AOZORA BANK, LTD. Concentrated Active

CIK: 0001568541 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Jan 31, 2017

Total Value ($000): $1,346,930 (100.0% shares, 0.0% debt)

Holdings (6)

LQD ISHARES 23.7%

Value ($000) $319,784 Shares 2,729,000 Est. Cost $114.47 Unrealized —

PFF ISHARES TR 23.2%

Value ($000) $312,006 Shares 8,385,000 Est. Cost $39.10 Unrealized —

— POWERSHARES ETF TRUST II 21.2%

Value ($000) $286,160 Shares 12,250,000 Est. Cost $24.13 Unrealized —

EMB ISHARES TR 17.6%

Value ($000) $236,422 Shares 2,145,000 Est. Cost $115.81 Unrealized —

VCIT VANGUARD SCOTTSDALE FDS 12.3%

Value ($000) $165,658 Shares 1,933,000 Est. Cost $87.98 Unrealized —

— SPDR SERIES TRUST 2.0%

Value ($000) $26,900 Shares 738,000 Est. Cost $39.12 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
LQD	ISHARES	2,729,000	$319,784	23.7%	$114.47	—	IBOXX INV CP ETF	464287242
PFF	ISHARES TR	8,385,000	$312,006	23.2%	$39.10	—	U.S. PFD STK ETF	464288687
—	POWERSHARES ETF TRUST II	12,250,000	$286,160	21.2%	$24.13	—	SENIOR LN PORT	73936Q769
EMB	ISHARES TR	2,145,000	$236,422	17.6%	$115.81	—	JP MOR EM MK ETF	464288281
VCIT	VANGUARD SCOTTSDALE FDS	1,933,000	$165,658	12.3%	$87.98	—	INT-TERM CORP	92206C870
—	SPDR SERIES TRUST	738,000	$26,900	2.0%	$39.12	—	BRC HIGH YLD BD	78464A417