Japanese authorities are investigating death threats against U.S. Ambassador Caroline Kennedy along with another diplomat in Okinawa, local media reported Wednesday. The U.S. Embassy in Tokyo reportedly received phone calls last month threatening to kill Kennedy, the daughter of President John F. Kennedy, as well as Alfred Magleby, the U.S. consulate-general in Okinawa. News of the threats came as first lady Michelle Obama arrived in Japan to join Kennedy and former President Bill Clinton at a Tokyo symposium commemorating the legacy of John. F. Kennedy. U.S. officials have been on high alert over diplomatic security following last month’s attack on Mark Lippert, the U.S. ambassador to South Korea.