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Divestment Annual Report - Pennsylvania Treasury

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<strong>Annual</strong> <strong>Report</strong> of Activities Pursuant to Act 44 of 2010 September 30, 2012<br />

________________________________________________________________________________________________________<br />

JP MORGAN ALTERNATIVE LO A4 A3<br />

JP MORGAN CHASE 05-PRKS 144A A<br />

JP MORGAN CHASE BANK NA<br />

JP MORGAN CHASE C2 XB 144A IO<br />

JP MORGAN CHASE CAPITAL XV<br />

JP MORGAN CHASE CAPITAL XVII<br />

JP MORGAN CHASE CNTR-A2 144A<br />

JP MORGAN CHASE CNTR-D 144A<br />

JP MORGAN CHASE CNTZ-MZ 144A<br />

JP MORGAN CHASE COM CBX D 144A<br />

JP MORGAN CHASE COML 04-C1 A3<br />

JP MORGAN CHASE COMM C4 E 144A<br />

JP MORGAN CHASE COMME LDP3 A4A<br />

JP MORGAN CHASE COMME LDP6 A3B<br />

JP MORGAN CHASE COMMER CB11 A3<br />

JP MORGAN CHASE COMMER CB12 A4<br />

JP MORGAN CHASE COMMER CB15 A4<br />

JP MORGAN CHASE COMMER CB18 A3<br />

JP MORGAN CHASE COMMER CB20 A4<br />

JP MORGAN CHASE COMMER CB20 AJ<br />

JP MORGAN CHASE COMMER LD11 A4<br />

JP MORGAN CHASE COMMER LDP2 A3<br />

JP MORGAN CHASE COMMER LDP3 A3<br />

JP MORGAN CHASE COMMER LDP4 A4<br />

JP MORGAN CHASE COMMER LDP5 AJ<br />

JP MORGAN CHASE COMMER LDP8 AM<br />

JP MORGAN CHASE COMMER ML1A A1<br />

JP MORGAN CHASE COMMERC C3A A3<br />

JP MORGAN CHASE COMMERC CBX A5<br />

JP MORGAN CHASE COMMERC CIB2 C<br />

JP MORGAN CHASE COMMERC LDP5 E<br />

JP MORGAN CHASE COMMERC LN1 A1<br />

JP MORGAN CHASE COMMERC LN1 A2<br />

JP MORGAN CHASE COMMERC LN2 A2<br />

JP MORGAN CHASE COMMERCI C1 A2<br />

JP MORGAN CHASE COMMERCI C3 A3<br />

JP MORGAN CHASE COMMERCI CBX C<br />

JP MORGAN CHASE COMMERCI CBX D<br />

JP MORGAN CHASE COMMERCI LN1 B<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 COMMERCIA C6 B<br />

JP MORGAN CHASE COMMERCIAL MOR<br />

JP MORGAN CP REPO<br />

JP MORGAN MORTGAGE ACQ ACC1 A4<br />

JP MORGAN MORTGAGE ACQ CH1 MV1<br />

JP MORGAN MORTGAGE ACQU CH1 A3<br />

JP MORGAN MORTGAGE ACQU CH4 A2<br />

JP MORGAN MORTGAGE TRU S3 1A10<br />

JP MORGAN MORTGAGE TRU S3 1A30<br />

JP MORGAN MORTGAGE TRUS A1 3A2<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 A5<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 />

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 CAPITAL XXVII<br />

JPMRR 2009-7 5A1<br />

JPY (JAPANESE YEN)<br />

JPY/AUD SPOT OPTION 2012<br />

JPY/CAD SPOT OPTION 2012<br />

JPY/CHF SPOT OPTION 2012<br />

JPY/EUR SPOT OPTION 2012<br />

JPY/GBP SPOT OPTION 2012<br />

JPY/NZD SPOT OPTION 2012<br />

JPY/USD SPOT OPTION 2012<br />

JRMT 2004-1A A2<br />

JSC GEORGIAN RAILWAY<br />

JSC MMC NORILSK NICKEL ADR<br />

JSE LIMITED ZAR0.10<br />

JSL SA<br />

JSR CORP JPY50<br />

JSR CORP JPY50 CFD<br />

JTEKT CORP<br />

JTEKT CORPORATION NPV CFD<br />

JU TENG INTERNATIONAL HOLDING<br />

JUKI CORP Y50 CFD<br />

JULIUS BAER GRUPPE AG<br />

JULIUS BAER HLDGS AG CHF0.05<br />

JUMBO SA EUR1.19<br />

JUNGHEINRICH AG<br />

JUNIPER NETWORKS INC<br />

JUPITER FUND MANAGEMENT-W/I<br />

JUPITER TELECOMUNICATIONS NPV<br />

JUSTSYSTEM JPY50<br />

JVC KENWOOD CORP NPV<br />

JX HOLDINGS INC<br />

JX HOLDINGS INC CFD<br />

JYOTHY LABORATORIES LTD INR10<br />

JYSKE BANK (AS) DKK10<br />

K + S AG SHS<br />

K WAH INTL HKD0.10<br />

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

KABEL DEUTSCHLAND HOLDING AG<br />

KADOKAWA GROUP HOLDINGS CFD<br />

KAGOME CO Y50 CFD<br />

KAISA GROUP HOLDINGS LTD REGS<br />

KAISER ALUMINUM CORP<br />

KAISER ALUMINUM CORP 144A<br />

KAJIMA CORP CFD<br />

KAJIMA CORP Y50<br />

KAKAKU.COM INC<br />

KAKEN PHARMACEUTICAL Y50<br />

KALBE FARMA IDR50<br />

KAMEI Y50<br />

KAMIGUMI CO Y50<br />

KANAMOTO CO Y50<br />

KANEKA CORP NPV<br />

KANEMATSU CORP Y50<br />

KANG YONG ELECTRIC PC -NVDR<br />

KANSAI ELEC POWER NPV<br />

KANSAI ELEC POWER NPV CFD<br />

KANSAI PAINT CO Y50<br />

KANSAS CITY SOUTHERN<br />

KANSAS CITY SOUTHERN DE MEXICO<br />

_________________________________________________________________________________________<br />

Page 96 of 136

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