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California 2017 Funding Assumption Survey |
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Updated May 2017 |
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Assumed |
Base |
Assumed |
Amortization |
Valuation |
Asset |
RANK |
PLAN SPONSOR |
Investment |
Wage |
"Excess" |
Period |
Asset |
Smoothing |
2017 |
2016 |
2015 |
2014 |
2013 |
2011 |
2010 |
2009 |
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Return |
Inflation |
Investment |
(years) |
Corridor |
Period |
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Return |
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(a) |
(b) |
(a) - (b) |
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1 |
1 |
1 |
1 |
1 |
1 |
2 |
2 |
CalPERS - Legislative (closed) |
5.75% |
3.00% |
2.75% |
30- but FR
> 100%; G/L 30 layered |
N/A (Market) |
N/A |
2 |
4 |
4 |
23 |
17 |
3 |
7 |
13 |
City of San Jose (Safety) |
6.875% |
3.25% |
3.625% |
most G/L 15
layered |
Y: 80-120 |
5 |
3 |
2 |
2 |
2 |
4 |
5 |
4 |
4 |
Contra Costa County |
7.00% |
3.25% |
3.75% |
7 - declining; G/L 18 layered |
N |
5 |
4 |
3 |
3 |
3 |
2 |
9 |
9 |
10 |
San Mateo County |
|
7.00% |
3.25% |
3.75% |
7 - declining; G/L 15 layered |
Y: 80-120 |
5 |
5 |
5 |
5 |
4 |
7 |
10 |
11 |
15 |
City of San Diego 5 |
|
7.00% |
3.05% |
3.95% |
12-declining;G/L layered 15. most level $$ |
Y: 80-120 |
4 |
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6 |
6 |
6 |
5 |
3 |
4 |
5 |
5 |
CalPERS - Judges 1, 3 |
7.00% |
3.00% |
4.00% |
30-declining; G/L 30 layered (100+% FR) |
N/A (market) |
N/A |
7 |
8 |
8 |
8 |
5 |
6 |
8 |
7 |
LA Department of Water & Power |
7.25% |
3.50% |
3.75% |
15 - layered
Level $$ |
N |
5 |
8 |
11 |
11 |
10 |
22 |
20 |
22 |
24 |
Fresno County |
|
7.00% |
3.50% |
3.50% |
17-declining; G/L 15 layered |
Y: 70-130 |
5 |
9 |
20 |
20 |
16 |
18 |
18 |
30 |
31 |
Santa Barbara County 3 |
7.00% |
3.00% |
4.00% |
most 14-declining; G/L 19 layered |
N/A(market) |
N/A |
10 |
14 |
14 |
12 |
13 |
14 |
13 |
11 |
Sonoma County |
|
7.25% |
3.50% |
3.75% |
12-declining; G/L 20 layered |
N |
5 |
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11 |
15 |
15 |
13 |
33 |
32 |
31 |
32 |
City of Fresno
(Safety)
11 |
7.25% |
3.50% |
3.75% |
G/L 15-layered (100+% FR) |
N |
5 |
12 |
16 |
16 |
14 |
34 |
31 |
32 |
33 |
City of Fresno (General) 6 11 |
7.25% |
3.50% |
3.75% |
G/L 15 layered
(100+% FR) |
N |
5 |
13 |
7 |
7 |
6 |
8 |
11 |
37 |
36 |
Alameda-Contra
Costa Transit 4 |
7.25% |
3.00% |
4.25% |
12-declining; G/L
layered |
Y: 80-120 |
5 |
14 |
9 |
9 |
7 |
11 |
13 |
10 |
12 |
Ventura County |
|
7.50% |
3.50% |
4.00% |
3-declining; G/L 15 - layered |
N |
5 |
15 |
10 |
10 |
9 |
6 |
12 |
12 |
16 |
San Bernardino County |
7.50% |
3.75% |
3.75% |
6-declining; G/L layered 20 |
N |
5 |
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16 |
12 |
12 |
31 |
29 |
33 |
34 |
40 |
City of San Jose (General) |
6.875% |
2.85% |
4.025% |
most 23 -
declining; G/L layered 20 |
N |
5 |
17 |
13 |
13 |
11 |
10 |
8 |
3 |
3 |
City & County of San Francisco |
7.50% |
3.75% |
3.75% |
most 17-declining; G/L 20 layered |
N |
5 |
18 |
17 |
22 |
22 |
31 |
30 |
29 |
30 |
San Diego County |
|
7.50% |
3.75% |
3.75% |
8-declining; G/L 20
layered |
N |
5 |
19 |
18 |
17 |
17 |
12 |
34 |
33 |
35 |
Orange County |
|
7.25% |
3.50% |
3.75% |
17-declining; G/L 20 layered |
N |
5 |
20 |
19 |
18 |
18 |
23 |
22 |
15 |
17 |
Imperial County |
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7.50% |
3.75% |
3.75% |
15 - declining; G/L 15 layered |
Y: 70-130 |
5 |
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21 |
24 |
19 |
15 |
9 |
21 |
21 |
14 |
Marin County
4 |
|
7.25% |
3.00% |
4.25% |
17-declining; G/L 24 layered |
N/A (Market) |
N/A |
22 |
22 |
36 |
36 |
37 |
39 |
39 |
38 |
Stanislaus County |
|
7.25% |
3.25% |
4.00% |
20 - declining |
Y: 80-120 |
5 |
23 |
31 |
31 |
21 |
15 |
16 |
14 |
9 |
Merced County |
|
7.25% |
2.75% |
4.50% |
13- declining;G/L 24 layered and ramped |
N/A(market) |
N/A |
24 |
23 |
21 |
25 |
16 |
17 |
16 |
19 |
Los Angeles Fire & Police |
7.50% |
4.00% |
3.50% |
most 21 declining;
most G/L 20 layered |
Y: 60-140 |
7 |
25 |
27 |
25 |
27 |
21 |
35 |
35 |
28 |
San Luis Obispo County 8 |
7.125% |
3.375% |
3.75% |
24- declining |
N |
5 |
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26 |
26 |
23 |
19 |
28 |
28 |
25 |
23 |
San Joaquin County 7 |
7.40% |
3.15% |
4.25% |
17-declining; G/L 15 layered |
Y: 80-120 |
5 |
27 |
25 |
24 |
26 |
20 |
24 |
23 |
25 |
Kern County |
|
7.50% |
3.75% |
3.75% |
19.5 - declining; G/L 18 layered |
Y: 50-150 |
5 |
28 |
28 |
27 |
28 |
24 |
23 |
17 |
20 |
Alameda County |
|
7.60% |
3.75% |
3.85% |
16 - declining ; G/L 20 layered |
Y: 60-140 |
5 |
29 |
29 |
30 |
32 |
30 |
36 |
27 |
8 |
Mendocino County |
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7.25% |
3.75% |
3.50% |
23-declining; G/L 18 layered |
Y: 75-125 |
5 |
30 |
21 |
26 |
20 |
14 |
15 |
6 |
6 |
University of California 10 |
7.25% |
3.50% |
3.75% |
24-declining, G/L 20 layered Level $$ |
N |
5 |
31 |
30 |
28 |
29 |
25 |
25 |
24 |
29 |
Sacramento County |
7.50% |
3.50% |
4.00% |
Most 19 - declining; G/L 20 layered |
Y: 70-130 |
7 |
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32 |
34 |
34 |
35 |
36 |
40 |
40 |
39 |
East Bay Municipal Utility |
7.25% |
3.50% |
3.75% |
Pre-2012 layered 30; Otherwise G/L-20 layered |
Y: 70-130 |
5 |
33 |
32 |
32 |
30 |
26 |
26 |
20 |
22 |
City of Los Angeles |
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7.50% |
4.00% |
3.50% |
most 26-declining ; G/L 15-layered |
Y: 60-140 |
7 |
34 |
33 |
33 |
33 |
32 |
37 |
38 |
37 |
CalPERS 3 |
|
7.50% |
3.00% |
4.50% |
19-declining with 5-year ramping |
N/A(market) |
N/A |
35 |
35 |
35 |
34 |
27 |
27 |
26 |
27 |
Los Angeles County |
|
7.25% |
3.25% |
4.00% |
23- declining; G/L
30 layered |
N |
5 |
36 |
36 |
37 |
37 |
35 |
29 |
28 |
26 |
CalSTRS |
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7.25% |
3.50% |
3.75% |
30 years with laddered increases |
N |
3 |
37 |
37 |
29 |
24 |
19 |
19 |
19 |
21 |
Tulare County 9 |
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7.60% |
3.00% |
4.60% |
18-declining; G/L 19 layered |
Y: 70-130 |
10 |
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NOTES: |
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Bold
indicates change from previous survey. |
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1: This does not reflect the Judges I system
closed in 1994: features include
pay-as-you-go funding and a 4.25% assumed investment return |
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2: Legal agreement determines contribution
level -- pegged to specified funded ratios |
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3: Instead of asset smoothing, contribution
smoothing via ramping |
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Intent is to lower investment return to 7% over 2-3 years with
undecided impact on base wage inflation |
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4: 50% of
"extraordinary" 2008/09 losses amortized over 30 years; G/L
amortization is subject to ramping |
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5 System is closed for non-Police; |
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6 Amortization will revert to average future working
lifetime, roughly 10 years, in event FR becomes < 100% |
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7 Extraordinary 2008
actuarial loss amortized over 30 years |
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8 2008 actuarial
losses amortized over 10 years and assumes proposed Experience Investigation
changes are adopted |
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9 Assumed Investment
return scheduled to decrease by 0.05% annually |
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10 Post-7/1/16 hires have option to elect to
be in defined contribution ("DC") plan |
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6% contribution will be made toward UAL for those in DC plan. |
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Additional state contributions may be required as 14% employer rate
and 8% employee rate are significantly below actuarially determined rate. |
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11 If FR (funded ratio)
>110%, 25-year amortization of surplus |
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Survey and related text will be posted on roederfinancial.com We can be
contacted at (619) 300-8500 |
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FR
= Funded ratio |
G/L
= actuarial gains/actuarial
losses |
"Layered" means a new amotization base is created each year. |
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POB
= Pension Obligation Bond |
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DC = Defined Contribution |
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Effective with the 2013 survey, the number of
entities was reduced from 40 to 37, eliminating three small closed systems. |
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The amortization periods for assumption
changes are often longer than for G/L and are not shown here. Often, there is a separate amortization
policy applicable to benefit changes. |
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