Employees' Retirement System of Georgia
Comprehensive Annual Financial Report
Fiscal Year Ended June 30, 2011
E RSGA
Serving those who serve Georgia
Employees' Retirement System of Georgia
A component unit of the State of Georgia
Our Mission
Our mission is to be guardian of the retirement plans on behalf of the State of Georgia for the ultimate benefit of the members, retirees and beneficiaries.
Our vision is to use our passion for excellence to become the "Best Managed" retirement system in the country, utilizing state-of-the-art technology, and knowledgeable, customer-focused staff to best serve customers and to protect the retirement system for all of our current and future members.
Our Values
Our Core Values are:
Quality execution Accurate results Continuous improvement Knowledgeable and customer focused staff Sound and secure investment of funds
E RSGA
Serving those who serve Georgia
Employees' Retirement System of Georgia
Comprehensive Annual Financial Report
Fiscal Year Ended June 30, 2011
E RSGA
Serving those who serve Georgia
Employees' Retirement System of Georgia
James A. Potvin Interim Executive Director
A component unit of the State of Georgia
Table of Contents
Introductory Section
Boards of Trustees
4
Letter of Transmittal
5
Administrative Staff and Organization
10
Organizational Chart
11
Financial Section
Independent Auditors' Report
13
Management's Discussion and Analysis (Unaudited)
14
Basic Financial Statements:
Combined Statement of Net Assets as of June 30, 2011
20
(With Comparative Totals as of June 30, 2010)
Combined Statement of Changes in Net Assets for the Year Ended June 30, 2011
21
(With Comparative Totals for the Year Ended June 30, 2010)
Combining Statement of Net Assets as of June 30, 2011
22
Defined Benefit Plans
Combining Statement of Net Assets as of June 30, 2011
23
Combining Statement of Changes in Net Assets for the Year Ended June 30, 2011
24
Defined Benefit Plans
Combining Statement of Changes in Net Assets for the Year Ended June 30, 2011
25
Notes to Financial Statements
26
Required Supplementary Schedules (Unaudited)
Schedules of Funding Progress
42
Schedules of Employer Contributions
43
Notes to Required Supplementary Schedules
44
Additional Information
Administrative Expenses Schedule
46
Contributions and Expenses for the Year Ended June 30, 2011
(With Comparative Amounts for the Year Ended June 30, 2010)
Schedule of Investment Expenses
47
For the Year Ended June 30, 2011
(With Comparative Amounts for the Year Ended June 30, 2010)
Investment Section
Investment Overview
49
Pooled Investment Fund/Rates of Return
50
Asset Allocation/Investment Summary
51
Schedule of Fees and Commissions/Equity Holdings
52
Fixed Income Holdings
53
Actuarial Section
Actuary's Certification Letters
55
Summary of Actuarial Assumptions
62
Active Member Overview
69
Contribution Rates
70
Schedule of Retirees Added to and Removed from Rolls
71
Analysis of Change in Unfunded Accrued Liability
73
Solvency Tests
75
Statistical Section
Introduction
79
Additions by Source - Contribution/Investment Income
80
Deductions by Type
81
Changes in Net Assets
83
Number of Retirees
84
Average Monthly Payments to Retirees
85
Annual Benefit
86
Withdrawal Statistics
87
Average Monthly Benefit Payment for New Retirees
88
Retired Members by Retirement Type
93
Retired Members by Optional Form of Benefit
95
Top Participatory Employers
98
Statistical Data at June 30, 2011
100
Introductory Section
Introductory Section
Boards of Trustees
Employees' Retirement System, Legislative Retirement System, Georgia Defined Contribution Plan, and Georgia Military Pension Fund.
Harold Reheis Chair
Ned Winsor Vice-Chair
Russell Hinton
Michael D. Kennedy
Frank F. Thach, Jr.
Thomas D. Hills
Public School Employees Retirement System*
Joe Doyle State Employees' Assurance Department**
Samuel B. Kellett
J. Sammons Pearson
Mark Butler
Georgia Judicial Retirement System*
H. Phillip Bell
Daniel J. Craig
William Ray
Karlton Van Banke
*The PSERS and GJRS boards are comprised of the members of the ERS board and additional members shown under each plan. **SEAD -- ERS Board Members Russell Hinton, Harold Reheis, Thomas D. Hills and Joe Doyle serve in addition to the two members shown above.
4
E RSGA
Serving those who serve Georgia
Employees' Retirement System of Georgia
Introductory Section
Two Northside 75 Atlanta, GA 30318
Letter of Transmittal
December 20, 2011
I am pleased to present the Comprehensive Annual Financial Report for the fiscal year ended June 30, 2011 of the retirement systems and programs administered by the Employees' Retirement System of Georgia (the System). The management for the System is responsible for the accuracy, completeness and fairness of the presentation including all disclosures. It is to the best of our knowledge and belief that the enclosed data is accurate in all material respects and is reported in a manner designed to present fairly the financial position and results of operations of the System.
Profile of the System
The Employees' Retirement System was established to provide benefits for all State employees in 1949. Plans administered by the System include the Employees' Retirement System (ERS), the Legislative Retirement System (LRS) established in 1979, the Public School Employees Retirement System (PSERS) established in 1969, the Georgia Defined Contribution Plan (GDCP) established in 1992, the Georgia Judicial Retirement System (GJRS) established in 1998, and the Georgia Military Pension Fund (GMPF) established in 2002. In addition, the Board of Trustees is responsible for a Group Term Life Insurance Plan (SEAD), the 457 Plan established in 1974 and the 401(k) Plan which began in 1994. A summary of each plan can be found on pages 26 through 41 of this report. The assets of all plans are pooled together into one fund except for the three defined contribution plans, which are maintained individually.
The ERS, LRS, GDCP, GMPF, 401(k) and 457 plans are administered by a 7 member Board made up of 3 ex-officio members, 1 governor-appointed member, and 3 Boardappointed members. PSERS has the same Board as ERS with 2 additional governor-appointed members. GJRS has the same Board as ERS with 3 additional governor-appointed members.
As of June 30, 2011, the System's defined benefit plans served a total of 134,487 active members and 55,929 retirees/beneficiaries from 919 employers around the state. There were 32,398 participants in the 401(k) plan with a total account balance of $423 million. The 457 plan had 13,908 participants with a balance of $549 million. There are 758 participating employers from around the state in the 457 and 401(k) plans.
Legislation
In the 2011 Session, ERS sponsored legislation to assist us in maintaining the security and soundness of all the plans we administer, while striving to protect the members, retirees and beneficiaries in these plans. Most of the bills were classified as fiscal bills, and they were submitted for actuarial studies in preparation for consideration in the 2012 Session.
We presented legislation to keep our plans in compliance with Federal law and correct typos, stylistic, and other errors and omissions. This legislation was signed into law as Act 121. It is anticipated that similar legislation will be presented each year to maintain our federal compliance.
Summary of Financial Information
The Management of the System is charged with the responsibility of maintaining a sound system of internal accounting controls. The objectives of such a system are to provide management with reasonable assurance that assets are safeguarded against loss from unauthorized use or disposition, that transactions are executed in accordance with management's authorizations, and that they are recorded properly to permit the preparation of financial statements in accordance with generally accepted accounting principles. Even though there are inherent limitations in any system of internal control, the management of the System makes every effort to ensure that through systematic reporting and internal reviews, errors or fraud would be quickly detected and corrected.
Please refer to the Management's Discussion and Analysis starting on page 14 of this report for an overview of the financial status of the System, including a summary of the System Net Assets, Changes in Net Assets, and Asset Allocations.
In FY2011, the pooled fund generated a return of 21.29%, the highest return in 13 years, as the fund continued to recover from the 2008 / 2009 declines. The fund continues to invest in a mix of high quality bonds and stocks which allows the System to participate in rising markets while controlling the downside risks. This has proven to be a successful strategy for other markets and for our System. For further information on investments of the pooled fund, please refer to pages 49 through 53 of this report.
5
Introductory Section
The objective of ERS pension trust funds is to meet longterm benefit promises through contributions that remain approximately level as a percent of member payroll over time while maintaining an actuarially sound system. Historical information relating to the progress in meeting this objective is presented on page 42. The latest actuarial valuations conducted as of June 30, 2010 show the funded ratio of most systems decreasing except for the two smaller funds GJRS and GMPF. The decrease is primarily due to unfavorable investment experience. The following table shows the change in funding percentage for each of the pension systems:
ERS PSERS LRS GJRS GMPF
FY2009 85.7% 93.5%
128.8% 112.4% 30.5%
FY2010 80.1% 84.2% 118.3% 113.7% 31.8%
In 2010, the actuary conducted a five-year experience study on all systems, which resulted in changes to a number of assumptions used to value the systems' liabilities. Further information regarding the funding condition of the pension plans can be found in the Actuarial Section of this report.
Excellence in Financial Reporting
The Government Finance Officers Association of the United States and Canada (GFOA) awarded a Certificate of Achievement for Excellence in Financial Reporting to the Employees' Retirement System of Georgia for its comprehensive annual financial report for the fiscal year ended June 30, 2010. In order to be awarded a Certificate of Achievement, a government must publish an easily readable and efficiently organized comprehensive annual financial report. This report must satisfy both generally accepted accounting principles and applicable legal requirements.
A Certificate of Achievement is valid for a period of one year only. We believe our current comprehensive annual financial report continues to meet the Certificate of Achievement Program's requirements, and we are submitting it to the GFOA to determine its eligibility for another certificate.
Initiatives
Our focus continues to be on several keys areas: Enhanced Customer Service, Employee Development, and Technology Enhancements/ Business Continuity.
Customer Service ERS continues to move in the direction of increased resources for our members whether that be online activities, additional / new educational classes or timely pushed communications. Our current focus for online tools is around the refund application and retirement processes. Phase 1 of the online refund application process is live. Terminated GDCP
6
members can now apply for their refunds via our web site; they no longer need paper forms, which should make the process more user friendly for them and more efficient for ERS. We will roll out this process for ERS and PSERS members during this fiscal year, 2012.
The administration of our defined contribution plans moved to the GaBreeze system, administered by Aon Hewitt, in April 2011. This is the same system which already allows our members to manage their flexible benefits.
In 2012 we plan to produce and distribute Benefit Statements for the first time in several years. We will start with two of our smaller systems early in the year, and plan to work on the larger systems beginning in FY 2013.
We plan to continue to upgrade our online educational materials and workshops, which will be expanded to include similar courses for all of our systems and additional educational pieces for active members. For some of the Plans, communication has always been via mail or the call center. A focus will be placed on using multimedia platforms to broaden our reach and provide educational meetings with these members at locations throughout the state as we do for ERS members.
Employee Development We have continued our employee development and crosstraining initiatives this year in our Member Services division. Particular focus was placed on setting proper expectations for different roles in the division, providing individual attention and coaching where needed, and creating metrics to monitor progress and results.
Technology Enhancements and Business Continuity Once again, ERS has successfully completed several high visibility technology initiatives. In our development area, we established a process by which our staff can both send and receive sensitive data via a secure file transfer protocol. We upgraded our external website to support the online refund process and enhanced the security in the member and retiree portal areas. We also upgraded our pension system platform and our document management system to the next version levels. In our operations area, we upgraded our phone system, both our staff phones and our call center, and we completed a successful test of our new Disaster Recovery Facility.
Acknowledgements
This report reflects the combined effort of our staff under the Board's leadership. Copies of this report, along with other valuable plan information, can be downloaded from the System's website.
I would like to express my sincere thanks to the Boards of Trustees for their leadership and support. Many thanks are also extended to the offices of the Governor, Lieutenant Governor, members of the House and Senate Retirement Committees and their staff, members of the House and Senate, and the department officials whose support and assistance have helped ERS accomplish its mission over the years.
Respectfully submitted,
James A. Potvin, Interim Executive Director Employees' Retirement System of Georgia
Introductory Section
7
Introductory Section
8
Introductory Section
P P CC
Public Pension Coordinating Council Public Pension Standards Award For Funding and Administration
2010
Presented to
Employees' Retirement System of Georgia
In recognition of meeting professional standards for plan funding and administration as
set forth in the Public Pension Standards. Presented by the Public Pension Coordinating Council, a confederation of
National Association of State Retirement Administrators (NASRA) National Conference on Public Employee Retirement Systems (NCPERS)
National Council on Teacher Retirement (NCTR)
Alan H. Winkle Program Administrator
9
Introductory Section
Administrative Staff and Organization
James A. Potvin Interim Executive Director
Charles W. Cary, Jr. CIO - Investment Services
Gregory J. Rooks Controller
Chris Hackett Director
Information Technology
Nicole Paisant Director
Human Resources
Susan Anderson Director
Member Services
Carlton Lenoir Director
Financial Management
Megan Schaum Director
Peach State Reserves
Consulting Services
Cavanaugh Macdonald Consulting, LLC - Actuary KPMG LLP - Auditor JPMorgan Chase Bank, N. A. - Defined Contribution
Custodian Aon Hewitt - Defined Contribution Consultant
Investment Advisors*
Albritton Capital Management Mondrian Investment Partners Limited Munder Capital Management Barrow, Hanley, Mewhinney & Strauss Cooke & Bieler
Medical Advisors
Harold E. Sours, M.D., Atlanta GA Benjamin B. Okel, M.D., Decatur, GA Ira H. Slade, M.D., Griffin, GA Douglas Smith, M.D., Smyrna, GA Richard Tyler, M.D., Atlanta, GA William H. Biggers, M.D., Atlanta, GA Jeffrey T. Nugent, M.D., Atlanta, GA Pedro F. Garcia, M.D., Atlanta, GA Shel Sharpe, M.D., Rome, GA
PENN Capital Management RidgeWorth Capital Management Sands Capital Management Fisher Investments Mesirow Financial Investment Management
*See page 52 in the Investment Section for a summary of fees paid to Investment Advisors.
10
Organizational Chart
Introductory Section
Boardof Trustees
Executive Director
Deputy Director
Investment Services
Division
Information Technology
Division
Financial Management
Group
Member Services
Division
Accounting Division
Executive Support
11
Financial Section
E RSGA
Serving those who serve Georgia
Employees' Retirement System of Georgia
Financial Section
Independent Auditors' Report
KPMG LLP Suite 2000 303 Peachtree Street, NE Atlanta, GA 30308-3210
The Board of Trustees Employees' Retirement System of Georgia:
We have audited the accompanying financial statements of the Employees' Retirement System of Georgia (the System), a component unit of the State of Georgia, as of and for the year ended June 30, 2011 as listed in the table of contents. 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 audit. The prior year summarized comparative information has been derived from the System's June 30, 2010 financial statements and, in our report dated September 28, 2010, we expressed an unqualified opinion on those financial statements.
We conducted our audit in accordance with auditing standards generally accepted in the United States of America and the standards applicable to financial audits contained in Government Auditing Standards, issued by the Comptroller General of the United States. 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 consideration of internal control over financial reporting as a basis for designing audit procedures that are appropriate in the circumstances, but not for the purpose of expressing an opinion on the effectiveness of the System's internal control over financial reporting. Accordingly, we express no such opinion. An audit also includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, as well as evaluating the overall financial statement presentation. We believe that our audit provides a reasonable basis for our opinion.
In our opinion, the financial statements referred to above present fairly, in all material respects, the System's net assets as of June 30, 2011, and the changes in net assets for the year then ended, in conformity with U.S. generally accepted accounting principles.
In accordance with Government Auditing Standards, we have also issued our report dated September 29, 2011 on our consideration of the System's internal control over
financial reporting and on our tests of its compliance with certain provisions of laws, regulations, contracts, and grant agreements and other matters. The purpose of that report is to describe the scope of our testing of internal control over financial reporting and compliance and the results of that testing, and not to provide an opinion on the internal control over financial reporting or on compliance. That report is an integral part of an audit performed in accordance with Government Auditing Standards and should be considered in assessing the results of our audit.
The management's discussion and analysis, the schedules of funding progress, and schedules of employer contributions on pages 14 through 19 and pages 42 and 43, respectively, are not a required part of the basic financial statements but are supplementary information required by U.S. generally accepted accounting principles. We have applied certain limited procedures, which consisted principally of inquiries of management regarding the methods of measurement and presentation of the required supplementary information. However, we did not audit the information, and express no opinion on it.
Our audits were conducted for the purpose of forming an opinion on the basic financial statements taken as a whole. The introductory section, schedules of administrative expenses and investment expenses, investment, actuarial and statistical sections are presented for purposes of additional analysis and are not a required part of the basic financial statements. The schedule of administrative expenses has been subjected to the auditing procedures applied in the audit of the basic financial statements and, in our opinion, are fairly stated, in all material respects in relation to the basic financial statements taken as a whole. The introductory section, schedule of investment expenses, investment, actuarial, and statistical sections have not been subjected to the auditing procedures applied by us in the audit of the basic financial statements and, accordingly, we express no opinion on them.
December 20, 2011
13
Financial Section
Management's Discussion and Analysis (Unaudited)
June 30, 2011
This section provides a discussion and analysis of the financial performance of the Employees' Retirement System of Georgia (the System) for the year ended June 30, 2011. The discussion and analysis of the System's financial performance is within the context of the accompanying basic financial statements, notes to the financial statements, required supplementary schedules, and additional information following this section.
The System is responsible for administering a cost-sharing, multiple-employer defined benefit pension plan for various employer agencies of Georgia, along with eight other defined benefit pension plans and three defined contribution plans.
The defined benefit pension plans include:
Employees' Retirement System (ERS) Public School Employees Retirement System (PSERS) Legislative Retirement System (LRS) Georgia Judicial Retirement System (GJRS) State Employees' Assurance Department Active Members Trust Fund (SEAD-Active) State Employees' Assurance Department Retired and Vested Inactive Members Trust Fund (SEAD-OPEB) Georgia Military Pension Fund (GMPF) Superior Court Judges Retirement Fund (SCJRF) District Attorneys Retirement Fund (DARF)
The defined contribution retirement plans include:
Georgia Defined Contribution Plan (GDCP) 401(k) Deferred Compensation Plan (401(k)) 457 Deferred Compensation Plan (457)
Financial Highlights
The following highlights are discussed in more detail later in this analysis:
The net assets of the System increased by $1.8 billion, or 13.2%, from $13.7 billion at June 30, 2010 to $15.5 billion at June 30, 2011. The increase was primarily due to the increase in the bond and equities markets in 2011.
For the year ended June 30, 2011, the total additions to net assets were an increase of $3.2 billion compared to an increase of $1.8 billion for the year ended June 30, 2010. For the year ended June 30, 2011, the additions consisted of employer and member contributions totaling $420 million, insurance premiums of $7.3 million, net investment income of $2.8 billion, and participant fees of $0.8 million. For the year ended June 30, 2010, the additions consisted of employer and member contributions totaling $410 million, insurance premiums of $7.6 million, net investment income of $1.4 billion, participant fees of $0.9 million, and other income of $0.3 million.
Net investment income of $2.8 billion in 2011 (comprised of interest and dividend income, the change in fair value of investments, and other, reduced by investment expenses) represents a $1.3 billion increase, compared to the net investment income of $1.4 billion for the year ended June 30, 2010. The net investment income is due primarily to the increase in the bond and equities markets in 2011.
The total deductions were $1.3 billion and $1.4 billion for the years ended June 30, 2010 and 2011, respectively. For the year ended June 30, 2011, the deductions consisted of benefit payments of $1.3 billion, refunds of $19 million, death benefits of $28 million, and administrative expenses of $21 million. For the year ended June 30, 2010, the deductions consisted of benefit payments of $1.3 billion, refunds of $18 million, death benefits of $28 million, and administrative expenses of $21 million.
Benefit payments paid to retirees and beneficiaries increased by $66 million, or 5.3%, from $1.26 billion in 2010 to $1.32 billion in 2011. This increase was the result of increases in the number of retirees and beneficiaries receiving benefits across all plans.
14
Management's Discussion and Analysis (Unaudited)
Financial Section
Overview of the Financial Statements
The basic financial statements include (1) the combined statement of net assets and changes in net assets, (2) the combining statements of net assets and changes in net assets, and (3) notes to the financial statements.The System also includes in this report additional information to supplement the financial statements.
In addition, the System presents two types of required supplementary schedules, which provide historical trend information about the plans' funding. The two types of schedules include (1) a schedule of funding progress and (2) a schedule of employer contributions.
The System prepares its financial statements on the accrual basis of accounting in accordance with U.S. generally accepted accounting principles. These statements provide information about the System's overall financial status.
Description of the Financial Statements
The Combined Statement of Net Assets is the statement of financial position presenting information that includes all of the System's assets and liabilities, with the balance representing the Net Assets Held inTrust for Pension Benefits. The investments of the System in this statement are presented at fair value. This statement is presented on page 20.
The Combined Statement of Changes in Net Assets reports how the System's net assets changed during the fiscal year. The additions and deductions to net assets are summarized in this statement. The additions include contributions to the retirement plans from employers and members, group life insurance premiums, participant fees, and net investment income, which includes interest and dividends and the net increase in the fair value of investments. The deductions include benefit payments, life insurance death benefit payments, refunds of member contributions and interest, and administrative expenses. This statement is presented on page 21.
The Combining Statement of Net Assets and the Combining Statement of Changes in Net Assets present the financial position and change in financial position for each of the funds administered by the System, including the Pooled Investment Fund that holds and invests funds from each of the participating plans and funds. These statements begin on page 22.
Notes to the Financial Statements are presented to provide the information necessary for a full understanding of the financial statements. The notes to the financial statements begin on page 26.
There are two Required Supplementary Schedules included in this report. These required schedules are applicable to five of the defined benefit plans: ERS, PSERS, LRS, GJRS, and GMPF. The Schedule of Funding Progress presents historical trend information about the actuarially determined funded status of the plans from a long term, ongoing plan perspective, and the progress made in accumulating sufficient assets to fund benefit payments as they become due. The Schedule of Employer Contributions presents historical trend information about the annual required contributions of employers and percentage of such contributions in relation to actuarially determined requirements for the years presented. The required supplementary schedules begin on page 42.
Notes to Required Supplementary Schedules are presented to provide the information necessary for a full understanding of the supplementary schedules. The notes to required supplementary schedules begin on page 44.
Additional information is presented, beginning on page 46. This section includes the Administrative Expenses Schedule. The Administrative Expenses Schedule presents the expenses incurred in the administration of these plans and funds, and the contributions from each plan and fund to provide for these expenses. The Schedule of Investment Expenses presents more detailed information on investment expense.
15
Financial Section Management's Discussion and Analysis (Unaudited)
Financial Analysis of the System
A summary of the System's net assets at June 30, 2011 and 2010 is as follows:
Assets: Cash, cash equivalents and receivables Investments Capital assets, net Total assets
Liabilities: Due to brokers and accounts payable Net assets
Net Assets (in thousands)
2011
2010
Amount Change
Percentage Change
$
562,755
14,953,673
4,185
15,520,613
466,949 13,243,276
6,789 13,717,014
95,806 1,710,397
(2,604) 1,803,599
20.5 % 12.9 (38.4) 13.1
40,899 $ 15,479,714
38,437 13,678,577
2,462 1,801,137
6.4 13.2 %
16
Management's Discussion and Analysis (Unaudited)
Financial Section
The following table presents the investment allocation at June 30, 2011 and 2010:
Asset allocation at June 30 (in percentages): Equities: Domestic International Domestic obligations: U.S. Treasuries U.S. Agencies Corporate and other bonds International obligations: Governments Corporates Mutual and common collective trust funds and separate accounts
Asset allocation at June 30 (in thousands): Equities: Domestic International Domestic obligations: U.S. Treasuries U.S. Agencies Corporate and other bonds International obligations: Governments Corporates Mutual and common collective trust funds and separate accounts
2011
50.5 % 16.7
15.8 0.2 8.1
1.5 0.6 6.6
2010
44.0 % 15.4
20.2 1.9 9.8
1.5 0.7 6.5
$ 7,556,866
2,503,496
$ 5,820,473
2,050,011
2,361,012 22,272
1,212,752
2,673,779 244,955
1,302,714
218,352 87,213
991,710
$ 14,953,673
195,900 88,327 867,117
$ 13,243,276
The total investment portfolio increased by $1.7 billion from 2010, which is due to the increase in the bond and equities markets in 2011.
The investment rate of return in fiscal year ended June 30, 2011 was 21.3% with a 32.3% return on equities and a 3.2% return on fixed income investments. The five-year annualized rate of return on investments at June 30, 2011 was 5.3%, with a 3.3% return on equities and a 6.9% return on fixed income investments.
17
Financial Section Management's Discussion and Analysis (Unaudited)
A summary of the changes in the System's net assets for the years ended June 30, 2011 and 2010 is as follows:
Additions: Employer contributions Member contributions Participant fees Insurance premiums Net investment income Other Total additions
Deductions: Benefit payments Refunds Death benefits Administrative expenses Total deductions Net increase in net assets
Changes in Net Assets (in thousands)
2011
2010
Amount Change
Percentage Change
$
297,763 $
290,459 $
7,304
121,742
119,943
1,799
785
853
(68)
7,284
7,655
(371)
2,770,095
1,430,494
1,339,601
7
292
(285)
3,197,676
1,849,696
1,347,980
2.5 % 1.5 (8.0) (4.8) 93.6 (97.6) 72.9
1,327,325
1,261,079
66,246
19,492
17,533
1,959
28,257
28,459
(202)
21,465
21,180
285
1,396,539
1,328,251
68,288
$ 1,801,137 $
521,445 $ 1,279,692
5.3 11.2 (0.7) 1.3 5.1 245.4 %
Additions The System accumulates resources needed to fund benefit payments through contributions and returns on invested funds. In fiscal year 2011, total contributions increased 2.2%, primarily because of an additional appropriation of state funds to the Department of Revenue statutorily required to cover employer contributions for a group of local tax commissioners. This state appropriation offset a contribution percentage that remained unchanged along with a decrease in the number of active contributing members. Net investment income increased by $1.3 billion, due to the increase in the bond and equities markets in 2011.
Deductions For fiscal year 2011, total deductions increased 5.1%, primarily because of a 5.3% increase in benefit payments. This was due to an increase of approximately 4.0% in the number of retirees receiving benefit payments across all defined benefit plans. Refunds increased by 11.2%, which was primarily due to an increase in the number of refunds processed during 2011. Death benefits decreased 0.7%, which was primarily due to a decrease in the number of death claims processed during 2011. Administrative expenses increased 1.3% over the prior year, primarily due to increases in the employer portion of health insurance and accounting and investment services.
18
Management's Discussion and Analysis (Unaudited)
Financial Section
Funding Status
The schedules of funding progress and employer contributions provide information regarding how the plans are performing and funded from an actuarial perspective. The information is based upon actuarial valuations conducted by certified actuaries. The funding ratio, which is presented on the schedule of funding progress, indicates the ratio of the actuarial value of assets and the actuarial accrued liabilities. The higher this ratio, the better position the System is in with regards to its funding requirements. The June 30, 2010 and 2009 actuarial valuations, the latest valuations available, indicate the actuarial value of assets and funding ratios for the five applicable defined benefit retirement plans were as follows:
ERS PSERS LRS GJRS GMPF
Actuarial value of plan assets (in thousands)
Funding ratio
June 30, 2010 $ 13,046,193
737,406 29,581
320,050 7,558
June 30, 2009 $ 13,613,606
769,618 30,303
317,624 6,413
June 30, 2010 80.1 % 84.2 118.3 113.7 31.8
June 30, 2009 85.7 % 93.5
128.8 112.4 30.5
In management's opinion, the System continues to operate on an actuarially sound basis, as evidenced by the funding ratios. A funding ratio over 100% indicates the plans, from an actuarial perspective, have more assets available than will be necessary to satisfy the obligations of the plans. GMPF is a relatively new plan that was established in 2002 and is being increasingly funded over time in accordance with contribution amounts recommended by the actuary.
Requests for Infomation
This financial report is designed to provide a general overview of the System's finances for all those with interest in the System's finances. Questions concerning any of the information provided in this report or requests for additional information should be addressed to Employees' Retirement System of Georgia, Two Northside 75, Suite 300, Atlanta, GA 30318.
19
Financial Section
Combined Statement of Net Assets
June 30, 2011 (with comparative totals as of June 30, 2010) (In thousands)
ASSETS
CASH AND CASH EQUIVALENTS RECEIVABLES:
Employer and member contributions Interest and dividends Due from brokers for securities sold Other
Total receivables
INVESTMENTS - AT FAIR VALUE: Domestic obligations: U.S. Treasuries U.S. Agencies Corporate and other bonds International obligations: Governments Corporates Equities: Domestic International Mutual funds, common collective trust funds, and separate accounts Total investments
CAPITAL ASSETS, NET
Total assets
LIABILITIES Accounts payable and other Due to brokers for securities purchased
Total liabilities
NET ASSETS HELD IN TRUST FOR PENSION BENEFITS
See accompanying notes to financial statements.
2011
2010
$
489,758 $
385,739
19,469 45,676
6,460 1,392
72,997
20,521 48,332 11,081
1,276
81,210
2,361,012 22,272
1,212,752
218,352 87,213
7,556,866 2,503,496
991,710 14,953,673
4,185
15,520,613
2,673,779 244,955
1,302,714
195,900 88,327
5,820,473 2,050,011
867,117 13,243,276
6,789
13,717,014
25,309 15,590
40,899
21,934 16,503
38,437
$ 15,479,714 $ 13,678,577
20
Combined Statement of Changes in Net Assets
Year ended June 30, 2011 (with comparative totals for the year ended June 30, 2010) (In thousands)
Financial Section
NET ASSETS HELD IN TRUST FOR PENSION BENEFITS BEGINNING OF YEAR
ADDITIONS: Contributions: Employer Member Participant fees Insurance premiums Administrative expense allotment
Investment income: Net increase in fair value of investments Interest and dividends Other Total investment income
Less investment expenses Net investment income Total additions
DEDUCTIONS: Benefit payments Refunds of member contributions and interest Death benefits Administrative expenses
Total deductions Net increase in net assets
NET ASSETS HELD IN TRUST FOR PENSION BENEFITS END OF YEAR
2011
2010
$ 13,678,577 $ 13,157,132
297,763 121,742
785 7,284
7
290,459 119,943
853 7,655
292
2,437,741 340,400 1,797
2,779,938
(9,843) 2,770,095 3,197,676
1,084,565 353,775 1,701
1,440,041
(9,547) 1,430,494 1,849,696
1,327,325 19,492 28,257 21,465
1,396,539
1,801,137
1,261,079 17,533 28,459 21,180
1,328,251
521,445
$ 15,479,714 $ 13,678,577
See accompanying notes to financial statements.
21
Financial Section Combining Statement of Net Assets
June 30, 2011 (In thousands)
22
Assets Cash and cash equivalents
Receivables: Employer and member contributions Interest and dividends Due from brokers for securities sold Other Unremitted insurance premiums
Total receivables
Investments - at fair value: Domestic obligations: U.S. Treasuries U.S. Agencies Corporate and other bonds International obligations: Governments Corporates Equities: Domestic International Mutual funds, common collective trust funds, and separate accounts Equity in pooled investment fund
Total investments
Capital assets, net
Total assets
Liabilities
Accounts payable and other Due to brokers for securities purchased Insurance premiums payable Due to participating systems
Total liabilities
Net assets held in trust for pension benefits
Defined Benefit Plans
$
8,194
16,950
804 1,351
19,105
Pooled Investment
Fund
426,147
Defined Contribition Plans
Georgia Defined Contribution
Plan
55,371
401(k) Plan
23
457 Plan
23
45,508
6,460 9
51,977
731
1,314
474
168
335
244
899
1,649
718
Eliminations
(1,351)
(1,351)
14,374,251 14,374,251
4,185 14,405,735
21,719
1,351
23,070 $ 14,382,665
2,353,706
1,198,629
213,298 87,213
7,556,866 2,503,496
13,913,208 14,391,332
1,491 15,590
14,374,251 14,391,332
7,306 22,272 14,123
5,054
48,755
105,025
438,843
438,843
440,515
552,867
552,867
553,608
616
616
104,409
1,011
1,011
439,504
472
472
553,136
(14,374,251) (14,374,251)
(14,375,602)
(1,351) (14,374,251) (14,375,602)
See accompanying notes to financial statements.
Total 489,758
19,469 45,676
6,460 1,392
72,997
2,361,012 22,272
1,212,752
218,352 87,213
7,556,866 2,503,496
991,710
14,953,673 4,185
15,520,613
25,309 15,590
40,899 15,479,714
Defined Benefit Plans - Combining Statement of Net Assets
June 30, 2011 (In thousands)
Assets
Cash and cash equivalents
Receivables: Employer and member contributions Interest and dividends Due from brokers for securities sold Other Unremitted insurance premiums
Total receivables
Investments - at fair value: Domestic obligations: U.S. Treasuries U.S. Agencies Corporate and other bonds International obligations: Governments Corporates Equities: Domestic International Mutual funds, common collective trust funds, and separate accounts Equity in pooled investment fund
Total investments
Capital assets, net
Total assets
Liabilities
Accounts payable and other Due to brokers for securities purchased Insurance premiums payable Due to participating systems
Total liabilities
Net assets held in trust for pension benefits
Employees' Retirement
System
$
7,376
Public School Employees Retirement System
107
Legislative Retirement
System
94
Defined Benefit Plans
Georgia Judicial Retirement System
State Employees' Assurance Department
Active
State Employees' Assurance Department
OPEB
343
4
66
16,557
804
17,361
2
34
357
143
1,208
2
34
357
143
1,208
12,326,890 12,326,890
4,185 12,355,812
697,015 697,015
697,124
28,405 28,405
28,533
321,686 321,686
322,386
184,636 184,636
184,783
806,619 806,619
807,893
19,375
1,027
20,402 $ 12,335,410
1,028
1,028 696,096
47 3
50 28,483
985
321
1,306 321,080
184,783
807,893
Georgia Military Pension
Fund
76
Superior Court Judges
Retirement Fund
125
District Attorneys Retirement
Fund
3
9,000
9,000
9,076
125
3
249
34
1
249
34
1
8,827
91
2
Defined Benefit Plans Total
8,194
16,950
804 1,351 19,105
14,374,251 14,374,251
4,185 14,405,735
21,719
1,351
23,070 14,382,665
Financial Section
See accompanying notes to financial statements.
23
Financial Section Combining Statement of Changes in Net Assets
Year ended June 30, 2011 (In thousands)
24
Net assets held in trust for pension benefits - beginning of year
Additions: Contributions: Employer Member Participant fees Insurance premiums Administrative expense allotment
Defined Benefit Plans
$ 12,711,917
272,321 45,972 7,284 7
Defined Contribution Plans
Georgia
Pooled
Defined
Investment Contribution
401(k)
457
Fund
Plan
Plan
Plan
98,557
360,540
507,563
25,442
17,656
38,006
20,108
446
339
Investments income : Net increase (decrease) in fair value of investments Interest and dividends Other Less investment expenses Allocation of investment income
Net investment income
Total additions
(1,195) 2,639,971
2,638,776
2,964,360
2,306,781 339,538 (6,348)
(2,639,971)
(1) 829
(53)
775
18,431
59,872 26
783 (1,100)
59,581
123,475
71,089 7
1,014 (1,147)
70,963
91,410
Deductions: Benefit payment Refunds of member contributions and interest Death benefits Administrative expenses
Total deductions
Net increase in net assets
Net assets held in trust for pension benefits - end of year
1,240,086 8,102
28,257 17,167 1,293,612
1,670,748
$ 14,382,665
9
42,457
44,773
11,390
1,180
2,054
1,064
12,579
44,511
45,837
5,852
78,964
45,573
104,409
439,504
553,136
Total
13,678,577
297,763 121,742
785 7,284
7
2,437,741 340,400 1,797 (9,843)
2,770,095 3,197,676
1,327,325 19,492 28,257 21,465
1,396,539 1,801,137
15,479,714
See accompanying notes to financial statements.
25
Net assets held in trust for pension benefits - beginning of year
Additions: Contributions: Employer Member Participant fees Insurance premiums Administrative expense allotment
Investment income : Net increase in fair value of investments Interest and dividends Other Less investment expenses Allocation of investment income
Net investment income
Total additions
Employees' Retirement
System
Public School Employees Retirement System
Legislative Retirement
System
Defined Benefit Plans
Georgia Judicial Retirement System
State Employees' Assurance Department
Active
State Employees' Assurance Department
OPEB
$ 10,956,296
615,333
24,846
271,427
156,132
680,449
Georgia Military Pension
Fund
Superior Court Judges
Retirement Fund
District Attorneys Retirement
Fund
6,696
736
2
261,132
7,509
75
1,163
1,282
1,080
80
39,480
1,451
320
4,721
847
6,437
6
1
(1,195)
2,270,465
128,096
5,194
57,330
33,023
144,270
1,465
128
2,269,270
128,096
5,194
57,330
33,023
144,270
1,465
128
2,569,882
137,056
5,589
63,214
33,870
150,707
2,747
1,214
81
Deductions: Benefit payments Refunds of member contributions and interest Death benefits Administrative expenses
Total deductions
1,168,822
53,980
1,761
13,011
579
1,853
80
7,515
267
60
14,431
2,046
131
260
5,197
23,060
290
22
203
37
6
1
1,190,768
56,293
1,952
13,561
5,219
23,263
616
1,859
81
Net increase (decrease) in net assets
1,379,114
80,763
3,637
49,653
28,651
127,444
2,131
(645)
Net assets held in trust for pension
benefits - end of year
$ 12,335,410
696,096
28,483
321,080
184,783
807,893
8,827
91
2
See accompanying notes to financial statements.
Defined Benefit Plans Total
12,711,917
272,321 45,972 7,284 7
(1,195) 2,639,971 2,638,776 2,964,360
1,240,086
8,102 28,257 17,167 1,293,612 1,670,748
14,382,665
Defined Benefit Plans - Combining Statement of Changes in Net Assets
Year ended June 30, 2011 (In thousands)
Financial Section
Financial Section
Notes to Financial Statements
June 30, 2011 (1) General
The accompanying basic financial statements of the Employees' Retirement System of Georgia, including all plans and funds administered by the Employees' Retirement System of Georgia (collectively, the System), is comprised of the Employees' Retirement System of Georgia (ERS), Public School Employees Retirement System (PSERS), Legislative Retirement System (LRS), Georgia Judicial Retirement System (GJRS), Georgia Military Pension Fund (GMPF), State Employees' Assurance Department Active Members Trust Fund (SEAD-Active), State Employees' Assurance Department Retired and Vested Inactive Members Trust Fund (SEAD-OPEB), Superior Court Judges Retirement Fund (SCJRF), District Attorneys Retirement Fund (DARF), Georgia Defined Contribution Plan (GDCP), 401(k) Deferred Compensation Plan (401(k) Plan), and the 457 Deferred Compensation Plan (457 Plan). All significant accounts and transactions among the various systems, departments, and funds have been eliminated.
In evaluating how to define the System for financial reporting purposes, the management of the System has considered all potential component units. The decision to include a potential component unit in the reporting entity is made by applying the criteria set forth by Governmental Accounting Standards Board (GASB) Statement No. 14, The Financial Reporting Entity, as amended by GASB Statement No. 39, Determining Whether Certain Organizations Are Component Units. Based on these criteria, the System has not included any other entities in its reporting entity.
Although the System is a component unit of the State of Georgia's financial reporting entity, it is accountable for its own fiscal matters and presentation of its separate financial statements. The Board of Trustees, comprised of active and retired members, ex-officio state employees, and appointees by the Governor, are ultimately responsible for the administration of the System.
(2) Authorizing Legislation and Plan Descriptions
Each plan and fund, including benefit and contribution provisions, was established and can be amended by state law. The following summarizes authorizing legislation and the plan description of each retirement fund:
(a) ERS is a cost-sharing multiple-employer defined benefit pension plan established by the Georgia General Assembly 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, 2011, participation in ERS is as follows:
Retirees and beneficiaries currently receiving benefits Terminated employees entitled to benefits but not yet receiving benefits Active plan members
Total
Employers
40,250 72,918 66,081
179,249
737
Benefits Unless the employee elects otherwise, an employee who currently maintains membership with ERS based upon state employment that started prior to July 1, 1982 is an "old plan" member subject to the plan provisions in effect prior to July 1, 1982. Members hired on or after July 1, 1982 but prior to January 1, 2009 are "new plan" members, subject to the modified plan provisions. Effective January 1, 2009, newly hired state employees, as well as rehired state employees who did not maintain eligibility for the "old" or "new" plan, are members of the Georgia State Employees' Pension and Savings Plan (GSEPS). ERS members hired prior to January 1, 2009 also have the option to irrevocably change their membership to the GSEPS plan.
26
Financial Section
Notes to Financial Statements
Under the old plan, the new plan, and GSEPS, a member may retire and receive normal retirement benefits after completion of 10 years of creditable service and attainment of age 60, or 30 years of creditable service regardless of age. Additionally, there are some provisions allowing for early retirement after 25 years of creditable service for members under age 60.
Retirement benefits paid to members are based upon the monthly average of the member's highest 24 consecutive calendar months, multiplied by the number of years of creditable service, multiplied by the applicable benefit factor. Annually, postretirement cost-of-living adjustments may also be made to members' benefits, provided the members were hired prior to July 1, 2009. 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 and are used in the computation of the members' earnable compensation for the purpose of computing retirement benefits. Member contributions under the new plan and GSEPS are 1.25% of annual compensation. The state is required to contribute at a specified percentage of active member payrolls, determined annually by actuarial valuation. The state contributions are not at any time refundable to the member or his/her beneficiary.
Employer contributions required for fiscal year 2011 were based on the June 30, 2008 actuarial valuation for the old plan and new plans and were set by the Board of Trustees on September 18, 2008 for GSEPS as follows:
Employer: Normal Employer paid for member Accrued liability
Total
Old plan
2.05 % 4.75 3.61 10.41 %
New plan
6.80 %
3.61 10.41 %
GSEPS
2.96 % --
3.58 6.54 %
Members become vested after ten years of membership 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 30 years, based upon the actuarial valuation at June 30, 2010, on the assumption that the total payroll of active members will increase by 2.00% each year.
On November 20, 1997, the ERS Board of Trustees created the Supplemental Retirement Benefit Plan of ERS (SRBP). SRBP was established as a qualified governmental excess benefit plan in accordance with Section 415 of the Internal Revenue Code (IRC 415) as a portion of ERS. The purpose of the SRBP is to provide retirement benefits to employees covered by ERS whose benefits are otherwise limited by IRC 415.
Beginning January 1, 1998, all members and retired former members in ERS are eligible to participate in this plan whenever their benefits under ERS exceed the limitation on benefits imposed by IRC 415.
There were 128 members eligible to participate in this portion of ERS for the year ended June 30, 2011. Employer contributions of $1,760,000 and benefit payments of $1,772,234 under the SRBP are included in the combined statements of changes in net assets for the year ended June 30, 2011. Cash of $8,753 under the SRBP is included in the combined statements of net assets as of June 30, 2011.
27
Financial Section
Notes to Financial Statements
(b) PSERS is a cost-sharing multiple-employer 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. The ERS Board of Trustees, plus two additional trustees, administers PSERS.
Membership As of June 30, 2011, participation in PSERS is as follows:
Retirees and beneficiaries currently receiving benefits Terminated employees entitled to benefits but not yet receiving benefits Active plan members
Total
Employers
14,613 72,527 39,255
126,395
195
Benefits A member may retire and elect to receive monthly normal retirement benefits after completion of ten years of creditable service and attainment of age 65. A member may choose to receive reduced benefits after age 60 and upon completion of ten years of service.
Upon retirement, the member will receive a monthly benefit of $14.75, multiplied by the number of years of creditable service. Death and disability benefits are also available through PSERS. Additionally, PSERS makes periodic cost-ofliving adjustments to the monthly benefits.
Contributions and Vesting Members contribute $4 per month for nine months each fiscal year. 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 PSERS Board of Trustees.
Employer contributions required for the year ended June 30, 2011 were $187.16 per active member and were based on the June 30, 2008 actuarial valuation.
Members become vested after ten 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 contribution, the member forfeits all rights to retirement benefits.
(c) LRS is a cost-sharing multiple-employer defined benefit plan established by the Georgia General Assembly in 1979 for the purpose of providing retirement allowances for all members of the Georgia General Assembly. LRS is administered by the ERS Board of Trustees.
Membership As of June 30, 2011, participation in LRS is as follows:
Retirees and beneficiaries currently receiving benefits
244
Terminated employees entitled to benefits but not yet receiving benefits
153
Active plan members
218
Total
615
Employers
1
28
Financial Section
Notes to Financial Statements
Benefits A member's normal retirement is after eight years of creditable service and attainment of age 65, or eight years of membership service (four legislative terms) and attainment of age 62. A member may retire early and elect to receive a monthly retirement benefit after completion of eight 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 $36, multiplied by the number of years of creditable service, reduced by age reduction factors, if applicable. Death 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 4.75% of annual compensation. Employer contributions are actuarially determined and approved and certified by the ERS Board of Trustees.
There were no employer contributions required for the year ended June 30, 2011 based on the June 30, 2008 actuarial valuation.
Members become vested after eight 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.
(d) The GJRS is a system created to serve the members and beneficiaries of the Trial Judges and Solicitors Retirement Fund, the Superior Court Judges Retirement System, and the District Attorneys Retirement System (collectively, the Predecessor Retirement Systems). As of June 30, 1998, any person who was an active, inactive, or retired member or beneficiary of the Predecessor Retirement Systems was transferred to GJRS in the same status effective July 1, 1998. All assets of the Predecessor Retirement Systems were transferred to GJRS as of July 1, 1998. The ERS Board of Trustees and three additional trustees administer GJRS.
GJRS is a cost-sharing multiple-employer defined benefit pension plan established by the Georgia General Assembly for the purpose of providing retirement allowances for judges and solicitors generals of the state courts and juvenile court judges in Georgia, and their survivors and other beneficiaries, superior court judges of the state of Georgia, and district attorneys of the state of Georgia.
Membership As of June 30, 2011, participation in GJRS is as follows:
Retirees and beneficiaries currently receiving benefits
220
Terminated employees entitled to benefits but not yet receiving benefits
65
Active plan members
508
Total
793
Employers
95
Benefits The normal retirement for GJRS is age 60, with 16 years of creditable service; however, a member may retire at age 60 with a minimum of 10 years of creditable service.
Annual retirement benefits paid to members are computed as 66% of state paid salary at retirement for district attorneys and superior court judges and 66% of the average over 24 consecutive months for trial judges and solicitors, plus 1% for each year of credited service over 16 years, not to exceed 24 years. Early retirement benefits paid to members are computed as the pro rata portion of the normal retirement benefit, based on service not to exceed 16 years. Death, disability, and spousal benefits are also available.
29
Financial Section
Notes to Financial Statements
Contributions and Vesting
Members are required to contribute 7.5% of their annual salary plus an additional 2.5% of their annual salary if spousal benefit is elected. Employer contributions are actuarially determined and approved and certified by the GJRS Board of Trustees.
Employer contributions required for fiscal year 2011 were based on the June 30, 2008 actuarial valuation as follows:
Employer: Normal Accrued liability
Total
11.98 % (8.13)
3.85 %
Members become vested after ten 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 actuarial accrued funding excess within 16 years, based upon the actuarial valuation at June 30, 2010, assuming that the total payroll of active members increases 3.75% each year.
(e) The GMPF is a single-employer defined benefit pension plan established on July 1, 2002 by the Georgia General Assembly for the purpose of providing retirement allowances and other benefits for members of the Georgia National Guard (National Guard). The ERS Board of Trustees administers the GMPF.
Membership As of June 30, 2011, GMPF had 568 retirees and beneficiaries currently receiving benefits. Active and inactive plan member information is maintained by one employer, the Georgia Department of Defense.
Benefits A member becomes eligible for benefits upon attainment of age 60, with 20 or more years of creditable service (including at least 15 years of service as a member of the National Guard), having served at least 10 consecutive years as a member of the National Guard immediately prior to discharge, and having received an honorable discharge from the National Guard.
The retirement allowance is payable for life in the amount of $50 per month, plus $5 per month for each year of creditable service in excess of 20 years. The maximum benefit is $100 per month.
Contributions and Vesting Employer contributions are actuarially determined and approved and certified by the ERS Board of Trustees. There are no member contributions required.
Employer contributions required for the year ended June 30, 2011 were $110.28 per active member and were based on the June 30, 2008 actuarial valuation.
A member becomes vested after 20 years of creditable service (including at least 15 years of service as a member of the National Guard), having served at least 10 consecutive years as a member of the National Guard immediately prior to discharge, and having received an honorable discharge from the National Guard.
The employer contributions are projected to liquidate the unfunded actuarial accrued liability within 20 years, based upon the actuarial valuation at June 30, 2010.
30
Financial Section
Notes to Financial Statements
(f) SEAD-Active was created in 2007 by the Georgia General Assembly to amend Title 47 of the Official Code of Georgia Annotated, relating to retirement, so as to establish a fund for the provision of term life insurance to active members of ERS, LRS, GJRS, and SCJRF. Effective January 1, 2009, members of ERS under the GSEPS plan are not eligible for term life insurance. The SEAD-Active trust fund accumulates in the fund the premiums received from the aforementioned retirement systems, including interest earned on deposits and investments of such payments from active members.
As of June 30, 2011, participation in SEAD-Active is as follows:
Retirees and beneficiaries Terminated employees Active plan members
Total
Employers
N/A 964 55,412
56,376
833
Employee contribution rates of 0.05% and 0.02% of members' salaries for old plan members and new plan members, respectively, were appropriated for the fiscal year ending June 30, 2011. There were no employer contribution rates required for the fiscal year ended June 30, 2011. Old plan members were hired prior to July 1, 1982, and new plan members were hired on or after July 1, 1982, but prior to January 1, 2009.
According to the 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 net assets represent the excess accumulation of investment income and premiums over benefit payments and expenses and are held as a reserve for payment of death benefits under existing policies.
(g) SEAD-OPEB is a cost-sharing multiple-employer defined OPEB plan created in 2007 by the Georgia General Assembly to amend Title 47 of the Official Code of Georgia Annotated, relating to retirement, so as to establish a fund for the provision of term life insurance to retired and vested inactive members of ERS, LRS, GJRS, and SCJRF. The SEAD-OPEB trust fund accumulates in the fund the premiums received from the aforementioned retirement systems, including interest earned on deposits and investments of such payments from retired and vested inactive members.
As of June 30, 2011, participation in SEAD-OPEB is as follows:
Retirees and beneficiaries Terminated employees Active plan members
Total
Employers
35,544 964
55,412
91,920
833
Employee contribution rates of 0.45% and 0.23% of members' salaries for old plan members and new plan members, respectively, were appropriated for the fiscal year ending June 30, 2011. There were no employer contribution rates required for the fiscal year ended June 30, 2011. Old plan members were hired prior to July 1, 1982, and new plan members were hired on or after July 1, 1982.
According to the 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 net assets represent the excess accumulation of investment income and premiums over benefit payments and expenses and are held as a reserve for payment of death benefits under existing policies.
(h) SCJRF is a single-employer defined benefit pension plan established by the Georgia General Assembly in 1945 for the purpose of providing retirement benefits to the superior court judges of the state of Georgia. SCJRF is directed by its own Board of Trustees. The Boards of Trustees for ERS and SCJRF entered into a contract for ERS to administer the plan effective July 1, 1995.
31
Financial Section
Notes to Financial Statements
Membership As of June 30, 2011, SCJRF had 26 retirees and beneficiaries currently receiving benefits and no active members. No new members are allowed into SCJRF.
Benefits The normal retirement for SCJRF is age 68, with 19 years of creditable service, with a benefit of two-thirds the salary paid to superior court judges. A member may also retire at age 65, with a minimum of 10 years of creditable service, with a benefit of one-half the salary paid to superior court judges. Death, disability, and spousal benefits are also available.
Contributions and Vesting Employer contributions are not actuarially determined, but are provided on an as-needed basis to fund current benefits.
(i) DARF is a defined benefit pension plan established by theGeorgiaGeneralAssembly in 1949 for the purpose of providing retirement benefits to the district attorneys of the state of Georgia. DARF is directed by its own Board of Trustees. The Boards of Trustees for ERS and DARF entered into a contract for ERS to administer the plan effective July 1, 1995.
Membership As of June 30, 2011, DARF had 7 retirees and beneficiaries currently receiving benefits and no active members. No new members are allowed into DARF.
Benefits Persons appointed as district attorney emeritus shall receive an annual benefit of $15,000, or one-half of the state salary received by such person as a district attorney for the calendar year immediately prior to the person's retirement, whichever is greater.
Contributions and Vesting Employer contributions are not actuarially determined, but are provided on an as-needed basis to fund current benefits.
(j) GDCP is a defined contribution plan established by the Georgia General Assembly in July 1992 for the purpose of providing retirement allowances for state employees who are not members of a public retirement or pension system and do not participate in Social Security. GDCP is administered by the ERS Board of Trustees.
Membership As of June 30, 2011, participation in GDCP is as follows:
Retirees and beneficiaries currently receiving benefits Terminated employees entitled to benefits but not yet receiving benefits Active plan members
Total
Employers
1 101,847
16,007
117,855
378
Benefits A member may retire and elect to receive periodic payments after attainment of age 65. The payments will be based upon mortality tables and interest assumptions adopted by the ERS Board of Trustees. If a terminated member has less than $5,000 credited to his/her account, the ERS Board of Trustees 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 annual salary. There are no employer contributions. Earnings will be credited to each member's account as adopted by the ERS Board of Trustees. Upon termination of employment, the amount of the member's account is refundable upon request by the member.
32
Financial Section
Notes to Financial Statements
(k) The 401(k) Plan was established by the State of Georgia Employee Benefit Plan Council (the Council) in accordance with Georgia Law 1985, as amended, Official Code of Georgia, Sections 45-18-50 through 45-18-58, and Section 401(k) of the Internal Revenue Code (IRC). On October 1, 1994, activity commenced when the 401(k) Plan became available to employees of the State of Georgia Community Service Boards (CSBs). On December 1, 1998, the 401(k) Plan became available to employees of the Georgia Lottery Corporation (GLC). On July 1, 2005, the Plan became available to employees of Fayette County Board of Education; on July 1, 2006, the Plan became available to employees of Walton County Board of Education; and on January 1, 2010, the Plan became available to employees of Henry County Board of Education.
Effective July 1, 1998, the State of Georgia Employee's Deferred Compensation Group Trust (Master Trust) was formed for the State of Georgia Deferred Compensation Program to serve as the funding medium for the 401(k) Plan. At that time, the 401(k) Plan began operating on an employee elective deferral basis for all state employees working at least 1,000 hours in a 12-month period. All assets of the 401(k) Plan are held in trust for the exclusive benefit of the participants and their beneficiaries. The assets of the 401(k) Plan and the State of Georgia Employees' Deferred Compensation 457 Plan are commingled in the Master Trust with the respective trusts owning units of the Master Trust. Participant contributions are invested according to the participant's investment election. If the participant does not make an election, investments are automatically defaulted to a Lifecycle fund based on the participant's date of birth.
Effective July 1, 2005 (HB275), ERS became the trustee of the 401(k) Plan. Until April 25, 2011, ING LLC and State Street Bank and Trust Company held, administered, and invested the assets of the Master Trust. Effective April 25, 2011, Aon Hewitt and JPMorgan Chase hold, administer, and invest the assets of the Master Trust.
Contributions and Vesting Participating CSBs, the GLC and Fayette, Walton and Henry County Boards of Education offer employer contributions to eligible employees of up to 7.5% of base salary (limited to a maximum of $245,000 base salary for 2010 and 2011) as either a contribution matching employee elective contributions or an automatic contribution regardless of employee participation. As of January 1, 2009 individual participants may defer up to 80% of eligible compensation, or up to limits prescribed by the IRC (whichever is less).
Effective January 1, 2009, in accordance with O.C.G.A. 47-2-350 through 47-2-360, newly hired state employees, as well as rehired state employees who did not maintain eligibility for the ERS "old" or "new" plan, are members of the Georgia State Employees' Pension and Savings Plan (GSEPS). The GSEPS plan includes automatic enrollment in the 401(k) plan at a contribution rate of 1% of salary, along with a matching contribution from the state. The state will match 100% of the employee's initial 1% contribution. Employees can elect to contribute up to an additional 4% and the state will match 50% of the additional 4% of salary. Therefore, the state will match 3% against the employee's 5% total savings. Contributions greater than 5% do not receive any matching funds. Employees who are not participants of the GLC, CSB, or GSEPS plans do not receive any employer contributions in their 401(k) plan.
All employer contributions are subject to a vesting schedule, which determines eligibility to receive all or a portion of the employer contribution balance at the time of any distribution from the account after separation from all state service. Vesting is determined based on the following schedule:
Less than 1 year 1 2 3 4 5 or more years
--% 20 40 60 80 100
For CSB/GLC participants whose services terminated prior to January 1, 2011 but after December 31, 2001, the following vesting schedule applies:
Less than 2 years 2 3 4 5 6 or more years
--% 20 40 60 80 100
33
Financial Section
Notes to Financial Statements
For CSB/GLC participants whose services terminated prior to January 1, 2002, the following vesting schedule applies:
Less than 3 years 3 4 5 6 7 or more years
--% 20 40 60 80 100
Employee contributions and earnings thereon are 100% vested at all times. The 401(k) Plan also allows participants to roll over amounts from other qualified plans to their respective account in the 401(k) Plan on approval by the 401(k) Plan Administrator. Such rollovers are 100% vested at the time of transfer.
Distributions The participant may receive the value of their vested accounts upon attaining age 59.5, qualifying financial hardship, or retirement or other termination of service (employer contribution balances are only eligible for distribution upon separation from service). Upon the death of a participant, his or her beneficiary shall be entitled to the vested value of his or her accounts. Distributions are made in installments or in a lump sum.
(l) The 457 Plan was established by the State Personnel Board in accordance with Georgia laws 1974, page 198 as amended, Official Code of Georgia, Sections 45-18-30 through 45-18-36, and Section 457 of the Internal Revenue Code (IRC). The 457 Plan is available to employees of the State of Georgia and county health departments and permits such employees to defer a portion of their annual salary until future years. Employee contributions and earnings thereon are 100% vested at all times.
Effective July 1, 1998, the State of Georgia Employee's Deferred Compensation Group Trust (Master Trust) was formed for the State of Georgia Deferred Compensation Program to serve as the funding medium for the 457 Plan. All assets of the 457 Plan are held in trust for the exclusive benefit of the participants and their beneficiaries. The assets of the 457 Plan and the State of Georgia Employees' Deferred Compensation 401(k) Plan are commingled in the Master Trust with the respective trusts owning units of the Master Trust. Participant contributions are invested according to the participant's investment election. If the participant does not make an election, investments are automatically defaulted to a Lifecycle fund based on the participant's date of birth.
Effective July 1, 2005 (HB275), ERS became the trustee of the 457 Plan. Until April 25, 2011, ING LLC and State Street Bank and Trust Company held, administered, and invested the assets of the Master Trust. Effective April 25, 2011, Aon Hewitt and JPMorgan Chase hold, administer, and invest the assets of the Master Trust.
Distributions The balance in the employee's account in the 457 Plan is not available to the employee until termination, retirement, death, or unforeseeable emergency as defined in the 457 Plan.
(3) Significant Accounting Policies and System Asset Matters
(a) Basis of Accounting The System's basic financial statements are prepared on the accrual basis of accounting. Contributions from the employers and members are recognized as additions in the period in which the members provide services. Retirement benefits and refund payments are recognized as deductions when due and payable.
(b) Reclassifications Certain amounts from fiscal year 2010 have been reclassified to conform to the current period presentation.
34
Financial Section
Notes to Financial Statements
(c) Cash and Cash Equivalents Cash and cash equivalents, reported at cost, include cash on deposit at banks, cash on deposit with the investment custodian earning a credit to offset fees and short-term highly liquid financial securities with original maturities of three months or less from the date of acquisition.
(d) Investments Investments are reported at fair value. Securities traded on a national or international exchange are valued at the last reported sales price. Investment income is recognized as earned by the System. There are no investments in, loans to, or leases with parties related to the System.
The System utilizes various investment instruments. Investment securities, in general, are exposed to various risks, such as interest rate, credit, and overall market volatility. Due to the level of risk associated with certain investment securities, it is reasonably possible that changes in the values of investment securities will occur in the near term and that such changes could materially affect the amounts reported in the financial statements.
(e) Capital Assets Capital assets, including software development costs, are stated at cost less accumulated depreciation. The capitalization thresholds are $100,000 for buildings and building improvements and $5,000 for equipment and vehicles. Depreciation on capital assets is computed using the straight-line method over estimated useful lives of five to forty years. Depreciation expense is included in administrative expenses. Maintenance and repairs are charged to administrative expenses when incurred. When assets are retired or otherwise disposed of, the costs and related accumulated depreciation are removed from the accounts, and any resulting gain or loss is reflected in the statements of changes in net assets in the period of disposal.
(f) Use of Estimates The preparation of financial statements in conformity with U.S. generally accepted accounting principles requires management to make estimates and assumptions that affect the reported amounts of net assets and changes therein. Actual results could differ from those estimates.
(4) Investment Program
The System maintains sufficient cash to meet its immediate liquidity needs. Cash not immediately needed is invested as directed by the Board of Trustees. All investments are held by agent custodial banks in the name of the System. State statutes and the System's investment policy authorize the System to invest in a variety of short-term and long-term securities as follows:
(a) Cash and Cash Equivalents The carrying amount of cash on deposit with the investment custodian totaled $100,001,253 at June 30, 2011 with an actual bank balance of $100,128,562. The System's cash balances are fully insured through the Federal Deposit Insurance Corporation, an independent agency of the U.S. Government.
Short-term highly liquid financial securities are authorized in the following instruments: Repurchase and reverse repurchase agreements, whereby the System and a broker exchange cash for direct
obligations of the U.S. Government or obligations unconditionally guaranteed by agencies of the U.S. Government or U.S. corporations. The System or broker promises to repay the cash received, plus interest, at a specific date in the future in exchange for the same securities. The System held repurchase agreements of $380,789,000 at June 30, 2011.
Other short-term securities authorized, but not currently used, are as follows:
U.S. Treasury obligations.
Commercial paper, with a maturity of 180 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-l and/or A-l by national credit rating agencies.
35
Financial Section
Notes to Financial Statements
Master notes, an overnight security administered by a custodian bank and an obligation of a corporation whose commercial paper is rated P-l and/or A-l by national credit rating agencies.
Investments in commercial paper or master notes are limited to no more than $500 million in any one name.
(b) Investments Fixed income investments are authorized in the following instruments: U.S. and foreign government obligations. At June 30, 2011, the System held U.S. Treasury bonds of $2,361,011,800 and international government bonds of $218,351,790.
Obligations unconditionally guaranteed by agencies of the U.S. Government. At June 30, 2011, the System held agency bonds of $22,272,650.
Corporate bonds with at least an "A" rating by a national rating agency. At June 30, 2011, the System held U.S. corporate bonds of $1,212,751,890 and international corporate bonds of $87,213,400.
Private placements are authorized under the same general restrictions applicable to corporate bonds. At June 30, 2011, the System did not hold private placements.
Mortgage investments are authorized to the extent that they are secured by first mortgages on improved real property located in the state of Georgia.
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 70% of the total invested assets on a historical cost basis may be placed in equities. 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 Division of Investment Services (the Division), in conjunction with independent advisors. Buy/sell decisions are based on securities meeting 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. Equity trades are approved and executed by the Division'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. Equity investments are authorized in the following instruments:
Domestic equities are those securities considered by The Official Code of Georgia Annotated (O.C.G.A.) to be domiciled in the United States. At June 30, 2011, the System held domestic equities of $7,556,865,400.
International equities, including American Depository Receipts (ADR), will be a diversified portfolio including both developed and emerging countries. These securities are not considered by the O.C.G.A. to be domiciled in the United States. At June 30, 2011, the System held international equities of $3,022,352 and ADRs of $2,500,473,908. The State of Georgia Employee's Deferred Compensation Group Trust (Master Trust) invests in various mutual funds, common collective trust funds, and separate accounts, as selected by participants. Each participant is allowed to select and invest contributions into 2 mutual funds, 8 common collective trust funds, and 4 separate accounts, as authorized by the Board of Trustees. Mutual funds, common collective trust funds, and separate accounts are reported at the fair value of participant balances.
Substantially all of the investments of ERS, PSERS, LRS, GJRS, GMPF, and SEAD are pooled into one common investment fund. Units in the pooled common investment fund are allocated to the respective plans, based upon the cost of assets contributed, and additional units are allocated to the participating plans, based on the market value of the pooled common investment fund at the date of contribution. Net income of the pooled common investment fund is allocated monthly to the participating plans, based upon the number of units outstanding during the month.
36
Financial Section
Notes to Financial Statements
The units and fair value of each plan's equity in the pooled common investment fund at June 30, 2011 were as follows (dollars in thousands):
Employees' Retirement System Public School Employees Retirement System Legislative Retirement System Georgia Judicial Retirement System State Employees' Assurance Department - Active State Employees' Assurance Department - OPEB Georgia Military Pension Fund
Fair value $ 12,326,890
697,015 28,405
321,686 184,636 806,619
9,000
$ 14,374,251
Units
4,373,714 247,308 10,078 114,138 65,511 286,198 3,193
5,100,140
Credit Risk. Credit risk is the risk that an issuer or other counterparty to an investment will not fulfill its obligations to the Employees' Retirement System. State law limits investments to investment grade securities.
It is the System's investment policy to require that the bond portfolio be of high quality and chosen with respect to maturity ranges, coupon levels, refunding characteristics and marketability. The System's policy is to require that new purchases of bonds be restricted to high grade bonds rated no lower than "A" by any nationally recognized statistical rating organization. Obligations of the U.S. Government or obligations explicitly guaranteed by the U.S. Government are not considered to have credit risk and do not require disclosure of credit quality. The notation NR represents those securities that are not rated. The quality ratings of investments in fixed income securities as described by Standard & Poor's and by Moody's Investors Service, which are nationally recognized statistical rating organizations, at June 30, 2011 are shown in the following chart:
Quality Ratings of Fixed Income Investments Held at June 30, 2011
Investment Type Domestic obligations:
U.S. Treasuries U.S. Agencies Corporates
Total Corporates International obligations:
Governments
Total Governments Corporates
Total Fixed Income Investments
Standard & Poor's/ Moody's
Quality Rating
June 30,2011 Fair Value
AA/Aaa
AAA/Aaa AA/Aa AA/A A/Aa A/A
$ 2,361,011,800 22,272,650
165,398,370 737,842,040 143,189,960
5,010,950 161,310,570
1,212,751,890
AAA/Aaa AA/Aa NR/Aa
AA/Aa
68,257,490 86,869,390 63,224,910 218,351,790
87,213,400
$ 3,901,601,530
The investment policy requires that repurchase agreements be limited to the purchase of U.S. Treasury or Agency obligations or corporate bonds rated no lower than "A" by any nationally recognized statistical rating organization with a market value in excess of funds advanced. As of June 30, 2011, the System held repurchase agreements included in cash and cash equivalents of $380,789,000.
37
Financial Section
Notes to Financial Statements
Mutual funds, common collective trust funds, and separate accounts investments of the deferred compensation plans are not considered to have credit risk and do not require disclosure of credit risk rating.
Concentration of Credit Risk. Concentration of credit risk is the risk of loss that may be attributed to the magnitude of a government's investment in a single issue. On June 30, 2011, the System did not have debt or equity investments in any one organization, other than those issued or guaranteed by the U. S. Government or its agencies, which represented greater than 5% of plan net assets.
Interest Rate Risk. Interest rate risk is the risk that changes in interest rates will adversely affect the fair value of an investment. While the System has no formal interest rate risk policy, active management of the bond portfolio incorporates interest rate risk to generate improved returns. This risk is managed within the portfolio using the effective duration method. This method is widely used in the management of fixed income portfolios and quantifies to a much greater degree the sensitivity to interest rate changes when analyzing a bond portfolio with call options, prepayment provisions, and any other cash flows. Effective duration makes assumptions regarding the most likely timing and amounts of variable cash flows and is best utilized to gauge the effect of a change in interest rates on the fair value of a portfolio. It is believed that the reporting of effective duration found in the table below quantifies to the fullest extent possible the interest rate risk of the System's fixed income assets.
Effective Duration of Fixed Income Assets and Repurchase Agreements by Security Type
Fixed Income and Repurchase Agreements Security Type
Domestic obligations: U.S. Treasuries U.S. Agencies Corporates
International obligations: Governments Corporates
Repurchase agreements
Total
Market Value June 30, 2011
$ 2,361,011,800 22,272,650
1,212,751,890
218,351,790 87,213,400
380,789,000
$ 4,282,390,530
Percent of All Fixed Income Assets and Repurchase Agreements
55.1 % 0.5
28.3
5.1 2.1 8.9
100.0 %
Effective Duration (Years)
5.2 1.6 5.1
4.0 2.0 --
4.6*
*Total Effective Duration (Years) does not include Repurchase Agreements.
Mutual funds, common collective trust funds, and separate investments of the deferred compensation plans are not considered to have interest rate risk and do not require disclosure of interest rate risk.
(5) Investment Lending Program
State statutes and Board of Trustees policies permit the System to lend its securities to broker-dealers with a simultaneous agreement to return the collateral for the same securities in the future. The System is presently involved in a securities lending program with major brokerage firms.The System lends equity and fixed income 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 corporate bonds. The collateral value must be equal to at least 102% to 115% of the loaned securities' value, depending on the type of collateral security.
Securities loaned totaled $2,854,540,198 at fair value at June 30, 2011. The collateral value was equal to 105.7% of the loaned securities' value at June 30, 2011. The System's lending collateral was held in the System's name by the tri-party custodian.
38
Financial Section
Notes to Financial Statements
Loaned securities are included in the accompanying combined statement of net assets since the System maintains ownership. The related collateral securities are not recorded as assets on the System's combined statements of net assets, and a corresponding liability is not recorded, since the System is deemed not to have the ability to pledge or trade the collateral securities. The System is deemed not to have the ability to pledge or sell the collateral securities, since the System's lending contracts do not address whether the lender can pledge or sell the collateral securities without a borrower default, the System has not previously demonstrated that ability, and there are no indications of the System's ability to pledge or sell the collateral securities.
(6) Operating Leases
The System leases copier machines and mailing equipment under long-term, noncancelable operating lease agreements. The leases expire at various dates through 2013 and provide for renewal options ranging from one year to five years. Lease expense totaled $12,206 during 2011. The following is a schedule by years of future minimum rental payments required under operating leases in excess of one year as of June 30, 2011.
Fiscal Year ending June 30: 2012 2013 Total minimum payments required
$
8,805
1,267
$ 10,072
(7) Capital Assets
The following is a summary of capital assets and depreciation information as of and for the year ended June 30, 2011:
Capital assets: Land Building Equipment Vehicles Computer software
Balance at June 30, 2010
Balance at Additions Disposals June 30, 2011
$
944,225
2,800,000
1,516,095
13,381
14,344,610
19,618,311
504,835
504,835
944,225
2,800,000
2,020,930
13,381
14,344,610
20,123,146
Accumulated depreciation for: Building Equipment Vehicles Computer software
(420,000) (958,067)
(6,544) (11,444,874)
(12,829,485)
Capital assets, net
$ 6,788,826
(70,000) (168,033)
(1,911) (2,868,921)
(3,108,865)
(2,604,030)
(490,000)
(1,126,100)
(8,455)
(14,313,795)
(15,938,350)
4,184,796
During fiscal year 2011, the System did not experience any capital asset impairment loss with respect to the provisions of GASB Statement No. 42, Accounting and Financial Reporting for Impairment of Capital Assets and for Insurance Recoveries.
39
Financial Section
Notes to Financial Statements
(8) Funded Status and Funding Progress
The funded status of each plan as of June 30, 2010, the most recent actuarial valuation date, is as follows (dollar amounts in thousands):
Actuarial value of plan
assets (a)
Actuarial accrued liability (AAL) entry age
(b)
Unfunded AAL/(funding
excess) (b-a)
Funding ratio (a/b)
Annual covered payroll
(c)
Unfunded AAL/(funding excess) as percentage of covered payroll
[(b-a)/c]
ERS PSERS LRS GJRS GMPF
$ 13,046,193 737,406 29,581 320,050 7,558
$ 16,295,352 875,396 25,003 281,496 23,773
$ 3,249,159 137,990 (4,578) (38,554) 16,215
80.1 %
84.2 118.3 113.7 31.8
$ 2,571,042 N/A
3,745 51,293
N/A
126.4 % N/A
(122.2) (75.2) N/A
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 each fiscal year.
2 No statistics regarding covered payroll are available. Active and inactive plan member information is maintained by the Georgia Department of Defense.
The schedules of funding progress, presented as required supplementary information (RSI) following the notes to the financial statements, present multi-year trend information about whether the actuarial values of plans assets are increasing or decreasing over time relative to the AALs for benefits.
40
Notes to Financial Statements
Additional information as of the latest actuarial valuation follows:
Valuation date Actuarial cost method Amortization method
ERS
June 30, 2010 Entry age Level percent of pay,, open
PSERS
June 30, 2010 Entry age Level dollar, open
Financial Section
LRS June 30, 2010 Entry age Level dollar, open
Remaining amortization period Asset valuation method
Actuarial assumptions: Investment rate of return Projected salary increases Fiscal Year 2011 Fiscal Years 2012-2013 Fiscal Years 2014+
Postretirement cost-of-living adjustment
Valuation date Actuarial cost method Amortization method
Remaining amortization period Asset valuation method
Actuarial assumptions: Investment rate of return Projected salary increases Fiscal Year 2011 Fiscal Years 2012-2013 Fiscal Years 2014+
Postretirement cost-of-living adjustment
1 Includes inflation rate of 3.00%.
30 years 7-year smoothed market
30 years 7-year smoothed market
N/A 7-year smoothed market
7.50%
0.00% 2.725 - 4.625% 5.45-9.25% None
7.50% N/A
7.50% N/A
3.00% annually 3.00% annually
GJRS June 30, 2010 Entry age Level percent of pay, open
16 years 7-year smoothed market
GMPF June 30, 2010 Entry age Level dollar, open
20 years 7-year smoothed market
7.50%
0.00% 3.00% 6.00% None
7.50% N/A
None
41
Financial Section Required Supplementary Schedules (UNAUDITED) Schedules of Funding Progress
(In thousands)
42
Employees' Retirement System
Actuarial valuation
date
6/30/2005 6/30/2006 6/30/2007 6/30/2008 6/30/2009 6/30/2010
Actuarial value of plan assets
(a)
$ 13,134,472 13,461,132 13,843,689 14,017,346 13,613,606 13,046,193
Actuarial accrued liablility (AAL) entry age (b)
$ 13,512,773 14,242,845 14,885,179 15,680,857 15,878,022 16,295,352
Unfunded AAL/ (funding excess)
(b-a)
$
378,301
781,713
1,041,490
1,663,511 2,264,416
3,249,159
Funding ratio (a/b)
97.2 % 94.5 93.0 89.4 85.7 80.1
Annual covered payroll
(c)
$ 2,514,430 2,630,167 2,680,972 2,809,199 2,674,155 2,571,042
Unfunded AAL/ (funding excess) as percentage of covered payroll
[(b-a)/c]
15.0 % 29.7 38.8 59.2 84.7 126.4
Public School Employees Retirement System
6/30/2005 6/30/2006 6/30/2007 6/30/2008 6/30/2009 6/30/2010
753,767 766,277 785,460 791,855 769,618 737,406
671,040 691,651 746,078 770,950 823,232 875,396
(82,727) (74,626) (39,382) (20,905)
53,614 137,990
112.3 110.8 105.3 102.7 93.5 84.2
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Legislative Retirement System
6/30/2005 6/30/2006 6/30/2007 6/30/2008 6/30/2009 6/30/2010
28,462 29,172 30,049 30,706 30,303 29,581
23,531 23,407 24,357 24,454 23,523 25,003
(4,931) (5,765) (5,692) (6,252) (6,780) (4,578)
121.0 124.6 123.4 125.6 128.8 118.3
3,586 3,602 3,688 3,778 3,780 3,745
(137.5) (160.0) (154.3) (165.5) (179.4) (122.2)
Georgia Judicial Retirement System
6/30/2005 6/30/2006 6/30/2007 6/30/2008 6/30/2009 6/30/2010
264,924 279,564 297,090 313,315 317,624 320,050
213,060 229,837 249,278 268,516 282,474 281,496
(51,864) (49,727) (47,812) (44,799) (35,150) (38,554)
124.3 121.6 119.2 116.7 112.4 113.7
42,916 45,308 48,621 51,102 52,083 51,293
(120.9) (109.8)
(98.3) (87.7) (67.5) (75.2)
Georgia Military Pension Fund
6/30/2005 6/30/2006 6/30/2007 6/30/2008 6/30/2009 6/30/2010
2,176 3,100 4,165 5,269 6,413 7,558
14,454 17,625 19,887 19,124 21,021 23,773
12,278
15.1
14,525
17.6
15,722
20.9
13,855
27.6
14,608
30.5
16,215
31.8
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
This data, except for annual covered payroll, was provided by the System's actuary. 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 each fiscal year. No statistics regarding covered payroll are available. Active and inactive plan member information is maintained by the Georgia Department of Defense.
See accompanying notes to required supplementary schedules and accompanying independent auditors' report.
Required Supplementary Schedules (UNAUDITED)
Schedules of Employer Contributions
(In thousands)
Financial Section
Employees' Retirement System Public School Employees Retirement System Legislative Retirement System Georgia Judicial Retirement System Georgia Military Pension Fund
Year ended June 30
2005 2006 2007 2008 2009 * 2010
2005 2006 2007 2008 2009 2010
2005 2006 2007 2008 2009 2010
2005 2006 2007 2008 2009 2010
2005 2006 2007 2008 2009 2010
State annual required
contribution $ 243,074 258,482 270,141 286,256 282,103 263,064
833 3,634 6,484 2,866 5,529 5,529
1,594 1,683 1,778 2,395 1,703 2,600
891 891 1,005 1,103 1,323 1,434
Percentage contributed
100.0 % 100.0 100.0 100.0
99.9 100.0
100.0 100.0 100.0 100.0 100.0 100.0
N/A N/A N/A N/A N/A N/A
100.0 100.0 100.0 100.0 100.0 100.0
100.0 100.0 100.0 100.0 100.0 100.0
This data was provided by the System's actuary.
*Since the previous valuation it was determined that an employer group within ERS did not contribute the full ARC every year. The amount above has been revised from the previous valuation to reflect the difference between the ARC and the actual contributions made.
See accompanying notes to required supplementary schedules and accompanying independent auditors' report.
43
Financial Section
Notes to Required Supplementary Schedules
June 30, 2011
(1) Schedule of Funding Progress The actuarial value of assets recognizes a portion of the difference between the fair value of assets and the expected actuarial value of assets, based on the assumed valuation rate of return. The amount recognized each year is 1/7th of the difference between fair value and expected actuarial value.
(2) Schedule of Employer Contributions The required employer contributions and percent of those contributions actually made are presented in the schedule.
(3) Actuarial Assumptions The information presented in the required supplementary schedules was determined as part of the actuarial valuations at the dates indicated. Additional information from the actuarial valuations for the most recent two year period is as follows:
Employees' Retirement System: Valuation date Actuarial cost method Amortization method
June 30, 2010 Entry age Level percent of pay, open
June 30, 2009 Entry age Level percent of pay, open
Remaining amortization period of the unfunded actuarial accrued liability
Asset valuation method Actuarial assumptions:
Investment rate of return Projected salary increases
Fiscal Year 2011 Fiscal Years 2012-2013 Fiscal Years 2014+ Postretirement cost-of-living adjustment
30 years 7-year smoothed market
7.50%
0.00% 2.725 - 4.625% 5.45 - 9.25% None
Public School Employees Retirement System: Valuation date Actuarial cost method Amortization method Remaining amortization period of the unfunded actuarial accrued liability Asset valuation method Actuarial assumptions: Investment rate of return Projected salary increases Postretirement cost-of-living adjustment
June 30, 2010 Entry age Level dollar, open
30 years 7-year smoothed market
7.50% N/A 3% annually
Includes inflation rate of 3.00% in the 2010 valuation and 3.75% in the 2009 valuation.
30 years 7-year smoothed market
7.50% 5.45-9.25%
None
June 30, 2009 Entry age Level dollar, open
30 years 7-year smoothed market
7.50% N/A 3% annually
44
Financial Section
Notes to Required Supplementary Schedules
Legislative Retirement System: Valuation date Actuarial cost method Amortization method Remaining amortization period of the Funding Excess Asset valuation method Actuarial assumptions: Investment rate of return Projected salary increases Postretirement cost-of-living adjustment
Georgia Judicial Retirement System: Valuation date Actuarial cost method Amortization method Remaining amortization period of the Funding Excess Asset valuation method Actuarial assumptions: Investment rate of return Projected salary increases Fiscal Year 2011 Fiscal Years 2012-2013 Fiscal Years 2014+ Postretirement cost-of-living adjustment
June 30, 2010 Entry age Level dollar, open
N/A 7-year smoothed market
7.50% N/A 3% annually
June 30, 2009 Entry age Level dollar, open
N/A 7-year smoothed market
7.50% N/A 3% annually
June 30, 2010 Entry age Level percent of pay, open
June 30, 2009 Entry age Level percent of pay, open
16 years 7-year smoothed market
10 years 7-year smoothed market
7.50%
0.00% 3.00% 6.00% None
7.50% 6.00%
None
Georgia Military Pension Fund: Valuation date Actuarial cost method Amortization method Remaining amortization period of the unfunded actuarial accrued liability Asset valuation method Actuarial assumptions: Investment rate of return Projected salary increases Postretirement cost-of-living adjustment
June 30, 2010 Entry age Level dollar, open
20 years 7-year smoothed market
7.50% N/A None
Includes inflation rate of 3.00% in the 2010 valuation and 3.75% in the 2009 valuation.
June 30, 2009 Entry age Level dollar, open
20 years 7-year smoothed market
7.50% N/A None
45
Financial Section
Additional Information
Administrative Expenses Schedule - Contributions and Expenses
Year ended June 30 2011, with comparative amounts for the Year ended June 30, 2010 (In thousands)
Contributions: Employees' Retirement System Public School Employees Retirement System Legislative Retirement System Georgia Judicial Retirement System State Employees' Assurance Department - Active State Employees' Assurance Department - OPEB Georgia Defined Contribution Plan 401(k) Plan 457 Plan Georgia Military Pension Fund Superior Court Judges Retirement Fund District Attorneys Retirement Fund
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 Contracts Actuarial services Medical services Professional fees Legal services
2011
2010
$ 14,431 $ 2,046 131 290 22 203 1,180 2,054 1,064 37 6 1
21,465
14,505 1,956 120 270 22 203 1,110 829 2,115 43 6 1
21,180
5,067 498 357
1,265 49
7,236
197 11 74 16
298
5,433 784
2,591 321 223 147 46
9,545
5,045 514 358
1,043 35
6,995
146 25 78 15
264
5,044 1,547 2,528
324 164 150
74
9,831
Management fees: Building maintenance
636
636
Other services and charges: Temporary services Supplies and materials Repairs and maintenance Courier services Depreciation Miscellaneous Office equipment
Total expenses
Net income
512 45 23 9
3,109 48 4
3,750
21,465
$
$
125 71 41 11
3,154 48 4
3,454
21,180
See accompanying independent auditors' report.
46
Additional Information
Schedule of Investment Expenses
Year ended June 30, 2011, with comparative amounts for the Year ended June 30, 2010
Investment Advisory and Custodial Fees Miscellaneous Total Investment Expenses
See accompanying independent auditors' report.
2011
2010
$ 6,350,398 6,005,549 3,493,496 3,541,749
$ 9,843,894 9,547,298
Financial Section
47
Investment Section
E RSGA
Serving those who serve Georgia
Employees' Retirement System of Georgia
48
Investment Section
Investment Overview
While returns for the year were positive, the sovereign debt crisis emanating from Europe demonstrated that stock markets are still vulnerable to periods of bad news. There are undoubtedly large problems that need to be resolved, but many parts of the world economy are addressing the prior excesses. So as we cycle between episodes of good news and bad news, the financial markets will likely continue to fluctuate.
Equity markets rebounded nicely during the fiscal year. The return for the S&P 500 Index was 30.7%. The Dow Jones Industrial Average Index rose 30.4%. Among individual companies, returns varied depending upon the company's size, industry, and exposure to global markets. The MSCI EAFE Index returned 30.4% and the MSCI Emerging Market Index returned 27.8%.
This pattern is not a new phenomenon and it is easy to get caught up in the latest headlines, but as a pension plan it is more important to stay focused on the long-term. The System continues to invest in a mix of liquid, high quality bonds and stocks. These types of investments allow the System to participate in rising markets while moderating the risks on the downside. A high quality balanced fund has proven to be a successful strategy in a variety of markets over a long period of time.
As in previous years, the bias to quality was a primary goal and was successfully met. "Conservation of Capital" and "Conservatism" continue to be the principal guides in investment decisions. The Board of Trustees continues to use a diversified portfolio to accomplish these objectives.
The economy grew during the past fiscal year, although at a slow pace. Any improvement in housing will likely continue to be slow and uneven as excess inventory and more foreclosures dampen housing starts and prices. Growth in employment, or rather the lack thereof, remains the largest single factor plaguing the economy. The unemployment rate does not appear to be increasing, but neither is it decreasing and remains mired at year ago levels of 9.2%. The real bright spot has been corporate profits, which rose 15%, as companies slashed costs and benefitted from stable business and consumer spending.
Studies undertaken to evaluate the investment returns of pension funds over very long time horizons indicate that the asset allocation decision has the most impact on the fund's returns. Although the returns for the various asset categories vary from year to year, over the long term, equities usually outperform fixed income and cash by a very wide margin. For that reason, the System has generally maintained a significant equity exposure with the remainder of the fund in fixed income securities designed to generate income and preserve capital.
Similarly to last year, large and small capitalization domestic stocks underperformed. The S&P 400 Mid Capitalization Index outperformed both the S&P 500 and S&P 600 with a return of 39.4%. The S&P 600 Small Capitalization Index rose 37.0%, well above its ten-year average return of 7.8%, and also above the S&P 500's 30.7%.
These overall returns can be explained primarily by massive central bank and fiscal stimulus. Corporate profits improved due primarily to cost cutting. The improved foreign returns can be attributed to many of the same reasons and also the relatively strong developed market currencies providing some offset to the weaker currencies of the emerging markets.
Returns for the fixed income markets were below average this year. Yields on long-term Treasury bonds began the period at 3.9% and ended the year at 4.4%. Overall the ten-year U.S. Treasury note returned 1.8% and the thirty-year U.S. Treasury bond returned -4.2%. Short-term Treasury bills only returned 0.1%.
Our primary benchmark, the Barclays Government / Credit Index rose 3.7%. It is a shorter maturity index containing higher yielding corporate bonds as well as Treasuries. Higher quality bonds underperformed lower quality bonds as evidenced by the 3.6% return for AAA & AA rated bonds versus 7.9% for BBB rated bonds.
In summary, the investment status of the System is excellent. The high quality of the System's investments is in keeping with the continued policy of "Conservatism" and "Conservation of Capital."
Prepared by the Division of Investment Services
Returns for one, three, five, ten and twenty year periods are presented in this section. The longer time periods, such as the twenty-year period, allow for more valid evaluation of returns, both in absolute terms and relative to an asset class index, by reducing emphasis on the short-term volatility of markets. The Daily Valuation Method was used to calculate rates of return which is in accordance with the CFA Institute's objectives as stated in its publication "Global Investment Performance Standards Handbook," second edition.
49
Investment Section Pooled Investment Fund
As of June 30, 2011
Employees' Retirement System (ERS) Public School Employees Retirement System (PSERS) Legislative Retirement System (LRS) Georgia Judicial Retirement System (GJRS) State Employees' Assurance Department (SEAD) - Active State Employees' Assurance Department (SEAD) - OPEB Georgia Military Pension Fund (GMPF)
Total
$
12,326,890,021
697,014,963
28,404,629
321,686,006
184,635,569
806,620,100
8,999,612
$
14,374,250,900
Rates of Return
35 30 25 20 15 10
5 -
1 Year
Equities S&P 500
3 Year
5 Year
10 Year
20 Year
25 20 15 10
5 -
1 Year
Total Portfolio CPI
3 Year
5 Year
10 Year
20 Year
8 7 6 5 4 3 2
1 Year
Fixed Income Barclays Govt/Credit
3 Year
5 Year
10 Year
20 Year
1 year 3 year 5 year 10 year 20 year
Equities
32.07% 3.12 % 3.34 % 3.59 % 8.57 %
S&P 500
30.69 % 3.34 % 2.94 % 2.72 % 8.73 %
Fixed Income 3.08 %
Barclay's Govt/ Credit
3.68 %
Total Portfolio 21.29 %
6.31 %
6.17 %
5.42 %
6.81 %
6.35 %
5.34 %
6.12 %
5.74 %
5.04 %
7.72 %
6.83 %
8.39 %
CPI
3.56 % 1.04 % 2.15 % 2.40 % 2.57 %
Note: Rates of return are calculated using the Daily Valuation Method based on market rates of return.
50
Asset Allocation at Fair Value
Investment Section
70.0% 60.0% 50.0% 40.0% 30.0% 20.0% 10.0%
0.0% 2011 2010 2009 2008 2007 2006
Equies Fixed Income Short-term Securies Mutual funds, etc
Investment Summary
Asset Allocation as of June 30 (in percentages)
Equities Fixed Income Short-Term Securities Mutual and Common Collective Trust Funds and Separate Accounts Total
2011
67.2% 26.2
-- 6.6
2010
59.4 34.1
-- 6.5
2009
52.3 39.8
1.8 6.1
2008
55.6 37.2
1.5 5.7
2007
59.5 31.0
4.0 5.5
2006
58.6 35.3
0.8 5.3
100%
100
100
100
100
100
Asset Allocation as of June 30 (in millions)
2011
Equities
$ 10,060
Fixed Income
3,902
Short-Term Securities
--
Mutual and Common Collective Trust Funds and Separate Accounts
992
2010
7,870 4,506
-- 867
2009
6,857 5,212
236 799
2008
8,947 6,000
244 915
2007
10,307 5,374 700 953
2006
9,253 5,585
121 843
Total
$ 14,954 13,243 13,104 16,106 17,334 15,802
51
Investment Section
Schedule of Fees and Commissions
For the Year Ended June 30, 2011
Investment Advisors' Fees:* U.S. Equity International Equity Fixed Income
Investment Commissions: U.S. Equity International Equity
SEC Fees: Miscellaneous:*
Total Fees and Commissions
$
4,072,868
1,864,980
--
3,687,679 1,745,324
46,639 3,906,046
$
15,323,536
*Amount included in total investment expenses shown on page 47.
Twenty Largest Equity Holdings
As of June 30, 2011
Shares 2,324,813
498,148 1,013,519
561,361 3,551,094 4,611,470 1,297,260 4,118,956 2,656,819 1,904,888 1,211,288 2,564,943 1,236,910 1,036,745 2,084,530
131,420 765,064 734,600 1,352,762 2,533,424
Company
Exxon Mobil Corp. Apple Inc. Chevron Corp. International Business Machines Corp. Microsoft Corp. General Electric Co. Johnson & Johnson Pfizer Inc. AT&T Inc. JPMorgan Chase & Co. Procter & Gamble Co. Wells Fargo & Co. QUALCOMM Inc. Coca Cola Co. Oracle Corp. Google Inc. Schlumberger Ltd. Berkshire Hathaway Inc. Citigroup Inc. Intel Corp.
Fair Value $ 189,193,282
167,213,339 104,230,294
96,301,479 92,328,444 86,972,324 86,293,735 84,850,493 83,450,685 77,986,115 77,001,578 71,972,301 70,244,119 69,762,571 68,601,882 66,548,460 66,101,530 56,850,694 56,329,010 56,140,676
Top 20 Equities Remaining Equities
$ 1,728,373,011 8,331,988,649
Total Equities
$ 10,060,361,660
A complete listing is available upon written request, subject to restrictions of O.C.G.A. Section 47-1-14. 52
Fixed Income Holdings*
As of June 30, 2011
Investment Section
Issuer
US TREAS. NOTE US TREAS. NOTE US TREAS. NOTE US TREAS. NOTE US TREAS. NOTE US TREAS. BOND US TREAS. NOTE US TREAS. NOTE GENERAL ELECTRIC CAP CORP US TREAS. NOTE PFIZER INC US TREAS. NOTE US TREAS. NOTE UNITED PARCEL SERVICE GENERAL ELECTRIC CAP CORP GENERAL ELECTRIC CAP CORP US TREAS. BOND MICROSOFT CORP BERKSHIRE HATHAWAY FIN CORP ROYAL BANK OF CANADA AT&T INC UNITED PARCEL SERVICE VERIZON COMMUNICATIONS INC WAL-MART STORES INC US TREAS. NOTE EKSPORTFINANS ASA EUROPEAN INVESTMENT BANK ONTARIO (PROVINCE OF) JOHNSON AND JOHNSON US TREAS. NOTE ONTARIO (PROVINCE OF) JOHNSON AND JOHNSON
Year of Maturity 2017 2016 2013 2013 2014 2028 2013 2014 2020 2021 2015 2018 2017 2019 2015 2026 2036 2015 2012 2013 2015 2021 2014 2016 2012 2016 2016 2014 2014 2013 2015 2017
Interest Rate 1.8750 2.1250 0.7500 1.0000 1.0000 5.2500 0.5000 2.3750 5.5500 3.1250 5.3500 2.7500 3.1250 5.1250 2.3750 5.5500 4.5000 1.6250 5.1250 2.1000 2.5000 3.1250 1.9500 2.8000 0.3750 2.3750 2.1250 1.3750 1.2000 2.7500 2.9500 5.5500
ERS Fixed Income Securities Defined Contribution Fixed Income Securities
Total ERS and Defined Contribution Fixed Income Securities
Par Value
$
279,000,000
232,000,000
225,000,000
222,000,000
217,000,000
188,000,000
181,000,000
162,000,000
158,000,000
148,000,000
127,000,000
127,000,000
117,000,000
106,000,000
106,000,000
101,000,000
94,000,000
90,000,000
84,000,000
85,000,000
85,000,000
85,000,000
74,000,000
63,000,000
64,000,000
63,000,000
63,000,000
53,000,000
53,000,000
42,000,000
32,000,000
20,000,000
Fair Value
$
272,786,670
237,510,000
226,073,250
224,359,860
218,916,110
216,963,280
180,561,980
169,542,720
169,276,460
147,584,120
143,189,960
130,045,460
124,056,270
119,122,800
105,218,780
101,461,570
97,143,360
89,046,900
88,444,440
87,213,400
86,105,850
80,724,500
75,204,720
64,481,760
64,062,720
63,224,910
63,203,490
53,313,230
53,158,470
44,100,000
33,556,160
23,193,000
$ 3,746,000,000 $ 3,852,846,200
48,000,000
48,755,330
$ 3,794,000,000 $ 3,901,601,530
*A complete listing is available upon written request, subject to restrictions of O.C.G.A. Section 47-1-14.
53
Actuarial Section
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54
Actuarial Section
ERS
April 11, 2011
Board of Trustees Employees' Retirement System of Georgia Two Northside 75, Suite 300 Atlanta, GA 30318-7701
Attn: Ms. Pamela Pharris, Executive Director
Members of the Board:
Section 47-2-26 of the law governing the operation of the Employees' Retirement System of Georgia provides that the actuary shall make annual 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 actuarial valuation of the System prepared as of June 30, 2010.The report indicates that annual employer contributions at the rate of 10.15% of compensation for Old Plan Members, 14.90% of compensation for New Plan Members, and 11.54% for GSEPS Members for the fiscal year ending June 30, 2013 are sufficient to support the benefits of the System.
Since the previous valuation, various assumptions and methods have been revised to reflect the results of the experience investigation for the five-year period ending June 30, 2009.
In preparing the valuation, the actuary relied on data provided by the System. While not verifying data at the source, the actuary performed tests for consistency and reasonableness. Our firm, as actuary, is responsible for all of the actuarial trend data in the financial section of the annual report and the supporting schedules in the actuarial section of the annual report.
In our opinion, the valuation is complete and accurate, and the methodology and assumptions are reasonable as a basis for the valuation. The valuation takes into account the effect of all amendments to the System enacted through the 2010 session of the General Assembly.
The System is funded on an actuarial reserve basis. The actuarial assumptions recommended by the actuary and adopted by the Board are in the aggregate reasonably related to the experience under the System and to reasonable expectations of anticipated experience under the System. The assumptions and methods used for funding purposes meet the parameters set for the disclosures presented in the financial section by Governmental Accounting Standards Board (GASB) Statement Nos. 25 and 27. The funding objective of the plan is that contribution rates over time will remain level as a percent of payroll. The valuation method used is the entry age normal cost method. The normal contribution rate to cover current cost has been determined as a level percent of payroll. Gains and losses are reflected
3550 Busbee Pkwy, Suite 250 Kennesaw, GA 30144 Phone (678) 388-1700 Fax (678) 388-1730 www.CavMacConsulting.com
in the unfunded accrued liability which is being amortized as a level percent of payroll within a 30-year period.
The System is being funded in 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 on an actuarially sound basis. However, since the previous valuation it has come to our attention that an employer group within ERS did not contribute the full ARC every year. It is our understanding that ERS is working with this group to facilitate repayment of this debt. Assuming that contributions to the System are made by the employer from year to year in the future at the rates recommended on the basis of the successive valuations, the continued sufficiency of the retirement fund to provide the benefits called for under the System may be safely anticipated.
This is to certify that the independent consulting actuary is a member of the American Academy of Actuaries and has experience in performing valuations for public retirement systems, that the valuation was prepared in accordance with principles of practice prescribed by the Actuarial Standards Board, and that the actuarial calculations were performed by qualified actuaries in accordance with accepted actuarial procedures, based on the current provisions of the System and on actuarial assumptions that are internally consistent and reasonably based on the actual experience of the System.
Future actuarial results may differ significantly from the current results presented in this report due to such factors as the following: plan experience differing from that anticipated by the economic or demographic assumptions; changes in economic or demographic assumptions; increases or decreases expected as part of the natural operation of the methodology used for these measurements (such as the end of an amortization period or additional cost or contribution requirements based on the plan's funded status); and changes in plan provisions or applicable law. Since the potential impact of such factors is outside the scope of a normal annual actuarial valuation, an analysis of the range of results is not presented herein.
Sincerely yours,
Edward A. Macdonald, ASA, FCA MAAA President EAM:bdm
Cathy Turcot Principal and Managing Director
55
Actuarial Section
PSERS
April 11, 2011 Board of Trustees Georgia Public School Employees Retirement System Two Northside 75, Suite 300 Atlanta, GA 30318-7701
3550 Busbee Pkwy, Suite 250 Kennesaw, GA 30144 Phone (678) 388-1700 Fax (678) 388-1730 www.CavMacConsulting.com
Members of the Board:
Section 47-4-60 of the law governing the operation of the Georgia Public School Employees Retirement System provides that the employer contribution shall be actuarially determined and approved by the Board of Trustees. We have submitted the report giving the results of the actuarial valuation of the System prepared as of June 30, 2010. Based on a monthly benefit accrual rate of $14.75, the valuation indicates that annual employer contributions of $24,829,000 or $621.31 per active member for the fiscal year ending June 30, 2013 are sufficient to support the benefits of the System.
Since the previous valuation, various assumptions and methods have been revised to reflect the results of the experience investigation for the five-year period ending June 30, 2009. In addition, the results of the valuation reflect that the Board did not grant the anticipated cost-of-living increases (COLAs) to retired members July 1, 2010 and January 1, 2011.
In preparing the valuation, the actuary relied on data provided by the System. While not verifying data at the source, the actuary performed tests for consistency and reasonableness. Our firm, as actuary, is responsible for all of the actuarial trend data in the financial section of the annual report and the supporting schedules in the actuarial section of the annual report.
In our opinion, the valuation is complete and accurate, and the methodology and assumptions are reasonable as a basis for the valuation. The valuation takes into account the effect of all amendments to the System enacted through the 2010 session of the General Assembly.
The System is funded on an actuarial reserve basis. The actuarial assumptions recommended by the actuary and adopted by the Board are in the aggregate reasonably related to the experience under the System and to reasonable expectations of anticipated experience under the System. The assumptions and methods used for funding purposes meet the parameters set for the disclosures presented in the financial section by Governmental Accounting Standards Board (GASB) Statement Nos. 25 and 27. The funding objective of the plan is that contribution rates over time will remain level as a dollar per active member. The valuation method used is the entry age normal cost method. Gains and losses are reflected in the unfunded accrued
liability which is being amortized as a level dollar per active member within a 30-year period.
The System is currently being funded in 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 currently operating on an actuarially sound basis. Assuming that contributions to the System are made by the employer from year to year in the future at the rates recommended on the basis of the successive actuarial valuations, the continued sufficiency of the retirement fund to provide the benefits called for under the System may be safely anticipated.
This is to certify that the independent consulting actuary is a member of the American Academy of Actuaries and has experience in performing valuations for public retirement systems, that the valuation was prepared in accordance with principles of practice prescribed by the Actuarial Standards Board, and that the actuarial calculations were performed by qualified actuaries in accordance with accepted actuarial procedures, based on the current provisions of the retirement system and on actuarial assumptions that are internally consistent and reasonably based on the actual experience of the System.
Future actuarial results may differ significantly from the current results presented in this report due to such factors as the following: plan experience differing from that anticipated by the economic or demographic assumptions; changes in economic or demographic assumptions; increases or decreases expected as part of the natural operation of the methodology used for these measurements (such as the end of an amortization period or additional cost or contribution requirements based on the plan's funded status); and changes in plan provisions or applicable law. Since the potential impact of such factors is outside the scope of a normal annual actuarial valuation, an analysis of the range of results is not presented herein.
Sincerely yours,
Edward A. Macdonald, ASA, FCA MAAA President EAM:mjn
56
Cathy Turcot Principal and Managing Director
Actuarial Section
GJRS
April 11, 2011 Board of Trustees Georgia Judicial Retirement System Two Northside 75, Suite 300 Atlanta, GA 30318-7701
3550 Busbee Pkwy, Suite 250 Kennesaw, GA 30144 Phone (678) 388-1700 Fax (678) 388-1730 www.CavMacConsulting.com
Members of the Board:
Section 47-23-21 of the law governing the operation of the Georgia Judicial Retirement System provides that the actuary shall make annual 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 actuarial valuation of the System prepared as of June 30, 2010.The report indicates that annual employer contributions at the rate of 3.90% of compensation for the fiscal year ending June 30, 2013 are sufficient to support the benefits of the System.
Since the previous valuation, various assumptions and methods have been revised to reflect the results of the experience investigation for the five year period ending June 30, 2009.
In preparing the valuation, the actuary relied on data provided by the System. While not verifying data at the source, the actuary performed tests for consistency and reasonableness. Our firm, as actuary, is responsible for all of the actuarial trend data in the financial section of the annual report and the supporting schedules in the actuarial section of the annual report.
In our opinion, the valuation is complete and accurate, and the methodology and assumptions are reasonable as a basis for the valuation. The valuation takes into account the effect of all amendments to the System enacted through the 2010 session of the General Assembly.
The System is funded on an actuarial reserve basis. The actuarial assumptions recommended by the actuary and adopted by the Board are in the aggregate reasonably related to the experience under the System and to reasonable expectations of anticipated experience under the System. The assumptions and methods used for funding purposes meet the parameters set for the disclosures presented in the financial section by Governmental Accounting Standards Board (GASB) Statement Nos. 25 and 27. The funding objective of the plan is that contribution rates over time will remain level as a percent of payroll. The valuation method used is the entry age normal cost method. The normal contribution rate to cover current cost has been determined as a level percent of payroll. Gains and losses are reflected in the unfunded accrued liability which is negative and being amortized as a level percent of payroll within a 16-year period.
The System is being funded in 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 on an actuarially sound basis. Assuming that contributions to the System are made by the employer from year to year in the future at the rates recommended on the basis of the successive actuarial valuations, the continued sufficiency of the retirement fund to provide the benefits called for under the System may be safely anticipated.
This is to certify that the independent consulting actuary is a member of the American Academy of Actuaries and has experience in performing valuations for public retirement systems, that the valuation was prepared in accordance with principles of practice prescribed by the Actuarial Standards Board, and that the actuarial calculations were performed by qualified actuaries in accordance with accepted actuarial procedures, based on the current provisions of the retirement system and on actuarial assumptions that are internally consistent and reasonably based on the actual experience of the System.
Future actuarial results may differ significantly from the current results presented in this report due to such factors as the following: plan experience differing from that anticipated by the economic or demographic assumptions; changes in economic or demographic assumptions; increases or decreases expected as part of the natural operation of the methodology used for these measurements (such as the end of an amortization period or additional cost or contribution requirements based on the plan's funded status); and changes in plan provisions or applicable law. Since the potential impact of such factors is outside the scope of a normal annual actuarial valuation, an analysis of the range of results is not presented herein.
Sincerely yours,
Edward A. Macdonald, ASA, FCA MAAA President EAM/CT:dmw
Cathy Turcot Principal and Managing Director
57
Actuarial Section
LRS
April 11, 2011 Board of Trustees Legislative Retirement System of Georgia Two Northside 75, Suite 300 Atlanta, GA 30318-7701
3550 Busbee Pkwy, Suite 250 Kennesaw, GA 30144 Phone (678) 388-1700 Fax (678) 388-1730 www.CavMacConsulting.com
Members of the Board:
Section 47-6-22 of the law governing 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 actuarial valuation of the System prepared as of June 30, 2010. The report indicates that no annual employer contributions for the fiscal year ending June 30, 2013 are required to support the benefits of the System.
Since the previous valuation, various assumptions and methods have been revised to reflect the results of the experience investigation for the five-year period ending June 30, 2009. In addition, the results of the valuation reflect that the Board did not grant the anticipated cost-of-living increases (COLAs) to retired members July 1, 2010 and January 1, 2011.
In preparing the valuation, the actuary relied on data provided by the System. While not verifying data at the source, the actuary performed tests for consistency and reasonableness. Our firm, as actuary, is responsible for all of the actuarial trend data in the financial section of the annual report and the supporting schedules in the actuarial section of the annual report.
In our opinion, the valuation is complete and accurate, and the methodology and assumptions are reasonable as a basis for the valuation. The valuation takes into account the effect of all amendments to the System enacted through the 2010 session of the General Assembly.
The System is funded on an actuarial reserve basis. The actuarial assumptions recommended by the actuary and adopted by the Board are in the aggregate reasonably related to the experience under the System and to reasonable expectations of anticipated experience under the System. The assumptions and methods used for funding purposes meet the parameters set for the disclosures presented in the financial section by Governmental Accounting Standards Board (GASB) Statement Nos. 25 and 27. The funding objective of the plan is that contribution rates over time will remain level as a dollar per
active member. The valuation method used is the entry age normal cost method. The normal contribution rate to cover current cost has been determined as a level dollar per active member. Gains and losses are reflected in the unfunded accrued liability which is negative and being amortized as a level dollar per active member.
The System is being funded in 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 on an actuarially sound basis. Assuming that contributions to the System are made by the employer from year to year in the future at the rates recommended on the basis of the successive actuarial valuations, the continued sufficiency of the retirement fund to provide the benefits called for under the System may be safely anticipated.
This is to certify that the independent consulting actuary is a member of the American Academy of Actuaries and has experience in performing valuations for public retirement systems, that the valuation was prepared in accordance with principles of practice prescribed by the Actuarial Standards Board, and that the actuarial calculations were performed by qualified actuaries in accordance with accepted actuarial procedures, based on the current provisions of the retirement system and on actuarial assumptions that are internally consistent and reasonably based on the actual experience of the System.
Future actuarial results may differ significantly from the current results presented in this report due to such factors as the following: plan experience differing from that anticipated by the economic or demographic assumptions; changes in economic or demographic assumptions; increases or decreases expected as part of the natural operation of the methodology used for these measurements (such as the end of an amortization period or additional cost or contribution requirements based on the plan's funded status); and changes in plan provisions or applicable law. Since the potential impact of such factors is outside the scope of a normal annual actuarial valuation, an analysis of the range of results is not presented herein.
Sincerely yours,
Edward A. Macdonald, ASA, FCA MAAA President EAM/CT:dmw
58
Cathy Turcot Principal and Managing Director
Actuarial Section
GMPF
April 11, 2011 Board of Trustees Georgia Military Pension Fund Two Northside 75, Suite 300 Atlanta, GA 30318-7701
3550 Busbee Pkwy, Suite 250 Kennesaw, GA 30144 Phone (678) 388-1700 Fax (678) 388-1730 www.CavMacConsulting.com
Members of the Board:
Section 47-24-22 of the law governing the operation of the Georgia Military Pension Fund provides that the actuary shall make periodic valuations of the contingent assets and liabilities of the Pension 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 actuarial valuation of the Fund prepared as of June 30, 2010. The report indicates that annual employer contributions of $1,703,022 or $130.68 per active member for the fiscal year ending June 30, 2013 are sufficient to support the benefits of the Fund.
Since the previous valuation, various assumptions and methods have been revised to reflect the results of the experience investigation for the period ending June 30, 2009.
In preparing the valuation, the actuary relied on data provided by the Fund. While not verifying data at the source, the actuary performed tests for consistency and reasonableness. Our firm, as actuary, is responsible for all of the actuarial trend data in the financial section of the annual report and the supporting schedules in the actuarial section of the annual report.
In our opinion, the valuation is complete and accurate, and the methodology and assumptions are reasonable as a basis for the valuation. The valuation takes into account the effect of all amendments to the Fund enacted through the 2010 session of the General Assembly.
The Fund is funded on an actuarial reserve basis. The actuarial assumptions recommended by the actuary and adopted by the Board are in the aggregate reasonably related to the experience under the Fund and to reasonable expectations of anticipated experience under the Fund. The assumptions and methods used for funding purposes meet the parameters set for the disclosures presented in the financial section by Governmental Accounting Standards Board (GASB) Statement Nos. 25 and 27. The funding objective of the plan is that contribution rates over time will remain level as a percent dollar per active member. The valuation method used is the entry age normal cost method.
The normal contribution rate to cover current cost has been determined as a level dollar per active member. Gains and losses are reflected in the unfunded accrued liability which is being amortized as a level dollar per active member within a 20-year period.
The Fund is being funded in 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 Fund is operating on an actuarially sound basis. Assuming that contributions to the Fund are made by the employer from year to year in the future at the rates recommended on the basis of the successive actuarial valuations, the continued sufficiency of the retirement fund to provide the benefits called for under the Fund may be safely anticipated.
This is to certify that the independent consulting actuary is a member of the American Academy of Actuaries and has experience in performing valuations for public retirement systems, that the valuation was prepared in accordance with principles of practice prescribed by the Actuarial Standards Board, and that the actuarial calculations were performed by qualified actuaries in accordance with accepted actuarial procedures, based on the current provisions of the retirement system and on actuarial assumptions that are internally consistent and reasonably based on the actual experience of the Fund.
Future actuarial results may differ significantly from the current results presented in this report due to such factors as the following: plan experience differing from that anticipated by the economic or demographic assumptions; changes in economic or demographic assumptions; increases or decreases expected as part of the natural operation of the methodology used for these measurements (such as the end of an amortization period or additional cost or contribution requirements based on the plan's funded status); and changes in plan provisions or applicable law. Since the potential impact of such factors is outside the scope of a normal annual actuarial valuation, an analysis of the range of results is not presented herein.
Sincerely yours,
Edward A. Macdonald, ASA, FCA MAAA President EAM:mjn
Cathy Turcot Principal and Managing Director
59
Actuarial Section
SEAD Pre-Retirement
April 11, 2011
Board of Trustees Employees' Retirement System of Georgia Two Northside 75, Suite 300 Atlanta, GA 30318-7701
Attention: Ms. Pamela Pharris, Executive Director
Members of the Board:
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. In this report, we have determined liabilities for life insurance benefits payable upon death in active service (Pre-Retirement).
We have submitted the report giving the results of the valuation of the Plan prepared as of June 30, 2010. The report indicates that employee contributions at the rate of 0.05% of active payroll for Old Plan members, and 0.02% of active payroll for New Plan members, members of the Legislative Retirement System and members of the Judicial Retirement System are sufficient to support the preretirement benefits of the Plan. No employer contribution is required for the fiscal year ending June 30, 2013 for pre-retirement benefits.
Since the previous valuation, various assumptions and methods have been revised to reflect the results of the experience investigation for the five-year period ending June 30, 2009.
The funding method used for this valuation is the unit credit actuarial cost method with projected benefits. Gains and losses are reflected in the unfunded accrued liability. 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.
3550 Busbee Pkwy, Suite 250 Kennesaw, GA 30144 Phone (678) 388-1700 Fax (678) 388-1730 www.CavMacConsulting.com
This is to certify that the independent consulting actuary is a member of the American Academy of Actuaries and has experience in performing valuations for public retirement systems, that the valuation was prepared in accordance with principles of practice prescribed by the Actuarial Standards Board, and that the actuarial calculations were performed by qualified actuaries in accordance with accepted actuarial procedures, based on the current provisions of the retirement system and on actuarial assumptions that are internally consistent and reasonably based on the actual experience of the Plan.
Future actuarial results may differ significantly from the current results presented in this report due to such factors as the following: plan experience differing from that anticipated by the economic or demographic assumptions; changes in economic or demographic assumptions; increases or decreases expected as part of the natural operation of the methodology used for these measurements (such as the end of an amortization period or additional cost or contribution requirements based on the plan's funded status); and changes in plan provisions or applicable law. Since the potential impact of such factors is outside the scope of a normal annual actuarial valuation, an analysis of the range of results is not presented herein.
Sincerely yours,
Edward A. Macdonald, ASA, FCA MAAA President EAM/CT:mjn
60
Cathy Turcot Principal and Managing Director
Actuarial Section
SEAD Post-Retirement
April 11, 2011
Board of Trustees Employees' Retirement System of Georgia Two Northside 75, Suite 300 Atlanta, GA 30318-7701
Attention: Ms. Pamela Pharris, Executive Director
Members of the Board:
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. In this report, we have determined liabilities for life insurance benefits payable upon death after retirement (Post-Retirement).
In accordance with GASB 43 and 45, we have determined the liabilities for life insurance benefits payable upon death after retirement. We have submitted the report giving the results of the valuation of the Plan prepared as of June 30, 2010. The report indicates, for postretirement benefits, the employer annual required contribution for the fiscal year ending June 30, 2013 based on a 30-year amortization period of the unfunded accrued liability is 0.27% of covered payroll.
Since the previous valuation, various assumptions and methods have been revised to reflect the results of the experience investigation for the five-year period ending June 30, 2009.
The funding method used for this valuation is the unit credit actuarial cost method with projected benefits. Gains and losses are reflected in the unfunded accrued liability. 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 assuming future annual required contributions (ARC) are contributed when due.
3550 Busbee Pkwy, Suite 250 Kennesaw, GA 30144 Phone (678) 388-1700 Fax (678) 388-1730 www.CavMacConsulting.com
This is to certify that the independent consulting actuary is a member of the American Academy of Actuaries and has experience in performing valuations for public retirement systems, that the valuation was prepared in accordance with principles of practice prescribed by the Actuarial Standards Board, and that the actuarial calculations were performed by qualified actuaries in accordance with accepted actuarial procedures, based on the current provisions of the retirement system and on actuarial assumptions that are internally consistent and reasonably based on the actual experience of the Plan.
Future actuarial results may differ significantly from the current results presented in this report due to such factors as the following: plan experience differing from that anticipated by the economic or demographic assumptions; changes in economic or demographic assumptions; increases or decreases expected as part of the natural operation of the methodology used for these measurements (such as the end of an amortization period or additional cost or contribution requirements based on the plan's funded status); and changes in plan provisions or applicable law. Since the potential impact of such factors is outside the scope of a normal annual actuarial valuation, an analysis of the range of results is not presented herein.
Sincerely yours,
Edward A. Macdonald, ASA, FCA MAAA President EAM/CT:mjn
Cathy Turcot Principal and Managing Director
61
Actuarial Section
The laws governing the Employees' Retirement System and the plans it administers requires an actuary to perform an annual valuation of the soundness of the system. In addition, the actuary must perform at least once every five years an actuarial investigation of the mortality, service and compensation experience of the members and beneficiaries of the System. The latest valuation was performed as of June 30, 2010 based on actuarial assumptions approved by the Board during the last experience study on December 16, 2010.
The more pertinent facts and significant assumptions underlying the computations included in the June 30, 2010 reports are as follows:
Summary of Actuarial Assumptions
Valuation Date Actuarial Cost Method
ERS
June 30, 2010 Entry age
PSERS
June 30, 2010 Entry age
GJRS
June 30, 2010 Entry age
LRS
June 30, 2010 Entry age
GMPF
June 30, 2010 Entry age
Amortization Method Amortization Period
Level percent of pay, open Level dollar, open Level percent of pay, open Level dollar, open Level dollar, open
30 years
30 years
16 years
N/A
20 years
Actuarial Asset Valuation Method
Based on the total fair value income of investments with the excess or shortfall of actual investment income over or under the expected investment return smoothed over 7 years. One-seventh of the excess or shortfall is recognized each year for seven years.
Investment Rate of Return Inflation Rate Projected Salary Increases
Fiscal Year 2011 Fiscal Years 2012-2013 Fiscal Years 2014+ COLA
7.50% 3.00%
0.00% 2.725 - 4.625%
5.45-9.25% None
7.50% 3.00%
n/a
3.00% Annually
7.50% 3.00%
0.00% 3.00% 6.00% None
7.50% 3.00%
n/a
3.0% Annually
7.50% 3.00%
n/a
None
Adopted by the Board on 12/16/2010
Rates of Withdrawal Prior to Retirement (Withdrawal, Death, Disability)
ERS
Representative values of the assumed annual rates of separation other than retirement for non-law enforcement officers are as follows. Special rates of separation apply to law enforcement officers.
Annual Rates of Death
Annual Rates of Disability
Age
Men Women Men Women
20
.035 % .019 % .05 %
.02 %
25
.038
.021
.05
.02
30
.044
.026
.05
.02
35
.077
.048
.05
.02
40
.108
.071
.25
.10
45
.151
.112
.50
.25
50
.214
.168
.75
.50
55
.362
.272
1.10
.82
60
.675
.506
--
--
65 1.274
.971
--
--
69 1.980
1.486
--
--
62
PSERS
Annual Rates of Withdrawal Years of Service
0-4
5-9
10 & over
Age
Men Women Men Women Men Women
20
31.00 % 31.00 %
--%
--%
--%
--%
25
26.00
24.00
17.00
19.00
--
--
30
22.50
21.00
12.00
13.00
7.50
7.75
35
21.00
19.50
10.00
10.50
7.00
6.75
40
19.00
17.50
9.50
9.00
5.00
4.50
45
18.00
15.50
9.00
8.00
3.75
3.50
50
15.50
15.00
7.00
7.00
3.75
3.50
55
13.00
12.50
6.50
6.50
4.00
4.00
60
15.00
12.50
7.00
6.50
--
--
65
15.00
17.00
9.50
10.00
--
--
Actuarial Section
Annual Rates of Death
Annual Rate of Disability
Age
Men
Women
Both
20
.036 % .019 %
25
.038
.021
--% --
30
.050
.026
--
35
.084
.048
--
40
.114
.071
.01
45
.162
.112
.04
50
.245
.168
.09
55
.420
.272
.23
60
.778
.506
.35
65
1.441
.971
--
Annual Rates of Withdrawal Years of Service
0-4
5-9
10 & over
Age
Men Women Men Women Men Women
20
35.00 % 34.00 %
--%
--%
--%
--%
25
30.00
29.00
17.00
19.00
--
--
30
27.00
24.00
16.00
15.00
14.00
11.00
35
24.00
20.00
14.00
13.00
9.00
10.00
40
21.00
17.00
12.00
12.00
7.00
8.00
45
20.00
16.00
11.00
10.00
6.50
7.00
50
18.00
14.00
11.00
9.00
6.50
6.50
55
15.00
12.00
9.00
8.00
6.00
6.00
60
13.00
11.00
9.00
7.00
--
--
63
Actuarial Section
GJRS
Annual Rates of
Withdrawal
Death
Disability
Age
Both
Men
Women
Both
20
8.0 %
.035 %
.019 %
.05 %
25
8.0
.038
.021
.05
30
8.0
.044
.026
.10
35
8.0
.077
.048
.15
40
8.0
.108
.071
.20
45
4.0
.151
.112
.35
50
3.0
.214
.168
.50
55
3.0
.362
.272
.90
60
3.0
.675
.506
1.45
65
3.0
1.274
.971
2.35
LRS
Annual Rates of
Withdrawal
Death
Disability
Age
Both
Men
Women
Both
20
6.0 %
.035 %
.019 %
.1 %
25
6.0
.038
.021
.1
30
6.0
.044
.026
.2
35
6.0
.077
.048
.3
40
6.0
.108
.071
.4
45
7.5
.151
.112
.7
50
8.5
.214
.168
1.0
55
10.0
.362
.272
1.8
60
10.0
.675
.506
2.9
65
10.0
1.274
.971
--
GMPF
Rates of Withdrawal from Active Service
Service
Rates
10 or less
17.5 %
11-13
15.0
14-19
9.5
20 or more
14.5
Age
Rates of Death
Men
Women
25
.038 %
.021 %
30
.044
.026
35
.077
.048
40
.108
.071
45
.151
.112
50
.214
.168
55
.362
.272
60
.675
.506
64
Annual Rates of Retirement
ERS
Old Plan
Early Retirement
Age 60 or 30 years
34 years
Age
Men
Women
Men
Women
Men
Women
55
3.0 %
4.0 %
11.5 %
9.0 % 100.0 %
100.0 %
56
3.5
6.0
12.0
11.0
100.0
100.0
57
4.0
6.0
12.0
13.0
100.0
100.0
58
5.0
6.0
13.0
15.0
95.0
95.0
59
6.0
6.0
16.0
16.0
95.0
95.0
60
--
--
17.0
20.0
95.0
95.0
62
--
--
37.0
40.0
90.0
90.0
64
--
--
20.0
30.0
90.0
90.0
66
--
--
30.0
35.0
30.0
35.0
68
--
--
20.0
25.0
20.0
25.0
70
--
--
45.0
35.0
45.0
35.0
75
--
--
100.0
100.0
100.0
100.0
Actuarial Section
More than 34 years
Men
Women
90.0 %
90.0 %
70.0
70.0
70.0
70.0
70.0
70.0
70.0
70.0
50.0
60.0
50.0
60.0
15.0
60.0
30.0
35.0
20.0
25.0
45.0
35.0
100.0
100.0
Age
55 56 57 58 59 60 62 64 66 68 70 75
New Plan and GSEPS
Early Retirement
Men
Women
Normal Retirement*
Men
Women
10.0 %
8.0 %
50.0 %
40.0 %
10.0
8.0
50.0
40.0
10.0
9.0
50.0
40.0
10.0
10.0
30.0
40.0
10.0
15.0
30.0
40.0
--
--
17.0
20.0
--
--
38.0
36.0
--
--
25.0
28.0
--
--
35.0
35.0
--
--
20.0
25.0
--
--
20.0
25.0
--
--
100.0
100.0
*An additional 10% of active New Plan and GSEPS members less than age 65 are expected to retire in the year in which they attain 30 years of service.
65
Actuarial Section
PSERS
GJRS
LRS GMPF
Age
Annual Rate
Age
Annual Rate
60
15 %
68
25 %
61
15
69
25
62
22
70
25
63
18
71
25
64
18
72
25
65
28
73
25
66
25
74
25
67
25
75 & over
100
Age 60 61-64 65-66 67-69 70-74 75
Annual Rates of Retirement* 12 % 12 15 20 30 100
Age Annual Rate
Age
Annual Rate
60 - 69 70
10 % 35
73
25 %
74
40
71
15
75
100
72
15
Age 60 61 62 63 64 65 & over
Annual Rates of Retirement 65.0 % 65.0 65.0 65.0 65.0 100.0
66
Actuarial Section
Annual Rates of Death After Retirement
For all plans except PSERS, the RP-2000 Combined Mortality Table is used for the period after retirement and for dependent beneficiaries. The RP-2000 Disabled MortalityTable set back eleven years for males is used for the period after disability retirement, as applicable. For PSERS, the RP-2000 Combined Table set forward one year for males is used for the period after service retirement and for beneficiaries of deceased members. The RP-2000 Disability Mortality Table set back two years for males and set forward one year for females is used for the period after disability retirement, as applicable.
ERS
Age
Men
Women
Age
Men
Women
40
.108 %
.071 %
65
1.274 %
.971 %
45
.151
.112
50
.214
.168
70
2.221
75
3.783
1.674 2.811
55
.362
.272
80
6.437
4.588
60
.675
.506
85
11.076
7.745
PSERS
Age
Men
Women
Age
Men
Women
40
.114 %
.071 %
65
1.441 %
.971 %
45
.162
.112
70
2.457
1.674
50
.245
.168
75
4.217
2.811
55
.420
.272
80
7.204
4.588
60
.768
.506
85
12.280
7.745
GJRS
Age
Men
Women
Age
Men
Women
40
.108 %
.071 %
65
1.274 %
.971 %
45
.151
.112
50
.214
.168
70
2.221
75
3.783
1.674 2.811
55
.362
.272
80
6.437
4.588
60
.675
.506
85
11.076
7.745
LRS
Age
Men
Women
Age
Men
Women
40
.108 %
.071 %
65
1.274 %
.971 %
45
.151
.112
50
.214
.168
70
2.221
75
3.783
1.674 2.811
55
.362
.272
80
6.437
4.588
60
.675
.506
85
11.076
7.745
67
Actuarial Section
GMPF
Age
Men
Women
Age
Men
Women
40
.108 %
.071 %
65
1.274 %
.971 %
45
.151
.112
50
.214
.168
70
2.221
75
3.783
1.674 2.811
55
.362
.272
80
6.437
4.588
60
.675
.506
85
11.076
7.745
68
Active Members
ERS
Year
2005 2006 2007 2008 2009 2010
Annual Payroll Active Members (in thousands) Average Pay
72,716 74,089 73,985 75,293 71,272 68,566
$
2,514,430 $
34,579
2,630,167
35,500
2,680,972
36,237
2,809,199
37,310
2,674,155
37,520
2,571,042
37,497
Change
2.0 % 2.7 2.1 3.0 0.6 (0.1)
PSERS
Year
2005 2006 2007 2008 2009 2010
Active Members
36,704 37,587 39,086 40,121 40,581 39,962
PSERS is not a compensation based plan.
GJRS
Year
2005 2006 2007 2008 2009 2010
Annual Payroll Active Members (in thousands) Average Pay
468
$
42,916 $ 91,701
478
45,308
94,787
480
48,621
101,294
482
51,102
106,021
502
52,083
103,751
495
51,293
103,622
Change
1.1 % 3.4 6.9 4.7 (2.1) (0.1)
LRS
LRS is not a compensation based plan. GMPF
GMPF is not a compensation based plan.
Year
2005 2006 2007 2008 2009 2010
Active Members
217 218 218 218 218 216
Year
2005 2006 2007 2008 2009 2010
Active Members
8,870 10,320 12,017 11,623 12,019 13,032
Actuarial Section
69
Actuarial Section
Member and Employer Contribution Rates
ERS
Year
2005 2006 2007 2008 2009 2010 2011
Member
1.25% 1.25% 1.25% 1.25% 1.25% 1.25% 1.25%
Employer Rates
Old Plan* New Plan GSEPS**
10.41% 10.41% 10.41% 10.41% 10.41% 10.41% 10.41%
10.41% 10.41% 10.41% 10.41% 10.41% 10.41% 10.41%
n/a n/a n/a n/a 6.54% 6.54% 6.54%
* Old Plan Rate includes an employer pick-up of employee contributions. ** GSEPS Plan began on January 1, 2009
PSERS
Year
2005 2006 2007 2008 2009 2010 2011
Member
$ 36 a year $ 36 a year $ 36 a year $ 36 a year $ 36 a year $ 36 a year $ 36 a year
Employer
$
833,000
3,634,000
6,484,000
2,866,000
5,680,000
5,529,000
7,509,000
GJRS
Year
2005 2006 2007 2008 2009 2010 2011
Member
7.50% 7.50% 7.50% 7.50% 7.50% 7.50% 7.50%
Employer
3.85% 3.85% 3.85% 3.85% 3.85% 3.85% 3.85%
LRS
Year
2005 2006 2007 2008 2009 2010 2011
Member
8.50% 8.50% 8.50% 8.50% 8.50% 8.50% 8.50%
Employer
$
54,000
54,000
62,000
73,000
71,000
75,000
75,000
GMPF
Year
2005 2006 2007 2008 2009 2010 2011
Member
n/a n/a n/a n/a n/a n/a n/a
Employer
$
891,000
891,000
1,005,000
1,103,000
1,323,000
1,434,000
1,282,000
70
Schedule of Retirees Added to and Removed from Rolls
ERS
Actuarial Section
Added to Rolls
Removed from Rolls
Roll End of Year
Year Ended
2005 2006 2007 2008 2009 2010
Number
na 2,338 2,410 2,422 2,444 2,665
Annual Allowances (in thousands) Number
$
na
na
84,982 854
114,719 1,075
82,644 1,017
85,329 1,055
70,383 1,051
Annual Allowances (in thousands) Number
$
na 31,355
16,270 32,839
20,598 34,174
21,299 35,579
20,194 36,968
22,413 38,582
Annual Allowances (in thousands)
$ 773,445 842,157 936,278 997,623
1,062,758 1,110,728
% Increase in Annual Allowance
na % 8.9 11.2 6.6 6.5 4.5
Average Annual Allowances
$ 24,667 25,645 27,397 28,040 28,748 28,789
PSERS
Added to Rolls
Removed from Rolls
Roll End of Year
Year Ended
2005 2006 2007 2008 2009 2010
Number
na 870 816 899 886 1,001
Annual Allowances (in thousands) Number
$
na
na
4,835 531
4,749 637
4,514 605
5,290 575
4,494 642
Annual Allowances (in thousands) Number
$
na 12,675
1,885 13,014
2,353 13,193
2,371 13,487
2,260 13,798
2,666 14,157
Annual Allowances (in thousands)
$
41,316
44,266
46,662
48,805
51,835
53,663
% Increase in Annual Allowance
na % 7.1 5.4 4.6 6.2 3.5
Average Annual Allowances
$ 3,260 3,401 3,537 3,619 3,757 3,791
GJRS
Added to Rolls
Removed from Rolls
Roll End of Year
Year Ended
2005 2006 2007 2008 2009 2010
Number
na 5 13 14 29 16
Annual Allowances (in thousands) Number
$
na
na
144
14
853
7
902
7
2,238
6
933
10
Annual Allowances (in thousands) Number
$
na 174
687 165
297 171
410 178
191 201
508 207
Annual Allowances (in thousands)
$
9,460
8,917
9,473
9,965
12,012
12,437
% Increase in Annual Allowance
na % -5.7 6.2 5.2 20.5 3.5
Average Annual Allowances
$ 54,368 54,042 55,398 55,983 59,761 60,082
LRS
Added to Rolls
Removed from Rolls
Roll End of Year
Year Ended
2005 2006 2007 2008 2009 2010
Number
na 13 17 13 10 10
Annual Allowances (in thousands) Number
$
na
na
103
21
151
9
130
11
117
7
106
3
Annual Allowances (in thousands) Number
$
na 224
165 216
74 224
100 226
54 229
36 236
Annual Allowances (in thousands)
$
1,594
1,532
1,609
1,639
1,702
1,772
% Increase in Annual Allowance
na % -3.9 5.0 1.9 3.8 4.1
Average Annual Allowances
$ 7,116 7,093 7,183 7,252 7,432 7,508
71
Actuarial Section
GMPF
Added to Rolls
Removed from Rolls
Roll End of Year
Year Ended
2005 2006 2007 2008 2009 2010
Number
na 61 73 71 85 92
Annual Allowances (in thousands) Number
$
na
na
69
1
83
1
76
2
91
3
100
1
Annual Allowances (in thousands) Number
$
na 103
1 163
1 235
2 304
4 386
1 477
Annual Allowances (in thousands)
$
110
178
260
334
421
520
% Increase in Annual Allowance
na % 61.8 46.1 28.5 26.0 23.5
Average Annual Allowances
$ 1,068 1,092 1,106 1,099 1,091 1,090
72
Analysis of Change in Unfunded Accrued Liability (UAL)
Actuarial Section
ERS
Interest (7.50) added to
$
previous UAL
Accrued liability contribution
Experience: Valuation asset growth Pensioners' mortality Turnover and retirements New entrants Salary increases Method changes Amendments (COLAs) Assumption changes Lawsuit Data changes Misc. changes
Total
$
PSERS
Interest (7.50) added to
$
previous UAL
Accrued liability contribution
2010
169.8 $
(89.4)
710.1 49.2 118.4 15.0
(259.2) 0.0 0.0
250.7 0.0 (2.4)
22.5 984.7 $
4,021.0 $
6,403.4
2009
2008
2007
Amount of Increase (Decrease) (in Millions)
2006
124.8 $
78.1 $
58.6 $
(99.7)
(86.3)
(35.3)
609.1 65.4
107.3 16.7
(296.9) 0.0
(358.6) 0.0
75.9 270.5
86.4
600.9 $
129.3 51.3
103.0 22.9 (22.7) 0.0
188.8 0.0 0.0 0.0
157.6
622.0 $
(59.5) 51.0 115.7 35.7 (33.2)
0.0 5.9 0.0 0.0 0.0 120.9
259.8 $
Amount of Increase (Decrease) (in Thousands)
28.4 $
7.4
140.2 50.1 28.1 34.4 (84.2) (69.0)
245.2 0.0 0.0 0.0
22.8
403.4 $
(1,567.9) $ 5,026.0
(2,953.7) $ 7,267.0
(5,596.9) $ 4,729.2
(6,204.6) $ 6,961.2
2005
23.2
7.0
102.4 (24.2) 39.1 39.4 (109.2) (66.0) 225.8 (168.5)
0.0 0.0 0.0 69.0
(5,769.9)
9,691.0
Experience: Valuation asset growth Pensioners' mortality Turnover and retirements New entrants Salary increases Method changes Amendments (COLAs) Assumption changes Lawsuit Data changes Allotment for expenses Misc. changes
Total
$
GJRS
Interest (7.50) added to
$
previous UAL
Accrued liability contribution
Experience: Valuation asset growth Pensioners' mortality Turnover and retirements New entrants Salary increases Method changes Amendments (COLAs) Assumption changes Lawsuit Data changes Misc. changes
Total
$
39,729.0 (828.9)
12,375.8 3,047.8 0.0 0.0
(14,121.2) 33,717.7
0.0 (2,192.3) 2,029.0
195.0
84,376.3 $
(2,636.2) $
4,592.1
16,228.0 560.9
2,290.6 0.0
(10,213.5) 0.0 0.0
(14,826.5) 0.0
579.1 21.3
(3,404.2) $
34,015.0 973.7
6,201.3 3,267.7
0.0 0.0 0.0 0.0 2,168.0 24,199.5 433.0 (197.3)
74,519.0 $
6,623.0 420.3
3,381.4 4,021.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0 (281.8)
18,477.2 $
(3,737.0) (320.5)
1,053.3 3,556.9
0.0 0.0 36,404.3 0.0 0.0 0.0 0.0 (846.1)
35,243.2 $
Amount of Increase (Decrease) (in Thousands)
7,359.0 1,146.2 (1,717.5) 4,151.6
0.0 (3,594.0)
0.0 0.0 0.0 0.0 0.0 0.0
8,101.9 $
(3,360.0) $
(3,585.9) $
(3,729.5) $
(3,889.8) $
3,596.2
4,498.3
3,953.2
6,928.7
13,941.0 1,102.3 1,982.9 967.2
(10,561.2) 0.0
(2,359.4) 0.0 0.0
4,581.2 (240.6)
9,649.6 $
3,164.0 409.3
1,243.3 354.2
(3,432.4) 0.0
1,265.0 0.0 0.0 0.0
(903.4)
3,012.3 $
(1,026.0) (154.4)
(1,614.7) 659.5 369.8 0.0 24.1 0.0 0.0 0.0
3,433.5
1,915.5 $
3,464.0 709.7
1,649.8 322.6
(3,293.9) (1,738.0)
2,383.8 0.0 0.0 0.0
(4,400.5)
2,136.4 $
5,256.0 (3,354.4) 4,608.5 4,121.2
0.0 (1,559.2) 23,008.5 (41,797.1)
0.0 0.0 0.0 0.0 (5,795.4)
(4,035.8)
6,330.0
2,648.0 (950.0)
(2,694.5) 1,638.0 (5,002.0) 1,702.3 5,036.8 (2,725.8)
0.0 0.0 0.0 1,947.0
73
Actuarial Section
LRS
Interest (7.50) added to
$
previous UAL
Accrued liability contribution
Experience: Valuation asset growth Pensioners' mortality Turnover and retirements New entrants Salary increases Method changes Amendments (COLAs) Assumption changes Lawsuit Data changes Misc. changes
Total
$
2010
(508.5) $
(32.5)
1,534.0 339.2 105.1 98.8 0.0 0.0 (465.3) 975.2 0.0 114.8 41.6
2,202.4 $
2009
2008
2007
2006
Amount of Increase (Decrease) (in Thousands)
(468.9) $
(21.1)
1,307.4 240.7 (5.7) 0.0 0.0 0.0 0.0 0.0 0.0
(1,529.1) (51.7)
(528.4) $
(426.9) $
(26.3)
241.7 (2.2)
(429.8) 35.9 0.0 0.0 0.0 0.0 0.0 0.0 47.4
(560.2) $
(432.3) $
(31.1)
(155.0) 119.4 423.8
0.0 0.0 0.0 0.0 0.0 0.0 0.0 147.9
72.7 $
(369.8) $
(43.1)
289.0 (412.7) (154.7)
0.0 0.0 (142.0) 0.0 0.0 0.0 0.0 0.0
(833.3) $
2005
(440.1)
43.1
208.0 172.6 350.0 158.5
0.0 291.1 1,491.7 (1,337.6)
0.0 0.0 0.0 937.3
74
Actuarial Section
Solvency Test Results
Dollar amounts in thousands
ERS
Actuarial Accrued Liability for:
Actuarial Valuation as of 7/1
Active Member Contributions
(1)
Retirants & Beneficiaries
(2)
Active Member (Employer
Funded Portion)
(3)
Valuation Assets
Portion of Aggregate Accrued Liabilities Covered by Assets
(1)
(2)
(3)
2006 2007 2008 2009 2010
$ 672,679 645,907 616,177 589,012 551,607
$ 8,462,884 9,020,890 9,756,529
10,034,939 10,652,040
$ 5,107,282 5,218,382 5,308,151 5,254,071 5,091,705
$ 13,461,132 13,843,689 14,017,346 13,613,606 13,046,193
100.0% 100.0% 100.0% 100.0% 100.0%
100.0% 100.0% 100.0% 100.0% 100.0%
84.7% 80.0% 68.7% 56.9% 36.2%
PSERS
Actuarial Accrued Liability for:
Actuarial Valuation as of 7/1
Active Member Contributions
(1)
Retirants & Beneficiaries
(2)
Active Member (Employer
Funded Portion)
(3)
Valuation Assets
Portion of Aggregate Accrued Liabilities Covered by Assets
(1)
(2)
(3)
2006 2007 2008 2009 2010
$ 14,321 14,796 15,285 15,862 16,361
$ 428,543 456,868 469,601 506,659 528,808
$ 248,787 274,414 286,064 300,711 330,227
$ 766,277 785,460 791,855 769,618 737,406
100.0% 100.0% 100.0% 100.0% 100.0%
100.0% 100.0% 100.0% 100.0% 100.0%
100.0% 100.0% 100.0% 82.2% 58.2%
GJRS
Actuarial Accrued Liability for:
Actuarial Valuation as of 7/1
Active Member Contributions
(1)
Retirants & Beneficiaries
(2)
Active Member (Employer
Funded Portion)
(3)
Valuation Assets
Portion of Aggregate Accrued Liabilities Covered by Assets
(1)
(2)
(3)
2006 2007 2008 2009 2010
$ 48,896 52,707 59,838 61,188 67,293
$ 86,194 87,333 90,601
108,923 117,730
$ 94,747 109,238 118,077 112,363 96,473
$ 279,564 297,090 313,315 317,624 320,050
100.0% 100.0% 100.0% 100.0% 100.0%
100.0% 100.0% 100.0% 100.0% 100.0%
100.0% 100.0% 100.0% 100.0% 100.0%
75
Actuarial Section
LRS
Actuarial Accrued Liability for:
Actuarial Valuation as of 7/1
Active Member Contributions
(1)
Retirants & Beneficiaries
(2)
Active Member (Employer
Funded Portion)
(3)
Valuation Assets
Portion of Aggregate Accrued Liabilities Covered by Assets
(1)
(2)
(3)
2006 2007 2008 2009 2010
$ 2,507 2,484 2,853 2,908 3,166
$ 18,734 19,847 19,366 18,465 19,208
$ 2,166 2,026 2,235 2,150 2,629
$ 29,172 30,049 30,706 30,303 29,581
100.0% 100.0% 100.0% 100.0% 100.0%
100.0% 100.0% 100.0% 100.0% 100.0%
100.0% 100.0% 100.0% 100.0% 100.0%
GMPF
Actuarial Accrued Liability for:
Actuarial Valuation as of 7/1
Active Member Contributions
(1)
Retirants & Beneficiaries
(2)
Active Member (Employer
Funded Portion)
(3)
Valuation Assets
Portion of Aggregate Accrued Liabilities Covered by Assets
(1)
(2)
(3)
2006 2007 2008 2009 2010
$ 0
$ 6,392
0
7,655
0
9,449
0
12,742
0
14,015
$ 11,233 12,232 9,675 8,279 9,758
$ 3,100 N/A 4,165 N/A 5,269 N/A 6,413 N/A 7,558 N/A
48.5% 54.4% 55.8% 50.3% 53.9%
0.0% 0.0% 0.0% 0.0% 0.0%
76
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77
Statistical Section
E RSGA
Serving those who serve Georgia
Employees' Retirement System of Georgia
Statistical Section
Introduction
The objective of the statistical section is to provide a historical perspective, context and relevant details to assist readers in evaluating the condition of the plans. All nonaccounting data is taken from ERSGA's internal sources except for information which is derived from the actuarial valuations. FY2010 was the first year ERSGA added this information in their Annual Financial Report. Therefore, historical detail may not be complete for some schedules.
Financial Trends
The following schedules have been included to help the reader understand how the System's financial position has changed over the past 10 years:
Additions by Source Deductions by Type Change in Net Assets
Operational Trends
The following schedules have been included to help the readers understand how the System's financial report relates to the services provided by the System and the activities it performs:
Retiree Information Withdrawal (Refund) Data New Retiree Elections Overall Plan Statistics
79
Statistical Section
Additions by Source - Contribution/Investment Income (in thousands)
80
2002
ERS
Employee Contributions
$
Employer Contributions
Investment Earnings
Other
Total Additions to (Deductions
from) Plan Net Assets
$
57,920 233,229 (488,398)
--
(197,249)
PSERS
Employee Contributions
$
Employer Contributions
Investment Earnings
Other
Total Additions to (Deductions
from) Plan Net Assets
$
1,275 11,623 (28,953)
625
(15,430)
GJRS
Employee Contributions
$
Employer Contributions
Investment Earnings
Other
Total Additions to (Deductions
from) Plan Net Assets
$
3,527 20
(9,128) 175
(5,406)
LRS
Employee Contributions
$
Employer Contributions
Investment Earnings
Other
Total Additions to (Deductions
from) Plan Net Assets
$
291 70
(1,415) 110
(944)
GMPF*
Employer Contributions
$
--
Investment Earnings
--
Total Additions to (Deductions
from) Plan Net Assets
$
--
*Plan began in 2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
55,456 246,172 488,611
--
54,166 245,388 1,115,798
--
49,973 243,074 930,287
--
50,963 258,482 774,724
--
49,250 270,141 1,869,113
90,333
48,324 286,256 (482,679)
--
43,978 281,206 (1,726,302)
--
42,052 263,064 1,176,741
--
39,480 261,132 2,269,270
--
790,239 1,415,352 1,223,334 1,084,169 2,278,837 (148,099) (1,401,118) 1,481,857 2,569,882
1,298 3,555 29,649
594
35,096
1,317 836
66,149 588
68,890
1,352 840
53,970 588
56,750
1,380 3,638 44,561
588
50,167
1,420 6,490 106,833
588
115,331
1,451 2,869 (27,052)
588
(22,144)
1,472 5,096 (97,156)
588
(90,000)
1,483 5,530 66,404
--
73,417
1,451 7,509 128,096
--
137,056
3,814 373
9,340 175
13,702
3,848 1,558 21,315
175
26,896
4,779 1,826 18,422
175
25,202
4,221 1,683 15,665
175
21,744
4,040 1,778 39,324
175
45,317
4,698 2,395 (10,702)
175
(3,434)
4,612 1,703 (38,164)
175
(31,674)
5,018 3,369 27,378
175
35,940
4,721 1,163 57,330
--
63,214
297 43
1,074 110
1,524
591 41
632
293 52
2,444 110
2,899
617 86
703
302 54
2,034 110
2,500
891 103
994
324 54
1,684 110
2,172
891 131
1,022
320 62
4,072 110
4,564
320 73
(1,051) 110
(548)
320 71
(3,772) 110
(3,271)
1,005 503
1,508
1,103 (191)
912
1,323 (657)
666
318 75
2,610 110
3,113
1,434 565
1,999
320 75
5,194 --
5,589
1,282 1,465
2,747
Statistical Section
Deductions by Type (in thousands)
ERS
Fiscal Year
2002 2003 2004 2005 2006 2007 2008 2009 2010 2011
Service
$ 449,985 497,634 549,545 605,688 664,891 721,869 797,052 889,669 878,482 921,136
Benefit Payments
Partial Lump-Sum
Option
6,289 14,360 17,821 24,792 22,011 23,480 30,946
Disability
80,507 92,433 101,887 111,902 120,315 127,091 131,709 135,743 146,031 140,849
Survivor Benefits
44,110 47,176 50,882 54,584 58,294 61,873 66,397 69,735 82,676 75,891
Total Benefit Payments
$
574,602
637,243
702,314
778,463
857,860
928,654
1,019,950
1,117,158
1,130,669
1,168,822
Net Administrative
Expenses
7,971 8,509 8,474 9,587 10,596 14,901 18,805 16,809 14,505 14,431
Refunds
5,430 5,253 5,819 6,510 6,978 6,696 7,815 6,597 6,483 7,515
Total Deductions
from Plan Assets
$
588,003
651,005
716,607
794,560
875,434
950,251
1,046,570
1,140,564
1,151,657
1,190,768
PSERS
Fiscal Year
2002 2003 2004 2005 2006 2007 2008 2009 2010 2011
Service
$ 30,063 31,926 34,207 35,278 37,505 40,070 41,607 45,159 45,741 46,548
Benefit Payments
Disability
3,642 3,913 4,142 4,341 4,534 4,814 4,956 5,232 5,402 5,369
Survivor Benefits
1,089 1,182 1,297 1,397 1,465 1,580 1,682 1,806 2,052 2,063
Total Benefit Payments
$ 34,794 37,021 39,646 41,016 43,504 46,464 48,245 52,197 53,195 53,980
Net Administrative
Expenses
625 594 588 588 588 588 588 588 1,956 2,046
Refunds
261 233 294 287 316 319 308 261 251 267
Total Deductions
from Plan Assets
$ 35,680 37,848 40,528 41,891 44,408 47,371 49,141 53,046 55,402 56,293
GJRS
Benefit Payments
Fiscal Year
2002 2003 2004 2005 2006 2007 2008 2009 2010 2011
Service
$
5,172
5,688
6,047
6,827
7,663
7,908
8,259
9,453
10,633
11,245
Disability
46 47 48 76 103 106 110 112 114 112
Survivor Benefits
643 748 947 1,069 1,136 1,285 1,498 1,546 1,618 1,654
Total Benefit Payments
$
5,861
6,483
7,042
7,972
8,902
9,299
9,867
11,111
12,365
13,011
Net Administrative
Expenses
175 175 175 175 175 175 175 175 270 290
Refunds
120 70
307 93
379 76 14
263 139 260
Total Deductions
from Plan Assets
$
6,156
6,728
7,524
8,240
9,456
9,550
10,056
11,549
12,774
13,561
81
Statistical Section
LRS
Benefit Payments
Fiscal Year
2002 2003 2004 2005 2006 2007 2008 2009 2010 2011
Service
$
923
920
986
1,169
1,210
1,187
1,228
1,265
1,308
1,309
Survivor Benefits
317 326 337 384 381 401 406 425 436 452
Total Benefit Payments
$
1,240
1,246
1,323
1,553
1,591
1,588
1,634
1,690
1,744
1,761
Net Administrative
Expenses
110 110 110 110 110 110 110 110 120 131
Refunds
16 20 14 69 18 33 65 49 47 60
Total Deductions
from Plan Assets
$
1,366
1,376
1,447
1,732
1,719
1,731
1,809
1,849
1,911
1,952
GMPF**
Fiscal Year 2003 2004 2005 2006 2007 2008 2009 2010 2011
Benefit Payments
Service*
$
6
49
93
150
225
303
382
489
579
Total Benefit Payments
$
6
49
93
150
225
303
382
489
579
Net Administrative
Expenses
43 37
Total Deductions
from Plan Assets
$
6
49
93
150
225
303
382
532
616
*The only type of retirement in GMPF is a service retirement. **Plan began in 2002.
82
83
ERS Total Additions Total Deductions Changes in Plan Net Assets
PSERS Total Additions Total Deductions Changes in Plan Net Assets
GJRS Total Additions Total Deductions Changes in Plan Net Assets
LRS Total Additions Total Deductions Changes in Plan Net Assets
GMPF Total Additions Total Deductions Changes in Plan Net Assets
2002
$
(197,249)
588,003
(785,252)
(15,430) 35,680 (51,110)
(5,406) 6,156 (11,562)
(944) 1,366 (2,310)
-- -- --
2003
2004
2005
2006
2007
2008
2009
2010
2011
790,239 651,005 139,234
1,415,352 716,607 698,745
1,223,334 794,560 428,774
1,084,169 875,434 208,735
2,278,837 950,251
1,328,586
(148,099) 1,046,570 (1,194,669)
(1,401,118) 1,140,564 (2,541,682)
1,481,857 1,151,657
330,200
2,569,882 1,190,768 1,379,114
35,096 37,848 (2,752)
68,890 40,528 28,362
56,750 41,891 14,859
50,167 44,408
5,759
115,331 47,371 67,960
(22,144) 49,141 (71,285)
(90,000) 53,046 (143,046)
73,417 55,402 18,015
137,056 56,293 80,763
13,702 6,728 6,974
26,896 7,524
19,372
25,202 8,240
16,962
21,744 9,456
12,288
45,317 9,550
35,767
(3,434) 10,056 (13,490)
(31,674) 11,549 (43,223)
35,940 12,774 23,166
63,214 13,561 49,653
1,524 1,376
148
2,899 1,447 1,452
2,500 1,732
768
2,172 1,719
453
4,564 1,731 2,833
(548) 1,809 (2,357)
(3,271) 1,849 (5,120)
3,113 1,911 1,202
5,589 1,952 3,637
632
703
994
1,022
1,508
912
666
1,999
2,747
6
49
93
150
225
303
382
532
616
626
654
901
872
1,283
609
284
1,467
2,131
Changes in Net Assets (in thousands)
Statistical Section
Statistical Section
Number of Retirees
2011 2010 2009 2008 2007 2006 2005 2004 2003 2002
0
ERS Rerees
10,000
20,000
40,250 38,518 37,049 35,186 33,871 32,685 31,453 29,847 28,562 27,272
30,000
40,000
50,000
PSERS Rerees
2011 2010 2009 2008 2007 2006 2005 2004 2003 2002
0
14,613 13,995 13,804 13,558 13,189 12,786 12,703 12,353 12,078 11,917
2,000 4,000 6,000 8,000 10,000 12,000 14,000 16,000
GMPF* Rerees
2011
2010
2009
386
2008
305
2007
236
2006
159
2005
104
2004
61
2003 17
568 480
0
100
200
300
400
500
600
*GMPF began in 2002.
84
Average Monthly Payments to Retirees
ERS
$2,600 $2,400 $2,200 $2,000 $1,800 $1,600 $1,400 $1,200 $1,000
2002 2003 2004 2005 2006 2007 2008 2009 2010 2011
GJRS
$5,500 $5,000 $4,500 $4,000 $3,500 $3,000
2002 2003 2004 2005 2006 2007 2008 2009 2010 2011
$100 $90 $80 $70 $60 $50 $40 $30 $20
GMPF*
2003 2004 2005 2006 2007 2008 2009 2010 2011
*GMPF began in 2002.
Statistical Section
PSERS
$335 $315 $295 $275 $255 $235 $215 $195 $175
2002 2003 2004 2005 2006 2007 2008 2009 2010 2011
LRS
$650 $600 $550 $500 $450 $400
2002 2003 2004 2005 2006 2007 2008 2009 2010 2011
85
Statistical Section
Annual Benefit (in dollars)
Thousands
ERS Annual Benet
$1,300,000 $1,200,000 $1,100,000 $1,000,000
$900,000 $800,000 $700,000 $600,000 $500,000
2002 2003 2004 2005 2006 2007 2008 2009 2010 2011
Thousands
PSERS Annual Benet
$60,000 $55,000 $50,000 $45,000 $40,000 $35,000 $30,000 $25,000 $20,000
2002
2003
2004 2005
2006
2007 2008
2009
2010
2011
Thousands
$14,000
GJRS Annual Benet
$12,000
$10,000
$8,000
$6,000
$4,000
$2,000 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011
GMPF* Annual Benet
$701,000
$601,000
$501,000
$401,000
$301,000
$201,000
$101,000
$1,000
2003
2004
2005
2006
2007
2008
2009
2010
2011
*GMPF began in 2002.
Thousands
LRS Annual Benet
$1,900 $1,700 $1,500 $1,300 $1,100
$900 $700 $500
2002 2003 2004 2005 2006 2007 2008 2009 2010 2011
86
Withdrawal Statistics
Statistical Section
ERS Withdrawals
8,000 7,000 6,000 5,000 4,000 3,000 2,000 1,000
-
2002 2003 2004 2005 2006 2007 2008 2009 2010 2011
ERS Average Withdrawal
$1,700 $1,600 $1,500 $1,400 $1,300 $1,200 $1,100 $1,000
$900
2002 2003 2004 2005 2006 2007 2008 2009 2010 2011
ERS Annual Withdrawal (in thousands)
$8,000 $7,500 $7,000 $6,500 $6,000 $5,500 $5,000
2002 2003 2004 2005 2006 2007 2008 2009 2010 2011
PSERS Withdrawals
1,600 1,400 1,200 1,000
800 600 400 200
-
2002 2003 2004 2005 2006 2007 2008 2009 2010 2011
PSERS Average Withdrawal
$250 $240 $230 $220 $210 $200 $190 $180 $170 $160 $150
2002 2003 2004 2005 2006 2007 2008 2009 2010 2011
PSERS Annual Withdrawal (in thousands)
$350 $300 $250 $200 $150 $100 $50
$0 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011
GJRS Withdrawals
14 12 10 8 6 4 2 -
2002 2003 2004 2005 2006 2007 2008 2009 2010 2011
LRS Withdrawals
14 12 10 8 6 4 2 -
2002 2003 2004 2005 2006 2007 2008 2009 2010 2011
GJRS Average Withdrawal
$50,000 $45,000 $40,000 $35,000 $30,000 $25,000 $20,000 $15,000 $10,000
$5,000 $0
2002 2003 2004 2005 2006 2007 2008 2009 2010 2011
LRS Average Withdrawal
$14,000 $12,000 $10,000
$8,000 $6,000 $4,000 $2,000
$0 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011
GJRS Annual Withdrawal (in thousands)
$400 $350 $300 $250
$200
$150 $100 $50
$0
2002 2003 2004 2005 2006 2007 2008 2009 2010 2011
LRS Annual Withdrawal (in thousands)
$80 $70 $60 $50 $40 $30 $20 $10
$0 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011
Note: The GMPF Plan does not have a refund feature.
87
Statistical Section
Average Monthly Benefit Payment for New Retirees - ERS
2002
Average Monthly Benefit Average Final Average Salary Number of Retirees
2003
Average Monthly Benefit Average Final Average Salary Number of Retirees
2004
Average Monthly Benefit Average Final Average Salary Number of Retirees
2005
Average Monthly Benefit Average Final Average Salary Number of Retirees
2006
Average Monthly Benefit Average Final Average Salary Number of Retirees
2007
Average Monthly Benefit Average Final Average Salary Number of Retirees
2008
Average Monthly Benefit Average Final Average Salary Number of Retirees
2009
Average Monthly Benefit Average Final Average Salary Number of Retirees
2010
Average Monthly Benefit Average Final Average Salary Number of Retirees
2011
Average Monthly Benefit Average Final Average Salary Number of Retirees
10-15
Years of Credited Service
16-20
21-25
26-30
Over 30
Total
$651.28 $2,608.44
300
$1,008.52 $2,777.64
262
$1,472.04 $3,058.11
212
$1,778.52 $3,258.21
290
$3,265.53 $4,127.08
933
$2,170.36 $3,481.95
1,997
$673.29 $2,675.88
299
$1,099.73 $3,307.90
233
$1,570.92 $3,133.09
234
$1,756.82 $7,027.30
261
$3,444.12 $4,268.39
1,009
$2,337.32 $4,147.79
2,036
$661.26 $2,729.52
336
$999.80 $2,840.39
271
$1,616.46 $3,390.17
202
$1,901.33 $3,561.77
290
$3,486.20 $4,404.67
991
$2,309.02 $3,717.68
2,090
$704.19 $2,979.35
309
$991.76 $2,858.79
312
$1,440.14 $3,219.54
254
$1,816.69 $3,553.20
299
$3,440.48 $4,321.38
1,091
$2,291.20 $3,711.85
2,265
$632.54 $2,867.00
281
$1,022.68 $2,971.73
299
$1,347.20 $3,087.80
219
$1,789.67 $3,587.30
298
$3,458.78 $4,345.99
1,011
$2,281.17 $3,715.95
2,108
$655.86 $2,935.70
307
$961.27 $3,071.63
303
$1,317.36 $3,265.26
247
$1,789.83 $3,745.37
292
$3,423.26 $4,373.83
1,022
$2,229.02 $3,778.07
2,171
$701.03 $3,025.39
309
$1,068.51 $3,181.44
306
$1,457.03 $3,408.23
280
$1,899.48 $3,767.28
290
$3,576.69 $4,489.73
1,032
$2,342.60 $3,873.97
2,217
$717.65 $3,109.07
344
$1,059.22 $3,179.28
320
$1,458.18 $3,483.90
301
$1,910.75 $3,875.27
324
$3,627.21 $4,548.96
949
$2,272.58 $3,891.02
2,238
$694.23 $3,023.45
391
$1,086.00 $3,345.36
324
$1,502.32 $3,555.21
332
$1,849.65 $3,802.65
375
$3,653.29 $4,588.73
981
$2,247.01 $3,900.93
2,403
$734.74 $3,228.07
437
$1,107.16 $3,205.88
322
$1,504.51 $3,478.73
389
$1,995.24 $3,762.88
461
$3,575.54 $4,532.07
885
$2,143.95 $3,825.88
2,494
88
Average Monthly Benefit Payment for New Retirees - PSERS
Statistical Section
2002 Average Monthly Benefit Number of Retirees
2003 Average Monthly Benefit Number of Retirees
2004 Average Monthly Benefit Number of Retirees
2005 Average Monthly Benefit Number of Retirees
2006 Average Monthly Benefit Number of Retirees
2007 Average Monthly Benefit Number of Retirees
2008 Average Monthly Benefit Number of Retirees
2009 Average Monthly Benefit Number of Retirees
2010 Average Monthly Benefit Number of Retirees
2011 Average Monthly Benefit Number of Retirees
10-15
Years of Credited Service
16-20
21-25
26-30
Over 30
Total
$139.82 256
$194.45 168
$271.54 136
$318.18 113
$419.65 68
$229.26 741
$137.89 292
$201.29 148
$258.92 124
$328.44 88
$419.56 97
$229.32 749
$138.46 357
$202.25 182
$273.64 145
$324.25 112
$421.35 89
$225.69 885
$140.98 322
$203.00 197
$269.23 131
$325.73 113
$422.95 93
$229.90 856
$137.90 347
$206.87 206
$265.04 127
$324.20 84
$413.20 115
$226.26 879
$143.42 323
$208.47 174
$265.12 106
$331.55 89
$426.70 93
$229.16 785
$149.91 362
$219.81 199
$279.58 116
$349.05 99
$439.31 98
$238.04 874
$156.52 391
$224.92 200
$289.93 157
$357.58 91
$460.04 90
$242.89 929
$157.66 448
$224.92 200
$300.93 162
$359.24 76
$464.07 105
$243.41 1001
$158.67 463
$227.68 200
$297.01 126
$374.01 79
$479.42 114
$245.04 982
Note: PSERS is not a final average pay plan.
89
Statistical Section
Average Monthly Benefit Payment for New Retirees - GJRS
2002
Average Monthly Benefit Average Final Average Salary Number of Retirees
2003
Average Monthly Benefit Average Final Average Salary Number of Retirees
2004
Average Monthly Benefit Average Final Average Salary Number of Retirees
2005
Average Monthly Benefit Average Final Average Salary Number of Retirees
2006
Average Monthly Benefit Average Final Average Salary Number of Retirees
2007
Average Monthly Benefit Average Final Average Salary Number of Retirees
2008
Average Monthly Benefit Average Final Average Salary Number of Retirees
2009
Average Monthly Benefit Average Final Average Salary Number of Retirees
2010
Average Monthly Benefit Average Final Average Salary Number of Retirees
2011
Average Monthly Benefit Average Final Average Salary Number of Retirees
10-15
16-20
Years of Credited Service
21-25
26-30
Over 30
Total
0
$6,304.79
$6,380.10
$6,739.14
0
$8,506.83
$8,586.58
$9,026.44
0
3
2
2
0
$6,474.68
0
$8,706.62
0
7
0
$6,770.75
$4,531.83
$7,140.57
$5,439.24
$5,970.60
0
$8,460.17
$6,376.87
$9,564.12
$7,285.35
$7,921.63
0
6
2
4
1
13
$4,748.43 $9,137.11
1
$2,916.48 $5,997.81
3
$7,084.78 $9,564.12
1
$7,140.57 $9,564.12
1
0
$5,472.57
0
$8,565.79
0
6
$4,918.69 $9,420.45
2
$5,972.47 $8,785.09
8
$6,854.45 $9,481.56
10
$5,422.44 $7,262.55
3
0
$5,792.01
0
$8,737.41
0
23
$1,648.42
0
$7,018.67
0
0
$4,333.55
$3,680.42
0
$8,421.30
0
0
$6,050.86
1
0
1
0
0
2
$4,635.56 $7,888.25
4
$1,821.81 $8,213.52
3
$5,338.65 $7,150.62
3
$7,603.57 $10,184.26
1
0
$4,849.90
0
$8,359.16
0
11
$2,485.43 $6,662.15
4
0
$7,368.55
$4,735.08
0
$9,934.33
$6,342.20
0
2
2
0
$4,863.02
0
$7,646.23
0
8
$4,874.28 $9,519.58
8
$5,883.17 $8,825.88
5
$7,366.55 $10,071.58
7
$6,630.61 $8,881.08
5
$7,639.64 $10,232.57
2
$6,478.85 $9,506.14
27
$6,337.43 $10,490.01
1
$4,563.90 $7,018.08
5
$7,643.86 $10,490.01
2
$6,422.80 $8,602.74
4
0
$6,242.00
0
$9,150.21
0
12
$4,632.24 $9,211.23
4
$10,170.24 $14,910.13
2
$9,799.81 $13,052.66
2
$8,428.40 $11,264.63
3
0
$7,614.02
0 $11,505.85
0
11
90
Statistical Section
Average Monthly Benefit Payment for New Retirees - LRS
2002 Average Monthly Benefit Number of Retirees
2003 Average Monthly Benefit Number of Retirees
2004 Average Monthly Benefit Number of Retirees
2005 Average Monthly Benefit Number of Retirees
2006 Average Monthly Benefit Number of Retirees
2007 Average Monthly Benefit Number of Retirees
2008 Average Monthly Benefit Number of Retirees
2009 Average Monthly Benefit Number of Retirees
2010 Average Monthly Benefit Number of Retirees
2011 Average Monthly Benefit Number of Retirees
8 - 14
Years of Credited Service
15 - 19
20 - 24
25 - 29 30 & over
Total
$297.30 $537.58
0
0
0 $417.44
5
1
0
0
0
6
$321.39 8
$459.05 5
$625.33 6
0 $945.96 $587.93
0
3
22
$258.71 $553.70
0
0
0 $406.21
6
2
0
0
0
8
$358.41 $456.84
0
0 $981.11 $598.79
9
2
0
0
8
19
$355.63 $517.30
0
0
0 $436.47
3
3
0
0
0
6
$256.96 5
$476.39 5
$762.02 2
$939.00 $1,195.52
1
1
$725.98 14
$324.74 $604.63 $698.86
0
0 $542.74
4
4
2
0
0
10
$425.39 2
$650.99 1
0 $921.00 $1,203.00 $800.10
0
2
3
8
$372.93 $558.00
0
0
0 $465.47
8
1
0
0
0
9
$341.79 12
$589.12 1
0 $843.26 $934.73 $456.99
0
2
1
16
Note: LRS is not a final average pay plan.
91
Statistical Section
Average Monthly Benefit Payment for New Retirees - GMPF
2003 Average Monthly Benefit Number of Retirees
2004 Average Monthly Benefit Number of Retirees
2005 Average Monthly Benefit Number of Retirees
2006 Average Monthly Benefit Number of Retirees
2007 Average Monthly Benefit Number of Retirees
2008 Average Monthly Benefit Number of Retirees
2009 Average Monthly Benefit Number of Retirees
2010 Average Monthly Benefit Number of Retirees
2011 Average Monthly Benefit Number of Retirees
Years of Credited Service
20-25
26 - 30 Over 30
Total
$57.50 4
$90.00 4
$100.00 12
$89.50 20
$59.44 9
$81.54 13
$100.00 23
$86.56 45
$54.00 5
$83.57 7
$100.00 28
$91.37 40
$61.25 4
$85.00 13
$100.00 44
$94.26 61
$60.83 6
$83.46 13
$100.00 54
$93.84 73
$55.63 8
$83.61 18
$100.00 47
$91.10 73
$59.50 20
$87.63 19
$100.00 53
$88.64 92
$63.82 17
$85.83 18
$100.00 56
$90.44 91
$63.16 19
$91.47 17
$100.00 52
$90.40 88
Note: GMPF is not a final average pay plan.
92
Retired Members by Retirement Type
ERS June 30, 2011
Amount of Monthly Benefit
$ 1 - 500 501 - 1,000 1,001 - 1,500 1,501 - 2,000 2,001 - 2,500 2,501 - 3,000 3,001 - 3,500 3,501 - 4,000 4,001 - 4,500 4,501 - 5,000 over 5,000
Totals
Retirement Type Service Disability Survivor
2,016
98
1,588
5,350
747
1,170
4,141
857
762
3,232
736
554
2,552
640
343
2,331
556
220
2,056
387
138
1,808
311
97
1,559
221
62
1,454
184
36
3,688
274
82
30,187
5,011
5,052
PSERS June 30, 2011
Amount of Monthly Benefit
$ 1 - 100 101 - 200 201 - 300 301 - 400 401 - 500 over 500
Totals
Retirement Type Service Disability Survivor
21
0
187
3,495
6
315
3,830
175
169
2,382
386
89
1,619
314
35
1,359
216
15
12,706
1,097
810
Statistical Section
93
Statistical Section
Retired Members by Retirement Type
GJRS June 30, 2011
Amount of Monthly Benefit
$ 1 - 1000 1,001 - 2,000 2,001 - 3,000 3,001 - 4,000 4,001 - 5,000 5,001 - 6,000 6,001 - 7,000 7,001 - 8,000 over 8,000
Totals
Retirement Type Service Disability Survivor
6
0
11
15
0
9
7
0
9
4
0
23
9
2
5
16
0
0
24
0
0
58
0
0
22
0
0
161
2
57
LRS June 30, 2011
GMPF June 30, 2011
Amount of Monthly Benefit
$ 1 - 250 251 - 500 501 - 750 751 - 1,000 over 1,000
Totals
Retirement Type Service Disability Survivor
6
0
9
78
0
17
52
0
12
28
0
17
19
0
6
183
0
61
Amount of Monthly Benefit
$
1 - 49
50 - 100
over 100
Retirement Type Service 0 568 0
Totals
568
94
Retired Members by Optional Form of Benefit
Statistical Section
ERS June 30, 2011
Amount of Monthly Benefit
$ 1 - 500 501 - 1,000 1,001 - 1,500 1,501 - 2,000 2,001 - 2,500 2,501 - 3,000 3,001 - 3,500 3,501 - 4,000 4,001 - 4,500 4,501 - 5,000 over 5,000
Maximum Plan 1,257 3,618 2,770 2,073 1,569 1,312 930 701 567 465 815
Option 1 321 950 843 795 592 485 354 245 173 108 253
Form of Benefit Option 2 Option 3
1,199
430
1,480
571
971
547
641
484
457
386
354
303
264
308
208
222
139
194
125
183
241
457
Option 4 365 314 293 243 288 445 559 680 647 703 2,085
Option 5A Option 5B
79
51
194
142
183
151
117
171
99
142
80
128
64
102
55
105
28
94
24
66
52
141
Totals
16,077
5,119
6,079
4,085
6,622
975
1,293
Maximum Plan Single life annuity
Option 1
Reduced single life annuity with a guarantee of the remainder of the annuity savings fund account (contributions and interest), if any, to be paid upon the retiree's death
Option 2
100% joint and survivor annuity with a popup option upon divorce
Option 3
50% joint and survivor annuity with a popup option upon divorce
Option 4
Various options, including a specified monthly amount payable to a beneficiary upon the retiree's death, several period certain annuities of varying length, and a five-year accelerated benefit
Option 5A
100% joint and survivor annuity with a popup option upon divorce or the death of the beneficiary before the retiree
Option 5B
50% joint and survivor annuity with a popup option upon divorce or the death of the beneficiary before the retiree
95
Statistical Section
Retired Members by Optional Form of Benefit
PSERS June 30, 2011
Amount of Monthly Benefit
$ 1 - 100 101 - 200 201 - 300 301 - 400 401 - 500 over 500
Form of Benefit Maximum Plan Option AA Option AB Option AC Option AD
0
37
164
8
1
2,880
550
242
7
3
3,625
317
131
4
2
2,581
182
43
7
3
1,839
84
23
3
0
1,518
39
11
8
0
Option B 0 131 95 42 19 14
Totals
12,443
1,209
614
37
9
301
Maximum Plan Single life annuity
Option AA
100% joint and survivor annuity
Option AB
50% joint and survivor annuity
Option AC
Joint and survivor annuity with a specified monthly amount payable to a beneficiary
Option AD
Joint and survivor annuity with the amount payable to a beneficiary limited by the age difference between the retiree and the beneficiary
Option B
Annuity for a guaranteed period of time (5, 10,15, or 20 years). If retiree outlives guarantee period, there is no benefit due after retiree's death.
96
Retired Members by Optional Form of Benefit
Statistical Section
GJRS June 30, 2011
Amount of Monthly Benefit
$ 1 - 1000 1,001 - 2,000 2,001 - 3,000 3,001 - 4,000 4,001 - 5,000 5,001 - 6,000 6,001 - 7,000 7,001 - 8,000 over 8,000
Form of Benefit Maximum Plan Spousal Coverage
1
16
3
21
0
16
2
25
3
13
6
10
4
20
12
46
4
18
Totals
35
185
Maximum Plan Single life annuity Spousal Coverage Indicates the member elected at enrollment that a survivor annuity be paid to a surviving spouse
LRS June 30, 2011
Amount of Monthly Benefit
$ 1 - 250 251 - 500 501 - 750 751 - 1,000 over 1,000
Totals
Form of Benefit Maximum Plan Option B1 Option B2
0
13
2
36
49
10
34
21
9
10
28
7
7
12
6
87
123
34
Maximum Plan Single life annuity
Option B1
100% joint and survivor annuity
Option B2
50% joint and survivor annuity
GMPF June 30, 2011
The Plan provides a benefit only in one form: a Life Annuity. All 568 current retirees, therefore, have this same form of benefit.
97
Statistical Section
Top Participatory Employers FY10
ERS
Department of Corrections Department of Behavioral Health and Developmental Disability Department of Transportation Department of Labor Department of Juvenile Justice Department of Natural Resources Department of Human Resources Department of Driver Services Department of Community Health Department of Revenue
Total top Employers Total ERS Member Count
PSERS
Gwinnett County Schools Cobb County Schools Dekalb County Schools Clayton County Schools Muscogee County Schools Henry County Schools Cherokee County Schools Forsyth County Schools Richmond County Schools Paulding County Schools
Total top Employers Total PSERS Member Count
GJRS
Council of Superior Court Judges Council of State Court Judges Prosecuting Attorney's Council Council of Juvenile Judges
Total top Employers Total GJRS Member Count
Member Count % of total plan
12,527 6,869 4,846 3,867 3,679 2,079 1,942 1,674 1,351 1,154
39,988 68,567
18.2% 10.0%
7.1% 5.7% 5.4% 3.0% 2.8% 2.4% 2.0% 1.7%
58.3%
3,931 2,471 2,234 1,382
970 909 902 894 877 715
15,285 39,962
9.8% 6.2% 5.6% 3.4% 2.4% 2.3% 2.3% 2.2% 2.2% 1.8%
38.2%
203
41.0%
108
21.8%
96
19.4%
71
14.4%
478
495
96.6%
Data from 9 years prior is unavailable. FY10 data is the first available.
98
Top Participatory Employers FY11
ERS
Department of Corrections Department of Behavioral Health and Developmental Disability Department of Transportation Department of Labor Department of Juvenile Justice Department of Natural Resources Department of Human Services Department of Public Safety Department of Community Health Department of Revenue
Total top Employers Total ERS Member Count
PSERS
Gwinnett County Schools Cobb County Schools Dekalb County Schools Clayton County Schools Muscogee County Schools Cherokee County Schools Henry County Schools Forsyth County Schools Richmond County Schools Houston County Schools
Total top Employers Total PSERS Member Count
GJRS
Council of Superior Court Judges Council of State Court Judges Prosecuting Attorney's Council Council of Juvenile Judges
Total top Employers Total GJRS Member Count
Statistical Section
Member Count % of total plan
12,102 6,533 4,599 3,687 3,494 1,991 1,918 1,630 1,574 1,069
38,597 66,081
18.3% 9.9 % 7.0 % 5.6 % 5.3 % 3.0 % 2.9 % 2.5 % 2.4 % 1.6 %
58.4 %
3,936 2,458 2,269 1,279
942 904 892 881 859 722
15,142 39,255
10.0 % 6.3 % 5.8 % 3.3 % 2.4 % 2.3 % 2.3 % 2.2 % 2.2 % 1.8 %
38.6 %
202
39.8 %
114
22.4 %
95
18.7 %
72
14.2 %
483
95.1 %
508
99
Statistical Section
Statistical Data at June 30, 2011
100
System ERS
PSERS GJRS LRS GDCP SCJRF
Net Assets $ 12.34 billion
Employer Contributions
Old Plan: 10.41% New Plan: 10.41%
GSEPS 6.54% ($261.1 mil)
Employee Contributions
Old Plan: 6% (with 4.75% pickup)
New Plan: 1.25% GSEPS: 1.25% ($39.5 mil)
Active Members
Old Plan: (6%) 1,861 New Plan: (94%) 53,127
GSEPS: 11,093 Total: 66,081
Retirees
Total: 40,250 Service: 29,436 Beneficiary: 5,052 Disability: 5,011 Inv. Sep.: 618 Law. Enf.: 133
$ 696.0 million
$7.5 million
$36 yr ($1.5 million)
39,255
14,613
$ 321.0 million
3.85% ($1.2 million)
7.5% +2.5% Spousal ($4.7 million)
508
220
8.5%
$ 28.5 million
$75 thousand
(with 4.75% pickup)
218
244
($320 thousand)
$ 104.4 millon
None
7.5% ($17.7 million)
16,007
1
$ 91 thousand
$1.1 million
None
None
26
Annual Payment
$1.2 billion
Average Monthly Benefit
$2,392
$54.0 million $13.0 million $1.8 million
NA $1.9 million
$307 $5,114 $611
NA $5,934
DARF SEAD GMPF
$ 2 thousand $ 992.7 million $ 8.8 million
$80 thousand None
$1.3 million
None
New Plan: 0.25% Old Plan: 0.50%
($7.3 million)
None
None
No. Insured: 55,412
12,418
7
$80 thousand
$952
No. Insured: 35,544
No. of Claims: 901 Amt.Pd: $28.3 mil
Average Claim: $31,427
568
$579 thousand
$91