michigan state police retirement system comprehensive annual financial report for the fiscal year ended september 30 2001 a pension trust fund of john engler governor 1 msprs prepared by office services po box 30171 lansing 48909 7671 517 322 5103 800 381 5111 2 table contents introductory section certificate achievement 4 letter transmittal 5 board members 10 advisors & consultants organization chart 11 independent auditor s 13 management discussion and analysis 14 basic statements plan postemployment healthcare net assets 18 changes in 19 notes to 20 required supplementary information 29 supporting schedules 32 investment on activity 37 asset allocation 42 results list largest stock holdings 43 bond schedule fees 44 commissions 45 summary