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HomeMy WebLinkAboutStaff Report 2180City of Palo Alto (ID # 2180) Finance Committee Staff Report Report Type:Meeting Date: 10/18/2011 October 18, 2011 Page 1 of 5 (ID # 2180) Council Priority: City Finances Summary Title: Retiree Medical Study Title: Review and Acceptance of Updated Retiree Medical Actuarial Study - Valuation Date January 1, 2011 and Valuation Date June 30, 2011 From:City Manager Lead Department: Administrative Services EXECUTIVE SUMMARY This report provides the City Council with the actuarial study results required by the Government Accounting Standards Board's (GASB) Statement No. 45, Accounting and Financial Reporting by Employers for Post Employment Benefits Other Than Pensions. The results of the study as compared to the 2009 study show a fairly dramatic increase in Citywide costs. See Attachment B, slide 31 for a summary of the study results. RECOMMENDATION Staff recommends that the Council review and approve the attached actuarial valuation results (see Attachment A). BACKGROUND Per GASB Statement No. 45, beginning in Fiscal Year 2008, like other governmental entities, the City of Palo Alto was required to recognize in its financial statements any unfunded, earned retiree medical costs including those for current active employees. GASB 45 also requires the City to complete an actuarial study on a biennial basis, to determine the retiree medical liability and how much the City should be setting aside each year to fund that liability, the annual required contribution (ARC). In Fiscal Year 2008, the City established an irrevocable trust with California Employers Retirees Benefit Trust (CERBT) for retiree medical benefits. In Fiscal Year 2008, the City transferred $33.8 million to the trust. As of January 1, 2011, the trust was valued at $40.2 million, and as of June 30, 2011, it was valued at $44.8 million. Of course, recent market volatility may have a downward effect on future figures, not included in this study. DISCUSSION 2 Packet Pg. 38 October 18, 2011 Page 2 of 5 (ID # 2180) Bartel and Associates completed an actuarial valuation for the City on October 11, 2011 with two valuation dates: January 1, 2011 and June 30, 2011. The reason for the two valuation dates goes back to a new regulation pertaining to members of the CERBT (trust). All the City’s past valuations have used a January 1 valuation date. However, beginning FY 2012, members of the CERBT are required by GASB 57 to switch to a common valuation date of June 30. Therefore for this study only, the City opted to utilize both the January 1 and June 30 valuation dates. The January 1, 2011 valuation determines the Actuarially Required Contribution (ARC) for FY 2012; the June 30, 2011 valuation determines the ARC for FY 2013 and FY 2014. January 1, 2011 Valuation Date The actuarial study using a valuation date of January 1, 2011 valued the City's unfunded retiree medical liability at $134.7 million, compared to the unfunded liability of $105.0 million on January 1, 2009 –a 28% increase. The Annual Required Contribution (ARC) associated with the January 1, 2011 valuation is $13.6 million for Fiscal Year 2012. This is an increase of $3.8 million (39%) over the ARC of $9.8 million associated with the January 1, 2009 valuation. The dramatic increase in the City’s retiree medical liability between the 2009 and 2011 studies is attributable to several differences in assumptions used by the respective actuarial firms (Milliman and Associates performed the 2009 study, and Bartel and Associates performed the current study). Those differences are as follows (Attachment A, page 7 also summarizes the assumption changes and their impact on the City’s liability): 1.New CalPERS “Decrements.” The most recent CalPERS experience study –which gathers demographic information throughout the state –noted increasing lifespans of retirees, decreasing average retirement age, and other factors, all of which increase the City’s projected unfunded liability by approximately $8 million. 2.Recent Spike in Palo Alto Retirements –as cost-sharing and wage freezes have been implemented, many people have accelerated their retirement plans. There were more than the projected retirements between 2009 and 2011. All of the retirements since the last study added $2.7 million to the City’s unfunded liability. 3.Medical Trend Assumptions –The table below shows the difference in medical premium growth rates assumed in the respective studies. Milliman assumed a slow but steady increase in rates ranging from 6.5% in the early years and settling at 5.85% from 2018 on. On the other hand, Bartel assumes that the rate of increase will be more front- loaded, starting at 9% and settling to 5% per year starting in 2021. Cumulative increases assumed in the more recent report are higher than those assumed in 2009. (See Attachment B, slide 10 for a comparison of specific medical trend assumptions in the two studies, and Attachment C for PERS Medical Plan rate changes 2002-2012.) This added $4.8 million to the City’s unfunded liability. 2 Packet Pg. 39 October 18, 2011 Page 3 of 5 (ID # 2180) 4.“Actuarial Load”–This is a 2% premium applied to assumed costs based on the premise that PERS Preferred Provider (PPO) Medical Plan premiums have been increasing at a slower rate than have claim costs. PERS has been funding the difference from reserves, but Bartel believes that eventually rate increases will need to bounce upward to more evenly match the increased costs. This anticipated “bounce” adds $3.4 million to the City’s unfunded liability. 5.Cost Sharing by Miscellaneous Group –This change in benefits was implemented after the 2009 study and caused the City’s unfunded liability to decrease by $14.2 million. Note that the impact of any public safety group concessions is not included in this study. 6.Migration of Retirees to More Expensive Medical Plans –While 13% of actives are enrolled in PERS PPO plans, that percentage rises to 32% for retirees under 65, and to 54% of retirees over 65. This seems to be due to the increased portability of the PPO plans for retirees who move out of the area. The last study may not have recognized this trend, which adds $7.7 million to the City’s unfunded liability. (See Attachment B, slide 7 for enrollment statistics for active and retired employees.) 7.Asset Smoothing –Bartel recommends smoothing gains and losses in the trust balance over 5 years, to avoid volatility in the City’s ARC. For example, the year-end 2010 Trust balance was $40.2 million, an increase of 26% over the year-end 2009 balance of $32.0 million. With asset smoothing, the actuarial value of the trust assets for year-end 2010 would be $35.3 million, since that 26% gain is spread over the next five years. By saving some of the market gain for subsequent years when there may be losses, the City assumed an additional $4.6 million in unfunded liability. 8.Closed Amortization Period –Rather than continually “re-up” the 30-year amortization period, which would never actually completely pay off the liability, Bartel recommends amortizing over the remaining 28 years of the 30-year period beginning 2009. The impact of this change on the City’s unfunded liability is included in that of the Demographic and Other Factors discussed below. 9.Demographic and Other Factors –These are ways in which the City's actual experience differs from what is assumed in the CalPERS experience study. For example, to the extent that City employees retire earlier or later than average, or go out on disability more or less than the statewide average, this affects the liability. In our case these factors add $12.4 million to our unfunded liability. (See Attachment B, slide 5 for statistics on active and retired employees included in the study.) The General Fund’s share of the citywide ARC totals approximately $9.5 million annually for FY 2012, an increase of $2.7 million from the amount budgeted for FY 2012 based on the January 1, 2009 valuation. That amount can be funded from the CERBT trust, if needed. Staff will provide more precise figures for the General Fund portion by the October 18 Finance Committee meeting. (See Attachment D: Results by Fund.) 2 Packet Pg. 40 October 18, 2011 Page 4 of 5 (ID # 2180) June 30, 2011 Valuation Date The actuarial study using a valuation date of June 30, 2011 valued the City's unfunded liability at $139.7 million, which is an increase of $5.0 million over the January 1 valuation date. The ARC associated with this valuation is $14.4 million for Fiscal Year 2013, and projected at $14.8 million for 2014. (Again, see Attachment B, slide 31.) The $0.8 million jump in the ARC between FY 2012 and FY 2013 is primarily due to the decrease in assumed discount rate from 7.75% to 7.25%. The reasons for the respective discount rate assumptions are: The January 1, 2011 valuation assumed a discount rate of 7.75% as mandated by CERBT. Beginning Fiscal Year 2013, CERBT requires that each member agency employ a discount rate no higher than 7.61%, as applicable to its selected asset allocation. The trust offers three possible asset allocations, of which Option 1 –the City’s chosen option -has the highest projected yield. CERBT’s expected return over a 20-year period for Option 1 Asset Classifications is 7.61%, with a 50% confidence limit. Bartel recommends dropping the assumed rate to 7.25% to achieve a 60% confidence limit. The General Fund portion of the FY 2013 and FY 2014 ARCs is $10.0 million and $10.3 million, respectively. Again, staff will provide more precise figures for the General Fund portion of the FY 2013 and 2014 ARCs by the October 18 Council meeting. RESOURCE IMPACT The FY 2012 budget allocated $9.8 million towards the ARC for all funds, but this amount was an estimate before the actuarial study was completed. The ARC contained in the actuarial study was $13.6 million, representing an increase of $3.8 million across all City funds. The General Fund portion of the increase is $2.3 million for FY 2012, which may be drawn from the trust, if needed. Future years’ ARC funding will need to be incorporated into those years’ budgets. Staff will provide funding recommendations during the Mid-Year or FY 2013 proposed budget process. ENVIRONMENTAL REVIEW The action recommended is not a project for the purposes of the California Environmental Quality Act. Attachments: ·-a:Attachment A: Executive Summary (PDF) ·-b:Attachment B: Revised Preliminary Results (PDF) ·-c:Attachment C: 2002-2012 PEMHCA Premiums (PDF) ·-d:Attachment D: Results by Fund (PDF) 2 Packet Pg. 41 October 18, 2011 Page 5 of 5 (ID # 2180) Prepared By:Nancy Nagel, Senior Financial Analyst Department Head:Lalo Perez, Director City Manager Approval: ____________________________________ James Keene, City Manager 2 Packet Pg. 42 City of Palo Alto Retiree Healthcare Plan January 1, 2011 & June 30, 2011 Actuarial Valuations Executive Summary October 11, 2011 Bartel Associates, LLC 411 Borel Avenue, Suite 101 San Mateo, California 94402 Phone: 650-377-1600 Email: jbartel@bartel-associates.com 2.a Packet Pg. 43 -: A t t a c h m e n t A : E x e c u t i v e S u m m a r y ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) O:\Clients\City of Palo Alto\OPEB\2011 val\Reports\BA PaloAltoCi 11-10-11 OPEB 6-30-11 Valuation Executive Summary.doc 2.a Packet Pg. 44 -: A t t a c h m e n t A : E x e c u t i v e S u m m a r y ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) City of Palo Alto Retiree Healthcare Plan January 1, 2011 & June 30, 2011 Actuarial Valuations Executive Summary October 11, 2011 Governmental Accounting Standards Board Statement No. 45 (GASB 45), “Accounting and Financial Reporting by Employers for Postemployment Benefits Other Than Pensions” provides standards for the financial reporting of the City’s Retiree Healthcare Plan. The City implemented GASB 45 for the 2007/08 fiscal year. The January 1, 2011 actuarial valuation provides the financial reporting information for the City’s 2011/12 fiscal year and the June 30, 2011 actuarial valuation provides the financial reporting information for the City’s 2012/13 and 2013/14 fiscal years. VALUATION RESULTS Participants: The same participant data was used to prepare both the January 1, 2011 and June 30, 2011 actuarial valuations. A summary of this data as of June 30, 2011 is: Participants 6/30/11  Actives  Number 923  Average Age 44.7  Average City Service 10.8  Average PERS Service 13.7  Average Pay $86,007  Total Payroll (000’s) $79,384  Retirees  Number 860  Average Age 67.0  Average Retirement Age 55.5 Plan Assets: Assets must be set aside in a trust that cannot legally be used for any purpose other than to pay retiree healthcare benefits in order to be considered plan assets for GASB 45 purposes. The City's retiree healthcare plan is currently funded with the CalPERS Trust (CERBT). The City began prefunding the plan’s obligations during 2007/08. The City’s intention is to fund the full ARC each year. Investment gains and losses relative to the assumed net rate of return are spread over a 5- year period by using an Actuarial Value of Assets rather than the Market Value of Assets to determine the plan’s costs and funded status. This helps smooth any volatility in the Market Value of Assets and provides an element of stability for the plan expense and City contributions. The Actuarial Value of Assets is kept within a corridor of 80% to 120% of the Market Value to make sure it does not diverge significantly from the Market Value of Assets. The Market Value of Assets was $40,213,000 and the Actuarial Value of assets was $35,294,000 on January 1, 2011. The Market Value of Assets was $44,774,000 and the Actuarial Value of assets was $40,222,000 on June 30, 2011. The following table shows how the Market Value of Assets changed through 6/30/11 and is projected to change during 2011/12. 2.a Packet Pg. 45 -: A t t a c h m e n t A : E x e c u t i v e S u m m a r y ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) City of Palo Alto Retiree Healthcare Plan January 1, 2011 & June 30, 2011 Actuarial Valuations Executive Summary Page 2 October 11, 2011 Plan Assets (Amounts in 000’s) 2009 2010 1/1/11- 6/30/11 Projected 2011/12  Market Value at Beginning of Year $ 24,616 $ 32,042 $ 40,213 $ 44,774  Contributions 700 3,532 2,448 5,165  Benefit Payments - - - -  Administrative Expenses (23) (34) (41) -  Investment Earnings 6,749 4,674 2,155 3,246  Market Value at End of Year 32,042 40,213 44,774 53,185  Actuarial Value at End of Year 35,294 40,222 49,279  Annualized Investment Return  Market Value 26.9% 13.7% 5.3% 7.3%  Actuarial Value 11.6% 11.9% 7.0% 9.7% Funded Status: A plan’s funded status is measured by comparing the Actuarial Accrued Liability (see definitions and assumptions section below) with Plan Assets. A plan is considered funded when Plan Assets equal the Actuarial Accrued Liability. As the City’s retiree healthcare plan had not been funded prior to GASB 45 implementation in 2007/08, the City established a contribution policy that would fund benefits as earned for each future year and would fund the Unfunded Actuarial Accrued Liability over a 30-year period. GASB 45 requires the discount rate used to determine the present value of future benefit payments be based on the source of funds used to pay the benefits. This is the expected long-term net earnings rate on plan assets for funded plans and the expected long-term net earnings rate on an agency’s investment fund for unfunded plans. A 7.75% and 7.25% discount rate was used for the City’s January 1, 2011 and June 30, 2011 valuations, respectively, representing the long-term expected net return for the CERBT. See page 5 in the Definitions and Assumptions Section for a discussion of the discount rates used in the valuations. The plan was approximately 21% funded as of January 1, 2011, and 22% funded as of June 30, 2011: 1/1/11 Valuation 6/30/11 Valuation Funded Status (Amounts in 000’s) 7.75% Discount Rate 7.25% Discount Rate  Actuarial Accrued Liability (AAL)  Actives $ 51,179 $ 57,479  Retirees 118,800 122,444  Total 169,979 179,923  Actuarial Value of Plan Assets (AVA) 35,294 40,222  Unfunded AAL (UAAL) 134,685 139,701  Funded Percentage (AVA/AAL) 21% 22% Annual Required Contribution (ARC): The Annual Required Contribution is the Normal Cost plus an amortization payment toward the Unfunded Actuarial Accrued Liability. The Normal Cost is the value of benefits allocated to the current fiscal year for service worked during that year. The Unfunded Liability is 2.a Packet Pg. 46 -: A t t a c h m e n t A : E x e c u t i v e S u m m a r y ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) City of Palo Alto Retiree Healthcare Plan January 1, 2011 & June 30, 2011 Actuarial Valuations Executive Summary Page 3 October 11, 2011 amortized as a level percent of payroll over a period of 28 years as of June 30, 2011 (27 years remaining as of June 30, 2012). The City’s Annual Required Contributions for 2011/12, 2012/13 and 2013/14 are as follows: 7.75% 7.25% Annual Required Contribution (Amounts in 000’s) 2011/12 2012/13 2013/14  Normal Cost $ 4,937 $ 5,609 $ 5,791  Unfunded Liability Amortization 8,666 8,769 9,054  Annual Required Contribution 13,603 14,378 14,845  Estimated Payroll 80,664 83,285 85,992  ARC as a % of Payroll 16.9% 17.3% 17.3%  Amortization Period 28 Yrs 27 Yrs 26 Yrs Net OPEB Obligation (NOO): The City’s Net OPEB Obligation is the historical difference since GASB 45 implementation between actual contributions made and Annual Required Contributions. Benefits paid for current retirees directly from City assets are considered contributions. The Net OPEB Obligation would be zero for an agency that always contributed the Annual Required Contributions. An agency that contributed more than the ARC would have a Net OPEB Asset (NOA). Annual OPEB Cost (AOC): The Annual OPEB Cost is the plan’s fiscal year expense. It is equal to the Annual Required Contribution plus expected interest on the Net OPEB Obligation less an amortization of the Net OPEB Obligation. It is different from the Annual Required Contribution because the Annual Required Contribution may include a provision for amounts not yet funded that have been expensed in prior Annual OPEB Costs. The Annual OPEB Cost equals the Annual Required Contribution when the Net OPEB Obligation at the beginning of the year is zero. 7.75% 7.25% Annual OPEB Cost (Amounts in 000’s) 2011/12 2012/13 2013/14  Annual Required Contribution $ 13,603 $ 14,378 $ 14,845  Interest on Net OPEB Obligation (1,781) (1,687) (1,705)  Amortization of Net OPEB Obligation 1,483 1,451 1,498  Annual OPEB Cost 13,305 14,141 14,638  Amortization Period 28 Yrs 27 Yrs 26 Yrs The City’s expected Net OPEB Obligations for 2011/12, 2012/13 and 2013/14 are: 7.75% 7.25% Estimated Net OPEB Obligation (Amounts in 000’s) 2011/12 2012/13 2013/14  Net OPEB Obligation (Asset) at Begin. of Yr $ (22,977) $ (23,275) $ (23,511)  Annual OPEB Cost 13,305 14,141 14,638  Estimated Contributions 13,603 14,378 14,845  Net OPEB Obligation (Asset) at End of Yr (23,275) (23,511) (23,718) The City’s actual June 30, 2012, June 20, 2013 and June 30, 2014 Net OPEB Obligations will differ from those shown above because actual contributions may differ from those estimated. 2.a Packet Pg. 47 -: A t t a c h m e n t A : E x e c u t i v e S u m m a r y ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) City of Palo Alto Retiree Healthcare Plan January 1, 2011 & June 30, 2011 Actuarial Valuations Executive Summary Page 4 October 11, 2011 Projection: The following table shows the projected Net OPEB Obligation, Annual Required Contribution, Annual OPEB Contribution, and City Contribution (including benefit payments paid directly by the City) over the next 10 years. Full ARC Pre-Funding Projection 7.25% Discount Rate1 (Amounts in 000’s) Contribution Fiscal Year Ending Begin Year NOO ARC Annual OPEB Cost (AOC) Benefit Pmts Pre- Funding Total Contrib Payroll Contrib % of Payroll 2012 $(22,977) $13,603 $13,305 $8,438 $5,165 $13,603 $80,664 16.9% 2013 (23,275) 14,378 14,141 8,988 5,390 14,378 83,285 17.3% 2014 (23,511) 14,845 14,638 9,986 4,859 14,845 85,992 17.3% 2015 (23,718) 15,327 15,155 10,929 4,398 15,327 88,787 17.3% 2016 (23,891) 15,825 15,690 11,945 3,880 15,825 91,672 17.3% 2017 (24,026) 16,340 16,247 12,940 3,400 16,340 94,652 17.3% 2018 (24,119) 16,871 16,825 13,832 3,039 16,871 97,728 17.3% 2019 (24,165) 17,419 17,425 14,692 2,727 17,419 100,904 17.3% 2020 (24,159) 17,985 18,049 15,574 2,412 17,985 104,183 17.3% 2021 (24,095) 18,570 18,697 16,460 2,110 18,570 107,569 17.3% DEFINITIONS AND ASSUMPTIONS Present Value of Benefits: When an actuary prepares an actuarial valuation, he or she first gathers participant data (active employees, retirees, and beneficiaries) as of the valuation date. Using this data and appropriate actuarial assumptions, the actuary projects the future benefit payments. The actuarial assumptions estimate when employees will retire, terminate, die or become disabled, as well as salary increases, inflation, and net investment earnings. The expected future benefit payments are discounted back to the valuation date using the expected net investment return or discount rate. This discounted value is the Present Value of Benefits. It represents the funds the plan needs as of the valuation date to pay all expected future benefits if all assumptions are realized and no additional contributions are made by the City. The City’s January 1, 2011 and June 30, 2011 Present Value of Benefits were $204.3 million and $219.2 million, respectively. Actuarial Accrued Liability: The Actuarial Accrued Liability is the portion of the Present Value of Benefits that has been allocated to prior service through the valuation date. The City’s January 1, 2011 and June 30, 2011 Actuarial Accrued Liabilities were $170.0 million and $179.9 million, respectively Normal Cost: The Normal Cost is the portion of the Present Value of Benefits allocated to the current fiscal year. The plan’s Normal Costs for the 2011/12 and 2012/13 fiscal years are $4.9 million and $5.6 million, respectively. 1 Fiscal year ending 2012 based on prior valuation with 7.75% discount rate. 2.a Packet Pg. 48 -: A t t a c h m e n t A : E x e c u t i v e S u m m a r y ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) City of Palo Alto Retiree Healthcare Plan January 1, 2011 & June 30, 2011 Actuarial Valuations Executive Summary Page 5 October 11, 2011 Actuarial Cost Method: The actuarial cost method determines how benefits are allocated to each year of service. It has no effect on the Present Value of Benefits but has significant effect on the Actuarial Accrued Liability and Normal Cost. The City’s January 1, 2011 and June 30, 2011 retiree healthcare valuations were prepared using the Entry Age Normal cost method. Under the Entry Age Normal cost method, the Plan’s Normal Cost is developed as a level percent of payroll over the participants’ working lifetimes. Actuarial Assumptions: Under GASB 45, an actuary must follow current actuarial standards of practice. These standards generally call for the use of explicit assumptions which means that each individual assumption must represent the actuary's best estimate for that assumption. For the January 1, 2011 valuation, a discount rate of 7.75% was used, as required by CalPERS for plans funded in the CERBT. In March 2011, the CalPERS’ Board approved the following changes to the CERBT:  created 3 different asset allocation strategies, each with different expected returns and volatility,  revised the discount rate assumption from a mandated rate (7.75%) to provide agencies and their actuaries with the flexibility to select the discount rate (up to a maximum rate based on the selected asset allocation). For each investment option, CalPERS’ maximum discount rate is the median return2, with lower rates also being acceptable. The following table shows CERBT target asset allocation strategies and CalPERS maximum discount rates: Option 1 Option 2 Option 3  Asset Allocation  Global Equity 66.0% 50.1% 31.6%  Global Real Estate 8.0% 8.0% 8.0%  Commodities 3.0% 3.0% 3.0%  Inflation Linked Bonds 5.0% 15.0% 15.0%  U.S. Nominal Bonds 18.0% 23.9% 42.4%  Total 100.0% 100.0% 100.0%  Maximum Discount Rate 7.61% 7.06% 6.39% Bartel Associates recommends a lower discount rate than the maximum to build in some level of conservatism, so the assumption is expected to be realized (or exceeded) approximately 55% to 60% of the time. This results in the following discount rates: Option 1 Option 2 Option 3  ≈60% Realization 7.00% 6.50% 6.00%  ≈55% Realization 7.25% 6.75% 6.25% For the June 30, 2011 actuarial valuation, the City chose the Option 1 asset allocation strategy, and agreed that it would be prudent to build in a margin for conservatism when choosing a discount rate. The discount rate for the June 30, 2011 valuation is 7.25%, which represents an estimated 55% confidence level that actual future returns will be at least that high. The change in discount rate from 7.75% to 7.25% between 2 The median return represents the return at which ½ of the returns are expected to be higher and ½ lower. 2.a Packet Pg. 49 -: A t t a c h m e n t A : E x e c u t i v e S u m m a r y ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) City of Palo Alto Retiree Healthcare Plan January 1, 2011 & June 30, 2011 Actuarial Valuations Executive Summary Page 6 October 11, 2011 these two valuations results in a $10.6 million actuarial loss. The January 1, 2009 Milliman valuation used actual premiums for 2009, and then used a healthcare inflation rate of 6.5% from 2010-2014, 6.0% from 2015-2017, and 5.85% for each year thereafter. In the January 1, 2011 valuation, actual premiums were used for 2011 and 2012. The healthcare inflation rate for non- Medicare eligible participants starts at 9.0% (the increase in 2013 premiums over 2012 premiums) and grades down to 5% after 8 years. The healthcare inflation rate for Medicare eligible participants starts 0.4% higher and also grades down to 5% after 8 years. This change in medical trend leads to a $4.8 million increase in the Actuarial Accrued Liability. This is partially offset by a $3.9 million gain, because of the difference between actual 2011 and 2012 premiums and projected 2011 and 2012 premiums from the January 1, 2009 valuation. A 2% load was added in the January 1, 2011 valuation, to take into account that recent PEMHCA PPO premium increases are believed to be below per capita claims increases. This load results in a $3.4 million increase in the Actuarial Accrued Liability. Retirement, disability, termination, and mortality assumptions were changed from the CalPERS 97-02 Experience Study in the January 1, 2009 valuation to the CalPERS 97-07 Experience Study in the January 1, 2011 and June 30, 2011 valuations. This change results in a $7.9 million increase in the Actuarial Accrued Liability. Another key January 1, 2011 valuation assumption change is the assumed medical plan at retirement. We believe the 2009 valuation assumed each active participant remained in the same plan at retirement and Medicare eligibility (at age 65). The January 1, 2011 valuation assumes percentages, as shown below, based upon actual participation of current retirees, which differs substantially from the participation of current actives. This change increased the Actuarial Accrued Liability by approximately $7.7 million. Medical Plan at Retirement Miscellaneous Safety <65 65+ <65 65+ Blue Shield 35% 20% 35% 20% Kaiser 25% 25% 25% 25% PERS Choice 30% 20% 20% 20% PERSCare 10% 35% 10% 35% PORAC 0% 0% 10% 0% A final key assumption change between the January 1, 2009 valuation and the January 1, 2011 valuation is the Medicare eligibility rate. The 2011 valuation assumes 80% of Miscellaneous actives and 90% of Safety actives hired prior to 4/1/86 will be eligible for Medicare, and all actives hired after 4/1/86 will be eligible for Medicare. Similarly, 90% of current retirees under the age of 65 are assumed to be eligible for Medicare. These assumptions produce an approximate increase in the Actuarial Accrued Liability of $2.6 million. The City’s introduction of sharing of future premium cost increases for Management/Confidential, SEIU and UMPAPA for those retiring after April 1, 2011 has led to a $14.1 million decrease in the Actuarial Accrued Liability. The following table shows changes, actual and expected, from the January 1, 2009 valuation to the January 1, 2011 valuation and, subsequently to the June 30, 2011 valuation: 2.a Packet Pg. 50 -: A t t a c h m e n t A : E x e c u t i v e S u m m a r y ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) City of Palo Alto Retiree Healthcare Plan January 1, 2011 & June 30, 2011 Actuarial Valuations Executive Summary Page 7 October 11, 2011 Changes From January 1, 2009 Valuation to January 1, 2011 Valuation AAL (AVA) UAAL  Actual 1/1/09 $129,661 $(24,616) $105,045  Expected 6/30/11 150,971 (42,322) 108,649  Assumption Changes  Medical Trend 4,840 4,840  New CalPERS Decrements 7,916 7,916  Actuarial Load 3,421 3,421  Medical Plan at Retirement 7,740 7,740  Medicare Eligibility 2,625 2,625  Asset Smoothing 4,552 4,552  Contribution Loss (2,452) (2,452)  Plan Change – Cost Sharing (14,194) (14,194)  Experience (Gains)/Losses  Caps/Premiums < Expected (3,917) (3,917)  New Retirees 2,700 2,700  Demographic & Other 12,383 - 12,383  Total (Gain)/Loss 23,514 2,100 25,614  Projected 6/30/11 174,485 (40,222) 134,263 Changes From January 1, 2011 Valuation to June 30, 2011 Valuation AAL (AVA) UAAL  Actual 1/1/11 $169,979 $(35,294) $134,685  Projected 6/30/11 174,485 (40,222) 134,263  Expected 6/30/12 182,840 (49,279) 133,561  Assumption Changes  Discount Rate 10,613 10,613  Experience (Gains)/Losses  Demographic & Other (3,510) (3,510)  Total (Gain)/Loss 7,103 - 7,103  Projected 6/30/12 189,943 (49,279) 140,663 2.a Packet Pg. 51 -: A t t a c h m e n t A : E x e c u t i v e S u m m a r y ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) City of Palo Alto Retiree Healthcare Plan January 1, 2011 & June 30, 2011 Actuarial Valuations Executive Summary Page 8 October 11, 2011 RETIREE HEALTHCARE BENEFITS  Eligibility  Retire directly from the City under CalPERS (age 50 and 5 years of CalPERS service or disability)  Retiree Medical (Hired<1/1/043)  Retired < 1/1/074  Full employee premium and percentage of dependent premium (90% in 2011, 95% in 2012, 100% in 2013+)  Retired > 1/1/074  Same as above but premium limited to 2nd most expensive Basic medical plan in the Bay Area Region  For non-Safety – Mgmt/Conf, SEIU and UMPAPA Retired > 4/1/115, all premium increases starting 1/1/11 shared evenly between City and employee, up to 10%  Retiree Medical (Hired>1/1/046)  Vesting schedule (based on all CalPERS Service)7: Years of Service % < 10 0% 10 50% ↓ ↓ > 20 100%  Vesting applies to 100/90 formula amounts: 2011 2012 Single $ 542 $ 566 2-Party 1,030 1,074 Family 1,326 1,382  Police and Fire with 20 years City service – do not need to retire directly from City  For Mgmt/Conf, SEIU and UMPAPA Retired > 4/1/118, all premium increases starting in 1/1/11 shared evenly between City and employee, up to 10%  Dental, Vision & Life  None 3 1/1/05 for SEIU and 1/1/06 for PAPOA 4 1/1/08 for PAPOA 5 2/1/10 for SEIU 6 1/1/05 for SEIU and 1/1/06 for PAPOA 7 Minimum 5 years City Service. 100% vested for disability retirement 8 2/1/10 for SEIU 2.a Packet Pg. 52 -: A t t a c h m e n t A : E x e c u t i v e S u m m a r y ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) City of Palo Alto Retiree Healthcare Plan January 1, 2011 & June 30, 2011 Actuarial Valuations Executive Summary Page 9 October 11, 2011  Surviving Spouse Benefit  100% of retiree benefit continues to surviving spouse if retiree elects CalPERS survivor allowance  Benefit Changes from Prior Valuation  New Benefit Provision: cost sharing of future premium increases for Mgmt/Conf, SEIU and UMPAPA retiring after 4/1/2011 2.a Packet Pg. 53 -: A t t a c h m e n t A : E x e c u t i v e S u m m a r y ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) CITY OF PALO ALTO RETIREE HEALTHCARE PLAN January 1, 2011 and June 30, 2011 GASB 45 Actuarial Valuations Revised Preliminary Results Presented by John E. Bartel, President Prepared by Deanna Van Valer, Assistant Vice President & Actuary Adam Zimmerer, Actuarial Analyst Bartel Associates, LLC October 11, 2011 Agenda O:\Clients\City of Palo Alto\OPEB\2011 val\Reports\BA PaloAltoCi 11-10-11 OPEB 6-30-11 Revised Preliminary Val Results.doc Topic Page Benefit Summary 1 Participant Statistics 5 Actuarial Assumptions Highlights 9 Actuarial Methods 15 Assets 17 Results – January 1, 2011 Valuation 19 Results – June 30, 2011 Valuation 29 CERBT Investment Options 41 Bartel Associates GASB 45 Database 43 Other Issues 46 Exhibits 48 2.b Packet Pg. 54 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 1 BENEFIT SUMMARY  Eligibility  Retire directly from the City under CalPERS (age 50 and 5 years of CalPERS service or disability)  Medical Provider  CalPERS health plans (PEMHCA)  Non-Safety PEMHCA resolution provides only for PEMHCA minimum (additional benefits paid by City)  Retiree Medical (Hired<1/1/041)  Retired < 1/1/072  Full employee premium and percentage of dependent premium (90% in 2011, 95% in 2012, 100% in 2013+)  Retired > 1/1/072  Same as above but premium limited to 2nd most expensive Basic medical plan in the Bay Area Region  For non-Safety – Mgmt/Conf, SEIU and UMPAPA Retired > 4/1/113, all premium increases starting 1/1/11 shared evenly between City and employee, up to 10% 1 1/1/05 for SEIU and 1/1/06 for PAPOA 2 1/1/08 for PAPOA 3 2/1/10 for SEIU October 11, 2011 2 BENEFIT SUMMARY  Retiree Medical (Hired>1/1/044)  Vesting schedule (based on all CalPERS Service)5: Years of Service % < 10 0% 10 50% ↓ ↓ > 20 100%  Vesting applies to 100/90 formula amounts: 2011 2012 Single $ 542 $ 566 2-Party 1,030 1,074 Family 1,326 1,382  Police and Fire with 20 years City service – do not need to retire directly from City  For Mgmt/Conf, SEIU and UMPAPA Retired > 4/1/116, all premium increases starting in 1/1/11 shared evenly between City and employee, up to 10% 4 1/1/05 for SEIU and 1/1/06 for PAPOA 5 Minimum 5 years City Service. 100% vested for disability retirement 6 2/1/10 for SEIU 2.b Packet Pg. 55 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 3 BENEFIT SUMMARY  Dental, Vision & Life  None  Surviving Spouse Benefit  100% of retiree benefit continues to surviving spouse if retiree elects CalPERS survivor allowance  Benefit Changes from Prior Valuation  New Benefit Provision: cost sharing of future premium increases for Mgmt/Conf, SEIU and UMPAPA retiring after 4/1/2011  Pay-As-You- Go ($000s)  FY 2011/12 (Est) $8,142  FY 2010/11 $6,216  FY 2009/10 $5,519  FY 2008/09 $5,204  FY 2007/08 $4,646 October 11, 2011 4 BENEFIT SUMMARY  Implied Subsidy  Non-Medicare eligible retirees pay active rates instead of actual cost  Active employee premiums subsidize retiree cost Single Retiree Medical Cost 0 200 400 600 800 1,000 30 35 40 45 50 55 60 65 Age Mo n t h l y C o s t PremiumMale CostFemale Cost  GASB 45 includes active “implied subsidy” with retiree cost  Community rated plans not required to value implied subsidy  PEMHCA is a community rated plan for most employers  Valuation does not include an implied subsidy 2.b Packet Pg. 56 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 5 PARTICIPANT STATISTICS Participant Statistics June 30, 2011 7 1 retiree with missing birth date assumed to retire at average retirement age 8 Excludes 3 retirees with missing retirement date Miscellaneous Police Fire Total  Actives  Count 737 82 104 923  Average Age 45.7 38.2 43.4 44.7  Average City Service 10.4 10.8 14.0 10.8  Average PERS Service 13.8 11.4 15.0 13.7  Average Salary $78,762 $117,924 $112,185 $86,007  Total Salary (000’s) $58,047 $9,670 $11,667 $79,384  Retirees:  Count 659 87 114 860  Average Age7 67.5 63.0 67.2 67.0  Average Retirement Age8 57.2 47.9 52.1 55.5 October 11, 2011 6 PARTICIPANT STATISTICS Participant Statistics9 January 1, 2009 9 From 1/1/09 Milliman report Miscellaneous Police Fire Total  Actives  Count n/a n/a n/a 955  Average Age n/a n/a n/a 45.3  Average City Service n/a n/a n/a 11.2  Average Salary n/a n/a n/a $103,602  Total Salary (000’s) n/a n/a n/a $98,940  Retirees:  Count n/a n/a n/a 710  Average Age n/a n/a n/a 67.2  Average Retirement Age n/a n/a n/a n/a 2.b Packet Pg. 57 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 7 PARTICIPANT STATISTICS Medical Plan Participation Non-Waived Participants Retirees Medical Plan Actives < 65 ≥ 65 Total Blue Shield 44% 34% 21% 27% Blue Shield NetValue 0% 0% 0% 0% Kaiser 34% 25% 24% 25% PERS Choice 13% 21% 18% 19% PERSCare 0% 11% 36% 25% PORAC 9% 10% 1% 5% Total 100% 100% 100% 100% October 11, 2011 8 PARTICIPANT STATISTICS This page intentionally blank 2.b Packet Pg. 58 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 9 ACTUARIAL ASSUMPTIONS HIGHLIGHTS January 1, 2009 Valuation10 January 1, 2011 & June 30, 2011 Valuations  Valuation Date  January 1, 2009  Fiscal Years 2009/10 & 2010/11 ARCs (end of year)  January 1, 2011  Fiscal Year 2011/12 ARC (end of year)  June 30, 2011  Fiscal Years 2012/13 & 2013/14 ARCs (end of year)  Funding Policy  Full Pre-funding through CalPERS trust (CERBT)  Same  Discount Rate  7.75%  1/1/11 – 7.75%  6/30/11 – 7.25%  Payroll Increases  Aggregate Increases – 3.25%  Merit Increases – CalPERS 1997-2002 Experience Study  Aggregate Increases – 3.25%  Merit Increases – CalPERS 1997-2007 Experience Study 10 From 1/1/09 Milliman report October 11, 2011 10 ACTUARIAL ASSUMPTIONS HIGHLIGHTS January 1, 2009 Valuation10 January 1, 2011 & June 30, 2011 Valuations  Medical Trend Year Increase from Prior Year 2009 Premiums 2010 6.50% 2011 6.50% 2012 6.50% 2013 6.50% 2014 6.50% 2015 6.00% 2016 6.00% 2017 6.00% 2018+ 5.85% Increase from Prior Year Year Non-Medicare Medicare 2009 n/a 2010 n/a 2011 Premiums 2012 Premiums 2013 9.0% 9.4% 2014 8.5% 8.9% 2015 8.0% 8.3% 2016 7.5% 7.8% ↓ ↓ 2021+ 5.0% 5.0% 2.b Packet Pg. 59 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 11 ACTUARIAL ASSUMPTIONS HIGHLIGHTS January 1, 2009 Valuation10 January 1, 2011 & June 30, 2011 Valuations  Actuarial Load  n/a  2.0% load  PEMHCA PPO premium increases below per capita claims increases  Retirement, Mortality, Termination, Disability  CalPERS 1997-2002 Experience Study Misc Fire Police Benefit 2.7%@55 3%@50 3%@50  CalPERS 1997-2007 Experience Study Misc Fire Police Benefit 2.7%@55 3%@50 3%@50 2%@6011 ERA 57.5 54.5 54.0  Participation at Retirement  n/a  DOH < 1/1/04: 100%  DOH > 1/1/04: 95%  Employees with cost sharing: reduce above %’s by 5% 11 Applies to employees hired after July 17, 2010 October 11, 2011 12 ACTUARIAL ASSUMPTIONS HIGHLIGHTS January 1, 2009 Valuation10 January 1, 2011 & June 30, 2011 Valuations  Medical Plan at Retirement  n/a  Miscellaneous: <65 65+ Blue Shield 35% 20% Kaiser 25% 25% PERS Choice 30% 20% PERSCare 10% 35%  Safety: <65 65+ Blue Shield 35% 20% Kaiser 25% 25% PERS Choice 20% 20% PERSCare 10% 35% PORAC 10% 0% 2.b Packet Pg. 60 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 13 ACTUARIAL ASSUMPTIONS HIGHLIGHTS January 1, 2009 Valuation10 January 1, 2011 & June 30, 2011 Valuations  Medicare Eligible Rate  n/a  Actives hired < 4/1/86:  Miscellaneous – 80%  Safety – 90%  Actives hired > 4/1/86: 100%  Retirees < 65: 90%  Everyone eligible for Medicare will elect Part B coverage  Missing PERS Group  n/a  Retirees missing PERS group assumed to be Misc unless fund designates Police or Fire October 11, 2011 14 ACTUARIAL ASSUMPTIONS HIGHLIGHTS This page intentionally blank 2.b Packet Pg. 61 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 15 ACTUARIAL METHODS Method January 1, 2009 Valuation12 January 1, 2011 & June 30, 2011 Valuations  Cost Method  Entry Age Normal Level % of Pay  Same  Unfunded Liability Amortization  30 years open period  28 years (closed period) Fresh Start for total 6/30/2011 UAAL (27 years remaining on 6/30/12)  15 years (closed period) for future gains and losses  Maximum 30-year combined period 12 From 1/1/09 report by Milliman. October 11, 2011 16 ACTUARIAL METHODS Method January 1, 2009 Valuation12 January 1, 2011 & June 30, 2011 Valuations  Actuarial Value of Assets  Market Value of Assets  Investment gains and losses spread over a 5-year rolling period  Not less than 80% nor more than 120% of market value  Same as CalPERS, but shorter period  Implied Subsidy  Employer cost for allowing retirees to participate at active rates  Community rated plans are not required to value an implied subsidy if active rates are independent of number of retirees  PEMHCA is a community rated plan for most employers  Valuation does not include an implied subsidy 2.b Packet Pg. 62 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 17 ASSETS Market Value of Plan Assets (amounts in 000’s) 2009 2010 1/1/11- 6/30/11 Projected 2011/12  MVA (Beg. of Year) $ 24,616 $ 32,042 $ 40,213 $ 44,774  Contributions 700 3,532 2,448 5,165  Benefit Payments13 - - - -  Admin. Expenses (23) (34) (41) -  Investment Return 6,749 4,674 2,155 3,24614  MVA (End of Year) 32,042 40,213 44,774 53,185  Approx. Annual Return 26.9% 13.7% 5.3% 7.3% 13 Benefit Payments made outside of trust by City. Refer to Slide 3 for fiscal year amounts. 14 Investment return based on 7.25% net of expenses October 11, 2011 18 ASSETS Actuarial Value of Plan Assets (amounts in 000’s) 2009 2010 1/1/11- 6/30/11 Projected 2011/12  AVA (Beg. of Year) $ 24,616 $ 28,209 $ 35,294 $ 40,222  Contributions 700 3,532 2,448 5,165  Benefit Payments15 - - - -  Exp. Inv. Return 1,935 2,323 1,342 2,916  Exp. AVA (End of Year) 27,251 34,064 39,084 48,303  Preliminary AVA 28,209 35,294 40,222 49,279  Min AVA (80% MVA) 25,633 32,170 35,819 42,548  Max AVA (120% MVA) 38,450 48,255 53,729 63,822  AVA (End of Year) 28,209 35,294 40,222 49,279  Approx. Annual Return 11.6% 11.9% 7.0% 9.7% 15 Benefit Payments made outside of trust by City. Refer to Slide 3 for fiscal year amounts. 2.b Packet Pg. 63 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 19 RESULTS – JANUARY 1, 2011 VALUATION Funded Status – 7.75% Discount Rate (Amounts in 000’s) 1/1/0916 1/1/11 Projected 6/30/11  Present Value of Benefits  Actives $ 78,831 $ 85,476  Retirees 78,384 118,800  Total 157,215 204,276  Actuarial Accrued Liability  Actives 51,277 51,179  Retirees 78,384 118,800  Total 129,661 169,979 $ 174,485  Actuarial Value of Assets (AVA) 24,616 35,294 40,222  Unfunded AAL 105,045 134,685 134,263  Funded Ratio 19% 21%  Normal Cost 3,478 4,937  Pay-As-You-Go Cost 6,075 8,438 16 From 1/1/09 report by Milliman. October 11, 2011 20 RESULTS – JANUARY 1, 2011 VALUATION Actuarial Gain/Loss – 7.75% Discount Rate (000’s Omitted) AAL (AVA) UAAL  Actual 1/1/09 $129,661 $(24,616) $105,045  Expected 6/30/11 150,971 (42,322) 108,649  Assumption Changes  Medical Trend 4,840 4,840  New CalPERS Decrements 7,916 7,916  Actuarial Load 3,421 3,421  Medical Plan at Retirement 7,740 7,740  Medicare Eligibility 2,625 2,625  Asset Smoothing 4,552 4,552  Contribution Loss (2,452) (2,452)  Plan Change – Cost Sharing (14,194) (14,194)  Experience (Gains)/Losses  Caps/Premiums < Expected (3,917) (3,917)  New Retirees 2,700 2,700  Demographic & Other 12,383 - 12,383  Total (Gain)/Loss 23,514 2,100 25,614  Projected 6/30/11 174,485 (40,222) 134,263 2.b Packet Pg. 64 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 21 RESULTS – JANUARY 1, 2011 VALUATION Annual Required Contribution (ARC) – 7.75% Discount Rate (Amounts in 000’s) 1/1/09 Valuation 1/1/11 Valuation Annual Required Contribution 2009/10 2010/11 2011/12  ARC - $  Normal Cost $ 3,478 $ 3,591 $ 4,937  UAAL Amortization 6,308 6,757 8,666  Total 9,786 10,348 13,603  Projected Payroll 98,940 102,156 80,664  ARC - % Pay  Normal Cost 3.5% 3.5% 6.1%  UAAL Amortization 6.4% 6.6% 10.7%  Total 9.9% 10.1% 16.9% October 11, 2011 22 RESULTS – JANUARY 1, 2011 VALUATION Estimated Net OPEB Obligation (NOO) Illustration – 7.75% Discount Rate (Amounts in 000’s) Estimated Net OPEB Obligation (Asset) CAFR 2009/10 Estimate 2010/11 Estimate 2011/12  NOO at Beginning of Year $(26,352) $(23,242) $(22,977)  Annual OPEB Cost  Annual Required Contribution 9,786 10,349 13,603  Interest on NOO (2,042) (1,801) (1,781)  NOO Adjustment 2,585 2,213 1,483  Annual OPEB Cost 10,329 10,760 13,306  Contributions  Benefit Payments Outside Trust17 5,519 6,216 8,438  Trust Funding 1,70018 4,280 5,165  Total Contributions 7,219 10,496 13,603  NOO at End of Year (23,242) (22,977) (23,275) 17 Estimated cash payments shown for years after 2010/11. Actual cash payments should be used for OPEB footnote. 18 Shortly after year end, the City contributed another $1.832 million to the trust 2.b Packet Pg. 65 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 23 RESULTS – JANUARY 1, 2011 VALUATION Amortization Bases – 7.75% Discount Rate (000’s Omitted) 1/1/2009 Valuation 1/1/2011 Valuation 6/30/2009 6/30/2010 6/30/2011  Outstanding Balance  2009 UAAL $ 105,045 $ 106,878 $ n/a  2010 Gains & Losses - 2,567 n/a  2011 Fresh Start UAAL - - 134,263  Total 105,045 109,445 134,263 October 11, 2011 24 RESULTS – JANUARY 1, 2011 VALUATION Amortization Payments – 7.75% Discount Rate (000’s Omitted) 1/1/2009 Valuation 1/1/2011 Valuation 2009/10 2010/11 2011/12  Amortization Payment - $  2009 UAAL19 $ 6,308 $ 6,513 $ n/a  2010 Gains & Losses - 244 n/a  2011 Fresh Start UAAL20 - - 8,666  Total 6,308 6,757 8,666 19 Amortized over 30 years beginning 2009/10 20 Amortized over 28 years beginning 2011/12 2.b Packet Pg. 66 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 25 RESULTS – JANUARY 1, 2011 VALUATION Actuarial Obligations – 7.75% Discount Rate January 1, 2011 (Amounts in 000’s) Benefits < Age 65 Benefits > Age 65 Total  Present Value of Benefits  Actives $ 45,464 $ 40,013 $ 85,476  Retirees 37,577 81,223 118,800  Total 83,041 121,236 204,276  Actuarial Accrued Liability  Actives 26,106 25,074 51,179  Retirees 37,577 81,223 118,800  Total 63,683 106,297 169,979  Normal Cost 2,711 2,226 4,937 October 11, 2011 26 RESULTS – JANUARY 1, 2011 VALUATION This page intentionally blank 2.b Packet Pg. 67 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 27 RESULTS – JANUARY 1, 2011 VALUATION Actuarial Obligations – 7.75% Discount Rate January 1, 2011 (Amounts in 000’s) Misc Police Fire Total  Present Value of Benefits  Actives $ 54,725 $ 12,832 $ 17,919 $ 85,476  Retirees 86,109 14,722 17,969 118,800  Total 140,834 27,554 35,888 204,276  Actuarial Accrued Liability  Actives 33,204 6,496 11,479 51,179  Retirees 86,109 14,722 17,969 118,800  Total 119,313 21,218 29,448 169,979  Actuarial Value of Assets21 24,774 4,406 6,114 35,294  Unfunded AAL 94,539 16,812 23,334 134,685  Normal Cost 3,381 719 836 4,937  Pay-As-You-Go Cost 6,285 935 1,218 8,438 21 Allocated in proportion to the Actuarial Accrued Liability. October 11, 2011 28 RESULTS – JANUARY 1, 2011 VALUATION Annual Required Contribution (ARC) – 7.75% Discount Rate 2011/12 Fiscal Year (Amounts in 000’s) Misc Police Fire Total  ARC - $  Normal Cost $ 3,381 $ 719 $ 836 $ 4,937  UAAL Amortization22 6,072 1,087 1,507 8,666  ARC 9,453 1,807 2,344 13,603  Projected Payroll 58,983 9,826 11,855 80,664  ARC - %  Normal Cost 5.7% 7.3% 7.1% 6.1%  UAAL Amortization 10.3% 11.1% 12.7% 10.7%  ARC 16.0% 18.4% 19.8% 16.9% 22 Allocated in proportion to the Actuarial Accrued Liability. 2.b Packet Pg. 68 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 29 RESULTS – JUNE 30, 2011 VALUATION Actuarial Obligations (Amounts in 000’s) 1/1/11 Valuation 6/30/11 Valuation 1/1/11 Projected 6/30/11 6/30/11 Projected 6/30/12 7.75% 7.25%  Present Value of Benefits  Actives $ 85,476 $ 96,769  Retirees 118,800 122,444  Total 204,276 219,213  Actuarial Accrued Liability  Actives 51,179 57,479  Retirees 118,800 122,444  Total 169,979 $ 174,485 179,923 $ 189,943  Actuarial Value of Assets 35,294 40,222 40,222 49,279  Unfunded AAL 134,685 134,263 139,701 140,663  Funded Ratio 21% 22%  Normal Cost 4,937 5,609  Pay-As-You-Go Cost 8,438 9,986 October 11, 2011 30 RESULTS – JUNE 30, 2011 VALUATION Actuarial Gain/Loss (000’s Omitted) AAL (AVA) UAAL  Actual 1/1/11 $169,979 $(35,294) $134,685  Projected 6/30/11 174,485 (40,222) 134,263  Expected 6/30/12 182,840 (49,279) 133,561  Assumption Changes  Discount Rate 10,613 10,613  Experience (Gains)/Losses  Demographic & Other (3,510) (3,510)  Total (Gain)/Loss 7,103 - 7,103  Projected 6/30/12 189,943 (49,279) 140,663 2.b Packet Pg. 69 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 31 RESULTS – JUNE 30, 2011 VALUATION Annual Required Contribution (ARC) (Amounts in 000’s) 1/1/11 Valuation 6/30/11 Valuation Annual Required Contribution 2011/12 2012/13 2013/14 7.75% 7.25%  ARC - $  Normal Cost $ 4,937 $ 5,609 $ 5,791  UAAL Amortization 8,666 8,769 9,054  Total 13,603 14,378 14,845  Projected Payroll 80,664 83,285 85,992  ARC - %Pay  Normal Cost 6.1% 6.7% 6.7%  UAAL Amortization 10.7% 10.6%10.6%  Total 16.9% 17.3% 17.3% October 11, 2011 32 RESULTS – JUNE 30, 2011 VALUATION This page intentionally blank 2.b Packet Pg. 70 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 33 RESULTS – JUNE 30, 2011 VALUATION Amortization Bases (000’s Omitted) 1/1/2011 Valuation 6/30/2011 Valuation 6/30/2011 6/30/2012 6/30/2013 7.75% 7.25%  Outstanding Balance  2011 Fresh Start UAAL $ 134,263 $ 140,663 $ 142,093  Total 134,263 140,663 142,093 October 11, 2011 34 RESULTS – JUNE 30, 2011 VALUATION Amortization Payments (000’s Omitted) 1/1/2011 Valuation 6/30/2011 Valuation 2011/12 2012/13 2013/14 7.75% 7.25%  Amortization Payment - $  2011 Fresh Start UAAL23 $ 8,666 $ 8,769 $ 9,054  Total 8,666 8,769 9,054 23 Amortized over 28 years beginning 2011/12 2.b Packet Pg. 71 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 35 RESULTS – JUNE 30, 2011 VALUATION Estimated Net OPEB Obligation (NOO) Illustration (Amounts in 000’s) 1/1/11 Valuation 6/30/11 Valuation Estimated Net OPEB Obligation (Asset) Estimate 2011/12 Estimate 2012/13 Estimate 2013/14  NOO at Beginning of Year $(22,977) $(23,275) $(23,511)  Annual OPEB Cost  Annual Required Contribution 13,603 14,378 14,845  Interest on NOO (1,781) (1,687) (1,705)  NOO Adjustment 1,483 1,451 1,498  Annual OPEB Cost 13,305 14,141 14,638  Contributions  Benefit Payments Outside Trust24 8,438 8,988 9,986  Trust Funding 5,165 5,390 4,859  Total Contributions 13,603 14,378 14,845  NOO at End of Year (23,275) (23,511) (23,718) 24 Estimated cash payments shown for all years. Actual cash payments should be used for OPEB footnote. October 11, 2011 36 RESULTS – JUNE 30, 2011 VALUATION Estimated Full ARC Funding Projection – 7.25% Discount Rate25 (Amounts in 000’s) Contribution Fiscal Year End Begin Year NOO ARC Annual OPEB Cost (AOC) Benefit Pmts Pre- Funding Total Contrib Pay Contrib % of Payroll 2012 $(22,977) $13,603 $13,305 $8,438 $5,165 $13,603 $80,664 16.9% 2013 (23,275) 14,378 14,141 8,988 5,390 14,378 83,285 17.3% 2014 (23,511) 14,845 14,638 9,986 4,859 14,845 85,992 17.3% 2015 (23,718) 15,327 15,155 10,929 4,398 15,327 88,787 17.3% 2016 (23,891) 15,825 15,690 11,945 3,880 15,825 91,672 17.3% 2017 (24,026) 16,340 16,247 12,940 3,400 16,340 94,652 17.3% 2018 (24,119) 16,871 16,825 13,832 3,039 16,871 97,728 17.3% 2019 (24,165) 17,419 17,425 14,692 2,727 17,419 100,904 17.3% 2020 (24,159) 17,985 18,049 15,574 2,412 17,985 104,183 17.3% 2021 (24,095) 18,570 18,697 16,460 2,110 18,570 107,569 17.3% 25 Fiscal year ending 2012 based on prior valuation with 7.75% discount rate. 2.b Packet Pg. 72 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 37 RESULTS – JUNE 30, 2011 VALUATION Actuarial Obligations – 7.25% Discount Rate June 30, 2011 (Amounts in 000’s) Benefits < Age 65 Benefits > Age 65 Total  Present Value of Benefits  Actives $ 49,568 $ 47,201 $ 96,769  Retirees 36,082 86,361 122,444  Total 85,650 133,562 219,213  Actuarial Accrued Liability  Actives 28,139 29,340 57,479  Retirees 36,082 86,361 122,444  Total 64,221 115,701 179,923  Normal Cost 2,978 2,631 5,609 October 11, 2011 38 RESULTS – JUNE 30, 2011 VALUATION Actuarial Obligations – 7.25% Discount Rate June 30, 2011 (Amounts in 000’s) Misc Police Fire Total  Present Value of Benefits  Actives $ 61,777 $ 14,823 $ 20,168 $ 96,769  Retirees 88,563 15,240 18,641 122,444  Total 150,340 30,063 38,809 219,213  Actuarial Accrued Liability  Actives 37,268 7,445 12,766 57,479  Retirees 88,563 15,240 18,641 122,444  Total 125,831 22,685 31,407 179,923  Actuarial Value of Assets26 28,129 5,071 7,021 40,222  Unfunded AAL 97,702 17,614 24,386 139,701  Normal Cost 3,823 825 960 5,609  Pay-As-You-Go Cost 7,385 1,132 1,469 9,986 26 Allocated in proportion to the Actuarial Accrued Liability. 2.b Packet Pg. 73 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 39 RESULTS – JUNE 30, 2011 VALUATION Annual Required Contribution (ARC) – 7.25% Discount Rate 2012/13 Fiscal Year (Amounts in 000’s) Misc Police Fire Total  ARC - $  Normal Cost $ 3,823 $ 825 $ 960 $ 5,609  UAAL Amortization27 6,111 1,116 1,541 8,769  ARC 9,934 1,941 2,501 14,378  Projected Payroll 60,900 10,145 12,240 83,285  ARC - %  Normal Cost 6.3% 8.1% 7.8% 6.7%  UAAL Amortization 10.0% 11.0% 12.6% 10.5%  ARC 16.3% 19.1% 20.4% 17.3% 27 Allocated in proportion to the Actuarial Accrued Liability. October 11, 2011 40 RESULTS – JUNE 30, 2011 VALUATION This page intentionally blank 2.b Packet Pg. 74 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 41 CERBT INVESTMENT OPTIONS  Additional CERBT asset allocations and revised discount rate assumption  Agency selects one option effective July 1, 2011  Target asset allocations Asset Classifications Option 1 Option 2 Option 3 Global Equity 66.0% 50.1% 31.6% US Nominal Bonds 18.0% 23.9% 42.4% REIT's 8.0% 8.0% 8.0% U.S. Inflation Linked Bonds 5.0% 15.0% 15.0% Commodities 3.0% 3.0% 3.0% Total 100.0% 100.0% 100.0%  CalPERS reported expected returns (20 year period): Option 1 Option 2 Option 3 75% Confidence Limit28 5.80% 5.60% 5.25% 50% Confidence Limit 7.61% 7.06% 6.39% 25% Confidence Limit 9.43% 8.52% 7.47% Standard Deviation 11.73% 9.46% 7.27% 28 Confidence Limits – Actual Return will exceed the given rate with indicated probabilities, rates vary by year. October 11, 2011 42 CERBT INVESTMENT OPTIONS  CalPERS discount rate development:  1st 10 year expected returns – based on asset advisors 10 year projections  Significantly higher returns assumed after 10 years  based on long term historical returns  implies actuarial losses in 1st 10 years  achievable?  Requirement that discount rate cannot be greater than 50% confidence limit rate  Bartel Associates Recommendation: select rate at 55% or 60% confidence limit Option 1 Option 2 Option 3 55% Confidence Limit Discount Rate 7.25% 6.75% 6.25% Maximum Discount Rate 7.61% 7.06% 6.39% Margin for Adverse Deviation (0.36%) (0.31%) (0.14%) 60% Confidence Limit Discount Rate 7.00% 6.50% 6.00% Maximum Discount Rate 7.61% 7.06% 6.39% Margin for Adverse Deviation (0.61%) (0.56%) (0.39%) 2.b Packet Pg. 75 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 43 BARTEL ASSOCIATES GASB 45 DATABASE 50% of 90% of 100% ofresults results results are are arewithin within within this this thisrange range range 0th Percentile GASB 45 50th Percentile 100th Percentile Sample Percentile Graph Retiree Medical Benefits Comparison 95th Percentile 5th Percentile 75th Percentile 25th Percentile 0% 5% 10% 15% 20% 25% 30% 35% 40% 45% 50% 55% 60% Pe r c e n t o f P a y October 11, 2011 44 BARTEL ASSOCIATES GASB 45 DATABASE Miscellaneous NC ARC NC ARC 95th Percentile 11.7% 31.4% 11.9% 32.2% 75th Percentile 7.5% 19.4% 7.0% 20.5% 50th Percentile 3.6% 8.9% 2.9% 10.2% 25th Percentile 1.3% 3.3% 1.4% 3.6% 5th Percentile 0.6% 1.3% 0.7% 1.8% Percent of Pay 6.3% 16.3% 8.0% 19.9% Percentile 67% 67% 82% 73% Safety Discount Rate = 7.25%, Amortization Period = 27 Years GASB 45 Retiree Medical Benefits Comparison Normal Cost & Annual Required Contribution -10% 0% 10% 20% 30% 40% 50% 60% Pe r c e n t o f P a y 2.b Packet Pg. 76 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 45 BARTEL ASSOCIATES GASB 45 DATABASE 95th Percentile 251% 275% 75th Percentile 151% 166% 50th Percentile 74% 87% 25th Percentile 23% 28% 5th Percentile 8% 12% Percent of Pay 207% 242% Percentile 89% 92% Miscellaneous Safety Discount Rate = 7.25% GASB 45 Retiree Medical Benefits Comparison Actuarial Accrued Liability 0% 50% 100% 150% 200% 250% 300% 350% 400% 450% 500% Pe r c e n t o f P a y October 11, 2011 46 OTHER ISSUES  GASB Pension Accounting  Exposure Draft for pension accounting changes issued 7/8/2011:  Usually the last public document issued before issuing final statement  Similar views expected for OPEB  Comment deadline 9/30/11  Likely effective for 2013/14 fiscal year  Major issues:  Unfunded liability on balance sheet  Lower discount rate if funding less than ARC  Immediate recognition of:  Service & Interest Cost  Benefit changes  Inactive gains/losses & assumption changes  Deferred recognition of:  Active gains/losses & assumption changes, over (future working lifetime) closed period  Asset gains/losses, over 5 years  Entry age normal cost method  National Health Care Reform – Too early to know impact 2.b Packet Pg. 77 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 47 OTHER ISSUES  Timing:  Present preliminary results September 26, 2011  Present revised preliminary results October 11, 2011 October 11, 2011 48 EXHIBITS Topic Page Premiums E- 1 Data Summary E- 3 Actuarial Assumptions E-29 Definitions E-36 2.b Packet Pg. 78 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 E-1 PREMIUMS 2011 PEMHCA Monthly Premiums Bay Area Non-Medicare Eligible Medicare Eligible Medical Plan Single 2-Party Family Single 2-Party Family Blue Shield $675.51 $1,351.02 $1,756.33 $337.88 $675.76 $1,013.64 Blue Shield NetValue 581.24 1,162.48 1,511.22 337.88 675.76 1,013.64 Kaiser 568.99 1,137.98 1,479.37 282.30 564.60 846.90 PERS Choice 563.40 1,126.80 1,464.84 375.88 751.76 1,127.64 PERS Select 492.68 985.36 1,280.97 375.88 751.76 1,127.64 PERSCare 893.95 1,787.90 2,324.27 433.66 867.32 1,300.98 PORAC 527.00 987.00 1,254.00 418.00 833.00 1,331.00 October 11, 2011 E-2 PREMIUMS 2012 PEMHCA Monthly Premiums Bay Area Non-Medicare Eligible Medicare Eligible Medical Plan Single 2-Party Family Single 2-Party Family Blue Shield Access+ $711.10 $1,422.20 $1,848.86 $337.99 $675.98 $1,013.97 Blue Shield NetValue 611.59 1,223.18 1,590.13 337.99 675.98 1,013.97 Kaiser 610.44 1,220.88 1,587.14 277.81 555.62 833.43 PERS Choice 574.15 1,148.30 1,492.79 383.44 766.88 1,150.32 PERS Select 487.39 974.78 1,267.21 383.44 766.88 1,150.32 PERSCare 1,029.23 2,058.46 2,676.00 432.43 864.86 1,297.29 PORAC 556.00 1,041.00 1,323.00 418.00 833.00 1,331.00 2.b Packet Pg. 79 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 E-3 DATA SUMMARY Active Medical Coverage Bay Area Plans Medical Plan Single 2-Party Family Waived Total Blue Shield 90 68 210 - 368 Blue Shield NetValue 2 1 1 - 4 Kaiser 74 65 151 - 290 PERS Choice 22 39 47 - 108 PERSCare - - 1 - 1 PORAC 12 7 54 - 73 Waived - - - 79 79 Total 200 180 464 79 923 October 11, 2011 E-4 DATA SUMMARY Retiree Medical Coverage - Under Age 65 Plan Region Single 2-Party Family Total Bay Area 48 42 25 115 Los Angeles 1 - - 1 Northern CA - 1 1 2 Sacramento 4 3 1 8 Blue Shield Southern CA - 1 - 1 Bay Area 37 26 11 74 Northern CA 2 1 3 6 Out of State - 5 1 6 Sacramento 3 3 - 6 Kaiser Southern CA 2 1 1 4 Bay Area 22 19 7 48 Northern CA 3 2 - 5 Out of State 7 13 2 22 Sacramento 1 - - 1 PERS Choice Southern CA 2 - - 2 Bay Area 11 5 2 18 Northern CA 1 2 - 3 Out of State 13 2 - 15 Sacramento 2 - 1 3 PERSCare Southern CA 1 - - 1 PORAC 10 14 12 36 Total 170 140 67 377 2.b Packet Pg. 80 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 E-5 DATA SUMMARY Retiree Medical Coverage - Over Age 65 Plan Region Single 2-Party Family Total Bay Area 53 40 2 95 Northern CA - 2 - 2 Sacramento 1 - - 1 Blue Shield Southern CA 2 3 - 5 Blue Shield NetValue Southern CA 1 - - 1 Bay Area 44 42 6 92 Northern CA 2 2 - 4 Out of State 4 3 - 7 Sacramento 6 6 1 13 Kaiser Southern CA 1 - - 1 Bay Area 14 21 - 35 Los Angeles 1 - - 1 Northern CA 3 5 1 9 Out of State 12 17 2 31 Sacramento 1 3 - 4 PERS Choice Southern CA 4 1 - 5 Bay Area 47 34 - 81 Northern CA 9 7 - 16 Out of State 41 19 2 62 Sacramento 3 4 - 7 PERSCare Southern CA 5 3 - 8 PORAC 1 1 1 3 Total 255 213 15 483 October 11, 2011 E-6 DATA SUMMARY Medical Plan Participation Non-Waived Participants Retirees Medical Plan Actives < 65 ≥ 65 Total Blue Shield 44% 34% 21% 27% Blue Shield NetValue 0% 0% 0% 0% Kaiser 34% 25% 24% 25% PERS Choice 13% 21% 18% 19% PERSCare 0% 11% 36% 25% PORAC 9% 10% 1% 5% Total 100% 100% 100% 100% 2.b Packet Pg. 81 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 E-7 DATA SUMMARY Retiree Medical Coverage by Age Group Miscellaneous Age Single 2-Party Family Total Under 50 2 - 2 4 50-54 20 17 8 45 55-59 55 38 17 110 60-64 61 62 14 137 65-69 58 68 5 131 70-74 55 41 1 97 75-79 32 23 - 55 80-84 24 15 1 40 Over 85 28 12 - 40 Total 335 276 48 659 Average Age 68.7 67.4 59.5 67.5 October 11, 2011 E-8 DATA SUMMARY Retiree Age Distribution Miscellaneous 0 20 40 60 80 100 120 140 160 <50 50-54 55-59 60-64 65-69 70-74 75-79 80-84 ≥85 Age Nu m b e r 2.b Packet Pg. 82 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 E-9 DATA SUMMARY Retiree Medical Coverage by Age Group Police Age Single 2-Party Family Total Under 50 5 3 1 9 50-54 6 3 4 13 55-59 8 5 4 17 60-64 8 6 2 16 65-69 6 3 1 10 70-74 5 1 - 6 75-79 4 2 - 6 80-84 4 4 - 8 Over 85 2 - - 2 Total 48 27 12 87 Average Age 64.8 62.7 56.5 63.0 October 11, 2011 E-10 DATA SUMMARY Retiree Age Distribution Police 0 2 4 6 8 10 12 14 16 18 <50 50-54 55-59 60-64 65-69 70-74 75-79 80-84 ≥85 Age Nu m b e r 2.b Packet Pg. 83 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 E-11 DATA SUMMARY Retiree Medical Coverage by Age Group Fire Age Single 2-Party Family Total Under 50 1 1 3 5 50-54 1 2 10 13 55-59 5 2 4 11 60-64 7 8 3 18 65-69 4 8 2 14 70-74 11 16 - 27 75-79 5 8 - 13 80-84 4 4 - 8 Over 85 4 1 - 5 Total 42 50 22 114 Average Age 70.6 69.8 55.0 67.2 October 11, 2011 E-12 DATA SUMMARY Retiree Age Distribution Fire 0 5 10 15 20 25 30 <50 50-54 55-59 60-64 65-69 70-74 75-79 80-84 ≥85 Age Nu m b e r 2.b Packet Pg. 84 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 E-13 DATA SUMMARY Actives by Age and Service Miscellaneous City Service Age < 1 1-4 5-9 10-14 15-19 20-24 ≥ 25 Total < 25 1 2 1 - - - - 4 25-29 9 22 11 2 - - - 44 30-34 7 39 23 16 4 - - 89 35-39 6 25 25 23 3 - - 82 40-44 3 24 21 31 14 3 - 96 45-49 4 31 17 46 34 23 5 160 50-54 7 20 23 31 23 15 14 133 55-59 1 13 11 25 11 10 4 75 60-64 - 8 4 13 8 7 - 40 ≥ 65 - - 2 3 4 1 4 14 Total 38 184 138 190 101 59 27 737 October 11, 2011 E-14 DATA SUMMARY This page intentionally blank 2.b Packet Pg. 85 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 E-15 DATA SUMMARY Active Age Distribution Miscellaneous 0 20 40 60 80 100 120 140 160 180 <25 25-29 30-34 35-39 40-44 45-49 50-54 55-59 60-65 ≥65 Age Nu m b e r October 11, 2011 E-16 DATA SUMMARY Active Service Distribution Miscellaneous 0 50 100 150 200 250 0-4 5-9 10-14 15-19 20-24 >25 Service Nu m b e r 2.b Packet Pg. 86 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 E-17 DATA SUMMARY Actives by Age and Service Police City Service Age < 1 1-4 5-9 10-14 15-19 20-24 ≥ 25 Total < 25 - 2 - - - - - 2 25-29 1 6 2 - - - - 9 30-34 1 10 9 1 - - - 21 35-39 - 3 6 7 2 1 - 19 40-44 - - 3 1 4 1 - 9 45-49 - - 1 2 6 4 4 17 50-54 - 1 1 1 - 1 1 5 55-59 - - - - - - - - 60-64 - - - - - - - - ≥ 65 - - - - - - - - Total 2 22 22 12 12 7 5 82 October 11, 2011 E-18 DATA SUMMARY This page intentionally blank 2.b Packet Pg. 87 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 E-19 DATA SUMMARY Active Age Distribution Police 0 5 10 15 20 25 <25 25-29 30-34 35-39 40-44 45-49 50-54 55-59 60-65 ≥65 Age Nu m b e r October 11, 2011 E-20 DATA SUMMARY Active Service Distribution Police 0 5 10 15 20 25 30 0-4 5-9 10-14 15-19 20-24 >25 Service Nu m b e r 2.b Packet Pg. 88 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 E-21 DATA SUMMARY Actives by Age and Service Fire City Service Age < 1 1-4 5-9 10-14 15-19 20-24 ≥ 25 Total < 25 1 2 - - - - - 3 25-29 - 3 2 - - - - 5 30-34 2 3 4 - - - - 9 35-39 - 4 4 10 1 - - 19 40-44 - - 4 9 3 1 - 17 45-49 - 1 4 7 6 13 2 33 50-54 - - - 2 - 5 7 14 55-59 - - - 1 - - 1 2 60-64 - - - - - 1 1 2 ≥ 65 - - - - - - - - Total 3 13 18 29 10 20 11 104 October 11, 2011 E-22 DATA SUMMARY This page intentionally blank 2.b Packet Pg. 89 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 E-23 DATA SUMMARY Active Age Distribution Fire 0 5 10 15 20 25 <25 25-29 30-34 35-39 40-44 45-49 50-54 55-59 60-65 ≥65 Age Nu m b e r October 11, 2011 E-24 DATA SUMMARY Active Service Distribution Fire 0 5 10 15 20 25 30 0-4 5-9 10-14 15-19 20-24 >25 Service Nu m b e r 2.b Packet Pg. 90 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 E-25 DATA SUMMARY Actives by Age and Service Total City Service Age < 1 1-4 5-9 10-14 15-19 20-24 ≥ 25 Total < 25 2 6 1 - - - - 9 25-29 10 31 15 2 - - - 58 30-34 10 52 36 17 4 - - 119 35-39 6 32 35 40 6 1 - 120 40-44 3 24 28 41 21 5 - 122 45-49 4 32 22 55 46 40 11 210 50-54 7 21 24 34 23 21 22 152 55-59 1 13 11 26 11 10 5 77 60-64 - 8 4 13 8 8 1 42 ≥ 65 - - 2 3 4 1 4 14 Total 43 219 178 231 123 86 43 923 October 11, 2011 E-26 DATA SUMMARY This page intentionally blank 2.b Packet Pg. 91 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 E-27 DATA SUMMARY Active Age Distribution Total 0 50 100 150 200 250 <25 25-29 30-34 35-39 40-44 45-49 50-54 55-59 60-65 ≥65 Age Nu m b e r October 11, 2011 E-28 DATA SUMMARY Active Service Distribution Total 0 50 100 150 200 250 300 0-4 5-9 10-14 15-19 20-24 >25 Service Nu m b e r 2.b Packet Pg. 92 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 E-29 ACTUARIAL ASSUMPTIONS January 1, 2009 Valuation29 January 1, 2011 & June 30, 2011 Valuations  Valuation Date  January 1, 2009  Fiscal Years 2009/10 & 2010/11 ARCs (end of year)  January 1, 2011  Fiscal Year 2011/12 ARC (end of year)  June 30, 2011  Fiscal Years 2012/13 & 2013/14 ARCs (end of year)  Funding Policy  Full Pre-funding through CalPERS trust (CERBT)  Same  General Inflation  3.00%  Same  Discount Rate  7.75%  1/1/11 – 7.75%  6/30/11 – 7.25% 29 From 1/1/09 Milliman report October 11, 2011 E-30 ACTUARIAL ASSUMPTIONS January 1, 2009 Valuation29 January 1, 2011 & June 30, 2011 Valuations  Payroll Increases  Aggregate Increases – 3.25%  Merit Increases – CalPERS 1997-2002 Experience Study  Aggregate Increases – 3.25%  Merit Increases – CalPERS 1997-2007 Experience Study  Medical Trend Year Increase from Prior Year 2009 Premiums 2010 6.50% 2011 6.50% 2012 6.50% 2013 6.50% 2014 6.50% 2015 6.00% 2016 6.00% 2017 6.00% 2018+ 5.85% Increase from Prior Year Year Non-Medicare Medicare 2009 n/a 2010 n/a 2011 Premiums 2012 Premiums 2013 9.0% 9.4% 2014 8.5% 8.9% 2015 8.0% 8.3% 2016 7.5% 7.8% 2017 7.0% 7.2% 2018 6.5% 6.7% 2019 6.0% 6.1% 2020 5.5% 5.6% 2021+ 5.0% 5.0% 2.b Packet Pg. 93 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 E-31 ACTUARIAL ASSUMPTIONS January 1, 2009 Valuation29 January 1, 2011 & June 30, 2011 Valuations  Actuarial Load  n/a  2.0% load  PEMHCA PPO premium increases below per capita claims increases  Mortality, Termination, Disability  CalPERS 1997-2002 Experience Study  CalPERS 1997-2007 Experience Study  Retirement  CalPERS 1997-2002 Experience Study Misc Fire Police Benefit 2.7%@55 3%@50 3%@50  CalPERS 1997-2007 Experience Study Misc Fire Police Benefit 2.7%@55 3%@50 3%@50 2%@6030 ERA 57.5 54.5 54.0 30 Applies to employees hired after July 17, 2010 October 11, 2011 E-32 ACTUARIAL ASSUMPTIONS January 1, 2009 Valuation29 January 1, 2011 & June 30, 2011 Valuations  Participation at Retirement  n/a  Hired < 1/1/04: 100%  Hired > 1/1/04: 95%  Employees with cost sharing: reduce above %’s by 5%  Medical Plan at Retirement  n/a  Miscellaneous: <65 65+ Blue Shield 35% 20% Kaiser 25% 25% PERS Choice 30% 20% PERSCare 10% 35%  Safety: <65 65+ Blue Shield 35% 20% Kaiser 25% 25% PERS Choice 20% 20% PERSCare 10% 35% PORAC 10% 0% 2.b Packet Pg. 94 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 E-33 ACTUARIAL ASSUMPTIONS January 1, 2009 Valuation29 January 1, 2011 & June 30, 2011 Valuations  Medicare Eligible Rate  n/a  Actives hired < 4/1/86:  Miscellaneous – 80%  Safety – 90%  Actives hired > 4/1/86: 100%  Retirees < 65: 90%  Everyone eligible for Medicare will elect Part B coverage  Spousal Coverage at Retirement  Actives: 60%  Retirees: based on current elections  Currently covered: based on current elections  Currently waived: 80%  Family Coverage at Retirement  Actives: 18% until age 65  Retirees: based on current elections until age 65  Actives  Misc : 10% until age 65  Safety : 20% until age 65  Retirees: based on current elections until age 65 October 11, 2011 E-34 ACTUARIAL ASSUMPTIONS January 1, 2009 Valuation29 January 1, 2011 & June 30, 2011 Valuations  Missing PERS Group  n/a  Retirees missing PERS group assumed to be Misc unless fund designates Police or Fire  Missing Bargaining Unit  n/a  Retirees missing bargaining unit assumed to be SEIU unless fund designates Police (PAPOA) or Fire (IAFF)  Missing Department  n/a  Retirees missing department assumed to be 80% GF, 10% Elec, and 10% WWT  Missing Fund  n/a  People assumed to be 80% GF from above assumption placed in “Unknown” Fund  Surviving Spouse Participation  n/a  100% 2.b Packet Pg. 95 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 E-35 ACTUARIAL ASSUMPTIONS January 1, 2009 Valuation29 January 1, 2011 & June 30, 2011 Valuations  Spouse Age  Actives – Males 3 years older than females  Retirees – Males 3 years older than females if spouse birth date not available  Same  Future New Participants  None – Closed Group  Same October 11, 2011 E-36 DEFINITIONS  GASB 45 Accrual Accounting  Project future employer-provided benefit cash flows for current active employees and current retirees  Discount projected cash flow to valuation date using discount rate (assumed return on assets used to pay benefits) and other actuarial assumptions to determine present value of projected future benefits (PVB)  Allocate PVB to past, current, and future periods using the actuarial cost method  Actuarial cost method used for this valuation is the Entry Age Normal Cost method which determines Normal Cost as a level percentage of payroll (same method used by CalPERS)  Normal Cost is amount allocated to current fiscal year  Actuarial Accrued Liability (AAL) is amount allocated to prior service with employer  Unfunded AAL (UAAL) is AAL less plan assets pre-funded in a segregated and restricted trust  PayGo Cost  Cash subsidy is the pay-as-you-go employer benefit payments for retirees  Implied subsidy is the difference between the actual cost of retiree benefits and retiree premiums subsidized by active employee premiums 2.b Packet Pg. 96 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) October 11, 2011 E-37 DEFINITIONS Present Value of Benefits Present Value of Benefits (With Plan Assets) Unfunded Actuarial Accrued Future Normal Costs Normal Cost Assets Present Value of Benefits (Without Plan Assets) Unfunded Actuarial Accrued Liability Future Normal Costs Normal Cost October 11, 2011 E-38 DEFINITIONS  Annual Required Contribution (ARC)  “Required contribution” for the current period including:  Normal Cost  Amortization of: - Initial UAAL - AAL for plan, assumption, and method changes - Experience gains/losses (difference between expected and actual) - Contribution gains/losses (difference between ARC and contributions)  ARC in excess of pay-as-you-go costs not required to be funded  Net OPEB Obligation (NOO)  Net OPEB Obligation is the accumulated amounts expensed but not funded  Net OPEB Asset if amounts funded exceed those expensed  Annual OPEB Cost (AOC)  Expense for the current period including:  ARC  Interest on NOO  Adjustment of NOO  NOO adjustment prevents double counting of expense since ARCs include an amortization of prior contribution gains/losses previously expensed 2.b Packet Pg. 97 -: A t t a c h m e n t B : R e v i s e d P r e l i m i n a r y R e s u l t s ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y ) Blue Shield 23.35% 17.95% 23.71% 9.11%13.80%10.06% 5.19% 2.99% 17.01% 5.27% 12.62% Blue Shield NetValue 3.61% 0.98% 16.17% 5.22% 6.34% Kaiser 23.33% 17.83% 16.13% 9.78%10.73%9.16% 7.99% 4.77% 6.84% 7.28% 11.25% PERS Choice 18.88% 18.04% 5.82% 9.43%12.50%6.00% 0.00% 5.44% 10.74% 1.91% 8.71% PERS Select -3.00% 4.80% 3.74% -1.07% 1.06% PERSCare 22.05% -0.59% 13.80% 9.76%13.09%-2.56% 0.00% 15.78% 2.97% 15.13% 8.65% WHA 15.00% 34.23% 15.00% 9.80%11.80%16.86% PORAC 21.25% 9.91% 1.65% 0.00%9.97%2.99% 6.99% 0.00% 8.88% 5.50% 6.55% Blue Shield 4.00% 17.95% -10.06% -0.45% 11.33% 7.05% 0.00% -12.27% 12.80% 0.03% 2.62% Blue Shield NetValue 0.00% -1.68% 12.80% 0.03% 2.63% Kaiser 55.60% 31.90% -11.19% -10.13% 32.52% -5.63% 2.49% 6.50% -5.38% -1.59% 7.61% Kaiser/OOS 13.21% 36.39% 8.96% -19.53% 29.43% 9.89% 6.75% 0.16% 11.11% 3.40% 8.99% PERS Choice 5.08% -1.40% -8.53% 15.18% 6.12% 2.15% 0.00% 2.00% 5.56% 2.01% 2.66% PERS Select 0.00% 2.00% 5.56% 2.01% 2.37% PERSCare 5.92% -1.16% -13.91% 20.01% 7.05% 8.86% 0.00% 1.48% 5.62% -0.28% 3.02% PORAC 21.30% 5.42% 0.00% 0.00% 0.00% -9.33% 7.03% 10.00% 15.15% 0.00% 4.63% WHA 12.08% 55.09% 0.00% -1.00% 7.00% 12.99% Medicare - All Regions Percent Change Percent Change Percent Change Percent Change Percent Change Percent Change Percent Change Percent Change Percent Change 2011-12 Percent Change Bay Area CalPERS 2002-2012 Health Premiums - Regional 2003-04 Percent Change 2004-05 Percent Change Average per year increase Medicare Percent Change 2009-10 Percent Change 2010-11 Percent Change 2007-08 Percent Change 2008-09 Percent Change 2005-06 Percent Change 2006-07 Percent Change Basic 2002-03 Percent Change 2. c Pa c k e t P g . 9 8 -: Attachment C: 2002-2012 PEMHCA Premiums (2180 : Retiree Medical Study) October 12, 2011 1 RESULTS BY FUND Actuarial Accrued Liability (AAL) (Amounts in 000’s) January 1, 2009 January 1, 2011 June 30, 2011 7.75% 7.75% 7.25%  CIP $ 1,564 $ 2,409 $ 2,572  Elec1,2 13,214 16,325 17,225  Gas1 4,589 6,227 6,668  GF3 91,488 118,946 125,564  ISF - Technology 2,226 2,079 2,257  ISF - Vehicle 1,225 1,411 1,510  Refuse 3,063 4,931 5,256  Storm Drain 494 1,478 1,565  Water1 4,673 5,189 5,539  WWC1 2,013 2,103 2,313  WWT 5,112 8,881 9,454  Total 129,661 169,979 179,923 1 Assets for Fiber Optics Fund appropriated to Elec due to no Fiber Optics employees in data 2 AAL for UTL employees allocated to Elec, Gas, Water, and WWC in proportion to each Fund’s AAL 3 Assets for Printing & Mailing Fund appropriated to GF due to no Printing & Mailing employees in data October 12, 2011 2 RESULTS BY FUND Annual Required Contribution (ARC) (Amounts in 000’s) 1/1/09 Valuation 1/1/11 Valuation 6/30/11 Valuation Annual Required Contribution 2009/10 2011/12 2012/13 2013/14 7.75% 7.75% 7.25%  CIP $ 142 $ 220 $ 237 $ 245  Elec1,2 953 1,164 1,235 1,275  Gas1 344 390 515 532  GF3 6825 9,510 10,018 10,344  ISF - Technology 214 229 245 253  ISF - Vehicle 95 126 132 136  Refuse 245 402 420 434  Storm Drain 36 112 118 121  Water1 386 428 464 479  WWC1 169 200 223 230  WWT 377 730 771 796  Total 9,786 13,603 14,378 14,845 2.d Packet Pg. 99 -: A t t a c h m e n t D : R e s u l t s b y F u n d ( 2 1 8 0 : R e t i r e e M e d i c a l S t u d y )