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HomeMy WebLinkAboutStaff Report 8509 City of Palo Alto (ID # 8509) Finance Committee Staff Report Report Type: Action Items Meeting Date: 9/19/2017 City of Palo Alto Page 1 Summary Title: Review and Discuss CalPERS Pension Annual Valuation Reports Title: Review and Discuss CalPERS Pension Annual Valuation Reports as of June 30, 2016 Including Assumptions, Financial Disclosures and Next Steps From: City Manager Lead Department: Administrative Services RECOMMENDATION Staff Recommends the Finance Committee: 1. Review and discuss the June 30, 2016 CalPERs Valuation Reports for the Miscellaneous and Safety Pension Plans; and 2. Provide feedback and direction for the next scheduled discussion (October 2017) regarding the City’s options related to pension funding. BACKGROUND The City of Palo Alto offers its employees and retirees a defined pension benefit plan which is managed and administered by the California Pensions Retirement System (CalPERS) a State of California Pension Trust program. Annually staff provides the CalPERS actuarial reports detailing the latest status of the City of Palo Alto Pension trust plans for employees and retirees. These actuarial reports are used to calculate the annual required contribution to the trust for the pension obligations. In addition, updates on the rate of return, funding status, and changes to the trust based on various impacts are detailed in the report. The City of Palo Alto provides a defined pension benefit to its employees through the State of California Pension Retirement System (CalPERS), which manages and administers the program. The CalPERS program maintains two trust accounts: 1) a plan for safety employees (sworn fire and police personnel); and 2) a plan for miscellaneous employees (all other non-safety personnel employed by the City such as field personnel, administrative support, and managers). These annual reports provide updated actuarial information for both pension plans as of June 30, 2016. City of Palo Alto Page 2 As a refresher on the CalPERS benefits, there are three tiers of benefits within the two plans described above and it takes City employees five (5) years of service to vest in the pension program. Table 1 below outlines the current pension plans and the different benefits levels by tier. Attachment A outlines in further detail the participation levels in each of these tiers by pension plan and employee group as of March 2017. Table 1: City of Palo Alto Pension Benefit Plans and Tiers Miscellaneous Safety: Fire Safety: Police Tier 1 2.7%/service year worked; eligibility starting at the age of 55 (2.7% @ 55) 3.0%/service year worked; eligibility starting at the age of 50 (3.0% @ 50) 3.0%/service year worked; eligibility starting at the age of 50 (3.0% @ 50) Tier 2 Effective July 16, 2010 – 2.0%/service year worked, eligibility starting at age 60 (2.0% @ 60) Effective June 7, 2012 – 3.0%/service year worked, eligibility starting at age 55 (3.0% @ 55) Effective December 6, 2012 – 3.0%/service year worked, eligibility starting at age 55 (3.0% @ 55) Tier 3 “PEPRA”* Effective January 1, 2013: 2.0%/service year worked; eligibility starting at age 62 (2.0% at 62) Effective January 1, 2013: 2.7%/service year worked; eligibility starting at age 57 (2.7% at 57) Effective January 1, 2013: 2.7%/service year worked; eligibility starting at age 57 (2.7% at 57) * Under PEPRA, the benefit calculation is maxed at a salary of $142,530 for both Miscellaneous and Safety benefit plans, therefore it is calculated based on service years but cannot exceed $142,530. Also, the final salary calculation is based on the average of highest three years. In addition, as part of the adoption of the City’s FY 2018 Budget, the City Council referred to the Finance Committee the task of identifying funding options to further address the City’s unfunded pension. Specifically, the City Council directed staff to: Return to the Finance Committee beginning August to review the citywide implications of: 1) Structural revenue and expense growth ensuring expense growth remains at or below that of revenues; and 2) Unfunded pension liability. Some specific areas to address include: 1. Look first at current public safety growth rate of 10 to 12 percent in relation to citywide growth rate of 6 percent. Include a review of staffing levels and alternative models. 2. Review of the financial reporting of the unfunded pension liability This is the first in a series of meetings staff anticipates scheduling over the coming fiscal year in order to begin to address this referral from the City Council. City of Palo Alto Page 3 DISCUSSION CalPERS prepares an annual actuarial analysis to determine the City’s pension liability and annual required contribution for the two trusts – update on the funding status, results of assumptions such as rate of return (ROR), the new fiscal year Annual Required Contribution (ARC) and projected future ARC as a percentage of payroll. The actuarial analysis is based on current employees’ accrued benefit, and former employees that are vested but have yet to retire as well as retired employees as of June 30, 2016. The CalPERS actuarial analysis is completed two years in arrears by practice. On December 21, 2016, the CalPERS Board of Administration lowered the discount rate (or rate of return) from 7.5 percent to 7.0 percent using a three-year phase-in beginning in FY 2019. The reports were prepared prior to CalPERS staff finalizing the ROR as of June 30, 2017, which CalPERS estimated to be 11.2 percent. Overall, this ROR of 11.2 percent is a significant improvement over the prior year’s rate of return of only 0.61 percent. Exceeding the assumed rate of return of 7.375 percent is a positive short-term result and is estimated to bring CalPERS overall funding status up by approximately 3 percent. The use of the actual 11.2 percent ROR instead of the assumed rate of return of 7.375 percent will decrease the unfunded pension liability in both trusts compared to the levels reported in these valuations, however, this will be offset by the lowering of the ROR to 7.0 percent in future years, which will result in an increase of the unfunded pension liability for both trusts. CalPERS Projected Contribution levels As of 2017, CalPERS has designated two components to the annual billing of the employer portion of pension contributions, 1) the Normal Cost, and 2) the Unfunded Accrued Liability (UAL). - Normal Cost: This reflects a rate of contribution for the plan of retirement benefits provided to current employees based on the current set of assumptions. - Employer Amortization of Unfunded Accrued Liability: This is an annual payment calculated by CalPERS to pay down an agency’s unfunded accrued pension liability. Assuming every assumption in the actuarial valuation stayed perfectly in place, an organization would eliminate its unfunded pension liability if it made these payments annually for 30 years. The liability grows when the assumptions goals, such as rate of return, are not met. This ARC for FY 2019 is $26.8 million for the Miscellaneous Plan and $12.9 million for the Safety Plan. These payments reflect the blended or combined cost of both the “Normal Cost” and the “Unfunded Accrued Liability” and are within the staff estimated payment based on CalPERS projections provided earlier this calendar year. Future ARCs are estimated to grow from 32.6 percent to 44.1 percent of payroll by FY 2025 for miscellaneous and from 55.6 percent to 76.2 percent of payroll for safety. This is based on a 7.375 percent ROR for FY 2019, 7.25 percent for FY 2020, and 7.00 percent for future years starting in FY 2021. City of Palo Alto Page 4 The tables below, Table 2 through Table 4, summarize the projected percentage of payroll required for each plan to fund the ARC as well as the individual components that make up this rate. - Table 2: Reflects the estimated percentage of payroll that is necessary for the City of Palo Alto as an employer to fund both the Normal Cost and the annual payment of the Unfunded Accrued Liability. It should be noted that the majority of employee groups have agreed to pick-up between 1% and 3% of this employer contribution rate. - Table 3: Reflects the projected percentage of payroll for the Normal Cost employer contribution. This rate increases as the phase in of the change in ROR is realized. - Table 4: Reflects the estimated annual contribution to pay down the Unfunded Accrued Liability. This cost also increases as the phase-in of the change in ROR is realized. Staff anticipates providing additional implications of the increasing cost of providing current service levels on the City of Palo Alto in future discussions. TABLE 2: CalPERS Projected Employer Contribution Rates (blended both UAL and Normal Cost)* FY 2017 FY 2018 FY 2019 FY 2020 FY 2021 FY 2022 FY 2023 FY 2024 FY 2025 Miscellaneous 28.89% 30.20% 32.56% 35.9% 38.8% 40.9% 42.6% 43.5% 44.1% Safety 45.43% 49.69% 55.63% 61.6% 66.3% 70.3% 73.5% 75.2% 76.2% * In the most recent negotiations between the City and the represented labor units, the parties agreed to Memoranda of Agreement (MOAs) that include provisions for employees to accept a greater share of pension costs to assist in curtailing the City’s growing pension expense. For all Miscellaneous Plan employees, a 1% employee pick-up of the employer contribution (excluding UMPAPA) and for all Safety employees a 3% employee pick-up of the employer contribution are anticipated to be executed. TABLE 3: CalPERS Projected Normal Cost Employer Rate* FY 2017 FY 2018 FY 2019 FY 2020 FY 2021 FY 2022 FY 2023 FY 2024 FY 2025 Miscellaneous 10.33% 10.04% 10.22% 10.7% 11.7% 11.7% 11.7% 11.7% 11.7% Safety 18.98% 18.90% 19.40% 20.2% 21.9% 21.9% 21.9% 21.9% 21.9% * In addition to the employer contributions, employees contribute the employee share of pension costs based on the plan and benefit tier. Miscellaneous employees in Tier 1 contribute 8 percent, Tier 2 contribute 7 percent and Tier 3 are 50 percent of the Normal Cost. Safety employees in Tiers 1 and 2 contribute 9 percent and Tier 3 contribute 50 percent of the Normal Cost percent. TABLE 4: CalPERS Projected Annual Employer Amortization of Unfunded Accrued Liability ($’s in 000’s) FY 2017 FY 2018 FY 2019 FY 2020 FY 2021 FY 2022 FY 2023 FY 2024 FY 2025 Miscellaneous 13,748 15,765 18,393 21,368 23,620 26,268 28,624 30,328 31,816 Safety 6,149 7,128 8,421 9,894 10,943 12,295 13,495 14,345 15,080 TOTAL $19,897 $22,893 $26,814 $31,262 $34,563 $38,563 $42,119 $44,673 $46,896 % Change from Prior Yr 15.1% 17.1% 16.6% 10.6% 11.6% 9.2% 6.1% 5.0% City of Palo Alto Page 5 CalPERS Projected Unfunded Accrued Pension Liability Included in the annual valuation report is a status of both plans “Funded Status.” Overall, CalPERS is funded at 68 percentage. This is higher than the City’s funded status of 63.6 percent for Safety, and 64.2 percent for miscellaneous. The Table 5 below outlines the City’s Funded Status for both the Miscellaneous and Safety Plans with an assumed ROR of 7.375 as of June 30, 2017. The unfunded pension liability increased from $338.4 million as of June 30, 2015 to $404.7 million as of June 30, 2016 an increase of $66.2 million or 19.6%. Again the actual ROR was 11.2 percent and if this was used in the reports it would have lowered the unfunded liability number that was provided. TABLE 5: CalPERS Projected Unfunded Accrued Liability for the City of Palo Alto As of June 30, 2014 As of June 30, 2015 As of June 30, 2016 Miscellaneous 191,411,633 219,668,121 261,680,231 Miscellaneous Funded Ratio 71.3% 68.5% 64.2% Safety 103,333,634 118,764,933 143,025,193 Safety Funded Ratio 71.9% 68.6% 63.6% TOTAL UNFUNDED PENSION LIABILITY $249,745,267 $338,433,054 $404,705,424 % Change from Prior Yr 14.8% 19.6% CalPERS recognizes the varying assumptions that may impact a plans unfunded accrued liability and therefore a pension plan’s funding status, especially the implications of the discount rate assumption. Therefore, in addition to the actuarial assumptions used to develop this annual evaluation, CalPERS includes an Analysis of Discount Rate Sensitivity Section in their reports in order to provide some level of sensitivity analysis of the pension plans. This analysis can be found on page 22 of each respective plan report. The following analysis provided by CalPERS looks at the June 30, 2016 unfunded accrued liability alternative discount rates. At 6.0 percent ROR, the plans are estimated to have a total unfunded accrued liability of $609 million. This represents an approximate 54 percent funding level of each plan. This analysis gives an indication of the potential plan impacts if the Public Employees Retirement Fund were to realize investment returns of 3.0% to 8.0% over the long-term. This type of analysis provides a sense of the long-term risk of the employer contribution rates. TABLE 6: CalPERS Alternative Scenarios Sensitivity Analysis (as of June 30, 2016) 3% Discount Rate 6% Discount Rate 7% Discount Rate 8% Discount Rate Miscellaneous $681,675,340 $394,930,155 $294,639,684 $211,566,099 Miscellaneous Funded Ratio 40.7% 54.3% 61.4% 68.9% Safety $388,794,232 $214,495,451 $160,646,230 $116,295,910 Safety Funded Ratio 39.1% 53.8% 60.9% 68.2% TOTAL UNFUNDED PENSION LIABILITY $1.1 billion $609 million $455 million $328 million City of Palo Alto Page 6 Conclusion The City of Palo Alto has already proactively anticipated this increased need for funding and worked on two strategies successfully to mitigate these growing funding needs. First, in the most recent negotiations between the City and the represented labor units, the parties agreed to Memoranda of Agreement (MOAs) that include provisions for employees to accept a greater share of pension costs to assist in curtailing the City’s growing pension expense. For all Miscellaneous Plan employees, a 1% employee pick-up of the employer contribution (excluding UMPAPA) and for all Safety employees a 3% employee pick-up of the employer contribution are anticipated to be executed. Second, the City Council has established an irrevocable 115 Pension Trust Fund with funding of approximately $3.1 million contributed through FY 2018 from all funds. This represents approximately 10% of the ARC. Staff anticipates a continuation of this discussion in October 2017 including bringing back potential funding options, methods of mitigating the implications in these reports, and timelines for policy decisions in the context of the FY 2019 Budget development. It is through this continued discussion staff anticipates further policy direction to be developed and ultimately include in the annual budget process including the Long Range Financial Forecast. RESOURCE IMPACT SECTION Implications will be determined based on policy direction in subsequent conversations. The FY 2019 projects discussed in the Adopted of the FY 2018 Budget are consistent with these values. ENVIRONMENTAL IMPACT This report is not a project for the purposes of the California Environmental Quality Act. Environmental review is not required. Attachments:  Attachment A: Pension Tiers Table March 2017  Attachment B: CalPERS Safety Valuation June 30, 2016  Attachment C: CalPERS Misc. Valuation June 30, 2016 Mar 2017 Mar 2016 Mar 2017 Mar 2016 Tier 14 6 Tier 16770 Tier 22 2 Tier 267 Tier 34 3 Tier 31110 Sub‐total 10           11              Sub‐total 84 87 Tier 1 102         106            Tier 155 Tier 248           49              Tier 200 Tier 345           35              Tier 300 Sub‐total 195         190            Sub‐total 55 Tier 1 321         352            Tier 144 Tier 266           64              Tier 200 Tier 3 170         125            Tier 300 Sub‐total 557         541            Sub‐total 44 Tier 143           45              Tier 15059* Tier 2 ‐          ‐             Tier 234 Tier 32 2 Tier 32410 Sub‐total 45           47              Sub‐total 77 73 Tier 176 Tier 211 Tier 300 Sub‐total 87 Tier 101 Tier 200 Tier 300 Sub‐total 01 Total Tier 1 470 509 Total Tier 1 133 145 Tier 2 116 115 Tier 21012 Tier 3 221 165 Tier 33520 Grand Total Misc Plans 807 789 Grand Total Safety Plans 178 177 %Tier 1 58% 65%%Tier 1 75% 82% Tier 2 14% 15%Tier 26%7% Tier 3 27% 21%Tier 3 20% 11% Tier 1 2.7% @ 55 Tier 13% @ 50 Tier 22% @ 60 Tier 23% @ 55 Tier 32% @ 62 Tier 3 2.7% @ 57 *Excludes police trainees (4/2) Police Management  Association Police Management Fire Management PAPOA Service Employees  International Union Utilities Management Miscellaneous Plans Safety Plans Fire Chiefs Association Employee Group IAFFCity Council and Council  Appointed Officers Employee Group Management and  Professional # of Employees # of Employees Attachment A: City of Palo Alto Pension Plan Benefit Levels Enrollment by Plan and Employee Group California Public Employees’ Retirement System Actuarial Office P.O. Box 942701 Sacramento, CA 94229-2701 TTY: (916) 795-3240 (888) 225-7377 phone • (916) 795-2744 fax www.calpers.ca.gov July 2017 SAFETY PLAN OF THE CITY OF PALO ALTO (CalPERS ID: 6373437857) Annual Valuation Report as of June 30, 2016 Dear Employer, As an attachment to this letter, you will find a copy of the June 30, 2016 actuarial valuation report of your pension plan. Your 2016 actuarial valuation report contains important actuarial information about your pension plan at CalPERS. Your CalPERS staff actuary, whose signature appears in the “Actuarial Certification” section on page 1, is available to discuss the report with you after August 31, 2017. Required Contributions The exhibit below displays the minimum required employer contributions and the Employee PEPRA Rate for Fiscal Year 2018-19 along with estimates of the required contributions for Fiscal Years 2019-20 and 2020-21. Member contributions other than cost sharing (whether paid by the employer or the employee) are in addition to the results shown below. The required employer contributions in this report do not reflect any cost sharing arrangement you may have with your employees. Fiscal Year Employer Normal Cost Rate Employer Amortization of Unfunded Accrued Liability Employee PEPRA Rate 2018-19 19.397% $8,421,191 10.75% Projected Results 2019-20 20.2% $9,894,000 TBD 2020-21 21.9% $10,943,000 TBD The actual investment return for Fiscal Year 2016-17 was not known at the time this report was prepared. The projections above assume the investment return for that year would be 7.375 percent. If the actual investment return for Fiscal year 2016-17 differs from 7.375 percent, the actual contribution requirements for the projected years will differ from those shown above. Moreover, the projected results for Fiscal Years 2019-20 and 2020-21 also assume that there are no future plan changes, no further changes in assumptions other than those recently approved, and no liability gains or losses. Such changes can have a significant impact on required contributions. Since they cannot be predicted in advance, the projected employer results shown above are estimates. The actual required employer contributions for Fiscal year 2019-20 will be provided in next year’s report. For additional details regarding the assumptions and methods used for these projections please refer to the “Projected Employer Contributions” in the “Highlights and Executive Summary” section. The required contributions shown above include a Normal Cost component expressed as a percentage of payroll and a payment toward Unfunded Accrued Liability expressed as a dollar amount. Actual contributions for Fiscal Year 2018-19 and all future years will be collected on that basis. For illustrative total contribution requirements expressed as percentages of payroll, please see pages 4 and 5 of the report. The “Risk Analysis” section of the valuation report on page 21 also contains estimated employer contributions in future years under a variety of investment return scenarios. SAFETY PLAN OF THE CITY OF PALO ALTO (CalPERS ID: 6373437857) Annual Valuation Report as of June 30, 2016 Page 2 Changes since the Prior Year’s Valuation On December 21, 2016, the CalPERS Board of Administration lowered the discount rate from 7.50 percent to 7.00 percent using a three year phase-in beginning with the June 30, 2016 actuarial valuations. The minimum employer contributions for Fiscal Year 2018-19 determined in this valuation were calculated using a discount rate of 7.375 percent. The projected employer contributions on Page 5 are calculated assuming that the discount rate will be lowered to 7.25 percent next year and to 7.00 percent the following year as adopted by the Board. Beginning with Fiscal Year 2017-18 CalPERS began collecting employer contributions toward the plan’s unfunded liability as dollar amounts instead of the prior method of a contribution rate. This change addresses potential funding issues that could arise from a declining payroll or reduction in the number of active members in the plan. Funding the unfunded liability as a percentage of payroll could lead to the underfunding of the plans. Due to stakeholder feedback regarding internal needs for total contributions expressed as a percentage of payroll, the reports have been modified to include such results in the contribution projection on page 5. These results are provided for information purposes only. Contributions toward the unfunded liability will continue to be collected as dollar amounts. The CalPERS Board of Administration adopted a Risk Mitigation Policy which is designed to reduce funding risk over time. This Policy has been temporarily suspended during the period over which the discount rate is being lowered. More details on the Risk Mitigation Policy can be found on our website. Besides the above noted changes, there may also be changes specific to the plan such as contract amendments and funding changes. Further descriptions of general changes are included in the “Highlights and Executive Summary” section and in Appendix A, “Actuarial Methods and Assumptions.” The effects of the changes on the required contributions are included in the “Reconciliation of Required Employer Contributions” section. We understand that you might have a number of questions about these results. While we are very interested in discussing these results with your agency, in the interest of allowing us to give every public agency their results, we ask that you wait until after August 31 to contact us with actuarial questions. If you have other questions, you may call the Customer Contact Center at (888)-CalPERS or (888-225-7377). Sincerely, SCOTT TERANDO Chief Actuary ACTUARIAL VALUATION as of June 30, 2016 for the SAFETY PLAN of the CITY OF PALO ALTO (CalPERS ID: 6373437857) (Rate Plan ID: 5080) REQUIRED CONTRIBUTIONS FOR FISCAL YEAR July 1, 2018 – June 30, 2019 TABLE OF CONTENTS ACTUARIAL CERTIFICATION 1 HIGHLIGHTS AND EXECUTIVE SUMMARY Introduction 3 Purpose of the Report 3 Required Contributions 4 Plan’s Funded Status 5 Projected Employer Contributions 5 Cost 6 Changes Since the Prior Year’s Valuation 7 Subsequent Events 7 ASSETS Reconciliation of the Market Value of Assets 9 Asset Allocation 10 CalPERS History of Investment Returns 11 LIABILITIES AND CONTRIBUTIONS Development of Accrued and Unfunded Liabilities 13 (Gain) / Loss Analysis 06/30/15 - 06/30/16 14 Schedule of Amortization Bases 15 30-Year Amortization Schedule and Alternatives 16 Reconciliation of Required Employer Contributions 18 Employer Contribution History 19 Funding History 19 RISK ANALYSIS Analysis of Future Investment Return Scenarios 21 Analysis of Discount Rate Sensitivity 22 Volatility Ratios 23 Hypothetical Termination Liability 24 PLAN’S MAJOR BENEFIT PROVISIONS Plan’s Major Benefit Options 26 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS Actuarial Data A-1 Actuarial Methods A-1 Actuarial Assumptions A-3 Miscellaneous A-21 APPENDIX B – PRINCIPAL PLAN PROVISIONS B-1 APPENDIX C – PARTICIPANT DATA Summary of Valuation Data C-1 Active Members C-2 Transferred and Terminated Members C-3 Retired Members and Beneficiaries C-4 APPENDIX D – DEVELOPMENT OF PEPRA MEMBER CONTRIBUTION RATE D-1 APPENDIX E – GLOSSARY OF ACTUARIAL TERMS E-1 (CY) FIN PROCESS CONTROL ID: 496858 (PY) FIN PROCESS CONTROL ID: 480105 REPORT ID: 104049 CALPERS ACTUARIAL VALUATION - June 30, 2016 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 1 ACTUARIAL CERTIFICATION To the best of our knowledge, this report is complete and accurate and contains sufficient information to disclose, fully and fairly, the funded condition of the SAFETY PLAN OF THE CITY OF PALO ALTO. This valuation is based on the member and financial data as of June 30, 2016 provided by the various CalPERS databases and the benefits under this plan with CalPERS as of the date this report was produced. It is our opinion that the valuation has been performed in accordance with generally accepted actuarial principles, in accordance with standards of practice prescribed by the Actuarial Standards Board, and that the assumptions and methods are internally consistent and reasonable for this plan, as prescribed by the CalPERS Board of Administration according to provisions set forth in the California Public Employees’ Retirement Law. The undersigned is an actuary for CalPERS, a member of the American Academy of Actuaries and the Society of Actuaries and meets the Qualification Standards of the American Academy of Actuaries to render the actuarial opinions contained herein. DAVID CLEMENT, ASA, MAAA, EA Senior Pension Actuary, CalPERS HIGHLIGHTS AND EXECUTIVE SUMMARY  INTRODUCTION  PURPOSE OF THE REPORT  REQUIRED CONTRIBUTIONS  PLAN’S FUNDED STATUS  PROJECTED EMPLOYER CONTRIBUTIONS  COST  CHANGES SINCE THE PRIOR YEAR’S VALUATION  SUBSEQUENT EVENTS CALPERS ACTUARIAL VALUATION - June 30, 2016 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 3 Introduction This report presents the results of the June 30, 2016 actuarial valuation of the SAFETY PLAN OF THE CITY OF PALO ALTO of the California Public Employees’ Retirement System (CalPERS). This actuarial valuation sets the required employer contributions for Fiscal Year 2018-19. Purpose of the Report The actuarial valuation was prepared by the CalPERS Actuarial Office using data as of June 30, 2016. The purpose of the report is to:  Set forth the assets and accrued liabilities of this plan as of June 30, 2016;  Determine the required employer contributions for the fiscal year July 1, 2018 through June 30, 2019;  Provide actuarial information as of June 30, 2016 to the CalPERS Board of Administration and other interested parties. The pension funding information presented in this report should not be used in financial reports subject to Governmental Accounting Standards Board (GASB) Statement No. 68 for an Agent Employer Defined Benefit Pension Plan. A separate accounting valuation report for such purposes is available from CalPERS and details for ordering are available on our website. The measurements shown in this actuarial valuation may not be applicable for other purposes. The employer should contact their actuary before disseminating any portion of this report for any reason that is not explicitly described above. Future actuarial measurements may differ significantly from the current measurements presented in this report due to such factors as the following: plan experience differing from that anticipated by the economic or demographic assumptions; changes in economic or demographic assumptions; changes in actuarial policies; and changes in plan provisions or applicable law. California Actuarial Advisory Panel Recommendations This report includes all the basic disclosure elements as described in the Model Disclosure Elements for Actuarial Valuation Reports recommended in 2011 by the California Actuarial Advisory Panel (CAAP), with the exception of including the original base amounts of the various components of the unfunded liability in the Schedule of Amortization Bases shown on page 15. Additionally, this report includes the following “Enhanced Risk Disclosures” also recommended by the CAAP in the Model Disclosure Elements document:  A “Deterministic Stress Test,” projecting future results under different investment income scenarios  A “Sensitivity Analysis,” showing the impact on current valuation results using alternative discount rates of 6.0 percent, 7.0 percent and 8.0 percent. CALPERS ACTUARIAL VALUATION - June 30, 2016 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 4 Required Contributions Fiscal Year Required Employer Contribution 2018-19 Employer Normal Cost Rate 19.397% Plus Either 1) Monthly Employer Dollar UAL Payment $ 701,766 Or 2) Annual UAL Prepayment Option $ 8,126,844 Required PEPRA Member Contribution Rate 10.75% The total minimum required employer contribution is the sum of the Plan’s Employer Normal Cost Rate (expressed as a percentage of payroll) plus the Employer Unfunded Accrued Liability (UAL) Contribution Amount (billed monthly in dollars). Only the UAL portion of the employer contribution can be prepaid (which must be received in full no later than July 31). Plan Normal Cost contributions will be made as part of the payroll reporting process. If there is contractual cost sharing or other change, this amount will change. §20572 of the Public Employees’ Retirement Law assesses interest at an annual rate of 10 percent if a contracting agency fails to remit the required contributions when due. For additional detail regarding the determination of the required contribution for PEPRA members, see Appendix D. Required member contributions for Classic members can be found in Appendix B. Fiscal Year Fiscal Year 2017-18 2018-19 Normal Cost Contribution as a Percentage of Payroll Total Normal Cost 28.029% 28.571% Employee Contribution1 9.129% 9.174% Employer Normal Cost 18.900% 19.397% Projected Annual Payroll for Contribution Year $ 23,150,815 $ 23,240,148 Estimated Employer Contributions Based On Projected Payroll Total Normal Cost $ 6,488,942 $ 6,639,943 Employee Contribution1 2,113,438 2,132,051 Employer Normal Cost 4,375,504 4,507,892 Unfunded Liability Contribution 7,127,885 8,421,191 % of Projected Payroll (illustrative only) 30.789% 36.236% Estimated Total Employer Contribution $ 11,503,389 $ 12,929,083 % of Projected Payroll (illustrative only) 49.689% 55.633% 1 For classic members, this is the percentage specified in the Public Employees Retirement Law, net of any reduction from the use of a modified formula or other factors. For PEPRA members, the member contribution rate is based on 50 percent of the normal cost. A development of PEPRA member contribution rates can be found in Appendix D. Employee cost sharing is not shown in this report. CALPERS ACTUARIAL VALUATION - June 30, 2016 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 5 Plan’s Funded Status This measure of funded status is an assessment of the need for future employer contributions based on the selected actuarial cost method used to fund the plan. The UAL is the present value of future employer contributions for service that has already been earned and is in addition to future normal cost contributions for active members. For a measure of funded status that is appropriate for assessing the sufficiency of plan assets to cover estimated termination liabilities, please see “Hypothetical Termination Liability” in the “Risk Analysis” section. Projected Employer Contributions The table below shows the required and projected employer contributions (before cost sharing) for the next six fiscal years. Projected results reflect the adopted changes to the discount rate described in Appendix A, “Actuarial Methods and Assumptions.” The projections also assume that all actuarial assumptions will be realized and that no further changes to assumptions, contributions, benefits, or funding will occur during the projection period. The projected normal cost percentages in the projections below do not reflect that the normal cost will decline over time as new employees are hired into PEPRA or other lower cost benefit tiers. Required Contribution Projected Future Employer Contributions (Assumes 7.375% Return for Fiscal Year 2016-17) Fiscal Year 2018-19 2019-20 2020-21 2021-22 2022-23 2023-24 2024-25 Normal Cost % 19.397% 20.2% 21.9% 21.9% 21.9% 21.9% 21.9% UAL Payment 8,421,191 9,894,000 10,943,000 12,295,000 13,495,000 14,345,000 15,080,000 Total as a % of Payroll* 55.6% 61.6% 66.3% 70.3% 73.5% 75.2% 76.2% Projected Payroll 23,240,148 23,937,353 24,655,474 25,395,138 26,156,992 26,941,702 27,749,953 *Illustrative only and based on the projected payroll shown. Changes in the UAL due to actuarial gains or losses as well as changes in actuarial assumptions or methods are amortized using a 5-year ramp up. For more information, please see “Amortization of the Unfunded Actuarial Accrued Liability” under “Actuarial Methods” in Appendix A. This method phases in the impact of unanticipated changes in UAL over a 5-year period and attempts to minimize employer cost volatility from year to year. As a result of this methodology, dramatic changes in the required employer contributions in any one year are less likely. However, required contributions can change gradually and significantly over the next five years. In years where there is a large increase in UAL the relatively small amortization payments during the ramp up period could result in a funded ratio that is projected to decrease initially while the contribution impact of the increase in the UAL is phased in. Due to the adopted changes in the discount rate for the next two valuations in combination with the 5-year phase-in ramp, the increases in the required contributions are expected to continue for seven years from Fiscal Year 2018-19 through Fiscal Year 2024-25. For projected contributions under alternate investment return scenarios, please see the “Analysis of Future Investment Return Scenarios” in the “Risk Analysis” section. June 30, 2015 June 30, 2016 1. Present Value of Projected Benefits $ 433,980,861 $ 448,048,891 2. Entry Age Normal Accrued Liability 377,934,524 392,911,774 3. Market Value of Assets (MVA) $ 259,169,591 $ 249,886,581 4. Unfunded Accrued Liability (UAL) [(2) – (3)] $ 118,764,933 $ 143,025,193 5. Funded Ratio [(3) / (2)] 68.6% 63.6% CALPERS ACTUARIAL VALUATION - June 30, 2016 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 6 Cost Actuarial Cost Estimates in General What is the cost of the pension plan? Contributions to fund the pension plan are comprised of two components:  The Normal Cost, expressed as a percentage of total active payroll.  The Amortization of the Unfunded Accrued Liability (UAL), expressed as a dollar amount. For fiscal years prior to FY 2017-18, the Amortizations of UAL component was expressed as percentage of total active payroll. Starting with FY 2017-18, the Amortization of UAL component will be expressed as a dollar amount and will be invoiced on a monthly basis. There will be an option to prepay this amount during July of each fiscal year. The Normal Cost component will continue to be expressed as a percentage of active payroll with employer and employee contributions payable as part of the regular payroll reporting process. The determination of both components requires complex actuarial calculations. The calculations are based on a set of actuarial assumptions which can be divided into two categories:  Demographic assumptions (which includes mortality rates, retirement rates, employment termination rates, disability rates)  Economic assumptions (which includes future investment earnings, inflation, salary growth rates) These assumptions reflect CalPERS best estimate of the future experience of the plan and are long term in nature. We recognize that all the assumptions will not be realized in any given year. For example, the investment earnings at CalPERS have averaged 7.0 percent over the 20 years ending June 30, 2016, yet individual fiscal year returns have ranged from -24 percent to +21.7 percent. In addition, CalPERS reviews all the actuarial assumptions on an ongoing basis by conducting in depth experience studies every four years. CALPERS ACTUARIAL VALUATION - June 30, 2016 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 7 Changes since the Prior Year’s Valuation Benefits The standard actuarial practice at CalPERS is to recognize mandated legislative benefit changes in the first annual valuation following the effective date of the legislation. Voluntary benefit changes by plan amendment are generally included in the first valuation that is prepared after the amendment becomes effective, even if the valuation date is prior to the effective date of the amendment. This valuation generally reflects plan changes by amendments effective before the date of the report. Please refer to the “Plan’s Major Benefit Options” and Appendix B for a summary of the plan provisions used in this valuation. The effect of any mandated benefit changes or plan amendments on the unfunded liability is shown in the “(Gain)/Loss Analysis” and the effect on the employer contribution is shown in the “Reconciliation of Required Employer Contributions.” It should be noted that no change in liability or contribution is shown for any plan changes which were already included in the prior year’s valuation. Actuarial Methods and Assumptions On December 21, 2016, the CalPERS Board of Administration lowered the discount rate from 7.50 percent to 7.00 percent using a three year phase-in beginning with the June 30, 2016 actuarial valuations. The minimum employer contributions for Fiscal Year 2018-19 determined in this valuation were calculated using a discount rate of 7.375 percent. The projected employer contributions on Page 5 are calculated assuming that the discount rate will be lowered to 7.25 percent next year and 7.00 percent the following year as adopted by the Board. The decision to reduce the discount rate was primarily based on reduced capital market assumptions provided by external investment consultants and CalPERS investment staff. The specific decision adopted by the Board reflected recommendations from CalPERS staff and additional input from employer and employee stakeholder groups. Based on the investment allocation adopted by the Board and capital market assumptions, the reduced discount rate assumption provides a more realistic assumption for the long term investment return of the fund. Notwithstanding the Board’s decision to phase into a 7.0 percent discount rate, subsequent analysis of the expected investment return of CalPERS assets or changes to the investment allocation may result in a change to this three year discount rate schedule. A comprehensive analysis of all actuarial assumptions and methods including the discount rate will be conducted in 2017. Subsequent Events The contribution requirements determined in this actuarial valuation report are based on demographic and financial information as of June 30, 2016. Changes in the value of assets subsequent to that date are not reflected. Declines in asset values will increase the required contribution, while investment returns above the assumed rate of return will decrease the actuarial cost of the plan. This actuarial valuation report reflects statutory changes, regulatory changes and CalPERS Board actions through January 2017. Any subsequent changes or actions are not reflected. ASSETS  RECONCILIATION OF THE MARKET VALUE OF ASSETS  ASSET ALLOCATION  CALPERS HISTORY OF INVESTMENT RETURNS CALPERS ACTUARIAL VALUATION - June 30, 2016 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 9 Reconciliation of the Market Value of Assets 1. Market Value of Assets as of 6/30/15 including Receivables $ 259,169,591 2. Change in Receivables for Service Buybacks (93,759) 3. Employer Contributions 9,403,268 4. Employee Contributions 2,014,877 5. Benefit Payments to Retirees and Beneficiaries (21,629,407) 6. Refunds (39,964) 7. Lump Sum Payments 0 8. Transfers and Miscellaneous Adjustments 136,139 9. Net Investment Return 925,836 10. Market Value of Assets as of 6/30/16 including Receivables $ 249,886,581 CALPERS ACTUARIAL VALUATION - June 30, 2016 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 10 Asset Allocation CalPERS adheres to an Asset Allocation Strategy which establishes asset class allocation policy targets and ranges, and manages those asset class allocations within their policy ranges. CalPERS Investment Belief No. 6 recognizes that strategic asset allocation is the dominant determinant of portfolio risk and return. On February 19, 2014, the CalPERS Board of Administration adopted changes to the current asset allocation as shown in the Policy Target Allocation below expressed as a percentage of total assets. The asset allocation and market value of assets shown below reflect the values of the Public Employees’ Retirement Fund (PERF) in its entirety as of June 30, 2016. The assets for CITY OF PALO ALTO SAFETY PLAN are part of the PERF and are invested accordingly. (A) Asset Class (B) Market Value ($ Billion) (C) Policy Target Allocation Public Equity 153.1 51.0% Private Equity 26.4 10.0% Global Fixed Income 59.9 20.0% Liquidity 4.5 1.0% Real Assets 31.8 12.0% Inflation Sensitive Assets 17.8 6.0% Other 1.6 0.0% Total Fund $295.1 100.0% Global Equity 51.9% Private Equity 9.0% Global Fixed Income 20.3% Liquidity 1.5% Real Assets 10.8% Inflation 6.0% Other 0.5% Asset Allocation at 6/30/2016 CALPERS ACTUARIAL VALUATION - June 30, 2016 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 11 CalPERS History of Investment Returns The following is a chart with the 20-year historical annual returns of the Public Employees Retirement Fund for each fiscal year ending on June 30. Beginning in 2002, the figures are reported as gross of fees. The table below shows historical geometric mean annual returns of the Public Employees Retirement Fund for various time periods ending on June 30, 2016, (figures are reported as gross of fees). The geometric mean rate of return is the average rate per period compounded over multiple periods. It should be recognized that in any given year the rate of return is volatile. The portfolio has an expected volatility of 11.8 percent per year based on the most recent Asset Liability Modelling study. The volatility is a measure of the risk of the portfolio expressed in the standard deviation of the fund’s total return distribution, expressed as a percentage. Consequently, when looking at investment returns, it is more instructive to look at returns over longer time horizons. History of CalPERS Geometric Mean Rates of Return and Volatilities 1 year 5 year 10 year 20 year 30 year Geometric Return 0.6% 6.6% 5.0% 7.0% 8.2% Volatility – 8.1% 14.0% 11.8% 10.1% -25.0% -20.0% -15.0% -10.0% -5.0% 0.0% 5.0% 10.0% 15.0% 20.0% 25.0% 97 98 99 00 01 02 03 04 05 06 07 08 09 10 11 12 13 14 15 16 20 . 1 % 19 . 5 % 12 . 5 % 10 . 5 % -7. 2 % -6. 1 % 3. 7 % 16 . 6 % 12 . 3 % 11 . 8 % 19 . 1 % -5. 1 % -24 . 0 % 13 . 3 % 21 . 7 % 0. 2 % 13 . 2 % 17 . 7 % 2. 4 % 0. 6 % LIABILITIES AND CONTRIBUTIONS  DEVELOPMENT OF ACCRUED AND UNFUNDED LIABILITIES  (GAIN) / LOSS ANALYSIS 06/30/15 - 06/30/16  SCHEDULE OF AMORTIZATION BASES  30-YEAR AMORTIZATION SCHEDULES AND ALTERNATIVES  RECONCILIATION OF REQUIRED EMPLOYER CONTRIBUTIONS  EMPLOYER CONTRIBUTION HISTORY  FUNDING HISTORY CALPERS ACTUARIAL VALUATION - June 30, 2016 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 13 Development of Accrued and Unfunded Liabilities June 30, 2015 June 30, 2016 1. Present Value of Projected Benefits a) Active Members $ 145,227,338 151,548,026 b) Transferred Members 7,219,815 7,805,314 c) Terminated Members 2,371,428 2,453,933 d) Members and Beneficiaries Receiving Payments 279,162,280 286,241,618 e) Total $ 433,980,861 448,048,891 2. Present Value of Future Employer Normal Costs $ 37,166,396 36,656,902 3. Present Value of Future Employee Contributions $ 18,879,941 18,480,215 4. Entry Age Normal Accrued Liability a) Active Members [(1a) - (2) - (3)] $ 89,181,001 96,410,909 b) Transferred Members (1b) 7,219,815 7,805,314 c) Terminated Members (1c) 2,371,428 2,453,933 d) Members and Beneficiaries Receiving Payments (1d) 279,162,280 286,241,618 e) Total $ 377,934,524 392,911,774 5. Market Value of Assets (MVA) $ 259,169,591 249,886,581 6. Unfunded Accrued Liability (UAL) [(4e) - (5)] $ 118,764,933 143,025,193 7. Funded Ratio [(5) / (4e)] 68.6% 63.6% CALPERS ACTUARIAL VALUATION - June 30, 2016 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 14 (Gain)/Loss Analysis 6/30/15 – 6/30/16 To calculate the cost requirements of the plan, assumptions are made about future events that affect the amount and timing of benefits to be paid and assets to be accumulated. Each year, actual experience is compared to the expected experience based on the actuarial assumptions. This results in actuarial gains or losses, as shown below. 1. Total (Gain)/Loss for the Year a) Unfunded Accrued Liability (UAL) as of 6/30/15 $ 118,764,933 b) Expected Payment on the UAL during 2015-16 5,004,190 c) Interest through 6/30/16 [.075 x (1a) - ((1.075)½ - 1) x (1b)] 8,723,105 d) Expected UAL before all other changes [(1a) - (1b) + (1c)] 122,483,848 e) Change due to plan changes 0 f) Change due to assumption change 5,599,395 g) Expected UAL after all other changes [(1d) + (1e) + (1f)] 128,083,243 h) Actual UAL as of 6/30/16 143,025,193 i) Total (Gain)/Loss for 2015-16 [(1h) - (1g)] $ 14,941,950 2. Contribution (Gain)/Loss for the Year a) Expected Contribution (Employer and Employee) $ 11,142,461 b) Interest on Expected Contributions 410,288 c) Actual Contributions 11,418,145 d) Interest on Actual Contributions 420,440 e) Expected Contributions with Interest [(2a) + (2b)] 11,552,749 f) Actual Contributions with Interest [(2c) + (2d)] 11,838,585 g) Contribution (Gain)/Loss [(2e) - (2f)] $ (285,836) 3. Asset (Gain)/Loss for the Year a) Market Value of Assets as of 6/30/15 $ 259,169,591 b) Prior Fiscal Year Receivables (739,213) c) Current Fiscal Year Receivables 645,454 d) Contributions Received 11,418,145 e) Benefits and Refunds Paid (21,669,371) f) Transfers and Miscellaneous Adjustments 136,139 g) Expected Int. [.075 x (3a + 3b) + ((1.075)½ - 1) x ((3d) + (3e) + (3f))] 19,009,820 h) Expected Assets as of 6/30/16 [(3a) + (3b) + (3c) + (3d) + (3e) + (3f) + (3g)] 267,970,565 i) Market Value of Assets as of 6/30/16 249,886,581 j) Asset (Gain)/Loss [(3h) - (3i)] $ 18,083,984 4. Liability (Gain)/Loss for the Year a) Total (Gain)/Loss (1i) $ 14,941,950 b) Contribution (Gain)/Loss (2g) (285,836) c) Asset (Gain)/Loss (3j) 18,083,984 d) Liability (Gain)/Loss [(4a) - (4b) - (4c)] $ (2,856,198) CALPERS ACTUARIAL VALUATION - June 30, 2016 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 15 Schedule of Amortization Bases There is a two-year lag between the valuation date and the start of the contribution fiscal year.  The assets, liabilities, and funded status of the plan are measured as of the valuation date: June 30, 2016.  The required employer contributions determined by the valuation are for the fiscal year beginning two years after the valuation date: Fiscal Year 2018-19. This two-year lag is necessary due to the amount of time needed to extract and test the membership and financial data, and the need to provide public agencies with their required employer contribution well in advance of the start of the fiscal year. The Unfunded Accrued Liability (UAL) is used to determine the employer contribution and therefore must be rolled forward two years from the valuation date to the first day of the fiscal year for which the contribution is being determined. The UAL is rolled forward each year by subtracting the expected payment on the UAL for the fiscal year and adjusting for interest. The expected payment on the UAL for a fiscal year is equal to the Expected Employer Contribution for the fiscal year minus the Expected Normal Cost for the year. The Employer Contribution for the first fiscal year is determined by the actuarial valuation two years ago and the contribution for the second year is from the actuarial valuation one year ago. The Normal Cost Rate for each of the two fiscal years is assumed to be the same as the rate determined by the current valuation. All expected dollar amounts are determined by multiplying the rate by the expected payroll for the applicable fiscal year, based on payroll as of the valuation date. Reason for Base Date Established Amorti-zation Period Balance 6/30/16 Expected Payment 2016-17 Balance 6/30/17 Expected Payment 2017-18 Balance 6/30/18 Scheduled Payment for 2018-19 FRESH START 06/30/04 18 $(928,572) $(70,112) $(924,403) $(72,216) $(917,746) $(73,518) BENEFIT CHANGE 06/30/05 8 $141,689 $17,674 $133,824 $18,204 $124,831 $18,618 ASSUMPTION CHANGE 06/30/09 13 $7,356,998 $674,413 $7,200,737 $694,645 $7,011,987 $708,757 SPECIAL (GAIN)/LOSS 06/30/09 23 $8,903,104 $588,446 $8,949,949 $606,099 $8,981,956 $615,760 SPECIAL (GAIN)/LOSS 06/30/10 24 $4,238,306 $274,129 $4,266,823 $282,353 $4,288,922 $286,741 ASSUMPTION CHANGE 06/30/11 15 $6,174,876 $518,759 $6,092,725 $534,322 $5,988,389 $544,679 SPECIAL (GAIN)/LOSS 06/30/11 25 $2,401,190 $152,183 $2,420,583 $156,749 $2,436,675 $159,124 PAYMENT (GAIN)/LOSS 06/30/12 26 $1,549,288 $96,335 $1,563,724 $99,225 $1,576,230 $100,690 (GAIN)/LOSS 06/30/12 26 $44,343,046 $2,757,260 $44,756,220 $2,839,977 $45,114,153 $2,881,919 (GAIN)/LOSS 06/30/13 27 $41,497,881 $1,133,854 $43,383,429 $1,751,805 $44,767,703 $2,370,921 ASSUMPTION CHANGE 06/30/14 18 $19,725,680 $375,729 $20,791,111 $774,001 $21,522,421 $1,182,639 (GAIN)/LOSS 06/30/14 28 $(26,317,755) $(370,160) $(27,875,123) $(762,530) $(29,140,765) $(1,160,282) (GAIN)/LOSS 06/30/15 29 $13,398,115 $(183,242) $14,576,105 $205,251 $15,438,408 $416,097 ASSUMPTION CHANGE 06/30/16 20 $5,599,395 $(172,182) $6,190,769 $(177,347) $6,831,109 $128,758 (GAIN)/LOSS 06/30/16 30 $14,941,952 $(97,946) $16,145,414 $0 $17,336,138 $240,288 TOTAL $143,025,193 $5,695,140 $147,671,888 $6,950,538 $151,360,411 $8,421,191 CALPERS ACTUARIAL VALUATION - June 30, 2016 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 20 Page 16 30-Year Amortization Schedule and Alternatives The amortization schedule on the previous page shows the minimum contributions required according to CalPERS amortization policy. There has been considerable interest from many agencies in paying off these unfunded accrued liabilities sooner and the possible savings in doing so. As a result, we have provided alternate amortization schedules to help analyze the current amortization schedule and illustrate the advantages of accelerating unfunded liability payments. Shown on the following page are future year amortization payments based on 1) the current amortization schedule reflecting the individual bases and remaining periods shown on the previous page, and 2) alternate “fresh start” amortization schedules using two sample periods that would both result in interest savings relative to the current amortization schedule. Note that the payments under each alternate scenario increase by 3 percent per year. The schedules do not reflect the impact of adopted discount rate changes that will become effective beyond June 30, 2016. Therefore, future amortization payments displayed in the Current Amortization Schedule on the following page will not match projected amortization payments shown in connection with Projected Employer Contributions provided elsewhere in this report. The Current Amortization Schedule typically contains individual bases that are both positive and negative. Positive bases result from plan changes, assumption changes or plan experience that result in increases to unfunded liability. Negative bases result from plan changes, assumption changes or plan experience that result in decreases to unfunded liability. The combination of positive and negative bases within an amortization schedule can result in unusual or problematic circumstances in future years such as:  A positive total unfunded liability with a negative total payment,  A negative total unfunded liability with a positive total payment, or  Total payments that completely amortize the unfunded liability over a very short period of time In any year where one of the above scenarios occurs, the actuary will consider corrective action such as replacing the existing unfunded liability bases with a single “fresh start” base and amortizing it over a reasonable period. The Current Amortization Schedule on the following page may appear to show that, based on the current amortization bases, one of the above scenarios will occur at some point in the future. It is impossible to know today whether such a scenario will in fact arise since there will be additional bases added to the amortization schedule in each future year. Should such a scenario arise in any future year, the actuary will take appropriate action based on guidelines in the CalPERS amortization policy. For purposes of this display, total payments include any negative payments. Therefore, the amount of estimated savings may be understated to the extent that negative payments appear in the current schedule. CALPERS ACTUARIAL VALUATION - June 30, 2016 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 17 30-Year Amortization Schedule and Alternatives * This schedule does not reflect the impact of adopted discount rate changes that will become effective beyond June 30, 2016. For Projected Employer Contributions, please see Page 5. Alternate Schedules Current Amortization Schedule* 20 Year Amortization 15 Year Amortization Date Balance Payment Balance Payment Balance Payment 6/30/2018 151,360,410 8,421,191 151,360,410 11,314,568 151,360,410 13,767,113 6/30/2019 153,797,041 9,886,419 150,798,869 11,654,005 148,257,495 14,180,126 6/30/2020 154,895,077 10,803,156 149,844,184 12,003,625 144,497,768 14,605,530 6/30/2021 155,124,154 11,757,856 148,456,807 12,363,734 140,019,949 15,043,696 6/30/2022 154,380,847 12,525,958 146,593,960 12,734,646 134,757,856 15,495,007 6/30/2023 152,786,799 12,901,734 144,209,381 13,116,685 128,640,026 15,959,857 6/30/2024 150,685,803 13,288,788 141,253,064 13,510,186 121,589,319 16,438,653 6/30/2025 148,028,785 13,687,451 137,670,965 13,915,491 113,522,486 16,931,812 6/30/2026 144,762,708 14,074,490 133,404,701 14,332,956 104,349,702 17,439,767 6/30/2027 140,854,703 14,496,722 128,391,215 14,762,945 93,974,073 17,962,960 6/30/2028 136,220,958 14,931,625 122,562,422 15,205,833 82,291,099 18,501,848 6/30/2029 130,794,820 15,379,572 115,844,827 15,662,008 69,188,099 19,056,904 6/30/2030 124,504,332 15,840,963 108,159,111 16,131,868 54,543,594 19,628,611 6/30/2031 117,271,818 15,275,357 99,419,696 16,615,824 38,226,643 20,217,469 6/30/2032 110,091,996 15,137,335 89,534,264 17,114,299 20,096,130 20,823,993 6/30/2033 102,525,688 14,128,693 78,403,253 17,627,728 6/30/2034 95,446,537 13,713,340 65,919,305 18,156,560 6/30/2035 88,275,692 13,260,351 51,966,680 18,701,256 6/30/2036 81,045,396 12,892,998 36,420,623 19,262,294 6/30/2037 73,662,521 13,054,009 19,146,687 19,840,163 6/30/2038 65,568,318 13,213,079 6/30/2039 56,712,335 13,609,471 6/30/2040 46,792,475 14,017,755 6/30/2041 35,717,955 12,053,231 6/30/2042 25,862,365 11,413,248 6/30/2043 15,943,089 10,555,614 6/30/2044 6,180,964 3,028,946 6/30/2045 3,498,158 1,666,411 6/30/2046 2,029,381 1,575,523 6/30/2047 546,462 566,254 Totals 347,157,540 304,026,674 256,053,346 Interest Paid 195,797,130 152,666,264 104,692,936 Estimated Savings 43,130,866 91,104,194 CALPERS ACTUARIAL VALUATION - June 30, 2016 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 18 Reconciliation of Required Employer Contributions Normal Cost (% of Payroll) 1. For Period 7/1/17 – 6/30/18 a) Employer Normal Cost 18.900% b) Employee Contribution 9.129% c) Total Normal Cost 28.029% 2. Changes since the prior year annual valuation a) Effect of changes in demographics results (0.244%) b) Effect of plan changes 0.000% c) Effect of changes in assumptions 0.786% d) Net effect of the changes above [sum of (a) through (c)] 0.542% 3. For Period 7/1/18 – 6/30/19 a) Employer Normal Cost 19.397% b) Employee Contribution 9.174% c) Total Normal Cost 28.571% Employer Normal Cost Change [(3a) – (1a)] 0.497% Employee Contribution Change [(3b) – (1b)] 0.045% Unfunded Liability Contribution ($) 1. For Period 7/1/17 – 6/30/18 7,127,885 2. Changes since the prior year annual valuation a) Effect of (gain)/loss during prior year1 240,288 b) Effect of plan changes 0 c) Effect of changes in assumptions2 128,758 d) Changes to prior year amortization payments3 924,260 e) Effect of changes due to Fresh Start 0 f) Effect of elimination of amortization base 0 g) Net effect of the changes above [sum of (a) through (f)] 1,293,306 3. For Period 7/1/18 – 6/30/19 [(1)+(2g)] 8,421,191 1 The unfunded liability contribution for the (gain)/loss during the year prior to the valuation date is 20 percent of the “full” annual requirement due to the 5-year ramp. Increases to this amount that occur during the ramp period will be included in line d) in future years. 2 The unfunded liability contribution for the change in assumptions is 20 percent of the “full” annual requirement due to the 5-year ramp. Increases to this amount that occur during the ramp period will be included in line d) in future years. 3 Includes changes due to 5-year ramp, payroll growth assumption, and re-amortization under new discount rate. The amounts shown for the period 7/1/17 – 6/30/18 may be different if a prepayment of unfunded actuarial liability is made or a plan change became effective after the prior year’s actuarial valuation was performed. CALPERS ACTUARIAL VALUATION - June 30, 2016 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 19 Employer Contribution History The table below provides a recent history of the required employer contributions for the plan, as determined by the annual actuarial valuation. It does not account for prepayments or benefit changes made during a fiscal year. Required By Valuation Fiscal Year Employer Normal Cost Unfunded Rate Unfunded Liability Payment ($) 2013 - 14 18.658% 14.786% N/A 2014 - 15 18.874% 20.654% N/A 2015 - 16 18.627% 23.305% N/A 2016 - 17 18.977% 26.449% N/A 2017 - 18 18.900% N/A 7,127,885 2018 - 19 19.397% N/A 8,421,191 Funding History The table below shows the recent history of the actuarial accrued liability, the market value of assets, the funded ratio and the annual covered payroll. Valuation Date Accrued Liability Market Value of Assets (MVA) Unfunded Liability Funded Ratio Annual Covered Payroll 06/30/11 $ 313,183,690 $ 225,015,089 $ 88,168,601 71.8% $ 22,774,462 06/30/12 327,608,300 215,605,457 112,002,843 65.8% 20,919,846 06/30/13 338,666,499 233,417,363 105,249,136 68.9% 21,258,082 06/30/14 367,478,634 264,145,000 103,333,634 71.9% 21,274,021 06/30/15 377,934,524 259,169,591 118,764,933 68.6% 21,186,275 06/30/16 392,911,774 249,886,581 143,025,193 63.6% 21,268,028 RISK ANALYSIS  ANALYSIS OF FUTURE INVESTMENT RETURN SCENARIOS  ANALYSIS OF DISCOUNT RATE SENSITIVITY  VOLATILITY RATIOS  HYPOTHETICAL TERMINATION LIABILITY CALPERS ACTUARIAL VALUATION - June 30, 2016 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 21 Analysis of Future Investment Return Scenarios Analysis was performed to determine the effects of various future investment returns on required employer contributions. The projections below provide a range of results based on five investment return scenarios assumed to occur during the next four fiscal years (2016-17, 2017-18, 2018-19 and 2019-20). The projections also assume that all other actuarial assumptions will be realized and that no further changes to assumptions, contributions, benefits, or funding will occur. Each of the five investment return scenarios assumes a return of 7.375 percent for fiscal year 2016-17. For fiscal years 2017-18, 2018-19, and 2019-20 each scenario assumes an alternate fixed annual return. The fixed return assumptions for the five scenarios are -3.0 percent, 3.0 percent, 7.0 percent (7.25 percent for 2017-18), 11.0 percent and 17.0 percent. The alternate investment returns were chosen based on stochastic analysis of possible future investment returns over the four year period ending June 30, 2020. Using the expected returns and volatility of the asset classes in which the funds are invested, we produced ten thousand stochastic outcomes for this period. We then selected annual returns that approximate the 5th, 25th, 50th, 75th, and 95th percentiles for these outcomes. For example, of all of the 4-year outcomes generated in the stochastic analysis, approximately 25 percent of them had an average annual return of 3.0 percent or less. Required contributions outside of this range are also possible. In particular, while it is unlikely that investment returns will average less than -3.0 percent or greater than 17.0 percent over this four year period, the possibility of a single investment return less than -3.0 percent or greater than 17.0 percent in any given year is much greater. Assumed Annual Return From 2017-18 through 2019-20 Projected Employer Contributions 2019-20 2020-21 2021-22 2022-23 (3.0%) Normal Cost 20.2% 21.9% 21.9% 21.9% UAL Contribution $9,894,000 $11,335,000 $13,461,000 $15,815,000 3.0% Normal Cost 20.2% 21.9% 21.9% 21.9% UAL Contribution $9,894,000 $11,106,000 $12,782,000 $14,478,000 Assumed Discount Rate Normal Cost 20.2% 21.9% 21.9% 21.9% UAL Contribution $9,894,000 $10,943,000 $12,295,000 $13,495,000 11.0% Normal Cost 20.2% 21.9% 22.3% 22.7% UAL Contribution $9,894,000 $10,799,000 $11,820,000 $12,533,000 17.0% Normal Cost 20.2% 21.9% 23.1% 24.4% UAL Contribution $9,894,000 $10,569,000 $11,062,000 $11,004,000 Given the temporary suspension of the Risk Mitigation Policy during the period over which the discount rate assumption is being phased down to 7.0 percent, the projections above were performed without reflection of any possible impact of this Policy for Fiscal Years 2019-20 and 2020-21. The projected normal cost percentages do not reflect that the normal cost will decline over time as new employees are hired into PEPRA or other lower cost benefit tiers. CALPERS ACTUARIAL VALUATION - June 30, 2016 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 22 Analysis of Discount Rate Sensitivity Shown below are various valuation results as of June 30, 2016 assuming alternate discount rates. Results are shown using the current discount rate of 7.375 percent as well as alternate discount rates of 6.0 percent, 7.0 percent, and 8.0 percent. The alternate rate of 7.0 percent was selected since the Board has adopted this rate as the final discount rate at the end of the three year phase-in of the reduction in this assumption. The rates of 6.0 percent and 8.0 percent were selected since they illustrate the impact of a 1 percent increase or decrease to the 7.0 percent assumption. This analysis shows the potential plan impacts if the PERF were to realize investment returns of 6.0 percent, 7.0 percent, or 8.0 percent over the long- term. This type of analysis gives the reader a sense of the long-term risk to required contributions. For a measure of funded status that is appropriate for assessing the sufficiency of plan assets to cover estimated termination liabilities, please see “Hypothetical Termination Liability” in the “Risk Analysis” section. Sensitivity Analysis As of June 30, 2016 Plan’s Normal Cost Accrued Liability Unfunded Accrued Liability Funded Status 7.375% (current discount rate) 28.571% $392,911,774 $143,025,193 63.6% 6.0% 39.221% $464,382,032 $214,495,451 53.8% 7.0% 31.093% $410,532,811 $160,646,230 60.9% 8.0% 24.890% $366,182,491 $116,295,910 68.2% CALPERS ACTUARIAL VALUATION - June 30, 2016 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 23 Volatility Ratios The actuarial calculations supplied in this communication are based on a number of assumptions about long-term demographic and economic behavior. Unless these assumptions (terminations, deaths, disabilities, retirements, salary growth, and investment return) are exactly realized each year, there will be differences on a year-to-year basis. The year-to-year differences between actual experience and the assumptions are called actuarial gains and losses and serve to lower or raise required employer contributions from one year to the next. Therefore, employer contributions will inevitably fluctuate, especially due to the ups and downs of investment returns. Asset Volatility Ratio (AVR) Plans that have higher asset-to-payroll ratios experience more volatile employer contributions (as a percentage of payroll) due to investment return. For example, a plan with an asset-to-payroll ratio of 8 may experience twice the contribution volatility due to investment return volatility than a plan with an asset-to- payroll ratio of 4. Shown below is the asset volatility ratio, a measure of the plan’s current volatility. It should be noted that this ratio is a measure of the current situation. It increases over time but generally tends to stabilize as the plan matures. Liability Volatility Ratio (LVR) Plans that have higher liability-to-payroll ratios experience more volatile employer contributions (as a percentage of payroll) due to investment return and changes in liability. For example, a plan with a liability- to-payroll ratio of 8 is expected to have twice the contribution volatility of a plan with a liability-to-payroll ratio of 4. The liability volatility ratio is also included in the table below. It should be noted that this ratio indicates a longer-term potential for contribution volatility. The asset volatility ratio, described above, will tend to move closer to the liability volatility ratio as the plan matures. Since the liability volatility ratio is a long-term measure, it is shown below at the current discount rate (7.375 percent) as well as the discount rate the Board has adopted to determine the contribution requirement in the June 30, 2018 actuarial valuation (7.00 percent). Contribution Volatility As of June 30, 2016 1. Market Value of Assets without Receivables $ 249,241,127 2. Payroll 21,268,028 3. Asset Volatility Ratio (AVR) [(1) / ( 2)] 11.7 4. Accrued Liability (7.375% discount rate) $ 392,911,774 5. Liability Volatility Ratio (LVR) [(4) / (2)] 18.5 6. Accrued Liability (7.00% discount rate) 410,532,811 7. Projected Liability Volatility Ratio [(6) / (2)] 19.3 CALPERS ACTUARIAL VALUATION - June 30, 2016 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 24 Hypothetical Termination Liability The hypothetical termination liability is an estimate of the financial position of the plan had the contract with CalPERS been terminated as of June 30, 2016. The plan liability on a termination basis is calculated differently compared to the plan’s ongoing funding liability. For this hypothetical termination liability calculation, both compensation and service are frozen as of the valuation date and no future pay increases or service accruals are assumed. This measure of funded status is not appropriate for assessing the need for future employer contributions in the case of an ongoing plan, that is, for an employer that continues to provide CalPERS retirement benefits to active employees. A more conservative investment policy and asset allocation strategy was adopted by the CalPERS Board for the Terminated Agency Pool. The Terminated Agency Pool has limited funding sources since no future employer contributions will be made. Therefore, expected benefit payments are secured by risk-free assets and benefit security for members is increased while limiting the funding risk. However, this asset allocation has a lower expected rate of return than the PERF and consequently, a lower discount rate assumption. The lower discount rate for the Terminated Agency Pool results in higher liabilities for terminated plans. The effective termination discount rate will depend on actual market rates of return for risk-free securities on the date of termination. As market discount rates are variable the table below shows a range for the hypothetical termination liability based on the lowest and highest interest rates observed during an approximate 2-year period centered around the valuation date. Market Value of Assets (MVA) Hypothetical Termination Liability1,2 @ 1.75% Funded Status Unfunded Termination Liability @ 1.75% Hypothetical Termination Liability1,2 @ 3.00% Funded Status Unfunded Termination Liability @ 3.00% $249,886,581 $737,420,442 33.9% $487,533,861 $638,680,813 39.1% $388,794,232 1 The hypothetical liabilities calculated above include a 7 percent mortality contingency load in accordance with Board policy. Other actuarial assumptions can be found in Appendix A. 2 The current discount rate assumption used for termination valuations is a weighted average of the 10-year and 30-year U.S. Treasury yields where the weights are based on matching asset and liability durations as of the termination date. The discount rates used in the table are based on 20-year Treasury bonds, rounded to the nearest quarter percentage point, which is a good proxy for most plans. The 20-year Treasury yield was 1.75 percent on June 30, 2016, and was 2.75 percent on January 31, 2017. In order to terminate the plan, you must first contact our Retirement Services Contract Unit to initiate a Resolution of Intent to Terminate. The completed Resolution will allow the plan actuary to give you a preliminary termination valuation with a more up-to-date estimate of the plan liabilities. CalPERS advises you to consult with the plan actuary before beginning this process. PLAN’S MAJOR BENEFIT PROVISIONS CALPERS ACTUARIAL VALUATION – June 30, 2016 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Plan’s Major Benefit Options Shown below is a summary of the major optional benefits for which your agency has contracted for this plan. A description of principal standard and optional plan provisions is in Appendix B of this report. Contract Package Active Police Active Fire Active Fire Active Police Active Fire Active Police Active Fire Benefit Provision Benefit Formula 3.0% @ 50 3.0% @ 50 3.0% @ 50 2.7% @ 57 3.0% @ 55 3.0% @ 55 2.7% @ 57 Social Security Coverage No No No No No No No Full/Modified Full Full Full Full Full Full Full Employee Contribution Rate 9.00% 9.00% 9.00% 10.75% 9.00% 9.00% 10.75% Final Average Compensation Period One Year One Year One Year Three Year Three Year Three Year Three Year Sick Leave Credit No No No No No No No Non-Industrial Disability Standard Standard Standard Standard Standard Standard Standard Industrial Disability Yes Yes Yes Yes Yes Yes Yes Pre-Retirement Death Benefits Optional Settlement 2W No Yes Yes No Yes No Yes 1959 Survivor Benefit Level Level 1 Level 1 Level 1 Level 1 Level 1 Level 1 Level 1 Special Yes Yes Yes Yes Yes Yes Yes Alternate (firefighters) No No No No No No No Post-Retirement Death Benefits Lump Sum $500 $500 $500 $500 $500 $500 $500 Survivor Allowance (PRSA) No No No No No No No COLA 2% 2% 2% 2% 2% 2% 2% Page 26 CALPERS ACTUARIAL VALUATION – June 30, 2016 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Plan’s Major Benefit Options Shown below is a summary of the major optional benefits for which your agency has contracted. A description of principal standard and optional plan provisions is in the following section of this Appendix. Contract Package Receiving Fire Receiving Police Benefit Provision Benefit Formula Social Security Coverage Full/Modified Employee Contribution Rate Final Average Compensation Period Sick Leave Credit Non-Industrial Disability Industrial Disability Pre-Retirement Death Benefits Optional Settlement 2W 1959 Survivor Benefit Level Special Alternate (firefighters) Post-Retirement Death Benefits Lump Sum $500 $500 Survivor Allowance (PRSA) No No COLA 2% 2% Page 27 APPENDICES  APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS  APPENDIX B – PRINCIPAL PLAN PROVISIONS  APPENDIX C – PARTICIPANT DATA  APPENDIX D – DEVELOPMENT OF PEPRA MEMBER CONTRIBUTION RATES  APPENDIX E – GLOSSARY OF ACTUARIAL TERMS APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS  ACTUARIAL DATA  ACTUARIAL METHODS  ACTUARIAL ASSUMPTIONS  MISCELLANEOUS CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-1 Actuarial Data As stated in the Actuarial Certification, the data which serves as the basis of this valuation has been obtained from the various CalPERS databases. We have reviewed the valuation data and believe that it is reasonable and appropriate in aggregate. We are unaware of any potential data issues that would have a material effect on the results of this valuation, except that data does not always contain the latest salary information for former members now in reciprocal systems and does not recognize the potential for unusually large salary deviation in certain cases such as elected officials. Therefore, salary information in these cases may not be accurate. These situations are relatively infrequent, however, and when they do occur, they generally do not have a material impact on the required employer contributions. Actuarial Methods Actuarial Cost Method The actuarial cost method used is the Entry Age Normal Cost Method. Under this method, projected benefits are determined for all members and the associated liabilities are spread in a manner that produces level annual cost as a percentage of pay in each year from the member’s entry age to their assumed retirement age on the valuation date. The cost allocated to the current fiscal year is called the normal cost. The actuarial accrued liability for active members is then calculated as the portion of the total cost of the plan allocated to prior years. The actuarial accrued liability for members currently receiving benefits and for members entitled to deferred benefits is equal to the present value of the benefits expected to be paid. No normal costs are applicable for these participants. Amortization of Unfunded Actuarial Accrued Liability The excess of the total actuarial accrued liability over the market value of plan assets is called the unfunded actuarial accrued liability (UAL). Funding requirements are determined by adding the normal cost and an amortization payment toward the unfunded liability. The unfunded liability is amortized as a “level percent of pay”. Commencing with the June 30, 2013 valuation, all new gains or losses are amortized over a fixed 30-year period with a 5-year ramp up at the beginning and a 5-year ramp down at the end of the amortization period. All changes in liability due to plan amendments (other than golden handshakes) are amortized over a 20-year period with no ramp. Changes in actuarial assumptions or changes in actuarial methodology are amortized over a 20-year period with a 5-year ramp up at the beginning and a 5-year ramp down at the end of the amortization period. Changes in unfunded accrued liability due to a Golden Handshake will be amortized over a period of five years. The 5-year ramp up means that the payments in the first four years of the amortization period are 20 percent, 40 percent, 60 percent and 80 percent of the “full” payment which begins in year five. The 5-year ramp down means that the reverse is true in the final four years of the amortization period. Exceptions for Inconsistencies: An exception to the amortization rules above is used whenever their application results in inconsistencies. In these cases, a “fresh start” approach is used. This means that the current unfunded actuarial liability is projected and amortized over a set number of years. For example, a fresh start is needed in the following situations: 1) When a positive payment would be required on a negative unfunded actuarial liability (or conversely a negative payment on a positive unfunded actuarial liability); or 2) When there are excess assets, rather than an unfunded liability. In this situation, a 30-year fresh start is used. It should be noted that the actuary may determine that a fresh start is necessary under other circumstances. In all cases of a fresh start, the period is set by the actuary at what is deemed appropriate; however, the period will not be greater than 30 years. CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-2 Exceptions for Inactive Plans: The following exceptions apply to plans classified as Inactive. These plans have no active members and no expectation to have active members in the future.  Amortization of the unfunded liability is on a “level dollar” basis rather than a “level percent of pay” basis. For amortization layers which utilize a ramp up and ramp down, the “ultimate” payment is constant.  Actuarial judgment will be used to shorten amortization periods for Inactive plans with existing periods that are deemed too long given the duration of the liability. The specific demographics of the plan will be used to determine if shorter periods may be more appropriate. Asset Valuation Method It is the policy of the CalPERS Board of Administration to use professionally accepted amortization methods to eliminate a surplus or an unfunded accrued liability in a manner that maintains benefit security for the members of the System while minimizing substantial variations in required employer contributions. On April 17, 2013, the CalPERS Board of Administration approved a recommendation to change the CalPERS amortization and rate smoothing policies. Beginning with the June 30, 2013 valuations that set the employer contribution for Fiscal Year 2015-16, CalPERS employs a policy that amortizes all gains and losses over a fixed 30-year period. The increase or decrease in the rate is then spread directly over a 5-year period. This method is referred to as “direct rate smoothing.” CalPERS no longer uses an actuarial value of assets and only uses the market value of assets. The direct rate smoothing method is equivalent to a method using a 5 year asset smoothing period with no actuarial value of asset corridor and a 25-year amortization period for gains and losses. PEPRA Normal Cost Rate Methodology Per Government Code Section 7522.30(b) the “normal cost rate” shall mean the annual actuarially determined normal cost for the plan of retirement benefits provided to the new member and shall be established based on actuarial assumptions used to determine the liabilities and costs as part of the annual actuarial valuation. The plan of retirement benefits shall include any elements that would impact the actuarial determination of the normal cost, including, but not limited to, the retirement formula, eligibility and vesting criteria, ancillary benefit provisions, and any automatic cost-of-living adjustments as determined by the public retirement system. Each non-pooled plan is considered to be stable with a sufficiently large demographic of actives. It is preferable to determine normal cost using a large active population ongoing so that this rate remains relatively stable. The total PEPRA normal cost will be calculated using all active members within a non- pooled plan until the number of members covered under the PEPRA formula meets either: 1. 50 percent of the active population, or 2. 25 percent of the active population and 100 or more PEPRA members Once either of the conditions above are met for a non-pooled plan, the total PEPRA normal cost will be based on the active PEPRA population in the plan. Accordingly, the total normal cost will be funded equally between employer and employee based on the demographics of the employees of that employer. CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-3 Actuarial Assumptions In 2014, CalPERS completed a 2-year asset liability management study incorporating actuarial assumptions and strategic asset allocation. On February 19, 2014, the CalPERS Board of Administration adopted relatively modest changes to the asset allocation that reduced the expected volatility of returns. The adopted asset allocation was expected to have a long-term blended return that continued to support a discount rate assumption of 7.5 percent at that time. The Board also approved several changes to the demographic assumptions that more closely aligned with actual experience. The most significant of these is mortality improvement to acknowledge the greater life expectancies we are seeing in our membership and expected continued improvements. These new actuarial assumptions were first used in the June 30, 2014 valuation to set the Fiscal Year 2016-17 contribution for public agency employers. On December 21, 2016, the CalPERS Board of Administration lowered the discount rate from 7.50 percent to 7.00 percent using a three year phase-in beginning with the June 30, 2016 actuarial valuations. The minimum employer contributions for Fiscal Year 2018-19 determined in this valuation were calculated using a discount rate of 7.375 percent. The projected employer contributions on Page 5 are calculated assuming that the discount rate will be lowered to 7.25 percent next year and 7.00 percent the following year as adopted by the Board. The decision to reduce the discount rate was primarily based on reduced capital market assumptions provided by external investment consultants and CalPERS investment staff. The specific decision adopted by the Board reflected recommendations from CalPERS staff and additional input from employer and employee stakeholder groups. Based on the investment allocation adopted by the Board and capital market assumptions, the reduced discount rate schedule provides a more realistic assumption for the long term investment return of the fund. Notwithstanding the Board’s decision to phase into a 7.0 percent discount rate, subsequent analysis of the expected investment return of CalPERS assets or changes to the investment allocation may result in a change to this three year discount rate schedule. A comprehensive analysis of all actuarial assumptions and methods including the discount rate will be conducted in 2017. For more details and additional rationale for the selection of the actuarial assumptions, please refer to the CalPERS Experience Study and Review of Actuarial Assumptions report from January 2014 that can be found on the CalPERS website under: “Forms and Publications”. Click on “View All” and search for Experience Study. All actuarial assumptions (except the discount rates used for the hypothetical termination liability) represent an estimate of future experience rather than observations of the estimates inherent in market data. Economic Assumptions Discount Rate The prescribed discount rate assumption adopted by the Board on December 21, 2016 is 7.375 percent compounded annually (net of investment and administrative expenses) as of 6/30/2016. The Board also prescribed that the assumed discount rate will reduce to 7.25 percent compounded annually (net of expenses) as of 6/30/2017, and 7.0 percent compounded annually (net of expenses) as of 6/30/2018. These further changes to the discount rate assumption are not reflected in the determination of required contributions determined in this report for Fiscal Year 2018-19. Termination Liability Discount Rate The current discount rate assumption used for termination valuations is a weighted average of the 10-year and 30-year U.S. Treasury yields where the weights are based on matching asset and liability durations as of the termination date. The hypothetical termination liabilities in this report are calculated using an observed range of market interest rates. This range is based on the lowest and highest 20-year Treasury bond observed during an approximate 2-year period centered around the valuation date. The 20-year Treasury bond has a similar duration to most plan liabilities and serves as a good proxy for the termination discount rate. The 20-year Treasury yield was 1.75 percent on June 30, 2016. CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-4 Salary Growth Annual increases vary by category, entry age, and duration of service. A sample of assumed increases are shown below. Public Agency Miscellaneous Duration of Service (Entry Age 20) (Entry Age 30) (Entry Age 40) 0 0.1220 0.1160 0.1020 1 0.0990 0.0940 0.0830 2 0.0860 0.0810 0.0710 3 0.0770 0.0720 0.0630 4 0.0700 0.0650 0.0570 5 0.0640 0.0600 0.0520 10 0.0460 0.0430 0.0390 15 0.0420 0.0400 0.0360 20 0.0390 0.0380 0.0340 25 0.0370 0.0360 0.0330 30 0.0350 0.0340 0.0320 Public Agency Fire Duration of Service (Entry Age 20) (Entry Age 30) (Entry Age 40) 0 0.2000 0.1980 0.1680 1 0.1490 0.1460 0.1250 2 0.1200 0.1160 0.0990 3 0.0980 0.0940 0.0810 4 0.0820 0.0780 0.0670 5 0.0690 0.0640 0.0550 10 0.0470 0.0460 0.0420 15 0.0440 0.0420 0.0390 20 0.0420 0.0390 0.0360 25 0.0400 0.0370 0.0340 30 0.0380 0.0360 0.0340 Public Agency Police Duration of Service (Entry Age 20) (Entry Age 30) (Entry Age 40) 0 0.1500 0.1470 0.1310 1 0.1160 0.1120 0.1010 2 0.0950 0.0920 0.0830 3 0.0810 0.0780 0.0700 4 0.0700 0.0670 0.0600 5 0.0610 0.0580 0.0520 10 0.0450 0.0430 0.0370 15 0.0450 0.0430 0.0370 20 0.0450 0.0430 0.0370 25 0.0450 0.0430 0.0370 30 0.0450 0.0430 0.0370 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-5 Salary Growth (continued) Public Agency County Peace Officers Duration of Service (Entry Age 20) (Entry Age 30) (Entry Age 40) 0 0.1770 0.1670 0.1500 1 0.1340 0.1260 0.1140 2 0.1080 0.1030 0.0940 3 0.0900 0.0860 0.0790 4 0.0760 0.0730 0.0670 5 0.0650 0.0620 0.0580 10 0.0470 0.0450 0.0410 15 0.0460 0.0450 0.0390 20 0.0460 0.0450 0.0380 25 0.0460 0.0450 0.0380 30 0.0460 0.0440 0.0380 Schools Duration of Service (Entry Age 20) (Entry Age 30) (Entry Age 40) 0 0.0900 0.0880 0.0820 1 0.0780 0.0750 0.0700 2 0.0700 0.0680 0.0630 3 0.0650 0.0630 0.0580 4 0.0610 0.0590 0.0540 5 0.0580 0.0560 0.0510 10 0.0460 0.0450 0.0410 15 0.0420 0.0410 0.0380 20 0.0390 0.0380 0.0350 25 0.0370 0.0350 0.0330 30 0.0350 0.0330 0.0310  The Miscellaneous salary scale is used for Local Prosecutors.  The Police salary scale is used for Other Safety, Local Sheriff, and School Police. Overall Payroll Growth 3.00 percent compounded annually (used in projecting the payroll over which the unfunded liability is amortized). This assumption is used for all plans with active members. Inflation 2.75 percent compounded annually. Non-valued Potential Additional Liabilities The potential liability loss for a cost-of-living increase exceeding the 2.75 percent inflation assumption, and any potential liability loss from future member service purchases are not reflected in the valuation. Miscellaneous Loading Factors Credit for Unused Sick Leave Total years of service is increased by 1 percent for those plans that have accepted the provision providing Credit for Unused Sick Leave. CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-6 Conversion of Employer Paid Member Contributions (EPMC) Total years of service is increased by the Employee Contribution Rate for those plans with the provision providing for the Conversion of Employer Paid Member Contributions (EPMC) during the final compensation period. Norris Decision (Best Factors) Employees hired prior to July 1, 1982 have projected benefit amounts increased in order to reflect the use of “Best Factors” in the calculation of optional benefit forms. This is due to a 1983 Supreme Court decision, known as the Norris decision, which required males and females to be treated equally in the determination of benefit amounts. Consequently, anyone already employed at that time is given the best possible conversion factor when optional benefits are determined. No loading is necessary for employees hired after July 1, 1982. Termination Liability The termination liabilities include a 7 percent contingency load. This load is for unforeseen improvements in mortality. Demographic Assumptions Pre-Retirement Mortality Non-industrial death rates vary by age and gender. Industrial death rates vary by age. See sample rates in table below. The non-industrial death rates are used for all plans. The industrial death rates are used for safety plans (except for Local Prosecutor safety members where the corresponding miscellaneous plan does not have the Industrial Death Benefit). Non-Industrial Death Industrial Death (Not Job-Related) (Job-Related) Age Male Female Male and Female 20 0.00031 0.00020 0.00003 25 0.00040 0.00023 0.00007 30 0.00049 0.00025 0.00010 35 0.00057 0.00035 0.00012 40 0.00075 0.00050 0.00013 45 0.00106 0.00071 0.00014 50 0.00155 0.00100 0.00015 55 0.00228 0.00138 0.00016 60 0.00308 0.00182 0.00017 65 0.00400 0.00257 0.00018 70 0.00524 0.00367 0.00019 75 0.00713 0.00526 0.00020 80 0.00990 0.00814 0.00021 Miscellaneous plans usually have industrial death rates set to zero unless the agency has specifically contracted for industrial death benefits. If so, each non-industrial death rate shown above will be split into two components; 99 percent will become the non-industrial death rate and 1 percent will become the industrial death rate. CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-7 Post-Retirement Mortality Rates vary by age, type of retirement, and gender. See sample rates in table below. These rates are used for all plans. Healthy Recipients Non-Industrially Disabled Industrially Disabled (Not Job-Related) (Job-Related) Age Male Female Male Female Male Female 50 0.00501 0.00466 0.01680 0.01158 0.00501 0.00466 55 0.00599 0.00416 0.01973 0.01149 0.00599 0.00416 60 0.00710 0.00436 0.02289 0.01235 0.00754 0.00518 65 0.00829 0.00588 0.02451 0.01607 0.01122 0.00838 70 0.01305 0.00993 0.02875 0.02211 0.01635 0.01395 75 0.02205 0.01722 0.03990 0.03037 0.02834 0.02319 80 0.03899 0.02902 0.06083 0.04725 0.04899 0.03910 85 0.06969 0.05243 0.09731 0.07762 0.07679 0.06251 90 0.12974 0.09887 0.14804 0.12890 0.12974 0.09887 95 0.22444 0.18489 0.22444 0.21746 0.22444 0.18489 100 0.32536 0.30017 0.32536 0.30017 0.32536 0.30017 105 0.58527 0.56093 0.58527 0.56093 0.58527 0.56093 110 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 The post-retirement mortality rates above include 20 years of projected on-going mortality improvement using Scale BB published by the Society of Actuaries. Marital Status For active members, a percentage who are married upon retirement is assumed according to member category as shown in the following table. Member Category Percent Married Miscellaneous Member 85% Local Police 90% Local Fire 90% Other Local Safety 90% School Police 90% Age of Spouse It is assumed that female spouses are 3 years younger than male spouses. This assumption is used for all plans. Terminated Members It is assumed that terminated members refund immediately if non-vested. Terminated members who are vested are assumed to follow the same service retirement pattern as active members but with a load to reflect the expected higher rates of retirement, especially at lower ages. The following table shows the load factors that are applied to the service retirement assumption for active members to obtain the service retirement pattern for separated vested members: Age Load Factor Miscellaneous Load Factor Safety 50 190% 310% 51 110% 190% 52 110% 105% 53 through 54 100% 105% 55 100% 140% 56 and above 100% (no change) 100% (no change) Termination with Refund Rates vary by entry age and service for miscellaneous plans. Rates vary by service for safety plans. See sample rates in tables below. CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-8 Public Agency Miscellaneous Duration of Service Entry Age 20 Entry Age 25 Entry Age 30 Entry Age 35 Entry Age 40 Entry Age 45 0 0.1742 0.1674 0.1606 0.1537 0.1468 0.1400 1 0.1545 0.1477 0.1409 0.1339 0.1271 0.1203 2 0.1348 0.1280 0.1212 0.1142 0.1074 0.1006 3 0.1151 0.1083 0.1015 0.0945 0.0877 0.0809 4 0.0954 0.0886 0.0818 0.0748 0.0680 0.0612 5 0.0212 0.0193 0.0174 0.0155 0.0136 0.0116 10 0.0138 0.0121 0.0104 0.0088 0.0071 0.0055 15 0.0060 0.0051 0.0042 0.0032 0.0023 0.0014 20 0.0037 0.0029 0.0021 0.0013 0.0005 0.0001 25 0.0017 0.0011 0.0005 0.0001 0.0001 0.0001 30 0.0005 0.0001 0.0001 0.0001 0.0001 0.0001 35 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 Public Agency Safety Duration of Service Fire Police County Peace Officer 0 0.0710 0.1013 0.0997 1 0.0554 0.0636 0.0782 2 0.0398 0.0271 0.0566 3 0.0242 0.0258 0.0437 4 0.0218 0.0245 0.0414 5 0.0029 0.0086 0.0145 10 0.0009 0.0053 0.0089 15 0.0006 0.0027 0.0045 20 0.0005 0.0017 0.0020 25 0.0003 0.0012 0.0009 30 0.0003 0.0009 0.0006 35 0.0003 0.0009 0.0006 The police termination and refund rates are also used for Public Agency Local Prosecutors, Other Safety, Local Sheriff, and School Police. Schools Duration of Service Entry Age 20 Entry Age 25 Entry Age 30 Entry Age 35 Entry Age 40 Entry Age 45 0 0.1730 0.1627 0.1525 0.1422 0.1319 0.1217 1 0.1585 0.1482 0.1379 0.1277 0.1174 0.1071 2 0.1440 0.1336 0.1234 0.1131 0.1028 0.0926 3 0.1295 0.1192 0.1089 0.0987 0.0884 0.0781 4 0.1149 0.1046 0.0944 0.0841 0.0738 0.0636 5 0.0278 0.0249 0.0221 0.0192 0.0164 0.0135 10 0.0172 0.0147 0.0122 0.0098 0.0074 0.0049 15 0.0115 0.0094 0.0074 0.0053 0.0032 0.0011 20 0.0073 0.0055 0.0038 0.0020 0.0002 0.0002 25 0.0037 0.0023 0.0010 0.0002 0.0002 0.0002 30 0.0015 0.0003 0.0002 0.0002 0.0002 0.0002 35 0.0002 0.0002 0.0002 0.0002 0.0002 0.0002 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-9 Termination with Vested Benefits Rates vary by entry age and service for miscellaneous plans. Rates vary by service for safety plans. See sample rates in tables below. Public Agency Miscellaneous Duration of Service Entry Age 20 Entry Age 25 Entry Age 30 Entry Age 35 Entry Age 40 5 0.0656 0.0597 0.0537 0.0477 0.0418 10 0.0530 0.0466 0.0403 0.0339 0.0000 15 0.0443 0.0373 0.0305 0.0000 0.0000 20 0.0333 0.0261 0.0000 0.0000 0.0000 25 0.0212 0.0000 0.0000 0.0000 0.0000 30 0.0000 0.0000 0.0000 0.0000 0.0000 35 0.0000 0.0000 0.0000 0.0000 0.0000 Public Agency Safety Duration of Service Fire Police County Peace Officer 5 0.0162 0.0163 0.0265 10 0.0061 0.0126 0.0204 15 0.0058 0.0082 0.0130 20 0.0053 0.0065 0.0074 25 0.0047 0.0058 0.0043 30 0.0045 0.0056 0.0030 35 0.0000 0.0000 0.0000  When a member is eligible to retire, the termination with vested benefits probability is set to zero.  After termination with vested benefits, a miscellaneous member is assumed to retire at age 59 and a safety member at age 54.  The Police termination with vested benefits rates are also used for Public Agency Local Prosecutors, Other Safety, Local Sheriff, and School Police. Schools Duration of Service Entry Age 20 Entry Age 25 Entry Age 30 Entry Age 35 Entry Age 40 5 0.0816 0.0733 0.0649 0.0566 0.0482 10 0.0629 0.0540 0.0450 0.0359 0.0000 15 0.0537 0.0440 0.0344 0.0000 0.0000 20 0.0420 0.0317 0.0000 0.0000 0.0000 25 0.0291 0.0000 0.0000 0.0000 0.0000 30 0.0000 0.0000 0.0000 0.0000 0.0000 35 0.0000 0.0000 0.0000 0.0000 0.0000 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-10 Non-Industrial (Not Job-Related) Disability Rates vary by age and gender for miscellaneous plans. Rates vary by age and category for safety plans. Miscellaneous Fire Police County Peace Officer Schools Age Male Female Male and Female Male and Female Male and Female Male Female 20 0.0002 0.0001 0.0001 0.0001 0.0001 0.0003 0.0003 25 0.0002 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 30 0.0002 0.0002 0.0001 0.0002 0.0001 0.0001 0.0002 35 0.0005 0.0008 0.0001 0.0003 0.0004 0.0005 0.0004 40 0.0012 0.0016 0.0001 0.0004 0.0007 0.0015 0.0010 45 0.0019 0.0022 0.0002 0.0005 0.0013 0.0030 0.0019 50 0.0021 0.0023 0.0005 0.0008 0.0018 0.0039 0.0024 55 0.0022 0.0018 0.0010 0.0013 0.0010 0.0036 0.0021 60 0.0022 0.0014 0.0015 0.0020 0.0006 0.0031 0.0014  The miscellaneous non-industrial disability rates are used for Local Prosecutors.  The police non-industrial disability rates are also used for Other Safety, Local Sheriff, and School Police. Industrial (Job-Related) Disability Rates vary by age and category. Age Fire Police County Peace Officer 20 0.0001 0.0000 0.0004 25 0.0003 0.0017 0.0013 30 0.0007 0.0048 0.0025 35 0.0016 0.0079 0.0037 40 0.0030 0.0110 0.0051 45 0.0053 0.0141 0.0067 50 0.0277 0.0185 0.0092 55 0.0409 0.0479 0.0151 60 0.0583 0.0602 0.0174  The police industrial disability rates are also used for Local Sheriff and Other Safety.  Fifty percent of the police industrial disability rates are used for School Police.  One percent of the police industrial disability rates are used for Local Prosecutors.  Normally, rates are zero for miscellaneous plans unless the agency has specifically contracted for industrial disability benefits. If so, each miscellaneous non-industrial disability rate will be split into two components: 50 percent will become the non-industrial disability rate and 50 percent will become the industrial disability rate. Service Retirement Retirement rates vary by age, service, and formula, except for the safety ½ @ 55 and 2% @ 55 formulas, where retirement rates vary by age only. CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-11 Service Retirement Public Agency Miscellaneous 1.5% @ 65 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.008 0.011 0.013 0.015 0.017 0.019 51 0.007 0.010 0.012 0.013 0.015 0.017 52 0.010 0.014 0.017 0.019 0.021 0.024 53 0.008 0.012 0.015 0.017 0.019 0.022 54 0.012 0.016 0.019 0.022 0.025 0.028 55 0.018 0.025 0.031 0.035 0.038 0.043 56 0.015 0.021 0.025 0.029 0.032 0.036 57 0.020 0.028 0.033 0.038 0.043 0.048 58 0.024 0.033 0.040 0.046 0.052 0.058 59 0.028 0.039 0.048 0.054 0.060 0.067 60 0.049 0.069 0.083 0.094 0.105 0.118 61 0.062 0.087 0.106 0.120 0.133 0.150 62 0.104 0.146 0.177 0.200 0.223 0.251 63 0.099 0.139 0.169 0.191 0.213 0.239 64 0.097 0.136 0.165 0.186 0.209 0.233 65 0.140 0.197 0.240 0.271 0.302 0.339 66 0.092 0.130 0.157 0.177 0.198 0.222 67 0.129 0.181 0.220 0.249 0.277 0.311 68 0.092 0.129 0.156 0.177 0.197 0.221 69 0.092 0.130 0.158 0.178 0.199 0.224 70 0.103 0.144 0.175 0.198 0.221 0.248 Public Agency Miscellaneous 2% @ 60 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.010 0.013 0.015 0.018 0.019 0.021 51 0.009 0.011 0.014 0.016 0.017 0.019 52 0.011 0.014 0.017 0.020 0.022 0.024 53 0.010 0.012 0.015 0.017 0.020 0.021 54 0.015 0.019 0.023 0.025 0.029 0.031 55 0.022 0.029 0.035 0.040 0.045 0.049 56 0.018 0.024 0.028 0.033 0.036 0.040 57 0.024 0.032 0.038 0.043 0.049 0.053 58 0.027 0.036 0.043 0.049 0.055 0.061 59 0.033 0.044 0.054 0.061 0.068 0.076 60 0.056 0.077 0.092 0.105 0.117 0.130 61 0.071 0.097 0.118 0.134 0.149 0.166 62 0.117 0.164 0.198 0.224 0.250 0.280 63 0.122 0.171 0.207 0.234 0.261 0.292 64 0.114 0.159 0.193 0.218 0.244 0.271 65 0.150 0.209 0.255 0.287 0.321 0.358 66 0.114 0.158 0.192 0.217 0.243 0.270 67 0.141 0.196 0.238 0.270 0.301 0.337 68 0.103 0.143 0.174 0.196 0.219 0.245 69 0.109 0.153 0.185 0.209 0.234 0.261 70 0.117 0.162 0.197 0.222 0.248 0.277 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-12 Service Retirement Public Agency Miscellaneous 2% @ 55 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.014 0.018 0.021 0.025 0.027 0.031 51 0.012 0.014 0.017 0.020 0.021 0.025 52 0.013 0.017 0.019 0.023 0.025 0.028 53 0.015 0.020 0.023 0.027 0.030 0.034 54 0.026 0.033 0.038 0.045 0.051 0.059 55 0.048 0.061 0.074 0.088 0.100 0.117 56 0.042 0.053 0.063 0.075 0.085 0.100 57 0.044 0.056 0.067 0.081 0.091 0.107 58 0.049 0.062 0.074 0.089 0.100 0.118 59 0.057 0.072 0.086 0.103 0.118 0.138 60 0.067 0.086 0.103 0.123 0.139 0.164 61 0.081 0.103 0.124 0.148 0.168 0.199 62 0.116 0.147 0.178 0.214 0.243 0.288 63 0.114 0.144 0.174 0.208 0.237 0.281 64 0.108 0.138 0.166 0.199 0.227 0.268 65 0.155 0.197 0.238 0.285 0.325 0.386 66 0.132 0.168 0.203 0.243 0.276 0.328 67 0.122 0.155 0.189 0.225 0.256 0.304 68 0.111 0.141 0.170 0.204 0.232 0.274 69 0.114 0.144 0.174 0.209 0.238 0.282 70 0.130 0.165 0.200 0.240 0.272 0.323 Public Agency Miscellaneous 2.5% @ 55 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.004 0.009 0.019 0.029 0.049 0.094 51 0.004 0.009 0.019 0.029 0.049 0.094 52 0.004 0.009 0.020 0.030 0.050 0.095 53 0.008 0.014 0.025 0.036 0.058 0.104 54 0.024 0.034 0.050 0.066 0.091 0.142 55 0.066 0.088 0.115 0.142 0.179 0.241 56 0.042 0.057 0.078 0.098 0.128 0.184 57 0.041 0.057 0.077 0.097 0.128 0.183 58 0.045 0.061 0.083 0.104 0.136 0.192 59 0.055 0.074 0.098 0.123 0.157 0.216 60 0.066 0.088 0.115 0.142 0.179 0.241 61 0.072 0.095 0.124 0.153 0.191 0.255 62 0.099 0.130 0.166 0.202 0.248 0.319 63 0.092 0.121 0.155 0.189 0.233 0.302 64 0.091 0.119 0.153 0.187 0.231 0.299 65 0.122 0.160 0.202 0.245 0.297 0.374 66 0.138 0.179 0.226 0.272 0.329 0.411 67 0.114 0.149 0.189 0.229 0.279 0.354 68 0.100 0.131 0.168 0.204 0.250 0.322 69 0.114 0.149 0.189 0.229 0.279 0.354 70 0.127 0.165 0.209 0.253 0.306 0.385 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-13 Service Retirement Public Agency Miscellaneous 2.7% @ 55 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.004 0.009 0.014 0.035 0.055 0.095 51 0.002 0.006 0.011 0.030 0.050 0.090 52 0.006 0.012 0.017 0.038 0.059 0.099 53 0.010 0.017 0.024 0.046 0.068 0.110 54 0.032 0.044 0.057 0.085 0.113 0.160 55 0.076 0.101 0.125 0.165 0.205 0.265 56 0.055 0.074 0.093 0.127 0.160 0.214 57 0.050 0.068 0.086 0.118 0.151 0.204 58 0.055 0.074 0.093 0.127 0.161 0.215 59 0.061 0.082 0.102 0.138 0.174 0.229 60 0.069 0.093 0.116 0.154 0.192 0.250 61 0.086 0.113 0.141 0.183 0.225 0.288 62 0.105 0.138 0.171 0.218 0.266 0.334 63 0.103 0.135 0.167 0.215 0.262 0.329 64 0.109 0.143 0.177 0.226 0.275 0.344 65 0.134 0.174 0.215 0.270 0.326 0.401 66 0.147 0.191 0.235 0.294 0.354 0.433 67 0.121 0.158 0.196 0.248 0.300 0.372 68 0.113 0.147 0.182 0.232 0.282 0.352 69 0.117 0.153 0.189 0.240 0.291 0.362 70 0.141 0.183 0.226 0.283 0.341 0.418 Public Agency Miscellaneous 3% @ 60 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.012 0.018 0.024 0.039 0.040 0.091 51 0.009 0.014 0.019 0.034 0.034 0.084 52 0.014 0.020 0.026 0.043 0.044 0.096 53 0.016 0.023 0.031 0.048 0.050 0.102 54 0.026 0.036 0.045 0.065 0.070 0.125 55 0.043 0.057 0.072 0.096 0.105 0.165 56 0.042 0.056 0.070 0.094 0.103 0.162 57 0.049 0.065 0.082 0.108 0.119 0.180 58 0.057 0.076 0.094 0.122 0.136 0.199 59 0.076 0.100 0.123 0.157 0.175 0.244 60 0.114 0.148 0.182 0.226 0.255 0.334 61 0.095 0.123 0.152 0.190 0.214 0.288 62 0.133 0.172 0.211 0.260 0.294 0.378 63 0.129 0.166 0.204 0.252 0.285 0.368 64 0.143 0.185 0.226 0.278 0.315 0.401 65 0.202 0.260 0.318 0.386 0.439 0.542 66 0.177 0.228 0.279 0.340 0.386 0.482 67 0.151 0.194 0.238 0.292 0.331 0.420 68 0.139 0.179 0.220 0.270 0.306 0.391 69 0.190 0.245 0.299 0.364 0.414 0.513 70 0.140 0.182 0.223 0.274 0.310 0.396 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-14 Service Retirement Public Agency Miscellaneous 2% @ 62 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.000 0.000 0.000 0.000 0.000 0.000 51 0.000 0.000 0.000 0.000 0.000 0.000 52 0.010 0.013 0.016 0.019 0.022 0.024 53 0.013 0.017 0.020 0.024 0.027 0.031 54 0.021 0.027 0.033 0.039 0.045 0.050 55 0.044 0.056 0.068 0.080 0.092 0.104 56 0.030 0.039 0.047 0.055 0.063 0.072 57 0.036 0.046 0.056 0.066 0.076 0.086 58 0.046 0.059 0.072 0.085 0.097 0.110 59 0.058 0.074 0.089 0.105 0.121 0.137 60 0.062 0.078 0.095 0.112 0.129 0.146 61 0.062 0.079 0.096 0.113 0.129 0.146 62 0.097 0.123 0.150 0.176 0.202 0.229 63 0.089 0.113 0.137 0.162 0.186 0.210 64 0.094 0.120 0.145 0.171 0.197 0.222 65 0.129 0.164 0.199 0.234 0.269 0.304 66 0.105 0.133 0.162 0.190 0.219 0.247 67 0.105 0.133 0.162 0.190 0.219 0.247 68 0.105 0.133 0.162 0.190 0.219 0.247 69 0.105 0.133 0.162 0.190 0.219 0.247 70 0.125 0.160 0.194 0.228 0.262 0.296 Service Retirement Public Agency Fire ½ @ 55 and 2% @ 55 Age Rate Age Rate 50 0.0159 56 0.1108 51 0.0000 57 0.0000 52 0.0344 58 0.0950 53 0.0199 59 0.0441 54 0.0413 60 1.00000 55 0.0751 Public Agency Police ½ @ 55 and 2% @ 55 Age Rate Age Rate 50 0.0255 56 0.0692 51 0.0000 57 0.0511 52 0.0164 58 0.0724 53 0.0272 59 0.0704 54 0.0095 60 1.0000 55 0.1667 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-15 Service Retirement Public Agency Police 2% @ 50 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.005 0.005 0.005 0.005 0.017 0.089 51 0.005 0.005 0.005 0.005 0.017 0.087 52 0.018 0.018 0.018 0.018 0.042 0.132 53 0.044 0.044 0.044 0.044 0.090 0.217 54 0.065 0.065 0.065 0.065 0.126 0.283 55 0.086 0.086 0.086 0.086 0.166 0.354 56 0.067 0.067 0.067 0.067 0.130 0.289 57 0.066 0.066 0.066 0.066 0.129 0.288 58 0.066 0.066 0.066 0.066 0.129 0.288 59 0.139 0.139 0.139 0.139 0.176 0.312 60 0.123 0.123 0.123 0.123 0.153 0.278 61 0.110 0.110 0.110 0.110 0.138 0.256 62 0.130 0.130 0.130 0.130 0.162 0.291 63 0.130 0.130 0.130 0.130 0.162 0.291 64 0.130 0.130 0.130 0.130 0.162 0.291 65 1.000 1.000 1.000 1.000 1.000 1.000  These rates also apply to Local Prosecutors, Local Sheriff, School Police, and Other Safety. Service Retirement Public Agency Fire 2% @ 50 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.009 0.009 0.009 0.009 0.013 0.020 51 0.013 0.013 0.013 0.013 0.020 0.029 52 0.018 0.018 0.018 0.018 0.028 0.042 53 0.052 0.052 0.052 0.052 0.079 0.119 54 0.067 0.067 0.067 0.067 0.103 0.154 55 0.089 0.089 0.089 0.089 0.136 0.204 56 0.083 0.083 0.083 0.083 0.127 0.190 57 0.082 0.082 0.082 0.082 0.126 0.189 58 0.088 0.088 0.088 0.088 0.136 0.204 59 0.074 0.074 0.074 0.074 0.113 0.170 60 0.100 0.100 0.100 0.100 0.154 0.230 61 0.072 0.072 0.072 0.072 0.110 0.165 62 0.099 0.099 0.099 0.099 0.152 0.228 63 0.114 0.114 0.114 0.114 0.175 0.262 64 0.114 0.114 0.114 0.114 0.175 0.262 65 1.000 1.000 1.000 1.000 1.000 1.000 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-16 Service Retirement Public Agency Police 3% @ 55 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.004 0.004 0.004 0.004 0.015 0.086 51 0.014 0.014 0.014 0.014 0.034 0.114 52 0.026 0.026 0.026 0.026 0.060 0.154 53 0.038 0.038 0.038 0.038 0.083 0.188 54 0.071 0.071 0.071 0.071 0.151 0.292 55 0.061 0.061 0.061 0.061 0.131 0.261 56 0.072 0.072 0.072 0.072 0.153 0.295 57 0.065 0.065 0.065 0.065 0.140 0.273 58 0.066 0.066 0.066 0.066 0.142 0.277 59 0.118 0.118 0.118 0.118 0.247 0.437 60 0.065 0.065 0.065 0.065 0.138 0.272 61 0.084 0.084 0.084 0.084 0.178 0.332 62 0.108 0.108 0.108 0.108 0.226 0.405 63 0.084 0.084 0.084 0.084 0.178 0.332 64 0.084 0.084 0.084 0.084 0.178 0.332 65 1.000 1.000 1.000 1.000 1.000 1.000  These rates also apply to Local Prosecutors, Local Sheriff, School Police, and Other Safety. Service Retirement Public Agency Fire 3% @ 55 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.001 0.001 0.001 0.006 0.016 0.069 51 0.002 0.002 0.002 0.006 0.018 0.071 52 0.012 0.012 0.012 0.021 0.040 0.098 53 0.032 0.032 0.032 0.049 0.085 0.149 54 0.057 0.057 0.057 0.087 0.144 0.217 55 0.073 0.073 0.073 0.109 0.179 0.259 56 0.064 0.064 0.064 0.097 0.161 0.238 57 0.063 0.063 0.063 0.095 0.157 0.233 58 0.065 0.065 0.065 0.099 0.163 0.241 59 0.088 0.088 0.088 0.131 0.213 0.299 60 0.105 0.105 0.105 0.155 0.251 0.344 61 0.118 0.118 0.118 0.175 0.282 0.380 62 0.087 0.087 0.087 0.128 0.210 0.295 63 0.067 0.067 0.067 0.100 0.165 0.243 64 0.067 0.067 0.067 0.100 0.165 0.243 65 1.000 1.000 1.000 1.000 1.000 1.000 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-17 Service Retirement Public Agency Police 3% @ 50 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.050 0.050 0.050 0.099 0.240 0.314 51 0.034 0.034 0.034 0.072 0.198 0.260 52 0.033 0.033 0.033 0.071 0.198 0.259 53 0.039 0.039 0.039 0.080 0.212 0.277 54 0.045 0.045 0.045 0.092 0.229 0.300 55 0.052 0.052 0.052 0.105 0.248 0.323 56 0.042 0.042 0.042 0.087 0.221 0.289 57 0.043 0.043 0.043 0.088 0.223 0.292 58 0.054 0.054 0.054 0.109 0.255 0.333 59 0.054 0.054 0.054 0.108 0.253 0.330 60 0.060 0.060 0.060 0.121 0.272 0.355 61 0.048 0.048 0.048 0.098 0.238 0.311 62 0.061 0.061 0.061 0.122 0.274 0.357 63 0.057 0.057 0.057 0.115 0.263 0.343 64 0.069 0.069 0.069 0.137 0.296 0.385 65 1.000 1.000 1.000 1.000 1.000 1.000  These rates also apply to Local Prosecutors, Local Sheriff, School Police, and Other Safety. Service Retirement Public Agency Fire 3% @ 50 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.020 0.020 0.020 0.040 0.130 0.192 51 0.008 0.008 0.008 0.023 0.107 0.164 52 0.023 0.023 0.023 0.043 0.136 0.198 53 0.023 0.023 0.023 0.043 0.135 0.198 54 0.027 0.027 0.027 0.048 0.143 0.207 55 0.043 0.043 0.043 0.070 0.174 0.244 56 0.053 0.053 0.053 0.085 0.196 0.269 57 0.054 0.054 0.054 0.086 0.197 0.271 58 0.052 0.052 0.052 0.084 0.193 0.268 59 0.075 0.075 0.075 0.116 0.239 0.321 60 0.065 0.065 0.065 0.102 0.219 0.298 61 0.076 0.076 0.076 0.117 0.241 0.324 62 0.068 0.068 0.068 0.106 0.224 0.304 63 0.027 0.027 0.027 0.049 0.143 0.208 64 0.094 0.094 0.094 0.143 0.277 0.366 65 1.000 1.000 1.000 1.000 1.000 1.000 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-18 Service Retirement Public Agency Police 2% @ 57 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.011 0.011 0.011 0.011 0.020 0.036 51 0.009 0.009 0.009 0.009 0.016 0.028 52 0.018 0.018 0.018 0.018 0.034 0.060 53 0.037 0.037 0.037 0.037 0.067 0.119 54 0.049 0.049 0.049 0.049 0.089 0.159 55 0.063 0.063 0.063 0.063 0.115 0.205 56 0.045 0.045 0.045 0.045 0.082 0.146 57 0.064 0.064 0.064 0.064 0.117 0.209 58 0.047 0.047 0.047 0.047 0.086 0.154 59 0.105 0.105 0.105 0.105 0.130 0.191 60 0.105 0.105 0.105 0.105 0.129 0.188 61 0.105 0.105 0.105 0.105 0.129 0.188 62 0.105 0.105 0.105 0.105 0.129 0.188 63 0.105 0.105 0.105 0.105 0.129 0.188 64 0.105 0.105 0.105 0.105 0.129 0.188 65 1.000 1.000 1.000 1.000 1.000 1.000  These rates also apply to Local Prosecutors, Local Sheriff, School Police, and Other Safety. Service Retirement Public Agency Fire 2% @ 57 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.005 0.005 0.005 0.005 0.008 0.012 51 0.006 0.006 0.006 0.006 0.009 0.013 52 0.012 0.012 0.012 0.012 0.019 0.028 53 0.033 0.033 0.033 0.033 0.050 0.075 54 0.045 0.045 0.045 0.045 0.069 0.103 55 0.061 0.061 0.061 0.061 0.094 0.140 56 0.055 0.055 0.055 0.055 0.084 0.126 57 0.081 0.081 0.081 0.081 0.125 0.187 58 0.059 0.059 0.059 0.059 0.091 0.137 59 0.055 0.055 0.055 0.055 0.084 0.126 60 0.085 0.085 0.085 0.085 0.131 0.196 61 0.085 0.085 0.085 0.085 0.131 0.196 62 0.085 0.085 0.085 0.085 0.131 0.196 63 0.085 0.085 0.085 0.085 0.131 0.196 64 0.085 0.085 0.085 0.085 0.131 0.196 65 1.000 1.000 1.000 1.000 1.000 1.000 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-19 Service Retirement Public Agency Police 2.5% @ 57 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.014 0.014 0.014 0.014 0.025 0.045 51 0.012 0.012 0.012 0.012 0.021 0.038 52 0.025 0.025 0.025 0.025 0.046 0.081 53 0.047 0.047 0.047 0.047 0.086 0.154 54 0.063 0.063 0.063 0.063 0.115 0.205 55 0.076 0.076 0.076 0.076 0.140 0.249 56 0.054 0.054 0.054 0.054 0.099 0.177 57 0.071 0.071 0.071 0.071 0.130 0.232 58 0.057 0.057 0.057 0.057 0.103 0.184 59 0.126 0.126 0.126 0.126 0.156 0.229 60 0.126 0.126 0.126 0.126 0.155 0.226 61 0.126 0.126 0.126 0.126 0.155 0.226 62 0.126 0.126 0.126 0.126 0.155 0.226 63 0.126 0.126 0.126 0.126 0.155 0.226 64 0.126 0.126 0.126 0.126 0.155 0.226 65 1.000 1.000 1.000 1.000 1.000 1.000  These rates also apply to Local Prosecutors, Local Sheriff, School Police, and Other Safety. Service Retirement Public Agency Fire 2.5% @ 57 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.007 0.007 0.007 0.007 0.010 0.015 51 0.008 0.008 0.008 0.008 0.012 0.018 52 0.016 0.016 0.016 0.016 0.025 0.038 53 0.042 0.042 0.042 0.042 0.064 0.096 54 0.057 0.057 0.057 0.057 0.088 0.132 55 0.074 0.074 0.074 0.074 0.114 0.170 56 0.066 0.066 0.066 0.066 0.102 0.153 57 0.090 0.090 0.090 0.090 0.139 0.208 58 0.071 0.071 0.071 0.071 0.110 0.164 59 0.066 0.066 0.066 0.066 0.101 0.151 60 0.102 0.102 0.102 0.102 0.157 0.235 61 0.102 0.102 0.102 0.102 0.157 0.236 62 0.102 0.102 0.102 0.102 0.157 0.236 63 0.102 0.102 0.102 0.102 0.157 0.236 64 0.102 0.102 0.102 0.102 0.157 0.236 65 1.000 1.000 1.000 1.000 1.000 1.000 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-20 Service Retirement Public Agency Police 2.7% @ 57 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.0138 0.0138 0.0138 0.0138 0.0253 0.0451 51 0.0123 0.0123 0.0123 0.0123 0.0226 0.0402 52 0.0249 0.0249 0.0249 0.0249 0.0456 0.0812 53 0.0497 0.0497 0.0497 0.0497 0.0909 0.1621 54 0.0662 0.0662 0.0662 0.0662 0.1211 0.2160 55 0.0854 0.0854 0.0854 0.0854 0.1563 0.2785 56 0.0606 0.0606 0.0606 0.0606 0.1108 0.1975 57 0.0711 0.0711 0.0711 0.0711 0.1300 0.2318 58 0.0628 0.0628 0.0628 0.0628 0.1149 0.2049 59 0.1396 0.1396 0.1396 0.1396 0.1735 0.2544 60 0.1396 0.1396 0.1396 0.1396 0.1719 0.2506 61 0.1396 0.1396 0.1396 0.1396 0.1719 0.2506 62 0.1396 0.1396 0.1396 0.1396 0.1719 0.2506 63 0.1396 0.1396 0.1396 0.1396 0.1719 0.2506 64 0.1396 0.1396 0.1396 0.1396 0.1719 0.2506 65 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000  These rates also apply to Local Prosecutors, Local Sheriff, School Police, and Other Safety. Service Retirement Public Agency Fire 2.7% @ 57 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.0065 0.0065 0.0065 0.0065 0.0101 0.0151 51 0.0081 0.0081 0.0081 0.0081 0.0125 0.0187 52 0.0164 0.0164 0.0164 0.0164 0.0254 0.0380 53 0.0442 0.0442 0.0442 0.0442 0.0680 0.1018 54 0.0606 0.0606 0.0606 0.0606 0.0934 0.1397 55 0.0825 0.0825 0.0825 0.0825 0.1269 0.1900 56 0.0740 0.0740 0.0740 0.0740 0.1140 0.1706 57 0.0901 0.0901 0.0901 0.0901 0.1387 0.2077 58 0.0790 0.0790 0.0790 0.0790 0.1217 0.1821 59 0.0729 0.0729 0.0729 0.0729 0.1123 0.1681 60 0.1135 0.1135 0.1135 0.1135 0.1747 0.2615 61 0.1136 0.1136 0.1136 0.1136 0.1749 0.2618 62 0.1136 0.1136 0.1136 0.1136 0.1749 0.2618 63 0.1136 0.1136 0.1136 0.1136 0.1749 0.2618 64 0.1136 0.1136 0.1136 0.1136 0.1749 0.2618 65 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-21 Service Retirement Schools 2% @ 55 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.005 0.009 0.013 0.015 0.016 0.018 51 0.005 0.010 0.014 0.017 0.019 0.021 52 0.006 0.012 0.017 0.020 0.022 0.025 53 0.007 0.014 0.019 0.023 0.026 0.029 54 0.012 0.024 0.033 0.039 0.044 0.049 55 0.024 0.048 0.067 0.079 0.088 0.099 56 0.020 0.039 0.055 0.065 0.072 0.081 57 0.021 0.042 0.059 0.070 0.078 0.087 58 0.025 0.050 0.070 0.083 0.092 0.103 59 0.029 0.057 0.080 0.095 0.105 0.118 60 0.037 0.073 0.102 0.121 0.134 0.150 61 0.046 0.090 0.126 0.149 0.166 0.186 62 0.076 0.151 0.212 0.250 0.278 0.311 63 0.069 0.136 0.191 0.225 0.251 0.281 64 0.067 0.133 0.185 0.219 0.244 0.273 65 0.091 0.180 0.251 0.297 0.331 0.370 66 0.072 0.143 0.200 0.237 0.264 0.295 67 0.067 0.132 0.185 0.218 0.243 0.272 68 0.060 0.118 0.165 0.195 0.217 0.243 69 0.067 0.133 0.187 0.220 0.246 0.275 70 0.066 0.131 0.183 0.216 0.241 0.270 Miscellaneous Internal Revenue Code Section 415 The limitations on benefits imposed by Internal Revenue Code Section 415 are taken into account in this valuation. Each year the impact of any changes in this limitation since the prior valuation is included and amortized as part of the actuarial gain or loss base. This results in lower contributions for those employers contributing to the Replacement Benefit Fund and protects CalPERS from prefunding expected benefits in excess of limits imposed by federal tax law. Internal Revenue Code Section 401(a)(17) The limitations on compensation imposed by Internal Revenue Code Section 401(a)(17) are taken into account in this valuation. Each year, the impact of any changes in the compensation limitation since the prior valuation is included and amortized as part of the actuarial gain or loss base. The compensation limit for classic members for the 2016 calendar year is $265,000. APPENDIX B PRINCIPAL PLAN PROVISIONS CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX B SAFETY PLAN OF THE CITY OF PALO ALTO PRINCIPAL PLAN PROVISIONS B-1 The following is a description of the principal plan provisions used in calculating costs and liabilities. We have indicated whether a plan provision is standard or optional. Standard benefits are applicable to all members while optional benefits vary among employers. Optional benefits that apply to a single period of time, such as Golden Handshakes, have not been included. Many of the statements in this summary are general in nature, and are intended to provide an easily understood summary of the Public Employees’ Retirement Law. The law itself governs in all situations. Service Retirement Eligibility A classic CalPERS member or PEPRA Safety member becomes eligible for Service Retirement upon attainment of age 50 with at least 5 years of credited service (total service across all CalPERS employers, and with certain other retirement systems with which CalPERS has reciprocity agreements). For employees hired into a plan with the 1.5 percent at 65 formula, eligibility for service retirement is age 55 with at least 5 years of service. PEPRA miscellaneous members become eligible for service retirement upon attainment of age 52 with at least 5 years of service. Benefit The service retirement benefit is a monthly allowance equal to the product of the benefit factor, years of service, and final compensation.  The benefit factor depends on the benefit formula specified in your agency’s contract. The table below shows the factors for each of the available formulas. Factors vary by the member’s age at retirement. Listed are the factors for retirement at whole year ages: Miscellaneous Plan Formulas Retirement Age 1.5% at 65 2% at 60 2% at 55 2.5% at 55 2.7% at 55 3% at 60 PEPRA 2% at 62 50 0.5000% 1.092% 1.426% 2.000% 2.000% 2.000% N/A 51 0.5667% 1.156% 1.522% 2.100% 2.140% 2.100% N/A 52 0.6334% 1.224% 1.628% 2.200% 2.280% 2.200% 1.000% 53 0.7000% 1.296% 1.742% 2.300% 2.420% 2.300% 1.100% 54 0.7667% 1.376% 1.866% 2.400% 2.560% 2.400% 1.200% 55 0.8334% 1.460% 2.000% 2.500% 2.700% 2.500% 1.300% 56 0.9000% 1.552% 2.052% 2.500% 2.700% 2.600% 1.400% 57 0.9667% 1.650% 2.104% 2.500% 2.700% 2.700% 1.500% 58 1.0334% 1.758% 2.156% 2.500% 2.700% 2.800% 1.600% 59 1.1000% 1.874% 2.210% 2.500% 2.700% 2.900% 1.700% 60 1.1667% 2.000% 2.262% 2.500% 2.700% 3.000% 1.800% 61 1.2334% 2.134% 2.314% 2.500% 2.700% 3.000% 1.900% 62 1.3000% 2.272% 2.366% 2.500% 2.700% 3.000% 2.000% 63 1.3667% 2.418% 2.418% 2.500% 2.700% 3.000% 2.100% 64 1.4334% 2.418% 2.418% 2.500% 2.700% 3.000% 2.200% 65 1.5000% 2.418% 2.418% 2.500% 2.700% 3.000% 2.300% 66 1.5000% 2.418% 2.418% 2.500% 2.700% 3.000% 2.400% 67 & up 1.5000% 2.418% 2.418% 2.500% 2.700% 3.000% 2.500% CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX B SAFETY PLAN OF THE CITY OF PALO ALTO PRINCIPAL PLAN PROVISIONS B-2 Safety Plan Formulas Retirement Age ½ at 55 * 2% at 55 2% at 50 3% at 55 3% at 50 50 1.783% 1.426% 2.000% 2.400% 3.000% 51 1.903% 1.522% 2.140% 2.520% 3.000% 52 2.035% 1.628% 2.280% 2.640% 3.000% 53 2.178% 1.742% 2.420% 2.760% 3.000% 54 2.333% 1.866% 2.560% 2.880% 3.000% 55 & Up 2.500% 2.000% 2.700% 3.000% 3.000% * For this formula, the benefit factor also varies by entry age. The factors shown are for members with an entry age of 35 or greater. If entry age is less than 35, then the age 55 benefit factor is 50 percent divided by the difference between age 55 and entry age. The benefit factor for ages prior to age 55 is the same proportion of the age 55 benefit factor as in the above table. PEPRA Safety Plan Formulas Retirement Age 2% at 57 2.5% at 57 2.7% at 57 50 1.426% 2.000% 2.000% 51 1.508% 2.071% 2.100% 52 1.590% 2.143% 2.200% 53 1.672% 2.214% 2.300% 54 1.754% 2.286% 2.400% 55 1.836% 2.357% 2.500% 56 1.918% 2.429% 2.600% 57 & Up 2.000% 2.500% 2.700%  The years of service is the amount credited by CalPERS to a member while he or she is employed in this group (or for other periods that are recognized under the employer’s contract with CalPERS). For a member who has earned service with multiple CalPERS employers, the benefit from each employer is calculated separately according to each employer’s contract, and then added together for the total allowance. An agency may contract for an optional benefit where any unused sick leave accumulated at the time of retirement will be converted to credited service at a rate of 0.004 years of service for each day of sick leave.  The final compensation is the monthly average of the member’s highest 36 or 12 consecutive months’ full-time equivalent monthly pay (no matter which CalPERS employer paid this compensation). The standard benefit is 36 months. Employers had the option of providing a final compensation equal to the highest 12 consecutive months for classic plans only. Final compensation must be defined by the highest 36 consecutive months’ pay under the 1.5% at 65 formula. PEPRA members have a cap on the annual salary that can be used to calculate final compensation for all new members based on the Social Security contribution and benefit base. For employees that participate in Social Security this cap is $118,775 for 2016 and for those employees that do not participate in Social Security the cap for 2016 is $142,530. Adjustments to the caps are permitted annually based on changes to the CPI for all urban consumers.  Employees must be covered by Social Security with the 1.5% at 65 formula. Social Security is optional for all other benefit formulas. For employees covered by Social Security, the modified formula is the standard benefit. Under this type of formula, the final compensation is offset by $133.33 (or by one third if the final compensation is less than $400). Employers may contract for the full benefit with Social Security that will eliminate the offset applicable to the final compensation. For employees not covered by Social Security, the full benefit is paid with CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX B SAFETY PLAN OF THE CITY OF PALO ALTO PRINCIPAL PLAN PROVISIONS B-3 no offsets. Auxiliary organizations of the CSUC system may elect reduced contribution rates, in which case the offset is $317 if members are not covered by Social Security or $513 if members are covered by Social Security.  The miscellaneous and PEPRA safety service retirement benefit is not capped. The classic Safety service retirement benefit is capped at 90 percent of final compensation. Vested Deferred Retirement Eligibility for Deferred Status A CalPERS member becomes eligible for a deferred vested retirement benefit when he or she leaves employment, keeps his or her contribution account balance on deposit with CalPERS, and has earned at least 5 years of credited service (total service across all CalPERS employers, and with certain other retirement systems with which CalPERS has reciprocity agreements). Eligibility to Start Receiving Benefits The CalPERS classic members and PEPRA safety members become eligible to receive the deferred retirement benefit upon satisfying the eligibility requirements for deferred status and upon attainment of age 50 (55 for employees hired into a 1.5% @ 65 plan). PEPRA miscellaneous members become eligible to receive the deferred retirement benefit upon satisfying the eligibility requirements for deferred status and upon attainment of age 52. Benefit The vested deferred retirement benefit is the same as the service retirement benefit, where the benefit factor is based on the member’s age at allowance commencement. For members who have earned service with multiple CalPERS employers, the benefit from each employer is calculated separately according to each employer’s contract, and then added together for the total allowance. Non-Industrial (Non-Job Related) Disability Retirement Eligibility A CalPERS member is eligible for Non-Industrial Disability Retirement if he or she becomes disabled and has at least 5 years of credited service (total service across all CalPERS employers, and with certain other retirement systems with which CalPERS has reciprocity agreements). There is no special age requirement. Disabled means the member is unable to perform his or her job because of an illness or injury, which is expected to be permanent or to last indefinitely. The illness or injury does not have to be job related. A CalPERS member must be actively employed by any CalPERS employer at the time of disability in order to be eligible for this benefit. Standard Benefit The standard Non-Industrial Disability Retirement benefit is a monthly allowance equal to 1.8 percent of final compensation, multiplied by service, which is determined as follows:  Service is CalPERS credited service, for members with less than 10 years of service or greater than 18.518 years of service; or  Service is CalPERS credited service plus the additional number of years that the member would have worked until age 60, for members with at least 10 years but not more than 18.518 years of service. The maximum benefit in this case is 33 1/3 percent of final compensation. CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX B SAFETY PLAN OF THE CITY OF PALO ALTO PRINCIPAL PLAN PROVISIONS B-4 Improved Benefit Employers have the option of providing the improved Non-Industrial Disability Retirement benefit. This benefit provides a monthly allowance equal to 30 percent of final compensation for the first 5 years of service, plus 1 percent for each additional year of service to a maximum of 50 percent of final compensation. Members who are eligible for a larger service retirement benefit may choose to receive that benefit in lieu of a disability benefit. Members eligible to retire, and who have attained the normal retirement age determined by their service retirement benefit formula, will receive the same dollar amount for disability retirement as that payable for service retirement. For members who have earned service with multiple CalPERS employers, the benefit attributed to each employer is the total disability allowance multiplied by the ratio of service with a particular employer to the total CalPERS service. Industrial (Job Related) Disability Retirement All safety members have this benefit. For miscellaneous members, employers have the option of providing this benefit. An employer may choose to provide the increased benefit option or the improved benefit option. Eligibility An employee is eligible for Industrial Disability Retirement if he or she becomes disabled while working, where disabled means the member is unable to perform the duties of the job because of a work-related illness or injury, which is expected to be permanent or to last indefinitely. A CalPERS member who has left active employment within this group is not eligible for this benefit, except to the extent described below. Standard Benefit The standard Industrial Disability Retirement benefit is a monthly allowance equal to 50 percent of final compensation. Increased Benefit (75 percent of Final Compensation) The increased Industrial Disability Retirement benefit is a monthly allowance equal to 75 percent final compensation for total disability. Improved Benefit (50 percent to 90 percent of Final Compensation) The improved Industrial Disability Retirement benefit is a monthly allowance equal to the Workman’s Compensation Appeals Board permanent disability rate percentage (if 50 percent or greater, with a maximum of 90 percent) times the final compensation. For a CalPERS member not actively employed in this group who became disabled while employed by some other CalPERS employer, the benefit is a return of accumulated member contributions with respect to employment in this group. With the standard or increased benefit, a member may also choose to receive the annuitization of the accumulated member contributions. If a member is eligible for service retirement and if the service retirement benefit is more than the industrial disability retirement benefit, the member may choose to receive the larger benefit. CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX B SAFETY PLAN OF THE CITY OF PALO ALTO PRINCIPAL PLAN PROVISIONS B-5 Post-Retirement Death Benefit Standard Lump Sum Payment Upon the death of a retiree, a one-time lump sum payment of $500 will be made to the retiree’s designated survivor(s), or to the retiree’s estate. Improved Lump Sum Payment Employers have the option of providing an improved lump sum death benefit of $600, $2,000, $3,000, $4,000 or $5,000. Form of Payment for Retirement Allowance Standard Form of Payment Generally, the retirement allowance is paid to the retiree in the form of an annuity for as long as he or she is alive. The retiree may choose to provide for a portion of his or her allowance to be paid to any designated beneficiary after the retiree’s death. CalPERS provides for a variety of such benefit options, which the retiree pays for by taking a reduction in his or her retirement allowance. Such reduction takes into account the amount to be provided to the beneficiary and the probable duration of payments (based on the ages of the member and beneficiary) made subsequent to the member’s death. Improved Form of Payment (Post-Retirement Survivor Allowance) Employers have the option to contract for the post-retirement survivor allowance. For retirement allowances with respect to service subject to the modified formula, 25 percent of the retirement allowance will automatically be continued to certain statutory beneficiaries upon the death of the retiree, without a reduction in the retiree’s allowance. For retirement allowances with respect to service subject to the full or supplemental formula, 50 percent of the retirement allowance will automatically be continued to certain statutory beneficiaries upon the death of the retiree, without a reduction in the retiree’s allowance. This additional benefit is referred to as post-retirement survivor allowance (PRSA) or simply as survivor continuance. In other words, 25 percent or 50 percent of the allowance, the continuance portion, is paid to the retiree for as long as he or she is alive, and that same amount is continued to the retiree’s spouse (or if no eligible spouse, to unmarried child(ren) until they attain age 18; or, if no eligible child(ren), to a qualifying dependent parent) for the rest of his or her lifetime. This benefit will not be discontinued in the event the spouse remarries. The remaining 75 percent or 50 percent of the retirement allowance, which may be referred to as the option portion of the benefit, is paid to the retiree as an annuity for as long as he or she is alive. Or, the retiree may choose to provide for some of this option portion to be paid to any designated beneficiary after the retiree’s death. Benefit options applicable to the option portion are the same as those offered with the standard form. The reduction is calculated in the same manner but is applied only to the option portion. CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX B SAFETY PLAN OF THE CITY OF PALO ALTO PRINCIPAL PLAN PROVISIONS B-6 Pre-Retirement Death Benefits Basic Death Benefit This is a standard benefit. Eligibility An employee’s beneficiary (or estate) may receive the basic death benefit if the member dies while actively employed. A CalPERS member must be actively employed with the CalPERS employer providing this benefit to be eligible for this benefit. A member’s survivor who is eligible for any other pre-retirement death benefit may choose to receive that death benefit instead of this basic death benefit. Benefit The basic death benefit is a lump sum in the amount of the member’s accumulated contributions, where interest is currently credited at 7.5 percent per year, plus a lump sum in the amount of one month's salary for each completed year of current service, up to a maximum of six months' salary. For purposes of this benefit, one month's salary is defined as the member's average monthly full-time rate of compensation during the 12 months preceding death. 1957 Survivor Benefit This is a standard benefit. Eligibility An employee’s eligible survivor(s) may receive the 1957 Survivor benefit if the member dies while actively employed, has attained at least age 50 for classic and safety PEPRA members and age 52 for miscellaneous PEPRA members, and has at least 5 years of credited service (total service across all CalPERS employers and with certain other retirement systems with which CalPERS has reciprocity agreements). A CalPERS member must be actively employed with the CalPERS employer providing this benefit to be eligible for this benefit. An eligible survivor means the surviving spouse to whom the member was married at least one year before death or, if there is no eligible spouse, to the member's unmarried child(ren) under age 18. A member’s survivor who is eligible for any other pre-retirement death benefit may choose to receive that death benefit instead of this 1957 Survivor benefit. Benefit The 1957 Survivor benefit is a monthly allowance equal to one-half of the unmodified service retirement benefit that the member would have been entitled to receive if the member had retired on the date of his or her death. If the benefit is payable to the spouse, the benefit is discontinued upon the death of the spouse. If the benefit is payable to dependent child(ren), the benefit will be discontinued upon death or attainment of age 18, unless the child(ren) is disabled. The total amount paid will be at least equal to the basic death benefit. CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX B SAFETY PLAN OF THE CITY OF PALO ALTO PRINCIPAL PLAN PROVISIONS B-7 Optional Settlement 2W Death Benefit This is an optional benefit. Eligibility An employee’s eligible survivor may receive the Optional Settlement 2W Death benefit if the member dies while actively employed, has attained at least age 50 for classic and safety PEPRA members and age 52 for miscellaneous PEPRA members, and has at least 5 years of credited service (total service across all CalPERS employers and with certain other retirement systems with which CalPERS has reciprocity agreements). A CalPERS member who is no longer actively employed with any CalPERS employer is not eligible for this benefit. An eligible survivor means the surviving spouse to whom the member was married at least one year before death. A member’s survivor who is eligible for any other pre-retirement death benefit may choose to receive that death benefit instead of this Optional Settlement 2W Death benefit. Benefit The Optional Settlement 2W Death benefit is a monthly allowance equal to the service retirement benefit that the member would have received had the member retired on the date of his or her death and elected Optional Settlement 2W. (A retiree who elects Optional Settlement 2W receives an allowance that has been reduced so that it will continue to be paid after his or her death to a surviving beneficiary.) The allowance is payable as long as the surviving spouse lives, at which time it is continued to any unmarried child(ren) under age 18, if applicable. The total amount paid will be at least equal to the basic death benefit. Special Death Benefit This is a standard benefit for safety members. An employer may elect to provide this benefit for miscellaneous members. Eligibility An employee’s eligible survivor(s) may receive the special death benefit if the member dies while actively employed and the death is job-related. A CalPERS member who is no longer actively employed with any CalPERS employer is not eligible for this benefit. An eligible survivor means the surviving spouse to whom the member was married prior to the onset of the injury or illness that resulted in death. If there is no eligible spouse, an eligible survivor means the member's unmarried child(ren) under age 22. An eligible survivor who chooses to receive this benefit will not receive any other death benefit. Benefit The special death benefit is a monthly allowance equal to 50 percent of final compensation, and will be increased whenever the compensation paid to active employees is increased but ceasing to increase when the member would have attained age 50. The allowance is payable to the surviving spouse until death at which time the allowance is continued to any unmarried child(ren) under age 22. There is a guarantee that the total amount paid will at least equal the basic death benefit. If the member’s death is the result of an accident or injury caused by external violence or physical force incurred in the performance of the member’s duty, and there are eligible surviving child(ren) (eligible means unmarried child(ren) under age 22) in addition to an eligible spouse, then an additional monthly allowance is paid equal to the following:  if 1 eligible child: 12.5 percent of final compensation  if 2 eligible children: 20.0 percent of final compensation  if 3 or more eligible children: 25.0 percent of final compensation CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX B SAFETY PLAN OF THE CITY OF PALO ALTO PRINCIPAL PLAN PROVISIONS B-8 Alternate Death Benefit for Local Fire Members This is an optional benefit available only to local fire members. Eligibility An employee’s eligible survivor(s) may receive the alternate death benefit in lieu of the basic death benefit or the 1957 Survivor benefit if the member dies while actively employed and has at least 20 years of total CalPERS service. A CalPERS member who is no longer actively employed with any CalPERS employer is not eligible for this benefit. An eligible survivor means the surviving spouse to whom the member was married prior to the onset of the injury or illness that resulted in death. If there is no eligible spouse, an eligible survivor means the member's unmarried child(ren) under age 18. Benefit The Alternate Death benefit is a monthly allowance equal to the service retirement benefit that the member would have received had the member retired on the date of his or her death and elected Optional Settlement 2W. (A retiree who elects Optional Settlement 2W receives an allowance that has been reduced so that it will continue to be paid after his or her death to a surviving beneficiary.) If the member has not yet attained age 50, the benefit is equal to that which would be payable if the member had retired at age 50, based on service credited at the time of death. The allowance is payable as long as the surviving spouse lives, at which time it is continued to any unmarried child(ren) under age 18, if applicable. The total amount paid will be at least equal to the basic death benefit. Cost-of-Living Adjustments (COLA) Standard Benefit Retirement and survivor allowances are adjusted each year in May for cost of living, beginning the second calendar year after the year of retirement. The standard cost-of-living adjustment (COLA) is 2 percent. Annual adjustments are calculated by first determining the lesser of 1) 2 percent compounded from the end of the year of retirement or 2) actual rate of inflation. The resulting increase is divided by the total increase provided in prior years. For any particular year, the COLA adjustment may be less than 2 percent (when the rate of inflation is low), may be greater than the rate of inflation (when the rate of inflation is low after several years of high inflation) or may even be greater than 2 percent (when inflation is high after several years of low inflation). Improved Benefit Employers have the option of providing a COLA of 3 percent, 4 percent, or 5 percent, determined in the same manner as described above for the standard 2 percent COLA. An improved COLA is not available with the 1.5% at 65 formula. Purchasing Power Protection Allowance (PPPA) Retirement and survivor allowances are protected against inflation by PPPA. PPPA benefits are cost-of-living adjustments that are intended to maintain an individual’s allowance at 80 percent of the initial allowance at retirement adjusted for inflation since retirement. The PPPA benefit will be coordinated with other cost-of-living adjustments provided under the plan. CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX B SAFETY PLAN OF THE CITY OF PALO ALTO PRINCIPAL PLAN PROVISIONS B-9 Employee Contributions Each employee contributes toward his or her retirement based upon the retirement formula. The standard employee contribution is as described below.  The percent contributed below the monthly compensation breakpoint is 0 percent.  The monthly compensation breakpoint is $0 for full and supplemental formula members and $133.33 for employees covered by the modified formula.  The percent contributed above the monthly compensation breakpoint depends upon the benefit formula, as shown in the table below. Benefit Formula Percent Contributed above the Breakpoint Miscellaneous, 1.5% at 65 2% Miscellaneous, 2% at 60 7% Miscellaneous, 2% at 55 7% Miscellaneous, 2.5% at 55 8% Miscellaneous, 2.7% at 55 8% Miscellaneous, 3% at 60 8% Miscellaneous, 2% at 62 50% of the Total Normal Cost Miscellaneous, 1.5% at 65 50% of the Total Normal Cost Safety, 1/2 at 55 Varies by entry age Safety, 2% at 55 7% Safety, 2% at 50 9% Safety, 3% at 55 9% Safety, 3% at 50 9% Safety, 2% at 57 50% of the Total Normal Cost Safety, 2.5% at 57 50% of the Total Normal Cost Safety, 2.7% at 57 50% of the Total Normal Cost The employer may choose to “pick-up” these contributions for classic members (Employer Paid Member Contributions or EPMC). EPMC is prohibited for new PEPRA members. An employer may also include Employee Cost Sharing in the contract, where employees agree to share the cost of the employer contribution. These contributions are paid in addition to the member contribution. Auxiliary organizations of the CSUC system may elect reduced contribution rates, in which case the offset is $317 and the contribution rate is 6 percent if members are not covered by Social Security. If members are covered by Social Security, the offset is $513 and the contribution rate is 5 percent. Refund of Employee Contributions If the member’s service with the employer ends, and if the member does not satisfy the eligibility conditions for any of the retirement benefits above, the member may elect to receive a refund of his or her employee contributions, which are credited with 6 percent interest compounded annually. CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX B SAFETY PLAN OF THE CITY OF PALO ALTO PRINCIPAL PLAN PROVISIONS B-10 1959 Survivor Benefit This is a pre-retirement death benefit available only to members not covered by Social Security. Any agency joining CalPERS subsequent to 1993 is required to provide this benefit if the members are not covered by Social Security. The benefit is optional for agencies joining CalPERS prior to 1994. Levels 1, 2 and 3 are now closed. Any new agency or any agency wishing to add this benefit or increase the current level may only choose the 4th or Indexed Level. This benefit is not included in the results presented in this valuation. More information on this benefit is available on the CalPERS website at www.calpers.ca.gov. APPENDIX C PARTICIPANT DATA  SUMMARY OF VALUATION DATA  ACTIVE MEMBERS  TRANSFERRED AND TERMINATED MEMBERS  RETIRED MEMBERS AND BENEFICIARIES CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX C SAFETY PLAN OF THE CITY OF PALO ALTO PARTICIPANT DATA C-1 Summary of Valuation Data June 30, 2015 June 30, 2016 1. Active Members a) Counts 179 174 b) Average Attained Age 40.91 41.61 c) Average Entry Age to Rate Plan 29.21 29.31 d) Average Years of Service 11.70 12.30 e) Average Annual Covered Pay $ 118,359 $ 122,230 f) Annual Covered Payroll 21,186,275 21,268,028 g) Projected Annual Payroll for Contribution Year 23,150,815 23,240,148 h) Present Value of Future Payroll 205,334,914 199,470,322 2. Transferred Members a) Counts 59 63 b) Average Attained Age 43.87 42.96 c) Average Years of Service 3.22 3.34 d) Average Annual Covered Pay $ 109,275 $ 114,053 3. Terminated Members a) Counts 39 38 b) Average Attained Age 42.63 43.22 c) Average Years of Service 3.54 3.61 d) Average Annual Covered Pay $ 89,331 $ 87,206 4. Retired Members and Beneficiaries a) Counts 414 417 b) Average Attained Age 67.81 68.24 c) Average Annual Benefits $ 51,863 $ 52,760 5. Active to Retired Ratio [(1a) / (4a)] 0.43 0.42 Counts of members included in the valuation are counts of the records processed by the valuation. Multiple records may exist for those who have service in more than one valuation group. This does not result in double counting of liabilities. Average Annual Benefits represents benefit amounts payable by this plan only. Some members may have service with another agency and would therefore have a larger total benefit than would be included as part of the average shown here. CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX C SAFETY PLAN OF THE CITY OF PALO ALTO PARTICIPANT DATA C-2 Active Members Counts of members included in the valuation are counts of the records processed by the valuation. Multiple records may exist for those who have service in more than one valuation group. This does not result in double counting of liabilities. Distribution of Active Members by Age and Service Years of Service at Valuation Date Attained Age 0-4 5-9 10-14 15-19 20-25 25+ Total 15-24 1 0 0 0 0 0 1 25-29 13 3 0 0 0 0 16 30-34 15 9 4 0 0 0 28 35-39 7 13 9 2 0 0 31 40-44 6 4 7 18 2 0 37 45-49 1 1 7 9 6 3 27 50-54 1 1 5 6 7 8 28 55-59 0 1 0 1 0 2 4 60-64 0 0 0 0 0 1 1 65 and over 0 0 0 0 0 1 1 All Ages 44 32 32 36 15 15 174 Distribution of Average Annual Salaries by Age and Service Years of Service at Valuation Date Attained Age 0-4 5-9 10-14 15-19 20-25 25+ Average 15-24 $85,500 $0 $0 $0 $0 $0 $85,500 25-29 96,376 109,816 0 0 0 0 98,896 30-34 102,167 117,615 116,867 0 0 0 109,233 35-39 114,032 119,919 128,323 154,720 0 0 123,275 40-44 111,805 115,909 137,179 134,200 135,680 0 129,235 45-49 118,622 127,278 113,807 118,795 128,696 167,814 125,456 50-54 218,930 124,923 110,502 120,124 137,058 133,545 130,174 55-59 0 121,321 0 147,465 0 194,438 164,415 60-64 0 0 0 0 0 122,334 122,334 65 and over 0 0 0 0 0 126,294 126,294 All Ages $106,307 $118,253 $122,868 $129,511 $133,529 $147,287 $122,230 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX C SAFETY PLAN OF THE CITY OF PALO ALTO PARTICIPANT DATA C-3 Transferred and Terminated Members Distribution of Transfers to Other CalPERS Plans by Age, Service, and average Salary Years of Service at Valuation Date Attained Age 0-4 5-9 10-14 15-19 20-25 25+ Total Average Salary 15-24 1 0 0 0 0 0 1 $103,645 25-29 1 0 0 0 0 0 1 120,404 30-34 5 1 0 0 0 0 6 109,662 35-39 14 2 0 0 0 0 16 100,832 40-44 9 2 0 0 0 0 11 108,583 45-49 9 6 2 0 0 0 17 124,976 50-54 7 0 1 0 0 0 8 120,946 55-59 0 2 0 0 0 0 2 126,592 60-64 0 1 0 0 0 0 1 150,271 65 and over 0 0 0 0 0 0 0 0 All Ages 46 14 3 0 0 0 63 114,053 Distribution of Terminated Participants with Funds on Deposit by Age, Service, and average Salary Years of Service at Valuation Date Attained Age 0-4 5-9 10-14 15-19 20-25 25+ Total Average Salary 15-24 0 0 0 0 0 0 0 $0 25-29 2 0 0 0 0 0 2 91,679 30-34 1 1 0 0 0 0 2 88,888 35-39 10 3 1 0 0 0 14 93,175 40-44 0 3 0 0 0 0 3 107,289 45-49 6 2 1 0 0 0 9 85,994 50-54 5 0 0 0 0 0 5 54,434 55-59 1 1 0 0 0 0 2 86,896 60-64 0 1 0 0 0 0 1 106,475 65 and over 0 0 0 0 0 0 0 0 All Ages 25 11 2 0 0 0 38 87,206 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX C SAFETY PLAN OF THE CITY OF PALO ALTO PARTICIPANT DATA C-4 Retired Members and Beneficiaries Distribution of Retirees and Beneficiaries by Age and Retirement Type* Attained Age Service Retirement Non- Industrial Disability Industrial Disability Non- Industrial Death Industrial Death Death After Retirement Total Under 30 0 0 0 0 0 0 0 30-34 0 0 0 0 0 0 0 35-39 0 0 2 0 0 0 2 40-44 0 0 7 0 0 0 7 45-49 0 1 5 0 0 0 6 50-54 25 0 15 0 1 0 41 55-59 38 1 20 0 2 0 61 60-64 30 1 19 0 0 4 54 65-69 33 1 20 0 0 4 58 70-74 31 0 17 0 0 9 57 75-79 33 2 25 0 0 5 65 80-84 16 0 12 0 0 7 35 85 and Over 17 0 7 0 0 7 31 All Ages 223 6 149 0 3 36 417 Distribution of Average Annual Disbursements to Retirees and Beneficiaries by Age and Retirement Type* Attained Age Service Retirement Non- Industrial Disability Industrial Disability Non- Industrial Death Industrial Death Death After Retirement Average Under 30 $0 $0 $0 $0 $0 $0 $0 30-34 0 0 0 0 0 0 0 35-39 0 0 54,436 0 0 0 54,436 40-44 0 0 59,398 0 0 0 59,398 45-49 0 83 42,136 0 0 0 35,127 50-54 79,097 0 71,792 0 52,644 0 75,779 55-59 84,777 32,929 70,873 0 36,504 0 77,786 60-64 58,918 2,048 52,903 0 0 44,160 54,655 65-69 72,548 17,352 46,687 0 0 35,800 60,144 70-74 46,376 0 30,498 0 0 38,584 40,410 75-79 48,114 11,533 34,877 0 0 29,016 40,428 80-84 42,630 0 31,537 0 0 24,496 35,200 85 and Over 28,738 0 24,075 0 0 21,909 26,143 All Ages $60,792 $12,580 $47,691 $0 $41,884 $31,584 $52,760 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX C SAFETY PLAN OF THE CITY OF PALO ALTO PARTICIPANT DATA C-5 Retired Members and Beneficiaries (continued) Distribution of Retirees and Beneficiaries by Years Retired and Retirement Type* Years Retired Service Retirement Non- Industrial Disability Industrial Disability Non- Industrial Death Industrial Death Death After Retirement Total Under 5 Yrs 49 1 17 0 0 7 74 5-9 41 1 22 0 0 5 69 10-14 48 0 16 0 1 9 74 15-19 22 1 19 0 1 9 52 20-24 29 0 13 0 0 1 43 25-29 18 1 19 0 0 4 42 30 and Over 16 2 43 0 1 1 63 All Years 223 6 149 0 3 36 417 Distribution of Average Annual Disbursements to Retirees and Beneficiaries by Years Retired and Retirement Type* Years Retired Service Retirement Non- Industrial Disability Industrial Disability Non- Industrial Death Industrial Death Death After Retirement Average Under 5 Yrs $77,313 $2,048 $77,780 $0 $0 $21,308 $71,106 5-9 75,538 83 77,762 0 0 35,334 72,240 10-14 64,157 0 63,687 0 52,644 43,771 61,420 15-19 40,377 32,929 44,117 0 46,601 30,307 39,977 20-24 50,346 0 41,507 0 0 25,841 47,104 25-29 40,215 17,352 34,169 0 0 29,306 35,897 30 and Over 32,469 11,533 23,881 0 26,406 1,417 25,354 All Years $60,792 $12,580 $47,691 $0 $41,884 $31,584 $52,760 * Counts of members do not include alternate payees receiving benefits while the member is still working. Therefore, the total counts may not match information on page 25 of the report. Multiple records may exist for those who have service in more than one coverage group. This does not result in double counting of liabilities. APPENDIX D DEVELOPMENT OF PEPRA MEMBER CONTRIBUTION RATES CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX D SAFETY PLAN OF THE CITY OF PALO ALTO PARTICIPANT DATA D-1 Development of PEPRA Members Contribution Rates The table below shows the determination of the Member contribution rates based on 50 percent of the Total Normal Cost for each respective plan on June 30, 2016. Assembly Bill (AB) 340 created PEPRA that implemented new benefit formulas and a final compensation period as well as new contribution requirements for new employees. In accordance with Section Code 7522.30(b), “new members … shall have an initial contribution rate of at least 50 percent of the normal cost rate.” The normal cost for the plan is dependent on the benefit levels, actuarial assumptions and demographics of the plan particularly the entry age into the plan. Should the total normal cost of the plan change by one percent or more from the base total normal cost established for the plan, the new member rate shall be 50 percent of the new normal cost rounded to the nearest quarter percent. Basis for Current Rate Rates Effective July 1, 2018 Rate Plan Identifier Plan Total Normal Cost Member Rate Total Normal Cost Change Change Needed Member Rate 25006 Safety Fire PEPRA 21.276% 10.750% 21.856% 0.580% No 10.750% 25007 Safety Police PEPRA 21.276% 10.750% 21.856% 0.580% No 10.750% For a description of the methods used to determine the Total Normal Cost for this purpose, please see the “PEPRA Normal Cost Rate Methodology” section in Appendix A. APPENDIX E GLOSSARY OF ACTUARIAL TERMS CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX E SAFETY PLAN OF THE CITY OF PALO ALTO GLOSSARY OF ACTUARIAL TERMS E-1 Glossary of Actuarial Terms Accrued Liability (also called Actuarial Accrued Liability or Entry Age Normal Accrued Liability) The total dollars needed as of the valuation date to fund all benefits earned in the past for current members. Actuarial Assumptions Assumptions made about certain events that will affect pension costs. Assumptions generally can be broken down into two categories: demographic and economic. Demographic assumptions include such things as mortality, disability and retirement rates. Economic assumptions include discount rate, salary growth and inflation. Actuarial Methods Procedures employed by actuaries to achieve certain funding goals of a pension plan. Actuarial methods include funding method, setting the length of time to fund the Accrued Liability and determining the Value of Assets. Actuarial Valuation The determination, as of a valuation date of the Normal Cost, Accrued liability, and related actuarial present values for a pension plan. These valuations are performed annually or when an employer is contemplating a change to their plan provisions. Amortization Bases Separate payment schedules for different portions of the Unfunded Liability. The total Unfunded Liability of a Risk Pool or non-pooled plan can be segregated by "cause,” creating “bases” and each such base will be separately amortized and paid for over a specific period of time. However, all bases are amortized using investment and payroll assumptions from the current valuation. This can be likened to a home having a first mortgage of 24 years remaining payments and a second mortgage that has 10 years remaining payments. Each base or each mortgage note has its own terms (payment period, principal, etc.) Generally, in an actuarial valuation, the separate bases consist of changes in unfunded liability due to contract amendments, actuarial assumption changes, actuarial methodology changes, and/or gains and losses. Payment periods are determined by Board policy and vary based on the cause of the change. Amortization Period The number of years required to pay off an Amortization Base. Classic Member (under PEPRA) A classic member is a member who joined CalPERS prior to January, 1, 2013 and who is not defined as a new member under PEPRA. (See definition of new member below) Discount Rate Assumption The actuarial assumption that was called “investment return” in earlier CalPERS reports or “actuarial interest rate” in Section 20014 of the California Public Employees’ Retirement Law (PERL). Entry Age The earliest age at which a plan member begins to accrue benefits under a defined benefit pension plan. In most cases, this is the age of the member on their date of hire. Entry Age Normal Cost Method An actuarial cost method designed to fund a member's total plan benefit over the course of his or her career. This method is designed to yield a rate expressed as a level percentage of payroll. (The assumed retirement age less the entry age is the amount of time required to fund a member’s total benefit. Generally, the older a member on the date of hire, the greater the entry age normal cost. This is mainly because there is less time to earn investment income to fund the future benefits.) CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX E SAFETY PLAN OF THE CITY OF PALO ALTO GLOSSARY OF ACTUARIAL TERMS E-2 Fresh Start A Fresh Start is when multiple amortization bases are collapsed to one base and amortized together over a new funding period. Funded Status A measure of how well funded, or how "on track" a plan or risk pool is with respect to assets versus accrued liabilities. A ratio greater than 100 percent means the plan or risk pool has more assets than liabilities and a ratio less than 100 percent means liabilities are greater than assets. GASB 68 Statement No. 68 of the Governmental Accounting Standards Board. The accounting standard governing a state or local governmental employer’s accounting and financial reporting for pensions. GASB 68 replaces GASB 27 effective the first fiscal year beginning after June 15, 2014. New Member (under PEPRA) A new member includes an individual who becomes a member of a public retirement system for the first time on or after January 1, 2013, and who was not a member of another public retirement system prior to that date, and who is not subject to reciprocity with another public retirement system. Normal Cost The annual cost of service accrual for the upcoming fiscal year for active employees. The normal cost should be viewed as the long term contribution rate. Pension Actuary A business professional that is authorized by the Society of Actuaries, and the American Academy of Actuaries to perform the calculations necessary to properly fund a pension plan. PEPRA The California Public Employees’ Pension Reform Act of 2013 Prepayment Contribution A payment made by the employer to reduce or eliminate the year’s required employer contribution. Present Value of Benefits (PVB) The total dollars needed as of the valuation date to fund all benefits earned in the past or expected to be earned in the future for current members. Unfunded Accrued Liability (UAL) When a plan or pool’s Value of Assets is less than its Accrued Liability, the difference is the plan or pool’s Unfunded Accrued Liability (or unfunded liability). If the unfunded liability is positive, the plan or pool will have to pay contributions exceeding the Normal Cost. California Public Employees’ Retirement System Actuarial Office P.O. Box 942701 Sacramento, CA 94229-2701 TTY: (916) 795-3240 (888) 225-7377 phone • (916) 795-2744 fax www.calpers.ca.gov July 2017 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO (CalPERS ID: 6373437857) Annual Valuation Report as of June 30, 2016 Dear Employer, As an attachment to this letter, you will find a copy of the June 30, 2016 actuarial valuation report of your pension plan. Your 2016 actuarial valuation report contains important actuarial information about your pension plan at CalPERS. Your CalPERS staff actuary, whose signature appears in the “Actuarial Certification” section on page 1, is available to discuss the report with you after August 31, 2017. Required Contributions The exhibit below displays the minimum required employer contributions and the Employee PEPRA Rate for Fiscal Year 2018-19 along with estimates of the required contributions for Fiscal Years 2019-20 and 2020-21. Member contributions other than cost sharing (whether paid by the employer or the employee) are in addition to the results shown below. The required employer contributions in this report do not reflect any cost sharing arrangement you may have with your employees. Fiscal Year Employer Normal Cost Rate Employer Amortization of Unfunded Accrued Liability Employee PEPRA Rate 2018-19 10.217% $18,392,618 6.25% Projected Results 2019-20 10.7% $21,368,000 TBD 2020-21 11.7% $23,620,000 TBD The actual investment return for Fiscal Year 2016-17 was not known at the time this report was prepared. The projections above assume the investment return for that year would be 7.375 percent. If the actual investment return for Fiscal year 2016-17 differs from 7.375 percent, the actual contribution requirements for the projected years will differ from those shown above. Moreover, the projected results for Fiscal Years 2019-20 and 2020-21 also assume that there are no future plan changes, no further changes in assumptions other than those recently approved, and no liability gains or losses. Such changes can have a significant impact on required contributions. Since they cannot be predicted in advance, the projected employer results shown above are estimates. The actual required employer contributions for Fiscal year 2019-20 will be provided in next year’s report. For additional details regarding the assumptions and methods used for these projections please refer to the “Projected Employer Contributions” in the “Highlights and Executive Summary” section. The required contributions shown above include a Normal Cost component expressed as a percentage of payroll and a payment toward Unfunded Accrued Liability expressed as a dollar amount. Actual contributions for Fiscal Year 2018-19 and all future years will be collected on that basis. For illustrative total contribution requirements expressed as percentages of payroll, please see pages 4 and 5 of the report. The “Risk Analysis” section of the valuation report on page 21 also contains estimated employer contributions in future years under a variety of investment return scenarios. MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO (CalPERS ID: 6373437857) Annual Valuation Report as of June 30, 2016 Page 2 Changes since the Prior Year’s Valuation On December 21, 2016, the CalPERS Board of Administration lowered the discount rate from 7.50 percent to 7.00 percent using a three year phase-in beginning with the June 30, 2016 actuarial valuations. The minimum employer contributions for Fiscal Year 2018-19 determined in this valuation were calculated using a discount rate of 7.375 percent. The projected employer contributions on Page 5 are calculated assuming that the discount rate will be lowered to 7.25 percent next year and to 7.00 percent the following year as adopted by the Board. Beginning with Fiscal Year 2017-18 CalPERS began collecting employer contributions toward the plan’s unfunded liability as dollar amounts instead of the prior method of a contribution rate. This change addresses potential funding issues that could arise from a declining payroll or reduction in the number of active members in the plan. Funding the unfunded liability as a percentage of payroll could lead to the underfunding of the plans. Due to stakeholder feedback regarding internal needs for total contributions expressed as a percentage of payroll, the reports have been modified to include such results in the contribution projection on page 5. These results are provided for information purposes only. Contributions toward the unfunded liability will continue to be collected as dollar amounts. The CalPERS Board of Administration adopted a Risk Mitigation Policy which is designed to reduce funding risk over time. This Policy has been temporarily suspended during the period over which the discount rate is being lowered. More details on the Risk Mitigation Policy can be found on our website. Besides the above noted changes, there may also be changes specific to the plan such as contract amendments and funding changes. Further descriptions of general changes are included in the “Highlights and Executive Summary” section and in Appendix A, “Actuarial Methods and Assumptions.” The effects of the changes on the required contributions are included in the “Reconciliation of Required Employer Contributions” section. We understand that you might have a number of questions about these results. While we are very interested in discussing these results with your agency, in the interest of allowing us to give every public agency their results, we ask that you wait until after August 31 to contact us with actuarial questions. If you have other questions, you may call the Customer Contact Center at (888)-CalPERS or (888-225-7377). Sincerely, SCOTT TERANDO Chief Actuary ACTUARIAL VALUATION as of June 30, 2016 for the MISCELLANEOUS PLAN of the CITY OF PALO ALTO (CalPERS ID: 6373437857) (Rate Plan ID: 8) REQUIRED CONTRIBUTIONS FOR FISCAL YEAR July 1, 2018 – June 30, 2019 TABLE OF CONTENTS ACTUARIAL CERTIFICATION 1 HIGHLIGHTS AND EXECUTIVE SUMMARY Introduction 3 Purpose of the Report 3 Required Contributions 4 Plan’s Funded Status 5 Projected Employer Contributions 5 Cost 6 Changes Since the Prior Year’s Valuation 7 Subsequent Events 7 ASSETS Reconciliation of the Market Value of Assets 9 Asset Allocation 10 CalPERS History of Investment Returns 11 LIABILITIES AND CONTRIBUTIONS Development of Accrued and Unfunded Liabilities 13 (Gain) / Loss Analysis 06/30/15 - 06/30/16 14 Schedule of Amortization Bases 15 30-Year Amortization Schedule and Alternatives 16 Reconciliation of Required Employer Contributions 18 Employer Contribution History 19 Funding History 19 RISK ANALYSIS Analysis of Future Investment Return Scenarios 21 Analysis of Discount Rate Sensitivity 22 Volatility Ratios 23 Hypothetical Termination Liability 24 PLAN’S MAJOR BENEFIT PROVISIONS Plan’s Major Benefit Options 26 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS Actuarial Data A-1 Actuarial Methods A-1 Actuarial Assumptions A-3 Miscellaneous A-21 APPENDIX B – PRINCIPAL PLAN PROVISIONS B-1 APPENDIX C – PARTICIPANT DATA Summary of Valuation Data C-1 Active Members C-2 Transferred and Terminated Members C-3 Retired Members and Beneficiaries C-4 APPENDIX D – DEVELOPMENT OF PEPRA MEMBER CONTRIBUTION RATE D-1 APPENDIX E – GLOSSARY OF ACTUARIAL TERMS E-1 (CY) FIN PROCESS CONTROL ID: 494678 (PY) FIN PROCESS CONTROL ID: 480029 REPORT ID: 103789 CALPERS ACTUARIAL VALUATION - June 30, 2016 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 1 ACTUARIAL CERTIFICATION To the best of our knowledge, this report is complete and accurate and contains sufficient information to disclose, fully and fairly, the funded condition of the MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO. This valuation is based on the member and financial data as of June 30, 2016 provided by the various CalPERS databases and the benefits under this plan with CalPERS as of the date this report was produced. It is our opinion that the valuation has been performed in accordance with generally accepted actuarial principles, in accordance with standards of practice prescribed by the Actuarial Standards Board, and that the assumptions and methods are internally consistent and reasonable for this plan, as prescribed by the CalPERS Board of Administration according to provisions set forth in the California Public Employees’ Retirement Law. The undersigned is an actuary for CalPERS, a member of the American Academy of Actuaries and the Society of Actuaries and meets the Qualification Standards of the American Academy of Actuaries to render the actuarial opinions contained herein. DAVID CLEMENT, ASA, MAAA, EA Senior Pension Actuary, CalPERS HIGHLIGHTS AND EXECUTIVE SUMMARY  INTRODUCTION  PURPOSE OF THE REPORT  REQUIRED CONTRIBUTIONS  PLAN’S FUNDED STATUS  PROJECTED EMPLOYER CONTRIBUTIONS  COST  CHANGES SINCE THE PRIOR YEAR’S VALUATION  SUBSEQUENT EVENTS CALPERS ACTUARIAL VALUATION - June 30, 2016 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 3 Introduction This report presents the results of the June 30, 2016 actuarial valuation of the MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO of the California Public Employees’ Retirement System (CalPERS). This actuarial valuation sets the required employer contributions for Fiscal Year 2018-19. Purpose of the Report The actuarial valuation was prepared by the CalPERS Actuarial Office using data as of June 30, 2016. The purpose of the report is to:  Set forth the assets and accrued liabilities of this plan as of June 30, 2016;  Determine the required employer contributions for the fiscal year July 1, 2018 through June 30, 2019;  Provide actuarial information as of June 30, 2016 to the CalPERS Board of Administration and other interested parties. The pension funding information presented in this report should not be used in financial reports subject to Governmental Accounting Standards Board (GASB) Statement No. 68 for an Agent Employer Defined Benefit Pension Plan. A separate accounting valuation report for such purposes is available from CalPERS and details for ordering are available on our website. The measurements shown in this actuarial valuation may not be applicable for other purposes. The employer should contact their actuary before disseminating any portion of this report for any reason that is not explicitly described above. Future actuarial measurements may differ significantly from the current measurements presented in this report due to such factors as the following: plan experience differing from that anticipated by the economic or demographic assumptions; changes in economic or demographic assumptions; changes in actuarial policies; and changes in plan provisions or applicable law. California Actuarial Advisory Panel Recommendations This report includes all the basic disclosure elements as described in the Model Disclosure Elements for Actuarial Valuation Reports recommended in 2011 by the California Actuarial Advisory Panel (CAAP), with the exception of including the original base amounts of the various components of the unfunded liability in the Schedule of Amortization Bases shown on page 15. Additionally, this report includes the following “Enhanced Risk Disclosures” also recommended by the CAAP in the Model Disclosure Elements document:  A “Deterministic Stress Test,” projecting future results under different investment income scenarios  A “Sensitivity Analysis,” showing the impact on current valuation results using alternative discount rates of 6.0 percent, 7.0 percent and 8.0 percent. CALPERS ACTUARIAL VALUATION - June 30, 2016 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 4 Required Contributions Fiscal Year Required Employer Contribution 2018-19 Employer Normal Cost Rate 10.217% Plus Either 1) Monthly Employer Dollar UAL Payment $ 1,532,718 Or 2) Annual UAL Prepayment Option $ 17,749,739 Required PEPRA Member Contribution Rate 6.25% The total minimum required employer contribution is the sum of the Plan’s Employer Normal Cost Rate (expressed as a percentage of payroll) plus the Employer Unfunded Accrued Liability (UAL) Contribution Amount (billed monthly in dollars). Only the UAL portion of the employer contribution can be prepaid (which must be received in full no later than July 31). Plan Normal Cost contributions will be made as part of the payroll reporting process. If there is contractual cost sharing or other change, this amount will change. §20572 of the Public Employees’ Retirement Law assesses interest at an annual rate of 10 percent if a contracting agency fails to remit the required contributions when due. For additional detail regarding the determination of the required contribution for PEPRA members, see Appendix D. Required member contributions for Classic members can be found in Appendix B. Fiscal Year Fiscal Year 2017-18 2018-19 Normal Cost Contribution as a Percentage of Payroll Total Normal Cost 17.623% 17.697% Employee Contribution1 7.584% 7.480% Employer Normal Cost 10.039% 10.217% Projected Annual Payroll for Contribution Year $ 78,211,742 $ 82,332,567 Estimated Employer Contributions Based On Projected Payroll Total Normal Cost $ 13,783,255 $ 14,570,395 Employee Contribution1 5,931,579 6,158,476 Employer Normal Cost 7,851,676 8,411,919 Unfunded Liability Contribution 15,765,273 18,392,618 % of Projected Payroll (illustrative only) 20.157% 22.339% Estimated Total Employer Contribution $ 23,616,949 $ 26,804,537 % of Projected Payroll (illustrative only) 30.196% 32.556% 1 For classic members, this is the percentage specified in the Public Employees Retirement Law, net of any reduction from the use of a modified formula or other factors. For PEPRA members, the member contribution rate is based on 50 percent of the normal cost. A development of PEPRA member contribution rates can be found in Appendix D. Employee cost sharing is not shown in this report. CALPERS ACTUARIAL VALUATION - June 30, 2016 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 5 Plan’s Funded Status This measure of funded status is an assessment of the need for future employer contributions based on the selected actuarial cost method used to fund the plan. The UAL is the present value of future employer contributions for service that has already been earned and is in addition to future normal cost contributions for active members. For a measure of funded status that is appropriate for assessing the sufficiency of plan assets to cover estimated termination liabilities, please see “Hypothetical Termination Liability” in the “Risk Analysis” section. Projected Employer Contributions The table below shows the required and projected employer contributions (before cost sharing) for the next six fiscal years. Projected results reflect the adopted changes to the discount rate described in Appendix A, “Actuarial Methods and Assumptions.” The projections also assume that all actuarial assumptions will be realized and that no further changes to assumptions, contributions, benefits, or funding will occur during the projection period. The projected normal cost percentages in the projections below do not reflect that the normal cost will decline over time as new employees are hired into PEPRA or other lower cost benefit tiers. Required Contribution Projected Future Employer Contributions (Assumes 7.375% Return for Fiscal Year 2016-17) Fiscal Year 2018-19 2019-20 2020-21 2021-22 2022-23 2023-24 2024-25 Normal Cost % 10.217% 10.7% 11.7% 11.7% 11.7% 11.7% 11.7% UAL Payment 18,392,618 21,368,000 23,620,000 26,268,000 28,624,000 30,328,000 31,816,000 Total as a % of Payroll* 32.6% 35.9% 38.8% 40.9% 42.6% 43.5% 44.1% Projected Payroll 82,332,567 84,802,544 87,346,620 89,967,019 92,666,029 95,446,010 98,309,391 *Illustrative only and based on the projected payroll shown. Changes in the UAL due to actuarial gains or losses as well as changes in actuarial assumptions or methods are amortized using a 5-year ramp up. For more information, please see “Amortization of the Unfunded Actuarial Accrued Liability” under “Actuarial Methods” in Appendix A. This method phases in the impact of unanticipated changes in UAL over a 5-year period and attempts to minimize employer cost volatility from year to year. As a result of this methodology, dramatic changes in the required employer contributions in any one year are less likely. However, required contributions can change gradually and significantly over the next five years. In years where there is a large increase in UAL the relatively small amortization payments during the ramp up period could result in a funded ratio that is projected to decrease initially while the contribution impact of the increase in the UAL is phased in. Due to the adopted changes in the discount rate for the next two valuations in combination with the 5-year phase-in ramp, the increases in the required contributions are expected to continue for seven years from Fiscal Year 2018-19 through Fiscal Year 2024-25. For projected contributions under alternate investment return scenarios, please see the “Analysis of Future Investment Return Scenarios” in the “Risk Analysis” section. June 30, 2015 June 30, 2016 1. Present Value of Projected Benefits $ 788,241,494 $ 827,688,407 2. Entry Age Normal Accrued Liability 696,699,220 730,382,476 3. Market Value of Assets (MVA) $ 477,031,099 $ 468,702,245 4. Unfunded Accrued Liability (UAL) [(2) – (3)] $ 219,668,121 $ 261,680,231 5. Funded Ratio [(3) / (2)] 68.5% 64.2% CALPERS ACTUARIAL VALUATION - June 30, 2016 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 6 Cost Actuarial Cost Estimates in General What is the cost of the pension plan? Contributions to fund the pension plan are comprised of two components:  The Normal Cost, expressed as a percentage of total active payroll.  The Amortization of the Unfunded Accrued Liability (UAL), expressed as a dollar amount. For fiscal years prior to FY 2017-18, the Amortizations of UAL component was expressed as percentage of total active payroll. Starting with FY 2017-18, the Amortization of UAL component will be expressed as a dollar amount and will be invoiced on a monthly basis. There will be an option to prepay this amount during July of each fiscal year. The Normal Cost component will continue to be expressed as a percentage of active payroll with employer and employee contributions payable as part of the regular payroll reporting process. The determination of both components requires complex actuarial calculations. The calculations are based on a set of actuarial assumptions which can be divided into two categories:  Demographic assumptions (which includes mortality rates, retirement rates, employment termination rates, disability rates)  Economic assumptions (which includes future investment earnings, inflation, salary growth rates) These assumptions reflect CalPERS best estimate of the future experience of the plan and are long term in nature. We recognize that all the assumptions will not be realized in any given year. For example, the investment earnings at CalPERS have averaged 7.0 percent over the 20 years ending June 30, 2016, yet individual fiscal year returns have ranged from -24 percent to +21.7 percent. In addition, CalPERS reviews all the actuarial assumptions on an ongoing basis by conducting in depth experience studies every four years. CALPERS ACTUARIAL VALUATION - June 30, 2016 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 7 Changes since the Prior Year’s Valuation Benefits The standard actuarial practice at CalPERS is to recognize mandated legislative benefit changes in the first annual valuation following the effective date of the legislation. Voluntary benefit changes by plan amendment are generally included in the first valuation that is prepared after the amendment becomes effective, even if the valuation date is prior to the effective date of the amendment. This valuation generally reflects plan changes by amendments effective before the date of the report. Please refer to the “Plan’s Major Benefit Options” and Appendix B for a summary of the plan provisions used in this valuation. The effect of any mandated benefit changes or plan amendments on the unfunded liability is shown in the “(Gain)/Loss Analysis” and the effect on the employer contribution is shown in the “Reconciliation of Required Employer Contributions.” It should be noted that no change in liability or contribution is shown for any plan changes which were already included in the prior year’s valuation. Actuarial Methods and Assumptions On December 21, 2016, the CalPERS Board of Administration lowered the discount rate from 7.50 percent to 7.00 percent using a three year phase-in beginning with the June 30, 2016 actuarial valuations. The minimum employer contributions for Fiscal Year 2018-19 determined in this valuation were calculated using a discount rate of 7.375 percent. The projected employer contributions on Page 5 are calculated assuming that the discount rate will be lowered to 7.25 percent next year and 7.00 percent the following year as adopted by the Board. The decision to reduce the discount rate was primarily based on reduced capital market assumptions provided by external investment consultants and CalPERS investment staff. The specific decision adopted by the Board reflected recommendations from CalPERS staff and additional input from employer and employee stakeholder groups. Based on the investment allocation adopted by the Board and capital market assumptions, the reduced discount rate assumption provides a more realistic assumption for the long term investment return of the fund. Notwithstanding the Board’s decision to phase into a 7.0 percent discount rate, subsequent analysis of the expected investment return of CalPERS assets or changes to the investment allocation may result in a change to this three year discount rate schedule. A comprehensive analysis of all actuarial assumptions and methods including the discount rate will be conducted in 2017. Subsequent Events The contribution requirements determined in this actuarial valuation report are based on demographic and financial information as of June 30, 2016. Changes in the value of assets subsequent to that date are not reflected. Declines in asset values will increase the required contribution, while investment returns above the assumed rate of return will decrease the actuarial cost of the plan. This actuarial valuation report reflects statutory changes, regulatory changes and CalPERS Board actions through January 2017. Any subsequent changes or actions are not reflected. ASSETS  RECONCILIATION OF THE MARKET VALUE OF ASSETS  ASSET ALLOCATION  CALPERS HISTORY OF INVESTMENT RETURNS CALPERS ACTUARIAL VALUATION - June 30, 2016 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 9 Reconciliation of the Market Value of Assets 1. Market Value of Assets as of 6/30/15 including Receivables $ 477,031,099 2. Change in Receivables for Service Buybacks (370,242) 3. Employer Contributions 18,839,524 4. Employee Contributions 5,608,002 5. Benefit Payments to Retirees and Beneficiaries (34,250,971) 6. Refunds (574,027) 7. Lump Sum Payments 0 8. Transfers and Miscellaneous Adjustments 572,097 9. Net Investment Return 1,846,763 10. Market Value of Assets as of 6/30/16 including Receivables $ 468,702,245 CALPERS ACTUARIAL VALUATION - June 30, 2016 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 10 Asset Allocation CalPERS adheres to an Asset Allocation Strategy which establishes asset class allocation policy targets and ranges, and manages those asset class allocations within their policy ranges. CalPERS Investment Belief No. 6 recognizes that strategic asset allocation is the dominant determinant of portfolio risk and return. On February 19, 2014, the CalPERS Board of Administration adopted changes to the current asset allocation as shown in the Policy Target Allocation below expressed as a percentage of total assets. The asset allocation and market value of assets shown below reflect the values of the Public Employees’ Retirement Fund (PERF) in its entirety as of June 30, 2016. The assets for CITY OF PALO ALTO MISCELLANEOUS PLAN are part of the PERF and are invested accordingly. (A) Asset Class (B) Market Value ($ Billion) (C) Policy Target Allocation Public Equity 153.1 51.0% Private Equity 26.4 10.0% Global Fixed Income 59.9 20.0% Liquidity 4.5 1.0% Real Assets 31.8 12.0% Inflation Sensitive Assets 17.8 6.0% Other 1.6 0.0% Total Fund $295.1 100.0% Global Equity 51.9% Private Equity 9.0% Global Fixed Income 20.3% Liquidity 1.5% Real Assets 10.8% Inflation 6.0% Other 0.5% Asset Allocation at 6/30/2016 CALPERS ACTUARIAL VALUATION - June 30, 2016 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 11 CalPERS History of Investment Returns The following is a chart with the 20-year historical annual returns of the Public Employees Retirement Fund for each fiscal year ending on June 30. Beginning in 2002, the figures are reported as gross of fees. The table below shows historical geometric mean annual returns of the Public Employees Retirement Fund for various time periods ending on June 30, 2016, (figures are reported as gross of fees). The geometric mean rate of return is the average rate per period compounded over multiple periods. It should be recognized that in any given year the rate of return is volatile. The portfolio has an expected volatility of 11.8 percent per year based on the most recent Asset Liability Modelling study. The volatility is a measure of the risk of the portfolio expressed in the standard deviation of the fund’s total return distribution, expressed as a percentage. Consequently, when looking at investment returns, it is more instructive to look at returns over longer time horizons. History of CalPERS Geometric Mean Rates of Return and Volatilities 1 year 5 year 10 year 20 year 30 year Geometric Return 0.6% 6.6% 5.0% 7.0% 8.2% Volatility – 8.1% 14.0% 11.8% 10.1% -25.0% -20.0% -15.0% -10.0% -5.0% 0.0% 5.0% 10.0% 15.0% 20.0% 25.0% 97 98 99 00 01 02 03 04 05 06 07 08 09 10 11 12 13 14 15 16 20 . 1 % 19 . 5 % 12 . 5 % 10 . 5 % -7. 2 % -6. 1 % 3. 7 % 16 . 6 % 12 . 3 % 11 . 8 % 19 . 1 % -5. 1 % -24 . 0 % 13 . 3 % 21 . 7 % 0. 2 % 13 . 2 % 17 . 7 % 2. 4 % 0. 6 % LIABILITIES AND CONTRIBUTIONS  DEVELOPMENT OF ACCRUED AND UNFUNDED LIABILITIES  (GAIN) / LOSS ANALYSIS 06/30/15 - 06/30/16  SCHEDULE OF AMORTIZATION BASES  30-YEAR AMORTIZATION SCHEDULES AND ALTERNATIVES  RECONCILIATION OF REQUIRED EMPLOYER CONTRIBUTIONS  EMPLOYER CONTRIBUTION HISTORY  FUNDING HISTORY CALPERS ACTUARIAL VALUATION - June 30, 2016 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 13 Development of Accrued and Unfunded Liabilities June 30, 2015 June 30, 2016 1. Present Value of Projected Benefits a) Active Members $ 342,215,197 362,450,800 b) Transferred Members 31,772,074 33,583,165 c) Terminated Members 12,787,802 13,595,787 d) Members and Beneficiaries Receiving Payments 401,466,421 418,058,655 e) Total $ 788,241,494 827,688,407 2. Present Value of Future Employer Normal Costs $ 50,436,220 54,419,083 3. Present Value of Future Employee Contributions $ 41,106,054 42,886,848 4. Entry Age Normal Accrued Liability a) Active Members [(1a) - (2) - (3)] $ 250,672,923 265,144,869 b) Transferred Members (1b) 31,772,074 33,583,165 c) Terminated Members (1c) 12,787,802 13,595,787 d) Members and Beneficiaries Receiving Payments (1d) 401,466,421 418,058,655 e) Total $ 696,699,220 730,382,476 5. Market Value of Assets (MVA) $ 477,031,099 468,702,245 6. Unfunded Accrued Liability (UAL) [(4e) - (5)] $ 219,668,121 261,680,231 7. Funded Ratio [(5) / (4e)] 68.5% 64.2% CALPERS ACTUARIAL VALUATION - June 30, 2016 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 14 (Gain)/Loss Analysis 6/30/15 – 6/30/16 To calculate the cost requirements of the plan, assumptions are made about future events that affect the amount and timing of benefits to be paid and assets to be accumulated. Each year, actual experience is compared to the expected experience based on the actuarial assumptions. This results in actuarial gains or losses, as shown below. 1. Total (Gain)/Loss for the Year a) Unfunded Accrued Liability (UAL) as of 6/30/15 $ 219,668,121 b) Expected Payment on the UAL during 2015-16 13,171,185 c) Interest through 6/30/16 [.075 x (1a) - ((1.075)½ - 1) x (1b)] 15,990,119 d) Expected UAL before all other changes [(1a) - (1b) + (1c)] 222,487,055 e) Change due to plan changes 0 f) Change due to assumption change 10,486,467 g) Expected UAL after all other changes [(1d) + (1e) + (1f)] 232,973,522 h) Actual UAL as of 6/30/16 261,680,231 i) Total (Gain)/Loss for 2015-16 [(1h) - (1g)] $ 28,706,709 2. Contribution (Gain)/Loss for the Year a) Expected Contribution (Employer and Employee) $ 26,007,671 b) Interest on Expected Contributions 957,656 c) Actual Contributions 24,447,526 d) Interest on Actual Contributions 900,208 e) Expected Contributions with Interest [(2a) + (2b)] 26,965,327 f) Actual Contributions with Interest [(2c) + (2d)] 25,347,734 g) Contribution (Gain)/Loss [(2e) - (2f)] $ 1,617,593 3. Asset (Gain)/Loss for the Year a) Market Value of Assets as of 6/30/15 $ 477,031,099 b) Prior Fiscal Year Receivables (2,539,961) c) Current Fiscal Year Receivables 2,169,719 d) Contributions Received 24,447,526 e) Benefits and Refunds Paid (34,824,998) f) Transfers and Miscellaneous Adjustments 572,097 g) Expected Int. [.075 x (3a + 3b) + ((1.075)½ - 1) x ((3d) + (3e) + (3f))] 35,225,781 h) Expected Assets as of 6/30/16 [(3a) + (3b) + (3c) + (3d) + (3e) + (3f) + (3g)] 502,081,263 i) Market Value of Assets as of 6/30/16 468,702,245 j) Asset (Gain)/Loss [(3h) - (3i)] $ 33,379,018 4. Liability (Gain)/Loss for the Year a) Total (Gain)/Loss (1i) $ 28,706,709 b) Contribution (Gain)/Loss (2g) 1,617,593 c) Asset (Gain)/Loss (3j) 33,379,018 d) Liability (Gain)/Loss [(4a) - (4b) - (4c)] $ (6,289,902) CALPERS ACTUARIAL VALUATION - June 30, 2016 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 15 Schedule of Amortization Bases There is a two-year lag between the valuation date and the start of the contribution fiscal year.  The assets, liabilities, and funded status of the plan are measured as of the valuation date: June 30, 2016.  The required employer contributions determined by the valuation are for the fiscal year beginning two years after the valuation date: Fiscal Year 2018-19. This two-year lag is necessary due to the amount of time needed to extract and test the membership and financial data, and the need to provide public agencies with their required employer contribution well in advance of the start of the fiscal year. The Unfunded Accrued Liability (UAL) is used to determine the employer contribution and therefore must be rolled forward two years from the valuation date to the first day of the fiscal year for which the contribution is being determined. The UAL is rolled forward each year by subtracting the expected payment on the UAL for the fiscal year and adjusting for interest. The expected payment on the UAL for a fiscal year is equal to the Expected Employer Contribution for the fiscal year minus the Expected Normal Cost for the year. The Employer Contribution for the first fiscal year is determined by the actuarial valuation two years ago and the contribution for the second year is from the actuarial valuation one year ago. The Normal Cost Rate for each of the two fiscal years is assumed to be the same as the rate determined by the current valuation. All expected dollar amounts are determined by multiplying the rate by the expected payroll for the applicable fiscal year, based on payroll as of the valuation date. Reason for Base Date Established Amorti-zation Period Balance 6/30/16 Expected Payment 2016-17 Balance 6/30/17 Expected Payment 2017-18 Balance 6/30/18 Scheduled Payment for 2018-19 ASSUMPTION CHANGE 06/30/03 7 $15,478,726 $2,102,994 $14,441,120 $2,166,084 $13,261,614 $2,216,388 METHOD CHANGE 06/30/04 8 $(1,186,612) $(148,017) $(1,120,747) $(152,458) $(1,045,422) $(155,924) BENEFIT CHANGE 06/30/05 8 $26,288,910 $3,279,266 $24,829,679 $3,377,643 $23,160,890 $3,454,433 ASSUMPTION CHANGE 06/30/09 13 $25,621,903 $2,348,748 $25,077,701 $2,419,210 $24,420,350 $2,468,358 SPECIAL (GAIN)/LOSS 06/30/09 23 $16,653,731 $1,100,719 $16,741,358 $1,133,741 $16,801,229 $1,151,812 SPECIAL (GAIN)/LOSS 06/30/10 24 $1,374,845 $88,923 $1,384,096 $91,591 $1,391,265 $93,015 ASSUMPTION CHANGE 06/30/11 15 $12,031,321 $1,010,766 $11,871,256 $1,041,089 $11,667,965 $1,061,270 SPECIAL (GAIN)/LOSS 06/30/11 25 $(57,801) $(3,663) $(58,268) $(3,773) $(58,656) $(3,830) PAYMENT (GAIN)/LOSS 06/30/12 26 $3,021,937 $187,905 $3,050,094 $193,542 $3,074,487 $196,400 (GAIN)/LOSS 06/30/12 26 $25,475,473 $1,584,070 $25,712,846 $1,631,592 $25,918,481 $1,655,688 (GAIN)/LOSS 06/30/13 27 $74,807,078 $2,043,968 $78,206,101 $3,157,930 $80,701,494 $4,273,993 ASSUMPTION CHANGE 06/30/14 18 $41,242,604 $785,576 $43,470,217 $1,618,287 $44,999,246 $2,472,670 (GAIN)/LOSS 06/30/14 28 $(45,020,639) $(633,217) $(47,684,760) $(1,304,427) $(49,849,838) $(1,984,845) (GAIN)/LOSS 06/30/15 29 $26,755,579 $639,126 $28,066,528 $395,222 $29,726,898 $801,201 ASSUMPTION CHANGE 06/30/16 20 $10,486,467 $(364,750) $11,637,805 $(375,692) $12,885,392 $242,873 (GAIN)/LOSS 06/30/16 30 $28,706,709 $624,231 $30,176,989 $0 $32,402,542 $449,116 TOTAL $261,680,231 $14,646,645 $265,802,015 $15,389,581 $269,457,937 $18,392,618 CALPERS ACTUARIAL VALUATION - June 30, 2016 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 20 Page 16 30-Year Amortization Schedule and Alternatives The amortization schedule on the previous page shows the minimum contributions required according to CalPERS amortization policy. There has been considerable interest from many agencies in paying off these unfunded accrued liabilities sooner and the possible savings in doing so. As a result, we have provided alternate amortization schedules to help analyze the current amortization schedule and illustrate the advantages of accelerating unfunded liability payments. Shown on the following page are future year amortization payments based on 1) the current amortization schedule reflecting the individual bases and remaining periods shown on the previous page, and 2) alternate “fresh start” amortization schedules using two sample periods that would both result in interest savings relative to the current amortization schedule. Note that the payments under each alternate scenario increase by 3 percent per year. The schedules do not reflect the impact of adopted discount rate changes that will become effective beyond June 30, 2016. Therefore, future amortization payments displayed in the Current Amortization Schedule on the following page will not match projected amortization payments shown in connection with Projected Employer Contributions provided elsewhere in this report. The Current Amortization Schedule typically contains individual bases that are both positive and negative. Positive bases result from plan changes, assumption changes or plan experience that result in increases to unfunded liability. Negative bases result from plan changes, assumption changes or plan experience that result in decreases to unfunded liability. The combination of positive and negative bases within an amortization schedule can result in unusual or problematic circumstances in future years such as:  A positive total unfunded liability with a negative total payment,  A negative total unfunded liability with a positive total payment, or  Total payments that completely amortize the unfunded liability over a very short period of time In any year where one of the above scenarios occurs, the actuary will consider corrective action such as replacing the existing unfunded liability bases with a single “fresh start” base and amortizing it over a reasonable period. The Current Amortization Schedule on the following page may appear to show that, based on the current amortization bases, one of the above scenarios will occur at some point in the future. It is impossible to know today whether such a scenario will in fact arise since there will be additional bases added to the amortization schedule in each future year. Should such a scenario arise in any future year, the actuary will take appropriate action based on guidelines in the CalPERS amortization policy. For purposes of this display, total payments include any negative payments. Therefore, the amount of estimated savings may be understated to the extent that negative payments appear in the current schedule. CALPERS ACTUARIAL VALUATION - June 30, 2016 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 17 30-Year Amortization Schedule and Alternatives * This schedule does not reflect the impact of adopted discount rate changes that will become effective beyond June 30, 2016. For Projected Employer Contributions, please see Page 5. Alternate Schedules Current Amortization Schedule* 20 Year Amortization 15 Year Amortization Date Balance Payment Balance Payment Balance Payment 6/30/2018 269,457,937 18,392,618 269,457,937 20,142,652 269,457,937 24,508,772 6/30/2019 270,271,679 21,337,802 268,458,259 20,746,932 263,934,002 25,244,035 6/30/2020 268,093,576 23,309,575 266,758,689 21,369,340 257,240,783 26,001,357 6/30/2021 263,711,651 25,202,766 264,288,825 22,010,420 249,269,189 26,781,397 6/30/2022 257,044,797 26,737,689 260,972,509 22,670,732 239,901,397 27,584,839 6/30/2023 248,295,747 27,539,817 256,727,386 23,350,854 229,010,188 28,412,384 6/30/2024 238,070,276 28,366,013 251,464,429 24,051,380 216,458,234 29,264,756 6/30/2025 226,234,553 26,491,113 245,087,432 24,772,921 202,097,330 30,142,699 6/30/2026 215,468,753 23,107,399 237,492,456 25,516,109 185,767,569 31,046,980 6/30/2027 207,415,244 23,800,618 228,567,245 26,281,592 167,296,454 31,978,389 6/30/2028 198,049,463 24,514,638 218,190,592 27,070,040 146,497,951 32,937,741 6/30/2029 187,253,077 25,250,078 206,231,656 27,882,141 123,171,459 33,925,873 6/30/2030 174,898,379 26,007,577 192,549,233 28,718,606 97,100,717 34,943,649 6/30/2031 160,847,587 23,162,939 176,990,972 29,580,164 68,052,619 35,991,958 6/30/2032 148,708,219 22,611,118 159,392,526 30,467,569 35,775,945 37,071,717 6/30/2033 136,245,376 20,351,915 139,576,649 31,381,596 6/30/2034 125,204,431 19,250,096 117,352,218 32,323,044 6/30/2035 114,490,941 18,063,849 92,513,190 33,292,735 6/30/2036 104,216,544 16,789,107 64,837,470 34,291,517 6/30/2037 94,505,323 16,866,899 34,085,709 35,320,262 6/30/2038 83,997,289 16,934,251 6/30/2039 72,644,495 17,442,280 6/30/2040 59,928,003 17,965,550 6/30/2041 45,731,446 14,122,542 6/30/2042 34,470,094 13,530,028 6/30/2043 22,992,191 12,253,254 6/30/2044 11,990,809 5,916,684 6/30/2045 6,744,151 3,302,911 6/30/2046 3,818,993 2,971,635 6/30/2047 1,021,378 1,058,372 Totals 562,651,133 541,240,606 455,836,546 Interest Paid 293,193,196 271,782,669 186,378,609 Estimated Savings 21,410,527 106,814,587 CALPERS ACTUARIAL VALUATION - June 30, 2016 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 18 Reconciliation of Required Employer Contributions Normal Cost (% of Payroll) 1. For Period 7/1/17 – 6/30/18 a) Employer Normal Cost 10.039% b) Employee Contribution 7.584% c) Total Normal Cost 17.623% 2. Changes since the prior year annual valuation a) Effect of changes in demographics results (0.396%) b) Effect of plan changes 0.000% c) Effect of changes in assumptions 0.470% d) Net effect of the changes above [sum of (a) through (c)] 0.074% 3. For Period 7/1/18 – 6/30/19 a) Employer Normal Cost 10.217% b) Employee Contribution 7.480% c) Total Normal Cost 17.697% Employer Normal Cost Change [(3a) – (1a)] 0.178% Employee Contribution Change [(3b) – (1b)] (0.104%) Unfunded Liability Contribution ($) 1. For Period 7/1/17 – 6/30/18 15,765,273 2. Changes since the prior year annual valuation a) Effect of (gain)/loss during prior year1 449,116 b) Effect of plan changes 0 c) Effect of changes in assumptions2 242,873 d) Changes to prior year amortization payments3 1,935,356 e) Effect of changes due to Fresh Start 0 f) Effect of elimination of amortization base 0 g) Net effect of the changes above [sum of (a) through (f)] 2,627,345 3. For Period 7/1/18 – 6/30/19 [(1)+(2g)] 18,392,618 1 The unfunded liability contribution for the (gain)/loss during the year prior to the valuation date is 20 percent of the “full” annual requirement due to the 5-year ramp. Increases to this amount that occur during the ramp period will be included in line d) in future years. 2 The unfunded liability contribution for the change in assumptions is 20 percent of the “full” annual requirement due to the 5-year ramp. Increases to this amount that occur during the ramp period will be included in line d) in future years. 3 Includes changes due to 5-year ramp, payroll growth assumption, and re-amortization under new discount rate. The amounts shown for the period 7/1/17 – 6/30/18 may be different if a prepayment of unfunded actuarial liability is made or a plan change became effective after the prior year’s actuarial valuation was performed. CALPERS ACTUARIAL VALUATION - June 30, 2016 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 19 Employer Contribution History The table below provides a recent history of the required employer contributions for the plan, as determined by the annual actuarial valuation. It does not account for prepayments or benefit changes made during a fiscal year. Required By Valuation Fiscal Year Employer Normal Cost Unfunded Rate Unfunded Liability Payment ($) 2013 - 14 10.360% 14.240% N/A 2014 - 15 10.283% 15.839% N/A 2015 - 16 10.358% 17.336% N/A 2016 - 17 10.334% 18.556% N/A 2017 - 18 10.039% N/A 15,765,273 2018 - 19 10.217% N/A 18,392,618 Funding History The table below shows the recent history of the actuarial accrued liability, the market value of assets, the funded ratio and the annual covered payroll. Valuation Date Accrued Liability Market Value of Assets (MVA) Unfunded Liability Funded Ratio Annual Covered Payroll 06/30/11 $ 552,715,631 $ 384,056,704 $ 168,658,927 69.5% $ 60,297,783 06/30/12 576,182,013 373,592,926 202,589,087 64.8% 62,910,810 06/30/13 602,540,178 412,227,784 190,312,394 68.4% 64,439,680 06/30/14 666,978,627 475,566,994 191,411,633 71.3% 67,802,942 06/30/15 696,699,220 477,031,099 219,668,121 68.5% 71,574,823 06/30/16 730,382,476 468,702,245 261,680,231 64.2% 75,345,962 RISK ANALYSIS  ANALYSIS OF FUTURE INVESTMENT RETURN SCENARIOS  ANALYSIS OF DISCOUNT RATE SENSITIVITY  VOLATILITY RATIOS  HYPOTHETICAL TERMINATION LIABILITY CALPERS ACTUARIAL VALUATION - June 30, 2016 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 21 Analysis of Future Investment Return Scenarios Analysis was performed to determine the effects of various future investment returns on required employer contributions. The projections below provide a range of results based on five investment return scenarios assumed to occur during the next four fiscal years (2016-17, 2017-18, 2018-19 and 2019-20). The projections also assume that all other actuarial assumptions will be realized and that no further changes to assumptions, contributions, benefits, or funding will occur. Each of the five investment return scenarios assumes a return of 7.375 percent for fiscal year 2016-17. For fiscal years 2017-18, 2018-19, and 2019-20 each scenario assumes an alternate fixed annual return. The fixed return assumptions for the five scenarios are -3.0 percent, 3.0 percent, 7.0 percent (7.25 percent for 2017-18), 11.0 percent and 17.0 percent. The alternate investment returns were chosen based on stochastic analysis of possible future investment returns over the four year period ending June 30, 2020. Using the expected returns and volatility of the asset classes in which the funds are invested, we produced ten thousand stochastic outcomes for this period. We then selected annual returns that approximate the 5th, 25th, 50th, 75th, and 95th percentiles for these outcomes. For example, of all of the 4-year outcomes generated in the stochastic analysis, approximately 25 percent of them had an average annual return of 3.0 percent or less. Required contributions outside of this range are also possible. In particular, while it is unlikely that investment returns will average less than -3.0 percent or greater than 17.0 percent over this four year period, the possibility of a single investment return less than -3.0 percent or greater than 17.0 percent in any given year is much greater. Assumed Annual Return From 2017-18 through 2019-20 Projected Employer Contributions 2019-20 2020-21 2021-22 2022-23 (3.0%) Normal Cost 10.7% 11.7% 11.7% 11.7% UAL Contribution $21,368,000 $24,382,000 $28,551,000 $33,202,000 3.0% Normal Cost 10.7% 11.7% 11.7% 11.7% UAL Contribution $21,368,000 $23,936,000 $27,222,000 $30,563,000 Assumed Discount Rate Normal Cost 10.7% 11.7% 11.7% 11.7% UAL Contribution $21,368,000 $23,620,000 $26,268,000 $28,624,000 11.0% Normal Cost 10.7% 11.7% 12.0% 12.2% UAL Contribution $21,368,000 $23,341,000 $25,347,000 $26,740,000 17.0% Normal Cost 10.7% 11.7% 12.5% 13.2% UAL Contribution $21,368,000 $22,895,000 $23,879,000 $23,757,000 Given the temporary suspension of the Risk Mitigation Policy during the period over which the discount rate assumption is being phased down to 7.0 percent, the projections above were performed without reflection of any possible impact of this Policy for Fiscal Years 2019-20 and 2020-21. The projected normal cost percentages do not reflect that the normal cost will decline over time as new employees are hired into PEPRA or other lower cost benefit tiers. CALPERS ACTUARIAL VALUATION - June 30, 2016 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 22 Analysis of Discount Rate Sensitivity Shown below are various valuation results as of June 30, 2016 assuming alternate discount rates. Results are shown using the current discount rate of 7.375 percent as well as alternate discount rates of 6.0 percent, 7.0 percent, and 8.0 percent. The alternate rate of 7.0 percent was selected since the Board has adopted this rate as the final discount rate at the end of the three year phase-in of the reduction in this assumption. The rates of 6.0 percent and 8.0 percent were selected since they illustrate the impact of a 1 percent increase or decrease to the 7.0 percent assumption. This analysis shows the potential plan impacts if the PERF were to realize investment returns of 6.0 percent, 7.0 percent, or 8.0 percent over the long- term. This type of analysis gives the reader a sense of the long-term risk to required contributions. For a measure of funded status that is appropriate for assessing the sufficiency of plan assets to cover estimated termination liabilities, please see “Hypothetical Termination Liability” in the “Risk Analysis” section. Sensitivity Analysis As of June 30, 2016 Plan’s Normal Cost Accrued Liability Unfunded Accrued Liability Funded Status 7.375% (current discount rate) 17.697% $730,382,476 $261,680,231 64.2% 6.0% 24.098% $863,632,400 $394,930,155 54.3% 7.0% 19.208% $763,341,929 $294,639,684 61.4% 8.0% 15.497% $680,268,344 $211,566,099 68.9% CALPERS ACTUARIAL VALUATION - June 30, 2016 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 23 Volatility Ratios The actuarial calculations supplied in this communication are based on a number of assumptions about long-term demographic and economic behavior. Unless these assumptions (terminations, deaths, disabilities, retirements, salary growth, and investment return) are exactly realized each year, there will be differences on a year-to-year basis. The year-to-year differences between actual experience and the assumptions are called actuarial gains and losses and serve to lower or raise required employer contributions from one year to the next. Therefore, employer contributions will inevitably fluctuate, especially due to the ups and downs of investment returns. Asset Volatility Ratio (AVR) Plans that have higher asset-to-payroll ratios experience more volatile employer contributions (as a percentage of payroll) due to investment return. For example, a plan with an asset-to-payroll ratio of 8 may experience twice the contribution volatility due to investment return volatility than a plan with an asset-to- payroll ratio of 4. Shown below is the asset volatility ratio, a measure of the plan’s current volatility. It should be noted that this ratio is a measure of the current situation. It increases over time but generally tends to stabilize as the plan matures. Liability Volatility Ratio (LVR) Plans that have higher liability-to-payroll ratios experience more volatile employer contributions (as a percentage of payroll) due to investment return and changes in liability. For example, a plan with a liability- to-payroll ratio of 8 is expected to have twice the contribution volatility of a plan with a liability-to-payroll ratio of 4. The liability volatility ratio is also included in the table below. It should be noted that this ratio indicates a longer-term potential for contribution volatility. The asset volatility ratio, described above, will tend to move closer to the liability volatility ratio as the plan matures. Since the liability volatility ratio is a long-term measure, it is shown below at the current discount rate (7.375 percent) as well as the discount rate the Board has adopted to determine the contribution requirement in the June 30, 2018 actuarial valuation (7.00 percent). Contribution Volatility As of June 30, 2016 1. Market Value of Assets without Receivables $ 466,532,526 2. Payroll 75,345,962 3. Asset Volatility Ratio (AVR) [(1) / ( 2)] 6.2 4. Accrued Liability (7.375% discount rate) $ 730,382,476 5. Liability Volatility Ratio (LVR) [(4) / (2)] 9.7 6. Accrued Liability (7.00% discount rate) 763,341,929 7. Projected Liability Volatility Ratio [(6) / (2)] 10.1 CALPERS ACTUARIAL VALUATION - June 30, 2016 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 24 Hypothetical Termination Liability The hypothetical termination liability is an estimate of the financial position of the plan had the contract with CalPERS been terminated as of June 30, 2016. The plan liability on a termination basis is calculated differently compared to the plan’s ongoing funding liability. For this hypothetical termination liability calculation, both compensation and service are frozen as of the valuation date and no future pay increases or service accruals are assumed. This measure of funded status is not appropriate for assessing the need for future employer contributions in the case of an ongoing plan, that is, for an employer that continues to provide CalPERS retirement benefits to active employees. A more conservative investment policy and asset allocation strategy was adopted by the CalPERS Board for the Terminated Agency Pool. The Terminated Agency Pool has limited funding sources since no future employer contributions will be made. Therefore, expected benefit payments are secured by risk-free assets and benefit security for members is increased while limiting the funding risk. However, this asset allocation has a lower expected rate of return than the PERF and consequently, a lower discount rate assumption. The lower discount rate for the Terminated Agency Pool results in higher liabilities for terminated plans. The effective termination discount rate will depend on actual market rates of return for risk-free securities on the date of termination. As market discount rates are variable the table below shows a range for the hypothetical termination liability based on the lowest and highest interest rates observed during an approximate 2-year period centered around the valuation date. Market Value of Assets (MVA) Hypothetical Termination Liability1,2 @ 1.75% Funded Status Unfunded Termination Liability @ 1.75% Hypothetical Termination Liability1,2 @ 3.00% Funded Status Unfunded Termination Liability @ 3.00% $468,702,245 $1,331,814,237 35.2% $863,111,992 $1,150,377,585 40.7% $681,675,340 1 The hypothetical liabilities calculated above include a 7 percent mortality contingency load in accordance with Board policy. Other actuarial assumptions can be found in Appendix A. 2 The current discount rate assumption used for termination valuations is a weighted average of the 10-year and 30-year U.S. Treasury yields where the weights are based on matching asset and liability durations as of the termination date. The discount rates used in the table are based on 20-year Treasury bonds, rounded to the nearest quarter percentage point, which is a good proxy for most plans. The 20-year Treasury yield was 1.75 percent on June 30, 2016, and was 2.75 percent on January 31, 2017. In order to terminate the plan, you must first contact our Retirement Services Contract Unit to initiate a Resolution of Intent to Terminate. The completed Resolution will allow the plan actuary to give you a preliminary termination valuation with a more up-to-date estimate of the plan liabilities. CalPERS advises you to consult with the plan actuary before beginning this process. PLAN’S MAJOR BENEFIT PROVISIONS CALPERS ACTUARIAL VALUATION – June 30, 2016 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Plan’s Major Benefit Options Shown below is a summary of the major optional benefits for which your agency has contracted for this plan. A description of principal standard and optional plan provisions is in Appendix B of this report. Contract Package Active Misc Active Misc Active Misc Inactive Misc Receiving Misc Benefit Provision Benefit Formula 2.7% @ 55 2.0% @ 60 2.0% @ 62 2.0% @ 55 Social Security Coverage No No No No Full/Modified Full Full Full Full Employee Contribution Rate 8.00% 7.00% 6.25% Final Average Compensation Period One Year One Year Three Year One Year Sick Leave Credit No No No No Non-Industrial Disability Standard Standard Standard Standard Industrial Disability No No No No Pre-Retirement Death Benefits Optional Settlement 2W No No No No 1959 Survivor Benefit Level Level 1 Level 1 Level 1 Level 1 Special No No No No Alternate (firefighters) No No No No Post-Retirement Death Benefits Lump Sum $500 $500 $500 $500 $500 Survivor Allowance (PRSA) No No No No No COLA 2% 2% 2% 2% 2% Page 26 APPENDICES  APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS  APPENDIX B – PRINCIPAL PLAN PROVISIONS  APPENDIX C – PARTICIPANT DATA  APPENDIX D – DEVELOPMENT OF PEPRA MEMBER CONTRIBUTION RATES  APPENDIX E – GLOSSARY OF ACTUARIAL TERMS APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS  ACTUARIAL DATA  ACTUARIAL METHODS  ACTUARIAL ASSUMPTIONS  MISCELLANEOUS CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-1 Actuarial Data As stated in the Actuarial Certification, the data which serves as the basis of this valuation has been obtained from the various CalPERS databases. We have reviewed the valuation data and believe that it is reasonable and appropriate in aggregate. We are unaware of any potential data issues that would have a material effect on the results of this valuation, except that data does not always contain the latest salary information for former members now in reciprocal systems and does not recognize the potential for unusually large salary deviation in certain cases such as elected officials. Therefore, salary information in these cases may not be accurate. These situations are relatively infrequent, however, and when they do occur, they generally do not have a material impact on the required employer contributions. Actuarial Methods Actuarial Cost Method The actuarial cost method used is the Entry Age Normal Cost Method. Under this method, projected benefits are determined for all members and the associated liabilities are spread in a manner that produces level annual cost as a percentage of pay in each year from the member’s entry age to their assumed retirement age on the valuation date. The cost allocated to the current fiscal year is called the normal cost. The actuarial accrued liability for active members is then calculated as the portion of the total cost of the plan allocated to prior years. The actuarial accrued liability for members currently receiving benefits and for members entitled to deferred benefits is equal to the present value of the benefits expected to be paid. No normal costs are applicable for these participants. Amortization of Unfunded Actuarial Accrued Liability The excess of the total actuarial accrued liability over the market value of plan assets is called the unfunded actuarial accrued liability (UAL). Funding requirements are determined by adding the normal cost and an amortization payment toward the unfunded liability. The unfunded liability is amortized as a “level percent of pay”. Commencing with the June 30, 2013 valuation, all new gains or losses are amortized over a fixed 30-year period with a 5-year ramp up at the beginning and a 5-year ramp down at the end of the amortization period. All changes in liability due to plan amendments (other than golden handshakes) are amortized over a 20-year period with no ramp. Changes in actuarial assumptions or changes in actuarial methodology are amortized over a 20-year period with a 5-year ramp up at the beginning and a 5-year ramp down at the end of the amortization period. Changes in unfunded accrued liability due to a Golden Handshake will be amortized over a period of five years. The 5-year ramp up means that the payments in the first four years of the amortization period are 20 percent, 40 percent, 60 percent and 80 percent of the “full” payment which begins in year five. The 5-year ramp down means that the reverse is true in the final four years of the amortization period. Exceptions for Inconsistencies: An exception to the amortization rules above is used whenever their application results in inconsistencies. In these cases, a “fresh start” approach is used. This means that the current unfunded actuarial liability is projected and amortized over a set number of years. For example, a fresh start is needed in the following situations: 1) When a positive payment would be required on a negative unfunded actuarial liability (or conversely a negative payment on a positive unfunded actuarial liability); or 2) When there are excess assets, rather than an unfunded liability. In this situation, a 30-year fresh start is used. It should be noted that the actuary may determine that a fresh start is necessary under other circumstances. In all cases of a fresh start, the period is set by the actuary at what is deemed appropriate; however, the period will not be greater than 30 years. CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-2 Exceptions for Inactive Plans: The following exceptions apply to plans classified as Inactive. These plans have no active members and no expectation to have active members in the future.  Amortization of the unfunded liability is on a “level dollar” basis rather than a “level percent of pay” basis. For amortization layers which utilize a ramp up and ramp down, the “ultimate” payment is constant.  Actuarial judgment will be used to shorten amortization periods for Inactive plans with existing periods that are deemed too long given the duration of the liability. The specific demographics of the plan will be used to determine if shorter periods may be more appropriate. Asset Valuation Method It is the policy of the CalPERS Board of Administration to use professionally accepted amortization methods to eliminate a surplus or an unfunded accrued liability in a manner that maintains benefit security for the members of the System while minimizing substantial variations in required employer contributions. On April 17, 2013, the CalPERS Board of Administration approved a recommendation to change the CalPERS amortization and rate smoothing policies. Beginning with the June 30, 2013 valuations that set the employer contribution for Fiscal Year 2015-16, CalPERS employs a policy that amortizes all gains and losses over a fixed 30-year period. The increase or decrease in the rate is then spread directly over a 5-year period. This method is referred to as “direct rate smoothing.” CalPERS no longer uses an actuarial value of assets and only uses the market value of assets. The direct rate smoothing method is equivalent to a method using a 5 year asset smoothing period with no actuarial value of asset corridor and a 25-year amortization period for gains and losses. PEPRA Normal Cost Rate Methodology Per Government Code Section 7522.30(b) the “normal cost rate” shall mean the annual actuarially determined normal cost for the plan of retirement benefits provided to the new member and shall be established based on actuarial assumptions used to determine the liabilities and costs as part of the annual actuarial valuation. The plan of retirement benefits shall include any elements that would impact the actuarial determination of the normal cost, including, but not limited to, the retirement formula, eligibility and vesting criteria, ancillary benefit provisions, and any automatic cost-of-living adjustments as determined by the public retirement system. Each non-pooled plan is considered to be stable with a sufficiently large demographic of actives. It is preferable to determine normal cost using a large active population ongoing so that this rate remains relatively stable. The total PEPRA normal cost will be calculated using all active members within a non- pooled plan until the number of members covered under the PEPRA formula meets either: 1. 50 percent of the active population, or 2. 25 percent of the active population and 100 or more PEPRA members Once either of the conditions above are met for a non-pooled plan, the total PEPRA normal cost will be based on the active PEPRA population in the plan. Accordingly, the total normal cost will be funded equally between employer and employee based on the demographics of the employees of that employer. CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-3 Actuarial Assumptions In 2014, CalPERS completed a 2-year asset liability management study incorporating actuarial assumptions and strategic asset allocation. On February 19, 2014, the CalPERS Board of Administration adopted relatively modest changes to the asset allocation that reduced the expected volatility of returns. The adopted asset allocation was expected to have a long-term blended return that continued to support a discount rate assumption of 7.5 percent at that time. The Board also approved several changes to the demographic assumptions that more closely aligned with actual experience. The most significant of these is mortality improvement to acknowledge the greater life expectancies we are seeing in our membership and expected continued improvements. These new actuarial assumptions were first used in the June 30, 2014 valuation to set the Fiscal Year 2016-17 contribution for public agency employers. On December 21, 2016, the CalPERS Board of Administration lowered the discount rate from 7.50 percent to 7.00 percent using a three year phase-in beginning with the June 30, 2016 actuarial valuations. The minimum employer contributions for Fiscal Year 2018-19 determined in this valuation were calculated using a discount rate of 7.375 percent. The projected employer contributions on Page 5 are calculated assuming that the discount rate will be lowered to 7.25 percent next year and 7.00 percent the following year as adopted by the Board. The decision to reduce the discount rate was primarily based on reduced capital market assumptions provided by external investment consultants and CalPERS investment staff. The specific decision adopted by the Board reflected recommendations from CalPERS staff and additional input from employer and employee stakeholder groups. Based on the investment allocation adopted by the Board and capital market assumptions, the reduced discount rate schedule provides a more realistic assumption for the long term investment return of the fund. Notwithstanding the Board’s decision to phase into a 7.0 percent discount rate, subsequent analysis of the expected investment return of CalPERS assets or changes to the investment allocation may result in a change to this three year discount rate schedule. A comprehensive analysis of all actuarial assumptions and methods including the discount rate will be conducted in 2017. For more details and additional rationale for the selection of the actuarial assumptions, please refer to the CalPERS Experience Study and Review of Actuarial Assumptions report from January 2014 that can be found on the CalPERS website under: “Forms and Publications”. Click on “View All” and search for Experience Study. All actuarial assumptions (except the discount rates used for the hypothetical termination liability) represent an estimate of future experience rather than observations of the estimates inherent in market data. Economic Assumptions Discount Rate The prescribed discount rate assumption adopted by the Board on December 21, 2016 is 7.375 percent compounded annually (net of investment and administrative expenses) as of 6/30/2016. The Board also prescribed that the assumed discount rate will reduce to 7.25 percent compounded annually (net of expenses) as of 6/30/2017, and 7.0 percent compounded annually (net of expenses) as of 6/30/2018. These further changes to the discount rate assumption are not reflected in the determination of required contributions determined in this report for Fiscal Year 2018-19. Termination Liability Discount Rate The current discount rate assumption used for termination valuations is a weighted average of the 10-year and 30-year U.S. Treasury yields where the weights are based on matching asset and liability durations as of the termination date. The hypothetical termination liabilities in this report are calculated using an observed range of market interest rates. This range is based on the lowest and highest 20-year Treasury bond observed during an approximate 2-year period centered around the valuation date. The 20-year Treasury bond has a similar duration to most plan liabilities and serves as a good proxy for the termination discount rate. The 20-year Treasury yield was 1.75 percent on June 30, 2016. CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-4 Salary Growth Annual increases vary by category, entry age, and duration of service. A sample of assumed increases are shown below. Public Agency Miscellaneous Duration of Service (Entry Age 20) (Entry Age 30) (Entry Age 40) 0 0.1220 0.1160 0.1020 1 0.0990 0.0940 0.0830 2 0.0860 0.0810 0.0710 3 0.0770 0.0720 0.0630 4 0.0700 0.0650 0.0570 5 0.0640 0.0600 0.0520 10 0.0460 0.0430 0.0390 15 0.0420 0.0400 0.0360 20 0.0390 0.0380 0.0340 25 0.0370 0.0360 0.0330 30 0.0350 0.0340 0.0320 Public Agency Fire Duration of Service (Entry Age 20) (Entry Age 30) (Entry Age 40) 0 0.2000 0.1980 0.1680 1 0.1490 0.1460 0.1250 2 0.1200 0.1160 0.0990 3 0.0980 0.0940 0.0810 4 0.0820 0.0780 0.0670 5 0.0690 0.0640 0.0550 10 0.0470 0.0460 0.0420 15 0.0440 0.0420 0.0390 20 0.0420 0.0390 0.0360 25 0.0400 0.0370 0.0340 30 0.0380 0.0360 0.0340 Public Agency Police Duration of Service (Entry Age 20) (Entry Age 30) (Entry Age 40) 0 0.1500 0.1470 0.1310 1 0.1160 0.1120 0.1010 2 0.0950 0.0920 0.0830 3 0.0810 0.0780 0.0700 4 0.0700 0.0670 0.0600 5 0.0610 0.0580 0.0520 10 0.0450 0.0430 0.0370 15 0.0450 0.0430 0.0370 20 0.0450 0.0430 0.0370 25 0.0450 0.0430 0.0370 30 0.0450 0.0430 0.0370 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-5 Salary Growth (continued) Public Agency County Peace Officers Duration of Service (Entry Age 20) (Entry Age 30) (Entry Age 40) 0 0.1770 0.1670 0.1500 1 0.1340 0.1260 0.1140 2 0.1080 0.1030 0.0940 3 0.0900 0.0860 0.0790 4 0.0760 0.0730 0.0670 5 0.0650 0.0620 0.0580 10 0.0470 0.0450 0.0410 15 0.0460 0.0450 0.0390 20 0.0460 0.0450 0.0380 25 0.0460 0.0450 0.0380 30 0.0460 0.0440 0.0380 Schools Duration of Service (Entry Age 20) (Entry Age 30) (Entry Age 40) 0 0.0900 0.0880 0.0820 1 0.0780 0.0750 0.0700 2 0.0700 0.0680 0.0630 3 0.0650 0.0630 0.0580 4 0.0610 0.0590 0.0540 5 0.0580 0.0560 0.0510 10 0.0460 0.0450 0.0410 15 0.0420 0.0410 0.0380 20 0.0390 0.0380 0.0350 25 0.0370 0.0350 0.0330 30 0.0350 0.0330 0.0310  The Miscellaneous salary scale is used for Local Prosecutors.  The Police salary scale is used for Other Safety, Local Sheriff, and School Police. Overall Payroll Growth 3.00 percent compounded annually (used in projecting the payroll over which the unfunded liability is amortized). This assumption is used for all plans with active members. Inflation 2.75 percent compounded annually. Non-valued Potential Additional Liabilities The potential liability loss for a cost-of-living increase exceeding the 2.75 percent inflation assumption, and any potential liability loss from future member service purchases are not reflected in the valuation. Miscellaneous Loading Factors Credit for Unused Sick Leave Total years of service is increased by 1 percent for those plans that have accepted the provision providing Credit for Unused Sick Leave. CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-6 Conversion of Employer Paid Member Contributions (EPMC) Total years of service is increased by the Employee Contribution Rate for those plans with the provision providing for the Conversion of Employer Paid Member Contributions (EPMC) during the final compensation period. Norris Decision (Best Factors) Employees hired prior to July 1, 1982 have projected benefit amounts increased in order to reflect the use of “Best Factors” in the calculation of optional benefit forms. This is due to a 1983 Supreme Court decision, known as the Norris decision, which required males and females to be treated equally in the determination of benefit amounts. Consequently, anyone already employed at that time is given the best possible conversion factor when optional benefits are determined. No loading is necessary for employees hired after July 1, 1982. Termination Liability The termination liabilities include a 7 percent contingency load. This load is for unforeseen improvements in mortality. Demographic Assumptions Pre-Retirement Mortality Non-industrial death rates vary by age and gender. Industrial death rates vary by age. See sample rates in table below. The non-industrial death rates are used for all plans. The industrial death rates are used for safety plans (except for Local Prosecutor safety members where the corresponding miscellaneous plan does not have the Industrial Death Benefit). Non-Industrial Death Industrial Death (Not Job-Related) (Job-Related) Age Male Female Male and Female 20 0.00031 0.00020 0.00003 25 0.00040 0.00023 0.00007 30 0.00049 0.00025 0.00010 35 0.00057 0.00035 0.00012 40 0.00075 0.00050 0.00013 45 0.00106 0.00071 0.00014 50 0.00155 0.00100 0.00015 55 0.00228 0.00138 0.00016 60 0.00308 0.00182 0.00017 65 0.00400 0.00257 0.00018 70 0.00524 0.00367 0.00019 75 0.00713 0.00526 0.00020 80 0.00990 0.00814 0.00021 Miscellaneous plans usually have industrial death rates set to zero unless the agency has specifically contracted for industrial death benefits. If so, each non-industrial death rate shown above will be split into two components; 99 percent will become the non-industrial death rate and 1 percent will become the industrial death rate. CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-7 Post-Retirement Mortality Rates vary by age, type of retirement, and gender. See sample rates in table below. These rates are used for all plans. Healthy Recipients Non-Industrially Disabled Industrially Disabled (Not Job-Related) (Job-Related) Age Male Female Male Female Male Female 50 0.00501 0.00466 0.01680 0.01158 0.00501 0.00466 55 0.00599 0.00416 0.01973 0.01149 0.00599 0.00416 60 0.00710 0.00436 0.02289 0.01235 0.00754 0.00518 65 0.00829 0.00588 0.02451 0.01607 0.01122 0.00838 70 0.01305 0.00993 0.02875 0.02211 0.01635 0.01395 75 0.02205 0.01722 0.03990 0.03037 0.02834 0.02319 80 0.03899 0.02902 0.06083 0.04725 0.04899 0.03910 85 0.06969 0.05243 0.09731 0.07762 0.07679 0.06251 90 0.12974 0.09887 0.14804 0.12890 0.12974 0.09887 95 0.22444 0.18489 0.22444 0.21746 0.22444 0.18489 100 0.32536 0.30017 0.32536 0.30017 0.32536 0.30017 105 0.58527 0.56093 0.58527 0.56093 0.58527 0.56093 110 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 The post-retirement mortality rates above include 20 years of projected on-going mortality improvement using Scale BB published by the Society of Actuaries. Marital Status For active members, a percentage who are married upon retirement is assumed according to member category as shown in the following table. Member Category Percent Married Miscellaneous Member 85% Local Police 90% Local Fire 90% Other Local Safety 90% School Police 90% Age of Spouse It is assumed that female spouses are 3 years younger than male spouses. This assumption is used for all plans. Terminated Members It is assumed that terminated members refund immediately if non-vested. Terminated members who are vested are assumed to follow the same service retirement pattern as active members but with a load to reflect the expected higher rates of retirement, especially at lower ages. The following table shows the load factors that are applied to the service retirement assumption for active members to obtain the service retirement pattern for separated vested members: Age Load Factor Miscellaneous Load Factor Safety 50 190% 310% 51 110% 190% 52 110% 105% 53 through 54 100% 105% 55 100% 140% 56 and above 100% (no change) 100% (no change) Termination with Refund Rates vary by entry age and service for miscellaneous plans. Rates vary by service for safety plans. See sample rates in tables below. CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-8 Public Agency Miscellaneous Duration of Service Entry Age 20 Entry Age 25 Entry Age 30 Entry Age 35 Entry Age 40 Entry Age 45 0 0.1742 0.1674 0.1606 0.1537 0.1468 0.1400 1 0.1545 0.1477 0.1409 0.1339 0.1271 0.1203 2 0.1348 0.1280 0.1212 0.1142 0.1074 0.1006 3 0.1151 0.1083 0.1015 0.0945 0.0877 0.0809 4 0.0954 0.0886 0.0818 0.0748 0.0680 0.0612 5 0.0212 0.0193 0.0174 0.0155 0.0136 0.0116 10 0.0138 0.0121 0.0104 0.0088 0.0071 0.0055 15 0.0060 0.0051 0.0042 0.0032 0.0023 0.0014 20 0.0037 0.0029 0.0021 0.0013 0.0005 0.0001 25 0.0017 0.0011 0.0005 0.0001 0.0001 0.0001 30 0.0005 0.0001 0.0001 0.0001 0.0001 0.0001 35 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 Public Agency Safety Duration of Service Fire Police County Peace Officer 0 0.0710 0.1013 0.0997 1 0.0554 0.0636 0.0782 2 0.0398 0.0271 0.0566 3 0.0242 0.0258 0.0437 4 0.0218 0.0245 0.0414 5 0.0029 0.0086 0.0145 10 0.0009 0.0053 0.0089 15 0.0006 0.0027 0.0045 20 0.0005 0.0017 0.0020 25 0.0003 0.0012 0.0009 30 0.0003 0.0009 0.0006 35 0.0003 0.0009 0.0006 The police termination and refund rates are also used for Public Agency Local Prosecutors, Other Safety, Local Sheriff, and School Police. Schools Duration of Service Entry Age 20 Entry Age 25 Entry Age 30 Entry Age 35 Entry Age 40 Entry Age 45 0 0.1730 0.1627 0.1525 0.1422 0.1319 0.1217 1 0.1585 0.1482 0.1379 0.1277 0.1174 0.1071 2 0.1440 0.1336 0.1234 0.1131 0.1028 0.0926 3 0.1295 0.1192 0.1089 0.0987 0.0884 0.0781 4 0.1149 0.1046 0.0944 0.0841 0.0738 0.0636 5 0.0278 0.0249 0.0221 0.0192 0.0164 0.0135 10 0.0172 0.0147 0.0122 0.0098 0.0074 0.0049 15 0.0115 0.0094 0.0074 0.0053 0.0032 0.0011 20 0.0073 0.0055 0.0038 0.0020 0.0002 0.0002 25 0.0037 0.0023 0.0010 0.0002 0.0002 0.0002 30 0.0015 0.0003 0.0002 0.0002 0.0002 0.0002 35 0.0002 0.0002 0.0002 0.0002 0.0002 0.0002 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-9 Termination with Vested Benefits Rates vary by entry age and service for miscellaneous plans. Rates vary by service for safety plans. See sample rates in tables below. Public Agency Miscellaneous Duration of Service Entry Age 20 Entry Age 25 Entry Age 30 Entry Age 35 Entry Age 40 5 0.0656 0.0597 0.0537 0.0477 0.0418 10 0.0530 0.0466 0.0403 0.0339 0.0000 15 0.0443 0.0373 0.0305 0.0000 0.0000 20 0.0333 0.0261 0.0000 0.0000 0.0000 25 0.0212 0.0000 0.0000 0.0000 0.0000 30 0.0000 0.0000 0.0000 0.0000 0.0000 35 0.0000 0.0000 0.0000 0.0000 0.0000 Public Agency Safety Duration of Service Fire Police County Peace Officer 5 0.0162 0.0163 0.0265 10 0.0061 0.0126 0.0204 15 0.0058 0.0082 0.0130 20 0.0053 0.0065 0.0074 25 0.0047 0.0058 0.0043 30 0.0045 0.0056 0.0030 35 0.0000 0.0000 0.0000  When a member is eligible to retire, the termination with vested benefits probability is set to zero.  After termination with vested benefits, a miscellaneous member is assumed to retire at age 59 and a safety member at age 54.  The Police termination with vested benefits rates are also used for Public Agency Local Prosecutors, Other Safety, Local Sheriff, and School Police. Schools Duration of Service Entry Age 20 Entry Age 25 Entry Age 30 Entry Age 35 Entry Age 40 5 0.0816 0.0733 0.0649 0.0566 0.0482 10 0.0629 0.0540 0.0450 0.0359 0.0000 15 0.0537 0.0440 0.0344 0.0000 0.0000 20 0.0420 0.0317 0.0000 0.0000 0.0000 25 0.0291 0.0000 0.0000 0.0000 0.0000 30 0.0000 0.0000 0.0000 0.0000 0.0000 35 0.0000 0.0000 0.0000 0.0000 0.0000 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-10 Non-Industrial (Not Job-Related) Disability Rates vary by age and gender for miscellaneous plans. Rates vary by age and category for safety plans. Miscellaneous Fire Police County Peace Officer Schools Age Male Female Male and Female Male and Female Male and Female Male Female 20 0.0002 0.0001 0.0001 0.0001 0.0001 0.0003 0.0003 25 0.0002 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 30 0.0002 0.0002 0.0001 0.0002 0.0001 0.0001 0.0002 35 0.0005 0.0008 0.0001 0.0003 0.0004 0.0005 0.0004 40 0.0012 0.0016 0.0001 0.0004 0.0007 0.0015 0.0010 45 0.0019 0.0022 0.0002 0.0005 0.0013 0.0030 0.0019 50 0.0021 0.0023 0.0005 0.0008 0.0018 0.0039 0.0024 55 0.0022 0.0018 0.0010 0.0013 0.0010 0.0036 0.0021 60 0.0022 0.0014 0.0015 0.0020 0.0006 0.0031 0.0014  The miscellaneous non-industrial disability rates are used for Local Prosecutors.  The police non-industrial disability rates are also used for Other Safety, Local Sheriff, and School Police. Industrial (Job-Related) Disability Rates vary by age and category. Age Fire Police County Peace Officer 20 0.0001 0.0000 0.0004 25 0.0003 0.0017 0.0013 30 0.0007 0.0048 0.0025 35 0.0016 0.0079 0.0037 40 0.0030 0.0110 0.0051 45 0.0053 0.0141 0.0067 50 0.0277 0.0185 0.0092 55 0.0409 0.0479 0.0151 60 0.0583 0.0602 0.0174  The police industrial disability rates are also used for Local Sheriff and Other Safety.  Fifty percent of the police industrial disability rates are used for School Police.  One percent of the police industrial disability rates are used for Local Prosecutors.  Normally, rates are zero for miscellaneous plans unless the agency has specifically contracted for industrial disability benefits. If so, each miscellaneous non-industrial disability rate will be split into two components: 50 percent will become the non-industrial disability rate and 50 percent will become the industrial disability rate. Service Retirement Retirement rates vary by age, service, and formula, except for the safety ½ @ 55 and 2% @ 55 formulas, where retirement rates vary by age only. CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-11 Service Retirement Public Agency Miscellaneous 1.5% @ 65 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.008 0.011 0.013 0.015 0.017 0.019 51 0.007 0.010 0.012 0.013 0.015 0.017 52 0.010 0.014 0.017 0.019 0.021 0.024 53 0.008 0.012 0.015 0.017 0.019 0.022 54 0.012 0.016 0.019 0.022 0.025 0.028 55 0.018 0.025 0.031 0.035 0.038 0.043 56 0.015 0.021 0.025 0.029 0.032 0.036 57 0.020 0.028 0.033 0.038 0.043 0.048 58 0.024 0.033 0.040 0.046 0.052 0.058 59 0.028 0.039 0.048 0.054 0.060 0.067 60 0.049 0.069 0.083 0.094 0.105 0.118 61 0.062 0.087 0.106 0.120 0.133 0.150 62 0.104 0.146 0.177 0.200 0.223 0.251 63 0.099 0.139 0.169 0.191 0.213 0.239 64 0.097 0.136 0.165 0.186 0.209 0.233 65 0.140 0.197 0.240 0.271 0.302 0.339 66 0.092 0.130 0.157 0.177 0.198 0.222 67 0.129 0.181 0.220 0.249 0.277 0.311 68 0.092 0.129 0.156 0.177 0.197 0.221 69 0.092 0.130 0.158 0.178 0.199 0.224 70 0.103 0.144 0.175 0.198 0.221 0.248 Public Agency Miscellaneous 2% @ 60 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.010 0.013 0.015 0.018 0.019 0.021 51 0.009 0.011 0.014 0.016 0.017 0.019 52 0.011 0.014 0.017 0.020 0.022 0.024 53 0.010 0.012 0.015 0.017 0.020 0.021 54 0.015 0.019 0.023 0.025 0.029 0.031 55 0.022 0.029 0.035 0.040 0.045 0.049 56 0.018 0.024 0.028 0.033 0.036 0.040 57 0.024 0.032 0.038 0.043 0.049 0.053 58 0.027 0.036 0.043 0.049 0.055 0.061 59 0.033 0.044 0.054 0.061 0.068 0.076 60 0.056 0.077 0.092 0.105 0.117 0.130 61 0.071 0.097 0.118 0.134 0.149 0.166 62 0.117 0.164 0.198 0.224 0.250 0.280 63 0.122 0.171 0.207 0.234 0.261 0.292 64 0.114 0.159 0.193 0.218 0.244 0.271 65 0.150 0.209 0.255 0.287 0.321 0.358 66 0.114 0.158 0.192 0.217 0.243 0.270 67 0.141 0.196 0.238 0.270 0.301 0.337 68 0.103 0.143 0.174 0.196 0.219 0.245 69 0.109 0.153 0.185 0.209 0.234 0.261 70 0.117 0.162 0.197 0.222 0.248 0.277 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-12 Service Retirement Public Agency Miscellaneous 2% @ 55 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.014 0.018 0.021 0.025 0.027 0.031 51 0.012 0.014 0.017 0.020 0.021 0.025 52 0.013 0.017 0.019 0.023 0.025 0.028 53 0.015 0.020 0.023 0.027 0.030 0.034 54 0.026 0.033 0.038 0.045 0.051 0.059 55 0.048 0.061 0.074 0.088 0.100 0.117 56 0.042 0.053 0.063 0.075 0.085 0.100 57 0.044 0.056 0.067 0.081 0.091 0.107 58 0.049 0.062 0.074 0.089 0.100 0.118 59 0.057 0.072 0.086 0.103 0.118 0.138 60 0.067 0.086 0.103 0.123 0.139 0.164 61 0.081 0.103 0.124 0.148 0.168 0.199 62 0.116 0.147 0.178 0.214 0.243 0.288 63 0.114 0.144 0.174 0.208 0.237 0.281 64 0.108 0.138 0.166 0.199 0.227 0.268 65 0.155 0.197 0.238 0.285 0.325 0.386 66 0.132 0.168 0.203 0.243 0.276 0.328 67 0.122 0.155 0.189 0.225 0.256 0.304 68 0.111 0.141 0.170 0.204 0.232 0.274 69 0.114 0.144 0.174 0.209 0.238 0.282 70 0.130 0.165 0.200 0.240 0.272 0.323 Public Agency Miscellaneous 2.5% @ 55 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.004 0.009 0.019 0.029 0.049 0.094 51 0.004 0.009 0.019 0.029 0.049 0.094 52 0.004 0.009 0.020 0.030 0.050 0.095 53 0.008 0.014 0.025 0.036 0.058 0.104 54 0.024 0.034 0.050 0.066 0.091 0.142 55 0.066 0.088 0.115 0.142 0.179 0.241 56 0.042 0.057 0.078 0.098 0.128 0.184 57 0.041 0.057 0.077 0.097 0.128 0.183 58 0.045 0.061 0.083 0.104 0.136 0.192 59 0.055 0.074 0.098 0.123 0.157 0.216 60 0.066 0.088 0.115 0.142 0.179 0.241 61 0.072 0.095 0.124 0.153 0.191 0.255 62 0.099 0.130 0.166 0.202 0.248 0.319 63 0.092 0.121 0.155 0.189 0.233 0.302 64 0.091 0.119 0.153 0.187 0.231 0.299 65 0.122 0.160 0.202 0.245 0.297 0.374 66 0.138 0.179 0.226 0.272 0.329 0.411 67 0.114 0.149 0.189 0.229 0.279 0.354 68 0.100 0.131 0.168 0.204 0.250 0.322 69 0.114 0.149 0.189 0.229 0.279 0.354 70 0.127 0.165 0.209 0.253 0.306 0.385 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-13 Service Retirement Public Agency Miscellaneous 2.7% @ 55 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.004 0.009 0.014 0.035 0.055 0.095 51 0.002 0.006 0.011 0.030 0.050 0.090 52 0.006 0.012 0.017 0.038 0.059 0.099 53 0.010 0.017 0.024 0.046 0.068 0.110 54 0.032 0.044 0.057 0.085 0.113 0.160 55 0.076 0.101 0.125 0.165 0.205 0.265 56 0.055 0.074 0.093 0.127 0.160 0.214 57 0.050 0.068 0.086 0.118 0.151 0.204 58 0.055 0.074 0.093 0.127 0.161 0.215 59 0.061 0.082 0.102 0.138 0.174 0.229 60 0.069 0.093 0.116 0.154 0.192 0.250 61 0.086 0.113 0.141 0.183 0.225 0.288 62 0.105 0.138 0.171 0.218 0.266 0.334 63 0.103 0.135 0.167 0.215 0.262 0.329 64 0.109 0.143 0.177 0.226 0.275 0.344 65 0.134 0.174 0.215 0.270 0.326 0.401 66 0.147 0.191 0.235 0.294 0.354 0.433 67 0.121 0.158 0.196 0.248 0.300 0.372 68 0.113 0.147 0.182 0.232 0.282 0.352 69 0.117 0.153 0.189 0.240 0.291 0.362 70 0.141 0.183 0.226 0.283 0.341 0.418 Public Agency Miscellaneous 3% @ 60 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.012 0.018 0.024 0.039 0.040 0.091 51 0.009 0.014 0.019 0.034 0.034 0.084 52 0.014 0.020 0.026 0.043 0.044 0.096 53 0.016 0.023 0.031 0.048 0.050 0.102 54 0.026 0.036 0.045 0.065 0.070 0.125 55 0.043 0.057 0.072 0.096 0.105 0.165 56 0.042 0.056 0.070 0.094 0.103 0.162 57 0.049 0.065 0.082 0.108 0.119 0.180 58 0.057 0.076 0.094 0.122 0.136 0.199 59 0.076 0.100 0.123 0.157 0.175 0.244 60 0.114 0.148 0.182 0.226 0.255 0.334 61 0.095 0.123 0.152 0.190 0.214 0.288 62 0.133 0.172 0.211 0.260 0.294 0.378 63 0.129 0.166 0.204 0.252 0.285 0.368 64 0.143 0.185 0.226 0.278 0.315 0.401 65 0.202 0.260 0.318 0.386 0.439 0.542 66 0.177 0.228 0.279 0.340 0.386 0.482 67 0.151 0.194 0.238 0.292 0.331 0.420 68 0.139 0.179 0.220 0.270 0.306 0.391 69 0.190 0.245 0.299 0.364 0.414 0.513 70 0.140 0.182 0.223 0.274 0.310 0.396 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-14 Service Retirement Public Agency Miscellaneous 2% @ 62 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.000 0.000 0.000 0.000 0.000 0.000 51 0.000 0.000 0.000 0.000 0.000 0.000 52 0.010 0.013 0.016 0.019 0.022 0.024 53 0.013 0.017 0.020 0.024 0.027 0.031 54 0.021 0.027 0.033 0.039 0.045 0.050 55 0.044 0.056 0.068 0.080 0.092 0.104 56 0.030 0.039 0.047 0.055 0.063 0.072 57 0.036 0.046 0.056 0.066 0.076 0.086 58 0.046 0.059 0.072 0.085 0.097 0.110 59 0.058 0.074 0.089 0.105 0.121 0.137 60 0.062 0.078 0.095 0.112 0.129 0.146 61 0.062 0.079 0.096 0.113 0.129 0.146 62 0.097 0.123 0.150 0.176 0.202 0.229 63 0.089 0.113 0.137 0.162 0.186 0.210 64 0.094 0.120 0.145 0.171 0.197 0.222 65 0.129 0.164 0.199 0.234 0.269 0.304 66 0.105 0.133 0.162 0.190 0.219 0.247 67 0.105 0.133 0.162 0.190 0.219 0.247 68 0.105 0.133 0.162 0.190 0.219 0.247 69 0.105 0.133 0.162 0.190 0.219 0.247 70 0.125 0.160 0.194 0.228 0.262 0.296 Service Retirement Public Agency Fire ½ @ 55 and 2% @ 55 Age Rate Age Rate 50 0.0159 56 0.1108 51 0.0000 57 0.0000 52 0.0344 58 0.0950 53 0.0199 59 0.0441 54 0.0413 60 1.00000 55 0.0751 Public Agency Police ½ @ 55 and 2% @ 55 Age Rate Age Rate 50 0.0255 56 0.0692 51 0.0000 57 0.0511 52 0.0164 58 0.0724 53 0.0272 59 0.0704 54 0.0095 60 1.0000 55 0.1667 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-15 Service Retirement Public Agency Police 2% @ 50 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.005 0.005 0.005 0.005 0.017 0.089 51 0.005 0.005 0.005 0.005 0.017 0.087 52 0.018 0.018 0.018 0.018 0.042 0.132 53 0.044 0.044 0.044 0.044 0.090 0.217 54 0.065 0.065 0.065 0.065 0.126 0.283 55 0.086 0.086 0.086 0.086 0.166 0.354 56 0.067 0.067 0.067 0.067 0.130 0.289 57 0.066 0.066 0.066 0.066 0.129 0.288 58 0.066 0.066 0.066 0.066 0.129 0.288 59 0.139 0.139 0.139 0.139 0.176 0.312 60 0.123 0.123 0.123 0.123 0.153 0.278 61 0.110 0.110 0.110 0.110 0.138 0.256 62 0.130 0.130 0.130 0.130 0.162 0.291 63 0.130 0.130 0.130 0.130 0.162 0.291 64 0.130 0.130 0.130 0.130 0.162 0.291 65 1.000 1.000 1.000 1.000 1.000 1.000  These rates also apply to Local Prosecutors, Local Sheriff, School Police, and Other Safety. Service Retirement Public Agency Fire 2% @ 50 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.009 0.009 0.009 0.009 0.013 0.020 51 0.013 0.013 0.013 0.013 0.020 0.029 52 0.018 0.018 0.018 0.018 0.028 0.042 53 0.052 0.052 0.052 0.052 0.079 0.119 54 0.067 0.067 0.067 0.067 0.103 0.154 55 0.089 0.089 0.089 0.089 0.136 0.204 56 0.083 0.083 0.083 0.083 0.127 0.190 57 0.082 0.082 0.082 0.082 0.126 0.189 58 0.088 0.088 0.088 0.088 0.136 0.204 59 0.074 0.074 0.074 0.074 0.113 0.170 60 0.100 0.100 0.100 0.100 0.154 0.230 61 0.072 0.072 0.072 0.072 0.110 0.165 62 0.099 0.099 0.099 0.099 0.152 0.228 63 0.114 0.114 0.114 0.114 0.175 0.262 64 0.114 0.114 0.114 0.114 0.175 0.262 65 1.000 1.000 1.000 1.000 1.000 1.000 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-16 Service Retirement Public Agency Police 3% @ 55 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.004 0.004 0.004 0.004 0.015 0.086 51 0.014 0.014 0.014 0.014 0.034 0.114 52 0.026 0.026 0.026 0.026 0.060 0.154 53 0.038 0.038 0.038 0.038 0.083 0.188 54 0.071 0.071 0.071 0.071 0.151 0.292 55 0.061 0.061 0.061 0.061 0.131 0.261 56 0.072 0.072 0.072 0.072 0.153 0.295 57 0.065 0.065 0.065 0.065 0.140 0.273 58 0.066 0.066 0.066 0.066 0.142 0.277 59 0.118 0.118 0.118 0.118 0.247 0.437 60 0.065 0.065 0.065 0.065 0.138 0.272 61 0.084 0.084 0.084 0.084 0.178 0.332 62 0.108 0.108 0.108 0.108 0.226 0.405 63 0.084 0.084 0.084 0.084 0.178 0.332 64 0.084 0.084 0.084 0.084 0.178 0.332 65 1.000 1.000 1.000 1.000 1.000 1.000  These rates also apply to Local Prosecutors, Local Sheriff, School Police, and Other Safety. Service Retirement Public Agency Fire 3% @ 55 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.001 0.001 0.001 0.006 0.016 0.069 51 0.002 0.002 0.002 0.006 0.018 0.071 52 0.012 0.012 0.012 0.021 0.040 0.098 53 0.032 0.032 0.032 0.049 0.085 0.149 54 0.057 0.057 0.057 0.087 0.144 0.217 55 0.073 0.073 0.073 0.109 0.179 0.259 56 0.064 0.064 0.064 0.097 0.161 0.238 57 0.063 0.063 0.063 0.095 0.157 0.233 58 0.065 0.065 0.065 0.099 0.163 0.241 59 0.088 0.088 0.088 0.131 0.213 0.299 60 0.105 0.105 0.105 0.155 0.251 0.344 61 0.118 0.118 0.118 0.175 0.282 0.380 62 0.087 0.087 0.087 0.128 0.210 0.295 63 0.067 0.067 0.067 0.100 0.165 0.243 64 0.067 0.067 0.067 0.100 0.165 0.243 65 1.000 1.000 1.000 1.000 1.000 1.000 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-17 Service Retirement Public Agency Police 3% @ 50 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.050 0.050 0.050 0.099 0.240 0.314 51 0.034 0.034 0.034 0.072 0.198 0.260 52 0.033 0.033 0.033 0.071 0.198 0.259 53 0.039 0.039 0.039 0.080 0.212 0.277 54 0.045 0.045 0.045 0.092 0.229 0.300 55 0.052 0.052 0.052 0.105 0.248 0.323 56 0.042 0.042 0.042 0.087 0.221 0.289 57 0.043 0.043 0.043 0.088 0.223 0.292 58 0.054 0.054 0.054 0.109 0.255 0.333 59 0.054 0.054 0.054 0.108 0.253 0.330 60 0.060 0.060 0.060 0.121 0.272 0.355 61 0.048 0.048 0.048 0.098 0.238 0.311 62 0.061 0.061 0.061 0.122 0.274 0.357 63 0.057 0.057 0.057 0.115 0.263 0.343 64 0.069 0.069 0.069 0.137 0.296 0.385 65 1.000 1.000 1.000 1.000 1.000 1.000  These rates also apply to Local Prosecutors, Local Sheriff, School Police, and Other Safety. Service Retirement Public Agency Fire 3% @ 50 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.020 0.020 0.020 0.040 0.130 0.192 51 0.008 0.008 0.008 0.023 0.107 0.164 52 0.023 0.023 0.023 0.043 0.136 0.198 53 0.023 0.023 0.023 0.043 0.135 0.198 54 0.027 0.027 0.027 0.048 0.143 0.207 55 0.043 0.043 0.043 0.070 0.174 0.244 56 0.053 0.053 0.053 0.085 0.196 0.269 57 0.054 0.054 0.054 0.086 0.197 0.271 58 0.052 0.052 0.052 0.084 0.193 0.268 59 0.075 0.075 0.075 0.116 0.239 0.321 60 0.065 0.065 0.065 0.102 0.219 0.298 61 0.076 0.076 0.076 0.117 0.241 0.324 62 0.068 0.068 0.068 0.106 0.224 0.304 63 0.027 0.027 0.027 0.049 0.143 0.208 64 0.094 0.094 0.094 0.143 0.277 0.366 65 1.000 1.000 1.000 1.000 1.000 1.000 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-18 Service Retirement Public Agency Police 2% @ 57 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.011 0.011 0.011 0.011 0.020 0.036 51 0.009 0.009 0.009 0.009 0.016 0.028 52 0.018 0.018 0.018 0.018 0.034 0.060 53 0.037 0.037 0.037 0.037 0.067 0.119 54 0.049 0.049 0.049 0.049 0.089 0.159 55 0.063 0.063 0.063 0.063 0.115 0.205 56 0.045 0.045 0.045 0.045 0.082 0.146 57 0.064 0.064 0.064 0.064 0.117 0.209 58 0.047 0.047 0.047 0.047 0.086 0.154 59 0.105 0.105 0.105 0.105 0.130 0.191 60 0.105 0.105 0.105 0.105 0.129 0.188 61 0.105 0.105 0.105 0.105 0.129 0.188 62 0.105 0.105 0.105 0.105 0.129 0.188 63 0.105 0.105 0.105 0.105 0.129 0.188 64 0.105 0.105 0.105 0.105 0.129 0.188 65 1.000 1.000 1.000 1.000 1.000 1.000  These rates also apply to Local Prosecutors, Local Sheriff, School Police, and Other Safety. Service Retirement Public Agency Fire 2% @ 57 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.005 0.005 0.005 0.005 0.008 0.012 51 0.006 0.006 0.006 0.006 0.009 0.013 52 0.012 0.012 0.012 0.012 0.019 0.028 53 0.033 0.033 0.033 0.033 0.050 0.075 54 0.045 0.045 0.045 0.045 0.069 0.103 55 0.061 0.061 0.061 0.061 0.094 0.140 56 0.055 0.055 0.055 0.055 0.084 0.126 57 0.081 0.081 0.081 0.081 0.125 0.187 58 0.059 0.059 0.059 0.059 0.091 0.137 59 0.055 0.055 0.055 0.055 0.084 0.126 60 0.085 0.085 0.085 0.085 0.131 0.196 61 0.085 0.085 0.085 0.085 0.131 0.196 62 0.085 0.085 0.085 0.085 0.131 0.196 63 0.085 0.085 0.085 0.085 0.131 0.196 64 0.085 0.085 0.085 0.085 0.131 0.196 65 1.000 1.000 1.000 1.000 1.000 1.000 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-19 Service Retirement Public Agency Police 2.5% @ 57 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.014 0.014 0.014 0.014 0.025 0.045 51 0.012 0.012 0.012 0.012 0.021 0.038 52 0.025 0.025 0.025 0.025 0.046 0.081 53 0.047 0.047 0.047 0.047 0.086 0.154 54 0.063 0.063 0.063 0.063 0.115 0.205 55 0.076 0.076 0.076 0.076 0.140 0.249 56 0.054 0.054 0.054 0.054 0.099 0.177 57 0.071 0.071 0.071 0.071 0.130 0.232 58 0.057 0.057 0.057 0.057 0.103 0.184 59 0.126 0.126 0.126 0.126 0.156 0.229 60 0.126 0.126 0.126 0.126 0.155 0.226 61 0.126 0.126 0.126 0.126 0.155 0.226 62 0.126 0.126 0.126 0.126 0.155 0.226 63 0.126 0.126 0.126 0.126 0.155 0.226 64 0.126 0.126 0.126 0.126 0.155 0.226 65 1.000 1.000 1.000 1.000 1.000 1.000  These rates also apply to Local Prosecutors, Local Sheriff, School Police, and Other Safety. Service Retirement Public Agency Fire 2.5% @ 57 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.007 0.007 0.007 0.007 0.010 0.015 51 0.008 0.008 0.008 0.008 0.012 0.018 52 0.016 0.016 0.016 0.016 0.025 0.038 53 0.042 0.042 0.042 0.042 0.064 0.096 54 0.057 0.057 0.057 0.057 0.088 0.132 55 0.074 0.074 0.074 0.074 0.114 0.170 56 0.066 0.066 0.066 0.066 0.102 0.153 57 0.090 0.090 0.090 0.090 0.139 0.208 58 0.071 0.071 0.071 0.071 0.110 0.164 59 0.066 0.066 0.066 0.066 0.101 0.151 60 0.102 0.102 0.102 0.102 0.157 0.235 61 0.102 0.102 0.102 0.102 0.157 0.236 62 0.102 0.102 0.102 0.102 0.157 0.236 63 0.102 0.102 0.102 0.102 0.157 0.236 64 0.102 0.102 0.102 0.102 0.157 0.236 65 1.000 1.000 1.000 1.000 1.000 1.000 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-20 Service Retirement Public Agency Police 2.7% @ 57 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.0138 0.0138 0.0138 0.0138 0.0253 0.0451 51 0.0123 0.0123 0.0123 0.0123 0.0226 0.0402 52 0.0249 0.0249 0.0249 0.0249 0.0456 0.0812 53 0.0497 0.0497 0.0497 0.0497 0.0909 0.1621 54 0.0662 0.0662 0.0662 0.0662 0.1211 0.2160 55 0.0854 0.0854 0.0854 0.0854 0.1563 0.2785 56 0.0606 0.0606 0.0606 0.0606 0.1108 0.1975 57 0.0711 0.0711 0.0711 0.0711 0.1300 0.2318 58 0.0628 0.0628 0.0628 0.0628 0.1149 0.2049 59 0.1396 0.1396 0.1396 0.1396 0.1735 0.2544 60 0.1396 0.1396 0.1396 0.1396 0.1719 0.2506 61 0.1396 0.1396 0.1396 0.1396 0.1719 0.2506 62 0.1396 0.1396 0.1396 0.1396 0.1719 0.2506 63 0.1396 0.1396 0.1396 0.1396 0.1719 0.2506 64 0.1396 0.1396 0.1396 0.1396 0.1719 0.2506 65 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000  These rates also apply to Local Prosecutors, Local Sheriff, School Police, and Other Safety. Service Retirement Public Agency Fire 2.7% @ 57 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.0065 0.0065 0.0065 0.0065 0.0101 0.0151 51 0.0081 0.0081 0.0081 0.0081 0.0125 0.0187 52 0.0164 0.0164 0.0164 0.0164 0.0254 0.0380 53 0.0442 0.0442 0.0442 0.0442 0.0680 0.1018 54 0.0606 0.0606 0.0606 0.0606 0.0934 0.1397 55 0.0825 0.0825 0.0825 0.0825 0.1269 0.1900 56 0.0740 0.0740 0.0740 0.0740 0.1140 0.1706 57 0.0901 0.0901 0.0901 0.0901 0.1387 0.2077 58 0.0790 0.0790 0.0790 0.0790 0.1217 0.1821 59 0.0729 0.0729 0.0729 0.0729 0.1123 0.1681 60 0.1135 0.1135 0.1135 0.1135 0.1747 0.2615 61 0.1136 0.1136 0.1136 0.1136 0.1749 0.2618 62 0.1136 0.1136 0.1136 0.1136 0.1749 0.2618 63 0.1136 0.1136 0.1136 0.1136 0.1749 0.2618 64 0.1136 0.1136 0.1136 0.1136 0.1749 0.2618 65 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS A-21 Service Retirement Schools 2% @ 55 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.005 0.009 0.013 0.015 0.016 0.018 51 0.005 0.010 0.014 0.017 0.019 0.021 52 0.006 0.012 0.017 0.020 0.022 0.025 53 0.007 0.014 0.019 0.023 0.026 0.029 54 0.012 0.024 0.033 0.039 0.044 0.049 55 0.024 0.048 0.067 0.079 0.088 0.099 56 0.020 0.039 0.055 0.065 0.072 0.081 57 0.021 0.042 0.059 0.070 0.078 0.087 58 0.025 0.050 0.070 0.083 0.092 0.103 59 0.029 0.057 0.080 0.095 0.105 0.118 60 0.037 0.073 0.102 0.121 0.134 0.150 61 0.046 0.090 0.126 0.149 0.166 0.186 62 0.076 0.151 0.212 0.250 0.278 0.311 63 0.069 0.136 0.191 0.225 0.251 0.281 64 0.067 0.133 0.185 0.219 0.244 0.273 65 0.091 0.180 0.251 0.297 0.331 0.370 66 0.072 0.143 0.200 0.237 0.264 0.295 67 0.067 0.132 0.185 0.218 0.243 0.272 68 0.060 0.118 0.165 0.195 0.217 0.243 69 0.067 0.133 0.187 0.220 0.246 0.275 70 0.066 0.131 0.183 0.216 0.241 0.270 Miscellaneous Internal Revenue Code Section 415 The limitations on benefits imposed by Internal Revenue Code Section 415 are taken into account in this valuation. Each year the impact of any changes in this limitation since the prior valuation is included and amortized as part of the actuarial gain or loss base. This results in lower contributions for those employers contributing to the Replacement Benefit Fund and protects CalPERS from prefunding expected benefits in excess of limits imposed by federal tax law. Internal Revenue Code Section 401(a)(17) The limitations on compensation imposed by Internal Revenue Code Section 401(a)(17) are taken into account in this valuation. Each year, the impact of any changes in the compensation limitation since the prior valuation is included and amortized as part of the actuarial gain or loss base. The compensation limit for classic members for the 2016 calendar year is $265,000. APPENDIX B PRINCIPAL PLAN PROVISIONS CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX B MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO PRINCIPAL PLAN PROVISIONS B-1 The following is a description of the principal plan provisions used in calculating costs and liabilities. We have indicated whether a plan provision is standard or optional. Standard benefits are applicable to all members while optional benefits vary among employers. Optional benefits that apply to a single period of time, such as Golden Handshakes, have not been included. Many of the statements in this summary are general in nature, and are intended to provide an easily understood summary of the Public Employees’ Retirement Law. The law itself governs in all situations. Service Retirement Eligibility A classic CalPERS member or PEPRA Safety member becomes eligible for Service Retirement upon attainment of age 50 with at least 5 years of credited service (total service across all CalPERS employers, and with certain other retirement systems with which CalPERS has reciprocity agreements). For employees hired into a plan with the 1.5 percent at 65 formula, eligibility for service retirement is age 55 with at least 5 years of service. PEPRA miscellaneous members become eligible for service retirement upon attainment of age 52 with at least 5 years of service. Benefit The service retirement benefit is a monthly allowance equal to the product of the benefit factor, years of service, and final compensation.  The benefit factor depends on the benefit formula specified in your agency’s contract. The table below shows the factors for each of the available formulas. Factors vary by the member’s age at retirement. Listed are the factors for retirement at whole year ages: Miscellaneous Plan Formulas Retirement Age 1.5% at 65 2% at 60 2% at 55 2.5% at 55 2.7% at 55 3% at 60 PEPRA 2% at 62 50 0.5000% 1.092% 1.426% 2.000% 2.000% 2.000% N/A 51 0.5667% 1.156% 1.522% 2.100% 2.140% 2.100% N/A 52 0.6334% 1.224% 1.628% 2.200% 2.280% 2.200% 1.000% 53 0.7000% 1.296% 1.742% 2.300% 2.420% 2.300% 1.100% 54 0.7667% 1.376% 1.866% 2.400% 2.560% 2.400% 1.200% 55 0.8334% 1.460% 2.000% 2.500% 2.700% 2.500% 1.300% 56 0.9000% 1.552% 2.052% 2.500% 2.700% 2.600% 1.400% 57 0.9667% 1.650% 2.104% 2.500% 2.700% 2.700% 1.500% 58 1.0334% 1.758% 2.156% 2.500% 2.700% 2.800% 1.600% 59 1.1000% 1.874% 2.210% 2.500% 2.700% 2.900% 1.700% 60 1.1667% 2.000% 2.262% 2.500% 2.700% 3.000% 1.800% 61 1.2334% 2.134% 2.314% 2.500% 2.700% 3.000% 1.900% 62 1.3000% 2.272% 2.366% 2.500% 2.700% 3.000% 2.000% 63 1.3667% 2.418% 2.418% 2.500% 2.700% 3.000% 2.100% 64 1.4334% 2.418% 2.418% 2.500% 2.700% 3.000% 2.200% 65 1.5000% 2.418% 2.418% 2.500% 2.700% 3.000% 2.300% 66 1.5000% 2.418% 2.418% 2.500% 2.700% 3.000% 2.400% 67 & up 1.5000% 2.418% 2.418% 2.500% 2.700% 3.000% 2.500% CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX B MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO PRINCIPAL PLAN PROVISIONS B-2 Safety Plan Formulas Retirement Age ½ at 55 * 2% at 55 2% at 50 3% at 55 3% at 50 50 1.783% 1.426% 2.000% 2.400% 3.000% 51 1.903% 1.522% 2.140% 2.520% 3.000% 52 2.035% 1.628% 2.280% 2.640% 3.000% 53 2.178% 1.742% 2.420% 2.760% 3.000% 54 2.333% 1.866% 2.560% 2.880% 3.000% 55 & Up 2.500% 2.000% 2.700% 3.000% 3.000% * For this formula, the benefit factor also varies by entry age. The factors shown are for members with an entry age of 35 or greater. If entry age is less than 35, then the age 55 benefit factor is 50 percent divided by the difference between age 55 and entry age. The benefit factor for ages prior to age 55 is the same proportion of the age 55 benefit factor as in the above table. PEPRA Safety Plan Formulas Retirement Age 2% at 57 2.5% at 57 2.7% at 57 50 1.426% 2.000% 2.000% 51 1.508% 2.071% 2.100% 52 1.590% 2.143% 2.200% 53 1.672% 2.214% 2.300% 54 1.754% 2.286% 2.400% 55 1.836% 2.357% 2.500% 56 1.918% 2.429% 2.600% 57 & Up 2.000% 2.500% 2.700%  The years of service is the amount credited by CalPERS to a member while he or she is employed in this group (or for other periods that are recognized under the employer’s contract with CalPERS). For a member who has earned service with multiple CalPERS employers, the benefit from each employer is calculated separately according to each employer’s contract, and then added together for the total allowance. An agency may contract for an optional benefit where any unused sick leave accumulated at the time of retirement will be converted to credited service at a rate of 0.004 years of service for each day of sick leave.  The final compensation is the monthly average of the member’s highest 36 or 12 consecutive months’ full-time equivalent monthly pay (no matter which CalPERS employer paid this compensation). The standard benefit is 36 months. Employers had the option of providing a final compensation equal to the highest 12 consecutive months for classic plans only. Final compensation must be defined by the highest 36 consecutive months’ pay under the 1.5% at 65 formula. PEPRA members have a cap on the annual salary that can be used to calculate final compensation for all new members based on the Social Security contribution and benefit base. For employees that participate in Social Security this cap is $118,775 for 2016 and for those employees that do not participate in Social Security the cap for 2016 is $142,530. Adjustments to the caps are permitted annually based on changes to the CPI for all urban consumers.  Employees must be covered by Social Security with the 1.5% at 65 formula. Social Security is optional for all other benefit formulas. For employees covered by Social Security, the modified formula is the standard benefit. Under this type of formula, the final compensation is offset by $133.33 (or by one third if the final compensation is less than $400). Employers may contract for the full benefit with Social Security that will eliminate the offset applicable to the final compensation. For employees not covered by Social Security, the full benefit is paid with CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX B MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO PRINCIPAL PLAN PROVISIONS B-3 no offsets. Auxiliary organizations of the CSUC system may elect reduced contribution rates, in which case the offset is $317 if members are not covered by Social Security or $513 if members are covered by Social Security.  The miscellaneous and PEPRA safety service retirement benefit is not capped. The classic Safety service retirement benefit is capped at 90 percent of final compensation. Vested Deferred Retirement Eligibility for Deferred Status A CalPERS member becomes eligible for a deferred vested retirement benefit when he or she leaves employment, keeps his or her contribution account balance on deposit with CalPERS, and has earned at least 5 years of credited service (total service across all CalPERS employers, and with certain other retirement systems with which CalPERS has reciprocity agreements). Eligibility to Start Receiving Benefits The CalPERS classic members and PEPRA safety members become eligible to receive the deferred retirement benefit upon satisfying the eligibility requirements for deferred status and upon attainment of age 50 (55 for employees hired into a 1.5% @ 65 plan). PEPRA miscellaneous members become eligible to receive the deferred retirement benefit upon satisfying the eligibility requirements for deferred status and upon attainment of age 52. Benefit The vested deferred retirement benefit is the same as the service retirement benefit, where the benefit factor is based on the member’s age at allowance commencement. For members who have earned service with multiple CalPERS employers, the benefit from each employer is calculated separately according to each employer’s contract, and then added together for the total allowance. Non-Industrial (Non-Job Related) Disability Retirement Eligibility A CalPERS member is eligible for Non-Industrial Disability Retirement if he or she becomes disabled and has at least 5 years of credited service (total service across all CalPERS employers, and with certain other retirement systems with which CalPERS has reciprocity agreements). There is no special age requirement. Disabled means the member is unable to perform his or her job because of an illness or injury, which is expected to be permanent or to last indefinitely. The illness or injury does not have to be job related. A CalPERS member must be actively employed by any CalPERS employer at the time of disability in order to be eligible for this benefit. Standard Benefit The standard Non-Industrial Disability Retirement benefit is a monthly allowance equal to 1.8 percent of final compensation, multiplied by service, which is determined as follows:  Service is CalPERS credited service, for members with less than 10 years of service or greater than 18.518 years of service; or  Service is CalPERS credited service plus the additional number of years that the member would have worked until age 60, for members with at least 10 years but not more than 18.518 years of service. The maximum benefit in this case is 33 1/3 percent of final compensation. CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX B MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO PRINCIPAL PLAN PROVISIONS B-4 Improved Benefit Employers have the option of providing the improved Non-Industrial Disability Retirement benefit. This benefit provides a monthly allowance equal to 30 percent of final compensation for the first 5 years of service, plus 1 percent for each additional year of service to a maximum of 50 percent of final compensation. Members who are eligible for a larger service retirement benefit may choose to receive that benefit in lieu of a disability benefit. Members eligible to retire, and who have attained the normal retirement age determined by their service retirement benefit formula, will receive the same dollar amount for disability retirement as that payable for service retirement. For members who have earned service with multiple CalPERS employers, the benefit attributed to each employer is the total disability allowance multiplied by the ratio of service with a particular employer to the total CalPERS service. Industrial (Job Related) Disability Retirement All safety members have this benefit. For miscellaneous members, employers have the option of providing this benefit. An employer may choose to provide the increased benefit option or the improved benefit option. Eligibility An employee is eligible for Industrial Disability Retirement if he or she becomes disabled while working, where disabled means the member is unable to perform the duties of the job because of a work-related illness or injury, which is expected to be permanent or to last indefinitely. A CalPERS member who has left active employment within this group is not eligible for this benefit, except to the extent described below. Standard Benefit The standard Industrial Disability Retirement benefit is a monthly allowance equal to 50 percent of final compensation. Increased Benefit (75 percent of Final Compensation) The increased Industrial Disability Retirement benefit is a monthly allowance equal to 75 percent final compensation for total disability. Improved Benefit (50 percent to 90 percent of Final Compensation) The improved Industrial Disability Retirement benefit is a monthly allowance equal to the Workman’s Compensation Appeals Board permanent disability rate percentage (if 50 percent or greater, with a maximum of 90 percent) times the final compensation. For a CalPERS member not actively employed in this group who became disabled while employed by some other CalPERS employer, the benefit is a return of accumulated member contributions with respect to employment in this group. With the standard or increased benefit, a member may also choose to receive the annuitization of the accumulated member contributions. If a member is eligible for service retirement and if the service retirement benefit is more than the industrial disability retirement benefit, the member may choose to receive the larger benefit. CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX B MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO PRINCIPAL PLAN PROVISIONS B-5 Post-Retirement Death Benefit Standard Lump Sum Payment Upon the death of a retiree, a one-time lump sum payment of $500 will be made to the retiree’s designated survivor(s), or to the retiree’s estate. Improved Lump Sum Payment Employers have the option of providing an improved lump sum death benefit of $600, $2,000, $3,000, $4,000 or $5,000. Form of Payment for Retirement Allowance Standard Form of Payment Generally, the retirement allowance is paid to the retiree in the form of an annuity for as long as he or she is alive. The retiree may choose to provide for a portion of his or her allowance to be paid to any designated beneficiary after the retiree’s death. CalPERS provides for a variety of such benefit options, which the retiree pays for by taking a reduction in his or her retirement allowance. Such reduction takes into account the amount to be provided to the beneficiary and the probable duration of payments (based on the ages of the member and beneficiary) made subsequent to the member’s death. Improved Form of Payment (Post-Retirement Survivor Allowance) Employers have the option to contract for the post-retirement survivor allowance. For retirement allowances with respect to service subject to the modified formula, 25 percent of the retirement allowance will automatically be continued to certain statutory beneficiaries upon the death of the retiree, without a reduction in the retiree’s allowance. For retirement allowances with respect to service subject to the full or supplemental formula, 50 percent of the retirement allowance will automatically be continued to certain statutory beneficiaries upon the death of the retiree, without a reduction in the retiree’s allowance. This additional benefit is referred to as post-retirement survivor allowance (PRSA) or simply as survivor continuance. In other words, 25 percent or 50 percent of the allowance, the continuance portion, is paid to the retiree for as long as he or she is alive, and that same amount is continued to the retiree’s spouse (or if no eligible spouse, to unmarried child(ren) until they attain age 18; or, if no eligible child(ren), to a qualifying dependent parent) for the rest of his or her lifetime. This benefit will not be discontinued in the event the spouse remarries. The remaining 75 percent or 50 percent of the retirement allowance, which may be referred to as the option portion of the benefit, is paid to the retiree as an annuity for as long as he or she is alive. Or, the retiree may choose to provide for some of this option portion to be paid to any designated beneficiary after the retiree’s death. Benefit options applicable to the option portion are the same as those offered with the standard form. The reduction is calculated in the same manner but is applied only to the option portion. CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX B MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO PRINCIPAL PLAN PROVISIONS B-6 Pre-Retirement Death Benefits Basic Death Benefit This is a standard benefit. Eligibility An employee’s beneficiary (or estate) may receive the basic death benefit if the member dies while actively employed. A CalPERS member must be actively employed with the CalPERS employer providing this benefit to be eligible for this benefit. A member’s survivor who is eligible for any other pre-retirement death benefit may choose to receive that death benefit instead of this basic death benefit. Benefit The basic death benefit is a lump sum in the amount of the member’s accumulated contributions, where interest is currently credited at 7.5 percent per year, plus a lump sum in the amount of one month's salary for each completed year of current service, up to a maximum of six months' salary. For purposes of this benefit, one month's salary is defined as the member's average monthly full-time rate of compensation during the 12 months preceding death. 1957 Survivor Benefit This is a standard benefit. Eligibility An employee’s eligible survivor(s) may receive the 1957 Survivor benefit if the member dies while actively employed, has attained at least age 50 for classic and safety PEPRA members and age 52 for miscellaneous PEPRA members, and has at least 5 years of credited service (total service across all CalPERS employers and with certain other retirement systems with which CalPERS has reciprocity agreements). A CalPERS member must be actively employed with the CalPERS employer providing this benefit to be eligible for this benefit. An eligible survivor means the surviving spouse to whom the member was married at least one year before death or, if there is no eligible spouse, to the member's unmarried child(ren) under age 18. A member’s survivor who is eligible for any other pre-retirement death benefit may choose to receive that death benefit instead of this 1957 Survivor benefit. Benefit The 1957 Survivor benefit is a monthly allowance equal to one-half of the unmodified service retirement benefit that the member would have been entitled to receive if the member had retired on the date of his or her death. If the benefit is payable to the spouse, the benefit is discontinued upon the death of the spouse. If the benefit is payable to dependent child(ren), the benefit will be discontinued upon death or attainment of age 18, unless the child(ren) is disabled. The total amount paid will be at least equal to the basic death benefit. CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX B MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO PRINCIPAL PLAN PROVISIONS B-7 Optional Settlement 2W Death Benefit This is an optional benefit. Eligibility An employee’s eligible survivor may receive the Optional Settlement 2W Death benefit if the member dies while actively employed, has attained at least age 50 for classic and safety PEPRA members and age 52 for miscellaneous PEPRA members, and has at least 5 years of credited service (total service across all CalPERS employers and with certain other retirement systems with which CalPERS has reciprocity agreements). A CalPERS member who is no longer actively employed with any CalPERS employer is not eligible for this benefit. An eligible survivor means the surviving spouse to whom the member was married at least one year before death. A member’s survivor who is eligible for any other pre-retirement death benefit may choose to receive that death benefit instead of this Optional Settlement 2W Death benefit. Benefit The Optional Settlement 2W Death benefit is a monthly allowance equal to the service retirement benefit that the member would have received had the member retired on the date of his or her death and elected Optional Settlement 2W. (A retiree who elects Optional Settlement 2W receives an allowance that has been reduced so that it will continue to be paid after his or her death to a surviving beneficiary.) The allowance is payable as long as the surviving spouse lives, at which time it is continued to any unmarried child(ren) under age 18, if applicable. The total amount paid will be at least equal to the basic death benefit. Special Death Benefit This is a standard benefit for safety members. An employer may elect to provide this benefit for miscellaneous members. Eligibility An employee’s eligible survivor(s) may receive the special death benefit if the member dies while actively employed and the death is job-related. A CalPERS member who is no longer actively employed with any CalPERS employer is not eligible for this benefit. An eligible survivor means the surviving spouse to whom the member was married prior to the onset of the injury or illness that resulted in death. If there is no eligible spouse, an eligible survivor means the member's unmarried child(ren) under age 22. An eligible survivor who chooses to receive this benefit will not receive any other death benefit. Benefit The special death benefit is a monthly allowance equal to 50 percent of final compensation, and will be increased whenever the compensation paid to active employees is increased but ceasing to increase when the member would have attained age 50. The allowance is payable to the surviving spouse until death at which time the allowance is continued to any unmarried child(ren) under age 22. There is a guarantee that the total amount paid will at least equal the basic death benefit. If the member’s death is the result of an accident or injury caused by external violence or physical force incurred in the performance of the member’s duty, and there are eligible surviving child(ren) (eligible means unmarried child(ren) under age 22) in addition to an eligible spouse, then an additional monthly allowance is paid equal to the following:  if 1 eligible child: 12.5 percent of final compensation  if 2 eligible children: 20.0 percent of final compensation  if 3 or more eligible children: 25.0 percent of final compensation CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX B MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO PRINCIPAL PLAN PROVISIONS B-8 Alternate Death Benefit for Local Fire Members This is an optional benefit available only to local fire members. Eligibility An employee’s eligible survivor(s) may receive the alternate death benefit in lieu of the basic death benefit or the 1957 Survivor benefit if the member dies while actively employed and has at least 20 years of total CalPERS service. A CalPERS member who is no longer actively employed with any CalPERS employer is not eligible for this benefit. An eligible survivor means the surviving spouse to whom the member was married prior to the onset of the injury or illness that resulted in death. If there is no eligible spouse, an eligible survivor means the member's unmarried child(ren) under age 18. Benefit The Alternate Death benefit is a monthly allowance equal to the service retirement benefit that the member would have received had the member retired on the date of his or her death and elected Optional Settlement 2W. (A retiree who elects Optional Settlement 2W receives an allowance that has been reduced so that it will continue to be paid after his or her death to a surviving beneficiary.) If the member has not yet attained age 50, the benefit is equal to that which would be payable if the member had retired at age 50, based on service credited at the time of death. The allowance is payable as long as the surviving spouse lives, at which time it is continued to any unmarried child(ren) under age 18, if applicable. The total amount paid will be at least equal to the basic death benefit. Cost-of-Living Adjustments (COLA) Standard Benefit Retirement and survivor allowances are adjusted each year in May for cost of living, beginning the second calendar year after the year of retirement. The standard cost-of-living adjustment (COLA) is 2 percent. Annual adjustments are calculated by first determining the lesser of 1) 2 percent compounded from the end of the year of retirement or 2) actual rate of inflation. The resulting increase is divided by the total increase provided in prior years. For any particular year, the COLA adjustment may be less than 2 percent (when the rate of inflation is low), may be greater than the rate of inflation (when the rate of inflation is low after several years of high inflation) or may even be greater than 2 percent (when inflation is high after several years of low inflation). Improved Benefit Employers have the option of providing a COLA of 3 percent, 4 percent, or 5 percent, determined in the same manner as described above for the standard 2 percent COLA. An improved COLA is not available with the 1.5% at 65 formula. Purchasing Power Protection Allowance (PPPA) Retirement and survivor allowances are protected against inflation by PPPA. PPPA benefits are cost-of-living adjustments that are intended to maintain an individual’s allowance at 80 percent of the initial allowance at retirement adjusted for inflation since retirement. The PPPA benefit will be coordinated with other cost-of-living adjustments provided under the plan. CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX B MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO PRINCIPAL PLAN PROVISIONS B-9 Employee Contributions Each employee contributes toward his or her retirement based upon the retirement formula. The standard employee contribution is as described below.  The percent contributed below the monthly compensation breakpoint is 0 percent.  The monthly compensation breakpoint is $0 for full and supplemental formula members and $133.33 for employees covered by the modified formula.  The percent contributed above the monthly compensation breakpoint depends upon the benefit formula, as shown in the table below. Benefit Formula Percent Contributed above the Breakpoint Miscellaneous, 1.5% at 65 2% Miscellaneous, 2% at 60 7% Miscellaneous, 2% at 55 7% Miscellaneous, 2.5% at 55 8% Miscellaneous, 2.7% at 55 8% Miscellaneous, 3% at 60 8% Miscellaneous, 2% at 62 50% of the Total Normal Cost Miscellaneous, 1.5% at 65 50% of the Total Normal Cost Safety, 1/2 at 55 Varies by entry age Safety, 2% at 55 7% Safety, 2% at 50 9% Safety, 3% at 55 9% Safety, 3% at 50 9% Safety, 2% at 57 50% of the Total Normal Cost Safety, 2.5% at 57 50% of the Total Normal Cost Safety, 2.7% at 57 50% of the Total Normal Cost The employer may choose to “pick-up” these contributions for classic members (Employer Paid Member Contributions or EPMC). EPMC is prohibited for new PEPRA members. An employer may also include Employee Cost Sharing in the contract, where employees agree to share the cost of the employer contribution. These contributions are paid in addition to the member contribution. Auxiliary organizations of the CSUC system may elect reduced contribution rates, in which case the offset is $317 and the contribution rate is 6 percent if members are not covered by Social Security. If members are covered by Social Security, the offset is $513 and the contribution rate is 5 percent. Refund of Employee Contributions If the member’s service with the employer ends, and if the member does not satisfy the eligibility conditions for any of the retirement benefits above, the member may elect to receive a refund of his or her employee contributions, which are credited with 6 percent interest compounded annually. CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX B MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO PRINCIPAL PLAN PROVISIONS B-10 1959 Survivor Benefit This is a pre-retirement death benefit available only to members not covered by Social Security. Any agency joining CalPERS subsequent to 1993 is required to provide this benefit if the members are not covered by Social Security. The benefit is optional for agencies joining CalPERS prior to 1994. Levels 1, 2 and 3 are now closed. Any new agency or any agency wishing to add this benefit or increase the current level may only choose the 4th or Indexed Level. This benefit is not included in the results presented in this valuation. More information on this benefit is available on the CalPERS website at www.calpers.ca.gov. APPENDIX C PARTICIPANT DATA  SUMMARY OF VALUATION DATA  ACTIVE MEMBERS  TRANSFERRED AND TERMINATED MEMBERS  RETIRED MEMBERS AND BENEFICIARIES CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX C MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO PARTICIPANT DATA C-1 Summary of Valuation Data June 30, 2015 June 30, 2016 1. Active Members a) Counts 796 821 b) Average Attained Age 46.35 46.17 c) Average Entry Age to Rate Plan 35.01 35.05 d) Average Years of Service 11.34 11.12 e) Average Annual Covered Pay $ 89,918 $ 91,773 f) Annual Covered Payroll 71,574,823 75,345,962 g) Projected Annual Payroll for Contribution Year 78,211,742 82,332,567 h) Present Value of Future Payroll 549,799,999 583,437,155 2. Transferred Members a) Counts 347 361 b) Average Attained Age 46.34 45.98 c) Average Years of Service 3.55 3.46 d) Average Annual Covered Pay $ 111,297 $ 113,704 3. Terminated Members a) Counts 367 383 b) Average Attained Age 47.69 48.05 c) Average Years of Service 3.30 3.19 d) Average Annual Covered Pay $ 64,442 $ 66,844 4. Retired Members and Beneficiaries a) Counts 1,027 1,061 b) Average Attained Age 69.31 69.64 c) Average Annual Benefits $ 32,564 $ 32,763 5. Active to Retired Ratio [(1a) / (4a)] 0.78 0.77 Counts of members included in the valuation are counts of the records processed by the valuation. Multiple records may exist for those who have service in more than one valuation group. This does not result in double counting of liabilities. Average Annual Benefits represents benefit amounts payable by this plan only. Some members may have service with another agency and would therefore have a larger total benefit than would be included as part of the average shown here. CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX C MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO PARTICIPANT DATA C-2 Active Members Counts of members included in the valuation are counts of the records processed by the valuation. Multiple records may exist for those who have service in more than one valuation group. This does not result in double counting of liabilities. Distribution of Active Members by Age and Service Years of Service at Valuation Date Attained Age 0-4 5-9 10-14 15-19 20-25 25+ Total 15-24 12 0 0 0 0 0 12 25-29 52 0 0 0 0 0 52 30-34 54 20 6 1 0 0 81 35-39 45 34 20 11 2 0 112 40-44 34 26 20 19 6 1 106 45-49 43 17 16 28 13 3 120 50-54 19 29 19 27 33 29 156 55-59 18 18 11 21 11 19 98 60-64 6 13 7 10 10 9 55 65 and over 3 4 1 9 7 5 29 All Ages 286 161 100 126 82 66 821 Distribution of Average Annual Salaries by Age and Service Years of Service at Valuation Date Attained Age 0-4 5-9 10-14 15-19 20-25 25+ Average 15-24 $57,743 $0 $0 $0 $0 $0 $57,743 25-29 68,174 0 0 0 0 0 68,174 30-34 77,827 83,831 83,460 99,780 0 0 79,998 35-39 80,289 86,452 91,827 91,950 82,351 0 85,402 40-44 92,188 91,278 89,991 93,318 111,222 86,060 92,772 45-49 96,084 93,981 111,666 98,326 118,659 93,855 100,777 50-54 109,651 98,853 98,331 86,561 102,240 104,917 99,821 55-59 113,847 97,497 90,220 83,301 92,928 106,744 97,921 60-64 110,080 87,411 85,736 85,225 103,248 88,967 92,407 65 and over 97,621 94,278 58,768 116,311 89,153 97,137 99,493 All Ages $85,334 $91,441 $94,434 $92,245 $102,772 $101,890 $91,773 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX C MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO PARTICIPANT DATA C-3 Transferred and Terminated Members Distribution of Transfers to Other CalPERS Plans by Age, Service, and average Salary Years of Service at Valuation Date Attained Age 0-4 5-9 10-14 15-19 20-25 25+ Total Average Salary 15-24 1 0 0 0 0 0 1 $103,645 25-29 14 1 0 0 0 0 15 97,680 30-34 39 3 0 0 0 0 42 96,159 35-39 43 10 1 0 0 0 54 106,490 40-44 43 7 0 2 0 0 52 111,706 45-49 47 10 2 2 1 0 62 113,645 50-54 48 14 3 3 1 0 69 123,040 55-59 25 7 4 1 0 0 37 129,573 60-64 15 3 1 1 1 0 21 129,129 65 and over 3 4 1 0 0 0 8 104,826 All Ages 278 59 12 9 3 0 361 113,704 Distribution of Terminated Participants with Funds on Deposit by Age, Service, and average Salary Years of Service at Valuation Date Attained Age 0-4 5-9 10-14 15-19 20-25 25+ Total Average Salary 15-24 1 0 0 0 0 0 1 $53,219 25-29 14 0 0 0 0 0 14 72,132 30-34 30 5 0 0 0 0 35 71,310 35-39 46 3 2 0 0 0 51 63,875 40-44 37 7 1 0 0 0 45 66,627 45-49 43 14 1 2 1 0 61 74,762 50-54 49 15 4 2 1 0 71 68,022 55-59 32 8 5 1 0 0 46 65,351 60-64 30 6 1 0 0 0 37 60,309 65 and over 17 3 1 1 0 0 22 52,669 All Ages 299 61 15 6 2 0 383 66,844 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX C MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO PARTICIPANT DATA C-4 Retired Members and Beneficiaries Distribution of Retirees and Beneficiaries by Age and Retirement Type* Attained Age Service Retirement Non- Industrial Disability Industrial Disability Non- Industrial Death Industrial Death Death After Retirement Total Under 30 0 0 0 0 0 2 2 30-34 0 0 0 0 0 1 1 35-39 0 0 1 0 0 1 2 40-44 0 1 3 0 0 0 4 45-49 0 2 0 0 0 0 2 50-54 18 8 3 0 0 2 31 55-59 100 14 1 0 0 3 118 60-64 171 7 2 0 0 9 189 65-69 196 13 2 0 0 17 228 70-74 191 7 1 0 0 14 213 75-79 97 7 1 0 0 11 116 80-84 54 3 1 0 0 15 73 85 and Over 51 3 0 0 0 28 82 All Ages 878 65 15 0 0 103 1,061 Distribution of Average Annual Disbursements to Retirees and Beneficiaries by Age and Retirement Type* Attained Age Service Retirement Non- Industrial Disability Industrial Disability Non- Industrial Death Industrial Death Death After Retirement Average Under 30 $0 $0 $0 $0 $0 $13,093 $13,093 30-34 0 0 0 0 0 11,571 11,571 35-39 0 0 249 0 0 11,571 5,910 40-44 0 8,919 252 0 0 0 2,419 45-49 0 10,962 0 0 0 0 10,962 50-54 22,821 15,760 519 0 0 21,898 18,781 55-59 39,769 12,987 1,613 0 0 19,713 35,759 60-64 43,184 19,227 6,833 0 0 28,913 41,233 65-69 37,757 17,063 9,278 0 0 23,978 35,300 70-74 32,812 14,768 1,922 0 0 17,440 31,064 75-79 33,718 20,452 1,811 0 0 31,435 32,426 80-84 27,675 16,738 4,260 0 0 19,678 25,262 85 and Over 23,075 18,352 0 0 0 20,838 22,138 All Ages $35,742 $16,107 $2,959 $0 $0 $22,220 $32,763 CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX C MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO PARTICIPANT DATA C-5 Retired Members and Beneficiaries (continued) Distribution of Retirees and Beneficiaries by Years Retired and Retirement Type* Years Retired Service Retirement Non- Industrial Disability Industrial Disability Non- Industrial Death Industrial Death Death After Retirement Total Under 5 Yrs 184 5 4 0 0 34 227 5-9 312 10 3 0 0 25 350 10-14 170 12 2 0 0 16 200 15-19 107 11 5 0 0 11 134 20-24 59 16 1 0 0 9 85 25-29 30 7 0 0 0 7 44 30 and Over 16 4 0 0 0 1 21 All Years 878 65 15 0 0 103 1,061 Distribution of Average Annual Disbursements to Retirees and Beneficiaries by Years Retired and Retirement Type* Years Retired Service Retirement Non- Industrial Disability Industrial Disability Non- Industrial Death Industrial Death Death After Retirement Average Under 5 Yrs $32,001 $16,464 $267 $0 $0 $23,840 $29,878 5-9 48,959 10,254 6,013 0 0 26,976 45,915 10-14 30,240 18,806 6,254 0 0 17,696 28,310 15-19 29,154 19,607 2,124 0 0 24,030 26,941 20-24 17,218 19,494 2,155 0 0 12,395 16,958 25-29 21,552 9,324 0 0 0 19,847 19,335 30 and Over 18,472 10,892 0 0 0 5,784 16,424 All Years $35,742 $16,107 $2,959 $0 $0 $22,220 $32,763 * Counts of members do not include alternate payees receiving benefits while the member is still working. Therefore, the total counts may not match information on page 25 of the report. Multiple records may exist for those who have service in more than one coverage group. This does not result in double counting of liabilities. APPENDIX D DEVELOPMENT OF PEPRA MEMBER CONTRIBUTION RATES CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX D MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO PARTICIPANT DATA D-1 Development of PEPRA Members Contribution Rates The table below shows the determination of the Member contribution rates based on 50 percent of the Total Normal Cost for each respective plan on June 30, 2016. Assembly Bill (AB) 340 created PEPRA that implemented new benefit formulas and a final compensation period as well as new contribution requirements for new employees. In accordance with Section Code 7522.30(b), “new members … shall have an initial contribution rate of at least 50 percent of the normal cost rate.” The normal cost for the plan is dependent on the benefit levels, actuarial assumptions and demographics of the plan particularly the entry age into the plan. Should the total normal cost of the plan change by one percent or more from the base total normal cost established for the plan, the new member rate shall be 50 percent of the new normal cost rounded to the nearest quarter percent. Basis for Current Rate Rates Effective July 1, 2018 Rate Plan Identifier Plan Total Normal Cost Member Rate Total Normal Cost Change Change Needed Member Rate 26004 Miscellaneous PEPRA 12.500% 6.250% 12.165% (0.335%) No 6.250% For a description of the methods used to determine the Total Normal Cost for this purpose, please see the “PEPRA Normal Cost Rate Methodology” section in Appendix A. APPENDIX E GLOSSARY OF ACTUARIAL TERMS CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX E MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO GLOSSARY OF ACTUARIAL TERMS E-1 Glossary of Actuarial Terms Accrued Liability (also called Actuarial Accrued Liability or Entry Age Normal Accrued Liability) The total dollars needed as of the valuation date to fund all benefits earned in the past for current members. Actuarial Assumptions Assumptions made about certain events that will affect pension costs. Assumptions generally can be broken down into two categories: demographic and economic. Demographic assumptions include such things as mortality, disability and retirement rates. Economic assumptions include discount rate, salary growth and inflation. Actuarial Methods Procedures employed by actuaries to achieve certain funding goals of a pension plan. Actuarial methods include funding method, setting the length of time to fund the Accrued Liability and determining the Value of Assets. Actuarial Valuation The determination, as of a valuation date of the Normal Cost, Accrued liability, and related actuarial present values for a pension plan. These valuations are performed annually or when an employer is contemplating a change to their plan provisions. Amortization Bases Separate payment schedules for different portions of the Unfunded Liability. The total Unfunded Liability of a Risk Pool or non-pooled plan can be segregated by "cause,” creating “bases” and each such base will be separately amortized and paid for over a specific period of time. However, all bases are amortized using investment and payroll assumptions from the current valuation. This can be likened to a home having a first mortgage of 24 years remaining payments and a second mortgage that has 10 years remaining payments. Each base or each mortgage note has its own terms (payment period, principal, etc.) Generally, in an actuarial valuation, the separate bases consist of changes in unfunded liability due to contract amendments, actuarial assumption changes, actuarial methodology changes, and/or gains and losses. Payment periods are determined by Board policy and vary based on the cause of the change. Amortization Period The number of years required to pay off an Amortization Base. Classic Member (under PEPRA) A classic member is a member who joined CalPERS prior to January, 1, 2013 and who is not defined as a new member under PEPRA. (See definition of new member below) Discount Rate Assumption The actuarial assumption that was called “investment return” in earlier CalPERS reports or “actuarial interest rate” in Section 20014 of the California Public Employees’ Retirement Law (PERL). Entry Age The earliest age at which a plan member begins to accrue benefits under a defined benefit pension plan. In most cases, this is the age of the member on their date of hire. Entry Age Normal Cost Method An actuarial cost method designed to fund a member's total plan benefit over the course of his or her career. This method is designed to yield a rate expressed as a level percentage of payroll. (The assumed retirement age less the entry age is the amount of time required to fund a member’s total benefit. Generally, the older a member on the date of hire, the greater the entry age normal cost. This is mainly because there is less time to earn investment income to fund the future benefits.) CALPERS ACTUARIAL VALUATION – June 30, 2016 APPENDIX E MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO GLOSSARY OF ACTUARIAL TERMS E-2 Fresh Start A Fresh Start is when multiple amortization bases are collapsed to one base and amortized together over a new funding period. Funded Status A measure of how well funded, or how "on track" a plan or risk pool is with respect to assets versus accrued liabilities. A ratio greater than 100 percent means the plan or risk pool has more assets than liabilities and a ratio less than 100 percent means liabilities are greater than assets. GASB 68 Statement No. 68 of the Governmental Accounting Standards Board. The accounting standard governing a state or local governmental employer’s accounting and financial reporting for pensions. GASB 68 replaces GASB 27 effective the first fiscal year beginning after June 15, 2014. New Member (under PEPRA) A new member includes an individual who becomes a member of a public retirement system for the first time on or after January 1, 2013, and who was not a member of another public retirement system prior to that date, and who is not subject to reciprocity with another public retirement system. Normal Cost The annual cost of service accrual for the upcoming fiscal year for active employees. The normal cost should be viewed as the long term contribution rate. Pension Actuary A business professional that is authorized by the Society of Actuaries, and the American Academy of Actuaries to perform the calculations necessary to properly fund a pension plan. PEPRA The California Public Employees’ Pension Reform Act of 2013 Prepayment Contribution A payment made by the employer to reduce or eliminate the year’s required employer contribution. Present Value of Benefits (PVB) The total dollars needed as of the valuation date to fund all benefits earned in the past or expected to be earned in the future for current members. Unfunded Accrued Liability (UAL) When a plan or pool’s Value of Assets is less than its Accrued Liability, the difference is the plan or pool’s Unfunded Accrued Liability (or unfunded liability). If the unfunded liability is positive, the plan or pool will have to pay contributions exceeding the Normal Cost.