Addendum to the 2012 Illinois Municipal Retirement Fund Comprehensive Annual Financial Report for the Year Ending December 31, 2
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Addendum to the 2012 Illinois Municipal Retirement Fund Comprehensive Annual Financial Report For the year ending December 31, 2012 IMRF... lighting the way to secure retirement. Inside front cover. Illinois Municipal Retirement Fund Investment Portfolio as of December 31, 2012 Interest Asset Description Rate Maturity Date Par Value Cost Value Market Value FIXED INCOME U.S. Securities Corporate Bonds Access Midstream 4.88% 05/15/2023 $ 840,000 $ 840,000 $ 852,600 Access Midstream 4.88% 5/15/2023 200,000 200,000 203,000 Actuant Corp Sr NT 5.63% 06/15/2022 650,000 650,000 672,750 Ads Waste Hldgs Inc Term Loan B 0.00% 10/09/2019 270,000 267,300 273,038 Advancepierre Foods Inc Term Loan 0.00% 06/17/2017 695,000 689,788 702,384 AEP Inds Inc 8.25% 04/15/2019 1,275,000 1,285,881 1,364,250 Aeroflex Intl Inc Term Loan B 3.00% 05/09/2018 288,551 287,108 290,835 AES Corp 7.75% 10/15/2015 300,000 313,875 336,750 AES Corp 8.00% 10/15/2017 100,000 113,375 115,500 AES Corp 9.75% 4/15/2016 100,000 110,375 119,500 AES Corp Term Loan B 0.00% 06/01/2018 767,288 764,786 774,823 Aetna Inc 4.13% 11/15/2042 675,000 669,593 669,346 Affinia Group Inc 9.00% 11/30/2014 1,895,000 1,843,494 1,895,000 AFLAC Inc 6.45% 08/15/2040 3,000,000 2,984,970 3,794,010 AFLAC Inc 8.50% 5/15/2019 3,055,000 3,639,599 4,160,711 Ahold Lease 8.62% 1/2/2025 282,296 348,930 355,270 Alere Inc 9.00% 05/15/2016 145,000 151,525 152,975 Alere Inc Sr Sub NT 8.63% 10/01/2018 860,000 861,199 864,300 Aleris Intl Inc 6.00% 06/01/2020 7,630 - 15,194 Aleris Intl Inc Sr 9.00% 12/15/2014 640,000 640,000 64 Alion Sci & Tech 10.25% 02/01/2015 190,000 190,000 97,375 Alion Science & Technology Corp Sr Secd 10.00% 11/01/2014 184,324 176,750 177,412 Allegheny Technologies Inc 5.95% 01/15/2021 7,115,000 7,780,982 7,881,784 Allegy Sr NT 9.38% 06/01/2019 645,000 639,866 820,618 Alliance Data Sys 5.25% 12/01/2017 950,000 939,664 964,250 Alliant 6.88% 09/15/2020 1,287,000 1,300,770 1,414,091 Alliant Energy 4.00% 10/15/2014 770,000 816,017 811,411 Allstate Corp Sr NT 7.45% 5/16/2019 1,980,000 2,362,888 2,596,513 Allstate Life Gl Fdg Secd Med Trm 5.38% 04/30/2013 9,160,000 9,189,859 9,311,653 Ally Finl Inc 4.50% 02/11/2014 3,875,000 3,875,000 3,986,406 Ally Finl Inc 8.30% 02/12/2015 1,246,000 1,311,644 1,387,733 Ally Finl Inc 5.50% 02/15/2017 1,650,000 1,654,158 1,765,109 Ally Finl Inc 8.00% 03/15/2020 4,600,000 4,904,001 5,635,000 Ally Finl Inc 7.50% 09/15/2020 6,630,000 7,027,886 8,005,725 Ally Finl Inc 8.00% 11/01/2031 8,862,000 7,308,210 11,221,508 Ally Finl Inc Gtd NT 6.25% 12/01/2017 11,900,000 12,220,563 13,175,882 Alon USA Partners Lp Tranche B Term Ln 0.00% 11/13/2018 341,667 324,583 343,375 Alphabet Hldg Co Inc Sr 7.75% 11/01/2017 2,034,000 2,032,329 2,095,020 Altria Group Inc 4.75% 05/05/2021 1,740,000 1,737,593 1,971,897 Altria Group Inc 9.25% 08/06/2019 420,000 538,950 584,280 Altria Group Inc 2.85% 08/09/2022 1,300,000 1,298,544 1,286,388 Altria Group Inc 8.50% 11/10/2013 4,400,000 4,540,298 4,688,037 Altria Group Inc 9.70% 11/10/2018 3,701,000 3,743,269 5,181,134 Altria Group Inc 2.85% 8/9/2022 405,000 404,546 400,759 Altria Group Inc 4.25% 8/9/2042 145,000 143,182 140,620 AMC Networks Inc 7.75% 07/15/2021 225,000 225,000 257,625 AMC Networks Inc 4.75% 12/15/2022 1,330,000 1,330,000 1,336,650 Amer Stores Co New 8 Bd 8.00% 06/01/2026 1,665,000 1,418,330 1,444,388 Amerada Hess Corp 7.88% 10/01/2029 90,000 103,983 125,135 Ameren Ill Co 9.75% 11/15/2018 547,000 699,965 759,730 American Express Co Sub 6.80% 09/01/2066 620,000 647,928 665,725 American Express Co Sub 6.80% 9/1/2066 345,000 370,575 370,444 American Express Cr Corp Tranche # TR 7.30% 08/20/2013 5,000,000 4,991,750 5,214,790 American Honda Fin Corp Medium Term Nts 0.53% 11/03/2014 10,000,000 10,000,000 10,003,100 American Petroleum Tan 10.25% 05/01/2015 701,000 704,505 732,545 Page 1 Illinois Municipal Retirement Fund Investment Portfolio as of December 31, 2012 Interest Asset Description Rate Maturity Date Par Value Cost Value Market Value FIXED INCOME U.S. Securities Corporate Bonds American Renal Hldgs Inc Sr Secd NT 8.38% 05/15/2018 $ 650,000 $ 645,320 $ 684,125 American Rock Salt Co 8.25% 05/01/2018 1,020,000 1,008,000 923,100 Americredit 0.51% 01/08/2016 2,480,000 2,479,942 2,479,896 Americredit 3.03% 07/09/2018 1,630,000 1,629,477 1,667,989 Americredit 0.90% 09/08/2014 520,144 520,108 520,207 Americredit 0.71% 12/08/2015 3,660,000 3,659,760 3,666,226 Americredit 1.78% 3/8/2017 220,000 219,944 223,425 Americredit 1.59% 7/10/2017 195,000 194,958 197,255 Amerigas Fin Corp / Amerigas Fin Llc Gtdsr 7.00% 05/20/2022 490,000 490,000 545,125 Amerigas Partners 6.50% 05/20/2021 340,000 340,000 368,900 Amerigas Partners 6.25% 08/20/2019 485,000 485,000 518,950 Amerigroup Corp 7.50% 11/15/2019 1,300,000 1,306,188 1,560,000 Amern 10.50% 12/15/2016 515,000 503,794 505,988 Amern Airls Pass 5.25% 07/31/2022 4,965,615 4,920,374 5,220,102 Amern Axle & Mfg 6.63% 10/15/2022 250,000 250,000 253,750 Amern Express Bk Fsb Medium Term Bk N 0.51% 06/12/2017 6,375,000 6,265,350 6,250,369 Amern Express Co 8.15% 03/19/2038 4,000,000 3,985,320 6,509,236 Amern Express Co 8.13% 5/20/2019 885,000 1,106,480 1,198,923 Amern Express Co Sr 2.65% 12/02/2022 1,242,000 891,108 1,237,054 Amern Finl Group 9.88% 06/15/2019 2,000,000 2,000,000 2,596,480 Amern Honda Fin 1.00% 08/11/2015 1,580,000 1,576,698 1,588,906 Amern Intl Group 3.00% 03/20/2015 710,000 708,892 738,766 Amern Intl Group 3.80% 03/22/2017 2,530,000 2,524,864 2,738,305 Amern Intl Group 4.88% 06/01/2022 705,000 804,201 804,843 Amern Intl Group 6.40% 12/15/2020 6,500,000 7,428,265 8,065,187 Amern Intl Group Inc Medium Term Nts 5.85% 01/16/2018 350,000 348,072 413,769 Amern Intl Group Inc Medium Term Nts 5.45% 05/18/2017 1,200,000 1,233,920 1,378,218 Amern Intl Group Step Cpn 4.25% 5/15/2013 220,000 227,933 222,672 Amern Renal Assocs 9.75% 03/01/2016 576,646 571,226 608,362 Amern Seafoods 10.75% 05/15/2016 1,090,000 1,078,152 1,117,250 Amern Tire Distrs 9.75% 06/01/2017 2,135,000 2,176,203 2,263,100 Amgen Inc 6.40% 02/01/2039 2,000,000 1,990,660 2,589,316 Amgen Inc 5.38% 05/15/2043 1,685,000 1,775,542 1,986,662 Amortizing Residential Coll Tr 2004-1 Cla5 Fltg 1.20% 10/25/2034 1,343,221 1,197,146 1,290,540 Amphenol Corp New 4.00% 2/1/2022 200,000 199,492 211,496 Anadarko Pete Corp 8.70% 03/15/2019 4,000,000 3,940,000 5,397,872 Anadarko Pete Corp 5.95% 09/15/2016 1,130,000 1,280,404 1,300,778 Anadarko Pete Corp 6.38% 09/15/2017 5,779,000 6,407,090 6,902,987 Anadarko Pete Corp 6.95% 6/15/2019 565,000 648,157 714,057 Anheuser Busch 3.63% 04/15/2015 2,925,000 2,919,062 3,121,130 Anheuser Busch 5.00% 04/15/2020 560,000 556,534 670,135 Anheuser Busch 2.50% 07/15/2022 1,335,000 1,328,565 1,343,357 Anheuser Busch 3.75% 7/15/2042 140,000 138,729 140,647 Anheuser Busch Gtd NT 5.38% 01/15/2020 1,250,000 1,241,813 1,521,293 Anheuser Busch Gtd NT 5.38% 1/15/2020 775,000 814,482 943,201 Anixter Inc 5.63% 5/1/2019 100,000 100,000 105,250 ANR Pipeline Co 7.38% 02/15/2024 485,000 451,320 646,951 AOL Time Warner 7.70% 5/1/2032 305,000 420,912 426,444 Aon Corp 5.00% 09/30/2020 2,500,000 2,490,925 2,853,035 Apache Corp 3.25% 04/15/2022 400,000 398,644 423,922 Apache Corp 4.75% 04/15/2043 190,000 200,290 206,835 Apache Corp 5.10% 09/01/2040 1,630,000 1,613,086 1,852,888 Arch Coal Inc 7.25% 10/01/2020 465,000 444,569 431,288 Arch Coal Inc Sr 7.00% 06/15/2019 2,200,000 2,093,575 2,046,000 Arch Coal Inc Sr NT 8.75% 08/01/2016 820,000 835,950 852,800 Page 2 Illinois Municipal Retirement Fund Investment Portfolio as of December 31, 2012 Interest Asset Description Rate Maturity Date Par Value Cost Value Market Value FIXED INCOME U.S.