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Police Actuarial Valuation Report 2019Village of Oak Brook Police Pension Fund GASB Nos.67 & 68 Report as of FiscalYear Ending December 31,2019 Table of Contents Actuaria:CertincatiOn summary Statement of Fiduciary Net POSition Statement of Changes in Fiduciary Net Position Schedu:o of Changes in Net Pension Liabi:ity and Reiated Ratios Penslon Expense Deferred Outfiows of Resources and Deferred:nflows Of Resources Related to Pollsions Rate of Retum Discount Rate and Net POnsion Liability Sensitivity Schedule o'Contributions Actua"a:Assumptions for Tota:Pension Liabi:ity Actua∥a:Assumptions for Actuarially Determined Contributions P:an pr●vislons356789 10 12 13 21Page ⑪∩yhOrt Village of Oak Brook Police Pension Fund GASB Nos, 67 & 68 Report as of Fiscal Year Ending December 3'1, 2019 Actuarial Certification This report is prepared in accordance with our understanding of GASB Nos. 67 & 68 for the purpose of disclosing pension plans in financial statements. Determinations for purposes other than meeting these requirements may be signiflcantly differenl from the results contained in this report. The information presented in this repo( is based on:. the actuarial assumptions included in this report;. the plan provisions;. participant informalion furnished to us by the Plan Administrator;. asset information fumished to us by the Plan Trustee. We have reviewed the provided data for reasonableness when compared to prior information provided, but have not audited the data. Where relevant data may be missing, we may have made assumptions we believe are reasonable for the purpose of the measuremenl. We are not aware of any signiflcant issues with and have relied on the data provided. Any errors in the data provided may result in a different result than those provided in this report. The interest rate, other economic assumptions, and demographic assumptions have been selected by the plan sponsor wilh our recommendations. The assumptions used, in our opinion, are reasonable and represent a reasonable expectation of future experience under the plan. All calculations have been made in accordance with qenerally accepted actuarial principles and practice A summary of any assumptions not included in this report, the plan provisions and the participant information is included in the Actuarial Valuation Report for funding purposes. Future actuarial measurements may differ significantly from lhe cunent measurements presented in this report due to such factors as the following: . plan experience differing from that anticipated by lhe economic or demographic assumptions; . changes in economic or demographic assumptions; . increases or decreases expected as part of the natural operation ot the melhodology used for these measurements (such as the end of an amortization period or additional cost or contribution requirements based on the plan's funded status); and . changes in plan provisions or applicable law. We did not perform an analysis of the potential range of future measurements due to the limited scope of our engagement. 3 1 ⑪∩yhO rt Village of Oak Brook Police Pension Fund GASB Nos. 67 & 68 Reporl as of FiscalYear Ending December 31, 2019 Actuarial Certification The undersigned are compliant wilh the continuing education requirements of the Qualification Standards for Actuaries lssuing Statements of Actuarial Opinion in the United States. To our knowledge there have been no significant events prior to the current year's measurement date or as of the date of this report which could materially affect the results contained herein. Neither Nyhart nor any of its employees have any relationships with the plan or plan sponsor which could impair or appear to impair the objectivity of this report. Nyharl ′″ ′バ 〈f(′ ・ ′り くマ `「 口‐ 1::::::キ |“ ¨―― ・ く 03/17′2020 Mike Zurek,EA,MAAA Scott Cav n,FSA,EA,MAAA 41 ⑪∩yhOrヒ Vi∥age of Oak Brook Police Pension Fund GASB Nos 67&68 RepOrt as of Fisca:Year Ending December 31,2019 Summary Net Pension Liability The components of the net pension liability at Oecember 31 Total pension liability Plan fiduciary net position Net pension liability Plan fiduciary net position as a percent of the total pension liability Pension Expense for the Fiscal Year Ended December 31 Actuarial Assumptions The lolal pension liability was delermined using lhe following actuarial assumptions lnflation Salary increases, including inflation lnvestment rate of return. including inflation, and net of investment expense Plan Membership The total pension liability was determined based on the plan membership as of December 31 lnactive plan members and beneficiaries currently receiving benelits lnactive plan members entitled to but not yet receiving beneflts Active plan members Total members 12731′2019 12′31′2018 63,107,741 (41,183.345) 60.472,616 (35,164,644) 21,924,396 6526% 3,092,993 25,307.972 5815% 3,442,566 250% 375% 675% 250% 375% 675% 391 39 51 ‐①∩yhOrし 84 79 Vi:lage of Oak Brook Police Pension Fund CASB Nos 67&68 Report as of Fiscal Year Ending December 31,2019 Statement of Fiduciary Net Position Assets Cash and deposits Securities lending cash collateral Total cash Receivables: Contributions Due rrom broker for investments sold lnvestment income Other Total receivables lnvestments: Money Market Mutual Funds Fixed lncome Stock Equities Mutual Funds Total investments Totalassets Liabilities Payables: lnvestment management fees Due to broker for investments purchased Collateral payable for securities lending Other Total liabilities Net position restricted for pensions 127,6770 113,2810 127,67700 97,229 3,144 113,28100 118,926 3,202 100,373 2,833,731 11,255,9400 26,888,453 122,128 1,507.606 11,577.5520 21,855,588 34,940,746 35.176,155 $ 000 11,541 S ll.511 $ 35,164,644 40,978,124 41,206,174000 22.329 22,329 41,183,345 12′31′2019 12′31′2018 61 q∋∩yhorヒ Village ofOak Brook Police Pension Fund GASB Nos. 67 & 68 Report as of Fiscal Year Ending December 31, 20'19 Statement of Changes in Fiduciary Net Position 12′31′2019 12′31′2018 Additions Contributions: Employer lvlember Nonemployer contributing entity Total contributions lnvestment income: Net increase in tair value of investments lnterest and dividends Less investment expense, other than ,rom securities lending Net income other than from securities lending Securities lending income Less securities lending expense Net income from securilies lending Net investment income Other Total additions Deductions Benefit payments, including retunds of member contributions Administrative expense Other Total deduclions Net increase in net position Net position restricted for pensions Beginning of year End of year $ 2,435,811 s 5,439,789 1,167,022 (77,639) S 6,529,172002,057,112 378,6990 S O S 6.529,1720 8,964,983 2,904,890 41,3920 S 2,357,030 S (4,664,192) 2.353.265 (74,705) $ (2,385,632)00$ 0 S (2,385,632)0(28,602) 2.531,903 54,6670 2.586.570 (2,615,172) 37,779,816 35,164.644 1,946,714 410,3160 2,946.282 6.018,701 35,164,644 41,183,345 7 1 q∋∩yhorヒ Village of Oak Brook Police Pension Fund GASB Nos. 67 & 68 Report as of Fiscal Year Ending December 31, 2019 Schedule of Changes in Net Pension Liability and Related Ratios 12ノ 31ノ 2019 12′31′2018 12ノ 31′2017 12′31ノ 2016 12ノ 31′2015 Total pension liability Service cost lnterest Changes of benefit terms Differences between expected and actual experience Changes of assumptions Benefit payments, including refunds of member contributions Net change in total pension liability Total pension liability - beginning Tota! pension liability - ending (a) Plan fiduciary net position Contributions - employer Contributions - member Contributions - nonemployer contributing member Net investment income Benefit payments, including refunds of member contributions Administrative expenses Other Net change in plan fiduciary net position Plan fiduciary net position - beginning Plan fiduciary net position - ending (b) Net pension liability - ending (a) - (b) Plan fiduciary net position as a percentage of the total pension liability Covered-employee payroll Net pension liability as percentage of covered- employee payroll 852,541 $ 4,041,408 63,841 778,897 (196,672) (2,904,890) 890,871 $ 3,902,7220 199,802 (182,060) (2,531,903) 833,296 $ 3,650,6330 (347,589) 1,964,218 (2,315,047) 800,389 $ 3,563,1450 (856,825) 96,439 (2,364,839) 816,276 3,338,2380 (48,037) 1,597,133 (2,346,686) 2,635,125 60,472,616 2,279,432 58,193,184 3,785,511 54,407,673 1,238,309 53,169,364 3,356,924 49,812,440 63,107,741 s 2,057,112 378,6990 6,529,172 (2,904,890) (41,392)01,946,714 410,3160 (2,385,632) (2,531,903) (54,667)01,748,025 386,7270 4,461,837 (2,315,047) (35,776)01,527,927 383,2380 2,176,018 (2,364,839) (39,522)053,169,364 1,336,683 358,4990 (429,965) (2,346,686) (38,647)060,472,616 $58,193,184 $54,407,673 $ 6,018,701 35,164,644 (2,615,172) 37,779,816 4,245,766 33,534,050 1,682,822 31,851,228 (1,120,116) 32,971,344 41,183,345 S 35,164,644 $37,779,316 $33,534,050 $31,851,228 21,924,396 65.26% 3,932,044 557.58% 25,307,972 58.15% 3,849,863 657.37% 20,413,368 64.92% 3,892,216 524.47% 20,873,623 6163% 3,829,224 545.11% 21,318,136 59.91% 3,735,548 570.68% 81 q∋∩yho rt$$ village of Oak Brook Police Pension Fund GASB Nos. 67 & 68 Report as of Fiscal Year Ending December 31, 2019 Pension Expense Fiscal year ending Service cosl lnterest on total pension liability Projected earnings on pension plan investments Changes of benefit terms Employee contributions Pension plan administrative expense Other changes Cunent period recognition of deferred outflows/(inflows) of resources Differences between Expected & Actual Experience in measurement of the Total Pension Liability Changes of assumptions Differences between Projected & Actual Earnings on Pension Plan lnvestments Total 12′31′2019 12′31′2018 S 852,541 S 890,871 4,041,408 (2,356,385) 63,841 (378,699) 41,3920 3,902,722 (2,542,391)0(410,316) 54,6670 695,147 1,062.396 S (54,753) S (210,530) 655,811 227,837 $ 3p%rr3 $ 3341566 9 1 個)∩yhOrし Village of Oak Brook Police Pension Fund GASB Nos. 67 & 68 Report as of Fiscal Year Ending December 31, 2019 Deferred Outflows of Resources and Deferred lnflows of Resources Related to Pensions Differences between expected and actual experience in measurement of the total pension liability for fiscal year ending: lnitial Balance !nitia! Amortizalon Penod Annual Recognition 12/31/2019 Balance December 31,2019 December 31,2018 December 31,2017 December 31,2016 December 31,2015$$$$$778,897 199,802 (347,589) (856,825) (48,037) lnitial Balance 5.0 5.0 5.0 5.0 5.0 lnitial Amortization Period 155,779 39,960 (69,518) (171,365) (9,609) 623,118 119,882 (139,035) (171,365)0$$$$$Changes in assumptions for fiscal year ending: (54,753) Annual Recognition 432,600 12/31/2019 Ba:ance December 31,2019 December 31,2018 December 31,2017 December 31,2016 December 31,2015 Differences between projected and actual earnings on pension plan investments for fiscal year ending: (196,672) (182,060) 1,964,218 96,439 1,597,133 !nitia! Ba!ance lnitial Amortization Period 5.0 5.0 5.0 50 5.0 (39,334) (36,412) 392,844 19,288 319,425 655,811 Annua! Recognition (157,338) (109,236) 785,686 19,2870 538,399 12/31/2019 Balance December 31,2019 December 31,2018 December 31,2017 December 31,2016 December 31,2015 (4,172,787) 4,928,023 (2,205,581) (42,705) 2,632,238 50 5.0 5.0 5.0 5.0 (834,557) 985,605 (441,116) (8,541) 526,446 (3,338,230) 2,956,813 (882,233) (8,541)0$$$$$227,837 (1,272,191) 101P a g ①∩yhOrt Village of Oak Brook Police Pension Fund GASB Nos. 67 & 68 Report as of Fiscal Year Ending December 31, 2019 Deferred Outflows of Resources and Deferred lnflows of Resources Related to Pensions Deferred Outflows Deferred lnflows of Resources of Resources Differences beh″een expected and actual experience $ 743,000 S (310,400) Changes of Assumptions S 804,973 S (266,574) Net difFerence beh″een praected and actual earnings on pension p:an investments S 2,956,813 S (4,229,004) $ 4,504,786 $ (4,805,978) The balances as of December 31,2019 ofthe deferred outOows/(in10ws)of reSOurces wi:!be recognized in pension expense fbrthe Flscal year ending December 31. 2020 2021 2022 2023 2024 Thereafter S(7,368) $153,249 $271,041 $(718,114) $0 $0 111Page q∋∩yhorヒ vinage Of oak Brook Po!ice Pension Fund CASB Nos 67&68 Report as of Fisca:Year Ending December 31,2019 Rate of Return The long-term expected rate of return on pension plan investments was determined usang a building-block method in which expected future real rates of return (expected returns, net of pension plan investment expense and inflation) are developed for each major asset class. These expected future real rales of return are combined to produce the long-term expected rate of return by weighting the expected ,uture real rates of return by the target asset allocation percentage and by adding expected inflation. Best estimates of arithmetac real rates of return lor each major asset class included in the pension plan's target asset allocation as of December 31 , 2019 are summarized in the following table: lvloney Market Mutual Funds Fixed lncome Stock Equities lrrulual Funds Cash Total Long-lerm expected rate of return is 6.75%. Money-weighted rate of return is '18.71%. 70% 280% 00% 650% 00% 050% 250% 550% 550% 000% 1000% 121Page 個)∩yhOrし Village of Oak Brook Police Pension Fund GASB Nos.67 & 68 Report as of FiscalYear Ending December 3'1,2019 Discount Rate and Net Pension Liability Sensitivity Discount rate The discount rate used to measure the total pension liability was 6.75%. The projection of cash flows used to determine lhe discount rate assumed that plan member contributions will be made at the current contribution rate and that conlributions will be made at rates equalto the difference between actuarially determined contribution rates and the member rate. Professional judgment on future conlributions has been applied in those cases where coniribution patterns deviate from the actuarially determined rates. Based on those assumptions, the pension plan's fiduciary net position was projected to be available to make all projected future benefit payments of current plan members. Therefore, the long-term expected rate of return on pension plan investments was applied to all periods of proiected benefit payments to determine the total pension liability. Sensitivity ofthe net pension liabi“ty to changes in the discount rate The fo∥owing presents the net pension liab∥ity,oalculated using the discOunt rate of 6 75%,as we∥as whatthe net pension∥ab∥ty would be ifit were calculated using a discount rate thatis l‐percentage‐pointlower(575%)o「1‐percentage―point higher(775%)than the curentrate: 1%Decrease Current Discount l%increase (575%) Rate(675%) (775%) Net pension∥ab∥ity S 30,948,190 $ 21,924,396 S 14,591,916 13 | P a !r e CD∩yhO rt Village of Oak Brook Police Pension Fund GASB Nos. 67 & 68 Report as of Fiscal Year Ending December 3'1, 2019 Schedule ot Contributions 2018 2017 2016 Actuarially determined contribution Contributions in relation to the actuarially determined contribution Contrlbution dericiency (excess) covered-employee payroll Conlributions as a percentage of covered-employee payroll Actuarially determined contribution Contributions in relation to the actuarially determined contribution Contrlbution defi ciency (excess) Covered-employee payroll Contributions as a percentage of covered-employee payroll 2,057.112 2,057,112 1,946,714 1,946,714 1,748,025 S l,748,025 1,708,330 1,527,927 1.550,233 1.336,6830 3,849,863 5343%03,892,216 5002%03,829,224 4565% 2012 180,403 3,735,548 4090% 213,550 3,631,184 3681% 201020132011 1,485,673 1,259,824 1,205,519 1,171,537 969,024 977,367 885,339 674,170 225,349 3,598,016 3501% 33,982 3,646,309 3213% (8,343) 3,340,998 2952% 211,169 3,288,064 2050% 14 lP aqe 咽∋∩yhOrt 2019 2015 2014 Village of Oak Brook Police Pension Fund GASB Nos. 67 & 68 Report as of Fiscal Year Ending December 3'1, 2019 Actuarial Assumptions for Tolal Pension Liability The total pension liability as of December 31, 2019 was dstermined using the following actuarial assumptions: Acluarial Cosl llethod Entry Age Method Asset Method Market Value of Assets lnteresl Rates Discounl Rate Expected Long Term Raie of Relurn Municipal Bond Rate lnflation Annual Pay lncreases Measurement Date 675% 675% N′A250% 375% December 31,2019 Ad-hoc Cost-of-Living lncreases 3.0% (1.25% for those hired on or after January 1, 20111 Mortality Rates Healthy RP-2014 Mortality Table with a blue collar adjustment, with generational improvement scale MP-2019 applied from 2013 Disabled 115"/" of the RP-2014 Mortality Table with a blue collar adjustment, with generational improvement scale MP-20'19 applied from 2013 All other assumptions As described in lhe assumptions section of the actuarial determined contribution Experienqe Study An acluarial experience sludy was provided October 5, 2017 lo the Department of lnsurance reflecting experience for the years 2011 - 2016 from numerous Funds valued by the Department of lnsurance, including the Village of Oak Brook. 15 | P a g e q∋∩yhorヒ Village of Oak Brook Police Pension Fund GASB Nos. 67 & 68 Report as of Fiscal Year Ending December 31,2019 Actuarial Assumptions for Actuarially Determined Contributions Actuarial Cost Method Entry Age Normal Cost Method Arnortization Method closed leve!percentage of payro∥amortization of 1 000/。ofthe Unfunded Actuaria:Accrued Liability using a 2.500/O payro∥growth assumption overthe period ending on December 31, 2040(22‐year amortization in 201 9) Asset Method 5 year smoothing of asset gains and losses interest Rates 6.75%,net ofinvestrnent and administrative expenses :nflation 2 50% Annual Pay increases 3.75% Ad‐hoc Cost‐of‐iiving]ncreases 3.0%(1.25%forthose hired after 1/1/2011) Mortality Rates Heaithy RP‐2014 Mortal“y Tab:e with a blue collar adiustment,with generatlona: :rnprovement Scale MP‐2018 app∥ed from 2013 Disabled l15%ofthe RP‐2014 Mortanty ttable wnha blue cO∥ar attuStment,wtth generalona: :rnprovement scale MP-2018 app:ied from 2013 10°/O of deaths are assumed to be in the line or duty Retirement Rates Recommended rates from the 2017 1E)Ol experience study: 丁ier! Tier∥ Age Rate Age Rate 50‐51 150/0 50¨54 5% 52‐54 20% 55 40% 55‐64 25% 56-64 25% 65-69 40% 65‐69 40% 70+ 100% 70+ 100% 161 q∋∩yhort Village of Oak Brook Police Pension Fund GASB Nos. 67 & 68 Report as of Fiscal Year Ending December 31, 2019 Actuarial Assumptions for Actuarially Determined Contributions Disab∥ny Rates Termination Rates Marital Status and Ages Expense Load Recommended rates from the 2017 1DO!expenence study Sample rates include: Age Rate 20 000% 30 014% 40 042% 50 071% 60%of disab∥nies are assumed to be in the∥ne of duty Recommended rates from the 2017 1DOl experience study Samp!e rates include: Age Rate 20 1040% 30 560% 40 190% 50 150% 80%of participants are assumed to be married、″ith female spouses 3 years younger Equalto the administrative expenses paid in the prlor year 171Page ⑪∩yhO rt Vi∥age of Oak Brook Po:ice Pension Fund CASB Nos 67&68 RepOrt as of Fisca:Vear Ending December 31,2019 P:an Provisions Eligibility for Participation Police Officers of the Village of Oak Brook Accrual of Benefits For employees hired prior to Januayl, 201 1 , the normal retirement benelit is equal to 50% of the linal salary plus 2.5% of any service over 20 years (with a maximum o, 30) times the final salary. There is a minimum benefit of $1,000 per month. The benefit is paid as a 100% joint and survivor benefit with the spouse, children under 18, or dependent parents of the participant as the survivor. For employees hired on or after January 1, 2011, the normal retirement benefit is equal to 2.5% of the final average salary times benefit service (maximum 30 years). The benefit is paid as a 66.67% joint and survivor benefit with the spouse, children under 18, or dependent parenis of the participant as lhe survivor. Benefits Normal Retirement Eligibility For employees hired prior to January 1, 2011, the normal reliremenl date is the lirst day of the month on or afrer complelion of 20 years of service and attainment of age 50. For employees hired on or after January 1, 2011, the normal retirement date is the first day of the month on or atter completion of 10 years of service and attainment of age 55. Benefit Unreduced Accrued Benefit payable immediately. Early Retirement Eligibility For employees hired prior to January 1, 201 1 and terminating with less than 20 years of service For employees hired on or after January '1, 2011 who has attained age 50 and has 10 years of service. Benefit For those hired prior to January 1, 201 'l the Accrued Benetit of 2.5% of final salary times service shall be paid at age 60. For those hired on or alter January 1, 2011 the Accrued Benefit is reduced by 0.5% for each month prior to age 55. Termination E∥gibinty Participants terminaung befOre 20 years of service Benent Refund of Contributions 181 個)∩yhO rt village of Oak Brook Police Pension Fund GASB Nos. 67 & 68 Report as of Fiscal Year Ending December 31, 2019 Plan Provisions Disability in The Line of Duty E∥gb∥ity Benent Disability Notln The Line of Duty E∥gib∥ity Benent For participants who become disabled in the line of duty. The greater ol 65% of the final salary or accrued benefit For participants who become disabled outside of the line of duty. 50% of the final salary Death ln the Lln€ of Duty Eligibility For participants who die in the line of duty. Benefit The benefit is 100% oflinalsalary paid to the survivor. Death Not ln th8 Lino of Duty Eligibility For participants who die outside of the line of duty. Benefit For those hired before January 1, 201'l and grealer than 20 years of service, a benelit of 100% of the accrued benefit is paid to the survivor. For those with more lhan 10 years of service, but less than 20 years of service, a benefit of 50% of the linal salary is Provided to the survivor. For those hired on or afrer January 1, 2011, a benefit equal to the greater ol 54o/o ot final salary and ol 66-213o/0 of the accrued benelit is paid to the survivor. Compensatlon Final Salary is the salary altached io the rank held on the last day of service, or one year prior to the last day, whichever is greater. Final Average Salary is the average monthly salary obtained by dividing the total salary of the police officer during lhe 48 consecutive months of service within lhe last 60 months of service in which the total salary was the highest by the number of months of service in that period. Salary will not exceed $106,800 adjusled from January 1, 20'11 with the lesser of 3% and 50o/o ('100% effective 11112020\ ol lhe CPI on November 1. 191 a)∩yhorヒ Village of Oak Brook Police Pension Fund GASB Nos.67 & 68 Report as ol FiscalYear Ending Decsmber 31,20'19 Plan Provisions Credited Service For Vesting and 8enefit Accrual purposes, pension service credit is based on elapsed time ,rom date of hire. Employee Contrlbutlons 9.91% of Compensation COLA Eligibility All Participants Benefit For employees hired prior to January 1, 2011, a compound COLA of 3% is granted each year after attainment of age 55 and 1 year of payments. For employees hired atter or on Januayl, 2011, a simple COLA of the lesser of 3% and 50% o, the CPI on November I is granled each year after attainment of age 60 and 1 year of payments. For disabled employees, a simple COLA is available after attainment of age 60 and 1 year of payments. For employees hired prior to January '1, 201 1, the COLA is 3%. For employees hired after Januayl, 2011 , the COLA is the lesser of 3% and 50% of lhe CPI on November'1. Plan Provisions Not lncluded We are not aware of any plan provisions not included in the valuation Adrustments Made for Subsequent Events We are not aware of any event following the measurement date and prior to the date of this report that would materially impacl the results of this report. 20 lPage q∋∩yhorヒ