Sun Life 2015 Annual Report Download - page 114
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Our assets and liabilities that are carried at fair value on a recurring basis by hierarchy level are as follows:
As at December 31, 2014 Level 1 Level 2 Level 3 Total
Assets
Cash, cash equivalents and short-term securities $ 5,596 $ 1,222 $ – $ 6,818
Debt securities – fair value through profit or loss 1,125 51,111 891 53,127
Debt securities – available-for-sale 345 12,462 280 13,087
Equity securities – fair value through profit or loss 2,626 1,606 125 4,357
Equity securities – available-for-sale 722 144 – 866
Derivative assets 21 1,818 – 1,839
Other invested assets 625 70 788 1,483
Investment properties – – 6,108 6,108
Total invested assets measured at fair value $ 11,060 $ 68,433 $ 8,192 $ 87,685
Investments for account of segregated fund holders $ 27,510 $ 55,898 $ 530 $ 83,938
Total assets measured at fair value $ 38,570 $ 124,331 $ 8,722 $ 171,623
Liabilities
Investment contract liabilities $ – $ 11 $ 5 $ 16
Derivative liabilities 13 1,590 – 1,603
Total liabilities measured at fair value $ 13 $ 1,601 $ 5 $ 1,619
Debt securities – fair value through profit or loss consist of the following:
As at December 31, 2014 Level 1 Level 2 Level 3 Total
Canadian federal government $ – $ 1,814 $ 17 $ 1,831
Canadian provincial and municipal government – 10,314 21 10,335
U.S. government and agency 1,125 50 8 1,183
Other foreign government – 5,234 71 5,305
Corporate – 31,050 611 31,661
Asset-backed securities:
Commercial mortgage-backed securities – 1,388 28 1,416
Residential mortgage-backed securities – 742 31 773
Collateralized debt obligations – 28 71 99
Other – 491 33 524
Total debt securities – fair value through profit or loss $ 1,125 $ 51,111 $ 891 $ 53,127
Debt securities – available-for-sale consist of the following:
As at December 31, 2014 Level 1 Level 2 Level 3 Total
Canadian federal government $ – $ 1,717 $ – $ 1,717
Canadian provincial and municipal government – 768 – 768
U.S. government and agency 345 61 – 406
Other foreign government – 535 1 536
Corporate – 7,929 99 8,028
Asset-backed securities:
Commercial mortgage-backed securities – 939 3 942
Residential mortgage-backed securities – 215 – 215
Collateralized debt obligations – – 136 136
Other – 298 41 339
Total debt securities – available-for-sale $ 345 $ 12,462 $ 280 $ 13,087
During 2014, we did not have any significant transfers between Level 1 and Level 2.
112 Sun Life Financial Inc. Annual Report 2015 Notes to Consolidated Financial Statements