The 'stolen list' mentioned in upcoming episode 4 is the list of names that PJ left up on his penthouse wall at the CBI.

Whomever PJ suspects, he is keeping to himself. In several episodes he discusses his 'memory palace'. PJ doesn't need to keep notes on a wall, they are stored safely in his head!

The reason for the fake list was to 'test' people. Knowledge of the secret contents of the list will draw some people out of hiding towards suspects. In essence, PJ is using some of the people on the list as bait!