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Protecting Pennsylvania's Investments Act - Pennsylvania Treasury

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Annual Report of <strong>Act</strong>ivities Pursuant to <strong>Act</strong> 44 of 2010 September 30, 2011<br />

JP MORGAN CHASE COMMERCI CBX D<br />

JP MORGAN CHASE COMMERCIA C1 C<br />

JP MORGAN CHASE COMMERCIA C1 D<br />

JP MORGAN CHASE COMMERCIA C2 B<br />

JP MORGAN CHASE COMMERCIAL MOR<br />

JP MORGAN CP REP REPO<br />

JP MORGAN DIRECT VENTURE<br />

JP MORGAN DIRECT VENTURE CAP<br />

JP MORGAN MORTGAGE 06-S4 A5<br />

JP MORGAN MORTGAGE ACQ CH1 AV4<br />

JP MORGAN MORTGAGE ACQ FRE2 A3<br />

JP MORGAN MORTGAGE ACQ HE1 AV3<br />

JP MORGAN MORTGAGE ACQU CH1 A3<br />

JP MORGAN MORTGAGE ACQU CH5 A2<br />

JP MORGAN MORTGAGE ACQU NC1 A4<br />

JP MORGAN MORTGAGE TRU S3 1A10<br />

JP MORGAN MORTGAGE TRU S3 1A21<br />

JP MORGAN MORTGAGE TRU S3 1A30<br />

JP MORGAN MORTGAGE TRUS A1 3A2<br />

JP MORGAN MORTGAGE TRUS A1 6T1<br />

JP MORGAN MORTGAGE TRUS A3 2A3<br />

JP MORGAN MORTGAGE TRUS A4 1A1<br />

JP MORGAN MORTGAGE TRUS A7 1A2<br />

JP MORGAN MORTGAGE TRUST A1 B1<br />

JP MORGAN MORTGAGE TRUST S4 A6<br />

JP MORGAN MTG 2006-CW2 CL AF5<br />

JP MORGAN POOLED VENTURE CAP<br />

JP MORGAN POOLED VENTURE III<br />

JP MORGAN REREMIC 7 17A1<br />

JP MORGAN US POOLED FINANCE II<br />

JPM CASH COLLATERAL<br />

JPM CW14 WIPRO LTD<br />

JPM INTL-CW14 WIPRO LTD<br />

JPMCB STRATEGIC PROPERTY FUND<br />

JPMCC 2009-IWST D<br />

JPMCC 2010-C2 D<br />

JPM-CW14 HON HAI PRECIS<br />

JPMORGAN CHASE & CO<br />

JPMORGAN CHASE BANK NA<br />

JPMORGAN CHASE BANK NATIONAL A<br />

JPMORGAN CHASE BK N A NY<br />

JPMORGAN CHASE CAPITAL XXVII<br />

JPMRR 2009-7 13A1<br />

JPMRR 2009-7 14A1<br />

JPMRR 2009-7 1A1<br />

JPMRR 2009-7 2A1<br />

JPMRR 2009-7 5A1<br />

JPMRR 2009-8 A1<br />

JPY (JAPANESE YEN)<br />

JPY/AUD SPOT OPTION 2011<br />

JPY/AUD SPOT OPTION 2012<br />

JPY/CAD SPOT OPTION 2011<br />

JPY/CAD SPOT OPTION 2012<br />

JPY/CHF SPOT OPTION 2011<br />

JPY/CHF SPOT OPTION 2012<br />

JPY/EUR SPOT OPTION 2011<br />

JPY/EUR SPOT OPTION 2012<br />

JPY/GBP SPOT OPTION 2011<br />

JPY/GBP SPOT OPTION 2012<br />

JPY/NZD SPOT OPTION 2011<br />

JPY/NZD SPOT OPTION 2012<br />

JPY/USD SPOT OPTION 2011<br />

JPY/USD SPOT OPTION 2012<br />

JS GROUP CORPORATION<br />

JSC MMC NORILSK NICKEL ADR<br />

JSC SEVERSTAL (STEEL CAPI<br />

JSE LIMITED ZAR0.10<br />

JSL SA<br />

JSP COPR Y50<br />

JSR CORP JPY50<br />

JSR CORP JPY50 CFD<br />

JTEKT CORP<br />

JUKI CORP Y50 CFD<br />

JULIUS BAER GRUPPE AG<br />

JUMBO SA EUR1.4<br />

JUNGHEINRICH NON VTG PFD SHS<br />

JUNIPER NETWORKS INC<br />

JUPITER FUND MANAGEMENT-W/I<br />

JUPITER TELECOMUNICATIONS NPV<br />

JUROKU BANK CFD<br />

JUSTSYSTEM JPY50<br />

JVC KENWOOD CORP NPV<br />

JVC KENWOOD HLDNGS INC NPV CFD<br />

JX HOLDINGS INC<br />

JYSKE BANK (AS) DKK10<br />

K&S AG NPV<br />

KABA HLDGS AG CHF10'B'(REGD)<br />

KABEL BW ERSTE BETEILIGU<br />

KABEL DEUTSCHLAND HOLDING AG<br />

KADANT INC<br />

KAGA ELECTRONICS CO Y50 CFD<br />

KAISA GROUP HOLDINGS LTD REGS<br />

KAJIMA CORP Y50<br />

KAKAKU.COM INC<br />

KALBE FARMA IDR50<br />

KAMEI CFD<br />

KAMIGUMI CO Y50<br />

KANAMOTO CO CFD<br />

KANAMOTO CO Y50<br />

KANEKA CORP NPV<br />

KANG YONG ELECTRIC PC -NVDR<br />

KANSAI ELEC POWER NPV<br />

KANSAI ELEC POWER NPV CFD<br />

KANSAI PAINT CO Y50<br />

KANSAI URBAN BANKING CORP CFD<br />

KANSAS CITY SOUTHERN<br />

KANSAS CITY SOUTHERN DE MEXICO<br />

KANSAS CITY SOUTHERN RAILWAY<br />

KANTO AUTO WORKS LTD<br />

KANTO AUTO WORKS Y50 CFD<br />

KANTO NATURAL GAS CFD<br />

KANTO TSUKUBA BANK JPY500 CFD<br />

KAO CORP NPV<br />

KAO CORP NPV CFD<br />

KASAI KOGYO CO CFD<br />

KASAI KOGYO CO JPY50<br />

KASIKORNBANK PCL<br />

KASUMI Y50<br />

KATHMANDU HOLDINGS LTD<br />

KATO SANGYO CO CFD<br />

KATO SANGYO CO Y50<br />

KAUPTHING BK HF MTN 144A<br />

KAUPTHING BK MTN SB00001 144A<br />

Page 95 of 138

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