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CC SR 20240116 H - CalPERS 2022 Valuation Reports CITY COUNCIL MEETING DATE: 01/16/2024 AGENDA REPORT AGENDA HEADING: Consent Calendar AGENDA TITLE: Consideration and possible action to receive the annual valuations for City pension plans from the California Public Employees’ Retirement System (CalPERS). RECOMMENDED COUNCIL ACTION: 1) Receive and file the actuarial valuations as of June 30, 2022. FISCAL IMPACT: N/A. Amount Budgeted: N/A Additional Appropriation: N/A Account Number(s): N/A ORIGINATED BY: Jason Loya, Senior Administrative Analyst REVIEWED BY: Vina Ramos, Director of Finance VR APPROVED BY: Ara Mihranian, AICP, City Manager ATTACHED SUPPORTING DOCUMENTS: A. Actuarial Valuation as of June 30, 2022 – Tier 1 (page A-1) B. Actuarial Valuation as of June 30, 2022 – Tier 2 (page B-1) C. Actuarial Valuation as of June 30, 2022 – Tier 3 (page C-1) D. August 1, 2023 City Council Staff Report (page D-1) BACKGROUND Each year, CalPERS prepares Actuarial Valuation Reports (AVR) to determine the funded status and employer contribution requirements for City pension plans. Results from the June 30, 2022 AVR for the Miscellaneous Plan (Tier 1), Miscellaneous Second Tier Plan (Tier 2), and Public Employees’ Pension Reform Act (PEPRA) Miscellaneous Plan (Tier 3) are summarized below and reported in accordance with the City’s Pension Plan Guidelines. This item was also reviewed by the Finance Advisory Committee (FAC) on December 14, 2023 as assigned in the FY 2023-24 FAC Work Plan. The City typically receives the annual valuations in August, approximately one year after the reported period. This timeline allows CalPERS actuaries to certify that the reports are complete, accurate, and contain sufficient information to fully disclose t he financial condition of each plan. Discussions about the 2022 AVR began shortly after CalPERS 1 RANCHO PALOS VERDES announced its preliminary investment return of -6.1% on July 20, 2022. Due to its potential implications, the ensuing discussions between Staff and the FAC led to a series of analyses focused on mitigating the anticipated impact of a negative return. On August 1, 2023, Staff presented the City Council with an overview of the actions that took place beginning in September 2022 as well as key findings from the analyses recommended by the FAC (Attachment D). These actions included among other things, the FAC’s request to thoughtfully examine Staff’s projections and funding scenarios. The most significant finding, based on projections and information available at that time, indicated that the City’s Unfunded Accrued Liability (UAL) was expected to rise from $10 million to just over $15.1 million by June 30, 2022. Additional findings related to the investment loss, which CalPERS later revised to -7.5%, revealed that the UAL could potentially cost the City over $26.2 million in total payments and interest. Mor eover, the projected impact was expected to reduce the City’s funded status from 81% to roughly 70%. This further implied that the City may not reach its 90% funding goal over the seven to ten year period defined in the pension guidelines. Based on the data above, Additional Discretionary Payments (ADP) were proposed to the City Council as a strategy to help the City proactively manage the UAL. Five ADP scenarios were presented to help illustrate cost-saving strategies intended to bring the City within reach of its 90% goal at the August 1, 2023 meeting (Attachment D). Of the five scenarios under consideration, the FAC ultimately recommended ADP Scenario 5 and an initial ADP of $1.6 million in FY 2023-24. Revisions to the pension guidelines were also included in the recommendation to City Council. In consideration of emerging priorities and citywide initiatives, the City Council withheld from approving the FAC’s recommendation to implement ADP Scenario 5 and the initial ADP of up to $1.6 million (limited to 50% of the General Fund’s prior year surplus). Rather, Staff was asked to bring the item back to the FAC to reassess and take the totality of circumstances regarding upcoming capital projects into consideration. However, the City Council moved to approve the recommended revisions to the Pension Pl an Guidelines, which included: • Updating the Tier 3 contribution rate to 6.75% as stipulated by PEPRA legislation and required as of the June 30, 2021 valuation, • Adding or revising definitions and current terminology, • Stating FY 2030-31 as the end date to achieve a 90% funded status, and • Incorporating ADP contribution and usage options into the guidelines. The information noted above is intended to provide background context, but the purpose of this report is to disclose the financial condition of City pension plans. The following sections highlight actual results and analysis from the 2022 AVR with respect to the City Council’s goal of efficiency and transparency. Staff’s discussion will also reflect any material differences between the actual and projected results communicated in advance of this report. 2 DISCUSSION: The latest valuations provide the financial status of each pension plan as of June 30, 2022, and determine the minimum required employer contributions for FY 2024 -25. A two-year gap between the valuation date and contribution fiscal year is necessary to ensure that the financial data is accurately reported. The reports also include projected employer contributions to aid in future planning. Changes in Actuarial Methods and Assumptions There are no reportable changes in actuarial assumptions or policies in the 2022 AVR. In general, actuarial valuations are based on assumptions regarding future experience including investment return and payroll growth, eligibility for benefits, and longevity among retirees. Each AVR captures differences between actual and assumed experience and adjusts the contribution requirements as needed. The latest iterations are based on an investment return assumption of 6.8%, which was adopted by the CalPERS Board of Administration in November 2021. Results below are expressed by tier, or in aggregate, to effectively illustrate the financial implications for the City. Required Contributions As noted, the 2022 valuations set the minimum required contributions for FY 2024 -25. Contributions to fund the pension plans are comprised of two components: • Normal Cost, expressed as a percentage of total active payroll; and • Amortization of the UAL, expressed as a dollar amount. More specifically, a plan’s Normal Cost Rate represents the total expected cost of projected benefits allocated annually based on years of service for active members. The UAL is determined based on the difference between a plan’s Accrued Liability (AL) and Market Value of Assets (MVA) at the end of each valuation period. If an unfunded liability is measurable, that is, a plan’s MVA is less than its AL, then the balance must be repaid over time in accordance with the CalPERS amortization policy. Table 1 high lights the details of each cost component by type and tier. Table 1. Minimum Required Employer Contributions FY 2024-25 Benefit Plan Normal Cost Rate Estimated Normal Cost Minimum UAL Payment Total Estimated Contribution Tier 1 14.13% $203,933 $1,266,876 $1,470,809 Tier 2 10.15% $156,223 $14,644 $170,867 Tier 3 7.87% $335,589 $14,336 $349,925 Total $695,745 $1,295,856 $1,991,601 3 In total, the estimated normal cost of $0.7 million and UAL payment of $1.3 million add up to an estimated contribution of $2 million in FY 2024 -25. The City’s required contribution increased by $0.2 million, or 13.5%, over the previous AVR. This increase is attributed to the higher UAL balance that resulted from the -7.5% investment return. Relatedly, the City traditionally chooses to prepay the UAL portion of the employer contribution in full to help minimize costs. Exercising this option would result in an estimated savings of almost $42,000, or 3.2%. For a broader comparison, Chart 1 illustrates the year-over-year change in total required contributions since FY 2019-20. Chart 1. Minimum Required Employer Contributions Since FY 2019-20 Change in CalPERS Valuation Projections: 2021 vs 2022 As stated, the valuations reflect prior differences between actual and assumed experience. Adjusted for this change, the UAL payment in FY 2024 -25 rose by just over $0.2 million, or 22%, more than the amount anticipated in the 2021 AVR. This type of analysis emphasizes the year-over-year impact on pension plans due to differences in the CalPERS assumption rate and actual investment return. Table 2 lays out the variances by tier between the 2021 AVR projection and 2022 AVR actual results. Table 2. 2021 AVR Projected vs 2022 AVR Actual UAL Payment Benefit Plan FY 2024-25 (Projected) FY 2024-25 (Actual) Net Change Tier 1 $1,064,000 $1,266,876 $202,876 Tier 2 $0 $14,644 $14,644 Tier 3 $0 $14,336 $14,336 Total $1,064,000 $1,295,856 $231,856 A major difference shown in Table 2 above is the presence of a UAL for both Tier 2 and Tier 3. The 2021 AVR projected a UAL of $0 due to CalPERS 21% investment return in 4 ., $2.5 C: 0 ~ $2.0 $1.5 $1.0 $0.5 $0.0 MINIMUM REQUIRED EMPLOYER CONTRIBUTIONS $2.0 2019 -20 2020-21 2021-22 2022 -23 2023-24 2024-25 UAL Payment -Est Normal Cost -Total Est. Contribution FY 2020-21. Both tiers were considered fully funded at that point in time, and as such, were projected to meet actuarial assumptions in future years. Instead, the investment gains were essentially off set by CalPERS FY 2021 -22 investment return of -7.5%. As a result, ongoing UAL payments are now projected for all three tiers. Projected Future City Contributions The projections below are determined by CalPERS and assume the investment return in future years will be 6.8%. It’s also assumed that no further changes to assumptions, contributions, benefits, or funding will occur during the projection period. To the ext ent the investment return for FY 2022-23 differs from 6.8%, the actual contribution requirements for FY 2025-26 and beyond will differ from those shown in Table 3. Table 3. Projected UAL Payments (Assumes 6.8% Return) Benefit Plan FY 2024-25 Required FY 2025-26 Projected FY 2026-27 Projected FY 2027-28 Projected FY 2028-29 Projected FY 2029-30 Projected Tier 1 $1,266,876 $1,362,000 $1,454,000 $1,528,000 $1,694,000 $1,730,000 Tier 2 $14,644 $24,000 $34,000 $44,000 $53,000 $53,000 Tier 3 $14,336 $24,000 $34,000 $44,000 $54,000 $54,000 Total $1,295,856 $1,410,000 $1,522,000 $1,616,000 $1,801,000 $1,837,000 Based on CalPERS assumptions, the 2022 valuations project total UAL payments to increase by an average annual rate of 7.2% through FY 2029-30. Table 3 also reflects an increase of about $0.5 million from the beginning to end of this period. Regardless, and as the data has shown, actual long -term costs depend on the actual benefits and expenses paid and the future investment experience of the fund. Funded Status as of June 30, 2022 A plan’s funded status is based on the MVA relative to the value of projected benefits for active members, otherwise known as the AL. The AL is considered a plan’s funding target as of the valuation date. A funded ratio of 100% (UAL of $0) implies that the funding of the plan is on target and that future contributions equal to the normal cost of the active plan members. A funded ratio of less than 100% (positive UAL) implies that in addition to normal costs, payments toward the UAL will be required. Table 4 breaks down each plan’s funded status following the investment loss and as reported in the 2022 AVR. Table 4. Funded Status as of June 30, 2022 in millions Tier 1 Tier 2 Tier 3 Totals Accrued Liability (AL) $49.8 $3.5 $3.0 $56.3 Market Value of Assets (MVA) $34.0 $3.0 $2.6 $39.7 Unfunded Accrued Liability [(AL) - (MVA)] $15.8 $0.4 $0.4 $16.7 Funded Ratio [(MVA) / (AL)] 68.3% 87.3% 86.3% 70.4% 5 Through June 30, 2022, the City’s total AL of $56.3 million and total MVA of $39.7 million resulted in a total UAL of $16.7 million. All plans considered, the City’s overall funded ratio fell to 70.4%, down 11% from the 2021 AVR. Most notably, the UAL now present in Tier 2 and Tier 3 adds to the anticipated UAL reported and projected in Staff’s analysis. In brief, City Staff anticipated a $15.1 million UAL as of June 30, 2022. This projection was for Tier 1 only given that Tiers 2 and 3 did not have an existing UAL at that time. The variance between Staff’s projection and actual UAL for Tier 1 was approxim ately $0.7 million, or 4%. According to CalPERS, the $0.7 million is non -investment related and associated with retroactive cost-of-living-adjustments for retirees to account for inflation. Funding History and Analysis Chart 2 below illustrates the City’s actuarial accrued liability, market value of assets, UAL balance, and funded ratio from a historical perspective. This data is presented in the aggregate to demonstrate the overall values and trends for City pension pla ns. Chart 2. Funding History Over a 10-year period, the City’s AL and MVA have grown by an average annual rate of 7.1% and 6.2%, respectively. This analysis indicates that plan liabilities have grown faster than plan assets as of June 30, 2022. The 2021 AVR indicated that the opposite was true, which points to the year-over-year volatility in investment returns and outcomes. Recognizing that markets tend to be more volatile in short-term gives credence to the value of maintaining a long-term perspective. That said, it’s important to point out that the City’s total UAL balance has increased by an average annual rate of 9.7% since June 30, 2013. Consequently, the City’s average funded status is at 74.7%, down slightly from 75.2% reported in last year’s AVR. 6 $60 9 0% 8 0% $50 7 0% $40 6 0% "' C: 5 0% ~ $30 ~ 4 0% $20 3 0% 2 0% $10 10% $0 0 % 6/30/2013 6/30/2014 6/30/2015 6/30/2016 6/30/2017 6/30/2018 6/30/2019 6/30/2020 6/30/2021 6/30/2022 -A cc rued Liabil ity -Market Va l ue of Assets (MVA) -Unfunded Accrued Li ability (UA L) ~Funded Rat io Breakdown of Accrued Liability For additional insight, Table 5 provides a breakdown of the City’s AL distributed across members as reported in the 2022 AVR. In summary, Tier 1 members account for $49.8 million, or 88%, of the total AL. Tier 2 and Tier 3 members represent a combined tota l of $6.5 million, or 12%, of the remaining portion of City’s AL. Table 5 also calls attention to Tier 1 member/beneficiary payments of $31.4 million which is 56% of total AL. Table 5. Breakdown of Accrued Liability as of June 30, 2022 in millions Tier 1 Tier 2 Tier 3 Totals Active Members $11.1 $1.8 $2.0 $14.9 Transferred Members $4.6 $0.5 $1.0 $6.1 Terminated Members $2.7 $0.1 $0.1 $2.9 Member / Beneficiary Payments $31.4 $1.1 $0.0 $32.5 Total $49.8 $3.5 $3.0 $56.3 UAL Amortization Analysis This section focuses on the long-term implications of a growing UAL. As stated, the City’s total UAL balance has increased by an average annual rate of 9.7% since June 2013. Chart 3 below depicts this growing trend in parallel to CalPERS annualized investm ent returns. Despite year-over-year investment volatility, the long-term growth of the City’s UAL is most apparent in review of the historic data. Chart 3. Annual UAL and Investment Return History Schedule of Amortization Bases The UAL is made up of several gain and loss bases that collectively determine the total balance at the end of each valuation period. Individual bases represent the City’s allocated share of the risk pool’s experience and assumption change for each period a nd are added to each plan’s amortization schedule. For example, an investment gain occurs 7 ., C: $20 $15 ~ $10 ~ $5 $0 ~Investment Ret urn when CalPERS experiences an investment return above the 6.8% discount rate. An investment return below the discount rate, like in the 2022 AVR, results in a loss. Differences in non-investment experience also result in either a gain or loss base. This occurs when demographic assumptions, such as retirement or mortality rates, differ from actuarial assumptions. For example, the cost of benefits increases for retirees living longer than assumed, and in turn, raises contribution requirements. This scenario is viewed as a non-investment loss. Ultimately, each gain or loss base is added and amortized accordingly regardless of the plan specific reason. Table 6 summarizes the ending UAL balances and expected payments based on the schedule of amortization bases in the 2022 AVR. The ending UAL balance is rolled forward each year by subtracting the expected payment and adjusting for interest. Table 6. Summary of UAL Amortization Schedules BENEFIT PLAN BALANCE 6/30/2022 EXPECTED PAYMENT 2022-23 BALANCE 6/30/23 EXPECTED PAYMENT 2023-24 BALANCE 6/30/24 REQUIRED PAYMENT 2024-25 TIER 1 $15,793,634 $1,077,244 $15,754,333 $1,070,317 $15,719,518 $1,266,876 TIER 2 $440,352 ($2,104) $472,470 $0 $504,598 $14,644 TIER 3 $417,432 ($31,925) $478,810 $0 $511,369 $14,336 TOTAL $16,651,418 $1,077,244 $16,705,613 $1,070,317 $16,735,485 $1,295,856 The total UAL balance of $16.7 million as of June 30, 2022 is referenced earlier in this report. However, because the 2022 AVR determine s the minimum required employer contributions for FY 2024-25, the amortization schedules begin with the UAL balance as of June 30, 2024. All future calculations in the AVR reflect CalPERS investment return assumption of 6.8%, and thus, are subject to change based on actual experience. Analysis of Amortization Schedules The projected UAL balances as of June 30, 2024 are listed in Table 7 below. The default amortization schedules provided in the 2022 AVR use a 20 -year funding horizon as the default method. Repaying the UAL under the current schedule and assumptions is projected to cost the City $16.7 million in total principal and $11.7 million in total interest, for a total estimated cost of $28.4 million. Table 7. 2022 Default Amortization Schedules in millions Tier 1 Tier 2 Tier 3 Totals Principal Paid $15.7 $0.5 $0.5 $16.7 Interest Paid $10.7 $0.5 $0.5 $11.7 Total Paid $26.4 $1.0 $1.0 $28.4 8 Additionally, the 2022 default schedules are based on the City making the minimum contributions required in accordance with CalPERS amortization policy. Alternatively, there are other methods available to help proactively manage the UAL and align with the City’s Pension Plan Guidelines. The primary benefits of these alternatives include stabilizing future contributions and reducing interest costs. CalPERS includes alternative schedules in the AVR to help illustrate the potential savings from these methods. CalPERS Alternative Amortization Schedules The first alternative method provided by CalPERS is to employ a Fresh Start. A Fresh Start is an adjustment to the amortization schedule that permanently reduces the funding horizon and increases annual payments at a fixed amount. This method uses a level dollar amortization strategy that enables agencies to budget consistently in future years. Accordingly, the totals and estimated savings from each alternate example provided in the 2022 valuations are aggregated and shown in Table 8 below. Table 8. Alternate Amortization Schedules (Fresh Start) in millions 2022 Default Alternate 1 Alternate 2 Total Paid $28.4 $26.6 $23.1 Interest Paid $11.7 $9.8 $6.3 Estimated Savings $0 $1.8 $5.3 Initiating a Fresh Start as prepared by CalPERS would require UAL contributions to increase to an average of roughly $1.8 million for Alternate 1 or $2.3 million for Alternate 2. As suggested, Alternates 1 and 2 shorten the funding horizon to 15 or 10 years to achieve an estimated savings of $1.8 million or $5.3 million, respectively. New unfunded liabilities can and will emerge in future years and should be considered when implementing a Fresh Start alternative. A second alternative prepared by CalPERS considers ADPs, which is a method added as a revision to the City’s Pension Plan Guidelines in August 2023. Similarly, these optional payments serve to reduce the UAL and future required contributions and can result in significant long-term savings. ADPs can also be utilized to mirror a Fresh Start without permanently altering the current schedules. Table 9 aggregates data for all plans to compare total contributions for the select ADP options provided in the 2022 AVR. Table 9. Alternative Fiscal Year 2024-25 Employer Contributions (in millions) Funding Horizon Estimated Normal Cost Minimum UAL Payment ADP Amount Total UAL Contribution Estimated Total Contribution Default $0.7 $1.3 $0 $1.3 $2.0 20 years $0.7 $1.3 $0.2 $1.5 $2.2 15 years $0.7 $1.3 $0.5 $1.8 $2.5 10 years $0.7 $1.3 $1.0 $2.3 $3.0 9 CalPERS does not provide the estimated savings for the ADP options in Table 9, though results from the 15- and 10-year options can be assumed using the Fresh Start example. Rather, this information was included to indicate that it may benefit the City to c onsider ADPs under current circumstances. This is because the minimum required contributions for the default schedules for Tiers 2 and 3 are less than the interest on the UAL. Using the given assumptions, Tier 2 and Tier 3 contributions are not expected to exceed interest until FY 2027-28. This situation is referred to as negative amortization and occurs because investment gains and losses are amortized using 5 -year ramp. CalPERS uses this method to incrementally phase in the impacts associated with significant changes in the UAL. Projected payments and interest through FY 2029 -30 for both tiers are shown in Table 10. For additional reference, nearly 81% of the Tier 1 payment in FY 2024-25 will go towards interest rather than principal but does not negatively amortize. Table 10. Negative Amortization Tier 2 Tier 3 Fiscal Year Payment Interest ($) Interest/ Payment Ratio Payment Interest ($) Interest/ Payment Ratio 2024-25 $14,644 $33,823 231% $14,336 $34,293 239% 2025-26 $24,297 $34,804 143% $24,277 $35,318 145% 2026-27 $33,951 $35,196 104% $34,219 $35,737 104% 2027-28 $43,604 $34,957 80% $44,160 $35,507 80% 2028-29 $53,257 $34,047 64% $54,101 $34,586 64% 2029-30 $53,257 $32,740 61% $54,101 $33,260 61% Contribution History and Analysis To provide additional perspective, Chart 4 on the following page uses historic AVR data to illustrate required UAL contributions from FY 2016 -17 to FY 2024-25. Collectively, the City’s total UAL payments during this period have increased at an average annual rate of 15.3%. This exceeds the previous year’s average growth rate of 14.5%. Chart 4 also includes a linear projection using nine years of historic data. This upward trend aligns with the projected UAL payments reported by CalPERS in Table 3 of this report, further validating the trajectory of future payments throu gh FY 2029-30. 10 Chart 4. UAL Contribution History and Trend Analysis When considering the full UAL amortization period, the City is projected to reach a 90% funded status in FY 2033-34, three years beyond the stated goal in the pension guidelines. Moreover, UAL payments are expected to continue until FY 2044 -45 based on the 2022 AVR schedules. Nonetheless, all projections and schedules reported in the 2022 AVR are subject to change based on actual experience in FY 2022 -23. CalPERS 2023 Preliminary Investment Return On July 19, 2023, CalPERS reported a preliminary net return of 5.8% on its investments for the year ending June 30, 2023. The FY 2022-23 preliminary return exceeds the -7.5% loss, which was first negative return since the Great Recession. Despite a relatively strong performance, the 5.8% preliminary return fell short of CalPERS 6.8% discount rate and is considered as a net investment loss. The funded status of the Public Employees’ Retirement Fund (PERF) is now estimated at 72%. CalPERS annualized investment returns for the five-year period ending June 30, 2023 are listed below. While single year investment returns are notable, reviewing the long - term return rates comprehensively demonstrate the PERF’s overall performance. Either way, the final FY 2022-23 investment return will impact City pension plans and is expected to increase the UAL based on the 5.8% return. Table 13. CalPERS Investment Returns through June 30, 2023 1 Year 5 Year 10 Year 20 Year 30 Year Annualized Returns 5.8% 6.1% 7.1% 7.0% 7.5% ADDITIONAL INFORMATION: Table 14 on the following page shows a summary of the plan’s member data upon which this valuation is based. 11 "' C: .!2 $2.5 ~ $2.0 $1.5 $1.0 $0.5 $0.0 ~ Required Contributions $1.8 $1.8 2022 Projected UAL Payments -----Linear (Required Contributions) Table 14. Employee Tier Distribution Tier 1 Tier 2 Tier 3 Total by Status Active Members 20 11 59 90 Retirees 109 6 0 115 Total by Tier 129 17 59 205 Compared to the prior year, Tier 1 active members decreased from 23 to 20, while retirees have increased from 105 to 109. Tier 2 actives and retirees has remained unchanged. Active members in Tier 3 increased from 57 to 59. Pension Guidelines In accordance with the 2020-21 City Council Goals under “Government Efficiency and Transparency,” the purpose of the pension guidelines is to proactively manage ongoing contributions to the City’s pension plans and Unfunded Accrued Liabilities (UAL). In addition to outlining available funding methods for consideration, the two primary goals established by the pension guidelines are: 1. To stabilize annual contributions and mitigate long -term impacts from the City’s UAL. 2. To achieve and maintain a 90% funding level for City pension plans over the next seven to ten years ending in FY 2030-31. The guidelines also established the Employee Pension Plan Service Fund (EPSF). To address the rising UAL, the City may set aside funds in the EPSF to help relieve the General Fund of payments exceeding $900,000. The City may consider contributing at least 10%, but no more than 25%, of the prior year’s unallocated General Fund balance following the year-end close. The EPSF has an estimated fund balance of approximately $1 million ending FY 2022 - 23. Based FY 2022-23 year-end estimates, the City’s General Fund surplus (revenues minus expenditures including transfers) was almost $1.2 million. As a result, the City Council approved the maximum transfer of $291,300, or 25%, of the surplus to the EPSF during the FY 2023-24 budget adoption. Finance Advisory Committee The 2022 valuations were presented to the FAC at the meeting on December 14, 2023. Based on the results, the FAC intends to reiterate the arbitrage opportunity created by paying down the UAL while taking into account the totality of circumstances for the City. This item is also referenced in the FAC’s Biannual Report presented this evening , under a separate agenda item, and will be prioritized within the FAC’s Work Plan to eventually provide a recommendation to the City Council. 12 CONCLUSION: The 2022 AVR provides the financial status of City pension plans as of June 30, 2022, and determines the minimum required contributions for FY 2024 -25. As a result of CalPERS -7.5% investment return, the City’s total estimated required contribution in FY 2024-25 is $2 million, an increase of $0.2 million, or 13.5%, from the previous year. Additional data from the report indicates that the City’s total AL of $56.3 million and total MVA of $39.7 million resulted in a total UAL of $16.7 million. Overall, the City’s funded ratio has fallen to 70.4%, down 11% from the previous year’s report. Since 2013, the City’s UAL has increased by an average rate of 9.7% per year. By continuing to make the minimum required payments, the UAL is currently projected to cost $16.7 million in total principal and $11.7 million in total interest, for a total estimated cost of $28.4 million by FY 2044-45. Based on these findings and the default amortization schedule, City pension plans are not expected to reach a 90% funded status until FY 2033-34, three years beyond the stated goal. Nevertheless, valuation results are reported annually to maintain transparency and provide an opportunity to formulate solutions for the City Council’s future consideration. 13 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 2023 Miscellaneous Plan of the City of Rancho Palos Verdes (CalPERS ID: 3846845523) Annual Valuation Report as of June 30, 2022 Dear Employer, Attached to this letter is the June 30, 2022 actuarial valuation report for the rate plan noted above . Provided in this report is the determination of the minimum required employer contributions for fiscal year (FY) 2024-25. 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, 2022. Section 2 can be found on the CalPERS website (www.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, 2022. 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 (board) 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 experie nce and adjusts the contribution requirements as needed. This valuation is based on an investment return assumption of 6.8%, which was adopted by the board in November 2021. Other assumptions used in this report are those recommended in the CalPERS Experie nce Study and Review of Actuarial Assumptions report from November 2021. Required Contributions The table below shows the minimum required employer contributions for FY 2024-25 along with estimates of the required contributions for FY 2025-26. Employe e contributions other than cost sharing (whether paid by the employer or the employee) are in addition to the results shown below. The required employer contributions in this report do not reflect any cost sharing arrangement between the agency and the emp loyees. Fiscal Year Employer Normal Cost Rate Employer Amortization of Unfunded Accrued Liability 2024-25 14.13% $1,266,876 Projected Results 2025-26 14.1% $1,362,000 A-1 Miscellaneous Plan of the City of Rancho Palos Verdes (CalPERS ID: 3846845523) Annual Valuation Report as of June 30, 2022 Page 2 The actual investment return for FY 2022-23 was not known at the time this report was prepared. The projections above assume the investment re turn for that year would be 6.8%. To the extent the actual investment return for FY 2022- 23 differs from 6.8%, the actual contribution requirements for FY 2025-26 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 FY 2029-30. Changes from Previous Year’s Valuations There are no significant changes in actuarial assumptions or policies in the 2022 actuarial valuation. T here may be changes specific to the plan such as contract amendments and funding changes. Further descriptions of general changes are included in “Highlights and Executive Summ ary” and in Appendix A of the Section 2 report in “Actuarial Methods and Assumptions .” The effects of any changes on the required contributions are included in “Reconciliation of Required Employer Contributions ,” also in the Section 2 report. Questions A CalPERS actuary is available to answer questions about this report. Other questions may be directed to the Customer Contact Center at (888)-CalPERS or (888-225-7377). Sincerely, SCOTT TERANDO, ASA, EA, MAAA, FCA, CFA Chief Actuary, CalPERS RANDALL DZIUBEK, ASA, MAAA Deputy Chief Actuary, Valuation Services , CalPERS A-2 Actuarial Valuation as of June 30, 2022 for the Miscellaneous Plan of the City of Rancho Palos Verdes (CalPERS ID : 3846845523) Required Contributions for Fiscal Year July 1, 2024 - June 30, 2025 A-3 Table of Contents Section 1 – Plan Specific Information Section 2 – Risk Pool Actuarial Valuation I nformation 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 Contribution s 4 Additional Discretionary Employer Contributions 5 Funded Status – Funding Policy Basis 6 Projected Employer Contributions 7 Other Pooled Miscellaneous Risk Pool Rate Plans 8 Cost 9 Changes Since the Prior Year’s Valuation 10 Subsequent Events 10 Assets and Liabilities Breakdown of Entry Age Accrued Liability 12 Allocation of Plan’s Share of Pool’s Experience/Assumption Change 12 Development of Plan’s Share of Pool’s Market Value of Assets 12 Schedule of Amortization Bases 13 Amortization Schedule and Alternatives 15 Employer Contribution History 17 Funding History 17 Risk Analysis Future Investment Return Scenarios 19 Discount Rate Sensitivity 20 Mortality Rate Sensitivity 20 Maturity Measures 21 Maturity Measures History 22 Funded Status – Termination Basis 23 Participant Data 24 List of Class 1 Benefit Provisions 24 Plan’s Major Benefit Options 25 A-6 CALPERS ACTUARIAL VALUATION - June 30, 2022 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 1 Actuarial Certification To the best of our knowledge, this report, compris ed of Sections 1 and 2, is complete and accurate and contains sufficient information to disclose, fully and fairly, the funded condition of the Miscellaneous Plan of the City of Rancho Palos Verdes and satisfies the actuarial valuation requirements of Government Code section 7504. This valuation is based on the member and financial data as of June 30, 2022 provided by the various CalPERS databases and the benefits under this plan with CalPERS as of the date this report was produced. Section 1 of this report is based on the member and financial data for City of Rancho Palos Verdes , while Section 2 is based on the corresponding information for all agencies participating in the Miscellaneous Risk Pool to which the plan belongs. As s et forth in Section 2 of this report, the pool ac tuaries have certified that, in their opinion, the valuation of the Miscellaneous Risk Pool has been performed in accordance with generally accepted actuarial princip les , in accordance 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 Boa rd 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 rate plan, it is my opinion as the plan actuary that the Unfunded Accrued Liability amortization bases as of June 30, 2022 and employer contribution as of July 1, 2024 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. IAN OSUGI, ASA , MAAA Senior Actuary, CalPERS A-7 Highlights and Executive Summary • Introduction • Purpose of Section 1 • Required Contributions • Additional Discretionary Employer Contributions • Funded S tatus – Funding Policy Basis • 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, 2022 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, 2022 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 minimum required contributions for fiscal year (FY) 2024-25. 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 Actuarial Office using data as of June 30, 2022. The purpose of the valuation is to: • Set forth the assets and accrued liabilities of this rate plan as of June 30, 2022; • Determine the minimum required employer contribution s for this rate plan for FY July 1, 2024 through June 30, 2025; • Determine the required member contribution rate for FY July 1, 2024 through June 30, 2025 for employees subject to the California Public Employees' Pension Reform Act of 2013 (PEPRA); and • Provide actuarial information as of June 30, 2022 to the CalPERS Board of Administration (board) 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 valu ation report for such purposes is available on the CalPERS website (www.calpers.ca.gov). The measurements shown in this actuarial valuation may not be applicable for other purposes. The agency should contact the plan actuary before disseminating any portio n 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; changes in plan provisions or applicable law ; and differences between the required contributions determined by the valuation and the actual contributions made by the agency. Assessment and Disclosure of Risk This report includes the following risk disclosures consistent with the guidance of Actuarial Standard of Practice No. 51 and recommended by the California Actuarial Ad visory 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 5.8% and 7.8%. • 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 20 21. • Plan maturity measures indicating how sensitive a plan may be to the risks noted above. A-9 CALPERS ACTUARIAL VALUATION - June 30, 2022 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 4 Required Contributions Fiscal Year Required Employer Contributions 2024-25 Employer Normal Cost Rate 14.13% Plus Required Payment on Amortization Bases 1 $1,266,876 Paid either as 1) Monthly Payment $105,573.00 Or 2) Annual Prepayment Option* $1,225,881 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 2023-24 2024-25 Development of Normal Cost as a Percentage of Payroll Base Total Normal Cost for Formula 21.30% 21.37% Surcharge for Class 1 Benefits 2 a) FAC 1 0.72% 0.72% Phase out of Normal Cost Difference 3 0.00% 0.00% Plan’s Total Normal Cost 22.02% 22.09% Offset Due to Employee Contributions 7.96% 7.96% Employer Normal Cost Rate 14.06% 14.13% 1 The required payment on amortization bases does not take into account any additional discretionary payment made after April 28, 2023. 2 Section 2 of this report contains a list of Class 1 benefits and corresponding surcharges. 3 When a rate plan joins the pool, the difference in normal cost between the pool and the rate plan is phased out over a five- year period in accordance with the CalPERS contribution allocation policy. A-10 CALPERS ACTUARIAL VALUATION - June 30, 2022 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 FY 2024-25 is $1,266,876 . CalPERS allows agencies 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. Agencies 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 FY 2024-25 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. Agencies considering making an ADP should contact CalPERS for additional information. Minimum Required Employer Contribution for Fiscal Year 20 24-25 Estimated Normal Cost Minimum UAL Payment ADP Total UAL Contribution Estimated Total Contribution $203,933 $1,266,876 $0 $1,266,876 $1,470,809 Alternative Fiscal Year 2024-25 Employer Contributions for Greater UAL Reduction Funding Horizon Estimated Normal Cost Minimum UAL Payment ADP 1 Total UAL Contribution Estimated Total Contribution 20 years $203,933 $1,266,876 $146,679 $1,413,555 $1,617,488 15 years $203,933 $1,266,876 $382,15 9 $1,649,035 $1,852,968 10 years $203,933 $1,266,876 $878,829 $2,145,705 $2,349,638 5 years $203,933 $1,266,876 $2,423,065 $3,689,941 $3,893,874 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 UAL as of June 30, 2024 as determined in the June 30, 2022 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, 2022 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 6 Funded Status – Funding Policy Basis The table below provides information on th e current funded status of the plan under the funding policy. The funded status for this purpose is based on the market value of assets relative to the funding target produced by the entry age actuarial cost method and actuarial assumptions adopted by the board. The actuarial cost method allocates the total expected cost of a member’s projected benefit (Present Value of Benefits ) to individual years of service (the Normal Cost). The value of the projected benefit that is not allocated to future service is r eferred to as the Accrued Liability and is the plan’s funding target on the valuation date. The Unfunded Accrued Liability (UAL) equals the funding target minus the assets. The UAL is an absolute measure of funded status and can be viewed as employer debt. The funded ratio equals the assets divided by the funding target. The funded ratio is a relative measure of the funded status and allows for comparisons between plans of different sizes. A funded ratio of 100% (UAL of $0) implies that the funding of the plan is on target and that future contributions equal to the normal cost of the active plan members will be sufficient to fully fund all retirement benefits if future experience matches the actuarial assumptions. A funded ratio of less than 100% (positive UAL) implies that in addition to normal costs, payments toward the UAL will be required. Plans with a funded ratio greater than 100% have a negative UAL (or surplus) but are requ ired under current law to continue contributing the normal cost in most cases, preserving the surplus for future contingencies. Calculations for the funding target reflect the expected long -term investment return of 6.8%. If it were known on the valuation date that future investment returns will average something greater/less than the expected return, calculated normal costs and accrued liabilities provided in this report would be less/greater than the results shown. Therefore, for example, if actual avera ge future returns are less than the expected return, calculated normal costs and UAL contributions will not be sufficient to fully fund all retirement benefits. Under this scenario, required future normal cost contributions will need to increase from those provided in this report, and the plan will develop unfunded liabilities that will also add to required future contributions. For illustrative purposes, funded statuses based on a 1% lower and higher average future investment return (discount rate) are as follows: The “Risk Analysis” section of the report provides additional information regarding the sensitivity of valuation results to the expected investment return and other factors. Also provided in that section are measures of funded status that are appropriate for assessing the sufficiency of plan assets to cover estimated termination liabilities. June 30, 2021 June 30, 2022 1. Present Value of Benefits $49,885,862 $52,074,421 2. Entry Age Accrued Liability 47,593,129 49,824,152 3. Market Value of Assets (MVA) 37,561,570 34,030,518 4. Unfunded Accrued Liability (UAL) [(2) – (3)] $10,031,559 $15,793,634 5. Funded Ratio [(3) / (2)] 78.9% 68.3% 1% Lower Average Return Current Assumption 1% Higher Average Return Discount Rate 5.8% 6.8% 7.8% 1. Entry Age Accrued Liability $56,279,103 $49,824,152 $44,507,417 2. Market Value of Assets (MVA) 34,030,518 34,030,518 34,030,518 3. Unfunded Accrued Liability (UAL) [(1) – (2)] $22,248,585 $15,793,634 $10,476,899 4. Funded Ratio [(2) / (1)] 60.5% 68.3% 76.5% A-12 CALPERS ACTUARIAL VALUATION - June 30, 2022 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 7 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, b enefits, or funding will occur during the projection period. In particular, the investment return beginning with FY 2022-23 is assumed to be 6.80% per year, net of invest ment and administrative expenses. Future contribution requirements may differ significantly from those shown below. The actual long -term cost of the plan will depend on the actual benefits and expenses paid and the actual investment experience of the fund. Required Contribution Projected Future Employer Contributions (Assumes 6.80% Return for Fiscal Year 2022-23 and Beyond) Fiscal Year 2024-25 2025-26 2026-27 2027-28 2028-29 2029-30 Rate Plan 1107 Results Normal Cost % 14.13% 14.1% 14.1% 14.1% 14.1% 14.1% UAL Payment $1,266,876 $1,362,000 $1,454,000 $1,528,000 $1,694,000 $1,730,000 For ongoing plans, investment gains and losses are amortized using a 5 -year ramp up. For more information, please see “Amortization of the Unfunded Actuarial Accrued Liability” under “Actuarial Methods” in Appendix A 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 i nvestment loss, the relatively small amortization payments during the ramp up period could result in contributions that are less than interest on the UAL (i.e. negative amortization) 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 projection tool, Pension Outlook, is available in the Employers section of the CalPERS website. Pension Outlook can help plan and budget pension costs under various scenarios . A-13 CALPERS ACTUARIAL VALUATION - June 30, 2022 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 8 Other Pooled Miscellaneous Risk Pool Rate Plans All of the results presented in this Section 1 report, except those shown on this page , 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 a ll of the employer’s rate plans in the Miscellaneous Risk Pool are shown below and assume that the total employer payroll within the Miscellaneous Risk Pool will grow according to the overall payroll growth assumption of 2.80% per year for three years. In a refinement since the prior year’s report, Classic members who are projected to terminate employment are assumed to be replaced by PEPRA members. Fiscal Year Fiscal Year 2023-24 2024-25 Estimated Combined Employer Contributions for all Pooled Miscellaneous Rate Plans Projected Payroll for the Contribution Year $6,798,456 $7,246,562 Estimated Employer Normal Cost $684,854 $695,745 Required Payment on Amortization Bases $1,070,317 $1,295,856 Estimated Total Employer Contributions $1,755,171 $1,991,601 Estimated Total Employer Contribution Rate (illustrative only) 25.82% 27.48% A-14 CALPERS ACTUARIAL VALUATION - June 30, 2022 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 9 Cost Actuarial Determination of Plan Cost Contributions to fund the 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 2015-16, the Amortization of UAL component was expressed as a percentage of total active payroll. Starting with FY 2015-16, the Amortization of UAL component was expressed as a dollar amount and invoiced on a monthly basis. There is 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 e mployer 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 CalPE RS’ 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 6.9% over the 20 years ending June 30, 2022 , yet individual fiscal year returns have ranged from -23.6% to +21.3 %. In addition, CalPERS reviews all actuarial assumptions by conducting in -depth experience studies every four years, with the most recent exp erience study completed in 2021. A-15 CALPERS ACTUARIAL VALUATION - June 30, 2022 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 10 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 amendments effective before the date of the report. Please refer to the “Plan’s Major Benefit Options” in this report and Appendix B of the Section 2 Report for a summary of the plan provisions used in this valuation. In 2022, SB 1168 increased the standard retiree lump sum death benefit from $500 to $2,000 for any death occurring on or after July 1, 2023. For pooled plans this is a Class 3 benefit and there is no normal cost surcharge. The impact on the unfunded liability i s included in the pool’s (gain)/loss. Actuarial Methods and Assumptions There are no significant changes to the actuarial methods or assumptions for the June 30, 2022 actuarial valuation. Subsequent Events This actuarial valuation report reflects fund investment return through June 30, 2022 and statutory/regulatory changes and board actions through January 2023. During the time period between the valuation date and the publication of this report, inflation has been significantly higher than the expected inflation of 2.3% per annum. Since inflation influences cost -of-living increases for retirees and beneficiaries and active member pay increases, higher inflation is likely to put at least some upward pressure on contribution requirements and downward pressure on the funded status in the June 30, 2023 valuation. The actual impact of higher inflation on future valuation results will depend on, among other factors , how long higher inflation persists. At this tim e, we continue to believe the long -term inflation assumption of 2.3% is appropriate. To the best of our knowledge, there have been no other subsequent events that could materially affect current or future certifications rendered in this report. A-16 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 Amortization Bases • Amortization Schedule and Alternatives • Employer Contribution History • Funding History A-17 CALPERS ACTUARIAL VALUATION - June 30, 2022 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 12 Breakdown of Entry Age Accrued Liability Active Members $11,123,085 Transferred Members 4,648,001 Separated Members 2,677,069 Members and Beneficiaries Receiving Payments 31,375,997 Total $49,824,152 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 mi nimizing 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 $49,824,152 2. Projected UAL Balance at 6/30/2022 9,738,322 3. Other UAL Adjustments (Golden Handshake, Prior Service Purchase, etc.) 0 4. Adjusted UAL Balance at 6/30/2022 for Asset Share 9,738,322 5. Pool’s Accrued Liability1 22,021,735,002 6. Sum of Pool’s Individual Plan UAL Balances at 6/30/20221 2,453,954,297 7. Pool’s 2021-22 Investment (Gain)/Loss1 2,614,071,182 8. Pool’s 2021-22 Non-Investment (Gain)/Loss1 309,490,972 9. Plan’s Share of Pool’s Investment (Gain)/Loss: [(1) - (4)] ÷ [(5) - (6)] × (7) 5,355,089 10. Plan’s Share of Pool’s Non -Investment (Gain)/Loss: (1) ÷ (5) × (8) 700,223 11. Plan’s New (Gain)/Loss as of 6/30/2022: (9) + (10) 6,055,31 2 12. Increase in Pool’s Accrued Liability due to Change in Assumptions1 0 13. Plan’s Share of Pool’s Change in Assumptions: (1) ÷ (5) × (12) 0 14. Increase in Pool’s Accrued Liabi lity due to Funding Risk Mitigation 1 0 15. Plan’s Share of Pool’s Change due to Funding Risk Mitigation: (1) ÷ (5) × (14) 0 16. Offset due to Funding Risk Mitigation 0 17. Plan’s Investment (Gain)/Loss: (9) – (16) 5,355,089 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 18. Plan’s UAL: (2) + (3) + (11) + (13) + (15) $15,793,634 19. Plan’s Share of Pool’s MVA: (1) - (18) $34,030,518 A-18 CALPERS ACTUARIAL VALUATION - June 30, 2022 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 13 Schedule of Amortization Bases Below is the schedule of the plan’s amortization bases. Note that there is a two -year lag between the valuation date and the start of the contribution year. • The assets, liabilities, and funded status of the plan are measured as of the valuation date: June 30, 2022 . • The required employer contributions determined by the valuation are for the fiscal year beginning two years after the valuati on date: FY 2024-25. This two-year lag is necessary due to the amount of time needed to extract and test the membership and financial data, and the need to provide public agencies with their required employer contribution well in advance of the start of the fiscal year. The Unfunded Accrued Liability (UAL) is used to determine the employer contribution and therefore must be rolled forward two years from the valuation date to the first day of the fiscal year for which the contribution is being de termined. 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 2024-25 Ramp Shape Escala- tion Rate Amort. Period Balance 6/30/22 Expected Payment 2022-23 Balance 6/30/23 Expected Payment 2023-24 Balance 6/30/24 Minimum Required Payment 2024-25 Investment (Gain)/Loss 6/30/13 100% Up/Down 2.80% 21 4,072,428 292,900 4,046,658 293,716 4,018,293 301,940 Non-Investment (Gain)/Loss 6/30/13 100% Up/Down 2.80% 21 (37,562) (2,702) (37,324) (2,709) (37,062) (2,785) Share of Pre-2013 Pool UAL 6/30/13 No Ramp 2.80% 12 3,837,573 364,841 3,721,486 368,220 3,594,013 378,530 Assumption Change 6/30/14 100% Up/Down 2.80% 12 1,759,853 188,605 1,684,611 190,695 1,602,093 196,034 Investment (Gain)/Loss 6/30/14 100% Up/Down 2.80% 22 (2,990,525) (208,887) (2,978,008) (209,290) (2,964,224) (215,150) Non-Investment (Gain)/Loss 6/30/14 100% Up/Down 2.80% 22 3,416 239 3,401 239 3,385 246 Investment (Gain)/Loss 6/30/15 100% Up/Down 2.80% 23 1,928,597 131,084 1,924,274 131,226 1,919,510 134,900 Non-Investment (Gain)/Loss 6/30/15 100% Up/Down 2.80% 23 (163,029) (11,081) (162,663) (11,093) (162,260) (11,403) Assumption Change 6/30/16 100% Up/Down 2.80% 14 721,186 68,710 699,219 69,341 675,106 71,283 Investment (Gain)/Loss 6/30/16 100% Up/Down 2.80% 24 2,391,013 158,414 2,389,890 158,457 2,388,647 162,894 Non-Investment (Gain)/Loss 6/30/16 100% Up/Down 2.80% 24 (307,756) (20,390) (307,612) (20,396) (307,452) (20,967) Assumption Change 6/30/17 100% Up/Down 2.80% 15 860,071 63,408 853,027 79,918 828,442 82,156 Investment (Gain)/Loss 6/30/17 100% Up/Down 2.80% 25 (1,283,832) (67,278) (1,301,605) (84,056) (1,303,247) (86,409) Non-Investment (Gain)/Loss 6/30/17 100% Up/Down 2.80% 25 (68,357) (3,582) (69,303) (4,475) (69,391) (4,601) Assumption Change 6/30/18 100% Up/Down 2.80% 16 1,421,039 77,516 1,437,561 104,095 1,427,739 133,762 Investment (Gain)/Loss 6/30/18 100% Up/Down 2.80% 26 (400,985) (15,788) (411,936) (21,018) (418,227) (27,009) Method Change 6/30/18 100% Up/Down 2.80% 16 395,988 21,601 400,592 29,007 397,855 37,274 Non-Investment (Gain)/Loss 6/30/18 100% Up/Down 2.80% 26 205,225 8,080 210,830 10,757 214,050 13,823 Investment (Gain)/Loss 6/30/19 80% Up Only 0.00% 17 188,309 7,877 192,974 11,603 194,105 15,470 Non-Investment (Gain)/Loss 6/30/19 No Ramp 0.00% 17 192,287 18,021 186,739 17,705 181,140 17,705 A-19 CALPERS ACTUARIAL VALUATION - June 30, 2022 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 14 Schedule of Amortization Bases (continued) Reason for Base Date Est. Ramp Level 2024-25 Ramp Shape Escala- tion Rate Amort. Period Balance 6/30/22 Expected Payment 2022-23 Balance 6/30/23 Expected Payment 2023-24 Balance 6/30/24 Minimum Required Payment 2024-25 Investment (Gain)/Loss 6/30/20 60% Up Only 0.00% 18 873,432 19,132 913,054 37,533 936,354 56,300 Non-Investment (Gain)/Loss 6/30/20 No Ramp 0.00% 18 164,725 15,060 160,363 14,789 155,984 14,789 Assumption Change 6/30/21 No Ramp 0.00% 19 161,890 (14,155) 187,527 16,863 182,852 16,863 Net Investment (Gain) 6/30/21 40% Up Only 0.00% 19 (3,967,232) 0 (4,237,004) (91,073) (4,431,002) (182,146) Non-Investment (Gain)/Loss 6/30/21 No Ramp 0.00% 19 (205,516) 0 (219,491) (19,737) (214,019) (19,737) Risk Mitigation 6/30/21 No Ramp 0.00% 0 1,224,840 (14,381) 1,322,991 1,367,233 0 0 Risk Mitigation Offset 6/30/21 No Ramp 0.00% 0 (1,238,756) 0 (1,322,991) (1,367,233) 0 0 Investment (Gain)/Loss 6/30/22 20% Up Only 0.00% 20 5,355,089 0 5,719,235 0 6,108,143 131,293 Non-Investment (Gain)/Loss 6/30/22 No Ramp 0.00% 20 700,223 0 747,838 0 798,691 71,821 Total 15,793,634 1,077,244 15,754,333 1,070,317 15,719,518 1,266,876 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-20 CALPERS ACTUARIAL VALUATION - June 30, 2022 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 The amortization schedule on the previous page (s) 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 schedule s using two sample periods that would both result in interest savings relative to the current amortization schedule. To initiate a fresh s tart, please contact the 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 liabili ty. 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 n appropriate period. The Current Amortization Schedule on the following page may appear to show that, based on the current amortizat ion bases, one of the above scenarios will occur at some point in the future. It is impossible to know today whether such a scenario wil l 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-21 CALPERS ACTUARIAL VALUATION - June 30, 2022 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 16 Amortization Schedule and Alternatives (continued) Alternate Schedules Current Amortization Schedule 15 Year Amortization 10 Year Amortization Date Balance Payment Balance Payment Balance Payment 6/30/2024 15,719,518 1,266,876 15,719,518 1,649,035 15,719,518 2,145,705 6/30/2025 15,479,205 1,361,773 15,084,265 1,649,035 14,570,986 2,145,705 6/30/2026 15,124,478 1,453,707 14,405,815 1,649,035 13,344,354 2,145,705 6/30/2027 14,650,623 1,527,792 13,681,230 1,649,035 12,034,311 2,145,705 6/30/2028 14,067,986 1,693,898 12,907,374 1,649,035 10,635,185 2,145,705 6/30/2029 13,274,068 1,729,690 12,080,895 1,649,035 9,140,918 2,145,705 6/30/2030 12,389,171 1,766,478 11,198,216 1,649,035 7,545,041 2,145,705 6/30/2031 11,406,083 1,804,299 10,255,515 1,649,035 5,840,645 2,145,705 6/30/2032 10,317,062 1,794,280 9,248,710 1,649,035 4,020,350 2,145,706 6/30/2033 9,164,340 1,782,613 8,173,442 1,649,035 2,076,274 2,145,706 6/30/2034 7,945,288 1,750,414 7,025,056 1,649,036 6/30/2035 6,676,620 1,693,088 5,798,579 1,649,036 6/30/2036 5,380,924 1,056,602 4,488,701 1,649,035 6/30/2037 4,654,889 981,622 3,089,753 1,649,036 6/30/2038 3,956,974 901,944 1,595,675 1,649,036 6/30/2039 3,293,943 838,929 6/30/2040 2,650,948 797,570 6/30/2041 2,006,971 675,541 6/30/2042 1,445,315 547,537 6/30/2043 977,749 943,326 6/30/2044 69,364 71,684 6/30/2045 6/30/2046 6/30/2047 6/30/2048 6/30/2049 Total 26,439,663 24,735,529 21,457,052 Interest Paid 10,720,145 9,016,011 5,737,534 Estimated Savings 1,704,134 4,982,611 A-22 CALPERS ACTUARIAL VALUATION - June 30, 2022 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 17 Employer Contribution History The table below provides a recent history of the required and discretionary employer contributions for the plan. The required amounts are based on the actuarial valuation from two years prior without subsequent adjustments, if any. Additional discretionary payments before July 1, 2019 or after April 2 8, 2023 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 0 2021 - 22 12.20% 971,580 0 2022 - 23 12.21% 1,105,780 0 2023 - 24 14.06% 1,070,317 2024 - 25 14.13% 1,266,876 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 $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 06/30/2021 47,593,129 37,561,570 10,031,559 78.9% 1,813,647 06/30/2022 49,824,152 34,030,518 15,793,634 68.3% 1,820,115 A-23 Risk Analysis • Future Investment Return Scenarios • Discount Rate Sensitivity • Mortality Rate Sensitivity • Maturity Measures • Maturity Measures History • Funded Status – Termination Basis A-24 CalPERS Actuarial Valuation – June 30, 2022 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 19 Future Investment Return Scenarios Analysis using the investment return scenarios from the Asset Liability Management process completed in 2021 was performed to determine the effects of various future investment returns on required employer contributions. The projections below reflect the i mpact of the CalPERS Funding Risk Mitigation policy. The projections also assume that all other actuarial assumptions will be realized and that no further changes in assumptions, contributions, benefits, or funding will occur. The first table shows projected contribution requirements if the fund were to earn either 3.0% or 10.8% annually. These alternate investment returns were chosen because 90% of long-term average returns are expected to fall between them over the 20 -year period ending June 30, 2042. Required contributions outside of this range are also possible. In particular, whereas it is unlikely that investment returns will average less than 3.0% or greater than 10.8% over a 20 -year period, the likelihood of a single investment return less than 3.0% or greater than 10.8% in any given year is much greater. The following analysis illustrates the effect of an extreme, single year investment return. The portfolio has an expected volatility (or standard deviation) of 12.0% per year. Accordingly, in any given year there is a 16% probability that the annual return will be -5.2% or less and a 2.5% probability that the annual return will be -17.2% or less. These returns represent one and two standard deviations below the expected return of 6.8%. The following table shows the effect of a one or two standard deviation investment loss in FY 2022-23 on the FY 2025-26 contribution requirements. Note that a single -year investment gain or loss decreases or increases the required UAL contribution amount incrementally for each of the next five years, not just one, due to the 5 - year ramp in the amortization policy. However, the contribution requirements beyond the first year are also impacted by investment returns beyond the first year. Historically, significant downturns in the market are often followed by higher than average returns. Such investment gains would offset the impact of these single year negative returns in years beyond FY 2025-26. Assumed Annual Return for Fiscal Year 2022-23 Required Employer Contributions Projected Employer Contributions 2024-25 2025-26 (17.2)% (2 standard deviation loss) Normal Cost Rate 14.13% 14.1% UAL Contribution $1,266,876 $1,561,000 (5.2)% (1 standard deviation loss) Normal Cost Rate 14.13% 14.1% UAL Contribution $1,266,876 $1,461,000 • Without investment gains (returns higher than 6.8%) in FY 2023-24 or later, projected contributions rates would continue to rise over the next four years due to the continued phase -in of the impact of the illustrated investment loss in FY 2022-23. • The Pension Outlook Tool can be used to model projected contributions for these scenarios beyond FY 2025-26 as well as to model other investment return scenarios . Assumed Annual Return FY 2022-23 through 2041-42 Projected Employer Contributions 2025-26 2026-27 2027-28 2028-29 2029-30 3.0% (5 th percentile) Normal Cost Rate 14.1% 14.1% 14.1% 14.1% 14.1% UAL Contribution $1,393,000 $1,549,000 $1,720,000 $2,017,000 $2,218,000 10.8% (95 th percentile) Normal Cost Rate 14.4% 14.7% 15.0% 15.3% 15.6% UAL Contribution $1,331,000 $1,363,000 $1,345,000 $1,381,000 $1,247,000 A-25 CalPERS Actuarial Valuation – June 30, 2022 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 20 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 4.5% and 2.3%, respectively. Changing either the price inflation assumption or the real rate of return assumption wil l 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, 2022 assuming alternate discount rates by changing the two components independently. Results are shown using the current discount rate of 6.8% as well as alternate discount rates of 5.8% and 7.8%. The rates of 5.8% and 7.8% were selected since they illustrate t he impact of a 1.0% increase or decrease to the 6.8% assumption. Sensitivity to the Real Rate of Return Assumption As of June 30, 2022 1% Lower Real Return Rate Current Assumptions 1% Higher Real Return Rate Discount Rate 5.8% 6.8% 7.8% Price Inflation 2.3% 2.3% 2.3% Real Rate of Return 3.5% 4.5% 5.5% a) Total Normal Cost 27.88% 22.09% 17.70% b) Accrued Liability $56,279,103 $49,824,152 $44,507,417 c) Market Value of Asse ts $34,030,518 $34,030,518 $34,030,518 d) Unfunded Liability/(Surplus) [(b) - (c)] $22,248,585 $15,793,634 $10,476,899 e) Funded Ratio 60.5% 68.3% 76.5% Sensitivity to the Price Inflation Assumption As of June 30, 2022 1% Lower Price Inflation Current Assumptions 1% Higher Price Inflation Discount Rate 5.8% 6.8% 7.8% Price Inflation 1.3% 2.3% 3.3% Real Rate of Return 4.5% 4.5% 4.5% a) Total Normal Cost 23.21% 22.09% 20.10% b) Accrued Liability $51,590,864 $49,824,152 $45,860,659 c) Market Value of Assets $34,030,518 $34,030,518 $34,030,518 d) Unfunded Liability/(Surplus) [(b) - (c)] $17,560,346 $15,793,634 $11,830,141 e) Funded Ratio 66.0% 68.3% 74.2% Mortality Rate Sensitivity The following table looks at the change in the June 30, 2022 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 2021. This type of analysis highlights the impact on the plan of a change in the mortality assumption . As of June 30, 2022 10% Lower Mortality Rates Current Assumptions 10% Higher Mortality Rates a) Total Normal Cost 22.45% 22.09% 21.76% b) Accrued Liability $50,811,274 $49,824,152 $48,915,871 c) Market Value of Assets $34,030,518 $34,030,518 $34,030,518 d) Unfunded Liability/(Surplus) [(b) - (c)] $16,780,756 $15,793,634 $14,885,353 e) Funded Ratio 67.0% 68.3% 69.6% A-26 CalPERS Actuarial Valuation – June 30, 2022 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 21 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 pla n 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 pl an 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, 2021 June 30, 2022 1. Retired Accrued Liability $29,475,062 $31,375,997 2. Total Accrued Liability 47,593,129 49,824,152 3. Ratio of Retiree AL to Total AL [(1) / (2)] 0.62 0.63 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 declines. A mature plan will often have a ratio near or b elow one. To calculate the support ratio for the rate plan, retirees and beneficiaries receiving a continuance are each counted as one, even though they may have only worked a portion of their careers as an active member of this rate plan. For this reason, the support ratio, while intuitive, may be less informative than the ratio of retiree liability to total accrued liability above. For comparison, the support ratio for all CalPERS public agency plans as of June 30, 2021, was 0.78 and was calculated consistently with how it is for the individual rate plan. Note that to calculate the support ratio for all public agency plans, a retiree with service from more than one CalPERS agency is counted as a retiree more than once. Support Ratio June 30, 2021 June 30, 2022 1. Number of Actives 23 20 2. Number of Retirees 105 109 3. Support Ratio [(1) / (2)] 0.22 0.18 A-27 CalPERS Actuarial Valuation – June 30, 2022 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 22 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, investment return) are exactly realized each year, there will be differences on a year - to -year basis. The year-to -year differences between actual experience and the assumptions are called actuarial gains and losses and serve to lower or raise required employer contributions from one year to the next. Therefore, employer contributions will inevitably fluctuate, especially due to the ups and downs of investment returns. Asset Volatility Ratio 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 AVR of 8 may experience twice the contribution volatility due to investment return volatility than a plan with AVR 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 a plan matures. Liability Volatility Ratio 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 contributi ons (as a percentage of payroll) due to changes in liability. For example, a plan with LVR 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 contribu tion volatility, since the AVR, described above, will tend to move closer to the LVR as the funded ratio approaches 100%. Contribution Volatility June 30, 2021 June 30, 2022 1. Market Value of Assets $37,561,570 $34,030,518 2. Payroll 1,813,647 1,820,115 3. Asset Volatility Ratio (AVR) [(1) / (2)] 20.7 18.7 4. Accrued Liability $47,593,129 $49,824,152 5. Liability Volatility Ratio (LVR) [(4) / (2)] 26.2 27.4 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 0.53 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 06/30/2021 0.62 0.22 20.7 26.2 06/30/2022 0.63 0.18 18.7 27.4 A-28 CalPERS Actuarial Valuation – June 30, 2022 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 23 Funded Status – Termination Basis The funded status measured on a termination basis is an estimate of the financial position of the plan had the contract with CalPERS been terminated as of June 30, 2022. The accrued liability on a termination basis (termination liability) is calculated differently compared to the plan’s ongoing funding liability. For the termination liability calculation, both compensation and service are frozen as of the valu ation 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. Unlike the actuarial cost method used for ongoing plans, the termination liability is the present value of the benefits earned through the valuation date. A more conservative investment policy and asse t allocation strategy was adopted by the 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 seven months after. Discount Rate: 1.75% Price Inflation: 2.50% Discount Rate: 4.50% Price Inflation: 2.75% Market Value of Assets (MVA) Termination Liability1,2 Funded Ratio Unfunded Termination Liability Termination Liability1,2 Funded Ratio Unfunded Termination Liability $34,030,518 $103,781,080 32.8% $69,750,562 $67,620,680 50.3% $33,590,162 1 The termination liabilities calculated above include a 5% contingency load. The contingency load and other actuarial assumptions can be found in Appendix A of the Section 2 report. 2 The discount rate 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 3.38% on June 30, 2022, the valuation date. In order to te rminate the plan, first contact our Pension Contract Services unit to initiate a Resolution of Intent to Terminate. The completed Resolution will allow the plan actuary to provide a preliminary termination valuation with a more up -to -date estimate of the p lan liabilities. Before beginning this process, please consult with the plan actuary. A-29 CalPERS Actuarial Valuation – June 30, 2022 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 24 Participant Data The table below shows a summary of the plan’s member data upon which this valuation is based: June 30, 2021 June 30, 2022 Active Members Counts 23 20 Average Attained Age 53.9 53.8 Average Entry Age to Rate Plan 34.4 34.7 Average Years of Credited Service 16.8 16.9 Average Annual Covered Pay $78,854 $91,006 Annual Covered Payroll $1,813,647 $1,820,115 Present Value of Future Payroll $10,888,508 $10,876,505 Transferred Members 33 31 Separated Members 96 94 Retired Members and Beneficiaries * Counts 105 109 Average Annual Benefits $21,217 $22,190 Total Annual Benefits $2,227,798 $2,418,722 Counts of members included in the valuation are counts of the records processed by the valuation. Multiple records may exist for those who have service in more than one valuation group. This does not result in double counting of liabilities. * Values 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-30 CALPERS ACTUARIAL VALUATION - June 30, 2022 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 25 Plan’s Major Benefit Options Shown below is a summary of the major optional benefits for which the 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 $2000 $2000 $2000 Survivor Allowance (PRSA) No No No COLA 2% 2% 2% A-31 CALPERS ACTUARIAL VALUATION - June 30, 2022 Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 26 Section 2 CALIFORNIA PUBLIC EMPLOYEES’ RETIREMEN T SYSTEM Risk Pool Actuarial Valuation Information Section 2 may be found on the CalPERS website (www.calpers.ca.gov) in the Forms and Publications section A-32 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 2023 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes (CalPERS ID: 3846845523) Annual Valuation Report as of June 30, 2022 Dear Employer, Attached to this letter is the June 30, 2022 actuarial valuation report for the rate plan noted above . Provided in this report is the determination of the minimum required employer contributions for fiscal year (FY) 2024-25. 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, 2022. Section 2 can be found on the CalPERS website (www.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, 2022. 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 (board) 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 experie nce and adjusts the contribution requirements as needed. This valuation is based on an investment return assumption of 6.8%, which was adopted by the board in November 2021. Other assumptions used in this report are those recommended in the CalPERS Experie nce Study and Review of Actuarial Assumptions report from November 2021. Required Contributions The table below shows the minimum required employer contributions for FY 2024-25 along with estimates of the required contributions for FY 2025-26. Employe e contributions other than cost sharing (whether paid by the employer or the employee) are in addition to the results shown below. The required employer contributions in this report do not reflect any cost sharing arrangement between the agency and the emp loyees. Fiscal Year Employer Normal Cost Rate Employer Amortization of Unfunded Accrued Liability 2024-25 10.15% $14,644 Projected Results 2025-26 10.2% $24,000 B-1 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes (CalPERS ID: 3846845523) Annual Valuation Report as of June 30, 2022 Page 2 The actual investment return for FY 2022-23 was not known at the time this report was prepared. The projections above assume the investment re turn for that year would be 6.8%. To the extent the actual investment return for FY 2022- 23 differs from 6.8%, the actual contribution requirements for FY 2025-26 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 FY 2029-30. Changes from Previous Year’s Valuations There are no significant changes in actuarial assumptions or policies in the 2022 actuarial valuation. T here may be changes specific to the plan such as contract amendments and funding changes. Further descriptions of general changes are included in “Highlights and Executive Summ ary” and in Appendix A of the Section 2 report in “Actuarial Methods and Assumptions .” The effects of any changes on the required contributions are included in “Reconciliation of Required Employer Contributions ,” also in the Section 2 report. Questions A CalPERS actuary is available to answer questions about this report. Other questions may be directed to the Customer Contact Center at (888)-CalPERS or (888-225-7377). Sincerely, SCOTT TERANDO, ASA, EA, MAAA, FCA, CFA Chief Actuary, CalPERS RANDALL DZIUBEK, ASA, MAAA Deputy Chief Actuary, Valuation Services , CalPERS B-2 Actuarial Valuation as of June 30, 2022 for the Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes (CalPERS ID : 3846845523) Required Contributions for Fiscal Year July 1, 2024 - June 30, 2025 B-3 Table of Contents Section 1 – Plan Specific Information Section 2 – Risk Pool Actuarial Valuation I nformation 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 Contribution s 4 Additional Discretionary Employer Contributions 5 Funded Status – Funding Policy Basis 6 Projected Employer Contributions 7 Other Pooled Miscellaneous Risk Pool Rate Plans 8 Cost 9 Changes Since the Prior Year’s Valuation 10 Subsequent Events 10 Assets and Liabilities Breakdown of Entry Age Accrued Liability 12 Allocation of Plan’s Share of Pool’s Experience/Assumption Change 12 Development of Plan’s Share of Pool’s Market Value of Assets 12 Schedule of Amortization Bases 13 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 Funded Status – Termination Basis 22 Participant Data 23 List of Class 1 Benefit Provisions 23 Plan’s Major Benefit Options 24 B-6 CALPERS ACTUARIAL VALUATION - June 30, 2022 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 To the best of our knowledge, this report, compris ed of Sections 1 and 2, is complete and accurate and contains sufficient information to disclose, fully and fairly, the funded condition of the Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes and satisfies the actuarial valuation requirements of Government Code section 7504. This valuation is based on the member and financial data as of June 30, 2022 provided by the various CalPERS databases and the benefits under this plan with CalPERS as of the date this report was produced. Section 1 of this report is based on the member and financial data for City of Rancho Palos Verdes , while Section 2 is based on the corresponding information for all agencies participating in the Miscellaneous Risk Pool to which the plan belongs. As s et forth in Section 2 of this report, the pool ac tuaries have certified that, in their opinion, the valuation of the Miscellaneous Risk Pool has been performed in accordance with generally accepted actuarial princip les , in accordance 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 Boa rd 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 rate plan, it is my opinion as the plan actuary that the Unfunded Accrued Liability amortization bases as of June 30, 2022 and employer contribution as of July 1, 2024 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. IAN OSUGI, ASA , MAAA Senior Actuary, CalPERS B-7 Highlights and Executive Summary • Introduction • Purpose of Section 1 • Required Contributions • Additional Discretionary Employer Contributions • Funded S tatus – Funding Policy Basis • 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, 2022 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, 2022 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 minimum required contributions for fiscal year (FY) 2024-25. 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 Actuarial Office using data as of June 30, 2022. The purpose of the valuation is to: • Set forth the assets and accrued liabilities of this rate plan as of June 30, 2022; • Determine the minimum required employer contribution s for this rate plan for FY July 1, 2024 through June 30, 2025; • Determine the required member contribution rate for FY July 1, 2024 through June 30, 2025 for employees subject to the California Public Employees' Pension Reform Act of 2013 (PEPRA); and • Provide actuarial information as of June 30, 2022 to the CalPERS Board of Administration (board) 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 valu ation report for such purposes is available on the CalPERS website (www.calpers.ca.gov). The measurements shown in this actuarial valuation may not be applicable for other purposes. The agency should contact the plan actuary before disseminating any portio n 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; changes in plan provisions or applicable law ; and differences between the required contributions determined by the valuation and the actual contributions made by the agency. Assessment and Disclosure of Risk This report includes the following risk disclosures consistent with the guidance of Actuarial Standard of Practice No. 51 and recommended by the California Actuarial Ad visory 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 5.8% and 7.8%. • 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 20 21. • Plan maturity measures indicating how sensitive a plan may be to the risks noted above. B-9 CALPERS ACTUARIAL VALUATION - June 30, 2022 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 Contributions Fiscal Year Required Employer Contributions 2024-25 Employer Normal Cost Rate 10.15% Plus Required Payment on Amortization Bases 1 $14,644 Paid either as 1) Monthly Payment $1,220.33 Or 2) Annual Prepayment Option* $14,170 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 2023-24 2024-25 Development of Normal Cost as a Percentage of Payroll Base Total Normal Cost for Formula 17.03% 17.08% Surcharge for Class 1 Benefits 2 None 0.00% 0.00% Phase out of Normal Cost Difference 3 0.00% 0.00% Plan’s Total Normal Cost 17.03% 17.08% Offset Due to Employee Contributions 6.93% 6.93% Employer Normal Cost Rate 10.10% 10.15% 1 The required payment on amortization bases does not take into account any additional discretionary payment made after April 28, 2023. 2 Section 2 of this report contains a list of Class 1 benefits and corresponding surcharges. 3 When a rate plan joins the pool, the difference in normal cost between the pool and the rate plan is phased out over a five- year period in accordance with the CalPERS contribution allocation policy. B-10 CALPERS ACTUARIAL VALUATION - June 30, 2022 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 FY 2024-25 is $14,644. CalPERS allows agencies 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. Agencies 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 FY 2024-25 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. Agencies considering making an ADP should contact CalPERS for additional information. Minimum Required Employer Contribution for Fiscal Year 20 24-25 Estimated Normal Cost Minimum UAL Payment ADP Total UAL Contribution Estimated Total Contribution $156,223 $14,644 $0 $14,644 $170,867 The minimum required contribution above is less than interest on the UAL. With no AD P the UAL is projected to increase over the following year. If the minimum UAL payment were split between interest and principal, the principal portion would be negative. This situation is referred to as negative amortization. If only the minimum required contribution is made, contributions are not expected to exceed interest on the UAL until FY 2027-28, as shown in the “Amortization Schedule and Alternatives” s ection of the report (s ee columns labeled “Current Amortization Schedule”). Fiscal Year 2024-25 Employer Contribution Necessary to Avoid Negative Amortization Estimated Normal Cost Minimum UAL Payment ADP 1 Total UAL Contribution Estimated Total Contribution $156,223 $14,644 $18,558 $33,202 $189,425 Alternative Fiscal Year 2024-25 Employer Contributions for Greater UAL Reduction Funding Horizon Estimated Normal Cost Minimum UAL Payment ADP 1 Total UAL Contribution Estimated Total Contribution 20 years $156,223 $14,644 $30,731 $45,375 $201,598 15 years $156,223 $14,644 $38,290 $52,934 $209,157 10 years $156,223 $14,644 $54,233 $68,877 $225,100 5 years $156,223 $14,644 $103,803 $118,447 $274,670 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 UAL as of June 30, 2024 as determined in the June 30, 2022 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, 2022 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 6 Funded Status – Funding Policy Basis The table below provides information on th e current funded status of the plan under the funding policy. The funded status for this purpose is based on the market value of assets relative to the funding target produced by the entry age actuarial cost method and actuarial assumptions adopted by the board. The actuarial cost method allocates the total expected cost of a member’s projected benefit (Present Value of Benefits ) to individual years of service (the Normal Cost). The value of the projected benefit that is not allocated to future service is r eferred to as the Accrued Liability and is the plan’s funding target on the valuation date. The Unfunded Accrued Liability (UAL) equals the funding target minus the assets. The UAL is an absolute measure of funded status and can be viewed as employer debt. The funded ratio equals the assets divided by the funding target. The funded ratio is a relative measure of the funded status and allows for comparisons between plans of different sizes. A funded ratio of 100% (UAL of $0) implies that the funding of the plan is on target and that future contributions equal to the normal cost of the active plan members will be sufficient to fully fund all retirement benefits if future experience matches the actuarial assumptions. A funded ratio of less than 100% (positive UAL) implies that in addition to normal costs, payments toward the UAL will be required. Plans with a funded ratio greater than 100% have a negative UAL (or surplus) but are requ ired under current law to continue contributing the normal cost in most cases, preserving the surplus for future contingencies. Calculations for the funding target reflect the expected long -term investment return of 6.8%. If it were known on the valuation date that future investment returns will average something greater/less than the expected return, calculated normal costs and accrued liabilities provided in this report would be less/greater than the results shown. Therefore, for example, if actual avera ge future returns are less than the expected return, calculated normal costs and UAL contributions will not be sufficient to fully fund all retirement benefits. Under this scenario, required future normal cost contributions will need to increase from those provided in this report, and the plan will develop unfunded liabilities that will also add to required future contributions. For illustrative purposes, funded statuses based on a 1% lower and higher average future investment return (discount rate) are as follows: The “Risk Analysis” section of the report provides additional information regarding the sensitivity of valuation results to the expected investment return and other factors. Also provided in that section are measures of funded status that are appropriate for assessing the sufficiency of plan assets to cover estimated termination liabilities. June 30, 2021 June 30, 2022 1. Present Value of Benefits $6,298,632 $6,735,342 2. Entry Age Accrued Liability 3,048,741 3,462,411 3. Market Value of Assets (MVA) 3,129,430 3,022,059 4. Unfunded Accrued Liability (UAL) [(2) – (3)] ($80,689) $440,352 5. Funded Ratio [(3) / (2)] 102.6% 87.3% 1% Lower Average Return Current Assumption 1% Higher Average Return Discount Rate 5.8% 6.8% 7.8% 1. Entry Age Accrued Liability $4,124,977 $3,462,411 $2,936,415 2. Market Value of Assets (MVA) 3,022,059 3,022,059 3,022,059 3. Unfunded Accrued Liability (UAL) [(1) – (2)] $1,102,918 $440,352 ($85,644) 4. Funded Ratio [(2) / (1)] 73.3% 87.3% 102.9% B-12 CALPERS ACTUARIAL VALUATION - June 30, 2022 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 7 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, b enefits, or funding will occur during the projection period. In particular, the investment return beginning with FY 2022-23 is assumed to be 6.80% per year, net of invest ment and administrative expenses. Future contribution requirements may differ significantly from those shown below. The actual long -term cost of the plan will depend on the actual benefits and expenses paid and the actual investment experience of the fund. Required Contribution Projected Future Employer Contributions (Assumes 6.80% Return for Fiscal Year 2022-23 and Beyond) Fiscal Year 2024-25 2025-26 2026-27 2027-28 2028-29 2029-30 Rate Plan 23274 Results Normal Cost % 10.15% 10.2% 10.2% 10.2% 10.2% 10.2% UAL Payment $14,644 $24,000 $34,000 $44,000 $53,000 $53,000 For ongoing plans, investment gains and losses are amortized using a 5 -year ramp up. For more information, please see “Amortization of the Unfunded Actuarial Accrued Liability” under “Actuarial Methods” in Appendix A 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 i nvestment loss, the relatively small amortization payments during the ramp up period could result in contributions that are less than interest on the UAL (i.e. negative amortization) while the contribution impact of the increase in the UAL is phased in. The required contribution for FY 2024 -25 is less than interest on the UAL, a situation referred to as negative amortization, as explained in the “Additional Discretionary Employer Contributions” section earlier in this report. If only the minimum required contribution is made, contributions are not expected to exceed interest on the UAL until FY 2027-28, as shown in the “Amortization Schedule and Alternatives” section of the report (see columns labelled “Current Amortization Schedule ”). For projected contributions under alternate investment return scenarios, please see the “Future Investment Return Scenarios” in the “Risk Analysis” section . Our online pension plan projection tool, Pension Outlook, is available in the Employers section of the CalPERS website. Pension Outlook can help plan and budget pension costs under various scenarios . B-13 CALPERS ACTUARIAL VALUATION - June 30, 2022 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 8 Other Pooled Miscellaneous Risk Pool Rate Plans All of the results presented in this Section 1 report, except those shown on this page , 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 a ll of the employer’s rate plans in the Miscellaneous Risk Pool are shown below and assume that the total employer payroll within the Miscellaneous Risk Pool will grow according to the overall payroll growth assumption of 2.80% per year for three years. In a refinement since the prior year’s report, Classic members who are projected to terminate employment are assumed to be replaced by PEPRA members. Fiscal Year Fiscal Year 2023-24 2024-25 Estimated Combined Employer Contributions for all Pooled Miscellaneous Rate Plans Projected Payroll for the Contribution Year $6,798,456 $7,246,562 Estimated Employer Normal Cost $684,854 $695,745 Required Payment on Amortization Bases $1,070,317 $1,295,856 Estimated Total Employer Contributions $1,755,171 $1,991,601 Estimated Total Employer Contribution Rate (illustrative only) 25.82% 27.48% B-14 CALPERS ACTUARIAL VALUATION - June 30, 2022 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 9 Cost Actuarial Determination of Plan Cost Contributions to fund the 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 2015-16, the Amortization of UAL component was expressed as a percentage of total active payroll. Starting with FY 2015-16, the Amortization of UAL component was expressed as a dollar amount and invoiced on a monthly basis. There is 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 e mployer 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 CalPE RS’ 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 6.9% over the 20 years ending June 30, 2022 , yet individual fiscal year returns have ranged from -23.6% to +21.3 %. In addition, CalPERS reviews all actuarial assumptions by conducting in -depth experience studies every four years, with the most recent exp erience study completed in 2021. B-15 CALPERS ACTUARIAL VALUATION - June 30, 2022 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 10 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 amendments effective before the date of the report. Please refer to the “Plan’s Major Benefit Options” in this report and Appendix B of the Section 2 Report for a summary of the plan provisions used in this valuation. In 2022, SB 1168 increased the standard retiree lump sum death benefit from $500 to $2,000 for any death occurring on or after July 1, 2023. For pooled plans this is a Class 3 benefit and there is no normal cost surcharge. The impact on the unfunded liability i s included in the pool’s (gain)/loss. Actuarial Methods and Assumptions There are no significant changes to the actuarial methods or assumptions for the June 30, 2022 actuarial valuation. Subsequent Events This actuarial valuation report reflects fund investment return through June 30, 2022 and statutory/regulatory changes and board actions through January 2023. During the time period between the valuation date and the publication of this report, inflation has been significantly higher than the expected inflation of 2.3% per annum. Since inflation influences cost -of-living increases for retirees and beneficiaries and active member pay increases, higher inflation is likely to put at least some upward pressure on contribution requirements and downward pressure on the funded status in the June 30, 2023 valuation. The actual impact of higher inflation on future valuation results will depend on, among other factors , how long higher inflation persists. At this tim e, we continue to believe the long -term inflation assumption of 2.3% is appropriate. To the best of our knowledge, there have been no other subsequent events that could materially affect current or future certifications rendered in this report. B-16 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 Amortization Bases • Amortization Schedule and Alternatives • Employer Contribution History • Funding History B-17 CALPERS ACTUARIAL VALUATION - June 30, 2022 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 12 Breakdown of Entry Age Accrued Liability Active Members $1,783,646 Transferred Members 465,328 Separated Members 117,460 Members and Beneficiaries Receiving Payments 1,095,977 Total $3,462,411 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 mi nimizing 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 $3,462,411 2. Projected UAL Balance at 6/30/2022 (81,778) 3. Other UAL Adjustments (Golden Handshake, Prior Service Purchase, etc.) 0 4. Adjusted UAL Balance at 6/30/2022 for Asset Share (81,778) 5. Pool’s Accrued Liability1 22,021,735,002 6. Sum of Pool’s Individual Plan UAL Balances at 6/30/20221 2,453,954,297 7. Pool’s 2021-22 Investment (Gain)/Loss1 2,614,071,182 8. Pool’s 2021-22 Non-Investment (Gain)/Loss1 309,490,972 9. Plan’s Share of Pool’s Investment (Gain)/Loss: [(1) - (4)] ÷ [(5) - (6)] × (7) 473,470 10. Plan’s Share of Pool’s Non -Investment (Gain)/Loss: (1) ÷ (5) × (8) 48,660 11. Plan’s New (Gain)/Loss as of 6/30/2022: (9) + (10) 522,130 12. Increase in Pool’s Accrued Liability due to Change in Assumptions1 0 13. Plan’s Share of Pool’s Change in Assumptions: (1) ÷ (5) × (12) 0 14. Increase in Pool’s Accrued Liabi lity due to Funding Risk Mitigation 1 0 15. Plan’s Share of Pool’s Change due to Funding Risk Mitigation: (1) ÷ (5) × (14) 0 16. Offset due to Funding Risk Mitigation 0 17. Plan’s Investment (Gain)/Loss: (9) – (16) 473,470 18. Partial Fresh Start Base: (2) + (1 7) 391,692 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 19. Plan’s UAL: (2) + (3) + (11) + (13) + (15) $440,352 20. Plan’s Share of Pool’s MVA: (1) - (19) $3,022,059 B-18 CALPERS ACTUARIAL VALUATION - June 30, 2022 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 13 Schedule of Amortization Bases Below is the schedule of the plan’s amortization bases. Note that there is a two -year lag between the valuation date and the start of the contribution year. • The assets, liabilities, and funded status of the plan are measured as of the valuation date: June 30, 2022 . • The required employer contributions determined by the valuation are for the fiscal year beginning two years after the valuati on date: FY 2024-25. This two-year lag is necessary due to the amount of time needed to extract and test the membership and financial data, and the need to provide public agencies with their required employer contribution well in advance of the start of the fiscal year. The Unfunded Accrued Liability (UAL) is used to determine the employer contribution and therefore must be rolled forward two years from the valuation date to the first day of the fiscal year for which the contribution is being de termined. 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 2024-25 Ramp Shape Escala- tion Rate Amort. Period Balance 6/30/22 Expected Payment 2022-23 Balance 6/30/23 Expected Payment 2023-24 Balance 6/30/24 Minimum Required Payment 2024-25 Non-Investment (Gain)/Loss 6/30/22 No Ramp 0.00% 20 48,660 0 51,969 0 55,503 4,991 Partial Fresh Start 6/30/22 20% Up Only 0.00% 20 391,692 (2,104) 420,501 0 449,095 9,653 Total 440,352 (2,104) 472,470 0 504,598 14,644 The (gain)/loss bases are the plan’s allocated share of the risk pool’s (gain)/loss for the fiscal year as disclosed in “Allo cation 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. The partial fresh start base established June 30, 2022 is the sum of the UAL balance from the June 30, 2021 valuati on (projected to June 30, 2022) and the June 30, 2022 investment loss, as shown on the previous page. B-19 CALPERS ACTUARIAL VALUATION - June 30, 2022 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 The amortization schedule on the previous page (s) 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 schedule s using two sample periods that would both result in interest savings relative to the current amortization schedule. To initiate a fresh s tart, please contact the 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 liabili ty. 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 n appropriate period. The Current Amortization Schedule on the following page may appear to show that, based on the current amortizat ion bases, one of the above scenarios will occur at some point in the future. It is impossible to know today whether such a scenario wil l 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-20 CALPERS ACTUARIAL VALUATION - June 30, 2022 Miscellaneous Second Tier 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 20 Year Amortization 15 Year Amortization Date Balance Payment Balance Payment Balance Payment 6/30/2024 504,598 14,644 504,598 45,375 504,598 52,934 6/30/2025 523,777 24,297 492,018 45,375 484,207 52,934 6/30/2026 534,284 33,951 478,583 45,375 462,429 52,934 6/30/2027 535,529 43,604 464,234 45,375 439,170 52,934 6/30/2028 526,882 53,257 448,910 45,375 414,329 52,934 6/30/2029 507,672 53,257 432,544 45,375 387,799 52,934 6/30/2030 487,155 53,257 415,065 45,376 359,465 52,934 6/30/2031 465,244 53,257 396,396 45,375 329,204 52,934 6/30/2032 441,843 53,256 376,459 45,376 296,886 52,934 6/30/2033 416,852 53,257 355,165 45,376 262,370 52,935 6/30/2034 390,160 53,257 332,423 45,376 225,506 52,934 6/30/2035 361,653 53,256 308,134 45,375 186,136 52,935 6/30/2036 331,209 53,257 282,195 45,376 144,088 52,934 6/30/2037 298,693 53,256 254,491 45,375 99,182 52,935 6/30/2038 263,968 53,257 224,904 45,376 51,221 52,934 6/30/2039 226,879 53,256 193,304 45,375 6/30/2040 187,270 53,257 159,556 45,376 6/30/2041 144,967 53,258 123,512 45,375 6/30/2042 99,786 53,257 85,018 45,375 6/30/2043 51,533 53,256 43,907 45,375 6/30/2044 6/30/2045 6/30/2046 6/30/2047 6/30/2048 6/30/2049 Total 968,604 907,507 794,013 Interest Paid 464,006 402,909 289,415 Estimated Savings 61,097 174,591 B-21 CALPERS ACTUARIAL VALUATION - June 30, 2022 Miscellaneous Second Tier 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 and discretionary employer contributions for the plan. The required amounts are based on the actuarial valuation from two years prior without subsequent adjustments, if any. Additional discretionary payments before July 1, 2019 or after April 2 8, 2023 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 0 2021 - 22 8.65% 17,301 0 2022 - 23 8.63% 20,057 0 2023 - 24 10.10% 0 2024 - 25 10.15% 14,644 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 06/30/2021 3,048,741 3,129,430 (80,689) 102.6% 1,408,439 06/30/2022 3,462,411 3,022,059 440,352 87.3% 1,450,515 B-22 Risk Analysis • Future Investment Return Scenarios • Discount Rate Sensitivity • Mortality Rate Sensitivity • Maturity Measures • Maturity Measures History • Funded Status – Termination Basis B-23 CalPERS Actuarial Valuation – June 30, 2022 Miscellaneous Second Tier 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 using the investment return scenarios from the Asset Liability Management process completed in 2021 was performed to determine the effects of various future investment returns on required employer contributions. The projections below reflect the i mpact of the CalPERS Funding Risk Mitigation policy. The projections also assume that all other actuarial assumptions will be realized and that no further changes in assumptions, contributions, benefits, or funding will occur. The first table shows projected contribution requirements if the fund were to earn either 3.0% or 10.8% annually. These alternate investment returns were chosen because 90% of long-term average returns are expected to fall between them over the 20 -year period ending June 30, 2042. Required contributions outside of this range are also possible. In particular, whereas it is unlikely that investment returns will average less than 3.0% or greater than 10.8% over a 20 -year period, the likelihood of a single investment return less than 3.0% or greater than 10.8% in any given year is much greater. The following analysis illustrates the effect of an extreme, single year investment return. The portfolio has an expected volatility (or standard deviation) of 12.0% per year. Accordingly, in any given year there is a 16% probability that the annual return will be -5.2% or less and a 2.5% probability that the annual return will be -17.2% or less. These returns represent one and two standard deviations below the expected return of 6.8%. The following table shows the effect of a one or two standard deviation investment loss in FY 2022-23 on the FY 2025-26 contribution requirements. Note that a single -year investment gain or loss decreases or increases the required UAL contribution amount incrementally for each of the next five years, not just one, due to the 5 - year ramp in the amortization policy. However, the contribution requirements beyond the first year are also impacted by investment returns beyond the first year. Historically, significant downturns in the market are often followed by higher than average returns. Such investment gains would offset the impact of these single year negative returns in years beyond FY 2025-26. Assumed Annual Return for Fiscal Year 2022-23 Required Employer Contributions Projected Employer Contributions 2024-25 2025-26 (17.2)% (2 standard deviation loss) Normal Cost Rate 10.15% 10.2% UAL Contribution $14,644 $42,000 (5.2)% (1 standard deviation loss) Normal Cost Rate 10.15% 10.2% UAL Contribution $14,644 $33,000 • Without investment gains (returns higher than 6.8%) in FY 2023-24 or later, projected contributions rates would continue to rise over the next four years due to the continued phase -in of the impact of the illustrated investment loss in FY 2022-23. • The Pension Outlook Tool can be used to model projected contributions for these scenarios beyond FY 2025-26 as well as to model other investment return scenarios . Assumed Annual Return FY 2022-23 through 2041-42 Projected Employer Contributions 2025-26 2026-27 2027-28 2028-29 2029-30 3.0% (5 th percentile) Normal Cost Rate 10.2% 10.2% 10.2% 10.2% 10.2% UAL Contribution $27,000 $42,000 $61,000 $82,000 $97,000 10.8% (95 th percentile) Normal Cost Rate 10.4% 10.6% 10.8% 11.0% 11.2% UAL Contribution $22,000 $27,000 $28,000 $0 $0 B-24 CalPERS Actuarial Valuation – June 30, 2022 Miscellaneous Second Tier 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 4.5% and 2.3%, respectively. Changing either the price inflation assumption or the real rate of return assumption wil l 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, 2022 assuming alternate discount rates by changing the two components independently. Results are shown using the current discount rate of 6.8% as well as alternate discount rates of 5.8% and 7.8%. The rates of 5.8% and 7.8% were selected since they illustrate t he impact of a 1.0% increase or decrease to the 6.8% assumption. Sensitivity to the Real Rate of Return Assumption As of June 30, 2022 1% Lower Real Return Rate Current Assumptions 1% Higher Real Return Rate Discount Rate 5.8% 6.8% 7.8% Price Inflation 2.3% 2.3% 2.3% Real Rate of Return 3.5% 4.5% 5.5% a) Total Normal Cost 21.36% 17.08% 13.80% b) Accrued Liability $4,124,977 $3,462,411 $2,936,415 c) Market Value of Asse ts $3,022,05 9 $3,022,059 $3,022,059 d) Unfunded Liability/(Surplus) [(b) - (c)] $1,102,918 $440,352 ($85,644) e) Funded Ratio 73.3% 87.3% 102.9% Sensitivity to the Price Inflation Assumption As of June 30, 2022 1% Lower Price Inflation Current Assumptions 1% Higher Price Inflation Discount Rate 5.8% 6.8% 7.8% Price Inflation 1.3% 2.3% 3.3% Real Rate of Return 4.5% 4.5% 4.5% a) Total Normal Cost 17.96% 17.08% 15.54% b) Accrued Liability $3,617,340 $3,462,411 $3,163,990 c) Market Value of Assets $3,022,059 $3,022,059 $3,022,059 d) Unfunded Liability/(Surplus) [(b) - (c)] $595,281 $440,352 $141,931 e) Funded Ratio 83.5% 87.3% 95.5% Mortality Rate Sensitivity The following table looks at the change in the June 30, 2022 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 2021. This type of analysis highlights the impact on the plan of a change in the mortality assumption . As of June 30, 2022 10% Lower Mortality Rates Current Assumptions 10% Higher Mortality Rates a) Total Normal Cost 17.40% 17.08% 16.78% b) Accrued Liability $3,526,080 $3,462,411 $3,403,589 c) Market Value of Assets $3,022,059 $3,022,059 $3,022,059 d) Unfunded Liability/(Surplus) [(b) - (c)] $504,021 $440,352 $381,530 e) Funded Ratio 85.7% 87.3% 88.8% B-25 CalPERS Actuarial Valuation – June 30, 2022 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 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 pla n 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 pl an 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, 2021 June 30, 2022 1. Retired Accrued Liability $1,087,825 $1,095,977 2. Total Accrued Liability 3,048,741 3,462,411 3. Ratio of Retiree AL to Total AL [(1) / (2)] 0.36 0.32 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 declines. A mature plan will often have a ratio near or b elow one. To calculate the support ratio for the rate plan, retirees and beneficiaries receiving a continuance are each counted as one, even though they may have only worked a portion of their careers as an active member of this rate plan. For this reason, the support ratio, while intuitive, may be less informative than the ratio of retiree liability to total accrued liability above. For comparison, the support ratio for all CalPERS public agency plans as of June 30, 2021, was 0.78 and was calculated consistently with how it is for the individual rate plan. Note that to calculate the support ratio for all public agency plans, a retiree with service from more than one CalPERS agency is counted as a retiree more than once. Support Ratio June 30, 2021 June 30, 2022 1. Number of Actives 11 11 2. Number of Retirees 6 6 3. Support Ratio [(1) / (2)] 1.83 1.83 B-26 CalPERS Actuarial Valuation – June 30, 2022 Miscellaneous Second Tier 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, investment return) are exactly realized each year, there will be differences on a year - to -year basis. The year-to -year differences between actual experience and the assumptions are called actuarial gains and losses and serve to lower or raise required employer contributions from one year to the next. Therefore, employer contributions will inevitably fluctuate, especially due to the ups and downs of investment returns. Asset Volatility Ratio 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 AVR of 8 may experience twice the contribution volatility due to investment return volatility than a plan with AVR 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 a plan matures. Liability Volatility Ratio 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 contributi ons (as a percentage of payroll) due to changes in liability. For example, a plan with LVR 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 contribu tion volatility, since the AVR, described above, will tend to move closer to the LVR as the funded ratio approaches 100%. Contribution Volatility June 30, 2021 June 30, 2022 1. Market Value of Assets $3,129,430 $3,022,059 2. Payroll 1,408,439 1,450,515 3. Asset Volatility Ratio (AVR) [(1) / (2)] 2.2 2.1 4. Accrued Liability $3,048,741 $3,462,411 5. Liability Volatility Ratio (LVR) [(4) / (2)] 2.2 2.4 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 0.18 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 06/30/2021 0.36 1.83 2.2 2.2 06/30/2022 0.32 1.83 2.1 2.4 B-27 CalPERS Actuarial Valuation – June 30, 2022 Miscellaneous Second Tier Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 22 Funded Status – Termination Basis The funded status measured on a termination basis is an estimate of the financial position of the plan had the contract with CalPERS been terminated as of June 30, 2022. The accrued liability on a termination basis (termination liability) is calculated differently compared to the plan’s ongoing funding liability. For the termination liability calculation, both compensation and service are frozen as of the valu ation 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. Unlike the actuarial cost method used for ongoing plans, the termination liability is the present value of the benefits earned through the valuation date. A more conservative investment policy and asse t allocation strategy was adopted by the 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 seven months after. Discount Rate: 1.75% Price Inflation: 2.50% Discount Rate: 4.50% Price Inflation: 2.75% Market Value of Assets (MVA) Termination Liability1,2 Funded Ratio Unfunded Termination Liability Termination Liability1,2 Funded Ratio Unfunded Termination Liability $3,022,059 $7,600,950 39.8% $4,578,891 $4,117,886 73.4% $1,095,827 1 The termination liabilities calculated above include a 5% contingency load. The contingency load and other actuarial assumptions can be found in Appendix A of the Section 2 report. 2 The discount rate 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 3.38% on June 30, 2022, the valuation date. In order to te rminate the plan, first contact our Pension Contract Services unit to initiate a Resolution of Intent to Terminate. The completed Resolution will allow the plan actuary to provide a preliminary termination valuation with a more up -to -date estimate of the p lan liabilities. Before beginning this process, please consult with the plan actuary. B-28 CalPERS Actuarial Valuation – June 30, 2022 Miscellaneous Second Tier 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 the plan’s member data upon which this valuation is based: June 30, 2021 June 30, 2022 Active Members Counts 11 11 Average Attained Age 41.9 43.3 Average Entry Age to Rate Plan 37.3 37.9 Average Years of Credited Service 4.6 5.4 Average Annual Covered Pay $128,040 $131,865 Annual Covered Payroll $1,408,439 $1,450,515 Present Value of Future Payroll $18,266,274 $18,003,003 Transferred Members 8 9 Separated Members 3 3 Retired Members and Beneficiaries * Counts 6 6 Average Annual Benefits $12,546 $12,829 Total Annual Benefits $75,276 $76,972 Counts of members included in the valuation are counts of the records processed by the valuation. Multiple records may exist for those who have service in more than one valuation group. This does not result in double counting of liabilities. * Values include community property settlements. List of Class 1 Benefit Provisions This plan has the additional Class 1 Benefit Provisions: • None B-29 CALPERS ACTUARIAL VALUATION - June 30, 2022 Miscellaneous Second Tier 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 the 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 $2000 Survivor Allowance (PRSA) No COLA 2% B-30 CALPERS ACTUARIAL VALUATION - June 30, 2022 Miscellaneous Second Tier 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 EMPLOYEES’ RETIREMEN T SYSTEM Risk Pool Actuarial Valuation Information Section 2 may be found on the CalPERS website (www.calpers.ca.gov) in the Forms and Publications section B-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 2023 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes (CalPERS ID: 3846845523) Annual Valuation Report as of June 30, 2022 Dear Employer, Attached to this letter is the June 30, 2022 actuarial valuation report for the rate plan noted above . Provided in this report is the determination of the minimum required employer contributions for fiscal year (FY) 2024-25. 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, 2022. Section 2 can be found on the CalPERS website (www.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, 2022. 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 (board) 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 experie nce and adjusts the contribution requirements as needed. This valuation is based on an investment return assumption of 6.8%, which was adopted by the board in November 2021. Other assumptions used in this report are those recommended in the CalPERS Experie nce Study and Review of Actuarial Assumptions report from November 2021. Required Contributions The table below shows the minimum required employer contributions and the PEPRA member contribution rate for FY 2024-25 along with estimates of the required contributions for FY 2025-26. Employee contributions other than cost sharing (whether paid by the employer or the employee) are in addition to the results shown below. The required employer contributions in this report do not reflect any cost sharing arrangement between the agency and the employees. Fiscal Year Employer Normal Cost Rate Employer Amortization of Unfunded Accrued Liability PEPRA Member Contribution Rate 2024-25 7.87% $14,336 7.75% Projected Results 2025-26 7.9% $24,000 TBD C-1 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes (CalPERS ID: 3846845523) Annual Valuation Report as of June 30, 2022 Page 2 The actual investment return for FY 2022-23 was not known at the time this report was prepared. The projections above assume the investment re turn for that year would be 6.8%. To the extent the actual investment return for FY 2022- 23 differs from 6.8%, the actual contribution requirements for FY 2025-26 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 FY 2029-30. Changes from Previous Year’s Valuations There are no significant changes in actuarial assumptions or policies in the 2022 actuarial valuation. T here may be changes specific to the plan such as contract amendments and funding changes. Further descriptions of general changes are included in “Highlights and Executive Summ ary” and in Appendix A of the Section 2 report in “Actuarial Methods and Assumptions .” The effects of any changes on the required contributions are included in “Reconciliation of Required Employer Contributions ,” also in the Section 2 report. Questions A CalPERS actuary is available to answer questions about this report. Other questions may be directed to the Customer Contact Center at (888)-CalPERS or (888-225-7377). Sincerely, SCOTT TERANDO, ASA, EA, MAAA, FCA, CFA Chief Actuary, CalPERS RANDALL DZIUBEK, ASA, MAAA Deputy Chief Actuary, Valuation Services , CalPERS C-2 Actuarial Valuation as of June 30, 2022 for the PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes (CalPERS ID : 3846845523) Required Contributions for Fiscal Year July 1, 2024 - June 30, 2025 C-3 Table of Contents Section 1 – Plan Specific Information Section 2 – Risk Pool Actuarial Valuation I nformation 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 Contribution s 4 Additional Discretionary Employer Contributions 5 Funded Status – Funding Policy Basis 6 Projected Employer Contributions 7 Other Pooled Miscellaneous Risk Pool Rate Plans 8 Cost 9 Changes Since the Prior Year’s Valuation 10 Subsequent Events 10 Assets and Liabilities Breakdown of Entry Age Accrued Liability 12 Allocation of Plan’s Share of Pool’s Experience/Assumption Change 12 Development of Plan’s Share of Pool’s Market Value of Assets 12 Schedule of Amortization Bases 13 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 Funded Status – Termination Basis 22 Participant Data 23 List of Class 1 Benefit Provisions 23 Plan’s Major Benefit Options 24 PEPRA Member Contribution Rates 25 C-6 CALPERS ACTUARIAL VALUATION - June 30, 2022 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 To the best of our knowledge, this report, compris ed of Sections 1 and 2, is complete and accurate and contains sufficient information to disclose, fully and fairly, the funded condition of the PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes and satisfies the actuarial valuation requirements of Government Code section 7504. This valuation is based on the member and financial data as of June 30, 2022 provided by the various CalPERS databases and the benefits under this plan with CalPERS as of the date this report was produced. Section 1 of this report is based on the member and financial data for City of Rancho Palos Verdes , while Section 2 is based on the corresponding information for all agencies participating in the Miscellaneous Risk Pool to which the plan belongs. As s et forth in Section 2 of this report, the pool ac tuaries have certified that, in their opinion, the valuation of the Miscellaneous Risk Pool has been performed in accordance with generally accepted actuarial princip les , in accordance 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 Boa rd 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 rate plan, it is my opinion as the plan actuary that the Unfunded Accrued Liability amortization bases as of June 30, 2022 and employer contribution as of July 1, 2024 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. IAN OSUGI, ASA , MAAA Senior Actuary, CalPERS C-7 Highlights and Executive Summary • Introduction • Purpose of Section 1 • Required Contributions • Additional Discretionary Employer Contributions • Funded S tatus – Funding Policy Basis • 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, 2022 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, 2022 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 minimum required contributions for fiscal year (FY) 2024-25. 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 Actuarial Office using data as of June 30, 2022. The purpose of the valuation is to: • Set forth the assets and accrued liabilities of this rate plan as of June 30, 2022; • Determine the minimum required employer contribution s for this rate plan for FY July 1, 2024 through June 30, 2025; • Determine the required member contribution rate for FY July 1, 2024 through June 30, 2025 for employees subject to the California Public Employees' Pension Reform Act of 2013 (PEPRA); and • Provide actuarial information as of June 30, 2022 to the CalPERS Board of Administration (board) 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 valu ation report for such purposes is available on the CalPERS website (www.calpers.ca.gov). The measurements shown in this actuarial valuation may not be applicable for other purposes. The agency should contact the plan actuary before disseminating any portio n 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; changes in plan provisions or applicable law ; and differences between the required contributions determined by the valuation and the actual contributions made by the agency. Assessment and Disclosure of Risk This report includes the following risk disclosures consistent with the guidance of Actuarial Standard of Practice No. 51 and recommended by the California Actuarial Ad visory 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 5.8% and 7.8%. • 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 20 21. • Plan maturity measures indicating how sensitive a plan may be to the risks noted above. C-9 CALPERS ACTUARIAL VALUATION - June 30, 2022 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 4 Required Contributions Fiscal Year Required Employer Contributions 2024-25 Employer Normal Cost Rate 7.87% Plus Required Payment on Amortization Bases 1 $14,336 Paid either as 1) Monthly Payment $1,194.67 Or 2) Annual Prepayment Option* $13,872 Required PEPRA Member Contribution Rate 7.75% 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). For additional detail regarding the determination of the required contribution rate for PEPRA members, see “PEPRA Member Contribution Rates” section. Fiscal Year Fiscal Year 2023-24 2024-25 Development of Normal Cost as a Percentage of Payroll Base Total Normal Cost for Formula 15.43% 15.62% Surcharge for Class 1 Benefits 2 None 0.00% 0.00% Phase out of Normal Cost Difference 3 0.00% 0.00% Plan’s Total Normal Cost 15.43% 15.62% Offset Due to Employee Contributions 7.75% 7.75% Employer Normal Cost Rate 7.68% 7.87% 1 The required payment on amortization bases does not take into account any additional discretionary payment made after April 28, 2023. 2 Section 2 of this report contains a list of Class 1 benefits and corresponding surcharges. 3 When a rate plan joins the pool, the difference in normal cost between the pool and the rate plan is phased out over a five- year period in accordance with the CalPERS contribution allocation policy. C-10 CALPERS ACTUARIAL VALUATION - June 30, 2022 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 FY 2024-25 is $14,336. CalPERS allows agencies 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. Agencies 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 FY 2024-25 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. Agencies considering making an ADP should contact CalPERS for additional information. Minimum Required Employer Contribution for Fiscal Year 20 24-25 Estimated Normal Cost Minimum UAL Payment ADP Total UAL Contribution Estimated Total Contribution $335,589 $14,336 $0 $14,336 $349,925 The minimum required contribution above is less than interest on the UAL. With no AD P the UAL is projected to increase over the following year. If the minimum UAL payment were split between interest and principal, the principal portion would be negative. This situation is referred to as negative amortization. If only the minimum required contribution is made, contributions are not expected to exceed interest on the UAL until FY 2027-28, as shown in the “Amortization Schedule and Alternatives” s ection of the report (s ee columns labeled “Current Amortization Schedule”). Fiscal Year 2024-25 Employer Contribution Necessary to Avoid Negative Amortization Estimated Normal Cost Minimum UAL Payment ADP 1 Total UAL Contribution Estimated Total Contribution $335,589 $14,336 $19,312 $33,648 $369,237 Alternative Fiscal Year 2024-25 Employer Contributions for Greater UAL Reduction Funding Horizon Estimated Normal Cost Minimum UAL Payment ADP 1 Total UAL Contribution Estimated Total Contribution 20 years $335,589 $14,336 $31,648 $45,984 $381,573 15 years $335,589 $14,336 $39,308 $53,644 $389,233 10 years $335,589 $14,336 $55,466 $69,802 $405,391 5 years $335,589 $14,336 $105,701 $120,037 $455,626 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 UAL as of June 30, 2024 as determined in the June 30, 2022 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, 2022 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 6 Funded Status – Funding Policy Basis The table below provides information on th e current funded status of the plan under the funding policy. The funded status for this purpose is based on the market value of assets relative to the funding target produced by the entry age actuarial cost method and actuarial assumptions adopted by the board. The actuarial cost method allocates the total expected cost of a member’s projected benefit (Present Value of Benefits ) to individual years of service (the Normal Cost). The value of the projected benefit that is not allocated to future service is r eferred to as the Accrued Liability and is the plan’s funding target on the valuation date. The Unfunded Accrued Liability (UAL) equals the funding target minus the assets. The UAL is an absolute measure of funded status and can be viewed as employer debt. The funded ratio equals the assets divided by the funding target. The funded ratio is a relative measure of the funded status and allows for comparisons between plans of different sizes. A funded ratio of 100% (UAL of $0) implies that the funding of the plan is on target and that future contributions equal to the normal cost of the active plan members will be sufficient to fully fund all retirement benefits if future experience matches the actuarial assumptions. A funded ratio of less than 100% (positive UAL) implies that in addition to normal costs, payments toward the UAL will be required. Plans with a funded ratio greater than 100% have a negative UAL (or surplus) but are requ ired under current law to continue contributing the normal cost in most cases, preserving the surplus for future contingencies. Calculations for the funding target reflect the expected long -term investment return of 6.8%. If it were known on the valuation date that future investment returns will average something greater/less than the expected return, calculated normal costs and accrued liabilities provided in this report would be less/greater than the results shown. Therefore, for example, if actual avera ge future returns are less than the expected return, calculated normal costs and UAL contributions will not be sufficient to fully fund all retirement benefits. Under this scenario, required future normal cost contributions will need to increase from those provided in this report, and the plan will develop unfunded liabilities that will also add to required future contributions. For illustrative purposes, funded statuses based on a 1% lower and higher average future investment return (discount rate) are as follows: The “Risk Analysis” section of the report provides additional information regarding the sensitivity of valuation results to the expected investment return and other factors. Also provided in that section are measures of funded status that are appropriate for assessing the sufficiency of plan assets to cover estimated termination liabilities. June 30, 2021 June 30, 2022 1. Present Value of Benefits $7,303,767 $8,700,192 2. Entry Age Accrued Liability 2,391,157 3,048,772 3. Market Value of Assets (MVA) 2,458,040 2,631,340 4. Unfunded Accrued Liability (UAL) [(2) – (3)] ($66,883) $417,432 5. Funded Ratio [(3) / (2)] 102.8% 86.3% 1% Lower Average Return Current Assumption 1% Higher Average Return Discount Rate 5.8% 6.8% 7.8% 1. Entry Age Accrued Liability $3,750,132 $3,048,772 $2,511,546 2. Market Value of Assets (MVA) 2,631,340 2,631,340 2,631,340 3. Unfunded Accrued Liability (UAL) [(1) – (2)] $1,118,792 $417,432 ($119,794) 4. Funded Ratio [(2) / (1)] 70.2% 86.3% 104.8% C-12 CALPERS ACTUARIAL VALUATION - June 30, 2022 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 7 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, b enefits, or funding will occur during the projection period. In particular, the investment return beginning with FY 2022-23 is assumed to be 6.80% per year, net of invest ment and administrative expenses. Future contribution requirements may differ significantly from those shown below. The actual long -term cost of the plan will depend on the actual benefits and expenses paid and the actual investment experience of the fund. Required Contribution Projected Future Employer Contributions (Assumes 6.80% Return for Fiscal Year 2022-23 and Beyond) Fiscal Year 2024-25 2025-26 2026-27 2027-28 2028-29 2029-30 Rate Plan 26567 Results Normal Cost % 7.87% 7.9% 7.9% 7.9% 7.9% 7.9% UAL Payment $14,336 $24,000 $34,000 $44,000 $54,000 $54,000 For ongoing plans, investment gains and losses are amortized using a 5 -year ramp up. For more information, please see “Amortization of the Unfunded Actuarial Accrued Liability” under “Actuarial Methods” in Appendix A 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 i nvestment loss, the relatively small amortization payments during the ramp up period could result in contributions that are less than interest on the UAL (i.e. negative amortization) while the contribution impact of the increase in the UAL is phased in. The required contribution for FY 2024 -25 is less than interest on the UAL, a situation referred to as negative amortization, as explained in the “Additional Discretionary Employer Contributions” section earlier in this report. If only the minimum required contribution is made, contributions are not expected to exceed interest on the UAL until FY 2027-28, as shown in the “Amortization Schedule and Alternatives” section of the report (see columns labelled “Current Amortization Schedule ”). For projected contributions under alternate investment return scenarios, please see the “Future Investment Return Scenarios” in the “Risk Analysis” section . Our online pension plan projection tool, Pension Outlook, is available in the Employers section of the CalPERS website. Pension Outlook can help plan and budget pension costs under various scenarios . C-13 CALPERS ACTUARIAL VALUATION - June 30, 2022 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 8 Other Pooled Miscellaneous Risk Pool Rate Plans All of the results presented in this Section 1 report, except those shown on this page , 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 a ll of the employer’s rate plans in the Miscellaneous Risk Pool are shown below and assume that the total employer payroll within the Miscellaneous Risk Pool will grow according to the overall payroll growth assumption of 2.80% per year for three years. In a refinement since the prior year’s report, Classic members who are projected to terminate employment are assumed to be replaced by PEPRA members. Fiscal Year Fiscal Year 2023-24 2024-25 Estimated Combined Employer Contributions for all Pooled Miscellaneous Rate Plans Projected Payroll for the Contribution Year $6,798,456 $7,246,562 Estimated Employer Normal Cost $684,854 $695,745 Required Payment on Amortization Bases $1,070,317 $1,295,856 Estimated Total Employer Contributions $1,755,171 $1,991,601 Estimated Total Employer Contribution Rate (illustrative only) 25.82% 27.48% C-14 CALPERS ACTUARIAL VALUATION - June 30, 2022 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 9 Cost Actuarial Determination of Plan Cost Contributions to fund the 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 2015-16, the Amortization of UAL component was expressed as a percentage of total active payroll. Starting with FY 2015-16, the Amortization of UAL component was expressed as a dollar amount and invoiced on a monthly basis. There is 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 e mployer 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 CalPE RS’ 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 6.9% over the 20 years ending June 30, 2022 , yet individual fiscal year returns have ranged from -23.6% to +21.3 %. In addition, CalPERS reviews all actuarial assumptions by conducting in -depth experience studies every four years, with the most recent exp erience study completed in 2021. C-15 CALPERS ACTUARIAL VALUATION - June 30, 2022 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 10 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 amendments effective before the date of the report. Please refer to the “Plan’s Major Benefit Options” in this report and Appendix B of the Section 2 Report for a summary of the plan provisions used in this valuation. In 2022, SB 1168 increased the standard retiree lump sum death benefit from $500 to $2,000 for any death occurring on or after July 1, 2023. For pooled plans this is a Class 3 benefit and there is no normal cost surcharge. The impact on the unfunded liability i s included in the pool’s (gain)/loss. Actuarial Methods and Assumptions There are no significant changes to the actuarial methods or assumptions for the June 30, 2022 actuarial valuation. Subsequent Events This actuarial valuation report reflects fund investment return through June 30, 2022 and statutory/regulatory changes and board actions through January 2023. During the time period between the valuation date and the publication of this report, inflation has been significantly higher than the expected inflation of 2.3% per annum. Since inflation influences cost -of-living increases for retirees and beneficiaries and active member pay increases, higher inflation is likely to put at least some upward pressure on contribution requirements and downward pressure on the funded status in the June 30, 2023 valuation. The actual impact of higher inflation on future valuation results will depend on, among other factors , how long higher inflation persists. At this tim e, we continue to believe the long -term inflation assumption of 2.3% is appropriate. To the best of our knowledge, there have been no other subsequent events that could materially affect current or future certifications rendered in this report. C-16 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 Amortization Bases • Amortization Schedule and Alternatives • Employer Contribution History • Funding History C-17 CALPERS ACTUARIAL VALUATION - June 30, 2022 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 12 Breakdown of Entry Age Accrued Liability Active Members $1,955,583 Transferred Members 957,005 Separated Members 136,184 Members and Beneficiaries Receiving Payments 0 Total $3,048,772 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 mi nimizing 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 $3,048,772 2. Projected UAL Balance at 6/30/2022 (37,744) 3. Other UAL Adjustments (Golden Handshake, Prior Service Purchase, etc.) 0 4. Adjusted UAL Balance at 6/30/2022 for Asset Share (37,744) 5. Pool’s Accrued Liability1 22,021,735,002 6. Sum of Pool’s Individual Plan UAL Balances at 6/30/20221 2,453,954,297 7. Pool’s 2021-22 Investment (Gain)/Loss1 2,614,071,182 8. Pool’s 2021-22 Non-Investment (Gain)/Loss1 309,490,972 9. Plan’s Share of Pool’s Investment (Gain)/Loss: [(1) - (4)] ÷ [(5) - (6)] × (7) 412,329 10. Plan’s Share of Pool’s Non -Investment (Gain)/Loss: (1) ÷ (5) × (8) 42,847 11. Plan’s New (Gain)/Loss as of 6/30/2022: (9) + (10) 455,176 12. Increase in Pool’s Accrued Liability due to Change in Assumptions1 0 13. Plan’s Share of Pool’s Change in Assumptions: (1) ÷ (5) × (12) 0 14. Increase in Pool’s Accrued Liabi lity due to Funding Risk Mitigation 1 0 15. Plan’s Share of Pool’s Change due to Funding Risk Mitigation: (1) ÷ (5) × (14) 0 16. Offset due to Funding Risk Mitigation 0 17. Plan’s Investment (Gain)/Loss: (9) – (16) 412,329 18. Partial Fresh Start Base: (2) + (1 7) 374,585 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 19. Plan’s UAL: (2) + (3) + (11) + (13) + (15) $417,432 20. Plan’s Share of Pool’s MVA: (1) - (19) $2,631,340 C-18 CALPERS ACTUARIAL VALUATION - June 30, 2022 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 13 Schedule of Amortization Bases Below is the schedule of the plan’s amortization bases. Note that there is a two -year lag between the valuation date and the start of the contribution year. • The assets, liabilities, and funded status of the plan are measured as of the valuation date: June 30, 2022 . • The required employer contributions determined by the valuation are for the fiscal year beginning two years after the valuati on date: FY 2024-25. This two-year lag is necessary due to the amount of time needed to extract and test the membership and financial data, and the need to provide public agencies with their required employer contribution well in advance of the start of the fiscal year. The Unfunded Accrued Liability (UAL) is used to determine the employer contribution and therefore must be rolled forward two years from the valuation date to the first day of the fiscal year for which the contribution is being de termined. 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 2024-25 Ramp Shape Escala- tion Rate Amort. Period Balance 6/30/22 Expected Payment 2022-23 Balance 6/30/23 Expected Payment 2023-24 Balance 6/30/24 Minimum Required Payment 2024-25 Non-Investment (Gain)/Loss 6/30/22 No Ramp 0.00% 20 42,847 0 45,761 0 48,873 4,395 Partial Fresh Start 6/30/22 20% Up Only 0.00% 20 374,585 (31,925) 433,049 0 462,496 9,941 Total 417,432 (31,925) 478,810 0 511,369 14,336 The (gain)/loss bases are the plan’s allocated share of the risk pool’s (gain)/loss for the fiscal year as disclosed in “Allo cation 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. The partial fresh start base established June 30, 2022 is the sum of the UAL balance from the June 30, 2021 valuati on (projected to June 30, 2022) and the June 30, 2022 investment loss, as shown on the previous page. C-19 CALPERS ACTUARIAL VALUATION - June 30, 2022 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 The amortization schedule on the previous page (s) 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 schedule s using two sample periods that would both result in interest savings relative to the current amortization schedule. To initiate a fresh s tart, please contact the 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 liabili ty. 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 n appropriate period. The Current Amortization Schedule on the following page may appear to show that, based on the current amortizat ion bases, one of the above scenarios will occur at some point in the future. It is impossible to know today whether such a scenario wil l 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-20 CALPERS ACTUARIAL VALUATION - June 30, 2022 PEPRA 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 20 Year Amortization 15 Year Amortization Date Balance Payment Balance Payment Balance Payment 6/30/2024 511,369 14,336 511,369 45,984 511,369 53,644 6/30/2025 531,326 24,277 498,620 45,984 490,704 53,645 6/30/2026 542,367 34,219 485,004 45,984 468,633 53,644 6/30/2027 543,885 44,160 470,463 45,984 445,062 53,645 6/30/2028 535,232 54,101 454,933 45,984 419,887 53,644 6/30/2029 515,717 54,101 438,347 45,984 393,001 53,644 6/30/2030 494,876 54,101 420,633 45,984 364,287 53,644 6/30/2031 472,617 54,100 401,714 45,984 333,621 53,645 6/30/2032 448,846 54,101 381,509 45,984 300,868 53,644 6/30/2033 423,457 54,100 359,930 45,984 265,889 53,645 6/30/2034 396,343 54,100 336,883 45,984 228,531 53,645 6/30/2035 367,385 54,100 312,269 45,984 188,632 53,644 6/30/2036 336,458 54,101 285,982 45,984 146,021 53,644 6/30/2037 303,426 54,100 257,907 45,985 100,513 53,645 6/30/2038 268,150 54,100 227,922 45,984 51,909 53,645 6/30/2039 230,475 54,100 195,899 45,985 6/30/2040 190,238 54,101 161,697 45,984 6/30/2041 147,264 54,102 125,171 45,985 6/30/2042 101,366 54,100 86,160 45,985 6/30/2043 52,350 54,100 44,496 45,984 6/30/2044 6/30/2045 6/30/2046 6/30/2047 6/30/2048 6/30/2049 Total 982,600 919,684 804,667 Interest Paid 471,231 408,315 293,298 Estimated Savings 62,916 177,933 C-21 CALPERS ACTUARIAL VALUATION - June 30, 2022 PEPRA 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 and discretionary employer contributions for the plan. The required amounts are based on the actuarial valuation from two years prior without subsequent adjustments, if any. Additional discretionary payments before July 1, 2019 or after April 2 8, 2023 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 0 2021 - 22 7.59% 13,868 0 2022 - 23 7.47% 15,841 0 2023 - 24 7.68% 0 2024 - 25 7.87% 14,336 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 06/30/2021 2,391,157 2,458,040 (66,883) 102.8% 3,035,848 06/30/2022 3,048,772 2,631,340 417,432 86.3% 3,399,782 C-22 Risk Analysis • Future Investment Return Scenarios • Discount Rate Sensitivity • Mortality Rate Sensitivity • Maturity Measures • Maturity Measures History • Funded Status – Termination Basis C-23 CalPERS Actuarial Valuation – June 30, 2022 PEPRA 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 using the investment return scenarios from the Asset Liability Management process completed in 2021 was performed to determine the effects of various future investment returns on required employer contributions. The projections below reflect the i mpact of the CalPERS Funding Risk Mitigation policy. The projections also assume that all other actuarial assumptions will be realized and that no further changes in assumptions, contributions, benefits, or funding will occur. The first table shows projected contribution requirements if the fund were to earn either 3.0% or 10.8% annually. These alternate investment returns were chosen because 90% of long-term average returns are expected to fall between them over the 20 -year period ending June 30, 2042. Required contributions outside of this range are also possible. In particular, whereas it is unlikely that investment returns will average less than 3.0% or greater than 10.8% over a 20 -year period, the likelihood of a single investment return less than 3.0% or greater than 10.8% in any given year is much greater. The following analysis illustrates the effect of an extreme, single year investment return. The portfolio has an expected volatility (or standard deviation) of 12.0% per year. Accordingly, in any given year there is a 16% probability that the annual return will be -5.2% or less and a 2.5% probability that the annual return will be -17.2% or less. These returns represent one and two standard deviations below the expected return of 6.8%. The following table shows the effect of a one or two standard deviation investment loss in FY 2022-23 on the FY 2025-26 contribution requirements. Note that a single -year investment gain or loss decreases or increases the required UAL contribution amount incrementally for each of the next five years, not just one, due to the 5 - year ramp in the amortization policy. However, the contribution requirements beyond the first year are also impacted by investment returns beyond the first year. Historically, significant downturns in the market are often followed by higher than average returns. Such investment gains would offset the impact of these single year negative returns in years beyond FY 2025-26. Assumed Annual Return for Fiscal Year 2022-23 Required Employer Contributions Projected Employer Contributions 2024-25 2025-26 (17.2)% (2 standard deviation loss) Normal Cost Rate 7.87% 7.9% UAL Contribution $14,336 $40,000 (5.2)% (1 standard deviation loss) Normal Cost Rate 7.87% 7.9% UAL Contribution $14,3 36 $32,000 • Without investment gains (returns higher than 6.8%) in FY 2023-24 or later, projected contributions rates would continue to rise over the next four years due to the continued phase -in of the impact of the illustrated investment loss in FY 2022-23. • The Pension Outlook Tool can be used to model projected contributions for these scenarios beyond FY 2025-26 as well as to model other investment return scenarios . Assumed Annual Return FY 2022-23 through 2041-42 Projected Employer Contributions 2025-26 2026-27 2027-28 2028-29 2029-30 3.0% (5 th percentile) Normal Cost Rate 7.9% 7.9% 7.9% 7.9% 7.9% UAL Contribution $27,000 $42,000 $59,000 $79,000 $92,000 10.8% (95 th percentile) Normal Cost Rate 8.1% 8.3% 8.5% 8.7% 8.4% UAL Contribution $22,000 $28,000 $31,000 $31,000 $0 C-24 CalPERS Actuarial Valuation – June 30, 2022 PEPRA 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 4.5% and 2.3%, respectively. Changing either the price inflation assumption or the real rate of return assumption wil l 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, 2022 assuming alternate discount rates by changing the two components independently. Results are shown using the current discount rate of 6.8% as well as alternate discount rates of 5.8% and 7.8%. The rates of 5.8% and 7.8% were selected since they illustrate t he impact of a 1.0% increase or decrease to the 6.8% assumption. Sensitivity to the Real Rate of Return Assumption As of June 30, 2022 1% Lower Real Return Rate Current Assumptions 1% Higher Real Return Rate Discount Rate 5.8% 6.8% 7.8% Price Inflation 2.3% 2.3% 2.3% Real Rate of Return 3.5% 4.5% 5.5% a) Total Normal Cost 19.53% 15.62% 12.65% b) Accrued Liability $3,750,132 $3,048,772 $2,511,546 c) Market Value of Asse ts $2,631,340 $2,631,340 $2,631,340 d) Unfunded Liability/(Surplus) [(b) - (c)] $1,118,792 $417,432 ($119,794) e) Funded Ratio 70.2% 86.3% 104.8% Sensitivity to the Price Inflation Assumption As of June 30, 2022 1% Lower Price Inflation Current Assumptions 1% Higher Price Inflation Discount Rate 5.8% 6.8% 7.8% Price Inflation 1.3% 2.3% 3.3% Real Rate of Return 4.5% 4.5% 4.5% a) Total Normal Cost 16.48% 15.62% 14.20% b) Accrued Liability $3,210,542 $3,048,772 $2,769,190 c) Market Value of Assets $2,631,340 $2,631,340 $2,631,340 d) Unfunded Liability/(Surplus) [(b) - (c)] $579,202 $417,432 $137,850 e) Funded Ratio 82.0% 86.3% 95.0% Mortality Rate Sensitivity The following table looks at the change in the June 30, 2022 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 2021. This type of analysis highlights the impact on the plan of a change in the mortality assumption . As of June 30, 2022 10% Lower Mortality Rates Current Assumptions 10% Higher Mortality Rates a) Total Normal Cost 15.89% 15.62% 15.37% b) Accrued Liability $3,108,971 $3,048,772 $2,993,340 c) Market Value of Assets $2,631,340 $2,631,340 $2,631,340 d) Unfunded Liability/(Surplus) [(b) - (c)] $477,631 $417,432 $362,000 e) Funded Ratio 84.6% 86.3% 87.9% C-25 CalPERS Actuarial Valuation – June 30, 2022 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 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 pla n 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 pl an 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, 2021 June 30, 2022 1. Retired Accrued Liability $0 $0 2. Total Accrued Liability 2,391,157 3,048,772 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 declines. A mature plan will often have a ratio near or b elow one. To calculate the support ratio for the rate plan, retirees and beneficiaries receiving a continuance are each counted as one, even though they may have only worked a portion of their careers as an active member of this rate plan. For this reason, the support ratio, while intuitive, may be less informative than the ratio of retiree liability to total accrued liability above. For comparison, the support ratio for all CalPERS public agency plans as of June 30, 2021, was 0.78 and was calculated consistently with how it is for the individual rate plan. Note that to calculate the support ratio for all public agency plans, a retiree with service from more than one CalPERS agency is counted as a retiree more than once. Support Ratio June 30, 2021 June 30, 2022 1. Number of Actives 57 59 2. Number of Retirees 0 0 3. Support Ratio [(1) / (2)] N/A N/A C-26 CalPERS Actuarial Valuation – June 30, 2022 PEPRA 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, investment return) are exactly realized each year, there will be differences on a year - to -year basis. The year-to -year differences between actual experience and the assumptions are called actuarial gains and losses and serve to lower or raise required employer contributions from one year to the next. Therefore, employer contributions will inevitably fluctuate, especially due to the ups and downs of investment returns. Asset Volatility Ratio 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 AVR of 8 may experience twice the contribution volatility due to investment return volatility than a plan with AVR 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 a plan matures. Liability Volatility Ratio 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 contributi ons (as a percentage of payroll) due to changes in liability. For example, a plan with LVR 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 contribu tion volatility, since the AVR, described above, will tend to move closer to the LVR as the funded ratio approaches 100%. Contribution Volatility June 30, 2021 June 30, 2022 1. Market Value of Assets $2,458,040 $2,631,340 2. Payroll 3,035,848 3,399,7 82 3. Asset Volatility Ratio (AVR) [(1) / (2)] 0.8 0.8 4. Accrued Liability $2,391,157 $3,048,772 5. Liability Volatility Ratio (LVR) [(4) / (2)] 0.8 0.9 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 06/30/2021 0.00 N/A 0.8 0.8 06/30/2022 0.00 N/A 0.8 0.9 C-27 CalPERS Actuarial Valuation – June 30, 2022 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 22 Funded Status – Termination Basis The funded status measured on a termination basis is an estimate of the financial position of the plan had the contract with CalPERS been terminated as of June 30, 2022. The accrued liability on a termination basis (termination liability) is calculated differently compared to the plan’s ongoing funding liability. For the termination liability calculation, both compensation and service are frozen as of the valu ation 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. Unlike the actuarial cost method used for ongoing plans, the termination liability is the present value of the benefits earned through the valuation date. A more conservative investment policy and asse t allocation strategy was adopted by the 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 seven months after. Discount Rate: 1.75% Price Inflation: 2.50% Discount Rate: 4.50% Price Inflation: 2.75% Market Value of Assets (MVA) Termination Liability1,2 Funded Ratio Unfunded Termination Liability Termination Liability1,2 Funded Ratio Unfunded Termination Liability $2,631,340 $7,308,040 36.0% $4,676,700 $3,666,472 71.8% $1,035,132 1 The termination liabilities calculated above include a 5% contingency load. The contingency load and other actuarial assumptions can be found in Appendix A of the Section 2 report. 2 The discount rate 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 3.38% on June 30, 2022, the valuation date. In order to te rminate the plan, first contact our Pension Contract Services unit to initiate a Resolution of Intent to Terminate. The completed Resolution will allow the plan actuary to provide a preliminary termination valuation with a more up -to -date estimate of the p lan liabilities. Before beginning this process, please consult with the plan actuary. C-28 CalPERS Actuarial Valuation – June 30, 2022 PEPRA 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 the plan’s member data upon which this valuation is based: June 30, 2021 June 30, 2022 Active Members Counts 57 59 Average Attained Age 40.6 41.2 Average Entry Age to Rate Plan 37.8 38.3 Average Years of Credited Service 2.4 2.5 Average Annual Covered Pay $53,260 $57,623 Annual Covered Payroll $3,035,848 $3,399,782 Present Value of Future Payroll $32,552,770 $36,677,825 Transferred Members 23 30 Separated Members 27 34 Retired Members and Beneficiaries * Counts 0 0 Average Annual Benefits $0 $0 Total Annual Benefits $0 $0 Counts of members included in the valuation are counts of the records processed by the valuation. Multiple records may exist for those who have service in more than one valuation group. This does not result in double counting of liabilities. * Values include community property settlements. List of Class 1 Benefit Provisions This plan has the additional Class 1 Benefit Provisions: • None C-29 CALPERS ACTUARIAL VALUATION - June 30, 2022 PEPRA 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 the 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 7.75% 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 $2000 Survivor Allowance (PRSA) No COLA 2% C-30 CALPERS ACTUARIAL VALUATION - June 30, 2022 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 25 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 for the plan is dependent on the benefit levels, 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 p ercent. The table below shows the determination of the PEPRA member contribution rates effective July 1, 2024, based on 50% of the total normal cost rate as of the June 30, 2022 valuation. Basis for Current Rate Rates Effective July 1, 2024 Rate Plan Identifier Benefit Group Name Total Normal Cost Member Rate Total Normal Cost Change Change Needed Member Rate 26567 Miscellaneous PEPRA Level 15.43% 7.75% 15.62% 0.19% No 7.75% C-31 CALPERS ACTUARIAL VALUATION - June 30, 2022 PEPRA Miscellaneous Plan of the City of Rancho Palos Verdes CalPERS ID: 3846845523 Rate Plan belonging to the Miscellaneous Risk Pool Page 26 Section 2 CALIFORNIA PUBLIC EMPLOYEES’ RETIREMEN T SYSTEM Risk Pool Actuarial Valuation Information Section 2 may be found on the CalPERS website (www.calpers.ca.gov) in the Forms and Publications section C-32 CITY COUNCIL MEETING DATE: 08/01/2023 AGENDA REPORT AGENDA HEADING: Regular Business AGENDA TITLE: Consideration and possible action to review Additional Discretionary Payments (ADPs) toward the City’s Unfunded Accrued Liability (UAL) and revisions to the Pension Plan Guidelines. RECOMMENDED COUNCIL ACTION: (1)Review and, if acceptable, adopt the Finance Advisory Committee’s (FAC) recommendation to: a.Implement ADP Scenario 5 as a funding strategy with all conditions as specified by the FAC to mitigate costs associated with the City’s UAL; and b.Direct Staff to return to the City Council following the year -end closing process with a recommended ADP amount limited to 50% of the FY 2022- 23 General Fund unallocated balance. (2)Review and, if acceptable, approve the FAC’s following recommended revisions to the Pension Plan Guidelines: a.Updating the employee contribution rate for Tier 3; b.Adding “schedule of amortization bases” to definitions; c.Clarifying the ending fiscal year for the 10-year goal; d.Incorporating ADP contributions and usage options; and e.Updating the term for Annual Comprehensive Financial Report (ACFR). FISCAL IMPACT: To be determined based on Recommendation Item No. 1-b, if adopted. Amount Budgeted: N/A Additional Appropriation: N/A Account Number(s): N/A ORIGINATED BY: Jason Loya, Senior Administrative Analyst REVIEWED BY: Vina Ramos, Deputy Director of Finance Brittany Ruiz, Interim Director of Finance APPROVED BY: Ara Mihranian, AICP, City Manager ATTACHED SUPPORTING DOCUMENTS: A.Revised Draft Pension Plan Guidelines (page A-1) B.April 13, 2023 FAC staff report (page B-1) C.February 9, 2023 FAC staff report (page C-1) D.December 19, 2022 FAC staff report (page D-1) RANCHO PALOS VERDES D-1 BACKGROUND: The California Public Employees’ Retirement System (CalPERS) prepares actuarial valuations for all City pension plans on an annual basis. Consistent with transparency and reporting requirements, results from the Annual Valuation Reports (AVR) are presented to the City’s Finance Advisory Committee (FAC) and City Cou ncil within the timeframe established by the City’s Pension Plan Guidelines. Findings from the most recent AVR ending June 30, 2021 were presented to the FAC on September 8, 2022 as specified under Item No. 3 of the FY 2022-23 Work Plan. Shortly thereafter, the 2021 AVR was presented to the City Council on October 4, 2022. An additional discussion took place at the FAC meeting held in September 2022 despite the positive outcomes reported at each meeting . Commensurate with the FAC’s mission statement to review the City’s short- and long-term financial condition, members of the FAC raised concerns regarding news about CalPERS’ FY 2021-22 preliminary investment loss of -6.1%. This discussion ultimately led to a request for Staff to further examine the implications of a negative investment return on the City’s UAL and strategies to mitigate its future impact. As requested, Staff utilized pension management tools to estimate the long-term cost of the negative return. These tools included a contribution management spreadsheet provided by a CalPERS actuary, and pension liability software from GovInvest. The estimated results were presented at the FAC meeting on December 19, 2022. As indicated in the attached report (page D-1), the City’s UAL balance is projected to increase by approximately 50% from $10 million to $15 million ending June 30, 2022. Consequently, required UAL contributions are also expected to rise according to the projected 2022 amortization schedule. Around this time, it was announced that CalPERS’ had an actual investment loss of -7.5%, which was used to conduct the final analysis. Projections were used in place of actual 2022 AVR results due to its pending release at the end of summer 2023. Data derived from the pension tools were used to validate projections and to conduct the cost-benefit analysis associated with making additional payments to CalPERS. Additional discretionary payments, or ADPs, can be used to preliminarily fund and proactively manage the City’s UAL. This particular strategy is beneficial to the City based on its ability to stabilize pension contributions and mitigate long-term impacts by effectively reducing the total UAL balance. As an added benefit, ADPs are elective and can be applied at any time and in any amount. The 2022 projection is referred to as the default option throughout the analysis and represents a scenario where no additional action is taken by the City. Using this as the baseline, Staff created five ADP scenarios for comparison and presented each to the FAC as alternative options. All ADP scenarios were measured against the baseline and designed to reach a 90% funded status within 10 years to ensure adherence to the Pension Plan Guidelines. Additional details regarding these scenarios are provided in the discussion section of this report. D-2 FAC’s ensuing deliberation led to the formation of an ad hoc subcommittee tasked with selecting and evaluating the final ADP scenarios for recommendation to the City Council. The FAC Subcommittee members included Krista Johnson, (former Member) John MacAllister, and Kevin Yourman. Overall, the Subcommittee and Staff held three meetings that resulted in a supplemental analysis and refined evaluation criteria for three selected scenarios. Additionally, these actions led to the FAC’s determination that revisions to the Pension Plan Guidelines were also warranted. On February 9, 2023, the supplemental analysis and evaluation summary was provided to the FAC with the ad hoc subcommittee’s ADP recommendation and proposed revisions to the pension guidelines . Details from the full report are attached for reference (Attachment C). Tonight, Staff presents this report to the City Council to appropriately illustrate the anticipated impact of CalPERS’ 2022 investment loss on the City’s UAL and articulate actions taken by the FAC to explore various solutions for the City Council’s consideration. Furthermore, the remaining discussion section will highlight essential findings from the various analyses, briefly elaborate on the scenarios mentioned above, and convey the FAC’s recommendation regarding ADPs and revisions to City’s Pension Plan Guidelines. DISCUSSION: 2021 AVR Results According to the 2021 AVR, and as previously reported to the FAC and City Council, the City’s UAL balance of $10 million was initially anticipated to decrease to $9.3 million by June 30, 2023. The underlying presumption in this case was that CalPERS would meet its target rate of return, or discount rate, of 6.8%. The 6.8% discount rate is also used by CalPERS to determine the UAL amortization schedule and estimate future payments. Accordingly, the $9.3 million UAL balance, amortized over 19 years, was estimated to cost $14.2 million in total payments after accounting for $4.9 million in interest. continued on the next page D-3 Chart 1. 2021 Amortization Schedule – UAL Balance The UAL balance illustrated in Chart 1 above corresponds with UAL payments outlined in the 2021 AVR’s amortization schedule. Chart 2 provides a visual to reflect these payments. However, since future pension contributions are primarily speculative, Staff included historic UAL payments to provide further insight. Using 2021 AVR data, Chart 2 represents the City’s past required contributions to the UAL combined with projected UAL payments based on the 2021 amortization schedule. Most notably, required contributions from FY 2016-17 to FY 2023-24 revealed that aggregate City UAL payments have increased at an average annual rate of 14.5%. Looking forward, the UAL payments projected from FY 2024-25 and beyond assume a 6.8% return rate. Therefore, UAL payments appeared stable and suggested the City’s funded status will reach 90% by FY 2029-30 and be paid in full by FY 2041-42. Chart 2. Contribution History and 2021 Amortization Schedule Given the -7.5% invest loss, however, it’s fair to conclude that the UAL payment trajectory in Chart 2 may not come to fruition. This expectation is further supported when vi $12.0 2 § $10.0 .... ~ $8.0 $6.0 $4.0 $2.0 $0.0 V, $1.2 2 g $1.0 .... ~ $0.8 $0.6 $0.4 $0.2 $0.0 -2021 UAL Balance -Required Contributions ~2021 UAL Payments D-4 considering the unfavorable trend observed using historic actuals. These assumptions were tested and explored as described in the next section. 2022 Projected AVR Results Per the FAC’s request, Staff next examined the potential significance of CalPERS’ FY 2021-22 investment loss. As mentioned, the City’s UAL balance is projected to increase from approximately $10 million to $15 million in the AVR ending June 30, 2022. The extent of this change in UAL balance is highlighted in Chart 3 on the following page. As a reminder, all projections were determined using data from CalPERS and GovInvest pension management tools and are subject to change based on final 2022 AVR results. Chart 3. 2021 Amortization Schedule vs. 2022 Projected Schedule – UAL Balance Chart 4 below expands on the anticipated impact and compares the change in UAL payments for each corresponding amortization schedule. UAL payments from the 2021 AVR and projected 2022 AVR results are depicted below. For reference, the 2022 AVR results will determine the required contributions in FY 2024-25 due to the two-year lag imposed by CalPERS. Thus, the FY 2024-25 UAL payment is estimated to increase by approximately $132,000 for Tier 1 compared to previous assumptions and resume its upward trend. VI $16.0 2 0 $14.0 ~ ~ $12.0 $10.0 $8.0 $6.0 $4.0 $2.0 $0.0 -2021 UAL Balance --2022 Projected Balance D-5 Chart 4. 2021 Amortization Schedule vs. 2022 Projected Schedule – UAL Payments Results also indicated that the $15 million UAL balance projected in the 2022 AVR, or baseline scenario, will likely lower the City’s funded status from 81% to roughly 70%. Over the long-term, data derived from the pension management tools found that the impact from CalPERS’ investment loss is estimated to cost the City $26.2 million in total UAL payments. This exceeds the previous estimate of $14.2 million in total payments by $12 million. Nevertheless, changes to pension costs over time are subject to future investment gains/losses, additional contributions, or adjustments to the UAL amortization schedule. ADP Cost Benefit Analysis Given the financial implications above, the FAC was presented with the default scenario and the five ADP scenarios that Staff created to determine the costs and benefits associated with making additional payments to CalPERS. It’s worth noting that all schedules and figures shown below are for illustrative purposes and should not be considered as exact representations of future experience. For starters, the 2022 projected results point out that the City may not reach its 90% funded status goal by FY 2030-31 as defined in the Pension Plan Guidelines. This 10- year period began in FY 2021-22 pursuant to the guideline’s adoption. Once again, to ensure compliance with the guidelines, each ADP scenario was evaluated against the baseline and designed to reach a 90% funded status by FY 2030-31. The information summarized in Table 1 on the following page focuses on the total estimated costs, as well as the number of years it will take each scenario to reach 90% beginning in FY 2021-22. If no action is taken, the default scenario is likely to miss this goal by three years under the current assumptions. VI $2.00 ~ $1.80 3 $1.60 ~ $1.40 $1.20 $1.00 $0.80 $0.60 $0.40 $0.20 $0.00 Required Contributions --2021 UAL Payments --2022 Projected Payments D-6 Table 1. Default and ADP Scenario Overview (In millions) Default Scenario Scenario 1 Scenario 2 Scenario 3 Scenario 4 Scenario 5 Total Est. Cost $26.2 $21.2 $22.3 $20.9 $20.5 $18.5 Years to 90% FS 13 10 10 9 8 7 Table 1 also demonstrates that total estimated costs are likely to decrease as the years to reach 90% are minimized. In other words, total payments toward the UAL balance decrease when the amortization period is shortened using an expedited approach. The strategies used in each ADP scenario to accomplish this are briefly explained below. Lastly, it’s important to keep in mind that ADPs as described are in addition to the City’s annual required UAL payments determined by CalPERS annual valuations. Scenario 1 – One-time payment • Scenario 1 considers a one-time ADP of $4.5 million to CalPERS to reach the 90% funded status goal by FY 2030-31. • This approach immediately reduces the UAL balance and is likely to lower future payments compared to the default scenario. • Substantial one-time payments are inherently risky due to market volatility. Scenario 2 – Apportioned allocation • Scenario 2 considers a total ADP amount of $4.5 million and distributes payments of $0.5 million over nine years. • Distributing the $4.5 million proportionally over time reduces investment risk and reaches the 90% funded status goal by FY 2030-31. • UAL payments would be greater than the default scenario up front and fall below the default payments after the last ADP in year nine. Scenario 3 – Level-Dollar (Soft Fresh Start) • Scenario 3 considers total ADPs amounting to $8 million and reflects a self- imposed level dollar payment plan, or “soft fresh start” across 12 years. • Level-dollar payments are typically required after initiating a “fresh start” through CalPERS, which allows the City to re-amortize its UAL over a shorter horizon. • However, initiating this process through CalPERS would result in required annual payments that increase and remain level over most of the amortization period. • Instead, scenario 3 uses ADPs to mirror this approach without permanently altering the amortization schedule and increasing required annual payments. • The level-dollar amount, which includes required UAL payments and ADPs, rises to $1.9 million annually and reaches the 90% funded status goal by FY 2029 -30. Scenario 4 – Annual Allocation • Scenario 4 considers total ADPs amounting to $6.5 million and allocates $1 million over six years, and $0.5 million in year seven. • Annual payments would rise to nearly $2 million through FY 2027-28, and ultimately fall below the default payment by almost $0.6 million from there on. • Scenario 4 reaches the 90% funded status goal by FY 2028 -29. D-7 Scenario 5 – Level-Dollar (Soft Fresh Start) • Scenario 5 considers total ADPs amounting to $11.7 million and reflects a self- imposed level dollar payment plan, or “soft fresh start” across eight years. • The level-dollar amount rises to $2.7 million annually in total and reaches the 90% funded status goal by FY 2027-28. The five ADP scenarios discussed above provided alternatives to the default scenario and were intended to achieve the City’s 90% funded status goal by, or prior to, FY 2030- 31. Staff’s analysis illustrated costs and benefits associated with each alternative and described various strategies considered using ADPs. Available cash flow, investment risk, and long-term outlook are other vital factors in need of consideration. As such, the FAC established an ad hoc subcommittee to further evaluate and recommend three final scenarios for consideration in advance of a formal recommendation to the City Council. Supplemental Analysis and Scenario Evaluation The FAC Subcommittee selected the default scenario, scenario 3 and scenario 5 for additional review. To reiterate, both alternative scenarios use a self-imposed approach that would enable the City to create a unique payment structure based on a level-dollar amount that can be budgeted to ensure fiscal sustainability. Also known as a “soft fresh start,” this strategy provides an alternative to initiating a “fresh start” through CalPERS which permanently re-amortizes the UAL balance and creates a required level-dollar payment. Fresh starts are typically implemented to achieve cost savings by paying off the UAL over a shorter timeline. Instead, scenarios 3 and 5 reflect a soft fresh start and use ADPs to supplement annual required contributions and emulate the payment structure of an actual fresh start. Doing so reduces the amortization period and lowers costs over the long-term. In the default scenario, it’s assumed that only required annual UAL payments will be made over a 22-year amortization period. This approach is fully dependent on CalPERS’ annual investment performance and potentially exposes the City higher interest costs and payment volatility. The $26.2 million estimate calculates total payments made based on the projected amortization schedule and includes the interest accrued over time. In contrast, electing to make ADPs as proposed in scenarios 3 and 5 will likely shorten the UAL amortization period and reduce the overall cost. The total estimated costs for scenarios 3 and 5 are projected at $20.9 million and $18.5 million, respectively. These totals are less than the default scenario by roughly $5.2 million in scenario 3, and $7.7 million in scenario 5. Scenario 3 considers making $8 million in ADPs over 12 years and is projected to lower the total required payments to $12.9 million. Lastly, scenario 5 proposes almost $11.7 million in ADPs over eight years and is estimated to decrease the total required payments to $6.8 million. Chart 5 below compares all three scenarios and provides a breakdown between the total estimated required UAL payments and proposed ADPs. D-8 Chart 5. Estimated Total Contribution Comparison To gain more insight, charts 6 and 7 detail the level-dollar strategies for each alternative in comparison with the default scenario. Scenarios 3 and 5 are displayed as an overlay on the default amortization schedule and show the breakdown between required UAL payments and ADPs on an annual basis. Moreover, the proposed payment schedules also outline the maximum contribution amounts each year under current assumptions and begin in FY 2022-23 as originally designed. Chart 6. 2022 Projected Schedule - Required UAL Payments (Scenario 3) V) $30 z 0 ::::; :: $25 ~ -ADP -Req. UAL Payment ~Total Req. Payment+ADP c::::::::J Default Req. Payment Scenario 3 ADP $20 $15 $10 $5 $0 26.2 18.5 . . Default Scenario 3 Scenario 5 c::::::::J Scenario 3 Req. Payment ~Scenario 3 Total Req. Payment+ ADP Vl $2.0 6 $1.8 1.9 1.9 1.9 1.9 1.9 1.9 1.9 1.9 1.9 1.9 ~ $1.6 ~ $1.4 $1.2 $1.0 $0.8 $0.6 $0.4 $0.2 $0.0 1.6 1.7 0.2 ii 0.0 ◊ D-9 Chart 7. 2022 Projected Schedule - Required UAL Payments (Scenario 5) Results from the supplemental analysis and evaluation are summarized using the criteria in Table 2 below. The additional criteria were selected by the FAC Subcommittee and used to validate and support earlier findings. These new measures included the Net Present Value (NPV), interest to principal ratio and payment efficiency. A cash flow analysis was also performed and can be viewed in the attached reports (Attachment C). Table 2. Evaluation Summary – Selected Scenarios Default Scenario Scenario 3 Scenario 5 Est. Total Payments 26,168,317 20,939,200 18,494,515 NPV @ 4.0% 18,925,764 16,770,965 16,006,362 Interest % of Total 42% 28% 19% Payment Efficiency 174% 139% 123% NPV calculations were applied to the estimated total payments and represent the present value of future costs. A 4% discount rate was used to reflect the potential investment returns available to the City on safe alternatives such as certificates of deposit (CDs) and treasury bonds. This can also be viewed as the opportunity cost associated with investing into CalPERS versus other available instruments. In any case, the NPV validated that both alternatives are less costly and would yield a positive return on the investment. NPVs for scenarios 3 and 5 are estimated to cost $2.2 million and $2.9 million less than the default, respectively. $3.0 c:::J Default Req. Payment Scenario 5 ADP 2.7 2.7 2.7 2.7 2.7 2.7 c:::J Scenario 5 Req. Payment -:-Scenario 5 Total Req. Payment+ ADP VI z 0 :J $2.S ...J ~ $2.0 $1.S $1.0 $0.S 0.0 $0.0 ◊ ~~$~~~~~~~~✓~~$~~~~~~✓~~ ########~~~#~#~~###~~### D-10 The interest-to-principal ratio revealed the proportion of total payments applied to the UAL balance. This measure determined that 42% of total payments made under the default scenario would go toward interest. On the other hand, approximately 28% and 19% of total payments in scenarios 3 and 5 would go toward interest. The interest-to-principal ratios are provided in Chart 8. Chart 8. Interest-to-Principal Ratios Lastly, determining payment efficiency for each scenario revealed the amount paid on top of the principal UAL balance. The closer this rate is to 100%, the more efficient a payment plan is. For instance, the efficiency rate of the default scenario is 174% and implies that the City would pay 74% more than the original UAL balance. Each alternative scenario is more efficient than the default as indicated by the lower percentages in Table 2. FAC Recommendation The FAC’s proposed recommendation resulted from a series of meetings and discussions regarding the anticipated increase to the City’s UAL. Given the expected outlook, the FAC selected ADP scenario 5 as the recommended option for City Council’s consideration. Scenario 5 was found to be the most efficient option and provides a framework to vigorously reduce long-term costs related to the City’s unfunded liabilities. This selection also coincides with the FAC’s viewpoint on eliminating unfavorable debt with a variable interest rate and sustaining the City’s strong financial position. However, the FAC also took the City’s competing priorities and limited resources into consideration. This thought was factored into the final recommendation and placed a limit on the proposed funding source. In brief, the FAC, in agreement with Staff, unanimously supported the following recommendation: • Reduce the City’s UAL according to scenario 5 as laid out by staff using General Fund unallocated balance, when available, each year beginning with the prior closed year. • Annual payments under scenario 5 should not exceed 50% of the prior year’s General Fund unallocated balance. • Consider ADPs during annual budget process. DEFAULT SCENARIO SCENARIO 3 SCENARIO 5 Interest 42% Principal 58% D-11 • Consider making the scheduled payment in scenario 5 of up to $1.6 million in FY 2023-24 (limited to 50% of the prior year unallocated fund balance). • Update Pension Guidelines to include language for the optional ADPs and the language of not exceeding 50% of the prior year’s unallocated balance. The proposed ADPs for scenario 5 are included in Table 3. As shown, annual ADPs and estimated UAL payments total approximately $2.7 million over most of the amortization period. It’s critical to note that the payment schedule below, specifically with respect to the estimated UAL payments, is contingent upon the full ADP amounts originally proposed in scenario 5. In other words, ADPs based on 50% of the unallocated fund balance will likely be less than the original amounts proposed. Table 3. Proposed ADP Payment Schedule: (In millions) 2023-24 2024-25 2025-26 2026-27 2027-28 2028-29 2029-30 Est. Payment $1.1 $1.1 $1.1 $1.0 $0.9 $0.9 $0.7 ADP $1.6 $1.6 $1.7 $1.7 $1.8 $1.7 $0.9 Total $2.7 $2.7 $2.7 $2.7 $2.7 $2.6 $1.7 The original framework of scenario 5 was ultimately intended to help the City reach its 90% funded status goal efficiently and at the lowest cost. Nevertheless, all future required UAL payments will be subject to actual ADP amounts and CalPERS actual investment performance. Taking the FAC’s recommended contingencies into consideration, Staff anticipates an ongoing review of the UAL to monitor significant changes in expected payments and to recommend ADP amounts each fiscal year to remain consistent with desired outcome of scenario 5, if adopted. This evening, Staff recommends the City Council approve FAC’s recommendation regarding ADP scenario 5. The FAC’s additional recommendation for revisions to the City’s pension guidelines are reviewed in the following section. Pension Plan Guideline Revisions As approved by the City Council on February 2, 2021, the pension guidelines are designed to address and manage the costs associated with City pension plans and the UAL. The City Council, with recommendations from the FAC, may revoke or amend the guidelines at any time when in the best interest of the City. According to the adopted guidelines, this document shall be reviewed every three years or as needed to determine if changes are warranted and to ensure resources accumulate adequately. Findings from the pension analysis revealed that standalone ADPs are not listed as an option in the guidelines. Additionally, the FAC’s recommendation to select ADP scenario 5 would specify additional conditions for the proposed funding source, if affirmed. Other information originally incorporated into the guidelines was also reviewed for potential revisions. Resulting from this review, the following revisions are recommended for the City Council’s consideration: D-12 • Increase employee contribution rate for Tier 3 to 6.75% of annual salary. The determination of California Public Employees' Pension Reform Act (PEPRA) member contribution rates is based on 50% of the total normal cost rate from the AVR. In FY 2023-24, the PEPRA member contribution rate will increase from 6.25% to 6.75% based on the June 30, 2021 valuation. In accordance with state law, if the total normal cost rate changes 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. Thus, Staff recommends revising the pension guidelines to include the required increase. • Add “schedule of amortization bases” to definitions. The schedule of amortization bases has been defined to specify the differences in each individual gain or loss base. Positive or negative bases result from a plan’s experience or change and either increase or decrease the UAL balance on an annual basis. Each individual base is amortized in accordance with the CalPERS amortization policy. Staff recommends adding this definition to the guidelines. • Add FY 2030-31 as the ending fiscal year for the 10-year goal. The second goal of the pension guidelines is “to achieve and maintain a 90% funding level of the City’s UAL over the next seven to ten years.” For clarity, FY 2030-31 has been added as the end date for this timeline. Staff recommends revising the pension guidelines to include the specific timeline to clarify the 90% funded status goal. • Incorporate ADP contributions and usage options. ADPs have been included as an option to stabilize contributions and mitigate long- term impacts from the UAL. The City can elect to make ADPs at any time and in any amount to reduce the UAL. Usage and contribution options have been defined and added to the guidelines. Staff recommends the City Council incorporate the option of including ADPs into the pension guidelines. • Update term for Annual Comprehensive Financial Report (ACFR). Reference to the Comprehensive Annual Financial Report (CAFR) has been updated to reflect current terminology. Staff recommends the City Council approve this revision to update the current terminology in reference to the City’s annual financial report. To ensure consistency and updated guidance, Staff recommends the City Council approve the proposed revisions to the Pension Plan Guidelines (Attachment A). D-13 ADDITIONAL INFORMATION: The 2022 AVR The 2022 AVR provided by CalPERS is expected to become available in August 2023. A summary of results and analysis will be incorporated into the AVR report presented to the FAC and City Council in September/October 2023. Employee Pension Service Fund Since the inception of the pension guidelines, the Employee Pension Service Fund (EPSF) has an estimated fund balance of approximately $1 million ending FY 2023 -24. This includes FY 2023-24 transfers-in of $291,300 from General Fund, $9,700 of interest earning, and expenditures of $135,700 for the increases in the benefits category approved by the City Council at the Budget Workshop on April 6. However, the 2022 projected amortization schedule estimates that required UAL payments will exceed $0.9 million through FY 2036-37. UAL payments above this threshold covered by the EPSF are expected to average roughly $0.5 million over 15 years under current assumptions. Consequently, without future transfers from the General Fund, projected UAL payments will deplete the EPSF by FY 2027-28. CONCLUSION: With respect to the City’s approach to fiscal resiliency, the FAC worked closely with Staff to forecast and analyze the future implications of CalPERS’ FY 2021-22 investment loss. Details from the requested analyses revealed that the City’s UAL balance is estimated to increase from $10 million to $15 million ending June 30, 2022. Additional payment strategies to mitigate long-term impacts were also examined and presented as potential alternatives to the default scenario. To advance these efforts, a subcommittee was formed by the FAC to select and evaluate three final scenarios and to return to the full Committee with a proposed recommendation for City Council consideration. The City’s Pension Plan Guidelines were also reviewed during this process. Following the FAC’s approval, proposed revisions to the Pension Plan Guidelines include increasing the member contribution rate for Tier 3 employees based on the 2021 AVR, clarifying definitions and timelines, incorporating optional ADPs, and updating terminology. Actions taken by the FAC culminated in the final recommendations presented for City Council consideration. In support of this effort, Staff recommends the City Council approve the FAC’s recommendations as proposed. Namely, affirming the adoption of ADP scenario 5 with all contingencies as a funding strategy to mitigate increasing pension liabilities, and affirming the proposed revisions to the City’s pension guidelines. ALTERNATIVES: In addition to the Staff recommendation, the following alternative action s are available for the City Council’s consideration: D-14 1. Approve Recommendation Item No. 2 only, adopting the updated pension guideline revisions, which incorporates the proposed changes and adds ADPs as an option for managing unfunded pension liabilities , and direct staff to continue working with the FAC on ADP scenarios with Council input. 2. Direct Staff to evaluate pension obligations alongside other current and future citywide priorities. 3. Take both of the above alternative actions. 4. Take other action, as deemed appropriate. D-15 City of Rancho Palos Verdes Pension Plan Guidelines Overview The Rancho Palos Verdes 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 plans 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 will 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-16 • 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 determination of PEPRA member contribution rates is based on 50% of the total normal cost rate from the AVR. Effective July 1, 2023,for the Tier 3 rate is 6.750250% 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. Schedule of Amortization Bases – gain or loss bases are the plan’s allocated share of the risk pool’s experience and assumption change. Positive or negative bases result from a plan’s experience or change that either increases or decreases the UAL balance and are amortized in accordance with the CalPERS amortization policy. 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. D-17 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 long -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 actuarial 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. • 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. D-18 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 ending in FY 2030-31. 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 n on-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 To address the increasing annual payment of the UAL, the City may set aside funding in an Employee’s Pension Plan Service Fund, as an Internal 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 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. D-19 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. Additional Discretionary Payments (ADPs) To stabilize contributions and mitigate long-term impacts from the UAL, the City can elect to make ADPs at any time and in any amount to reduce the UAL. Additional contributions may be considered either on an ad hoc basis or in accordance with an internal funding plan during the annual budget process. ADPs are nonobligatory and do not commit the City to any additional payment schedules. 1. ADP Contribution Options: • The City may consider, on an annual basis, to contribute no more than 50% of the prior year General Fund surplus (revenues minus expenditures, including transfers) towards ADPs in accordance with ADP scenario 5. 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. ADP Usage Options: • Ad hoc basis – ADPs can increase a plan’s funded status, stabilize future contributions, and reduce long-term debt. As a supplement to minimum required contributions, the City may consider making an ADP at any time and in any amount. • Internal funding plan– the City Council, with recommendations from the City’s Finance Advisory Committee, may adopt an internal funding plan to proactively manage the UAL. Given this occurrence, ADPs will be considered during the annual budget process in accordance with the adopted funding strategy as determined by the City Council. D.E. Section 115 Pension Trust Contribution 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 D-20 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: 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.F. 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 Comprehensive Financial Report (CACFR) 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. D-21 • 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.G. 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-22 FINANCE ADVISORY COMMITTEE MEETING DATE: 04/13/2023 AGENDA REPORT AGENDA TITLE: Consideration and possible action to review the first revision to the City’s Pension Plan Guidelines. RECOMMENDED FINANCE ADVISORY COMMITTEE ACTION: (1)Direct staff to forward the revised pension guidelines to the City Council. FISCAL IMPACT: N/A Amount Budgeted: N/A Additional Appropriation: N/A Account Number(s): N/A ORIGINATED BY: Jason Loya, Senior Administrative Analyst REVIEWED BY: Vina Ramos, Deputy Director of Finance APPROVED BY: Trang Nguyen, Director of Finance ATTACHED SUPPORTING DOCUMENTS: A.Attachment A – Pension Plan Guidelines_Revised Draft B.Attachment B – 2023-02-09 FAC Subcommittee ADP Recommendation C.Attachment C – 2022-12-19 Impact of ADPs on CalPERS UAL BACKGROUND: In September 2022, the Finance Advisory Committee (FAC) discussed the financial implications of CalPERS’ FY 2021-22 preliminary investment loss. The result of this discussion led to the committee’s initial recommendation to examine additional payment strategies and mitigate future increases to the City’s Unfunded Accrued Liability (UAL). As requested, a cost-benefit analysis associated with making Additional Discretionary Payments (ADPs) to reduce the UAL was conducted and presented for review. Findings from the analysis were presented at the FAC meeting on December 19, 2022 (attachment C). As indicated in the report, the total UAL balance is projected to increase from $10 million to $15 million, or by 50%, ending June 30, 2022. Annual required UAL contributions are also expected to rise according to the projected 2022 amortization schedule. In addition to these findings, five ADP options were examined and presented as alternatives to the baseline scenario. Following the presentation, FAC members formed an ad hoc subcommittee tasked to further review and select the final ADP options for recommendation to the City Council. RANCHO PALOS VERDES J"t-- V(L D-23 The options selected for evaluation included the baseline scenario, ADP option 3, and ADP option 5. Volunteers for the ad hoc subcommittee included Member Krista Johnson, Member John MacAllister, and Member Kevin Yourman. Three meetings were held between the subcommittee and Staff to develop a supplemental analysis and refine the evaluation criteria. The overall findings supported the viability of scenarios 3 and 5 as potential alternatives and noted necessary revisions to the City’s pension guidelines. On February 9, 2023 (attachment B), the ad hoc subcommittee’s recommendation was proposed to the FAC and approved as modified during the meeting. More specifically, the final recommendation was adjusted to align the proposed payment schedule with the City’s current budget cycle. Staff were also asked to return to the committee with revised pension guidelines in support of the recommendation to City Council. This report summarizes the first revisions to the City’s Pension Plan Guidelines. DISCUSSION: As approved by the City Council on February 2, 2021, the pension guidelines are designed to address and manage the costs associated with City pension plans and the UAL. The City Council, with recommendations from the FAC, may revoke or amend the guidelines at any time when in the best interest of the City. Additionally, and as stated, the guidelines shall be reviewed every three years or as needed to determine if changes are warranted and to ensure that resources accumulate adequately. Resulting from the committees review and proposed recommendations, the revisions detailed below have been incorporated into the Pension Plan Guidelines: • The employee contribution rate for Tier 3 is 6.750% of their annual salary The determination of PEPRA member contribution rates is based on 50% of the total normal cost rate from the AVR. In FY 2023-24, the PEPRA member contribution rate will increase from 6.25% to 6.75% based on the June 30, 2021, valuation. In accordance with state law, if the total normal cost rate changes 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. • Adding “schedule of amortization bases” to definitions The schedule of amortization bases has been defined to specify the differences in each individual gain or loss base. Positive or negative bases result from a plan’s experience or change and either increase or decrease the UAL balance on an annual basis. Each individual base is amortized in accordance with the CalPERS amortization policy. • Including the ending fiscal year for the 10-year goal The second goal of the pension guidelines is “to achieve and maintain a 90% funding level of the City’s UAL over the next seven to ten years.” For clarity, FY 2030-31 has been added as the end date for this timeline. D-24 • Incorporating ADP contributions and usage options ADPs have been included as an option to stabilize contributions and mitigate long- term impacts from the UAL. The City can elect to make ADPs at any time and in any amount in order to reduce the UAL. Usage and contribution options have been defined and added to the guidelines. • Updating term for Annual Comprehensive Financial Report (ACFR) Reference to the Comprehensive Annual Financial Report (CAFR) has been updated to reflect current terminology. Based on the information provided, Staff is seeking the Committee’s feedback on the revised Pension Plan Guidelines (attachment A). Any recommendations received tonight from FAC will be incorporated into the staff report presented to the City Council in May. CONCLUSION: Following the formation of an ad hoc subcommittee, three meetings were held to deliberate and propose a recommendation to the FAC at the February meeting. Actions taken by members of the ad hoc subcommittee led to a supplemental analysis of the selected scenarios and the recommendations presented for review and consideration. In response to the Committee’s request, Staff has conducted a thorough review of the City’s Pension Plan Guidelines and provided the necessary revisions to support the final ADP recommendation to the City Council. Updates include an increase to the Tier 3 member contribution rate based on AVR, clarifying definitions and timelines, ADP usage and contribution options, and updated terminology. Pursuant to this discussion, the final recommendation and draft revisions to the pension guidelines will be brought to the City Council for consideration. D-25 City of Rancho Palos Verdes FINANCE ADVISORY COMMITTEE MEETING DATE: 02/09/2023 AGENDA REPORT AGENDA TITLE: Consideration and possible action to review and discuss the proposed recommended options for Additional Discretionary Payments (ADPs) towards the City’s Unfunded Accrued Liability (UAL). RECOMMENDED FINANCE ADVISORY COMMITTEE ACTION: (1)Receive and file the report and provide feedback on the ad hoc subcommittee’s recommendation, and (2)Direct staff to revise the Pension Guidelines to include the recommended option and return at a future meeting for review. FISCAL IMPACT: N/A Amount Budgeted: N/A Additional Appropriation: N/A Account Number(s): N/A ORIGINATED BY: Jason Loya, Senior Administrative Analyst REVIEWED BY: Krista Johnson, Member John MacAllister, Member Kevin Yourman, Member APPROVED BY: Trang Nguyen, Director of Finance ATTACHED SUPPORTING DOCUMENTS: A.Attachment A – 2022-12-19 SR Impact of ADPs on CalPERS UAL BACKGROUND: Each year, the Finance Advisory Committee (FAC) reviews the Annual Valuation Reports (AVR) from CalPERS to determine the financial condition of City pension plans. Results from the 2021 valuations released in August 2022 were positive. However, around the same time, CalPERS announced a preliminary net investment return of -6.1% for the 2021-22 Fiscal Year. In September 2022, members of the FAC reviewed and discussed the financial implications of CalPERS’ FY 2021-22 preliminary investment loss. This discussion led to an initial recommendation by the committee to examine additional payment strategies given the likely increase to the City’s UAL balance. The recommendation requested an D-26 analysis specific to the costs and benefits associated with making ADPs to reduce the total unfunded liability. Findings from the recommended analysis were presented to FAC at the December meeting. By this time, CalPERS also reported a revised net investment return of -7.5% for FY 2021-22 which was included in the analysis. As indicated in the report, the total UAL balance was projected to increase from $10 million to $15 million, or 50%, ending June 30, 2022. The results also revealed a rise in annual required UAL contributions based on the projected 2022 amortization schedule. Additionally, five ADP options were presented as alternatives to the baseline scenario. At the conclusion of this discussion, the FAC proposed the creation of an ad hoc subcommittee tasked to review and recommend three options for the FAC to consider at a future meeting before the committee makes a recommendation to the City Council. The three options, which referenced ADP scenarios 3 and 5, were intended to provide the City Council with an assortment of payment strategies ranging from moderate to aggressive. The voluntary ad hoc subcommittee included Member Krista Johnson, Member John MacAllister, and Member Kevin Yourman. This report summarizes the actions and outcomes from the ad hoc subcommittee meetings and includes additional criteria to further evaluate the selected scenarios. DISCUSSION: Summary of Subcommittee Meetings The first meeting held on January 11 began with a discussion of the goal to select three ADP scenarios for consideration at the February FAC meeting. As presumed, the ad hoc subcommittee reaffirmed the selection of ADP scenarios 3 and 5 for further consideration. Moreover, it was agreed that the 2022 projected results, or default scenario, should be included as one of the three options. To better evaluate each scenario and justify the final recommendation, members of the ad hoc subcommittee requested a supplemental analysis. The requested measures provide additional criteria to validate and compare each of the selected scenarios. As such, Staff performed the following calculations and analysis: • Time value of money o Concept accounting for the value of future cash inflows and outflows • Discounted Cash Flow (DCF) o Calculates the present value of future cash flows based on discount rate • Net Present Value (NPV) o Calculates the difference between the present value of cash flows • Efficiency / Interest Rates o Analyzing efficiency helps reduce costs and manage resources Results of the supplemental analysis were presented at the second meeting held on January 25. Following the presentation, members in attendance (Johnson and Yourman) continued to discuss the financial implications posed by the projected outlook in addition D-27 to interest in paying-off the UAL balance expeditiously based on feasibility. At the third and final meeting held on February 1, all three members of the subcommittee (Johnson, Yourman, and MacAllister) discussed and supported the following recommendations: • Council should approve to pay off Pension UAL according to scenario 5 as laid out by staff from the General Funds Surplus each year beginning with the previous closed year. o The proposed ADP schedule is as follows: 2022-23 2023-24 2024-25 2025-26 2026-27 2027-28 2028-29 2029-30 TOTAL 500,000 1,644,469 1,637,752 1,668,753 1,719,752 1,806,753 1,741,753 934,000 11,653,232 • The annual payment under scenario 5 shall not exceed 50% of the prior year’s surplus. • Recommend ADPs during annual budget process. • Recommend making the second scheduled payment in scenario 5 of $1.6 million in place of the $0.5 million proposed in year 1 of FY 22-23. • Update Pension Guidelines to include language for the optional ADPs and the language of not exceeding 50% of the prior year’s surplus. All ADPs considered in these scenarios are optional and do not obligate the City to make such payments in accordance with the schedule above. The City can choose to forego optional payments at any time and is only obligated to make the annual required UAL payment. Staff will annually assess changes to the amortization schedule based on the AVR results and the actual impact from making ADPs. This information will be reported on an annual basis and incorporated into the annual budget cycle. Scenario Overview The supplementary analysis focuses on three scenarios selected by the subcommittee. All projections are based on current assumptions and subject to change based on actua l results. In review of the key data, the first chart breaks down the total estimated costs by required UAL payment and ADP. D-28 Chart 1. Estimated Total Contributions According to current projections, the default amortization schedule is estimated to cost approximately $26.2 million in total payments. Scenarios 3 and 5 fall short of this total by roughly $5.2 million and $7.7 million. Scenario 3 is comprised of about $8 million in ADPs and is projected to lower total required payments to $12.9 million. Lastly, scenario 5 proposes almost $11.7 million in ADPs and is estimated to reduce total required payments to $6.8 million over the amortization period. To recall other key points, the table below summarizes the anticipated number of years it will take to reach a 90% funded status. The funded status of City pension plans is expected to fall from 81% in 2021 to roughly 70% in 2022. As stated in the City’s Pension Plan Guidelines, one of the primary goals is to achieve a 90% funded status within seven to 10 years. This period began in FY 2021-22 and ends in FY 2030-31. Table 1. Projected Number of Years to Reach 90% Funded Status Default Scenario Scenario 3 Scenario 5 Years to 90% Funded 13 9 7 Fiscal Year 2033-34 2029-30 2027-28 Charts 2 and 3 expand on the first chart by illustrating annual payments from the projected amortization schedules. Scenarios 3 and 5 are shown as an overlay on the default schedule and distinguish between required UAL payments and ADPs. Moreover, the proposed level dollar strategies in scenarios 3 and 5 outline the maximum contribution amounts each year under current assumptions. 26.2 12.9 6.8 8.0 11.7 26.2 20.9 18.5 $0 $5 $10 $15 $20 $25 $30 Default Scenario 3 Scenario 5 MI L L I O N S ADP Req. UAL Payment Total Req. Payment + ADP D-29 Chart 2. 2022 Projected Schedule - Required UAL Payments (Scenario 3) Chart 3. 2022 Projected Schedule - Required UAL Payments (Scenario 5) Supplemental Analysis and Evaluation Each scenario is next assessed using an interest to principal ratio in terms of total estimated contributions. Chart 4 provides a side-by-side look at the percentages and demonstrates how interest and principal are allocated. The default scenario is projected to pay 42% interest, the highest amount of all options. On the other hand, almost 81% of total contributions are applied to the principal balance in scenario 5. The proportions in Scenario 3 fall between the two other options with 28% of payments going towards interest and 72% going towards principal. Default Req. Payment -opt 3 Req. Payment -opt 3 ADP -opt 3 Total Req. Payment+ ADP Vl $2.0 1.9 1.9 1.9 1.9 1.9 1.9 1.9 1.9 1.9 1.9 2 0 $1.8 1.7 .6 1 ~ :j 1 ~ $1.6 $1.4 $1.2 $1.0 $0.8 $0.6 $0.4 $0.2 $0.0 . ,~ I.,..... l," I/ --1..--I/ _. 0 .2 I o.o Default Req. Payment -Opt 5 Req. Payment -Opt 5 ADP -Opt 5 Total Req. Payment+ ADP Vl $3.0 2 0 ~ $2.5 ~ $2.0 $1.5 $1.0 $0.5 $0.0 2 .7 2 .7 2.7 2 .7 2 .7 2 .7 0.0 D-30 Chart 4. Percentage of Interest to Principal A cash flow analysis was performed to determine the effects of ADPs on required UAL payments. As ADPs are made each year, the analysis suggests that doing so reduce s the annual amounts required by CalPERS and seen in scenarios 3 and 5. The projected amortization schedules for scenarios 3 and 5 in table 2 are contingent upon the City making ADPs. The projected default schedule assumes no ADPs are made. Table 2. Estimated Required UAL Payments – All Scenarios FY Default Req. UAL Payment Option 3 Req. UAL Payment Option 5 Req. UAL Payment 2022-23 1,077,244 1,077,244 1,077,244 2023-24 1,070,317 1,039,283 1,039,283 2024-25 1,196,000 1,104,000 1,046,000 2025-26 1,292,000 1,142,000 1,015,000 2026-27 1,385,000 1,177,000 964,000 2027-28 1,460,000 1,191,000 877,000 2028-29 1,627,000 1,295,000 942,000 2029-30 1,663,000 1,269,000 958,000 2030-31 1,700,000 1,234,000 - 2031-32 1,738,000 1,191,000 - 2032-33 1,728,000 1,088,000 - 2033-34 1,716,000 961,000 - 2034-35 1,684,000 208,000 - 2035-36 1,627,000 - - 2036-37 990,000 - - 2037-38 915,000 - - 2038-39 835,000 - - 2039-40 772,000 - - 2040-41 731,000 - - 2041-42 609,000 - - 2042-43 481,000 - - 2043-44 877,000 - - 2044-45 72,000 - - Total Est. Payments 26,168,317 12,899,283 6,841,283 DEFAULT SCENARIO SCENARIO 3 SCENARIO 5 Interest 42% Principal 58% D-31 When compared to the default option, scenarios 3 and 5 are estimated to increase projected savings by a total of $13.3 million and $19.3 million, respectively. However, after accounting for the total proposed ADPs, projected net savings are about $5.2 million and $7.7 million. ADPs must be applied in order to achieve the estimated results. Table 3. Projected Net Savings – Required UAL Payment Schedule with ADPs Default Scenario 3 Scenario 5 Projected Savings 0 13,269,034 19,327,034 Proposed ADPs 0 (8,039,917) (11,653,232) Projected Net Savings 0 5,229,117 7,673,802 Table 4 adds to the cash flow analysis by recognizing total net outflows and inflows according to projections. Expected cash flows represent the net amount of dollars coming in and going out across the full amortization period. This is determined by finding the difference between ADPs and gross cash flow on an annual basis. Table 4. Projected Net Cash Flows – Scenarios 3 & 5 Scenario 3 Scenario 5 Difference Total Est. Outflow (4,210,883) (8,801,198) (4,590,315) Total Est. Inflow 9,440,000 16,475,000 7,035,000 Projected Net Savings 5,229,117 7,673,802 2,444,685 Scenario 3, for example, potentially results in $4.2 million flowing out over the first 11 years of the amortization schedule. Just over $9.4 million would flow into the City over the final 12 years and results in an estimated net savings of $5.2 million. In scenario 5, approximately $8.8 million flows out over 8 years and nearly $16.5 million flow s in over 15 years. Without factoring in the discount rate and calculating NPV, there is a difference of $2.4 million between these two scenarios. Net cash flow is illustrated in chart 5. D-32 Chart 5. Net Cash Flows NPV or DCF is the difference between the present value of cash inflows and present value of cash outflows over time. A dollar today is worth more than a dollar in the future because inflation erodes the value of money over time . However, growth opportunities such as investing in a safe asset helps to off-set the erosion. In reference to cash flows, NPV calculates the current value of future inflows using a particular discount rate. The selected rate for this analysis is based on the current two-year treasury yield. A 4% discount rate reflects the potential returns available on alternative investments. In other words, its assumed that the City could earn at least 4% by investing in a safe asset like CDs and treasury bonds. More importantly, a positive NPV suggests that the rate of return will be above the discount rate and is a viable option. Taking this into account, the NPV of $1.4 million and $2.2 million in each scenario indicate that projected earnings exceed anticipated costs. Table 5. Net Present Value of Projected Savings – Scenarios 3 & 5 Scenario 3 Scenario 5 Difference Projected Net Savings 5,229,117 7,673,802 2,444,685 Net Present Value 1,426,885 2,191,488 764,603 Based on the time value of money, table 5 reveals that the present value of $5.2 million and $7.7 million (future savings) is worth more today than in the future. Another notable observation is the difference between each scenario when calculating NPV. The difference between the two options of $0.76 million shows us that the net benefit is much smaller than the $2.4 million initially leads us to believe. Results from the supplemental analysis and evaluation are summarized using the criteria in table 6. The difference in estimated total payments is mostly attributable to shortened amortization periods. NPV is applied to the estimated totals as well and is used to show ■ Scenario 3 ■ Scenario 5 "' -$2.0 C: .!:! -$1.5 ~ -$1.0 -$0.5 $0.0 $0.5 $1.0 $1.5 D-33 the present value of future costs. In this case, the NPV validates that both alternatives are less than the default option when discounted at 4%. Scenarios 3 and 5 are estimated to cost around $2.2 million and $2.9 million less than the default, respectively. Similar to above, the difference between either alternative is roughly $0.76 million. Table 6. Evaluation Summary – All Scenarios Default Scenario Scenario 3 Scenario 5 Est. Total Payments 26,168,317 20,939,200 18,494,515 NPV @ 4.0% 18,925,764 16,770,965 16,006,362 Interest % of Total 42% 28% 19% Payment Efficiency 174% 139% 123% Once again, the interest to principal ratio measures the proportion of total payments applied to the UAL balance. A lower percentage of interest reflects a higher percentage of principal. Separately, payment efficiency points to the amount of interest paid above the principal balance. Under the default scenario, a 174% efficiency rate implies that accumulated interest exceeds the principal UAL balance by 74%. A lower percentage equates to more efficiency and less accumulated interest. ADDITIONAL INFORMATION: Managing Employer Contributions According to CalPERS, every dollar that is set aside earlier than necessary is expected to increase the amount of investment earnings available to pay benefits and reduce total contributions. Whether on an ad hoc basis or as an ongoing plan, the benefits of making additional payments include reducing the City’s UAL and increasing the total assets available to earn an investment return on. At the same time, exposing more assets to the market can also come at a cost during economic downturns. Historical General Fund Surplus FY 2018 – 2022 For historical reference, table 7 highlights the previous 5 years of general fund surplus, net of transfers. This information can be taken into consideration as it relates to the recommended changes and use of general fund surplus to fund ADPs. Table 7. Five-Year Historical GF Surplus Totals FY 2017-18 Actual 2018-19 Actual 2019-20 Actual 2020-21 Actual 2021-22 Unaudited Total Surplus 1,253,557 2,709,587 960,162 4,050,064 4,593,127 50% 626,779 1,354,794 480,081 2,025,032 2,296,564 D-34 CONCLUSION: Following the formation of an ad hoc subcommittee, three meetings were held to deliberate and propose a recommendation to the FAC at the February meeting. Actions taken by members of the ad hoc subcommittee led to a supplemental analysis of the selected scenarios and the recommendations presented for review and consideration. The overall findings from the analysis help support the viability of scenarios 3 and 5 as potential alternatives to the default option. Pursuant to this discussion, a final recommendation and revisions to the pension guidelines will be brought back to the Committee for final approval and recommendation to the City Council. D-35 FINANCE ADVISORY COMMITTEE MEETING DATE: 12/19/2022 AGENDA REPORT AGENDA TITLE: Consideration and possible action regarding the impact of making Additional Discretionary Payments (ADPs) toward the City’s Unfunded Accrued Liability (UAL). RECOMMENDED FINANCE ADVISORY COMMITTEE ACTION: (1)Receive and file the report and provide Staff with direction on the optional ADPs. FISCAL IMPACT: N/A Amount Budgeted: N/A Additional Appropriation: N/A Account Number(s): N/A ORIGINATED BY: Jason Loya, Senior Administrative Analyst REVIEWED BY: Vina Ramos, Deputy Director of Finance APPROVED BY: Trang Nguyen, Director of Finance ATTACHED SUPPORTING DOCUMENTS: A.N/A BACKGROUND: Each year, actuaries from the California Public Employees' Retirement System (CalPERS) prepare Annual Valuation Reports (AVR) to disclose the financial condition of City pension plans. On September 8, 2022, the most recent valuations were presented to the City’s Finance Advisory Committee (FAC) as part of the FY 2022-23 Work Plan. The ensuing discussion led to a request made by the Committee for staff to conduct an analysis on the impact of making one-time or ongoing ADPs toward the City’s UAL. This report presents the findings from this analysis and potential strategies for consideration. As determined in the June 2021 AVR, the estimated required contribution for all miscellaneous plans in FY 2023-24 totals $1.8 million. This total includes the normal cost of $0.7 million and UAL payment of $1.1 million. Through June 30, 2021, the city maintained a total UAL balance of $10 million, which is expected to decrease to $9.3 million by June 30, 2023, based on actuarial assumptions. CalPERS also determined that the City’s overall funded status increased from 71.8% in 2020 to 81.4% in 2021. The latest valuations further reveal that the City’s funded status is projected to reach 90% by FY 2029-30 when applying the assumptions and discount rate of 6.8% recently adopted by CalPERS. One of the primary goals defined in the City’s Pension Plan yt-- V(L {Vl D-36 Guidelines is to achieve a 90% funded status within seven to 10 years. This 10-year period began in FY 2021-22 and ends in FY 2030-31 following implementation of the guidelines in February 2021. As of the 2021 AVR, the City is on target to meet this goal. Considering the City’s approach to fiscal resiliency, the committee members also discussed CalPERS’ FY 2021-22 investment loss of -6.1% at the September meeting. The actual impact from a negative return has yet to be determined, however, the FAC found it prudent to examine additional payment strategies that may help manage probable increases to the City’s UAL balance. The committee’s recommendations include: • Perform an analysis to determine the costs and benefits of an ADP toward the City’s UAL balance. • Present findings from the analysis to FAC at a future meeting. This report adheres to the primary goals of stabilizing annual contributions and increasing the funded ratio to 90% within seven to 10 years, consistent with the pension guidelines. With respect to the stated goals and committee’s request, the subsequent discussion is summarized to include: • An analysis of current and projected amortization schedules; • ADP scenario evaluations and strategies; • Amortization payoff priority options; and • Impacts to the Employee Pension Service Fund. Staff will return to the City Council with any recommendations from FAC resulting from these findings. As technical note, the scenarios evaluated in this report do not include future UAL costs for the City’s Tier 2 and Tier 3 pension plans. This is mainly due to each plan’s current UAL balance of $0, and the City’s focus on Tier 1 liabilities. Future impacts to Tier 2 and Tier 3 will be assessed when new information becomes available. DISCUSSION: Analysis of Amortization Schedules Due to the two-year lag, this analysis starts by examining the 2021 amortization schedule for the UAL balance of $9.3 million as of June 30, 2023. The 2021 AVR uses a discount rate of 6.8% per year to forecast the amortization period and annual UAL payments. Table 1 references the required UAL payment of $1.1 million in FY 2023-24 and projects the next five years of payments through FY 2028-29 as determined by CalPERS. Table 1. Projected UAL Payments (Assumes 6.8% Return) Required Contribution Projected Future Employer Contributions Fiscal Year 2023-24 2024-25 2025-26 2026-27 2027-28 2028-29 2021 Schedule (Tier 1) $1,070,317 $1,064,000 $1,027,000 $988,000 $931,000 $966,000 D-37 Under these assumptions, the UAL balance of $9.3 million is amortized over 19 years and estimated to cost $14.2 million in total payments, which includes $4.9 million in interest. Additionally, and as mentioned, the City’s funded status is anticipated to reach 90% by FY 2029-30 and be paid in full by FY 2041-42 according to the current schedule. Using data from the 2021 AVR, chart 1 illustrates the City’s historical trend in annual UAL payments combined with the current amortization schedule. From FY 2016-17 to FY 2023-24, aggregate UAL payments have grown at an average annual rate of 14.5%. This is partly due to the 5-year ramp up in the CalPERS Amortization Policy whereas a single- year investment gain or loss increases or decreases the required UAL contribution incrementally over each of the next five years. The second segment of the line chart represents the remaining payments according to the 2021 amortization schedule. Chart 1. Contribution History and 2021 Amortization Schedule While the chart above illustrates where the City is now, it does not reflect where the City is heading. To account for the -6.1% loss, Staff utilized pension management tools to estimate the financial implications of a negative return and evaluate potential payment strategies. These tools included a contribution management spreadsheet provided by a CalPERS actuary, and pension liability software from GovInvest. The next table compares the expected UAL payments from the 2021 amortization schedule to the projected results for 2022. Projections are necessary because the AVR ending June 30, 2022, will not be released until August 2023. Table 2 considers the -6.1% loss and projects future payments through FY 2028-29. Table 2. Projected UAL Payments (Assumes -6.1% Return) Required Contribution Projected Future Employer Contributions Fiscal Year 2023-24 2024-25 2025-26 2026-27 2027-28 2028-29 2021 Schedule $1,070,317 $1,064,000 $1,027,000 $988,000 $931,000 $966,000 2022 Projection $1,070,317 $1,183,000 $1,266,000 $1,346,000 $1,408,000 $1,563,000 Variance $0 $119,000 $239,000 $358,000 $477,000 $597,000 Vl z $1.20 § $1.00 ....I ~ $0.80 $0.60 $0.40 $0.20 $0.00 c:=J Required Contributions ~2021 UAL Payments D-38 Required contributions are estimated to initially increase by $119,000 in FY 2024-25 and continue to rise through FY 2028-29. The 2022 projected schedule does not affect required contributions until FY 2024-25 because of the two-year lag. Chart 2 expands on the projected impact by comparing each amortization schedule in full. As observed, a -6.1% investment loss increases the required UAL contributions and extends the amortization schedule by three years to FY 2044-45. Chart 2. 2021 Amortization Schedule vs 2022 Projected Schedule (UAL Payments) Consequently, the UAL balance of $10 million ending June 30, 2021, is now estimated to increase rather than decrease to $9.3 million as previously anticipated. The UAL balance projected in 2022 is estimated to increase by $4.9 million, or 50%, to $14.6 million ending June 30, 2022. For additional reference, table 3 highlights the estimated short-term impacts as it relates to the change in UAL balance from June 2021 to June 2023. Table 3. Estimated Change in UAL Balance Valuation Date Balance 6/30/21 Balance 6/30/22 Balance 6/30/23 6/30/2021 10,031,559 9,738,322 9,287,260 (Projected) 6/30/2022 10,031,559 14,608,000 14,488,000 Net Change ($) 0 4,869,678 5,200,740 Net Change (%) 0% 50% 56% With a new UAL balance of $14.6 million, the City’s funded status is estimated to drop from 81% in 2021 to roughly 70% in 2022 based on the given outlook. Another short-term impact includes the potential rise in annual UAL contributions over the 5-year ramp-up period. This rise in costs can be offset by future investment gains, additional contributions, or adjustments to the amortization schedule. In totality, CalPERS’ investment loss may cost an estimated $25 million in total payments towards the new UAL balance. This exceeds the current estimate of $14.2 million in total payments by $10.8 million. For broader perspective, chart 3 on the following page compares the anticipated change in total UAL balance based on 2022 projections. Vl $1.80 z $1.60 0 ::::; $1.40 ::! ~ $1.20 $1.00 $0.80 $0.60 $0.40 $0.20 $0.00 Required Contributions --2021 UAL Payments --2022 Projected Payments D-39 Chart 3. 2021 Amortization Schedule vs 2022 Projected Schedule (UAL Balance) ADP Scenarios Given the financial implications above, ADP scenarios were created to help determine the costs and benefits of making additional payments to CalPERS. The 2022 projected schedule is considered as the default option and sets the baseline for comparison. Each ADP scenario considered is measured against the default option and is intended to arrive at a 90% funded status within a 10-year period. In connection with this analysis, the following information is also worth noting: • This analysis uses a -6.1% return rate in 2022 and a 6.8% return rate for 2023 and beyond. • ADPs made during FY 2022-23 will not be applied to the projected June 30, 2022, and 2023 investment gain or loss bases. • ADPs made prior to FY 2023-24 will be applied to existing UAL bases as of the 2021 AVR. • Schedules and figures below are for illustrative use and should not be considered as an exact representation of actual future experience. Lastly, actual contribution requirements may increase to the extent future CalPERS investment returns are lower than the discount rate. Similarly, invest returns higher than the discount rate may reduce future contributions. The net change between rates can be used to help indicate the extent of a gain or loss. Table 4 recaps the net change in 2021 and 2022 and includes the investment return assumptions used for this analysis. Table 4. Net Change in CalPERS Investment Return Assumptions Valuation Date 6/30/2021 6/30/2022 6/30/2023 + Investment Return 21.3% -6.1% 6.8% Discount Rate 6.8% 6.8% 6.8% Net Change 14.5% -12.9% <I') $16.0 z 0 $14.0 :::i ~ $12.0 $10.0 $8.0 $6.0 $4.0 $2.0 $0.0 -2.02.1 UAL Balance -2.02.2. Projected Balance D-40 As stated, the UAL balance of $14.6 million is estimated to cost $25 million in total payments over the full amortization period. The 2022 projected schedule also indicates that it may now take 13 years to reach a 90% funded status, three years after the target deadline. Alternatively, the ADP scenarios below use various strategies to reduce the number of years it will take to reach 90%. A high-level overview of the estimated total payments and timelines are shown in Table 5. Table 5. 2022 Default Schedule and ADP Option Summary Default Scenario Scenario 1 Scenario 2 Scenario 3 Scenario 4 Scenario 5 Total Payments 25,001,317 20,545,589 21,430,283 20,141,759 19,704,026 17,935,621 Yrs. to 90% FS 13 10 10 9 8 7 Correspondingly, estimated total payments decrease as the years to reach 90% are reduced. Estimated total payments listed above, which include interest paid and ADPs, represent the potential costs of each alternative over the full amortization period. Alternative amortization schedules for each ADP scenario are estimated to cost less and help the City reach it’s funded status goal. To breakdown each scenario further, table 6 lays out a proposed payment schedule exclusive to ADPs. This schedule considers making additional payments in FY 2022-23 and extends into future fiscal years depending on the methodology. Once again, total ADP amounts are included in the estimated total payments. Table 6. Proposed ADP Payment Schedule FY Default Schedule Scenario 1 Scenario 2 Scenario 3 Scenario 4 Scenario 5 2022-23 $0 $4,000,000 $500,000 $500,000 $1,000,000 $500,000 2023-24 0 0 500,000 745,693 1,000,000 1,451,806 2024-25 0 0 500,000 688,976 1,000,000 1,445,089 2025-26 0 0 500,000 658,976 1,000,000 1,473,089 2026-27 0 0 500,000 631,976 1,000,000 1,517,089 2027-28 0 0 500,000 625,976 1,000,000 1,599,089 2028-29 0 0 500,000 531,976 0 1,606,089 2029-30 0 0 500,000 551,976 0 1,760,089 2030-31 0 0 0 581,976 0 0 2031-32 0 0 0 619,976 0 0 2032-33 0 0 0 715,976 0 0 2033-34 0 0 0 700,000 0 0 Totals $0 $4,000,000 $4,000,000 $7,553,477 $6,000,000 $11,352,339 The next section summarizes the strategies used within each ADP scenario. Charts included combine the required UAL contributions with ADPs scheduled above and illustrate differences between the default option and other alternatives. D-41 Scenarios 1 and 2 Both ADP scenarios 1 and 2 have a total ADP of $4 million where scenario 1 represents a one-time lump-sum payment made in FY 2022-23 and scenario 2 apportions the payment across multiple years. Scenario 1, lump-sum payment, results in an immediate reduction to the total UAL balance and future required payments compared to the 2022 default schedule. However, a substantial lump-sum payment carries greater investment risk due to market volatility. No other ADPs are considered beyond the initial payment. Scenario 2 apportions the $4 million across multiple years. Spreading payments out lowers the investment risk and is an alternative to scenario 1. This scenario would allocate $0.5 million in ADPs over an eight-year period from FY 2022-23 to FY 2029-30. Annual UAL payments would be greater than the 2022 default schedule to start and would drop below the default in FY 2030-31. Both ADP options are expected to achieve a 90% funded status by year 10. Chart 4. ADP Scenarios 1 and 2: Lump-Sum vs Installment Scenarios 3, 4, and 5 Scenario 3 exemplifies a “level dollar” payment strategy and begins with an initial ADP of $0.5 million in FY 2022-23. A level dollar payment structure is typically implemented after initiating a “Fresh Start” and re-amortizing the UAL over a shorter horizon. This method is exhibited in the CalPERS amortization policy and often implemented to minimize variations in contribution rates. However, this scenario reflects a self-imposed level dollar payment plan which is viewed as a “Soft Fresh Start” strategy. A soft fresh start does not permanently alter the amortization period or required payments. Staff does not recommend a “Fresh Start” at this time because doing so increases required contributions to a fixed amount, rather than allowing for the City to use its discretion. Nonetheless, scenario 3 entails a higher optional UAL payment compared to the default schedule but is projected to reach a 90% funded status within 9 years. VI $6.0 z 0 $5.0 ::::; :::! ~ $4.0 $3.0 $2.0 $1.0 $0.0 -2022 Projected Payments -:-ADP 1 -<r-ADP 2 D-42 Scenario 4 considers additional payments of $1 million per year between FY 2022-23 and FY 2027-28, six years total. The total annual payments would rise to just over $2 million through FY 2027-28, averaging close to $0.8 million above the required payments in the default schedule. Nevertheless, remaining payments would fall below the 2022 schedule by an average of $0.5 million beginning in FY 2028-29. This scenario is projected to achieve the 90% funded status within 8 years. Scenario 5 also creates a self-imposed level dollar payment structure or “Soft Fresh Start.” This scenario shortens the amortization period to seven years beginning in FY 2023-24 and hypothetically eliminates the UAL balance by FY 2029-30. Yet, annual payments would exceed the default schedule by an average of $1.43 million each year following an initial ADP of $0.5 million in FY 2022-23. Lastly, this scenario is projected to arrive at a 90% funded status within 7 years. Chart 5. ADP Scenarios: Level Dollar vs Annual Allocation In summary, the scenarios above demonstrate potential outcomes and multiple strategies available for consideration. Example scenarios demonstrating similar approaches were provided in the 2021 AVR and discussed in the annual Staff report. The intended outcome of all strategies reviewed is consistent with goals of the pension guidelines; however, they are considered as supplementary options. Table 7 presents the projected total annual UAL payments for all scenarios to provide a short-term comparison. Table 7. Projected Change in Future Contributions (UAL + ADP) Fiscal Year 2022-23 2023-24 2024-25 2025-26 2026-27 2027-28 Totals 2022 Projection $1,077,244 $1,070,317 $1,183,000 $1,266,000 $1,346,000 $1,408,000 $7,350,561 Scenario 1 5,077,244 796,589 899,000 974,000 1,046,000 1,100,000 9,892,833 Scenario 2 1,577,244 1,539,283 1,613,000 1,658,000 1,697,000 1,717,000 9,801,527 Scenario 3 1,577,244 1,784,976 1,784,976 1,784,976 1,784,976 1,784,976 10,502,124 Scenario 4 2,077,244 2,005,026 2,043,000 2,048,000 2,044,000 2,013,000 12,230,270 Scenario 5 $1,577,244 $2,491,089 $2,491,089 $2,491,089 $2,491,089 $2,491,089 $14,032,689 Vl $3.0 z § $2.5 ...J ~ $2.0 $1.5 $1.0 $0.5 $0.0 x-x-x-x-x-x-x 2022 Projected Payments -:-ADP 3 ~ADP 4 -x-ADP 5 D-43 Amortization Payoff Priority Option The City may also prioritize the order in which to pay down the UAL schedule. As an additional strategy, ADPs can be applied to a specific amortization base depending on the goal of the funding plan. There are three payoff strategies available: Longest to Shortest, Shortest to Longest, or Custom. To maximize greater cash savings, i.e., interest, the City can use ADPs to pay down the UAL by prioritizing bases from longest to shortest. The schedule and amounts referenced in the analysis above reflect this strategy. Payments are generally higher as a result. To maximize initial savings, i.e., reduce annual payments, the City could opt to prioritize bases from shortest to longest when making an ADP. As such, the advantage of lower payments in this schedule is offset by longer amortization periods and less savings. The last option is to specify the order of payoff. ADPs can be applied to a single base, or to multiple basis, depending on the desired outcome. Results are unique and will vary. Chart 6 uses ADP Option 3 as an example to illustrate amortization payoff priority. Chart 6. Amortization Payoff Priority v, $2.0 15 $1.8 ;l $1.6 ~ $1.4 $1.2 $1.0 $0.8 $0.6 $0.4 $0.2 $0.0 -202.2 Projected Payments ~ Long-Term Priority ~Short-Term Priority D-44 ADDITIONAL INFORMATION: Historical Investment Returns CalPERS’ annualized investment returns as of June 30, 2022, are listed in Table 8. As indicated below, the Public Employees’ Retirement Fund (PERF) has realized investment gains above the discount rate of 6.8% when viewed over 10 years and beyond. This long- term perspective can be useful when contemplating future investments in the PERF. Table 8. Net Investment Returns as of June 30, 2022 CalPERS Annualized Investment Returns 1 Year -6.1% 5 Year 6.7% 10 Year 7.7% 20 Year 6.9% 30 Year 7.7% According to CalPERS, every dollar that is set aside earlier than necessary is expected to increase the amount of investment earnings available to pay benefits and reduce total contributions. Whether on an ad hoc basis or as an ongoing plan, the benefits of making additional payments include reducing the City’s UAL and increasing the total assets available to earn an investment return on. At the same time, exposing more assets to the market can also come at a cost during economic downturns. Pension Plan Guidelines The ADP scenarios included in this analysis identify some, but not all, available options related to management of the UAL. Despite any limitations, all options reviewed adhere to the current pension guidelines with respect to the primary goals. In addition, no option is intended to impede on the City’s existing obligations as required by CalPERS. The pension guidelines do not explicitly list ADPs as a usage option. Under the current Employee Pension Service Fund (EPSF) usage options, available funding may be used to stabilize contributions. Although a nexus exists between the usage options and strategy, this factor may also need to be considered. A review of the guidelines will occur every three years or as needed to determine if changes are warranted. Employee Pension Service Fund (EPSF) The City’s pension guidelines state that available funding in the EPSF may be applied toward UAL payments greater than $0.90 million to offset costs to the General Fund (GF). By way of this strategy, the 2022 amortization schedule projects ongoing payments to remain above $0.9 million through FY 2036-37. UAL payments funded by the EPSF are expected to average roughly $0.5 million over 14 years under current assumptions. EPSF Fund Balance as of June 30, 2023, totals $0.8 million. Without future transfers from the GF, projected UAL payments shown in chart 7 will deplete this fund by FY 2026-27. D-45 Chart 7. Future UAL Payments from EPSF CONCLUSION: Based on results from the 2021 AVR, the City is on target to reach a 90% funded status within a 9-year period. In light of a -6.1% investment loss by CalPERS, this goal is now expected to take 13 years due to the increase to the UAL balance. Staff performed an analysis to determine the pros and cons of making ADPs based on a request made by the City’s FAC. Initial findings indicated that the UAL balance is projected to increase to $14.6 million ending June 30, 2022. While impacts to the UAL balance are more immediate, the required contribution in FY 2024-25 is estimated to increase by $119,000 due to the two- year lag. The investment loss is estimated to cost $25 million in total payments according to the projected 2022 amortization schedule and will likely raise annual UAL payments incrementally over a 5-year period. This rise in costs can be offset by future investment gains, additional contributions, or adjustments to the amortization schedule. The 2022 amortization schedule also projects UAL payments to remain above $0.90 million through FY 2036-37. This implies that payments from the EPSF towards the UAL balance could average $0.5 million over the next 14 years under current assumptions. The ADP scenarios reviewed provide alternative strategies that are intended to achieve a 90% funded status over a 10-year, 9-year, 8-year, and 7-year period. This analysis illustrates the costs and benefits for each option. Available cashflow, investment risk, and long-term outlook are vital factors to consider when choosing an option. In addition, amortization payoff priority can also be considered if seeking a lower payment over larger interest savings. All things considered, the impending economic slowdown will play a significant role in the upcoming decision, as well as CalPERS 2023 return. <I') $1.80 z 0 :J $1.50 '.2: $1.20 $0.90 $0.60 $0.30 $0.00 $0.70 $0.74 $0.77 $0.76 $0.75 $0.72 23-24 24-25 25-26 26-27 27-28 28-29 29-30 30-31 31-32 32-33 33-34 34-35 35-36 36-37 c::::J GF Limit ~2022 Projected Payments ~Payments From EPSF D-46