares 1-5y Inv Grade CORP | ETF-Other | 11.66% | — | — | — |
| 2 | USMV | Ishares Msci USA Min Vol Fac | ETF-Other | 9.38% | — | — | — |
| 3 | SPY | Ss Spdr S&p 500 ETF Trust-us | ETF-Large Cap & Growth | 5.09% | — | — | — |
| 4 | IGIB | Ishares 5-10y Inv Grade CORP | ETF-Corp Bonds | 3.58% | — | — | — |
| 5 | HYG | Ishr Ibx Usd Hiyld Cb Etf-ui | ETF-High Yield | 3.57% | — | — | — |
| 6 | IVV | Ishares Core S&p 500 ETF | ETF-Large Cap & Growth | 3.20% | — | — | — |
| 7 | SPSB | Ss Spdr P St C CORP ETF | ETF-Other | 2.74% | — | — | — |
| 8 | AAPL | Apple Inc | Stock-Tech | 2.63% | — | — | — |
| 9 | ITOT | Ishares Core S&p Total U.s. | ETF-Other | 2.29% | — | — | — |
| 10 | MSFT | Microsoft CORP | Stock-Tech | 2.13% | — | — | — |
| 11 | EFA | Ishares Msci Eafe ETF | ETF-Other | 1.96% | — | — | — |
| 12 | MUB | Ishares National Muni Bond E | ETF-Other | 1.94% | — | — | — |
| 13 | USHY | Ishares Broad Usd High Yield | ETF-High Yield | 1.81% | — | — | — |
| 14 | IEFA | Ishares Core Msci Eafe ETF | ETF-Other | 1.01% | — | — | — |
| 15 | PLD | Prologis Inc | Stock-Real Estate | 0.99% | — | — | — |
| 16 | AMZN | Amazon.com Inc | Stock-Consumer Disc | 0.97% | — | — | — |
| 17 | XOM | Exxon Mobil CORP | Stock-Energy | 0.74% | — | — | — |
| 18 | UNH | Unitedhealth Group Inc | Stock-Healthcare | 0.72% | — | — | — |
| 19 | GOOGL | Alphabet Inc-cl A | Stock-Comm Services | 0.69% | — | — | — |
| 20 | BRK-B | Berkshire Hathaway Inc-cl B | Stock-Other | 0.65% | — | — | — |
| 21 | JNJ | Johnson & Johnson | Stock-Healthcare | 0.60% | — | — | — |
| 22 | JNK | Ss Spdr Bb High Yield Bond | ETF-High Yield | 0.58% | — | — | — |
| 23 | SPG | Simon Property Group Inc | Stock-Real Estate | 0.56% | — | — | — |
| 24 | IEMG | Ishares Core Msci Emerging | ETF-Emerging Markets | 0.54% | — | — | — |
| 25 | PSA | Public Storage | Stock-Real Estate | 0.52% | — | — | — |
| 26 | JPM | Jpmorgan Chase & Co | Stock-Financials | 0.51% | — | — | — |
| 27 | INVH | Invitation Homes Inc | Stock-Real Estate | 0.49% | — | — | — |
| 28 | V | Visa Inc-class A Shares | Stock-Financials | 0.49% | — | — | — |
| 29 | EEM | Ishares Msci Emerging Market | ETF-Emerging Markets | 0.48% | — | — | — |
| 30 | HD | Home Depot Inc | Stock-Consumer Disc | 0.47% | — | — | — |
| 31 | NVDA | Nvidia CORP | Stock-Tech | 0.46% | — | — | — |
| 32 | CVX | Chevron CORP | Stock-Energy | 0.45% | — | — | — |
| 33 | GOOG | Alphabet Inc-cl C | Stock-Comm Services | 0.45% | — | — | — |
| 34 | PG | Procter & Gamble Co/the | Stock-Consumer Staples | 0.44% | — | — | — |
| 35 | LLY | Eli Lilly & Co | Stock-Healthcare | 0.41% | — | — | — |
| 36 | TSLA | Tesla Inc | Stock-Consumer Disc | 0.41% | — | — | — |
| 37 | ABBV | Abbvie Inc | Stock-Healthcare | 0.39% | — | — | — |
| 38 | MA | Mastercard Inc - A | Stock-Financials | 0.38% | — | — | — |
| 39 | WELL | Welltower Inc | Stock-Real Estate | 0.38% | — | — | — |
| 40 | MRK | Merck & Co. Inc. | Stock-Healthcare | 0.37% | — | — | — |
| 41 | PFE | Pfizer Inc | Stock-Healthcare | 0.36% | — | — | — |
| 42 | AVB | Avalonbay Communities Inc | Stock-Real Estate | 0.35% | — | — | — |
| 43 | KO | Coca-cola Co/the | Stock-Consumer Staples | 0.35% | — | — | — |
| 44 | EQR | Equity Residential | Stock-Real Estate | 0.33% | — | — | — |
| 45 | BAC | Bank Of America CORP | Stock-Financials | 0.32% | — | — | — |
| 46 | DLR | Digital Realty Trust Inc | Stock-Real Estate | 0.32% | — | — | — |
| 47 | O | Realty Income CORP | Stock-Real Estate | 0.31% | — | — | — |
| 48 | UDR | Udr Inc | Stock-Real Estate | 0.31% | — | — | — |
| 49 | AVGO | Broadcom Inc | Stock-Tech | 0.29% | — | — | — |
| 50 | META | Meta Platforms Inc-class A | Stock-Comm Services | 0.29% | — | — | — |
1–50 of 200
Portfolio Performance
Performance for Q3 2026
+2.9%
Performance Last 4 Quarters
+15.8%
- Stdev
- +9.6%
- Beta
- +0.72
- Alpha
- +0.4%
- Max Drawdown
- -4.5%
- Annualized Perf
- +15.2%
- Batting Avg vs S&P
- +38.9%
- Sortino
- +2.99
- Stutzer
- +0.44
- Treynor
- +0.21
- Sterling
- +1.08
- Calmar
- +3.38
- Information Ratio
- -1.17
- Tracking Error
- +4.5%
- Stdev Down
- +4.9%
- Winning Months %
- +69.4%
- Losing Months %
- +30.6%
- Best 12 Months
- +27.1%
- Worst 12 Months
- +7.8%
- Efficiency Ratio
- +0.59
- Sharpe
- +1.53
- Stdev Sectors
- +5.7%
- Skewness
- -0.13
- Kurtosis
- -0.05
- Upside Potential
- +4.53
Reported value over time
Not enough data yet to compute personality scores
Sector allocation
Sector allocation over time
Not enough sector-mapped data yet
Quarterly history
Holding changes this quarter
| # | Ticker | Issuer | Weight Change | Shares Change | Action |
|---|
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Data Source Notice: AlphaSMO is the web's most authoritative 13F / Inside Trader database. Institutional holdings and insider trades presented here are precisely computed to deliver accurate portfolio reporting.
Filing History
FAQ
What is Allstate Investment Management Co and what type of investor is it?
Allstate Investment Management Co is an investment manager that files SEC Form 13F quarterly, disclosing its U.S. public equity holdings to regulators. As of the most recent reporting period (2022-12-31), the firm manages a tracked equity portfolio valued at approximately $3.3B, spread across 631 disclosed positions.
What are Allstate Investment Management Co's largest equity positions?
Based on the latest 13F filing, Allstate Investment Management Co's top holdings by market value are:
1. Ishares 1-5y Inv Grade CORP (IGSB) — $383.4M (11.7%)
2. Ishares Msci USA Min Vol Fac (USMV) — $308.6M (9.4%)
3. Ss Spdr S&p 500 ETF Trust-us (SPY) — $167.4M (5.1%)
4. Ishares 5-10y Inv Grade CORP (IGIB) — $117.8M (3.6%)
5. Ishr Ibx Usd Hiyld Cb Etf-ui (HYG) — $117.2M (3.6%)
What changes did Allstate Investment Management Co make in its most recent portfolio filing?
No notable portfolio changes were recorded for Allstate Investment Management Co in the most recent quarter. Holdings appear to have remained relatively stable.
What sectors does Allstate Investment Management Co focus on?
Allstate Investment Management Co is concentrated in the following sectors based on its current disclosed equity portfolio:
• Information Technology: 20.6%
• Real Estate: 16.9%
• Health Care: 14.2%
• Financials: 11.3%
• Consumer Discretionary: 8.6%
• Industrials: 7.3%
Investment Profile
Allstate Investment Management Co returned an annualized 15.2% over the trailing 36 months — outperforming the S&P 500 by 0.4 points — based on a reconstructed track record of its disclosed 13F positions, with a beta of 0.72 (less volatile than the market) and a 39% quarterly batting average against the index.
Its portfolio is broadly diversified and long-term-holding.
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