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HomeMy WebLinkAboutSan Jose Police and Fire Department Retirement Plan - Public Financial Report1 PENSION TRUST & POSTEMPLOYMENT HEALTHCARE TRUST FUNDS OF THE CITY OF SAN JOSÉ, CALIFORNIA POPULAR ANNUAL FINANCIAL REPORT FOR THE FISCAL YEAR ENDED JUNE 30, 2021 CITY OF SAN JOSÉ POLICE AND FIRE DEPARTMENT RETIREMENT PLAN 2 Government Finance Officers Association of the United States and Canada (GFOA) has given an award for Outstanding Achievement in Popular Annual Financial Reporting to the Plan for its Popular Annual Financial Report for the fiscal year ended June 30, 2020. The Award for Outstanding Achievement in Popular Annual Financial Reporting is a prestigious national award recognizing conformance with the highest standards for preparation of state and local government popular reports. In order to receive an Award for Outstanding Achievement in Popular Annual Financial Reporting, a government unit must publish a Popular Annual Financial Report, whose contents conform to program standards of creativity, presentation, understandability, and reader appeal. An Award for Outstanding Achievement in Popular Annual Financial Reporting is valid for a period of one year only. The Plan has received this award for the fifth year for the fiscal year ended June 30, 2020. We believe our current report continues to conform to the Popular Annual Financial Reporting requirements, and we are submitting it to GFOA to determine its eligibility for another Award. 3 The Board 4 Financial Results 5 Membership & Funding 6 Investments 7 Growth of $10,000 TABLE OF CONTENTS https://www.sjretirement.com/ City of San José Office of Retirement Services 1737 North First Street, Suite 600 San José, CA 95112-4505 Phone: 408 794-1000 or 800-732-6477 Fax: 408 392-6732 3 Roberto Peña, Director Chief Executive Officer BOARD OF ADMINISTRATION Andrew Lanza Andrew Gardainer Chair Vice Chair Vincent Sunzeri Nick Muyo Trustee Trustee Howard Lee Richard Santos Trustee Trustee The Police and Fire Department Retirement Plan (Plan) is pleased to present the Popular Annual Financial Report (PAFR) which summarizes the Annual Comprehensive Financial Report (ACFR) for the fiscal year ended June 30, 2021. The financial data presented in the PAFR is derived from the ACFR and is consistent with Accounting Principles Generally Accepted in the United States of America (U.S. GAAP). The PAFR provides a concise summary of the Plan's financial position, investment performance and key accomplishments throughout the fiscal year. The Plan consists of a single employer Defined Benefit Pension Plan and a Postemployment Healthcare Plan. This report is not intended to replace the ACFR, which provides a more complete overview of the Plan’s financial position and operating results. For more in- depth information, we encourage you to read the Annual Report by visiting: https://www.sjretirement.com/investments-and- reports/investments-and-reports-police-and- fire/financial/ Eswar Menon Sunita Ganapati Trustee Trustee Vacant Pam Foley Trustee City Council Liaison 4 In Thousands As of June 30, 2021 2020 2019 2021 2020 2019 Receivables 83,889 127,537 46,864 7,015 9,450 4,775 Investments at fair value 4,668,833 3,587,886 3,544,827 271,009 201,764 182,307 Other assets, net 3,871 3,494 3,031 54 51 46 Total Assets 4,756,593$ 3,718,917$ 3,594,722$ 278,078$ 211,265$ 187,128$ Current liabilities 29,954 16,897 6,300 1,764 2,733 1,171 Total Liabilities 29,954$ 16,897$ 6,300$ 1,764$ 2,733$ 1,171$ Plan Net Position 4,726,639$ 3,702,020$ 3,588,422$ 276,314$ 208,532$ 185,957$ In Thousands For the Period Ended June 30,2021 2020 2019 2021 2020 2019 Employee contributions 29,033 27,645 24,811 12,475 13,135 13,315 Employer contributions 201,370 188,481 176,618 28,397 27,350 28,744 Net investment income 1,044,290 134,085 114,179 52,994 7,243 7,907 Total Additions 1,274,693$ 350,211$ 315,608$ 93,866$ 47,728$ 49,966$ Retirement benefits 228,491 216,206 204,652 Death benefits 15,152 14,238 13,162 Refund of contributions 667 564 194 Administrative expenses 5,764 5,605 5,369 110 122 126 Healthcare insurance premiums 25,974 25,031 26,403 Total Deductions 250,074$ 236,613$ 223,377$ 26,084$ 25,153$ 26,529$ Net Increase in Plan Net Position 1,024,619 113,598 92,231 67,782 22,575 23,437 Beginning Net Position 3,702,020$ 3,588,422$ 3,496,191$ 208,532$ 185,957$ 162,520$ Ending Net Position 4,726,639$ 3,702,020$ 3,588,422$ 276,314$ 208,532$ 185,957$ Postemployment Healthcare Plans Changes in Plan Net Position for the Defined Benefit Plan Net Position for the Defined Benefit Plan Net Position for the Postemployment Healthcare Plans Changes in Plan Net Position for the $3,443 $3,658 $3,774 $3,911 $4,727 2,500 3,000 3,500 4,000 4,500 5,000 5,500 2017 2018 2019 2020 2021 Total Net Position In Millions Pension Healthcare Net Position This amount represents the total assets available for benefit payments for current and future retirees 5 Years of Average Credited Monthly Service Benefit 0 - 5 6,306$ -$ 6 - 10 6,157$ 2,308$ 11 - 15 7,619$ 1,909$ 16 - 20 9,229$ 3,822$ 21 - 25 9,876$ 5,758$ 26 - 30 9,979$ 8,422$ 31+9,054$ 9,522$ Average Monthly Final Average Salary Total Total Tier 1 Tier 2 Tier 1 Tier 2 Tier 1 Tier 2 Tier 1 Tier 2 Tier 1 Tier 2 Tier 1 Tier 2 1,540 185 105 554 527 2,911 1,484 192 98 620 427 2,821 Total Total Tier 1 Tier 2 Tier 1 Tier 2 Tier 1 Tier 2 Tier 1 Tier 2 Tier 1 Tier 2 Tier 1 Tier 2 903 36 6 499 158 1,602 896 38 7 524 138 1,603 Fire Retirees Deferred Active Fire Retirees Deferred Active Membership As of June 30, 2020 Police Retirees Deferred ActiveRetireesDeferred Active Membership As of June 30, 2021 Police 75 . 8 % 77 . 1 % 76 . 6 % 74 . 3 % 73 . 6 % $- $1,000 $2,000 $3,000 $4,000 $5,000 $6,000 2016 2017 2018 2019 2020 Schedule of Funding Progress, Pension in Millions Actuarial Valuation of Assets Unfunded Actuarial Liability The Funding progress ratio is the ratio of the actuarial value of assets available to pay retirement benefits divided by the present value of anticipated future retirement benefit payments. The ratio of funding progress is not yet finalized for the actuarial valuation year 2021 The Average Benefit Payment chart is a broad representation of average benefits paid to retirees and survivors. All tiers are combined in the calculation. The chart includes all members who have retired through June 30, 2021. Actuarial Valuation Year 6 Public Equity, 46%Investment Grade Bonds, 12% Private Equity, 6% Core Real Estate, 5% Immunized Cash Flows, 5% Venture / Growth Capital, 4% Emerging Market Bonds,3% Growth Real Estate 3% Long Term Government Bonds, 3% Market Neutral Strategies), 3% Private Debt, 3% Private Real Assets, 3% High Yield Bonds2% Treasury Inflation-Protected Securities2% PENSION -TARGET ASSET ALLOCATION AS OF JUNE 30, 2021 $255,172 $(30,889) $305,187 $(35,146) $417,573 $(29,205) $240,546 $122,086 $141,328 $1,097,284 $(100,000) $- $100,000 $200,000 $300,000 $400,000 $500,000 $600,000 $700,000 $800,000 $900,000 $1,000,000 $1,100,000 $1,200,000 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 Investment Income, Net In Thousands Pension Healthcare The Assets are structured to provide growth from capital gains and income, while maintaining sufficient liquidity to meet beneficiary payments. BENCHMARK INDICES Growth: Public Equity Benchmark San José Custom Private Equity Benchmark S&P Global Leveraged Loan + 2% NCREIF ODCE Equal-Weighted BBgBarc US Corporate High Yield TR 50% JPM EMBI GD/50% JPM GBI-EM Low Beta: Immunized Cash Flow Benchmark Market Neutral Strategies ICE BofA 91 Days T-Bills TR Other: Core Real Estate Benchmark BBgBarc US Treasury TIPS 0-5 YR TR Custom IG Bonds Benchmark Long-Term Government Bonds Benchmark -2.0% 8.0% 18.0% 28.0% 2017 2018 2019 2020 2021 9.7%6.9%4.3%3.1% 26.3% 9.5%7.6%4.4%2.9% 25.2% Investment Returns Compared to Benchmark Investment Returns, net Benchmark Returns 7 0 20,000 40,000 60,000 80,000 100,000 120,000 June 1991 June 1996 June 2001 June 2006 June 2011 June 2016 June 2021 Growth of $10,000, 30 Years 0 5,000 10,000 15,000 20,000 25,000 30,000 35,000 40,000 June 2001 June 2005 June 2009 June 2013 June 2017 June 2021 Growth of $10,000, 20 Years 0 5,000 10,000 15,000 20,000 25,000 June 2011 June 2013 June 2015 June 2017 June 2019 June 2021 Growth of $10,000, 10 Years GROWTH OF $10,000 IN THE LONG- TERM These are graphic trends to show how much an initial investment of $10,000 would be worth in the Retirement Plan’s pension portfolio after 10, 20, and 30 years.