X0203 3 2010-03-05 0 0001322652 Kayne Anderson Energy Total Return Fund, Inc. KYE 0001381352 Sun Life Assurance CO of Canada 150 KING STREET WEST TORONTO A6 M5H 1J9 ONTARIO, CANADA 0 0 1 0 0001097362 SUN LIFE FINANCIAL INC SUN LIFE ASSURANCE CO OF CANADA 150 KING STREET WEST SUITE 1400 TORONTO A6 ONTARIO, CANADA 0 0 1 0 Series A Mandatory Redeemable Preferred Shares 600000 D Series A Mandatory Redeemable Preferred Shares 600000 I See below. Sun Life Financial Inc. owns 100% of the outstanding shares of stock of Sun Life Assurance Company of Canada, the direct owner of the Series A Mandatory Redeemable Preferred Shares of Kayne Anderson Energy Total Return Fund, Inc. /s/ John T. Donnelly, Senior Managing Director-Investment Products and Strategies 2010-03-22 /s/ Ann C. King, Assistant Vice President 2010-03-22