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CC SR 20241217 H - CalPERS 2023 Valuation Reports CITY COUNCIL MEETING DATE: 12/03/2024 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 for City pension plans from the CalPERS as of June 30, 2023. FISCAL IMPACT: N/A. Amount Budgeted: N/A Additional Appropriation: N/A Account Number(s): N/A ORIGINATED BY: Robert Moya, Deputy Director of Finance RM 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, 2023 – Tier 1 (page A-1) B. Actuarial Valuation as of June 30, 2023 – Tier 2 (page B-1) C. Actuarial Valuation as of June 30, 2023 – Tier 3 (page C-1) BACKGROUND Each year, CalPERS prepares Actuarial Valuation Reports (AVR) to determine the funded status and employer contribution requirements for City pension plans. The City’s three plans, administered by CalPERS, include the Miscellaneous Plan (Tier 1), Miscellaneous Second Tier Plan (Tier 2), and Public Employees’ Pension Reform Act (PEPRA) Miscellaneous Plan (Tier 3). Results from the latest valuations as of June 30, 2023 are presented below in accordance with the City’s Pension Plan Guidelines and for review by the Finance Advisory Committee (FAC) as an item in the FY 2024-25 Work Plan. The City typically receives the valuation reports in August of each year, approximately one year after the reportable period. This timeline allows CalPERS actuaries to certify that the reports are complete, accurate, and contain sufficient information to fully disclose 1 the financial condition of each plan. As such, the purpose of this report is to highlight actual results and analysis from the 2023 AVR with respect to the City Council’s goal of efficiency and transparency. DISCUSSION: The latest valuations determine the funded status for each pension plan as of June 30, 2023, and provide the minimum required employer contributions for FY 2025-26. This two-year gap between the valuation date and contribution fiscal year is necessary to ensure that the financial data is accurately reported and gives agencies sufficient time to budget accordingly. CalPERS also includes projected employer contributions within each report to aid in future planning, along with historical data to provide additional context. Nevertheless, the information contained in this report is from the 2023 AVR and all projections are subject to change based on actual investment experience in future years. Changes in Actuarial Methods and Assumptions There are no significant changes to the actuarial methods or assumptions for the 2023 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. CalPERS’ next review of actuarial assumptions will be examined in the November 2025 experience study. Required Contributions As noted, the 2023 valuations set the minimum required contributions for FY 2025 -26. 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 Unfunded Accrued Liability (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 by calculating the difference between a plan’s Accrued Liability (AL) and Market Value of Assets (MVA) at the end of each valuation period. If a plan’s AL is greater than its MVA, then an unfunded liability is measurable, and the amount must be repaid in accordance with the CalPERS amortization policy. Table 1 highlights the details of each cost component by type and tier. CONTINUED ON THE NEXT PAGE 2 Table 1. Minimum Required Employer Contributions FY 2025-26 Benefit Plan Normal Cost Rate Estimated Normal Cost Minimum UAL Payment Total Estimated Contribution Tier 1 14.18% $193,270 $1,448,658 $1,641,928 Tier 2 10.19% $173,541 $30,952 $204,493 Tier 3 7.96% $357,249 $31,007 $388,256 Total $724,060 $1,510,617 $2,234,677 In total, the estimated normal cost of $0.7 million and minimum UAL payment of $1.5 million add up to a required contribution of approximately $2.2 million in FY 2025-26. This reflects an increase of $0.2 million, or 12.2%, over the previous year. The rising cost is mostly attributed to a growing UAL balance resulting from CalPERS’ 2022 and 2023 investment returns falling short of the 6.8% discount rate . CalPERS’ investment returns for these two periods were -7.5% and 6.1% respectively. The City traditionally chooses to prepay the UAL portion of the employer contribution in full to help minimize costs. Exercising this option would yield approximately $49,000, or 3.2%, in savings. To visualize the trend in required contributions, Chart 1 below illustrates the year-over-year changes since FY 2019-20. Chart 1. Minimum Required Employer Contributions Since FY 2019-20 Change in CalPERS Valuation Projections: 2022 vs 2023 As stated, the valuations reflect prior differences between actual and assumed experience. Adjusted for this change, the UAL payment in FY 2025 -26 rose by just over $0.1 million, or 7%, above the anticipated amount in the 2022 AVR. This type of analysis emphasizes the year-over-year impact on pension plans due to differences in the CalPERS assumption rate of 6.8% and actual investment return. In this case, the actual costs were higher than projected based on the actual net return of 6.1%. Table 2 lays out the variances between the projected and actual AVR results by tier. 3 Table 2. 2022 AVR Projected vs 2023 AVR Actual UAL Payment Benefit Plan FY 2025-26 (Projected) FY 2025-26 (Actual) Net Change Tier 1 $1,362,000 $1,448,658 $86,658 Tier 2 $24,000 $30,952 $6,952 Tier 3 $24,000 $31,007 $7,007 Total $1,410,000 $1,510,617 $100,617 Projected Future City Contributions The projections below are determined by CalPERS and assume a 6.8% investment return in future years. It’s also assumed that no further changes to assumptions, contributions, benefits, or funding will occur during the projection period. To the extent the investment return for FY 2023-24 differs from 6.8%, the actual contribution requirements for FY 2026- 27 and beyond will differ from those shown in Table 3. Table 3. Projected UAL Payments (Assumes 6.8% Return) Benefit Plan FY 2025-26 Required FY 2026-27 Projected FY 2027-28 Projected FY 2028-29 Projected FY 2029-30 Projected FY 2030-31 Projected Tier 1 $1,448,658 $1,546,000 $1,626,000 $1,797,000 $1,839,000 $1,876,000 Tier 2 $30,952 $41,000 $51,000 $61,000 $62,000 $62,000 Tier 3 $31,007 $41,000 $52,000 $62,000 $63,000 $63,000 Total $1,510,617 $1,628,000 $1,729,000 $1,920,000 $1,964,000 $2,001,000 Inc. % 7.8% 6.2% 11% 2.3% 1.9% Based on CalPERS assumptions, the 2023 valuations project total UAL payments to increase by an average annual rate of 5.8% through FY 2030-31. This amounts to 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. 4 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% 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 project ed 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 Funding History and Analysis Chart 2 below illustrates the City’s actuarial AL, MVA, UAL, and funded ratio using 10 years of historical data provided by CalPERS. This data is presented in aggregate to demonstrate the overall values and trends for City pension plans. Chart 2. Funding History – Valuation Ending 6/30/2014 to 6/30/2023 Over a 10-year period, the City’s AL and MVA have grown by an average annual rate of 7% and 6%, respectively. This analysis indicates that plan liabilities have continued to exceed and outpace plan assets over the long run. The year-over-year volatility in investment returns can affect these outcomes, however, the long-term trends suggest 5 that the gap between AL and MVA is widening . Consequently, the combined funded status of 69.8% fell below 70% for the first time in the plan’s history. Maintaining a long-term perspective is critical to the evaluation of City pension plans. That said, the most significant indicator of the widening gap and change in funding status is the rising UAL balance. The City’s total UAL has notably increased by an average annual rate of 9.5% over 10 years. Additionally, the City’s average funded status fell slightly to 74.3% from an average of 74.7% reported in last year’s AVR. Favorable investment returns in future years can help offset these trends, but additional steps may be necessary to mitigate long-term costs associated with the UAL. Breakdown of Accrued Liability For additional insight, Table 5 on the following page provides a breakdown of the City’s AL distributed across members as reported in the 2023 AVR. In summary, Tier 1 members account for $51.4 million, or 87%, of the total AL. Tier 2 and Tier 3 members represent a combined total of $7.8 million, or 13%, of the remaining portion of City’s AL. Table 5 also calls attention to Tier 1 member/beneficiary payments of $3 2.5 million which is 55% of total AL. This amount rose by $1.1 million, or 3%, from the 2022 AVR and indicates that the cost of payments to retirees has increased. Table 5. Breakdown of Accrued Liability as of June 30, 2023 in millions Tier 1 Tier 2 Tier 3 Totals Active Members $11.4 $1.9 $2.4 $15.7 Transferred Members $4.9 $0.7 $1.1 $6.7 Terminated Members $2.6 $0.2 $0.2 $3.0 Member / Beneficiary Payments $32.5 $1.1 $0.1 $33.7 Total $51.4 $3.9 $3.9 $59.2 UAL Amortization Analysis This section focuses on the long-term implications of a growing UAL. As stated, the City’s total UAL balance is $17.9 million and has increased by an average annual rate of 9.5 % since June 2014. Chart 3 below depicts this growing trend in parallel to CalPERS annualized investment 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. CONTINUED ON THE NEXT PAGE 6 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 and are added to each plan’s amortization schedule. For example, an investment gain occurs when CalPERS experiences an investment return above the 6.8% discount rate. An investment return below the discount rate, like in the 2023 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 2023 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 6/30/2023 EXPECTED PAYMENT 2023-24 BALANCE 6/30/24 EXPECTED PAYMENT 2024-25 BALANCE 6/30/25 REQUIRED PAYMENT 2025-26 TIER 1 $16,773,436 $1,070,317 $16,807,920 $1,266,876 $16,641,619 $1,448,658 TIER 2 $553,760 $0 $591,416 $14,644 $616,498 $30,952 TIER 3 $561,002 $0 $599,150 $14,336 $625,076 $31,007 TOTAL $17,888,198 $1,070,317 $17,998,486 $1,295,856 $17,883,193 $1,510,617 7 The total UAL balance of $17.9 million as of June 30, 2023 is referenced earlier in this report. However, because the 2023 AVR determines the required employer contributions for FY 2025-26, the amortization schedules are forward-looking and begin with the $17.9 million UAL as of June 30, 2025. All future payments reflect CalPERS’ investment return assumption of 6.8%, and thus, are subject to change based on actual experience. Analysis of UAL Amortization Schedules The projected UAL balances as of June 30, 2025 are listed in Table 7 below. The default amortization schedules provided in the 202 3 AVR use a 20-year funding horizon. Repaying the UAL under the default schedules and assumptions is projected to cost the City $17.9 million in total principal and $11.7 million in total interest, for a total estimated cost of $29.6 million. This exceeds last year's projected total by $1.2 million, or 4%, and is projected to reach a 90% funded status in FY 2033 -34, three years beyond the goal of FY 2030-31 stated in the pension guidelines. Table 7. 2023 Default Amortization Schedules in millions Tier 1 Tier 2 Tier 3 Totals Principal Paid $16.6 $0.6 $0.6 $17.9 Interest Paid $10.7 $0.5 $0.5 $11.7 Total Paid $27.3 $1.1 $1.1 $29.6 Furthermore, the 2023 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 for a specified number of years. Accordingly, the totals and estimated savings from alternate examples provided in the 2023 valuations are aggregated and shown in Table 8 below. Table 8. Alternate Amortization Schedules (Fresh Start) in millions 2023 Default Alternative 1 Alternative 2 Total Paid $29.6 $28.4 $24.7 Interest Paid $11.7 $10.5 $6.8 Estimated Savings $0 $1.1 $4.9 8 Initiating a Fresh Start as prepared by CalPERS would require UAL contributions to increase to an average of roughly $1.7 million for Alternative 1 or $2.2 million for Alternative 2. Due to the higher average payments, Alternatives 1 and 2 are designed to shorten the funding horizon to 15 or 10 years to achieve an estimated savings of $1.1 million or $4.9 million, respectively. However, any new unfunded liabilities that to emerge in future years would be amortized as a separate gain/loss base and must be factored into consideration if 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 202 3 AVR. Table 9. Alternative Fiscal Year 2025-26 Employer Contributions (in millions) Funding Horizon Estimated Normal Cost Minimum UAL Payment ADP Amount Total UAL Contribution Estimated Total Contribution Default $0.7 $1.5 $0 $1.5 $2.2 20 years $0.7 $1.5 $0.1 $1.6 $2.3 15 years $0.7 $1.5 $0.4 $1.9 $2.6 10 years $0.7 $1.5 $0.9 $2.4 $3.2 CalPERS does not provide the estimated savings for the ADP options in Table 9, though results from the 15- and 10-year options can be assumed using the Fresh Start example. This information was also included to indicate that it may benefit the City to consider ADPs under current circumstances. This is because the minimum required contributions on the default schedules for Tiers 2 and 3 are less than the interest on the UAL. Using the given assumptions, Tier 2 and Tier 3 contributions are not expected to exceed interest until FY 2027-28. This is referred to as negative amortization and occurs because investment gains and losses are amortized using 5 -year ramp methodology. CalPERS uses this method to incrementally phase-in the impacts associated with significant changes in the UAL. Projected payments and interest for both tiers are shown in Table 10. For additional reference, the Tier 1 payment in FY 2025 -26 exceeds interest, but nearly 75% of it will cover interest rather than the principal balance. CONTINUED ON THE NEXT PAGE 9 Table 10. Negative Amortization Tier 2 Tier 3 Fiscal Year Payment Interest ($) Interest/ Payment Ratio Payment Interest ($) Interest/ Payment Ratio 2025-26 $30,952 $40,886 132% $31,007 $41,468 134% 2026-27 $41,135 $41,222 100% $41,483 $41,830 101% 2027-28 $51,316 $40,886 80% $51,958 $41,502 80% Contribution History and Analysis To provide additional perspective, Chart 4 uses historic AVR data to illustrate required UAL contributions from FY 2016-17 to FY 2025-26. Collectively, the City’s total UAL payments during this period have increased at an average annual rate of 15.5%. This exceeds the previous year’s average growth rate of 15.3%. Chart 4 also includes a linear projection using the 10 years of data. This upward trend aligns with the projected UAL payments reported by CalPERS in Table 3 of this report, further validating the expected trajectory of future payments through FY 2030-31. Chart 4. UAL Contribution History and Trend Analysis UAL payments are expected to continue until FY 2044-45 based on the 2023 AVR schedules. Nonetheless, all projections and future payments reported are subject to change based on actual experience in the years to come. CalPERS FY 2023-24 Preliminary Investment Return The preliminary investment return for the fiscal year ending June 30, 2024, was announced on July 15, 2024, as 9.3% (9.2% net of the 0.1% administrative fee). This represents a 2.4% experience gain over the CalPERS discount rate assumption of 6.8%. In most cases, an investment experience gain will provide some relief to the peak years of the UAL payment schedule (FY 2028-29 through FY 2035-36) but may not significantly 10 change the trajectory of the UAL payment schedule leading up to FY 2028 -29. Most amortization schedules will still be impacted by the steep ascent associated with the 2022 investment loss of -7.5% (i.e., a 14.4% experience loss). The “Non-Investment” Gain/loss for 2024 is currently unknown, but largely depends on the extent of COLAs and/or other payroll factors that exceed CalPERS’ assumed payroll growth assumption of 2.8%. When using the preliminary net return of 9.3%, the overall estimated funded status of the Public Employees’ Retirement Fund (PERF) stands at 75%. To that end, the updated preliminary total fund annualized returns are as follows: Table 11. CalPERS Investment Returns through June 30, 2024 1 Year 5 Year 10 Year 20 Year 30 Year Annualized Returns 9.3% 6.6% 6.2% 6.7% 7.7% ADDITIONAL INFORMATION: Table 12 summarizes the plan’s member data upon which this valuation is based. Compared to the prior year, Tier 1 active members decreased from 20 to 19, while retirees have increased from 109 to 110. Tier 2 active members decreased by one while total retirees remain unchanged. Active members in Tier 3 increased was also unchanged. Table 12. Employee Tier Distribution Tier 1 Tier 2 Tier 3 Total by Status Active Members 19 12 59 90 Retirees 110 6 2 118 Total by Tier 129 18 61 208 Pension Plan 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 UAL. 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 contributions 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. To date, the EPSF has an estimated fund balance 11 approximately $1.1 million, net of the proposed transfer of $0.4 million in FY 2024-25 and required UAL payment. Finance Advisory Committee The 2023 valuations were presented to the FAC at the meeting on November 14, 2024. Based on the results, discussions focused on strategies for addressing the City’s UAL. Consideration was given to accelerating repayment, aligning supplemental payments with existing policies, and evaluating long-term financial impacts. While no use of reserves is planned at this time, further analysis will continue through the FAC ad hoc subcommittee, with recommendations expected to be revisited during the FY 2025-26 budget process and brought to the City Council for consideration. CONCLUSION: The 2023 AVR determines the funded status for each pension plan as of June 30, 2023, and provide the minimum required employer contributions for FY 2025 -26. As a result of CalPERS 6.1% investment return, the City’s total estimated required contribution in FY 2025-26 is $2.2 million, an increase of $0.2 million, or 12.2%, from the previous year. Additional data indicates that the City’s total AL of $59.2 million and total MVA of $41.3 million resulted in a total UAL of $17.9 million. Overall, the City’s funded ratio has fallen to 69.8%, down 1% from the prior year. Since 2014, the City’s UAL has increased by an average rate of 9.5% per year. By making the minimum required payments, the UAL is currently projected to cost $1 7.9 million in total principal and $11.7 million in total interest, for a total estimated cost of $2 9.6 million by FY 2044-45. Based on current assumptions, City pension plans are expected to reach a 90% funded status in 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. This task is currently being undertaken by the FAC ad hoc subcommittee formed since August 2024 and will continue its work until the next budget cycle of FY 2025-26. 12 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