Loading...
HomeMy WebLinkAboutMINUTES - 09092014 - D.3RECOMMENDATION(S): ACCEPT the 2014 Other Post Employment Benefits (OPEB) Valuation Report as of January 1, 2014 including Annual Required Contributions for the Fiscal Year Ending June 30, 2014. FISCAL IMPACT: The attached 2014 Other Post Employment Benefit (OPEB) Valuation Report is required per Governmental Accounting Standards Board (GASB) Statements 43 and 45 to be completed, by a County the size of Contra Costa, every two years. The report presents a calculation of liability and has no specific fiscal impact on its own. The County’s actions to reduce the liability have had significant impact on the County’s overall fiscal stability and ability to deliver services. As of January 1, 2014, the most recent actuarial valuation date, the County’s other post employment benefits were 14.0% funded. The actuarial accrued liability for benefits was $924 million, and the actuarial value of assets was $129 million, resulting in an unfunded actuarial accrued liability of $794 million, and an Annual Required Contribution of $89 million. APPROVE OTHER RECOMMENDATION OF CNTY ADMINISTRATOR RECOMMENDATION OF BOARD COMMITTEE Action of Board On: 09/09/2014 APPROVED AS RECOMMENDED OTHER Clerks Notes: VOTE OF SUPERVISORS Contact: Lisa Driscoll, County Finance Director I hereby certify that this is a true and correct copy of an action taken and entered on the minutes of the Board of Supervisors on the date shown. ATTESTED: September 9, 2014 David Twa, County Administrator and Clerk of the Board of Supervisors By: , Deputy cc: Robert Campbell, Auditor-Controller, Christine Penkala, County Benefits Manager, Mary Ann McNett Mason, Assistant County Counsel D.3 To:Board of Supervisors From:David Twa, County Administrator Date:September 9, 2014 Contra Costa County Subject:Other Post Employment Benefits (OPEB) - 2014 Valuation Report BACKGROUND: In 2004, due to growing concern over the potential magnitude of government employer obligations for post-employment benefits, the Governmental Accounting Standards Board enacted Statement 45 (GASB 45). The main reason for the Statement was to establish uniform accrual accounting and reporting of these governmental liabilities much like under the Financial Accounting Standards Board (FASB) rules that already applied to the private sector for OPEBs (and GASB 25 and 27 statements that already applied to governmental pension liabilities). Accrual accounting was needed to report the cost of providing government services over the working lifetime of employees providing the services rather than just the "pay-as-you-go" (paygo) cost that was not realized until after those employees retired. Additionally, an intended audience of these GASB 45 results was the bond markets to better assess levels of government solvency in issuing debt. Although plan solvency was not the main impetus behind Statement 45, GASB 45 is considered 'funding friendly' because it adds some stability for those receiving the benefits, if those benefits are actually pre-funded. Because Statement 45 requires the public sector to account for total long term OPEB costs over the active service life of benefit-earning employees, rather than reporting current year OPEB costs only for existing retirees, it is thought that addressing these long-term liabilities would help to avoid the collapses in benefit plans that have occurred in the private sector. Pursuant to GASB 45 requirements, Contra Costa County ordered its initial actuarial report in 2006. The 2006 report valued the County’s unfunded liability for retiree medical costs at $2.6 billion based upon a cash discount rate. This outstanding liability, if fully amortized over the following 30 years, would have necessitated an Annual Required Contribution (ARC) of $216 million. At that point in time, $216 million would have been six times the amount that the County was paying toward retiree health care costs on a paygo basis. As is described in the attached 2014 report and in the table below, the County has taken significant actions to address GASB 45 and to reduce its OPEB liability since the initial report of 2006. Interim valuation results have been presented to the Board of Supervisors, pursuant to California Government Code 7507, since the 2008 report. However, for comparison purposes, the table below compares bi-annual GASB 45 valuation results at fiscal year-end (FYE). In June, 2007, the County established a funding target of 100% of the potential liability for the retiree population. At that time, retirees accounted for approximately 40% of the liability population. That figure is now 43% and expected to continue to grow. Partial pre-funding began in 2008 with an annual County allocation of $20 million. The County's OPEB was 3.9% funded in 2010, 6.3% in 2012, and as of January 1, 2014, the County's OPEB was 14.0% funded. Although the County has made great strides towards reducing the liability, the current funded ratio is only 14%. Additionally, the UAAL as a percentage of covered payroll, is still high at 126.2%. Pursuant to County Ordinance No. 2014-04, the annual resources of $20 million will be increased by $47 million to $67 million in FY 2022/23 when the County retires its current Pension Obligation Bond. Both the 2006 and 2008 valuation reports used a 4.5% discount rate, reflecting the County’s funding policy at that time. The 2010 and 2012 results reflected a 6.32% discount rate to reflect the County’s adopted discount rate assumption based on $20 million in partial pre-pay into an OPEB trust fund, plus paygo funding. The 2014 report reflects a 5.70% discount rate, which reflects the County's current policies. This rate is derived based upon the fund's investment policy, level of partial funding, and long-term inflation assumption. Based upon the portfolio's target allocation, the average return of Trust assets over the next 30 years is expected to be 6.25%. Because the County's annual contribution is not equal to the Annual Required Contribution, GASB requires that the rate be blended with the expected return of the County's general fund (we assumed a long term return of 3.5%). Throughout the last six years through labor negotiations, the County has worked with employees to adopt and implement the County’s OPEB goals. Through the efforts of the majority of our employees, the County has adopted an OPEB financing plan that balanced the County's requirement to provide public services with its desire to provide competitive health care benefits to employees and fully complies with GASB 45. It is important to note that the significant improvement in the County’s OPEB liability could not have been achieved without the support of our employees. These efforts will not only help to ensure the County’s overall fiscal stability and ability to deliver services, but will also increase the likelihood that health care benefits will be available to our employees and retirees in the future. A reconciliation of the County's valuation changes breaks out in the following way: 2006 to 2008 Updated Contra Costa County Employees' Retirement Association (CCCERA) pension valuation assumptions where applicable (valuation assumption) Better overall medical and dental plan trend and renewals over the two years than originally assumed (demographic gain) Fewer new retirements than originally assumed, which delayed the onset of benefits (demographic gain) Overall cleaner and more complete data than was available in 2006 Effective 2008, the County contribution for non-represented retirees was set at the 2009 level for future years (this date was later changed to 2011 and included in subsequent valuation plan provisions) 2008 to 2010 Reduced liability due to the negotiated plan change savings over time. The impact from these changes was more than expected due to conservative plan change assumptions and up to date bargaining unit coding. Migration to lower cost plans as a result of the plan changes and a resulting lower subsidy amount (active rates subsidizing retiree rates). Demographic gains: This was due to both active and retiree counts being lower than in the 2008 valuation, Fewer new retirements than expected, Fewer continuing retirees than expected, and Fewer active employees than in 2008. 2010 to 2012 Reduced liability due to the negotiated plan change savings over time. Migration to lower cost plans as a result of the plan changes and a resulting lower subsidy amount. Demographic losses: This was due to active counts being lower and retiree counts being higher than in the 2010 valuation, More new retirements than expected (loss), More retirees than in 2010 (loss), and Fewer active employees than in 2010 (gain). 2012 to 2014 Reduced liability due to the negotiated plan change savings over time. See Appendix A of attached report (Summary of Benefits), for details regarding plan changes made for the majority of County employees. Migration to lower cost plans as a result of the plan changes and a resulting lower subsidy amount. Demographic losses: Active and retiree counts were higher than in the 2012 valuation, however the ratio of actives to retirees remained at 43.4%, More new retirements than expected (loss), More retirees than in 2012 (loss), and More active employees than in 2012 (loss). Summary Over the last eight years, the County has reduced its OPEB UAAL by 64%, Normal Cost by 79%, amortization of UAAL by 29%, and Annual Required Contribution by 59%. Although the County’s annual trust deposit of $20 million combined with the annual paygo cost of $48 million shows great progress, it does not meet the GASB definition of paying the total Annual Required Contribution for pre-funding ($88 million). Additionally, a 14% funded level is still far from the targeted level of 40%. The Board of Supervisors, through the County Administrator's Office will continue to work towards a financial balance between the provision of necessary services to the public and provision of competitive health care benefits for employees and retirees. None of these reductions could have been achieved without the support and cooperation of our employees. Continued negotiations toward Countywide health care cost containment strategies and the redirection of designated future resources remain key to reducing the OPEB liability. The Board of Supervisors continues to make significant progress toward a solution for one of the biggest fiscal challenges the County has faced to date. The results contained in this report are our best estimate; however, variation from these or any other estimates of future retiree medical costs is possible. Actual future costs may vary from the estimates in this report. Detailed information on the Board’s actions, including all of the County’s OPEB reports, is available on the County’s web-site at www.cccounty.us/1318/Other-Post-Employment-Benefits. CONSEQUENCE OF NEGATIVE ACTION: The County will be out of compliance with GASB 45. CHILDREN'S IMPACT STATEMENT: None. ATTACHMENTS 2014 OPEB Valuation Milliman Client Report Contra Costa County GASB 45 Actuarial Valuation of Post Employment Benefits Other than Pensions as of January 1, 2014 Prepared by: John R. Botsford FSA, MAAA Milliman, Inc. 650 California Street, 17th Floor San Francisco, California 94108 Tel 415 403 1333 Fax 415 403 1334 milliman.com August 8, 2014 Offices in Principal Cities Worldwide 650 California Street, 17th Floor San Francisco, CA 94108-2702 USA Tel +1 415 403 1333 Fax +1 415 403 1334 milliman.com August 8, 2014 Contra Costa County 651 Pine Street Martinez, CA 94553 Contra Costa County – GASB 45 Actuarial Valuation of Post Employment Benefits as of January 1, 2014 At the request of the Contra Costa County, we have completed an actuarial valuation of other post employment benefits as of January 1, 2014. The purpose of this report is to determine the Annual Required Contribution and required financial disclosures under the Governmental Accounting Standards Board Statement No. 45 – Accounting and Financial Reporting by Employers for Postemployment Benefits Other Than Pensions (GASB 45). Our determinations reflect the procedures and methods prescribed in GASB 45. In preparing our report, we relied, without audit, on information (some oral and some in writing) supplied by Contra Costa County’s staff. This information includes but not limited to employee census data, financial information and the County’s other post employment benefit (OPEB) provisions. While Milliman has not audited the financial and census data, they have been reviewed for reasonableness and are, in our opinion, sufficient and reliable for the purposes of our calculations. If any of this information as summarized in this report is inaccurate or incomplete, the results shown could be materially affected and this report may need to be revised. All costs, liabilities, rates of interest, and other factors for the County have been determined on the basis of actuarial assumptions and methods which are individually reasonable (taking into account the experience of the County and reasonable expectations); and which, in combination, offer our best estimate of anticipated experience affecting the County. Further, in our opinion, each actuarial assumption used is reasonably related to the experience of the County and to reasonable expectations which, in combination, represent our best estimate of anticipated experience for the County. This valuation report is only an estimate of the County’s other post employment benefit liability as of a single date. It can neither predict the future condition of the County’s other post employment benefit liability nor guarantee future financial soundness. Actuarial valuations do not affect the ultimate cost of other post employment benefits, only the timing of County contributions. While the valuation is based on an array of individually reasonable assumptions, other assumption sets may also be reasonable and valuation results based on those assumptions would be different. No one set of assumptions is uniquely correct. Determining results using alternative assumptions is outside the scope of our engagement. Future actuarial measurements may differ significantly from the current measurements presented in this report due to such factors as the following: County experience differing from that anticipated by the economic or demographic assumptions; changes in economic or demographic assumptions; Contra Costa County Actuarial Valuation as of January 1, 2014 Page 2 Milliman increases or decreases expected as part of the natural operation of the methodology used for these measurements (such as the end of an amortization period); and changes in other post employment benefit provisions or applicable law. Due to the limited scope of our assignment, we did not perform an analysis of the potential range of future measurements. The County has the final decision regarding the appropriateness of the assumptions and actuarial cost methods. Actuarial computations presented in this report under GASB Statement No. 45 are for purposes of assisting the County in fulfilling its financial accounting requirements. The computations prepared for this purpose may differ as disclosed in our report. The calculations in the enclosed report have been made on a basis consistent with our understanding of the County’s funding policy and goals. The calculations in this report have been made on a basis consistent with our understanding of the County’s current other post employment benefits described in Appendix A of this report, and of GASB Statement No. 45. Determinations for purposes other than meeting these requirements may be significantly different from the results contained in this report. Accordingly, additional determinations may be needed for other purposes. Milliman’s work is prepared solely for the internal business use of the Contra Costa County. To the extent that Milliman's work is not subject to disclosure under applicable public records laws, Milliman’s work may not be provided to third parties without Milliman's prior written consent. Milliman does not intend to benefit or create a legal duty to any third party recipient of its work product. Milliman’s consent to release its work product to any third party may be conditioned on the third party signing a Release, subject to the following exceptions: a) Contra Costa County may provide a copy of Milliman’s work, in its entirety, to the County's professional service advisors who are subject to a duty of confidentiality and who agree to not use Milliman’s work for any purpose other than to benefit the County. b) Contra Costa County may provide a copy of Milliman’s work, in its entirety, to other governmental entities, as required by law. No third party recipient of Milliman's work product should rely upon Milliman's work product. Such recipients should engage qualified professionals for advice appropriate to their own specific needs. The consultants who worked on this assignment are actuaries. Milliman’s advice is not intended to be a substitute for qualified legal or accounting counsel. The signing actuary is independent of the County. We are not aware of any relationship that would impair the objectivity of our work. Contra Costa County Actuarial Valuation as of January 1, 2014 Page 3 Milliman On the basis of the foregoing, we hereby certify that, to the best of our knowledge and belief, the report is complete and accurate and has been prepared in accordance with generally recognized and accepted actuarial principles and practices which are consistent with the applicable Actuarial Standards of Practice of the American Academy of Actuaries. The undersigned is a member of the American Academy of Actuaries and meets the Qualification Standards of the American Academy of Actuaries to render the actuarial opinion contained herein. Sincerely, John R. Botsford, FSA, MAAA Principal and Consulting Actuary JRB:dyu This work product was prepared solely for the Contra Costa County for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties hire their own actuary or other qualified professional when reviewing Milliman work product. Milliman Contra Costa County GASB 45 Actuarial Valuation as of January 1, 2014 Milliman Client Report TABLE OF CONTENTS Section Page I MANAGEMENT SUMMARY Introduction ....................................................................................................................... 1 Background ....................................................................................................................... 1 Assumptions ..................................................................................................................... 1 Results of Study ................................................................................................................ 2 Variability of Results ......................................................................................................... 3 II EXHIBITS Exhibit 1. Projected Benefit Payments ..................................................................... 4 Exhibit 2. Liabilities and Normal Cost ....................................................................... 5 Exhibit 3. Unfunded Actuarial Accrued Liability ........................................................ 6 Exhibit 4. Required Financial Statement Disclosures ............................................... 7 Exhibit 5. Required Supplementary Information ....................................................... 8 Exhibit 6. Results by County’s Entities ..................................................................... 9 Exhibit 7. Value of Subsidized Early Retiree Health Premium ............................... 10 Exhibit 8. Valuation Results – Changes from Prior Valuation ................................ 11 III APPENDICES Appendix A. Summary of Benefits .............................................................................. 12 Appendix B. Actuarial Cost Method and Assumptions ................................................ 20 Appendix C. Changes in Actuarial Cost Method and Assumptions ............................ 25 Appendix D. Summary of Participant Data .................................................................. 26 This work product was prepared solely for the Contra Costa County for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties hire their own actuary or other qualified professional when reviewing Milliman work product. Milliman Contra Costa County GASB 45 Actuarial Valuation as of January 1, 2014 1 Milliman Client Report SECTION I. MANAGEMENT SUMMARY Introduction Milliman, Inc. (“Milliman”) has been retained by the Contra Costa County (“County”) to provide a GASB 45 actuarial valuation of its other post employment benefits (OPEB). In our valuation we:  Project expected payouts  Calculate the present value of total benefits  Calculate the actuarial accrued liability (present value of benefits attributable to past service)  Determine the Annual Required Contribution (ARC) and annual OPEB expense under GASB Statement No. 45  Prepare the financial statement disclosures relating to the funded status of the plan Background Currently, employees who retire directly from the County may receive certain retiree health benefits if they meet certain eligibility requirements. The County may contribute an amount toward the cost of retiree health benefits for some retirees consistent with the bargaining agreement between the County and various bargaining units. Appendix A provides a more detailed summary of benefits. Assumptions With any valuation of future benefits, assumptions of anticipated future events are required. If actual events differ from the assumptions made, the actual cost of the County’s OPEB will vary as well. The following assumptions should be reviewed for appropriateness. Discount Rate. GASB 45 requires that the interest rate used to discount future benefit payments back to the present be based on the expected rate of return on any investments set aside to pay for these benefits. The County’s OPEB Irrevocable Trust assets are invested in the Public Agency Retirement Services’ Highmark Diversified Portfolio. We have used a discount rate of 5.70% for this valuation. This rate represents a “blended” rate assuming the County partially funds its ARC each year. The County’s current funding policy is to fund the pay-as-you-go costs for retirees, plus $20 million into the OPEB Trust each year. GASB 45 states that the discount rate used to calculate the present value of future benefits be derived based on the Trust’s investment policy and the County’s funding policy. Based on the Trust’s asset allocation, the average return over the next 30 years for assets invested in the Trust is expected to be 6.25%. This would be an appropriate discount rate if the County’s annual contribution were equal to the ARC. However, the County is currently funding only a portion of the ARC. Therefore, the discount rate should be a blend between the expected return on assets held in the Trust and the expected return of the County’s general fund (we have assumed a long term return of 3.50% for the County’s general fund for this purpose). For this valuation we used a blended discount rate of 5.70%. Health Cost Trend. We have assumed overall health costs of the medical benefits will increase according to the health cost inflation trend derived by using the “Getzen” model developed by the Society of Actuaries. Under the Patient Protection and Affordable Care Act of 2010, a Federal excise tax will apply for high cost health benefits beginning in 2018. A margin to reflect to impact of the excise tax in future years is reflected in the assumed trend. This work product was prepared solely for the Contra Costa County for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties hire their own actuary or other qualified professional when reviewing Milliman work product. Milliman Contra Costa County GASB 45 Actuarial Valuation as of January 1, 2014 2 Milliman Client Report SECTION I. MANAGEMENT SUMMARY Demographic Rates. The assumptions for turnover and retirement used in this valuation are based on the latest pension actuarial report from the Contra Costa County Employees’ Retirement Association (CCCERA). A complete summary of the actuarial assumptions is presented in Appendix B. Results of Study The valuation results are summarized in the following exhibit and use the following terms: The Present Value of Benefits is the present value of projected benefits (projected claims less retiree contributions) discounted at the valuation interest rate (5.70%). The Actuarial Accrued Liability (AAL) is the present value of benefits that are attributed to past service only. The portion attributed to future employee service is excluded. For retirees, this is equal to the present value of benefits. For active employees, this is equal to the present value of benefits prorated by service to date over service at the expected retirement age. The Normal Cost is that portion of the County provided benefit attributable to employee service in the current year. Employees are assumed to have an equal portion of the present value of benefits attributed to each year of service from date of hire to expected retirement age. The Annual Required Contribution (ARC) is equal to the Normal Cost plus an amount to amortize the unfunded AAL as a level dollar amount over a period of 30 years on a “closed” basis starting January 1, 2008. There are 24 years remaining as of January 1, 2014. January 1, 2014 January 1, 2012 * Active Employees 8,089 7,720 Retirees 6,206 5,941 Total Participants 14,295 13,661 Present Value of Benefits $ 1,193,162,000 n/a Actuarial Accrued Liability $ 923,848,000 $ 1,034,125,000 Assets 129,426,000 65,491,000 Unfunded Actuarial Accrued Liability $ 794,422,000 $ 968,634,000 Normal Cost as of valuation date $ 27,882,000 $ 27,523,000 Annual Required Contribution (ARC) $ 88,538,000 $ 59,811,000 * Reported in prior actuary’s actuarial valuation report as of January 1, 2012. This work product was prepared solely for the Contra Costa County for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties hire their own actuary or other qualified professional when reviewing Milliman work product. Milliman Contra Costa County GASB 45 Actuarial Valuation as of January 1, 2014 3 Milliman Client Report SECTION I. MANAGEMENT SUMMARY Variability of Results The results contained in this report represent our best estimates. However, variation from these or any other estimates of future retiree medical costs is not only possible but probable. Actual future costs may vary significantly from estimates in this report. This work product was prepared solely for the Contra Costa County for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties hire their own actuary or other qualified professional when reviewing Milliman work product. Milliman Contra Costa County GASB 45 Actuarial Valuation as of January 1, 2014 4 Milliman Client Report SECTION II. EXHIBITS Exhibit 1. Projected Benefit Payments The table below illustrates the projected annual County costs of providing retiree health benefits. The projections only consider the closed group of existing employees and retirees. Explicit County Subsidy Implicit Rate Subsidy Year Current Retirees Future Retirees Current Retirees Future Retirees Total 2014 $44,183,000 $1,670,000 $8,165,000 $421,000 $54,439,000 2015 42,272,000 4,814,000 7,773,000 1,322,000 56,181,000 2016 41,130,000 7,858,000 7,241,000 2,208,000 58,437,000 2017 40,287,000 10,823,000 7,115,000 3,123,000 61,348,000 2018 39,286,000 13,610,000 6,647,000 4,087,000 63,630,000 2019 38,393,000 16,224,000 6,317,000 5,091,000 66,025,000 2020 37,704,000 18,676,000 6,202,000 6,022,000 68,604,000 2021 36,871,000 20,971,000 5,835,000 6,916,000 70,593,000 2022 35,933,000 23,137,000 5,526,000 7,849,000 72,445,000 2023 34,966,000 25,430,000 5,061,000 8,954,000 74,411,000 2024 34,069,000 27,706,000 4,850,000 10,069,000 76,694,000 2025 32,992,000 29,955,000 4,474,000 11,314,000 78,735,000 2026 31,809,000 32,031,000 4,143,000 12,236,000 80,219,000 2027 30,632,000 34,077,000 3,675,000 13,142,000 81,526,000 2028 29,409,000 35,896,000 3,195,000 13,731,000 82,231,000 2029 28,262,000 37,697,000 2,771,000 14,201,000 82,931,000 2030 27,245,000 39,416,000 2,510,000 14,942,000 84,113,000 2031 26,189,000 40,828,000 2,282,000 15,129,000 84,428,000 2032 25,046,000 42,208,000 2,023,000 15,178,000 84,455,000 2033 23,994,000 43,547,000 1,888,000 15,707,000 85,136,000 2034 22,949,000 44,562,000 1,695,000 15,945,000 85,151,000 2035 21,972,000 45,617,000 1,503,000 15,725,000 84,817,000 2036 20,912,000 46,737,000 1,131,000 16,102,000 84,882,000 2037 19,922,000 47,416,000 977,000 16,524,000 84,839,000 2038 18,977,000 48,103,000 873,000 16,662,000 84,615,000 2039 17,991,000 48,610,000 762,000 16,564,000 83,927,000 2040 17,030,000 48,765,000 695,000 16,397,000 82,887,000 2041 16,052,000 48,768,000 548,000 16,237,000 81,605,000 2042 15,039,000 48,575,000 409,000 15,784,000 79,807,000 2043 14,107,000 48,343,000 354,000 15,466,000 78,270,000 This work product was prepared solely for the Contra Costa County for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties hire their own actuary or other qualified professional when reviewing Milliman work product. Milliman Contra Costa County GASB 45 Actuarial Valuation as of January 1, 2014 5 Milliman Client Report SECTION II. EXHIBITS Exhibit 2. Liabilities and Normal Cost The Present Value of Benefits is the actuarial present value of benefits expected to be paid for all eligible retirees and covered employees. The Actuarial Accrued Liability (AAL) is the actuarial present value of benefits attributed to employee service rendered prior to the valuation date. The AAL equals the present value of benefits multiplied by a fraction equal to service to date over service at expected retirement. The Normal Cost is the actuarial present value of benefits attributed to one year of service. This equals the present value of benefits divided by service at expected retirement. Since retirees are not accruing any more service, their normal cost is zero. January 1, 2014 January 1, 2012 Present Value of Benefits Actives $ 625,243,000 n/a Retirees 567,919,000 n/a Total $ 1,193,162,000 n/a Actuarial Accrued Liability Actives $ 355,929,000 $ 437,344,000 Retirees 567,919,000 596,781,000 Total $ 923,848,000 $ 1,034,125,000 Normal Cost as of valuation date $ 27,882,000 $ 27,523,000 This work product was prepared solely for the Contra Costa County for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties hire their own actuary or other qualified professional when reviewing Milliman work product. Milliman Contra Costa County GASB 45 Actuarial Valuation as of January 1, 2014 6 Milliman Client Report SECTION II. EXHIBITS Exhibit 3. Unfunded Actuarial Accrued Liability The Unfunded Actuarial Accrued Liability (UAAL) is the actuarial liability offset by any assets set- aside to provide retiree health benefits. This is equal to the value of the retiree health benefits accrued to date that has not been funded. The amortization of UAAL shown in the exhibit below is based on a level dollar amount over a period of 30 years on a closed basis from January 1, 2008. There are 24 years remaining as of the valuation date of January 1, 2014. January 1, 2014 Unfunded Actuarial Accrued Liability (UAAL) Actuarial Accrued Liability $ 923,848,000 Reserve Fund 129,426,000 Unfunded Actuarial Accrued Liability $ 794,422,000 Funded Percentage 14.0% Amortization of UAAL for ARC UAAL $ 794,422,000 Amortization Period 24 years Level Dollar Amortization Factor 13.6416 Amortization Amount – January 1, 2014 $ 58,235,000 Interest to June 30, 2014 1,637,000 Amortization Amount – June 30, 2014 $ 59,872,000 This work product was prepared solely for the Contra Costa County for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties hire their own actuary or other qualified professional when reviewing Milliman work product. Milliman Contra Costa County GASB 45 Actuarial Valuation as of January 1, 2014 7 Milliman Client Report SECTION II. EXHIBITS Exhibit 4. Required Financial Statement Disclosures The following table shows the calculation of the Annual Required Contribution and Net OPEB Obligation. June 30, 2014 June 30, 2013 Determination of Annual Required Contribution Normal Cost at Fiscal Year End $ 28,666,000 $ 27,493,000 Amortization of UAAL 59,872,000 72,242,000 Annual Required Contribution (ARC) $ 88,538,000 $ 99,735,000 Determination of Net OPEB Obligation Annual Required Contribution $ 88,538,000 $ 99,735,000 Interest on Prior Year Net OPEB Obligation 27,839,000 29,801,000 Adjustment to ARC (35,802,000) (35,756,000) Annual OPEB Cost $ 80,575,000 $ 93,780,000 County Contributions Made (76,645,000)* (76,921,000) Increase in Net OPEB Obligation $ 3,930,000 $ 16,859,000 Net OPEB Obligation – Beginning of Year $ 488,397,000 $ 471,538,000 Net OPEB Obligation – End of Year $ 492,327,000 $ 488,397,000  This amount is equal to the actual contributions the County made to the OPEB Trust during the fiscal year ending June 30, 2014, ($19,373,000) plus the portion of retiree premiums paid by the County, including the value of the implicit rate subsidy, during the fiscal year ($57,272,000). The following table shows the annual OPEB cost and net OPEB obligation for the prior years. Fiscal Year Ended Annual OPEB Cost Percentage Of OPEB Cost Contributed Net OPEB Obligation 06/30/2012 $ 94,630,000 74.7% $ 471,538,000 06/30/2013 $ 93,780,000 82.0% $ 488,397,000 06/30/2014 $ 80,575,000 95.1% 492,327,000 Funded Status and Funding Progress. As of January 1, 2014, the most recent actuarial valuation date, the County’s OPEB was 14.0% funded. The actuarial accrued liability for benefits was $924 million, and the actuarial value of assets was $129 million, resulting in an unfunded actuarial accrued liability of $794 million. This work product was prepared solely for the Contra Costa County for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties hire their own actuary or other qualified professional when reviewing Milliman work product. Milliman Contra Costa County GASB 45 Actuarial Valuation as of January 1, 2014 8 Milliman Client Report SECTION II. EXHIBITS Exhibit 5. Required Supplementary Information The following table shows a schedule of Funding Progress required under GASB 45. (Figures in millions) Actuarial Valuation Date Actuarial Value of Assets AAL UAAL Funded Ratio Covered Payroll UAAL as % of Covered Payroll 01/01/2010* $ 41 $ 1,047 $ 1,006 3.9% $ 604 166.3% 01/01/2012* 65 1,034 969 6.3% 624 155.3% 01/01/2014 129 924 794 14.0% 614 126.2% * Figures taken from Contra Costa County’s CAFR as of June 30, 2013, due to rounding figures may not add up. This work product was prepared solely for the Contra Costa County for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties hire their own actuary or other qualified professional when reviewing Milliman work product. Milliman Contra Costa County GASB 45 Actuarial Valuation as of January 1, 2014 9 Milliman Client Report SECTION II. EXHIBITS Exhibit 6. Results by County’s Entities The following table shows the breakdown of valuation results by various entities within the County. ENTITY AAL NC 1 ARC 2 Safety Non-Fire $ 203,145,000 $ 5,984,000 $ 19,149,000 CCC Fire 116,651,000 2,914,000 10,474,000 Hospital 179,966,000 7,503,000 19,166,000 CCHP 7,105,000 349,000 809,000 Airport 2,329,000 26,000 177,000 CCC Retirement System 2,971,000 118,000 311,000 All Other CCC Departments 411,681,000 11,772,000 38,452,000 Total $ 923,848,000 $ 28,666,000 $ 88,538,000 1. Normal Cost includes interest to June 30, 2014. 2. We allocated the assets used to calculate the Annual Required Contribution for each entity based on their AAL relative to the total AAL. This work product was prepared solely for the Contra Costa County for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties hire their own actuary or other qualified professional when reviewing Milliman work product. Milliman Contra Costa County GASB 45 Actuarial Valuation as of January 1, 2014 10 Milliman Client Report SECTION II. EXHIBITS Exhibit 7. Value of Subsidized Early Retiree Health Premium Currently, the County charges early retirees not yet eligible for Medicare a health premium based on the claims experience of both actives and retirees. Since health claims costs generally increase with age, retiree health premiums would be significantly higher if they were determined without regard to active claims experience. GASB 45 requires that the portion of age-adjusted expected retiree health claims costs that exceed the carrier premiums (known as an “implicit rate subsidy”) be recognized as a liability for accounting purposes. Implicit rate subsidies for spouses of retirees must also be valued in determining the ARC under GASB 45. The following table shows the County’s GASB 45 liability broken down by the County’s actual payments toward retiree premiums and the “subsidized” value of retiree health premiums. County’s Payment Implicit Rate Subsidy Total Present Value of Benefits Active Employees $ 479,513,000 $ 145,730,000 $ 625,243,000 Retirees 498,860,000 69,059,000 567,919,000 Total $ 978,373,000 $ 214,789,000 $ 1,193,162,000 Actuarial Accrued Liability Active Employees $ 281,385,000 $ 74,544,000 $ 355,929,000 Retirees 498,860,000 69,059,000 567,919,000 Total $ 780,245,000 $ 143,603,000 $ 923,848,000 Normal Cost as of Valuation Date $ 21,346,000 $ 6,536,000 $ 27,882,000 This work product was prepared solely for the Contra Costa County for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties hire their own actuary or other qualified professional when reviewing Milliman work product. Milliman Contra Costa County GASB 45 Actuarial Valuation as of January 1, 2014 11 Milliman Client Report SECTION II. EXHIBITS Exhibit 8. Valuation Results – Changes from Prior Valuation The following exhibit shows changes of Actuarial Accrued Liability (AAL) from the prior valuation: In Millions Actuarial Accrued Liability (AAL) as of January 1, 2012 (Prior Actuary’s Report) $ 1,034 Actuarial Accrued Liability (AAL) as of January 1, 2012 (Milliman’s Report as of 11/19/2013) 983 Increase due to benefit accrued from January 1, 2012 to January 1, 2014 $ 57 Decrease due to expected benefit payments made in January 1, 2012 to December 31, 2013 (99) Increase due to decrease in the discount period in January 1, 2012 to December 31, 2013 127 Increase due to change in actuarial cost method from Entry Age Normal to Projected Unit Credit 4 Decrease due to demographic assumption updates 1 (49) Decrease due to actual premium increases less than expected (150) Increase due to updates to health cost trends 45 Decrease due to benefit changes for UCOA, DAIA, CNA, and DSA since last valuation (28) Increase due to discount rate change from 6.32% to 5.70% 60 Decrease due to entities no longer eligible for County medical and dental benefits (1) Decrease due to other changes 2 (25) Total change in Actuarial Accrued Liability $ (59) Actuarial Accrued Liability (AAL) as of January 1, 2014 $ 924 1. We updated the demographic assumptions based on the latest demographic assumptions adopted by CCCERA for their pension actuarial valuation. Also we updated the coverage election assumptions and health cost inflation assumptions. See Appendix C for a summary of the changes. 2. Includes changes in census data and other experience. This work product was prepared solely for the Contra Costa County for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties hire their own actuary or other qualified professional when reviewing Milliman work product. Milliman Contra Costa County GASB 45 Actuarial Valuation as of January 1, 2014 12 Milliman Client Report SECTION III. APPENDICES Appendix A. Summary of Benefits The following description of retiree health benefits is intended to be only a brief summary and is not complete information. Eligibility Currently, employees may receive retiree health benefits if they retire from the County, are receiving a pension, and meet certain eligibility requirements as follows: General employees - age 50 with 10 years of pension service or age 70 with a vested pension, or after 30 years of pension service with no age requirement. Safety employees - age 50 with 10 years of pension service or age 70 with a vested pension, or after 20 years of pension service with no age requirement. Employees hired after December 31, 2006 and represented by the following bargaining groups (AFSCME, California Nurses Association, Deputy District Attorneys’ Association, Public Defenders Association, IFPTE, Western Council of Engineers, SEIU, PEU, Probation Peace Officers Association, and Unrepresented) also must have 15 years of County service. Employees hired on or after October 1, 2005, and represented by the Physicians’ and Dentists’ Organization also must have 15 years of County service. Health Benefits Currently, eligible retirees and their dependents are covered either under the Contra Costa Health Plans, Health Net plans, Kaiser plans, or health plans sponsored by CalPERS (PEMHCA). Coverage may be provided for a retiree and surviving spouse as long as retiree and surviving spouse monthly premium contributions are paid. The County may pay a subsidy toward eligible retirees’ monthly medical and dental premiums. This subsidy may vary by bargaining unit and date of hire as described in this appendix. Employees hired on or after dates described in the table below and represented by the following bargaining groups must pay the entire cost of premiums to maintain coverage. Bargaining Unit Name Hire Date on or after which eligible retirees must pay entire cost of premiums IFPTE, Unrepresented January 1, 2009 AFSCME, Western Council of Engineers, SEIU, and PEU January 1, 2010 Deputy District Attorneys Association December 14, 2010 Probation Peace Officers Association of CCC January 1, 2011 CCC Public Defenders Association March 1, 2011 All surviving spouses must pay the entire cost of premiums to maintain coverage, with the exception of the following bargaining groups for whom the surviving spouse receives the same County subsidy as the retiree (covered by CalPERS health plans): A8 (Sheriff). BD (Fire Chief), BS (Sworn Exec. Mgmt.), HA, V#, VH, VN, 4N, BF, and XJ. This work product was prepared solely for the Contra Costa County for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties hire their own actuary or other qualified professional when reviewing Milliman work product. Milliman Contra Costa County GASB 45 Actuarial Valuation as of January 1, 2014 13 Milliman Client Report SECTION III. APPENDICES Bargaining Units V#, VH, VN, F8 and FW Currently, for eligible retirees from the bargaining units listed in the table below, the County will contribute toward the cost of monthly premiums (medical and dental) in 2014 an amount equal to the actual dollar monthly premium amount paid by the County as of November 30, 2013, at each coverage level, plus 50% of the actual premium increase for 2014. For premium increases in 2015 and later, the County and retiree will split the increase evenly: the County will pay for 50% of the increase, and the retiree must pay for the other 50% of the increase. Retirees who elected dental coverage without health coverage will pay one cent ($0.01) per month for 2013, plus 50% of the actual premium increase for 2014. For premium increases in 2015 and later, the County and retiree will split the increase evenly: the County will pay for 50% of the increase, and the retiree must pay for the other 50% of the increase. Bargaining Unit Code Bargaining Unit Name General / Safety F8 Unrep Classified & Exempt-Othr General FW Unrep Cl & Ex-Sworn Peace Offc Safety V# Sheriff's Sworn Mgmt Unit Safety VH Deputy Sheriff's Unit-Sworn Safety VN Deputy Sheriff's Unit-NonSworn General For employees hired between January 2, 2007, and September 30, 2011, and represented by the Deputy Sheriffs’ Association, the County subsidy is subject to a vesting schedule as shown in the table below. Credited Years of Service Percentage of Employer Contribution 10 50 11 55 12 60 13 65 14 70 15 75 16 80 17 85 18 90 19 95 20 or more 100 Bargaining Unit HA – Fire Management Currently, for eligible Fire Management retirees represented by United Chief Officers Association (UCOA) with bargaining unit code HA, the County will subsidize an amount equal to 80% of the CalPERS Kaiser Bay Area premium at each coverage level (employee only, employee + one, employee + two or more) for any region in which the retiree resides, but the County’s subsidy will not exceed the total premium of a lower cost plan. This work product was prepared solely for the Contra Costa County for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties hire their own actuary or other qualified professional when reviewing Milliman work product. Milliman Contra Costa County GASB 45 Actuarial Valuation as of January 1, 2014 14 Milliman Client Report SECTION III. APPENDICES For retirees enrolled in a health plan from CalPERS, the County will subsidize 78% of the monthly dental premium. For retirees who elect dental coverage without medical coverage, the County will subsidize an amount toward the monthly dental premium such that the retiree will pay one cent ($0.01) per month for such coverage. Bargaining Unit XJ – D.A. Investigators Currently, for eligible retirees from the bargaining unit XJ, the County will pay a subsidy toward the cost of monthly premiums (medical and dental) in 2014 an amount equal to the actual dollar monthly premium amount paid by the County in 2013, depending on coverage level. For 2014 and later, the County subsidy will increase by 75% of the actual premium increase in Bay Area Kaiser rates. For retirees enrolled in a health plan from CalPERS, the County will subsidize an amount equal to 78% of the monthly dental premium. For retirees who elect dental coverage without medical coverage, the County will subsidize an amount toward the monthly dental premium such that the retiree will pay one cent ($0.01) per month for such coverage. Bargaining Units 1P, 1R, 4N, and L3 Currently, for eligible retirees from the following bargaining units, the County subsidizes a percentage of monthly premiums that varies depending on the medical and dental plan elected. Retirees from certain bargaining units described below may also receive reimbursement of their Medicare Part B premiums as long as the total County subsidy does not exceed 100% of the medical plan premium. Bargaining Unit Code Bargaining Unit Name General / Safety Part B Reimbursement 1P Physicians and Dentists Unit General Yes, stops in 2015 1R Physicians & Dentists Unit-Residents General Yes, stops in 2015 4N Fire Suppression & Prevention Unit Safety No L3 Registered Nurses Unit General If retired on or before 6/30/2012 and age 65 on or before 10/31/2012 This work product was prepared solely for the Contra Costa County for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties hire their own actuary or other qualified professional when reviewing Milliman work product. Milliman Contra Costa County GASB 45 Actuarial Valuation as of January 1, 2014 15 Milliman Client Report SECTION III. APPENDICES Retirees from the above listed units receive the following County subsidy based on the medical plan elected: Medical Plan Bargaining Unit County Subsidy % (Medical) County Subsidy % (Dental) Contra Costa Health Plan A and B Without Dental 1P, 1R, L3 98% 0% With Delta Dental 1P, 1R, L3 98% 98% With PMI Delta Dental 1P, 1R, L3 98% 98% Kaiser, Health Net HMO Without Dental 1P, 1R, L3 80% 0% With Delta Dental 1P, 1R, L3 80% 78% With PMI Delta Dental 1P, 1R, L3 80% 78% Health Net PPO Without Dental 1P, 1R, L3 55%* 0% With Delta Dental 1P, 1R, L3 55%*78% With PMI Delta Dental 1P, 1R, L3 55%*78% All Medical Plans Without Dental 4N 87% of Kaiser 0% With Dental Plan 4N 87% of Kaiser 70% Dental Only All Units Listed Above 0% All but $0.01 / month  Approximately 55% for 2014. Future increases are split evenly between the County and the retiree. This work product was prepared solely for the Contra Costa County for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties hire their own actuary or other qualified professional when reviewing Milliman work product. Milliman Contra Costa County GASB 45 Actuarial Valuation as of January 1, 2014 16 Milliman Client Report SECTION III. APPENDICES All other Bargaining Units - County Subsidy Frozen at the 2011 Level Currently, eligible retirees from the following bargaining units listed may receive County subsidies towards medical and dental premiums in the same amounts as active employees, with no future increases in this subsidy amount. Bargaining Unit Code Bargaining Unit Name General / Safety Bargaining Unit Code Bargaining Unit Name General / Safety 1X Phys & Dnts & Optometrist Unit General JF CCC Defenders/Investigators General 25 Social Services Unit General K2 Property Appraisers Unit General 51 Professional Engineers Unit General K5 Court Professional Svcs Unit General 99 DEFAULT BARGAINING UNIT General K6 Supervisory Clerical Unit General 2D Community Aide Unit General KK Income Maintence Program Unit General 2I Service Line Supervisors Unit General KL Engineering Technician Unit General 2R Superior Court Reporters-Ex General KM Sheriff's Non-Sworn Mgmt Unit General 3A Superior Court Clerical Unit General KU Probation Supervisors Unit Safety 3B Superior Court Barg Unit-Loc1 General KZ Social Svcs Staff Special Unit General 3G Deputy Clerks Unit General MA District Attorneys' Unit General 3R General Clerical Unit General N2 Property Appraisers Unit General A8 Elected Department Heads General PP Probation Unit of CCC Safety AJ Elected Superior Court Judges General QA Agriculture & Animal Ctrl Unit General AM Elected Municipal Court Judges General QB LVN/Aide Unit General AS Elected Board of Supvs Members General QC Fam/Chld Svs Site Supv Unit General B8 Mgmt Classes-Classified & Exem General QE Building Trades Unit General BA General QF Deputy Public Defender Unit/At General BC Superior Court Exempt Mgmt Gen General QG Deputy Public Defender Unit-In General BD Mgmt Classified & Ex Dept Head General QH Family and Children Services General BF Fire District (MS) Safety Mgmt Safety QM Engineering Unit General BH Superior Ct Exempt Mgmt-DH General QP General BJ Sup Ct Judicial Ofcrs Ex-Mgmt General QS General Services & Mtce Unit General BS Sheriff's Sworn Executive Mgmt Safety QT Health Services Unit General C8 Management Project-Other General QV Investigative Unit General CH CS Head Start Mgmt-Project General QW Legal & Court Clerk Unit General D8 Unrepresented Proj Class-Other General QX Library Unit General F8 Unrep Classified & Exempt-Other General QY Probation Unit General FC Unrep Superior Ct Clerical Exempt General S2 General FD Unrep Superior Ct Other Exempt General Z1 Supervisory Project General FM Unrep Muni Ct Reporter-Exempt General Z2 Non-Supervisory Project General FR Unrep Superior Ct Reptrs-Exempt General ZA Supervisory Management General FS Unrep Cl & Ex Student Workers General ZB Non-Supervisory Management General FX Unrep Exempt Medical Staff General ZL Supervisory Nurse General JD CCC Defenders/Attorneys General ZN Non-Supervisory Nurse General This work product was prepared solely for the Contra Costa County for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties hire their own actuary or other qualified professional when reviewing Milliman work product. Milliman Contra Costa County GASB 45 Actuarial Valuation as of January 1, 2014 17 Milliman Client Report SECTION III. APPENDICES Health Insurance Premium Rates (non-PEMHCA) The following table shows monthly retiree health insurance premiums for the 2014 calendar year for coverage under various health plans sponsored by Contra Costa County, and the County’s subsidies as frozen at the 2011 level. Medical Plan County’s Subsidy (Frozen in 2011) 2014 Premium Rate County’s Subsidy for 2014 Retiree’s Share for 2014 Contra Costa Health Plan A Retiree on Basic Plan $ 509.92 $ 612.77 $ 509.92 $ 102.85 Retiree & 1 or more dependents on Basic Plan 1,214.90 1,459.96 1,214.90 245.06 Retiree on Medicare Coordination of Benefits (COB) Plan 420.27 279.23 279.22 0.01 Retiree & 1 or more dependents on Medicare COB Plan 1,035.60 1,228.77 1,035.60 193.17 Contra Costa Health Plan B Retiree on Basic Plan 528.50 679.27 528.50 150.77 Retiree & 1 or more dependents on Basic Plan 1,255.79 1,614.06 1,255.79 358.27 Retiree on Medicare COB Plan 444.63 287.60 287.59 0.01 Retiree & 1 or more dependents on Medicare COB Plan 1,088.06 1,265.63 1,088.06 177.57 Kaiser Permanente – Plan A Retiree on Basic Plan 478.91 768.47 478.91 289.56 Retiree & 1 or more dependents on Basic Plan 1,115.84 1,790.52 1,115.84 674.68 Retiree on Medicare COB Plan 263.94 295.01 263.94 31.07 Retiree & 1 dependent on Medicare COB Plan 712.79 796.71 712.79 83.92 Retiree & 2 dependents on Medicare COB Plan 1,161.65 1,298.41 1,161.65 136.76 Kaiser Permanente – Plan B Retiree on Basic Plan 478.91 676.03 478.91 197.12 Retiree & 1 or more dependents on Basic Plan 1,115.84 1,575.17 1,115.84 459.33 Retiree on Medicare COB Plan 263.94 223.69 223.68 0.01 Retiree & 1 dependent on Medicare COB Plan 712.79 603.97 603.96 0.01 Retiree & 2 dependents on Medicare COB Plan 1,161.65 984.25 984.24 0.01 Health Net HMO – Plan A Retiree on Basic Plan 627.79 1,067.40 627.79 439.61 Retiree & 1 or more dependents on Basic Plan 1,540.02 2,618.43 1,540.02 1,078.41 Retiree on Medicare Seniority Plus Plan 409.69 514.28 409.69 104.59 Retiree & 1 dependent on Medicare Seniority Plus Plan 819.38 1,028.56 819.38 209.18 Retiree & 2 dependents on Medicare Seniority Plus Plan 1,229.07 1,542.84 1,229.07 313.77 Health Net HMO – Plan B Retiree on Basic Plan 627.79 836.04 627.79 208.25 Retiree & 1 or more dependents on Basic Plan 1,540.02 2,050.86 1,540.02 510.84 Retiree on Medicare Seniority Plus Plan 409.69 431.74 409.69 22.05 Retiree & 1 dependent on Medicare Seniority Plus Plan 819.38 863.48 819.38 44.10 Retiree & 2 dependents on Medicare Seniority Plus Plan 1,229.07 1,295.22 1,229.07 66.15 This work product was prepared solely for the Contra Costa County for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties hire their own actuary or other qualified professional when reviewing Milliman work product. Milliman Contra Costa County GASB 45 Actuarial Valuation as of January 1, 2014 18 Milliman Client Report SECTION III. APPENDICES Health Insurance Premium Rates (continued) Medical Plan County’s Subsidy (Frozen in 2011) 2014 Premium Rate County’s Subsidy for 2014 Retiree’s Share for 2014 Health Net Medicare COB Retiree only $ 467.13 $ 573.03 $ 467.13 $ 105.90 Retiree & spouse 934.29 1,146.06 934.29 211.77 Health Net CA & Nat’l PPO – Basic Plan A Retiree on PPO 604.60 1,365.43 604.60 760.83 Retiree & 1 or more dependents on PPO Basic Plan 1,436.25 3,243.69 1,436.25 1,807.44 Retiree on PPO Medicare Plan with Medicare Part A & B 563.17 924.22 563.17 361.05 Retiree & 1 or more dependents on PPO Medicare Plan with Medicare Part A & B 1,126.24 1,848.43 1,126.24 722.19 Health Net CA & Nat’l PPO – Basic Plan B Retiree on PPO 604.60 1,240.08 604.60 635.48 Retiree & 1 or more dependents on PPO Basic Plan 1,436.25 2,945.89 1,436.25 1,509.64 Retiree on PPO Medicare Plan with Medicare Part A & B 563.17 839.40 563.17 276.23 Retiree & 1 or more dependents on PPO Medicare Plan with Medicare Part A & B 1,126.24 1,678.80 1,126.24 552.5 The following table shows monthly retiree health insurance premiums for the 2015 calendar year for health coverage under Contra Costa Health Plans sponsored by the Contra Costa County. Medical Plan County’s Subsidy (Frozen in 2011) 2015 Premium Rate County’s Subsidy for 2015 Retiree’s Share for 2015 Contra Costa Health Plan A Retiree on Basic Plan $ 509.92 $ 654.44 $ 509.92 $ 144.52 Retiree & 1 or more dependents on Basic Plan 1,214.90 1,559.24 1,214.90 344.34 Retiree on Medicare COB Plan 420.27 301.01 301.00 0.01 Retiree & 1 dependent on Medicare COB Plan 1,035.60 602.02 602.01 0.01 Family, 1 on Medicare COB Plan, and 1 or more on Basic Plan 1,035.60 963.23 963.22 0.01 Contra Costa Health Plan B Retiree on Basic Plan 528.50 725.46 528.50 196.75 Retiree & 1 or more dependents on Basic Plan 1,255.79 1,723.82 1,255.79 468.03 Retiree on Medicare COB Plan 444.63 310.03 310.02 0.01 Retiree & 1 or more dependents on Medicare COB Plan 1,088.06 620.06 620.05 0.01 Family, 1 on Medicare COB Plan, and 1 or more on Basic Plan 1,088.06 992.10 992.09 0.01 This work product was prepared solely for the Contra Costa County for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties hire their own actuary or other qualified professional when reviewing Milliman work product. Milliman Contra Costa County GASB 45 Actuarial Valuation as of January 1, 2014 19 Milliman Client Report SECTION III. APPENDICES PEMHCA Health Plan Premium Rates Eligible retirees from the bargaining units 4N, A8, B8, BD, BF, BS, F8, FW, HA, V#, VH, VN, and XJ can choose to enroll in health plans sponsored by CalPERS based on their residence region (Bay Area, Sacramento, Los Angeles, Northern California, Southern California and Out of State of California). The following table shows the monthly Bay Area retiree health insurance premiums for the 2014 calendar year: Monthly Premium Rates – 2014 Single 2-Party Family Under 65 Over 65 Under 65 Over 65 Under 65 Over 65 Blue Shield $ 836.59 $ 298.21 $ 1,673.18 $ 596.42 $ 2,175.13 $ 894.63 Blue Shield NetValue 704.01 298.21 1,408.02 596.42 1,830.43 894.63 Kaiser 742.72 294.97 1,485.44 589.94 1,931.07 884.91 PERSCare 720.04 327.36 1,440.08 654.72 1,872.10 982.08 PERS Choice 690.77 307.23 1,381.54 614.46 1,796.00 921.69 PERS Select 661.52 307.23 1,323.04 614.46 1,719.95 921.69 Anthem HMO Select 657.33 341.12 1,314.66 682.24 1,709.06 1,023.36 Anthem HMO Traditional 728.41 341.12 1,456.82 682.24 1,893.87 1,023.36 United Healthcare 764.24 193.33 1,528.48 386.66 1,987.02 579.99 PORAC 634.00 397.00 1,186.00 791.00 1,507.00 1,264.00 CCHP 723.74 618.84 1,281.39 1,071.59 1,674.11 1,359.41 Dental Plan Premiums The following table shows monthly retiree dental insurance premiums for the 2014 calendar year. County subsidies vary based on retiree’s medical plan enrollment election and bargaining unit upon retirement. Plan Monthly Premiums Delta Dental - $1,800 Annual Maximum Retiree $ 44.27 Family 100.00 Delta Dental - $1,600 Annual Maximum Retiree $ 42.45 Family 95.63 Delta Care (PMI) Retiree $ 29.06 Family 62.81 This work product was prepared solely for the Contra Costa County for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties hire their own actuary or other qualified professional when reviewing Milliman work product. Milliman Contra Costa County GASB 45 Actuarial Valuation as of January 1, 2014 20 Milliman Client Report SECTION III. APPENDICES Appendix B. Actuarial Cost Method and Assumptions The actuarial cost method used for determining the benefit obligations is the Projected Unit Credit Cost Method. Under this method, the actuarial present value of projected benefits is the value of benefits expected to be paid for current actives and eligible retirees and is calculated based on the assumptions and census data described in this report. The Actuarial Accrued Liability (AAL) is the actuarial present value of benefits attributed to employee service rendered prior to the valuation date. The AAL equals the present value of benefits multiplied by a fraction equal to service to date over service at expected retirement. The Normal Cost is the actuarial present value of benefits attributed to one year of service. This equals the present value of benefits divided by service at expected retirement. Since retirees are not accruing any more service, their normal cost is zero. The actuarial value of assets is equal to the market value of assets as of the valuation date. In determining the Annual Required Contribution, the Unfunded AAL is amortized as a level dollar amount over 30 years on a “closed” basis. There are 24 years remaining in the amortization period as of January 1, 2014. The actuarial assumptions are summarized below. Economic Assumptions Discount Rate (Liabilities) 5.70% We have used a discount rate of 5.70% in this valuation to reflect the County’s current policy of partially funding its OPEB liabilities. This rate is derived based on the fund’s investment policy, level of partial funding, and includes a 2.50% long-term inflation assumption. County OPEB Irrevocable Trust assets are invested in the Public Agency Retirement Services’ Highmark Portfolio. Based on the portfolio’s target allocation (shown below), the average return of Trust assets over the next 30 years is expected to be 6.25%, which would be an appropriate discount rate if the County’s annual contribution is equal to the ARC. If the County were to elect not to fund any amount to a Trust, the discount rate would be based on the expected return of the County’s general fund (we have assumed a long term return of 3.50% for the County’s general fund). Since the County is partially funding the Trust with a contribution of $20 million per year, we used a blended discount rate of 5.70%. Asset Class Expected 1-Year Nominal Return Targeted Asset Allocation Domestic Equity Large Cap 8.14% 17.0% Domestic Equity Mid Cap 8.92% 6.0% Domestic Equity Small Cap 9.90% 8.0% U.S. Fixed Income 4.69% 38.0% International / Global Equity (Developed) 8.56% 16.0% Real Estate 8.12% 4.0% Cash 3.01% 1.0% Alternatives 5.71% 10.0% Expected Geometric Median Annual Return (30 years) 6.25% This work product was prepared solely for the Contra Costa County for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties hire their own actuary or other qualified professional when reviewing Milliman work product. Milliman Contra Costa County GASB 45 Actuarial Valuation as of January 1, 2014 21 Milliman Client Report SECTION III. APPENDICES Demographic Assumptions Below is a summary of the assumed rates for mortality, retirement, disability and withdrawal, which are consistent with assumptions used in the December 31, 2012 CCCERA Actuarial Valuation. Pre / Post Retirement Mortality Healthy: For General Members: RP-2000 Combined Healthy Mortality Table projected to 2030 with Scale AA, set back one year. For Safety Member: RP-2000 Combined Healthy Mortality Table projected to 2030 with Scale AA, set back two years. Disabled: For General Members: RP-2000 Combined Healthy Mortality Table projected to 2030 with Scale AA, set forward six years for males and set forward seven years for females. For Safety Member: RP-2000 Combined Healthy Mortality Table projected to 2030 with Scale AA, set forward three years. Beneficiaries: Beneficiaries are assumed to have the same mortality as a General Member of the opposite sex who had taken a service (non-disability) retirement. Disability Age General Tier 3 Safety (All Tiers) 20 0.01% 0.02% 25 0.02% 0.22% 30 0.03% 0.42% 35 0.05% 0.56% 40 0.08% 0.66% 45 0.13% 0.94% 50 0.17% 2.54% Withdrawal – Sample probabilities of terminating employment with the County are shown below for selected years of County service. Years of Service General Safety Less than 1 13.50% 11.50% 1 9.00% 6.50% 2 9.00% 5.00% 3 6.00% 4.00% 4 4.50% 3.50% 5 4.00% 3.00% 10 2.75% 1.90% 15 2.10% 1.40% 20 or more 2.00% 1.00% This work product was prepared solely for the Contra Costa County for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties hire their own actuary or other qualified professional when reviewing Milliman work product. Milliman Contra Costa County GASB 45 Actuarial Valuation as of January 1, 2014 22 Milliman Client Report SECTION III. APPENDICES Retirement – For this valuation, we have applied the Tier 3 rates for all General employees and Tier A rates for all Safety employees since nearly all current employees are in these two pension tiers. Age General Tier 3 Safety Tier A Age General Tier 3 Safety Tier A 45 0% 2% 60 15% 40% 46 0% 2% 61 20% 40% 47 0% 7% 62 27% 40% 48 0% 7% 63 27% 40% 49 0% 20% 64 30% 40% 50 4% 25% 65 40% 100% 51 3% 25% 66 40%100% 52 3% 25% 67 40%100% 53 5% 25% 68 40%100% 54 5% 25% 69 40%100% 55 10% 30% 70 40%100% 56 10% 25% 72 40%100% 57 10% 25% 73 40%100% 58 12% 35% 74 40%100% 59 12% 35% 75 100% 100% Coverage Election Assumptions Retiree Coverage – We have assumed 90% of new retirees will elect medical and dental coverage at retirement. For new retirees who were members of bargaining units listed in the table on page 12 and hired after the date indicated in the table (eligible retirees must pay entire cost of premium to maintain coverage), we have assumed 50% will elect medical and dental coverage at retirement. Spouse Coverage – We have assumed 50% of new retirees electing coverage will elect spouse medical and dental coverage at retirement. Spouse Age – Female spouses are assumed to be three years younger than male spouses. Dependent Coverage – We have assumed 30% of retirees with no spouse coverage will elect coverage for a dependent child until age 65, and 50% of retirees with spouse coverage will elect coverage for a dependent child until age 65. Health Plan Election – We have assumed that new retirees will remain enrolled in the same plan they were enrolled in as actives. For actives who waived coverage, we have assumed that they will elect Kaiser plan coverage. This work product was prepared solely for the Contra Costa County for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties hire their own actuary or other qualified professional when reviewing Milliman work product. Milliman Contra Costa County GASB 45 Actuarial Valuation as of January 1, 2014 23 Milliman Client Report SECTION III. APPENDICES Valuation of Retiree Premium Subsidy Due to Active Health Costs Currently, the County and California PERS (PEMHCA) health plans charge the same premiums for retirees who are not yet eligible for Medicare as for active employees. Therefore, the retiree premium rates are being subsidized by the inclusion of active lives in setting rates. (Premiums calculated only based on retiree health claims experience would have resulted in higher retiree premiums.) GASB 45 requires that the value of this subsidy be recognized as a liability in valuations of OPEB costs. To account for the fact that per member health costs vary depending on age (higher health costs at older ages), we calculated equivalent per member per month (PMPM) costs that vary by age based on the age distribution of covered members, and based on relative cost factors by age. The relative cost factors were developed from the Milliman Health Cost GuidelinesTM. Based on the carrier premium rates and relative age cost factors assumptions, we developed age adjusted monthly PMPM health costs for 2014 to be used in valuing the implicit rate subsidy. The following tables show the age adjusted expected monthly claims cost for a male participant at age 64 for each health plan and relative age factors compared to a male age 64. Plan Monthly Age Adjusted Claims Cost for Age 64 Male Dependent Child Cost Load CCHP A $ 1,164 $ 157 CCHP B 1,431 329 Kaiser A 1,384 246 Kaiser B 1,278 264 Health Net HMO A 1,878 394 Health Net HMO B 1,621 369 Health Net PPO 1,903 316 California PERS Plans (average) 1,100 219 Relative Claims Cost Factor Compared to Male age 64 Age Male Female 50 0.458 0.572 55 0.604 0.668 60 0.786 0.789 64 1.000 0.915 Since retirees eligible for Medicare (age 65 and beyond) are enrolled in Medicare supplemental plans, the premiums for retirees with Medicare are determined without regard to active employee claims experience and no such subsidy exists for this group for medical cost. This work product was prepared solely for the Contra Costa County for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties hire their own actuary or other qualified professional when reviewing Milliman work product. Milliman Contra Costa County GASB 45 Actuarial Valuation as of January 1, 2014 24 Milliman Client Report SECTION III. APPENDICES Medical Cost Inflation Assumption We assumed future increases to the health costs and premiums are based on the “Getzen” model published by the Society of Actuaries for purposes of evaluating long term medical trend. Under the Patient Protection and Affordable Care Act of 2010, a Federal excise tax will apply for high cost health plans beginning in 2018. A margin to reflect the impact of the excise tax in future years is reflected in the assumed trend. The following table shows the assumed rate increases in future years for Medical premiums. Calendar County Plans * Calendar PEMHCA Plans Calendar All Plans * Year Pre 65 Year Pre 65 Year Post 65 2014 6.50% 2014 7.00% 2014 7.25% 2015 5.25% 2015 5.75% 2015 6.00% 2016 5.75% 2016 6.25% 2016 6.50% 2017 6.50% 2017 – 2018 6.75% 2017 – 2025 6.00% 2018 – 2020 5.75% 2019 7.00% 2026 – 2032 5.75% 2021 – 2023 6.50% 2020 – 2022 7.25% 2033 6.00% 2024 – 2028 6.25% 2023 – 2024 7.00% 2034 6.75% 2029 6.50% 2025 – 2029 6.75% 2035 6.50% 2030 – 2035 6.25% 2030 – 2033 6.50% 2036 – 2042 6.25% 2036 6.00% 2034 – 2036 6.25% 2043 – 2045 6.00% 2037 – 2040 5.75% 2037 – 2038 6.00% 2046 – 2051 5.75% 2041 – 2048 5.50% 2039 – 2043 5.75% 2052 – 2059 5.50% 2049 – 2063 5.25% 2044 – 2050 5.50% 2060 – 2070 5.25% 2064 – 2074 5.00% 2051 – 2061 5.25% 2071 – 2076 5.00% 2075 – 2079 4.75% 2062 – 2074 5.00% 2077 – 2081 4.75% 2080 + 4.50% 2075 – 2079 4.75% 2082 + 4.50% 2080 + 4.50% * For Contra Costa Health Plan A and B, actual increase from calendar year 2014 to 2015 was used. Dental Cost We assumed Dental costs will increase 4.0% annually. This work product was prepared solely for the Contra Costa County for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties hire their own actuary or other qualified professional when reviewing Milliman work product. Milliman Contra Costa County GASB 45 Actuarial Valuation as of January 1, 2014 25 Milliman Client Report SECTION III. APPENDICES Appendix C. Changes in Actuarial Cost Method and Assumptions The following is a list of assumption and method changes from the prior actuarial valuation. The Board adopted the recommended changes at its March 2014 Board meeting. Actuarial Cost Method The actuarial cost method used for determining the benefit obligations was changed from the Entry Age Normal cost method to the Projected Unit Credit cost method. The Entry Age Normal cost method is typically used to value pension benefits related to salary. Since health benefits are not based on salary, the Projected Unit Credit cost method is commonly used for OPEB valuations as it allocates the present value of future benefits based on an employee’s expected service with the County at retirement. The Actuarial Accrued Liability (AAL) is equal to the present value of future benefits prorated by service to the valuation date over service at the expected retirement age. The Normal Cost is equal to the portion of the present value of future benefits attributed to one year of service. This equals the present value of benefits divided by the expected years of service at retirement. Demographic Assumptions The demographic assumptions used in the prior actuarial valuation were consistent with those used in the December 31, 2008 CCCERA actuarial valuation. CCCERA has since updated its demographic assumptions based on more recent experience. The demographic assumptions for this OPEB valuation be updated to were consistent with the assumptions used in the December 31, 2012 CCCERA actuarial valuation. Coverage Election Assumptions In the prior valuation, an assumption of marital status was included; however, assumed coverage elections for spouses and dependent children were not specified. Please see Appendix B for all assumed coverage elections, which are based on recent County experience. Health Cost Inflation Assumption The medical cost inflation trend used in the prior actuarial valuation was applied to both non-Medicare and Medicare premiums. We developed the medical cost trend based on the “Getzen” model published by the Society of Actuaries for purposes of evaluating long term medical trend. Under the Patient Protection and Affordable Care Act of 2010, a Federal excise tax will apply for high cost health plans beginning in 2018. A margin to reflect the impact of the excise tax in future years is reflected in the assumed trend, which differs for non-Medicare and Medicare health costs. We have assumed dental premiums will increase 4% per year. This work product was prepared solely for the Contra Costa County for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties hire their own actuary or other qualified professional when reviewing Milliman work product. Milliman Contra Costa County GASB 45 Actuarial Valuation as of January 1, 2014 26 Milliman Client Report SECTION III. APPENDICES Appendix D. Summary of Participant Data The following census of participants was used in the actuarial valuation and provided by Contra Costa County. Active Employees Age General Safety Total Under 25 44 10 54 25 – 29 377 124 501 30 – 34 732 168 900 35 – 39 838 203 1,041 40 – 44 883 236 1,119 45 – 49 1,043 226 1,269 50 – 54 1,148 85 1,233 55 – 59 997 34 1,031 60 – 64 663 17 680 65 & Over 257 4 261 Total 6,982 1,107 8,089 Average Age at Hire: 45.93 Average Age on Valuation Date: 10.31 Current Retirees Age General Safety Total Under 50 22 69 91 50 – 54 104 146 250 55 – 59 390 163 553 60 – 64 821 211 1,032 65 – 69 1,155 255 1,410 70 – 74 869 125 994 75 – 79 619 86 705 80 – 84 444 72 516 85 & Over 595 60 655 Total 5,019 1,187 6,206 Average Age on Valuation Date: 69.92