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HomeMy WebLinkAboutStaff Report 7308 City of Palo Alto (ID # 7308) City Council Staff Report Report Type: Informational Report Meeting Date: 12/12/2016 City of Palo Alto Page 1 Summary Title: CalPERS Pension 2016 Title: Transmittal of the CalPERS City of Palo Alto Pension Plan Annual Valuation Reports as of June 30, 2015 From: City Manager Lead Department: Administrative Services Recommendation This in an informational item and no Council action is necessary. Background 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 actuary reports are used to calculate the annual required contribution to the trust for the pension obligations. In addition, there updates on the rate of return, funding status, changes to the trust based on various impacts 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) for safety employees (fire and police); and 2) for miscellaneous employees (all other non-safety personnel such as field personnel, administrative support and managers). This annual report provides updated actuarial information for both pension plans as of June 30, 2015. Pursuant to CalPERS rules, City employees vest in the pension program after 5 years of service and, over time, the City has offered different pension payout formulas. Fire (safety) employees hired up to June 7, 2012 are Tier 1 with a retirement formula of 3 percent for each year worked and eligibility starts at 50 years of age (3%@50). Fire employees hired after this date are Tier 2 and receive 3%@55. Police (safety) employees hired up to December 6, 2012 are Tier 1 with a retirement formula of 3 percent for each year worked and eligibility starts at 50 years of age (3%@50). Police employees hired after this date receive Tier 2, 3%@55. The majority of current miscellaneous employees are in Tier 1 and the formula is 2.7 percent per year worked with eligibility starting at the age of 55 (2.7%@55). Effective July 16, 2010 the City changed the City of Palo Alto Page 2 formula for new employees to Tier 2 and 2 percent per year with eligibility starting at the age of 60 (2%@60). The California Public Employees’ Pension Reform Act of 2013 (PEPRA) mandated a third tier pension formula of 2%@62 for Miscellaneous and 2.7%@57 for Safety, effective January 1, 2013. This change provides the lower benefit for those hired and who are new to CalPERS on or after January 1, 2013. As a result of the new formulas, which lower the pension benefit for newer employees, the City will experience small savings for employees in the 2017 pension rates just received. This is due to the increasing number of employees in Tiers 2 and 3. In addition to the lower pension formula for Tier 3, there is a pension compensation limit of $140,424 for calendar year 2015 for all employees in this tier. The breakdown of employees in each tier, as of March 2016, is shown in the table below: Tier 1 Tier 2 Tier 3 Miscellaneous 65% 15% 20% Safety 82% 7% 11% Discussion CalPERS prepares an annual actuarial analysis to determine the City’s pension liability and annual required contribution for the two trusts. The actuarial is based on current employees’ accrued benefit and former employees that are vested but have yet to retire and retired employees as of June 30, 2015. The CalPERS actuarial analysis by practice is completed two years in arrears. The rates outlined below are based on an estimated 0.6 percent investment return in Fiscal Year 2016 and an assumed 7.5 percent investment return every fiscal year thereafter. Please note the rate of return for June 30, 2014 was 2.4%, which was also below the target level. City of Palo Alto Page 3 The chart below reflects the rates paid for Fiscal Year 2016 and the projected rates for Fiscal Year 2017. PERS Projected Rates Current Next Year Year to Payment Payment Year FY16 FY17 Change Miscellaneous1 27.694% 28.89% 1.196% Safety2 41.932% 45.426% 3.494% The chart below reflects the CalPERS projected rates for FY18 - FY22. PERS Projected Rates Projected Projected Year to Projected Year to Projected Year to Projected Year to Payment Payment Year Payment Year Payment Year Payment Year FY18 FY19 Change FY20 Change FY21 Change FY22 Change Miscellaneous1 31.0% 33.1% 2.1% 35.2% 2.1% 35.9% 0.7% 36.4% 0.5% Safety2 49.69% 52.1% 2.41% 55.5% 3.4% 56.4% 0.90% 57.3% 0.9% 1 The employee share of pension costs for Miscellaneous employees in Tier 1 are 8 percent, Tier 2 are 7 percent and Tier 3 are 6.25 percent. Safety employees in Tiers 1 and 2 are 9 percent and Tier 3 are 11.25 percent. 2 The employee share of pension costs for Safety employees is 9% or 11.25% also depending on the tier. City of Palo Alto Page 4 *(MVA) - Based on a point in time (June 30, 2015 in this case) comparison between the Market Value of Assets and the Actuarial Liability. Discount Rate Sensitivity Another change is the inclusion of an Analysis of Discount Rate Sensitivity. This has also been an area of discussion among the member agencies and associated governing boards. This is the language from page 21 of the CalPERS actuarial report (Attachment A and B). “The following analysis looks at the FY18 total normal cost rates and liabilities under two different discount rate scenarios. Shown below are the total normal cost rates assuming discount rates that are 1% lower and 1% higher than the current valuation discount rate. This analysis gives an indication of the potential plan impacts if the Public Employees Retirement Fund were to realize investment returns of 6.50% or 8.50% over the long-term. This type of analysis gives the reader a sense of the long-term risk of the employer contribution rates”. The pension liability and current funding for safety and miscellaneous employees is shown here: FY17 FY18 Difference Safety 1 Present Value of Projected Benefits $426,369,163 $433,980,861 $7,611,698 2% 2 Entry Age Normal Accrued Liability $367,478,634 $377,934,524 $10,455,890 3% 3 Market Value of Assets (MVA)* $264,145,000 $259,169,591 $(4,975,409) 2% 4 Unfunded Accrued Liability (UAL) $103,333,634 $ 118,764,933 $15,431,299 13% 5 Funded Ratio [(5)/(4e)] 71.9% 68.6% -3.3% Miscellaneous 1 Present Value of Projected Benefits $756,332,825 $788,241,494 $31,908,669 4% 2 Entry Age Normal Accrued Liability $666,978,627 $696,699,220 $ 29,720,593 4% 3 Market Value of Assets (MVA)* $475,566,994 $477,031,099 $ 1,464,105 0% 4 Unfunded Accrued Liability (UAL) $191,411,633 $219,668,121 $28,256,488 13% 5 Funded Ratio 71.3% 68.5% 2.8% Total Employer Contribution Miscellaneous $21,404,510 $23,616,949 $2,212,439 9% Safety $10,560,036 $11,503,389 $ 943,353 8% Total $31,964,546 $35,120,338 $3,155,792 9% City of Palo Alto Page 5 Sensitivity Analysis for Safety As of June 30, 2015 6.50% Discount Rate (-1%) 7.50% Discount Rate (assumed rate) 8.50% Discount Rate (+1%) Total Normal Cost 35.207% 28.029% 22.530% Accrued Liability $425,987,913 $377,934,524 $338,195,457 Unfunded Accrued Liability $166,818,322 $118,764,933 $ 79,025,866 Sensitivity Analysis for Miscellaneous As of June 30, 2015 6.50% Discount Rate (-1%) 7.50% Discount Rate (assumed rate) 8.50% Discount Rate (+1%) Total Normal Cost 21.982% 17.623% 14.305% Accrued Liability $785,681,736 $696,699,220 $622,745,835 Unfunded Accrued Liability $308,650,637 $219,668,121 $145,714,736 Council Direction The City Council has made addressing the unfunded pension liabilities a priority and has asked staff to develop a funding plan addressing the issues. Staff hired Bartel & Associate to assist in the process and has set aside $2.1 million in the General Fund to establish a Section 115 Trust to offset some of the unfunded pension obligations. Staff will present the establishment of the trust to the Council in the coming months and later as part of the FY18 proposed budget additional ongoing funding options for the General Fund and the other funds. Financial Impacts Staff will include the required and projected pension contribution rates in the development of the FY18 Proposed budget. The two actuarial reports are attached for further details. The annual required payments to CalPERS will be going up due to the lower than expected investment returns earned by the trust. In the most recent labor agreements the City has negotiated employee contributions to the employer annual contribution which will help offset some of the increases. Attachments:  Attachment A: CalPERS Misc Actuarial Valuation June 2015 (PDF)  Attachment B: CalPERS Safety Actuarial Valuation June 2015 (PDF) 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 August 2016 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO (CalPERS ID: 6373437857) Annual Valuation Report as of June 30, 2015 Dear Employer, As an attachment to this letter, you will find a copy of the June 30, 2015 actuarial valuation report of your pension plan. Your 2015 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, 2016. Future Contributions The exhibit below displays the minimum employer contributions for Fiscal Year 2017-18 and projected contributions for Fiscal Year 2018-19, before any cost sharing. The projected contributions for Fiscal Year 2018-19 are based on the most recent information available, including an estimate of the investment return for Fiscal Year 2015-16, namely 0.0 percent. For a projection of employer contributions beyond Fiscal Year 2018-19, please refer to the “Projected Employer Contributions” in the “Highlights and Executive Summary” section. This 5-year projection of future employer contributions supersedes any previous projections we have provided. The “Risk Analysis” section of the valuation report also contains estimated employer contributions in future years under a variety of investment return scenarios. Fiscal Year Employer Normal Cost Rate Employer Payment of Unfunded Liability Employee PEPRA Rate 2017-18 10.039% $15,765,273 6.25% 2018-19 (projected) 10.0% $18,464,881 N/A Member contributions other than cost sharing (whether paid by the employer or the employee) are in addition to the above. The employer contributions in this report do not reflect any cost sharing arrangement you may have with your employees. The estimates for Fiscal Year 2018-19 also assume that there are no future contract amendments and no liability gains or losses (such as larger than expected pay increases, more retirements than expected, etc.). This is a very important assumption because these gains and losses do occur and can have a significant impact on required contributions. These gains and losses cannot be predicted in advance so the projected employer contributions are just estimates. The actual required employer contributions for Fiscal Year 2018-19 will be provided in next year’s report. MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO (CalPERS ID: 6373437857) Annual Valuation Report as of June 30, 2015 Page 2 Changes since the Prior Year’s Valuation Beginning with Fiscal Year 2017-18 CalPERS will collect employer contributions toward the plan’s unfunded liability as dollar amounts instead of the prior method of a contribution rate. This change will address 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. Although employers will be invoiced at the beginning of the fiscal year for their unfunded liability payment the plan’s normal cost contribution will continue to be collected as a percentage of payroll. The CalPERS Board of Administration adopted a Risk Mitigation Policy which is designed to reduce funding risk over time. The policy establishes a mechanism whereby CalPERS investment performance that significantly outperforms the discount rate triggers adjustments to the discount rate, expected investment return and strategic asset allocation targets. A minimum excess investment return of 4% above the existing discount rate is necessary to cause a funding risk mitigation event. The policy has no impact on the current year valuation results but is expected to have an impact in future years. 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, ALAN MILLIGAN Chief Actuary ACTUARIAL VALUATION as of June 30, 2015 for the MISCELLANEOUS PLAN of the CITY OF PALO ALTO (CalPERS ID: 6373437857) (Rate Plan ID: 8) REQUIRED CONTRIBUTIONS FOR FISCAL YEAR July 1, 2017 – June 30, 2018 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 06/30/14 - 06/30/15 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 A1 Actuarial Methods A1 – A2 Actuarial Assumptions A3 – A21 Miscellaneous A21 APPENDIX B – PRINCIPAL PLAN PROVISIONS B1 – B10 APPENDIX C – PARTICIPANT DATA Summary of Valuation Data C1 Active Members C2 Transferred and Terminated Members C3 Retired Members and Beneficiaries C4 – C5 APPENDIX D – DEVELOPMENT OF PEPRA MEMBER CONTRIBUTION RATE D1 APPENDIX E – GLOSSARY OF ACTUARIAL TERMS E1 – E2 (CY) FIN PROCESS CONTROL ID: 480029 (PY) FIN PROCESS CONTROL ID: 463712 REPORT ID: 95691 CALPERS ACTUARIAL VALUATION - June 30, 2015 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, 2015 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, who is 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 opinion 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, 2015 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 3 Introduction This report presents the results of the June 30, 2015 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 2017-18. The CalPERS Board of Administration adopted a Risk Mitigation Policy which is designed to reduce funding risk over time. The policy establishes a mechanism whereby CalPERS investment performance that significantly outperforms the discount rate triggers adjustments to the discount rate, expected investment return and strategic asset allocation targets. A minimum excess investment return of 4% above the existing discount rate is necessary to cause a funding risk mitigation event. The Risk Mitigation Policy does not have an impact on the current year actuarial valuation. More details on the Risk Mitigation Policy can be found on our website. Purpose of the Report The actuarial valuation was prepared by the CalPERS Actuarial Office using data as of June 30, 2015. The purpose of the report is to:  Set forth the assets and accrued liabilities of this plan as of June 30, 2015;  Determine the required employer contributions for the fiscal year July 1, 2017 through June 30, 2018;  Provide actuarial information as of June 30, 2015 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 use of this report for any other purposes may be inappropriate. In particular, this report does not contain information applicable to alternative benefit costs. The employer should contact their actuary before disseminating any portion of this report for any reason that is not explicitly described above. 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 a 1 percent plus or minus change in the discount rate. CALPERS ACTUARIAL VALUATION - June 30, 2015 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 4 Required Contributions Fiscal Year Required Employer Contribution 2017-18 Employer Normal Cost Rate 10.039% Plus Either 1) Monthly Employer Dollar UAL Payment $ 1,313,773 Or 2) Annual UAL Prepayment Option $ 15,205,379 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 2016-17 2017-18 Normal Cost Contribution as a Percentage of Payroll Total Normal Cost 18.014% 17.623% Employee Contribution1 7.680% 7.584% Employer Normal Cost 10.334% 10.039% Projected Annual Payroll for Contribution Year $ 74,090,105 $ 78,211,742 Estimated Employer Contributions Based On Projected Payroll Total Normal Cost $ 13,346,592 $ 13,783,255 Employee Contribution1 5,690,120 5,931,579 Employer Normal Cost 7,656,472 7,851,676 Unfunded Liability Contribution 13,748,038 15,765,273 Estimated Total Employer Contribution2 $ 21,404,510 $ 23,616,949 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. 2 As a percentage of projected payroll the UAL contribution for Fiscal Year 2017-18 is 20.157 percent for an estimated total employer contribution rate of 30.196 percent. As determined in the June 30, 2014 valuation, the Fiscal Year 2016-17 UAL contribution is 18.556 percent for a total employer contribution rate of 28.890 percent. CALPERS ACTUARIAL VALUATION - June 30, 2015 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 5 Plan’s Funded Status Projected Employer Contributions The estimated employer contribution for Fiscal Year 2018-19 is based on a projection of the most recent information we have available, including an estimated 0.0 percent investment return for Fiscal Year 2015- 16. The table below shows projected employer contributions (before cost sharing) for the next five fiscal years, assuming CalPERS earns 0.0 percent for Fiscal Year 2015-16 and 7.50 percent every fiscal year thereafter, and assuming that all other 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 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 Fiscal Year 2017-18 2018-19 2019-20 2020-21 2021-22 2022-23 Normal Cost % 10.039% 10.0% 10.0% 10.0% 10.0% 10.0% UAL $ 15,765,273 18,464,881 21,312,272 23,163,641 24,930,285 26,323,908 For projected contributions under alternate investment return scenarios, please see the “Analysis of Future Investment Return Scenarios” in the “Risk Analysis” section. June 30, 2014 June 30, 2015 1. Present Value of Projected Benefits $ 756,332,825 $ 788,241,494 2. Entry Age Normal Accrued Liability 666,978,627 696,699,220 3. Market Value of Assets (MVA) $ 475,566,994 $ 477,031,099 4. Unfunded Accrued Liability (UAL) [(2) – (3)] $ 191,411,633 $ 219,668,121 5. Funded Ratio [(3) / (2)] 71.3% 68.5% CALPERS ACTUARIAL VALUATION - June 30, 2015 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 6 Cost Actuarial Cost Estimates in General What will this pension plan cost? Unfortunately, there is no simple answer. There are two major reasons for the complexity of the answer. First, actuarial calculations, including the ones in this report, are based on a number of assumptions about the future. These assumptions can be divided into two categories.  Demographic assumptions include the percentage of employees that will terminate, die, become disabled, and retire in each future year.  Economic assumptions include future salary increases for each active employee, and the assumption with the greatest impact: future asset returns at CalPERS for each year into the future until the last dollar is paid to current members of the plan. While CalPERS has set these assumptions to reflect our best estimate of the real future of the plan, it must be understood that these assumptions are very long-term predictors and will surely not be realized in any one year. For example, while the asset earnings at CalPERS have averaged more than the assumed return of 7.5 percent for the past twenty year period ending June 30, 2015, returns for each fiscal year ranged from negative -24 percent to +21.7 percent. Second, the very nature of actuarial funding produces the answer to the question of plan cost as the sum of two separate pieces.  The Normal Cost (i.e., the annual cost associated with one year of service accrual) expressed as a percentage of total active payroll.  The Past Service Cost or Accrued Liability (i.e., the current value of the benefit for all credited past service of current members) which is expressed as a lump sum dollar amount. The cost is the sum of a percent of future pay and a lump sum dollar amount. In prior years CalPERS converted Past Service Cost to a percent of payroll and expressed the total required employer contribution as a single rate. Going forward the Past Service Cost will no longer be converted to a percent of payroll and this cost will be invoiced to the employer as a monthly dollar contribution amount with the option to prepay the annual amount at the beginning of the fiscal year. The normal cost will continue to be expressed as a percentage of active payroll with employer and employee contributions payable as part of the payroll reporting process. CALPERS ACTUARIAL VALUATION - June 30, 2015 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 Beginning with Fiscal Year 2017-18 CalPERS will collect employer contributions toward the plan’s unfunded liability as dollar amounts instead of the prior method of a contribution rate. This change will address 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. Although employers will be invoiced at the beginning of the fiscal year for their unfunded liability payment the plan’s normal cost contribution will continue to be collected as a percentage of payroll. Subsequent Events Risk Mitigation The CalPERS Board of Administration adopted a Risk Mitigation Policy which is designed to reduce funding risk over time. The policy establishes a mechanism whereby CalPERS investment performance that significantly outperforms the discount rate triggers adjustments to the discount rate, expected investment return and strategic asset allocation targets. A minimum excess investment return of 4% above the existing discount rate is necessary to cause a funding risk mitigation event. More details on the Risk Mitigation Policy can be found on our website. ASSETS  RECONCILIATION OF THE MARKET VALUE OF ASSETS  ASSET ALLOCATION  CALPERS HISTORY OF INVESTMENT RETURNS CALPERS ACTUARIAL VALUATION - June 30, 2015 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 6/30/14 including Receivables $ 475,566,994 2. Change in Receivables for Service Buybacks as of 6/30/14 (558,036) 3. Employer Contributions 18,610,590 4. Employee Contributions 5,436,814 5. Benefit Payments to Retirees and Beneficiaries (32,746,389) 6. Refunds (233,429) 7. Lump Sum Payments 0 8. Transfers and Miscellaneous Adjustments 850,812 9. Investment Return 10,103,743 10. Market Value of Assets as of 6/30/15 including Receivables $ 477,031,099 CALPERS ACTUARIAL VALUATION - June 30, 2015 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 has an expected long term blended rate of return of 7.5 percent. 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, 2015. 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 Global Equity 162.5 51.0% Private Equity 29.0 10.0% Global Fixed Income 53.1 20.0% Liquidity 7.5 1.0% Real Assets 31.8 12.0% Inflation Sensitive Assets 15.6 6.0% Other 2.4 0.0% Total Fund $301.9 100.0% Global Equity 53.8% Private Equity 9.6% Global Fixed Income 17.6% Liquidity 2.5% Real Assets 10.5% Inflation 5.2% Other 0.8% Asset Allocation at 6/30/2015 CALPERS ACTUARIAL VALUATION - June 30, 2015 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, 2015, (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. Although the expected rate of return on the recently adopted new asset allocation is 7.5 percent, the portfolio has an expected volatility of 11.76 percent per year. 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 2.4% 10.7% 6.1% 7.7% 9.1% Volatility – 9.4% 14.0% 11.8% 10.5% -25.0% -20.0% -15.0% -10.0% -5.0% 0.0% 5.0% 10.0% 15.0% 20.0% 25.0% 96 97 98 99 00 01 02 03 04 05 06 07 08 09 10 11 12 13 14 15 15 . 3 % 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. 1 % 13 . 2 % 17 . 7 % 2. 4 % LIABILITIES AND CONTRIBUTIONS  DEVELOPMENT OF ACCRUED AND UNFUNDED LIABILITIES  (GAIN) / LOSS ANALYSIS 06/30/14 - 06/30/15  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, 2015 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 13 Development of Accrued and Unfunded Liabilities June 30, 2014 June 30, 2015 1. Present Value of Projected Benefits a) Active Members $ 328,196,243 342,215,197 b) Transferred Members 28,487,782 31,772,074 c) Terminated Members 11,097,567 12,787,802 d) Members and Beneficiaries Receiving Payments 388,551,233 401,466,421 e) Total $ 756,332,825 788,241,494 2. Present Value of Future Employer Normal Costs $ 49,756,329 50,436,220 3. Present Value of Future Employee Contributions $ 39,597,869 41,106,054 4. Entry Age Normal Accrued Liability a) Active Members [(1a) - (2) - (3)] $ 238,842,045 250,672,923 b) Transferred Members (1b) 28,487,782 31,772,074 c) Terminated Members (1c) 11,097,567 12,787,802 d) Members and Beneficiaries Receiving Payments (1d) 388,551,233 401,466,421 e) Total $ 666,978,627 696,699,220 5. Market Value of Assets (MVA) $ 475,566,994 477,031,099 6. Unfunded Accrued Liability (UAL) [(4e) - (5)] $ 191,411,633 219,668,121 7. Funded Ratio [(5) / (4e)] 71.3% 68.5% CALPERS ACTUARIAL VALUATION - June 30, 2015 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 14 (Gain)/Loss Analysis 6/30/14 – 6/30/15 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 6/30/14 $ 191,411,633 b) Expected Payment on the UAL during 2014/2015 11,157,164 c) Interest through 6/30/15 [.075 x (1a) - ((1.075)½ - 1) x (1b)] 13,945,043 d) Expected UAL before all other changes [(1a) - (1b) + (1c)] 194,199,512 e) Change due to plan changes 0 f) Change due to assumption change 0 g) Expected UAL after all other changes [(1d) + (1e) + (1f)] 194,199,512 h) Actual UAL as of 6/30/15 219,668,121 i) Total (Gain)/Loss for 2014/2015 [(1h) - (1g)] $ 25,468,609 2. Contribution (Gain)/Loss for the Year a) Expected Contribution (Employer and Employee) $ 23,606,313 b) Interest on Expected Contributions 869,233 c) Actual Contributions 24,047,404 d) Interest on Actual Contributions 885,475 e) Expected Contributions with Interest [(2a) + (2b)] 24,475,546 f) Actual Contributions with Interest [(2c) + (2d)] 24,932,879 g) Contribution (Gain)/Loss [(2e) - (2f)] $ (457,333) 3. Asset (Gain)/Loss for the Year a) Market Value of Assets as of 6/30/14 $ 475,566,994 b) Prior Fiscal Year Receivables (3,097,997) c) Current Fiscal Year Receivables 2,539,961 d) Contributions Received 24,047,404 e) Benefits and Refunds Paid (32,979,818) f) Transfers and Miscellaneous Adjustments 850,812 g) Expected Int. [.075 x (3a + 3b) + ((1.075)½ - 1) x ((3d) + (3e) + (3f))] 35,137,593 h) Expected Assets as of 6/30/15 [(3a) + (3b) + (3c) + (3d) + (3e) + (3f) + (3g)] 502,064,949 i) Market Value of Assets as of 6/30/15 477,031,099 j) Asset (Gain)/Loss [(3h) - (3i)] $ 25,033,850 4. Liability (Gain)/Loss for the Year a) Total (Gain)/Loss (1i) $ 25,468,609 b) Contribution (Gain)/Loss (2g) (457,333) c) Asset (Gain)/Loss (3j) 25,033,850 d) Liability (Gain)/Loss [(4a) - (4b) - (4c)] $ 892,092 CALPERS ACTUARIAL VALUATION - June 30, 2015 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, 2015.  The required employer contributions determined by the valuation are for the fiscal year beginning two years after the valuation date: Fiscal Year 2017-18. 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 6/30/15 Expected Payment 2015-16 Balance 6/30/16 Expected Payment 2016-17 Balance 6/30/17 Scheduled Payment for 2017-18 ASSUMPTION CHANGE 06/30/03 8 $16,368,045 $2,041,742 $15,478,726 $2,102,994 $14,459,200 $2,166,084 METHOD CHANGE 06/30/04 9 $(1,242,428) $(143,706) $(1,186,612) $(148,017) $(1,122,141) $(152,458) BENEFIT CHANGE 06/30/05 9 $27,525,484 $3,183,753 $26,288,910 $3,279,266 $24,860,563 $3,377,643 ASSUMPTION CHANGE 06/30/09 14 $26,033,681 $2,280,338 $25,621,903 $2,348,748 $25,108,312 $2,419,210 SPECIAL (GAIN)/LOSS 06/30/09 24 $16,522,550 $1,068,659 $16,653,731 $1,100,719 $16,761,511 $1,133,741 SPECIAL (GAIN)/LOSS 06/30/10 25 $1,362,193 $86,333 $1,374,845 $88,923 $1,385,761 $91,591 ASSUMPTION CHANGE 06/30/11 16 $12,138,402 $981,326 $12,031,321 $1,010,766 $11,885,686 $1,041,089 SPECIAL (GAIN)/LOSS 06/30/11 26 $(57,199) $(3,557) $(57,801) $(3,663) $(58,338) $(3,773) PAYMENT (GAIN)/LOSS 06/30/12 27 $2,987,057 $182,432 $3,021,937 $187,905 $3,053,759 $193,542 (GAIN)/LOSS 06/30/12 27 $25,181,428 $1,537,932 $25,475,473 $1,584,070 $25,743,734 $1,631,592 (GAIN)/LOSS 06/30/13 28 $70,544,959 $992,217 $74,807,078 $2,043,968 $78,298,378 $3,157,930 ASSUMPTION CHANGE 06/30/14 19 $37,964,904 $(415,048) $41,242,604 $785,576 $43,521,296 $1,618,287 (GAIN)/LOSS 06/30/14 29 $(41,129,563) $777,721 $(45,020,639) $(633,217) $(47,740,654) $(1,304,427) (GAIN)/LOSS 06/30/15 30 $25,468,608 $601,043 $26,755,579 $639,126 $28,099,587 $395,222 TOTAL $219,668,121 $13,171,185 $222,487,055 $14,387,164 $224,256,654 $15,765,273 CALPERS ACTUARIAL VALUATION - June 30, 2015 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 for each year into the future. The schedules do not attempt to reflect any experience after June 30, 2015 that may deviate from the actuarial assumptions. Therefore, future amortization payments displayed in the Current Amortization Schedule may 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, 2015 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 17 30-Year Amortization Schedule and Alternatives Alternate Schedules Current Amortization Schedule 20 Year Amortization 15 Year Amortization Date Balance Payment Balance Payment Balance Payment 6/30/2017 224,256,654 15,765,273 224,256,654 16,932,595 224,256,654 20,557,503 6/30/2018 224,730,121 17,891,172 223,519,815 17,440,572 219,761,430 21,174,228 6/30/2019 223,034,919 20,130,431 222,201,031 17,963,790 214,289,630 21,809,455 6/30/2020 218,890,860 21,337,696 220,240,855 18,502,703 207,748,828 22,463,739 6/30/2021 213,184,281 22,422,654 217,574,908 19,057,784 200,039,090 23,137,651 6/30/2022 205,924,801 23,095,333 214,133,495 19,629,518 191,052,394 23,831,781 6/30/2023 197,423,410 23,788,194 209,841,189 20,218,403 180,672,008 24,546,734 6/30/2024 187,566,042 24,501,838 204,616,392 20,824,956 168,771,813 25,283,136 6/30/2025 176,229,451 22,492,963 198,370,847 21,449,704 155,215,586 26,041,630 6/30/2026 166,125,455 18,959,617 191,009,134 22,093,195 139,856,218 26,822,879 6/30/2027 158,927,118 19,528,404 182,428,107 22,755,991 122,534,881 27,627,565 6/30/2028 150,599,168 20,114,257 172,516,301 23,438,671 103,080,128 28,456,392 6/30/2029 141,039,200 20,717,684 161,153,292 24,141,831 81,306,922 29,310,084 6/30/2030 130,136,587 21,339,216 148,209,006 24,866,086 57,015,599 30,189,387 6/30/2031 117,771,863 18,320,120 133,542,975 25,612,069 29,990,747 31,095,068 6/30/2032 107,610,049 17,609,103 117,003,540 26,380,431 6/30/2033 97,423,293 15,168,298 98,426,993 27,171,844 6/30/2034 89,003,217 14,285,953 77,636,650 27,986,999 6/30/2035 80,866,464 13,337,020 54,441,861 28,826,609 6/30/2036 73,103,331 12,318,294 28,636,936 29,691,407 6/30/2037 65,814,205 12,687,844 6/30/2038 57,595,234 13,068,478 6/30/2039 48,365,190 13,460,532 6/30/2040 38,036,402 13,864,348 6/30/2041 26,514,273 9,835,811 6/30/2042 18,304,856 9,100,702 6/30/2043 10,241,912 7,665,964 6/30/2044 3,061,815 2,074,421 6/30/2045 1,140,646 316,260 6/30/2046 898,289 931,366 Totals 466,129,246 454,985,158 382,347,232 Estimated Savings 11,144,088 83,782,014 CALPERS ACTUARIAL VALUATION - June 30, 2015 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 7/1/16 – 6/30/17 a) Employer Normal Cost 10.334% b) Employee Contribution 7.680% c) Total Normal Cost 18.014% 2. Effect of changes since the prior year annual valuation a) Effect of changes in demographics results (0.391%) b) Effect of plan changes 0.000% c) Effect of changes in assumptions 0.000% d) Net effect of the changes above [sum of (a) through (c)] (0.391%) 3. 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% Employer Normal Cost Change [(3a) – (1a)] (0.295%) Employee Contribution Change [(3b) – (1b)] (0.096%) Unfunded Liability Contribution ($) 1. For Period 7/1/16 – 6/30/17 13,748,038 2. Effect of changes since the prior year annual valuation a) Effect of changes in demographics and financial results 395,222 b) Effect of plan changes 0 c) Effect of changes in assumptions 0 d) Effect of progression of amortization payments 1,622,013 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)] 2,017,235 3. For Period 7/1/17 – 6/30/18 [(1)+(2g)] 15,765,273 The amounts shown for the period 7/1/16 – 6/30/17 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, 2015 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 ($) 2012 - 13 10.171% 12.799% N/A 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 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 06/30/10 $ 521,269,469 $ 323,971,012 $ 197,298,457 62.2% $ 62,496,037 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 RISK ANALYSIS  ANALYSIS OF FUTURE INVESTMENT RETURN SCENARIOS  ANALYSIS OF DISCOUNT RATE SENSITIVITY  VOLATILITY RATIOS  HYPOTHETICAL TERMINATION LIABILITY CALPERS ACTUARIAL VALUATION - June 30, 2015 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 21 Analysis of Future Investment Return Scenarios The investment return for Fiscal Year 2015-16 was not known at the time this report was produced. The investment return in Fiscal Year 2015-16 as of April 30, 2016 is 0.0 percent before administrative expenses. For purposes of projecting future employer contributions, we are assuming a 0.0 percent investment return for Fiscal Year 2015-16. The investment return realized during a fiscal year first affects the required contribution for the fiscal year two years later. For example, the investment return for Fiscal Year 2015-16 will first be reflected in the June 30, 2016 actuarial valuation that will be used to set the employer contribution for Fiscal Year 2018-19. The Fiscal Year 2016-17 investment return will first be reflected in the June 30, 2017 actuarial valuation that will be used to set the employer contribution for Fiscal Year 2019-20 and so forth. As part of this report, a sensitivity analysis was performed to determine the effects of various investment returns during fiscal years 2016-17, 2017-18 and 2018-19 on the 2019-20, 2020-21 and 2021-22 employer contributions. Once again, the projections assume that all other actuarial assumptions will be realized and that no further changes to assumptions, contributions, benefits, or funding will occur. Five different investment return scenarios were selected.  The first scenario is a -3.8 percent return for each of the 2016-17, 2017-18, and 2018-19 fiscal years. Based on the current investment allocation, this is what one would expect if the markets were to give us about a 5th percentile return from July 1, 2016 through June 30, 2019.  The second scenario is a 2.8 percent return for each of the 2016-17, 2017-18, and 2018-19 fiscal years. Based on the current investment allocation, this is what one would expect if the markets were to give us about a 25th percentile return from July 1, 2016 through June 30, 2019.  The third scenario is a 7.5 percent return for each of the 2016-17, 2017-18, and 2018-19 fiscal years. Based on the current investment allocation, this is what one would expect if the markets were to give us about a 49th percentile return from July 1, 2016 through June 30, 2019.  The fourth scenario is a 12.0 percent return for each of the 2016-17, 2017-18, and 2018-19 fiscal years. Based on the current investment allocation, this is what one would expect if the markets were to give us about a 75th percentile return from July 1, 2016 through June 30, 2019.  Finally, the last scenario is an 18.9 percent return for each of the 2016-17, 2017-18, and 2018-19 fiscal years. Based on the current investment allocation, this is what one would expect if the markets were to give us about a 95th percentile return from July 1, 2016 through June 30, 2019. The table below shows the estimated projected contributions and the estimated increases for the plan under the five different scenarios. 2016-19 Investment Return Scenario Fiscal Year Estimated Change Between 2018-19 and 2021-22 2019-20 2020-21 2021-22 (3.8%) Normal Cost 10.0% 10.0% 10.0% 0.0% UAL Contribution $22,162,810 $25,721,705 $30,063,395 $11,598,514 2.8% Normal Cost 10.0% 10.0% 10.0% 0.0% UAL Contribution $21,666,079 $24,251,089 $27,159,754 $8,694,873 7.5% Normal Cost 10.0% 10.0% 10.0% 0.0% UAL Contribution $21,312,272 $23,163,641 $24,930,285 $6,465,404 12.0% Normal Cost 10.3% 10.5% 10.7% 0.7% UAL Contribution $20,960,120 $22,136,464 $22,846,622 $4,381,741 18.9% Normal Cost 10.7% 11.3% 12.0% 2.0% UAL Contribution $20,422,028 $20,574,871 $19,644,996 $1,180,115 CALPERS ACTUARIAL VALUATION - June 30, 2015 MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 22 For the last two scenarios in the table above the results incorporate the impact of CalPERS Risk Mitigation Policy. A 12.0% return would result in a reduction of the discount rate by 0.05% and a return of 18.9% would reduce the discount rate by 0.15%. Reducing the discount rate increases both the plan’s accrued liability and normal cost. While the projections reflect estimated changes to the normal cost due to lower discount rates, they do not reflect the possible increase in the PEPRA member contribution rate in such scenarios. More details about the Risk Mitigation policy can be found on our website. 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. Analysis of Discount Rate Sensitivity The following analysis looks at the Fiscal Year 2017-18 total normal cost rates and liabilities under two different discount rate scenarios. Shown below are the total normal cost rates assuming discount rates that are 1 percent lower and 1 percent higher than the current valuation discount rate. This analysis shows the potential plan impacts if the PERF were to realize investment returns of 6.50 percent or 8.50 percent over the long-term. This type of analysis gives the reader a sense of the long-term risk to required contributions. Sensitivity Analysis As of June 30, 2015 6.50% Discount Rate (-1%) 7.50% Discount Rate (assumed rate) 8.50% Discount Rate (+1%) Plan’s Total Normal Cost 21.982% 17.623% 14.305% Accrued Liability $785,681,736 $696,699,220 $622,745,835 Unfunded Accrued Liability $308,650,637 $219,668,121 $145,714,736 CALPERS ACTUARIAL VALUATION - June 30, 2015 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. Contribution Volatility As of June 30, 2015 1. Market Value of Assets without Receivables $ 474,491,138 2. Payroll 71,574,823 3. Asset Volatility Ratio (AVR) [(1) / ( 2)] 6.6 4. Accrued Liability $ 696,699,220 5. Liability Volatility Ratio (LVR) [(4) / (2)] 9.7 CALPERS ACTUARIAL VALUATION - June 30, 2015 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, 2015. 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. 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 @ 2.00% Funded Status Unfunded Termination Liability @ 2.00% Hypothetical Termination Liability1,2 @ 3.25% Funded Status Unfunded Termination Liability @ 3.25% $477,031,099 $1,361,309,842 35.0% $884,278,743 $1,144,034,631 41.7% $667,003,532 1 The hypothetical liabilities calculated above include a 7 percent mortality contingency load in accordance with Board policy. Other actuarial assumptions, such as wage and inflation 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 2.75 percent on June 30, 2015. 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, 2015 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. A description of principal standard and optional plan provisions is in the following section of this Appendix. 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, 2015 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 age of hire (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. Commencing with the June 30, 2013 valuation, all new gains or losses are tracked and 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 5 years. 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, 2015 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 unfunded liability is on a “level dollar” basis rather than a “level percent of pay” basis  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. In many cases, a Fresh Start approach with a 20 year closed period will be used. However, the specific demographics of the plan will be used to determine if periods shorter or longer than 20 years 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. Accordingly, plans will be funded equally between employer and employee based on the demographics of the employees of that employer. As each non-pooled plan builds up to either 100+ active PEPRA members or half of their active population is under the PEPRA formula, the total PEPRA normal cost will be based on the active PEPRA population in the plan. CALPERS ACTUARIAL VALUATION – June 30, 2015 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 current asset allocation that will reduce the expected volatility of returns. The adopted asset allocation is expected to have a long-term blended return that continues to support a discount rate assumption of 7.5 percent. The Board also approved several changes to the demographic assumptions that more closely align 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. The new actuarial assumptions were first used in the June 30, 2014 valuation to set the Fiscal Year 2016-17 contribution for public agency employers. The increase in liability due to new actuarial assumptions is amortized over a 20-year period with a 5-year ramp-up/ramp-down in accordance with Board policy. These new actuarial assumptions are set forth in this section. 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 7.5 percent compounded annually (net of expenses). This assumption is used for all plans. 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 2.75 percent on June 30, 2015. CALPERS ACTUARIAL VALUATION – June 30, 2015 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, 2015 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. Inflation 2.75 percent compounded annually. This assumption is used for all plans. 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, 2015 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, 2015 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, 2015 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, 2015 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, 2015 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, 2015 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, 2015 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, 2015 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, 2015 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 50 51 52 53 54 55 Rate 0.0159 0.0000 0.0344 0.0199 0.0413 0.0751 Age 56 57 58 59 60 Rate 0.1108 0.0000 0.0950 0.0441 1.00000 Public Agency Police ½ @ 55 and 2% @ 55 Age 50 51 52 53 54 55 Rate 0.0255 0.0000 0.0164 0.0272 0.0095 0.1667 Age 56 57 58 59 60 Rate 0.0692 0.0511 0.0724 0.0704 1.0000 CALPERS ACTUARIAL VALUATION – June 30, 2015 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, 2015 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, 2015 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, 2015 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, 2015 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, 2015 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, 2015 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 2015 calendar year is $265,000. APPENDIX B PRINCIPAL PLAN PROVISIONS CALPERS ACTUARIAL VALUATION – June 30, 2015 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, 2015 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 $117,020 for 2015 and for those employees that do not participate in Social Security the cap for 2015 is $140,424. 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, 2015 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 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, 2015 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, 2015 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, 2015 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, 2015 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, 2015 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, 2015 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, 2015 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, 2015 APPENDIX C MISCELLANEOUS PLAN OF THE CITY OF PALO ALTO PARTICIPANT DATA C-1 Summary of Valuation Data June 30, 2014 June 30, 2015 1. Active Members a) Counts 802 796 b) Average Attained Age 46.15 46.35 c) Average Entry Age to Rate Plan 35.01 35.01 d) Average Years of Service 11.14 11.34 e) Average Annual Covered Pay $ 84,542 $ 89,918 f) Annual Covered Payroll 67,802,942 71,574,823 g) Projected Annual Payroll for Contribution Year 74,090,105 78,211,742 h) Present Value of Future Payroll 520,997,982 549,799,999 2. Transferred Members a) Counts 328 347 b) Average Attained Age 46.00 46.34 c) Average Years of Service 3.55 3.55 d) Average Annual Covered Pay $ 109,195 $ 111,297 3. Terminated Members a) Counts 335 367 b) Average Attained Age 47.91 47.69 c) Average Years of Service 3.27 3.30 d) Average Annual Covered Pay $ 63,122 $ 64,442 4. Retired Members and Beneficiaries a) Counts 1,011 1,027 b) Average Attained Age 68.88 69.31 c) Average Annual Benefits $ 31,739 $ 32,564 5. Active to Retired Ratio [(1a) / (4a)] 0.79 0.78 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, 2015 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 9 0 0 0 0 0 9 25-29 44 1 0 0 0 0 45 30-34 57 23 6 0 0 0 86 35-39 40 32 30 7 1 0 110 40-44 29 18 24 16 9 0 96 45-49 32 24 18 25 14 4 117 50-54 20 27 24 28 31 30 160 55-59 19 20 12 17 12 16 96 60-64 6 11 9 9 13 6 54 65 and over 2 3 3 5 5 5 23 All Ages 258 159 126 107 85 61 796 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 $63,734 $0 $0 $0 $0 $0 $63,734 25-29 64,285 105,017 0 0 0 0 65,190 30-34 77,493 85,599 75,106 0 0 0 79,494 35-39 80,643 88,773 88,554 89,679 78,000 0 85,717 40-44 86,134 88,852 94,892 95,296 100,494 0 91,706 45-49 107,383 89,193 96,840 96,462 114,059 106,393 100,461 50-54 96,698 93,391 91,570 93,205 93,712 105,916 95,909 55-59 98,286 96,453 84,096 79,257 96,305 97,575 92,395 60-64 104,461 98,147 87,671 108,979 83,214 85,719 93,932 65 and over 101,497 22,869 68,330 85,486 90,936 119,627 85,080 All Ages $83,761 $89,644 $89,910 $92,798 $96,194 $102,897 $89,918 CALPERS ACTUARIAL VALUATION – June 30, 2015 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 and Service Years of Service at Valuation Date Attained Age 0-4 5-9 10-14 15-19 20-25 25+ Total Average Salary 15-24 2 0 0 0 0 0 2 $78,045 25-29 13 0 0 0 0 0 13 87,759 30-34 37 4 1 0 0 0 42 95,661 35-39 35 8 0 0 0 0 43 106,188 40-44 45 8 0 2 0 0 55 104,754 45-49 42 12 2 3 1 0 60 112,866 50-54 46 14 4 1 1 0 66 120,586 55-59 21 5 5 1 1 0 33 139,634 60-64 16 9 1 1 0 0 27 112,626 65 and over 3 2 1 0 0 0 6 99,709 All Ages 260 62 14 8 3 0 347 111,297 Distribution of Terminated Participants with Funds on Deposit by Age and Service Years of Service at Valuation Date Attained Age 0-4 5-9 10-14 15-19 20-25 25+ Total Average Salary 15-24 4 0 0 0 0 0 4 $51,666 25-29 11 1 0 0 0 0 12 73,116 30-34 27 2 0 0 0 0 29 63,658 35-39 51 3 1 0 0 0 55 63,065 40-44 29 9 1 1 0 0 40 66,737 45-49 46 17 3 1 1 0 68 67,874 50-54 45 11 4 2 1 0 63 68,079 55-59 32 8 6 1 0 0 47 63,460 60-64 21 4 2 0 0 0 27 57,010 65 and over 17 3 1 1 0 0 22 52,539 All Ages 283 58 18 6 2 0 367 64,442 CALPERS ACTUARIAL VALUATION – June 30, 2015 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 2 2 35-39 0 0 2 0 0 0 2 40-44 0 1 2 0 0 0 3 45-49 0 2 0 0 0 0 2 50-54 22 7 3 0 0 2 34 55-59 102 15 1 0 0 6 124 60-64 170 7 2 0 0 9 188 65-69 190 11 2 0 0 13 216 70-74 173 7 2 0 0 17 199 75-79 84 7 0 0 0 8 99 80-84 57 5 1 0 0 16 79 85 and Over 46 2 0 0 0 29 77 All Ages 844 64 15 0 0 104 1,027 Distribution of Average Annual Amounts for 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 11,344 11,344 35-39 0 0 239 0 0 0 239 40-44 0 8,919 264 0 0 0 3,149 45-49 0 10,962 0 0 0 0 10,962 50-54 32,965 12,110 514 0 0 21,847 25,154 55-59 40,509 13,928 1,582 0 0 13,661 35,681 60-64 42,190 18,227 6,724 0 0 38,456 40,741 65-69 38,117 17,463 9,268 0 0 21,262 35,784 70-74 30,994 14,489 1,830 0 0 19,278 29,119 75-79 34,358 20,078 0 0 0 31,212 33,094 80-84 26,848 17,102 4,176 0 0 22,269 25,017 85 and Over 20,765 17,621 0 0 0 22,652 21,394 All Ages $35,551 $15,733 $2,930 $0 $0 $22,958 $32,564 CALPERS ACTUARIAL VALUATION – June 30, 2015 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 4 6 0 0 37 231 5-9 305 12 1 0 0 26 344 10-14 158 12 2 0 0 16 188 15-19 97 10 6 0 0 12 125 20-24 56 19 0 0 0 6 81 25-29 28 3 0 0 0 6 37 30 and Over 16 4 0 0 0 1 21 All Years 844 64 15 0 0 104 1,027 Distribution of Average Annual Amounts for 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 $37,122 $12,390 $261 $0 $0 $26,848 $34,091 5-9 45,411 10,995 17,544 0 0 24,059 42,515 10-14 30,848 18,663 6,159 0 0 16,960 28,626 15-19 27,053 20,253 2,087 0 0 22,419 24,866 20-24 17,457 16,940 0 0 0 18,868 17,440 25-29 21,212 11,247 0 0 0 18,236 19,921 30 and Over 15,914 10,839 0 0 0 5,778 14,465 All Years $35,551 $15,733 $2,930 $0 $0 $22,958 $32,564 * 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, 2015 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, 2015. 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. The PEPRA total normal cost for the plan is calculated assuming the entire active population, including classic members, is subject to the adopted PEPRA formula and applicable compensation limits. 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% of the new normal cost rounded up to the next highest quarter percent. Basis for Current Rate Rates Effective July 1, 2017 Rate Plan Identifier Plan Total Normal Cost Member Rate Total Normal Cost Change Change Needed Member Rate 26004 Miscellaneous PEPRA 12.500% 6.250% 11.805% (0.695%) No 6.250% APPENDIX E GLOSSARY OF ACTUARIAL TERMS CALPERS ACTUARIAL VALUATION – June 30, 2015 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, 2015 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% means the plan or risk pool has more assets than liabilities and a ratio less than 100% 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. Superfunded A condition existing when a plan’s Actuarial Value of Assets exceeds its Present Value of Benefits. Prior to the passage of PEPRA, when this condition existed on a given valuation date for a given plan, employee contributions for the rate year covered by that valuation could be waived. Unfunded 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 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 August 2016 SAFETY PLAN OF THE CITY OF PALO ALTO (CalPERS ID: 6373437857) Annual Valuation Report as of June 30, 2015 Dear Employer, As an attachment to this letter, you will find a copy of the June 30, 2015 actuarial valuation report of your pension plan. Your 2015 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, 2016. Future Contributions The exhibit below displays the minimum employer contributions for Fiscal Year 2017-18 and projected contributions for Fiscal Year 2018-19, before any cost sharing. The projected contributions for Fiscal Year 2018-19 are based on the most recent information available, including an estimate of the investment return for Fiscal Year 2015-16, namely 0.0 percent. For a projection of employer contributions beyond Fiscal Year 2018-19, please refer to the “Projected Employer Contributions” in the “Highlights and Executive Summary” section. This 5-year projection of future employer contributions supersedes any previous projections we have provided. The “Risk Analysis” section of the valuation report also contains estimated employer contributions in future years under a variety of investment return scenarios. Fiscal Year Employer Normal Cost Rate Employer Payment of Unfunded Liability Employee PEPRA Rate 2017-18 18.900% $7,127,885 10.75% 2018-19 (projected) 18.9% $8,469,191 N/A Member contributions other than cost sharing (whether paid by the employer or the employee) are in addition to the above. The employer contributions in this report do not reflect any cost sharing arrangement you may have with your employees. The estimates for Fiscal Year 2018-19 also assume that there are no future contract amendments and no liability gains or losses (such as larger than expected pay increases, more retirements than expected, etc.). This is a very important assumption because these gains and losses do occur and can have a significant impact on required contributions. These gains and losses cannot be predicted in advance so the projected employer contributions are just estimates. The actual required employer contributions for Fiscal Year 2018-19 will be provided in next year’s report. SAFETY PLAN OF THE CITY OF PALO ALTO (CalPERS ID: 6373437857) Annual Valuation Report as of June 30, 2015 Page 2 Changes since the Prior Year’s Valuation Beginning with Fiscal Year 2017-18 CalPERS will collect employer contributions toward the plan’s unfunded liability as dollar amounts instead of the prior method of a contribution rate. This change will address 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. Although employers will be invoiced at the beginning of the fiscal year for their unfunded liability payment the plan’s normal cost contribution will continue to be collected as a percentage of payroll. The CalPERS Board of Administration adopted a Risk Mitigation Policy which is designed to reduce funding risk over time. The policy establishes a mechanism whereby CalPERS investment performance that significantly outperforms the discount rate triggers adjustments to the discount rate, expected investment return and strategic asset allocation targets. A minimum excess investment return of 4% above the existing discount rate is necessary to cause a funding risk mitigation event. The policy has no impact on the current year valuation results but is expected to have an impact in future years. 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, ALAN MILLIGAN Chief Actuary ACTUARIAL VALUATION as of June 30, 2015 for the SAFETY PLAN of the CITY OF PALO ALTO (CalPERS ID: 6373437857) (Rate Plan ID: 5080) REQUIRED CONTRIBUTIONS FOR FISCAL YEAR July 1, 2017 – June 30, 2018 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 06/30/14 - 06/30/15 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 A1 Actuarial Methods A1 – A2 Actuarial Assumptions A3 – A21 Miscellaneous A21 APPENDIX B – PRINCIPAL PLAN PROVISIONS B1 – B10 APPENDIX C – PARTICIPANT DATA Summary of Valuation Data C1 Active Members C2 Transferred and Terminated Members C3 Retired Members and Beneficiaries C4 – C5 APPENDIX D – DEVELOPMENT OF PEPRA MEMBER CONTRIBUTION RATE D1 APPENDIX E – GLOSSARY OF ACTUARIAL TERMS E1 – E2 (CY) FIN PROCESS CONTROL ID: 480105 (PY) FIN PROCESS CONTROL ID: 466096 REPORT ID: 95693 CALPERS ACTUARIAL VALUATION - June 30, 2015 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, 2015 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, who is 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 opinion 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, 2015 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 3 Introduction This report presents the results of the June 30, 2015 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 2017-18. The CalPERS Board of Administration adopted a Risk Mitigation Policy which is designed to reduce funding risk over time. The policy establishes a mechanism whereby CalPERS investment performance that significantly outperforms the discount rate triggers adjustments to the discount rate, expected investment return and strategic asset allocation targets. A minimum excess investment return of 4% above the existing discount rate is necessary to cause a funding risk mitigation event. The Risk Mitigation Policy does not have an impact on the current year actuarial valuation. More details on the Risk Mitigation Policy can be found on our website. Purpose of the Report The actuarial valuation was prepared by the CalPERS Actuarial Office using data as of June 30, 2015. The purpose of the report is to:  Set forth the assets and accrued liabilities of this plan as of June 30, 2015;  Determine the required employer contributions for the fiscal year July 1, 2017 through June 30, 2018;  Provide actuarial information as of June 30, 2015 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 use of this report for any other purposes may be inappropriate. In particular, this report does not contain information applicable to alternative benefit costs. The employer should contact their actuary before disseminating any portion of this report for any reason that is not explicitly described above. 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 a 1 percent plus or minus change in the discount rate. CALPERS ACTUARIAL VALUATION - June 30, 2015 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 4 Required Contributions Fiscal Year Required Employer Contribution 2017-18 Employer Normal Cost Rate 18.900% Plus Either 1) Monthly Employer Dollar UAL Payment $ 593,990 Or 2) Annual UAL Prepayment Option $ 6,874,743 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 2016-17 2017-18 Normal Cost Contribution as a Percentage of Payroll Total Normal Cost 28.120% 28.029% Employee Contribution1 9.143% 9.129% Employer Normal Cost 18.977% 18.900% Projected Annual Payroll for Contribution Year $ 23,246,697 $ 23,150,815 Estimated Employer Contributions Based On Projected Payroll Total Normal Cost $ 6,536,972 $ 6,488,942 Employee Contribution1 2,125,446 2,113,438 Employer Normal Cost 4,411,526 4,375,504 Unfunded Liability Contribution 6,148,510 7,127,885 Estimated Total Employer Contribution2 $ 10,560,036 $ 11,503,389 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. 2 As a percentage of projected payroll the UAL contribution for Fiscal Year 2017-18 is 30.789 percent for an estimated total employer contribution rate of 49.689 percent. As determined in the June 30, 2014 valuation, the Fiscal Year 2016-17 UAL contribution is 26.449 percent for a total employer contribution rate of 45.426 percent. CALPERS ACTUARIAL VALUATION - June 30, 2015 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 5 Plan’s Funded Status Projected Employer Contributions The estimated employer contribution for Fiscal Year 2018-19 is based on a projection of the most recent information we have available, including an estimated 0.0 percent investment return for Fiscal Year 2015- 16. The table below shows projected employer contributions (before cost sharing) for the next five fiscal years, assuming CalPERS earns 0.0 percent for Fiscal Year 2015-16 and 7.50 percent every fiscal year thereafter, and assuming that all other 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 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 Fiscal Year 2017-18 2018-19 2019-20 2020-21 2021-22 2022-23 Normal Cost % 18.900% 18.9% 18.9% 18.9% 18.9% 18.9% UAL $ 7,127,885 8,469,191 9,884,561 10,739,149 11,629,663 12,325,997 For projected contributions under alternate investment return scenarios, please see the “Analysis of Future Investment Return Scenarios” in the “Risk Analysis” section. June 30, 2014 June 30, 2015 1. Present Value of Projected Benefits $ 426,369,163 $ 433,980,861 2. Entry Age Normal Accrued Liability 367,478,634 377,934,524 3. Market Value of Assets (MVA) $ 264,145,000 $ 259,169,591 4. Unfunded Accrued Liability (UAL) [(2) – (3)] $ 103,333,634 $ 118,764,933 5. Funded Ratio [(3) / (2)] 71.9% 68.6% CALPERS ACTUARIAL VALUATION - June 30, 2015 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 6 Cost Actuarial Cost Estimates in General What will this pension plan cost? Unfortunately, there is no simple answer. There are two major reasons for the complexity of the answer. First, actuarial calculations, including the ones in this report, are based on a number of assumptions about the future. These assumptions can be divided into two categories.  Demographic assumptions include the percentage of employees that will terminate, die, become disabled, and retire in each future year.  Economic assumptions include future salary increases for each active employee, and the assumption with the greatest impact: future asset returns at CalPERS for each year into the future until the last dollar is paid to current members of the plan. While CalPERS has set these assumptions to reflect our best estimate of the real future of the plan, it must be understood that these assumptions are very long-term predictors and will surely not be realized in any one year. For example, while the asset earnings at CalPERS have averaged more than the assumed return of 7.5 percent for the past twenty year period ending June 30, 2015, returns for each fiscal year ranged from negative -24 percent to +21.7 percent. Second, the very nature of actuarial funding produces the answer to the question of plan cost as the sum of two separate pieces.  The Normal Cost (i.e., the annual cost associated with one year of service accrual) expressed as a percentage of total active payroll.  The Past Service Cost or Accrued Liability (i.e., the current value of the benefit for all credited past service of current members) which is expressed as a lump sum dollar amount. The cost is the sum of a percent of future pay and a lump sum dollar amount. In prior years CalPERS converted Past Service Cost to a percent of payroll and expressed the total required employer contribution as a single rate. Going forward the Past Service Cost will no longer be converted to a percent of payroll and this cost will be invoiced to the employer as a monthly dollar contribution amount with the option to prepay the annual amount at the beginning of the fiscal year. The normal cost will continue to be expressed as a percentage of active payroll with employer and employee contributions payable as part of the payroll reporting process. CALPERS ACTUARIAL VALUATION - June 30, 2015 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 Beginning with Fiscal Year 2017-18 CalPERS will collect employer contributions toward the plan’s unfunded liability as dollar amounts instead of the prior method of a contribution rate. This change will address 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. Although employers will be invoiced at the beginning of the fiscal year for their unfunded liability payment the plan’s normal cost contribution will continue to be collected as a percentage of payroll. Subsequent Events Risk Mitigation The CalPERS Board of Administration adopted a Risk Mitigation Policy which is designed to reduce funding risk over time. The policy establishes a mechanism whereby CalPERS investment performance that significantly outperforms the discount rate triggers adjustments to the discount rate, expected investment return and strategic asset allocation targets. A minimum excess investment return of 4% above the existing discount rate is necessary to cause a funding risk mitigation event. More details on the Risk Mitigation Policy can be found on our website. ASSETS  RECONCILIATION OF THE MARKET VALUE OF ASSETS  ASSET ALLOCATION  CALPERS HISTORY OF INVESTMENT RETURNS CALPERS ACTUARIAL VALUATION - June 30, 2015 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 6/30/14 including Receivables $ 264,145,000 2. Change in Receivables for Service Buybacks as of 6/30/14 (209,974) 3. Employer Contributions 8,615,752 4. Employee Contributions 1,994,256 5. Benefit Payments to Retirees and Beneficiaries (20,991,011) 6. Refunds (156,687) 7. Lump Sum Payments 0 8. Transfers and Miscellaneous Adjustments 263,632 9. Investment Return 5,508,623 10. Market Value of Assets as of 6/30/15 including Receivables $ 259,169,591 CALPERS ACTUARIAL VALUATION - June 30, 2015 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 has an expected long term blended rate of return of 7.5 percent. 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, 2015. 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 Global Equity 162.5 51.0% Private Equity 29.0 10.0% Global Fixed Income 53.1 20.0% Liquidity 7.5 1.0% Real Assets 31.8 12.0% Inflation Sensitive Assets 15.6 6.0% Other 2.4 0.0% Total Fund $301.9 100.0% Global Equity 53.8% Private Equity 9.6% Global Fixed Income 17.6% Liquidity 2.5% Real Assets 10.5% Inflation 5.2% Other 0.8% Asset Allocation at 6/30/2015 CALPERS ACTUARIAL VALUATION - June 30, 2015 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, 2015, (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. Although the expected rate of return on the recently adopted new asset allocation is 7.5 percent, the portfolio has an expected volatility of 11.76 percent per year. 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 2.4% 10.7% 6.1% 7.7% 9.1% Volatility – 9.4% 14.0% 11.8% 10.5% -25.0% -20.0% -15.0% -10.0% -5.0% 0.0% 5.0% 10.0% 15.0% 20.0% 25.0% 96 97 98 99 00 01 02 03 04 05 06 07 08 09 10 11 12 13 14 15 15 . 3 % 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. 1 % 13 . 2 % 17 . 7 % 2. 4 % LIABILITIES AND CONTRIBUTIONS  DEVELOPMENT OF ACCRUED AND UNFUNDED LIABILITIES  (GAIN) / LOSS ANALYSIS 06/30/14 - 06/30/15  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, 2015 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 13 Development of Accrued and Unfunded Liabilities June 30, 2014 June 30, 2015 1. Present Value of Projected Benefits a) Active Members $ 143,593,466 145,227,338 b) Transferred Members 8,951,761 7,219,815 c) Terminated Members 1,471,564 2,371,428 d) Members and Beneficiaries Receiving Payments 272,352,372 279,162,280 e) Total $ 426,369,163 433,980,861 2. Present Value of Future Employer Normal Costs $ 39,135,076 37,166,396 3. Present Value of Future Employee Contributions $ 19,755,453 18,879,941 4. Entry Age Normal Accrued Liability a) Active Members [(1a) - (2) - (3)] $ 84,702,937 89,181,001 b) Transferred Members (1b) 8,951,761 7,219,815 c) Terminated Members (1c) 1,471,564 2,371,428 d) Members and Beneficiaries Receiving Payments (1d) 272,352,372 279,162,280 e) Total $ 367,478,634 377,934,524 5. Market Value of Assets (MVA) $ 264,145,000 259,169,591 6. Unfunded Accrued Liability (UAL) [(4e) - (5)] $ 103,333,634 118,764,933 7. Funded Ratio [(5) / (4e)] 71.9% 68.6% CALPERS ACTUARIAL VALUATION - June 30, 2015 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 14 (Gain)/Loss Analysis 6/30/14 – 6/30/15 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 6/30/14 $ 103,333,634 b) Expected Payment on the UAL during 2014/2015 4,471,850 c) Interest through 6/30/15 [.075 x (1a) - ((1.075)½ - 1) x (1b)] 7,585,360 d) Expected UAL before all other changes [(1a) - (1b) + (1c)] 106,447,144 e) Change due to plan changes 0 f) Change due to assumption change 0 g) Expected UAL after all other changes [(1d) + (1e) + (1f)] 106,447,144 h) Actual UAL as of 6/30/15 118,764,933 i) Total (Gain)/Loss for 2014/2015 [(1h) - (1g)] $ 12,317,789 2. Contribution (Gain)/Loss for the Year a) Expected Contribution (Employer and Employee) $ 10,664,907 b) Interest on Expected Contributions 392,704 c) Actual Contributions 10,610,008 d) Interest on Actual Contributions 390,682 e) Expected Contributions with Interest [(2a) + (2b)] 11,057,611 f) Actual Contributions with Interest [(2c) + (2d)] 11,000,690 g) Contribution (Gain)/Loss [(2e) - (2f)] $ 56,921 3. Asset (Gain)/Loss for the Year a) Market Value of Assets as of 6/30/14 $ 264,145,000 b) Prior Fiscal Year Receivables (949,187) c) Current Fiscal Year Receivables 739,213 d) Contributions Received 10,610,008 e) Benefits and Refunds Paid (21,147,698) f) Transfers and Miscellaneous Adjustments 263,632 g) Expected Int. [.075 x (3a + 3b) + ((1.075)½ - 1) x ((3d) + (3e) + (3f))] 19,361,374 h) Expected Assets as of 6/30/15 [(3a) + (3b) + (3c) + (3d) + (3e) + (3f) + (3g)] 273,022,342 i) Market Value of Assets as of 6/30/15 259,169,591 j) Asset (Gain)/Loss [(3h) - (3i)] $ 13,852,751 4. Liability (Gain)/Loss for the Year a) Total (Gain)/Loss (1i) $ 12,317,789 b) Contribution (Gain)/Loss (2g) 56,921 c) Asset (Gain)/Loss (3j) 13,852,751 d) Liability (Gain)/Loss [(4a) - (4b) - (4c)] $ (1,591,883) CALPERS ACTUARIAL VALUATION - June 30, 2015 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, 2015.  The required employer contributions determined by the valuation are for the fiscal year beginning two years after the valuation date: Fiscal Year 2017-18. 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 6/30/15 Expected Payment 2015-16 Balance 6/30/16 Expected Payment 2016-17 Balance 6/30/17 Scheduled Payment for 2017-18 FRESH START 06/30/04 19 $(929,441) $(68,070) $(928,572) $(70,112) $(925,521) $(72,216) BENEFIT CHANGE 06/30/05 9 $148,354 $17,159 $141,689 $17,674 $133,991 $18,204 ASSUMPTION CHANGE 06/30/09 14 $7,475,235 $654,769 $7,356,998 $674,413 $7,209,527 $694,645 SPECIAL (GAIN)/LOSS 06/30/09 24 $8,832,974 $571,306 $8,903,104 $588,446 $8,960,723 $606,099 SPECIAL (GAIN)/LOSS 06/30/10 25 $4,199,302 $266,144 $4,238,306 $274,129 $4,271,956 $282,353 ASSUMPTION CHANGE 06/30/11 16 $6,229,833 $503,649 $6,174,876 $518,759 $6,100,131 $534,322 SPECIAL (GAIN)/LOSS 06/30/11 26 $2,376,169 $147,751 $2,401,190 $152,183 $2,423,493 $156,749 PAYMENT (GAIN)/LOSS 06/30/12 27 $1,531,406 $93,529 $1,549,288 $96,335 $1,565,603 $99,225 (GAIN)/LOSS 06/30/12 27 $43,831,226 $2,676,951 $44,343,046 $2,757,260 $44,809,987 $2,839,977 (GAIN)/LOSS 06/30/13 28 $39,133,547 $550,415 $41,497,881 $1,133,854 $43,434,617 $1,751,805 ASSUMPTION CHANGE 06/30/14 19 $18,188,169 $(167,241) $19,725,680 $375,729 $20,815,542 $774,001 (GAIN)/LOSS 06/30/14 29 $(24,569,630) $(91,238) $(26,317,755) $(370,160) $(27,907,796) $(762,530) (GAIN)/LOSS 06/30/15 30 $12,317,789 $(150,934) $13,398,115 $(183,242) $14,592,963 $205,251 TOTAL $118,764,933 $5,004,190 $122,483,846 $5,965,268 $125,485,216 $7,127,885 CALPERS ACTUARIAL VALUATION - June 30, 2015 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 for each year into the future. The schedules do not attempt to reflect any experience after June 30, 2015 that may deviate from the actuarial assumptions. Therefore, future amortization payments displayed in the Current Amortization Schedule may 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, 2015 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 17 30-Year Amortization Schedule and Alternatives Alternate Schedules Current Amortization Schedule 20 Year Amortization 15 Year Amortization Date Balance Payment Balance Payment Balance Payment 6/30/2017 125,485,216 7,127,885 125,485,216 9,474,815 125,485,216 11,503,171 6/30/2018 127,506,259 8,160,489 125,072,910 9,759,059 122,969,865 11,848,267 6/30/2019 128,608,254 9,248,636 124,334,970 10,051,831 119,908,061 12,203,715 6/30/2020 128,664,682 9,756,645 123,238,133 10,353,386 116,248,085 12,569,826 6/30/2021 128,198,627 10,280,357 121,746,373 10,663,988 111,934,018 12,946,921 6/30/2022 127,154,624 10,588,766 119,820,694 10,983,907 106,905,416 13,335,328 6/30/2023 125,712,553 10,906,430 117,418,888 11,313,425 101,096,960 13,735,388 6/30/2024 123,832,967 11,233,622 114,495,297 11,652,827 94,438,078 14,147,450 6/30/2025 121,473,174 11,570,631 111,000,535 12,002,412 86,852,546 14,571,873 6/30/2026 118,586,973 11,893,997 106,881,210 12,362,484 78,258,047 15,009,030 6/30/2027 115,149,038 12,250,817 102,079,604 12,733,359 68,565,707 15,459,301 6/30/2028 111,083,297 12,618,344 96,533,347 13,115,360 57,679,591 15,923,080 6/30/2029 106,331,570 12,996,892 90,175,053 13,508,821 45,496,160 16,400,772 6/30/2030 100,830,972 13,386,800 82,931,939 13,914,085 31,903,690 16,892,795 6/30/2031 94,513,566 12,737,689 74,725,404 14,331,508 16,781,644 17,399,579 6/30/2032 88,395,365 12,516,885 65,470,586 14,761,453 6/30/2033 82,047,234 11,413,941 55,075,879 15,204,297 6/30/2034 76,366,550 11,116,709 43,442,420 15,660,425 6/30/2035 70,567,994 10,791,366 30,463,527 16,130,238 6/30/2036 64,671,867 10,563,130 16,024,105 16,614,145 6/30/2037 58,570,172 10,880,023 6/30/2038 51,682,284 11,206,425 6/30/2039 43,939,389 11,542,618 6/30/2040 35,267,201 11,888,895 6/30/2041 25,585,573 9,826,468 6/30/2042 17,316,189 9,105,732 6/30/2043 9,173,877 8,161,145 6/30/2044 1,400,264 971,051 6/30/2045 498,476 66,890 6/30/2046 466,509 483,686 Totals 295,292,964 254,591,825 213,946,496 Estimated Savings 40,701,139 81,346,468 CALPERS ACTUARIAL VALUATION - June 30, 2015 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 7/1/16 – 6/30/17 a) Employer Normal Cost 18.977% b) Employee Contribution 9.143% c) Total Normal Cost 28.120% 2. Effect of changes since the prior year annual valuation a) Effect of changes in demographics results (0.091%) b) Effect of plan changes 0.000% c) Effect of changes in assumptions 0.000% d) Net effect of the changes above [sum of (a) through (c)] (0.091%) 3. 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% Employer Normal Cost Change [(3a) – (1a)] (0.077%) Employee Contribution Change [(3b) – (1b)] (0.014%) Unfunded Liability Contribution ($) 1. For Period 7/1/16 – 6/30/17 6,148,510 2. Effect of changes since the prior year annual valuation a) Effect of changes in demographics and financial results 205,251 b) Effect of plan changes 0 c) Effect of changes in assumptions 0 d) Effect of progression of amortization payments 774,124 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)] 979,375 3. For Period 7/1/17 – 6/30/18 [(1)+(2g)] 7,127,885 The amounts shown for the period 7/1/16 – 6/30/17 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, 2015 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 ($) 2012 - 13 18.015% 13.035% N/A 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 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 06/30/10 $ 293,895,452 $ 190,527,731 $ 103,367,721 64.8% $ 23,030,400 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 RISK ANALYSIS  ANALYSIS OF FUTURE INVESTMENT RETURN SCENARIOS  ANALYSIS OF DISCOUNT RATE SENSITIVITY  VOLATILITY RATIOS  HYPOTHETICAL TERMINATION LIABILITY CALPERS ACTUARIAL VALUATION - June 30, 2015 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 21 Analysis of Future Investment Return Scenarios The investment return for Fiscal Year 2015-16 was not known at the time this report was produced. The investment return in Fiscal Year 2015-16 as of April 30, 2016 is 0.0 percent before administrative expenses. For purposes of projecting future employer contributions, we are assuming a 0.0 percent investment return for Fiscal Year 2015-16. The investment return realized during a fiscal year first affects the required contribution for the fiscal year two years later. For example, the investment return for Fiscal Year 2015-16 will first be reflected in the June 30, 2016 actuarial valuation that will be used to set the employer contribution for Fiscal Year 2018-19. The Fiscal Year 2016-17 investment return will first be reflected in the June 30, 2017 actuarial valuation that will be used to set the employer contribution for Fiscal Year 2019-20 and so forth. As part of this report, a sensitivity analysis was performed to determine the effects of various investment returns during fiscal years 2016-17, 2017-18 and 2018-19 on the 2019-20, 2020-21 and 2021-22 employer contributions. Once again, the projections assume that all other actuarial assumptions will be realized and that no further changes to assumptions, contributions, benefits, or funding will occur. Five different investment return scenarios were selected.  The first scenario is a -3.8 percent return for each of the 2016-17, 2017-18, and 2018-19 fiscal years. Based on the current investment allocation, this is what one would expect if the markets were to give us about a 5th percentile return from July 1, 2016 through June 30, 2019.  The second scenario is a 2.8 percent return for each of the 2016-17, 2017-18, and 2018-19 fiscal years. Based on the current investment allocation, this is what one would expect if the markets were to give us about a 25th percentile return from July 1, 2016 through June 30, 2019.  The third scenario is a 7.5 percent return for each of the 2016-17, 2017-18, and 2018-19 fiscal years. Based on the current investment allocation, this is what one would expect if the markets were to give us about a 49th percentile return from July 1, 2016 through June 30, 2019.  The fourth scenario is a 12.0 percent return for each of the 2016-17, 2017-18, and 2018-19 fiscal years. Based on the current investment allocation, this is what one would expect if the markets were to give us about a 75th percentile return from July 1, 2016 through June 30, 2019.  Finally, the last scenario is an 18.9 percent return for each of the 2016-17, 2017-18, and 2018-19 fiscal years. Based on the current investment allocation, this is what one would expect if the markets were to give us about a 95th percentile return from July 1, 2016 through June 30, 2019. The table below shows the estimated projected contributions and the estimated increases for the plan under the five different scenarios. 2016-19 Investment Return Scenario Fiscal Year Estimated Change Between 2018-19 and 2021-22 2019-20 2020-21 2021-22 (3.8%) Normal Cost 18.9% 18.9% 18.9% 0.0% UAL Contribution $10,330,611 $12,069,307 $14,275,946 $5,806,755 2.8% Normal Cost 18.9% 18.9% 18.9% 0.0% UAL Contribution $10,070,148 $11,304,826 $12,779,784 $4,310,593 7.5% Normal Cost 18.9% 18.9% 18.9% 0.0% UAL Contribution $9,884,561 $10,739,149 $11,629,663 $3,160,472 12.0% Normal Cost 19.3% 19.6% 20.0% 1.1% UAL Contribution $9,697,002 $10,200,234 $10,548,940 $2,079,749 18.9% Normal Cost 20.0% 21.1% 22.1% 3.2% UAL Contribution $9,409,063 $9,378,430 $8,884,046 $414,855 CALPERS ACTUARIAL VALUATION - June 30, 2015 SAFETY PLAN OF THE CITY OF PALO ALTO CalPERS ID: 6373437857 Page 22 For the last two scenarios in the table above the results incorporate the impact of CalPERS Risk Mitigation Policy. A 12.0% return would result in a reduction of the discount rate by 0.05% and a return of 18.9% would reduce the discount rate by 0.15%. Reducing the discount rate increases both the plan’s accrued liability and normal cost. While the projections reflect estimated changes to the normal cost due to lower discount rates, they do not reflect the possible increase in the PEPRA member contribution rate in such scenarios. More details about the Risk Mitigation policy can be found on our website. 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. Analysis of Discount Rate Sensitivity The following analysis looks at the Fiscal Year 2017-18 total normal cost rates and liabilities under two different discount rate scenarios. Shown below are the total normal cost rates assuming discount rates that are 1 percent lower and 1 percent higher than the current valuation discount rate. This analysis shows the potential plan impacts if the PERF were to realize investment returns of 6.50 percent or 8.50 percent over the long-term. This type of analysis gives the reader a sense of the long-term risk to required contributions. Sensitivity Analysis As of June 30, 2015 6.50% Discount Rate (-1%) 7.50% Discount Rate (assumed rate) 8.50% Discount Rate (+1%) Plan’s Total Normal Cost 35.207% 28.029% 22.530% Accrued Liability $425,987,913 $377,934,524 $338,195,457 Unfunded Accrued Liability $166,818,322 $118,764,933 $79,025,866 CALPERS ACTUARIAL VALUATION - June 30, 2015 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. Contribution Volatility As of June 30, 2015 1. Market Value of Assets without Receivables $ 258,430,378 2. Payroll 21,186,275 3. Asset Volatility Ratio (AVR) [(1) / ( 2)] 12.2 4. Accrued Liability $ 377,934,524 5. Liability Volatility Ratio (LVR) [(4) / (2)] 17.8 CALPERS ACTUARIAL VALUATION - June 30, 2015 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, 2015. 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. 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 @ 2.00% Funded Status Unfunded Termination Liability @ 2.00% Hypothetical Termination Liability1,2 @ 3.25% Funded Status Unfunded Termination Liability @ 3.25% $259,169,591 $772,815,847 33.5% $513,646,256 $647,207,635 40.0% $388,038,044 1 The hypothetical liabilities calculated above include a 7 percent mortality contingency load in accordance with Board policy. Other actuarial assumptions, such as wage and inflation 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 2.75 percent on June 30, 2015. 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, 2015 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 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, 2015 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, 2015 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 age of hire (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. Commencing with the June 30, 2013 valuation, all new gains or losses are tracked and 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 5 years. 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, 2015 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 unfunded liability is on a “level dollar” basis rather than a “level percent of pay” basis  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. In many cases, a Fresh Start approach with a 20 year closed period will be used. However, the specific demographics of the plan will be used to determine if periods shorter or longer than 20 years 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. Accordingly, plans will be funded equally between employer and employee based on the demographics of the employees of that employer. As each non-pooled plan builds up to either 100+ active PEPRA members or half of their active population is under the PEPRA formula, the total PEPRA normal cost will be based on the active PEPRA population in the plan. CALPERS ACTUARIAL VALUATION – June 30, 2015 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 current asset allocation that will reduce the expected volatility of returns. The adopted asset allocation is expected to have a long-term blended return that continues to support a discount rate assumption of 7.5 percent. The Board also approved several changes to the demographic assumptions that more closely align 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. The new actuarial assumptions were first used in the June 30, 2014 valuation to set the Fiscal Year 2016-17 contribution for public agency employers. The increase in liability due to new actuarial assumptions is amortized over a 20-year period with a 5-year ramp-up/ramp-down in accordance with Board policy. These new actuarial assumptions are set forth in this section. 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 7.5 percent compounded annually (net of expenses). This assumption is used for all plans. 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 2.75 percent on June 30, 2015. CALPERS ACTUARIAL VALUATION – June 30, 2015 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, 2015 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. Inflation 2.75 percent compounded annually. This assumption is used for all plans. 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, 2015 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, 2015 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, 2015 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, 2015 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, 2015 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, 2015 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, 2015 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, 2015 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, 2015 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 50 51 52 53 54 55 Rate 0.0159 0.0000 0.0344 0.0199 0.0413 0.0751 Age 56 57 58 59 60 Rate 0.1108 0.0000 0.0950 0.0441 1.00000 Public Agency Police ½ @ 55 and 2% @ 55 Age 50 51 52 53 54 55 Rate 0.0255 0.0000 0.0164 0.0272 0.0095 0.1667 Age 56 57 58 59 60 Rate 0.0692 0.0511 0.0724 0.0704 1.0000 CALPERS ACTUARIAL VALUATION – June 30, 2015 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, 2015 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, 2015 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, 2015 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, 2015 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, 2015 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, 2015 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 2015 calendar year is $265,000. APPENDIX B PRINCIPAL PLAN PROVISIONS CALPERS ACTUARIAL VALUATION – June 30, 2015 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, 2015 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 $117,020 for 2015 and for those employees that do not participate in Social Security the cap for 2015 is $140,424. 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, 2015 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 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, 2015 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, 2015 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, 2015 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, 2015 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, 2015 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, 2015 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, 2015 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, 2015 APPENDIX C SAFETY PLAN OF THE CITY OF PALO ALTO PARTICIPANT DATA C-1 Summary of Valuation Data June 30, 2014 June 30, 2015 1. Active Members a) Counts 187 179 b) Average Attained Age 40.06 40.91 c) Average Entry Age to Rate Plan 29.11 29.21 d) Average Years of Service 10.95 11.70 e) Average Annual Covered Pay $ 113,765 $ 118,359 f) Annual Covered Payroll 21,274,021 21,186,275 g) Projected Annual Payroll for Contribution Year 23,246,697 23,150,815 h) Present Value of Future Payroll 214,199,671 205,334,914 2. Transferred Members a) Counts 63 59 b) Average Attained Age 44.06 43.87 c) Average Years of Service 3.71 3.22 d) Average Annual Covered Pay $ 106,767 $ 109,275 3. Terminated Members a) Counts 31 39 b) Average Attained Age 42.38 42.63 c) Average Years of Service 3.10 3.54 d) Average Annual Covered Pay $ 81,322 $ 89,331 4. Retired Members and Beneficiaries a) Counts 411 414 b) Average Attained Age 67.44 67.81 c) Average Annual Benefits $ 50,485 $ 51,863 5. Active to Retired Ratio [(1a) / (4a)] 0.45 0.43 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, 2015 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 14 3 0 0 0 0 17 30-34 16 12 3 0 0 0 31 35-39 12 12 11 2 0 0 37 40-44 3 5 6 17 0 0 31 45-49 1 1 10 8 13 4 37 50-54 1 1 4 4 6 3 19 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 1 0 1 All Ages 48 35 34 32 20 10 179 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 $98,189 $0 $0 $0 $0 $0 $98,189 25-29 94,483 102,706 0 0 0 0 95,934 30-34 103,209 118,641 120,152 0 0 0 110,822 35-39 106,808 119,764 126,296 142,715 0 0 118,745 40-44 102,889 109,100 129,234 128,829 0 0 123,215 45-49 110,592 124,726 106,715 113,144 126,869 151,310 120,599 50-54 199,617 113,398 116,143 116,219 130,059 146,263 129,558 55-59 0 119,177 0 144,632 0 189,123 160,514 60-64 0 0 0 0 0 120,678 120,678 65 and over 0 0 0 0 122,007 0 122,007 All Ages $103,601 $116,337 $119,319 $124,694 $127,583 $154,296 $118,359 CALPERS ACTUARIAL VALUATION – June 30, 2015 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 and Service 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 3 0 0 0 0 0 3 99,443 30-34 7 0 0 0 0 0 7 101,136 35-39 10 0 0 0 0 0 10 95,837 40-44 9 1 0 0 0 0 10 118,340 45-49 8 5 2 0 0 0 15 116,876 50-54 7 1 1 0 0 0 9 101,475 55-59 0 2 1 0 0 0 3 131,220 60-64 0 1 1 0 0 0 2 119,533 65 and over 0 0 0 0 0 0 0 0 All Ages 44 10 5 0 0 0 59 109,275 Distribution of Terminated Participants with Funds on Deposit by Age and Service 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 2 1 0 0 0 0 3 87,002 35-39 9 4 0 0 0 0 13 89,779 40-44 2 3 0 0 0 0 5 109,949 45-49 4 3 1 0 0 0 8 93,514 50-54 4 0 0 0 0 0 4 55,820 55-59 2 1 0 0 0 0 3 81,607 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 13 1 0 0 0 39 89,331 CALPERS ACTUARIAL VALUATION – June 30, 2015 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 1 0 0 0 1 35-39 0 0 2 0 0 0 2 40-44 0 0 5 0 0 0 5 45-49 0 1 5 0 0 0 6 50-54 30 0 14 0 1 0 45 55-59 40 2 20 0 2 0 64 60-64 27 0 18 0 0 4 49 65-69 37 1 18 0 0 4 60 70-74 29 0 23 0 0 9 61 75-79 30 2 19 0 0 5 56 80-84 19 0 14 0 0 7 40 85 and Over 14 0 5 0 0 6 25 All Ages 226 6 144 0 3 35 414 Distribution of Average Annual Amounts for 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 57,268 0 0 0 57,268 35-39 0 0 55,085 0 0 0 55,085 40-44 0 0 58,085 0 0 0 58,085 45-49 0 83 38,337 0 0 0 31,962 50-54 86,847 0 64,408 0 51,611 0 79,083 55-59 77,689 17,165 69,460 0 36,032 0 71,924 60-64 65,796 0 45,778 0 0 43,294 56,606 65-69 64,576 17,011 47,573 0 0 35,097 56,717 70-74 48,202 0 31,568 0 0 38,700 40,528 75-79 43,580 11,519 35,814 0 0 11,765 36,959 80-84 39,546 0 27,744 0 0 27,485 33,305 85 and Over 28,572 0 19,084 0 0 18,893 24,351 All Ages $60,776 $12,410 $45,216 $0 $41,225 $29,327 $51,863 CALPERS ACTUARIAL VALUATION – June 30, 2015 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 60 1 17 0 0 5 83 5-9 36 1 20 0 0 6 63 10-14 42 0 14 0 1 11 68 15-19 24 1 19 0 1 6 51 20-24 31 0 16 0 0 2 49 25-29 15 1 19 0 0 3 38 30 and Over 18 2 39 0 1 2 62 All Years 226 6 144 0 3 35 414 Distribution of Average Annual Amounts for 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 $84,922 $2,048 $72,095 $0 $0 $10,154 $76,792 5-9 61,093 83 74,237 0 0 30,179 61,353 10-14 64,481 0 64,971 0 51,611 40,369 60,492 15-19 43,320 32,282 41,727 0 45,687 34,148 41,478 20-24 50,538 0 42,127 0 0 30,323 46,967 25-29 34,925 17,011 26,541 0 0 27,070 29,641 30 and Over 33,461 11,519 23,591 0 26,376 1,902 25,412 All Years $60,776 $12,410 $45,216 $0 $41,225 $29,327 $51,863 * 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, 2015 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, 2015. 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. The PEPRA total normal cost for the plan is calculated assuming the entire active population, including classic members, is subject to the adopted PEPRA formula and applicable compensation limits. 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% of the new normal cost rounded up to the next highest quarter percent. Basis for Current Rate Rates Effective July 1, 2017 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% 21.336% 0.060% No 10.750% 25007 Safety Police PEPRA 21.276% 10.750% 21.336% 0.060% No 10.750% APPENDIX E GLOSSARY OF ACTUARIAL TERMS CALPERS ACTUARIAL VALUATION – June 30, 2015 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, 2015 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% means the plan or risk pool has more assets than liabilities and a ratio less than 100% 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. Superfunded A condition existing when a plan’s Actuarial Value of Assets exceeds its Present Value of Benefits. Prior to the passage of PEPRA, when this condition existed on a given valuation date for a given plan, employee contributions for the rate year covered by that valuation could be waived. Unfunded 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 Liability. If the Unfunded Liability is positive, the plan or pool will have to pay contributions exceeding the Normal Cost.