May 20, 2009
Supplementary Materials for the Fiscal Year Ended March 31, 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 Derivative Transactions
(Individual Variable Insurance)
---------
P. 13
2. Fair Value Information on Derivative Transactions
(Individual Variable Annuities)
---------
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
-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 March 31, 2008
As of March 31, 2009
Carrying value
%
Carrying value
%
46,663
100.0 52,597
100.0
- -
-
-
- -
-
-
46,663
100.0 52,597
100.0
(2) Trading Volume of Trading Account Securities (General Account)
(millions of yen)
Year ended March 31, 2008
Year ended March 31, 2009
2. Securities (General Account)
(1) Breakdown of Securities (General Account)
(millions of yen)
As of March 31, 2008
As of March 31, 2009
Carrying value
%
Carrying value
%
8,963,481
39.1 9,859,150
45.7
444,663
1.9 338,276
1.6
2,778,615
12.1 2,422,804
11.2
Public entity bonds
1,117,043
4.9 936,328
4.3
4,508,764
19.7 2,846,053
13.2
5,925,778
25.9 5,908,767
27.4
Foreign bonds
4,540,667
19.8 4,459,828
20.7
Foreign stocks and other securities
1,385,111
6.0 1,448,938
6.7
298,525
1.3 213,921
1.0
22,919,828
100.0 21,588,974
100.0
(2) Local Government Bonds by Region (General Account)
(millions of yen)
As of March 31, 2008
As of March 31, 2009
Carrying value
Carrying value
Note: Others in the above table shows publicly offered co-issue local government bonds.
5,1422,332
22,610
338,276
86,633
203
141,445
35,56536,048
4,6933,501
32,833
444,663
90,883
385
202,509
43,89853,459
1,221,200
-
1,221,200
12,498
8,293
-
Total
1,893,400
-
1,893,400
Other securities
-
Corporate bonds
Public entity bonds
Local government bonds
Public entity bonds
Total
National government bonds
Local government bonds
Domestic stocks
Foreign securities
Total
National government bonds
National government bonds
Local government bonds
Hokkaido
Kinki
Chubu
Kanto
Tohoku
Total
Kyushu
Shikoku
Chugoku
Others
-2-
The Dai-ichi Mutual Life Insurance Company
(3) Securities by Contractual Maturity Dates (General Account)
(millions of yen)
As of March 31, 2008
247,324
457,185
430,969
654,363
1,701,676
5,471,961
8,963,481
25,093
70,512
51,255
202,686
65,793
29,322
444,663
177,675
277,383
497,364
681,718
846,243
298,229
2,778,615
-
-
-
-
-
4,508,764
4,508,764
295,670
919,751
640,203
526,976
825,653
2,717,522
5,925,778
295,670
919,751
640,203
526,976
825,653
1,332,411
4,540,667
-
-
-
-
-
1,385,111
1,385,111
2,265
11,014
108,042
1,064
6,652
169,486
298,525
748,029
1,735,848
1,727,835
2,066,809
3,446,018
13,195,285
22,919,828
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
Domestic stocks
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
National government bonds
Local government bonds
Corporate bonds
Domestic stocks
Foreign securities
Foreign bonds
Foreign stocks and other securities
National government bonds
Total
Other securities
Local government bonds
Corporate 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 March 31, 2008
As of March 31, 2009
Carrying value
%
Carrying value
%
514 0.0
413
0.0
444 0.0
373
0.0
63,579 1.4
50,608
1.8
Manufacturing industries
Food products
141,518 3.1
88,647
3.1
Textiles and clothing
37,711 0.8
25,574
0.9
Pulp and paper
7,489 0.2
7,291
0.3
Chemicals
191,549 4.2
107,489
3.8
Medical supplies
182,490 4.0
84,672
3.0
Oil and coal products
11,436 0.3
10,084
0.4
Rubber products
16,892 0.4
15,344
0.5
Glass and stone products
109,519 2.4
71,182
2.5
Steel
139,755 3.1
71,006
2.5
Non-steel metals
25,882 0.6
14,102
0.5
Metal products
30,761 0.7
23,228
0.8
Machinery
173,984 3.9
95,890
3.4
Electric appliances
915,128 20.3
440,374
15.5
Transportation vehicles
435,241 9.7
181,402
6.4
Precision instruments
125,551 2.8
61,912
2.2
Others
103,519 2.3
54,151
1.9
328,622 7.3
287,913
10.1
Transportation and communications industries
Ground transportation
260,490 5.8
194,579
6.8
Water transportation
2,420 0.1
1,274
0.0
Air transportation
4,492 0.1
2,838
0.1
Warehouses
6,464 0.1
5,227
0.2
Telecommunications
66,964 1.5
47,955
1.7
Commerce
Wholesale
139,222 3.1
68,361
2.4
Retail
122,678 2.7
99,712
3.5
Financial industries
Banks
611,551 13.6
464,124
16.3
Security and trading companies
38,598 0.9
20,588
0.7
Insurance
93,745 2.1
169,886
6.0
Other
26,539 0.6
14,435
0.5
36,470 0.8
20,612
0.7
57,527 1.3
44,790
1.6
4,508,764 100.0
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 March 31, 2008
As of March 31, 2009
Policy loans
629,534
604,706
Premium loans
94,376
86,356
Policyholder loans
535,157
518,349
Ordinary loans
4,017,665
3,643,732
[Loans to non-residents]
[
225,421]
[
181,772]
Loans to corporations
3,444,447
3,139,885
[Loans to domestic corporations]
[
3,365,039]
[
3,075,087]
155,243
111,134
Loans to local governments and public entities
383,188
360,031
Mortgage loans
34,133
32,400
[Trust loans]
[
25,805]
[
25,562]
Consumer loans
124
82
Others
527
199
Total loans
4,647,199
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 March 31, 2008
Floating-rate loans
46,155
86,581
72,817
68,114
59,159
32,037
364,867
Fixed-rate loans
374,521
641,682
616,945
666,993
723,757
628,897
3,652,797
Total
420,677
728,264
689,763
735,108
782,917
660,934
4,017,665
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, 2008
%
%
Number of borrowers
676
45.2
562
47.3
Amount of loans
2,707,661
80.5
2,561,594
83.3
Number of borrowers
119
7.9
86
7.2
Amount of loans
78,185
2.3
19,051
0.6
Number of borrowers
702
46.9
539
45.4
Amount of loans
579,192
17.2
494,441
16.1
Number
of
borrowers
1,497 100.0 1,187 100.0
Amount of loans
3,365,039
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 March 31, 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
