Sun Life 2010 Annual Report Download - page 96
Download and view the complete annual report
Please find page 96 of the 2010 Sun Life annual report below. You can navigate through the pages in the report by either clicking on the pages listed below, or by using the keyword search tool below to find specific information within the annual report.-
1 -
2
-
3
-
4
-
5
-
6
-
7
-
8
-
9
-
10
-
11
-
12
-
13
-
14
-
15
-
16
-
17
-
18
-
19
-
20
-
21
-
22
-
23
-
24
-
25
-
26
-
27
-
28
-
29
-
30
-
31
-
32
-
33
-
34
-
35
-
36
-
37
-
38
-
39
-
40
-
41
-
42
-
43
-
44
-
45
-
46
-
47
-
48
-
49
-
50
-
51
-
52
-
53
-
54
-
55
-
56
-
57
-
58
-
59
-
60
-
61
-
62
-
63
-
64
-
65
-
66
-
67
-
68
-
69
-
70
-
71
-
72
-
73
-
74
-
75
-
76
-
77
-
78
-
79
-
80
-
81
-
82
-
83
-
84
-
85
-
86 -
87 -
88 -
89 -
90 -
91 -
92 -
93 -
94 -
95 -
96 -
97 -
98 -
99 -
100 -
101 -
102 -
103 -
104 -
105 -
106 -
107
-
108
-
109
-
110
-
111
-
112
-
113
-
114
-
115
-
116
-
117
-
118
-
119
-
120
-
121
-
122
-
123
-
124
-
125
-
126
-
127
-
128
-
129
-
130
-
131
-
132
-
133
-
134
-
135
-
136
-
137
-
138
-
139
-
140
-
141
-
142
-
143
-
144
-
145
-
146
-
147
-
148
-
149
-
150
-
151
-
152
-
153
-
154
-
155
-
156
-
157
-
158
-
159
-
160
-
161
-
162
 |
 |
The following table presents our financial instruments carried at fair value by hierarchical level, as at December 31, 2010.
Level 1(1) Level 2 Level 3 Total
Financial assets
Bonds – held-for-trading
Canada federal government $ – $ 2,271 $ – $ 2,271
Canadian provincial and municipal government – 7,718 42 7,760
U.S. Treasury and agency securities 1,778 117 6 1,901
Other foreign government securities – 4,727 5 4,732
Corporate securities – 33,589 870 34,459
Asset-backed securities
Commercial mortgage-backed securities – 1,038 606 1,644
Residential mortgage-backed securities – 1,045 91 1,136
Collateralized debt obligations – 22 83 105
Other – 669 76 745
Total bonds – held-for-trading $ 1,778 $ 51,196 $ 1,779 $ 54,753
Bonds – available-for-sale
Canada federal government $ – $ 1,314 $ – $ 1,314
Canadian provincial and municipal government – 176 – 176
U.S. Treasury and agency securities 1,157 43 – 1,200
Other foreign government securities –449 –449
Corporate securities – 7,024 39 7,063
Asset-backed securities
Commercial mortgage-backed securities – 184 42 226
Residential mortgage-backed securities – 279 1 280
Collateralized debt obligations – 1 29 30
Other –14–14
Total bonds – available-for-sale $ 1,157 $ 9,484 $ 111 $ 10,752
Stocks – held-for-trading $ 3,846 $ 509 $ 69 $ 4,424
Stocks – available-for-sale $ 636 $ 105 $ 41 $ 782
Cash, cash equivalents and short-term securities $ 8,252 $ 235 $ – $ 8,487
Derivative assets $ 31 $ 1,584 $ 14 $ 1,629
Other invested assets $ 255 $ 54 $ 155 $ 464
Total financial assets measured at fair value $ 15,955 $ 63,167 $ 2,169 $ 81,291
Financial liabilities
Amounts on deposit $–$95$–$95
Derivative liabilities 2 666 32 700
Total financial liabilities measured at fair value $ 2 $ 761 $ 32 $ 795
(1) $1,167 were transferred from level 2 to level 1 due to the improved transparency of the inputs used to measure the fair value of the financial instruments.
92 Sun Life Financial Inc. Annual Report 2010 Notes to the Consolidated Financial Statements