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CC SR 20211221 G - CalPERS Annual Actuarial Valuation Report CITY COUNCIL MEETING DATE: 12/21/2021 AGENDA REPORT AGENDA HEADING: Consent Calendar AGENDA TITLE: Consideration and possible action to receive a report of the CalPERS annual Actuarial Valuation Report (AVR) as of June 30, 2020. RECOMMENDED COUNCIL ACTION: (1) Receive and file the Actuarial Valuation Report (AVR) as of June 30, 2020. FISCAL IMPACT: N/A Amount Budgeted: N/A Additional Appropriation: N/A Account Number(s): N/A ORIGINATED BY: Christopher Browning, Senior Administrative Analyst REVIEWED BY: Trang Nguyen, Director of Finance APPROVED BY: Ara Mihranian, AICP, City Manager ATTACHED SUPPORTING DOCUMENTS: A. Actuarial Valuation Report (AVR) Tier 1 (Attachment A-1) B. Actuarial Valuation Report (AVR) Tier 2 (Attachment B-1) C. Actuarial Valuation Report (AVR) Tier 3 (Attachment C-1) D. Pension Guidelines (Attachment D-1) BACKGROUND AND DISCUSSION: Staff has prepared this report to present and discuss the City’s annual employee pension plan Actuarial Valuation Reports (AVR) to the City Council. This process is completed annually by staff in our process of monitoring updates to pension plan. On November 4, 2021, Staff presented the same information to the Finance Advisory Committee (FAC). At this meeting, FAC approved to receive and file the report, as presented. 1 CITYOF RANCHO PALOS VERDES Actuarial Valuation Report as of June 30, 2020 Retirement benefits are valued on an annual basis by CalPERS certified actuaries and the results are reported to member agencies through an Actuarial Valuation Report (AVR) each year. These reports (Attachments A, B, & C) inform the City of our obligation, both current and future, represented in the report as the Accrued Liability (AL). The AL is comprised of the liability incurred by not only active members, but also transferred members (employees that have moved to a reciprocal retirement system), terminated employees, and members or their beneficiaries that are currently receiving payments. As expected, Tier 1 makes up the largest portion of the AL and contains nearly the entirety of the liability attributed to those receiving payments. Tier 2 and Tier 3, Public Employees’ Pension Reform Act (PEPRA) were created much more recently and are typically made up of employees that previously worked for another CalPERS agency, and employees that are new to CalPERS. Also, Tier 2 and Tier 3 employees that are no longer with the City are likely still in the workforce since the majority of these member have not yet reached retirement age. The distribution of the City’s AL is detailed in Table 1 below. Table 1: Accrued Liability by Member Status as of June 30, 2020 The AL is then assessed against the current market value of the assets CalPERS invests on the City’s behalf, which results in the City’s Unfunded Actuarial Liability (UAL). This represents the estimated value of unfunded benefits already earned. In the latest AVR from CalPERS, the City’s total UAL for all employee groups is $1 4.2 million as of June 30, 2020 as shown in Table 2. The UAL of $14.2 is calculated by taking the City’s total accrued pension liability of $50.2 million and subtracting from it the market value of the City’s assets, $36.1 million. Tier 1 Tier 2 Tier 3 Total Active Members $9,966,516 $1,210,300 $1,253,608 $12,430,424 Transferred Members $5,921,671 $310,282 $426,798 $6,658,751 Terminated Members $2,704,376 $86,302 $39,595 $2,830,273 Members & Beneficiaries Receiving Payments $27,480,518 $838,033 $0 $28,318,551 Total $46,073,081 $2,444,917 $1,720,001 $50,237,999 Accrued Liability 2 Table 2: Unfunded Actuarial Liability as of June 30, 2020 As the City’s AL increased as of June 30, 2020, accordingly, the City’s funded status has decreased with time as the AL has grown at a faster rate than the value of the City’s assets. In line with this decrease in funded status, the City’s UAL has continued to grow due to investment returns failing to meet expectations, resulting in a funded status of 71.8% by June 30, 2020. These changes are illustrated in Table 3 below. City’s Historical Data and AVR Ratios Table 3: Historical Funded Status Therefore, as the City’s total UAL increases, the required annual UAL payment also increases as shown in Table 4. Table 4: Employer Historical Annual Unfunded Accrued Liability Payments Tier 1 Tier 2 Tier 3 Total Accrued Liability $46,073,081 $2,444,917 $1,720,001 $50,237,999 Market Value of Assets $32,343,280 $2,192,472 $1,524,582 $36,060,334 Unfunded Accrued Liability $13,729,801 $252,445 $195,419 $14,177,665 Funded Ratio 70.2%89.7%88.6%71.8% Fiscal Year Ending 6/30/2016 6/30/2017 6/30/2018 6/30/2019 6/30/2020 Tier 1 70.7%73.2%71.8%71.6%70.2% Tier 2 90.3%94.8%92.0%91.1%89.7% Tier 3 89.9%94.8%91.8%90.3%88.6% Combined 71.2%74.1%72.9%72.9%71.8% UAL Payment % of Total UAL Payment % of Total UAL Payment % of Total UAL Payment % Change 2019-20 $739,621 99.3% $3,107 0.4% $2,239 0.3%$744,967 21% 2020-21 $835,213 96.7% $15,889 1.8% $12,837 1.5%$863,939 16% 2021-22 $971,580 96.9% $17,301 1.7% $13,868 1.4%$1,002,749 16% 2022-23 $1,105,780 96.9% $20,057 1.8% $15,841 1.4%$1,141,678 14% 2023-24 $1,187,000 96.8% $22,000 1.8% $17,000 1.4%$1,226,000 7% Fiscal Year Employer Contribution History TotalTier 1 Tier 2 Tier 3 3 Furthermore, for the City’s employee tier distribution, Tier 1 makes up nearly 97% of the total UAL cost and is projected to remain at this same level next year. Tier 1 contains the largest number of both active and former employees (See Table 5) and provides a higher retirement benefit. For this reason, its liability grows at a higher rate than both Tier 2 and Tier 3 employees. Table 5: Employee Tier Distribution However, the percentage of staff in Tier 1 has decreased each year as employees retire or end employment with the City. Employee turnover does not decrease the City’s current UAL, however, over time, this will decrease future CalPERS costs as Tier 1 employees are replaced with Tier 2 and Tier 3 staff. Employees in the lower tiers create lower future liability costs since they would be entitled to lower pension benefits than Tier 1 employees. Table 6: Historical Employee Tier Distribution As pension plans mature, they become more sensitive to risks. Understanding plan maturity and how it affects the ability of a pension plan to tolerate risk is important in understanding how the plan is impacted by investment return volatility, other economic variables and changes in longevity or other demographic assumptions. One way to look at the maturity level of CalPERS and its plans is to look at the ratio of a plan’s retiree liability to its total liability. A pension plan in its initial stages will have a very low ratio of retiree liability to total liability. As the plan matures, the ratio starts increasing. A mature plan will often have a ratio above 60%-65%. The City’s Retiree-to-Liability ratio is at or below the CalPERS benchmark across all tiers. Tier 3 has a ratio of 0 due to the fact that no employees at this tier have retired. Tier 1 Tier 2 Tier 3 Total by Status Number of Actives 24 14 57 95 Number of Retirees 99 4 0 103 Total by Tier 123 18 57 198 Tier 2016 2017 2018 2019 2020 Tier 1 50 41 32 28 24 -26 -52% Tier 2 14 16 17 16 14 0 0% Tier 3 26 33 54 52 57 31 119% Cumulative Change 4 Table 7: Retiree-to-Liability Ratio Another measure of the maturity level of CalPERS and its plans is to look at the ratio of active-to-retired members, also known as the Support Ratio. A pension plan in its initial stages will have a very high ratio of active-to-retired members. As the plan matures, and members retire, the ratio starts declining. A mature plan will often have a ratio near or below one. The average support ratio for CalPERS public agency plans is roughly 1.25. The City is slightly below the CalPERS average with a combined ratio across all tiers of 0.92. The City’s lower ratio can be attributed to having a relatively small workforce which has decreased over the years, leaving fewer active employees to support the plan and the retired employees. Table 8: Support Ratio City’s CalPERS Contributions Every employer makes contributions to CalPERS in two parts: Normal Cost – Pays for a year of benefit accrual (i.e., an employee works a full year of service for the City) Amortization of UAL – Pays for any deficit or surplus accrued over the prior years of service. Total Annual Contribution Rate = Normal Cost + UAL Table 9 on the next page provides a breakdown of the City’s total minimum annual contribution for FY 2022-23. Retired Accrued Liability $27,480,518 $838,033 $0 Total Accrued Liability $46,073,081 $2,444,917 $1,720,001 Ratio of Retiree AL to Total AL 0.60 0.34 0.00 Tier 1 Tier 2 Tier 3 Tier 1 Tier 2 Tier 3 Combined Number of Actives 24 14 57 95 Number of Retirees 99 4 0 103 Support Ratio 0.24 3.50 -0.92 5 Table 9: FY 2022-23 Total Annual Contribution The City does receive a lump sum discount if they pay the UAL payment all at once upfront. Table 10 below breaks down the cost savings of roughly $38,000 received when making this lump sum payment. Table 10: CalPERS UAL Lump Sum Payment Discount In its most recent valuation, CalPERS has indicated that our required annual UAL contributions are expected to increase through Fiscal Year 202 7-28 reaching a total of $1.5 million. The prepayment discount to be received in FY 2022 -23 is $36,782. Normal Cost Rate Employer Normal Cost UAL Payment Total Tier 1 12.21% $231,743 $1,105,780 $1,337,523 Tier 2 8.63% $146,224 $20,057 $166,281 Tier 3 7.47% $224,053 $15,841 $239,894 Total $602,020 $1,141,678 $1,743,698 Tier FY 22-23 UAL - Annual PMT UAL - Annual PMT (Discount)Savings Tier 1 $1,105,780 $1,068,998 $36,782 Tier 2 $20,057 $19,390 $667 PEPRA $15,841 $15,314 $527 Total $1,141,678 $1,103,702 $37,976 Tier FY 22-23 6 Table 11: Estimated Employer Contribution Based on Projected Payroll CalPERS allows employers to make additional discretionary payments (ADPs) at any time and in any amount. These optional payments serve to reduce the UAL and future required contributions and can result in significant long-term savings. These ADPs can also be used to stabilize annual contributions as a fixed dollar amount, percent of payroll or percent of revenue. CalPERS provides several ADP options (Table 12) that would allow the City to accelerate the payment of the UAL. However, it is important to note that these calculations are based on the projected UAL as of June 30, 2021, as determined in the June 30, 2019, actuarial valuation reports. New unfunded liabilities can emerge in future years due to assumption or method changes, changes in plan provisions and actuarial experience different than assumed. The ADP options in Table 12 on the next page are divided in to four scenarios: 20 years, 15 years, 10 years, and 5 years. Each of the scenarios detail a payment plan that would allow the UAL to be repaid for each tier by the stated number of years if the listed Annual ADP is made each fiscal year. For example, if an annual total ADP of $397,965 is made the City’s total UAL could be repaid within 15 years based on the data available today. It should be noted, as explained in the previous paragraph, that these scenarios are based on the information and data available at the time these AVRs were created. This information can change with factors such as employee tier distribution, investment returns, and the discount rate. Required Contr. Tier FY 22-23 FY 23-24 FY 24-25 FY 25-26 FY 26-27 FY 27-28 Tier 1 $1,105,780 $1,187,000 $1,273,000 $1,328,000 $1,380,000 $1,414,000 Tier 2 $20,057 $22,000 $24,000 $26,000 $28,000 $28,000 Tier 3 $15,841 $17,000 $19,000 $20,000 $21,000 $22,000 Total $1,141,678 $1,226,000 $1,316,000 $1,374,000 $1,429,000 $1,464,000 Projected Future Employer Contributions 7 Table 12: Additional Discretionary Employer Contributions Funding Target - Current Tier Estimated Normal Cost Minimum UAL Payment Annual ADP Total UAL Contribution Estimated Total Contribution Tier 1 $231,743 $1,105,780 $0 $1,105,780 $1,337,523 Tier 2 $146,224 $20,057 $0 $20,057 $166,281 Tier 3 $224,053 $15,841 $0 $15,841 $239,894 Total $602,020 $1,141,678 $0 $1,141,678 $1,743,698 Funding Target - 20 Years Tier Estimated Normal Cost Minimum UAL Payment Annual ADP Total UAL Contribution Estimated Total Contribution Tier 1 $231,743 $1,105,780 $152,583 $1,258,363 $1,490,106 Tier 2 $146,224 $20,057 $3,079 $23,136 $169,360 Tier 3 $224,053 $15,841 $1,970 $17,811 $241,864 Total $602,020 $1,141,678 $157,632 $1,299,310 $1,901,330 Funding Target - 15 Years Tier Estimated Normal Cost Minimum UAL Payment Annual ADP Total UAL Contribution Estimated Total Contribution Tier 1 $231,743 $1,105,780 $357,905 $1,463,685 $1,695,428 Tier 2 $146,224 $20,057 $6,855 $26,912 $173,136 Tier 3 $224,053 $15,841 $4,876 $20,717 $244,770 Total $602,020 $1,141,678 $369,636 $1,511,314 $2,113,334 Funding Target - 10 Years Tier Estimated Normal Cost Minimum UAL Payment Annual ADP Total UAL Contribution Estimated Total Contribution Tier 1 $231,743 $1,105,780 $792,271 $1,898,051 $2,129,794 Tier 2 $146,224 $20,057 $14,841 $34,898 $181,122 Tier 3 $224,053 $15,841 $11,024 $26,865 $250,918 Total $602,020 $1,141,678 $818,136 $1,959,814 $2,561,834 Funding Target - 5 Years Tier Estimated Normal Cost Minimum UAL Payment Annual ADP Total UAL Contribution Estimated Total Contribution Tier 1 $231,743 $1,105,780 $2,145,555 $3,251,335 $3,483,078 Tier 2 $146,224 $20,057 $39,723 $59,780 $206,004 Tier 3 $224,053 $15,841 $30,179 $46,020 $270,073 Total $602,020 $1,141,678 $2,215,457 $3,357,135 $3,959,155 8 CalPERS Projected Funding Level for All Plans The COVID-19 pandemic caused a significant slowdown to the nation’s economy and a subsequent sharp, but temporary, drop in the stock market. The market hit its low point during the second quarter as the CalPERS fiscal year drew to a close. This resulted in the CalPERS portfolio earning a return of 4.7%, failing to meet its annual investment target of 7% as of June 30, 2020. The impact of this shortfall was felt across all plans which saw their funded status fall. The City of Rancho Palos Verdes saw its funded status fall from 72.9% to 71.8%. As of the close of the fiscal year end ing June 30, 2021, CalPERS’ portfolio experienced a return of 21.3%. CalPERS is estimating that this will result in the total combined funding status of CalPERS increasing from 71% to 82%. CalPERS' FY 2020-21 investment performance will be calculated based on audited figures and any impact to the City’s funded status as a result of this investment return will be reflected in the FY 2023-24 AVR. The return of 21.3% also triggered CalPERS’s risk mitigation policy which automatically causes a reduction in the discount rate. As shown below in Graphic 1, this policy is automatically triggered when investment returns reach certain thresholds. Graphic 1: CalPERS Funding Risk Mitigation Policy Trigger 9 82% funded status (from 71%) ' 50 -60 % 70-80 % If investment returns outperform discount rate by : +2 pp ➔ 9 % +7pp ➔14 % +10 pp ➔ 17 % 90-100 % then resulting discount rate will be : 6.95 % 6.90 % 6.85 % ------------------------From Risk 6 .80 % r-M!tigat~on Policy +13 pp ➔ 20 % -------------------------triggering +17pp ➔24 % 6.75 % In this instance, investment returns ended the fiscal year at 21.3%, 14.3% over the current discount rate of 7%. This triggered a drop in the discount rate from 7% to 6.8%. The area highlighted in orange on Graphic 1 shows that an investment return of at least 13 pp (percentage points), but less than 17 pp, over the 7% dis count rate triggers a reduction in the discount rate to 6.8%. CalPERS implemented this policy in order to use larger than normal returns to offset the effects a decrease in the discount rate has on the UAL. CalPERS estimates that a move to a 6.2% discount rate over time would more accurately reflect an appropriate long-term expectation for investment returns. Graphic 2 below shows the gradual reduction in the discount rate that CalPERS has phased in over the past several fiscal years. Graphic 2: Past CalPERS Discount Rate Reductions ADDITIONAL INFORMATION Pension Guidelines Pursuant to City Council Goal Number 71, Staff presented the Pension Guidelines as recommended by the Finance Advisory Committee (FAC) to the City Council at the January 19, 2021, meeting. The City Council unanimously approved the guidelines as presented on February 2, 2021 (Attachment D). Additionally, the City Council approved a transfer of $307,000 from the General Fund surplus into the newly created Employee Pension Plan Service Fund in the FY 2021-22 adopted budget. On December 9, 2021, Staff presented the year-end report to the Finance Advisory Committee (FAC) and supported Staff’s recommendation to increase the initial contribution of $307,000 to $640,000 due to the operating surplus as reported in the FY 2020-21 Year-End Report. The City Council is being asked to allocate an additional $333,000 to increase the contribution to $640,000 to the Employee Pension Fund as part of the year-end staff report on tonight’s agenda. 10 Discount Rate Changes 2017-18* (State). . . . 7.5 % --+ 7.375 % 2018-19 * (School/PA) . 7.5 % --+ 7.375 % 2018-19 * (State) ... . 7.375 % --+ 7.25 % 2019 -20 * (School/PA). . 7.375 % --+ 7.25 % 2019-20 * (State) . . . . 7.25 % --+ 7.0 % 2020-21 * (School/PA). . 7.25 % --+ 7.0 % 2012 . . 7.75 % --+ 7.5 % 2004 . 8.25 % --+ 7.75 % * FY req uire d co ntrib ution For the future years, the guidelines states that the City Council may consider an annual contribution of at least 10% but no more than 25% of the annual General Fund surplus (revenues minus expenditures, including transfers) to the Employee Pension Plan Service Fund during its annual budget adoption. CONCLUSION: The City’s retirement benefits are valued on an annual basis by CalPERS’ certified actuaries and the results are reported through an AVR. The report is the documentation for the City’s current and future pension obligations, therefore the fiscal year required payments made to CalPERS are reflected in the City’s Annual Comprehensive Financial Report. Any assumptions outside the report are utilized by Staff for long-term financial planning and possible future policy decisions for City Council’s consideration. In summary, as of June 30, 2020, the AVR indicates that the City’s Market Value of Assets increased by $1.1 million, and AL increased by $2.3 million when compared to the prior year’s report. The variances resulted in an increase to the UAL by 9.2% or $1.2 million, ending the fiscal year at $14.2 million. The City’s funded status decreased from 72.9% to 71.8%. The decreased amounts in the City’s reports are due to accrued liability growing faster than the City’s value of assets, and investment returns ending the year at 4.7% instead of 7%. The positive impact of the 21.3% return at the end of June 30, 2021, will be reflected in next year’s actuarial reports along with the reduction in the discount rate. ALTERNATIVES: In addition to the Staff recommendation, the following alternative action is available for the City Council’s consideration: 1. Take other action, as deemed appropriate. 11 California Public Employees’ Retirement System Actuarial Office 400 Q Street, Sacramento, CA 95811 | Phone: (916) 795-3000 | Fax: (916) 795-2744 888 CalPERS (or 888-225-7377) | TTY: (877) 249-7442 | www.calpers.ca.gov July 2021 Miscellaneous Plan of the City of Rancho Palos Verdes (CalPERS ID: 3846845523) Annual Valuation Report as of June 30, 2020 Dear Employer, Attached to this letter, you will find the June 30, 2020 actuarial valuation report of your CalPERS pension plan. Provided in this report is the determination of the minimum required employer contributions for fiscal year 2022-23. In addition, the report contains important information regarding the current financial status of the plan as well as projections and risk measures to aid in planning for the future. Because this plan is in a risk pool, the following valuation report has been separated into two sections: • Section 1 contains specific information for the plan including the development of the current and projected employer contributions, and • Section 2 contains the Risk Pool Actuarial Valuation appropriate to the plan as of June 30, 2020. Section 2 can be found on the CalPERS website (calpers.ca.gov). From the home page, go to “Forms & Publications” and select “View All”. In the search box, enter “Risk Pool” and from the results list download the Miscellaneous Risk Pool Actuarial Valuation Report for June 30, 2020. Your June 30, 2020 actuarial valuation report contains important actuarial information about your pension plan at CalPERS. Your assigned CalPERS staff actuary, whose signature appears in the Actuarial Certification section on page 1, is available to discuss the report with you. Actuarial valuations are based on assumptions regarding future plan experience including investment return and payroll growth, eligibility for the types of benefits provided, and longevity among retirees. The CalPERS Board of Administration adopts these assumptions after considering the advice of CalPERS actuarial and investment teams and other professionals. Each actuarial valuation reflects all prior differences between actual and assumed experience and adjusts the contribution rates as needed. This valuation is based on an investment return assumption of 7.0% which was adopted by the board in December 2016. Other assumptions used in this report are those recommended in the CalPERS Experience Study and Review of Actuarial Assumptions report from December 2017. Required Contribution The exhibit below displays the minimum employer contributions for fiscal year 2022-23 along with estimates of the required contributions for fiscal year 2023-24. Member contributions other than cost sharing (whether paid by the employer or the employee) are in addition to the results shown below. The employer contributions in this report do not reflect any cost sharing arrangements you may have with your employees. Fiscal Year Employer Normal Cost Rate Employer Amortization of Unfunded Accrued Liability 2022-23 12.21% $1,105,780 Projected Results 2023-24 12.2% $1,187,000 A-1 J~_CalPERS Miscellaneous Plan of the City of Rancho Palos Verdes (CalPERS ID: 3846845523) Annual Valuation Report as of June 30, 2020 Page 2 The actual investment return for fiscal year 2020-21 was not known at the time this report was prepared. The projections above assume the investment return for that year would be 7.00%. To the extent the actual investment return for fiscal year 2020-21 differs from 7.00%, the actual contribution requirements for fiscal year 2023-24 will differ from those shown above. For additional details regarding the assumptions and methods used for these projections please refer to the “Projected Employer Contributions” in the “Highlights and Executive Summary” section. This section also contains projected required contributions through fiscal year 2027-28. Changes from Previous Year’s Valuation There are no significant changes in actuarial assumptions or policies in your 2020 actuarial valuation. Your annual valuation report is an important tool for monitoring the health of your CalPERS pension plan. Your report contains useful information about future required contributions and ways to control your plan’s funding progress. In addition to your annual actuarial report my office has developed tools for employers to plan, project and protect the retirement benefits of your employees. Pension Outlook is a tool to help plan and budget pension costs into the future with easy to understand results and charts. You will be able to view the projected funded status and required employer contributions for pension plans in different potential scenarios for up to 30 years into the future — which will make budgeting more predictable. While Pension Outlook can't predict the future, it can provide valuable planning information based on a variety of future scenarios that you select. Pension Outlook can help you answer specific questions about your plans, including: • When is my plan’s funded status expected to increase? • What happens to my required contributions in a down market? • How does the discount rate assumption affect my contributions? • What is the impact of making an additional discretionary payment to my plan? To get started, visit our Pension Outlook page at www.calpers.ca.gov/page/employers/actuarial-resources/pension- outlook-overview and take the steps to register online. CalPERS will be completing an Asset Liability Management (ALM) review process in November 2021 that will review the capital market assumptions and the strategic asset allocation and ascertain whether a change in the discount rate and other economic assumptions is warranted. In addition, the Actuarial Office will be completing its Experience Study to review the demographic experience within the pension system and make recommendations to modify future assumptions where appropriate. Furthermore, this valuation does not reflect any impacts from the COVID-19 pandemic on your pension plan. The impact of COVID-19 on retirement plans is not yet known and CalPERS actuaries will continue to monitor the effects and where necessary make future adjustments to actuarial assumptions. Further descriptions of general changes are included in the “Highlights and Executive Summary” section and in Appendix A of the Section 2 report, “Actuarial Methods and Assumptions.” Questions We understand that you might have questions about these results, and your assigned CalPERS actuary whose signature is on the valuation report is available to discuss. If you have other questions, you may call the Customer Contact Center at (888)-CalPERS or (888-225-7377). Sincerely, SCOTT TERANDO, ASA, EA, MAAA, FCA, CFA Chief Actuary A-2 Actuarial Valuation as of June 30, 2020 for the Miscellaneous Plan of the City of Rancho Palos Verdes (CalPERS ID: 3846845523) Required Contributions for Fiscal Year July 1, 2022 - June 30, 2023 A-3 A CalPERS Table of Contents Section 1 – Plan Specific Information Section 2 – Risk Pool Actuarial Valuation Information A-4 Section 1 CALIFORNIA PUBLIC EM PLOYEES’ RETIREMENT SYSTEM Plan Specific Information for the Miscellaneous Plan of the City of Rancho Palos Verdes (CalPERS ID: 3846845523) (Rate Plan ID: 1107) A-5 Rate Plan belonging to the Miscellaneous Risk Pool Table of Contents Actuarial Certification 1 Highlights and Executive Summary Introduction 3 Purpose of Section 1 3 Required Employer Contributions 4 Additional Discretionary Employer Contributions 5 Plan’s Funded Status 6 Projected Employer Contributions 6 Other Pooled Miscellaneous Risk Pool Rate Plans 7 Cost 8 Changes Since the Prior Year’s Valuation 9 Subsequent Events 9 Assets and Liabilities Breakdown of Entry Age Accrued Liability 11 Allocation of Plan’s Share of Pool’s Experience/Assumption Change 11 Development of Plan’s Share of Pool’s Market Value of Assets 11 Schedule of Plan’s Amortization Bases 12 Amortization Schedule and Alternatives 14 Employer Contribution History 16 Funding History 16 Risk Analysis Future Investment Return Scenarios 18 Discount Rate Sensitivity 19 Mortality Rate Sensitivity 19 Maturity Measures 20 Maturity Measures History 21 Hypothetical Termination Liability 22 Participant Data 23 List of Class 1 Benefit Provisions 23 Plan’s Major Benefit Options 24 A-6 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 1 Actuarial Certification Section 1 of this report is based on the member and financial data contained in our records as of June 30, 2020 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, 2020 provided by employers participating in the Miscellaneous Risk Pool to which the plan belongs and benefit provisions under the CalPERS contracts for those agencies. As set forth in Section 2 of this report, the pool actuaries have certified that, in their 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. Having relied upon the information set forth in Section 2 of this report and based on the census and benefit provision information for the plan, it is my opinion as the plan actuary that the Unfunded Accrued Liability amortization bases as of June 30, 2020 and employer contribution as of July 1, 2022 have been properly and accurately determined in accordance with the principles and standards stated above. The undersigned is an actuary who satisfies the Qualification Standards for Actuaries Issuing Statements of Actuarial Opinion in the United States with regard to pensions. STUART BENNETT, ASA, MAAA Senior Pension Actuary, CalPERS A-7 Highlights and Executive Summary • Introduction • Purpose of Section 1 • Required Employer Contributions • Additional Discretionary Employer Contributions • Plan’s Funded Status • Projected Employer Contributions • Other Pooled Miscellaneous Risk Pool Rate Plans • Cost • Changes Since the Prior Year’s Valuation • Subsequent Events A-8 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 3 Introduction This report presents the results of the June 30, 2020 actuarial valuation of the Miscellaneous Plan of the City of Rancho Palos Verdes of the California Public Employees’ Retirement System (CalPERS). This actuarial valuation sets the required employer contributions for fiscal year 2022-23. Purpose of Section 1 This Section 1 report for the Miscellaneous Plan of the City of Rancho Palos Verdes of CalPERS was prepared by the plan actuary in order to: • Set forth the assets and accrued liabilities of this plan as of June 30, 2020; • Determine the minimum required employer contribution for this plan for the fiscal year July 1, 2022 through June 30, 2023; and • Provide actuarial information as of June 30, 2020 to the CalPERS Board of Administration and other interested parties. The pension funding information presented in this report should not be used in financial reports subject to Governmental Accounting Standards Board (GASB) Statement No. 68 for a Cost Sharing Employer Defined Benefit Pension Plan. A separate accounting valuation report for such purposes is available on the CalPERS website. The measurements shown in this actuarial valuation may not be applicable for other purposes. The employer should contact their actuary before disseminating any portion of this report for any reason that is not explicitly described above. Future actuarial measurements may differ significantly from the current measurements presented in this report due to such factors as the following: plan experience differing from that anticipated by the economic or demographic assumptions; changes in economic or demographic assumptions; changes in actuarial policies; and changes in plan provisions or applicable law. Assessment and Disclosure of Risk This report includes the following risk disclosures consistent with the recommendations of Actuarial Standards of Practice No. 51 and recommended by the California Actuarial Advisory Panel (CAAP) in the Model Disclosure Elements document: • A “Scenario Test,” projecting future results under different investment income returns. • A “Sensitivity Analysis,” showing the impact on current valuation results using alternative discount rates of 6.0% and 8.0%. • A “Sensitivity Analysis,” showing the impact on current valuation results assuming rates of mortality are 10% lower or 10% higher than our current post- retirement mortality assumptions adopted in 2017. • Pension Plan maturity measures quantifying the risks the employer bears. A-9 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 4 Required Employer Contributions Fiscal Year Required Employer Contributions 2022-23 Employer Normal Cost Rate 12.21% Plus Required Payment on Amortization Bases1 $1,105,780 Paid either as 1) Monthly Payment $92,148.33 Or 2) Annual Prepayment Option* $1,068,998 The total minimum required employer contribution is the sum of the Plan’s Employer Normal Cost Rate (expressed as a percentage of payroll and paid as payroll is reported) plus the Employer Unfunded Accrued Liability (UAL) Contribution Amount (billed monthly (1) or prepaid annually (2) in dollars). * Only the UAL portion of the employer contribution can be prepaid (which must be received in full no later than July 31). Fiscal Year Fiscal Year 2021-22 2022-23 Development of Normal Cost as a Percentage of Payroll Base Total Normal Cost for Formula 19.55% 19.55% Surcharge for Class 1 Benefits2 a) FAC 1 0.61% 0.62% Phase out of Normal Cost Difference3 0.00% 0.00% Plan’s Total Normal Cost 20.16% 20.17% Formula's Expected Employee Contribution Rate 7.96% 7.96% Employer Normal Cost Rate 12.20% 12.21% 1 The required payment on amortization bases does not take into account any additional discretionary payment made after April 30, 2021. 2 Section 2 of this report contains a list of Class 1 benefits and corresponding surcharges for each benefit. 3 The normal cost change is phased out over a five-year period in accordance with the CalPERS contribution allocation policy. A-10 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 5 Additional Discretionary Employer Contributions The minimum required employer contribution towards the Unfunded Accrued Liability (UAL) for this rate plan for the 2022-23 fiscal year is $1,105,780. CalPERS allows employers to make additional discretionary payments (ADPs) at any time and in any amount. These optional payments serve to reduce the UAL and future required contributions and can result in significant long-term savings. Employers can also use ADPs to stabilize annual contributions as a fixed dollar amount, percent of payroll or percent of revenue. Provided below are select ADP options for consideration. Making such an ADP during fiscal year 2022-23 does not require an ADP be made in any future year, nor does it change the remaining amortization period of any portion of unfunded liability. For information on permanent changes to amortization periods, see the “Amortization Schedule and Alternatives” section of the report. If you are considering making an ADP, please contact your actuary for additional information. Minimum Required Employer Contribution for Fiscal Year 2022-23 Estimated Normal Cost Minimum UAL Payment ADP Total UAL Contribution Estimated Total Contribution $231,743 $1,105,780 $0 $1,105,780 $1,337,523 Alternative Fiscal Year 2022-23 Employer Contributions for Greater UAL Reduction Funding Target Estimated Normal Cost Minimum UAL Payment ADP1 Total UAL Contribution Estimated Total Contribution 20 years $231,743 $1,105,780 $152,583 $1,258,363 $1,490,106 15 years $231,743 $1,105,780 $357,905 $1,463,685 $1,695,428 10 years $231,743 $1,105,780 $792,271 $1,898,051 $2,129,794 5 years $231,743 $1,105,780 $2,145,555 $3,251,335 $3,483,078 1 The ADP amounts are assumed to be made in the middle of the fiscal year. A payment made earlier or later in the fiscal year would have to be less or more than the amount shown to have the same effect on the UAL amortization. Note that the calculations above are based on the projected Unfunded Accrued Liability as of June 30, 2022 as determined in the June 30, 2020 actuarial valuation. New unfunded liabilities can emerge in future years due to assumption or method changes, changes in plan provisions and actuarial experience different than assumed. Making an ADP illustrated above for the indicated number of years will not result in a plan that is exactly 100% funded in the indicated number of years. Valuation results will vary from one year to the next and can diverge significantly from projections over a period of several years. A-11 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 6 Plan’s Funded Status June 30, 2019 June 30, 2020 1. Present Value of Projected Benefits (PVB) $47,090,224 $48,055,650 2. Entry Age Accrued Liability (AL) 44,696,421 46,073,081 3. Plan’s Market Value of Assets (MVA) 32,015,078 32,343,280 4. Unfunded Accrued Liability (UAL) [(2) - (3)] 12,681,343 13,729,801 5. Funded Ratio [(3) / (2)] 71.6% 70.2% This measure of funded status is an assessment of the need for future employer contributions based on the selected actuarial cost method used to fund the plan. The UAL is the present value of future employer contributions for service that has already been earned and is in addition to future normal cost contributions for active members. For a measure of funded status that is appr opriate for assessing the sufficiency of plan assets to cover estimated termination liabilities, please see “Hypothetical Termination Liability” in the “Risk Analysis” section. Projected Employer Contributions The table below shows the required and projected employer contributions (before cost sharing) for the next six fiscal years. The projection assumes that all actuarial assumptions will be realized and that no further changes to assumptions, contributions, benefits, or funding will occur during the projection period. Actual contribution rates during this projection period could be significantly higher or lower than the projection shown below. Required Contribution Projected Future Employer Contributions (Assumes 7.00% Return for Fiscal Year 2020-21) Fiscal Year 2022-23 2023-24 2024-25 2025-26 2026-27 2027-28 Rate Plan 1107 Results Normal Cost % 12.21% 12.2% 12.2% 12.2% 12.2% 12.2% UAL Payment $1,105,780 $1,187,000 $1,273,000 $1,328,000 $1,380,000 $1,414,000 For some sources of UAL, the change in UAL is amortized using a 5-year ramp up. For more information, please see “Amortization of the Unfunded Actuarial Accrued Liability” under “Actuarial Methods” in Appendix A of the Section 2 Report. This method phases in the impact of the change in UAL over a 5-year period in order to reduce employer cost volatility from year to year. As a result of this methodology, dramatic changes in the required employer contributions in any one year are less likely. However, required contributions can change gradually and significantly over the next five years. In years when there is a large increase in UAL, the relatively small amortization payments during the ramp up period could result in a funded ratio that is projected to decrease initially while the contribution impact of the increase in the UAL is phased in. For projected contributions under alternate investment return scenarios, please see the “Future Investment Return Scenarios” in the “Risk Analysis” section. Our online pension plan modeling and projection tool, Pension Outlook, is available in the Employers section of the CalPERS website. Pension Outlook is a tool to help plan and budget pension costs into the future with results and charts that are easy to understand. A-12 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 7 Other Pooled Miscellaneous Risk Pool Rate Plans All of the results presented in this Section 1 report, except those shown below, correspond to rate plan 1107. In many cases, employers have additional rate plans within the same risk pool. For cost analysis and budgeting it is useful to consider contributions for these rate plans as a whole rather than individually. The estimated contribution amounts and rates for all of the employer’s rate plans in the Miscellaneous Risk Pool are shown below and assume that the payroll for each rate plan will grow according to the overall payroll growth assumption of 2.75% per year for three years. Fiscal Year Fiscal Year 2021-22 2022-23 Estimated Combined Employer Contributions for all Pooled Miscellaneous Rate Plans Projected Payroll for the Contribution Year $6,845,623 $6,591,713 Estimated Employer Normal Cost $639,524 $602,020 Required Payment on Amortization Bases $1,002,749 $1,141,678 Estimated Total Employer Contributions $1,642,273 $1,743,698 Estimated Total Employer Contribution Rate (illustrative only) 23.99% 26.45% A-13 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 8 Cost Actuarial Determination of Pension Plan Cost Contributions to fund the pension plan are comprised of two components: • Normal Cost, expressed as a percentage of total active payroll • Amortization of the Unfunded Accrued Liability (UAL), expressed as a dollar amount For fiscal years prior to 2016-17, the Amortization of UAL component was expressed as a percentage of total active payroll. Starting with fiscal year 2016-17, the Amortization of UAL component was expressed as a dollar amount and invoiced on a monthly basis. There continues to be an option to prepay this amount during July of each fiscal year. The Normal Cost component is expressed as a percentage of active payroll with employer and employee contributions payable as part of the regular payroll reporting process. The determination of both components requires complex actuarial calculations. The calculations are based on a set of actuarial assumptions which can be divided into two categories: • Demographic assumptions (e.g., mortality rates, retirement rates, employment termination rates, disability rates) • Economic assumptions (e.g., future investment earnings, inflation, salary growth rates) These assumptions reflect CalPERS’ best estimate of future experience of the plan and are long term in nature. We recognize that all assumptions will not be realized in any given year. For example, the investment earnings at CalPERS have averaged 5.5% over the 20 years ending June 30, 2020, yet individual fiscal year returns have ranged from -23.6% to +20.7%. In addition, CalPERS reviews all actuarial assumptions by conducting in-depth experience studies every four years, with the most recent experience study completed in 2017. A-14 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 9 Changes Since the Prior Year’s Valuation Benefits The standard actuarial practice at CalPERS is to recognize mandated legislative benefit changes in the first annual valuation following the effective date of the legislation. Voluntary benefit changes by plan amendment are generally included in the first valuation that is prepared after the amendment becomes effective, even if the valuation date is prior to the effective date of the amendment. This valuation generally reflects plan changes by amendments effective before the date of the report. Please refer to the “Plan’s Major Benefit Options” and Appendix B of the Section 2 Report for a summary of the plan provisions used in this valuation. Actuarial Methods and Assumptions The are no significant changes to the actuarial methods or assumptions for the 2020 actuarial valuation. Subsequent Events The contribution requirements determined in this actuarial valuation report are based on demographic and financial information as of June 30, 2020. Changes in the value of assets subsequent to that date are not reflected. Investment returns below the assumed rate of return will increase future required contributions while investment returns above the assumed rate of return will decrease future required contributions. CalPERS will be completing an Asset Liability Management (ALM) process in November 2021 that will review the capital market assumptions and the strategic asset allocation and ascertain whether a change in the discount rate and other economic assumptions is warranted. As part of the ALM process the Actuarial Office will be completing an Experience Study to review the demographic experience of the retirement system and make recommendations to modify future assumptions where appropriate. Furthermore, this valuation does not reflect any impacts from the COVID-19 pandemic on your pension plan. The impact of COVID-19 on retirement plans is not yet known and CalPERS actuaries will continue to monitor the effects and where necessary make future adjustments to actuarial assumptions. The projected employer contributions on Page 6 are calculated under the assumption that the discount rate remains at 7.0% going forward and that the realized rate of return on assets for fiscal year 2020-21 is 7.0%. This actuarial valuation report reflects statutory changes, regulatory changes and CalPERS Board actions through January 2021. Any subsequent changes or actions are not reflected. A-15 Assets and Liabilities • Breakdown of Entry Age Accrued Liability • Allocation of Plan’s Share of Pool’s Experience/Assumption Change • Development of Plan’s Share of Pool’s Market Value of Assets • Schedule of Plan’s Amortization Bases • Amortization Schedule and Alternatives • Employer Contribution History • Funding History A-16 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 11 Breakdown of Entry Age Accrued Liability Active Members $9,966,516 Transferred Members 5,921,671 Terminated Members 2,704,376 Members and Beneficiaries Receiving Payments 27,480,518 Total $46,073,081 Allocation of Plan’s Share of Pool’s Experience/Assumption Change It is the policy of CalPERS to ensure equity within the risk pools by allocating the pool’s experience gains/losses and assumption changes in a manner that treats each employer equitably and maintains benefit security for the members of the System while minimizing substantial variations in employer contributions. The Pool’s experience gains/losses and impact of assumption/method changes is allocated to the plan as follows: 1. Plan’s Accrued Liability $46,073,081 2. Projected UAL balance at 6/30/2020 12,821,336 3. Pool’s Accrued Liability1 19,314,480,060 4. Sum of Pool’s Individual Plan UAL Balances at 6/30/20201 4,306,566,797 5. Pool’s 2019/20 Investment (Gain)/Loss1 344,968,792 6. Pool’s 2019/20 Non-Investment (Gain)/Loss1 60,428,629 7. Plan’s Share of Pool’s Investment (Gain)/Loss: [(1) - (2)] ÷ [(3) - (4)] × (5) 764,318 8. Plan’s Share of Pool’s Non-Investment (Gain)/Loss: (1) ÷ (3) × (6) 144,147 9. Plan’s New (Gain)/Loss as of 6/30/2020: (7) + (8) 908,465 1 Does not include plans that transferred to Pool on the valuation date. Development of the Plan’s Share of Pool’s Market Value of Assets 10. Plan’s UAL: (2) + (9) $13,729,801 11. Plan’s Share of Pool’s MVA: (1) - (10) $32,343,280 A-17 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 12 Schedule of Plan’s Amortization Bases Note that there is a two-year lag between the valuation date and the start of the contribution fiscal year. • The assets, liabilities, and funded status of the plan are measured as of the valuation date: June 30, 2020. • The required employer contributions determined by the valuation are for the fiscal year beginning two years after the valuation date: fiscal year 2022-23. This two-year lag is necessary due to the amount of time needed to extract and test the membership and financial data, and the need to provi de public agencies with their required employer contribution well in advance of the start of the fiscal year. The Unfunded Accrued Liability (UAL) is used to determine the employer contribution and therefore must be rolled forward two years from the valuat ion date to the first day of the fiscal year for which the contribution is being determined. The UAL is rolled forward each year by subtracting the expected payment on the UAL for the fiscal year and adjusting for interest. The expected payment for the first fiscal year is determined by the actuarial valuation two years ago and the contribution for the second year is from the actuarial valuation one year ago. Additional discretionary payments are reflected in the Expected Payments column in the fiscal year they were made by the agency. Reason for Base Date Est. Ramp Level 2022-23 Ramp Shape Escala- tion Rate Amort. Period Balance 6/30/20 Expected Payment 2020-21 Balance 6/30/21 Expected Payment 2021-22 Balance 6/30/22 Minimum Required Payment 2022-23 Share of Pre-2013 Pool UAL 6/30/13 No Ramp 2.75% 14 4,013,348 345,573 3,936,819 355,076 3,845,103 364,841 Non-Investment (Gain)/Loss 6/30/13 100% Up/Down 2.75% 23 (37,721) (2,559) (37,714) (2,629) (37,635) (2,702) Investment (Gain)/Loss 6/30/13 100% Up/Down 2.75% 23 4,089,671 277,431 4,088,971 285,060 4,080,331 292,900 Non-Investment (Gain)/Loss 6/30/14 100% Up/Down 2.75% 24 3,418 226 3,423 232 3,423 239 Investment (Gain)/Loss 6/30/14 100% Up/Down 2.75% 24 (2,992,054) (197,855) (2,996,835) (203,296) (2,996,322) (208,887) Assumption Change 6/30/14 100% Up/Down 2.75% 14 1,878,702 178,644 1,825,420 183,557 1,763,327 188,605 Non-Investment (Gain)/Loss 6/30/15 100% Up/Down 2.75% 25 (160,532) (8,396) (163,084) (10,784) (163,345) (11,081) Investment (Gain)/Loss 6/30/15 100% Up/Down 2.75% 25 1,899,061 99,329 1,929,249 127,575 1,932,332 131,084 Non-Investment (Gain)/Loss 6/30/16 100% Up/Down 2.75% 26 (294,868) (11,588) (303,522) (15,875) (308,347) (20,390) Investment (Gain)/Loss 6/30/16 100% Up/Down 2.75% 26 2,290,889 90,029 2,358,125 123,340 2,395,610 158,414 Assumption Change 6/30/16 100% Up/Down 2.75% 16 717,221 39,049 727,034 53,497 722,589 68,710 Non-Investment (Gain)/Loss 6/30/17 80% Up/Down 2.75% 27 (63,823) (1,697) (66,535) (2,615) (68,487) (3,582) Investment (Gain)/Loss 6/30/17 80% Up/Down 2.75% 27 (1,198,661) (31,862) (1,249,609) (49,108) (1,286,284) (67,278) Assumption Change 6/30/17 80% Up/Down 2.75% 17 823,512 30,030 850,095 46,283 861,726 63,408 Non-Investment (Gain)/Loss 6/30/18 60% Up/Down 2.75% 28 186,795 2,551 197,232 5,243 205,615 8,080 Investment (Gain)/Loss 6/30/18 60% Up/Down 2.75% 28 (364,975) (4,985) (385,367) (10,244) (401,746) (15,788) Assumption Change 6/30/18 60% Up/Down 2.75% 18 1,312,657 24,474 1,379,227 50,294 1,423,748 77,516 Method Change 6/30/18 60% Up/Down 2.75% 18 365,787 6,820 384,337 14,015 396,743 21,601 Non-Investment (Gain)/Loss 6/30/19 No Ramp 0.00% 19 184,563 0 197,482 18,021 192,665 18,021 A-18 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 13 Schedule of Plan’s Amortization Bases (continued) Reason for Base Date Est. Ramp Level 2022-23 Ramp Shape Escala- tion Rate Amort. Period Balance 6/30/20 Expected Payment 2020-21 Balance 6/30/21 Expected Payment 2021-22 Balance 6/30/22 Minimum Required Payment 2022-23 Investment (Gain)/Loss 6/30/19 40% Up Only 0.00% 19 168,346 0 180,130 3,938 188,666 7,877 Non-Investment (Gain)/Loss 6/30/20 No Ramp 0.00% 20 144,147 0 154,237 0 165,034 15,060 Investment (Gain)/Loss 6/30/20 20% Up Only 0.00% 20 764,318 0 817,820 0 875,067 19,132 Total 13,729,801 835,214 13,826,935 971,580 13,789,813 1,105,780 The (gain)/loss bases are the plan’s allocated share of the risk pool’s (gain)/loss for the fiscal year as disclosed in “Allocation of Plan’s Share of Pool’s Experience/Assumption Change” earlier in this section. These (gain)/loss bases will be amortized in accordance with the CalPERS amortization policy in effect at the time the base was established. A-19 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 14 Amortization Schedule and Alternatives The amortization schedule on the previous page shows the minimum contributions required according to the CalPERS amortization policy. Many agencies have expressed a desire for a more stable pattern of payments or have indicated interest in paying off the unfunded accrued liabilities more quickly than required. As such, we have provided alternative amortization schedules to help analyze the current amortization schedule and illustrate the potential savings of accelerating unfunded liability payments. Shown on the following page are future year amortization payments based on 1) the current amortization schedule reflecting the individual bases and remaining periods shown on the previous page, and 2) alternative “fresh start” amortization schedules using two sample periods that would both result in interest savings relative to the current amortization schedule. To initiate a Fresh Start, please consult with your plan actuary. The Current Amortization Schedule typically contains both positive and negative bases. Positive bases result from plan changes, assumption changes, method changes or plan experience that increase unfunded liability. Negative bases result from plan changes, assumption changes, method changes, or plan experience that decrease unfunded liability. The combination of positive and negative bases within an amortization schedule can result in unusual or problematic circumstances in future years, such as: • When a negative payment would be required on a positive unfunded actuarial liability; or • When the payment would completely amortize the total unfunded liability in a very short time period, and results in a large change in the employer contribution requirement. In any year when one of the above scenarios occurs, the actuary will consider corrective action such as replacing the existing unfunded liability bases with a single “fresh start” base and amortizing it over a reasonable period. The Current Amortization Schedule on the following page may appear to show that, based on the current amortization bases, one of the above scenarios will occur at some point in the future. It is impossible to know today whether such a scenario will in fact arise since there will be additional bases added to the amortization schedule in each future year. Should such a scenario arise in any future year, the actuary will take appropriate action based on guidelines in the CalPERS amortization policy. A-20 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 15 Amortization Schedule and Alternatives (continued) Alternate Schedules Current Amortization Schedule 15 Year Amortization 10 Year Amortization Date Balance Payment Balance Payment Balance Payment 6/30/2022 13,789,813 1,105,780 13,789,813 1,463,685 13,789,813 1,898,051 6/30/2023 13,611,271 1,186,999 13,241,052 1,463,685 12,791,741 1,898,051 6/30/2024 13,336,222 1,272,594 12,653,878 1,463,685 11,723,804 1,898,051 6/30/2025 12,953,377 1,327,742 12,025,602 1,463,685 10,581,111 1,898,051 6/30/2026 12,486,688 1,379,832 11,353,347 1,463,685 9,358,430 1,898,051 6/30/2027 11,933,448 1,413,696 10,634,034 1,463,685 8,050,161 1,898,051 6/30/2028 11,306,454 1,448,490 9,864,369 1,463,685 6,650,313 1,898,051 6/30/2029 10,599,575 1,484,240 9,040,827 1,463,685 5,152,476 1,898,051 6/30/2030 9,806,237 1,520,976 8,159,637 1,463,684 3,549,790 1,898,051 6/30/2031 8,919,366 1,558,720 7,216,765 1,463,684 1,834,916 1,898,052 6/30/2032 7,931,371 1,548,025 6,207,892 1,463,685 6/30/2033 6,885,277 1,535,678 5,128,397 1,463,684 6/30/2034 5,778,729 1,502,561 3,973,338 1,463,685 6/30/2035 4,628,982 1,444,021 2,737,424 1,463,684 6/30/2036 3,459,305 799,537 1,414,997 1,463,684 6/30/2037 2,874,409 723,354 6/30/2038 2,327,374 642,491 6/30/2039 1,825,691 578,539 6/30/2040 1,355,043 536,525 6/30/2041 894,910 412,305 6/30/2042 531,062 281,817 6/30/2043 276,722 218,309 6/30/2044 70,272 72,690 6/30/2045 6/30/2046 6/30/2047 6/30/2048 6/30/2049 6/30/2050 6/30/2051 Total 23,994,921 21,955,270 18,980,511 Interest Paid 10,205,108 8,165,457 5,190,698 Estimated Savings 2,039,651 5,014,410 A-21 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 16 Employer Contribution History The table below provides a recent history of the required employer contributions for the plan. The amounts are based on the actuarial valuation from two years prior and does not account for prepayments or benefit changes made during a fiscal year. Additional discretionary payments before July 1, 2019 or after June 30, 2020 are not included. [ Fiscal Year Employer Normal Cost Unfunded Liability Payment ($) Additional Discretionary Payments 2016 - 17 10.069% $413,568 N/A 2017 - 18 10.110% 495,784 N/A 2018 - 19 10.609% 613,118 N/A 2019 - 20 11.432% 739,621 0 2020 - 21 12.361% 835,213 2021 - 22 12.20% 971,580 2022 - 23 12.21% 1,105,780 Funding History The table below shows the recent history of the actuarial accrued liability, share of the pool’s market value of assets, unfunded accrued liability, funded ratio, and annual covered payroll. Valuation Date Accrued Liability (AL) Share of Pool’s Market Value of Assets (MVA) Unfunded Accrued Liability (UAL) 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 06/30/2013 30,369,005 23,138,924 7,230,081 76.2% 5,026,814 06/30/2014 32,822,157 26,128,062 6,694,095 79.6% 4,349,951 06/30/2015 34,740,823 26,564,734 8,176,089 76.5% 3,599,187 06/30/2016 36,088,996 25,521,188 10,567,808 70.7% 3,009,689 06/30/2017 39,354,331 28,819,602 10,534,729 73.2% 2,750,098 06/30/2018 42,896,179 30,796,160 12,100,019 71.8% 2,172,158 06/30/2019 44,696,421 32,015,078 12,681,343 71.6% 1,953,729 06/30/2020 46,073,081 32,343,280 13,729,801 70.2% 1,749,626 A-22 Risk Analysis • Future Investment Return Scenarios • Discount Rate Sensitivity • Mortality Rate Sensitivity • Maturity Measures • Maturity Measures History • Hypothetical Termination Liability A-23 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 18 Future Investment Return Scenarios Analysis was performed to determine the effects of various future investment returns on required employer contributions. The projections below provide a range of results based on five investment return scenarios assumed to occur during the next four fiscal years (2020-21, 2021-22, 2022-23 and 2023-24). The projections also assume that all other actuarial assumptions will be realized and that no further changes to assumptions, contributions, benefits, or funding will occur. For fiscal years 2020-21, 2021-22, 2022-23, and 2023-24, each scenario assumes an alternate fixed annual return. The fixed return assumptions for the five scenarios are 1.0%, 4.0%, 7.0%, 9.0% and 12.0%. These alternate investment returns were chosen based on stochastic analysis of possible future investment returns over the four-year period ending June 30, 2024. Using the expected returns and volatility of the asset classes in which the funds are invested, we produced five thousand stochastic outcomes for this period based on the most recently completed Asset Liability Management process. We then selected annual returns that approximate the 5th, 25th, 50th, 75th, and 95th percentiles for these outcomes. For example, of all the 4-year outcomes generated in the stochastic analysis, approximately 25% had an average annual return of 4.0% or less. Required contributions outside of this range are also possible. In particular, whereas it is unlikely that investment returns will average less than 1.0% or greater than 12.0% over this four-year period, the likelihood of a single investment return less than 1.0% or greater than 12.0% in any given year is much greater. Assumed Annual Return From 2020-21 through 2023-24 Projected Employer Contributions 2023-24 2024-25 2025-26 2026-27 1.0% Normal Cost 12.2% 12.2% 12.2% 12.2% UAL Contribution $1,236,000 $1,419,000 $1,620,000 $1,869,000 4.0% Normal Cost 12.2% 12.2% 12.2% 12.2% UAL Contribution $1,211,000 $1,346,000 $1,477,000 $1,632,000 7.0% Normal Cost 12.2% 12.2% 12.2% 12.2% UAL Contribution $1,187,000 $1,273,000 $1,328,000 $1,380,000 9.0% Normal Cost 12.5% 12.7% 13.0% 13.2% UAL Contribution $1,173,000 $1,234,000 $1,253,000 $1,254,000 12.0% Normal Cost 12.5% 12.7% 13.0% 13.2% UAL Contribution $1,149,000 $1,159,000 $1,096,000 $982,000 A-24 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 19 Discount Rate Sensitivity The discount rate assumption is calculated as the sum of the assumed real rate of return and the assumed annual price inflation, currently 4.50% and 2.50%, respectively. Changing either the price inflation assumption or the real rate of return assumption will change the discount rate. The sensitivity of the valuation results to the discount rate assumption depends on which component of the discount rate is changed. Shown below are various valuation results as of June 30, 2020 assuming alternate discount rates by changing the two components independently. Results are shown using the current discount rate of 7.0% as well as alternate discount rates of 6.0% and 8.0%. The rates of 6.0% and 8.0% were selected since they illustrate the impact of a 1.0% increase or decrease to the 7.0% assumption. Sensitivity to the Real Rate of Return Assumption As of June 30, 2020 1% Lower Real Return Rate Current Assumptions 1% Higher Real Return Rate Discount Rate 6.0% 7.0% 8.0% Inflation 2.5% 2.5% 2.5% Real Rate of Return 3.5% 4.5% 5.5% a) Total Normal Cost 25.25% 20.17% 16.29% b) Accrued Liability $52,023,368 $46,073,081 $41,164,111 c) Market Value of Assets $32,343,280 $32,343,280 $32,343,280 d) Unfunded Liability/(Surplus) [(b) - (c)] $19,680,088 $13,729,801 $8,820,831 e) Funded Status 62.2% 70.2% 78.6% Sensitivity to the Price Inflation Assumption As of June 30, 2020 1% Lower Inflation Rate Current Assumptions 1% Higher Inflation Rate Discount Rate 6.0% 7.0% 8.0% Inflation 1.5% 2.5% 3.5% Real Rate of Return 4.5% 4.5% 4.5% a) Total Normal Cost 21.54% 20.17% 18.57% b) Accrued Liability $48,656,725 $46,073,081 $42,809,722 c) Market Value of Assets $32,343,280 $32,343,280 $32,343,280 d) Unfunded Liability/(Surplus) [(b) - (c)] $16,313,445 $13,729,801 $10,466,442 e) Funded Status 66.5% 70.2% 75.6% Mortality Rate Sensitivity The following table looks at the change in the June 30, 2020 plan costs and funded status under two different longevity scenarios, namely assuming post-retirement rates of mortality are 10% lower or 10% higher than our current mortality assumptions adopted in 2017. This type of analysis highlights the impact on the plan of improving or worsening mortality over the long-term. As of June 30, 2020 10% Lower Mortality Rates Current Assumptions 10% Higher Mortality Rates a) Total Normal Cost 20.51% 20.17% 19.85% b) Accrued Liability $46,967,981 $46,073,081 $45,246,960 c) Market Value of Assets $32,343,280 $32,343,280 $32,343,280 d) Unfunded Liability/(Surplus) [(b) - (c)] $14,624,701 $13,729,801 $12,903,680 e) Funded Status 68.9% 70.2% 71.5% A-25 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 20 Maturity Measures As pension plans mature they become more sensitive to risks. Understanding plan maturity and how it affects the ability of a pension plan sponsor to tolerate risk is important in understanding how the pension plan is impacted by investment return volatility, other economic variables and changes in longevity or other demographic assumptions. Since it is the employer that bears the risk, it is appropriate to perform this analysis on a pension plan level considering all rate plans. The following measures are for one rate plan only. One way to look at the maturity level of CalPERS and its plans is to look at the ratio of a plan’s retiree liability to its total liability. A pension plan in its infancy will have a very low ratio of retiree liability to total liability. As the plan matures, the ratio starts increasing. A mature plan will often have a ratio above 60%-65%. Ratio of Retiree Accrued Liability to Total Accrued Liability June 30, 2019 June 30, 2020 1. Retired Accrued Liability 26,051,236 27,480,518 2. Total Accrued Liability 44,696,421 46,073,081 3. Ratio of Retiree AL to Total AL [(1) / (2)] 0.58 0.60 Another measure of maturity level of CalPERS and its plans is to look at the ratio of actives to retirees, also called the Support Ratio. A pension plan in its infancy will have a very high ratio of active to retired members. As the plan matures, and members retire, the ratio starts declining. A mature plan will often have a ratio near or below one. The average support ratio for CalPERS public agency plans is 1.25. Support Ratio June 30, 2019 June 30, 2020 1. Number of Actives 28 24 2. Number of Retirees 91 99 3. Support Ratio [(1) / (2)] 0.31 0.24 A-26 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 21 Maturity Measures (Continued) The actuarial calculations supplied in this communication are based on various assumptions about long-term demographic and economic behavior. Unless these assumptions (e.g., terminations, deaths, disabilities, retirements, salary growth, and investment return) are exactly realized e ach year, there will be differences on a year-to-year basis. The year-to-year differences between actual experience and the assumptions are called actuarial gains and losses and serve to lower or raise required employer contributions from one year to the next. Therefore, employer contributions will inevitably fluctuate, especially due to the ups and downs of investment returns. Asset Volatility Ratio (AVR) Shown in the table below is the asset volatility ratio (AVR), which is the ratio of market value of assets to payroll. Plans that have higher AVR experience more volatile employer contributions (as a percentage of payroll) due to investment return. For example, a plan with an asset-to-payroll ratio of 8 may experience twice the contribution volatility due to investment return volatility than a plan with an asset-to-payroll ratio of 4. It should be noted that this ratio is a measure of the current situation. It increases over time but generally tends to stabilize as t he plan matures. Liability Volatility Ratio (LVR) Also shown in the table below is the liability volatility ratio (LVR), which is the ratio of accrued liability to payroll. Plans that have a higher LVR experience more volatile employer contributions (as a percentage of payroll) due to investment return and changes in liability. For example, a plan with LVR ratio of 8 is expected to have twice the contribution volatility of a plan with LVR of 4. It should be noted that this ratio indicates a longer-term potential for contribution volatility. The AVR, described above, will tend to move closer to the LVR as a plan matures. Contribution Volatility June 30, 2019 June 30, 2020 1. Market Value of Assets $32,015,078 $32,343,280 2. Payroll 1,953,729 1,749,626 3. Asset Volatility Ratio (AVR) [(1) / (2)] 16.4 18.5 4. Accrued Liability $44,696,421 $46,073,081 5. Liability Volatility Ratio (LVR) [(4) / (2)] 22.9 26.3 Maturity Measures History Valuation Date Ratio of Retiree Accrued Liability to Total Accrued Liability Support Ratio Asset Volatility Ratio Liability Volatility Ratio 06/30/2017 0.48 0.57 10.5 14.3 06/30/2018 0.52 0.40 14.2 19.7 06/30/2019 0.58 0.31 16.4 22.9 06/30/2020 0.60 0.24 18.5 26.3 A-27 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 22 Hypothetical Termination Liability The hypothetical termination liability is an estimate of the financial position of the plan had the contract with CalPERS been terminated as of June 30, 2020. The plan liability on a termination basis is calculated differently compared to the plan’s ongoing funding liability. For the hypothetical termination liability calculation, both compensation and service are frozen as of the valuation date and no future pay increases or service accruals are assumed. This measure of funded status is not appropriate for assessing the need for future employer contributions in the case of an ongoing plan, that is, for an employer that continues to provide CalPERS retirement benefits to active employees. A more conservative investment policy and asset allocation strategy was adopted by the CalPERS Board for the Terminated Agency Pool. The Terminated Agency Pool has limited funding sources since no future employer contributions will be made. Therefore, expected benefit payments are secured by risk-free assets and benefit security for members is increased while limiting the funding risk. However, this asset allocation has a lower expected rate of return than the PERF and consequently, a lower discount rate is assumed. The lower discount rate for the Terminated Agency Pool results in higher liabilities for terminated plans. The effective termination discount rate will depend on actual market rates of return for risk-free securities on the date of termination. As market discount rates are variable, the table below shows a range for the hypothetical termination liability based on the lowest and highest interest rates observed during an approximate 19 -month period from 12 months before the valuation date to 7 months after. Market Value of Assets (MVA) Hypothetical Termination Liability1,2 at 0.75% Funded Status Unfunded Termination Liability at 0.75% Hypothetical Termination Liability1,2 at 2.50% Funded Status Unfunded Termination Liability at 2.50% $32,343,280 $108,522,668 29.8% $76,179,388 $82,725,250 39.1% $50,381,970 1 The hypothetical liabilities calculated above include a 5% mortality contingency load in accordance with Board policy. Other actuarial assumptions can be found in Appendix A of the Section 2 report. 2 The current discount rate assumption used for termination valuations is a weighted average of the 10-year and 30-year U.S. Treasury yields where the weights are based on matching asset and liability durations as of the termination date. The discount rates used in the table are based on 20-year Treasury bonds, rounded to the nearest quarter percentage point, which is a good proxy for most plans. The 20-year Treasury yield was 1.18% on June 30, 2020, and was 1.68% on January 31, 2021. In order to terminate the plan, you must first contact our Retirement Services Contract Unit to initiate a Resolution of Intent to Terminate. The completed Resolution will allow the plan actuary to give you a preliminary termination valuation with a more up-to-date estimate of the plan liabilities. CalPERS advises you to consult with the plan actuary before beginning this process. A-28 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 23 Participant Data The table below shows a summary of your plan’s member data upon which this valuation is based: June 30, 2019 June 30, 2020 Active Members Counts 28 24 Average Attained Age N/A 52.7 Average Entry Age to Rate Plan N/A 34.5 Average Years of Credited Service N/A 15.4 Average Annual Covered Pay $69,776 $72,901 Annual Covered Payroll $1,953,729 $1,749,626 Projected Annual Payroll for Contribution Year $2,119,385 $1,897,976 Present Value of Future Payroll $12,595,451 $10,378,645 Transferred Members 39 38 Separated Members 103 98 Retired Members and Beneficiaries Counts* 91 99 Average Annual Benefits* N/A $21,256 Counts of members included in the valuation are counts of the recor ds 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 include community property settlements. List of Class 1 Benefit Provisions This plan has the additional Class 1 Benefit Provisions: • One Year Final Compensation (FAC 1) A-29 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 24 Plan’s Major Benefit Options Shown below is a summary of the major optional benefits for which your agency has contracted. A description of principal standard and optional plan provisions is in Section 2. Benefit Group Member Category Misc Misc Misc Demographics Actives No Yes No Transfers/Separated Yes Yes No Receiving Yes Yes Yes Benefit Group Key 103140 103141 207228 Benefit Provision Benefit Formula 2% @ 55 2.5% @ 55 Social Security Coverage No No Full/Modified Full Full Employee Contribution Rate 8.00% Final Average Compensation Period One Year One Year Sick Leave Credit Yes Yes Non-Industrial Disability Standard Standard Industrial Disability No No Pre-Retirement Death Benefits Optional Settlement 2 Yes Yes 1959 Survivor Benefit Level Level 4 Level 4 Special No No Alternate (firefighters) No No Post-Retirement Death Benefits Lump Sum $500 $500 $500 Survivor Allowance (PRSA) No No No COLA 2% 2% 2% A-30 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 25 Section 2 CALIFORNIA PUBLIC EM PLOYEES’ RETIREMENT SYSTEM Risk Pool Actuarial Valuation Information Section 2 may be found on the CalPERS website (calpers.ca.gov) in the Forms and Publications section A-31 California Public Employees’ Retirement System Actuarial Office 400 Q Street, Sacramento, CA 95811 | Phone: (916) 795-3000 | Fax: (916) 795-2744 888 CalPERS (or 888-225-7377) | TTY: (877) 249-7442 | www.calpers.ca.gov July 2021 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes (CalPERS ID: 3846845523) Annual Valuation Report as of June 30, 2020 Dear Employer, Attached to this letter, you will find the June 30, 2020 actuarial valuation report of your CalPERS pension plan. Provided in this report is the determination of the minimum required employer contributions for fiscal year 2022-23. In addition, the report contains important information regarding the current financial status of the plan as well as projections and risk measures to aid in planning for the future. Because this plan is in a risk pool, the following valuation report has been separated into two sections: • Section 1 contains specific information for the plan including the development of the current and projected employer contributions, and • Section 2 contains the Risk Pool Actuarial Valuation appropriate to the plan as of June 30, 2020. Section 2 can be found on the CalPERS website (calpers.ca.gov). From the home page, go to “Forms & Publications” and select “View All”. In the search box, enter “Risk Pool” and from the results list download the Miscellaneous Risk Pool Actuarial Valuation Report for June 30, 2020. Your June 30, 2020 actuarial valuation report contains important actuarial information about your pension plan at CalPERS. Your assigned CalPERS staff actuary, whose signature appears in the Actuarial Certification section on page 1, is available to discuss the report with you. Actuarial valuations are based on assumptions regarding future plan experience including investment return and payroll growth, eligibility for the types of benefits provided, and longevity among retirees. The CalPERS Board of Administration adopts these assumptions after considering the advice of CalPERS actuarial and investment teams and other professionals. Each actuarial valuation reflects all prior differences between actual and assumed experience and adjusts the contribution rates as needed. This valuation is based on an investment return assumption of 7.0% which was adopted by the board in December 2016. Other assumptions used in this report are those recommended in the CalPERS Experience Study and Review of Actuarial Assumptions report from December 2017. Required Contribution The exhibit below displays the minimum employer contributions for fiscal year 2022-23 along with estimates of the required contributions for fiscal year 2023-24. Member contributions other than cost sharing (whether paid by the employer or the employee) are in addition to the results shown below. The employer contributions in this report do not reflect any cost sharing arrangements you may have with your employees. Fiscal Year Employer Normal Cost Rate Employer Amortization of Unfunded Accrued Liability 2022-23 8.63% $20,057 Projected Results 2023-24 8.6% $22,000 B-1 J~_CalPERS Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes (CalPERS ID: 3846845523) Annual Valuation Report as of June 30, 2020 Page 2 The actual investment return for fiscal year 2020-21 was not known at the time this report was prepared. The projections above assume the investment return for that year would be 7.00%. To the extent the actual investment return for fiscal year 2020-21 differs from 7.00%, the actual contribution requirements for fiscal year 2023-24 will differ from those shown above. For additional details regarding the assumptions and methods used for these projections please refer to the “Projected Employer Contributions” in the “Highlights and Executive Summary” section. This section also contains projected required contributions through fiscal year 2027-28. Changes from Previous Year’s Valuation There are no significant changes in actuarial assumptions or policies in your 2020 actuarial valuation. Your annual valuation report is an important tool for monitoring the health of your CalPERS pension plan. Your report contains useful information about future required contributions and ways to control your plan’s funding progress. In addition to your annual actuarial report my office has developed tools for employers to plan, project and protect the retirement benefits of your employees. Pension Outlook is a tool to help plan and budget pension costs into the future with easy to understand results and charts. You will be able to view the projected funded status and required employer contributions for pension plans in different potential scenarios for up to 30 years into the future — which will make budgeting more predictable. While Pension Outlook can't predict the future, it can provide valuable planning information based on a variety of future scenarios that you select. Pension Outlook can help you answer specific questions about your plans, including: • When is my plan’s funded status expected to increase? • What happens to my required contributions in a down market? • How does the discount rate assumption affect my contributions? • What is the impact of making an additional discretionary payment to my plan? To get started, visit our Pension Outlook page at www.calpers.ca.gov/page/employers/actuarial-resources/pension- outlook-overview and take the steps to register online. CalPERS will be completing an Asset Liability Management (ALM) review process in November 2021 that will review the capital market assumptions and the strategic asset allocation and ascertain whether a change in the discount rate and other economic assumptions is warranted. In addition, the Actuarial Office will be completing its Experience Study to review the demographic experience within the pension system and make recommendations to modify future assumptions where appropriate. Furthermore, this valuation does not reflect any impacts from the COVID-19 pandemic on your pension plan. The impact of COVID-19 on retirement plans is not yet known and CalPERS actuaries will continue to monitor the effects and where necessary make future adjustments to actuarial assumptions. Further descriptions of general changes are included in the “Highlights and Executive Summary” section and in Appendix A of the Section 2 report, “Actuarial Methods and Assumptions.” Questions We understand that you might have questions about these results, and your assigned CalPERS actuary whose signature is on the valuation report is available to discuss. If you have other questions, you may call the Customer Contact Center at (888)-CalPERS or (888-225-7377). Sincerely, SCOTT TERANDO, ASA, EA, MAAA, FCA, CFA Chief Actuary B-2 Actuarial Valuation as of June 30, 2020 for the Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes (CalPERS ID: 3846845523) Required Contributions for Fiscal Year July 1, 2022 - June 30, 2023 B-3 A CalPERS Table of Contents Section 1 – Plan Specific Information Section 2 – Risk Pool Actuarial Valuation Information B-4 Section 1 CALIFORNIA PUBLIC EM PLOYEES’ RETIREMENT SYSTEM Plan Specific Information for the Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes (CalPERS ID: 3846845523) (Rate Plan ID: 23274) B-5 Rate Plan belonging to the Miscellaneous Risk Pool Table of Contents Actuarial Certification 1 Highlights and Executive Summary Introduction 3 Purpose of Section 1 3 Required Employer Contributions 4 Additional Discretionary Employer Contributions 5 Plan’s Funded Status 6 Projected Employer Contributions 6 Other Pooled Miscellaneous Risk Pool Rate Plans 7 Cost 8 Changes Since the Prior Year’s Valuation 9 Subsequent Events 9 Assets and Liabilities Breakdown of Entry Age Accrued Liability 11 Allocation of Plan’s Share of Pool’s Experience/Assumption Change 11 Development of Plan’s Share of Pool’s Market Value of Assets 11 Schedule of Plan’s Amortization Bases 12 Amortization Schedule and Alternatives 13 Employer Contribution History 15 Funding History 15 Risk Analysis Future Investment Return Scenarios 17 Discount Rate Sensitivity 18 Mortality Rate Sensitivity 18 Maturity Measures 19 Maturity Measures History 20 Hypothetical Termination Liability 21 Participant Data 22 List of Class 1 Benefit Provisions 22 Plan’s Major Benefit Options 23 B-6 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 1 Actuarial Certification Section 1 of this report is based on the member and financial data contained in our records as of June 30, 2020 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, 2020 provided by employers participating in the Miscellaneous Risk Pool to which the plan belongs and benefit provisions under the CalPERS contracts for those agencies. As set forth in Section 2 of this report, the pool actuaries have certified that, in their opinion, the valuation of the risk pool containing your Miscellaneous Second Tier 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. Having relied upon the information set forth in Section 2 of this report and based on the census and benefit provision information for the plan, it is my opinion as the plan actuary that the Unfunded Accrued Liability amortization bases as of June 30, 2020 and employer contribution as of July 1, 2022 have been properly and accurately determined in accordance with the principles and standards stated above. The undersigned is an actuary who satisfies the Qualification Standards for Actuaries Issuing Statements of Actuarial Opinion in the United States with regard to pensions. STUART BENNETT, ASA, MAAA Senior Pension Actuary, CalPERS B-7 Highlights and Executive Summary • Introduction • Purpose of Section 1 • Required Employer Contributions • Additional Discretionary Employer Contributions • Plan’s Funded Status • Projected Employer Contributions • Other Pooled Miscellaneous Risk Pool Rate Plans • Cost • Changes Since the Prior Year’s Valuation • Subsequent Events B-8 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 3 Introduction This report presents the results of the June 30, 2020 actuarial valuation of the Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes of the California Public Employees’ Retirement System (CalPERS). This actuarial valuation sets the required employer contributions for fiscal year 2022-23. Purpose of Section 1 This Section 1 report for the Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes of CalPERS was prepared by the plan actuary in order to: • Set forth the assets and accrued liabilities of this plan as of June 30, 2020; • Determine the minimum required employer contribution for this plan for the fiscal year July 1, 2022 through June 30, 2023; and • Provide actuarial information as of June 30, 2020 to the CalPERS Board of Administration and other interested parties. The pension funding information presented in this report should not be used in financial reports subject to Governmental Accounting Standards Board (GASB) Statement No. 68 for a Cost Sharing Employer Defined Benefit Pension Plan. A separate accounting valuation report for such purposes is available on the CalPERS website. The measurements shown in this actuarial valuation may not be applicable for other purposes. The employer should contact their actuary before disseminating any portion of this report for any reason that is not explicitly described above. Future actuarial measurements may differ significantly from the current measurements presented in this report due to such factors as the following: plan experience differing from that anticipated by the economic or demographic assumptions; changes in economic or demographic assumptions; changes in actuarial policies; and changes in plan provisions or applicable law. Assessment and Disclosure of Risk This report includes the following risk disclosures consistent with the recommendations of Actuarial Standards of Practice No. 51 and recommended by the California Actuarial Advisory Panel (CAAP) in the Model Disclosure Elements document: • A “Scenario Test,” projecting future results under different investment income returns. • A “Sensitivity Analysis,” showing the impact on current valuation results using alternative discount rates of 6.0% and 8.0%. • A “Sensitivity Analysis,” showing the impact on current valuation results assuming rates of mortality are 10% lower or 10% higher than our current post- retirement mortality assumptions adopted in 2017. • Pension Plan maturity measures quantifying the risks the employer bears. B-9 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 4 Required Employer Contributions Fiscal Year Required Employer Contributions 2022-23 Employer Normal Cost Rate 8.63% Plus Required Payment on Amortization Bases1 $20,057 Paid either as 1) Monthly Payment $1,671.42 Or 2) Annual Prepayment Option* $19,390 The total minimum required employer contribution is the sum of the Plan’s Employer Normal Cost Rate (expressed as a percentage of payroll and paid as payroll is reported) plus the Employer Unfunded Accrued Liability (UAL) Contribution Amount (billed monthly (1) or prepaid annually (2) in dollars). * Only the UAL portion of the employer contribution can be prepaid (which must be received in full no later than July 31). Fiscal Year Fiscal Year 2021-22 2022-23 Development of Normal Cost as a Percentage of Payroll Base Total Normal Cost for Formula 15.57% 15.56% Surcharge for Class 1 Benefits2 None 0.00% 0.00% Phase out of Normal Cost Difference3 0.00% 0.00% Plan’s Total Normal Cost 15.57% 15.56% Formula's Expected Employee Contribution Rate 6.92% 6.93% Employer Normal Cost Rate 8.65% 8.63% 1 The required payment on amortization bases does not take into account any additional discretionary payment made after April 30, 2021. 2 Section 2 of this report contains a list of Class 1 benefits and corresponding surcharges for each benefit. 3 The normal cost change is phased out over a five-year period in accordance with the CalPERS contribution allocation policy. B-10 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 5 Additional Discretionary Employer Contributions The minimum required employer contribution towards the Unfunded Accrued Liability (UAL) for this rate plan for the 2022-23 fiscal year is $20,057. CalPERS allows employers to make additional discretionary payments (ADPs) at any time and in any amount. These optional payments serve to reduce the UAL and future required contributions and can result in significant long-term savings. Employers can also use ADPs to stabilize annual contributions as a fixed dollar amount, percent of payroll or percent of revenue. Provided below are select ADP options for consideration. Making such an ADP during fiscal year 2022-23 does not require an ADP be made in any future year, nor does it change the remaining amortization period of any portion of unfunded liability. For information on permanent changes to amortization periods, see the “Amortization Schedule and Alternatives” section of the report. If you are considering making an ADP, please contact your actuary for additional information. Minimum Required Employer Contribution for Fiscal Year 2022-23 Estimated Normal Cost Minimum UAL Payment ADP Total UAL Contribution Estimated Total Contribution $146,224 $20,057 $0 $20,057 $166,281 Alternative Fiscal Year 2022-23 Employer Contributions for Greater UAL Reduction Funding Target Estimated Normal Cost Minimum UAL Payment ADP1 Total UAL Contribution Estimated Total Contribution 20 years $146,224 $20,057 $3,079 $23,136 $169,360 15 years $146,224 $20,057 $6,855 $26,912 $173,136 10 years $146,224 $20,057 $14,841 $34,898 $181,122 5 years $146,224 $20,057 $39,723 $59,780 $206,004 1 The ADP amounts are assumed to be made in the middle of the fiscal year. A payment made earlier or later in the fiscal year would have to be less or more than the amount shown to have the same effect on the UAL amortization. Note that the calculations above are based on the projected Unfunded Accrued Liability as of June 30, 2022 as determined in the June 30, 2020 actuarial valuation. New unfunded liabilities can emerge in future years due to assumption or method changes, changes in plan provisions and actuarial experience different than assumed. Making an ADP illustrated above for the indicated number of years will not result in a plan that is exactly 100% funded in the indicated number of years. Valuation results will vary from one year to the next and can diverge significantly from projections over a period of several years. B-11 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 6 Plan’s Funded Status June 30, 2019 June 30, 2020 1. Present Value of Projected Benefits (PVB) $5,032,033 $5,195,179 2. Entry Age Accrued Liability (AL) 1,892,664 2,444,917 3. Plan’s Market Value of Assets (MVA) 1,724,042 2,192,472 4. Unfunded Accrued Liability (UAL) [(2) - (3)] 168,622 252,445 5. Funded Ratio [(3) / (2)] 91.1% 89.7% This measure of funded status is an assessment of the need for future employer contributions based on the selected actuarial cost method used to fund the plan. The UAL is the present value of future employer contributions for service that has already been earned and is in addition to future normal cost contributions for active members. For a measure of funded status that is appr opriate for assessing the sufficiency of plan assets to cover estimated termination liabilities, please see “Hypothetical Termination Liability” in the “Risk Analysis” section. Projected Employer Contributions The table below shows the required and projected employer contributions (before cost sharing) for the next six fiscal years. The projection assumes that all actuarial assumptions will be realized and that no further changes to assumptions, contributions, benefits, or funding will occur during the projection period. Actual contribution rates during this projection period could be significantly higher or lower than the projection shown below. Required Contribution Projected Future Employer Contributions (Assumes 7.00% Return for Fiscal Year 2020-21) Fiscal Year 2022-23 2023-24 2024-25 2025-26 2026-27 2027-28 Rate Plan 23274 Results Normal Cost % 8.63% 8.6% 8.6% 8.6% 8.6% 8.6% UAL Payment $20,057 $22,000 $24,000 $26,000 $28,000 $28,000 For some sources of UAL, the change in UAL is amortized using a 5-year ramp up. For more information, please see “Amortization of the Unfunded Actuarial Accrued Liability” under “Actuarial Methods” in Appendix A of the Section 2 Report. This method phases in the impact of the change in UAL over a 5-year period in order to reduce employer cost volatility from year to year. As a result of this methodology, dramatic changes in the required employer contributions in any one year are less likely. However, required contributions can change gradually and significantly over the next five years. In years when there is a large increase in UAL, the relatively small amortization payments during the ramp up period could result in a funded ratio that is projected to decrease initially while the contribution impact of the increase in the UAL is phased in. For projected contributions under alternate investment return scenarios, please see the “Future Investment Return Scenarios” in the “Risk Analysis” section. Our online pension plan modeling and projection tool, Pension Outlook, is available in the Employers section of the CalPERS website. Pension Outlook is a tool to help plan and budget pension costs into the future with results and charts that are easy to understand. B-12 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 7 Other Pooled Miscellaneous Risk Pool Rate Plans All of the results presented in this Section 1 report, except those shown below, correspond to rate plan 23274. In many cases, employers have additional rate plans within the same risk pool. For cost analysis and budgeting it is useful to consider contributions for these rate plans as a whole rather than individually. The estimated contribution amounts and rates for all of the employer’s rate plans in the Miscellaneous Risk Pool are shown below and assume that the payroll for each rate plan will grow according to the overall payroll growth assumption of 2.75% per year for three years. Fiscal Year Fiscal Year 2021-22 2022-23 Estimated Combined Employer Contributions for all Pooled Miscellaneous Rate Plans Projected Payroll for the Contribution Year $6,845,623 $6,591,713 Estimated Employer Normal Cost $639,524 $602,020 Required Payment on Amortization Bases $1,002,749 $1,141,678 Estimated Total Employer Contributions $1,642,273 $1,743,698 Estimated Total Employer Contribution Rate (illustrative only) 23.99% 26.45% B-13 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 8 Cost Actuarial Determination of Pension Plan Cost Contributions to fund the pension plan are comprised of two components: • Normal Cost, expressed as a percentage of total active payroll • Amortization of the Unfunded Accrued Liability (UAL), expressed as a dollar amount For fiscal years prior to 2016-17, the Amortization of UAL component was expressed as a percentage of total active payroll. Starting with fiscal year 2016-17, the Amortization of UAL component was expressed as a dollar amount and invoiced on a monthly basis. There continues to be an option to prepay this amount during July of each fiscal year. The Normal Cost component is expressed as a percentage of active payroll with employer and employee contributions payable as part of the regular payroll reporting process. The determination of both components requires complex actuarial calculations. The calculations are based on a set of actuarial assumptions which can be divided into two categories: • Demographic assumptions (e.g., mortality rates, retirement rates, employment termination rates, disability rates) • Economic assumptions (e.g., future investment earnings, inflation, salary growth rates) These assumptions reflect CalPERS’ best estimate of future experience of the plan and are long term in nature. We recognize that all assumptions will not be realized in any given year. For example, the investment earnings at CalPERS have averaged 5.5% over the 20 years ending June 30, 2020, yet individual fiscal year returns have ranged from -23.6% to +20.7%. In addition, CalPERS reviews all actuarial assumptions by conducting in-depth experience studies every four years, with the most recent experience study completed in 2017. B-14 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 9 Changes Since the Prior Year’s Valuation Benefits The standard actuarial practice at CalPERS is to recognize mandated legislative benefit changes in the first annual valuation following the effective date of the legislation. Voluntary benefit changes by plan amendment are generally included in the first valuation that is prepared after the amendment becomes effective, even if the valuation date is prior to the effective date of the amendment. This valuation generally reflects plan changes by amendments effective before the date of the report. Please refer to the “Plan’s Major Benefit Options” and Appendix B of the Section 2 Report for a summary of the plan provisions used in this valuation. Actuarial Methods and Assumptions The are no significant changes to the actuarial methods or assumptions for the 2020 actuarial valuation. Subsequent Events The contribution requirements determined in this actuarial valuation report are based on demographic and financial information as of June 30, 2020. Changes in the value of assets subsequent to that date are not reflected. Investment returns below the assumed rate of return will increase future required contributions while investment returns above the assumed rate of return will decrease future required contributions. CalPERS will be completing an Asset Liability Management (ALM) process in November 2021 that will review the capital market assumptions and the strategic asset allocation and ascertain whether a change in the discount rate and other economic assumptions is warranted. As part of the ALM process the Actuarial Office will be completing an Experience Study to review the demographic experience of the retirement system and make recommendations to modify future assumptions where appropriate. Furthermore, this valuation does not reflect any impacts from the COVID-19 pandemic on your pension plan. The impact of COVID-19 on retirement plans is not yet known and CalPERS actuaries will continue to monitor the effects and where necessary make future adjustments to actuarial assumptions. The projected employer contributions on Page 6 are calculated under the assumption that the discount rate remains at 7.0% going forward and that the realized rate of return on assets for fiscal year 2020-21 is 7.0%. This actuarial valuation report reflects statutory changes, regulatory changes and CalPERS Board actions through January 2021. Any subsequent changes or actions are not reflected. B-15 Assets and Liabilities • Breakdown of Entry Age Accrued Liability • Allocation of Plan’s Share of Pool’s Experience/Assumption Change • Development of Plan’s Share of Pool’s Market Value of Assets • Schedule of Plan’s Amortization Bases • Amortization Schedule and Alternatives • Employer Contribution History • Funding History B-16 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 11 Breakdown of Entry Age Accrued Liability Active Members $1,210,300 Transferred Members 310,282 Terminated Members 86,302 Members and Beneficiaries Receiving Payments 838,033 Total $2,444,917 Allocation of Plan’s Share of Pool’s Experience/Assumption Change It is the policy of CalPERS to ensure equity within the risk pools by allocating the pool’s experience gains/losses and assumption changes in a manner that treats each employer equitably and maintains benefit security for the members of the System while minimizing substantial variations in employer contributions. The Pool’s experience gains/losses and impact of assumption/method changes is allocated to the plan as follows: 1. Plan’s Accrued Liability $2,444,917 2. Projected UAL balance at 6/30/2020 193,035 3. Pool’s Accrued Liability1 19,314,480,060 4. Sum of Pool’s Individual Plan UAL Balances at 6/30/20201 4,306,566,797 5. Pool’s 2019/20 Investment (Gain)/Loss1 344,968,792 6. Pool’s 2019/20 Non-Investment (Gain)/Loss1 60,428,629 7. Plan’s Share of Pool’s Investment (Gain)/Loss: [(1) - (2)] ÷ [(3) - (4)] × (5) 51,761 8. Plan’s Share of Pool’s Non-Investment (Gain)/Loss: (1) ÷ (3) × (6) 7,649 9. Plan’s New (Gain)/Loss as of 6/30/2020: (7) + (8) 59,411 1 Does not include plans that transferred to Pool on the valuation date. Development of the Plan’s Share of Pool’s Market Value of Assets 10. Plan’s UAL: (2) + (9) $252,445 11. Plan’s Share of Pool’s MVA: (1) - (10) $2,192,472 B-17 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 12 Schedule of Plan’s Amortization Bases Note that there is a two-year lag between the valuation date and the start of the contribution fiscal year. • The assets, liabilities, and funded status of the plan are measured as of the valuation date: June 30, 2020. • The required employer contributions determined by the valuation are for the fiscal year beginning two years after the valuation date: fiscal year 2022-23. This two-year lag is necessary due to the amount of time needed to extract and test the membership and financial data, and the need to provi de public agencies with their required employer contribution well in advance of the start of the fiscal year. The Unfunded Accrued Liability (UAL) is used to determine the employer contribution and therefore must be rolled forward two years from the valuat ion date to the first day of the fiscal year for which the contribution is being determined. The UAL is rolled forward each year by subtracting the expected payment on the UAL for the fiscal year and adjusting for interest. The expected payment for the first fiscal year is determined by the actuarial valuation two years ago and the contribution for the second year is from the actuarial valuation one year ago. Additional discretionary payments are reflected in the Expected Payments column in the fiscal year they were made by the agency. Reason for Base Date Est. Ramp Level 2022-23 Ramp Shape Escala- tion Rate Amort. Period Balance 6/30/20 Expected Payment 2020-21 Balance 6/30/21 Expected Payment 2021-22 Balance 6/30/22 Minimum Required Payment 2022-23 Fresh Start 6/30/18 No Ramp 2.75% 13 176,165 15,889 172,061 16,326 167,218 16,775 Non-Investment (Gain)/Loss 6/30/19 No Ramp 0.00% 19 7,815 0 8,362 763 8,158 763 Investment (Gain)/Loss 6/30/19 40% Up Only 0.00% 19 9,055 0 9,689 212 10,148 424 Non-Investment (Gain)/Loss 6/30/20 No Ramp 0.00% 20 7,649 0 8,184 0 8,757 799 Investment (Gain)/Loss 6/30/20 20% Up Only 0.00% 20 51,761 0 55,384 0 59,261 1,296 Total 252,445 15,889 253,680 17,301 253,542 20,057 The (gain)/loss bases are the plan’s allocated share of the risk pool’s (gain)/loss for the fiscal year as disclosed in “Allocation of Plan’s Share of Pool’s Experience/Assumption Change” earlier in this section. These (gain)/loss bases will be amortized in accordance with the CalPERS amortization polic y in effect at the time the base was established. B-18 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 13 Amortization Schedule and Alternatives The amortization schedule on the previous page shows the minimum contributions required according to the CalPERS amortization policy. Many agencies have expressed a desire for a more stable pattern of payments or have indicated interest in paying off the unfunded accrued liabilities more quickly than required. As such, we have provided alternative amortization schedules to help analyze the current amortization schedule and illustrate the potential savings of accelerating unfunded liability payments. Shown on the following page are future year amortization payments based on 1) the current amortization schedule reflecting the individual bases and remaining periods shown on the previous page, and 2) alternative “fresh start” amortization schedules using two sample periods that would both result in interest savings relative to the current amortization schedule. To initiate a Fresh Start, please consult with your plan actuary. The Current Amortization Schedule typically contains both positive and negative bases. Positive bases result from plan changes, assumption changes, method changes or plan experience that increase unfunded liability. Negative bases result from plan changes, assumption changes, method changes, or plan experience that decrease unfunded liability. The combination of positive and negative bases within an amortization schedule can result in unusual or problematic circumstances in future years, such as: • When a negative payment would be required on a positive unfunded actuarial liability; or • When the payment would completely amortize the total unfunded liability in a very short time period, and results in a large change in the employer contribution requirement. In any year when one of the above scenarios occurs, the actuary will consider corrective action such as replacing the existing unfunded liability bases with a single “fresh start” base and amortizing it over a reasonable period. The Current Amortization Schedule on the following page may appear to show that, based on the current amortization bases, one of the above scenarios will occur at some point in the future. It is impossible to know today whether such a scenario will in fact arise since there will be additional bases added to the amortization schedule in each future year. Should such a scenario arise in any future year, the actuary will take appropriate action based on guidelines in the CalPERS amortization policy. B-19 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 14 Amortization Schedule and Alternatives (continued) Alternate Schedules Current Amortization Schedule 15 Year Amortization 10 Year Amortization Date Balance Payment Balance Payment Balance Payment 6/30/2022 253,542 20,057 253,542 26,912 253,542 34,898 6/30/2023 250,543 22,025 243,452 26,912 235,191 34,898 6/30/2024 245,300 24,006 232,656 26,912 215,556 34,898 6/30/2025 237,639 26,001 221,104 26,911 194,546 34,898 6/30/2026 227,378 27,798 208,744 26,911 172,065 34,898 6/30/2027 214,539 28,311 195,519 26,912 148,011 34,898 6/30/2028 200,272 28,840 181,367 26,911 122,273 34,898 6/30/2029 184,460 29,382 166,226 26,912 94,733 34,897 6/30/2030 166,980 29,941 150,024 26,911 65,267 34,898 6/30/2031 147,697 30,514 132,689 26,912 33,737 34,898 6/30/2032 126,472 31,103 114,139 26,911 6/30/2033 103,152 31,708 94,292 26,912 6/30/2034 77,574 32,330 73,054 26,911 6/30/2035 49,562 9,103 50,331 26,912 6/30/2036 43,614 9,099 26,016 26,911 6/30/2037 37,254 9,099 6/30/2038 30,449 9,100 6/30/2039 23,168 9,103 6/30/2040 15,373 9,099 6/30/2041 7,036 7,278 6/30/2042 6/30/2043 6/30/2044 6/30/2045 6/30/2046 6/30/2047 6/30/2048 6/30/2049 6/30/2050 6/30/2051 Total 423,897 403,673 348,979 Interest Paid 170,355 150,131 95,437 Estimated Savings 20,224 74,918 B-20 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 15 Employer Contribution History The table below provides a recent history of the required employer contributions for the plan. The amounts are based on the actuarial valuation from two years prior and does not account for prepayments or benefit changes made during a fiscal year. Additional discretionary payments before July 1, 2019 or after June 30, 2020 are not included. [ Fiscal Year Employer Normal Cost Unfunded Liability Payment ($) Additional Discretionary Payments 2016 - 17 7.159% $0 N/A 2017 - 18 7.200% 198 N/A 2018 - 19 7.634% 1,413 N/A 2019 - 20 8.081% 3,107 0 2020 - 21 8.794% 15,889 2021 - 22 8.65% 17,301 2022 - 23 8.63% 20,057 Funding History The table below shows the recent history of the actuarial accrued liability, share of the pool’s market value of assets, unfunded accrued liability, funded ratio, and annual covered payroll. Valuation Date Accrued Liability (AL) Share of Pool’s Market Value of Assets (MVA) Unfunded Accrued Liability (UAL) Funded Ratio Annual Covered Payroll 06/30/2013 $10,846 $9,146 $1,700 84.3% $193,164 06/30/2014 112,112 117,095 (4,983) 104.4% 789,242 06/30/2015 267,196 258,118 9,078 96.6% 1,214,520 06/30/2016 557,863 503,485 54,378 90.3% 1,636,677 06/30/2017 945,109 895,554 49,555 94.8% 1,905,466 06/30/2018 1,446,497 1,330,795 115,702 92.0% 1,979,072 06/30/2019 1,892,664 1,724,042 168,622 91.1% 1,933,912 06/30/2020 2,444,917 2,192,472 252,445 89.7% 1,561,936 B-21 Risk Analysis • Future Investment Return Scenarios • Discount Rate Sensitivity • Mortality Rate Sensitivity • Maturity Measures • Maturity Measures History • Hypothetical Termination Liability B-22 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 17 Future Investment Return Scenarios Analysis was performed to determine the effects of various future investment returns on required employer contributions. The projections below provide a range of results based on five investment return scenarios assumed to occur during the next four fiscal years (2020-21, 2021-22, 2022-23 and 2023-24). The projections also assume that all other actuarial assumptions will be realized and that no further changes to assumptions, contributions, benefits, or funding will occur. For fiscal years 2020-21, 2021-22, 2022-23, and 2023-24, each scenario assumes an alternate fixed annual return. The fixed return assumptions for the five scenarios are 1.0%, 4.0%, 7.0%, 9.0% and 12.0%. These alternate investment returns were chosen based on stochastic analysis of possible future investment returns over the four-year period ending June 30, 2024. Using the expected returns and volatility of the asset classes in which the funds are invested, we produced five thousand stochastic outcomes for this period based on the most recently completed Asset Liability Management process. We then selected annual returns that approximate the 5th, 25th, 50th, 75th, and 95th percentiles for these outcomes. For example, of all the 4-year outcomes generated in the stochastic analysis, approximately 25% had an average annual return of 4.0% or less. Required contributions outside of this range are also possible. In particular, whereas it is unlikely that investment returns will average less than 1.0% or greater than 12.0% over this four-year period, the likelihood of a single investment return less than 1.0% or greater than 12.0% in any given year is much greater. Assumed Annual Return From 2020-21 through 2023-24 Projected Employer Contributions 2023-24 2024-25 2025-26 2026-27 1.0% Normal Cost 8.6% 8.6% 8.6% 8.6% UAL Contribution $25,000 $34,000 $46,000 $61,000 4.0% Normal Cost 8.6% 8.6% 8.6% 8.6% UAL Contribution $24,000 $29,000 $36,000 $45,000 7.0% Normal Cost 8.6% 8.6% 8.6% 8.6% UAL Contribution $22,000 $24,000 $26,000 $28,000 9.0% Normal Cost 8.8% 9.0% 9.2% 9.4% UAL Contribution $21,000 $22,000 $22,000 $20,000 12.0% Normal Cost 8.8% 9.0% 9.2% 9.4% UAL Contribution $20,000 $17,000 $0 $0 B-23 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 18 Discount Rate Sensitivity The discount rate assumption is calculated as the sum of the assumed real rate of return and the assumed annual price inflation, currently 4.50% and 2.50%, respectively. Changing either the price inflation assumption or the real rate of return assumption will change the discount rate. The sensitivity of the valuation results to the discount rate assumption depends on which component of the discount rate is changed. Shown below are various valuation results as of June 30, 2020 assuming alternate discount rates by changing the two components independently. Results are shown using the current discount rate of 7.0% as well as alternate discount rates of 6.0% and 8.0%. The rates of 6.0% and 8.0% were selected since they illustrate the impact of a 1.0% increase or decrease to the 7.0% assumption. Sensitivity to the Real Rate of Return Assumption As of June 30, 2020 1% Lower Real Return Rate Current Assumptions 1% Higher Real Return Rate Discount Rate 6.0% 7.0% 8.0% Inflation 2.5% 2.5% 2.5% Real Rate of Return 3.5% 4.5% 5.5% a) Total Normal Cost 19.21% 15.56% 12.74% b) Accrued Liability $2,877,904 $2,444,917 $2,098,020 c) Market Value of Assets $2,192,472 $2,192,472 $2,192,472 d) Unfunded Liability/(Surplus) [(b) - (c)] $685,432 $252,445 ($94,452) e) Funded Status 76.2% 89.7% 104.5% Sensitivity to the Price Inflation Assumption As of June 30, 2020 1% Lower Inflation Rate Current Assumptions 1% Higher Inflation Rate Discount Rate 6.0% 7.0% 8.0% Inflation 1.5% 2.5% 3.5% Real Rate of Return 4.5% 4.5% 4.5% a) Total Normal Cost 16.65% 15.56% 14.26% b) Accrued Liability $2,611,119 $2,444,917 $2,249,848 c) Market Value of Assets $2,192,472 $2,192,472 $2,192,472 d) Unfunded Liability/(Surplus) [(b) - (c)] $418,647 $252,445 $57,376 e) Funded Status 84.0% 89.7% 97.4% Mortality Rate Sensitivity The following table looks at the change in the June 30, 2020 plan costs and funded status under two different longevity scenarios, namely assuming post-retirement rates of mortality are 10% lower or 10% higher than our current mortality assumptions adopted in 2017. This type of analysis highlights the impact on the plan of improving or worsening mortality over the long-term. As of June 30, 2020 10% Lower Mortality Rates Current Assumptions 10% Higher Mortality Rates a) Total Normal Cost 15.84% 15.56% 15.30% b) Accrued Liability $2,489,372 $2,444,917 $2,403,751 c) Market Value of Assets $2,192,472 $2,192,472 $2,192,472 d) Unfunded Liability/(Surplus) [(b) - (c)] $296,900 $252,445 $211,279 e) Funded Status 88.1% 89.7% 91.2% B-24 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 19 Maturity Measures As pension plans mature they become more sensitive to risks. Understanding plan maturity and how it affects the ability of a pension plan sponsor to tolerate risk is important in understanding how the pension plan is impacted by investment return volatility, other economic variables and changes in longevity or other demographic assumptions. Since it is the employer that bears the risk, it is appropriate to perform this analysis on a pension plan level considering all rate plans. The following measures are for one rate plan only. One way to look at the maturity level of CalPERS and its plans is to look at the ratio of a plan’s retiree liability to its total liability. A pension plan in its infancy will have a very low ratio of retiree liability to total liability. As the plan matures, the ratio starts increasing. A mature plan will often have a ratio above 60%-65%. Ratio of Retiree Accrued Liability to Total Accrued Liability June 30, 2019 June 30, 2020 1. Retired Accrued Liability 253,454 838,033 2. Total Accrued Liability 1,892,664 2,444,917 3. Ratio of Retiree AL to Total AL [(1) / (2)] 0.13 0.34 Another measure of maturity level of CalPERS and its plans is to look at the ratio of actives to retirees, also called the Support Ratio. A pension plan in its infancy will have a very high ratio of active to retired members. As the plan matures, and members retire, the ratio starts declining. A mature plan will often have a ratio near or below one. The average support ratio for CalPERS public agency plans is 1.25. Support Ratio June 30, 2019 June 30, 2020 1. Number of Actives 16 14 2. Number of Retirees 2 4 3. Support Ratio [(1) / (2)] 8.00 3.50 B-25 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 20 Maturity Measures (Continued) The actuarial calculations supplied in this communication are based on various assumptions about long-term demographic and economic behavior. Unless these assumptions (e.g., terminations, deaths, disabilities, retirements, salary growth, and investment return) are exactly realized e ach year, there will be differences on a year-to-year basis. The year-to-year differences between actual experience and the assumptions are called actuarial gains and losses and serve to lower or raise required employer contributions from one year to the next. Therefore, employer contributions will inevitably fluctuate, especially due to the ups and downs of investment returns. Asset Volatility Ratio (AVR) Shown in the table below is the asset volatility ratio (AVR), which is the ratio of market value of assets to payroll. Plans that have higher AVR experience more volatile employer contributions (as a percentage of payroll) due to investment return. For example, a plan with an asset-to-payroll ratio of 8 may experience twice the contribution volatility due to investment return volatility than a plan with an asset-to-payroll ratio of 4. It should be noted that this ratio is a measure of the current situation. It increases over time but generally tends to stabilize as t he plan matures. Liability Volatility Ratio (LVR) Also shown in the table below is the liability volatility ratio (LVR), which is the ratio of accrued liability to payroll. Plans that have a higher LVR experience more volatile employer contributions (as a percentage of payroll) due to investment return and changes in liability. For example, a plan with LVR ratio of 8 is expected to have twice the contribution volatility of a plan with LVR of 4. It should be noted that this ratio indicates a longer-term potential for contribution volatility. The AVR, described above, will tend to move closer to the LVR as a plan matures. Contribution Volatility June 30, 2019 June 30, 2020 1. Market Value of Assets $1,724,042 $2,192,472 2. Payroll 1,933,912 1,561,936 3. Asset Volatility Ratio (AVR) [(1) / (2)] 0.9 1.4 4. Accrued Liability $1,892,664 $2,444,917 5. Liability Volatility Ratio (LVR) [(4) / (2)] 1.0 1.6 Maturity Measures History Valuation Date Ratio of Retiree Accrued Liability to Total Accrued Liability Support Ratio Asset Volatility Ratio Liability Volatility Ratio 06/30/2017 0.00 N/A 0.5 0.5 06/30/2018 0.17 8.50 0.7 0.7 06/30/2019 0.13 8.00 0.9 1.0 06/30/2020 0.34 3.50 1.4 1.6 B-26 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 21 Hypothetical Termination Liability The hypothetical termination liability is an estimate of the financial position of the plan had the contract with CalPERS been terminated as of June 30, 2020. The plan liability on a termination basis is calculated differently compared to the plan’s ongoing funding liability. For the hypothetical termination liability calculation, both compensation and service are frozen as of the valuation date and no future pay increases or service accruals are assumed. This measure of funded status is not appropriate for assessing the need for future employer contributions in the case of an ongoing plan, that is, for an employer that continues to provide CalPERS retirement benefits to active employees. A more conservative investment policy and asset allocation strategy was adopted by the CalPERS Board for the Terminated Agency Pool. The Terminated Agency Pool has limited funding sources since no future employer contributions will be made. Therefore, expected benefit payments are secured by risk-free assets and benefit security for members is increased while limiting the funding risk. However, this asset allocation has a lower expected rate of return than the PERF and consequently, a lower discount rate is assumed. The lower discount rate for the Terminated Agency Pool results in higher liabilities for terminated plans. The effective termination discount rate will depend on actual market rates of return for risk-free securities on the date of termination. As market discount rates are variable, the table below shows a range for the hypothetical termination liability based on the lowest and highest interest rates observed during an approximate 19 -month period from 12 months before the valuation date to 7 months after. Market Value of Assets (MVA) Hypothetical Termination Liability1,2 at 0.75% Funded Status Unfunded Termination Liability at 0.75% Hypothetical Termination Liability1,2 at 2.50% Funded Status Unfunded Termination Liability at 2.50% $2,192,472 $6,352,038 34.5% $4,159,566 $4,332,288 50.6% $2,139,816 1 The hypothetical liabilities calculated above include a 5% mortality contingency load in accordance with Board policy. Other actuarial assumptions can be found in Appendix A of the Section 2 report. 2 The current discount rate assumption used for termination valuations is a weighted average of the 10-year and 30-year U.S. Treasury yields where the weights are based on matching asset and liability durations as of the termination date. The discount rates used in the table are based on 20-year Treasury bonds, rounded to the nearest quarter percentage point, which is a good proxy for most plans. The 20-year Treasury yield was 1.18% on June 30, 2020, and was 1.68% on January 31, 2021. In order to terminate the plan, you must first contact our Retirement Services Contract Unit to initiate a Resolution of Intent to Terminate. The completed Resolution will allow the plan actuary to give you a preliminary termination valuation with a more up-to-date estimate of the plan liabilities. CalPERS advises you to consult with the plan actuary before beginning this process. B-27 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 22 Participant Data The table below shows a summary of your plan’s member data upon which this valuation is based: June 30, 2019 June 30, 2020 Active Members Counts 16 14 Average Attained Age N/A 42.5 Average Entry Age to Rate Plan N/A 38.7 Average Years of Credited Service N/A 3.8 Average Annual Covered Pay $120,870 $111,567 Annual Covered Payroll $1,933,912 $1,561,936 Projected Annual Payroll for Contribution Year $2,097,888 $1,694,372 Present Value of Future Payroll $18,709,456 $16,761,550 Transferred Members 5 7 Separated Members 3 3 Retired Members and Beneficiaries Counts* 2 4 Average Annual Benefits* N/A $15,323 Counts of members included in the valuation are counts of the recor ds 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 include community property settlements. List of Class 1 Benefit Provisions This plan has the additional Class 1 Benefit Provisions: • None B-28 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 23 Plan’s Major Benefit Options Shown below is a summary of the major optional benefits for which your agency has contracted. A description of principal standard and optional plan provisions is in Section 2. Benefit Group Member Category Misc Demographics Actives Yes Transfers/Separated Yes Receiving Yes Benefit Group Key 110655 Benefit Provision Benefit Formula 2% @ 60 Social Security Coverage No Full/Modified Full Employee Contribution Rate 7.00% Final Average Compensation Period Three Year Sick Leave Credit Yes Non-Industrial Disability Standard Industrial Disability No Pre-Retirement Death Benefits Optional Settlement 2 Yes 1959 Survivor Benefit Level Level 4 Special No Alternate (firefighters) No Post-Retirement Death Benefits Lump Sum $500 Survivor Allowance (PRSA) No COLA 2% B-29 CALPERS ACTUARIAL VALUATION - June 30, 2020 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 24 Section 2 CALIFORNIA PUBLIC EM PLOYEES’ RETIREMENT SYSTEM Risk Pool Actuarial Valuation Information Section 2 may be found on the CalPERS website (calpers.ca.gov) in the Forms and Publications section B-30 California Public Employees’ Retirement System Actuarial Office 400 Q Street, Sacramento, CA 95811 | Phone: (916) 795-3000 | Fax: (916) 795-2744 888 CalPERS (or 888-225-7377) | TTY: (877) 249-7442 | www.calpers.ca.gov July 2021 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes (CalPERS ID: 3846845523) Annual Valuation Report as of June 30, 2020 Dear Employer, Attached to this letter, you will find the June 30, 2020 actuarial valuation report of your CalPERS pension plan. Provided in this report is the determination of the minimum required employer contributions for fiscal year 2022-23. In addition, the report contains important information regarding the current financial status of the plan as well as projections and risk measures to aid in planning for the future. Because this plan is in a risk pool, the following valuation report has been separated into two sections: • Section 1 contains specific information for the plan including the development of the current and projected employer contributions, and • Section 2 contains the Risk Pool Actuarial Valuation appropriate to the plan as of June 30, 2020. Section 2 can be found on the CalPERS website (calpers.ca.gov). From the home page, go to “Forms & Publications” and select “View All”. In the search box, enter “Risk Pool” and from the results list download the Miscellaneous Risk Pool Actuarial Valuation Report for June 30, 2020. Your June 30, 2020 actuarial valuation report contains important actuarial information about your pension plan at CalPERS. Your assigned CalPERS staff actuary, whose signature appears in the Actuarial Certification section on page 1, is available to discuss the report with you. Actuarial valuations are based on assumptions regarding future plan experience including investment return and payroll growth, eligibility for the types of benefits provided, and longevity among retirees. The CalPERS Board of Administration adopts these assumptions after considering the advice of CalPERS actuarial and investment teams and other professionals. Each actuarial valuation reflects all prior differences between actual and assumed experience and adjusts the contribution rates as needed. This valuation is based on an investment return assumption of 7.0% which was adopted by the board in December 2016. Other assumptions used in this report are those recommended in the CalPERS Experience Study and Review of Actuarial Assumptions report from December 2017. Required Contribution The exhibit below displays the minimum employer contributions and the Employee PEPRA Rate for fiscal year 2022-23 along with estimates of the required contributions for fiscal year 2023-24. Member contributions other than cost sharing (whether paid by the employer or the employee) are in addition to the results shown below. The employer contributions in this report do not reflect any cost sharing arrangements you may have with your employees. Fiscal Year Employer Normal Cost Rate Employer Amortization of Unfunded Accrued Liability PEPRA Employee Rate 2022-23 7.47% $15,841 6.75% Projected Results 2023-24 7.5% $17,000 TBD C-1 J~_CalPERS PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes (CalPERS ID: 3846845523) Annual Valuation Report as of June 30, 2020 Page 2 The actual investment return for fiscal year 2020-21 was not known at the time this report was prepared. The projections above assume the investment return for that year would be 7.00%. To the extent the actual investment return for fiscal year 2020-21 differs from 7.00%, the actual contribution requirements for fiscal year 2023-24 will differ from those shown above. For additional details regarding the assumptions and methods used for these projections please refer to the “Projected Employer Contributions” in the “Highlights and Executive Summary” section. This section also contains projected required contributions through fiscal year 2027-28. Changes from Previous Year’s Valuation There are no significant changes in actuarial assumptions or policies in your 2020 actuarial valuation. Your annual valuation report is an important tool for monitoring the health of your CalPERS pension plan. Your report contains useful information about future required contributions and ways to control your plan’s funding progress. In addition to your annual actuarial report my office has developed tools for employers to plan, project and protect the retirement benefits of your employees. Pension Outlook is a tool to help plan and budget pension costs into the future with easy to understand results and charts. You will be able to view the projected funded status and required employer contributions for pension plans in different potential scenarios for up to 30 years into the future — which will make budgeting more predictable. While Pension Outlook can't predict the future, it can provide valuable planning information based on a variety of future scenarios that you select. Pension Outlook can help you answer specific questions about your plans, including: • When is my plan’s funded status expected to increase? • What happens to my required contributions in a down market? • How does the discount rate assumption affect my contributions? • What is the impact of making an additional discretionary payment to my plan? To get started, visit our Pension Outlook page at www.calpers.ca.gov/page/employers/actuarial-resources/pension- outlook-overview and take the steps to register online. CalPERS will be completing an Asset Liability Management (ALM) review process in November 2021 that will review the capital market assumptions and the strategic asset allocation and ascertain whether a change in the discount rate and other economic assumptions is warranted. In addition, the Actuarial Office will be completing its Experience Study to review the demographic experience within the pension system and make recommendations to modify future assumptions where appropriate. Furthermore, this valuation does not reflect any impacts from the COVID-19 pandemic on your pension plan. The impact of COVID-19 on retirement plans is not yet known and CalPERS actuaries will continue to monitor the effects and where necessary make future adjustments to actuarial assumptions. Further descriptions of general changes are included in the “Highlights and Executive Summary” section and in Appendix A of the Section 2 report, “Actuarial Methods and Assumptions.” Questions We understand that you might have questions about these results, and your assigned CalPERS actuary whose signature is on the valuation report is available to discuss. If you have other questions, you may call the Customer Contact Center at (888)-CalPERS or (888-225-7377). Sincerely, SCOTT TERANDO, ASA, EA, MAAA, FCA, CFA Chief Actuary C-2 Actuarial Valuation as of June 30, 2020 for the PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes (CalPERS ID: 3846845523) Required Contributions for Fiscal Year July 1, 2022 - June 30, 2023 C-3 A CalPERS Table of Contents Section 1 – Plan Specific Information Section 2 – Risk Pool Actuarial Valuation Information C-4 Section 1 CALIFORNIA PUBLIC EM PLOYEES’ RETIREMENT SYSTEM Plan Specific Information for the PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes (CalPERS ID: 3846845523) (Rate Plan ID: 26567) C-5 Rate Plan belonging to the Miscellaneous Risk Pool Table of Contents Actuarial Certification 1 Highlights and Executive Summary Introduction 3 Purpose of Section 1 3 Required Employer Contributions 4 Additional Discretionary Employer Contributions 5 Plan’s Funded Status 6 Projected Employer Contributions 6 Other Pooled Miscellaneous Risk Pool Rate Plans 7 Cost 8 Changes Since the Prior Year’s Valuation 9 Subsequent Events 9 Assets and Liabilities Breakdown of Entry Age Accrued Liability 11 Allocation of Plan’s Share of Pool’s Experience/Assumption Change 11 Development of Plan’s Share of Pool’s Market Value of Assets 11 Schedule of Plan’s Amortization Bases 12 Amortization Schedule and Alternatives 13 Employer Contribution History 15 Funding History 15 Risk Analysis Future Investment Return Scenarios 17 Discount Rate Sensitivity 18 Mortality Rate Sensitivity 18 Maturity Measures 19 Maturity Measures History 20 Hypothetical Termination Liability 21 Participant Data 22 List of Class 1 Benefit Provisions 22 Plan’s Major Benefit Options 23 PEPRA Member Contribution Rates 24 C-6 CALPERS ACTUARIAL VALUATION - June 30, 2020 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 1 Actuarial Certification Section 1 of this report is based on the member and financial data contained in our records as of June 30, 2020 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, 2020 provided by employers participating in the Miscellaneous Risk Pool to which the plan belongs and benefit provisions under the CalPERS contracts for those agencies. As set forth in Section 2 of this report, the pool actuaries have certified that, in their opinion, the valuation of the risk pool containing your PEPRA 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. Having relied upon the information set forth in Section 2 of this report and based on the census and benefit provision information for the plan, it is my opinion as the plan actuary that the Unfunded Accrued Liability amortization bases as of June 30, 2020 and employer contribution as of July 1, 2022 have been properly and accurately determined in accordance with the principles and standards stated above. The undersigned is an actuary who satisfies the Qualification Standards for Actuaries Issuing Statements of Actuarial Opinion in the United States with regard to pensions. STUART BENNETT, ASA, MAAA Senior Pension Actuary, CalPERS C-7 Highlights and Executive Summary • Introduction • Purpose of Section 1 • Required Employer Contributions • Additional Discretionary Employer Contributions • Plan’s Funded Status • Projected Employer Contributions • Other Pooled Miscellaneous Risk Pool Rate Plans • Cost • Changes Since the Prior Year’s Valuation • Subsequent Events C-8 CALPERS ACTUARIAL VALUATION - June 30, 2020 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 3 Introduction This report presents the results of the June 30, 2020 actuarial valuation of the PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes of the California Public Employees’ Retirement System (CalPERS). This actuarial valuation sets the required employer contributions for fiscal year 2022-23. Purpose of Section 1 This Section 1 report for the PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes of CalPERS was prepared by the plan actuary in order to: • Set forth the assets and accrued liabilities of this plan as of June 30, 2020; • Determine the minimum required employer contribution for this plan for the fiscal year July 1, 2022 through June 30, 2023; and • Provide actuarial information as of June 30, 2020 to the CalPERS Board of Administration and other interested parties. The pension funding information presented in this report should not be used in financial reports subject to Governmental Accounting Standards Board (GASB) Statement No. 68 for a Cost Sharing Employer Defined Benefit Pension Plan. A separate accounting valuation report for such purposes is available on the CalPERS website. The measurements shown in this actuarial valuation may not be applicable for other purposes. The employer should contact their actuary before disseminating any portion of this report for any reason that is not explicitly described above. Future actuarial measurements may differ significantly from the current measurements presented in this report due to such factors as the following: plan experience differing from that anticipated by the economic or demographic assumptions; changes in economic or demographic assumptions; changes in actuarial policies; and changes in plan provisions or applicable law. Assessment and Disclosure of Risk This report includes the following risk disclosures consistent with the recommendations of Actuarial Standards of Practice No. 51 and recommended by the California Actuarial Advisory Panel (CAAP) in the Model Disclosure Elements document: • A “Scenario Test,” projecting future results under different investment income returns. • A “Sensitivity Analysis,” showing the impact on current valuation results using alternative discount rates of 6.0% and 8.0%. • A “Sensitivity Analysis,” showing the impact on current valuation results assuming rates of mortality are 10% lower or 10% higher than our current post- retirement mortality assumptions adopted in 2017. • Pension Plan maturity measures quantifying the risks the employer bears. C-9 CALPERS ACTUARIAL VALUATION - June 30, 2020 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 4 Required Employer Contributions Fiscal Year Required Employer Contributions 2022-23 Employer Normal Cost Rate 7.47% Plus Required Payment on Amortization Bases1 $15,841 Paid either as 1) Monthly Payment $1,320.08 Or 2) Annual Prepayment Option* $15,314 The total minimum required employer contribution is the sum of the Plan’s Employer Normal Cost Rate (expressed as a percentage of payroll and paid as payroll is reported) plus the Employer Unfunded Accrued Liability (UAL) Contribution Amount (billed monthly (1) or prepaid annually (2) in dollars). * Only the UAL portion of the employer contribution can be prepaid (which must be received in full no later than July 31). Fiscal Year Fiscal Year 2021-22 2022-23 Development of Normal Cost as a Percentage of Payroll Base Total Normal Cost for Formula 14.34% 14.22% Surcharge for Class 1 Benefits2 None 0.00% 0.00% Phase out of Normal Cost Difference3 0.00% 0.00% Plan’s Total Normal Cost 14.34% 14.22% Plan's Employee Contribution Rate4 6.75% 6.75% Employer Normal Cost Rate 7.59% 7.47% 1 The required payment on amortization bases does not take into account any additional discretionary payment made after April 30, 2021. 2 Section 2 of this report contains a list of Class 1 benefits and corresponding surcharges for each benefit. 3 The normal cost change is phased out over a five-year period in accordance with the CalPERS contribution allocation policy. 4 For detail regarding the determination of the required PEPRA employee contribution rate see Section on PEPRA Member Contribution Rates. C-10 CALPERS ACTUARIAL VALUATION - June 30, 2020 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 5 Additional Discretionary Employer Contributions The minimum required employer contribution towards the Unfunded Accrued Liability (UAL) for this rate plan for the 2022-23 fiscal year is $15,841. CalPERS allows employers to make additional discretionary payments (ADPs) at any time and in any amount. These optional payments serve to reduce the UAL and future required contributions and can result in significant long-term savings. Employers can also use ADPs to stabilize annual contributions as a fixed dollar amount, percent of payroll or percent of revenue. Provided below are select ADP options for consideration. Making such an ADP during fiscal year 2022-23 does not require an ADP be made in any future year, nor does it change the remaining amortization period of any portion of unfunded liability. For information on permanent changes to amortization periods, see the “Amortization Schedule and Alternatives” section of the report. If you are considering making an ADP, please contact your actuary for additional information. Minimum Required Employer Contribution for Fiscal Year 2022-23 Estimated Normal Cost Minimum UAL Payment ADP Total UAL Contribution Estimated Total Contribution $224,053 $15,841 $0 $15,841 $239,894 Alternative Fiscal Year 2022-23 Employer Contributions for Greater UAL Reduction Funding Target Estimated Normal Cost Minimum UAL Payment ADP1 Total UAL Contribution Estimated Total Contribution 20 years $224,053 $15,841 $1,970 $17,811 $241,864 15 years $224,053 $15,841 $4,876 $20,717 $244,770 10 years $224,053 $15,841 $11,024 $26,865 $250,918 5 years $224,053 $15,841 $30,179 $46,020 $270,073 1 The ADP amounts are assumed to be made in the middle of the fiscal year. A payment made earlier or later in the fiscal year would have to be less or more than the amount shown to have the same effect on the UAL amortization. Note that the calculations above are based on the projected Unfunded Accrued Liability as of June 30, 2022 as determined in the June 30, 2020 actuarial valuation. New unfunded liabilities can emerge in future years due to assumption or method changes, changes in plan provisions and actuarial experience different than assumed. Making an ADP illustrated above for the indicated number of years will not result in a plan that is exactly 100% funded in the indicated number of years. Valuation results will vary from one year to the next and can diverge significantly from projections over a period of several years. C-11 CALPERS ACTUARIAL VALUATION - June 30, 2020 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 6 Plan’s Funded Status June 30, 2019 June 30, 2020 1. Present Value of Projected Benefits (PVB) $4,875,582 $5,769,168 2. Entry Age Accrued Liability (AL) 1,320,076 1,720,001 3. Plan’s Market Value of Assets (MVA) 1,192,048 1,524,582 4. Unfunded Accrued Liability (UAL) [(2) - (3)] 128,028 195,419 5. Funded Ratio [(3) / (2)] 90.3% 88.6% This measure of funded status is an assessment of the need for future employer contributions based on the selected actuarial cost method used to fund the plan. The UAL is the present value of future employer contributions for service that has already been earned and is in addition to future normal cost contributions for active members. For a measure of funded status that is appr opriate for assessing the sufficiency of plan assets to cover estimated termination liabilities, please see “Hypothetical Termination Liability” in the “Risk Analysis” section. Projected Employer Contributions The table below shows the required and projected employer contributions (before cost sharing) for the next six fiscal years. The projection assumes that all actuarial assumptions will be realized and that no further changes to assumptions, contributions, benefits, or funding will occur during the projection period. Actual contribution rates during this projection period could be significantly higher or lower than the projection shown below. Required Contribution Projected Future Employer Contributions (Assumes 7.00% Return for Fiscal Year 2020-21) Fiscal Year 2022-23 2023-24 2024-25 2025-26 2026-27 2027-28 Rate Plan 26567 Results Normal Cost % 7.47% 7.5% 7.5% 7.5% 7.5% 7.5% UAL Payment $15,841 $17,000 $19,000 $20,000 $21,000 $22,000 For some sources of UAL, the change in UAL is amortized using a 5-year ramp up. For more information, please see “Amortization of the Unfunded Actuarial Accrued Liability” under “Actuarial Methods” in Appendix A of the Section 2 Report. This method phases in the impact of the change in UAL over a 5-year period in order to reduce employer cost volatility from year to year. As a result of this methodology, dramatic changes in the required employer contributions in any one year are less likely. However, required contributions can change gradually and significantly over the next five years. In years when there is a large increase in UAL, the relatively small amortization payments during the ramp up period could result in a funded ratio that is projected to decrease initially while the contribution impact of the increase in the UAL is phased in. For projected contributions under alternate investment return scenarios, please see the “Future Investment Return Scenarios” in the “Risk Analysis” section. Our online pension plan modeling and projection tool, Pension Outlook, is available in the Employers section of the CalPERS website. Pension Outlook is a tool to help plan and budget pension costs into the future with results and charts that are easy to understand. C-12 CALPERS ACTUARIAL VALUATION - June 30, 2020 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 7 Other Pooled Miscellaneous Risk Pool Rate Plans All of the results presented in this Section 1 report, except those shown below, correspond to rate plan 26567. In many cases, employers have additional rate plans within the same risk pool. For cost analysis and budgeting it is useful to consider contributions for these rate plans as a whole rather than individually. The estimated contribution amounts and rates for all of the employer’s rate plans in the Miscellaneous Risk Pool are shown below and assume that the payroll for each rate plan will grow according to the overall payroll growth assumption of 2.75% per year for three years. Fiscal Year Fiscal Year 2021-22 2022-23 Estimated Combined Employer Contributions for all Pooled Miscellaneous Rate Plans Projected Payroll for the Contribution Year $6,845,623 $6,591,713 Estimated Employer Normal Cost $639,524 $602,020 Required Payment on Amortization Bases $1,002,749 $1,141,678 Estimated Total Employer Contributions $1,642,273 $1,743,698 Estimated Total Employer Contribution Rate (illustrative only) 23.99% 26.45% C-13 CALPERS ACTUARIAL VALUATION - June 30, 2020 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 8 Cost Actuarial Determination of Pension Plan Cost Contributions to fund the pension plan are comprised of two components: • Normal Cost, expressed as a percentage of total active payroll • Amortization of the Unfunded Accrued Liability (UAL), expressed as a dollar amount For fiscal years prior to 2016-17, the Amortization of UAL component was expressed as a percentage of total active payroll. Starting with fiscal year 2016-17, the Amortization of UAL component was expressed as a dollar amount and invoiced on a monthly basis. There continues to be an option to prepay this amount during July of each fiscal year. The Normal Cost component is expressed as a percentage of active payroll with employer and employee contributions payable as part of the regular payroll reporting process. The determination of both components requires complex actuarial calculations. The calculations are based on a set of actuarial assumptions which can be divided into two categories: • Demographic assumptions (e.g., mortality rates, retirement rates, employment termination rates, disability rates) • Economic assumptions (e.g., future investment earnings, inflation, salary growth rates) These assumptions reflect CalPERS’ best estimate of future experience of the plan and are long term in nature. We recognize that all assumptions will not be realized in any given year. For example, the investment earnings at CalPERS have averaged 5.5% over the 20 years ending June 30, 2020, yet individual fiscal year returns have ranged from -23.6% to +20.7%. In addition, CalPERS reviews all actuarial assumptions by conducting in-depth experience studies every four years, with the most recent experience study completed in 2017. C-14 CALPERS ACTUARIAL VALUATION - June 30, 2020 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 9 Changes Since the Prior Year’s Valuation Benefits The standard actuarial practice at CalPERS is to recognize mandated legislative benefit changes in the first annual valuation following the effective date of the legislation. Voluntary benefit changes by plan amendment are generally included in the first valuation that is prepared after the amendment becomes effective, even if the valuation date is prior to the effective date of the amendment. This valuation generally reflects plan changes by amendments effective before the date of the report. Please refer to the “Plan’s Major Benefit Options” and Appendix B of the Section 2 Report for a summary of the plan provisions used in this valuation. Actuarial Methods and Assumptions The are no significant changes to the actuarial methods or assumptions for the 2020 actuarial valuation. Subsequent Events The contribution requirements determined in this actuarial valuation report are based on demographic and financial information as of June 30, 2020. Changes in the value of assets subsequent to that date are not reflected. Investment returns below the assumed rate of return will increase future required contributions while investment returns above the assumed rate of return will decrease future required contributions. CalPERS will be completing an Asset Liability Management (ALM) process in November 2021 that will review the capital market assumptions and the strategic asset allocation and ascertain whether a change in the discount rate and other economic assumptions is warranted. As part of the ALM process the Actuarial Office will be completing an Experience Study to review the demographic experience of the retirement system and make recommendations to modify future assumptions where appropriate. Furthermore, this valuation does not reflect any impacts from the COVID-19 pandemic on your pension plan. The impact of COVID-19 on retirement plans is not yet known and CalPERS actuaries will continue to monitor the effects and where necessary make future adjustments to actuarial assumptions. The projected employer contributions on Page 6 are calculated under the assumption that the discount rate remains at 7.0% going forward and that the realized rate of return on assets for fiscal year 2020-21 is 7.0%. This actuarial valuation report reflects statutory changes, regulatory changes and CalPERS Board actions through January 2021. Any subsequent changes or actions are not reflected. C-15 Assets and Liabilities • Breakdown of Entry Age Accrued Liability • Allocation of Plan’s Share of Pool’s Experience/Assumption Change • Development of Plan’s Share of Pool’s Market Value of Assets • Schedule of Plan’s Amortization Bases • Amortization Schedule and Alternatives • Employer Contribution History • Funding History C-16 CALPERS ACTUARIAL VALUATION - June 30, 2020 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 11 Breakdown of Entry Age Accrued Liability Active Members $1,253,608 Transferred Members 426,798 Terminated Members 39,595 Members and Beneficiaries Receiving Payments 0 Total $1,720,001 Allocation of Plan’s Share of Pool’s Experience/Assumption Change It is the policy of CalPERS to ensure equity within the risk pools by allocating the pool’s experience gains/losses and assumption changes in a manner that treats each employer equitably and maintains benefit security for the members of the System while minimizing substantial variations in employer contributions. The Pool’s experience gains/losses and impact of assumption/method changes is allocated to the plan as follows: 1. Plan’s Accrued Liability $1,720,001 2. Projected UAL balance at 6/30/2020 154,043 3. Pool’s Accrued Liability1 19,314,480,060 4. Sum of Pool’s Individual Plan UAL Balances at 6/30/20201 4,306,566,797 5. Pool’s 2019/20 Investment (Gain)/Loss1 344,968,792 6. Pool’s 2019/20 Non-Investment (Gain)/Loss1 60,428,629 7. Plan’s Share of Pool’s Investment (Gain)/Loss: [(1) - (2)] ÷ [(3) - (4)] × (5) 35,995 8. Plan’s Share of Pool’s Non-Investment (Gain)/Loss: (1) ÷ (3) × (6) 5,381 9. Plan’s New (Gain)/Loss as of 6/30/2020: (7) + (8) 41,376 1 Does not include plans that transferred to Pool on the valuation date. Development of the Plan’s Share of Pool’s Market Value of Assets 10. Plan’s UAL: (2) + (9) $195,419 11. Plan’s Share of Pool’s MVA: (1) - (10) $1,524,582 C-17 CALPERS ACTUARIAL VALUATION - June 30, 2020 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 12 Schedule of Plan’s Amortization Bases Note that there is a two-year lag between the valuation date and the start of the contribution fiscal year. • The assets, liabilities, and funded status of the plan are measured as of the valuation date: June 30, 2020. • The required employer contributions determined by the valuation are for the fiscal year beginning two years after the valuation date: fiscal year 2022-23. This two-year lag is necessary due to the amount of time needed to extract and test the membership and financial data, and the need to provi de public agencies with their required employer contribution well in advance of the start of the fiscal year. The Unfunded Accrued Liability (UAL) is used to determine the employer contribution and therefore must be rolled forward two years from the valuat ion date to the first day of the fiscal year for which the contribution is being determined. The UAL is rolled forward each year by subtracting the expected payment on the UAL for the fiscal year and adjusting for interest. The expected payment for the first fiscal year is determined by the actuarial valuation two years ago and the contribution for the second year is from the actuarial valuation one year ago. Additional discretionary payments are reflected in the Expected Payments column in the fiscal year they were made by the agency. Reason for Base Date Est. Ramp Level 2022-23 Ramp Shape Escala- tion Rate Amort. Period Balance 6/30/20 Expected Payment 2020-21 Balance 6/30/21 Expected Payment 2021-22 Balance 6/30/22 Minimum Required Payment 2022-23 Fresh Start 6/30/18 No Ramp 2.75% 13 142,330 12,837 139,014 13,190 135,101 13,553 Non-Investment (Gain)/Loss 6/30/19 No Ramp 0.00% 19 5,451 0 5,833 532 5,691 532 Investment (Gain)/Loss 6/30/19 40% Up Only 0.00% 19 6,262 0 6,700 146 7,018 293 Non-Investment (Gain)/Loss 6/30/20 No Ramp 0.00% 20 5,381 0 5,758 0 6,161 562 Investment (Gain)/Loss 6/30/20 20% Up Only 0.00% 20 35,995 0 38,515 0 41,211 901 Total 195,419 12,837 195,820 13,868 195,182 15,841 The (gain)/loss bases are the plan’s allocated share of the risk pool’s (gain)/loss for the fiscal year as disclosed in “Allocation of Plan’s Share of Pool’s Experience/Assumption Change” earlier in this section. These (gain)/loss bases will be amortized in accordance with the CalPERS amortization polic y in effect at the time the base was established. C-18 CALPERS ACTUARIAL VALUATION - June 30, 2020 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 13 Amortization Schedule and Alternatives The amortization schedule on the previous page shows the minimum contributions required according to the CalPERS amortization policy. Many agencies have expressed a desire for a more stable pattern of payments or have indicated interest in paying off the unfunded accrued liabilities more quickly than required. As such, we have provided alternative amortization schedules to help analyze the current amortization schedule and illustrate the potential savings of accelerating unfunded liability payments. Shown on the following page are future year amortization payments based on 1) the current amortization schedule reflecting the individual bases and remaining periods shown on the previous page, and 2) alternative “fresh start” amortization schedules using two sample periods that would both result in interest savings relative to the current amortization schedule. To initiate a Fresh Start, please consult with your plan actuary. The Current Amortization Schedule typically contains both positive and negative bases. Positive bases result from plan changes, assumption changes, method changes or plan experience that increase unfunded liability. Negative bases result from plan changes, assumption changes, method changes, or plan experience that decrease unfunded liability. The combination of positive and negative bases within an amortization schedule can result in unusual or problematic circumstances in future years, such as: • When a negative payment would be required on a positive unfunded actuarial liability; or • When the payment would completely amortize the total unfunded liability in a very short time period, and results in a large change in the employer contribution requirement. In any year when one of the above scenarios occurs, the actuary will consider corrective action such as replacing the existing unfunded liability bases with a single “fresh start” base and amortizing it over a reasonable period. The Current Amortization Schedule on the following page may appear to show that, based on the current amortization bases, one of the above scenarios will occur at some point in the future. It is impossible to know today whether such a scenario will in fact arise since there will be additional bases added to the amortization schedule in each future year. Should such a scenario arise in any future year, the actuary will take appropriate action based on guidelines in the CalPERS amortization policy. C-19 CALPERS ACTUARIAL VALUATION - June 30, 2020 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 14 Amortization Schedule and Alternatives (continued) Alternate Schedules Current Amortization Schedule 15 Year Amortization 10 Year Amortization Date Balance Payment Balance Payment Balance Payment 6/30/2022 195,182 15,841 195,182 20,717 195,182 26,865 6/30/2023 192,459 17,261 187,415 20,717 181,055 26,865 6/30/2024 188,075 18,692 179,104 20,717 165,939 26,865 6/30/2025 181,905 20,133 170,211 20,717 149,765 26,865 6/30/2026 173,813 21,438 160,696 20,717 132,459 26,865 6/30/2027 163,805 21,854 150,515 20,717 113,942 26,865 6/30/2028 152,665 22,282 139,621 20,717 94,129 26,865 6/30/2029 140,303 22,718 127,965 20,717 72,929 26,865 6/30/2030 126,624 23,171 115,493 20,717 50,245 26,866 6/30/2031 111,520 23,634 102,148 20,717 25,972 26,866 6/30/2032 94,878 24,108 87,869 20,718 6/30/2033 76,582 24,598 72,589 20,717 6/30/2034 56,498 25,100 56,240 20,717 6/30/2035 34,489 6,333 38,747 20,718 6/30/2036 30,352 6,332 20,028 20,717 6/30/2037 25,927 6,333 6/30/2038 21,191 6,333 6/30/2039 16,124 6,335 6/30/2040 10,700 6,331 6/30/2041 4,900 5,069 6/30/2042 6/30/2043 6/30/2044 6/30/2045 6/30/2046 6/30/2047 6/30/2048 6/30/2049 6/30/2050 6/30/2051 Total 323,896 310,757 268,652 Interest Paid 128,714 115,575 73,470 Estimated Savings 13,139 55,244 C-20 CALPERS ACTUARIAL VALUATION - June 30, 2020 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 15 Employer Contribution History The table below provides a recent history of the required employer contributions for the plan. The amounts are based on the actuarial valuation from two years prior and does not account for prepayments or benefit changes made during a fiscal year. Additional discretionary payments before July 1, 2019 or after June 30, 2020 are not included. [ Fiscal Year Employer Normal Cost Unfunded Liability Payment ($) Additional Discretionary Payments 2016 - 17 6.555% $90 N/A 2017 - 18 6.533% 214 N/A 2018 - 19 6.842% 1,011 N/A 2019 - 20 6.985% 2,239 0 2020 - 21 7.732% 12,837 2021 - 22 7.59% 13,868 2022 - 23 7.47% 15,841 Funding History The table below shows the recent history of the actuarial accrued liability, share of the pool’s market value of assets, unfunded accrued liability, funded ratio, and annual covered payroll. Valuation Date Accrued Liability (AL) Share of Pool’s Market Value of Assets (MVA) Unfunded Accrued Liability (UAL) Funded Ratio Annual Covered Payroll 06/30/2013 $3,810 $5,112 ($1,302) 134.2% $128,274 06/30/2014 34,829 37,902 (3,073) 108.8% 469,813 06/30/2015 153,966 147,363 6,603 95.7% 859,764 06/30/2016 339,576 305,445 34,131 89.9% 1,351,084 06/30/2017 616,259 584,158 32,101 94.8% 1,628,257 06/30/2018 987,801 907,088 80,713 91.8% 2,422,034 06/30/2019 1,320,076 1,192,048 128,028 90.3% 2,422,912 06/30/2020 1,720,001 1,524,582 195,419 88.6% 2,764,928 C-21 Risk Analysis • Future Investment Return Scenarios • Discount Rate Sensitivity • Mortality Rate Sensitivity • Maturity Measures • Maturity Measures History • Hypothetical Termination Liability C-22 CALPERS ACTUARIAL VALUATION - June 30, 2020 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 17 Future Investment Return Scenarios Analysis was performed to determine the effects of various future investment returns on required employer contributions. The projections below provide a range of results based on five investment return scenarios assumed to occur during the next four fiscal years (2020-21, 2021-22, 2022-23 and 2023-24). The projections also assume that all other actuarial assumptions will be realized and that no further changes to assumptions, contributions, benefits, or funding will occur. For fiscal years 2020-21, 2021-22, 2022-23, and 2023-24, each scenario assumes an alternate fixed annual return. The fixed return assumptions for the five scenarios are 1.0%, 4.0%, 7.0%, 9.0% and 12.0%. These alternate investment returns were chosen based on stochastic analysis of possible future investment returns over the four-year period ending June 30, 2024. Using the expected returns and volatility of the asset classes in which the funds are invested, we produced five thousand stochastic outcomes for this period based on the most recently completed Asset Liability Management process. We then selected annual returns that approximate the 5th, 25th, 50th, 75th, and 95th percentiles for these outcomes. For example, of all the 4-year outcomes generated in the stochastic analysis, approximately 25% had an average annual return of 4.0% or less. Required contributions outside of this range are also possible. In particular, whereas it is unlikely that investment returns will average less than 1.0% or greater than 12.0% over this four-year period, the likelihood of a single investment return less than 1.0% or greater than 12.0% in any given year is much greater. Assumed Annual Return From 2020-21 through 2023-24 Projected Employer Contributions 2023-24 2024-25 2025-26 2026-27 1.0% Normal Cost 7.5% 7.5% 7.5% 7.5% UAL Contribution $20,000 $26,000 $34,000 $44,000 4.0% Normal Cost 7.5% 7.5% 7.5% 7.5% UAL Contribution $18,000 $22,000 $27,000 $33,000 7.0% Normal Cost 7.5% 7.5% 7.5% 7.5% UAL Contribution $17,000 $19,000 $20,000 $21,000 9.0% Normal Cost 7.6% 7.8% 8.0% 7.4% UAL Contribution $17,000 $17,000 $17,000 $16,000 12.0% Normal Cost 7.6% 7.8% 8.0% 7.4% UAL Contribution $16,000 $14,000 $0 $0 C-23 CALPERS ACTUARIAL VALUATION - June 30, 2020 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 18 Discount Rate Sensitivity The discount rate assumption is calculated as the sum of the assumed real rate of return and the assumed annual price inflation, currently 4.50% and 2.50%, respectively. Changing either the price inflation assumption or the real rate of return assumption will change the discount rate. The sensitivity of the valuation results to the discount rate assumption depends on which component of the discount rate is changed. Shown below are various valuation results as of June 30, 2020 assuming alternate discount rates by changing the two components independently. Results are shown using the current discount rate of 7.0% as well as alternate discount rates of 6.0% and 8.0%. The rates of 6.0% and 8.0% were selected since they illustrate the impact of a 1.0% increase or decrease to the 7.0% assumption. Sensitivity to the Real Rate of Return Assumption As of June 30, 2020 1% Lower Real Return Rate Current Assumptions 1% Higher Real Return Rate Discount Rate 6.0% 7.0% 8.0% Inflation 2.5% 2.5% 2.5% Real Rate of Return 3.5% 4.5% 5.5% a) Total Normal Cost 17.65% 14.22% 11.59% b) Accrued Liability $2,106,499 $1,720,001 $1,420,928 c) Market Value of Assets $1,524,582 $1,524,582 $1,524,582 d) Unfunded Liability/(Surplus) [(b) - (c)] $581,917 $195,419 ($103,654) e) Funded Status 72.4% 88.6% 107.3% Sensitivity to the Price Inflation Assumption As of June 30, 2020 1% Lower Inflation Rate Current Assumptions 1% Higher Inflation Rate Discount Rate 6.0% 7.0% 8.0% Inflation 1.5% 2.5% 3.5% Real Rate of Return 4.5% 4.5% 4.5% a) Total Normal Cost 15.20% 14.22% 13.05% b) Accrued Liability $1,838,220 $1,720,001 $1,576,736 c) Market Value of Assets $1,524,582 $1,524,582 $1,524,582 d) Unfunded Liability/(Surplus) [(b) - (c)] $313,638 $195,419 $52,154 e) Funded Status 82.9% 88.6% 96.7% Mortality Rate Sensitivity The following table looks at the change in the June 30, 2020 plan costs and funded status under two different longevity scenarios, namely assuming post-retirement rates of mortality are 10% lower or 10% higher than our current mortality assumptions adopted in 2017. This type of analysis highlights the impact on the plan of improving or worsening mortality over the long-term. As of June 30, 2020 10% Lower Mortality Rates Current Assumptions 10% Higher Mortality Rates a) Total Normal Cost 14.49% 14.22% 13.97% b) Accrued Liability $1,756,541 $1,720,001 $1,686,326 c) Market Value of Assets $1,524,582 $1,524,582 $1,524,582 d) Unfunded Liability/(Surplus) [(b) - (c)] $231,959 $195,419 $161,744 e) Funded Status 86.8% 88.6% 90.4% C-24 CALPERS ACTUARIAL VALUATION - June 30, 2020 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 19 Maturity Measures As pension plans mature they become more sensitive to risks. Understanding plan maturity and how it affects the ability of a pension plan sponsor to tolerate risk is important in understanding how the pension plan is impacted by investment return volatility, other economic variables and changes in longevity or other demographic assumptions. Since it is the employer that bears the risk, it is appropriate to perform this analysis on a pension plan level considering all rate plans. The following measures are for one rate plan only. One way to look at the maturity level of CalPERS and its plans is to look at the ratio of a plan’s retiree liability to its total liability. A pension plan in its infancy will have a very low ratio of retiree liability to total liability. As the plan matures, the ratio starts increasing. A mature plan will often have a ratio above 60%-65%. Ratio of Retiree Accrued Liability to Total Accrued Liability June 30, 2019 June 30, 2020 1. Retired Accrued Liability 0 0 2. Total Accrued Liability 1,320,076 1,720,001 3. Ratio of Retiree AL to Total AL [(1) / (2)] 0.00 0.00 Another measure of maturity level of CalPERS and its plans is to look at the ratio of actives to retirees, also called the Support Ratio. A pension plan in its infancy will have a very high ratio of active to retired members. As the plan matures, and members retire, the ratio starts declining. A mature plan will often have a ratio near or below one. The average support ratio for CalPERS public agency plans is 1.25. Support Ratio June 30, 2019 June 30, 2020 1. Number of Actives 52 57 2. Number of Retirees 0 0 3. Support Ratio [(1) / (2)] N/A N/A C-25 CALPERS ACTUARIAL VALUATION - June 30, 2020 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 20 Maturity Measures (Continued) The actuarial calculations supplied in this communication are based on various assumptions about long-term demographic and economic behavior. Unless these assumptions (e.g., terminations, deaths, disabilities, retirements, salary growth, and investment return) are exactly realized e ach year, there will be differences on a year-to-year basis. The year-to-year differences between actual experience and the assumptions are called actuarial gains and losses and serve to lower or raise required employer contributions from one year to the next. Therefore, employer contributions will inevitably fluctuate, especially due to the ups and downs of investment returns. Asset Volatility Ratio (AVR) Shown in the table below is the asset volatility ratio (AVR), which is the ratio of market value of assets to payroll. Plans that have higher AVR experience more volatile employer contributions (as a percentage of payroll) due to investment return. For example, a plan with an asset-to-payroll ratio of 8 may experience twice the contribution volatility due to investment return volatility than a plan with an asset-to-payroll ratio of 4. It should be noted that this ratio is a measure of the current situation. It increases over time but generally tends to stabilize as t he plan matures. Liability Volatility Ratio (LVR) Also shown in the table below is the liability volatility ratio (LVR), which is the ratio of accrued liability to payroll. Plans that have a higher LVR experience more volatile employer contributions (as a percentage of payroll) due to investment return and changes in liability. For example, a plan with LVR ratio of 8 is expected to have twice the contribution volatility of a plan with LVR of 4. It should be noted that this ratio indicates a longer-term potential for contribution volatility. The AVR, described above, will tend to move closer to the LVR as a plan matures. Contribution Volatility June 30, 2019 June 30, 2020 1. Market Value of Assets $1,192,048 $1,524,582 2. Payroll 2,422,912 2,764,928 3. Asset Volatility Ratio (AVR) [(1) / (2)] 0.5 0.6 4. Accrued Liability $1,320,076 $1,720,001 5. Liability Volatility Ratio (LVR) [(4) / (2)] 0.5 0.6 Maturity Measures History Valuation Date Ratio of Retiree Accrued Liability to Total Accrued Liability Support Ratio Asset Volatility Ratio Liability Volatility Ratio 06/30/2017 0.00 N/A 0.4 0.4 06/30/2018 0.00 N/A 0.4 0.4 06/30/2019 0.00 N/A 0.5 0.5 06/30/2020 0.00 N/A 0.6 0.6 C-26 CALPERS ACTUARIAL VALUATION - June 30, 2020 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 21 Hypothetical Termination Liability The hypothetical termination liability is an estimate of the financial position of the plan had the contract with CalPERS been terminated as of June 30, 2020. The plan liability on a termination basis is calculated differently compared to the plan’s ongoing funding liability. For the hypothetical termination liability calculation, both compensation and service are frozen as of the valuation date and no future pay increases or service accruals are assumed. This measure of funded status is not appropriate for assessing the need for future employer contributions in the case of an ongoing plan, that is, for an employer that continues to provide CalPERS retirement benefits to active employees. A more conservative investment policy and asset allocation strategy was adopted by the CalPERS Board for the Terminated Agency Pool. The Terminated Agency Pool has limited funding sources since no future employer contributions will be made. Therefore, expected benefit payments are secured by risk-free assets and benefit security for members is increased while limiting the funding risk. However, this asset allocation has a lower expected rate of return than the PERF and consequently, a lower discount rate is assumed. The lower discount rate for the Terminated Agency Pool results in higher liabilities for terminated plans. The effective termination discount rate will depend on actual market rates of return for risk-free securities on the date of termination. As market discount rates are variable, the table below shows a range for the hypothetical termination liability based on the lowest and highest interest rates observed during an approximate 19 -month period from 12 months before the valuation date to 7 months after. Market Value of Assets (MVA) Hypothetical Termination Liability1,2 at 0.75% Funded Status Unfunded Termination Liability at 0.75% Hypothetical Termination Liability1,2 at 2.50% Funded Status Unfunded Termination Liability at 2.50% $1,524,582 $4,963,998 30.7% $3,439,416 $3,150,051 48.4% $1,625,469 1 The hypothetical liabilities calculated above include a 5% mortality contingency load in accordance with Board policy. Other actuarial assumptions can be found in Appendix A of the Section 2 report. 2 The current discount rate assumption used for termination valuations is a weighted average of the 10-year and 30-year U.S. Treasury yields where the weights are based on matching asset and liability durations as of the termination date. The discount rates used in the table are based on 20-year Treasury bonds, rounded to the nearest quarter percentage point, which is a good proxy for most plans. The 20-year Treasury yield was 1.18% on June 30, 2020, and was 1.68% on January 31, 2021. In order to terminate the plan, you must first contact our Retirement Services Contract Unit to initiate a Resolution of Intent to Terminate. The completed Resolution will allow the plan actuary to give you a preliminary termination valuation with a more up-to-date estimate of the plan liabilities. CalPERS advises you to consult with the plan actuary before beginning this process. C-27 CALPERS ACTUARIAL VALUATION - June 30, 2020 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 22 Participant Data The table below shows a summary of your plan’s member data upon which this valuation is based: June 30, 2019 June 30, 2020 Active Members Counts 52 57 Average Attained Age N/A 40.1 Average Entry Age to Rate Plan N/A 37.8 Average Years of Credited Service N/A 2.0 Average Annual Covered Pay $46,594 $48,508 Annual Covered Payroll $2,422,912 $2,764,928 Projected Annual Payroll for Contribution Year $2,628,350 $2,999,365 Present Value of Future Payroll $24,449,923 $28,556,373 Transferred Members 8 16 Separated Members 13 20 Retired Members and Beneficiaries Counts* 0 0 Average Annual Benefits* N/A $0 Counts of members included in the valuation are counts of the recor ds 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 include community property settlements. List of Class 1 Benefit Provisions This plan has the additional Class 1 Benefit Provisions: • None C-28 CALPERS ACTUARIAL VALUATION - June 30, 2020 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 23 Plan’s Major Benefit Options Shown below is a summary of the major optional benefits for which your agency has contracted. A description of principal standard and optional plan provisions is in Section 2. Benefit Group Member Category Misc Demographics Actives Yes Transfers/Separated Yes Receiving No Benefit Group Key 110656 Benefit Provision Benefit Formula 2% @ 62 Social Security Coverage No Full/Modified Full Employee Contribution Rate 6.75% Final Average Compensation Period Three Year Sick Leave Credit Yes Non-Industrial Disability Standard Industrial Disability No Pre-Retirement Death Benefits Optional Settlement 2 Yes 1959 Survivor Benefit Level Level 4 Special No Alternate (firefighters) No Post-Retirement Death Benefits Lump Sum $500 Survivor Allowance (PRSA) No COLA 2% C-29 CALPERS ACTUARIAL VALUATION - June 30, 2020 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 24 PEPRA Member Contribution Rates The California Public Employees’ Pension Reform Act of 2013 (PEPRA) established new benefit formulas, final compensation period, and contribution requirements for “new” employees (generally those first hired into a CalPERS -covered position on or after January 1, 2013). In accordance with Government Code Section 7522.30(b), “new members … shall have an initial contribution rate of at least 50% of the normal cost rate.” The normal cost rate is dependent on the plan of retirement benefits, actuarial assumptions and demographics of the risk pool, particularly members’ entry age. Should the total normal cost rate change by more than 1% from the base total normal cost rate, the new member rate shall be 50% of the new normal cost rate rounded to the nearest quarter percent. The table below shows the determination of the PEPRA member contribution rates effective July 1, 2022, based on 50% of the total normal cost rate as of the June 30, 2020 valuation. Basis for Current Rate Rates Effective July 1, 2022 Rate Plan Identifier Benefit Group Name Total Normal Cost Member Rate Total Normal Cost Change Change Needed Member Rate 26567 Miscellaneous PEPRA Level 13.735% 6.75% 14.22% 0.485% No 6.75% C-30 CALPERS ACTUARIAL VALUATION - June 30, 2020 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 25 Section 2 CALIFORNIA PUBLIC EM PLOYEES’ RETIREMENT SYSTEM Risk Pool Actuarial Valuation Information Section 2 may be found on the CalPERS website (calpers.ca.gov) in the Forms and Publications section C-31 City of Rancho Palos Verdes CalPERS Pension Plan Guidelines Overview The Rancho Palos Verdes CalPERS Pension Plan Guidelines provide a framework to enable the City to develop sound funding policies and provide Staff a direction to adequately and appropriately monitor the City’s pension plan s and obligations. Purpose and Objectives In accordance with the 2020-21 City Council Goals under “Government Efficiency and Transparency,” the goal of these Pension Guidelines is to address and manage the liability related to the City’s pension and accrued liability. The Pension Plan Guidelines document the methods the City can use to determine its annual pension contributions. The City’s annual pension contributions fund the long- term cost of benefits to the plan’s participants and annuitants. Nothing in this guideline shall constitute an obligation upon the City, nor an implied contract. The City Council, with recommendations from the City’s Finance Advisory Committee, may revoke or amend the guidelines at any time when in the best interest of the City. The objectives of the Pension Plan Guidelines are as follows: • Provide guidance in making annual budget decisions; • Demonstrate prudent financial management practices; and • Demonstrate transparency to the public and employees on how pensions will be funded. Definitions Defined Benefit – benefit plan where retirement benefits are based on a formula. The City currently has three benefit levels offered to eligible employees: • Tier 1 – Employees hired prior to local pension reform action by City Council on September 20, 2011; earn 2.5% of salary for each year employed with the City (single highest year) at the age of 55. The employee contribution rate for Tier 1 is 8.000% of their annual salary; • Tier 2 – Employees hired after local pension reform on September 20, 2011, who previously worked for another governmental agency with a reciprocating pension plan; earn 2% of salary for each year employed with the City (based on a three-year average) at the age of 60. The employee contribution rate for Tier 2 is 7.000% of their annual salary; and D-1 • Tier 3 – Employees hired after state-wide pension reform effective January 1, 2013; who have not previously worked for another governmental agency with a reciprocating pension plan or have not worked for such an agency within six months of being hired by the City. These employees earn 2% of salary for each year employed with the City (based on a three -year average) at the age of 62. The employee contribution rate for Tier 3 is 6.250% of their annual salary. Full-time Employee – a competitive service employee that is regularly scheduled to work at least 40 hours a week. Part-time Employee – an employee that is scheduled to work on an irregular basis not more than an average of 32 hours a week and worked at least 1,000 hours in a fiscal year (July 1 – June 30). Actuarial Valuation Report (AVR) – an annual valuation performed by the CalPERS actuary which determines the amount the City needs to contribute for the next fiscal year. Normal Costs – the annual cost of service accrual for the upcoming fiscal year for active employees. The normal cost should be viewed as the long -term contribution rate. Unfunded Accrued Liabilities (UAL) – when a plan's Market Value of Assets is less than its Accrued Liability, the difference is the plan's Unfunded Accrued Liability (or unfunded liability). If the unfunded liability is positive, the plan will have to pay contributions exceeding the Normal Cost. Market Value of Assets (MVA) – the value of a plan's assets in the open marketplace on a specific date. Accrued Liability (AL) – the total dollars needed as of the valuation date to fund all benefits earned in the past for current members. Amortization of UAL – a separate payment schedule for different portions of the Unfunded Liability. Payment periods are determined by Board policy and vary based on the cause of the change. Internal Service Funds –an accounting device used to accumulate and/or allocate costs internally among the City’s various functions. Employee Pension Plan Service Fund – a new fund in the Internal Service Funds. It is a restricted fund through a City Council action for pension related costs. Likewise, any accumulated funds can be released through a City Council action, if deemed necessary by the City Council. D-2 Section 115 Trust –an Internal Revenue Code Section 115 Trust that may be established by the City Council to set aside funds for future pension costs and liabilities. Funds accumulated in this trust are restricted to pension costs. Background The City of Rancho Palos Verdes provides its employees a defined benefit retirement plan through the California Public Employees’ Retirement System (CalPERS) per a City Council-approved contract dated December 1, 1974. CalPERS is a multiple-employer public employee defined benefit pension plan. All full-time and part-time employees, if they worked more than 1,000 hours per fiscal year, are eligible to participate in CalPERS. CalPERS provides retirement, disability, and death benefits and annual cost of living adjustments to plan members and their beneficiaries. CalPERS acts as a common investment and administrative agent for participating public entities with the State of California. Benefit provisions and all other requirements are established by state statute. The financial objective of a defined benefit pension plan is to fund the lo ng-term cost of benefits provided to the plan members. To assure that the plan is financially sustainable, the plan should accumulate adequate resources in a systematic and disciplined manner over the active service life of benefitting employees. This funding guideline outlines the method the City will utilize to determine its Actuarially Determined Contributions to fund the long-term cost of benefits to the plan members and annuitants. Pension Funding: A Guide for Elected Officials, issued by eleven national groups including the U.S. Conference of Mayors, the International Agency/County Management Association, and the Government Finance Officers Association, established the following five general policy objectives for a pension funding policy: • Actuarially Determined Contributions - a pension funding plan should be based upon an actuarially determined contribution (ADC) that incorporates both the cost of benefits in the current year and the amortization of the plan’s unfunded actuari al accrued liability. • Fund Discipline - a commitment to make timely, actuarially determined contributions to the retirement system is needed to ensure that sufficient assets are available for all current and future retirees. • Intergenerational equity - annual contributions should be reasonably related to the expected and actual cost of each year of service so that the cost of employee benefits is paid by the generation of taxpayers who receives from those employees. • Contributions as a stable percentage of payroll - contributions should be managed so that employer costs remain consistent as a percentage of payroll over time. D-3 • Accountability and transparency - clear reporting of pension funding should include an assessment of whether, how, and when the plan sponsor will ensure sufficient assets are available for all current and future retirees. Guidelines A. Goals 1. To stabilize the annual unfunded accrued liability contribution (required normal cost). The City’s required contribution is determined by CalPERS, as reported in the annual Actuarial Valuation Report. 2. To achieve and maintain a 90% funding level of the City’s UAL over the next seven to ten years. The City’s UAL amount is determined by CalPERS, as reported in the annual AVR. B. Actuarially Determined Contribution (ADC) • CalPERS actuaries will determine the City’s ADC to CalPERS based on annual actuarial valuations. The ADC will include the normal cost for the current service and amortization of any under-funded amount. The normal cost will be calculated using the entry age normal cost method using economic and non-economic assumptions approved by the CalPERS Board of Administration. • The City will review the CalPERS annual actuarial valuations to validate the completeness and accuracy of the member census data and the reasonableness of the actuarial assumptions. • The City will contribute the ADC as required by CalPERS. C. Employee Pension Plan Service Fund Employee Pension Plan Service Fund is an Internal Service Fund that is a restricted fund through a City Council action for pension related costs. Likewise, any accumulated funds can be released through a City Council action, if deemed necessary by the City Council. To address the increasing annual payment of the UAL, the City may set aside funding in the Employee’s Pension Plan Service Fund to relieve the General Fund of payment in excess of $900,000. 1. Employee Pension Plan Service Fund Contribution Options: • Initial contribution - the City may consider an initial contribution equivalent to at least two years but no more than three years of the incremental D-4 increases to the annual UAL payment from the General Fund Unrestricted Excess Reserve to the Employee Pension Plan Service Fund. • Annual contributions - the City may consider, on an annual basis, to contribute at least 10% but no more than 25% of the annual General Fund surplus (revenues minus expenditures, including transfers) to the Employee Pension Plan Service Fund. o The surplus is to be calculated after closing the fiscal year and will be included in the staff report to the City Council during the budget meetings. 2. Employee Pension Plan Service Fund Usage Options: • The City may use the accumulated funds in the fund to stabilize contributions to CalPERS when the annual UAL lump-sum payment exceeds $900,000 rather than utilizing the General Fund. D. Section 115 Pension Trust Contribution An Internal Revenue Code Section 115 Trust may be established by the City Council to set aside funds for future pension costs and liabilities. To address the City’s rising UAL, the City Council may consider establishing a Section 115 Trust to pre-fund pension obligations. The objective of the Section 115 Pension Trust is to achieve and maintain the 90% funded level of the City’s UAL over the next seven to ten years. 115 Trust Contribution Options: • Initial contribution - the City may consider an initial contribution of at least $500,000 but no more than 25% of the General Fund Unrestricted Excess Reserve to the 115 Pension Trust. • Annual contributions - the City may consider, on an annual basis, contributing equivalent to the savings from making a lump-sum payment of the UAL or the annual positive variances between the projected year-end revenues and the actual revenues in the General Fund, whichever is more, to the 115 Pension Trust. o The variance is to be calculated after closing of the fiscal year and will be included in the staff report to the City Council. 115 Trust Usage Options: D-5 The City shall maintain the balance in the Section 115 Trust to achieve the 90% funded level, unless: • The Employee Pension Plan Service Fund does not have sufficient funding to cover the excess of $900,000 in the annual lump-sum payment. The City may use the accumulated funds from the Section 115 Trust to stabilize the annual UAL contributions to CalPERS. • The General Fund experience a loss in revenue of 10% or more. The City may use accumulated funds from the Section 115 Trust to make ADC contributions. E. Transparency and Reporting The City’s pension plans should be transparent to vested parties , including plan members, annuitants, the City Council, and the Rancho Palos Verdes residents. In order to achieve this transparency, the following information shall be available: • An annual actuarial valuation will be presented to the City Council within 60 days but no later than 90 days after its release by CalPERS. • The City’s Comprehensive Annual Financial Report (CAFR) shall be published on the website. This report includes information on the City’s annual contributions to the pension systems, the 115 Pension Trust, and the funded status. • The City’s annual operating budget shall include the City’s contributions to CalPERS. • The City’s annual contribution, usage, and balance of the Employee Pension Plan Service Fund and the 115 Pension Trust shall be included in the City’s year-end financial report to the City Council. • The City’s Pension Plan Guidelines and actuarial valuation report shall be published on the City website. F. Review of Funding Guidelines Funding a defined benefit pension plan requires a long-term horizon. As such, the City will review the guidelines every three years or as needed to determine if changes to the guidelines are warranted to ensure adequate resources are being accumulated. D-6