November 13, 2009
Supplementary Materials for the Six Months Ended September 30, 2009
I. General Account Assets
1. Trading Account Securities
(1) Breakdown of Trading Account Securities
---------
P. 2
(2) Trading Volume of Trading Account Securities
---------
P. 2
2. Securities
(1) Breakdown of Securities
---------
P. 2
(2) Local Government Bonds by Region
---------
P. 2
(3) Securities by Contractual Maturity Dates
---------
P. 3
(4) Domestic Stocks by Industry
---------
P. 4
3. Loans
(1) Breakdown of Loans
---------
P. 5
(2) Loans by Contractual Maturity Dates
---------
P. 5
(3) Loans to Domestic Companies by Company Size
---------
P. 5
(4) Loans by Industry
---------
P. 6
(5) Loans by Region
---------
P. 7
(6) Loans by Collateral Type
---------
P. 7
4. Foreign Investments
(1) Breakdown of Investment by Asset Category
---------
P. 8
(2) Foreign Currency-Denominated Assets by Currency
---------
P. 8
(3) Investments by Region
---------
P. 9
5. Fair Value Information on Derivative Transactions
---------
P. 10
II. Separate Account (Individual Variable Insurance and Individual Variable Annuities)
1. Fair Value Information on Securities Underlying Individual Variable Insurance
---------
P. 13
(1) Valuation Gains and Losses on Trading Securities
---------
P. 13
(2) Fair Value Information on Money Held in Trust
---------
P. 13
(3) Fair Value Information on Derivative Transactions
---------
P. 13
2. Fair Value Information on Securities Underlying Individual Variable Annuities
---------
P. 14
(1) Valuation Gains and Losses on Trading Securities
---------
P. 14
(2) Fair Value Information on Money Held in Trust
---------
P. 14
(3) Fair Value Information on Derivative Transactions
---------
P. 14
III. Company Total of General Account and Separate Account
1. Asset Composition
(1) Asset Composition
---------
P. 15
(2) Changes (Increase/Decrease) in Assets
---------
P. 15
2. Fair Value Information on Securities and Others
(1) Valuation Gains and Losses on Trading Securities
---------
P. 16
(2) Fair Value Information on Securities
---------
P. 16
(securities with fair value except for trading securities)
(3) Fair Value Information on Money Held in Trust
---------
P. 17
(4) Investment in Derivative Transactions
---------
P. 18
(5) Fair Value Information on Derivative Transactions
---------
P. 20
IV. Reserves for Possible Loan Losses
---------
P. 23
Please note that this is an unofficial translation of the original disclosure in Japanese.
-1-
The Dai-ichi Mutual Life Insurance Company
I. General Account Assets
1. Trading Account Securities (General Account)
(1) Breakdown of Trading Account Securities (General Account)
(millions of yen)
As of September 30, 2009
As of March 31, 2009
Carrying value
%
Carrying value
%
129,473
100.0
52,597
100.0
-
-
-
-
-
-
-
-
129,473
100.0
52,597
100.0
(2) Trading Volume of Trading Account Securities (General Account)
(millions of yen)
2. Securities (General Account)
(1) Breakdown of Securities (General Account)
(millions of yen)
As of September 30, 2009
As of March 31, 2009
Carrying value
%
Carrying value
%
9,640,310
42.8
9,859,150
45.7
326,183
1.4
338,276
1.6
2,384,482
10.6
2,422,804
11.2
Public entity bonds
934,414
4.2
936,328
4.3
3,380,137
15.0
2,846,053
13.2
6,565,880
29.2
5,908,767
27.4
Foreign bonds
5,026,883
22.3
4,459,828
20.7
Foreign stocks and other securities
1,538,996
6.8
1,448,938
6.7
217,654
1.0
213,921
1.0
22,514,648
100.0
21,588,974
100.0
(2) Local Government Bonds by Region (General Account)
(millions of yen)
As of September 30, 2009
As of March 31, 2009
Carrying value
Carrying value
Note: Others in the above table shows publicly offered co-issue local government bonds.
Total
Kyushu
Shikoku
Chugoku
Others
Hokkaido
Kinki
Chubu
Kanto
Tohoku
National government bonds
Local government bonds
Total
National government bonds
National government bonds
Local government bonds
555,300
-
Local government bonds
Public entity bonds
Total
Six months ended September 30, 2008 Six months ended September 30, 2009
Total
714,400
-
714,400
Other securities
-
Corporate bonds
Public entity bonds
Domestic stocks
Foreign securities
22,610
338,276
86,633
203
141,445
35,56536,048
5,1422,332
21,613
326,183
87,001
203
135,964
31,89435,054
4,9561,761
555,300
8,293
7,732
-
-2-
The Dai-ichi Mutual Life Insurance Company
(3) Securities by Contractual Maturity Dates (General Account)
(millions of yen)
As of September 30, 2009
189,832
190,044
1,181,743
191,673
1,328,172
6,558,845
9,640,310
17,967
34,760
189,968
27,757
27,041
28,687
326,183
132,827
286,538
732,692
436,774
497,616
298,033
2,384,482
-
-
-
-
-
3,380,137
3,380,137
89,001
822,044
880,516
502,729
858,286
3,413,301
6,565,880
89,001
822,044
880,516
502,729
858,286
1,874,305
5,026,883
-
-
-
-
-
1,538,996
1,538,996
5,214
5,240
52,408
5,811
8,426
140,551
217,654
434,843
1,338,627
3,037,329
1,164,746
2,719,543
13,819,557
22,514,648
As of March 31, 2009
285,976
150,594
1,142,753
325,772
1,405,461
6,548,592
9,859,150
23,592
38,794
94,392
124,892
25,537
31,065
338,276
144,336
298,234
509,247
546,928
642,537
281,519
2,422,804
-
-
-
-
-
2,846,053
2,846,053
135,985
645,562
952,419
261,937
765,368
3,147,494
5,908,767
135,985
645,562
952,419
261,937
765,368
1,698,555
4,459,828
-
-
-
-
-
1,448,938
1,448,938
4,497
6,246
50,114
5,142
4,615
143,303
213,921
594,388
1,139,432
2,748,928
1,264,674
2,843,521
12,998,029
21,588,974
Due after
10 years or
having no
maturity date
Total
Due in
1 year or less
Due after
1 year through
3 years
Due after
3 years through
5 years
Due after
5 years through
7 years
Due after
7 years through
10 years
Foreign stocks and other securities
National government bonds
Total
Other securities
Local government bonds
Corporate bonds
Domestic stocks
National government bonds
Local government bonds
Corporate bonds
Domestic stocks
Foreign securities
Foreign bonds
Total
Foreign securities
Foreign bonds
Foreign stocks and other securities
Other securities
-3-
The Dai-ichi Mutual Life Insurance Company
(4) Domestic Stocks by Industry (General Account)
(millions of yen)
As of September 30, 2009
As of March 31, 2009
Carrying value
%
Carrying value
%
490
0.0
413
0.0
380
0.0
373
0.0
60,315
1.8
50,608
1.8
Manufacturing industries
Food products
109,118
3.2
88,647
3.1
Textiles and clothing
32,394
1.0
25,574
0.9
Pulp and paper
7,965
0.2
7,291
0.3
Chemicals
146,247
4.3
107,489
3.8
Medical supplies
98,264
2.9
84,672
3.0
Oil and coal products
10,153
0.3
10,084
0.4
Rubber products
18,204
0.5
15,344
0.5
Glass and stone products
97,609
2.9
71,182
2.5
Steel
98,700
2.9
71,006
2.5
Non-steel metals
21,603
0.6
14,102
0.5
Metal products
29,575
0.9
23,228
0.8
Machinery
119,773
3.5
95,890
3.4
Electric appliances
613,004
18.1
440,374
15.5
Transportation vehicles
248,602
7.4
181,402
6.4
Precision instruments
86,743
2.6
61,912
2.2
Others
73,247
2.2
54,151
1.9
272,914
8.1
287,913
10.1
Transportation and communications industries
Ground transportation
221,372
6.5
194,579
6.8
Water transportation
1,249
0.0
1,274
0.0
Air transportation
1,399
0.0
2,838
0.1
Warehouses
5,667
0.2
5,227
0.2
Telecommunications
50,996
1.5
47,955
1.7
Commerce
Wholesale
78,567
2.3
68,361
2.4
Retail
109,133
3.2
99,712
3.5
Financial industries
Banks
456,990
13.5
464,124
16.3
Security and trading companies
28,424
0.8
20,588
0.7
Insurance
185,253
5.5
169,886
6.0
Other
17,560
0.5
14,435
0.5
27,191
0.8
20,612
0.7
51,019
1.5
44,790
1.6
3,380,137
100.0
2,846,053
100.0
Note: Industry categories above are based on classification by Securities Identification Code Committee.
Total
Forestry and fisheries
Mining
Construction
Real estate
Electric and gas utilities
Service
-4-
The Dai-ichi Mutual Life Insurance Company
3. Loans (General Account)
(1) Breakdown of Loans (General Account)
(millions of yen)
As of September 30, 2009
As of March 31, 2009
Policy loans
589,620
604,706
Premium loans
81,492
86,356
Policyholder loans
508,128
518,349
Ordinary loans
3,375,549
3,643,732
[Loans to non-residents]
[
172,688]
[
181,772]
Loans to corporations
2,916,280
3,139,885
[Loans to domestic corporations]
[
2,854,940]
[
3,075,087]
97,898
111,134
Loans to local governments and public entities
329,612
360,031
Mortgage loans
31,514
32,400
[Trust loans]
[
25,431]
[
25,562]
Consumer loans
76
82
Others
165
199
Total loans
3,965,169
4,248,438
(2) Loans by Contractual Maturity Dates (General Account)
(millions of yen)
Due in
1 year or less
Due after
1 year
through
3 years
Due after
3 years
through
5 years
Due after
5 years
through
7 years
Due after
7 years
through
10 years
Due after
10 years or
having no
maturity date
Total
As of September 30, 2009
Floating-rate loans
21,390
74,186
64,300
37,778
29,729
28,346
255,732
Fixed-rate loans
219,899
631,448
524,535
578,247
639,242
526,443
3,119,816
Total
241,289
705,634
588,835
616,026
668,972
554,790
3,375,549
As of March 31, 2009
Floating-rate loans
55,981
65,311
77,351
40,262
38,191
29,502
306,600
Fixed-rate loans
263,300
558,985
619,462
561,593
722,878
610,911
3,337,132
Total
319,282
624,296
696,813
601,855
761,069
640,414
3,643,732
(3) Loans to Domestic Companies by Company Size (General Account)
(millions of yen except number of borrowers)
As of March 31, 2009
%
%
Number of borrowers
513
48.4
562
47.3
Amount of loans
2,371,434
83.1
2,561,594
83.3
Number of borrowers
79
7.4
86
7.2
Amount of loans
18,059
0.6
19,051
0.6
Number of borrowers
469
44.2
539
45.4
Amount of loans
465,446
16.3
494,441
16.1
Number of borrowers
1,061
100.0
1,187
100.0
Amount of loans
2,854,940
100.0
3,075,087
100.0
Note:
1. Categorization by company size is based on the following criteria:
(1) Large corporations include corporations with paid-in capital of at least ¥1 billion and more than 300 employees (more than 50 employees in the case of retailers and
restaurants; more than 100 employees in the case of service companies and wholesalers).
(2) Medium-sized corporations include corporations with paid-in capital of more than ¥300 million and less than ¥1 billion (more than ¥50 million and less than ¥1 billion in
the case of retailers, restaurants and service companies; more than ¥100 million and less than ¥1 billion in the case of wholesalers) and more than 300 employees (more
than 50 employees in the case of retailers and restaurants; more than 100 employees in the case of service companies and wholesalers).
(3) Small corporations include all other corporations.
2. Number of borrowers does not equal the number of loan transactions.
As of September 30, 2009
Total
Loans to national government, government-relatedorganizations and international organizations
Large corporations
Medium-sizedcorporations
Small-sizedcorporations
-5-
The Dai-ichi Mutual Life Insurance Company
