Sr. Managing Director, Investment Strategic Research

0001104659-16-120763.txt : 20160513 0001104659-16-120763.hdr.sgml : 20160513 20160513121146 ACCESSION NUMBER: 0001104659-16-120763 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160331 FILED AS OF DATE: 20160513 DATE AS OF CHANGE: 20160513 EFFECTIVENESS DATE: 20160513 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SUN LIFE FINANCIAL INC CENTRAL INDEX KEY: 0001097362 STANDARD INDUSTRIAL CLASSIFICATION: LIFE INSURANCE [6311] IRS NUMBER: 000000000 STATE OF INCORPORATION: Z4 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05799 FILM NUMBER: 161646959 BUSINESS ADDRESS: STREET 1: 150 KING STREET WEST CITY: TORONTO STATE: A6 ZIP: M5H 1J9 BUSINESS PHONE: 4169794800 MAIL ADDRESS: STREET 1: SUN LIFE ASSURANCE CO OF CANADA STREET 2: 150 KING STREET WEST SUITE 1400 CITY: TORONTO STATE: A6 ZIP: M5H 1J9 FORMER COMPANY: FORMER CONFORMED NAME: SUN LIFE FINANCIAL SERVICES INC DATE OF NAME CHANGE: 20030702 FORMER COMPANY: FORMER CONFORMED NAME: SUN LIFE FINANCIAL SERVICES OF CANADA INC DATE OF NAME CHANGE: 20000224 13F-HR 1 primary_doc.xml 13F-HR LIVE 0001097362 XXXXXXXX 03-31-2016 03-31-2016 false Sun Life Financial INC

Sun Life Assurance CO of Canada 150 King Street West Suite 1400 Toronto A6 M5H 1J9

13F COMBINATION REPORT 028-05799 028-06597 McLean Budden 028-04968 MFS N Jack Donnelly Sr. Managing Director, Investment Strategic Research 781-446-1165 Jack Donnelly Wellesley Hills MA 05-12-2016 2 192 51474701 false 1 028-12046 Sun Life Institutional Investments (U.S.) LLC 2 028-12047 Sun Life Assurance Company of Canada INFORMATION TABLE 2 a16-8282_1informationtable.xml INFORMATION TABLE 3M CO COM 88579Y101 950 5704 SH SOLE 1 0 0 0 AES Corp COM 00130H105 452 38340 SH SOLE 1 0 0 0 Alabama Power Co PFD 010392488 457 17000 SH SOLE 1 0 0 0 Alabama Power Co PFD 010392488 81 3000 SH SOLE 1 0 0 0 ALLEGHANY CORP DEL COM 017175100 84850 171 SH SOLE 1 0 0 0 Alphabet Inc Class C 02079K107 2201 2955 SH SOLE 1 0 0 0 Alphabet Inc Class A 02079K305 2021 2649 SH SOLE 1 0 0 0 American Express Co PFD 025816BJ7 3407 3600000 SH SOLE 1 0 0 0 American International Group COM New 026874784 1347 24914 SH SOLE 1 0 0 0 Amgen Inc COM 031162100 1130 7536 SH SOLE 1 0 0 0 Apple Inc COM 037833100 2018 18517 SH SOLE 1 0 0 0 Archer Daniels Midland Co COM 039483102 737 20310 SH SOLE 1 0 0 0 AT&T Inc COM 00206R102 772 19707 SH SOLE 1 0 0 0 BANK AMER CORP COM 060505104 56405 4172 SH SOLE 1 0 0 0 Bank of America Corp PFD 060505682 478 420 SH SOLE 1 0 0 0 Bank of New York Mellon Corp PFD 064058AD2 1998 2000000 SH SOLE 1 0 0 0 Bank of New York Mellon Corp PFD 064058AD2 499 500000 SH SOLE 1 0 0 0 Barclays Bank PLC CALL 06738C828 2007 1940000 SH SOLE 1 0 0 0 Baxalta Inc COM 07177M103 916 22662 SH SOLE 1 0 0 0 Baxter International Inc COM 071813109 332 8091 SH SOLE 1 0 0 0 BB&T Corp COM 054937107 512 15376 SH SOLE 1 0 0 0 Berkshire Hathaway Inc Class B 084670702 891 6281 SH SOLE 1 0 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 120740 851 SH SOLE 1 0 0 0 BLACKROCK INC COM 09247X101 91954 270 SH SOLE 1 0 0 0 Boeing Co COM 097023105 799 6298 SH SOLE 1 0 0 0 Boston Scientific Corp COM 101137107 1680 89326 SH SOLE 1 0 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 71673 1122 SH SOLE 1 0 0 0 Bristol-Myers Squibb Co COM 110122108 1028 16099 SH SOLE 1 0 0 0 Bunge LTD COM G16962105 558 9851 SH SOLE 1 0 0 0 California Resources Corp COM 13057Q107 3 2850 SH SOLE 1 0 0 0 CARMAX INC COM 143130102 94024 1840 SH SOLE 1 0 0 0 CARNIVAL CORP PAIRED CTF 143658300 116305 2204 SH SOLE 1 0 0 0 CCG Commercial Pool II Inc COM 12501RAF6 24 1000 SH SOLE 1 0 0 0 Centurylink Inc COM 156700106 385 12060 SH SOLE 1 0 0 0 Charles Schwab Corp COM New 808513105 925 33010 SH SOLE 1 0 0 0 Chevron Corp COM New 166764100 1032 10813 SH SOLE 1 0 0 0 CHEVRON CORP NEW COM 166764100 55714 584 SH SOLE 1 0 0 0 CISCO SYS INC COM 17275R102 63773 2240 SH SOLE 1 0 0 0 Citigroup Inc PFD 172967JZ5 479 500000 SH SOLE 1 0 0 0 Clearbridge Energy MLP Fund COM 184692101 3243 32 SH SOLE 1 0 0 0 Clearbridge Energy MLP Fund COM 184692101 304 3 SH SOLE 1 0 0 0 Clearbridge Energy MLP Fund COM 184692101 608 6 SH SOLE 1 0 0 0 COCA COLA CO COM 191216100 58219 1255 SH SOLE 1 0 0 0 Coca-Cola Co COM 191216100 750 16161 SH SOLE 1 0 0 0 Connecticut Light & Power PFD 207597709 48 902 SH SOLE 1 0 0 0 ConocoPhillips COM 20825C104 299 7426 SH SOLE 1 0 0 0 Consumer Discretionary SPDR * SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 37716 477112 SH SOLE 1 0 0 0 Consumer Staples Sector SPDR * SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 22563 425325 SH SOLE 1 0 0 0 CST Brands Inc COM 12646R105 80 2091 SH SOLE 1 0 0 0 CVS Health Corp COM 126650100 1226 11816 SH SOLE 1 0 0 0 DEERE & CO COM 244199105 63594 826 SH SOLE 1 0 0 0 DOLLAR TREE INC COM 256746108 107775 1307 SH SOLE 1 0 0 0 DR Horton Inc COM 23331A109 986 32604 SH SOLE 1 0 0 0 E M C CORP MASS COM 268648102 66678 2502 SH SOLE 1 0 0 0 EDGEWELL PERS CARE CO COM 28035Q102 48157 598 SH SOLE 1 0 0 0 EI Dupont de Nemour and Co PFD 263534307 707 7000 SH SOLE 1 0 0 0 Eli Lilly & Co COM 532457108 829 11518 SH SOLE 1 0 0 0 Emerson Electric Co COM 291011104 562 10326 SH SOLE 1 0 0 0 Energy Select Sector SPDR Fund * SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 13291 214655 SH SOLE 1 0 0 0 Equity Commonwealth PFD 294628508 2100 83929 SH SOLE 1 0 0 0 Exxon Mobil Corp COM 30231G102 1458 17440 SH SOLE 1 0 0 0 FEDEX CORP COM 31428X106 52233 321 SH SOLE 1 0 0 0 Fifth Third Bancorp COM 316773100 608 36452 SH SOLE 1 0 0 0 Fifth Third Bancorp PFD 316773605 1326 45600 SH SOLE 1 0 0 0 Fifth Third Bancorp PFD 316773605 145 5000 SH SOLE 1 0 0 0 Fifth Third Bancorp PFD 316773605 291 10000 SH SOLE 1 0 0 0 Financial Select Sector SPDR * SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 33883 1505220 SH SOLE 1 0 0 0 First Tennessee Bank NA PFD 337158208 327 500 SH SOLE 1 0 0 0 GENERAL DYNAMICS CORP COM 369550108 106147 808 SH SOLE 1 0 0 0 General Electric Co COM 369604103 1351 42499 SH SOLE 1 0 0 0 General Electric Co PFD 369604BQ5 7275 7063000 SH SOLE 1 0 0 0 General Electric Co PFD 369622394 1548 59200 SH SOLE 1 0 0 0 GENERAL ELECTRIC CO COM 369604103 74865 2355 SH SOLE 1 0 0 0 Georgia Power Co PFD 373334119 193 1850 SH SOLE 1 0 0 0 Georgia Power Co PFD 373334119 261 2500 SH SOLE 1 0 0 0 GMAC Capital Trust I PFD 361860208 1226 50000 SH SOLE 1 0 0 0 Goldman Sachs Capital Trust II PFD 381427AA1 172 240000 SH SOLE 1 0 0 0 Goldman Sachs Group Inc COM 38141G104 800 5098 SH SOLE 1 0 0 0 Goodyear Tire & Rubber Co COM 382550101 1438 43615 SH SOLE 1 0 0 0 Halyard Health Inc COM 40650V100 28 981 SH SOLE 1 0 0 0 Health Care Select Sector SPDR * SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 36735 541972 SH SOLE 1 0 0 0 Hess Corp COM 42809H107 420 7968 SH SOLE 1 0 0 0 Honeywell International Inc COM 438516106 1207 10769 SH SOLE 1 0 0 0 Huntington Bancshares Inc PFD 446150401 181 133 SH SOLE 1 0 0 0 Industrial Select Sect SPDR * SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 20249 365051 SH SOLE 1 0 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 45284 299 SH SOLE 1 0 0 0 International Paper Co COM 460146103 1451 35351 SH SOLE 1 0 0 0 Ishares Core MSCI EAFE ETF * ISHARES TR CORE MSCI EAFE 46432F842 5424 102075 SH SOLE 2 0 0 0 Ishares Dow Jones US Telecom * ISHARES TR DJ US TELECOMM 464287713 4374 142326 SH SOLE 1 0 0 0 ISHARES MSCI EAFE INDEX FUND MSCI EAFE Index 464287465 19830 347100 SH SOLE 1 0 0 0 ISHARES MSCI FRANCE ETF MSCI France Index 464286707 2493 103100 SH SOLE 1 0 0 0 ISHARES MSCI GERMANY ETF MSCI Germany Index 464286806 484 18800 SH SOLE 1 0 0 0 ISHARES MSCI JAPAN ETF MSCI Japan Index 464286848 6104 535006 SH SOLE 1 0 0 0 ISHARES MSCI MEXICO CAPPED ETF MSCI Mexico 464286822 981 18275 SH SOLE 1 0 0 0 Ishares MSCI United Kingdom In MSCI UTD KNGDM 46434V548 2731 174150 SH SOLE 1 0 0 0 ISHARES MSCI UNITED KINGDOM INDEX FUND MSCI United Kingdom 46434V548 1881 119950 SH SOLE 1 0 0 0 IShares Tr * ISHARES TR CORE S&P500 ETF 464287200 32125 155454 SH SOLE 2 0 0 0 ISHARES TR RUS 2000 GRW ETF 464287648 70283 530 SH SOLE 1 0 0 0 ISHARES TR CORE US GRW ETF 464287671 1012658 12485 SH SOLE 1 0 0 0 ISHARES TR MSCI ACWI EX US 464288240 86382 2188 SH SOLE 1 0 0 0 JP Morgan Chase & Co PFD 46625HHA1 2500 2500000 SH SOLE 1 0 0 0 JP Morgan Chase & Co PFD 46625HJQ4 4392 4000000 SH SOLE 1 0 0 0 JP Morgan Chase & Co PFD 48126HAA8 1097 1090000 SH SOLE 1 0 0 0 JP Morgan Chase & Co PFD 46625HHA1 500 500000 SH SOLE 1 0 0 0 JP Morgan Chase & Co PFD 46625HHA1 500 500000 SH SOLE 1 0 0 0 Kayne Anderson ETR Fund Inc COM 48660P104 2280 88889 SH SOLE 1 0 0 0 Kayne Anderson ETR Fund Inc COM 48660P104 4559 177777 SH SOLE 1 0 0 0 Kayne Anderson MLP Investment COM 486606106 6186 240000 SH SOLE 1 0 0 0 Kayne Anderson MLP Investment COM 486606106 3215 120000 SH SOLE 1 0 0 0 Kayne Anderson MLP Investment COM 486606106 5155 200000 SH SOLE 1 0 0 0 Kayne Anderson MLP Investment COM 486606106 4287 160000 SH SOLE 1 0 0 0 Kayne Anderson MLP Investment COM 486606106 4124 160000 SH SOLE 1 0 0 0 Kayne Anderson MLP Investment COM 486606106 4287 160000 SH SOLE 1 0 0 0 Keycorp PFD 493267405 2585 20000 SH SOLE 1 0 0 0 Keycorp PFD 493267405 646 5000 SH SOLE 1 0 0 0 Kimberly-Clark Corp COM 494368103 830 6174 SH SOLE 1 0 0 0 Legg Mason Inc COM 524901105 663 19125 SH SOLE 1 0 0 0 Lloyds Banking Group PLC COM 539439AC3 1573 1460000 SH SOLE 1 0 0 0 Lockheed Martin Corp COM 539830109 1124 5073 SH SOLE 1 0 0 0 LQD Ishares Iboxx iShares iBoxx $ Investment Grade Corporate Bond ETF 046428724 1648 13870 SH SOLE 1 0 0 0 Materials Select Sector SPDR * SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 5413 120795 SH SOLE 1 0 0 0 Maxwell Health PFD BSL2KBDU4 5000 928160 SH SOLE 1 0 0 0 Mellon CP IV PFD 58551TAA5 371 500000 SH SOLE 1 0 0 0 Merck & Co Inc COM New 58933Y105 653 12348 SH SOLE 1 0 0 0 MICROSOFT CORP COM 594918104 45178 818 SH SOLE 1 0 0 0 Morgan Stanley COM New 617446448 469 18767 SH SOLE 1 0 0 0 Morgan Stanley PFD 61762V200 854 30000 SH SOLE 1 0 0 0 Morgan Stanley Capital Trt IV PFD 617462205 256 10000 SH SOLE 1 0 0 0 MOSAIC CO NEW COM 61945C103 36720 1360 SH SOLE 1 0 0 0 Mosaic Holdings Inc COM New 61945C103 480 17793 SH SOLE 1 0 0 0 NBC Universal Enterprise Inc PFD 63946CAE8 1030 1000000 SH SOLE 1 0 0 0 NBC Universal Enterprise Inc PFD 63946CAE8 515 500000 SH SOLE 1 0 0 0 Neuberger Berman Real Estate COM 64190A103 4060 160 SH SOLE 1 0 0 0 Neuberger Berman Real Estate COM 64190A103 1015 40 SH SOLE 1 0 0 0 NEWMARKET CORP COM 651587107 90744 229 SH SOLE 1 0 0 0 NORFOLK SOUTHERN CORP COM 655844108 72344 869 SH SOLE 1 0 0 0 Northern Trust Corp PFD 665859872 7951 295020 SH SOLE 1 0 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 81824 299 SH SOLE 1 0 0 0 Occidental Petroleum Corp COM 674599105 395 5778 SH SOLE 1 0 0 0 Pepsico Inc COM 713448108 793 7734 SH SOLE 1 0 0 0 Pfizer Inc COM 717081103 862 29093 SH SOLE 1 0 0 0 PFIZER INC COM 717081103 44104 1488 SH SOLE 1 0 0 0 Philip Morris Intl Inc COM 718172109 625 6366 SH SOLE 1 0 0 0 PNC Financial Services Group COM 693475105 911 10772 SH SOLE 1 0 0 0 PNC Financial Services Group PFD 693475AK1 3090 2825000 SH SOLE 1 0 0 0 PNC Financial Services Group PFD 693475AK1 1586 1450000 SH SOLE 1 0 0 0 POWERSHARES QQQ TRUST SERIES 1 MSCI EAFE Index 73935A104 36882 337750 SH SOLE 1 0 0 0 Procter & Gamble Co COM 742718109 962 11688 SH SOLE 1 0 0 0 Public Storage PFD 74460W875 973 38035 SH SOLE 1 0 0 0 Raytheon Co COM New 755111507 1038 8461 SH SOLE 1 0 0 0 Salesforce Com Inc COM 79466L302 1525 20662 SH SOLE 1 0 0 0 SCE Trust I PFD 78406T201 2423 95000 SH SOLE 1 0 0 0 SCHWAB STRATEGIC TR US LCAP GR ETF 808524300 239559 4570 SH SOLE 1 0 0 0 SCHWAB STRATEGIC TR US MID-CAP ETF 808524508 435349 10725 SH SOLE 1 0 0 0 Southern California Edison Co PFD 842400FU2 994 905000 SH SOLE 1 0 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 3752384 18258 SH SOLE 1 0 0 0 SPDR S&P 500 ETF TRUST TR UNIT 78462F103 285403 1388417 SH SOLE 1 0 0 0 SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 4597600 17500 SH SOLE 1 0 0 0 State Street Corp COM 857477103 674 11524 SH SOLE 1 0 0 0 State Street Corp PFD 857477608 819 30000 SH SOLE 1 0 0 0 State Street Corp PFD 857477608 546 20000 SH SOLE 1 0 0 0 Target Corp COM 87612E106 728 8853 SH SOLE 1 0 0 0 Technology Select Sector SPDR * SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 56067 1263905 SH SOLE 1 0 0 0 Travelers Cos Inc COM 89417E109 933 7990 SH SOLE 1 0 0 0 United Technologies Corp COM 913017109 789 7880 SH SOLE 1 0 0 0 US Bancorp COM New 902973304 813 20035 SH SOLE 1 0 0 0 US Bancorp PFD 902973833 2354 80000 SH SOLE 1 0 0 0 US Bancorp PFD 902973833 805 27347 SH SOLE 1 0 0 0 USB Capital IX PFD 91731KAA8 370 500000 SH SOLE 1 0 0 0 Utilities Select Sector SPDR * SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 10498 211564 SH SOLE 1 0 0 0 Valero Energy Corp COM New 91913Y100 1207 18821 SH SOLE 1 0 0 0 VANGUARD ADMIRAL FDS INC MIDCP 400 IDX 921932885 2338164 24075 SH SOLE 1 0 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 10874067 57669 SH SOLE 1 0 0 0 VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 37096 370 SH SOLE 1 0 0 0 VANGUARD INDEX FDS SMALL CP ETF 922908751 328896 2950 SH SOLE 1 0 0 0 VANGUARD INDEX FDS TOTAL STK MKT 922908769 6217713 59318 SH SOLE 1 0 0 0 VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 12716564 294706 SH SOLE 1 0 0 0 Vanguard REIT Index Fund * VANGUARD INDEX FDS REIT ETF 922908553 87705 1046600 SH SOLE 1 0 0 0 Vanguard REIT Index Fund * VANGUARD INDEX FDS REIT ETF 922908553 3306 39446 SH SOLE 2 0 0 0 VANGUARD SCOTTSDALE FDS VNG RUS2000IDX 92206C664 3476456 39189 SH SOLE 1 0 0 0 VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 2381190 34490 SH SOLE 1 0 0 0 Ventas Realty LP PFD 92276M204 3590 136675 SH SOLE 1 0 0 0 Veritiv Corp COM 923454102 25 676 SH SOLE 1 0 0 0 Verizon Communications Inc COM 92343V104 877 16218 SH SOLE 1 0 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 52728 975 SH SOLE 1 0 0 0 Wachovia Capital Trust III CALL 92978AAA0 1975 2000000 SH SOLE 1 0 0 0 Wachovia Capital Trust III CALL 92978AAA0 494 500000 SH SOLE 1 0 0 0 Wachovia Capital Trust III CALL 92978AAA0 622 630000 SH SOLE 1 0 0 0 Wachovia Capital Trust III CALL 92978AAA0 365 370000 SH SOLE 1 0 0 0 Walt Disney Co COM 254687106 707 7118 SH SOLE 1 0 0 0 WELLS FARGO & CO NEW COM 949746101 93093 1925 SH SOLE 1 0 0 0 WMIH CORP COM 92936P100 115835 49502 SH SOLE 1 0 0 0