The California Public Employees Retirement System says PBI Research Services/Berwyn Group was notified it of the breach on June 6.
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The hack happened using a popular file-transfer application.
PBI says it also lost the personal data of 2.5 million Genworth Financial policyholders.
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CalPERS says it will offer affected members two years of free credit monitoring.
Genworth is offering credit monitoring and ID theft protection.