Aozora Bank

Aozora Bank as of Dec. 31, 2012

Portfolio Holdings for Aozora Bank

Aozora Bank holds 0 positions in its portfolio as reported in the December 2012 quarterly 13F filing

                FORM 13F INFORMATION TABLE

      COLUMN 1            COLUMN 2  COLUMN 3   COLUMN 4          COLUMN 5         COLUMN 6   COLUMN 7            COLUMN 8
------------------------  -------- ----------  --------   ---------------------  ---------- ---------- --------------------------
                           TITLE                VALUE     SHRS OR    SH/  PUT/   INVESTMENT   OTHER         VOTING AUTHORITY
    NAME OF ISSUER        OF CLASS   CUSIP     (X$1000)   PRN AMT    PRN  CALL   DISCRETION  MANAGERS   SOLE       SHARED   NONE
------------------------  -------- ----------  --------   ---------------------  ---------- ---------- --------------------------
{S}                       {C}      {C}         {C}        {C}         {C}  {C}    {C}         {C}      {C}            {C}    {C}
ISHARES INC              IBOXX INV  464287242   402,897  3,330,000    SH         SOLE                 3,330,000       0      0