N-Q 1 main.htm

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number 811-3737

Fidelity Advisor Series IV
 (Exact name of registrant as specified in charter)

82 Devonshire St., Boston, Massachusetts 02109
 (Address of principal executive offices)       (Zip code)

Scott C. Goebel, Secretary

82 Devonshire St.

Boston, Massachusetts 02109
(Name and address of agent for service)

Registrant's telephone number, including area code: 617-563-7000

Date of fiscal year end:

November 30

 

 

Date of reporting period:

February 28, 2010

Item 1. Schedule of Investments

Quarterly Holdings Report

for

Fidelity® Institutional
Short-Intermediate Government Fund

February 28, 2010 

1.814090.105

ISIG-QTLY-0410

Investments February 28, 2010 (Unaudited)

Showing Percentage of Net Assets

U.S. Government and Government Agency Obligations - 89.1%

 

Principal Amount

Value

Other Government Related - 13.6%

Bank of America Corp.:

2.1% 4/30/12 (FDIC Guaranteed) (a)

$ 577,000

$ 589,189

3.125% 6/15/12 (FDIC Guaranteed) (a)

161,000

167,988

Citibank NA:

1.5% 7/12/11 (FDIC Guaranteed) (a)

320,000

323,205

1.75% 12/28/12 (FDIC Guaranteed) (a)

2,000,000

2,009,362

1.875% 5/7/12 (FDIC Guaranteed) (a)

12,500,000

12,690,238

Citigroup Funding, Inc.:

1.875% 10/22/12 (FDIC Guaranteed) (a)

4,250,000

4,287,256

1.875% 11/15/12 (FDIC Guaranteed) (a)

1,600,000

1,615,002

2% 3/30/12 (FDIC Guaranteed) (a)

5,000,000

5,095,245

2.125% 7/12/12 (FDIC Guaranteed) (a)

934,000

952,612

General Electric Capital Corp.:

1.8% 3/11/11 (FDIC Guaranteed) (a)

12,000,000

12,156,852

2% 9/28/12 (FDIC Guaranteed) (a)

4,000,000

4,057,368

2.625% 12/28/12 (FDIC Guaranteed) (a)

1,702,000

1,752,323

3% 12/9/11 (FDIC Guaranteed) (a)

420,000

435,661

GMAC, Inc. 1.75% 10/30/12 (FDIC Guaranteed) (a)

6,000,000

6,037,512

Goldman Sachs Group, Inc.:

1.625% 7/15/11 (FDIC Guaranteed) (a)

879,000

889,295

3.25% 6/15/12 (FDIC Guaranteed) (a)

162,000

169,561

JPMorgan Chase & Co.:

2.125% 12/26/12 (FDIC Guaranteed) (a)

7,000,000

7,117,124

3.125% 12/1/11 (FDIC Guaranteed) (a)

70,000

72,744

Morgan Stanley 3.25% 12/1/11 (FDIC Guaranteed) (a)

11,696,000

12,179,723

TOTAL OTHER GOVERNMENT RELATED

72,598,260

U.S. Government Agency Obligations - 15.8%

Fannie Mae:

1.75% 2/22/13

10,460,000

10,519,538

4.75% 11/19/12

2,500,000

2,723,348

Federal Home Loan Bank:

1.5% 1/16/13

16,630,000

16,623,681

3.625% 10/18/13

13,230,000

14,025,189

Freddie Mac:

1.375% 1/9/13

12,019,000

12,003,243

1.75% 6/15/12

25,838,000

26,237,688

4.875% 11/15/13

250,000

276,649

U.S. Government and Government Agency Obligations - continued

 

Principal Amount

Value

U.S. Government Agency Obligations - continued

Israeli State (guaranteed by U.S. Government through Agency for International Development) 6.8% 2/15/12

$ 1,333,460

$ 1,398,263

Overseas Private Investment Corp. U.S. Government guaranteed participation certificates 6.77% 11/15/13

490,385

521,647

TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS

84,329,246

U.S. Treasury Obligations - 59.7%

U.S. Treasury Notes:

0.75% 11/30/11

371,000

371,464

0.875% 2/28/11

6,486,000

6,519,442

0.875% 3/31/11

28,180,000

28,330,819

0.875% 1/31/12

17,757,000

17,789,602

0.875% 2/29/12

12,000,000

12,014,040

1% 12/31/11

3,781,000

3,799,168

1.375% 2/15/12

7,286,000

7,367,399

1.375% 4/15/12

18,350,000

18,540,675

1.375% 1/15/13

29,305,000

29,369,117

1.375% 2/15/13

24,366,000

24,388,855

1.5% 12/31/13

1,403,000

1,388,970

1.875% 4/30/14

20,188,000

20,139,105

2.25% 1/31/15

16,588,000

16,572,440

2.375% 8/31/14

11,687,000

11,839,480

2.375% 9/30/14

4,750,000

4,803,067

2.375% 10/31/14

5,575,000

5,629,011

2.375% 2/28/15

6,442,000

6,462,163

2.625% 6/30/14

2,353,000

2,412,929

2.625% 7/31/14

7,703,000

7,892,563

2.625% 12/31/14

2,289,000

2,330,488

2.625% 4/30/16

2,073,000

2,053,404

2.75% 10/31/13

23,725,000

24,620,239

3.125% 8/31/13

20,667,000

21,742,325

3.125% 9/30/13

3,970,000

4,174,701

3.375% 6/30/13

10,561,000

11,203,732

4.625% 7/31/12

508,000

551,855

4.75% 3/31/11

20,000,000

20,944,540

4.75% 5/31/12

4,500,000

4,882,500

TOTAL U.S. TREASURY OBLIGATIONS

318,134,093

TOTAL U.S. GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS

(Cost $469,159,586)

475,061,599

U.S. Government Agency - Mortgage Securities - 6.1%

 

Principal Amount

Value

Fannie Mae - 4.6%

2.22% 4/1/36 (b)

$ 300,955

$ 307,542

2.276% 4/1/36 (b)

57,470

58,847

2.32% 4/1/33 (b)

258,249

263,732

2.439% 10/1/33 (b)

21,089

21,575

2.494% 7/1/35 (b)

11,698

11,961

2.571% 12/1/34 (b)

38,582

39,403

2.593% 2/1/33 (b)

23,967

24,487

2.727% 11/1/33 (b)

55,786

58,099

2.787% 8/1/35 (b)

581,425

604,135

2.799% 10/1/33 (b)

23,025

23,943

2.976% 7/1/36 (b)

94,817

98,150

3.013% 3/1/35 (b)

4,069

4,174

3.047% 7/1/35 (b)

641,224

664,032

3.124% 10/1/35 (b)

41,284

42,397

3.173% 3/1/35 (b)

14,206

14,625

3.265% 9/1/34 (b)

202,939

209,283

3.302% 12/1/32 (b)

69,714

72,167

3.358% 7/1/34 (b)

14,148

14,584

3.38% 7/1/35 (b)

107,557

111,144

3.419% 1/1/35 (b)

103,464

106,764

3.435% 10/1/35 (b)

448,590

463,357

3.518% 4/1/35 (b)

281,549

292,534

3.546% 2/1/40 (b)

4,275,000

4,401,502

3.569% 7/1/35 (b)

299,609

306,888

3.615% 3/1/33 (b)

57,625

59,680

3.67% 5/1/34 (b)

205,562

212,220

3.682% 2/1/34 (b)

6,345

6,580

3.704% 11/1/36 (b)

146,521

151,849

3.727% 11/1/36 (b)

143,537

149,219

3.739% 3/1/34 (b)

136,967

141,096

3.803% 2/1/35 (b)

1,066,044

1,103,672

3.843% 4/1/36 (b)

169,425

177,949

3.9% 9/1/36 (b)

164,520

170,940

4% 9/1/13

110,345

113,441

4.06% 3/1/35 (b)

18,446

18,874

4.06% 7/1/35 (b)

28,233

29,292

4.075% 2/1/36 (b)

326,121

339,086

4.17% 7/1/35 (b)

432,650

448,240

4.205% 8/1/35 (b)

322,535

338,763

4.226% 6/1/47 (b)

74,445

77,448

4.288% 6/1/36 (b)

24,088

24,946

U.S. Government Agency - Mortgage Securities - continued

 

Principal Amount

Value

Fannie Mae - continued

4.315% 2/1/37 (b)

$ 382,298

$ 397,220

4.372% 10/1/37 (b)

191,915

199,563

4.43% 3/1/35 (b)

48,324

49,878

4.507% 11/1/35 (b)

492,674

508,492

4.53% 9/1/35 (b)

163,131

169,481

4.717% 11/1/35 (b)

160,848

167,541

4.773% 7/1/35 (b)

132,993

137,693

4.784% 2/1/37 (b)

611,662

637,928

4.793% 2/1/36 (b)

371,710

384,601

4.974% 10/1/35 (b)

165,392

170,789

5% 2/1/16

17,188

18,215

5.008% 2/1/34 (b)

179,424

188,258

5.155% 7/1/35 (b)

154,846

158,607

5.185% 6/1/35 (b)

5,406,679

5,560,931

5.5% 4/1/16

68,257

70,785

5.556% 2/1/36 (b)

69,616

72,081

5.588% 4/1/36 (b)

370,893

389,554

5.869% 5/1/36 (b)

86,591

90,948

5.997% 4/1/36 (b)

1,262,073

1,323,419

6% 5/1/12 to 10/1/16

63,083

67,371

6.213% 3/1/37 (b)

58,238

61,405

6.5% 6/1/15 to 7/1/32

322,441

348,790

6.912% 12/1/32 (b)

925,409

972,113

7% 6/1/12 to 11/1/14

128,384

136,063

9% 2/1/13 to 8/1/21

85,851

95,318

9.5% 11/1/21

373

421

10.5% 8/1/20

12,661

14,992

11% 11/1/10 to 9/1/14

6,453

6,589

11.5% 11/1/15 to 7/15/19

53,635

59,806

Fannie Mae - continued

12% 4/1/15

9,902

11,517

12.5% 3/1/16

905

1,053

 

24,250,042

Freddie Mac - 1.5%

2.42% 3/1/37 (b)

283,175

288,585

2.731% 4/1/34 (b)

439,526

455,276

2.769% 3/1/35 (b)

78,639

80,061

2.791% 6/1/33 (b)

123,662

127,268

2.813% 12/1/33 (b)

248,714

257,735

2.879% 11/1/35 (b)

149,050

155,156

2.996% 5/1/35 (b)

238,855

245,942

U.S. Government Agency - Mortgage Securities - continued

 

Principal Amount

Value

Freddie Mac - continued

3.305% 1/1/35 (b)

$ 319,254

$ 332,604

3.391% 1/1/36 (b)

308,145

320,623

3.395% 7/1/35 (b)

131,055

135,466

3.425% 3/1/35 (b)

92,943

95,722

3.642% 10/1/35 (b)

162,085

167,785

3.92% 4/1/37 (b)

49,214

51,125

3.959% 10/1/36 (b)

153,740

160,635

3.981% 12/1/36 (b)

666,462

693,945

4.021% 6/1/35 (b)

90,015

93,484

4.176% 7/1/35 (b)

573,772

588,457

4.237% 5/1/35 (b)

167,165

172,803

4.245% 3/1/37 (b)

49,465

51,027

4.399% 3/1/33 (b)

5,257

5,522

4.786% 2/1/36 (b)

35,933

37,582

4.915% 5/1/37 (b)

59,148

61,143

5% 9/1/35

9,425

9,819

5.096% 7/1/35 (b)

101,807

105,450

5.279% 2/1/36 (b)

15,032

15,693

5.495% 1/1/36 (b)

163,407

169,596

5.521% 1/1/36 (b)

132,924

139,611

5.585% 3/1/36 (b)

601,120

631,364

5.681% 10/1/35 (b)

37,383

39,264

5.705% 5/1/37 (b)

108,223

110,266

5.723% 5/1/37 (b)

703,176

723,205

5.748% 5/1/37 (b)

396,079

406,662

5.829% 6/1/37 (b)

236,655

244,803

6.255% 7/1/36 (b)

99,152

104,544

6.493% 2/1/37 (b)

54,473

57,367

6.5% 12/1/21

270,590

293,360

6.522% 6/1/37 (b)

25,871

27,278

6.532% 8/1/37 (b)

178,529

188,237

7.5% 11/1/12

37,371

39,519

7.518% 4/1/37 (b)

11,367

11,985

9% 10/1/16 to 12/1/18

32,845

36,584

9.5% 2/1/17 to 12/1/22

56,529

63,514

10% 6/1/18 to 6/1/20

5,712

6,683

10.5% 9/1/20

129

153

11.5% 10/1/15

3,069

3,477

12% 10/1/13 to 11/1/19

10,267

11,601

12.25% 11/1/14

6,304

7,109

12.5% 8/1/10 to 6/1/19

38,549

43,767

 

8,068,857

U.S. Government Agency - Mortgage Securities - continued

 

Principal Amount

Value

Government National Mortgage Association - 0.0%

8% 12/15/23

$ 134,245

$ 148,364

8.5% 5/15/16 to 3/15/17

32,135

35,514

10.5% 1/15/16 to 1/15/18

28,678

33,148

11% 10/20/13

1,067

1,188

 

218,214

TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES

(Cost $31,870,095)

32,537,113

Collateralized Mortgage Obligations - 2.0%

 

U.S. Government Agency - 2.0%

Fannie Mae floater:

Series 1994-42 Class FK, 3.16% 4/25/24 (b)

968,146

958,197

Series 2007-95 Class A1, 0.4806% 8/27/36 (b)

232,274

225,710

Fannie Mae subordinate REMIC pass-thru certificates:

floater:

Series 2001-38 Class QF, 1.2088% 8/25/31 (b)

231,148

234,192

Series 2002-49 Class FB, 0.8288% 11/18/31 (b)

347,177

347,362

Series 2002-60 Class FV, 1.2288% 4/25/32 (b)

78,166

79,344

Series 2002-74 Class FV, 0.6788% 11/25/32 (b)

948,415

946,130

Series 2002-75 Class FA, 1.2288% 11/25/32 (b)

160,121

162,536

planned amortization class:

Series 2002-16 Class PG, 6% 4/25/17

415,924

446,849

Series 2002-9 Class PC, 6% 3/25/17

603,949

652,771

Series 2003-85 Class GD, 4.5% 9/25/18

395,000

418,130

Series 2005-52 Class PB, 6.5% 12/25/34

404,192

435,618

sequential payer:

Series 2002-56 Class MC, 5.5% 9/25/17

95,581

102,979

Series 2002-57 Class BD, 5.5% 9/25/17

98,398

106,372

Series 2004-95 Class AN, 5.5% 1/25/25

304,502

328,063

Freddie Mac Multi-class participation certificates guaranteed:

floater:

Series 2448 Class FT, 1.2306% 3/15/32 (b)

351,963

357,228

Series 2526 Class FC, 0.6306% 11/15/32 (b)

201,823

200,344

Series 2530 Class FE, 0.8306% 2/15/32 (b)

196,109

196,063

Series 2630 Class FL, 0.7306% 6/15/18 (b)

24,979

25,056

Series 2925 Class CQ, 0% 1/15/35 (b)

54,571

46,401

Collateralized Mortgage Obligations - continued

 

Principal Amount

Value

U.S. Government Agency - continued

Freddie Mac Multi-class participation certificates guaranteed: - continued

planned amortization class:

Series 2356 Class GD, 6% 9/15/16

$ 99,421

$ 106,520

Series 2363 Class PF, 6% 9/15/16

130,802

140,016

Series 2376 Class JE, 5.5% 11/15/16

108,538

116,988

Series 2381 Class OG, 5.5% 11/15/16

76,495

82,763

Series 2425 Class JH, 6% 3/15/17

135,033

145,392

Series 2628 Class OE, 4.5% 6/15/18

335,000

357,546

Series 2695 Class DG, 4% 10/15/18

805,000

837,522

sequential payer:

Series 1929 Class EZ, 7.5% 2/17/27

770,699

811,240

Series 2570 Class CU, 4.5% 7/15/17

44,663

46,430

Series 2572 Class HK, 4% 2/15/17

54,235

55,571

Series 2672 Class HA, 4% 9/15/16

479,610

495,543

Series 2729 Class GB, 5% 1/15/19

545,000

585,300

Series 2860 Class CP, 4% 10/15/17

37,950

38,755

Series 3013 Class VJ, 5% 1/15/14

677,797

718,147

TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS

(Cost $10,458,700)

10,807,078

Cash Equivalents - 3.7%

Maturity Amount

 

Investments in repurchase agreements in a joint trading account at 0.12%, dated 2/26/10 due 3/1/10 (Collateralized by U.S. Government Obligations) #
(Cost $19,873,000)

$ 19,873,196

19,873,000

TOTAL INVESTMENT PORTFOLIO - 100.9%

(Cost $531,361,381)

538,278,790

NET OTHER ASSETS - (0.9)%

(4,996,457)

NET ASSETS - 100%

$ 533,282,333

Swap Agreements

 

Expiration Date

Notional Amount

Value

Interest Rate Swaps

Receive quarterly a floating rate based on 3-month LIBOR and pay semi-annually a fixed rate equal to 4.28% with JPMorgan Chase, Inc.

April 2018

$ 2,500,000

$ (200,707)

Receive quarterly a floating rate based on 3-month LIBOR and pay semi-annually a fixed rate equal to 5.35% with Bank of America

March 2037

850,000

(154,234)

Receive semi-annually a fixed rate equal to 3.3175% and pay quarterly a floating rate based on 3-month LIBOR with JPMorgan Chase, Inc.

June 2010

9,000,000

137,544

 

$ 12,350,000

$ (217,397)

Legend

(a) Under the Temporary Liquidity Guarantee Program, the Federal Deposit Insurance Corporation guarantees principal and interest in the event of payment default or bankruptcy until the earlier of maturity date of the debt or until June 30, 2012. At the end of the period these securities amounted to $72,598,260 or 13.6% of net assets.

(b) The coupon rate shown on floating or adjustable rate securities represents the rate at period end.

# Additional information on each counterparty to the repurchase agreement is as follows:

Repurchase Agreement / Counterparty

Value

$19,873,000 due 3/01/10 at 0.12%

Bank of America, NA

$ 13,300,188

HSBC Securities (USA), Inc.

1,914,411

ING Financial Markets LLC

191,441

J.P. Morgan Securities, Inc.

1,276,274

Mizuho Securities USA, Inc.

2,871,617

RBC Capital Markets Corp.

319,069

 

$ 19,873,000

Other Information

All investments are categorized as Level 2 under the Fair Value Hierarchy. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, please refer to the Investment Valuation section at the end of this listing.

The following is a reconciliation of Investments in Securities for which Level 3 inputs were used in determining value:

Investments in Securities:

Beginning Balance

$ 239,535

Total Realized Gain (Loss)

8

Total Unrealized Gain (Loss)

11,458

Cost of Purchases

-

Proceeds of Sales

(25,291)

Amortization/Accretion

-

Transfers in/out of Level 3

(225,710)

Ending Balance

$ -

The change in unrealized gain (loss) for the period attributable to Level 3 securities held at February 28, 2010

$ -

The information used in the above reconciliation represents fiscal year to date activity for any Investments in Securities identified as using Level 3 inputs at either the beginning or the end of the current fiscal period. Transfers in or out of Level 3 represents either the beginning value (for transfers in), or the ending value (for transfers out) of any Security or Instrument where a change in the pricing level occurred from the beginning to the end of the period.

Income Tax Information

At February 28, 2010, the cost of investment securities for income tax purposes was $531,395,999. Net unrealized appreciation aggregated $6,882,791, of which $7,073,615 related to appreciated investment securities and $190,824 related to depreciated investment securities.

Investment Valuation

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. The Fund uses independent pricing services approved by the Board of Trustees to value its investments. When current market prices or quotations are not readily available or reliable, valuations may be determined in good faith in accordance with procedures adopted by the Board of Trustees. Factors used in determining value may include significant market or security specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and may be utilized to a significant extent. The value used for net asset value calculation under these procedures may differ from published prices for the same securities. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels. Level 1 - quoted prices in active markets for identical investments. Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.). Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available). Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the Fund's investments by major category are as follows.

Debt securities, including restricted securities, are valued based on evaluated quotations received from independent pricing services or from dealers who make markets in such securities. For U.S. government and government agency obligations, pricing services utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type as well as dealer supplied prices and are generally categorized as Level 2 in the hierarchy.

For collateralized mortgage obligations and U.S. government agency mortgage securities, pricing services utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type as well as dealer supplied prices and are generally categorized as Level 2 in the hierarchy. Short-term securities with remaining maturities of sixty days or less for which quotations are not readily available are valued at amortized cost, which approximates value and are categorized as Level 2 in the hierarchy. Swaps are marked-to-market daily based on valuations from independent pricing services or dealer-supplied valuations and changes in value are recorded as unrealized appreciation (depreciation) and are generally categorized as Level 2 in the hierarcy. Pricing services utilize matrix pricing which considers comparisons to interest rate curves, credit spread curves, default possibilities and recovery rates. When independent prices are unavailable or unreliable, debt securities and swaps may be valued utilizing pricing matrices which consider similar factors that would be used by independent pricing services. These are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances. Investments in open-end mutual funds are valued at their closing net asset value each business day and are categorized as Level 1 in the hierarchy.

For additional information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

Quarterly Report

The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.

Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.

Quarterly Report

Item 2. Controls and Procedures

(a)(i) The President and Treasurer and the Chief Financial Officer have concluded that the Fidelity Advisor Series IV's (the "Trust") disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act) provide reasonable assurances that material information relating to the Trust is made known to them by the appropriate persons, based on their evaluation of these controls and procedures as of a date within 90 days of the filing date of this report.

(a)(ii) There was no change in the Trust's internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act) that occurred during the Trust's last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the Trust's internal control over financial reporting.

Item 3. Exhibits

Certification pursuant to Rule 30a-2(a) under the Investment Company Act of 1940 (17 CFR 270.30a-2(a)) is filed and attached hereto as Exhibit 99.CERT.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

Fidelity Advisor Series IV

By:

/s/John R. Hebble

 

John R. Hebble

 

President and Treasurer

 

 

Date:

April 29, 2010

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

By:

/s/John R. Hebble

 

John R. Hebble

 

President and Treasurer

 

 

Date:

April 29, 2010

By:

/s/Christine Reynolds

 

Christine Reynolds

 

Chief Financial Officer

 

 

Date:

April 29, 2010