-e=mployees' Ret:i-rement Sys-tern of Geoi'gia
State of Georgia
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Table of Contents
BOARDS OF TRUSTEES ..... .
LETTER OF TRANSMITTAL 2-3 LEGISLATION ................................................... 4
ACTUARIAL SUMMARY EMPLOYEES' RETIREMENT SYSTEM
5-7
PUBLIC SCHOOL EMPLOYEES RETIREMENT SYSTEM . . . . . . . . . . . . . . . . . . 8 - 10
LEGISLATIVE RETIREMENT SYSTEM ........................... , 11 - 13
TRIAL JUDGES AND SOLICITORS RETIREMENT FUND . . . . . . . . . . . . . . . . . 14 - 16
STATE EMPLOYEES ASSURANCE DEPARTMENT (GTLI)
17 - 19
INVESTMENT REPORT POOLED INVESTMENT FUND . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20 STRUCTURAL ANALYSIS OF INVESTMENTS/RATE OF RETURN . . . . . . . . . . . . . . . 21 TEMPORARY INVESTMENTS/BONDS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
COMMON STOCK HOLDINGS ~-~
MORTGAGES, OTHER SECURED NOTES, REAL ESTATE ................ , . 26
AUDITED FINANCIAL STATEMENTS
TABLE OF CONTENTS ......................................... 27
INDEPENDENT AUDITORS' REPORT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
BALANCE SHEETS, HISTORICAL TREND INFORMATION, SUPPLEMENTARY INFORMATION, AND ADDITIONAL INFORMATION . . . . 29 - 42
,t..<.;EfVEL
JAN O2 1996
OOCUMENfS ~A UBRARIE~
State of Georgia
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Boards of Trustees
Joe Edwards, Ph.D. Chairman Commissioner, Retired Department of Human Resources
Claude L. Vickers, ex-officio State Auditor Department of Audits
Steven N. McCoy, ex-officio Director Office of Treasury & Fiscal Services
Bobbie Jean Bennett, ex-officio Commissioner
State Merit System
William E. Strick.land Vice Chairman
Commissioner, Retired Georgia Revenue Department
William E. Sumner Attorney at Law Atlanta, Georgia
John W. McIntyre Chairman and CEO, Retired Citizens & Southern National Bank
Jeanne Hill Director Georgia School Bus Drivers Association
Members of ERS Board of Trustees
Billy Shaw Abney Juvenile Court Judge
Spencer Lawton, Jr. State Court Solicitor
Members of ERS Board of Trustees
S. Lark Ingram State Court Judge
-2~.fl6~E?~
E?tate E?ocialE?~ i!YJ'lld cS3wnd ~~ fl>ejtni r:go,n1;r.,:ktwn ~kn
Members of ERS Board of Trustees
Joe Edwards, Ph.D., Chmn. Commissioner, Retired Department of Human Resources
Steven N. McCoy, ex-officio Director Office of Treasury & Fiscal Services
Claude Vickers State Auditor Department of Audits
David Poythress, ex-officio Commissioner
Department of Labor
Bobbie Jean Bennett, ex-officio Commissioner
State Merit System
John W. McIntyre Chairman and CEO, Retired Citizens & Southern National Bank
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State of Georgia
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Letter of Transmittal
DIRECTOR'S COMMENTS
It is a pleasure to present the 1995 Annual Report on the systems and programs administered by the Employees' Retirement System (ERS). By statute, the staff of the Employees' Retirement System administers seven separate and distinct systems/programs: the Employees' Retirement System, the Public School Employees' Retirement System, the Trial Judges and Solicitors Retirement Fund, the Legislative Retirement System, the Georgia Defined Contribution Plan, the State Employees' Assurance Department, commonly known as the Group Term Life Insurance Program, and State Social Security contracts with political subdivisions.
This report includes the following:
letters from our actuary, Buck Consultants, Inc., on the funding of the retirement systems and the Group Term Life Insurance Program with highlights from the most recent valuation of each system,
an investment report, including a listing of the Pooled Investment Fund Portfolio,
the auditor's report from Deloitte & Touche,
a synopsis of legislation affecting the retirement systems passed by the 1995 General Assembly.
Educational Programs Since 1970, we have offered a PreRetirement Program in the Atlanta area for prospective retirees of ERS who are within five years of retirement eligibility. In recent years the program was expanded to include mid-career and younger employees. The programs are now called Series I, Series II, and Series III. With this expansion, ERS now offers educational planning for all members of the system. The seminars provide exploration and discussion of topics such as retirement, Social Security, Medicare, health insurance, estate planning, and wills. Classes are coordinated and conducted by our staff with outside resource people.
Investments During Fiscal Year 1995, investments of the "Pooled Investment Fund" (including funds of Employees' Retirement System, the Public School Employees Retirement System, the Trial Judges and Solicitors Retirement Fund, the Legislative Retirement System, the District Attorneys Retirement Fund/System, the Superior Court Judges Retirement Fund/System, and the State Employees Assurance Department) continued to grow. Investment assets increased by 10.3% . The fiscal yearend book value of the fund was $6,126,702,000.
-2 -
State of Georgia
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Letter of Transmittal
Investment income was $538,865,000 resulting in a return on the average investment for the period of 9.22%.
The investment status of ERS is excellent. The very high quality of the fund's investments is in keeping with the continued policy of "Conservatism" and "Preservation of Capital." The return on investments is well in excess of actuarial requirements.
We hope you find this report informative. It is intended as a basis for making management decisions and for determining responsible stewardship for the assets contributed by the retirement systems' members and their employees. It is distributed to all employers as our link between the retirement systems and our membership.
We would like to express our gratitude to the Boards of Trustees for their leadership. We appreciate the support of Governor Miller, the Legislature, and departmental officials. With this continued interest and support, and the diligence of our staff, we can assure our members and retirees that we will continue to maintain a successful operation that provides protection and financial soundness to the retirement system.
Rudolph Johnson Director
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State of Georgia
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Legislation
The following is a brief synopsis of legislation enacted during the 1995 session of the General Assembly having an effect on the systems administered by the Employees' Retirement System (ERS) and/or their members. The laws were effective July 1, 1995.
Act 0259 (H.B. 136) - (All retirement systems) Requires the State Auditor to provide an actuarial investigation for a reduction in cost amendment to a retirement bill having a fiscal impact. Also provides that fiscal retirement bills amended so as to reduce the fiscal impact shall be funded at the reduced cost.
Act 0378 (H.B. 137) - This bill provides that ERS shall administer the Superior Count Judges Retirement Fund, the Superior Court Judges Retirement System, the District Attorneys' Retirement Fund, and the District Attorneys' Retirement System.
Act 0271 (H.B. 327) - (All retirement systems) The maximum compensation used in computing employee and employer contributions to, or benefits due from, any public retirement plan shall be the maximum compensation set forth in Section 401 (a)( 17) of the IRC as now or hereafter amended for new members of the system on and after January 1, 1996. [This law was enacted to comply with IRC regulations. The cap at that time will be $150,000 and will be indexed in future years.]
Act 0337 - (H.B. 662) - Amends the section dealing with the ERS Board's authority to make investments to allow investments in other countries in a corporation that has a market capitalization equivalent to $100 million, provided the Board shall not invest more than 5% of its portfolio in foreign investments.
Act 0261 (H.B. 139) - Provides that no evidence of a disability shall be considered by ERS's medical board unless it is submitted within 12 months of the date the member submits his/her firs_t application for a disability retirement.
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State of Georgia
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Actuary's Certification Letter
BUC' CONSULTANTS
200 Galleria Parkway, N.W. Suite 1200 Atlanta, Georgia 30339-5945
November 15, 1995
Board of Trustees Employees' Retirement System of Georgia Two Northside 75 Atlanta, Georgia 30318
Attention: Mr. Rudolph Johnson, Director
Gentlemen:
Section 47-2-26 of the Code of Georgia which governs the operation of the Employees' Retirement System of Georgia provides that the actuary shall make periodic valuations of the contingent assets and liabilities of the Retirement System on the basis of regular interest and the table last adopted by the Board of Trustees. We have submitted the report giving the results of the valuation of the System prepared as of June 30, 1994. The report indicates that annual employer contributions at the rate of 10.64% of compensation for Old Plan members and 15.64% for New Plan members are sufficient to support the basic benefits of the System as in effect in 1995.
The System is funded on an actuarial reserve basis. The actuarial assumptions used are in the aggregate reasonably related to the experience under the System and to reasonable expectations of anticipated experience under the System. The valuation method used in the most recent valuation is the entry age normal cost method. Gains and losses are reflected in-the unfunded accrued liability which is being amortized by regular contributions within a 20-year period.
On the basis of the recommended contribution rate, the Retirement System is being funded in
on conformity with the minimum funding standard set forth in Code Section 47-20-10 of the Public
Retirement Systems Standards Law. In our opinion the System is operating an actuarially sound basis and the sufficiency of the retirement funds to provide the benefit called for by the System may be safely anticipated.
Sin~~
Donald M. Overholser Consulting Actuary
-5 -
State of Georgia ~~' !l6~Ef'ydem
Valuation Balance Sheet
- as of June 30, 1994 -
dollar amounts in thousands
ACTUARIAL LIABILITIES
(1) Present value of prospective benefits payable on account of
present retired members, beneficiaries of deceased members,
and members entitled to deferred vested benefits
Service and disaiblity benefits
$
Death and survivor benefits
Deferred vested benefits
Total
(2) Present value of prospective benefits payable on account of
present active members:
Retirement and survivor allowances
$
Refunds of member's contributions
Total
(3) TOTAL ACTUARIAL LIABILITIES
1,917,240 203,317 107 096 $
5,388,434 65439
i
2,227,653
5 453 873 7 681 52!;i
PRESENT AND PROSPECTIVE ASSETS
(4) Present assets:
Annuity Savings Fund
$
Pension Accumulation Fund
Total present assets
(5) Present value of total future contributions= (3) - (4)
$
(6) Present value of future member contributions and employer paid member contributions
(7) Present value of future employer contributions = (5) - (6)
$
(8) Employer normal contribution rate
(9) Present value of future payroll (1 %)
$
(10) Prospective normal contributions = (8) x (9)
(11) Prospective unfunded acccrued liability contributions = (7) - (10)
(12) TOTAL PRESENT AND PROSPECTIVE ASSETS
675,290 4 182 725
$ 2,823,511
1,734,416 4.44% 188,816
i
4,858,015 1,089,095
838,343 896 073 7 681 526
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State of Georgia
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Summary of Principal Results
- as of June 30, 1994 -
dollar amounts in thousands
Valuation Date
Number of active members: Number Annual Compensation
Retired members and beneficiaries: Number Annual allowances
Valuation assets
Unfunded actuarial accrued liability
Recommended employer contribution rates: Old Plan and New Plan Normal Accrued Liability Total
Old Plan Normal Accrued Liability Total
New Plan Normal (includes 4.75% paid for member) Accrued liability Group Term Life Insurance Total
June 30 1994
June 30 1993*
71,407
68,646
$
1,759,224 $
1,667,428
18,124
17,506
$
240,908 $
183,468
$
4,858,015 $
4,366,979
$
896,073 $
748,343
4.44% 6.20% 10.64%
9.19% 6.20 0.25 15.64%
4.51% 4.81% 8.69%
* 1993 figures do not reflect cost-of-living and supplemental adjustments granted after December 31, 1983, employer payment of New Plan member contributions and employer GTLI contribution.
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State of Georgia
Actuary's Certification Letter
BUC' CONSULTANTS
200 Galleria Parkway, NW. Suite 1200 Atlanta, Georgia 30339-5945
November 15, 1995
Board of Trustees Employees' Retirement System of Georgia Two Northside 75 Atlanta, Georgia 30318
Attention: Mr. Rudolph Johnson, Director
Gentlemen:
Section 47-4-60 of the law governing the operation of the Georgia Public School Employees' Retirement System provides that the employer contributions toward the cost of the System shall be actuarially determined and approved by the Board. We have submitted the report giving the results of the valuation of the System prepared as of June 30, 1994. The report indicates that an annual employer contribution at the rate of $448.42 per active member is sufficient to support the benefits of the System as in effect in 1995.
The System is funded on an actuarial reserve basis. The actuarial assumptions used are in the aggregate reasonably related to the experience under the System and to reasonable expectations of anticipated experience under the System. The valuation method used in the most recent valuation is the entry age normal cost method. Gains and losses are reflected in the unfunded accrued liability which is being amortized by regular contributions within a 20-year period.
On the basis of the recommended contribution rate, the Retirement System is being funded in conformity with the minimum funding standards set forth in Code Section 47-20-10 of the Public Retirement Systems Standards Law. In our opinion, the System is operating on an actuarially sound basis and the sufficiency of the retirement funds to provide the benefits called for by the System may be safely anticipated.
Sincerely,
Donald M. Overholser Consulting Actuary
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State of Georgia
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Valuation Balance Sheet
- as of June 30, 1994 -
ACTUARIAL LIABILITIES
(1) Present value of prospective benefits payable on account of present retired members, beneficiaries of deceased members, and members entitled to deferred benefits
(2) Present value of prospective benefits payable on account of present active members: Service retirement allowances Disability retirement allowances Refunds of members' contributions Total
(3) TOTAL ACTUARIAL LIABILITIES
200,551,878
204,001,029 19,546,612 2 708 392
226 256 033 426 807 911
PRESENT AND PROSPECTIVE ASSETS
(4) Present assets:
Members' Contributions Fund
$
Pension Accumulation Fund
Total present assets
(5) Present value of total future contributions= (3) - (4)
$
(6) Present value of future member contributions to the Members' Contributions Funds
(7) Present value of future employer contributions to the
Pension Accumulation Fund = (5) - (6)
$
(8)
Employer normal contribution rate
$
(9) Present value of future membership seiv ice
(10) Prospective normal contributions= (8) x (9)
(11) Prospective unfunded acccrued liability contributions = (7) - (10)
(12) TOTAL PRESENT AND PROSPECTIVE ASSETS
13,636,000 296 262 000
$ 116,909,911
109,651,411 256.65
201,625
~
309,898,000 7,258,500
51,747,056 57 904 355 426 807 911
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State of Georgia
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Summary of Principal Results
- as of June 30, 1994 -
Valuation Date
Active members: Number
Retired members and beneficiaries: Number Annual allowances
Valuation assets
Unfunded accrued actuarial liability
Normal contribution rate per active member
Recommended annual employer contributions: Normal Accrued Liability
Total
June 30 1994
June 30 1993
29,693
28,892
9,688
9,457
$
17,502,787 $
16,703,557
$
309,898,000 $
287,808,000
$
57,904,355 $
28,479,725
$
256.65 $
223.63
$
7,620,708 $
5 694 292
$
13,315,000 $
6,461,118 2 688 882
9,150,000
The valuation takes into account the effect of amendments to the System enacted through the 1995 session of the General Assembly. The valuation reflects the increase in the accrual rate since the previous valuation from $8.00 to $9.00 per month effective July 1, 1995.
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State of Georgia
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Actuary's Certification Letter
BUC' CONSULTANTS
200 Galleria Parkway, N.W. Suite 1200 Atlanta, Georgia 30339-5945
November 15, 1995
Board of Trustees Employees' Retirement System of Georgia Two Northside 75 Atlanta, Georgia 30318
Attention: Mr. Rudolph Johnson, Director
Gentlemen:
Section 47-6-22 of the Code of Georgia which governs the operation of the Georgia Legislative Retirement System provides that the actuary shall make periodic valuations of the contingent assets and liabilities of the Retirement System on the basis of regular interest and the tables last adopted by the Board of Trustees. We have submitted the report giving the results of the valuation of the System prepared as of June 30, 1993. The report indicates that annual employer contributions at the rate of $822.82 per active member are sufficient to support the benefits of the System as in effect in 1995.
The System is funded on an actuarial reserve basis. The actuarial assumptions used are in the aggregate reasonably related to the experience under the System and to reasonable expectations of anticipated experience under the System. The valuation method used in the most recent valuation is the unit credit actuarial cost method. Gains and losses are reflected in the unfunded accrued liability which is being amortized by regular contributions within a 20-year period.
On the basis of the recommended contribution rate, the Retirement System is being funded in conformity with the minimum funding standards set forth in Code Section 47-20-10 of the Public Retirement Systems Standards Law. In our opinion the System is operating on an actuarially sound basis and the sufficiency of the retirement funds to provide the benefits called for by the System may be safely anticipated.
Si~~
Donald M. Overholser Consulting Actuary
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State of Georgia
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Valuation Balance Sheet
- as of June 30, 1993 -
This report is prepared biennially.
ACTUARIAL LIABILITIES
Present value of prospective benefits payable on account of:
(1) Present retired members and beneficiaries of deceased members and members entitled to deferred vested benefits
(2) Present active members:
Service retirement allowances
$
Disability retirement allowances
Survivor allowances
Refunds of members' contributions
Total
(3) TOTAL ACTUARIAL LIABILITIES
$
8,842,399
4,777,648 325,488 265,407 255 252
$
$
5 623 795 14 466194
PRESENT AND PROSPECTIVE ASSETS
(4) Present assets:
Members' Account
$
Accumulation Account
Total present assets
(5) Present value of total future contributions ; (3) - (4)
$
(6) Present value of future member contributions
(7) Present value of future employer contributions ; (5) - (6)
$
(8) Prospective normal contributions
(9) Prospective unfunded accrued liability contributions ; (7) - (8)
(10) TOTAL PRESENT AND PROSPECTIVE ASSETS
1,967,000 9173 000
$ 3,326,194
2,291,921
$
11,140,000
1,034,273
1,043,299 1248622 14 466194
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State of Georgia
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Summary of Principal Results
- as of June 30, 1993 -
This report is prepared biennially.
Valuation Date
Number of active members
Retired members and beneficiaries: Number Annual allowances
Valuation assets
Unfunded actuarial accrued liability
Employer normal contribution rate per active member
Recommended annual employer contributions: Normal Accrued Liability
Total
June 30 1993 197
June 30 1991 214
151
$
781,371 $
$
11,140,000 $
$
1,248,622 $
$
341.08 $
123 524,674
9,767,000 592,199
372.09
$
67,193 $
94903
$
162,096 $
79,627 50 729
130,356
The valuation takes into account the effect of amendments to the System enacted through the 1994 session of the General Assembly.
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State of Georgia
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Actuary's Certification Letter
BUC' CONSULTANTS
200 Galleria Parkway, N.W. Suite 1200
Atlanta, Georgia 30339-5945
November 15, 1995
Board of Trustees Georgia Trial Judges and Solicitors
Retirement Fund Two Northside 75 Atlanta, Georgia 30318
Attention: Mr. Rudolph Johnson, Director
Gentlemen:
Section 47-10-22 of the Code of Georgia which governs the operation of the Georgia Trial Judges and Solicitors Retirement Fund provides that the actuary shall make periodic valuations of the contingent assets and liabilities of the Retirement Fund on the basis of regular interest and the. tables last adopted by the Board of Trustees. We have submitted the report giving the results of the valuation of the Fund prepared as of June 30, 1993. The report indicates that employer contributions at the rate of 11.58 % of compensation are sufficient to support the benefits of the Fund as in effect in 1995.
The Fund is funded on an actuarial reserve basis. The actuarial assumptions used are in the aggregate reasonably related to the experience under the Fund and to reasonable expectations of anticipated experience under the Fund. The valuation method used in the most recent valuation is the entry age normal cost method. There is no unfunded accrued liability as of June 30, 1993.
On the basis of the recommended contribution rate, the Retirement Fund is being funded in conformity with the minimum funding standards set forth in Code Section 47-20-10 of the Public Retirement Systems Standards Law. In our opinion the Fund is operating on an actuarially sound basis and the sufficiency of the retirement funds to provide the benefits called for by the Fund may be safely anticipated.
Si~~
Donald M. Overholser Consulting Actuary
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State of Georgia
Jl'+ &nd
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Valuation Balance Sheet
- as of June 30, 1993 -
This report is prepared biennially.
ACTUARIAL LIABILITIES Present value of prospective benefits payable on account of: (1) Present retired members and beneficiaries of deceased members and members entitled to deferred vested benefits
(2) Present active members (3) TOTAL ACTUARIAL LIABILITIES
$
6,507,216
24.629 670
$
31136886
PRESENT AND PROSPECTIVE ASSETS
(4) Present assets:
Members' Account
$
Accumulation Account
$
Total present assets
(5) Present value of total future contributions= (3) - (4)
$
(6) Present value of future member contributions
(7) Present value of future employer contributions = (5) - (6)
$
(8) Employer normal contribution rate
(9) Present value of future payroll (1%)
$
(10) Prospective normal contributions = (8) x (9) (11) Prospective (surplus) accrued liability contributions = (7) - (10) (12) TOTAL PRESENT AND PROSPECTIVE ASSETS
3,538,000 16 525 000
$ 11,073,886
$ 6,370,127
17.04% 534,546
$
20,063,000 4,703,759
9,108,664 (2 738 537) 311~6886
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State of Georgia
J1+ t7nat
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Summary of Principal Results
- as of June 30, 1993 -
This report is prepared biennially.
Valuation Date
Active members: Number Annual compensation
Retired members and beneficiaries: Number Annual allowances
Valuation assets
Unfunded actuarial accrued liability (surplus)
Recommended employer contribution rates: Normal Accrued liability
Total
June 30 1993
June 30 1991
146
141
$
5,043,286 $
4,709,354
34
25
$
449,956 $
225,548
$
20,063,000 $
15,915,000
$
(2,738,537) $
(2,277,259)
17.04% (5.46}
11.58%
16.23% /4.74}
11.58%
The valuation takes into account the effect of amendments to the System enacted through the 1994 session of the General Assembly.
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State of Georgia
&niujt iTe?'m 2~ c J ~ ~Ian
Actuary's Certification Letter
BUC' CONSULTANTS
200 Galleria Parkway, N.W. Suite 1200 Atlanta, Georgia 30339-5945
November 15, 1995
Board of Trustees Employees' Retirement System of Georgia Two Northside 75 Atlanta, Georgia 30318
Attention: Mr. Rudolph Johnson, Director
Gentlemen:
Chapters 47-2 and 47-19 of the Code of Georgia which govern the operation of the Georgia Employees' Group Term Life Insurance Plan provide that the actuary shall make periodic valuations of the contingent assets and liabilities of the Insurance Plan on the basis of regular interest and the tables last adopted by the Board of Trustees. We have submitted the report giving the results of the valuation of the Plan prepared as of June 30, 1993. The report indicates that the Plan is in close actuarial balance. Combined employer and employee contributions at the rate of 0.50% of salary are sufficient to support the benefits of the Plan.
The Plan is funded on an actuarial reserve basis. The actuarial assumptions used are in the aggregate reasonably related to the experience under the Plan and to reasonable expectations of anticipated experience under the Plan. In our opinion the Plan is operating on an actuarially sound basis and the sufficiency of the funds to provide the benefits called for by the Plan may be safely anticipated.
Sincerely yours,
~~
Donald M. Overholser Consulting Actuary
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State of Georgia
0~ i7m9n 2~ G J ~ t.&Okn
Valuation Balance Sheet
- as of June 30, 1993 -
This report is prepared biennially.
ACTUARIAL LIABILITIES
(1) Present value of prospective benefits payable on account of present retired members
$ 95,956,275
(2) Present value of prospective benefits payable on account of present
active members
$ 288 231 768
(3) TOTAL ACTUARIAL LIABILITIES
$ 384188 043
PRESENT AND PROSPECTIVE ASSETS
(4) Present assets
$ 282,431,000
(5) Present value of future member premiums
58,265,018
(6) Present value of future employer contributions
47 985 325
(7) Total present assets and present value of future employee premiums
and employer contributions
$ 388,681,343
(8) Actuarial (Surplus) Deficit
(4 493 300)
(9) TOTAL PRESENT AND PROSPECTIVE ASSETS
$ 384188 043
- 18 -
State of Georgia
&~ iTw,m 2~ GJ~ cs@kn
Summary of Principal Results
- as of June 30, 1993 -
This report is prepared biennially
Valuation Date
Active members: Number Annual compensation
Retired members: Number Insurance amount
Valuation assets
Actuarial (surplus) deficit
June 30 1993
June 30 1991
68,646
$
1,667,427,949 $
67,583 1,636,475,536
13,028
$
288,675,367 $
11,458 224,370,328
$
282,431,000 $
239,462,000
$
(4,493,3000) $
14,882,108
There have been no changes in the benefit provisions or in the actuarial assumptions of the Plan since the previous valuation.
-19 -
State of Georgia
~~, ! 1 6 ~&ldem
Status of Investments
- Fiscal Year 1995 POOLED INVESTMENT FUND
$
5,299,529,024
Employees' Retirement System
330,263,003
State Employees' Assurance Department
329,156,792
Public School Employees Retirement System
24,891,157
Trial Judges and Solicitors Retirement Fund
12,468,517
Legislative Retirement System
$
5,996,308,493
Total Pooled Investments
Note: This report was prepared from data received from the Custodian Bank or from data maintained by the Division of Investment Services.
-20 -
State of Georgia
~~ ild,~f:?ydem
Status of Investments
STRUCTURAL ANALYSIS OF INVESTMENTS
Type of Investment Short Term Investments Bonds Common Stocks Mortgages and Real Estate
1995 3% 50% 47% Nil 100%
1994 2% 50% 48% Nil 100%
June 30 1993 5% 50% 45% Nil 100%
1992 3% 50% 47% Nil 100%
1991 5% 54% 41% Nil 100%
RATE OF RETURN ON AVERAGE AMOUNT INVESTED FISCAL YEARS 1985 - 1995
Fiscal Year Ending June 30 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994
1995
Average Book Value (millions of dollars)
$1,452 $1,719 $2,055 $2,439 $2,863 $3,299 $3,774 $4,272 $4,771
$5,285
$5,842
Average Investment Income
(millions of dollars) $164.4 $191.7 $262.4 $264.5 $296.6 $349.6 $343.3 $423.2 $428.7
$509.8
$538.9
Yield
11.32% 11.15% 12.77% 10.84% 10.36% 10.60% .9.10%
9.91% 8.99% 9.65% 9.22%
- 21 -
Face Amount $ 187,723,000
State of Georgia ~~' . f l 6 ~ { ? ~
Status of Investments
TEMPORARY INVESTMENTS
- as of June 30, 1995 -
Issuer United States Government Obligations . . . $
(subject to repurchase agreement due 7/3/95
Book Value 187,723,000
U.S. GOVERNMENT, CORPORATE AND OTHER BONDS
Face Amount
$
2,440,000
13,902,000
2,796,000
1,344,000,000
202,000,000
1,355,000,000
495,000,000
$ 3,415,138,000
Issuer Synovus Financi General Electri T XI Mystic Mar US Treas. Bond US Treas. Bond US Treas. Note US Treas. Note
Interest Rate%
8.750
Year of Maturity
2004
8.350
2004
10.000
2003
6.250
2023
7.625
2025
6.500
2005
6.250
2000
Book Value 2,440,000
13,902,000 2,796,000
1,102,823,743 198,379,762
1,252, 179,412 458,344,506
$ 3,030,865,423
-22 -
State of Georgia
~+r' il6~EPrm
Status of Investments
COMMON STOCK HOLDINGS
- as of June 30, 1995 -
$
1,508,000
600,000
395,000
280,000
980,000
505,000
290,500
927,500
140,000
455,000
328,000
385,600
75,000
110,000
80,000
140,000
250,000
132,000
167,000
770,000
1,200,000
140,000
95,000
156,000
710,000
190,000
190,000
677,000
175,000
452,000
80,000
47,000
800,000
24,000
101,000
25,000
99,000
702,500
16,500
246,500
958,000
635,000
675,000
574,000
840,000
248,000
100,000
80,000
330,000
580,000
5,680
ABBOTT LABS
$
AIR PROD & CHEMS'
ALBERTSON'S INC
AMER EXPRESS
AMER GENERAL CORP
AMER HOME PROD
AMER INTL GROUP
AMOCO CORP
AMP INC
ANHEUSER-BUSCH
AT&T
ATLANTIC RICHFIELD
AVNET
AVON PRODUCTS INC
BAKER HUGHES INC
BELL ATLANTIC CORP
BELLSOUTH CORP
BLOCK, H. & R.
BOEING CO
BRISTOL MYERS CO
BROWNING-FERRIS
C PC INT INC
CAPITAL CITIES ABC
CHEVRON CORP
CHUBB CORP
COCA COLA CO
COLGATE PALMOLIVE
COLUMBIA/HCA HEALTHCARE C
CONAGRA INC
COOPER INDUSTRIES
DARDEN RESTAURANTS INC
DAYTON HUDSON
DELUXE CHECK PRINTERS
DETROIT EDISON
DIEBOLD INC
DISNEY, WALT
DOVER CORP
DOW CHEMICAL CO
DOW JONES & CO
DUKE POWER
DUN & BRADSTREET
DUPONT E I DE NEM
EMERSON ELEC CO
EQUIFAX
EXXON CORP FEDERAL NATL MTG ASSO
FINGERHUT COS
FOSTER WHEELER CORP
FRANKLIN RES INC
GTE CORP
GARDNER DENVER MACHINERY
31,530,338 15,540,826 10,569,341
5,852,923 18,500,521 24,072,152 24,595,181 44,413,724
4,396,778 18,667,094 15,626,612 40,026,294 3,242,823
6,198,290 1,721,870 7,406,022 11,427,487 4,830,422 6,910,355 38,727,377 26,117,997 6,975,563 4,660,714 5,776,345 56,075,139 6,382,690 10,235,452 12,555,136 5,014,136 18,450,763
792,198 3,688,050 26,877,636
722,636 4,355,175
922,283 5,551,717 40,703,278
471,250 7,334,472 49,327,527 27,430,194 30,477,285 13,314,026 42,138,056 15,652,363 2,461,123 2,850,051 12,246,306 17,929,869
49,743
- 23 -
State of Georgia
~~ . . @ ~ { ? ~
Status of Investments
COMMON STOCK HOLDINGS, continued
- as of June 30, 1995-
$
670,800
80,000
429,000
533,000
45,000
470,000
94,000
63,000
75,000
789,000
885,600
1,094,166
555,000
180,000
400,000
27,700
735,000
50,000
500,000
620,000
103,000
801,000
270,000
152,000
400,000
300,000
315,000
1,483,000
800,000
841,000
1,387,000
141,000
822,000
276,000
88,000
157,400
500,200
900,000
232,000
22,000
752,000
614,000
305,000
283,000
1,062,000
585,000
650,000
207,000
150,000
429,000
165,000
GENERAL ELEC
$
GENERAL MILLS
GENERAL RE CORP
GENUINE PARTS CO
GEORGIA PACIFIC
GOODYEAR TIRE & RUBBER
GRAINGER, W.W.
GREAT LAKES CHM
HALLIBURTON
HEINZ, HJ
HEWLETT PACKARD CO
HOME DEPOT
HONEYWELL
INTL BUS MACHINES
INTL FLAVORS & FRAGRANCES
INTL PAPER
JOHNSON & JOHNSON
KELLOGG
KEYCORP
KIMBERLY CLARK
LEHMAN BROTHERS
LILLY, ELI
LIMITED INC
LORAL CORP
LUBRIZOL CORP
MARSH MCLENNAN -COS INC
MASCO
MCDONALDS CORP
MCI COMMUNICATIONS
MELVILLE CORP
MERCK & CO INC
MILLIPORE CORP
MINNESOTA MNG & MFG
MOBIL CORP
MOLEX
MONSANTO COMPANY
MOTOROLA INC
NBD BANCORP
NALCO CHEMICAL
NATL SERVICE INDUSTRIES
NORFOLK SOUTHERN
NYNEX
PACIFIC GAS & ELEC.
PALL CORP
PEPSICO INC
PFIZER INC
PHILIP MORRIS CO
PITNEY BOWES INC
PRAXAIR
PROCTER & GAMBLE CO
PROGRESSIVE CORP
25,418,224 3,721,489
43,243,903 9,421,845 3,091,949
16,023,041 5,704,966 3,855,768 2,622,078 28,002,523 28,142,555 38,937,791 18,510,594 15,403,734 14,329,860 1,643,189 22,155,574 2,665,696 14,289,381 32,152,432 1,414,269 44,122,815 5,600,146 5,147,070 13,825,948 19,754,506 9,154,882 28,594,858 17,077,962 34,292,738 50,683,361 7,286,910 33,382,578 17,803,183 2,804,887 11,157,845 19,528,122 28,481,984 7,488,843
569,391 38,664,703 23,461,401
8,217,499 4,619,852 34,335,080 33,911,626 33,275,039 7,315,721 3,398,985 13,172,579 6,046,876
- 24 -
State of Georgia ~~ .@e1:&emen1EfP~
Status of Investments
COMMON STOCK HOLDINGS, continued - as of June 30, 1995 -
$
465,000
275,000
540,000
111,000
530,000
195,000
185,000
437,700
755,000
1,218,000
167,500
262,000
530,000
124,000
176,000
1,299,000
570,000
205,000
850,000
12,000
144,000
97,000
605,000
910,000
618,000
12,000
1,780,000
487,000
684,000
532,000
2,027,000
130,000
PROVIDIAN CORP RALSTON PURINA GROUP RAYTHEON CO READERS DIGEST ASSN ROADWAY SVCS INC RUBBERMAID RUSSELL CORP SAFECO CORP SARA LEE CORP SCHERING PLOUGH CORP SCHULMAN (A.) INC SCIENTIFIC-ATLANTA SPRINT STANLEY WORKS SUNTRUST BANKS INC SUPERVALU STORES SYSCO CORP1 TENNECO TIMES MIRROR TORCHMARK CORP TRINITY INDS INC TYCO LABS UNION PACIFIC UNITED HEALTHCARE CORP UNITED TECHNOLOGIES VF CORP WAL-MART STORES INC WARNER LAMBERT CO WESTVACO WHIRLPOOL WMX TECHNOLOGY XEROX CORP
IN-HOUSE FUNDS
TOTAL COMMON STOCK HOLDINGS
$
13,944,883
10,697,784
11,974,600
4,869,708
21,694,739
4,996,468
5,460,361
19,151,589
18,178,245
46,373,091
4,479,493
3,992,256
14,983,884
4,940,096
6,718,805
31,624,420
14,069,171
7,974,559
16,345,229
396,618
4,752,428
4,409,646
32,481,371
34,682,044
29,539,877
487,089
35,726,757
33,942,204
21,497,763
17,316,784
58,606,055
10,265,809
612,924,455
$ 2,845,222,135
- 25 -
State of Georgia
-6~' .@ewrom,MUEJP~
Status of Investments
PURCHASES OF LONG-TERM FIXED-INCOME INVESTMENTS - Fiscal Year 1995
Pooled Investment Fund
Face Amount Issuer
Type of Security
Coupon Rate%
Year of Maturity
Average Yield%
Moody's Bond Rating*
$ 66,000,000 . $ 77,000,000 . $ 35,000,000 . $ 20,000,000 . $ 45,000,000 . $ 20,000,000 . $ 40,000,000 . $ 30 000 000 .
US TREAS. BOND US TREAS. BOND US TREAS. BOND US TREAS. NOTE US TREAS. NOTE US TREAS. NOTE US TREAS. NOTE US TREAS. NOTE
. . Bonds . . . . . . 6.250
... Bonds . . . 7.500
... Bonds ...... 7.625
. Notes ...... 7.250
... Notes ...... 7.500
Notes . . . . 6.750
.. Notes
.. 6.500
. .. Notes ...... 6.250
..... 2023 2024
...... 2025 ........ 2004
....... 2005 .... 2000 .... 2005 .. 2000
.......... 7.514 .
.. T
... 7.939
. T
........... 7.557 ......... T
.
. .. 7.324 .
.. T
.......... 7.093 ......... T
.......... 6.661 ......... T
.......... 6.515 ......... T
........ 6.108 . . . . . . . . T
$333 000 000
NOTE: *T indicates obligations of U.S. Government.
MORTGAGES AND OTHER SECURED NOTES - as of June 30, 1995 -
Borrower and Mortgaged Property
Int. Rate%
Year Last Pmt. Due
Balance Out-standing on Loan
WEST & ABBITT BENT CREEK COL APTS
9.5000
2004
713,586
ADAIR JACK PENNEY BLDG ATLANTA
7.875
2001
1,396,332 2109 918
REAL ESTATE INVESTMENTS - as of June 30, 1995 -
Description of Property
Book Value
Comments
BETA BUILDING TWO NORTHSIDE 75 ATL (Constitutes onehalf interest in property)
2,522,905
Presently houses the offices of Employees' and Teachers Retirement System. The Employees' Retirement System on 7/1/76 acquired a 50% interest in the building.
-26-
State of Georgia
,6m~' _{,e4rom<mt(?~
Table of Contents Auditor's Report
Independent Auditors' Report . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28 Combined Financial Statements for the Years Ended June 30, 1995 and 1994:
Combined Balance Sheets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29 Combined Statements of Revenues, Expenses and Changes in Fund Balance . . . . . . 30 Notes to Combined Financial Statements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31 Required Supplementary Information for the Year Ended June 30, 1995: Summary of Analysis of Funding Progress . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32 Summary of Revenues by Source . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33 Summary of Expenses by Type . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34 ADDITIONAL INFORMATION FOR THE YEARS ENDED JUNE 30, 1995 AND 1994: Combining Balance Sheets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35 Combining Statements of Revenues, Expenses, and Changes in Fund Balance . . . . . 36 Statements of Revenues, Expenses, and Changes in Fund Balance:
Employees' Retirement System . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37 Public School Employees Retirement System . . . . . . . . . . . . . . . . . . . . . . . . . . . 38 Legislative Retirement System . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39 Trial Judges and Solicitors Retirement Fund . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40 Georgia Defined Contribution Plan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41 Administrative Expense Fund - Contributions and Expenses . . . . . . . . . . . . . . . . . . . 42
- 27 -
Deloitte& Touche LLP
0
State of Georgia
-6~' Jld,~EfPy,,tem
Independent Audrtors' Report
INDEPENDENT AUDITORS' REPORT
To the Board of Trustees of Employees' Retirement System of Georgia:
We have audited the accompanying combined balance sheets of the Employees' Retirement System of Georgia (the "System"), including all funds administered by the Employees' Retirement System of Georgia, as of June 30, 1995 and 1994 and the related combined statements of revenues, expenses, and changes in fund balance for the years then ended. These financial statements are the responsibility of the System's, management. Our responsibility is to express an opinion on these financial statements based on our audits.
We conducted our audits in accordance with generally accepted auditing standards. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements. An audit also includes assessing the accounting principles used and significant estimates made by management, as well as evaluating the overall financial statement presentation. We believe that our audits provide a reasonable basis for our opinion.
In our opinion, such combined financial statements present fairly, in all material respects, the combined financial position of the Employees' Retirement System of Georgia, including all funds administered by the Employees' Retirement System of Georgia, as of June 30, 1995 and 1994 and the combined results of their operations for the years then ended in conformity with generally accepted accounting principles.
Our audits were conducted for the purpose of forming an opinion on the basic combined financial statements taken as a whole. The required supplementary information and additional information for the years ended June 30, 1995 and 1994 listed in the Table of Contents is presented for purposes of additional analysis and is not a required part of the basic combined financial statements. This required supplementary information and additional information is the responsibility of the System's management. Such information has been subjected to the auditing procedures applied in the audits of the basic combined financial statements and, in our opinion, is fairly presented in all material respects in relation to the basic combined financial statements taken as a whole.
October 13, 1995
-28 -
EMPLOYEES' RETIREMENT SYSTEM OF GEORGIA
COMBINED BALANCE SHEETS JUNE 30, 1995 AND 1994 (Thousands of Dollars)
ASSETS
CASH
RECEIVABLES: Employee and employer contributions Interest and dividends
INVESTMENTS: Short-term investments (approximates market value) Obligations of the U.S. Government and its agencies, corporate and other bonds (quoted market value of $3,361,389 in 1995 and $2,820,953 in 1994) Common stocks (quoted market value of$3,757,700 in 1995 and $2,999,781 in 1994) Mortgages, other secured notes receivable, and real estate investments
LIABILITIES AND FUND BALANCES
LIABILITIES: Cash overdrafts Accounts payable and accrued expenses
FUND BALANCES: Reserved for employee contributions and interest Reserved for employer contributions and earnings Reserved for insurance claims
1995
$
235
1994
$
210
28,158 57,731 85,889
199,406
26,533 50,250 76,783
129,456
2,994,823 2,811,387
4,608 6,010,224
$6,096,348
2,730,307 2,586,687
4,808 5,451,258
$5.528.251
$ 4,146 1,875
6,021
$ 4.042 1,927
5,969
750,510 5,002,61 I
337,206 6,090,327
$6,096,348
707,372 4,507,382
3Q7,528 5,522,282
$5,528,251
See notes to combined financial statements.
- 29 -
EMPLOYEES' RETIREMENT SYSTEM OF GEORGIA
COMBINED STATEMENTS OF REVENUES, EXPENSES, AND CHANGES IN FUND BALANCE YEARS ENDED JUNE 30, 1995 AND 1994 (Thousands of Dollars)
OPERATING REVENUES: Employee contributions Employer contributions Insurance premiums Administrative expense allotment Investment income: Dividends and interest Net gain on disposal of securities Less broker and investment agent fees
OPERATING EXPENSES: Retirement payments Refunds of employee contributions and interest Death benefits Administrative expenses
NET INCOME
FUND BALANCE, BEGINNING OF YEAR
FUND BALANCE, END OF YEAR
1995
1994
$ 67,970 269,050 10,267 627
360,171 173,841
(7,032) 874,894
$ 65,531 253,652 8,549 613
334,530 170,202
(6,327) 826,750
276,666 14,207 11,999 3,977
306,849
568,045
5,522,282
$6,090,327
252,732 11,487 11,812 3,718
279,749
547,001
4,975,281
$5,522,282
See notes to combined financial statements.
- 30 -.
EMPLOYEES' RETIREMENT SYSTEM OF GEORGIA
NOTES TO COMBINED FINANCIAL STATEMENTS YEARS ENDED JUNE 30, 1995 AND 1994
1. GENERAL
Employees' Retirement System of Georgia (''ERS") is a single-employer, public employee retirement system. ERS is also the administrator of the following three retirement funds (the "System"):
a. Public School Employees Retirement System ("PSERS") - single employer;
b. Legislative Retirement System ("LRS") - single employer;
c. Trial Judges and Solicitors Retirement Fund ("TJSRF") - multiple employer cost-sharing.
The accompanying combined financial statements, in addition to including the accounts of the foregoing retirement systems and funds, include the accounts of the State Employees' Assurance Department ("SEAD") and the Georgia Defined Contribution Plan ("GDCP") which also are administered by ERS. All significant accounts and transactions among the systems and funds have been eliminated.
The System has developed criteria to determine whether other entities should be included within its financial reporting entity. The criteria include, but are not limited to, whether the System exercises oversight responsibility on financial interdependency, selection of governing authority, designation of management, ability to significantly influence operations, accountability for fiscal matters, scope of public service, and special financing arrangements. Based on these criteria, the System has not included any other entities in its financial statements. ERS is a component unit of the State of Georgia.
2. AUTHORIZING LEGISLATION AND PLAN DESCRIPTIONS
Each fund, including benefit and contribution provisions, was established by State law. The following summarizes authorizing legislation of the System and the plan description of each retirement fund:
a. ERS is a defined benefit pension plan established by the Georgia General Assembl)' during the 1949 Legislative Session for the purpose of providing retirement allowances for employees of the State of Georgia and its political subdivisions. ERS is directed by a Board of Trustees and has the powers and privileges of a corporation.
Membership - As of June 30, 1995, membership data relating to ERS is as follows:
Retirees and beneficiaries currently receiving benefits
Active plan participants Inactive
18,901
73,298 24,925
117,124
- 31 -
Benefits - The benefit structure of ERS was significantly modified on July I, 1982. Unless the employee elects otherwise, an employee who currently maintains membership with ERS based upon State employment that started prior to July I, 1982 is an "old plan" member subject to the plan provision in effect prior to July I, 1982. All other members are "new plan" members subject to the modified plan provisions.
Under both the old and new plans, a member may retire and receive normal retirement benefits after completion of IO years creditable service and attainment of age 65. If IO years of service is completed and age 60 is reached, the member may retire with a reduced benefit. Additionally, there are some provisions allowing for retirement after 30 years of service regardless of age.
Retirement benefits paid to members are based upon the monthly average of the member's highest eight consecutive calendar quarters multiplied by the number of years of creditable service. Postretirement cost-of-living adjustments are also made to members' benefits. The normal retirement pension is payable monthly for life; however, options are available for distribution of the member's monthly pension at reduced rates to a designated beneficiary upon the member's death. Death and disability benefits are also available through ERS.
Contributions and Vesting - Member contributions under the old plan are 4% of annual compensation up to $4,200 plus 6% of annual compensation in excess of $4,200. Under the old plan, the State pays member contributions in excess of 1.25% of annual compensation. Under the old plan, these State contributions are included in the members' accounts for refund purposes. Member contributions under the new plan are 1.25% of annual compensation. The State is required to contribute at a specified percentage of active member payroll determined annually by actuarial valuation.
Members become vested after IO years of creditable service. Upon termination of employment, member contributions with accumulated interest are refundable upon request by the member. However, if an otherwise vested member terminates and withdraws his/her member contributions, the member forfeits all rights to retirement benefits.
The employer contributions are projected to liquidate the unfunded actuarial accrued liability within 20 years based upon the actuarial valuation at June 30, 1994.
b. PSERS is a defined benefit pension plan established by the Georgia General Assembly in 1969 for the purpose of providing retirement allowances for public school employees who are not eligible for membership in the Teachers Retirement System of Georgia. PSERS is administered by the ERS Board of Trustees plus two other trustees not on the ERS Board.
Membership - As of June 30, 1995, membership data relating to PSERS is as follows:
Retirees and beneficiaries currently receiving benefits
Active plan participants Inactive
9,981
32,329 65,477
107,787
Benejils - A member may retire and elect to receive normal monthly retirement benefits after completion of IO years of creditable service and attainment of age 65. A member may choose to
- 32 -
receive reduced benefits after age 60 and upon completion of 10 years of service. Members retiring before age 65 will receive a reduced benefit.
Upon retirement, the member will receive a monthly benefit of $8 multiplied by the number of years of creditable service. Effective July I, 1995, this monthly benefit increases to $9. Death, disability, and spousal benefits are also available through PSERS. Additionally, PSERS makes periodic cost-of-living adjustments to the monthly benefits.
Contributions and Vesting - Members contribute $4 per month for nine months. The State of Georgia, although not the employer of PSERS members, is required by statute to make employer contributions actuarially determined and approved and certified by the Board.
Members become vested after 10 years of creditable service. Upon termination of employment, member contributions with accumulated interest are refundable upon request by the member. However, if an otherwise vested member terminates and withdraws his/her member contributions, the member forfeits all rights to retirement benefits.
The employer contributions are projected to liquidate the unfunded actuarial accrued liability within 20 years based upon the actuarial valuation at June 30, 1994.
c. LRS is a defined benefit plan established by the Georgia General Assembly in 1979 for the purpose of providing retirement allowances for all members of the General Assembly. LRS is administered by the ERS Board of Trustees.
Membership - As of June 30, 1995, membership data related to the System is as follows:
Retirees and beneficiaries currently receiving benefits
160
Active plan participants
199
Inactive
331
690
Benefits - A member's normal retirement is after 8 years of creditable service and attainment of age 65 or 8 years of membership service (4 legislative terms) and attainment of age 62. A member may retire early and elect to receive a monthly retirement benefit after completion of 8 years of membership service and attainment of age 60; however, the retirement benefit is reduced by 5% for each year the member is under age 62.
Upon retirement, the member will receive a monthly service retirement allowance of $28 multiplied by the number of years of creditable service reduced by age reduction factors, if applicable. Death, disability, and spousal benefits are also available through the plan.
Contributions and Vesting - Member contributions are 8.5% of annual salary. The State pays member contributions in excess of 4% of annual compensation. Employer contributions are actuarially determined and approved and certified by the Board.
Members become vested after 8 years of creditable service. Upon termination of employment, member contributions with accumulated interest are refundable upon request by the member. However, if an otherwise vested member terminates and withdraws his/her member contributions, the member forfeits all rights to retirement benefits.
- 33 -
Based on the June 30, 1993 actuarial valuation ofLRS (the latest actuarial valuation; present Board policy requires a biennial valuation), the employer contributions are projected to liquidate the unfunded actuarial accrued liability within 20 years.
d. TJSRF is a defined benefit pension plan established by the Georgia General Assembly in 1968 for the purpose of providing retirement allowances for trial judges and solicitors of certain courts of Georgia, and their survivors and other beneficiaries. TJSRF is administered by the ERS Board of Trustees and three other trustees not on the ERS Board.
Membership - As of June 30, 1995, membership data relating to TJSRF is as follows:
Retirees and beneficiaries currently receiving benefits
34
Active plan participants
149
Inactive
147
330
Benefits - The normal retirement for TJSRF is age 60 with 16 years of creditable service; however, a member may retire at age 60 with a minimum of IO years of creditable service. Additionally, a member must retire at age 70 or forfeit all retirement and disability benefits. Members holding office on July I, 1980 are exempt from this provision.
Retirement benefits paid to members are computed as 4% of the average annual compensation multiplied by the total years of creditable service not to exceed 16 years. The average annual compensation is the average salary of a member during the two consecutive years of creditable service producing the highest such average but excluding any salary increases exceeding 5% over the previous year during the two-year period. Death, disability, and spousal benefits are also available.
Contributions and Vesting - Members are required to contribute 7.5% of their salary plus an additional 2.5% if spousal benefit is elected. Employer contributions are actuarially determined and approved and certified by the Board.
Members become vested after IO years of creditable service. Upon termination of employment, member contributions with accumulated interest are refundable upon request by the member. However, if an otherwise vested member terminates and withdraws his/her member contributions, the member forfeits all rights to retirement benefits.
Based on the June 30, 1993 actuarial valuation (the latest actuarial valuation; present Board policy requires a biennial valuation), TJSRF does not have an unfunded accrued liability.
e. GDCP is a defined contribution plan established by the Georgia General Assembly in July 1993 for the purpose of providing retirement allowances for state employees who are not members of a public retirement or pension system. GDCP is administered by the ERS Board of Trustees.
- 34 -
Membership - As of June 30, 1995, membership data relating to GDCP is as follows:
Active plan participants Inactive
37.064 30,236
67,300
Benefits - A member may retire and elect to receive periodic payments after attainment of age 65. The payment will be based upon mortality tables and interest assumptions to be adopted by the Board. If a member has less than $3,500 credit to his/her account, the Board has the option of requiring a lump sum distribution to the member. Upon the death of a member, a lump sum distribution equaling the amount credited to his/her account will be paid to the member's designated beneficiary.
Contributions - Members are required to contribute 7.5% of their gross salary. There are no employer contributions. Earnings will be credited to each member's account as adopted by the Board. Upon termination of employment, the amount of the member's account is refundable upon request by the member.
f. The State Employees' Assurance Department ("SEAD") was created in 1953 by the Georgia General Assembly to furnish survivors' benefits for eligible members of ERS. SEAD contracts with ERS and LRS to provide group term life insurance coverage for their participants. Death benefit payments are payable to the beneficiary or estate of the insured individual.
3. SIGNIFICANT ACCOUNTING POLICIES
The following is a summary of significant accounting policies of the System:
a. Basis ofAccounting - The System's financial statements are prepared using the accrual basis of accounting. Contributions from the employers and the members are recognized as revenue in the period in which the members provide services. Investment income is recognized as earned by the System.
b. Investments - Investments are carried at cost. The carrying value of investments is not adjusted for temporary declines in market value since the System has both the ability and intent to hold the securities to maturity or until cost is recovered. Investments which have suffered other than a temporary decline in value are reduced to net realizable value.
Premiums and discounts on U.S. Government and corporate bonds are amortized over the remaining life of the respective bond on a straight-line basis, which is not significantly different from the effective interest method.
Realized gains and losses from securities transactions are recorded using the average cost method.
Gains and losses relating to the exchange of bonds of similar quality are deferred as yield adjustments and amortized using the straight-line method from the exchange date to the maturity date of the new bond acquired, which is not significantly different from the lesser of the maturity date of the bond sold or the bond acquired. At June 30, 1995 and 1994, a deferred gain of
- 35 -
$245,454,000 and $229,576,000, respectively, resulted from bond exchanges and is included as a credit in investments.
No investment in any one organization except the U.S. Government represents 5% or more of the net assets available for pension benefits.
There are no investments in, loans to, or leases with parties related to the system.
c. Real Estate Investments - An office building which is included in mortgages and real estate investments is owned equally by the System and the Teachers Retirement System of Georgia. The System incurred approximately $302,000 and $301,000 in rental expense for the years ended June 30, 1995 and 1994, respectively. The expense is included in administrative expenses. The remainder of the building is leased to outside parties, and this revenue is included in investment income.
d. Recently Issued Accounting Standards - In November 1994, the Governmental Accounting Standards Board (GASB) issued its Statement No. 25, "Financial Reporting for Defined Benefit Pension Plans and Note Disclosures for Defined Contribution Plans." This Statement is effective for periods beginning after June 15, 1996. The System will implement the Statement in the year ending June 30, 1997. Implementation of Statement No. 25 will require the investments of the System to be reported at fair value. Currently investments are reported at cost. In addition, Statement No. 25 requires that plans measure all actuarially determined information in accordance with certain parameters. The impact that the adoption of the Statement will have on the System's financial position and results of operations has not yet been determined.
4. INVESTMENT PROGRAM
The System maintains sufficient cash to meet its immediate liquidity needs. Cash not immediately needed is invested in either short-term or long-term investment securities as directed by management. All investments are held by agent custodial banks in the name of the System.
Cash - Cash balances are fully insured through the Federal Deposit Insurance Corporation, an agency of the United States Government. Fiduciary accounts, such as those of the System, are granted $100,000 of insurance coverage per participant in the System. Temporary cash on hand not committed for a specific purpose is invested overnight.
Investments - The System is authorized by its Board of Trustees (through statutes) to invest in a variety of short-term and long-term securities, as follows:
(a) Short-Term - Repurchase and reverse repurchase agreements, whereby the System invests in direct obligations of the United States Government or in obligations unconditionally guaranteed by the agencies of the United States Government. The System may sell or purchase such obligations under agreements to resell or repurchase the obligations at a date certain in the future, at a specific price which reflects a premium over the purchase or selling price equivalent to a stated rate of interest.
United States Treasury obligations with varying terms up to 360 days.
- 36 -
Other short-term securities authorized, but not currently used are:
Commercial paper, with a maturity of I80 days or less. Commercial paper is an unsecured promissory note issued primarily by corporations for a specific amount and maturing on a specific day. The System considers for investment only commercial paper of the highest quality, rated P-1 and/or A-1 by national credit rating agencies.
Master notes, an overnight security administered by a custodian bank and an obligation of a corporation whose commercial paper is rated P-1 and/or A-1 by national credit rating agencies.
Investments in commercial paper or master notes are limited to no more than $25 million in any one
name.
(b) Long-Term - Fixed income investments are authorized in the following instruments:
Corporate bonds with at least an "A" rating by a national rating agency, and limited to no more than 5% of total System assets in any one name. Maturities of these securities vary up to a period of 40 years to provide the System with flexibility necessary to meet changing market conditions.
Canadian Provincial obligations that are issues payable in United States dollars and from the provinces of Ontario, Quebec, and British Columbia. Quality, call, and diversification requirements ofcorporate bonds are applicable. No more than 10% of the total portfolio can be invested in Canadian obligations.
Private placements are authorized under the same general restrictions applicable to corporate bonds.
Mortgage investments are authorized to the extent that they are secured by first mortgages on improved real property located in the State having a loan-to-value ratio no higher than 75%. Mortgages as a group cannot exceed 10% of total assets or 1% for any one loan.
United States Treasury obligations with varying terms up to 30 years.
Equity securities are also authorized (in statutes) for investment as a complement to the System's fixed income portfolio and as a long-term inflation hedge. By statute, no more than 50% of the total invested assets may be placed in equities and no more than 5% in any one corporation. Equity holdings in any one corporation may not exceed 5% of the outstanding equity of the issuing corporation.
The equity portfolio is managed by the Investment Services Division in conjunction with independent advisor-managers. Buy/sell decisions are based on securities meeting dividend and rating criteria established by the Board of Trustees. in-house research considering such things as yield, growth. and sales statistics, and analysis of independent market research summoned by the managers. Control of the physical security is with the System and its custodial banks at all times. Equity trades are approved and executed by the System's staff.
Common stocks eligible for investment are approved by the Investment Committee of the Board of Trustees before being placed on an approved list.
- 37 -
Substantially all of the investments ofERS, PSERS, LRS, TJSRF, and SEAD are pooled into one common investment fund. Investments of approximately $13,915,000, held by the Georgia Defined Contribution Plan, are not included in the investment pool. Units in the pooled investment fund are allocated to the respective funds based upon the cost of assets contributed and additional units are allocated to the participating funds based on the market value of the pooled investment fund at the date of contribution. Net income of the pooled investment fund is allocated monthly to the participating funds based upon the number of units outstanding during the month.
The units of the pooled investment fund at June 30, 1995 and 1994 were allocated as follows (in thousands):
1995
1994
Employees' Retirement System Public School Employees Retirement System
Legislative Retirement System Trial Judges and Solicitors Retirement Fund State Employees' Assurance Department
7,302 472
19 34 465
7,238 482
19 34 470
The System's pooled investments are categorized below to give an indication of the level ofrisk assumed by the System at year-end. Category I includes investments that are insured or registered or for which the securities are held by the System or its agent in the System's name. Category 2 includes uninsured and unregistered investments for which the securities are held by the counterparty's trust department or agent in the System's name. Category 3 includes uninsured and unregistered investments for which the securities are held by the counterparty, or by its trust department or agent but not in the System's name. The following amounts are in thousands of dollars:
At June 30, 1995:
Repurchase agreements United States Government
and corporate obligations Common stocks
Category
185.491 2.994,823 2,811,387
Carrying Amount
$ 185,491
2,994.823 2,811,387
Market Value
185,491
3,361,389 3,757.700
$5.991.701
$ -
$ -
5,991,701
7.304.580
Mortgages, other secured notes receivable. and real estate investments
4.608
4.608
Total pooled investments
$5,996.309
$ 7.309.188
- 38 -
At June 30, 1994:
Repurchase agreements United States Government
and corporate obligations Common stocks
Category 2
118.216
2.730.307 2.586.687
$5,435.210
$ .
$
Mortgages. other secured notes receivable. and real estate investments
Totalpooled investments
Carrying Amount $ 118.216 2.730.307 2.586.687 5,435,210
4.808 $5,440,018
Market Value 118.216 2.820.953 2.999.781 5.938.950
4.808 $ 5.943.758
Short-term investments of approximately $13,915,000 and, $11,240,000 at June 30, 1995 and 1994, respectively, held by the Georgia Defined Contribution Plan, are not included in the investment pool.
5. INVESTMENTS LENDING PROGRAM
The System is presently involved in a securities lending program with major brokerage firms. The System lends securities for varying terms and receives a fee based on the loaned securities value. During a loan, the System continues to receive dividends and interest as the owner of the loaned securities. The brokerage firms pledge collateral securities consisting of U.S. Government and agency securities, mortgage-backed securities issued by a U.S. Government agency, and U.S. corporate bonds. The collateral value must be equal to at least 102% to 110% of the loaned securities value, depending on the type of collateral security.
Securities loaned totaled $3,068,704,000 at cost (market value, $3,508,910,000) and $2,709.620,000 at cost (market value, $2,866,769,000) at June 30, 1995 and 1994, respectively. The collateral value was equal to 103.8% of the loaned securities market value at June 30, 1995 and 1994. The loaned securities are classified as Category I investments (see Note 4) based on the custodial arrangements for the collateral securities.
Loaned securities are included in the accompanying balance sheets since the System maintains ownership. The related collateral securities are not recorded as assets on the System's balance sheets, and a corresponding liability is not recorded, since the System does not trade or sell the collateral securities.
6. FUNDING STATUS AND PROGRESS
Presented below are the pension benefit obligations for ERS, PSERS, LRS, and TJSRF. The amount of the pension benefit obligation is based on a standardized measurement established by the Governll)ental Accounting Standards Board (GASB) Statement 5 that is required to be used for reporting purposes. The standardized measurement is the actuarial present value of credited projected benefits. This pension valuation method reflects the present value of estimated pension benefits that will be paid in future years as a result of member services performed to date and is adjusted for the effects of projected
- 39 -
salary increases and any step-rate benefits. A standardized measurement of the pension benefit obligation was adopted by the GASB to enable readers of the financial statements to (a) assess the System's funding status on a going-concern basis, (b) assess progress made in accumulating sufficient assets to pay benefits when due, and (c) make comparisons among similar retirement systems.
Because the standardized measurement is used only for disclosure purposes by the System, the measurement is independent of the actuarial computation made to determine contributions to the System. The actuarial funding method used to determine contributions to the System is explained in Note 7.
A variety of significant actuarial assumptions are used to determine the standardized measurement of the pension benefit obligation; these assumptions are summarized below for each of the retirement funds.
ERS - Significant actuarial assumptions used to calculate the ERS pension benefit obligation include the following:
The present value of future pension benefits paid was computed using a discounted rate of7.5%. This rate is also the same rate assumed to be earned on investments in the plan in future years.
Future pension payments reflect the following assumed salary increases as a result of inflation and merit increases:
~
Annual Rate
20
9.5%
25
8.5
30
6.5
35
6.0
40 to 65
5.7
The System has the authority to grant cost-of-living adjustments by state statute. As of June 30, 1994, cost-of-living adjustments have been included in the pension benefit obligation.
- 40 -
The standardized measurement of the ERS unfunded pension benefit obligation as of June 30, 1994 (the latest annual actuarial valuation) is as follows (in thousands):
Pension benefit obligation: Retirees and beneficiaries currently receiving benefits and terminated employees entitled to benefits but not yet receiving benefits Current employees: Accumulated contributions Employer-financed vested Employer-financed nonvested
Total pension benefit obligation
Net assets available for benefits, at cost ($5,317,347 with investments at market value)
Unfunded pension benefit obligation
$2,227,653 648,516
1,085,190 1.206,805
5,168,164
4,858,015 $ 310,149
PSERS - Significant actuarial assumptions used to calculate the PSERS pension benefit obligation included (a) a discount rate of7.5% for the present value of future pension benefit paid and (b) a 7.5% rate of return on investments in the plan in future years.
The standardized measurement of the PSERS assets in excess of pension benefit obligation as of June 30, 1994 (the latest annual actuarial valuation) is as follows (in thousands):
Pension benefit obligation: Retirees and beneficiaries currently receiving benefits and terminated employees entitled to benefits but not yet receiving benefits Current employees: Accumulated contributions Employer-financed vested Employer-financed nonvested
$200,552
11,063 95,685 19,244
Total pension benefit obligation
326,544
Net assets available for benefit, at cost ($339,368 with investments at market value)
309,898
Unfunded pension benefit obligation
$ 16,646
LRS- Significant actuarial assumptions used to calculate the LRS pension benefit obligation include (a)
a discount rate of7.5% for the present value of future pension benefits paid and (b) a 7.5% rate of
return on investments in the plan in future years.
,
41
The standardized measurement of the LRS assets in excess of the pension benefit obligation as of June 30, 1993 (the latest actuarial valuation; present Board policy requires a biennial valuation) is as follows (in thousands):
Pension benefit obligation: Retirees and beneficiaries currently receiving benefits and terminated
employees entitled to benefits but not yet receiving benefits Current employees:
Accumulated contributions Employer-financed vested
$ 8,843
1,321 2,225
Total pension benefit obligation
12,389
Net assets available for benefits, at cost ($12,265 with investments at market value)
Unfunded pension benefit obligation
TJSRF - Significant actuarial assumptions used to calculate the TJSRF pension benefit obligation include the following:
The present value of future pension benefits paid was computed using a discounted rate of7.5%. This rate is also the rate assumed to be earned on investments in the plan in future years.
Salary increases are assumed to be 6% per year.
The standardized measurement of the TJSRF assets in excess of the pension benefit obligation as of June 30, 1993 (the latest actuarial valuation; present Board policy requires a biennial valuation) is as follows (in thousands):
Pension benefit obligation:
Retirees and beneficiaries currently receiving benefits and terminated employees entitled to benefits but not yet receiving benefits Current employees: Accumulated contributions Employer-financed vested Employer-financed nonvested
$ 6,507
2,921 3,465 4,906
Total pension benefit obligation
17,799
Net assets available for benefits. at costs ($22,191 with investments at market value)
Assets in excess of pension benefit obligation
$ 2,264
- 42 -
7. CONTRIBUTIONS REQUIRED AND CONTRIBUTIONS MADE
ERS - ERS funding policy provides for periodic employer contributions at actuarially determ'ined rates that, expressed as percentages of annual payroll, are sufficient to accumulate sufficient assets to pay benefits when due. Level percentage of payroll employer contribution rates are determined using the entry age funding method. ERS also uses the level percentage of payroll method to amortize the unfunded liability within approximately 20 years following the valuation date.
Total contributions to the System in 1995 amounted to (in thousands) $316,078 of which $259,144 and $56,934 were made by the employer and members, respectively, compared to total contributions of $298,283 in 1994 of which $243,744 and $54,509 were made by the employer and members, respectively. The contribution amounts were actuarially determined as described above and were based on an actuarial valuation as of June 30, 1994 and 1993, respectively. The pension contributions represent funding for normal cost ($838,343 in 1994 and $816,707 in 1993) and the amortization of the unfunded actuarial accrued liability ($896,073 in 1994 and $748,343 in 1993). Contributions made by the employer and members approximate 14.0% and 3.1 %, respectively, of covered payroll for the year.
Significant actuarial assumptions used to compute contribution requirements are the same as those used to compute the standardized measure of the pension obligation.
PSERS - Employer and member contributions to the System are determined on an actuarial basis using the entry age actuarial cost method. The normal contribution rate is calculated as the level dollar amount which, if applied for the average new member during the entire period of anticipated covered service, would be required in addition to the contributions of the member to meet the cost of all benefits payable on his/her behalf. The accrued liability contribution has been established as the level annual amount which will be sufficient to amortize the unfunded actuarial accrued liability within approximately 20 years following the valuation date.
Total contributions to the System in 1995 amounted to (in thousands) $10,252 of which $9, I62 and $1,090 were made by the employer and members, respectively, compared to total contribution of $10,216 in 1994 of which $9,155 and $1,061 were made by the employer and members. respectively. The contribution amounts were actuarially determined as described above and were based on an actuarial valuation as of June 30, 1994 and 1993, respectively. The pension contributions represent funding fornormal cost ($51,747 in 1994 and $44.004 in 1993) and the amortization of the unfunded actuarial accrued liability ($57,904 in 1994 and $28.480 in 1993). Contributions made by the employer and members approximate $283 and $34, respectively, per active member.
Significant actuarial assumptions used to compute contributions are the same as those used to compute the standardized measure of pension obligation.
LRS - Employer and member contributions to the System are determined on an actuarial basis using the unit credit actuarial cost method. Normal cost is funded on a current basis and is calculated on a level dollar basis. The accrued liability contribution has been established as the level annual amount which will be sufficient to amortize the unfunded actuarial accrued liability within approximately 20 years following the valuation date.
Total contributions to the System in 1995 amounted to (in thousands) $399 of which $196 and $203 were made by the employer and members. respectively. compared to total contributions of $302 in 1994 of which $121 and $181 were made by the employer and members, respectively. The contribution
- 43 -
amounts were actuarially determined as described above and were based on an actuarial valuation as of June 30, 1993. The pension contributions represent funding for normal cost ($1,043 in 1993) and the amortization of the unfunded actuarial accrued liability ($1,249 in 1993). Contributions made by the employer and members approximate 8.9% and 9.3%, respectively, of covered payroll for the year. Significant actuarial assumptions used to compute contribution requirements are the same as those used to compute the standardized measure of the pension obligation. TJSRF - Employer contributions to TJSRF are determined by the Board. Future contributions will be determined on an actuarial basis using the entry age actuarial cost method. Normal cost will be funded on a current basis and calculated on a level percentage basis. Based on the actuarial valuations as of June 30, 1993, there is no unfunded actuarial liability. Total contributions to the System in 1995 amounted to (in thousands) $1,043 of which $548 and $495 were made by the employer and members, respectively, compared to total contributions of$1,063 in 1994 of which $602 and $461 were made by the employer and members, respectively. The contribution amounts were actuarially determined as described above and were based on an actuarial valuation as of June 30, 1993. The pension contributions represent funding for normal cost ($9,109 in 1993) and the amortization of the unfunded actuarial accrued surplus ($2,739 in 1993). Contributions made by the employer and members approximate 9.7% and 8.8%, respectively, of covered payroll for the year. Significant actuarial assumptions used to compute contribution requirements are the same as those used to compute the standardized measure of the pension obligation. 8. SEAD ACTUARIAL VALUATION According to the SEAD policy terms covering the lives of members, insurance coverage is provided on a monthly renewable term basis and no return premiums or cash value are earned. The fund balance represents the excess accumulation of investment income and premiums over benefit payments and expenses and is held as a reserve for payment of death benefits under existing policies. The most current actuarial valuation of SEAD is as of June 30, 1993. The valuation indicated that both the employee and employer contribution rate of 0.25% of members' salaries as of June 30, 1993 was appropriate.
- 44 -
REQUIRED SUPPLEMENTARY INFORMATION The following pages present required supplementary information related to each of the retirement funds which the Employees' Retirement System administers. The information is designed to provide the reader with details regarding the progress made in accumulating sufficient assets to pay benefits as they become due. Data presented for the fiscal years 1986 through 1990 were derived from the System's audited financial statements for such years which were reported upon by other auditors for those years and such data have been included herein based solely on the report of the other auditors.
- 45 -
EMPLOYEES' RETIREMENT SYSTEM OF GEORGIA (Including All Funds Administered)
REQUIRED SUPPLEMENTARY INFORMATION SUMMARY OF ANALYSIS OF FUNDING PROGRESS (Thousands of Dollars)
Employees' Retirement System
.,,,
a,
Public School Employees
Retirement
System (I)
Legislative Retirement System (2)
Trial Judges and Solicitors Retirement Fund (2)
Fiscal Year
1987 1988 1989 1990 1991 1992 1993 1994
1987 1988 1989 1990 1991 1992 1993 1994
1987 1989 1991 1993
1987 1989 1991 1993
Net Assets Available for
Benefits
$1,921,175 2,274,944 2,633,117 3,054,344 3,478,267 3,935,809 4,366,979 4,858,015
$ 162,141 185,214 206,866 231,254 248,211 268,822 287,808 309,898
$ 6,818 8,332 9,767 11,140
$ 8,821 12,!08 15,915 20,063
Pension Benefit Obligation
$2,752,237 3,078,633 3,406,927 3,602,814 3,975,899 4,205,401 4,797,464 5,168,164
$ 184,803 195,538 202,644 208,421 243,986 265,001 280,585 326,544
$ 5,625 8,082 10,359 12,389
$ 5,857 9,633 13,887 17,799
Percentage Funded
69.8% 73.9 77.3 84.8 87.5 93.6 91.0 94.0
87.7% 94.7 102.1 111.0 IOl.7 IOl.4 !02.6 94.9
121.2% !03.1 94.3 89.9
150.6% 125.7 114.6 112.7
Unfunded (Assets in Excess of)
Pension Benefit Obligation
Annual Covered Payroll
$831,062 803,688 773,8!0 548,470 497,632 269,592 430.485 310,149
$1,173,233 1,259,620 1,380,754 1,529,806 1,636,476 1,570,723 1,667,428 1,759,224
$ 22,662 10,324 (4,222) (22,833) (4,225) (3,821) (7,223) 16,646
$ (1,193) (250) 592 1,249
$ 2,200 2,300 2,268 2,IO0
$ (2,964) (2,475) (2,028) (2,264)
$ 3,345 4,025 4,709 5,043
Unfunded (Assets in Excess of) Pension
Benefit Obligation as a Percentage of
Covered Payroll 70.8% 63.8 56.0 35.9 30.4 17.2 25.8 17.6
(54.2%) (10.9) 26.1 61.9 (88.6%) (61.5) (43.1) (44.9)
These summaries are shown only for the years available. Additional years will be added as data become available. Actuarial valuations for the fiscal year ended June 30, 1995 are currently in process and are not available for this analysis.
(1) No statistics regarding covered payroll are available. Contributions are not based upon members' salaries, but are simply $4.00 per member per month for nine months.
(2) Actuarial valuations are performed biennially.
EMPLOYEES' RETIREMENT SYSTEM OF GEORGIA (Including All Funds Administered)
REQUIRED SUPPLEMENTARY INFORMATION SUMMARY OF REVENUES BY SOURCE (Thousands of Dollars)
Employees' Retirement System
Public School Employees Retirement System
Legislative Retirement System
Trial Judges and Solicitors Retirement Fund
Georgia Defined Contribution Plan
Fiscal Year
1986 1987 1988 1989 1990 1991 1992 1993 1994 1995
1986 1987 1988 1989 1990 1991 1992 1993 1994 1995
1986 1987 1988 1989 1990 1991 1992 1993 1994 1995
1986 1987 1988 1989 1990 1991 1992 1993 1994 1995
1993 1994 1995
Contributions
Employee
Employer
$45,538 47,135 47,916 48,142 48.535 57,647 55,137 54,438
54,509 56,934
$143,024 162.306 179,632 202.666 230.089 250.179 243.030 231.325 243,774 259,144
892 909 932 953 986 I.Oil 1.020 1,043 1,061 1,090
13,128 12,456 13.332 13,617 13,625 9.154 9,415 9.155 9,155 9,162
138
71
173
60
191
27
204
31
204
58
207
142
192
159
201
129
181
121
203
196
242
355
283
457
321
537
332
317
399
412
414
335
415
436
466
436
461
602
495
548
8.363 9.319 9.248
Investment Income
$160.109 220.073 227.562 244,068 294.393 289.965 359.693 365.917 436.597 462.572
$ 15.274 20,024 19.985 20,617 24,134 22.188 26,384 25,839 29,675 30,626
680 878 859 864 994 914 1.076 1,047 1.196 1.214
730 1.014 1.060 1.141 1.376 1.340 1.658 1.691 2.028 2.179
89 376 693
Administrative Expense Allotment
$186 194 242 268 292 389 441 472 479 490
$ 34 38 44 44 54 64 69 74 75 77
53 59 38 40 46 56 54 58 59 60
Total Revenues
$348.671 429.514 455.110 494.876 573.017 597.791 657.860 651.680 734.880 778.650
29.480 33.583 34.491 35.455 39.037 32.742 37.260 36.509 40.370 41.368
923 1,149 1.121 1.143 1.310 1.327 1.496 1.451 1.573 1.690
1.380 1.813 1.956 1.830 2.233 2.145 2.563 2.651 3.150 3282
8.-152 9.695 9.941
The accrual basis of accounting for invesnnent transactions was adopted during fiscal year 1989. The above balances for 1988 and 1987 were restated to reflect the change in accounting principle. The balances for 1986 reflect investment income when received as previously reported.
- 47 -
EMPLOYEES' RETIREMENT SYSTEM OF GEORGIA (Including All Funds Administered)
REQUIRED SUPPLEMENTARY INFORMATION SUMMARY OF EXPENSES BY TYPE (Thousands of Dollars)
Employees' Retirement System
Public School Employees Retirement System
Legislative Retirement System
Trial Judges and Solicitors Retirement Fund
Georgia Defined Contribution Plan
Fiscal Year
1986 1987 1988 1989 1990 1991 1992 1993 1994 1995
1986 1987 1988 1989 1990 1991 1992 1993 1994 1995
1986 1987 1988 1989 1990 1991 1992 1993 1994 1995
1986 1987 1988 1989 1990 1991 1992 1993 1994 1995
1993 1994 1995
Benefits
$ 89,393 99,970 110,999 127.304 143,621 165,251 190,534
212,354 234,015 257,002
10,791 11,515 12,455 13,181 14,034 15,079 15,877 16,719 17,463 18,359
180 293 316 347 389 571 637 720 786 831
90 112 136 161 188 212 328 405 468 474
Refunds
$7,751 7,593 7,212 7,393 6,013 6,295 7,568 5,597 6,908 6,532
281 338 325 354 323 317 331 332 338 384
35 32 34 35 17 107
8 66 12 38
43 30 49 75 48 25 49 172 14 92
$1,603 4,215 7,161
Administrative Expenses
$1,152 1,260 1,649 1,987 2,118 2,268 2,210 2,559 2,921 3,162
186 194 242 268 292 389 441 472 479 490
34 38 44 44 54 64 69 74 75 77
53 59 38 40 46 52 54 58 59 60
Other Expenses
$ 50 230 233 19 38 54 6
Total Expenses
$ 98,346 109,053 120,093 136,703 151,790 173,868 200,318 220,510 243,844 266,696
11,258 12,047 13,022 13,803 14,649 15,785 16,649 17,523 18,280 19,233
249 363 394 426 460 742 714 860 873 946
186 201 223 276 282 289 431 635 541 626
1,603 4,215 7,161
The System adopted the accrual basis of accounting for investment transactions during fiscal year 1989, The above balances for 1988 and 1987 were restated to reflect the change in accounting principle. The balances for 1986 reflect investment expenses when paid as previously reported.
- 48,
EMPLOYEES' RETIREMENT SYSTEM OF GEORGIA {Including All Funds Administered)
COMBINING BALANCE SHEETS JUNE 30, 1995 AND 1994 (Thousands of Dollars)
Assets
Cash
Receivables Employee and employer contributions Interest and dividends Unremitted insurance premiums
Investments: Shortterm investments (approximates market value)
... Obligations of the United States Government and its agencies, corporate CD and other bonds (quoted market value of
$3,361,389 in 1995 and $2,820,953 in 1994) Common stocks (quoted market value of $3,757,700 in 1995 and $2,999,781 in 1994) Mortgages, other secured notes receivable, and real estate investments
Equity in Pooled Investment Fund
Liabilities and Fund Balance
Liabilities: Cash overdrafts Accounts payable and accrued expenses Insurance premiums payable
Fund Balance Reserved for employee contributions and interest Reserved for employer contributions and earnings Reserved for insurance claims Fund balance unreserved
Systems' equity
Employees' Retirement
System
Pubhc School Employees Retirement
System
Pension Trust Funds
I rial Judges
Legislative and Solicitors
Retirement Retirement
System
Fund
State Employees' Assurance
Department
Pooled Investment
Fund
Georgia Defined Contribution
Plan
Eliminations
Total
All Systems
~gg5
~gg~
$ 27
$ 99
$ 109
$
235 $
210
$ 27,067
31
99
961
28,158
26,533
$ 57,607
124
57,731
50,250
$ 3,716
$ (3,716)
185,491
13,915
199,406
129,456
2,523 5,347,736 !5,377,326
$332,437 $332,437
12,600 $12,658
25,130 $25,328
2,994,823
333,490 $337,206
2,811,387 2,085
$6,051,393
$15,109
2,994,823
2,730,307
(6,051,393) $(6,055,109)
2,811,387 4,608
$6,096,348
2,586,687 4,808
$5,528,251
$ 3,910 1,705 3,644
-- 9,259
$ 236 168
-------.w,r
$ 2
- - ,7.2
714,981 4,653,086
14,105 317,928
2,244 10,340
$ 4,666 20,662
_5:Jli8,ll6~ $5,377,326
7TT,lJTI $332,437
12,584_ $12,658
25,328 $25,328
$ (3,716) ~.mi)
$ 4,146 1,875
6,021
$ 4,042 1,927
--),%9'
$337,206
71T,2Uo $337,206
$6,051,393 ~o,U5T;:JYJ
$6,051,393
$14,514 595
::!.':1U2
$15,109
(6,051,393)
Jl,;USD'0
$(6,055,109)
750,510 5,002,611
337,206
6,090,321 $6,096,348
707,372
4,507,382 307,528
:::.,,_5:12:=
$5,528.251
EMPLOYEES' RETIREMENT SYSTEM OF GEORGIA (Including All Funds Administered)
COMBINING STATEMENTS OF REVENUES, EXPENSES, AND CHANGES IN FUND BALANCE YEARS ENDED JUNE 30, 1995 AND 1994 (Thousands of Dollars)
Employees' Retirement
System
Public School Employees Retirement
System
Operating Revenues: Employee contributions
$ 56,934
Employer contributions
259,144
Insurance premiums
Administrative expense
allotment
Investment income
Dividends and interest
01 0
Net gain on disposal of
securities
Less
Broker and investment agent fees Allocation of investment earnings
462,572
778~_o_
$ 1,090 9,162 490
30,626 41,368
Pension Trust Funds
Trial Judges
Legislative and Solicitors
Retirement Retirement
System
Fund
$ 203 196
$ 495 548
77
60
1,214 1,690
2,179 3,282
State Employees' Assurance Department
$ 10,267
29,696 - 39,963
Pooled Investment
Fund
Georgia Defined Contribution
Plan
Eliminations
$ 9,248
$ 359,476 173,841 (7,030) 526,287
695
(2) 9,941
$ (526,287) (526,287)
Operating Expenses: Retirement payments Refunds of employee contributions and interest Death benefits Administrative expenses
257,002
6,532 3,162 266,696
18,359
384 490 19,233
831
38 77 ------im,
474
92 60 ~
11,m 12,187
7,161 7,161
Transfers from Systems to Pooled Investment Fund
Net Income Fund Balance, Beginning of Year
SI 1,954 4,856,113
22,135 309,898
744 11,840
2,656 22,672
27,776 309,430
~ 563,772
5,487,621
2,780 12,329
~ (563,772)
(5,487,621)
Fund Balance, End of Year
$5,368,067
~
~
$25,328
~
$6,051,393
$15,109
$(6,051,393)
Total
All Systems
1995
1994
$ 67,970 269,050 10,267
627
360,171
173,841
(7,032) 874,894
$ 65.531 253,652 8,549
613
334,530 170,202
(6,327 826,750
276,666
14,207
IH~~
306,849
252,732
11,487
11:m
279,749
568,045 5,522,282
~
547,001 4,975,281 $5,522,282
EMPLOYEES' RETIREMENT SYSTEM OF GEORGIA (Including All Funds Administered)
Employees' Retirement System of Georgia
STATEMENTS OF REVENUES, EXPENSES, AND CHANGES IN FUND BALANCE YEARS ENDED JUNE 30, 1995 AND 1994 (Thousands of Dollars)
1995
Employee
Employer
Contributions
Contributions
and Interest
and Earnings
Total
Employee Contributions and Interest
1994 Employer
Contributions and Earnings
Total
Operating Revenues:
Employer and employee contributions
~
Allocation of investment earnings
Total operating revenues
$ 56,934 56,934
$ 259,144 462,572
~
$ 316,078 462,572
778,650
$ 54,509 54,509
$ 242,769 436,597
679,366
$ 297,278 436,597
~
Operating Expenses: Retirement payments Rcfut_1d_s of employee contributions and interest Admm1strative expenses
Total operating expenses
6,532 ~
257,002 ~
260,164
257,002 6,532
~
266,696
6,908 ~
234,015 ~
236,936
234,015 6,908 2,921
243,844
lntrafund Transfers - Increase (Decrease): lnte_rcst on employee accounts Retirements
Net intrafund transfers
24,292 (35,003)
~
(24,292) ~ ~
22,931 (30,265)
~
(22.931) 30,265
7.334
Net Income Fund Balance, Beginning of Year
39,691 675,290
472,263 4,180,823
511,954 4,856,113
40,267 635,023
449,764 3,731,115')
490,031 4.366,082
Fund Balance, End of Year
$714,981
$4,653,086
$5,368,067
$675,290
$ 4.180,823
$ 4.856, 113
EMPLOYEES' RETIREMENT SYSTEM OF GEORGIA (Including All Funds Administered)
Public School Employees Retirement System
STATEMENTS OF REVENUES, EXPENSES, AND CHANGES IN FUND BALANCE YEARS ENDED JUNE 30, 1995 AND 1994 (Thousands of Dollars)
Employee Contributions and Interest
1995 Employer Contributions and Earnings
Total
Operating Revenues:
01
"'
Employer and employee contributions
Allocation of investment earnings
Administrative expense allotment
Total operating revenues
$ 1,090 ~
$ 9,162 30,626 490
40,278
$ 10,252 30,626 490
41,368
Operating Expenses:
Retirement payments
18,359
18,359
Refunds of employee contributions and interest
384
Administrative expenses
384
490
490
Total operating expenses
384
18,849
~
Intrafund Transfers - Increase (Decrease): lnte_rest on employee accounts Retirements
Net intrafund transfers
410
~ ~
(410) 647
237
Net Income Fund Balance, Beginning of Year Fund Balance, End of Year
469 13,636 $14,105
21,666 296,262 $317,928
22,135 309,898 $332,033
Employee Contributions and Interest
1994 Employer Contributions and Earnings
Total
$ 1,061
~
$ 9,155 29,675 479
39,309
$ 10,216 29,675 479
40,370
17,463
17,463
338
338
479
479
338
17,942
~
399 ~ ~
568 13,068 $13,636
(399) 554
155
21,522 274,740 $296,262
22,090 287,808 $309,898
EMPLOYEES' RETIREMENT SYSTEM OF GEORGIA (Including All Funds Administered)
Legislative Retirement System
STATEMENTS OF REVENUES, EXPENSES, AND CHANGES IN FUND BALANCE YEARS ENDED JUNE 30, 1995 AND 1994 (Thousands of Dollars)
Operating Revenues:
Employer and employee contributions
"'"'
AHocation o:f investment earnings Administrative expense allotment
Total operating revenues
Operating Expenses Retirement payments Refunds of employee contributions and interest Administrative expenses
Total operating expenses
Intrafund Transfers - Increase (Decrease): Interest on employee accounts Retirements
Net intrafund transfers
Net Income (Dclicil) Fund Balance, Beginning of Ycar rund Balance, End of Ycar
Employee Contributions and Interest
1995 Employer
Contributions and Earnings
Total
$ 203 203
$ 196 1,214 77
~
$ 399 1,214 77
~
831
831
38
38
77
77
38
908
946
51
~ _Jl__()ll_)
57 2,187 $2,244
(51) 159
108
687
~
$10,340
744
~
$ 12.584
Employee Contributions and Interest
1994 Employer
Contributions and Earnings
Total
$ 181 181
$ 121 1,196 75
~
$ 302 1,196 75
~
786
786
12
12
75
75
12
861
873
51
51 220 1,967 $2,187
(51)
____QI)
480
~
$9,653
700 11,140 $11,840
EMPLOYEES' RETIREMENT SYSTEM OF GEORGIA (Including All Funds Administered)
Trial Judges and Solicitors Retirement Fund
STATEMENTS OF REVENUES, EXPENSES, AND CHANGES IN FUND BALANCE YEARS ENDED JUNE 30, 1995 AND 1994 (Thousands of Dollars)
Operating Revenues:
Employer and employee contributions
...(J1
Allocation of investment earnings
Administrative expense allotment
Total operating revenues
Operating Expenses: Retirement payments Refunds of employee contributions and interest Administrative expenses
Total operating expenses
Intrafund Transfers Increase (Decrease): Interest on employee accounts Retirements
Net intrafund transfers
Net Income Fund Balance, Beginning of Year Fund Balance. End of Year
1995
Employee
Employer
Contributions Contributions
and Interest
and Earnings
Total
$ 495 495
$ 548 2,179 60
-----3lE_
$ 1,043 2,179 60
3,282
474
474
92
92
60
60
92
534
626
235
_i!E)
103
506 4,160
$4,666
(235) 132
~
2,150 ~ $20,662
2,656 22,672 $25,328
Employee Contributions and Interest
$ 461
461
1994
Employer
Contributions
a_nd Earnings
Total
$ 602 2,028 59
2,689
$ 1,063 2,028 59
___2,1_5_()
468
468
14
14
59
59
14
527
541
199 -----2)
175
622 3,538
$4,160
(199) 24
~ 1,987 16,525
$18,512
2,609 20,063 $22,672
EMPLOYEES' RETIREMENT SYSTEM OF GEORGIA (Including All Funds Administered)
Georgia Defined Contribution Plan
STATEMENT OF REVENUE, EXPENSES, AND CHANGES IN FUND BALANCE YEARS ENDED JUNE 30, 1995 AND 1994 (Thousands of Dollars)
01
Operating Revenues:
01
Employee contributions
Investment earnings, net
Total operating revenues
:trn~~i~~:ce O&~f~~df
contribution and interest
Total operating expenses
lntrafund Transfers - Increase (Decrease) Interest on employee accounts Net intrafund transfers
Net Income Fund Balance, Beginning of Ycar fund Balance, End of Year
Employee Contributions and Interest
1995 Employer
Contribution and Earnings
Total
$ 9,248
9,248
~ ~
328 328 2,415 12,099 $14,514
$ 693 693
~ ~
365 230 $ 595
$ 9,248 693
~ ~ ~
2,780 12,329 $15,109
Employee Contributions and Interest
$ 9,319
~
~ ~
235 235 5,339 6,760 $12,099
1994 Employer
Contribution and Earnings
Total
$ 376 376
$ 9,319 376
9,695
~ ~
141 89
$ 230
~ ~
5,480 6,849 $12,329
EMPLOYEES' RETIREMENT SYSTEM OF GEORGIA (Including All Funds Administered)
Administrative Expense Fund
CONTRIBUTIONS AND EXPENSES YEARS ENDED JUNE 30, 1995 AND 1994 (Thousands of Dollars)
Contributions: Employees' Retirement System Public School Employees Retirement System Legislative Retirement System Trial Judges and Solicitors Retirement Fund State Employees' Assurance Department Other
Total contributions
Expenses: Personal services: Salaries and wages Retirement contributions FICA Health insurance Miscellaneous
Communications: Postage Publications and printing Telecommunications Travel
Professional services: Accounting and investment services Computer services Actuarial services Medical services Audit fees Legal services
1995
$3,162 490 77 60 188 13
3,990
1994
$2.921 479 75 59 184 12
3,730
1,226 191 86 153 19
1,675
1,136 180 80 142 15
1,553
150
140
67
49
26
25
16
15
259
229
878 509 135 93 37 24
1,676
696 634
93 89 36 24
1,572
(Continued)
- 56 -
EMPLOYEES' RETIREMENT SYSTEM OF GEORGIA (Including All Funds Administered)
Administrative Expense Fund
CONTRIBUTIONS AND EXPENSES YEARS ENDED JUNE 30, 1995 AND 1994 (Thousands of Dollars)
Rentals: Office space Office equipment
Other services and charges: Equipment Temporary services Supplies and materials Repairs and maintenance Courier services Board member expenses Miscellaneous
Total expenses
Net Income Balance, Beginning ofYear
Balance, End of Year
1995
1994
$ 302
I ~
$ 301 1
~
9 22 15
4 5 4 18 77
3,990
36
10 5 4 4 15 ~
3,730
$ -
$ -
(Concluded)
- 57 -