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RPVCCA_CC_SR_2014_02_04_04_Updated_Pension_Liability_MemorandumCITY OF RANCHO PALOS VERDES MEMORANDUM TO: FROM: DATE: SUBJECT: REVIEWED: HONORABLE MAYOR & CITY COUNCIL MEMBERS DENNIS McLEAN, DIRECTOR OF FINANCE & ~ INFORMATION TECHNOLOGY FEBRUARY 4, 2014 UPDATED PENSION LIABILITY MEMORANDUM FROM THE FINANCE ADVISORY COMMITTEE (Supports 2013 City Council Goal of Government Efficiency, Fiscal Control and Transparency) CAROLYN LEHR, CITY MANAGER ~ Project Manager: Kathryn Downs, Deputy Director of Finance & Information Technology \D{) RECOMMENDATION Receive and file the December 11, 2013 updated version of the Memorandum from the Finance Advisory Committee (FAC) titled "Update #2 re the City's Unfunded Pension Liability" (Attachment A). EXECUTIVE SUMMARY The FAC Work Plan for 2013-14 includes the following task: "Continue to study new financial reporting standards impacting the City's employee pension plan, as well as changes to pension plan provider assumptions and methodologies". Information contained in this Staff Report was provided to the FAC on December 11, 2013. At that meeting, the FAC updated its Memorandum to the City Council regarding the City's unfunded pension liability. 4-1 UPDATED PENSION LIABILITY MEMORANDUM FROM THE FINANCE ADVISORY COMMITTEE February 4, 2014 Page 2 of 5 BACKGROUND & DISCUSSION The California Public Employees Retirement System (CalPERS) recently released the Annual Valuation Report (AVR) for the City's pension plan dated June 30, 2012 (see Attachment B). As a reminder, the City has three tiers of pension benefits for its employees. The number of full-time employees in each tier is summarized below. lstTier (2.5% ~ 55) 43 2nd Tier (2%@ 60) 5 3rd Tier (2%@ 62) 3 Vacant 6 ~!~J:i,~1~ The FY13-14 salary budget is $5.5 million for full-time employees. With employee turnover, the number of employees earning 1st Tier pension benefit will be reduced. The 6 positions that are currently vacant will be filled with employees earning either 2nd or 3rd Tier pension benefits. Both employer and employee contribution rates are summarized below. -~!1 ~. Ii __ ~r .. ~!!Y .. ·2nd Tier ·3rd Ti:er 3rd Tfrer Employee Employer Contribution Rates 1st Tier Benefit (2. 5% @ 55) _?!_!.~_§9_ 60 62 6.250% 6.2SC°Ai 6.250% 6.251Y!O The FY14-15 employer contribution rate has been set at 15.701%for1st Tier benefits. This is the same rate that was projected for FY14-15 with the June 30, 2011 AVR. The projected employer contribution rate for FY15-16 is 16.7%. This is less than the 17.32% assumption that was included in the 2013 Five-Year Financial Model. CalPERS indicated that the 16. 7% projection includes the estimated 12% investment return for FY12- 4-2 UPDATED PENSION LIABILITY MEMORANDUM FROM THE FINANCE ADVISORY COMMITTEE February 4, 2014 Page 3 of 5 13, as well as the new amortization and smoothing policy adopted by the Cal PERS Board in April 2013. CalPERS provided a five-year outlook of the expected employer contribution rates, as summarized below. r~ii, ,,,:§~~tlt1~~~MJi~iilt~~, "~S;~~@~~§~ ' 16.2%1 17.2%: 18.3%1 19.3% 20.3%; Cal PERS also reported that the Public Employees' Pension Reform Act of 2013 (PEPRA) will result in a shift of new members away from existing pools (as demonstrated above for the City). CalPERS expects that shift may necessitate a change in the method of allocating the unfunded liability for pooled plans. In other words, in the future, the pool's unfunded liability may be allocated over less employees resulting in an increase of the employer contribution rate. Finally, CalPERS expects to conduct a review of economic and demographic assumptions in the near future (including improved mortality rates). Changes to these assumptions will likely result in increased employer contribution rates in the future. The five-year outlook, summarized above, does not include the impacts of any changes to economic and demographic assumptions. 2nd Tier Benefit (2% @ 60) The FY14-15 employer contribution rate is 8.005%, which is a slight reduction from FY13- 14. The assumption included in the 2013 Five-Year Financial Model for the 2nd Tier employer contribution rate was 8.65%. 3rd Tier Benefit (2% @ 62) The FY14-15 employer contribution rate is 6.250%, which is the same rate as FY13-14. Unfunded Pension Liability The 2.5% @ 55 pool has an unfunded liability; and the City, as a member of that pool, is responsible for a portion of the pool's unfunded liability. An unfunded pension liability exists when the present value of projected benefits exceeds plan assets. The unfunded liability is paid through a portion of the employer contribution rate. CalPERS has provided calculations of the City's share of the 2.5% @ 55 pool's unfunded liability. As presented in previous reports to the City Council and the FAC, there are 3 different valuations of the City's share of the pool's unfunded liability, as summarized below. The estimates have been presented from the AVR's dated June 30, 2011 (prior year) and the June 30, 2012 (current year). 4-3 UPDATED PENSION LIABILITY MEMORANDUM FROM THE FINANCE ADVISORY COMMITTEE February 4, 2014 Page 4 of 5 Actuarial Liabnity Market Liability 3, 714,970 4,050,017 6,008,649 7,873,359 Hyr:iothetical Termination Liabi_~ity · 16,571,8_53 32,025,762 The Actuarial Liability is equal to the present value of projected benefits, less the actuarial value of plan assets. The Market Liability is equal to the present value of projected benefits, less the market value of plan assets. The Hypothetical Termination Liability (HTL) is a formula derived by CalPERS to protect the system from future risk when employers terminate a contract with CalPERS. Upon contract termination, CalPERS retains the obligation to make future payments to retirees. This HTL would only be paid in the event that the City terminated its contract with CalPERS. As expected and reported by both Staff and the FAC in the March 2013 Staff Report to the FAC and the March 2013 FAC Memorandum to the City Council, the HTL near doubled from June 30, 2011 to June 30, 2012. The U.S. Treasury discount rate used by CalPERS for the June 30, 2011 calculation of the HTL was 4.82%. The corresponding rate at June 30, 2012 was 2.98% (previously reported by CalPERS as 2.87%). For June 30, 2013, the corresponding discount rate reported by CalPERS was 3.72%. Staff and the FAC previously estimated the HTL at June 30, 2012 by increasing the HTL by the same percentage decrease in the discount rate. Applying that same logic, one can estimate the effect of the June 30, 2013 discount rate on the HTL. The discount rate increased by 25% from June 30, 2012 to June 30, 2013. Decreasing the HTL by that same 25% results in an estimate of $24 million at June 30, 2013. However, it should be noted that one cannot accurately estimate the HTL when it is based upon an unfunded liability that changes near daily depending upon investment returns, market value of the investment portfolio, and actual retirement benefit payments. Financial Statement Disclosure The Governmental Accounting Standards Board (GASB) issued Statement No. 68, Accounting and Financial Reporting for Pensions. The City will be required to implement the new reporting standard with the June 30, 2015 financial statements. As discussed in previous reports to both the FAC and City Council, the City's independent auditor does not encourage early implementation for two reasons: 1) not all information required for implementation has been provided by CalPERS; and 2) other new accounting and reporting standards will need to be implemented prior to implementing GASB Statement No. 68. However, in response to local interest in the City's unfunded pension liability, Staff expanded the Notes to Financial Statements for June 30, 2012 to include more information 4-4 UPDATED PENSION LIABILITY MEMORANDUM FROM THE FINANCE ADVISORY COMMITTEE February 4, 2014 Page 5 of 5 than was required. In its March 2013 Memorandum to the City Council, the FAC recommended that Staff further expand the financial statement disclosure by including information about the Market Liability discussed above. Staff expects to include the additional information in the Notes to Financial Statements for June 30, 2013. CalPERS Investment Returns On January 13, 2014, CalPERS reported a 16.2% investment return forthe calendar year ended December 31, 2013. It should be noted that this is a preliminary estimate that may change slightly after records are finalized. A history of CalPERS investment returns is summarized in the following chart. CalPERS assumes a 7.5% investment return when calculating employer contributions. 2004· 16.7% 13.4%: 2005i 12.6%: 11.1%; 2006' "---···-·-----·,'. 12.3% 15.7% 2007 19.1% 10.2% 2008 -4.9% -27.8% 2009 -23.4% 12.1% 2010 11.6% 12.6% 2011 20.9% 1.1% 2012 1.0%• 13.3%. r·· 20131 13.2%1 16.2%: 4-5 Attachment A MEMORANDUM To: Rancho Palos Verdes City Council From: Finance Advisory Committee Date: December 11, 2013 Subject: Update #2 re the City's Unfunded Pension Liability On April 25, 2012, the Finance Advisory Committee ("FAC") submitted a memorandum to the City Council discussing alternative calculations of the unfunded pension liability for the City of Rancho Palos Verdes. On March 6, 2013, we provided the Council with an update to that memorandum based on the Actuarial Valuation Report ("A VR") from CalPERS for the fiscal year ending June 30, 2011. During the first quarter of 2013, CalPERS advised us that no agencies had terminated their plans since the implementation of the 2011 rules, but that about 20 agencies had requested pre-termination valuations and one small agency (not a city) was in the process of final termination. At the April 25 F AC meeting, it was suggested that we should contact some or all of those agencies to see if other cities have concerns similar to ours, and if so, whether any of them have developed any ideas or approaches which we may have overlooked or not fully explored. Staff suggested that it should coordinate inquiries to those agencies that had requested termination data from CalPERS. At the July 24, 2013 F AC meeting, staff reported that the results of such contacts had been inconsistent and indeterminate, i.e., that there was no dominant trend, no new set of concerns expressed by other agencies, and no approaches to the issues that we had not considered. We have now received the A VR from CalPERS for the fiscal year ending June 30, 2012. A Staff Report addressing this report was presented to the FAC at its December 11, 2013 meeting. In its A VR for the fiscal year ended June 30, 2012, Ca!PERS reported that RPV's unfunded pension liability for fiscal 2012 was approximately $4 million based upon its actuarial assumptions (up from $3.7 million for the fiscal year ended June 30, 2012, and from a calculated estimate of $3.2 million for the fiscal year ended June 30, 2011). CalPERS reported that RPV's unfunded pension liability based upon market assumptions was approximately $7.9 million based upon market assumptions (up from approximately $6 million for the prior year). CalPERS also provided a calculation of the amount the City would have had to pay if it had terminated its plan on June 30, 2012. This number, approximately $32 million, is almost twice as much as the $16.6 million figure reported 4-6 Attachment A by CalPERS for the prior year. This increase was primarily caused by a significant decrease in the US Treasury discount rate. CalPERS anticipates raising employer contribution rates, currently at 15. 7% by about 1 % a year over the next 5 years, reaching 20.3% in FYI 9-20. CalPERS states that it intends to conduct a review of economic and demographic assumptions which could increase these percentages even further. The FAC remains concerned that the total of CalPERS' unfunded pension liabilities have continued to increase despite strong economic markets in recent years. Although CalPERS has now reported a 12% investment return for the fiscal year ended June 30, 2013 (the period immediately following the period covered by the latest A VR), its overall investment results have been both weaker than the general market and inconsistent from year to year. We continue to believe that it is important for both the Council and the public to be aware of and understand this issue. In our March 6, 2013, memorandum, we recommended that the applicable note in the City's Comprehensive Annual Financial Report ("CAFR") include a statement concerning the estimated market value of our unfunded pension liability. The Council agreed with that recommendation and it is our understanding that Staff will expand that note accordingly in the next CAFR. We have no other specific recommendation for action by the City at this time, but we will continue to monitor the situation and will report back to the Council as new information becomes available. 2 4-7 California Public Employees’ Retirement System Actuarial Office P.O. Box 942709 Sacramento, CA 94229-2709 TTY: (916) 795-3240 (888) 225-7377 phone – (916) 795-2744 fax www.calpers.ca.gov October 2013 MISCELLANEOUS PLAN OF THE CITY OF RANCHO PALOS VERDES (CalPERS ID: 3846845523) Annual Valuation Report as of June 30, 2012 Dear Employer, As an attachment to this letter, you will find a copy of Section 1 of the June 30, 2012 actuarial valuation report of your pension plan. Because this plan is in a risk pool, the following valuation report has been separated into two Sections: x Section 1 contains specific information for your plan, including the development of your pooled employer contribution rate, and x Section 2 contains the Risk Pool Actuarial Valuation appropriate to your plan, as of June 30, 2012. Section 2 can be found on the CalPERS website at (www.calpers.ca.gov) then select in order “Employers”, “Actuarial, Risk Pooling & GASB 27 Information”, ”Risk Pooling”, ”Risk Pool Annual Valuation Reports”, then select the appropriate pool report. Your 2012 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 your report with you. Future Contribution Rates The exhibit below displays the Minimum Employer Contribution Rate, before any cost sharing, for 2014-15 along with estimates of the contribution rate for 2015-16. The estimated rate for 2015-16 is based on a projection of the most recent information we have available, including an estimated 12% investment return for fiscal 2012-13, and the impact of the new smoothing methods adopted by the CalPERS Board in April 2013 that will impact employer rates for the first time in 2015-16. See Section 2 Risk Analysis, “Analysis of Future Investment Return Scenarios”, for how much the Risk Pool’s portion of your rate is expected to increase beyond 2015-16 under a variety of investment return scenarios. Please disregard any projections provided to you in the past. Fiscal Year Employer Contribution Rate 2014-15 15.701% 2015-16 16.7% (projected) Member contributions, other than cost sharing (whether paid by the employer or the employee), are in addition to the above rates. The employer contribution rates in this report do not reflect any cost sharing arrangements you may have with your employees. Attachment B 4-8 MISCELLANEOUS PLAN OF THE CITY OF RANCHO PALOS VERDES (CalPERS ID: 3846845523) Annual Valuation Report as of June 30, 2012 Page 2 The estimate for 2015-16 assumes unfunded liability payments will continue to be allocated on and amortized over payroll increasing 3% per year. However, effective January 1, 2013 the Public Employees’ Pension Reform Act of 2013 (PEPRA) will result in a shift of new members away from existing pools. This is expected to reduce the payroll increases for these pools. As a result, effective with the June 30, 2013 valuation, CalPERS may need to change its method of allocating pooled plan unfunded liability. These potential changes in allocating pooled plan unfunded liability could significantly impact 2015-16 and later rates. The estimate for 2015-16 also assumes 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 effect on your contribution rate. Even for the largest plans or pools, such gains and losses can impact the employer’s contribution rate by one or two percent of payroll or even more in some less common circumstances. These gains and losses cannot be predicted in advance so the projected employer contribution rates are just estimates. Your actual rate for 2015-16 will be provided in next year’s valuation report. Changes since the Prior Year’s Valuation On January 1, 2013, the Public Employees’ Pension Reform Act of 2013 (PEPRA) took effect. The impact of most of the PEPRA changes will first show up in the rates and the benefit provision listings of the June 30, 2013 valuation which sets the contribution rates for the 2015- 16 fiscal year. For more detailed information on changes due to PEPRA, please refer to the CalPERS website. 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 2015-16 rates, CalPERS will employ an amortization and smoothing policy that will pay for all gains and losses over a fixed 30-year period with the increases or decreases in the rate spread directly over a 5-year period. The impact of this new actuarial methodology is reflected in the “Analysis of Future Investment Return Scenarios” subsection of the “Risk Analysis” section of your Section 2 report. A review of the preferred asset allocation mix for CalPERS investment portfolio will be performed in late 2013, which could influence future discount rates. In addition, CalPERS will review economic and demographic assumptions, including mortality rate improvements that are likely to increase employer contribution rates in future years. The “Analysis of Future Investment Return Scenarios” subsection does not reflect the impact of assumption changes that we expect will also impact future rates. Besides the above noted changes, there may also be changes specific to your 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, “Statement of Actuarial Data, Methods and Assumptions” of your Section 2 report. Attachment B 4-9 MISCELLANEOUS PLAN OF THE CITY OF RANCHO PALOS VERDES (CalPERS ID: 3846845523) Annual Valuation Report as of June 30, 2012 Page 3 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 result, we ask that, you wait until after November 30 to contact us with actuarial related questions. If you have other questions, please call our customer contact center at (888) CalPERS or (888- 225-7377). Sincerely, ALAN MILLIGAN Chief Actuary Attachment B 4-10 THIS PAGE INTENTIONALLY LEFT BLANK Attachment B 4-11 ACTUARIAL VALUATION as of June 30, 2012 for the MISCELLANEOUS PLAN of the CITY OF RANCHO PALOS VERDES (CalPERS ID: 3846845523) REQUIRED CONTRIBUTIONS FOR FISCAL YEAR July 1, 2014 - June 30, 2015 Attachment B 4-12 TABLE OF CONTENTS SECTION 1 – PLAN SPECIFIC INFORMATION SECTION 2 – RISK POOL ACTUARIAL VALUATION INFORMATION (CY) FIN PROCESS CONTROL ID: 420069 (PY) FIN PROCESS CONTROL ID: 399640 REPORT ID: 73163 Attachment B 4-13 Section 1 CALIFORNIA PUBLIC EMPLOYEES’ RETIREMENT SYSTEM Plan Specific Information for the MISCELLANEOUS PLAN of the CITY OF RANCHO PALOS VERDES (CalPERS ID: 3846845523) (Rate Plan: 1107) Attachment B 4-14 TABLE OF CONTENTS ACTUARIAL CERTIFICATION 1 HIGHLIGHTS AND EXECUTIVE SUMMARY 3 x INTRODUCTION 3 x PURPOSE OF SECTION 1 3 x REQUIRED EMPLOYER CONTRIBUTION 4 x PLAN’S FUNDED STATUS 5 x PROJECTED CONTRIBUTIONS 5 x RATE VOLATILITY 6 FINANCIAL AND DEMOGRAPHIC INFORMATION 7 x PLAN’S SIDE FUND 7 x DEVELOPMENT OF THE ACTUARIAL VALUE OF ASSETS 8 x FUNDING HISTORY 8 x PLAN’S TOTAL NORMAL COST RATE 8 x HYPOTHETICAL TERMINATION LIABILITY 9 x PARTICIPANT DATA 10 x LIST OF CLASS 1 BENEFIT PROVISIONS 10 INFORMATION FOR COMPLIANCE WITH GASB STATEMENT NO. 27 11 PLAN’S MAJOR BENEFIT OPTIONS 15 Attachment B 4-15 SECTION 1 – PLAN SPECIFIC INFORMATION FOR THE MISCELLANEOUS PLAN OF THE CITY OF RANCHO PALOS VERDES CalPERS Actuarial Valuation – June 30, 2012 Page 1 Rate Plan belonging to Miscellaneous 2.5% at 55 Risk Pool ACTUARIAL CERTIFICATION Section 1 of this report is based on the member and financial data contained in our records as of June 30, 2012 which was provided by your agency and the benefit provisions under your contract with CalPERS. Section 2 of this report is based on the member and financial data as of June 30, 2012 provided by employers participating in the risk pool to which your plan belongs and benefit provisions under the CalPERS contracts for those agencies. As set forth in Section 2 of this report, the Pool Actuary has certified that, in her opinion, the valuation of the Risk Pool containing your MISCELLANEOUS PLAN has been performed in accordance with generally accepted actuarial principles consistent with standards of practice prescribed by the Actuarial Standards Board, and that the assumptions and methods are internally consistent and reasonable for the Risk Pool as of the date of this valuation and as prescribed by the CalPERS Board of Administration according to provisions set forth in the California Public Employees’ Retirement Law. Changes to the pool that will occur as a result of PEPRA are not reflected in this report. Having relied upon the information set forth in Section 2 of this report and based on the census and benefit provision information for your plan, it is my opinion as your Plan Actuary that the Side Fund as of June 30, 2012 and employer contribution rate as of July 1, 2014, have been properly and accurately determined in accordance with the principles and standards stated above. The undersigned is an actuary for CalPERS, who is a member of both the American Academy of Actuaries and Society of Actuaries and meets the Qualification Standards of the American Academy of Actuaries to render the actuarial opinion contained herein. KUNG-PEI HWANG, ASA, MAAA Senior Pension Actuary, CalPERS Plan Actuary Attachment B 4-16 SECTION 1 – PLAN SPECIFIC INFORMATION FOR THE MISCELLANEOUS PLAN OF THE CITY OF RANCHO PALOS VERDES CalPERS Actuarial Valuation – June 30, 2012 Page Rate Plan belonging to Miscellaneous 2.5% at 55 Risk Pool 3 HIGHLIGHTS AND EXECUTIVE SUMMARY Introduction This report presents the results of the June 30, 2012 actuarial valuation of the MISCELLANEOUS PLAN of the CITY OF RANCHO PALOS VERDES of the California Public Employees’ Retirement System (CalPERS). This actuarial valuation was used to set the 2014-15 required employer contribution rates. On January 1, 2013, the Public Employees’ Pension Reform Act of 2013 (PEPRA) took effect. The impact of most of the PEPRA changes will first show up in the assumptions and the benefit provision listings of the June 30, 2013 valuation for the 2015-16 rates. For more information on PEPRA, please refer to the CalPERS website. On April 17, 2013, the CalPERS Board of Administration approved a recommendation to change the CalPERS amortization and smoothing policies. Prior to this change, CalPERS employed an amortization and smoothing policy which spread investment returns over a 15-year period with experience gains and losses paid for over a rolling 30-year period. After this change, CalPERS will employ an amortization and smoothing policy that will pay for all gains and losses over a fixed 30-year period with the increases or decreases in the rate spread directly over a 5-year period. The new amortization and smoothing policy will be used for the first time in the June 30, 2013 actuarial valuations. These valuations will be performed in the fall of 2014 and will set employer contribution rates for the Fiscal Year 2015-16. As stewards of the System, CalPERS must ensure that the pension fund is sustainable over multiple generations. Our strategic plan calls for us to take an integrated view of our assets and liabilities and to take steps designed to achieve a fully funded plan. A review of the preferred asset allocation mix for CalPERS investment portfolio will be performed in late 2013 which will influence future discount rates. In addition CalPERS will review economic and demographic assumptions, including mortality rate improvements that are likely to increase employer contribution rates in future years. Purpose of Section 1 This section 1 report for the MISCELLANEOUS PLAN of the CITY OF RANCHO PALOS VERDES of the California Public Employees’ Retirement System (CalPERS) was prepared by the Plan Actuary in order to: x Set forth the actuarial assets and accrued liabilities of this plan as of June 30, 2012; x Determine the required employer contribution rate for this plan for the fiscal year July 1, 2014 through June 30, 2015; x Provide actuarial information as of June 30, 2012 to the CalPERS Board of Administration and other interested parties; and x Provide pension information as of June 30, 2012 to be used in financial reports subject to Governmental Accounting Standards Board (GASB) Statement Number 27 for a Cost Sharing Multiple Employer Defined Benefit Pension Plan. 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. Attachment B 4-17 SECTION 1 – PLAN SPECIFIC INFORMATION FOR THE MISCELLANEOUS PLAN OF THE CITY OF RANCHO PALOS VERDES CalPERS Actuarial Valuation – June 30, 2012 Page Rate Plan belonging to Miscellaneous 2.5% at 55 Risk Pool 4 Required Employer Contribution Fiscal Year Fiscal Year Actuarially Determined Employer Contributions: 2013-14 2014-15 Required Employer Contributions (in Projected Dollars) Risk Pool’s Net Employer Normal Cost $ 505,857 $ 529,548 Risk Pool’s Payment on Amortization Bases 278,032 371,386 Surcharge for Class 1 Benefits a) FAC 1 32,117 33,692 Phase out of Normal Cost Difference 0 0 Amortization of Side Fund 0 0 Total Employer Contribution $ 816,006 $ 934,626 Projected Payroll for the Contribution Fiscal Year $ 5,566,207 $ 5,952,656 Required Employer Contributions (Percentage of Payroll) Risk Pool’s Net Employer Normal Cost 9.088% 8.896% Risk Pool’s Payment on Amortization Bases 4.995% 6.239% Surcharge for Class 1 Benefits a) FAC 1 0.577% 0.566% Phase out of Normal Cost Difference 0.000% 0.000% Amortization of Side Fund 0.000% 0.000% Total Employer Contribution 14.660% 15.701% Minimum Employer Contribution Rate1 14.660% 15.701% Annual Lump Sum Prepayment Option2 $ 787,026 $ 901,433 Appendix C of Section 2 of this report contains a list of Class 1 benefits and corresponding surcharges for each benefit. Risk pooling was implemented for most plans as of June 30, 2003. The normal cost difference was scheduled to be phased out over a five year period. The phase out of normal cost difference is 100 percent for the first year of pooling, and is incrementally reduced by 20 percent of the original normal cost difference for each subsequent year. 1 The Minimum Employer Contribution Rate under PEPRA is the greater of the required employer rate or the total employer normal cost. 2Payment must be received by CalPERS before the first payroll reported to CalPERS of the new fiscal year and after June 30. The prepayment amount applies only to this plan. Please note that it is not possible to prepay contributions for new plans that had no reported membership prior to June 30, 2012. Attachment B 4-18 SECTION 1 – PLAN SPECIFIC INFORMATION FOR THE MISCELLANEOUS PLAN OF THE CITY OF RANCHO PALOS VERDES CalPERS Actuarial Valuation – June 30, 2012 Page Rate Plan belonging to Miscellaneous 2.5% at 55 Risk Pool 5 Plan’s Funded Status June 30, 2011 June 30, 2012 1. Present Value of Projected Benefits (PVB) 31,808,573 $ 34,508,000 2. Entry Age Normal Accrued Liability 25,552,394 28,080,069 3. Plan’s Actuarial Value of Assets (AVA) 21,837,424 $ 24,030,052 4. Unfunded Liability (AVA Basis) [(2) - (3)] 3,714,970 $ 4,050,017 5. Funded Ratio (AVA Basis) [(3) / (2)] 85.5% 85.6% 6. Plan’s Market Value of Assets (MVA) 19,543,745 $ 20,206,710 7. Unfunded Liability (MVA Basis) [(2) - (6)] 6,008,649 7,873,359 8. Funded Ratio (MVA Basis) [(6) / (2)] 76.5% 72.0% Projected Contributions The rate shown below is an estimate for the employer contribution for Fiscal Year 2015-16. The estimated rate is based on a projection of the most recent information we have available, including an estimate of the investment return for fiscal year 2012-13, namely 12 percent. It also reflects implementation of the more conservative rate smoothing method mentioned earlier. Projected Employer Contribution Rate: 16.7% The estimate also assumes that there are no liability gains or losses among the plans in your risk pool, that your plan has no new amendments in the next year, and that your plan’s and your risk pool’s payrolls both increase exactly 3.0 percent in the 2012-13 fiscal year. Therefore, the projected employer contribution rate for 2015-16 is just an estimate. Your actual rate for 2015-16 will be provided in next year’s valuation report. Attachment B 4-19 SECTION 1 – PLAN SPECIFIC INFORMATION FOR THE MISCELLANEOUS PLAN OF THE CITY OF RANCHO PALOS VERDES CalPERS Actuarial Valuation – June 30, 2012 Page Rate Plan belonging to Miscellaneous 2.5% at 55 Risk Pool 6 Rate Volatility Your plan’s employer contribution rate will inevitably fluctuate, for many reasons. One of the biggest causes of fluctuations for pooled plans has been from changes in the side fund rate resulting from unexpected changes in payroll. The following figure shows how much your 2015-16 side fund rate would change for each 1 percent deviation between our 3 percent payroll growth assumption and your actual 2012-13 payroll growth. POTENTIAL 2015-16 RATE IMPACT FROM 2012-13 PAYROLL DEVIATION % Rate Change per 1% Deviation from Assumed 3.0% Payroll Growth: 0.000% Examples: To see how your employer contribution rate might be affected by unexpected payroll change, suppose the following: x The Percentage Rate Change per 1 percent Deviation figure given above is -0.400% x Your plan’s payroll increased 10 percent in 2012-13 (7.0 percent more than our 3.0 percent assumption). Then your 2015-16 rate would decrease -0.400% x (10 – 3.0) = 2.80% from that cause alone. Or conversely, using the same Percentage Rate Change per 1 percent Deviation figure given above, suppose your plan’s payroll remained the same in 2012-13 (3.0 percent less than our 3.0 percent assumption). Then your 2015-16 rate would increase -0.400% x (0 – 3.0) = 1.2% from that cause alone. Note that if your plan had a negative side fund, an unexpected payroll increase would spread the payback of the negative side fund over a bigger payroll, which would decrease your plan’s side fund percentage rate and the total employer contribution rate. On the other hand, if your plan had a positive side fund, an unexpected payroll increase would spread the payback of the positive side fund over a larger payroll, which would increase your plan’s side fund percentage rate and the total employer contribution rate. In either case, the amortization of Side Fund dollar amount would not change. Another big cause of rate fluctuations has been from investment return volatility. The degree to which your plan’s rates may be susceptible to investment return volatility is described in the Risk Analysis section of your Section 2 report under “Volatility Ratios”. Attachment B 4-20 SECTION 1 – PLAN SPECIFIC INFORMATION FOR THE MISCELLANEOUS PLAN OF THE CITY OF RANCHO PALOS VERDES CalPERS Actuarial Valuation – June 30, 2012 Page Rate Plan belonging to Miscellaneous 2.5% at 55 Risk Pool 7 FINANCIAL AND DEMOGRAPHIC INFORMATION Plan’s Side Fund At the time your plan joined the Risk Pool, a side fund was created to account for the difference between the funded status of the pool and the funded status of your plan, in addition to your existing unfunded liability. The side fund for your plan as of the June 30, 2012 valuation is shown in the following table. Your side fund will be credited, on an annual basis, with the actuarial investment return assumption. This assumption is 7.5 percent. A positive side fund will cause your required employer contribution rate to be reduced by the Amortization of Side Fund shown above in Required Employer Contributions. A negative side fund will cause your required employer contribution rate to be increased by the Amortization of Side Fund. In the absence of subsequent contract amendments or funding changes, the side fund will disappear at the end of the amortization period shown below. Plan’s Side Fund Reconciliation June 30, 2011 June 30, 2012 Side Fund as of valuation date* $ 0 $ 0 Adjustments 0 0 Side Fund Payment 0 0 Side Fund one year later $ 0 $ 0 Adjustments 0 0 Side Fund Payment 0 0 Side Fund two years later $ 0 $ 0 Amortization Period 12 11 Side Fund Payment during last year $ 0 $ 0 * If your agency employed superfunded vouchers in fiscal year 2011-12 to pay employee contributions, the June 30, 2012 Side Fund amount has been adjusted by a like amount without any further adjustment to the Side Fund’s amortization period. Similarly, the Side Fund has been adjusted for the increase in liability from any recently adopted Class 1 or Class 2 contract amendments. Also, the Side Fund may be adjusted or eliminated due to recent lump sum payments. Contract amendments and lump sum payments may result in an adjustment to the Side Fund amortization period. Attachment B 4-21 SECTION 1 – PLAN SPECIFIC INFORMATION FOR THE MISCELLANEOUS PLAN OF THE CITY OF RANCHO PALOS VERDES CalPERS Actuarial Valuation – June 30, 2012 Page Rate Plan belonging to Miscellaneous 2.5% at 55 Risk Pool 8 Development of the Actuarial Value of Assets June 30, 2012 1. Plan’s Accrued Liability $ 28,080,069 2. Plan’s Side Fund 0 3. Pool’s Accrued Liability 2,254,622,362 4. Pool’s Side Fund (107,443,058) 5. Pool’s Actuarial Value of Assets Including Receivables 1,837,489,422 6. Plan’s Actuarial Value of Assets (AVA) Including Receivables [(1 + 2) / (3 + 4) x 5] $ 24,030,052 7. Pool’s Market Value of Assets (MVA) Including Receivables 1,545,132,565 8. Plan’s Market Value of Assets (MVA) Including Receivables [(1 + 2) / (3 + 4) x 7] $ 20,206,710 Funding History The Funding History below shows the actuarial accrued liability, the plan’s share of the pool’s market value of assets, plan’s share of the pool’s unfunded liability, funded ratio and the annual covered payroll. [funding_history] Valuation Date Accrued Liability (AL) Share of Pool’s Market Value of Assets (MVA) Plan’s Share of Pool’s Unfunded Liability Funded Ratio Annual Covered Payroll 06/30/2011 $ 25,552,394 $ 19,543,745 $ 6,008,649 76.5% $ 5,093,868 06/30/2012 28,080,069 20,206,710 7,873,359 72.0% 5,447,523 Plan’s Total Normal Cost Rate The Public Employees’ Pension Reform Act of 2013 requires that new employees pay at least 50 percent of the total annual normal cost and that current employees approach the same goal through collective bargaining. Please refer to the CalPERS website for more details. Shown below are the total annual normal cost rates for your plan. Total Normal Cost Rate Fiscal Year Fiscal Year 2013-14 2014-15 Pool’s Net Total Normal Cost Rate 16.976% 16.788% Surcharge for Class 1 Benefits a) FAC 1 0.577% 0.566% Plan’s Total Normal Cost Rate 17.553% 17.354% Attachment B 4-22 SECTION 1 – PLAN SPECIFIC INFORMATION FOR THE MISCELLANEOUS PLAN OF THE CITY OF RANCHO PALOS VERDES CalPERS Actuarial Valuation – June 30, 2012 Page Rate Plan belonging to Miscellaneous 2.5% at 55 Risk Pool 9 Hypothetical Termination Liability Below is an estimate of the financial position of your plan if you had terminated your contract with CalPERS as of June 30, 2011 or 2012 using the discount rates shown below. Your plan liability on a termination basis is calculated differently compared to the plan’s ongoing funding liability. In August 2011, the CalPERS Board adopted a more conservative investment policy and asset allocation strategy for the Terminated Agency Pool. Since the Terminated Agency Pool has limited funding sources, expected benefit payments are secured by risk-free assets. With this change, CalPERS increased benefit security for members while limiting its funding risk. This asset allocation has a lower expected rate of return than the PERF. Consequently, the lower discount rate for the Terminated Agency pool results in higher liabilities for terminated plans. In order to terminate your plan, you must first contact our Retirement Services Contract Unit to initiate a Resolution of Intent to Terminate. The completed Resolution will allow your plan actuary to give you a preliminary termination valuation with a more up-to-date estimate of your plan liabilities. CalPERS advises you to consult with your plan actuary before beginning this process. [hypothetical_termination_liability] Valuation Date Hypothetical Termination Liability1 Market Value of Assets (MVA) Unfunded Termination Liability Termination Funded Ratio Termination Liability Discount Rate2 06/30/2011 $ 36,115,598 $19,543,745 $ 16,571,853 54.1% 4.82% 06/30/2012 52,232,472 20,206,710 32,025,762 38.7% 2.98% 1 The hypothetical liabilities calculated above include a 7 percent mortality load contingency in accordance with Board policy. Other actuarial assumptions, such as wage and inflation assumptions, can be found in appendix A. 2 The discount rate assumption used for termination valuations is a weighted average of the 10 and 30-year US Treasury yields in effect on the valuation date that equal the duration of the pension liabilities. For purposes of this hypothetical termination liability estimate, the discount rate used, 2.98 percent, is the yield on the 30-year US Treasury Separate Trading of Registered Interest and Principal of Securities (STRIPS) as of June 30, 2012. In last year’s report the May 2012 rate of 2.87 percent was inadvertently shown rather than the June rate of 2.98 percent. Please note, as of June 30, 2013 the 30-year STRIPS yield was 3.72 percent. Attachment B 4-23 SECTION 1 – PLAN SPECIFIC INFORMATION FOR THE MISCELLANEOUS PLAN OF THE CITY OF RANCHO PALOS VERDES CalPERS Actuarial Valuation – June 30, 2012 Page Rate Plan belonging to Miscellaneous 2.5% at 55 Risk Pool 10 Participant Data The table below shows a summary of your plan’s member data upon which this valuation is based: June 30, 2011 June 30, 2012 Projected Payroll for Contribution Purposes $ 5,566,207 $ 5,952,656 Number of Members Active 85 87 Transferred 52 50 Separated 95 97 Retired 38 41 List of Class 1 Benefit Provisions x One Year Final Compensation Attachment B 4-24 SECTION 1 – PLAN SPECIFIC INFORMATION FOR THE MISCELLANEOUS PLAN OF THE CITY OF RANCHO PALOS VERDES CalPERS Actuarial Valuation – June 30, 2012 Page Rate Plan belonging to Miscellaneous 2.5% at 55 Risk Pool 11 Information for Compliance with GASB Statement No. 27 for Cost-Sharing Multiple-Employer Defined Benefit Plan Disclosure under GASB 27 follows. However, note that effective for financial statements for fiscal years beginning after June 15, 2014, GASB 68 replaces GASB 27. Disclosure required under GASB 68 will require additional reporting. CalPERS is planning to provide GASB 68 disclosure information upon request for an additional fee. We urge you to start discussions with your auditors on how to implement GASB 68. Your plan is part of the Miscellaneous 2.5% at 55 Risk Pool, a cost-sharing multiple-employer defined benefit plan. Under GASB 27, an employer should recognize annual pension expenditures/expense equal to its contractually required contributions to the plan. Pension liabilities and assets result from the difference between contributions required and contributions made. The contractually required contribution for the period July 1, 2014 to June 30, 2015 has been determined by an actuarial valuation of the plan as of June 30, 2012. Your unadjusted contribution rate for the indicated period is 15.701% percent of payroll. In order to calculate the dollar value of the contractually required contributions for inclusion in financial statements prepared as of June 30, 2015, this contribution rate, less any employee cost sharing, and as modified by any subsequent financing changes or contract amendments for the year, would be multiplied by the payroll of covered employees that was actually paid during the period July 1, 2014 to June 30, 2015. However, if this contribution is fully prepaid in a lump sum, then the dollar value of contractually required contributions is equal to the lump sum prepayment. The employer and the employer’s auditor are responsible for determining the contractually required contributions. Further, the required contributions in dollars and the percentage of that amount contributed for the current year and each of the two preceding years is to be disclosed under GASB 27. A summary of principal assumptions and methods used to determine the contractually required contributions is shown below for the cost-sharing multiple-employer defined benefit plan. Valuation Date June 30, 2012 Actuarial Cost Method Entry Age Normal Cost Method Amortization Method Level Percent of Payroll Average Remaining Period 19 Years as of the Valuation Date Asset Valuation Method 15 Year Smoothed Market Actuarial Assumptions Discount Rate 7.50% (net of administrative expenses) Projected Salary Increases 3.30% to 14.20% depending on Age, Service, and type of employment Inflation 2.75% Payroll Growth 3.00% Individual Salary Growth A merit scale varying by duration of employment coupled with an assumed annual inflation growth of 2.75% and an annual production growth of 0.25%. Complete information on assumptions and methods is provided in Appendix A of the Section 2 report. Appendix B of the Section 2 report contains a description of benefits included in the Risk Pool Actuarial Valuation. A Schedule of Funding for the Risk Pool’s actuarial value of assets, accrued liability, their relationship, and the relationship of the unfunded liability (UL) to payroll for the risk pool(s) to which your plan belongs can be found in Section 2 of the report. Attachment B 4-25 PLAN’S MAJOR BENEFIT OPTIONS Attachment B 4-26 SE C T I O N 1 – P L A N S P E C I F I C I N F O R M A T I O N F O R T H E M I S C E L L A N E O U S P L A N O F T H E C I T Y O F R A N C H O P A L O S V E R D E S Pl a n ’ s M a j o r B e n e f i t O p t i o n s Sh o w n b e l o w i s a s u m m a r y o f t h e m a j o r o p t i o n a l b e n e f i t s f o r w h i c h y o u r a g e n c y h a s c o n t r a c t e d . A d e s c r i p t i o n o f p r i n c i p a l s t a n d a rd a n d o p t i o n a l p l a n p r o v i s i o n s is i n Ap p e n d i x B w i t h i n S e c t i o n 2 o f t h i s r e p o r t . C on t r a c t p a c k a g e {s u m _ o f _ m a j o r _ b e n _ 1 } Re c e i v i n g Ac t i v e A c t i v e Be n e f i t P r o v i s i o n Be n e f i t F o r m u l a 2. 0 % @ 5 5 2. 5 % @ 5 5 So c i a l S e c u r i t y C o v e r a g e no no Fu l l / M o d i f i e d fu l l fu l l Fi n a l A v e r a g e C o m p e n s a t i o n P e r i o d 12 m o s . 12 m o s . Si c k L e a v e C r e d i t ye s ye s No n - I n d u s t r i a l D i s a b i l i t y st a n d a r d st a n d a r d In d u s t r i a l D i s a b i l i t y no no Pr e - R e t i r e m e n t D e a t h B e n e f i t s Op t i o n a l S e t t l e m e n t 2 W ye s ye s 19 5 9 S u r v i v o r B e n e f i t L e v e l le v e l 4 le v e l 4 Sp e c i a l no no Al t e r n a t e ( f i r e f i g h t e r s ) no no Po s t - R e t i r e m e n t D e a t h B e n e f i t s Lu m p S u m $5 0 0 $5 0 0 $5 0 0 Su r v i v o r A l l o w a n c e ( P R S A ) no no no CO L A 2% 2% 2% Ca l P E R S A c t u a r i a l V a l u a t i o n – J u n e 3 0 , 2 0 1 2 Pa g e 1 5 Ra t e P l a n b e l o n g i n g t o M i s c e l l a n e o u s 2 . 5 % a t 5 5 R i s k P o o l Attachment B 4-27 Section 2 CALIFORNIA PUBLIC EM PLOYEES’ RETIREMENT SYSTEM Miscellaneous 2.5% at 55 Risk Pool as of June 30, 2012 Attachment B 4-28 TABLE OF CONTENTS ACTUARIAL CERTIFICATION 1 HIGHLIGHTS AND EXECUTIVE SUMMARY Purpose of Section 2 5 Risk Pool’s Required Employer Contribution 5 Risk Pool’s Required Base Employer Rate 6 Risk Pool’s Net Total Normal Cost Rate 6 Funded Status of the Risk Pool 6 Cost 7 Changes since the Prior Year’s Valuation 7 Subsequent Events 8 ASSETS Reconciliation of the Market Value of Assets 11 Development of the Actuarial Value of Assets 11 Asset Allocation 12 CalPERS History of Investment Returns 13 LIABILITIES AND RATES Development of Pool’s Accrued and Unfunded Liabilities 17 (Gain)/Loss Analysis 06/30/11 - 06/30/12 18 Schedule of Amortization Bases for the Risk Pool 19 Development of Risk Pool’s Annual Required Base Contribution 20 Pool’s Employer Contribution Rate History 21 Funding History 21 RISK ANALYSIS Volatility Ratios 25 Projected Rates 26 Analysis of Future Investment Return Scenarios 26 Analysis of Discount Rate Sensitivity 27 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS Actuarial Data A-1 Actuarial Methods A-1 Actuarial Assumptions A-3 Miscellaneous A-17 APPENDIX B – PRINCIPAL PLAN PROVISIONS B-1 APPENDIX C – PLAN OPTIONS AND VARIABLES Classification of Optional Benefits C-1 Example of Individual Agency’s Rate Calculation C-3 Distribution of Class 1 Benefits C-3 APPENDIX D – PARTICIPATING EMPLOYERS D-1 APPENDIX E – PARTICIPANT DATA Source of the Participant Data E-1 Data Validation Tests and Adjustments E-1 Summary of Valuation Data E-2 Active Members E-3 Transferred and Terminated Members E-4 Retired Members and Beneficiaries E-5 APPENDIX F – GLOSSARY OF ACTUARIAL TERMS F-1 Risk Pool Valuation Job ID: 625 Attachment B 4-29 ACTUARIAL CERTIFICATION CalPERS Actuarial Valuation – June 30, 2012 1 Miscellaneous 2.5% at 55 Risk Pool ACTUARIAL CERTIFICATION To the best of our knowledge, Section 2 of this report is complete and accurate and contains sufficient information to disclose, fully and fairly, the funded condition of the Miscellaneous 2.5% at 55 Risk Pool. This valuation is based on the member and financial data as of June 30, 2012 provided by the various CalPERS databases and the benefits under this Risk Pool with CalPERS as of the date this report was produced. Changes to the pool that will occur as a result of PEPRA are not reflected in this report. 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 risk pool, as prescribed by the CalPERS Board of Administration according to provisions set forth in the California Public Employees’ Retirement Law. The undersigned are CalPERS staff actuaries who are members 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. SHELLY CHU, ASA, MAAA Senior Pension Actuary, CalPERS Pool Actuary JORDAN FASSLER, ASA, MAAA Associate Pension Actuary, CalPERS Pool Reviewing Actuary Attachment B 4-30 HIGHLIGHTS AND EXECUTIVE SUMMARY  PURPOSE OF SECTION 2  RISK POOL’S REQUIRED EMPLOYER CONTRIBUTION  RISK POOL’S REQUIRED BASE EMPLOYER RATE  RISK POOL’S NET TOTAL NORMAL COST RATE  FUNDED STATUS OF THE RISK POOL  COST  CHANGES SINCE THE PRIOR YEAR’S VALUATION  SUBSEQUENT EVENTS Attachment B 4-31 HIGHLIGHTS AND EXECUTIVE SUMMARY CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool 5 Purpose of Section 2 This Actuarial Valuation for the Miscellaneous 2.5% at 55 Risk Pool of the California Public Employees’ Retirement System (CalPERS) was performed by CalPERS' staff actuaries using data as of June 30, 2012 in order to:  Set forth the actuarial assets and accrued liabilities of this risk pool as of June 30, 2012  Determine the required contribution rate of the pool for the fiscal year July 1, 2014 through June 30, 2015  Provide actuarial information as of June 30, 2012 to the CalPERS Board of Administration and other interested parties 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 satisfies all basic disclosure requirements under the Model Disclosure Elements for Actuarial Valuation Reports recommended by the California Actuarial Advisory Panel, except for the original base amounts of the various components of the unfunded liability amortization. The report gives the following additional information classified as enhanced risk disclosures under the Model Disclosure Elements for Actuarial Valuation Reports recommended by the California Actuarial Advisory Panel:  “Deterministic stress test”, projecting future results under different investment income scenarios.  “Sensitivity analysis”, showing the impact on current valuation results of a plus or minus 1% change in the discount rate. Risk Pool's Required Employer Contribution Fiscal Year Fiscal Year 2013-14 2014-15 1) Contribution in Projected Dollars a) Total Pool’s Normal Cost 67,890,150 65,043,903 b) Employee Contribution 30,178,501 29,254,373 c) Pool’s Gross Employer Normal Cost [(1a) – (1b)] $ 37,711,649 $ 35,789,530 d) Payment on Pool’s Amortization Bases 19,111,950 23,126,761 e) Payment on Employer Side Funds 13,147,145 11,275,447 f) Total Required Employer Contribution* [(1c)+(1d)+(1e)] $ 69,967,600 $ 70,192,702 * Total may not add up due to rounding 2) Contribution as a Percentage of Projected Pay a) Total Pool’s Normal Cost 17.745% 17.547% b) Employee Contribution 7.888% 7.892% c) Pool’s Gross Employer Normal Cost [(2a) – (2b)] 9.857% 9.655% d) Payment on Pool’s Amortization Bases 4.995% 6.239% e) Payment on Employer Side Funds 3.436% 3.042% f) Total Required Employer Contribution [(2c)+(2d)+(2e)] 18.288% 18.936% These rates are the total required employer contributions to the pool for fiscal years 2013-14 and 2014-15. The Pool’s Gross Employer Normal Cost includes the Class 1 surcharges for all employers that contract for the Class 1 type benefits. The payment on the pool’s amortization bases is the payment on the ongoing cumulative gains and losses experienced by the pool since its June 30, 2003 inception. The payment on employer side funds is the combination of all expected individual amortization payments on every side fund in the pool. Attachment B 4-32 HIGHLIGHTS AND EXECUTIVE SUMMARY CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool 6 Risk Pool's Required Base Employer Rate Fiscal Year Fiscal Year 2013-14 2014-15 1. Pool’s Gross Employer Normal Cost 9.857% 9.655% Less: Surcharges for Class 1 Benefits 0.769% 0.759% 2. Pool’s Net Employer Normal Cost 9.088% 8.896% 3. Payment on Pool's Amortization Bases 4.995% 6.239% 4. Pool’s Base Employer Rate 14.083% 15.135% The base employer contribution rate is the rate that each plan within the pool pays before any adjustments are made. It represents the pool funding for basic benefits (no Class 1 surcharges) for the fiscal year shown. To arrive at a plan's total contribution rate, several components must be added to this base rate. These components are Class 1 benefit surcharges, normal cost phase-out and any side fund payment. More information about those additional components can be found in Section 1 of this report. Risk Pool's Net Total Normal Cost Rate Fiscal Year Fiscal Year 2013-14 2014-15 1. Pool’s Net Employer Normal Cost 9.088% 8.896% 2. Pool’s Employee Contribution Rate 7.888% 7.892% 3. Pool’s Net Total Normal Cost Rate 16.976% 16.788% Funded Status of the Risk Pool June 30, 2011 June 30, 2012 1. Present Value of Projected Benefits $ 2,594,764,339 $ 2,689,199,481 2. Entry Age Normal Accrued Liability $ 2,135,350,204 $ 2,254,622,362 3. Actuarial Value of Assets (AVA) $ 1,724,200,585 $ 1,837,489,422 4. Unfunded Liability (AVA Basis) [(2) – (3)] 411,149,619 417,132,940 5. Funded Ratio (AVA Basis) [(3) / (2)] 80.8% 81.5% 6. Market Value of Assets (MVA) $ 1,543,100,350 $ 1,545,132,565 7. Unfunded Liability (MVA Basis) [(2) – (6)] $ 592,249,854 $ 709,489,797 8. Funded Ratio (MVA Basis) [(6) / (2)] 72.3% 68.5% Attachment B 4-33 HIGHLIGHTS AND EXECUTIVE SUMMARY CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool 7 Cost Actuarial Cost Estimates in General What will this plan or pool cost? Unfortunately, there is no simple answer. There are two major reasons for the complexity of the answer: First, all actuarial calculations, including those 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 your plan. While CalPERS has set these assumptions as our best estimate of the real future of your 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 over the past twenty year period ending June 30, 2013, returns for each fiscal year ranged from -24 percent to +21.7 percent. Second, the very nature of actuarial funding produces the answer to the question of plan or pool cost as the sum of two separate pieces:  The Normal Cost (i.e., the future annual premiums in the absence of surplus or unfunded liability) expressed as a percentage of total active payroll, and  The Past Service Cost or Accrued Liability (i.e., representing 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 (the sum of an apple and an orange if you will). To communicate the total cost, either the Normal Cost (i.e., future percent of payroll) must be converted to a lump sum dollar amount (in which case the total cost is the present value of benefits), or the Past Service Cost (i.e., the lump sum) must be converted to a percent of payroll (in which case the total cost is expressed as the employer’s rate, part of which is permanent and part temporary). Converting the Past Service Cost lump sum to a percent of payroll requires a specific amortization period, and the plan or pool rate will vary depending on the amortization period chosen. 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 employers within the risk pool 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. The valuation generally reflects plan changes by amendments effective prior to July 1, 2013. Please refer to Appendix B for a summary of the plan provisions used in this valuation report. The provisions in Appendix B do not indicate the class of benefits voluntarily contracted for by individual employers within the risk pool. Refer to Section 1 of the valuation report for a list of your specific contracted benefits. The increase in the pool’s unfunded liabilities due to Class 1 or 2 amendments by individual employers within the pool is embedded in the Liability (Gain) / Loss shown in the (Gain) / Loss section of this report. This amount, however, is offset by additional contributions through a surcharge for employers who voluntarily contract for those benefits. Public Employees’ Pension Reform Act of 2013 (PEPRA) On January 1, 2013, the Public Employees’ Pension Reform Act of 2013 (PEPRA) took effect, requiring that a public employer’s contribution to a defined benefit plan, in combination with employee contributions to that defined benefit plan, shall not be less than the normal cost rate. Beginning July 1, 2013, this means that some Attachment B 4-34 HIGHLIGHTS AND EXECUTIVE SUMMARY CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool 8 plans with surplus will be paying more than they otherwise would. For more information on PEPRA please refer to the CalPERS website. Subsequent Events Actuarial Methods and Assumptions 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 2015-16 rates, CalPERS will employ an amortization and smoothing policy that will pay for all gains and losses over a fixed 30- year period with the increases or decreases in the rate spread directly over a 5-year period. The impact of this new actuarial methodology is reflected in the “Analysis of Future Investment Return Scenarios” subsection of the “Risk Analysis” section of your Section 2 report. Not reflected in the “Analysis of Future Investment Return Scenarios” subsection of the “Risk Analysis” section is the impact of assumption changes that we expect will also impact future rates. A review of the preferred asset allocation mix for CalPERS investment portfolio will be performed in late 2013, which could influence future discount rates. In addition, CalPERS will review economic and demographic assumptions, including mortality rate improvements that are likely to increase employer contribution rates in future years. The partial closure of the pool (to most new hires) due to the enactment of PEPRA will also impact future pool rates. Attachment B 4-35 ASSETS  RECONCILIATION OF THE MARKET VALUE OF ASSETS  DEVELOPMENT OF THE ACTUARIAL VALUE OF ASSETS  ASSET ALLOCATION  CALPERS HISTORY OF INVESTMENT RETURNS Attachment B 4-36 ASSETS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool 11 Reconciliation of the Market Value of Assets 1. Market Value of Assets as of June 30, 2011 Including Receivables $ 1,543,100,350 2. Receivables for Service Buybacks as of June 30, 2011 3,655,982 3. Market Value of Assets as of June 30, 2011 [1 - 2] 1,539,444,368 4. Employer Contributions 64,466,540 5. Employee Contributions 29,922,117 6. Benefit Payments to Retirees and Beneficiaries (86,923,862) 7. Refunds (1,481,075) 8. Lump Sum Payments 0 9. Transfers and Miscellaneous Adjustments (4,032,569) 10. Investment Return (2,881,315) 11. Market Value of Assets as of June 30, 2012 (w/o Pool Transfers) $ 1,538,514,204 12. Transfers into and out of the Risk Pool 692,161 13. Market Value of Assets as of June 30, 2012 $ 1,539,206,365 14. Receivables for Service Buybacks as of June 30, 2012 5,926,200 15. Market Value of Assets as of June 30, 2012 Including Receivables [13 + 14] 1,545,132,565 Development of the Actuarial Value of Assets 1. Actuarial Value of Assets as of June 30, 2011 Used for Rate Setting Purposes 1,724,200,585 2. Receivables for Service Buyback as of June 30, 2011 3,655,982 3. Actuarial Value of Assets as of June 30, 2011 [1 - 2] 1,720,544,603 4. Employer Contributions 64,466,540 5. Employee Contributions 29,922,117 6. Benefit Payments to Retirees and Beneficiaries (86,923,862) 7. Refunds (1,481,075) 8. Lump Sum Payments 0 9. Transfers and Miscellaneous Adjustments (4,032,569) 10. Expected Investment Income at 7.5% 129,112,691 11. Expected Actuarial Value of Assets (w/o Pool Transfers) $ 1,851,608,445 12. Market Value of Assets June 30, 2012 (w/o Pool Transfers) 1,538,514,204 13. Preliminary Actuarial Value of Assets (w/o Pool Transfers) [(11) + ((12) - (11)) / 15] 1,830,735,496 14. Preliminary Actuarial Value to Market Value Ratio 119.0% 15. Final Actuarial Value to Market Value Ratio (minimum 80%, maximum 120%) 119.0% 16. Market Value of Assets June 30, 2012 1,539,206,365 17. Actuarial Value of Assets as of June 30, 2012 1,831,563,222 18. Receivables for Service Buybacks as of June 30, 2012 5,926,200 19. Actuarial Value of Assets as of June 30, 2012 Used for Rate Setting Purposes [17 + 18] 1,837,489,422 Attachment B 4-37 ASSETS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool 12 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 recognizes that over 90 percent of the variation in investment returns of a well-diversified pool of assets can typically be attributed to asset allocation decisions. The Board approved in December 2010 policy asset class targets and ranges listed below. These policy asset allocation targets and ranges are expressed as a percentage of total assets and were expected to be implemented over a period of one to two years beginning July, 1 2011 and reviewed again in December 2013. 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, 2012. The assets for Miscellaneous 2.5% at 55 Risk Pool are part of the Public Employees Retirement Fund (PERF) and are invested accordingly. (A) Asset Class (B) Market Value ($ Billion) (C) Policy Target Allocation (D) Policy Target Range 1) Public Equity 113.0 50.0% +/- 7% 2) Private Equity 33.9 14.0% +/- 4% 3) Fixed Income 42.6 17.0% +/- 5% 4) Cash Equivalents 7.5 4.0% +/- 5% 5) Real Assets 24.8 11.0% +/- 3% 6) Inflation Assets 7.0 4.0% +/- 3% 7) Absolute Return Strategy (ARS) 5.1 0.0% N/A Total Fund $233.9 100.0% N/A Public Equity 48.3% Private Equity 14.5% Income 18.2% 3.2% Liquidity Real Assets 10.6% 3.0% Inflation ARS 2.2% Asset Allocation at 6/30/2012 Attachment B 4-38 ASSETS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool 13 13 CalPERS History of Investment Returns The following is a chart with historical annual returns of the Public Employees Retirement Fund for each fiscal year ending on June 30. Beginning with June 30, 2002, the figures are reported as gross of fees. -25.0% -20.0% -15.0% -10.0% -5.0% 0.0% 5.0% 10.0% 15.0% 20.0% 25.0% 92 93 94 95 96 97 98 99 00 01 02 03 04 05 06 07 08 09 10 11 12 1 2 . 5 % 1 4 . 5 % 2 . 0 % 1 6 . 3 % 1 5 . 3 % 2 0 . 1 % 1 9 . 5 % 1 2 . 5 % 1 0 . 5 % - 7 . 2 % - 6 . 1 % 3 . 7 % 1 6 . 6 % 1 2 . 3 % 1 1 . 8 % 1 9 . 1 % - 5 . 1 % - 2 4 . 0 % 1 3 . 3 % 2 1 . 7 % 0 . 1 % Attachment B 4-39 LIABILITIES AND RATES  DEVELOPMENT OF POOL’S ACCRUED AND UNFUNDED LIABILITIES  (GAIN)/LOSS ANALYSIS 06/30/11 - 06/30/12  SCHEDULE OF AMORTIZATION BASES FOR THE RISK POOL  DEVELOPMENT OF RISK POOL’S ANNUAL REQUIRED BASE CONTRIBUTION  POOL’S EMPLOYER CONTRIBUTION RATE HISTORY  FUNDING HISTORY Attachment B 4-40 LIABILITIES AND RATES CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool 17 Development of Pool’s Accrued and Unfunded Liabilities 1. Present Value of Projected Benefits June 30, 2011 June 30, 2012 a) Active Members $ 1,362,409,479 $ 1,333,215,341 b) Transferred Members 178,048,445 176,371,372 c) Separated Members 58,120,625 61,945,008 d) Members and Beneficiaries Receiving Payments 996,185,790 1,117,667,760 e) Total $ 2,594,764,339 $ 2,689,199,481 2. Present Value of Future Employer Normal Costs $ 246,813,830 $ 230,850,022 3. Present Value of Future Employee Contributions $ 212,600,305 $ 203,727,097 4. Entry Age Normal Accrued Liability a) Active Members [(1a) - (2) - (3)] $ 902,995,344 $ 898,638,222 b) Transferred Members (1b) 178,048,445 176,371,372 c) Separated Members (1c) 58,120,625 61,945,008 d) Members and Beneficiaries Receiving Payments (1d) 996,185,790 1,117,667,760 e) Total $ 2,135,350,204 $ 2,254,622,362 5. Actuarial Value of Assets (AVA) Including Receivables $ 1,724,200,585 $ 1,837,489,422 6. Unfunded Accrued Liability (AVA Basis) [(4e) - (5)] 411,149,619 417,132,940 7. Funded Ratio (AVA Basis) [(5) / (4e)] 80.8% 81.5% 8. Side Funds $ (117,829,589) $ (107,443,058) 9. Unfunded Liability excluding Side Funds [(4e) - (5) + (8)] 293,320,030 309,689,882 10. Market Value of Assets (MVA) Including Receivables $ 1,543,100,350 $ 1,545,132,565 11. Funded Ratio (MVA Basis) [(10) / (4e)] 72.3% 68.5% Attachment B 4-41 LIABILITIES AND RATES CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool 18 (Gain)/Loss Analysis 06/30/11 - 06/30/12 To calculate the cost requirements of your pool, we use assumptions about future events that affect the amount and timing of benefits to be paid and assets to be accumulated. Each year actual experience is contrasted against the expected experience based on the actuarial assumptions. The differences are reflected below as your pool’s actuarial gains or losses. 1. Total (Gain)/Loss for the Year a) Unfunded Liability/(Surplus) as of June 30, 2011 $ 293,320,030 b) Expected payment on the Unfunded Liability 14,598,888 c) Interest accumulation [.075 X (1a) - ((1.075)^.5 - 1) X (1b)] 21,461,440 d) Expected Unfunded Liability before other changes [(1a) - (1b) + (1c)] 300,182,582 e) Change due to assumption changes 0 f) Expected Unfunded Liability after changes[(1d) + (1e)] 300,182,582 g) Actual Unfunded Liability/(Surplus) as of June 30, 2012 309,689,882 h) Total (Gain)/Loss [(1g) - (1f)] $ 9,507,300 2. Contribution (Gain)/Loss for the Year a) Expected contribution (Employer and Employee) $ 97,464,066 b) Interest on Expected Contributions 3,588,828 c) Total expected Contributions with interest [(2a) + (2b)] 101,052,894 d) Actual Contributions 94,388,657 e) Interest on Actual Contributions 3,475,586 f) Total Actual Contributions with interest [(2d) + (2e)] 97,864,243 g) Contribution (Gain)/Loss [(2c) - (2f)] $ 3,188,651 3. Asset (Gain)/Loss for the Year a) Actuarial Value of Assets as of 06/30/11 Including Receivables $ 1,724,200,585 b) Receivables as of 06/30/11 3,655,982 c) Actuarial Value of Assets as of 06/30/11 1,720,544,603 d) Contributions received 94,388,657 e) Benefits and Refunds Paid (88,404,937) f) Transfers and miscellaneous adjustments (4,032,569) g) Expected interest 129,112,691 h) Transfers into the pool (AVA Basis) 12,431,377 i) Transfers out of the pool (AVA Basis) (11,607,747) j) Expected Assets as of 06/30/12 [Sum (3c) through (3i)] 1,852,432,075 k) Receivables as of 06/30/12 5,926,200 l) Expected Assets Including Receivables 1,858,358,275 m) Actual Actuarial Value of Assets as of 06/30/12 Including Receivables 1,837,489,422 n) Asset (Gain)/Loss [(3l) – (3m)] $ 20,868,853 4. Liability (Gain)/Loss for the Year a) Total (Gain)/Loss (1h) $ 9,507,300 b) Contribution (Gain)/Loss (2g) 3,188,651 c) Asset (Gain)/Loss excluding side fund (3n) 20,868,853 d) Liability (Gain)/Loss [(4a) - (4b) - (4c)]* $ (14,550,204) * Includes (Gain)/Loss on plans transferring into the pool. Attachment B 4-42 LIABILITIES AND RATES CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool 19 Schedule of Amortization Bases for the Risk Pool The schedule below shows the development of the payment on the Pool’s amortization bases used to determine the Total Required Employer Contributions to the Pool. Each row of the schedule gives a brief description of a base (or portion of the Unfunded Actuarial Liability), the balance of the base on the valuation date, and the number of years remaining in the amortization period. In addition, we show the expected payments for the two years immediately following the valuation date, the balances on the dates a year and two years after the valuation date, and the scheduled payment for fiscal year 2014-15. Please refer to Appendix A for an explanation of how amortization periods are determined. Schedule of Amortization Reason for Base Amortization Period Balance on June 30, 2012 Expected Payment 12-13 Balance June 30, 2013 Expected Payment 13-14 Balance June 30, 2014 Scheduled Payment for 2014-15 Payment as a percentage of payroll 2004 FRESH START 22 $4,979,552 $337,692 $5,002,892 $346,856 $5,018,481 $357,262 0.096% 2005 (GAIN)/LOSS 30 $85,373,221 $4,566,743 $87,041,313 $4,613,140 $88,786,406 $5,331,670 1.439% 2005 PAYMENT (GAIN)/LOSS 30 $(580,609) $(3,430,412) $2,932,573 $(1,486,318) $4,693,562 $281,851 0.077% 2009 ASSUMPTION CHANGE 17 $102,174,885 $7,994,684 $101,548,937 $8,209,700 $100,653,109 $8,455,991 2.281% 2009 SPECIAL (GAIN)/LOSS 27 $59,570,613 $3,647,079 $60,257,037 $3,746,795 $60,891,555 $3,859,199 1.041% 2010 SPECIAL (GAIN)/LOSS 28 $18,666,527 $1,123,550 $18,901,595 $1,154,397 $19,122,310 $1,189,029 0.321% 2011 ASSUMPTION CHANGE 19 $42,547,698 $(1,303,769) $47,090,552 $1,185,197 $49,393,505 $3,854,025 1.040% 2011 SPECIAL (GAIN)/LOSS 29 $(3,042,005) $0 $(3,270,155) $(196,375) $(3,311,811) $(202,266) (0.055%) Total excluding side funds $309,689,882 $12,935,567 $319,504,744 $17,573,392 $325,247,117 $23,126,761 6.239% The special (gain)/loss bases were special bases established for the gain/loss that is recognized in the 2009, 2010, and 2011 annual valuations. Unlike the gain/loss occurring in previous and subsequent years, the gain/loss recognized in the 2009, 2010, and 2011 annual valuations will be amortized over fixed and declining 30 year periods so that these annual gain/losses will be fully paid off in 30 years. The gain/loss recognized in 2012 and later valuations will be combined with the gain/loss from 2008 and earlier valuations. Attachment B 4 - 4 3 LIABILITIES AND RATES CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool 20 Development of Risk Pool’s Annual Required Base Contribution Fiscal Year Fiscal Year 2013-14 2014-15 1. Contribution in Projected Dollars a) Total Normal Cost $ 67,890,150 $ 65,043,903 b) Employee Contribution 30,178,501 29,254,373 c) Pool’s Gross Employer Normal Cost [(1a) - (1b)] 37,711,649 35,789,530 d) Total Surcharges for Class 1 Benefits 2,942,098 2,813,491 e) Net Employer Normal Cost [(1c) - (1d)] 34,769,551 32,976,039 f) Payment on Pool’s Amortization Bases $ 19,111,950 $ 23,126,761 g) Total Required Employer Contributions [(1e) + (1f)] 53,881,501 56,102,800 2. Annual Covered Payroll as of Valuation Date $ 350,121,750 $ 339,228,272 3. Projected Payroll for Contribution Fiscal Year $ 382,587,490 $ 370,683,892 4. Contribution as a % of Projected Pay a) Total Normal Cost [(1a) / (3)] 17.745% 17.547% b) Employee Contribution [(1b) / (3)] 7.888% 7.892% c) Pool’s Gross Employer Normal Cost [(1c) / (3)] 9.857% 9.655% d) Total Surcharges for Class 1 Benefits [(1d) / (3)] 0.769% 0.759% e) Net Employer Normal Cost [(1e) / (3)] 9.088% 8.896% f) Payment on Pool’s Amortization Bases [(1f) / (3)] 4.995% 6.239% g) Total Required Employer Contributions [(1g) / (3)] 14.083% 15.135% Attachment B 4-44 LIABILITIES AND RATES CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool 21 Pool’s Employer Contribution Rate History Fiscal Date Net Employer Normal Cost Total Surcharges for Class 1 Benefits Gross Employer Normal Cost Payment on Pool’s Amortization Bases Total Payment On Employer Side Funds Total Employer Contribution 06/30/2008 8.478% 0.756% 9.234% 1.202% 3.690% 14.126% 06/30/2009 8.715% 0.774% 9.489% 4.034% 3.660% 17.183% 06/30/2010 8.780% 0.782% 9.562% 4.527% 3.469% 17.558% 06/30/2011 9.088% 0.769% 9.857% 4.995% 3.436% 18.288% 06/30/2012 8.896% 0.759% 9.655% 6.239% 3.042% 18.936% Funding History However, note that beginning next year, GASB 68 will supersede GASB 27. Disclosure required under GASB 68 will require additional reporting which CalPERS may be able to provide for an additional cost. Valuation Date Accrued Liabilities (AL) Market Value of Assets (MVA) Funded Ratio (MVA/AL) 06/30/2008 $1,537,909,933 $1,353,157,484 88.0% 06/30/2009 $1,834,424,640 $1,088,733,372 59.4% 06/30/2010 $1,972,910,641 $1,261,453,576 63.9% 06/30/2011 $2,135,350,204 $1,543,100,350 72.3% 06/30/2012 $2,254,622,362 $1,545,132,565 68.5% Valuation Date Accrued Liabilities (AL) Actuarial Value of Assets (AVA) Unfunded Liabilities (UL) Funded Ratio (AVA/AL) Annual Covered Payroll UL As a % of Payroll 06/30/2008 $1,537,909,933 $1,337,707,835 $200,202,098 87.0% $333,307,600 60.1% 06/30/2009 $1,834,424,640 $1,493,430,831 $340,993,809 81.4% $355,150,151 96.0% 06/30/2010 $1,972,910,641 $1,603,482,152 $369,428,489 81.3% $352,637,380 104.8% 06/30/2011 $2,135,350,204 $1,724,200,585 $411,149,619 80.8% $350,121,750 117.4% 06/30/2012 $2,254,622,362 $1,837,489,422 $417,132,940 81.5% $339,228,272 123.0% Information shown here is for compliance with GASB No. 27 for a cost-sharing multiple-employer defined benefit plan. Attachment B 4-45 RISK ANALYSIS  VOLATILITY RATIOS  PROJECTED RATES  ANALYSIS OF FUTURE INVESTMENT RETURN SCENARIOS  ANALYSIS OF DISCOUNT RATE SENSITIVITY Attachment B 4-46 RISK ANALYSIS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool 25 Volatility Ratios The actuarial calculations supplied in this communication are based on a number of assumptions about very 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 the employer’s rates from one year to the next. Therefore, the rates will inevitably fluctuate, especially due to the ups and downs of investment returns. Asset Volatility Ratio (AVR) Pools that have higher asset to payroll ratios produce more volatile employer rates due to investment return. For example, a pool with an asset to payroll ratio of 8 may experience twice the contribution volatility due to investment return volatility than a pool with an asset to payroll ratio of 4. Below we have shown your asset volatility ratio, a measure of the pool’s potential future rate volatility. It should be noted that this ratio increases over time but generally tends to stabilize as the pool matures. Liability Volatility Ratio Pools that have higher liability to payroll ratios produce more volatile employer rates due to investment return. For example, a pool with an liability to payroll ratio of 8 may experience twice the contribution volatility due to investment return volatility than a pool with an liability to payroll ratio of 4. Below we have shown your volatility index, a measure of the plan’s potential future rate volatility. It should be noted that this ratio increases over time but generally tends to stabilize as the pool matures. As of June 30, 2012 1. Market Value of Assets without Receivables $ 1,539,206,365 2. Payroll 339,228,272 3. Asset Volatility Ratio (AVR = 1. / 2.) 4.5 4. Accrued Liability 2,254,622,362 5. Payroll 339,228,272 6. Liability Volatility Ratio (4. / 5.) 6.6 Attachment B 4-47 RISK ANALYSIS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool 26 Projected Rates On April 17, 2013, the CalPERS Board of Administration approved a recommendation to change the CalPERS amortization and smoothing policies. Beginning with the June 30, 2013 valuations that will set the 2015-16 rates, CalPERS will employ an amortization and rate smoothing policy that will pay for all gains and losses over a fixed 30-year period with the increases or decreases in the rate spread directly over a 5-year period. The table below shows projected pool contribution rates (before cost sharing) for the next five Fiscal Years, assuming CalPERS earns 12 percent for fiscal year 2012-13 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 between now and the beginning of the fiscal year 2015-16. Consequently, these projections do not take into account potential rate increases from likely future assumption changes. In addition they do not take into account the positive impact PEPRA is expected to gradually have on the normal cost nor the possibility that a plan may be required under PEPRA to contribute a higher normal cost than would otherwise be calculated. PEPRA is expected to reduce expected payroll for this pool in the future and as a result CalPERS may need to change its method of allocating pooled plan unfunded liability. These potential changes are not reflected in the projected rates. New Rate Projected Future Pool Contribution Rates 2014-15 2015-16 2016-17 2017-18 2018-19 2019-20 Contribution Rates: 15.135% 16.2% 17.2% 18.3% 19.3% 20.3% Analysis of Future Investment Return Scenarios In July 2013, the investment return for fiscal year 2012-13 was announced to be 12.5 percent. Note that this return is before administrative expenses and also does not reflect final investment return information for real estate and private equities. The final return information for these two asset classes is expected to be available later in October. For purposes of projecting future employer rates, we are assuming a 12 percent investment return for fiscal year 2012-13. The investment return realized during a fiscal year first affects the contribution rate for the fiscal year 2 years later. Specifically, the investment return for 2012-13 will first be reflected in the June 30, 2013 actuarial valuation that will be used to set the 2015-16 employer contribution rates, the 2013-14 investment return will first be reflected in the June 30, 2014 actuarial valuation that will be used to set the 2016-17 employer contribution rates and so forth. Based on a 12 percent investment return for fiscal year 2012-13 and the April 17, 2013 CalPERS Board-approved amortization and rate smoothing method change and assuming that all other actuarial assumptions will be realized and that no further changes to assumptions, contributions, benefits, or funding will occur between now and the beginning of the fiscal year 2015-16, the effect on the 2015-16 Employer Rate is as follows: Estimated 2015-16 Pool’s Base Employer Rate Estimated Increase in Pool’s Base Employer Rate between 2014-15 and 2015-16 16.2% 1.0% As part of this report, a sensitivity analysis was performed to determine the effects of various investment returns during fiscal years 2013-14, 2014-15 and 2015-16 on the 2016-17, 2017-18 and 2018-19 employer rates. Once again, the projected rate increases assume that all other actuarial assumptions will be realized and that no further changes to assumptions, contributions, benefits, or funding will occur. Attachment B 4-48 RISK ANALYSIS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool 27 Five different investment return scenarios were selected.  The first scenario is what one would expect if the markets were to give us a 5th percentile return from July 1, 2013 through June 30, 2016. The 5th percentile return corresponds to a negative -4.1 percent return for each of the 2013-14, 2014-15 and 2015-16 fiscal years.  The second scenario is what one would expect if the markets were to give us a 25th percentile return from July 1, 2013 through June 30, 2016. The 25th percentile return corresponds to a 2.6 percent return for each of the 2013-14, 2014-15 and 2015-16 fiscal years.  The third scenario assumed the return for 2013-14, 2014-15, 2015-16 would be our assumed 7.5 percent investment return which represents about a 49th percentile event.  The fourth scenario is what one would expect if the markets were to give us a 75th percentile return from July 1, 2013 through June 30, 2016. The 75th percentile return corresponds to a 11.9 percent return for each of the 2013-14, 2014-15 and 2015-16 fiscal years.  Finally, the last scenario is what one would expect if the markets were to give us a 95th percentile return from July 1, 2013 through June 30, 2016. The 95th percentile return corresponds to a 18.5 percent return for each of the 2013-14, 2014-15 and 2015-16 fiscal years. The table below shows the estimated changes in the Pool’s Base rate for 2016-17, 2017-18 and 2018-19 under the five different scenarios. 2013-16 Investment Return Scenario Estimated Change in Pool’s Base Rate Between Year Shown and Preceding Year 2016-17 2017-18 2018-19 Cumulative Increase -4.10% (5th percentile) 1.9% 2.7% 3.4% 8.0% 2.60% (25th percentile) 1.4% 1.7% 2.1% 5.2% 7.5% 1.0% 1.0% 1.0% 3.0% 11.90% (75th percentile) 0.7% 0.4% 0.0% 1.1% 18.50% (95th percentile) 0.3% -0.7% -1.7% -2.1% Analysis of Discount Rate Sensitivity The following analysis looks at the 2014-15 employer contribution rates under two different discount rate scenarios. Shown below are the employer contribution rates assuming discount rates that are 1 percent lower and 1 percent higher than the current valuation discount rate. This analysis gives an indication of the potential required employer contribution rates 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 the risk pool contribution rates. 2014-15 Employer Contribution Rate As of June 30, 2012 6.50% Discount Rate (-1%) 7.50% Discount Rate (assumed rate) 8.50% Discount Rate (+1%) Pool’s Gross Employer Normal Cost 13.6% 9.7% 6.6% Payment on Pool’s Amortization Bases 12.5% 6.2% 0.3% Total 26.1% 15.9% 6.9% Attachment B 4-49 APPENDICES  APPENDIX A - ACTUARIAL METHODS AND ASSUMPTIONS  APPENDIX B - PLAN PROVISIONS  APPENDIX C - PLAN OPTIONS AND VARIABLES  APPENDIX D - LIST OF PARTICIPATING EMPLOYERS  APPENDIX E - PARTICIPANT DATA  APPENDIX F - GLOSSARY OF ACTUARIAL TERMS Attachment B 4-50 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS  ACTUARIAL DATA  ACTUARIAL METHODS  ACTUARIAL ASSUMPTIONS  MISCELLANEOUS Attachment B 4-51 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool 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 employer contribution rates. Actuarial Methods Funding Method The actuarial funding method used for the Retirement Program 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 percent of pay in each year from the age of hire (entry age) to the assumed retirement age. 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 pool allocated to prior years. The actuarial accrued liability for members currently receiving benefits, for active members beyond the assumed retirement age, 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. The excess of the total actuarial accrued liability over the actuarial value of plan assets is called the unfunded actuarial accrued liability. Funding requirements are determined by adding the normal cost and an amortization of the unfunded liability as a level percentage of assumed future payrolls. All changes in liability due to changes in actuarial assumptions, or changes in actuarial methodology are amortized separately over a 20-year period. All new gains or losses are tracked and amortized over a rolling 30-year period. If a pool’s accrued liability exceeds the actuarial value of assets, the annual contribution with respect to the total unfunded liability may not be less than the amount produced by a 30-year amortization of the unfunded liability. Additional contributions will be required for any plan or pool if their cash flows hamper adequate funding progress by preventing the expected funded status on a market value of assets basis of the plan to either:  Increase by at least 15 percent by June 30, 2043; or  Reach a level of 75 percent funded by June 30, 2043 The necessary additional contribution will be obtained by changing the amortization period of the gains and losses except for those occurring in the fiscal years 2008-2009, 2009-2010, and 2010-2011 to a period which will result in the satisfaction of the above criteria. CalPERS actuaries will reassess the criteria above when performing each future valuation to determine whether or not additional contributions are necessary. An exception to the funding rules above is used whenever the application of such rules results in inconsistencies. In these cases a “fresh start” approach is used. This simply means that the current unfunded actuarial liability is projected and amortized over a set number of years. As mentioned above, if the annual contribution on the total unfunded liability was less than the amount produced by a 30-year amortization of the unfunded liability, the plan actuary would implement a 30-year fresh start. However, in the case of a 30-year fresh start, just the unfunded liability not already in the (gain)/loss base (which already is amortized over 30 years) will go into the new fresh start base. In addition, 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 is excess assets, rather than an unfunded liability. In this situation a 30-year fresh start is used, unless a larger fresh start is needed to avoid a negative total rate. Attachment B 4-52 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool A-2 It should be noted that the actuary may choose to use a fresh start under other circumstances. In all cases, the period of the fresh start is chosen by the actuary according to his or her best judgment, but not be less than five years, nor greater than 30 years. Asset Valuation Method In order to dampen the effect of short term market value fluctuations on employer contribution rates, the following asset smoothing technique is used. First an Expected Value of Assets is computed by bringing forward the prior year’s Actuarial Value of Assets and the contributions received and benefits paid during the year at the assumed actuarial rate of return. The Actuarial Value of Assets is then computed as the Expected Value of Assets plus one- fifteenth of the difference between the actual Market Value of Assets and the Expected Value of Assets as of the valuation date. However, in no case will the Actuarial Value of Assets be less than 80 percent, nor greater than 120 percent of the actual Market Value of Assets. In June 2009, the CalPERS Board adopted changes to the asset smoothing method in order to phase in over a three- year period the impact of the negative -24 percent investment loss experienced by CalPERS in fiscal year 2008-2009. The following changes were adopted:  Increase the corridor limits for the actuarial value of assets from 80 percent-120 percent of market value to 60 percent-140 percent of market value on June 30, 2009  Reduce the corridor limits for the actuarial value of assets to 70 percent-130 percent of market value on June 30, 2010  Return to the 80 percent-120 percent of market value corridor limits for the actuarial value of assets on June 30, 2011 and thereafter 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 2015-16 contribution rates, CalPERS will employ an amortization and smoothing policy that will pay for all gains and losses over a fixed 30-year period with the increases or decreases in the rate spread directly over a 5-year period. Attachment B 4-53 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool A-3 Actuarial Assumptions Economic Assumptions Discount Rate 7.5 percent compounded annually (net of expenses). This assumption is used for all plans. Termination Liability Discount Rate The discount rate used for termination valuation is a weighted average of the 10 and 30-year US Treasury yields in effect on the valuation date that equal the duration of the pension liabilities. For purposes of this hypothetical termination liability estimate, the discount rate used, 2.98 percent, is the yield on the 30-year US Treasury Separate Trading of Registered Interest and Principal of Securities (STRIPS) as of June 30, 2012. Please note, as of June 30, 2013 the 30-year STRIPS yield was 3.72 percent. Salary Growth Annual increases vary by category, entry age, and duration of service. Sample which is assumed increases are shown below. Public Agency Miscellaneous Duration of Service (Entry Age 20) (Entry Age 30) (Entry Age 40) 0 0.1420 0.1240 0.0980 1 0.1190 0.1050 0.0850 2 0.1010 0.0910 0.0750 3 0.0880 0.0800 0.0670 4 0.0780 0.0710 0.0610 5 0.0700 0.0650 0.0560 10 0.0480 0.0460 0.0410 15 0.0430 0.0410 0.0360 20 0.0390 0.0370 0.0330 25 0.0360 0.0360 0.0330 30 0.0360 0.0360 0.0330 Public Agency Fire Duration of Service (Entry Age 20) (Entry Age 30) (Entry Age 40) 0 0.1050 0.1050 0.1020 1 0.0950 0.0940 0.0850 2 0.0870 0.0830 0.0700 3 0.0800 0.0750 0.0600 4 0.0740 0.0680 0.0510 5 0.0690 0.0620 0.0450 10 0.0510 0.0460 0.0350 15 0.0410 0.0390 0.0340 20 0.0370 0.0360 0.0330 25 0.0350 0.0350 0.0330 30 0.0350 0.0350 0.0330 Attachment B 4-54 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool A-4 Public Agency Police Duration of Service (Entry Age 20) (Entry Age 30) (Entry Age 40) 0 0.1090 0.1090 0.1090 1 0.0930 0.0930 0.0930 2 0.0810 0.0810 0.0780 3 0.0720 0.0700 0.0640 4 0.0650 0.0610 0.0550 5 0.0590 0.0550 0.0480 10 0.0450 0.0420 0.0340 15 0.0410 0.0390 0.0330 20 0.0370 0.0360 0.0330 25 0.0350 0.0340 0.0330 30 0.0350 0.0340 0.0330 Public Agency County Peace Officers Duration of Service (Entry Age 20) (Entry Age 30) (Entry Age 40) 0 0.1290 0.1290 0.1290 1 0.1090 0.1060 0.1030 2 0.0940 0.0890 0.0840 3 0.0820 0.0770 0.0710 4 0.0730 0.0670 0.0610 5 0.0660 0.0600 0.0530 10 0.0460 0.0420 0.0380 15 0.0410 0.0380 0.0360 20 0.0370 0.0360 0.0340 25 0.0350 0.0340 0.0330 30 0.0350 0.0340 0.0330 Schools Duration of Service (Entry Age 20) (Entry Age 30) (Entry Age 40) 0 0.1080 0.0960 0.0820 1 0.0940 0.0850 0.0740 2 0.0840 0.0770 0.0670 3 0.0750 0.0700 0.0620 4 0.0690 0.0640 0.0570 5 0.0630 0.0600 0.0530 10 0.0450 0.0440 0.0410 15 0.0390 0.0380 0.0350 20 0.0360 0.0350 0.0320 25 0.0340 0.0340 0.0320 30 0.0340 0.0340 0.0320  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. Attachment B 4-55 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool A-5 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 Final Average Salary is increased by 1 percent for those agencies that have accepted the provision providing Credit for Unused Sick Leave. Conversion of Employer Paid Member Contributions (EPMC) Final Average Salary is increased by the Employee Contribution Rate for those agencies that have contracted for 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” for these employees 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 0.00047 0.00016 0.00003 25 0.00050 0.00026 0.00007 30 0.00053 0.00036 0.00010 35 0.00067 0.00046 0.00012 40 0.00087 0.00065 0.00013 45 0.00120 0.00093 0.00014 50 0.00176 0.00126 0.00015 55 0.00260 0.00176 0.00016 60 0.00395 0.00266 0.00017 65 0.00608 0.00419 0.00018 70 0.00914 0.00649 0.00019 75 0.01220 0.00878 0.00020 80 0.01527 0.01108 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. Attachment B 4-56 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool A-6 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 0.00239 0.00125 0.01632 0.01245 0.00443 0.00356 55 0.00474 0.00243 0.01936 0.01580 0.00563 0.00546 60 0.00720 0.00431 0.02293 0.01628 0.00777 0.00798 65 0.01069 0.00775 0.03174 0.01969 0.01388 0.01184 70 0.01675 0.01244 0.03870 0.03019 0.02236 0.01716 75 0.03080 0.02071 0.06001 0.03915 0.03585 0.02665 80 0.05270 0.03749 0.08388 0.05555 0.06926 0.04528 85 0.09775 0.07005 0.14035 0.09577 0.11799 0.08017 90 0.16747 0.12404 0.21554 0.14949 0.16575 0.13775 95 0.25659 0.21556 0.31025 0.23055 0.26108 0.23331 100 0.34551 0.31876 0.45905 0.37662 0.40918 0.35165 105 0.58527 0.56093 0.67923 0.61523 0.64127 0.60135 110 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 The mortality assumptions are based on mortality rates resulting from the most recent CalPERS Experience Study adopted by the CalPERS Board, first used in the June 30, 2009 valuation. For purposes of the post- retirement mortality rates, those revised rates include 5 years of projected on-going mortality improvement using Scale AA published by the Society of Actuaries until June 30, 2010. There is no margin for future mortality improvement beyond the valuation date. The mortality assumption will be reviewed with the next experience study expected to be completed for the June 30, 2013 valuation to determine an appropriate margin to be used. Marital Status For active members, a percentage married upon retirement is assumed according to 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 50 450% 51 250% 52 through 56 200% 57 through 60 150% 61 through 64 125% 65 and above 100% (no change) Attachment B 4-57 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool A-7 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. 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 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 Attachment B 4-58 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool A-8 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 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 Attachment B 4-59 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool A-9 Non-Industrial (Not Job-Related) Disability Rates vary by age and gender for Miscellaneous Plans. Rates vary by age 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 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 25 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 30 0.0002 0.0002 0.0001 0.0002 0.0001 0.0002 0.0001 35 0.0006 0.0009 0.0001 0.0003 0.0004 0.0006 0.0004 40 0.0015 0.0016 0.0001 0.0004 0.0007 0.0014 0.0009 45 0.0025 0.0024 0.0002 0.0005 0.0013 0.0028 0.0017 50 0.0033 0.0031 0.0005 0.0008 0.0018 0.0044 0.0030 55 0.0037 0.0031 0.0010 0.0013 0.0010 0.0049 0.0034 60 0.0038 0.0025 0.0015 0.0020 0.0006 0.0043 0.0024  The Miscellaneous Non-Industrial Disability rates are used for Local Prosecutors.  The Police Non-Industrial Disability rates are 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 0.0002 0.0007 0.0003 25 0.0012 0.0032 0.0015 30 0.0025 0.0064 0.0031 35 0.0037 0.0097 0.0046 40 0.0049 0.0129 0.0063 45 0.0061 0.0161 0.0078 50 0.0074 0.0192 0.0101 55 0.0721 0.0668 0.0173 60 0.0721 0.0668 0.0173  The Police Industrial Disability rates are 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. Attachment B 4-60 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool A-10 Service Retirement Retirement rate vary by age, service, and formula, except for the safety ½ @ 55 and 2% @ 55 formulas, where retirement rates vary by age only. 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 0.011 0.015 0.018 0.021 0.023 0.026 51 0.009 0.013 0.016 0.018 0.020 0.023 52 0.013 0.018 0.022 0.025 0.028 0.031 53 0.011 0.016 0.019 0.022 0.025 0.028 54 0.015 0.021 0.025 0.028 0.032 0.036 55 0.023 0.032 0.039 0.044 0.049 0.055 56 0.019 0.027 0.032 0.037 0.041 0.046 57 0.025 0.035 0.042 0.048 0.054 0.060 58 0.030 0.042 0.051 0.058 0.065 0.073 59 0.035 0.049 0.060 0.068 0.076 0.085 60 0.062 0.087 0.105 0.119 0.133 0.149 61 0.079 0.110 0.134 0.152 0.169 0.190 62 0.132 0.186 0.225 0.255 0.284 0.319 63 0.126 0.178 0.216 0.244 0.272 0.305 64 0.122 0.171 0.207 0.234 0.262 0.293 65 0.173 0.243 0.296 0.334 0.373 0.418 66 0.114 0.160 0.194 0.219 0.245 0.274 67 0.159 0.223 0.271 0.307 0.342 0.384 68 0.113 0.159 0.193 0.218 0.243 0.273 69 0.114 0.161 0.195 0.220 0.246 0.276 70 0.127 0.178 0.216 0.244 0.273 0.306 Attachment B 4-61 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool A-11 Public Agency Miscellaneous 2% @ 55 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.015 0.020 0.024 0.029 0.033 0.039 51 0.013 0.016 0.020 0.024 0.027 0.033 52 0.014 0.018 0.022 0.027 0.030 0.036 53 0.017 0.022 0.027 0.032 0.037 0.043 54 0.027 0.034 0.041 0.049 0.056 0.067 55 0.050 0.064 0.078 0.094 0.107 0.127 56 0.045 0.057 0.069 0.083 0.095 0.113 57 0.048 0.061 0.074 0.090 0.102 0.122 58 0.052 0.066 0.080 0.097 0.110 0.131 59 0.060 0.076 0.092 0.111 0.127 0.151 60 0.072 0.092 0.112 0.134 0.153 0.182 61 0.089 0.113 0.137 0.165 0.188 0.224 62 0.128 0.162 0.197 0.237 0.270 0.322 63 0.129 0.164 0.199 0.239 0.273 0.325 64 0.116 0.148 0.180 0.216 0.247 0.294 65 0.174 0.221 0.269 0.323 0.369 0.439 66 0.135 0.171 0.208 0.250 0.285 0.340 67 0.133 0.169 0.206 0.247 0.282 0.336 68 0.118 0.150 0.182 0.219 0.250 0.297 69 0.116 0.147 0.179 0.215 0.246 0.293 70 0.138 0.176 0.214 0.257 0.293 0.349 Public Agency Miscellaneous 2.5% @ 55 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.026 0.033 0.040 0.048 0.055 0.062 51 0.021 0.026 0.032 0.038 0.043 0.049 52 0.021 0.026 0.032 0.038 0.043 0.049 53 0.026 0.033 0.040 0.048 0.055 0.062 54 0.043 0.054 0.066 0.078 0.089 0.101 55 0.088 0.112 0.136 0.160 0.184 0.208 56 0.055 0.070 0.085 0.100 0.115 0.130 57 0.061 0.077 0.094 0.110 0.127 0.143 58 0.072 0.091 0.111 0.130 0.150 0.169 59 0.083 0.105 0.128 0.150 0.173 0.195 60 0.088 0.112 0.136 0.160 0.184 0.208 61 0.083 0.105 0.128 0.150 0.173 0.195 62 0.121 0.154 0.187 0.220 0.253 0.286 63 0.105 0.133 0.162 0.190 0.219 0.247 64 0.105 0.133 0.162 0.190 0.219 0.247 65 0.143 0.182 0.221 0.260 0.299 0.338 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 Attachment B 4-62 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool A-12 Public Agency Miscellaneous 2.7% @ 55 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.028 0.035 0.043 0.050 0.058 0.065 51 0.022 0.028 0.034 0.040 0.046 0.052 52 0.022 0.028 0.034 0.040 0.046 0.052 53 0.028 0.035 0.043 0.050 0.058 0.065 54 0.044 0.056 0.068 0.080 0.092 0.104 55 0.091 0.116 0.140 0.165 0.190 0.215 56 0.061 0.077 0.094 0.110 0.127 0.143 57 0.063 0.081 0.098 0.115 0.132 0.150 58 0.074 0.095 0.115 0.135 0.155 0.176 59 0.083 0.105 0.128 0.150 0.173 0.195 60 0.088 0.112 0.136 0.160 0.184 0.208 61 0.085 0.109 0.132 0.155 0.178 0.202 62 0.124 0.158 0.191 0.225 0.259 0.293 63 0.107 0.137 0.166 0.195 0.224 0.254 64 0.107 0.137 0.166 0.195 0.224 0.254 65 0.146 0.186 0.225 0.265 0.305 0.345 66 0.107 0.137 0.166 0.195 0.224 0.254 67 0.107 0.137 0.166 0.195 0.224 0.254 68 0.107 0.137 0.166 0.195 0.224 0.254 69 0.107 0.137 0.166 0.195 0.224 0.254 70 0.129 0.164 0.199 0.234 0.269 0.304 Public Agency Miscellaneous 3% @ 60 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.026 0.033 0.040 0.048 0.055 0.062 51 0.021 0.026 0.032 0.038 0.043 0.049 52 0.019 0.025 0.030 0.035 0.040 0.046 53 0.025 0.032 0.038 0.045 0.052 0.059 54 0.039 0.049 0.060 0.070 0.081 0.091 55 0.083 0.105 0.128 0.150 0.173 0.195 56 0.055 0.070 0.085 0.100 0.115 0.130 57 0.061 0.077 0.094 0.110 0.127 0.143 58 0.072 0.091 0.111 0.130 0.150 0.169 59 0.080 0.102 0.123 0.145 0.167 0.189 60 0.094 0.119 0.145 0.170 0.196 0.221 61 0.088 0.112 0.136 0.160 0.184 0.208 62 0.127 0.161 0.196 0.230 0.265 0.299 63 0.110 0.140 0.170 0.200 0.230 0.260 64 0.110 0.140 0.170 0.200 0.230 0.260 65 0.149 0.189 0.230 0.270 0.311 0.351 66 0.110 0.140 0.170 0.200 0.230 0.260 67 0.110 0.140 0.170 0.200 0.230 0.260 68 0.110 0.140 0.170 0.200 0.230 0.260 69 0.110 0.140 0.170 0.200 0.230 0.260 70 0.132 0.168 0.204 0.240 0.276 0.312 Attachment B 4-63 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool A-13 Public Agency Fire ½ @ 55 and 2% @ 55 Age 50 51 52 53 54 55 Rate 0.01588 0.00000 0.03442 0.01990 0.04132 0.07513 Age 56 57 58 59 60 Rate 0.11079 0.00000 0.09499 0.04409 1.00000 Public Agency Police ½ @ 55 and 2% @ 55 Age 50 51 52 53 54 55 Rate 0.02552 0.00000 0.01637 0.02717 0.00949 0.16674 Age 56 57 58 59 60 Rate 0.06921 0.05113 0.07241 0.07043 1.00000 Public Agency Police 2%@ 50 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 0.023 0.040 52 0.026 0.026 0.026 0.026 0.048 0.086 53 0.052 0.052 0.052 0.052 0.096 0.171 54 0.070 0.070 0.070 0.070 0.128 0.227 55 0.090 0.090 0.090 0.090 0.165 0.293 56 0.064 0.064 0.064 0.064 0.117 0.208 57 0.071 0.071 0.071 0.071 0.130 0.232 58 0.063 0.063 0.063 0.063 0.115 0.205 59 0.140 0.140 0.140 0.140 0.174 0.254 60 0.140 0.140 0.140 0.140 0.172 0.251 61 0.140 0.140 0.140 0.140 0.172 0.251 62 0.140 0.140 0.140 0.140 0.172 0.251 63 0.140 0.140 0.140 0.140 0.172 0.251 64 0.140 0.140 0.140 0.140 0.172 0.251 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. Attachment B 4-64 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool A-14 Public Agency Fire 2%@50 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 0.013 0.019 52 0.017 0.017 0.017 0.017 0.027 0.040 53 0.047 0.047 0.047 0.047 0.072 0.107 54 0.064 0.064 0.064 0.064 0.098 0.147 55 0.087 0.087 0.087 0.087 0.134 0.200 56 0.078 0.078 0.078 0.078 0.120 0.180 57 0.090 0.090 0.090 0.090 0.139 0.208 58 0.079 0.079 0.079 0.079 0.122 0.182 59 0.073 0.073 0.073 0.073 0.112 0.168 60 0.114 0.114 0.114 0.114 0.175 0.262 61 0.114 0.114 0.114 0.114 0.175 0.262 62 0.114 0.114 0.114 0.114 0.175 0.262 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 Public Agency Police 3%@ 55 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.019 0.019 0.019 0.019 0.040 0.060 51 0.024 0.024 0.024 0.024 0.049 0.074 52 0.024 0.024 0.024 0.024 0.051 0.077 53 0.059 0.059 0.059 0.059 0.121 0.183 54 0.069 0.069 0.069 0.069 0.142 0.215 55 0.116 0.116 0.116 0.116 0.240 0.363 56 0.076 0.076 0.076 0.076 0.156 0.236 57 0.058 0.058 0.058 0.058 0.120 0.181 58 0.076 0.076 0.076 0.076 0.157 0.237 59 0.094 0.094 0.094 0.094 0.193 0.292 60 0.141 0.141 0.141 0.141 0.290 0.438 61 0.094 0.094 0.094 0.094 0.193 0.292 62 0.118 0.118 0.118 0.118 0.241 0.365 63 0.094 0.094 0.094 0.094 0.193 0.292 64 0.094 0.094 0.094 0.094 0.193 0.292 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. Attachment B 4-65 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool A-15 Public Agency Fire 3%@55 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.012 0.012 0.012 0.018 0.028 0.033 51 0.008 0.008 0.008 0.012 0.019 0.022 52 0.018 0.018 0.018 0.027 0.042 0.050 53 0.043 0.043 0.043 0.062 0.098 0.114 54 0.057 0.057 0.057 0.083 0.131 0.152 55 0.092 0.092 0.092 0.134 0.211 0.246 56 0.081 0.081 0.081 0.118 0.187 0.218 57 0.100 0.100 0.100 0.146 0.230 0.268 58 0.081 0.081 0.081 0.119 0.187 0.219 59 0.078 0.078 0.078 0.113 0.178 0.208 60 0.117 0.117 0.117 0.170 0.267 0.312 61 0.078 0.078 0.078 0.113 0.178 0.208 62 0.098 0.098 0.098 0.141 0.223 0.260 63 0.078 0.078 0.078 0.113 0.178 0.208 64 0.078 0.078 0.078 0.113 0.178 0.208 65 1.000 1.000 1.000 1.000 1.000 1.000 Public Agency Police 3%@ 50 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.070 0.070 0.070 0.131 0.193 0.249 51 0.050 0.050 0.050 0.095 0.139 0.180 52 0.061 0.061 0.061 0.116 0.171 0.220 53 0.069 0.069 0.069 0.130 0.192 0.247 54 0.071 0.071 0.071 0.134 0.197 0.255 55 0.090 0.090 0.090 0.170 0.250 0.322 56 0.069 0.069 0.069 0.130 0.191 0.247 57 0.080 0.080 0.080 0.152 0.223 0.288 58 0.087 0.087 0.087 0.164 0.242 0.312 59 0.090 0.090 0.090 0.170 0.251 0.323 60 0.135 0.135 0.135 0.255 0.377 0.485 61 0.090 0.090 0.090 0.170 0.251 0.323 62 0.113 0.113 0.113 0.213 0.314 0.404 63 0.090 0.090 0.090 0.170 0.251 0.323 64 0.090 0.090 0.090 0.170 0.251 0.323 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. Attachment B 4-66 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool A-16 Public Agency Fire 3%@50 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.034 0.034 0.034 0.048 0.068 0.080 51 0.046 0.046 0.046 0.065 0.092 0.109 52 0.069 0.069 0.069 0.097 0.138 0.163 53 0.084 0.084 0.084 0.117 0.166 0.197 54 0.103 0.103 0.103 0.143 0.204 0.241 55 0.127 0.127 0.127 0.177 0.252 0.298 56 0.121 0.121 0.121 0.169 0.241 0.285 57 0.101 0.101 0.101 0.141 0.201 0.238 58 0.118 0.118 0.118 0.165 0.235 0.279 59 0.100 0.100 0.100 0.140 0.199 0.236 60 0.150 0.150 0.150 0.210 0.299 0.354 61 0.100 0.100 0.100 0.140 0.199 0.236 62 0.125 0.125 0.125 0.175 0.249 0.295 63 0.100 0.100 0.100 0.140 0.199 0.236 64 0.100 0.100 0.100 0.140 0.199 0.236 65 1.000 1.000 1.000 1.000 1.000 1.000 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 Attachment B 4-67 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2.5% at 55 Risk Pool A-17 Miscellaneous Superfunded Status Prior to enactment of the Public Employees’ Pension Reform Act (PEPRA) effective January 1, 2013, a plan in superfunded status (actuarial value of assets exceeding present value of benefits) would normally pay a zero employer contribution rate while also being permitted to use its superfunded assets to pay its employee s’ normal member contributions. However, Section 7522.52(a) of PEPRA states, “In any fiscal year a public employer’s contribution to a defined benefit plan, in combination with employee contributions to that defined benefit plan, shall not be less than the total normal cost rate…” This means that not only must employers pay their employer normal cost, regardless of plan surplus, but also that employers may no longer use superfunded assets to pay employee normal member contributions. Superfunded status applies only to individual plans, not risk pools. For rate plans within a risk pool, actuarial value of assets is the sum of the rate plan’s side fund plus the rate plan’s pro-rata share of non-side fund assets. Internal Revenue Code Section 415 The limitations on benefits imposed by Internal Revenue Code Section 415 were 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 it also 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) were taken into account in this valuation. Each year the impact of any changes in this compensation limitation since the prior valuation is included and amortized as part of the actuarial gain or loss base. PEPRA Assumptions The Public Employees’ Pension Reform Act of 2013 (PEPRA) requires new benefits and member contributions for new members as defined by PEPRA, that are hired after January 1, 2013. For non-pooled plans, these members will first be reflected in the June 30, 2013 non-pooled plan valuations. Members in pooled plans will be reflected in the new Miscellaneous and Safety risk pools created by the CalPERS Board in November 2012 in response to the passage of PEPRA, beginning with the June 30, 2013 valuation. Different assumptions for the new PEPRA members will be disclosed in the 2013 valuation. Attachment B 4-68 APPENDIX B PRINCIPAL PLAN PROVISIONS Attachment B 4-69 APPENDIX B - PRINCIPAL PLAN PROVISIONS CalPERS Actuarial Valuation – June 30, 2012 B-1 Miscellaneous 2.5% at 55 Risk Pool The following is a description of the principal plan provisions used in calculating the liabilities of the Miscellaneous 2.5% at 55 Risk Pool. Plan provisions are divided based on whether they are standard, Class 1, Class 2 or Class 3 benefits. Standard benefits are applicable to all members of the risk pool while Class 1, 2 or 3 benefits vary among employers. Provided at the end of the listing in Appendix C is a table showing the percentage of members participating in the pool that are subject to Class 1 benefits. Many of the statements in this summary are general in nature, and are intended to provide an easily understood summary of the complex Public Employees’ Retirement Law. The law itself governs in all situations. PEPRA Benefit Changes The Public Employees’ Pension Reform Act of 2013 (PEPRA) requires new benefits and member contributions for new members as defined by PEPRA, that are hired after January 1, 2013. For non-pooled plans, these members will first be reflected in the June 30, 2013 non-pooled plan valuations. Members in pooled plans will be reflected in the new Miscellaneous and new Safety risk pools created by the CalPERS Board in November 2012 in response to the passage of PEPRA, also beginning with the June 30, 2013 valuation. Service Retirement Eligibility A CalPERS 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% at 65 formula, eligibility for service retirement is age 55 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 for this group of employees comes from the 2.5% at 55 or 1.5% at 65 Miscellaneous benefit formula factor table. The factor depends on the member’s age at retirement. Listed below are the factors for retirement at whole year ages: Retirement Age 2.5% at 55 Miscellaneous Factor 50 2.0% 51 2.1% 52 2.2% 53 2.3% 54 2.4% 55 & Up 2.5%  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. 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 available to all members is 36 months. Employers have the option of providing a final compensation Attachment B 4-70 APPENDIX B - PRINCIPAL PLAN PROVISIONS CalPERS Actuarial Valuation – June 30, 2012 B-2 Miscellaneous 2.5% at 55 Risk Pool equal to the highest 12 consecutive months by contracting for this Class 1 optional benefit. Final compensation must be defined by the highest 36 consecutive months’ pay under the 1.5% at 65 formula.  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 the modified formula, the final compensation is offset by $133.33 (or by one third if the final compensation is less than $400). Employers have the option to contract for the Class 3 benefit that will eliminate the offset applicable to the final compensation of employees covered by a modified formula.  The Miscellaneous Service Retirement benefit is not capped. The Safety Service Retirement benefit is capped at 90 percent of final compensation. Vested Deferred Retirement Eligibility for Deferred Status A CalPERS member becomes eligible for a deferred vested retirement benefit when he or she leaves employment, keeps his or her contribution account balance on deposit with CalPERS, and has earned at least 5 years of credited service (total service across all CalPERS employers, and with certain other Retirement Systems with which CalPERS has reciprocity agreements). Eligibility to Start Receiving Benefits The CalPERS member becomes 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). 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 working with 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. Attachment B 4-71 APPENDIX B - PRINCIPAL PLAN PROVISIONS CalPERS Actuarial Valuation – June 30, 2012 B-3 Miscellaneous 2.5% at 55 Risk Pool 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. Improved Benefit Employers have the option of providing this improved benefit by contracting for this Class 3 optional benefit. The improved Non-Industrial Disability Retirement benefit is a monthly allowance equal to 30 percent of final compensation for the first 5 years of service, plus 1% 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 Employers have the option of providing this improved benefit by contracting for this Class 1 optional benefit. 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 in the next paragraph. Standard Benefit The standard Industrial Disability Retirement benefit is a monthly allowance equal to 50 percent of 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 or annuitization of the accumulated member contributions with respect to employment in this group. However, 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. Increased Benefit (75 percent of Final Compensation) The increased Industrial Disability Retirement benefit is a monthly allowance equal to 75 percent of final compensation for total disability. 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 or annuitization of the accumulated member contributions with respect to employment in this group. However, 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. 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 any of these improved lump sum death benefit by contracting for any of these class 3 optional benefits. Attachment B 4-72 APPENDIX B - PRINCIPAL PLAN PROVISIONS CalPERS Actuarial Valuation – June 30, 2012 B-4 Miscellaneous 2.5% at 55 Risk Pool Upon the death of a retiree, a one-time lump sum payment of $600, $2,000, $3,000, $4,000 or $5,000 will be made to the retiree’s designated survivor(s), or to the retiree’s estate. 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. The larger the amount to be provided to the beneficiary is, and the younger the beneficiary is, the greater the reduction to the retiree’s allowance. Improved Form of Payment (Post Retirement Survivor Allowance) Employers have the option to contract for this Class 1 benefit providing an improved 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 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 often 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 spo use, to unmarried children until they attain age 18; or, if no eligible children, 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. CalPERS offers a variety of such benefit options, which the retiree pays for by taking a reduction to the option portion of his or her retirement allowance. Pre-Retirement Death Benefits Basic Death 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 described below may choose to receive that death benefit instead of this Basic Death benefit. Standard 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. Attachment B 4-73 APPENDIX B - PRINCIPAL PLAN PROVISIONS CalPERS Actuarial Valuation – June 30, 2012 B-5 Miscellaneous 2.5% at 55 Risk Pool 1957 Survivor 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, 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 children under age 18. A member’s survivor may choose this benefit in lieu of the Basic Death benefit or the Special Death benefit. Standard 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 a dependent child, the benefit will be discontinued upon death or attainment of age 18, unless the child is disabled. There is a guarantee that the total amount paid will at least equal the Basic Death benefit. Optional Settlement 2W Death 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, 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 may choose this benefit in lieu of the Basic Death benefit or the 1957 Survivor benefit. Standard 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 children under age 18, if applicable. There is a guarantee that the total amount paid will at least equal the Basic Death Benefit. Special Death Benefit 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 children under age 22. An eligible survivor who chooses to receive this benefit will not receive any other death benefit. Improved 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 children under age 22. There is a guarantee that the total amount paid will at least equal the Basic Death Benefit. Attachment B 4-74 APPENDIX B - PRINCIPAL PLAN PROVISIONS CalPERS Actuarial Valuation – June 30, 2012 B-6 Miscellaneous 2.5% at 55 Risk Pool 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 children (eligible means unmarried children 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% of final compensation  if 2 eligible children: 20.0% of final compensation  if 3 or more eligible children: 25.0% of final compensation Cost-of-Living Adjustments (COLA) Standard Benefit Beginning the second calendar year after the year of retirement, retirement and survivor allowances will be annually adjusted on a compound basis by 2 percent. However, the cumulative adjustment may not be greater than the cumulative change in the Consumer Price Index since the date of retirement. Improved Benefit Employers have the option of providing any of these improved cost-of-living adjustments by contracting for any one of these Class 1 optional benefits. An improved COLA is not available in conjunction with the 1.5% at 65 formula. Beginning the second calendar year after the year of retirement, retirement and survivor allowances will be annually adjusted on a compound basis by either 3 percent, 4 percent or 5 percent. However, the cumulative adjustment may not be greater than the cumulative change in the Consumer Price Index since the date of retirement. 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. Employee Contributions Each employee contributes toward his or her retirement based upon the following schedule. The percent contributed below the monthly compensation breakpoint is 0 percent. The monthly compensation breakpoint is $0 for full and supplemental formula members, except for those members in the CSU auxiliary organizations where the breakpoint is $513. The monthly compensation breakpoint is $133.33 for employees covered by the modified formula. The percent contributed above the monthly compensation breakpoint is 8 percent for 2.5% at 55 Miscellaneous Benefit Formula and 2 percent for 1.5% at 65, except for those members in the CSU auxiliary organizations where the contribution rate has been set at the State member level. The employer may choose to “pick-up” these contributions for the employees (Employer Paid Member Contributions), or EMPC. An employer may also include Employee Cost Sharing in the contract, where employees contribute an additional percentage of compensation based on any optional benefit for which a contract amendment was made on or after January 1, 1979. Attachment B 4-75 APPENDIX B - PRINCIPAL PLAN PROVISIONS CalPERS Actuarial Valuation – June 30, 2012 B-7 Miscellaneous 2.5% at 55 Risk Pool 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 annually with 6 percent interest. 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 was required to provide this benefit if the members were 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 must 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. Attachment B 4-76 APPENDIX C PLAN OPTIONS AND VARIABLES  CLASSIFICATION OF OPTIONAL BENEFITS  EXAMPLE OF INDIVIDUAL AGENCY’S RATE CALCULATION  DISTRIBUTION OF CLASS 1 BENEFITS Attachment B 4-77 APPENDIX C – PLAN OPTIONS AND VARIABLES CalPERS Actuarial Valuation – June 30, 2012 C-1 Miscellaneous 2.5% at 55 Risk Pool Classification of Optional Benefits Below is the list of the available optional benefit provisions and their initial classification upon establishment of risk pools. When new benefits become available as a result of legislation, the Chief Actuary will determine their classification in accordance with the criteria established in the Board policy. Class 1 Class 1 benefits have been identified to be additional benefits which have a significant, ongoing effect on the total plan cost. In some cases, a Class 1 benefit may be an alternate benefit formula. These benefits vary by employer across the risk pool. Agencies contracting for a Class 1 benefit will be responsible for the past service liability associated with such benefit and will be required to pay a surcharge established by the actuary to cover the ongoing cost (normal cost) of the Class 1 benefit. The table below shows the list of Class 1 benefits and their applicable surcharge for the Miscellaneous 2.5% at 55 Risk Pool. Last year’s surcharges are shown for comparison. {classification_optional_benefits} June 30, 2011 June 30, 2012  One Year Final Compensation 0.577% 0.566%  EPMC by contract, 7% 1.081% 1.059%  EPMC by contract, 8% 1.236% 1.210%  EPMC by contract, 9% N/A N/A  25% PRSA 0.917% 0.900%  50% PRSA 0.917% 0.900%  3% Annual COLA 1.100% 1.087%  4% Annual COLA 1.100% 1.087%  5% Annual COLA 1.100% 1.087%  IDR For Local Miscellaneous Members 0.473% 0.446%  Increased IDR Allowance to 75% of Compensation 0.829% 0.814%  Improved Industrial Disability Allowance for Local Safety Members N/A N/A  Employee Cost Sharing varies varies  Employee Contribution Rate for CSUC Auxiliary Organizations Reduced to State Member Level - Covered by Social Security 2.000% 2.000%  Employee Contribution Rate for CSUC Auxiliary Organizations Reduced to State Member Level - Not Covered by Social Security 1.000% 1.000% For employers contracting for more than one Class 1 benefit, the surcharges listed in this table will be added together  Employee cost sharing had been eliminated as a surcharge from some of the June 30, 2010 valuations and from all of the June 30, 2011 and later valuations. It is now shown on My|CalPERS as a rate adjustment. Attachment B 4-78 APPENDIX C – PLAN OPTIONS AND VARIABLES CalPERS Actuarial Valuation – June 30, 2012 C-2 Miscellaneous 2.5% at 55 Risk Pool Class 2 Class 2 benefits have been identified to be the ancillary benefits providing one-time increases in benefits. These benefits vary by employer across the risk pool. Agencies contracting for a Class 2 benefit will be responsible for the past service liability associated with such benefit. The following benefits shall be classified as Class 2:  One-time 1% to 6% Ad Hoc COLA Increases for members who retired or died prior to January 1, 1998 (Section 21328)  "Golden Handshakes" – Section 20903 Two Years Additional Service Credit  Credit for Prior Service Paid for by the Employer  Military Service Credit (Section 20996)  Credit for Local Retirement System Service for Employees of Agencies Contracted on a Prospective basis (Section 20530.1)  Prior Service Credit for Employees of an Assumed Agency Function (Section 20936)  Limit Prior Service to Members Employed on Contract Date (Section 20938)  Public Service Credit for Limited Prior Service (Section 21031)  Public Service Credit for Employees of an Assumed Agency or Function (Section 21025) Class 3 Class 3 benefits have been identified to be additional benefits which have a minimal effect on the total plan cost. Class 3 benefits may vary by rate plan within each risk pool. However, the employer contribution rate will not vary within the risk pool due to the Class 3 benefits. The following benefits shall be classified as Class 3:  Full formula plus social security  Post Retirement Lump Sum Death Benefit  $600 lump sum retired death benefit (Section 21622)  $2,000 lump sum retired death benefit (Section 21623.5)  $3,000 lump sum retired death benefit (Section 21623.5)  $4,000 lump sum retired death benefit (Section 21623.5)  $5,000 lump sum retired death benefit (Section 21623.5)  Improved non-industrial disability allowance (Section 21427)  Special death benefit for local miscellaneous members (Section 21540.5)  Service Credit Purchased by Member  Partial Service Retirement (Section 21118)  Optional Membership for Part Time Employees (Section 20325)  Extension of Reciprocity Rights for Elective Officers (Section 20356)  Removal of Contract Exclusions Prospectively Only (Section 20503)  Alternate Death Benefit for Local Fire Members credited with 20 or more years of service (Section 21547.7) Attachment B 4-79 APPENDIX C – PLAN OPTIONS AND VARIABLES CalPERS Actuarial Valuation – June 30, 2012 C-3 Miscellaneous 2.5% at 55 Risk Pool Example Of Individual Agency's Rate Calculation An individual employer rate is comprised of several components. These include the pool's net employer normal cost, payment on the pool's unfunded liability, additional surcharge payments for contracted Class 1 benefits, the normal cost phase-out and an agency’s payment for their own side fund. An example of the total rate for an employer might look something like this: Net Pool's Employer Normal Cost 8.896% Rate Plan Surcharges 0.566% Total Employer Normal Cost 9.462% Plus: Plan’s share of Pool's Payment on the Amortization Bases 6.239% Side Fund Amortization Payment 2.600% Total Employer Rate for fiscal year 2014-15 18.301% Your plan’s actual required contribution can be found in Section 1. Distribution of Class 1 Benefits % of members in the pool Final Compensation with contracted benefit One Year Final Compensation 79.2% Three Years Final Compensation 20.8% Post Retirement Survivor Continuance (PRSA) No PRSA 75.7% With PRSA 24.3% Cost-of-Living Adjustments (COLA) 2% COLA 96.4% 3% COLA 0.9% 4% COLA 1.9% 5% COLA 0.8% Industrial Disability Benefit None 95.5% Standard Industrial Disability Benefit (50% of Final Compensation) 3.3% Improved Industrial Disability Benefit (75% of Final Compensation) 1.3% Improved Industrial Disability Benefit (50% - 90% of Final Compensation) 0.0% Attachment B 4-80 APPENDIX D PARTICIPATING EMPLOYERS Attachment B 4-81 APPENDIX D - PARTICIPATING EMPLOYERS CalPERS Actuarial Valuation – June 30, 2012 D-1 Miscellaneous 2.5% at 55 Risk Pool Employer Name ALAMEDA COUNTY SCHOOLS INSURANCE GROUP ALAMEDA COUNTY TRANSPORTATION COMMISSION ALAMEDA COUNTY WASTE MANAGEMENT AUTHORITY ALBANY MUNICIPAL SERVICES JOINT POWERS AUTHORITY ANDERSON FIRE PROTECTION DISTRICT ARROYO GRANDE DISTRICT CEMETERY ASSOCIATION OF BAY AREA GOVERNMENTS ASSOCIATION OF CALIFORNIA WATER AGENCIES BEAUMONT DISTRICT LIBRARY BIG BEAR CITY COMMUNITY SERVICES DISTRICT BUTTE COUNTY MOSQUITO AND VECTOR CONTROL DISTRICT CALIFORNIA ASSOCIATION FOR PARK AND RECREATION INDEMNITY CAYUCOS SANITARY DISTRICT CAYUCOS-MORRO BAY CEMETERY DISTRICT CENTRAL COUNTY FIRE DEPARTMENT CENTRAL FIRE PROTECTION DISTRICT OF SANTA CRUZ COUNTY CHESTER PUBLIC UTILITY DISTRICT CHINO BASIN WATERMASTER CHINO VALLEY INDEPENDENT FIRE DISTRICT CITY OF ALBANY CITY OF ARROYO GRANDE CITY OF ATASCADERO CITY OF BLUE LAKE CITY OF BLYTHE CITY OF CALISTOGA CITY OF CAPITOLA CITY OF CHOWCHILLA CITY OF CRESCENT CITY CITY OF DIXON CITY OF DUARTE CITY OF EAST PALO ALTO CITY OF FIREBAUGH CITY OF FOUNTAIN VALLEY CITY OF GRASS VALLEY CITY OF GROVER BEACH CITY OF GUSTINE CITY OF HEALDSBURG CITY OF HOLLISTER CITY OF IONE CITY OF JACKSON CITY OF LA PUENTE CITY OF LA QUINTA CITY OF LA VERNE CITY OF LAKE ELSINORE CITY OF LAKEPORT CITY OF LARKSPUR CITY OF LEMON GROVE CITY OF LOMITA CITY OF MILL VALLEY CITY OF NEVADA CITY CITY OF OAKDALE CITY OF OAKLEY CITY OF PINOLE CITY OF PISMO BEACH CITY OF PLACERVILLE CITY OF RANCHO MIRAGE CITY OF RANCHO PALOS VERDES Attachment B 4-82 APPENDIX D - PARTICIPATING EMPLOYERS CalPERS Actuarial Valuation – June 30, 2012 D-2 Miscellaneous 2.5% at 55 Risk Pool CITY OF RANCHO SANTA MARGARITA CITY OF SAN CARLOS CITY OF SAN PABLO CITY OF SANGER CITY OF SANTA PAULA CITY OF SAUSALITO CITY OF SCOTTS VALLEY CITY OF SIERRA MADRE CITY OF SOLANA BEACH CITY OF SOLVANG CITY OF SOUTH EL MONTE CITY OF TEMPLE CITY CITY OF TWENTYNINE PALMS CITY OF WASCO CITY OF WATERFORD COASTSIDE COUNTY WATER DISTRICT CRESTLINE VILLAGE WATER DISTRICT DE LUZ COMMUNITY SERVICES DISTRICT DENAIR COMMUNITY SERVICES DISTRICT DESERT WATER AGENCY EAST BAY DISCHARGERS AUTHORITY EASTERN SIERRA TRANSIT AUTHORITY EXPOSITION METRO LINE CONSTRUCTION AUTHORITY FALLBROOK PUBLIC UTILITY DISTRICT FEATHER RIVER AIR QUALITY MANAGEMENT DISTRICT GOLDEN SIERRA JOB TRAINING AGENCY GREAT BASIN UNIFIED AIR POLLUTION CONTROL DISTRICT HEBER PUBLIC UTILITY DISTRICT HERITAGE RANCH COMMUNITY SERVICES DISTRICT HERLONG PUBLIC UTILITY DISTRICT HI-DESERT WATER DISTRICT HIDDEN VALLEY LAKE COMMUNITY SERVICES DISTRICT HIGGINS AREA FIRE PROTECTION DISTRICT HOUSING AUTHORITY OF THE CITY OF MADERA KENTFIELD FIRE PROTECTION DISTRICT KERN COUNTY COUNCIL OF GOVERNMENTS KIRKWOOD MEADOWS PUBLIC UTILITY DISTRICT LAKE ARROWHEAD COMMUNITY SERVICES DISTRICT LOS ANGELES COUNTY AREA "E" CIVIL DEFENSE AND DISASTER BOARD LOS ANGELES COUNTY LAW LIBRARY LOS ANGELES MEMORIAL COLISEUM COMMISSION MC FARLAND RECREATION AND PARK DISTRICT METRO GOLD LINE FOOTHILL EXTENSION CONSTRUCTION AUTHORITY MIDPENINSULA REGIONAL OPEN SPACE DISTRICT MONTE VISTA COUNTY WATER DISTRICT NAPA COUNTY TRANSPORTATION AND PLANNING AGENCY NEVADA COUNTY RESOURCE CONSERVATION DISTRICT NORTH MARIN WATER DISTRICT OLIVENHAIN MUNICIPAL WATER DISTRICT ORO LOMA SANITARY DISTRICT OXNARD HARBOR DISTRICT PEBBLE BEACH COMMUNITY SERVICES DISTRICT PHELAN PINON HILLS COMMUNITY SERVICES DISTRICT PLEASANT VALLEY RECREATION AND PARK DISTRICT PUBLIC AGENCY RISK SHARING AUTHORITY OF CALIFORNIA RAINBOW MUNICIPAL WATER DISTRICT RANCHO CUCAMONGA FIRE PROTECTION DISTRICT RANCHO SANTA FE FIRE PROTECTION DISTRICT REDWOOD EMPIRE SCHOOL INSURANCE GROUP Attachment B 4-83 APPENDIX D - PARTICIPATING EMPLOYERS CalPERS Actuarial Valuation – June 30, 2012 D-3 Miscellaneous 2.5% at 55 Risk Pool REGIONAL COUNCIL OF RURAL COUNTIES ROSAMOND COMMUNITY SERVICES DISTRICT ROSE BOWL OPERATING COMPANY ROWLAND WATER DISTRICT SACRAMENTO AREA COUNCIL OF GOVERNMENTS SACRAMENTO TRANSPORTATION AUTHORITY SACRAMENTO-YOLO MOSQUITO AND VECTOR CONTROL DISTRICT SAN BENITO COUNTY WATER DISTRICT SAN BERNARDINO VALLEY WATER CONSERVATION DISTRICT SAN ELIJO JOINT POWERS AUTHORITY SAN FRANCISCO BAY AREA WATER EMERGENCY TRANSPORTATION AUTHORITY SAN LUIS WATER DISTRICT SAN MATEO COUNTY HARBOR DISTRICT SANTA CLARA COUNTY LAW LIBRARY SANTA CRUZ PORT DISTRICT SEWERAGE COMMISSION--OROVILLE REGION SHASTA LAKE FIRE PROTECTION DISTRICT SHASTA LOCAL AGENCY FORMATION COMMISSION SOQUEL CREEK WATER DISTRICT SOUTH COUNTY SUPPORT SERVICES AGENCY SOUTH ORANGE COUNTY WASTEWATER AUTHORITY SOUTH SAN JOAQUIN IRRIGATION DISTRICT SOUTH SAN LUIS OBISPO COUNTY SANITATION DISTRICT SOUTHEAST AREA SOCIAL SERVICES FUNDING AUTHORITY SOUTHERN CALIFORNIA PUBLIC POWER AUTHORITY SOUTHWEST TRANSPORTATION AGENCY SUMMIT CEMETERY DISTRICT SUSANVILLE SANITARY DISTRICT TOWN OF COLMA TOWN OF CORTE MADERA TOWN OF FAIRFAX TOWN OF TRUCKEE TOWN OF WOODSIDE TRABUCO CANYON WATER DISTRICT TRI-DAM PROJECT TRINDEL INSURANCE FUND TWIN CITIES POLICE AUTHORITY UNITED WATER CONSERVATION DISTRICT VALLEY SANITARY DISTRICT VALLEY OF THE MOON WATER DISTRICT VALLEY-WIDE RECREATION AND PARK DISTRICT VICTOR VALLEY WASTEWATER RECLAMATION AUTHORITY WATER FACILITIES AUTHORITY WEST BAY SANITARY DISTRICT WEST CONTRA COSTA INTEGRATED WASTE MANAGEMENT AUTHORITY WEST VALLEY MOSQUITO AND VECTOR CONTROL DISTRICT WEST VALLEY SANITATION DISTRICT OF SANTA CLARA COUNTY WESTERN MUNICIPAL WATER DISTRICT WILLOW COUNTY WATER DISTRICT WILLOW CREEK COMMUNITY SERVICES DISTRICT WINTERS CEMETERY DISTRICT YOLO COUNTY PUBLIC AGENCY RISK MANAGEMENT INSURANCE AUTHORITY YOLO COUNTY TRANSPORTATION DISTRICT Attachment B 4-84 APPENDIX E PARTICIPANT DATA  SOURCE OF THE PARTICIPANT DATA  DATA VALIDATION TESTS AND ADJUSTMENTS  SUMMARY OF VALUATION DATA  ACTIVE MEMBERS  TRANSFERRED AND TERMINATED MEMBERS  RETIRED MEMBERS AND BENEFICIARIES Attachment B 4-85 APPENDIX E – PARTICIPANT DATA CalPERS Actuarial Valuation – June 30, 2012 E-1 Miscellaneous 2.5% at 55 Risk Pool Source of the Participant Data The data was extracted from various databases within CalPERS and placed in a database by a series of extract programs. Included in this data are:  Individual member and beneficiary information,  Employment and payroll information,  Accumulated contributions with interest,  Service information,  Benefit payment information,  Information about the various organizations which contract with CalPERS, and  Detailed information about the plan provisions applicable to each group of members. Data Validation Tests and Adjustments Once the information is extracted from the various computer systems into the database, update queries are then run against this data to correct for flaws found in the data. This part of the process is intended to validate the participant data for all CalPERS plans. The data is then checked for reasonableness and consistency with data from the prior valuation. Checks on the data include:  A reconciliation of the membership of the plans,  Comparisons of various member statistics (average attained age, average entry age, average salary, etc.) for each plan with those from the prior year valuation,  Comparisons of pension amounts for each retiree and beneficiary receiving payments with those from the prior year valuation,  Checks for invalid ages and dates, and  Reasonableness checks on various key data elements such as service and salary As a result of the tests on the data, a number of adjustments were determined to be necessary. These included:  Dates of hire and dates of entry were adjusted where necessary to be consistent with the service fields, the date of birth and each other. Attachment B 4-86 APPENDIX E – PARTICIPANT DATA CalPERS Actuarial Valuation – June 30, 2012 E-2 Miscellaneous 2.5% at 55 Risk Pool Summary of Valuation Data June 30, 2011 June 30, 2012 1. Number of Plans in the Risk Pool 165 170 2. Active Members a) Counts 5,276 5,052 b) Average Attained Age 45.96 46.37 c) Average Entry Age on Rate Plan 36.44 36.46 d) Average Years of Service 9.52 9.91 e) Average Annual Covered Pay $ 66,361 $ 67,147 f) Annual Covered Payroll $ 350,121,750 $ 339,228,272 g) Projected Annual Payroll for Contribution Year $ 382,587,490 $ 370,683,892 h) Present Value of Future Payroll $ 2,690,905,777 $ 2,576,816,841 3. Transferred Members a) Counts 2,501 2,497 b) Average Attained Age 47.62 47.84 c) Average Years of Service 3.85 3.84 d) Average Annual Covered Pay $ 85,483 $ 84,159 4. Terminated Members a) Counts 2,555 2,687 b) Average Attained Age 46.04 46.08 c) Average Years of Service 3.08 3.07 d) Average Annual Covered Pay $ 42,249 $ 43,252 5. Retired Members and Beneficiaries a) Counts* 4,963 4,905 b) Average Attained Age 68.03 67.72 c) Average Annual Benefits* $ 16,531 $ 18,821 6. Active to Retired Ratio [(2a) / (5a)] 1.06 1.03 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. * Values may not match those on pages E-5 and E-6 due to inclusion of community property settlements. Attachment B 4-87 APPENDIX E – PARTICIPANT DATA CalPERS Actuarial Valuation – June 30, 2012 E-3 Miscellaneous 2.5% at 55 Risk Pool 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 20-24 25+ Total 15-24 91 4 0 0 0 0 95 25-29 248 89 0 0 0 0 337 30-34 235 235 54 1 0 0 525 35-39 195 221 115 26 3 0 560 40-44 191 200 134 70 25 3 623 45-49 220 210 160 79 80 43 792 50-54 199 229 181 104 107 123 943 55-59 142 172 124 82 56 91 667 60-64 78 94 70 51 34 48 375 65 and over 35 34 36 12 10 8 135 All Ages 1634 1488 874 425 315 316 5,052 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 20-24 25+ Average 15-24 $28,221 $40,772 $0 $0 $0 $0 $28,749 25-29 43,603 54,313 0 0 0 0 46,431 30-34 52,773 58,907 64,593 43,406 0 0 56,717 35-39 56,146 65,104 66,568 71,331 62,199 0 62,559 40-44 62,484 69,601 73,403 76,987 75,858 74,768 69,343 45-49 68,891 71,782 72,070 75,846 75,367 85,409 72,544 50-54 66,472 72,200 74,777 81,742 82,475 81,950 74,976 55-59 76,991 67,783 75,220 78,210 87,285 76,257 75,201 60-64 73,139 75,356 62,194 73,636 72,332 81,328 72,694 65 and over 31,793 50,886 64,464 47,492 66,141 108,509 53,800 Average 58,017 66,686 70,992 76,514 79,193 81,291 67,147 Attachment B 4-88 APPENDIX E – PARTICIPANT DATA CalPERS Actuarial Valuation – June 30, 2012 E-4 Miscellaneous 2.5% at 55 Risk Pool 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 14 0 0 0 0 0 14 $38,741 25-29 86 6 0 0 0 0 92 57,814 30-34 187 17 0 0 0 0 204 66,872 35-39 203 41 4 1 0 0 249 71,514 40-44 237 72 22 3 0 0 334 83,736 45-49 322 106 24 13 3 1 469 88,994 50-54 333 123 38 16 4 0 514 89,752 55-59 270 89 27 8 2 0 396 90,541 60-64 117 33 16 4 1 0 171 96,199 65 and over 41 8 2 2 1 0 54 86,890 All Ages 1810 495 133 47 11 1 2,497 84,159 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 46 0 0 0 0 0 46 $25,231 25-29 176 8 0 0 0 0 184 33,502 30-34 270 18 0 0 0 0 288 38,445 35-39 277 47 5 0 0 0 329 41,332 40-44 269 60 17 5 0 0 351 46,586 45-49 322 83 19 8 3 1 436 51,621 50-54 326 89 36 10 3 1 465 47,329 55-59 200 67 19 3 0 2 291 41,969 60-64 165 30 11 3 0 0 209 40,217 65 and over 64 18 5 1 0 0 88 31,109 All Ages 2115 420 112 30 6 4 2,687 43,252 Attachment B 4-89 APPENDIX E – PARTICIPANT DATA CalPERS Actuarial Valuation – June 30, 2012 E-5 Miscellaneous 2.5% at 55 Risk Pool 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 1 1 30-34 0 3 0 0 0 1 4 35-39 0 4 2 0 0 1 7 40-44 0 7 9 0 0 6 22 45-49 0 9 12 1 0 6 28 50-54 150 37 11 3 1 13 215 55-59 682 38 17 1 0 25 763 60-64 997 39 15 5 0 29 1,085 65-69 990 44 8 4 1 54 1,101 70-74 522 31 9 8 0 69 639 75-79 330 16 2 4 0 83 435 80-84 205 9 0 1 0 82 297 85 and Over 184 4 0 5 0 115 308 All Ages 4060 241 85 32 2 485 4,905 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 $6,941 $6,941 30-34 0 10,267 0 0 0 901 7,925 35-39 0 16,015 173 0 0 43,973 15,482 40-44 0 10,306 538 0 0 14,456 7,441 45-49 0 9,479 4,080 19,268 0 10,188 7,667 50-54 16,791 10,799 3,450 18,482 1,193 17,169 15,051 55-59 23,846 12,155 3,524 22,221 0 16,437 22,566 60-64 23,312 15,591 4,167 8,540 0 16,698 22,525 65-69 19,811 13,160 7,570 12,132 67 11,964 19,025 70-74 18,577 11,654 3,010 10,945 0 14,033 17,436 75-79 16,217 8,165 1,086 7,000 0 14,302 15,401 80-84 14,190 9,777 0 1,804 0 12,742 13,615 85 and Over 15,074 8,815 0 6,041 0 10,663 13,199 All Ages 20,287 12,100 3,580 10,492 630 13,176 18,821 Attachment B 4-90 APPENDIX E – PARTICIPANT DATA CalPERS Actuarial Valuation – June 30, 2012 E-6 Miscellaneous 2.5% at 55 Risk Pool 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 1691 34 19 11 0 191 1,946 5-9 1107 41 27 5 0 115 1,295 10-14 574 61 16 4 0 78 733 15-19 342 56 12 5 1 51 467 20-24 195 28 5 3 0 35 266 25-29 101 10 4 1 0 7 123 30 and Over 50 11 2 3 1 8 75 All Years 4060 241 85 32 2 485 4,905 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 $24,769 $10,566 $1,512 $13,644 $0 $16,391 $23,409 5-9 20,299 17,571 3,705 11,449 0 12,080 19,103 10-14 15,492 11,631 4,195 12,857 0 10,538 14,382 15-19 14,138 11,163 6,712 4,552 1,193 12,399 13,270 20-24 13,616 11,503 4,918 8,218 0 8,933 12,553 25-29 13,391 8,379 763 10,708 0 7,233 12,201 30 and Over 5,521 8,720 138 6,283 67 6,654 5,925 All Years 20,287 12,100 3,580 10,492 630 13,176 18,821 * 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 E-2 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. Attachment B 4-91 APPENDIX F GLOSSARY OF ACTUARIAL TERMS Attachment B 4-92 APPENDIX F – GLOSSARY OF ACTUARIAL TERMS CalPERS Actuarial Valuation – June 30, 2012 F-1 Miscellaneous 2.5% at 55 Risk Pool 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 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 Actuarial Value of Assets. Actuarial Valuation The determination, as of a valuation date, of the Normal Cost, Accrued liability, Actuarial Value of Assets 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. Actuarial Value of Assets The Actuarial Value of Assets used for funding purposes is obtained through an asset smoothing technique where investment gains and losses are partially recognized in the year they are incurred, with the remainder recognized in subsequent years. This method helps to dampen large fluctuations in the employer contribution rate. 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. This can be likened to a home mortgage that has 24 years of remaining payments and a second on that mortgage that has 10 years left. Each base or each mortgage note has its own terms (payment period, principal, etc.) but all bases are amortized using investment and payroll assumptions from the current valuation. Generally in an actuarial valuation, the separate bases consist of changes in unfunded liabilities due to amendments, actuarial assumption changes, actuarial methodology changes, and 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. Annual Required Contributions (ARC) The employer's periodic required annual contributions to a defined benefit pension plan, calculated in accordance with the plan assumptions. The ARC is determined by multiplying the employer contribution rate by the payroll reported to CalPERS for the applicable fiscal year. However, if this contribution is fully prepaid in a lump sum, then the dollar value of the ARC is equal to the Lump Sum Prepayment. Class 1 Benefits Class 1 benefits have been identified to be additional benefits which have a significant, ongoing effect on the total plan cost. In some cases, a Class 1 benefit may be an alternate benefit formula. These benefits vary by employer across the risk pool. Agencies contracting for a Class 1 benefit will be responsible for the past service liability associated with such benefit and will be required to pay a surcharge established by the actuary to cover the ongoing cost (normal cost) of the Class 1 benefit. Attachment B 4-93 APPENDIX F – GLOSSARY OF ACTUARIAL TERMS CalPERS Actuarial Valuation – June 30, 2012 F-2 Miscellaneous 2.5% at 55 Risk Pool Class 2 Benefits Class 2 benefits have been identified to be the ancillary benefits providing one-time increases in benefits. These benefits vary by employer across the risk pool. Agencies contracting for a Class 2 benefit will be responsible for the past service liability associated with such benefit. Class 3 Benefits Class 3 benefits have been identified to be additional benefits which have a minimal effect on the total plan cost. Class 3 benefits may vary by rate plan within each risk pool. However, the employer contribution rate will not vary within the risk pool due to the Class 3 benefits. Classic member (under PEPRA) A classic member is anyone in CALPERS not defined as a new member under PEPRA (see definition of new member below.) Discount Rate 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 or Risk Pool. In most cases, this is the same as the date of hire. (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 is at hire, the greater the Normal Cost. This is mainly because there is less time to earn investment income to fund the future benefits.) 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 produce stable employer contributions in amounts that increase at the same rate as the employer’s payroll (i.e. level % of payroll). Fresh Start A Fresh Start is the single amortization base created when multiple amortization bases are collapsed into one base and amortized over a new funding period. Funded Status A measure of how well funded a plan or risk pool is. Or equivalently, how "on track" a plan or risk pool is with respect to assets vs. 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. A funded ratio based on the Actuarial Value of Assets indicates the progress toward fully funding the plan using the actuarial cost methods and assumptions. A funded ratio based on the Market Value of Assets indicates the short-term solvency of the plan. GASB 27 Statement No. 27 of the Governmental Accounting Standards Board. The accounting standard governing a state or local governmental employer’s accounting for pensions. 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 for 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. Attachment B 4-94 APPENDIX F – GLOSSARY OF ACTUARIAL TERMS CalPERS Actuarial Valuation – June 30, 2012 F-3 Miscellaneous 2.5% at 55 Risk Pool Normal Cost (also called Total Normal Cost) The annual cost of service accrual for the upcoming fiscal year for active employees. The required employee contributions are part of the Total Normal Cost. The remaining portion, called the employer normal cost, includes surcharges for applicable class 1 benefits and should be viewed as the long term employer contribution rate. Pension Actuary A person who is responsible for the calculations necessary to properly fund a pension plan. PEPRA 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. Risk Pool Using the benefit of the law of large numbers, a risk pool is a collection of employer plans for the purpose of sharing risk. If a pooled plan has active members at the time of valuation, it belongs to the risk pool composed of all other pooled plans with the same benefit formula. If a plan has no active members at the time of valuation, it belongs to the inactive pool. Rolling Amortization Period An amortization period that remains the same each year, rather than declining. Side Fund At the time a plan joined a risk pool, a Side Fund was created to account for the difference between the funded status of the pool and the funded status of the plan. The plan’s Side Fund is amortized on an annual basis, with the discount rate net of, for active plans, the payroll growth rate assumption. The actuarial investment return assumption is currently 7.5%. A positive Side Fund cause the plan’s required employer contribution rate to be reduced by the Amortization of Side Fund rate component shown in the Required Employer Contributions section. A negative Side Fund cause the plan’s required employer contribution rate to be increased by the Amortization of Side Fund rate component. In the absence of subsequent contract amendments or funding changes, a plan’s Side Fund will disappear at the end of the Amortization Period. 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 When a plan or pool’s Actuarial Value of Assets is less than its Accrued Liability, the difference is the plan or pool’s Unfunded Liability of the Unfunded Liability is positive, the plan or pool will have to pay contributions exceeding the Normal Cost. Attachment B 4-95 Section 2 CALIFORNIA PUBLIC EM PLOYEES’ RETIREMENT SYSTEM Miscellaneous 2% at 60 Risk Pool as of June 30, 2012 Attachment B 4-96 TABLE OF CONTENTS ACTUARIAL CERTIFICATION 1 HIGHLIGHTS AND EXECUTIVE SUMMARY Purpose of Section 2 5 Risk Pool’s Required Employer Contribution 5 Risk Pool’s Required Base Employer Rate 6 Risk Pool’s Net Total Normal Cost Rate 6 Funded Status of the Risk Pool 6 Cost 7 Changes since the Prior Year’s Valuation 7 Subsequent Events 8 ASSETS Reconciliation of the Market Value of Assets 11 Development of the Actuarial Value of Assets 11 Asset Allocation 12 CalPERS History of Investment Returns 13 LIABILITIES AND RATES Development of Pool’s Accrued and Unfunded Liabilities 17 (Gain)/Loss Analysis 06/30/11 - 06/30/12 18 Schedule of Amortization Bases for the Risk Pool 19 Development of Risk Pool’s Annual Required Base Contribution 20 Pool’s Employer Contribution Rate History 21 Funding History 21 RISK ANALYSIS Volatility Ratios 25 Projected Rates 26 Analysis of Future Investment Return Scenarios 26 Analysis of Discount Rate Sensitivity 27 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS Actuarial Data A-1 Actuarial Methods A-1 Actuarial Assumptions A-3 Miscellaneous A-17 APPENDIX B – PRINCIPAL PLAN PROVISIONS B-1 APPENDIX C – PLAN OPTIONS AND VARIABLES Classification of Optional Benefits C-1 Example of Individual Agency’s Rate Calculation C-3 Distribution of Class 1 Benefits C-3 APPENDIX D – PARTICIPATING EMPLOYERS D-1 APPENDIX E – PARTICIPANT DATA Source of the Participant Data E-1 Data Validation Tests and Adjustments E-1 Summary of Valuation Data E-2 Active Members E-3 Transferred and Terminated Members E-4 Retired Members and Beneficiaries E-5 APPENDIX F – GLOSSARY OF ACTUARIAL TERMS F-1 Risk Pool Valuation Job ID: 618 Attachment B 4-97 ACTUARIAL CERTIFICATION CalPERS Actuarial Valuation – June 30, 2012 1 Miscellaneous 2% at 60 Risk Pool ACTUARIAL CERTIFICATION To the best of our knowledge, Section 2 of this report is complete and accurate and contains sufficient information to disclose, fully and fairly, the funded condition of the Miscellaneous 2% at 60 Risk Pool. This valuation is based on the member and financial data as of June 30, 2012 provided by the various CalPERS databases and the benefits under this Risk Pool with CalPERS as of the date this report was produced. Changes to the pool that will occur as a result of PEPRA are not reflected in this report. 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 risk pool, as prescribed by the CalPERS Board of Administration according to provisions set forth in the California Public Employees’ Retirement Law. The undersigned are CalPERS staff actuaries who are members 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. SHELLY CHU, ASA, MAAA Senior Pension Actuary, CalPERS Pool Actuary BARBARA J. WARE, FSA, MAAA Enrolled Actuary Senior Pension Actuary, CalPERS Pool Reviewing Actuary Attachment B 4-98 HIGHLIGHTS AND EXECUTIVE SUMMARY  PURPOSE OF SECTION 2  RISK POOL’S REQUIRED EMPLOYER CONTRIBUTION  RISK POOL’S REQUIRED BASE EMPLOYER RATE  RISK POOL’S NET TOTAL NORMAL COST RATE  FUNDED STATUS OF THE RISK POOL  COST  CHANGES SINCE THE PRIOR YEAR’S VALUATION  SUBSEQUENT EVENTS Attachment B 4-99 HIGHLIGHTS AND EXECUTIVE SUMMARY CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool 5 Purpose of Section 2 This Actuarial Valuation for the Miscellaneous 2% at 60 Risk Pool of the California Public Employees’ Retirement System (CalPERS) was performed by CalPERS' staff actuaries using data as of June 30, 2012 in order to:  Set forth the actuarial assets and accrued liabilities of this risk pool as of June 30, 2012  Determine the required contribution rate of the pool for the fiscal year July 1, 2014 through June 30, 2015  Provide actuarial information as of June 30, 2012 to the CalPERS Board of Administration and other interested parties 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 satisfies all basic disclosure requirements under the Model Disclosure Elements for Actuarial Valuation Reports recommended by the California Actuarial Advisory Panel, except for the original base amounts of the various components of the unfunded liability amortization. The report gives the following additional information classified as enhanced risk disclosures under the Model Disclosure Elements for Actuarial Valuation Reports recommended by the California Actuarial Advisory Panel:  “Deterministic stress test”, projecting future results under different investment income scenarios.  “Sensitivity analysis”, showing the impact on current valuation results of a plus or minus 1% change in the discount rate. Risk Pool's Required Employer Contribution Fiscal Year Fiscal Year 2013-14 2014-15 1) Contribution in Projected Dollars a) Total Pool’s Normal Cost 29,526,206 31,429,945 b) Employee Contribution 14,562,900 15,662,566 c) Pool’s Gross Employer Normal Cost [(1a) – (1b)] $ 14,963,306 $ 15,767,378 d) Payment on Pool’s Amortization Bases 2,676,208 3,081,966 e) Payment on Employer Side Funds 3,306,948 1,837,466 f) Total Required Employer Contribution* [(1c)+(1d)+(1e)] $ 20,946,086 $ 20,686,709 * Total may not add up due to rounding 2) Contribution as a Percentage of Projected Pay a) Total Pool’s Normal Cost 13.937% 13.794% b) Employee Contribution 6.874% 6.874% c) Pool’s Gross Employer Normal Cost [(2a) – (2b)] 7.063% 6.920% d) Payment on Pool’s Amortization Bases 1.263% 1.353% e) Payment on Employer Side Funds 1.561% 0.806% f) Total Required Employer Contribution [(2c)+(2d)+(2e)] 9.887% 9.079% These rates are the total required employer contributions to the pool for fiscal years 2013-14 and 2014-15. The Pool’s Gross Employer Normal Cost includes the Class 1 surcharges for all employers that contract for the Class 1 type benefits. The payment on the pool’s amortization bases is the payment on the ongoing cumulative gains and losses experienced by the pool since its June 30, 2003 inception. The payment on employer side funds is the combination of all expected individual amortization payments on every side fund in the pool. Attachment B 4-100 HIGHLIGHTS AND EXECUTIVE SUMMARY CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool 6 Risk Pool's Required Base Employer Rate Fiscal Year Fiscal Year 2013-14 2014-15 1. Pool’s Gross Employer Normal Cost 7.063% 6.920% Less: Surcharges for Class 1 Benefits 0.277% 0.268% 2. Pool’s Net Employer Normal Cost 6.786% 6.652% 3. Payment on Pool's Amortization Bases 1.263% 1.353% 4. Pool’s Base Employer Rate 8.049% 8.005% The base employer contribution rate is the rate that each plan within the pool pays before any adjustments are made. It represents the pool funding for basic benefits (no Class 1 surcharges) for the fiscal year shown. To arrive at a plan's total contribution rate, several components must be added to this base rate. These components are Class 1 benefit surcharges, normal cost phase-out and any side fund payment. More information about those additional components can be found in Section 1 of this report. Risk Pool's Net Total Normal Cost Rate Fiscal Year Fiscal Year 2013-14 2014-15 1. Pool’s Net Employer Normal Cost 6.786% 6.652% 2. Pool’s Employee Contribution Rate 6.874% 6.874% 3. Pool’s Net Total Normal Cost Rate 13.660% 13.526% Funded Status of the Risk Pool June 30, 2011 June 30, 2012 1. Present Value of Projected Benefits $ 898,658,973 $ 965,549,148 2. Entry Age Normal Accrued Liability $ 682,375,804 $ 736,231,913 3. Actuarial Value of Assets (AVA) $ 639,237,247 $ 701,224,211 4. Unfunded Liability (AVA Basis) [(2) – (3)] 43,138,557 35,007,702 5. Funded Ratio (AVA Basis) [(3) / (2)] 93.7% 95.3% 6. Market Value of Assets (MVA) $ 572,006,330 $ 589,970,009 7. Unfunded Liability (MVA Basis) [(2) – (6)] $ 110,369,474 $ 146,261,904 8. Funded Ratio (MVA Basis) [(6) / (2)] 83.8% 80.1% Attachment B 4-101 HIGHLIGHTS AND EXECUTIVE SUMMARY CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool 7 Cost Actuarial Cost Estimates in General What will this plan or pool cost? Unfortunately, there is no simple answer. There are two major reasons for the complexity of the answer: First, all actuarial calculations, including those 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 your plan. While CalPERS has set these assumptions as our best estimate of the real future of your 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 over the past twenty year period ending June 30, 2013, returns for each fiscal year ranged from -24 percent to +21.7 percent. Second, the very nature of actuarial funding produces the answer to the question of plan or pool cost as the sum of two separate pieces:  The Normal Cost (i.e., the future annual premiums in the absence of surplus or unfunded liability) expressed as a percentage of total active payroll, and  The Past Service Cost or Accrued Liability (i.e., representing 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 (the sum of an apple and an orange if you will). To communicate the total cost, either the Normal Cost (i.e., future percent of payroll) must be converted to a lump sum dollar amount (in which case the total cost is the present value of benefits), or the Past Service Cost (i.e., the lump sum) must be converted to a percent of payroll (in which case the total cost is expressed as the employer’s rate, part of which is permanent and part temporary). Converting the Past Service Cost lump sum to a percent of payroll requires a specific amortization period, and the plan or pool rate will vary depending on the amortization period chosen. 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 employers within the risk pool 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. The valuation generally reflects plan changes by amendments effective prior to July 1, 2013. Please refer to Appendix B for a summary of the plan provisions used in this valuation report. The provisions in Appendix B do not indicate the class of benefits voluntarily contracted for by individual employers within the risk pool. Refer to Section 1 of the valuation report for a list of your specific contracted benefits. The increase in the pool’s unfunded liabilities due to Class 1 or 2 amendments by individual employers within the pool is embedded in the Liability (Gain) / Loss shown in the (Gain) / Loss section of this report. This amount, however, is offset by additional contributions through a surcharge for employers who voluntarily contract for those benefits. Public Employees’ Pension Reform Act of 2013 (PEPRA) On January 1, 2013, the Public Employees’ Pension Reform Act of 2013 (PEPRA) took effect, requiring that a public employer’s contribution to a defined benefit plan, in combination with employee contributions to that defined benefit plan, shall not be less than the normal cost rate. Beginning July 1, 2013, this means that some Attachment B 4-102 HIGHLIGHTS AND EXECUTIVE SUMMARY CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool 8 plans with surplus will be paying more than they otherwise would. For more information on PEPRA please refer to the CalPERS website. Subsequent Events Actuarial Methods and Assumptions 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 2015-16 rates, CalPERS will employ an amortization and smoothing policy that will pay for all gains and losses over a fixed 30- year period with the increases or decreases in the rate spread directly over a 5-year period. The impact of this new actuarial methodology is reflected in the “Analysis of Future Investment Return Scenarios” subsection of the “Risk Analysis” section of your Section 2 report. Not reflected in the “Analysis of Future Investment Return Scenarios” subsection of the “Risk Analysis” section is the impact of assumption changes that we expect will also impact future rates. A review of the preferred asset allocation mix for CalPERS investment portfolio will be performed in late 2013, which could influence future discount rates. In addition, CalPERS will review economic and demographic assumptions, including mortality rate improvements that are likely to increase employer contribution rates in future years. The partial closure of the pool (to most new hires) due to the enactment of PEPRA will also impact future pool rates. Attachment B 4-103 ASSETS  RECONCILIATION OF THE MARKET VALUE OF ASSETS  DEVELOPMENT OF THE ACTUARIAL VALUE OF ASSETS  ASSET ALLOCATION  CALPERS HISTORY OF INVESTMENT RETURNS Attachment B 4-104 ASSETS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool 11 Reconciliation of the Market Value of Assets 1. Market Value of Assets as of June 30, 2011 Including Receivables $ 572,006,330 2. Receivables for Service Buybacks as of June 30, 2011 994,631 3. Market Value of Assets as of June 30, 2011 [1 - 2] 571,011,699 4. Employer Contributions 19,670,299 5. Employee Contributions 13,801,733 6. Benefit Payments to Retirees and Beneficiaries (23,116,585) 7. Refunds (1,211,479) 8. Lump Sum Payments 0 9. Transfers and Miscellaneous Adjustments (3,802,925) 10. Investment Return (1,197,346) 11. Market Value of Assets as of June 30, 2012 (w/o Pool Transfers) $ 575,155,395 12. Transfers into and out of the Risk Pool 13,366,622 13. Market Value of Assets as of June 30, 2012 $ 588,522,017 14. Receivables for Service Buybacks as of June 30, 2012 1,447,992 15. Market Value of Assets as of June 30, 2012 Including Receivables [13 + 14] 589,970,009 Development of the Actuarial Value of Assets 1. Actuarial Value of Assets as of June 30, 2011 Used for Rate Setting Purposes 639,237,247 2. Receivables for Service Buyback as of June 30, 2011 994,631 3. Actuarial Value of Assets as of June 30, 2011 [1 - 2] 638,242,616 4. Employer Contributions 19,670,299 5. Employee Contributions 13,801,733 6. Benefit Payments to Retirees and Beneficiaries (23,116,585) 7. Refunds (1,211,479) 8. Lump Sum Payments 0 9. Transfers and Miscellaneous Adjustments (3,802,925) 10. Expected Investment Income at 7.5% 48,064,864 11. Expected Actuarial Value of Assets (w/o Pool Transfers) $ 691,648,523 12. Market Value of Assets June 30, 2012 (w/o Pool Transfers) 575,155,395 13. Preliminary Actuarial Value of Assets (w/o Pool Transfers) [(11) + ((12) - (11)) / 15] 683,882,314 14. Preliminary Actuarial Value to Market Value Ratio 118.9% 15. Final Actuarial Value to Market Value Ratio (minimum 80%, maximum 120%) 118.9% 16. Market Value of Assets June 30, 2012 588,522,017 17. Actuarial Value of Assets as of June 30, 2012 699,776,219 18. Receivables for Service Buybacks as of June 30, 2012 1,447,992 19. Actuarial Value of Assets as of June 30, 2012 Used for Rate Setting Purposes [17 + 18] 701,224,211 Attachment B 4-105 ASSETS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool 12 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 recognizes that over 90 percent of the variation in investment returns of a well-diversified pool of assets can typically be attributed to asset allocation decisions. The Board approved in December 2010 policy asset class targets and ranges listed below. These policy asset allocation targets and ranges are expressed as a percentage of total assets and were expected to be implemented over a period of one to two years beginning July, 1 2011 and reviewed again in December 2013. 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, 2012. The assets for Miscellaneous 2% at 60 Risk Pool are part of the Public Employees Retirement Fund (PERF) and are invested accordingly. (A) Asset Class (B) Market Value ($ Billion) (C) Policy Target Allocation (D) Policy Target Range 1) Public Equity 113.0 50.0% +/- 7% 2) Private Equity 33.9 14.0% +/- 4% 3) Fixed Income 42.6 17.0% +/- 5% 4) Cash Equivalents 7.5 4.0% +/- 5% 5) Real Assets 24.8 11.0% +/- 3% 6) Inflation Assets 7.0 4.0% +/- 3% 7) Absolute Return Strategy (ARS) 5.1 0.0% N/A Total Fund $233.9 100.0% N/A Public Equity 48.3% Private Equity 14.5% Income 18.2% 3.2% Liquidity Real Assets 10.6% 3.0% Inflation ARS 2.2% Asset Allocation at 6/30/2012 Attachment B 4-106 ASSETS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool 13 13 CalPERS History of Investment Returns The following is a chart with historical annual returns of the Public Employees Retirement Fund for each fiscal year ending on June 30. Beginning with June 30, 2002, the figures are reported as gross of fees. -25.0% -20.0% -15.0% -10.0% -5.0% 0.0% 5.0% 10.0% 15.0% 20.0% 25.0% 92 93 94 95 96 97 98 99 00 01 02 03 04 05 06 07 08 09 10 11 12 1 2 . 5 % 1 4 . 5 % 2 . 0 % 1 6 . 3 % 1 5 . 3 % 2 0 . 1 % 1 9 . 5 % 1 2 . 5 % 1 0 . 5 % - 7 . 2 % - 6 . 1 % 3 . 7 % 1 6 . 6 % 1 2 . 3 % 1 1 . 8 % 1 9 . 1 % - 5 . 1 % - 2 4 . 0 % 1 3 . 3 % 2 1 . 7 % 0 . 1 % Attachment B 4-107 LIABILITIES AND RATES  DEVELOPMENT OF POOL’S ACCRUED AND UNFUNDED LIABILITIES  (GAIN)/LOSS ANALYSIS 06/30/11 - 06/30/12  SCHEDULE OF AMORTIZATION BASES FOR THE RISK POOL  DEVELOPMENT OF RISK POOL’S ANNUAL REQUIRED BASE CONTRIBUTION  POOL’S EMPLOYER CONTRIBUTION RATE HISTORY  FUNDING HISTORY Attachment B 4-108 LIABILITIES AND RATES CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool 17 Development of Pool’s Accrued and Unfunded Liabilities 1. Present Value of Projected Benefits June 30, 2011 June 30, 2012 a) Active Members $ 587,974,870 $ 617,938,237 b) Transferred Members 43,285,891 41,919,682 c) Separated Members 29,815,917 36,911,221 d) Members and Beneficiaries Receiving Payments 237,582,295 268,780,008 e) Total $ 898,658,973 $ 965,549,148 2. Present Value of Future Employer Normal Costs $ 102,988,383 $ 108,235,611 3. Present Value of Future Employee Contributions $ 113,294,786 $ 121,081,624 4. Entry Age Normal Accrued Liability a) Active Members [(1a) - (2) - (3)] $ 371,691,701 $ 388,621,002 b) Transferred Members (1b) 43,285,891 41,919,682 c) Separated Members (1c) 29,815,917 36,911,221 d) Members and Beneficiaries Receiving Payments (1d) 237,582,295 268,780,008 e) Total $ 682,375,804 $ 736,231,913 5. Actuarial Value of Assets (AVA) Including Receivables $ 639,237,247 $ 701,224,211 6. Unfunded Accrued Liability (AVA Basis) [(4e) - (5)] 43,138,557 35,007,702 7. Funded Ratio (AVA Basis) [(5) / (4e)] 93.7% 95.3% 8. Side Funds $ 1,499,824 $ 2,948,645 9. Unfunded Liability excluding Side Funds [(4e) - (5) + (8)] 44,638,381 37,956,347 10. Market Value of Assets (MVA) Including Receivables $ 572,006,330 $ 589,970,009 11. Funded Ratio (MVA Basis) [(10) / (4e)] 83.8% 80.1% Attachment B 4-109 LIABILITIES AND RATES CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool 18 (Gain)/Loss Analysis 06/30/11 - 06/30/12 To calculate the cost requirements of your pool, we use assumptions about future events that affect the amount and timing of benefits to be paid and assets to be accumulated. Each year actual experience is contrasted against the expected experience based on the actuarial assumptions. The differences are reflected below as your pool’s actuarial gains or losses. 1. Total (Gain)/Loss for the Year a) Unfunded Liability/(Surplus) as of June 30, 2011 $ 44,638,381 b) Expected payment on the Unfunded Liability 1,573,561 c) Interest accumulation [.075 X (1a) - ((1.075)^.5 - 1) X (1b)] 3,289,937 d) Expected Unfunded Liability before other changes [(1a) - (1b) + (1c)] 46,354,757 e) Change due to assumption changes 0 f) Expected Unfunded Liability after changes[(1d) + (1e)] 46,354,757 g) Actual Unfunded Liability/(Surplus) as of June 30, 2012 37,956,347 h) Total (Gain)/Loss [(1g) - (1f)] $ (8,398,410) 2. Contribution (Gain)/Loss for the Year a) Expected contribution (Employer and Employee) $ 33,947,642 b) Interest on Expected Contributions 1,250,022 c) Total expected Contributions with interest [(2a) + (2b)] 35,197,664 d) Actual Contributions 33,472,032 e) Interest on Actual Contributions 1,232,509 f) Total Actual Contributions with interest [(2d) + (2e)] 34,704,541 g) Contribution (Gain)/Loss [(2c) - (2f)] $ 493,123 3. Asset (Gain)/Loss for the Year a) Actuarial Value of Assets as of 06/30/11 Including Receivables $ 639,237,247 b) Receivables as of 06/30/11 994,631 c) Actuarial Value of Assets as of 06/30/11 638,242,616 d) Contributions received 33,472,032 e) Benefits and Refunds Paid (24,328,064) f) Transfers and miscellaneous adjustments (3,802,925) g) Expected interest 48,064,864 h) Transfers into the pool (AVA Basis) 15,893,448 i) Transfers out of the pool (AVA Basis) 0 j) Expected Assets as of 06/30/12 [Sum (3c) through (3i)] 707,541,971 k) Receivables as of 06/30/12 1,447,992 l) Expected Assets Including Receivables 708,989,963 m) Actual Actuarial Value of Assets as of 06/30/12 Including Receivables 701,224,211 n) Asset (Gain)/Loss [(3l) – (3m)] $ 7,765,752 4. Liability (Gain)/Loss for the Year a) Total (Gain)/Loss (1h) $ (8,398,410) b) Contribution (Gain)/Loss (2g) 493,123 c) Asset (Gain)/Loss excluding side fund (3n) 7,765,752 d) Liability (Gain)/Loss [(4a) - (4b) - (4c)]* $ (16,657,285) * Includes (Gain)/Loss on plans transferring into the pool. Attachment B 4-110 LIABILITIES AND RATES CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool 19 Schedule of Amortization Bases for the Risk Pool The schedule below shows the development of the payment on the Pool’s amortization bases used to determine the Total Required Employer Contributions to the Pool. Each row of the schedule gives a brief description of a base (or portion of the Unfunded Actuarial Liability), the balance of the base on the valuation date, and the number of years remaining in the amortization period. In addition, we show the expected payments for the two years immediately following the valuation date, the balances on the dates a year and two years after the valuation date, and the scheduled payment for fiscal year 2014-15. Please refer to Appendix A for an explanation of how amortization periods are determined. Schedule of Amortization Reason for Base Amortization Period Balance on June 30, 2012 Expected Payment 12-13 Balance June 30, 2013 Expected Payment 13-14 Balance June 30, 2014 Scheduled Payment for 2014-15 Payment as a percentage of payroll 2004 FRESH START 22 $2,783,655 $188,776 $2,796,702 $193,898 $2,805,417 $199,715 0.088% 2005 (GAIN)/LOSS 30 $(3,142,403) $316,385 $(3,706,119) $319,600 $(4,315,447) $(259,145) (0.113%) 2005 PAYMENT (GAIN)/LOSS 30 $(1,098,822) $118,357 $(1,303,948) $(707,747) $(667,937) $(40,111) (0.017%) 2009 ASSUMPTION CHANGE 17 $14,515,757 $1,135,787 $14,426,830 $1,166,334 $14,299,561 $1,201,324 0.527% 2009 SPECIAL (GAIN)/LOSS 27 $12,500,082 $765,290 $12,644,119 $786,214 $12,777,264 $809,800 0.355% 2010 SPECIAL (GAIN)/LOSS 28 $2,191,084 $131,883 $2,218,676 $135,504 $2,244,583 $139,569 0.061% 2011 ASSUMPTION CHANGE 19 $14,071,545 $(586,200) $15,734,696 $396,018 $16,504,198 $1,287,772 0.565% 2011 SPECIAL (GAIN)/LOSS 29 $(3,864,551) $0 $(4,154,392) $(249,473) $(4,207,312) $(256,958) (0.113%) Total excluding side funds $37,956,347 $2,070,278 $38,656,564 $2,040,348 $39,440,327 $3,081,966 1.353% The special (gain)/loss bases were special bases established for the gain/loss that is recognized in the 2009, 2010, and 2011 annual valuations. Unlike the gain/loss occurring in previous and subsequent years, the gain/loss recognized in the 2009, 2010, and 2011 annual valuations will be amortized over fixed and declining 30 year periods so that these annual gain/losses will be fully paid off in 30 years. The gain/loss recognized in 2012 and later valuations will be combined with the gain/loss from 2008 and earlier valuations. Attachment B 4 - 1 1 1 LIABILITIES AND RATES CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool 20 Development of Risk Pool’s Annual Required Base Contribution Fiscal Year Fiscal Year 2013-14 2014-15 1. Contribution in Projected Dollars a) Total Normal Cost $ 29,526,206 $ 31,429,945 b) Employee Contribution 14,562,900 15,662,566 c) Pool’s Gross Employer Normal Cost [(1a) - (1b)] 14,963,306 15,767,378 d) Total Surcharges for Class 1 Benefits 586,838 610,644 e) Net Employer Normal Cost [(1c) - (1d)] 14,376,468 15,156,734 f) Payment on Pool’s Amortization Bases $ 2,676,208 $ 3,081,966 g) Total Required Employer Contributions [(1e) + (1f)] 17,052,676 18,238,700 2. Annual Covered Payroll as of Valuation Date $ 193,877,169 $ 208,517,122 3. Projected Payroll for Contribution Fiscal Year $ 211,854,817 $ 227,852,289 4. Contribution as a % of Projected Pay a) Total Normal Cost [(1a) / (3)] 13.937% 13.794% b) Employee Contribution [(1b) / (3)] 6.874% 6.874% c) Pool’s Gross Employer Normal Cost [(1c) / (3)] 7.063% 6.920% d) Total Surcharges for Class 1 Benefits [(1d) / (3)] 0.277% 0.268% e) Net Employer Normal Cost [(1e) / (3)] 6.786% 6.652% f) Payment on Pool’s Amortization Bases [(1f) / (3)] 1.263% 1.353% g) Total Required Employer Contributions [(1g) / (3)] 8.049% 8.005% Attachment B 4-112 LIABILITIES AND RATES CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool 21 Pool’s Employer Contribution Rate History Fiscal Date Net Employer Normal Cost Total Surcharges for Class 1 Benefits Gross Employer Normal Cost Payment on Pool’s Amortization Bases Total Payment On Employer Side Funds Total Employer Contribution 06/30/2008 6.553% 0.302% 6.855% 0.202% 1.914% 8.971% 06/30/2009 6.622% 0.295% 6.917% 1.111% 1.636% 9.664% 06/30/2010 6.640% 0.293% 6.933% 1.206% 1.708% 9.847% 06/30/2011 6.786% 0.277% 7.063% 1.263% 1.561% 9.887% 06/30/2012 6.652% 0.268% 6.920% 1.353% 0.806% 9.079% Funding History However, note that beginning next year, GASB 68 will supersede GASB 27. Disclosure required under GASB 68 will require additional reporting which CalPERS may be able to provide for an additional cost. Valuation Date Accrued Liabilities (AL) Market Value of Assets (MVA) Funded Ratio (MVA/AL) 06/30/2008 $532,483,463 $518,569,684 97.4% 06/30/2009 $582,841,869 $403,326,924 69.2% 06/30/2010 $624,423,437 $467,903,476 74.9% 06/30/2011 $682,375,804 $572,006,330 83.8% 06/30/2012 $736,231,913 $589,970,009 80.1% Valuation Date Accrued Liabilities (AL) Actuarial Value of Assets (AVA) Unfunded Liabilities (UL) Funded Ratio (AVA/AL) Annual Covered Payroll UL As a % of Payroll 06/30/2008 $532,483,463 $513,147,099 $19,336,364 96.4% $183,387,608 10.5% 06/30/2009 $582,841,869 $553,953,526 $28,888,343 95.0% $184,319,666 15.7% 06/30/2010 $624,423,437 $594,492,164 $29,931,273 95.2% $186,777,830 16.0% 06/30/2011 $682,375,804 $639,237,247 $43,138,557 93.7% $193,877,169 22.3% 06/30/2012 $736,231,913 $701,224,211 $35,007,702 95.3% $208,517,122 16.8% Information shown here is for compliance with GASB No. 27 for a cost-sharing multiple-employer defined benefit plan. Attachment B 4-113 RISK ANALYSIS  VOLATILITY RATIOS  PROJECTED RATES  ANALYSIS OF FUTURE INVESTMENT RETURN SCENARIOS  ANALYSIS OF DISCOUNT RATE SENSITIVITY Attachment B 4-114 RISK ANALYSIS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool 25 Volatility Ratios The actuarial calculations supplied in this communication are based on a number of assumptions about very 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 the employer’s rates from one year to the next. Therefore, the rates will inevitably fluctuate, especially due to the ups and downs of investment returns. Asset Volatility Ratio (AVR) Pools that have higher asset to payroll ratios produce more volatile employer rates due to investment return. For example, a pool with an asset to payroll ratio of 8 may experience twice the contribution volatility due to investment return volatility than a pool with an asset to payroll ratio of 4. Below we have shown your asset volatility ratio, a measure of the pool’s potential future rate volatility. It should be noted that this ratio increases over time but generally tends to stabilize as the pool matures. Liability Volatility Ratio Pools that have higher liability to payroll ratios produce more volatile employer rates due to investment return. For example, a pool with an liability to payroll ratio of 8 may experience twice the contribution volatility due to investment return volatility than a pool with an liability to payroll ratio of 4. Below we have shown your volatility index, a measure of the plan’s potential future rate volatility. It should be noted that this ratio increases over time but generally tends to stabilize as the pool matures. As of June 30, 2012 1. Market Value of Assets without Receivables $ 588,522,017 2. Payroll 208,517,122 3. Asset Volatility Ratio (AVR = 1. / 2.) 2.8 4. Accrued Liability 736,231,913 5. Payroll 208,517,122 6. Liability Volatility Ratio (4. / 5.) 3.5 Attachment B 4-115 RISK ANALYSIS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool 26 Projected Rates On April 17, 2013, the CalPERS Board of Administration approved a recommendation to change the CalPERS amortization and smoothing policies. Beginning with the June 30, 2013 valuations that will set the 2015-16 rates, CalPERS will employ an amortization and rate smoothing policy that will pay for all gains and losses over a fixed 30-year period with the increases or decreases in the rate spread directly over a 5-year period. The table below shows projected pool contribution rates (before cost sharing) for the next five Fiscal Years, assuming CalPERS earns 12 percent for fiscal year 2012-13 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 between now and the beginning of the fiscal year 2015-16. Consequently, these projections do not take into account potential rate increases from likely future assumption changes. In addition they do not take into account the positive impact PEPRA is expected to gradually have on the normal cost nor the possibility that a plan may be required under PEPRA to contribute a higher normal cost than would otherwise be calculated. PEPRA is expected to reduce expected payroll for this pool in the future and as a result CalPERS may need to change its method of allocating pooled plan unfunded liability. These potential changes are not reflected in the projected rates. New Rate Projected Future Pool Contribution Rates 2014-15 2015-16 2016-17 2017-18 2018-19 2019-20 Contribution Rates: 8.005% 8.6% 9.3% 9.9% 10.6% 11.2% Analysis of Future Investment Return Scenarios In July 2013, the investment return for fiscal year 2012-13 was announced to be 12.5 percent. Note that this return is before administrative expenses and also does not reflect final investment return information for real estate and private equities. The final return information for these two asset classes is expected to be available later in October. For purposes of projecting future employer rates, we are assuming a 12 percent investment return for fiscal year 2012-13. The investment return realized during a fiscal year first affects the contribution rate for the fiscal year 2 years later. Specifically, the investment return for 2012-13 will first be reflected in the June 30, 2013 actuarial valuation that will be used to set the 2015-16 employer contribution rates, the 2013-14 investment return will first be reflected in the June 30, 2014 actuarial valuation that will be used to set the 2016-17 employer contribution rates and so forth. Based on a 12 percent investment return for fiscal year 2012-13 and the April 17, 2013 CalPERS Board-approved amortization and rate smoothing method change and assuming that all other actuarial assumptions will be realized and that no further changes to assumptions, contributions, benefits, or funding will occur between now and the beginning of the fiscal year 2015-16, the effect on the 2015-16 Employer Rate is as follows: Estimated 2015-16 Pool’s Base Employer Rate Estimated Increase in Pool’s Base Employer Rate between 2014-15 and 2015-16 8.6% 0.6% As part of this report, a sensitivity analysis was performed to determine the effects of various investment returns during fiscal years 2013-14, 2014-15 and 2015-16 on the 2016-17, 2017-18 and 2018-19 employer rates. Once again, the projected rate increases assume that all other actuarial assumptions will be realized and that no further changes to assumptions, contributions, benefits, or funding will occur. Attachment B 4-116 RISK ANALYSIS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool 27 Five different investment return scenarios were selected.  The first scenario is what one would expect if the markets were to give us a 5th percentile return from July 1, 2013 through June 30, 2016. The 5th percentile return corresponds to a negative -4.1 percent return for each of the 2013-14, 2014-15 and 2015-16 fiscal years.  The second scenario is what one would expect if the markets were to give us a 25th percentile return from July 1, 2013 through June 30, 2016. The 25th percentile return corresponds to a 2.6 percent return for each of the 2013-14, 2014-15 and 2015-16 fiscal years.  The third scenario assumed the return for 2013-14, 2014-15, 2015-16 would be our assumed 7.5 percent investment return which represents about a 49th percentile event.  The fourth scenario is what one would expect if the markets were to give us a 75th percentile return from July 1, 2013 through June 30, 2016. The 75th percentile return corresponds to a 11.9 percent return for each of the 2013-14, 2014-15 and 2015-16 fiscal years.  Finally, the last scenario is what one would expect if the markets were to give us a 95th percentile return from July 1, 2013 through June 30, 2016. The 95th percentile return corresponds to a 18.5 percent return for each of the 2013-14, 2014-15 and 2015-16 fiscal years. The table below shows the estimated changes in the Pool’s Base rate for 2016-17, 2017-18 and 2018-19 under the five different scenarios. 2013-16 Investment Return Scenario Estimated Change in Pool’s Base Rate Between Year Shown and Preceding Year 2016-17 2017-18 2018-19 Cumulative Increase -4.10% (5th percentile) 1.2% 1.7% 2.2% 5.1% 2.60% (25th percentile) 0.9% 1.1% 1.3% 3.3% 7.5% 0.6% 0.6% 0.6% 1.8% 11.90% (75th percentile) 0.4% 0.2% 0.0% 0.6% 18.50% (95th percentile) 0.1% -0.4% -1.1% -1.4% Analysis of Discount Rate Sensitivity The following analysis looks at the 2014-15 employer contribution rates under two different discount rate scenarios. Shown below are the employer contribution rates assuming discount rates that are 1 percent lower and 1 percent higher than the current valuation discount rate. This analysis gives an indication of the potential required employer contribution rates 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 the risk pool contribution rates. 2014-15 Employer Contribution Rate As of June 30, 2012 6.50% Discount Rate (-1%) 7.50% Discount Rate (assumed rate) 8.50% Discount Rate (+1%) Pool’s Gross Employer Normal Cost 10.0% 6.9% 4.5% Payment on Pool’s Amortization Bases 5.2% 1.4% -2.1% Total 15.2% 8.3% 2.5% Attachment B 4-117 APPENDICES  APPENDIX A - ACTUARIAL METHODS AND ASSUMPTIONS  APPENDIX B - PLAN PROVISIONS  APPENDIX C - PLAN OPTIONS AND VARIABLES  APPENDIX D - LIST OF PARTICIPATING EMPLOYERS  APPENDIX E - PARTICIPANT DATA  APPENDIX F - GLOSSARY OF ACTUARIAL TERMS Attachment B 4-118 APPENDIX A ACTUARIAL METHODS AND ASSUMPTIONS  ACTUARIAL DATA  ACTUARIAL METHODS  ACTUARIAL ASSUMPTIONS  MISCELLANEOUS Attachment B 4-119 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool 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 employer contribution rates. Actuarial Methods Funding Method The actuarial funding method used for the Retirement Program 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 percent of pay in each year from the age of hire (entry age) to the assumed retirement age. 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 pool allocated to prior years. The actuarial accrued liability for members currently receiving benefits, for active members beyond the assumed retirement age, 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. The excess of the total actuarial accrued liability over the actuarial value of plan assets is called the unfunded actuarial accrued liability. Funding requirements are determined by adding the normal cost and an amortization of the unfunded liability as a level percentage of assumed future payrolls. All changes in liability due to changes in actuarial assumptions, or changes in actuarial methodology are amortized separately over a 20-year period. All new gains or losses are tracked and amortized over a rolling 30-year period. If a pool’s accrued liability exceeds the actuarial value of assets, the annual contribution with respect to the total unfunded liability may not be less than the amount produced by a 30-year amortization of the unfunded liability. Additional contributions will be required for any plan or pool if their cash flows hamper adequate funding progress by preventing the expected funded status on a market value of assets basis of the plan to either:  Increase by at least 15 percent by June 30, 2043; or  Reach a level of 75 percent funded by June 30, 2043 The necessary additional contribution will be obtained by changing the amortization period of the gains and losses except for those occurring in the fiscal years 2008-2009, 2009-2010, and 2010-2011 to a period which will result in the satisfaction of the above criteria. CalPERS actuaries will reassess the criteria above when performing each future valuation to determine whether or not additional contributions are necessary. An exception to the funding rules above is used whenever the application of such rules results in inconsistencies. In these cases a “fresh start” approach is used. This simply means that the current unfunded actuarial liability is projected and amortized over a set number of years. As mentioned above, if the annual contribution on the total unfunded liability was less than the amount produced by a 30-year amortization of the unfunded liability, the plan actuary would implement a 30-year fresh start. However, in the case of a 30-year fresh start, just the unfunded liability not already in the (gain)/loss base (which already is amortized over 30 years) will go into the new fresh start base. In addition, 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 is excess assets, rather than an unfunded liability. In this situation a 30-year fresh start is used, unless a larger fresh start is needed to avoid a negative total rate. Attachment B 4-120 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool A-2 It should be noted that the actuary may choose to use a fresh start under other circumstances. In all cases, the period of the fresh start is chosen by the actuary according to his or her best judgment, but not be less than five years, nor greater than 30 years. Asset Valuation Method In order to dampen the effect of short term market value fluctuations on employer contribution rates, the following asset smoothing technique is used. First an Expected Value of Assets is computed by bringing forward the prior year’s Actuarial Value of Assets and the contributions received and benefits paid during the year at the assumed actuarial rate of return. The Actuarial Value of Assets is then computed as the Expected Value of Assets plus one- fifteenth of the difference between the actual Market Value of Assets and the Expected Value of Assets as of the valuation date. However, in no case will the Actuarial Value of Assets be less than 80 percent, nor greater than 120 percent of the actual Market Value of Assets. In June 2009, the CalPERS Board adopted changes to the asset smoothing method in order to phase in over a three- year period the impact of the negative -24 percent investment loss experienced by CalPERS in fiscal year 2008-2009. The following changes were adopted:  Increase the corridor limits for the actuarial value of assets from 80 percent-120 percent of market value to 60 percent-140 percent of market value on June 30, 2009  Reduce the corridor limits for the actuarial value of assets to 70 percent-130 percent of market value on June 30, 2010  Return to the 80 percent-120 percent of market value corridor limits for the actuarial value of assets on June 30, 2011 and thereafter 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 2015-16 contribution rates, CalPERS will employ an amortization and smoothing policy that will pay for all gains and losses over a fixed 30-year period with the increases or decreases in the rate spread directly over a 5-year period. Attachment B 4-121 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool A-3 Actuarial Assumptions Economic Assumptions Discount Rate 7.5 percent compounded annually (net of expenses). This assumption is used for all plans. Termination Liability Discount Rate The discount rate used for termination valuation is a weighted average of the 10 and 30-year US Treasury yields in effect on the valuation date that equal the duration of the pension liabilities. For purposes of this hypothetical termination liability estimate, the discount rate used, 2.98 percent, is the yield on the 30-year US Treasury Separate Trading of Registered Interest and Principal of Securities (STRIPS) as of June 30, 2012. Please note, as of June 30, 2013 the 30-year STRIPS yield was 3.72 percent. Salary Growth Annual increases vary by category, entry age, and duration of service. Sample which is assumed increases are shown below. Public Agency Miscellaneous Duration of Service (Entry Age 20) (Entry Age 30) (Entry Age 40) 0 0.1420 0.1240 0.0980 1 0.1190 0.1050 0.0850 2 0.1010 0.0910 0.0750 3 0.0880 0.0800 0.0670 4 0.0780 0.0710 0.0610 5 0.0700 0.0650 0.0560 10 0.0480 0.0460 0.0410 15 0.0430 0.0410 0.0360 20 0.0390 0.0370 0.0330 25 0.0360 0.0360 0.0330 30 0.0360 0.0360 0.0330 Public Agency Fire Duration of Service (Entry Age 20) (Entry Age 30) (Entry Age 40) 0 0.1050 0.1050 0.1020 1 0.0950 0.0940 0.0850 2 0.0870 0.0830 0.0700 3 0.0800 0.0750 0.0600 4 0.0740 0.0680 0.0510 5 0.0690 0.0620 0.0450 10 0.0510 0.0460 0.0350 15 0.0410 0.0390 0.0340 20 0.0370 0.0360 0.0330 25 0.0350 0.0350 0.0330 30 0.0350 0.0350 0.0330 Attachment B 4-122 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool A-4 Public Agency Police Duration of Service (Entry Age 20) (Entry Age 30) (Entry Age 40) 0 0.1090 0.1090 0.1090 1 0.0930 0.0930 0.0930 2 0.0810 0.0810 0.0780 3 0.0720 0.0700 0.0640 4 0.0650 0.0610 0.0550 5 0.0590 0.0550 0.0480 10 0.0450 0.0420 0.0340 15 0.0410 0.0390 0.0330 20 0.0370 0.0360 0.0330 25 0.0350 0.0340 0.0330 30 0.0350 0.0340 0.0330 Public Agency County Peace Officers Duration of Service (Entry Age 20) (Entry Age 30) (Entry Age 40) 0 0.1290 0.1290 0.1290 1 0.1090 0.1060 0.1030 2 0.0940 0.0890 0.0840 3 0.0820 0.0770 0.0710 4 0.0730 0.0670 0.0610 5 0.0660 0.0600 0.0530 10 0.0460 0.0420 0.0380 15 0.0410 0.0380 0.0360 20 0.0370 0.0360 0.0340 25 0.0350 0.0340 0.0330 30 0.0350 0.0340 0.0330 Schools Duration of Service (Entry Age 20) (Entry Age 30) (Entry Age 40) 0 0.1080 0.0960 0.0820 1 0.0940 0.0850 0.0740 2 0.0840 0.0770 0.0670 3 0.0750 0.0700 0.0620 4 0.0690 0.0640 0.0570 5 0.0630 0.0600 0.0530 10 0.0450 0.0440 0.0410 15 0.0390 0.0380 0.0350 20 0.0360 0.0350 0.0320 25 0.0340 0.0340 0.0320 30 0.0340 0.0340 0.0320  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. Attachment B 4-123 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool A-5 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 Final Average Salary is increased by 1 percent for those agencies that have accepted the provision providing Credit for Unused Sick Leave. Conversion of Employer Paid Member Contributions (EPMC) Final Average Salary is increased by the Employee Contribution Rate for those agencies that have contracted for 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” for these employees 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 0.00047 0.00016 0.00003 25 0.00050 0.00026 0.00007 30 0.00053 0.00036 0.00010 35 0.00067 0.00046 0.00012 40 0.00087 0.00065 0.00013 45 0.00120 0.00093 0.00014 50 0.00176 0.00126 0.00015 55 0.00260 0.00176 0.00016 60 0.00395 0.00266 0.00017 65 0.00608 0.00419 0.00018 70 0.00914 0.00649 0.00019 75 0.01220 0.00878 0.00020 80 0.01527 0.01108 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. Attachment B 4-124 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool A-6 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 0.00239 0.00125 0.01632 0.01245 0.00443 0.00356 55 0.00474 0.00243 0.01936 0.01580 0.00563 0.00546 60 0.00720 0.00431 0.02293 0.01628 0.00777 0.00798 65 0.01069 0.00775 0.03174 0.01969 0.01388 0.01184 70 0.01675 0.01244 0.03870 0.03019 0.02236 0.01716 75 0.03080 0.02071 0.06001 0.03915 0.03585 0.02665 80 0.05270 0.03749 0.08388 0.05555 0.06926 0.04528 85 0.09775 0.07005 0.14035 0.09577 0.11799 0.08017 90 0.16747 0.12404 0.21554 0.14949 0.16575 0.13775 95 0.25659 0.21556 0.31025 0.23055 0.26108 0.23331 100 0.34551 0.31876 0.45905 0.37662 0.40918 0.35165 105 0.58527 0.56093 0.67923 0.61523 0.64127 0.60135 110 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 The mortality assumptions are based on mortality rates resulting from the most recent CalPERS Experience Study adopted by the CalPERS Board, first used in the June 30, 2009 valuation. For purposes of the post- retirement mortality rates, those revised rates include 5 years of projected on-going mortality improvement using Scale AA published by the Society of Actuaries until June 30, 2010. There is no margin for future mortality improvement beyond the valuation date. The mortality assumption will be reviewed with the next experience study expected to be completed for the June 30, 2013 valuation to determine an appropriate margin to be used. Marital Status For active members, a percentage married upon retirement is assumed according to 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 50 450% 51 250% 52 through 56 200% 57 through 60 150% 61 through 64 125% 65 and above 100% (no change) Attachment B 4-125 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool A-7 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. 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 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 Attachment B 4-126 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool A-8 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 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 Attachment B 4-127 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool A-9 Non-Industrial (Not Job-Related) Disability Rates vary by age and gender for Miscellaneous Plans. Rates vary by age 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 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 25 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 30 0.0002 0.0002 0.0001 0.0002 0.0001 0.0002 0.0001 35 0.0006 0.0009 0.0001 0.0003 0.0004 0.0006 0.0004 40 0.0015 0.0016 0.0001 0.0004 0.0007 0.0014 0.0009 45 0.0025 0.0024 0.0002 0.0005 0.0013 0.0028 0.0017 50 0.0033 0.0031 0.0005 0.0008 0.0018 0.0044 0.0030 55 0.0037 0.0031 0.0010 0.0013 0.0010 0.0049 0.0034 60 0.0038 0.0025 0.0015 0.0020 0.0006 0.0043 0.0024  The Miscellaneous Non-Industrial Disability rates are used for Local Prosecutors.  The Police Non-Industrial Disability rates are 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 0.0002 0.0007 0.0003 25 0.0012 0.0032 0.0015 30 0.0025 0.0064 0.0031 35 0.0037 0.0097 0.0046 40 0.0049 0.0129 0.0063 45 0.0061 0.0161 0.0078 50 0.0074 0.0192 0.0101 55 0.0721 0.0668 0.0173 60 0.0721 0.0668 0.0173  The Police Industrial Disability rates are 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. Attachment B 4-128 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool A-10 Service Retirement Retirement rate vary by age, service, and formula, except for the safety ½ @ 55 and 2% @ 55 formulas, where retirement rates vary by age only. 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 0.011 0.015 0.018 0.021 0.023 0.026 51 0.009 0.013 0.016 0.018 0.020 0.023 52 0.013 0.018 0.022 0.025 0.028 0.031 53 0.011 0.016 0.019 0.022 0.025 0.028 54 0.015 0.021 0.025 0.028 0.032 0.036 55 0.023 0.032 0.039 0.044 0.049 0.055 56 0.019 0.027 0.032 0.037 0.041 0.046 57 0.025 0.035 0.042 0.048 0.054 0.060 58 0.030 0.042 0.051 0.058 0.065 0.073 59 0.035 0.049 0.060 0.068 0.076 0.085 60 0.062 0.087 0.105 0.119 0.133 0.149 61 0.079 0.110 0.134 0.152 0.169 0.190 62 0.132 0.186 0.225 0.255 0.284 0.319 63 0.126 0.178 0.216 0.244 0.272 0.305 64 0.122 0.171 0.207 0.234 0.262 0.293 65 0.173 0.243 0.296 0.334 0.373 0.418 66 0.114 0.160 0.194 0.219 0.245 0.274 67 0.159 0.223 0.271 0.307 0.342 0.384 68 0.113 0.159 0.193 0.218 0.243 0.273 69 0.114 0.161 0.195 0.220 0.246 0.276 70 0.127 0.178 0.216 0.244 0.273 0.306 Attachment B 4-129 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool A-11 Public Agency Miscellaneous 2% @ 55 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.015 0.020 0.024 0.029 0.033 0.039 51 0.013 0.016 0.020 0.024 0.027 0.033 52 0.014 0.018 0.022 0.027 0.030 0.036 53 0.017 0.022 0.027 0.032 0.037 0.043 54 0.027 0.034 0.041 0.049 0.056 0.067 55 0.050 0.064 0.078 0.094 0.107 0.127 56 0.045 0.057 0.069 0.083 0.095 0.113 57 0.048 0.061 0.074 0.090 0.102 0.122 58 0.052 0.066 0.080 0.097 0.110 0.131 59 0.060 0.076 0.092 0.111 0.127 0.151 60 0.072 0.092 0.112 0.134 0.153 0.182 61 0.089 0.113 0.137 0.165 0.188 0.224 62 0.128 0.162 0.197 0.237 0.270 0.322 63 0.129 0.164 0.199 0.239 0.273 0.325 64 0.116 0.148 0.180 0.216 0.247 0.294 65 0.174 0.221 0.269 0.323 0.369 0.439 66 0.135 0.171 0.208 0.250 0.285 0.340 67 0.133 0.169 0.206 0.247 0.282 0.336 68 0.118 0.150 0.182 0.219 0.250 0.297 69 0.116 0.147 0.179 0.215 0.246 0.293 70 0.138 0.176 0.214 0.257 0.293 0.349 Public Agency Miscellaneous 2.5% @ 55 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.026 0.033 0.040 0.048 0.055 0.062 51 0.021 0.026 0.032 0.038 0.043 0.049 52 0.021 0.026 0.032 0.038 0.043 0.049 53 0.026 0.033 0.040 0.048 0.055 0.062 54 0.043 0.054 0.066 0.078 0.089 0.101 55 0.088 0.112 0.136 0.160 0.184 0.208 56 0.055 0.070 0.085 0.100 0.115 0.130 57 0.061 0.077 0.094 0.110 0.127 0.143 58 0.072 0.091 0.111 0.130 0.150 0.169 59 0.083 0.105 0.128 0.150 0.173 0.195 60 0.088 0.112 0.136 0.160 0.184 0.208 61 0.083 0.105 0.128 0.150 0.173 0.195 62 0.121 0.154 0.187 0.220 0.253 0.286 63 0.105 0.133 0.162 0.190 0.219 0.247 64 0.105 0.133 0.162 0.190 0.219 0.247 65 0.143 0.182 0.221 0.260 0.299 0.338 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 Attachment B 4-130 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool A-12 Public Agency Miscellaneous 2.7% @ 55 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.028 0.035 0.043 0.050 0.058 0.065 51 0.022 0.028 0.034 0.040 0.046 0.052 52 0.022 0.028 0.034 0.040 0.046 0.052 53 0.028 0.035 0.043 0.050 0.058 0.065 54 0.044 0.056 0.068 0.080 0.092 0.104 55 0.091 0.116 0.140 0.165 0.190 0.215 56 0.061 0.077 0.094 0.110 0.127 0.143 57 0.063 0.081 0.098 0.115 0.132 0.150 58 0.074 0.095 0.115 0.135 0.155 0.176 59 0.083 0.105 0.128 0.150 0.173 0.195 60 0.088 0.112 0.136 0.160 0.184 0.208 61 0.085 0.109 0.132 0.155 0.178 0.202 62 0.124 0.158 0.191 0.225 0.259 0.293 63 0.107 0.137 0.166 0.195 0.224 0.254 64 0.107 0.137 0.166 0.195 0.224 0.254 65 0.146 0.186 0.225 0.265 0.305 0.345 66 0.107 0.137 0.166 0.195 0.224 0.254 67 0.107 0.137 0.166 0.195 0.224 0.254 68 0.107 0.137 0.166 0.195 0.224 0.254 69 0.107 0.137 0.166 0.195 0.224 0.254 70 0.129 0.164 0.199 0.234 0.269 0.304 Public Agency Miscellaneous 3% @ 60 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.026 0.033 0.040 0.048 0.055 0.062 51 0.021 0.026 0.032 0.038 0.043 0.049 52 0.019 0.025 0.030 0.035 0.040 0.046 53 0.025 0.032 0.038 0.045 0.052 0.059 54 0.039 0.049 0.060 0.070 0.081 0.091 55 0.083 0.105 0.128 0.150 0.173 0.195 56 0.055 0.070 0.085 0.100 0.115 0.130 57 0.061 0.077 0.094 0.110 0.127 0.143 58 0.072 0.091 0.111 0.130 0.150 0.169 59 0.080 0.102 0.123 0.145 0.167 0.189 60 0.094 0.119 0.145 0.170 0.196 0.221 61 0.088 0.112 0.136 0.160 0.184 0.208 62 0.127 0.161 0.196 0.230 0.265 0.299 63 0.110 0.140 0.170 0.200 0.230 0.260 64 0.110 0.140 0.170 0.200 0.230 0.260 65 0.149 0.189 0.230 0.270 0.311 0.351 66 0.110 0.140 0.170 0.200 0.230 0.260 67 0.110 0.140 0.170 0.200 0.230 0.260 68 0.110 0.140 0.170 0.200 0.230 0.260 69 0.110 0.140 0.170 0.200 0.230 0.260 70 0.132 0.168 0.204 0.240 0.276 0.312 Attachment B 4-131 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool A-13 Public Agency Fire ½ @ 55 and 2% @ 55 Age 50 51 52 53 54 55 Rate 0.01588 0.00000 0.03442 0.01990 0.04132 0.07513 Age 56 57 58 59 60 Rate 0.11079 0.00000 0.09499 0.04409 1.00000 Public Agency Police ½ @ 55 and 2% @ 55 Age 50 51 52 53 54 55 Rate 0.02552 0.00000 0.01637 0.02717 0.00949 0.16674 Age 56 57 58 59 60 Rate 0.06921 0.05113 0.07241 0.07043 1.00000 Public Agency Police 2%@ 50 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 0.023 0.040 52 0.026 0.026 0.026 0.026 0.048 0.086 53 0.052 0.052 0.052 0.052 0.096 0.171 54 0.070 0.070 0.070 0.070 0.128 0.227 55 0.090 0.090 0.090 0.090 0.165 0.293 56 0.064 0.064 0.064 0.064 0.117 0.208 57 0.071 0.071 0.071 0.071 0.130 0.232 58 0.063 0.063 0.063 0.063 0.115 0.205 59 0.140 0.140 0.140 0.140 0.174 0.254 60 0.140 0.140 0.140 0.140 0.172 0.251 61 0.140 0.140 0.140 0.140 0.172 0.251 62 0.140 0.140 0.140 0.140 0.172 0.251 63 0.140 0.140 0.140 0.140 0.172 0.251 64 0.140 0.140 0.140 0.140 0.172 0.251 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. Attachment B 4-132 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool A-14 Public Agency Fire 2%@50 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 0.013 0.019 52 0.017 0.017 0.017 0.017 0.027 0.040 53 0.047 0.047 0.047 0.047 0.072 0.107 54 0.064 0.064 0.064 0.064 0.098 0.147 55 0.087 0.087 0.087 0.087 0.134 0.200 56 0.078 0.078 0.078 0.078 0.120 0.180 57 0.090 0.090 0.090 0.090 0.139 0.208 58 0.079 0.079 0.079 0.079 0.122 0.182 59 0.073 0.073 0.073 0.073 0.112 0.168 60 0.114 0.114 0.114 0.114 0.175 0.262 61 0.114 0.114 0.114 0.114 0.175 0.262 62 0.114 0.114 0.114 0.114 0.175 0.262 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 Public Agency Police 3%@ 55 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.019 0.019 0.019 0.019 0.040 0.060 51 0.024 0.024 0.024 0.024 0.049 0.074 52 0.024 0.024 0.024 0.024 0.051 0.077 53 0.059 0.059 0.059 0.059 0.121 0.183 54 0.069 0.069 0.069 0.069 0.142 0.215 55 0.116 0.116 0.116 0.116 0.240 0.363 56 0.076 0.076 0.076 0.076 0.156 0.236 57 0.058 0.058 0.058 0.058 0.120 0.181 58 0.076 0.076 0.076 0.076 0.157 0.237 59 0.094 0.094 0.094 0.094 0.193 0.292 60 0.141 0.141 0.141 0.141 0.290 0.438 61 0.094 0.094 0.094 0.094 0.193 0.292 62 0.118 0.118 0.118 0.118 0.241 0.365 63 0.094 0.094 0.094 0.094 0.193 0.292 64 0.094 0.094 0.094 0.094 0.193 0.292 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. Attachment B 4-133 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool A-15 Public Agency Fire 3%@55 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.012 0.012 0.012 0.018 0.028 0.033 51 0.008 0.008 0.008 0.012 0.019 0.022 52 0.018 0.018 0.018 0.027 0.042 0.050 53 0.043 0.043 0.043 0.062 0.098 0.114 54 0.057 0.057 0.057 0.083 0.131 0.152 55 0.092 0.092 0.092 0.134 0.211 0.246 56 0.081 0.081 0.081 0.118 0.187 0.218 57 0.100 0.100 0.100 0.146 0.230 0.268 58 0.081 0.081 0.081 0.119 0.187 0.219 59 0.078 0.078 0.078 0.113 0.178 0.208 60 0.117 0.117 0.117 0.170 0.267 0.312 61 0.078 0.078 0.078 0.113 0.178 0.208 62 0.098 0.098 0.098 0.141 0.223 0.260 63 0.078 0.078 0.078 0.113 0.178 0.208 64 0.078 0.078 0.078 0.113 0.178 0.208 65 1.000 1.000 1.000 1.000 1.000 1.000 Public Agency Police 3%@ 50 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.070 0.070 0.070 0.131 0.193 0.249 51 0.050 0.050 0.050 0.095 0.139 0.180 52 0.061 0.061 0.061 0.116 0.171 0.220 53 0.069 0.069 0.069 0.130 0.192 0.247 54 0.071 0.071 0.071 0.134 0.197 0.255 55 0.090 0.090 0.090 0.170 0.250 0.322 56 0.069 0.069 0.069 0.130 0.191 0.247 57 0.080 0.080 0.080 0.152 0.223 0.288 58 0.087 0.087 0.087 0.164 0.242 0.312 59 0.090 0.090 0.090 0.170 0.251 0.323 60 0.135 0.135 0.135 0.255 0.377 0.485 61 0.090 0.090 0.090 0.170 0.251 0.323 62 0.113 0.113 0.113 0.213 0.314 0.404 63 0.090 0.090 0.090 0.170 0.251 0.323 64 0.090 0.090 0.090 0.170 0.251 0.323 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. Attachment B 4-134 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool A-16 Public Agency Fire 3%@50 Duration of Service Age 5 Years 10 Years 15 Years 20 Years 25 Years 30 Years 50 0.034 0.034 0.034 0.048 0.068 0.080 51 0.046 0.046 0.046 0.065 0.092 0.109 52 0.069 0.069 0.069 0.097 0.138 0.163 53 0.084 0.084 0.084 0.117 0.166 0.197 54 0.103 0.103 0.103 0.143 0.204 0.241 55 0.127 0.127 0.127 0.177 0.252 0.298 56 0.121 0.121 0.121 0.169 0.241 0.285 57 0.101 0.101 0.101 0.141 0.201 0.238 58 0.118 0.118 0.118 0.165 0.235 0.279 59 0.100 0.100 0.100 0.140 0.199 0.236 60 0.150 0.150 0.150 0.210 0.299 0.354 61 0.100 0.100 0.100 0.140 0.199 0.236 62 0.125 0.125 0.125 0.175 0.249 0.295 63 0.100 0.100 0.100 0.140 0.199 0.236 64 0.100 0.100 0.100 0.140 0.199 0.236 65 1.000 1.000 1.000 1.000 1.000 1.000 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 Attachment B 4-135 APPENDIX A – ACTUARIAL METHODS AND ASSUMPTIONS CalPERS Actuarial Valuation – June 30, 2012 Miscellaneous 2% at 60 Risk Pool A-17 Miscellaneous Superfunded Status Prior to enactment of the Public Employees’ Pension Reform Act (PEPRA) effective January 1, 2013, a plan in superfunded status (actuarial value of assets exceeding present value of benefits) would normally pay a zero employer contribution rate while also being permitted to use its superfunded assets to pay its employee s’ normal member contributions. However, Section 7522.52(a) of PEPRA states, “In any fiscal year a public employer’s contribution to a defined benefit plan, in combination with employee contributions to that defined benefit plan, shall not be less than the total normal cost rate…” This means that not only must employers pay their employer normal cost, regardless of plan surplus, but also that employers may no longer use superfunded assets to pay employee normal member contributions. Superfunded status applies only to individual plans, not risk pools. For rate plans within a risk pool, actuarial value of assets is the sum of the rate plan’s side fund plus the rate plan’s pro-rata share of non-side fund assets. Internal Revenue Code Section 415 The limitations on benefits imposed by Internal Revenue Code Section 415 were 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 it also 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) were taken into account in this valuation. Each year the impact of any changes in this compensation limitation since the prior valuation is included and amortized as part of the actuarial gain or loss base. PEPRA Assumptions The Public Employees’ Pension Reform Act of 2013 (PEPRA) requires new benefits and member contributions for new members as defined by PEPRA, that are hired after January 1, 2013. For non-pooled plans, these members will first be reflected in the June 30, 2013 non-pooled plan valuations. Members in pooled plans will be reflected in the new Miscellaneous and Safety risk pools created by the CalPERS Board in November 2012 in response to the passage of PEPRA, beginning with the June 30, 2013 valuation. Different assumptions for the new PEPRA members will be disclosed in the 2013 valuation. Attachment B 4-136 APPENDIX B PRINCIPAL PLAN PROVISION Attachment B 4-137 APPENDIX B - PRINCIPAL PLAN PROVISIONS CalPERS Actuarial Valuation – June 30, 2012 B-1 Miscellaneous 2% at 60 Risk Pool The following is a description of the principal plan provisions used in calculating the liabilities of the Miscellaneous 2% at 60 Risk Pool. Plan provisions are divided based on whether they are standard, Class 1, Class 2 or Class 3 benefits. Standard benefits are applicable to all members of the risk pool while Class 1, 2 or 3 benefits vary among employers. Provided at the end of the listing in Appendix C is a table showing the percentage of members participating in the pool that are subject to Class 1 benefits. Many of the statements in this summary are general in nature, and are intended to provide an easily understood summary of the complex Public Employees’ Retirement Law. The law itself governs in all situations. PEPRA Benefit Changes The Public Employees’ Pension Reform Act of 2013 (PEPRA) requires new benefits and member contributions for new members as defined by PEPRA, that are hired after January 1, 2013. For non-pooled plans, these members will first be reflected in the June 30, 2013 non-pooled plan valuations. Members in pooled plans will be reflected in the new Miscellaneous and new Safety risk pools created by the CalPERS Board in November 2012 in response to the passage of PEPRA, also beginning with the June 30, 2013 valuation. Service Retirement Eligibility A CalPERS 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% at 65 formula, eligibility for service retirement is age 55 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 for this group of employees comes from the 2% at 60 or 1.5% at 65 Miscellaneous benefit formula factor table. The factor depends on the member’s age at retirement. Listed below are the factors for retirement at whole year ages: Retirement Age 1.5% at 65 Miscellaneous Factor 2% at 60 Miscellaneous Factor Retirement Age 1.5% at 65 Miscellaneous Factor 2% at 60 Miscellaneous Factor 50 0.5000% 1.092% 58 1.0334% 1.758% 51 0.5667% 1.156% 59 1.1000% 1.874% 52 0.6334% 1.224% 60 1.1667% 2.000% 53 0.7000% 1.296% 61 1.2334% 2.134% 54 0.7667% 1.376% 62 1.3000% 2.272% 55 0.8334% 1.460% 63 1.3667% 2.418% 56 0.9000% 1.552% 64 1.4334% 2.418% 57 0.9667% 1.650% 65 & Up 1.5000% 2.418%  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. 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. Attachment B 4-138 APPENDIX B - PRINCIPAL PLAN PROVISIONS CalPERS Actuarial Valuation – June 30, 2012 B-2 Miscellaneous 2% at 60 Risk Pool  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 available to all members is 36 months. Employers have the option of providing a final compensation equal to the highest 12 consecutive months by contracting for this Class 1 optional benefit. Final compensation must be defined by the highest 36 consecutive months’ pay under the 1.5% at 65 formula.  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 the modified formula, the final compensation is offset by $133.33 (or by one third if the final compensation is less than $400). Employers have the option to contract for the Class 3 benefit that will eliminate the offset applicable to the final compensation of employees covered by a modified formula.  The Miscellaneous Service Retirement benefit is not capped. The Safety Service Retirement benefit is capped at 90 percent of final compensation. Vested Deferred Retirement Eligibility for Deferred Status A CalPERS member becomes eligible for a deferred vested retirement benefit when he or she leaves employment, keeps his or her contribution account balance on deposit with CalPERS, and has earned at least 5 years of credited service (total service across all CalPERS employers, and with certain other Retirement Systems with which CalPERS has reciprocity agreements). Eligibility to Start Receiving Benefits The CalPERS member becomes 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). 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 working with 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. Attachment B 4-139 APPENDIX B - PRINCIPAL PLAN PROVISIONS CalPERS Actuarial Valuation – June 30, 2012 B-3 Miscellaneous 2% at 60 Risk Pool 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. Improved Benefit Employers have the option of providing this improved benefit by contracting for this Class 3 optional benefit. The improved Non-Industrial Disability Retirement benefit is a monthly allowance equal to 30 percent of final compensation for the first 5 years of service, plus 1% 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 Employers have the option of providing this improved benefit by contracting for this Class 1 optional benefit. 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 in the next paragraph. Standard Benefit The standard Industrial Disability Retirement benefit is a monthly allowance equal to 50 percent of 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 or annuitization of the accumulated member contributions with respect to employment in this group. However, 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. Increased Benefit (75 percent of Final Compensation) The increased Industrial Disability Retirement benefit is a monthly allowance equal to 75 percent of final compensation for total disability. 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 or annuitization of the accumulated member contributions with respect to employment in this group. However, 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. 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 any of these improved lump sum death benefit by contracting for any of these Class 3 optional benefits. Attachment B 4-140 APPENDIX B - PRINCIPAL PLAN PROVISIONS CalPERS Actuarial Valuation – June 30, 2012 B-4 Miscellaneous 2% at 60 Risk Pool Upon the death of a retiree, a one-time lump sum payment of $600, $2,000, $3,000, $4,000 or $5,000 will be made to the retiree’s designated survivor(s), or to the retiree’s estate. 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. The larger the amount to be provided to the beneficiary is, and the younger the beneficiary is, the greater the reduction to the retiree’s allowance. Improved Form of Payment (Post Retirement Survivor Allowance) Employers have the option to contract for this Class 1 benefit providing an improved 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 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 often 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 children until they attain age 18; or, if no eligible children, 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. CalPERS offers a variety of such benefit options, which the retiree pays for by taking a reduction to the option portion of his or her retirement allowance. Pre-Retirement Death Benefits Basic Death 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 described below may choose to receive that death benefit instead of this Basic Death benefit. Standard 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. Attachment B 4-141 APPENDIX B - PRINCIPAL PLAN PROVISIONS CalPERS Actuarial Valuation – June 30, 2012 B-5 Miscellaneous 2% at 60 Risk Pool 1957 Survivor 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, 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 children under age 18. A member’s survivor may choose this benefit in lieu of the Basic Death benefit or the Special Death benefit. Standard 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 a dependent child, the benefit will be discontinued upon death or attainment of age 18, unless the child is disabled. There is a guarantee that the total amount paid will at least equal the Basic Death benefit. Optional Settlement 2W Death 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, 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 may choose this benefit in lieu of the Basic Death benefit or the 1957 Survivor benefit. Standard 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 children under age 18, if applicable. There is a guarantee that the total amount paid will at least equal the Basic Death Benefit. Special Death Benefit 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 children under age 22. An eligible survivor who chooses to receive this benefit will not receive any other death benefit. Improved 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 children under age 22. There is a guarantee that the total amount paid will at least equal the Basic Death Benefit. Attachment B 4-142 APPENDIX B - PRINCIPAL PLAN PROVISIONS CalPERS Actuarial Valuation – June 30, 2012 B-6 Miscellaneous 2% at 60 Risk Pool 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 children (eligible means unmarried children 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% of final compensation  if 2 eligible children: 20.0% of final compensation  if 3 or more eligible children: 25.0% of final compensation Cost-of-Living Adjustments (COLA) Standard Benefit Beginning the second calendar year after the year of retirement, retirement and survivor allowances will be annually adjusted on a compound basis by 2 percent. However, the cumulative adjustment may not be greater than the cumulative change in the Consumer Price Index since the date of retirement. Improved Benefit Employers have the option of providing any of these improved cost-of-living adjustments by contracting for any one of these Class 1 optional benefits. An improved COLA is not available in conjunction with the 1.5% at 65 formula. Beginning the second calendar year after the year of retirement, retirement and survivor allowances will be annually adjusted on a compound basis by either 3 percent, 4 percent or 5 percent. However, the cumulative adjustment may not be greater than the cumulative change in the Consumer Price Index since the date of retirement. 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. Employee Contributions Each employee contributes toward his or her retirement based upon the following schedule. The percent contributed below the monthly compensation breakpoint is 0 percent. The monthly compensation breakpoint is $0 for full and supplemental formula members, except for those members in the CSU auxiliary organizations where the breakpoint is $513. The monthly compensation breakpoint is $133.33 for employees covered by the modified formula. The percent contributed above the monthly compensation breakpoint is 7 percent for 2% at 60 Miscellaneous Benefit Formula and 2 percent for 1.5% at 65, except for those members in the CSU auxiliary organizations where the contribution rate has been set at the State member level. The employer may choose to “pick-up” these contributions for the employees (Employer Paid Member Contributions), or EMPC. An employer may also include Employee Cost Sharing in the contract, where employees contribute an additional percentage of compensation based on any optional benefit for which a contract amendment was made on or after January 1, 1979. Attachment B 4-143 APPENDIX B - PRINCIPAL PLAN PROVISIONS CalPERS Actuarial Valuation – June 30, 2012 B-7 Miscellaneous 2% at 60 Risk Pool 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 annually with 6 percent interest. 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 was required to provide this benefit if the members were 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 must 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. Attachment B 4-144 APPENDIX C PLAN OPTIONS AND VARIABLES  CLASSIFICATION OF OPTIONAL BENEFITS  EXAMPLE OF INDIVIDUAL AGENCY’S RATE CALCULATION  DISTRIBUTION OF CLASS 1 BENEFITS Attachment B 4-145 APPENDIX C – PLAN OPTIONS AND VARIABLES CalPERS Actuarial Valuation – June 30, 2012 C-1 Miscellaneous 2% at 60 Risk Pool Classification of Optional Benefits Below is the list of the available optional benefit provisions and their initial classification upon establishment of risk pools. When new benefits become available as a result of legislation, the Chief Actuary will determine their classification in accordance with the criteria established in the Board policy. Class 1 Class 1 benefits have been identified to be additional benefits which have a significant, ongoing effect on the total plan cost. In some cases, a Class 1 benefit may be an alternate benefit formula. These benefits vary by employer across the risk pool. Agencies contracting for a Class 1 benefit will be responsible for the past service liability associated with such benefit and will be required to pay a surcharge established by the actuary to cover the ongoing cost (normal cost) of the Class 1 benefit. The table below shows the list of Class 1 benefits and their applicable surcharge for the Miscellaneous 2% at 60 Risk Pool. Last year’s surcharges are shown for comparison. {classification_optional_benefits} June 30, 2011 June 30, 2012  One Year Final Compensation 0.437% 0.430%  EPMC by contract, 7% 0.847% 0.835%  EPMC by contract, 8% N/A N/A  EPMC by contract, 9% N/A N/A  25% PRSA 0.719% 0.710%  50% PRSA 0.719% 0.710%  3% Annual COLA 0.769% 0.760%  4% Annual COLA 0.769% 0.760%  5% Annual COLA 0.769% 0.760%  IDR For Local Miscellaneous Members 0.475% 0.471%  Increased IDR Allowance to 75% of Compensation 0.830% 0.821%  Improved Industrial Disability Allowance for Local Safety Members N/A N/A  Employee Cost Sharing varies varies  Employee Contribution Rate for CSUC Auxiliary Organizations Reduced to State Member Level - Covered by Social Security 2.000% 2.000%  Employee Contribution Rate for CSUC Auxiliary Organizations Reduced to State Member Level - Not Covered by Social Security 1.000% 1.000%  1.5% @ 65 Miscellaneous (1.010%) (1.010%) For employers contracting for more than one Class 1 benefit, the surcharges listed in this table will be added together  Employee cost sharing had been eliminated as a surcharge from some of the June 30, 2010 valuations and from all of the June 30, 2011 and later valuations. It is now shown on My|CalPERS as a rate adjustment. Attachment B 4-146 APPENDIX C – PLAN OPTIONS AND VARIABLES CalPERS Actuarial Valuation – June 30, 2012 C-2 Miscellaneous 2% at 60 Risk Pool Class 2 Class 2 benefits have been identified to be the ancillary benefits providing one-time increases in benefits. These benefits vary by employer across the risk pool. Agencies contracting for a Class 2 benefit will be responsible for the past service liability associated with such benefit. The following benefits shall be classified as Class 2:  One-time 1% to 6% Ad Hoc COLA Increases for members who retired or died prior to January 1, 1998 (Section 21328)  "Golden Handshakes" – Section 20903 Two Years Additional Service Credit  Credit for Prior Service Paid for by the Employer  Military Service Credit (Section 20996)  Credit for Local Retirement System Service for Employees of Agencies Contracted on a Prospective basis (Section 20530.1)  Prior Service Credit for Employees of an Assumed Agency Function (Section 20936)  Limit Prior Service to Members Employed on Contract Date (Section 20938)  Public Service Credit for Limited Prior Service (Section 21031)  Public Service Credit for Employees of an Assumed Agency or Function (Section 21025) Class 3 Class 3 benefits have been identified to be additional benefits which have a minimal effect on the total plan cost. Class 3 benefits may vary by rate plan within each risk pool. However, the employer contribution rate will not vary within the risk pool due to the Class 3 benefits. The following benefits shall be classified as Class 3:  Full formula plus social security  Post Retirement Lump Sum Death Benefit  $600 lump sum retired death benefit (Section 21622)  $2,000 lump sum retired death benefit (Section 21623.5)  $3,000 lump sum retired death benefit (Section 21623.5)  $4,000 lump sum retired death benefit (Section 21623.5)  $5,000 lump sum retired death benefit (Section 21623.5)  Improved non-industrial disability allowance (Section 21427)  Special death benefit for local miscellaneous members (Section 21540.5)  Service Credit Purchased by Member  Partial Service Retirement (Section 21118)  Optional Membership for Part Time Employees (Section 20325)  Extension of Reciprocity Rights for Elective Officers (Section 20356)  Removal of Contract Exclusions Prospectively Only (Section 20503)  Alternate Death Benefit for Local Fire Members credited with 20 or more years of service (Section 21547.7) Attachment B 4-147 APPENDIX C – PLAN OPTIONS AND VARIABLES CalPERS Actuarial Valuation – June 30, 2012 C-3 Miscellaneous 2% at 60 Risk Pool Example Of Individual Agency's Rate Calculation An individual employer rate is comprised of several components. These include the pool's net employer normal cost, payment on the pool's unfunded liability, additional surcharge payments for contracted Class 1 benefits, the normal cost phase-out and an agency’s payment for their own side fund. An example of the total rate for an employer might look something like this: Net Pool's Employer Normal Cost 6.652% Rate Plan Surcharges 0.430% Total Employer Normal Cost 7.082% Plus: Plan’s share of Pool's Payment on the Amortization Bases 1.353% Side Fund Amortization Payment 2.600% Total Employer Rate for fiscal year 2014-15 11.035% Your plan’s actual required contribution can be found in Section 1. Distribution of Class 1 Benefits % of members in the pool Final Compensation with contracted benefit One Year Final Compensation 23.3% Three Years Final Compensation 76.7% Post Retirement Survivor Continuance (PRSA) No PRSA 89.2% With PRSA 10.8% Cost-of-Living Adjustments (COLA) 2% COLA 97.7% 3% COLA 2.1% 4% COLA 0.1% 5% COLA 0.0% Industrial Disability Benefit None 95.4% Standard Industrial Disability Benefit (50% of Final Compensation) 4.3% Improved Industrial Disability Benefit (75% of Final Compensation) 0.4% Improved Industrial Disability Benefit (50% - 90% of Final Compensation) 0.0% Attachment B 4-148 APPENDIX D PARTICIPATING EMPLOYERS Attachment B 4-149 APPENDIX D - PARTICIPATING EMPLOYERS CalPERS Actuarial Valuation – June 30, 2012 D-1 Miscellaneous 2% at 60 Risk Pool Employer Name ACADEMIC SENATE FOR CALIFORNIA COMMUNITY COLLEGES ACCESS SERVICES INCORPORATED ALAMEDA COUNTY LAW LIBRARY ALBANY MUNICIPAL SERVICES JOINT POWERS AUTHORITY ALTA IRRIGATION DISTRICT AMADOR WATER AGENCY ANGIOLA WATER DISTRICT ASSOCIATED STUDENTS CALIFORNIA STATE UNIVERSITY SAN BERNARDINO ASSOCIATED STUDENTS INCORPORATED OF CALIFORNIA STATE UNIVERSITY STANISLAUS ASSOCIATION OF CALIFORNIA WATER AGENCIES - JOINT POWERS INSURANCE AUTHORITY ATASCADERO CEMETERY DISTRICT AVILA BEACH COMMUNITY SERVICES DISTRICT BETA HEALTHCARE GROUP RISK MANAGEMENT AUTHORITY BARD WATER DISTRICT BARDSDALE CEMETERY DISTRICT BARSTOW CEMETERY DISTRICT BEACH CITIES HEALTH DISTRICT BEAR MOUNTAIN RECREATION AND PARK DISTRICT BELLA VISTA WATER DISTRICT BENICIA CITY HOUSING AUTHORITY BLANCHARD/SANTA PAULA PUBLIC LIBRARY DISTRICT BODEGA BAY FIRE PROTECTION DISTRICT BOLINAS COMMUNITY PUBLIC UTILITY DISTRICT BORON COMMUNITY SERVICES DISTRICT BORREGO SPRINGS FIRE PROTECTION DISTRICT BRANNAN-ANDRUS LEVEE MAINTENANCE DISTRICT BURNEY BASIN MOSQUITO ABATEMENT DISTRICT BYRON-BETHANY IRRIGATION DISTRICT CAL POLY POMONA FOUNDATION, INC. CALIFORNIA CENTRAL VALLEY FLOOD CONTROL ASSOCIATION CALIFORNIA INTERSCHOLASTIC FEDERATION, CENTRAL SECTION CALIFORNIA INTERSCHOLASTIC FEDERATION, SOUTHERN SECTION CALIFORNIA PINES COMMUNITY SERVICES DISTRICT CALIFORNIA SCHOOL BOARDS ASSOCIATION CALIFORNIA SPECIAL DISTRICTS ASSOCIATION CALIFORNIA STATE UNIVERSITY, BAKERSFIELD FOUNDATION CAMARILLO HEALTH CARE DISTRICT CAMBRIA CEMETERY DISTRICT CARMEL AREA WASTEWATER DISTRICT CASITAS MUNICIPAL WATER DISTRICT CASTROVILLE COMMUNITY SERVICES DISTRICT CAWELO WATER DISTRICT CENTERVILLE COMMUNITY SERVICES DISTRICT CENTRAL CALAVERAS FIRE AND RESCUE PROTECTION DISTRICT CHINO BASIN WATER CONSERVATION DISTRICT CITRUS PEST CONTROL DISTRICT #2 OF RIVERSIDE COUNTY CITY AND COUNTY OF SAN FRANCISCO CITY OF ADELANTO CITY OF ALBANY CITY OF ARTESIA CITY OF ATWATER CITY OF BIGGS CITY OF BISHOP CITY OF BRADBURY CITY OF BRISBANE CITY OF CALIMESA CITY OF CALIPATRIA Attachment B 4-150 APPENDIX D - PARTICIPATING EMPLOYERS CalPERS Actuarial Valuation – June 30, 2012 D-2 Miscellaneous 2% at 60 Risk Pool CITY OF CALISTOGA CITY OF CARMEL-BY-THE-SEA CITY OF CLAYTON CITY OF COLFAX CITY OF COLUSA CITY OF CORNING CITY OF COTATI CITY OF DEL REY OAKS CITY OF DUARTE CITY OF EASTVALE CITY OF ETNA CITY OF FARMERSVILLE CITY OF FOUNTAIN VALLEY CITY OF GONZALES CITY OF HERMOSA BEACH CITY OF HIDDEN HILLS CITY OF IMPERIAL CITY OF KERMAN CITY OF LA HABRA HEIGHTS CITY OF LA PALMA CITY OF LAGUNA HILLS CITY OF LAGUNA NIGUEL CITY OF LAKE ELSINORE CITY OF LATHROP CITY OF LEMON GROVE CITY OF LINCOLN CITY OF LOMITA CITY OF LOS ALTOS CITY OF LOS BANOS CITY OF MONTAGUE CITY OF MORRO BAY CITY OF NEVADA CITY CITY OF OAKDALE CITY OF OAKLEY CITY OF OJAI CITY OF ORANGE COVE CITY OF PLACENTIA CITY OF RANCHO SANTA MARGARITA CITY OF RIVERBANK CITY OF ROLLING HILLS CITY OF SIGNAL HILL CITY OF SOLANA BEACH CITY OF SOLEDAD CITY OF SOUTH EL MONTE CITY OF WEED CLEAR CREEK COMMUNITY SERVICES DISTRICT CLOVERDALE CITRUS FAIR CLOVIS CEMETERY DISTRICT COACHELLA VALLEY MOSQUITO AND VECTOR CONTROL DISTRICT COALINGA-HURON CEMETERY DISTRICT COALINGA-HURON RECREATION AND PARK DISTRICT COALINGA/HURON UNIFIED SCHOOL DISTRICT LIBRARY DISTRICT COLFAX CEMETERY DISTRICT COMMUNITY COLLEGE LEAGUE OF CALIFORNIA COMMUNITY DEVELOPMENT COMMISSION OF MENDOCINO COUNTY COMPTON CREEK MOSQUITO ABATEMENT DISTRICT CONSOLIDATED MOSQUITO ABATEMENT DISTRICT CONTRA COSTA COUNTY LAW LIBRARY CORNING WATER DISTRICT Attachment B 4-151 APPENDIX D - PARTICIPATING EMPLOYERS CalPERS Actuarial Valuation – June 30, 2012 D-3 Miscellaneous 2% at 60 Risk Pool COSTA MESA SANITARY DISTRICT COTTONWOOD WATER DISTRICT CROCKETT COMMUNITY SERVICES DISTRICT CUTLER PUBLIC UTILITY DISTRICT CUTLER-OROSI JOINT POWERS WASTEWATER AUTHORITY DAVIS CEMETERY DISTRICT DEL NORTE COUNTY LIBRARY DISTRICT DEL REY COMMUNITY SERVICES DISTRICT DELANO MOSQUITO ABATEMENT DISTRICT DURHAM MOSQUITO ABATEMENT DISTRICT EAST CONTRA COSTA IRRIGATION DISTRICT EAST ORANGE COUNTY WATER DISTRICT EBBETTS PASS FIRE PROTECTION DISTRICT FALL RIVER VALLEY COMMUNITY SERVICES DISTRICT FEATHER WATER DISTRICT FLORIN COUNTY WATER DISTRICT FORT BRAGG FIRE PROTECTION AUTHORITY FRESNO COUNTY LAW LIBRARY FULLERTON CALIFORNIA STATE UNIVERSITY ASSOCIATED STUDENTS FULTON EL-CAMINO RECREATION AND PARK DISTRICT GLENDALE COLLEGE, ASSOCIATED STUDENTS OF GOLDEN HILLS COMMUNITY SERVICES DISTRICT GREATER ANAHEIM SPECIAL EDUCATION LOCAL PLAN AREA GREEN VALLEY COUNTY WATER DISTRICT GROSSMONT SCHOOLS FEDERAL CREDIT UNION GUALALA COMMUNITY SERVICES DISTRICT HEALTH PLAN OF SAN JOAQUIN HILTON CREEK COMMUNITY SERVICES DISTRICT HOUSING AUTHORITY OF THE CITY OF CALEXICO HOUSING AUTHORITY OF THE CITY OF LIVERMORE HOUSING AUTHORITY OF THE CITY OF SAN BUENAVENTURA HOUSING AUTHORITY OF THE CITY OF SOUTH SAN FRANCISCO HUMBOLDT COUNTY ASSOCIATION OF GOVERNMENTS INDIAN WELLS VALLEY WATER DISTRICT INLAND EMPIRE RESOURCE CONSERVATION DISTRICT INTELECOM INTELLIGENT TELECOMMUNICATIONS INVERNESS PUBLIC UTILITY DISTRICT JACKSON VALLEY IRRIGATION DISTRICT KAWEAH DELTA WATER CONSERVATION DISTRICT KELSEYVILLE FIRE PROTECTION DISTRICT KERN COUNTY LAW LIBRARY KERN HEALTH SYSTEMS KERN RIVER VALLEY CEMETERY DISTRICT KERN-TULARE WATER DISTRICT KETTLEMAN CITY COMMUNITY SERVICES DISTRICT KINGS WASTE AND RECYCLING AUTHORITY KINNELOA IRRIGATION DISTRICT LA HABRA HEIGHTS COUNTY WATER DISTRICT LA PUENTE VALLEY COUNTY WATER DISTRICT LAKE DON PEDRO COMMUNITY SERVICES DISTRICT LAMONT PUBLIC UTILITY DISTRICT LASSEN COUNTY WATERWORKS DISTRICT #1 LEAGUE OF CALIFORNIA CITIES LEE LAKE WATER DISTRICT LEVEE DISTRICT #1 OF SUTTER COUNTY LINDA FIRE PROTECTION DISTRICT LINDSAY STRATHMORE PUBLIC CEMETERY DISTRICT LITTLEROCK CREEK IRRIGATION DISTRICT LIVE OAK CEMETERY DISTRICT Attachment B 4-152 APPENDIX D - PARTICIPATING EMPLOYERS CalPERS Actuarial Valuation – June 30, 2012 D-4 Miscellaneous 2% at 60 Risk Pool LONG BEACH STATE UNIVERSITY, ASSOCIATED STUDENTS LOS ALAMOS COMMUNITY SERVICES DISTRICT LOS ANGELES COUNTY WEST VECTOR CONTROL DISTRICT LOWER LAKE COUNTY WATERWORKS DISTRICT #1 MAJESTIC PINES COMMUNITY SERVICES DISTRICT MAMMOTH LAKES FIRE DISTRICT MANAGEMENT OF EMERYVILLE SERVICES AUTHORITY MARINA COAST WATER DISTRICT MARINWOOD COMMUNITY SERVICES DISTRICT MARIPOSA PUBLIC UTILITY DISTRICT MCCLOUD COMMUNITY SERVICES DISTRICT MEINERS OAKS COUNTY WATER DISTRICT MENDOCINO CITY COMMUNITY SERVICES DISTRICT MENDOCINO TRANSIT AUTHORITY MID-PLACER PUBLIC SCHOOLS TRANSPORTATION AGENCY MIDWAY HEIGHTS COUNTY WATER DISTRICT MILLVIEW COUNTY WATER DISTRICT MINTER FIELD AIRPORT DISTRICT MONTEREY COUNTY REGIONAL FIRE PROTECTION DISTRICT MORONGO BASIN TRANSIT AUTHORITY MOTHER LODE JOB TRAINING AGENCY MOUNTAINS RECREATION AND CONSERVATION AUTHORITY MURPHYS SANITARY DISTRICT NAPA COUNTY RESOURCE CONSERVATION DISTRICT NAPA COUNTY TRANSPORTATION AND PLANNING AGENCY NATIONAL ORANGE SHOW NEVADA CEMETERY DISTRICT NEWCASTLE, ROCKLIN, GOLD HILL CEMETERY DISTRICT NEWPORT BEACH CITY EMPLOYEES FEDERAL CREDIT UNION NORTH DELTA WATER AGENCY NORTH KERN WATER STORAGE DISTRICT NOVATO SANITARY DISTRICT OAKDALE IRRIGATION DISTRICT OPHIR HILL FIRE PROTECTION DISTRICT ORO LOMA SANITARY DISTRICT OROSI PUBLIC UTILITY DISTRICT OROVILLE CEMETERY DISTRICT PALM RANCH IRRIGATION DISTRICT PALO VERDE VALLEY DISTRICT LIBRARY PASO ROBLES CITY HOUSING AUTHORITY PATTERSON IRRIGATION DISTRICT PENN VALLEY FIRE PROTECTION DISTRICT PINEDALE COUNTY WATER DISTRICT PIXLEY IRRIGATION DISTRICT PLACER MOSQUITO AND VECTOR CONTROL DISTRICT PLANNING AND SERVICE AREA II AREA AGENCY ON AGING PLEASANT VALLEY COUNTY WATER DISTRICT PLEASANT VALLEY RECREATION AND PARK DISTRICT POMONA VALLEY TRANSPORTATION AUTHORITY POMONA, CALIF STATE POLYTECHNIC UNIVERSITY, ASSOCIATED STUDENTS, INC. PORTER VISTA PUBLIC UTILITY DISTRICT PORTERVILLE IRRIGATION DISTRICT PORTERVILLE PUBLIC CEMETERY DISTRICT PURISSIMA HILLS COUNTY WATER DISTRICT RECLAMATION DISTRICT # 999 RECLAMATION DISTRICT #3 RED BLUFF CEMETERY DISTRICT REDWOOD COAST REGIONAL CENTER REEDLEY CEMETERY DISTRICT Attachment B 4-153 APPENDIX D - PARTICIPATING EMPLOYERS CalPERS Actuarial Valuation – June 30, 2012 D-5 Miscellaneous 2% at 60 Risk Pool RESORT IMPROVEMENT DISTRICT NO. 1 RIO ALTO WATER DISTRICT RIO VISTA CEMETERY DISTRICT RIVERBANK CITY HOUSING AUTHORITY ROSEVILLE PUBLIC CEMETERY DISTRICT SALTON COMMUNITY SERVICES DISTRICT SAN BERNARDINO VALLEY MUNICIPAL WATER DISTRICT SAN DIEGO COUNTY LAW LIBRARY SAN FRANCISCO COMMUNITY COLLEGE DISTRICT BOOKSTORE AUXILIARY SAN FRANCISCO LAW LIBRARY SAN JACINTO VALLEY CEMETERY DISTRICT SAN LUIS OBISPO CAL POLY ASSOCIATED STUDENTS, INC. SAN MATEO COUNTY IN-HOME SUPPORTIVE SERVICES PUBLIC AUTHORITY SANGER CEMETERY DISTRICT SANTA BARBARA COUNTY LAW LIBRARY SANTA BARBARA COUNTY SPECIAL EDUCATION LOCAL PLAN AREA SANTA BARBARA REGIONAL HEALTH AUTHORITY SANTA CRUZ PORT DISTRICT SANTA CRUZ REGIONAL 9-1-1 SANTA PAULA CITY HOUSING AUTHORITY SERRANO WATER DISTRICT SHASTA COMMUNITY SERVICES DISTRICT SHASTA VALLEY CEMETERY DISTRICT SIERRA LAKES COUNTY WATER DISTRICT SIERRA-SACRAMENTO VALLEY EMERGENCY MEDICAL SERVICES AGENCY SILVEYVILLE CEMETERY DISTRICT SOLANO IRRIGATION DISTRICT SONOMA MARIN AREA RAIL TRANSIT DISTRICT SOUTH BAY REGIONAL PUBLIC COMMUNICATIONS AUTHORITY SOUTH BAYSIDE SYSTEM AUTHORITY SOUTH KERN CEMETERY DISTRICT SOUTHEAST AREA SOCIAL SERVICES FUNDING AUTHORITY STALLION SPRINGS COMMUNITY SERVICES DISTRICT STANISLAUS COUNTY HOUSING AUTHORITY STRAWBERRY RECREATION DISTRICT SYLVAN CEMETERY DISTRICT TAHOE RESOURCE CONSERVATION DISTRICT TEHACHAPI VALLEY RECREATION AND PARK DISTRICT TEHACHAPI-CUMMINGS COUNTY WATER DISTRICT TEHAMA COUNTY MOSQUITO ABATEMENT DISTRICT THREE RIVERS COMMUNITY SERVICES DISTRICT TOWN OF LOS ALTOS HILLS TOWN OF PARADISE TOWN OF YUCCA VALLEY TULARE MOSQUITO ABATEMENT DISTRICT TULARE PUBLIC CEMETERY DISTRICT TURLOCK MOSQUITO ABATEMENT DISTRICT UNION PUBLIC UTILITY DISTRICT UNIVERSITY STUDENT UNION CALIFORNIA STATE UNIVERSITY STANISLAUS VACAVILLE FIRE PROTECTION DISTRICT VACAVILLE-ELMIRA CEMETERY DISTRICT VALLEY-WIDE RECREATION AND PARK DISTRICT VENTURA COUNTY LAW LIBRARY VENTURA COUNTY TRANSPORTATION COMMISSION VENTURA RIVER COUNTY WATER DISTRICT VISALIA PUBLIC CEMETERY DISTRICT WASCO RECREATION AND PARK DISTRICT WASHINGTON COLONY CEMETERY DISTRICT WEAVERVILLE SANITARY DISTRICT Attachment B 4-154 APPENDIX D - PARTICIPATING EMPLOYERS CalPERS Actuarial Valuation – June 30, 2012 D-6 Miscellaneous 2% at 60 Risk Pool WEST KERN WATER DISTRICT WESTWOOD COMMUNITY SERVICES DISTRICT WILTON FIRE PROTECTION DISTRICT WINTERHAVEN WATER DISTRICT WINTON WATER AND SANITARY DISTRICT YOLO COUNTY FEDERAL CREDIT UNION YORBA LINDA WATER DISTRICT YUCAIPA VALLEY WATER DISTRICT Attachment B 4-155 APPENDIX E PARTICIPANT DATA  SOURCE OF THE PARTICIPANT DATA  DATA VALIDATION TESTS AND ADJUSTMENTS  SUMMARY OF VALUATION DATA  ACTIVE MEMBERS  TRANSFERRED AND TERMINATED MEMBERS  RETIRED MEMBERS AND BENEFICIARIES Attachment B 4-156 APPENDIX E – PARTICIPANT DATA CalPERS Actuarial Valuation – June 30, 2012 E-1 Miscellaneous 2% at 60 Risk Pool Source of the Participant Data The data was extracted from various databases within CalPERS and placed in a database by a series of extract programs. Included in this data are:  Individual member and beneficiary information,  Employment and payroll information,  Accumulated contributions with interest,  Service information,  Benefit payment information,  Information about the various organizations which contract with CalPERS, and  Detailed information about the plan provisions applicable to each group of members. Data Validation Tests and Adjustments Once the information is extracted from the various computer systems into the database, update queries are then run against this data to correct for flaws found in the data. This part of the process is intended to validate the participant data for all CalPERS plans. The data is then checked for reasonableness and consistency with data from the prior valuation. Checks on the data include:  A reconciliation of the membership of the plans,  Comparisons of various member statistics (average attained age, average entry age, average salary, etc.) for each plan with those from the prior year valuation,  Comparisons of pension amounts for each retiree and beneficiary receiving payments with those from the prior year valuation,  Checks for invalid ages and dates, and  Reasonableness checks on various key data elements such as service and salary As a result of the tests on the data, a number of adjustments were determined to be necessary. These included:  Dates of hire and dates of entry were adjusted where necessary to be consistent with the service fields, the date of birth and each other. Attachment B 4-157 APPENDIX E – PARTICIPANT DATA CalPERS Actuarial Valuation – June 30, 2012 E-2 Miscellaneous 2% at 60 Risk Pool Summary of Valuation Data June 30, 2011 June 30, 2012 1. Number of Plans in the Risk Pool 246 301 2. Active Members a) Counts 3,556 3,860 b) Average Attained Age 45.34 45.11 c) Average Entry Age on Rate Plan 36.66 36.71 d) Average Years of Service 8.68 8.41 e) Average Annual Covered Pay $ 54,521 $ 54,020 f) Annual Covered Payroll $ 193,877,169 $ 208,517,122 g) Projected Annual Payroll for Contribution Year $ 211,854,817 $ 227,852,289 h) Present Value of Future Payroll $ 1,644,246,030 $ 1,757,579,774 3. Transferred Members a) Counts 1,151 1,099 b) Average Attained Age 47.19 47.56 c) Average Years of Service 3.22 3.27 d) Average Annual Covered Pay $ 64,025 $ 63,317 4. Terminated Members a) Counts 2,177 2,414 b) Average Attained Age 43.73 43.90 c) Average Years of Service 2.63 2.82 d) Average Annual Covered Pay $ 38,336 $ 38,667 5. Retired Members and Beneficiaries a) Counts* 1,685 1,769 b) Average Attained Age 70.05 70.01 c) Average Annual Benefits* $ 12,902 $ 13,972 6. Active to Retired Ratio [(2a) / (5a)] 2.11 2.18 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. * Values may not match those on pages E-5 and E-6 due to inclusion of community property settlements. Attachment B 4-158 APPENDIX E – PARTICIPANT DATA CalPERS Actuarial Valuation – June 30, 2012 E-3 Miscellaneous 2% at 60 Risk Pool 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 20-24 25+ Total 15-24 140 3 0 0 0 0 143 25-29 324 63 1 0 0 0 388 30-34 276 142 41 0 0 0 459 35-39 192 152 83 21 3 0 451 40-44 166 113 75 43 13 0 410 45-49 167 131 82 60 31 6 477 50-54 177 135 100 72 46 36 566 55-59 122 104 92 69 55 65 507 60-64 80 85 63 43 29 40 340 65 and over 22 31 29 17 8 12 119 All Ages 1666 959 566 325 185 159 3,860 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 20-24 25+ Average 15-24 $31,917 $31,999 $0 $0 $0 $0 $31,919 25-29 37,132 39,268 34,873 0 0 0 37,473 30-34 43,844 47,564 50,254 0 0 0 45,567 35-39 45,906 50,981 55,044 60,710 51,347 0 50,023 40-44 49,812 57,520 60,416 69,236 59,646 0 56,225 45-49 48,732 54,993 61,323 65,195 64,092 79,882 56,077 50-54 60,234 59,682 61,416 69,909 67,963 72,092 62,924 55-59 60,888 57,153 58,129 71,943 77,252 67,737 63,779 60-64 62,628 57,721 57,629 69,125 78,659 72,197 63,790 65 and over 38,473 62,708 54,615 65,918 54,452 47,181 54,593 Average 46,679 53,835 58,176 68,475 70,315 68,752 54,020 Attachment B 4-159 APPENDIX E – PARTICIPANT DATA CalPERS Actuarial Valuation – June 30, 2012 E-4 Miscellaneous 2% at 60 Risk Pool 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 5 0 0 0 0 0 5 $31,635 25-29 46 4 1 0 0 0 51 44,142 30-34 102 12 0 0 0 0 114 57,495 35-39 92 20 8 0 0 0 120 60,834 40-44 117 20 7 2 0 0 146 66,842 45-49 128 23 14 5 1 1 172 67,875 50-54 135 32 11 6 1 0 185 65,545 55-59 110 30 20 4 3 1 168 65,642 60-64 86 15 4 3 1 0 109 61,979 65 and over 22 3 2 2 0 0 29 68,219 All Ages 843 159 67 22 6 2 1,099 63,317 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 53 0 0 0 0 0 53 $26,562 25-29 214 13 0 0 0 0 227 30,574 30-34 339 28 2 0 0 0 369 32,590 35-39 297 41 1 1 0 0 340 35,490 40-44 292 45 11 5 1 0 354 40,081 45-49 207 58 19 8 3 0 295 45,167 50-54 200 58 17 6 4 0 285 46,360 55-59 192 44 16 10 1 3 266 42,015 60-64 119 22 7 8 1 1 158 42,745 65 and over 56 9 1 0 0 1 67 33,523 All Ages 1969 318 74 38 10 5 2,414 38,667 Attachment B 4-160 APPENDIX E – PARTICIPANT DATA CalPERS Actuarial Valuation – June 30, 2012 E-5 Miscellaneous 2% at 60 Risk Pool 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 1 0 0 0 0 1 35-39 0 0 0 0 0 1 1 40-44 0 0 0 0 0 1 1 45-49 0 8 1 0 0 4 13 50-54 32 8 2 2 0 8 52 55-59 126 21 1 5 0 5 158 60-64 293 21 1 6 0 12 333 65-69 411 13 4 3 0 18 449 70-74 233 10 1 0 0 19 263 75-79 159 6 0 1 0 29 195 80-84 117 6 0 0 0 38 161 85 and Over 78 3 0 2 0 59 142 All Ages 1449 97 10 19 0 194 1,769 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 43 0 0 0 0 43 35-39 0 0 0 0 0 25,240 25,240 40-44 0 0 0 0 0 8,646 8,646 45-49 0 8,313 325 0 0 15,398 9,879 50-54 4,971 12,262 804 10,886 0 9,831 6,908 55-59 10,137 11,920 251 20,057 0 6,307 10,504 60-64 13,141 10,169 1,300 13,946 0 12,465 12,908 65-69 17,522 7,606 838 10,903 0 17,597 17,045 70-74 15,841 9,219 127 0 0 9,164 15,047 75-79 14,492 13,787 0 7,394 0 15,579 14,596 80-84 14,996 12,725 0 0 0 10,580 13,869 85 and Over 12,838 11,697 0 9,950 0 8,333 10,901 All Ages 14,658 10,451 696 13,986 0 11,297 13,972 Attachment B 4-161 APPENDIX E – PARTICIPANT DATA CalPERS Actuarial Valuation – June 30, 2012 E-6 Miscellaneous 2% at 60 Risk Pool 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 614 22 1 7 0 57 701 5-9 368 26 4 8 0 62 468 10-14 209 14 3 1 0 25 252 15-19 113 15 1 1 0 21 151 20-24 82 6 1 0 0 13 102 25-29 42 4 0 0 0 8 54 30 and Over 21 10 0 2 0 8 41 All Years 1449 97 10 19 0 194 1,769 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 $16,137 $10,213 $523 $13,046 $0 $14,438 $15,759 5-9 14,826 11,272 795 17,638 0 11,833 14,160 10-14 11,328 7,059 961 6,012 0 11,555 10,969 15-19 15,514 9,925 251 7,394 0 7,908 13,746 20-24 14,569 12,006 127 0 0 7,740 13,406 25-29 9,299 14,230 0 0 0 5,751 9,139 30 and Over 8,076 11,934 0 9,950 0 4,177 8,348 All Years 14,658 10,451 696 13,986 0 11,297 13,972 * 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 E-2 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. Attachment B 4-162 APPENDIX F GLOSSARY OF ACTUARIAL TERMS Attachment B 4-163 APPENDIX F – GLOSSARY OF ACTUARIAL TERMS CalPERS Actuarial Valuation – June 30, 2012 F-1 Miscellaneous 2% at 60 Risk Pool 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 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 Actuarial Value of Assets. Actuarial Valuation The determination, as of a valuation date, of the Normal Cost, Accrued liability, Actuarial Value of Assets 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. Actuarial Value of Assets The Actuarial Value of Assets used for funding purposes is obtained through an asset smoothing technique where investment gains and losses are partially recognized in the year they are incurred, with the remainder recognized in subsequent years. This method helps to dampen large fluctuations in the employer contribution rate. 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. This can be likened to a home mortgage that has 24 years of remaining payments and a second on that mortgage that has 10 years left. Each base or each mortgage note has its own terms (payment period, principal, etc.) but all bases are amortized using investment and payroll assumptions from the current valuation. Generally in an actuarial valuation, the separate bases consist of changes in unfunded liabilities due to amendments, actuarial assumption changes, actuarial methodology changes, and 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. Annual Required Contributions (ARC) The employer's periodic required annual contributions to a defined benefit pension plan, calculated in accordance with the plan assumptions. The ARC is determined by multiplying the employer contribution rate by the payroll reported to CalPERS for the applicable fiscal year. However, if this contribution is fully prepaid in a lump sum, then the dollar value of the ARC is equal to the Lump Sum Prepayment. Class 1 Benefits Class 1 benefits have been identified to be additional benefits which have a significant, ongoing effect on the total plan cost. In some cases, a Class 1 benefit may be an alternate benefit formula. These benefits vary by employer across the risk pool. Agencies contracting for a Class 1 benefit will be responsible for the past service liability associated with such benefit and will be required to pay a surcharge established by the actuary to cover the ongoing cost (normal cost) of the Class 1 benefit. Attachment B 4-164 APPENDIX F – GLOSSARY OF ACTUARIAL TERMS CalPERS Actuarial Valuation – June 30, 2012 F-2 Miscellaneous 2% at 60 Risk Pool Class 2 Benefits Class 2 benefits have been identified to be the ancillary benefits providing one-time increases in benefits. These benefits vary by employer across the risk pool. Agencies contracting for a Class 2 benefit will be responsible for the past service liability associated with such benefit. Class 3 Benefits Class 3 benefits have been identified to be additional benefits which have a minimal effect on the total plan cost. Class 3 benefits may vary by rate plan within each risk pool. However, the employer contribution rate will not vary within the risk pool due to the Class 3 benefits. Classic member (under PEPRA) A classic member is anyone in CALPERS not defined as a new member under PEPRA (see definition of new member below.) Discount Rate 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 or Risk Pool. In most cases, this is the same as the date of hire. (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 is at hire, the greater the Normal Cost. This is mainly because there is less time to earn investment income to fund the future benefits.) 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 produce stable employer contributions in amounts that increase at the same rate as the employer’s payroll (i.e. level % of payroll). Fresh Start A Fresh Start is the single amortization base created when multiple amortization bases are collapsed into one base and amortized over a new funding period. Funded Status A measure of how well funded a plan or risk pool is. Or equivalently, how "on track" a plan or risk pool is with respect to assets vs. 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. A funded ratio based on the Actuarial Value of Assets indicates the progress toward fully funding the plan using the actuarial cost methods and assumptions. A funded ratio based on the Market Value of Assets indicates the short-term solvency of the plan. GASB 27 Statement No. 27 of the Governmental Accounting Standards Board. The accounting standard governing a state or local governmental employer’s accounting for pensions. 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 for 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. Attachment B 4-165 APPENDIX F – GLOSSARY OF ACTUARIAL TERMS CalPERS Actuarial Valuation – June 30, 2012 F-3 Miscellaneous 2% at 60 Risk Pool Normal Cost (also called Total Normal Cost) The annual cost of service accrual for the upcoming fiscal year for active employees. The required employee contributions are part of the Total Normal Cost. The remaining portion, called the employer normal cost, includes surcharges for applicable class 1 benefits and should be viewed as the long term employer contribution rate. Pension Actuary A person who is responsible for the calculations necessary to properly fund a pension plan. PEPRA 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. Risk Pool Using the benefit of the law of large numbers, a risk pool is a collection of employer plans for the purpose of sharing risk. If a pooled plan has active members at the time of valuation, it belongs to the risk pool composed of all other pooled plans with the same benefit formula. If a plan has no active members at the time of valuation, it belongs to the inactive pool. Rolling Amortization Period An amortization period that remains the same each year, rather than declining. Side Fund At the time a plan joined a risk pool, a Side Fund was created to account for the difference between the funded status of the pool and the funded status of the plan. The plan’s Side Fund is amortized on an annual basis, with the discount rate net of, for active plans, the payroll growth rate assumption. The actuarial investment return assumption is currently 7.5%. A positive Side Fund cause the plan’s required employer contribution rate to be reduced by the Amortization of Side Fund rate component shown in the Required Employer Contributions section. A negative Side Fund cause the plan’s required employer contribution rate to be increased by the Amortization of Side Fund rate component. In the absence of subsequent contract amendments or funding changes, a plan’s Side Fund will disappear at the end of the Amortization Period. 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 When a plan or pool’s Actuarial Value of Assets is less than its Accrued Liability, the difference is the plan or pool’s Unfunded Liability of the Unfunded Liability is positive, the plan or pool will have to pay contributions exceeding the Normal Cost. Attachment B 4-166