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HomeMy WebLinkAboutWest Virginia Consolidated Public Retirement Board - Public Financial ReportWest Virginia Consolidated Public Retirement Board Pension Trust Funds of the State of West Virginia (A Component Unit of the State of West Virginia) 2021 Popular Annual Financial Report Serving Those Who Serve West Virginia Fiscal Year Ended June 30, 2021 OUR MISSION, VISION, AND CORE VALUES Our Mission To serve those who serve West Virginia by administering nine governmental pension plans to ensure members receive accurate and timely benefits earned for their public service. Our Vision To be a trusted leader in pension administration and provide public employees with the security and information they need to empower them for a productive tomorrow Our Core Values Responsibility - To professionally serve and be accountable to the people of West Virginia while fulfilling our fiduciary duties to the plans, their members, and retirees. Education - To ensure that all members, retirees, employers, and legislators have the understanding they need to make informed decisions. Transparency - To be open, honest, and trustworthy in all matters and actions through good internal and external communication. Integrity - To hold one another to the highest standard of character and ethics. Resourcefulness - To continually improve our expertise and work together to find the best solutions in all situations. Excellence - To provide outstanding customer service through accuracy, timeliness, responsiveness, reliability, and compassion. TRUSTEES OF THE WEST VIRGNIA CONSOLIDATED PUBLIC RETIREMENT BOARD As of June 30, 2021 Chair – Joseph G. Bunn, Esquire Governor James C. Justice, III State Auditor John B. McCuskey State Treasurer Riley Moore Administration Cabinet Secretary Mark D. Scott William A. Barker, Jr. Rhonda Bolyard Larry W. Cole Daniel Cart Michael McKown Beth Morgan D. Todd Murray David Nelson Reggie Patterson C. Jeffrey Vallet West Virginia Consolidated Public Retirement Board 1 2021 Popular Annual Financial Report MESSAGE FROM EXECUTIVE DIRECTOR AND CHIEF FINANCIAL OFFICER Dear Member: It is our pleasure to present our Popular Annual Financial Report (PAFR) for the West Virginia Consolidated Public Retirement Board (WVCPRB), summarizing what is found in the lengthier and more technical Annual Comprehensive Financial Report (ACFR) that we publish each year. The PAFR, instead, presents the operating results achieved for the fiscal year that ended June 30, 2021 in an easier to digest format for anyone who wants to review the health of the retirement systems administered by the WVCPRB, including: Public Employees Retirement System (PERS) Teachers Retirement System (TRS) Teachers Defined Contribution Retirement System (TDCRS) State Police Death, Disability Retirement System (SPDDRS) State Police Retirement System (SPRS) Deputy Sheriffs Retirement System (DSRS) Judges Retirement System (JRS) Emergency Medical Service Retirement System (EMSRS) Municipal Police Officers & Firefighters System (MPFRS). Natural Resources Police Officers Retirement System (NRPORS) Additionally, each system experienced an increase in the Net Assets Restricted for Pensions during the fiscal year. Three of the eight defined benefit retirement systems experienced an increase in their funding status while the other five retirement systems saw a decrease in their funded status during the fiscal year. The decrease in MPFRS is due to the relatively young age of the system (established January 1, 2010) and represented a decrease from the June 30, 2020 funding status of 177.49% to 166.45%. The other four decreases in funding status related to the two state police retirement systems, the EMS system, and the Municipal Police system; and represent normal fluctuations in the funding status from year to year. See brief summary below: WVCPRB is responsible for properly administering retirement, disability, and survivor benefits for state employees, teachers, law enforcement officers, judges, emergency medical service providers, as well as local government employees whose employers have elected to participate in one of the retirement systems. The retirements currently provide monthly benefits to more than 69,000 retirees and beneficiaries, and is an essential element of the future financial security for nearly 82,000 participating members. We hope you will find this publication helpful and informative. If you would like additional information, the WVCPRB’s Comprehensive Annual Financial Report is available at http://www.wvretirement.com/Forms/2021- ACFR.pdf Jeffrey E. Fleck John D. Galloway Executive Director Chief Financial Officer Increase in Net Assets Investment Restricted Increase in Returns for Pensions Funding Status PERS 32.02% 1,902,631$ 11.13% TRS 31.93% 2,070,459 1.64% SPDDRS 31.99% 175,929 -2.53% SPRS 32.13% 80,593 -3.43% DSRS 32.07% 75,465 -0.42% JRS 32.09% 64,972 25.82% EMSRS 32.05% 30,216 -4.75% MPFRS 31.86% 9,209 -11.04% NRPORS 13.91% 25,013 n/a TDCRS 37.10% 33,146 n/a West Virginia Consolidated Public Retirement Board 2 2021 Popular Annual Financial Report PUBLIC EMPLOYEES’ RETIREMENT SYSTEM (PERS) System Overview The WV PERS was established in 1961 to provide retirement benefits to employees of the State of West Virginia and other political subdivision. The PERS has approximately 61,000 active members and approximately 28,500 retirees receiving annuity benefits. PERS is funded by employee and employer contributions. An active member hired for the first time prior to July 1, 2015 contributes 4.5% of his or her gross monthly salary to the plan. Effective July 1, 2018, the employer will contribute 10.0% of the member's gross monthly salary for a total combined contribution equal to 14.5%. All employee contributions currently remitted are tax deferred. Contributions for members, as a percentage of payroll, are established by statute, and are subject to legislative limitations. The employee and employer contributions are annually reviewed to assure that they result in actuarially sound funding for the plan. The PERS had a very positive year during fiscal year 2021. As a mature retirement system, the PERS experienced relatively limited changes in system’s membership and contributions and expected growth in benefit payments. However, the PERS experienced an approximately 32% return on investments during the fiscal year which greatly exceeded the actuarial assumed rate of return, during the fiscal year, of 7.5%. System Snapshot Total MembershipActive 35,781 Terminated vested 4,918 Retired 28,450 2021 New RetireesAverage years of service 22.2 All Retirees Average annual benefit 16,316$ Valuation Date:7/1/2020 95.0%7/1/2019 93.9% 7/1/2018 92.9%7/1/2017 91.5%7/1/2016 89.0% Histocical Actuarial Funding Status West Virginia Consolidated Public Retirement Board 3 2021 Popular Annual Financial Report PUBLIC EMPLOYEES’ RETIREMENT SYSTEM (PERS) CONDENSED HISTORICAL FINANCIAL INFORMATION Net Position June 30, 2021 2020 2019 2018 2017 Assets: Cash 744$ 451$ 61$ 415$ 479$ Investments, at fair value 8,807,095 6,899,129 6,895,386 6,718,698 6,311,881 Receivables 4,226 9,708 30,207 50,581 73,164 Total assets 8,812,065 6,909,288 6,925,654 6,769,694 6,385,524 Liabilities: Accrued expenses 6,181 6,035 200 140 427 Net Position 8,805,884$ 6,903,253$ 6,925,454$ 6,769,554$ 6,385,097$ Additions and Deductions Fiscal Year Ended June 30, 2021 2020 2019 2018 2017 Additions: Contributions: Member 78,762$ 75,857$ 70,357$ 65,150$ 63,578$ Employer 159,259 155,230 147,031 152,541 165,676 Net investment income (loss) 2,170,293 215,355 393,179 606,303 875,090 Other income 1,325 866 763 1,497 1,031 Total additions 2,409,639 447,308 611,330 825,491 1,105,375 Deductions: Benefit payments 469,160 453,001 436,966 421,936 402,213 Service transfers 21,603 (227) (232) - (110) Refunds 9,934 10,549 11,781 12,248 10,566 Administrative 6,311 6,186 6,915 6,850 4,989 Total deductions 507,008 469,509 455,430 441,034 417,658 Change in plan net position 1,902,631 (22,201) 155,900 384,457 687,717 Net position, beginning of fiscal year 6,903,253 6,925,454 6,769,554 6,385,097 5,697,380 Net position, end of fiscal year 8,805,884$ 6,903,253$ 6,925,454$ 6,769,554$ 6,385,097$ MEMBERSHIP HISTORICAL TRENDS Fiscal Year Ended June 30, 2021 2020 2019 2018 2017 Active 35,781 35,508 34,765 36,094 36,150 Terminated vested 4,918 4,747 4,626 4,301 4,214 Retired 28,450 28,033 27,568 27,053 26,293 Total 69,149 68,288 66,959 67,448 66,657 West Virginia Consolidated Public Retirement Board 4 2021 Popular Annual Financial Report TEACHERS’ RETIREMENT SYSTEM (TRS) System Overview   The State Teachers' Retirement System (TRS) was established in 1941 for the purpose of providing retirement benefits for teachers and school service personnel. TRS is a defined benefit plan that currently has approximately 43,000 members and 36,800 retirees receiving annuity benefits. An active member contributes 6% of their gross monthly salary into TRS. If they were a member prior to July 1, 1991, the employer contributes an additional 15% of the member's gross monthly salary into TRS. For members hired for the first time on or after July 1, 2005 or for member's who transferred from the Teachers' Defined Contribution (TDC) System, the employer contributes an additional 7.5% of the member's gross monthly salary into TRS. Fiscal year 2021, the TRS is also a mature system and experienced relatively slow and steady growth in system membership, contributions, and benefit distributions. As with the other systems, the TRS experienced and significant return on its invested assets of approximately 32%. This investment return was significantly higher than the actuarial assumed rate of investment return, during the fiscal year, of 7.5%. System Snapshot Total MembershipActive 34,753 Terminated vested 3,038 Retired 36,797 2021 New Retirees Average years of service 30.6 All RetireesAverage annual benefit 23,356$ Valuation Date: 7/1/2020 72.8% 7/1/2019 71.1%7/1/2018 69.6% 7/1/2017 67.1%7/1/2016 65.4% Histocical Actuarial Funding Status West Virginia Consolidated Public Retirement Board 5 2021 Popular Annual Financial Report TEACHERS’ RETIREMENT SYSTEM (TRS) CONDENSED HISTORICAL FINANCIAL INFORMATION Net Position June 30, 2021 2020 2019 2018 2017 Assets: Cash 2,457$ 1,690$ 10$ 851$ 77$ Investments, at fair value 9,886,657 7,820,075 7,836,784 7,691,788 7,259,593 Receivables 25,708 22,819 62,053 28,093 31,171 Total assets 9,914,822 7,844,584 7,898,847 7,720,732 7,290,841 Liabilities: Accrued expenses 35 256 108 123 379 Net Position 9,914,787$ 7,844,328$ 7,898,739$ 7,720,609$ 7,290,462$ Additions and Deductions Fiscal Year Ended June 30, 2021 2020 2019 2018 2017 Additions: Contributions: Member 97,258$ 96,511$ 92,759$ 89,128$ 91,503$ Employer 417,334 463,840 481,986 471,837 451,447 Net investment income (loss) 2,429,811 241,591 444,661 688,273 995,095 Other income 2,964 3,371 3,446 3,046 2,822 Total additions 2,947,367 805,313 1,022,852 1,252,284 1,540,867 Deductions: Benefit payments 863,132 844,272 827,539 806,511 780,030 Service transfers 171 232 174 - (149) Refunds 8,384 9,695 10,770 9,621 9,028 Administrative 5,221 5,525 6,239 6,035 4,582 Total deductions 876,908 859,724 844,722 822,167 793,491 Change in plan net position 2,070,459 (54,411) 178,130 430,117 747,376 Net position, beginning of fiscal year 7,844,328 7,898,739 7,720,609 7,290,492 6,543,116 Net position, end of fiscal year 9,914,787$ 7,844,328$ 7,898,739$ 7,720,609$ 7,290,492$ MEMBERSHIP HISTORICAL TRENDS Fiscal Year Ended June 30, 2021 2020 2019 2018 2017 Active 34,753 34,108 33,174 34,318 35,811 Terminated vested 3,038 2,983 3,169 2,767 1,867 Retired 36,797 36,652 36,394 36,964 35,440 Total - TRS 74,588 73,743 72,737 74,049 73,118 West Virginia Consolidated Public Retirement Board 6 2021 Popular Annual Financial Report STATE POLICE DEATH, DISABILITY, AND RETIREMENT SYSTEM (SPDDRS) System Overview The West Virginia State Police Death, Disability and Retirement Fund (SPDDRS) was established to provide retirement, death and disability benefits for all state troopers on July 1, 1935 by the West Virginia Legislature. During the 1994 Legislative Session, the West Virginia Legislature established a new retirement plan for all state troopers hired on or after March 12, 1994. That plan was entitled the West Virginia State Police Retirement System (SPRS). State troopers hired on or after March 12, 1994 are not eligible for membership in SPDDRS. Civilian employees of the West Virginia State Police are members of the Public Employees Retirement System (PERS). Members of SPDDRS are not covered by Social Security or Workers’ Compensation. The SPDDRS is a closed plan, as such continues to see a decline in the number of active members. At the beginning of fiscal year 2021, the SPDDRS only had 7 remaining members that were not receiving, while having 759 members receiving retirement benefits. As of July 1, the system was funded at 87.39%. The State will continue to appropriate additional contributions under the established amortization plan to ensure that all benefits are funded. Along with the other systems, the SPDDRS saw investment returns (approximately 32%) that greatly exceeded the assumed actuarial rate of return during the year (7.5%). System Snapshot Total MembershipActive 4 Terminated vested 3 Retired 759 2021 New RetireesAverage years of service 26.6 All RetireesAverage annual benefit 66,380$ Valuation Date: 7/1/2020 87.4% 7/1/2019 89.9% 7/1/2018 90.4%7/1/2017 86.7% 7/1/2016 79.4% Histocical Actuarial Funding Status West Virginia Consolidated Public Retirement Board 7 2021 Popular Annual Financial Report STATE POLICE DEATH, DISABILITY, AND RETIREMENT SYSTEM (SPDDRS) CONDENSED HISTORICAL FINANCIAL INFORMATION Net Position June 30, 2021 2020 2019 2018 2017 Assets: Cash 12$ -$ 1$ 4$ -$ Investments, at fair value 851,521 675,607 689,819 682,799 641,748 Receivables 3 - - - - Total assets 851,536 675,607 689,820 682,803 641,748 Liabilities: Accrued expenses 3 3 - - - Net Position 851,533$ 675,604$ 689,820$ 682,803$ 641,748$ Additions and Deductions Fiscal Year Ended June 30, 2021 2020 2019 2018 2017 Additions: Contributions: Member 34$ 35$ 110$ 186$ 362$ Employer 16,699 13,246 15,595 24,829 17,319 Net investment income (loss)208,656 21,252 38,174 60,939 87,793 Other income 822 530 752 691 847 Total additions 226,211 35,063 54,631 86,645 106,321 Deductions: Benefit payments 50,228 49,225 47,551 45,529 43,325 Service transfers - - - - - Refunds - - - - - Administrative 54 54 63 61 46 Total deductions 50,282 49,279 47,614 45,590 43,371 Change in plan net position 175,929 (14,216) 7,017 41,055 62,950 Net position, beginning of fiscal year 675,604 689,820 682,803 641,748 578,798 Net position, end of fiscal year 851,533$ 675,604$ 689,820$ 682,803$ 641,748$ MEMBERSHIP HISTORICAL TRENDS Fiscal Year Ended June 30, 2021 2020 2019 2018 2017 Active 4 6 20 39 42 Terminated vested 3 4 4 3 3 Retired 759 765 759 744 747 Total 766 775 783 786 792 West Virginia Consolidated Public Retirement Board 8 2021 Popular Annual Financial Report STATE POLICE RETIREMENT SYSTEM (SPRS) System Overview The West Virginia State Police Retirement System (SPRS) was established by the West Virginia Legislature in 1994 to provide retirement, death, and disability benefits for all state troopers hired on or after March 12, 1994. Civilian employees of the West Virginia State Police are members of the Public Employees Retirement System (PERS). Active members of SPRS contribute 12% of their base salary, which was unchanged from the prior year, into the retirement plan. The employer contributes 23% of base salary into the plan, which is an increase from the 14% of base pay contributed during FY 2020. Members of this retirement system are not covered by Social Security or Workers' Compensation. The SPRS is a maturing plan, with stable membership. Along with the other systems, the SPRS saw investment returns (approximately 32%) that greatly exceeded the assumed actuarial rate of return during the year (7.5%). System Snapshot Total MembershipActive 626 Terminated vested 17 Retired 59 2021 New RetireesAverage years of service 28 All RetireesAverage annual benefit 47,511$ Valuation Date: 7/1/2020 88.4%7/1/2019 91.8% 7/1/2018 101.8%7/1/2017 98.1% 7/1/2016 95.4% Histocical Actuarial Funding Status West Virginia Consolidated Public Retirement Board 9 2021 Popular Annual Financial Report STATE POLICE RETIREMENT SYSTEM (SPRS) CONDENSED HISTORICAL FINANCIAL INFORMATION Net Position June 30, 2021 2020 2019 2018 2017 Assets: Cash 11$ -$ -$ 3$ -$ Investments, at fair value 301,155 220,922 207,102 188,912 166,483 Receivables - - - - 208 Total assets 301,166 220,922 207,102 188,915 166,691 Liabilities: Accrued expenses 8 357 - - 3 Net Position 301,158$ 220,565$ 207,102$ 188,915$ 166,688$ Additions and Deductions Fiscal Year Ended June 30, 2021 2020 2019 2018 2017 Additions: Contributions: Member 4,185$ 4,168$ 3,905$ 3,621$ 3,634$ Employer 7,928 4,850 4,556 4,205 3,657 Net investment income (loss)72,138 7,010 11,730 16,303 22,346 Other income - - - - - Total additions 84,251 16,028 20,191 24,129 29,637 Deductions: Benefit payments 3,302 2,140 1,473 1,186 957 Service transfers - - - - - Refunds 297 358 471 656 497 Administrative 59 67 60 60 64 Total deductions 3,658 2,565 2,004 1,902 1,518 Change in plan net position 80,593 13,463 18,187 22,227 28,119 Net position, beginning of fiscal year 220,565 207,102 188,915 166,688 138,569 Net position, end of fiscal year 301,158$ 220,565$ 207,102$ 188,915$ 166,688$ MEMBERSHIP HISTORICAL TRENDS Fiscal Year Ended June 30, 2021 2020 2019 2018 2017 Active 626 613 570 595 611 Terminated vested 17 19 17 11 11 Retired 59 40 33 27 24 Total 702 672 620 633 646 West Virginia Consolidated Public Retirement Board 10 2021 Popular Annual Financial Report DEPUTY SHERIFF’S RETIREMENT SYSTEM (DSRS) System Overview The Deputy Sheriff Retirement System (DSRS) was established by the West Virginia Legislature to provide retirement, death, and disability benefits for all deputy sheriffs hired on or after July 1, 1998. At the start of fiscal year 2021, the DSRS had approximately 1,250 active members and 456 members receiving benefits. Active members contribute 8.5% of their gross monthly salary pre-tax and the Sheriff's Office contributes an additional 12% of the member's gross monthly salary. In addition, the county contributes certain fees charged for reports and other services provided by Sheriff's Offices. As a maturing plan, the DSRS experience expected increases in contributions and benefits. However, like the other systems the DSRS experienced investment returns of approximately 32%, which greatly exceeded the assumed actuarial investment return of 7.5%, for the fiscal year. System Snapshot Total MembershipActive 1,086 Terminated vested 119 Retired 456 2021 New RetireesAverage years of service 25.7 All RetireesAverage annual benefit 28,395$ Valuation Date: 7/1/2020 89.2%7/1/2019 89.6% 7/1/2018 92.1%7/1/2017 98.8% 7/1/2016 88.2% Histocical Actuarial Funding Status West Virginia Consolidated Public Retirement Board 11 2021 Popular Annual Financial Report DEPUTY SHERIFF’S RETIREMENT SYSTEM (DSRS) CONDENSED HISTORICAL FINANCIAL INFORMATION Net Position June 30, 2021 2020 2019 2018 2017 Assets: Cash 56$ 38$ -$ 78$ 46$ Investments, at fair value 314,634 239,120 232,576 219,368 199,467 Receivables 978 1,048 1,083 1,070 1,315 Total assets 315,668 240,206 233,659 220,516 200,828 Liabilities: Accrued expenses - 3 - 2 8 Net Position 315,668$ 240,203$ 233,659$ 220,514$ 200,820$ Additions and Deductions Fiscal Year Ended June 30, 2021 2020 2019 2018 2017 Additions: Contributions: Member 5,177$ 4,860$ 4,846$ 4,416$ 4,166$ Employer 7,213 6,861 6,705 6,194 5,917 Net investment income (loss) 76,547 7,528 13,200 19,361 27,282 Other income 558 404 479 471 433 Total additions 89,495 19,653 25,230 30,442 37,798 Deductions: Benefit payments 13,364 12,260 11,338 9,614 8,957 Service transfers - - - - - Refunds 530 716 602 997 1,186 Administrative 136 133 145 137 102 Total deductions 14,030 13,109 12,085 10,748 10,245 Change in plan net position 75,465 6,544 13,145 19,694 27,553 Net position, beginning of fiscal year 240,203 233,659 220,514 200,820 173,267 Net position, end of fiscal year 315,668$ 240,203$ 233,659$ 220,514$ 200,820$ MEMBERSHIP HISTORICAL TRENDS Fiscal Year Ended June 30, 2021 2020 2019 2018 2017 Active 1,086 1,081 1,050 1,018 1,042 Terminated vested 119 119 114 116 102 Retired 456 432 403 383 343 Total 1,661 1,632 1,567 1,517 1,487 West Virginia Consolidated Public Retirement Board 12 2021 Popular Annual Financial Report JUDGES RETIREMENT SYSTEM (JRS) System Overview   The Judges' Retirement System (JRS) was established in 1949 for judges and justices of the State of West Virginia who elect to participate in the retirement system. JRS is a single employer defined benefit retirement system providing retirement, death and disability benefits. At the start of fiscal year 2021, the JRS had approximately 78 active members and 59 members receiving benefits. Active members contributed 7% of their gross salary into JRS. The employer (the Judiciary) contributes annually the amount necessary to actuarially fund JRS based on annual actuarial valuations completed by the CPRB. The JRS is a mature plan with a small and stable member population and as such, has experienced relatively stable contributions and distributions. Like the other systems the JRS had investment returns of approximately 32%, which greatly exceeded the assumed actuarial investment return of 7.5%, for the fiscal year.   System Snapshot           Total MembershipActive 77 Terminated vested 2 Retired 59 2021 New RetireesAverage years of service 32.3 All RetireesAverage annual benefit 81,943$ Valuation Date:7/1/2020 218.3% 7/1/2019 192.5%7/1/2018 185.5% 7/1/2017 174.4%7/1/2016 155.1% Histocical Actuarial Funding Status West Virginia Consolidated Public Retirement Board 13 2021 Popular Annual Financial Report JUDGES RETIREMENT SYSTEM (JRS)   CONDENSED HISTORICAL FINANCIAL INFORMATION Net Position June 30, 2021 2020 2019 2018 2017 Assets: Cash 3$ -$ -$ 4$ -$ Investments, at fair value 280,669 215,699 212,653 204,484 189,986 Receivables - - - - - Total assets 280,672 215,699 212,653 204,488 189,986 Liabilities: Accrued expenses 12 11 - - - Net Position 280,660$ 215,688$ 212,653$ 204,488$ 189,986$ Additions and Deductions Fiscal Year Ended June 30, 2021 2020 2019 2018 2017 Additions: Contributions: Member 295$ 301$ 331$ 364$ 372$ Employer 886 791 779 735 747 Net investment income (loss) 68,611 6,850 12,085 18,373 26,270 Other income - - - - - Total additions 69,792 7,942 13,195 19,472 27,389 Deductions: Benefit payments 4,810 4,897 4,846 4,765 4,510 Service transfers - - 86 - 12 Refunds - - 87 167 99 Administrative 10 10 11 8 6 Total deductions 4,820 4,907 5,030 4,940 4,627 Change in plan net position 64,972 3,035 8,165 14,532 22,762 Net position, beginning of fiscal year 215,688 212,653 204,488 189,956 167,194 Net position, end of fiscal year 280,660$ 215,688$ 212,653$ 204,488$ 189,956$ MEMBERSHIP HISTORICAL TRENDS Fiscal Year Ended June 30, 2021 2020 2019 2018 2017 Active 77 77 74 75 72 Terminated vested 2 2 - 2 1 Retired 59 59 58 57 54 Total 138 138 132 134 127 West Virginia Consolidated Public Retirement Board 14 2021 Popular Annual Financial Report EMERGENCY MEDICAL SERVICES RETIREMENT SYSTEM (EMSRS) System Overview The Emergency Medical Services Retirement System (EMSRS) was established in 2008 for the purpose of providing retirement benefits for emergency medical services officers employed by participating public employers who voluntarily elected to participate as of December 31, 2007, and to all emergency medical services officers hired into covered employment by participating public employers of EMSRS on or after January 1, 2008. At the start of fiscal year 2021, the EMSRS had approximately 681 active members and 130 members receiving benefits. As the EMSRS continues to mature, the plan has experienced the expected level of growth in membership, contributions revenue, and retirement benefits paid. Investment returns of approximately 32% obtained during the fiscal year, which significantly exceeded the assumed actuarial investment return of 7.5%, for the fiscal year. System Snapshot Total MembershipActive 611 Terminated vested 70 Retired 130 2021 New Retirees Average years of service 15.0 All RetireesAverage annual benefit 26,636$ Valuation Date: 7/1/2020 101.9% 7/1/2019 102.9%7/1/2018 104.9% 7/1/2017 99.4%7/1/2016 87.8% Histocical Actuarial Funding Status West Virginia Consolidated Public Retirement Board 15 2021 Popular Annual Financial Report EMERGENCY MEDICAL SERVICES RETIREMENT SYSTEM (EMSRS) CONDENSED HISTORICAL FINANCIAL INFORMATION Net Position June 30, 2021 2020 2019 2018 2017 Assets: Cash 10$ 1$ -$ 37$ -$ Investments, at fair value 118,768 88,627 84,650 78,921 70,455 Receivables 443 402 323 344 710 Total assets 119,221 89,030 84,973 79,302 71,165 Liabilities: Accrued expenses - 25 4 - - Net Position 119,221$ 89,005$ 84,969$ 79,302$ 71,165$ Additions and Deductions Fiscal Year Ended June 30, 2021 2020 2019 2018 2017 Additions: Contributions: Member 2,842$ 2,531$ 2,302$ 2,231$ 2,314$ Employer 3,523 3,078 2,844 2,765 2,859 Net investment income (loss) 28,643 2,817 4,774 6,867 9,506 Other income - - - - - Total additions 35,008 8,426 9,920 11,863 14,679 Deductions: Benefit payments 3,752 3,348 2,989 2,582 2,201 Service transfers - - - - - Refunds 962 969 1,187 1,071 575 Administrative 78 73 77 73 53 Total deductions 4,792 4,390 4,253 3,726 2,829 Change in plan net position 30,216 4,036 5,667 8,137 11,850 Net position, beginning of fiscal year 89,005 84,969 79,302 71,165 59,315 Net position, end of fiscal year 119,221$ 89,005$ 84,969$ 79,302$ 71,165$ MEMBERSHIP HISTORICAL TRENDS Fiscal Year Ended June 30, 2021 2020 2019 2018 2017 Active 611 587 577 608 586 Terminated vested 70 67 61 67 63 Retired 130 120 102 89 81 Total 811 774 740 764 730 West Virginia Consolidated Public Retirement Board 16 2021 Popular Annual Financial Report MUNICIPAL POLICE OFFICERS AND FIREFIGHTERS RETIREMENT SYSTEM (MPFRS) System Overview   The Municipal Police Officers and Firefighters Retirement System (MPFRS) was established in 2010 to provide. All paid police officers and firefighters first employed in covered employment by a participating municipality or municipal subdivision after the date the municipality or municipal subdivision elected to join MPFRS are required to be members of MPFRS as a condition of employment. As of the start of the fiscal year, MPFRS had 440 active members and 1 member receiving benefits. During the fiscal year, MPFRS has 37 participating employers as compared to 20 participating employers during the prior fiscal year. The MPFRS plan is a relatively young plan minimal out flows for benefits. Accordingly, the plan continues to see steady growth in membership and contributions. Like the other systems the MPFRS had investment returns of approximately 32%, which greatly exceeded the assumed actuarial investment return of 7.5%, for the fiscal year. System Snapshot Total MembershipActive 436 Terminated vested 6 Retired 1 2021 New RetireesAverage years of service n/a All RetireesAverage annual benefit 38,734$ Valuation Date: 7/1/2020 166.5%7/1/2019 177.5% 7/1/2018 168.3%7/1/2017 186.7% 7/1/2016 153.0% Historical Actuarial Funding Status West Virginia Consolidated Public Retirement Board 17 2021 Popular Annual Financial Report MUNICIPAL POLICE OFFICERS AND FIREFIGHTERS RETIREMENT SYSTEM (MPFRS) CONDENSED HISTORICAL FINANCIAL INFORMATION Net Position June 30, 2021 2020 2019 2018 2017 Assets: Cash 8$ 2$ 4$ 7$ -$ Investments, at fair value 23,817 14,667 11,090 7,842 5,375 Receivables 273 220 203 228 147 Total assets 24,098 14,889 11,297 8,077 5,522 Liabilities: Accrued expenses - - - - - Net Position 24,098$ 14,889$ 11,297$ 8,077$ 5,522$ Additions and Deductions Fiscal Year Ended June 30, 2021 2020 2019 2018 2017 Additions: Contributions: Member 2,158$ 1,717$ 1,438$ 1,087$ 846$ Employer 2,136 1,721 1,438 1,089 846 Net investment income (loss) 5,202 437 611 547 606 Other income 68 1 38 - - Total additions 9,564 3,876 3,525 2,723 2,298 Deductions: Benefit payments 41 39 36 20 - Service transfers - - (28) - - Refunds 273 209 262 125 79 Administrative 41 36 35 23 14 Total deductions 355 284 305 168 93 Change in plan net position 9,209 3,592 3,220 2,555 2,205 Net position, beginning of fiscal year 14,889 11,297 8,077 5,522 3,317 Net position, end of fiscal year 24,098$ 14,889$ 11,297$ 8,077$ 5,522$ MEMBERSHIP HISTORICAL TRENDS Fiscal Year Ended June 30, 2021 2020 2019 2018 2017 Active 436 370 332 217 191 Terminated vested 6 7 2 - - Retired 1 1 1 - - Total 443 378 335 217 191 West Virginia Consolidated Public Retirement Board 18 2021 Popular Annual Financial Report NATURAL RESOURCES POLICE OFFICERS RETIREMENT SYSTEM (NRPORS) System Overview   The West Virginia Municipal Police Officers and Firefighters Retirement System (MPFRS) was established by the West Virginia Legislature in November 2009 and became effective January 1, 2010. The legislation provided for any municipality or municipal subdivision employing municipal police officers or firefighters to elect to become a participating employer. The MPFRS had 595 participating members as of June 30, 2021. All police officers and firefighters first employed in covered employment after the date the municipality or municipal subdivision elected to join MPFRS are required to be members of MPFRS. There were 37 employers participating in MPFRS as of June 30, 2021.   CONDENSED HISTORICAL FINANCIAL INFORMATION Net Position June 30, 2021 Assets: Cash 4$ Investments, at fair value 25,063 Receivables - Total assets 25,067 Liabilities: Accrued expenses 54 Net Position 25,013$ Additions and Deductions Fiscal Year Ended June 30, 2021 Additions: Contributions: Member 263$ Employer 332 Net investment income (loss) 2,996 Other income 21,432 Total additions 25,023 Deductions: Benefit payments - Service transfers - Refunds 10 Administrative - Total deductions 10 Change in plan net position 25,013 Net position, beginning of fiscal year - Net position, end of fiscal year 25,013$ MEMBERSHIP HISTORICAL TRENDS Fiscal Year Ended June 30, 2021Active 115 Terminate - Retired - Total 115 West Virginia Consolidated Public Retirement Board 19 2021 Popular Annual Financial Report TEACHERS’ DEFINED CONTRIBUTION RETIREMENT SYSTEM (TDCRS) System Overview The Teachers' Defined Contribution Retirement System (TDCRS) is a multiple employer governmental defined contribution money purchase pension plan, qualified under section 401(a) and made tax-deferred under section 414(h) of the Internal Revenue Code. The TDCRS covers full time employees of the State's 55 county public school systems, the State Department of Education, certain Higher Education employees and the Schools for the Deaf and Blind who were hired between July 1, 1991 and June 30, 2005 when the Plan closed for new membership. TDCRS members may also include former TRS members, including Higher Education employees, who elected to transfer membership to the TDCRS. The TDCRS has been closed to new members since 2005 however, the fund value continues to grow due to the high level of member retention once the member retires and begins receiving plan distributions. During the fiscal year the TDCRS, experiences an investment return of approximately 37% for the fiscal year. CONDENSED HISTORICAL FINANCIAL INFORMATION Net Position June 30, 2021 2020 2019 2018 2017 Assets: Cash 15,698$ 3,047$ 4,117$ 4,765$ 4,713$ Investments, at fair value 703,293 582,988 549,650 515,304 470,828 Receivables 1,490 1,390 1,552 1,584 1,973 Total assets 720,481 587,425 555,319 521,653 477,514 Liabilities: Accrued expenses 15,395 17,059 18,099 18,744 20,598 Net Position 705,086$ 570,366$ 537,220$ 502,909$ 456,916$ Additions and Deductions Fiscal Year Ended June 30, 2021 2020 2019 2018 2017 Additions: Contributions: Member 5,980$ 6,219$ 6,126$ 6,075$ 6,971$ Employer 10,307 9,965 10,204 11,664 10,510 Net investment income (loss) 141,739 35,185 34,920 41,447 49,571 Other income 12 32 95 34 980 Total additions 158,038 51,401 51,345 59,220 68,032 Deductions: Benefit payments - - - - - Service transfers 15 (5) - - 247 Refunds 22,838 17,476 16,282 12,173 18,432 Administrative 465 784 752 1,054 1,288 Total deductions 23,318 18,255 17,034 13,227 19,967 Change in plan net position 134,720 33,146 34,311 45,993 48,065 Net position, beginning of fiscal year 570,366 537,220 502,909 456,916 408,851 Net position, end of fiscal year 705,086$ 570,366$ 537,220$ 502,909$ 456,916$ MEMBERSHIP HISTORICAL TRENDS Fiscal Year Ended June 30, 2021 2020 2019 2018 2017 Active 2,369 3,207 3,314 3,476 3,535 Terminated vested 1,589 834 829 826 828 Total 3,958 4,041 4,143 4,302 4,363 West Virginia Consolidated Public Retirement Board 20 2021 Popular Annual Financial Report INVESTMENT ALLOCATIONS As of June 30, 2021 INVESTMENT PERFORMANCE Fiscal year ended June 30, 2021 West Viginia InvestmentManagement Board Pool: Target Actual Target Actual Target Actual Target Actual Target Actual Target Actual Target Actual Target Actual Target Actual Equity 50.0% 50.2% 50.0% 49.9% 50.0% 49.1% 50.0% 49.9% 50.0% 50.0% 50.0% 50.2% 50.0% 50.1% 50.0% 48.7% 50.0% 49.5% Fixed Income 15.0% 14.1% 15.0% 14.5% 15.0% 15.5% 15.0% 14.7% 15.0% 14.4% 15.0% 14.2% 15.0% 14.3% 15.0% 16.8% 15.0% 15.2%Private Markets 25.0% 26.6% 25.0% 26.5% 25.0% 26.4% 25.0% 26.4% 25.0% 26.5% 25.0% 26.5% 25.0% 26.5% 25.0% 25.9% 25.0% 26.3% Hedge Fund 10.0% 9.1% 10.0% 9.1% 10.0% 9.0% 10.0% 9.0% 10.0% 9.1% 10.0% 9.1% 10.0% 9.1% 10.0% 8.6% 10.0% 9.0% 100.0% 100.0% 100.0% 100.0% 100.0% 100.0% 100.0% 100.0% 100.0% 100.0% 100.0% 100.0% 100.0% 100.0% 100.0% 100.0% 100.0% 100.0% NRPORSPERSMPFRSEMSRSJRSDSRSSPRSSPDDRSTRS 1-Year 3-Year 5-Year 10-Year Portable Alpha 43.0% n/a n/a n/a Benchmark: S&P 500 Index 40.8% n/a n/a n/a Non-Large Cap Domestic Equity 54.0% 12.9% 16.3% 12.3% Benchmark: Russell 2500 Index 57.8% 15.2% 16.4% 12.9% International Qualified 34.5% 6.0% 9.6% 7.9% Benchmark: MSCI EAFE 32.9% 8.8% 10.8% 6.4% International Equity 46.3% 12.3% 13.8% 6.7% Benchmark: MSCI ACWI ex U.S. (IMI)37.7% 9.9% 11.7% 6.1% Short-Term Fixed Income 0.0% 1.2% 1.1% 0.6% Benchmark: FTSE 3 Month US T-Bill 0.1% 1.3% 1.1% 0.6% Total Return Fixed Income 5.9% 6.4% 5.3% 4.4% Benchmark: Bloomberg Barclays U.S. Universal Bond 1.1% 5.6% 3.5% 3.7% Core Fixed Income 1.4% 6.1% 3.6% 4.0% Benchmark: Bloomberg Barclays U.S. Aggregate Bond -0.3% 5.4% 3.0% 3.4% Private Credit & Income 12.3% 7.1% 6.2% n/a Benchmark: Credit Suisse Leveraged Loan plus 200 basis points 13.7% 6.4% 7.1% n/a Private Equity 58.9% 31.1% 26.7% 19.7% Benchmark: Russell 3000 plus 300 basis points 47.2% 21.7% 20.9% 18.2% Real Estate 11.3% 6.2% 7.3% 8.7% Benchmark: NCREIF Property Index Plus 100 basis points 3.6% 5.9% 6.8% 9.8% Hedge Fund 18.6% 6.7% 6.5% 5.2% Benchmark: HFRI FoF plus 100 basis points 19.3% 7.3% 7.1% 4.9% Retirement System:1-Year 3-Year 5-Year 10-Year Public Employees' Retirement System (PERS)32.0% 13.1% 12.9% 9.9% Teachers' Retirement System (TRS)31.9% 13.0% 12.9% 9.9% State Police Disability, Death and Retirement System (SPDDRS)32.0% 13.0% 12.9% 9.9% State Police Retirement System (SPRS)32.1% 13.1% 12.9% 9.9% Deputy Sheriff's Retirement System (DSRS)32.1% 13.1% 12.9% 9.9% Judges' Retirement System (JRS)32.1% 13.1% 13.0% 9.9% Emergency Medical Services Retirement System (EMSRS)32.1% 13.1% 12.9% 9.9% Municipal Police Officers' & Firefighters' Retirement System (MPFRS) 31.9% 13.0% 12.8% 9.9% Natural Resources Police Officers Retirement System (NRPORS)13.9% n/a n/a n/a Investment Pool: West Virginia Consolidated Public Retirement Board 21 2021 Popular Annual Financial Report CONTACT US This Popular Annual Financial Report is derived from information contained in the WVCPRB’s Annual Comprehensive Financial Report (ACFR) for the year ended June 30, 2021, but does not contain detailed financial information for the retirement systems, nor is it presented in a manner to conform to Generally Accepted Accounting Principles (GAAP). For a complete set of financial information included in this summary report, please refer to the WVCPRB ACFR, which is prepared in conformity with GAAP and may be obtained by visiting our website, wvretirement.com, or by contacting the WVCPRB to request a copy. Serving Those Who Serve West Virginia (304) 558-3570 or (800) 654-4406 Fax: (304) 957-7522 Website: http://www.wvretirement.com/ Retiree Self-Service Portal: https://mywvretirement.wv.gov/ Consolidated Public Retirement Board (Pension Trust Funds of the State of West Virginia) 4101 MacCorkle Ave. S.E., Charleston, WV 25304 Hours of Operation: 8:00 AM – 5:00 PM (EST) Monday-Friday West Virginia Consolidated Public Retirement Board 22 2021 Popular Annual Financial Report