13F-HR 1 a2080208z13f-hr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2002 -------------- Check Here if Amendment / /; Amendment Number: --------- This Amendment (Check only one.): / / is a restatement. / / adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Sun Life Assurance Company of Canada ------------------------------------ Address: 150 King Street West ------------------------------------ Toronto, Ontario, Canada, M5H 1J9 ------------------------------------ ------------------------------------ Form 13F File Number: 28-05799 ------------------------------- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Claude Accum -------------------------------------------- Title: Vice-President, Risk Management -------------------------------------------- Phone: 416-979-6188 -------------------------------------------- Signature, Place, and Date of Signing: /s/ Claude Accum Ontario, Canada 5-15-2002 ------------------------------- ------------------ -------------- [Signature] [City, State] [Date] Report Type (Check only one.): /X/ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) / / 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) / / 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 -------------------- Form 13F Information Table Entry Total: 215 -------------------- Form 13F Information Table Value Total: $ 785,532 -------------------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] None

FORM 13F INFORMATION TABLE - MARCH 31, 2002 COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE U.S. OPERATIONS - AMOUNTS SHOWN ARE IN U.S. DOLLARS Aflac Inc COM 001055102 7,981 270,529 SH SOLE 270,529 AOL Time Warner Inc COM 00184A105 15,400 651,151 SH SOLE 651,151 AT&T Corp COM 001957109 11,425 727,683 SH SOLE 727,683 Adelphia Communications Corp CL A 006848105 11,669 783,168 SH SOLE 783,168 Albertson's COM 013104104 5,676 171,281 SH SOLE 171,281 Allmerica Financial Corp COM 019754100 7,733 172,227 SH SOLE 172,227 Allstate Corp COM 020002101 12,210 323,280 SH SOLE 323,280 Apartment Invt & Mgmt Co-A CL A 03748R101 7,382 152,623 SH SOLE 152,623 Archer Daniels Midland Co COM 039483102 7,100 509,687 SH SOLE 509,687 Ascential Software Corp COM 04362P108 6,862 1,782,412 SH SOLE 1,782,412 Avalon Bay Communities Inc COM 053484101 4,497 90,308 SH SOLE 90,308 Avaya Inc COM 053499109 14,984 2,030,346 SH SOLE 2,030,346 BRE Properties CL A 05564E106 4,890 150,402 SH SOLE 150,402 Bausch & Lomb COM 071707103 4,133 92,741 SH SOLE 92,741 Boston Properties Inc COM 101121101 4,630 117,366 SH SOLE 117,366 Boston Scientific Corp COM 101137107 12,692 505,860 SH SOLE 505,860 CBL & Associates Properties COM 124830100 6,541 185,042 SH SOLE 185,042 Centerpoint Properties Trust SH BEN INT 151895109 3,905 72,256 SH SOLE 72,256 Certegy Inc COM 156880106 4,064 102,360 SH SOLE 102,360 Cisco Systems Inc COM 17275R102 2,335 137,931 SH SOLE 137,931 Computer Associates COM 204912109 10,263 468,823 SH SOLE 468,823 Concord Communications Inc COM 206186108 12,617 596,557 SH SOLE 596,557 Conoco Inc COM 208251504 8,293 284,203 SH SOLE 284,203 Corvis Corporation COM 221009103 232 185,592 SH SOLE 185,592 Developers Diversified Realty COM 251591103 3,213 152,994 SH SOLE 152,994 Dollar General Corp COM 256669102 8,007 491,810 SH SOLE 491,810 Duke Realty Corp COM NEW 264411505 4,589 176,491 SH SOLE 176,491 Eloquent Inc COM 290140102 8 12,371 SH SOLE 12,371 Engelhard Corp COM 292845104 8,106 261,237 SH SOLE 261,237 Equity Office Properties Trust COM 294741103 6,529 217,709 SH SOLE 217,709 Equity Residential Properties SH BEN INT 29476L107 3,723 129,541 SH SOLE 129,541 Federal Realty Investment Tr SH BEN INT NEW 313747206 4,120 160,514 SH SOLE 160,514 F5 Networks Inc COM 315616102 242 10,434 SH SOLE 10,434

First Industrial Realty Trust COM 32054K103 2,300 67,149 SH SOLE 67,149 GATX Corporation COM 361448103 12,216 384,142 SH SOLE 384,142 General Growth Properties COM 370021107 6,160 139,375 SH SOLE 139,375 General Motors Corp CL H NEW 370442832 7,864 478,085 SH SOLE 478,085 Haemonetics Corp COM 405024100 3,930 123,825 SH SOLE 123,825 Hain Celestial Group Inc COM 405217100 3,762 169,070 SH SOLE 169,070 Healthsouth Corporation COM 421924101 13,056 909,832 SH SOLE 909,832 Highwoods Properties Inc COM 431284108 5,661 201,533 SH SOLE 201,533 IRT Property Co COM 450058102 2,835 245,484 SH SOLE 245,484 I-STAT Corp COM 450312103 4,407 604,477 SH SOLE 604,477 MSCI World Equity Benchmark MSCI AUSTRALIA 464286103 774 78,186 SH SOLE 78,186 MSCI World Equity Benchmark MSCI BELGIUM 464286301 263 23,846 SH SOLE 23,846 MSCI World Equity Benchmark MSCI SINGAPORE 464286673 191 33,739 SH SOLE 33,739 MSCI World Equity Benchmark MSCI UTD KINGD 464286699 4,502 307,110 SH SOLE 307,110 MSCI World Equity Benchmark MSCI FRANCE 464286707 1,745 93,055 SH SOLE 93,055 MSCI World Equity Benchmark MSCI SWITZERLD 464286749 1,198 91,331 SH SOLE 91,331 MSCI World Equity Benchmark MSCI SWEDEN 464286756 667 50,258 SH SOLE 50,258 MSCI World Equity Benchmark MSCI SPAIN 464286764 643 31,549 SH SOLE 31,549 MSCI World Equity Benchmark MSCI GERMAN 464286806 1,552 101,165 SH SOLE 101,165 MSCI World Equity Benchmark MSCI NETHERLND 464286814 1,068 59,958 SH SOLE 59,958 MSCI World Equity Benchmark MSCI JAPAN 464286848 3,739 459,351 SH SOLE 459,351 MSCI World Equity Benchmark MSCI ITALY 464286855 777 46,695 SH SOLE 46,695 MSCI World Equity Benchmark MSCI HONG KONG 464286871 371 40,412 SH SOLE 40,412 Kimco Realty Corp COM 49446R109 4,690 143,410 SH SOLE 143,410 Legato Systems Inc COM 524651106 3,689 409,485 SH SOLE 409,485 Lincoln National Corp COM 534187109 6,863 135,278 SH SOLE 135,278 Lucent Technologies Inc COM 549463107 14,641 3,095,260 SH SOLE 3,095,260 Macerich Company COM 554382101 4,307 142,853 SH SOLE 142,853 Mack-Cali Realty Corp COM 554489104 5,237 151,011 SH SOLE 151,011 Manor Care Inc COM 564055101 10,934 469,263 SH SOLE 469,263 McDonalds Corp COM 580135101 7,847 282,772 SH SOLE 282,772 Novell Inc COM 670006105 7,520 1,933,239 SH SOLE 1,933,239 Parametric Technology Corp COM 699173100 9,251 1,531,618 SH SOLE 1,531,618 Pegasus Communications Corp CL A 705904100 3,703 1,226,160 SH SOLE 1,226,160 Philip Morris Companies Inc COM 718154107 3,765 71,489 SH SOLE 71,489 Praecis Pharmaceuticals Inc COM 739421105 364 69,940 SH SOLE 69,940 Prologis Trust SH BEN INT 743410102 2,441 104,551 SH SOLE 104,551 Prudential Financial Inc COM 744320102 15,195 489,365 SH SOLE 489,365 Public Storage Inc COM 74460D109 3,689 99,667 SH SOLE 99,667 Reckson Associates Realty Corp COM 75621K106 5,895 239,035 SH SOLE 239,035 Riviera Holdings Company COM 769627100 4,457 857,160 SH SOLE 857,160 Rockwell International Corp COM 773903109 3,675 183,211 SH SOLE 183,211 SL Green Realty Corp COM 78440X101 9,363 278,670 SH SOLE 278,670 Shurgard Storage Centers-A COM 82567D104 2,806 82,759 SH SOLE 82,759 Simon Property Group Inc COM 828806109 1,985 60,843 SH SOLE 60,843 Sprint Corp COM FON GROUP 852061100 11,974 783,113 SH SOLE 783,113 Sprint Corp PCS COM SER 1 852061506 10,852 1,054,597 SH SOLE 1,054,597 TRW Inc COM 872649108 10,540 204,776 SH SOLE 204,776 Texas Instruments Inc COM 882508104 153 4,628 SH SOLE 4,628 Textron Inc COM 883203101 3,592 70,295 SH SOLE 70,295 Unova Inc COM 91529B106 10,113 1,270,434 SH SOLE 1,270,434 UnumProvident Corp COM 91529Y106 6,949 248,811 SH SOLE 248,811 Ventana Medical Systems COM 92276H106 179 8,840 SH SOLE 8,840 Vicor Corp COM 925815102 5,857 346,545 SH SOLE 346,545 Vornado Realty Trust SH BEN INT 929042109 5,739 129,962 SH SOLE 129,962 Waste Management Inc COM 94106L109 11,313 415,149 SH SOLE 415,149 Western Resources Inc COM 959425109 7,204 420,077 SH SOLE 420,077

CANADIAN OPERATIONS - AMOUNTS SHOWN ARE IN U.S. DOLLARS ATI Technologies Inc Common Shares 001941103 1,309 98,402 SH SOLE 98,402 Aber Diamond Corporation Common Shares 002893105 374 23,794 SH SOLE 23,794 Abitibi-Consolidated Inc Common Shares 003924107 1,706 190,395 SH SOLE 190,395 Aeterna Laboratoires Inc Common Shares 007975105 56 10,955 SH SOLE 10,955 Agnico-Eagle Mines Ltd Common Shares 008474108 380 28,536 SH SOLE 28,536 Agrium Inc Common Shares 008916108 523 49,687 SH SOLE 49,687 Alberta Energy Company Common Shares 012873105 5,488 125,524 SH SOLE 125,524 Alcan Inc Common Shares 013716105 10,536 265,778 SH SOLE 265,778 Alliance Atlantis Comm Inc Class B Comm Shares 01853E204 165 14,597 SH SOLE 14,597 Angiotech Pharmaceuticals Inc Common Shares 034918102 307 6,722 SH SOLE 6,722 Axcan Pharma Inc Common Shares 054923107 193 15,338 SH SOLE 15,338 BCE Inc Common Shares 05534B109 13,386 760,687 SH SOLE 760,687 Ballard Power Systems Inc Common Shares 05858H104 1,054 34,676 SH SOLE 34,676 Bank of Montreal Common Shares 063671101 8,799 362,268 SH SOLE 362,268 Barrick Gold Corp Common Shares 067901108 9,930 541,612 SH SOLE 541,612 Bell Canada International Inc Common Shares 077914109 1 9,125 SH SOLE 9,125 Biovail Corp Common Shares 09067J109 6,792 136,276 SH SOLE 136,276 Biomira Inc Common Shares 09161R106 75 21,449 SH SOLE 21,449 Boardwalk Equities Inc Common Shares 096613104 119 13,790 SH SOLE 13,790 Bowater Inc Common Shares 102183100 98 1,967 SH SOLE 1,967 Brascan Corporation Class A Comm Shares 10549P606 1,367 63,917 SH SOLE 63,917 Brookfield Properties Corp Common Shares 112900105 2,017 105,512 SH SOLE 105,512 CHC Helicopter Corp Class A Comm Shares 12541C203 67 4,000 SH SOLE 4,000 Cameco Corp Common Shares 13321L108 709 24,378 SH SOLE 24,378

Canada Life Financial Corp Common Shares 135113108 2,301 91,467 SH SOLE 91,467 Canadian 88 Energy Corp Common Shares 13566G509 94 59,180 SH SOLE 59,180 Cdn Imp Bank of Commerce Common Shares 136069101 11,351 319,706 SH SOLE 319,706 Cdn National Railways Common Shares 136375102 4,111 82,159 SH SOLE 82,159 Canadian Nat Resources Ltd Common Shares 136385101 4,354 134,154 SH SOLE 134,154 Canadian Pacific Railway Co Common Shares 13645T100 5,206 245,167 SH SOLE 245,167 Celestica Inc Common Shares 15101Q108 6,921 190,713 SH SOLE 190,713 Certicom Corp Common Shares 156915100 20 11,343 SH SOLE 11,343 Cognicase Inc Common Shares 192423101 103 17,051 SH SOLE 17,051 Cognos Inc Common Shares 19244C109 2,122 77,762 SH SOLE 77,762 Corel Corp Common Shares 21868Q109 43 31,048 SH SOLE 31,048 Corus Entertainment Inc Class B Comm Shares 220874101 403 17,437 SH SOLE 17,437 Cott Corp Common Shares 22163N106 485 25,728 SH SOLE 25,728 CP Ships Ltd Common Shares 22409V102 407 33,833 SH SOLE 33,833 Creo Inc Common Shares 225606102 156 14,940 SH SOLE 14,940 Cryptologic Inc Common Shares 228906103 69 4,680 SH SOLE 4,680 Crystallex International Corp Common Shares 22942F101 38 19,000 SH SOLE 19,000 Decoma International Inc Common Shares 24359C100 70 6,600 SH SOLE 6,600 Descartes Systems Group Inc. Common Shares 249906108 94 20,973 SH SOLE 20,973 Domtar Inc. Common Shares 257561100 669 61,173 SH SOLE 61,173 Dorel Industries Inc Class B Comm Shares 25822C205 630 31,658 SH SOLE 31,658 Duke Energy Corp Common Shares 264399106 15 392 SH SOLE 392 Echo Bay Mines Ltd Common Shares 278751102 58 62,191 SH SOLE 62,191 Enbridge Inc Common Shares 29250N105 2,529 89,903 SH SOLE 89,903 EXFO Electro-Opt Engineering Common Shares 302043104 51 8,100 SH SOLE 8,100 Extendicare Inc Class A Comm Shares 30224T871 92 27,207 SH SOLE 27,207 Fahnestock Viner Holdings Inc Class A Comm Shares 302921101 109 4,395 SH SOLE 4,395 Fairmont Hotels Common Shares 305204109 1,950 68,933 SH SOLE 68,933 Firstservice Corp Common Shares 33761N109 121 5,477 SH SOLE 5,477 Fording Inc Common Shares 345426100 1,673 85,265 SH SOLE 85,265 Four Seasons Hotels Inc Common Shares 35100E104 530 9,973 SH SOLE 9,973 GSI Lumonics Inc Common Shares 36229U102 1,350 134,531 SH SOLE 134,531 GT Group Telecom Inc Common Shares 362359408 11 32,000 SH SOLE 32,000 Gildan Activewear Inc Class A Comm Shares 375916103 164 9,460 SH SOLE 9,460 Glamis Gold Ltd Common Shares 376775102 1,336 255,938 SH SOLE 255,938 Goldcorp Inc Common Shares 380956409 610 34,947 SH SOLE 34,947 CGI Group Inc Class A Comm Shares 39945C109 588 93,848 SH SOLE 93,848 Hemosol Inc Common Shares 42369K102 41 14,056 SH SOLE 14,056 Hummingbird Ltd Common Shares 44544R101 167 8,028 SH SOLE 8,028 Hurricane Hydrocarbons Ltd Class A Comm Shares 44779E106 357 23,800 SH SOLE 23,800 Hydrogenics Corp Common Shares 448882100 52 7,100 SH SOLE 7,100 ID Biomedical Corp Common Shares 44936D108 69 11,550 SH SOLE 11,550 Imperial Oil Ltd Common Shares 453038408 1,371 45,949 SH SOLE 45,949 Inco Ltd Common Shares 453258402 5,637 288,648 SH SOLE 288,648 Intrawest Corp Common Shares 460915200 1,478 83,137 SH SOLE 83,137 Intertape Polymer Group Inc Common Shares 460919103 144 12,364 SH SOLE 12,364 IPSCO Inc Common Shares 462622101 344 20,065 SH SOLE 20,065 Ivanhoe Energy Inc Common Shares 465790103 61 31,668 SH SOLE 31,668 Kinross Gold Corp Common Shares 496902107 171 133,800 SH SOLE 133,800 Kingsway Financial Service Inc Common Shares 496904103 1,921 177,061 SH SOLE 177,061 Leitch Technology Corp Common Shares 52543H107 75 12,900 SH SOLE 12,900 Lions Gate Entertainment Corp Common Shares 535919203 43 17,500 SH SOLE 17,500 MDC Corporation Inc Class A Comm Shares 55267W309 31 7,719 SH SOLE 7,719 MDS Inc Common Shares 55269P302 1,809 129,692 SH SOLE 129,692 Magna International Inc Class A Comm Shares 559222401 6,739 91,690 SH SOLE 91,690 Manulife Financial Corp Common Shares 56501R106 9,904 360,203 SH SOLE 360,203 Masonite International Corp Common Shares 575384102 2,951 204,454 SH SOLE 204,454 Meridian Gold Inc Common Shares 589975101 478 32,691 SH SOLE 32,691 Methanex Corp Common Shares 59151K108 1,610 217,364 SH SOLE 217,364 Microcell Telecommunications Class B Comm Shares 59501T304 15 11,857 SH SOLE 11,857 Moore Corp Ltd Common Shares 615785102 622 47,658 SH SOLE 47,658 Newmont Mining Corp Common Shares 651639106 351 12,688 SH SOLE 12,688 Nexen Inc Common Shares 65334H102 1,260 52,056 SH SOLE 52,056 Noranda Inc Common Shares 655422103 755 63,675 SH SOLE 63,675 Nortel Networks Corp Common Shares 656568102 12,448 2,823,461 SH SOLE 2,823,461 North American Palladium Ltd Common Shares 656912102 58 9,600 SH SOLE 9,600 Nova Chemicals Corp Common Shares 66977W109 938 37,458 SH SOLE 37,458 Open Text Corp Common Shares 683715106 227 9,050 SH SOLE 9,050 Pan American Silver Corp Common Shares 697900108 84 15,172 SH SOLE 15,172 PanCanadian Energy Corporation Common Shares 69831A107 6,018 201,716 SH SOLE 201,716 Petro-Canada Common Shares 71644E102 8,226 318,533 SH SOLE 318,533 Pivotal Corp Common Shares 72581R106 44 9,000 SH SOLE 9,000 Placer Dome Inc Common Shares 725906101 1,703 140,307 SH SOLE 140,307 Potash Corp of Sask Inc Common Shares 73755L107 4,998 76,972 SH SOLE 76,972 Precision Drilling Corp Common Shares 74022D100 724 22,571 SH SOLE 22,571 QLT Inc Common Shares 746927102 496 29,139 SH SOLE 29,139 Quebecor World Inc Common Shares 748203106 4,375 166,821 SH SOLE 166,821 Research In Motion Limited Common Shares 760975102 703 25,213 SH SOLE 25,213 Rogers Communications Inc Class B Comm Shares 775109200 915 66,772 SH SOLE 66,772 Rogers Wireless Communications Class B Comm Shares 775315104 90 7,917 SH SOLE 7,917 Royal Group Technologies Ltd Common Shares 779915107 1,843 97,194 SH SOLE 97,194 Royal Bank of Canada Common Shares 780087102 19,180 573,245 SH SOLE 573,245 Standard & Poor's Dep Receipts Common Shares 78462F103 2,075 18,100 SH SOLE 18,100 724 Solutions Inc Common Shares 81788Q100 32 24,492 SH SOLE 24,492 Shaw Communications Inc Class B Comm Shares 82028K200 1,690 94,032 SH SOLE 94,032 Sierra Wireless Inc Common Shares 826516106 70 6,871 SH SOLE 6,871 Suncor Energy Inc Common Shares 867229106 7,741 214,047 SH SOLE 214,047 TLC Laser Eye Centers Inc Common Shares 87255E108 57 16,836 SH SOLE 16,836 TVX Gold Inc Common Shares 87308K200 64 85,383 SH SOLE 85,383 Talisman Energy Inc Common Shares 87425E103 5,465 130,763 SH SOLE 130,763 Telus Corporation Common Shares 87971M202 7 701 SH SOLE 701 Tesco Corp Common Shares 88157K101 177 14,147 SH SOLE 14,147 Tesma International Inc Class A Comm Shares 881908107 135 6,573 SH SOLE 6,573 Toronto Dominion Bank Common Shares 891160509 17,173 625,547 SH SOLE 625,547 TransAlta Corp Common Shares 89346D107 1,027 74,571 SH SOLE 74,571 TransCanada PipeLines Ltd Common Shares 893526103 5,858 431,217 SH SOLE 431,217 Trizec Hahn Corp Common Shares 896938107 1,375 87,432 SH SOLE 87,432 Ultra Petroleum Corp Common Shares 903914109 247 31,200 SH SOLE 31,200 Vasogen Inc Common Shares 92232F103 76 19,222 SH SOLE 19,222 Wescast Industries Inc Class A Comm Shares 950813105 84 2,539 SH SOLE 2,539 Westaim Corporation Common Shares 956909105 102 33,334 SH SOLE 33,334 ZI Corporation Common Shares 988918108 90 16,383 SH SOLE 16,383 Zarlink Semiconductor Inc Common Shares 989139100 1,656 172,337 SH SOLE 172,337