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

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES

Investment Company Act file number 811- 21416

John Hancock Tax-Advantaged Dividend Income Fund
(Exact name of registrant as specified in charter)

601 Congress Street, Boston, Massachusetts 02210
(Address of principal executive offices) (Zip code)

Salvatore Schiavone, Treasurer

601 Congress Street

Boston, Massachusetts 02210
(Name and address of agent for service)

Registrant's telephone number, including area code: 617-663-4497

Date of fiscal year end:

October 31

 

 

Date of reporting period:

January 31, 2015





ITEM 1. SCHEDULE OF INVESTMENTS







John Hancock

Tax-Advantaged Dividend Income Fund


Quarterly portfolio holdings 1/31/15

jhnq_logo.jpg


Fund's investmentsTax-Advantaged Dividend Income Fund

                                               
  As of 1-31-15 (unaudited)  
        Shares     Value  
  Common stocks 70.7% (48.0% of Total investments)     $640,105,895  
  (Cost $427,289,322)  
  Energy 9.6%     86,954,474  
  Oil, gas and consumable fuels 9.6%  
  BP PLC, ADR     187,500     7,280,624  
  Chevron Corp. (Z)     40,000     4,101,200  
  ConocoPhillips (Z)     145,000     9,132,100  
  Kinder Morgan, Inc.     115,000     4,720,750  
  ONEOK, Inc.     515,000     22,675,450  
  Royal Dutch Shell PLC, ADR, Class A     79,000     4,854,550  
  Spectra Energy Corp. (Z)     930,000     31,099,200  
  Total SA, ADR     60,000     3,090,600  
  Materials 0.1%     1,092,650  
  Metals and mining 0.1%  
  Freeport-McMoRan, Inc.     65,000     1,092,650  
  Telecommunication services 3.4%     30,356,654  
  Diversified telecommunication services 2.5%  
  AT&T, Inc. (Z)     390,000     12,838,800  
  Verizon Communications, Inc.     214,160     9,789,254  
  Wireless telecommunication services 0.9%  
  Vodafone Group PLC, ADR     220,000     7,728,600  
  Utilities 57.6%     521,702,117  
  Electric utilities 24.8%  
  American Electric Power Company, Inc. (Z)     590,000     37,057,900  
  Duke Energy Corp. (Z)     310,000     27,013,400  
  FirstEnergy Corp.     582,500     23,492,225  
  Northeast Utilities (Z)     657,500     36,543,850  
  OGE Energy Corp. (C)     540,000     18,997,200  
  Pinnacle West Capital Corp.     50,000     3,509,000  
  PPL Corp. (Z)     500,000     17,750,000  
  The Southern Company (Z)     375,000     19,020,000  
  UIL Holdings Corp. (C)     560,000     25,760,000  
  Xcel Energy, Inc. (Z)     405,000     15,199,650  
  Gas utilities 5.5%  
  AGL Resources, Inc. (Z)     100,550     5,669,009  
  Atmos Energy Corp.     570,000     32,438,700  
  Northwest Natural Gas Company (Z)     85,000     4,242,350  
  ONE Gas, Inc.     173,015     7,645,533  
  Multi-utilities 27.3%  
  Alliant Energy Corp.     160,000     10,977,600  
  Ameren Corp. (Z)     555,000     25,130,400  
  Black Hills Corp. (Z)     440,000     22,070,400  
  Dominion Resources, Inc. (Z)     400,000     30,756,000  
  DTE Energy Company (Z)     250,000     22,415,000  
  Integrys Energy Group, Inc.     380,000     30,818,000  
  National Grid PLC, ADR     230,000     16,178,200  
  NiSource, Inc. (Z)     785,000     33,959,100  
  Public Service Enterprise Group, Inc. (Z)     170,000     7,255,600  
  TECO Energy, Inc.     500,000     10,665,000  
  Vectren Corp. (Z)     775,000     37,138,000  

2SEE NOTES TO FUND'S INVESTMENTS


Tax-Advantaged Dividend Income Fund

                                               
        Shares     Value  
  Preferred securities 75.4% (51.2% of Total investments)     $683,385,262  
  (Cost $647,552,721)  
  Financials 49.1%     444,636,661  
  Banks 29.8%  
  Bank of America Corp., 6.375% (Z)           139,000     3,523,650  
  Bank of America Corp., 6.625% (Z)           355,000     9,421,700  
  Bank of America Corp., Depositary Shares, Series D, 6.204%           230,000     5,842,000  
  Barclays Bank PLC, Series 5, 8.125% (Z)           505,000     13,281,500  
  BB&T Corp., 5.625%           600,000     15,288,000  
  BB&T Corp. (Callable 11-1-17), 5.200% (Z)           480,000     11,616,000  
  BB&T Corp. (Callable 6-1-18), 5.200%           263,900     6,381,102  
  Citigroup, Inc., Depositary Shares, Series AA, 8.125%           270,400     7,679,360  
  HSBC Finance Corp., Depositary Shares, Series B, 6.360% (Z)           700,000     17,906,000  
  HSBC Holdings PLC, 8.000% (C)           325,000     8,729,500  
  HSBC Holdings PLC, 8.125% (Z)           50,000     1,335,000  
  HSBC USA, Inc., 6.500%           19,500     492,960  
  ING Groep NV, 6.200% (Z)           109,100     2,770,049  
  ING Groep NV, 7.050% (Z)           150,000     3,870,000  
  JPMorgan Chase & Company, 5.450%           240,000     5,880,000  
  JPMorgan Chase & Company, 5.500% (Z)           980,000     24,117,800  
  JPMorgan Chase & Company, 6.700%           30,000     799,500  
  RBS Capital Funding Trust VII, 6.080% (Z)           983,000     24,083,500  
  Royal Bank of Scotland Group PLC, Series L, 5.750% (Z)           855,000     20,434,500  
  Santander Finance Preferred SAU, Series 1, 6.410% (Z)           15,500     395,250  
  Santander Holdings USA, Inc., Series C, 7.300%           110,000     2,872,100  
  The PNC Financial Services Group, Inc., 5.375% (C)           475,000     11,879,750  
  The PNC Financial Services Group, Inc. (6.125% to 5-1-22, then 3 month LIBOR + 4.067%)           40,000     1,117,200  
  U.S. Bancorp, 5.150% (C)           835,000     20,666,250  
  U.S. Bancorp (6.500% to 1-15-22, then 3 month LIBOR + 4.468%) (Z)           296,000     8,755,680  
  Wells Fargo & Company, 6.000%           215,000     5,605,050  
  Wells Fargo & Company, 8.000%           1,207,000     35,413,380  
  Capital markets 14.2%  
  Deutsche Bank Contingent Capital Trust II, 6.550% (C)           310,000     8,323,500  
  Deutsche Bank Contingent Capital Trust III, 7.600% (Z)           797,893     22,341,004  
  Morgan Stanley, 6.625%           957,915     24,934,527  
  Morgan Stanley (6.375% to 10-15-24, then 3 month LIBOR + 3.708%)           100,000     2,591,000  
  Morgan Stanley (7.125% to 10-15-23, then 3 month LIBOR + 4.320%)           300,000     8,385,000  
  State Street Corp., 5.250% (Z)           915,000     22,271,100  
  State Street Corp., 6.000%           50,000     1,286,500  
  State Street Corp. (5.900% to 3-15-24, then 3 month LIBOR + 3.108%)           25,000     660,750  
  The Bank of New York Mellon Corp., 5.200% (Z)           435,000     10,592,250  
  The Goldman Sachs Group, Inc., 5.950% (C)           860,000     21,706,400  
  The Goldman Sachs Group, Inc., Series B, 6.200% (Z)           215,000     5,456,700  
  Consumer finance 0.4%  
  SLM Corp., Series A, 6.970% (Z)           74,000     3,654,860  
  Insurance 4.5%  
  Aegon NV, 6.500%           96,512     2,482,289  
  MetLife, Inc., Series B, 6.500% (Z)           1,415,000     36,917,350  
  Prudential Financial, Inc., 5.750%           40,000     1,025,200  
  Real estate investment trusts 0.2%  
  Ventas Realty LP, 5.450%           63,000     1,609,650  

SEE NOTES TO FUND'S INVESTMENTS3


Tax-Advantaged Dividend Income Fund

                                               
        Shares     Value  
  Financials  (continued)        
  Thrifts and mortgage finance 0.0%  
  Federal National Mortgage Association, Series S, 8.250% (I)           60,000     $241,800  
  Industrials 0.3%     3,202,500  
  Machinery 0.3%  
  Stanley Black & Decker, Inc., 5.750% (Z)           125,000     3,202,500  
  Telecommunication services 5.4%     48,526,650  
  Diversified telecommunication services 3.6%  
  Qwest Corp., 6.125% (Z)           730,000     17,899,600  
  Qwest Corp., 7.375% (Z)           366,000     9,775,860  
  Qwest Corp., 7.500% (Z)           120,000     3,241,200  
  Verizon Communications, Inc., 5.900%           73,000     1,942,530  
  Wireless telecommunication services 1.8%  
  Telephone & Data Systems, Inc., 5.875%           340,000     8,003,600  
  Telephone & Data Systems, Inc., 6.625%           30,000     756,600  
  Telephone & Data Systems, Inc., 6.875%           243,000     6,152,760  
  United States Cellular Corp., 6.950% (Z)           30,000     754,500  
  Utilities 20.6%     187,019,451  
  Electric utilities 18.3%  
  Alabama Power Company, Class A, 5.300% (C)           197,550     5,079,011  
  Duke Energy Corp., 5.125%           240,000     5,961,600  
  Duquesne Light Company, 6.500%           427,000     21,723,625  
  Entergy Arkansas, Inc., 4.560%           9,388     898,021  
  Entergy Arkansas, Inc., 6.450%           135,000     3,391,875  
  Entergy Mississippi, Inc., 4.920%           8,190     820,024  
  Entergy Mississippi, Inc., 6.250%           197,500     4,925,156  
  Gulf Power Company, 5.600%           99,005     9,878,719  
  Interstate Power & Light Company, 5.100%           1,460,000     37,303,000  
  Mississippi Power Company, 5.250%           267,500     6,901,500  
  NextEra Energy Capital Holdings, Inc., 5.000%           110,000     2,578,400  
  NextEra Energy Capital Holdings, Inc., 5.125%           25,000     608,000  
  NextEra Energy Capital Holdings, Inc., 5.700% (Z)           230,000     5,945,500  
  PPL Capital Funding, Inc., 5.900%           1,010,000     25,755,000  
  SCE Trust I, 5.625%           140,000     3,550,400  
  SCE Trust II, 5.100% (Z)           1,275,000     30,561,750  
  Multi-utilities 2.3%  
  BGE Capital Trust II, 6.200% (Z)           250,000     6,320,000  
  DTE Energy Company, 5.250%           165,000     4,166,250  
  DTE Energy Company, 6.500% (Z)           175,000     4,714,500  
  Integrys Energy Group, Inc. (6.000% to 8-1-23, then 3 month LIBOR + 3.220%)           217,000     5,937,120  
        Rate (% )    Maturity date     Par value^     Value  
  Corporate bonds 0.4% (0.3% of Total investments)     $3,341,250  
  (Cost $3,000,000)  
  Utilities 0.4%     3,341,250  
  Electric utilities 0.4%  
  Southern California Edison Company (6.250% to 2-1-22, then 3 month LIBOR + 4.199%) (Q)     6.250     02-01-22     3,000,000     3,341,250  

4SEE NOTES TO FUND'S INVESTMENTS


Tax-Advantaged Dividend Income Fund

                                               
              Par value     Value  
  Short-term investments 0.7% (0.5% of Total investments)     $6,809,000  
  (Cost $6,809,000)  
  Repurchase agreement 0.7%     6,809,000  
  Repurchase Agreement with State Street Corp. dated 1-30-15 at 0.000% to be repurchased at $6,809,000 on 2-2-15, collateralized by $6,440,000 U.S. Treasury Notes, 2.625% due 8-15-20 (valued at $6,947,472, including interest)           6,809,000     6,809,000  
  Total investments (Cost $1,084,651,043)† 147.2%     $1,333,641,407  
  Other assets and liabilities, net (47.2%)     ($427,660,263 )
  Total net assets 100.0%     $905,981,144  

               
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund.
^All par values are denominated in U.S. dollars unless otherwise indicated.
Key to Security Abbreviations and Legend
ADR American Depositary Receipts
LIBOR London Interbank Offered Rate
(C) All or a portion of this security is segregated as collateral for options. Total collateral value at 1-31-15 was $113,417,889.
(I) Non-income producing security.
(Q) Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date.
(Z) A portion of this security is segregated as collateral pursuant to the Committed Facility Agreement. Total collateral value at 1-31-15 was $624,177,959.
At 1-31-15, the aggregate cost of investment securities for federal income tax purposes was $1,091,465,012. Net unrealized appreciation aggregated $242,176,395, of which $255,527,105 related to appreciated investment securities and $13,350,710 related to depreciated investment securities.

SEE NOTES TO FUND'S INVESTMENTS5


Notes to Fund's investments

Security valuation. Investments are stated at value as of the close of regular trading on the New York Stock Exchange (NYSE), normally at 4:00 p.m., Eastern Time. In order to value the securities, the fund uses the following valuation techniques: Equity securities held by the fund are valued at the last sale price or official closing price on the exchange where the security was acquired or most likely will be sold. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. Debt obligations are valued based on the evaluated prices provided by an independent pricing vendor or from broker-dealers. Independent pricing vendors utilize matrix pricing which takes into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data, as well as broker supplied prices. Options listed on an exchange are valued at the mean of the most recent bid and ask prices from the exchange where the option was acquired or most likely will be sold. Swaps are valued using evaluated prices obtained from an independent pricing vendor. Futures contracts are valued at settlement prices, which are the official closing prices published by the exchange on which they trade. Securities that trade only in the over-the-counter (OTC) market are valued using bid prices. Other portfolio securities and assets, for which reliable market quotations are not readily available, are valued at fair value as determined in good faith by the fund's Pricing Committee following procedures established by the Board of Trustees. The frequency with which these fair valuation procedures are used cannot be predicted and fair value of securities may differ significantly from the value that would have been used had a ready market for such securities existed.

The fund uses a three-tier hierarchy to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes securities valued using quoted prices in active markets for identical securities. Level 2 includes securities valued using other significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment speeds and credit risk. Prices for securities valued using these inputs are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes securities valued using significant unobservable inputs when market prices are not readily available or reliable, including the fund's own assumptions in determining the fair value of investments. Factors used in determining value may include market or issuer specific events or trends, changes in interest rates and credit quality. The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Changes in valuation techniques may result in transfers into or out of an assigned level within the disclosure hierarchy.

The following is a summary of the values by input classification of the fund's investments as of January 31, 2015, by major security category or type:

                                   
        Total
market value
at 1-31-15
    Level 1
quoted price
    Level 2
significant
observable
inputs
    Level 3
significant
unobservable
inputs
 
  Common stocks                          
        Energy     $86,954,474     $86,954,474          
        Materials     1,092,650     1,092,650          
        Telecommunication services     30,356,654     30,356,654          
        Utilities     521,702,117     521,702,117          
  Preferred securities                          
        Financials     444,636,661     444,636,661          
        Industrials     3,202,500     3,202,500          
        Telecommunication services     48,526,650     46,584,120     $1,942,530      
        Utilities     187,019,451     145,382,031     41,637,420      
  Corporate bonds     3,341,250         3,341,250      
  Short-term investments     6,809,000         6,809,000      
  Total Investments in Securities     $1,333,641,407     $1,279,911,207     $53,730,200      
  Other Financial Instruments:                          
  Futures     ($4,672,625 )   ($4,672,625 )        
  Written options     ($1,656,975 )   ($1,656,975 )        
  Interest rate swaps     ($1,869,136 )       ($1,869,136 )    

Repurchase agreements. The fund may enter into repurchase agreements. When the fund enters into a repurchase agreement, it receives collateral that is held in a segregated account by the fund's custodian. The collateral amount is marked-to-market and monitored on a daily basis to ensure that the collateral held is in an amount not less than the principal amount of the repurchase agreement plus any accrued interest. Collateral received by the fund for repurchase agreements is disclosed in the Fund's investments as part of the caption related to the repurchase agreement.

Repurchase agreements are typically governed by the terms and conditions of the Master Repurchase Agreement and/or Global Master Repurchase Agreement (collectively, MRA). Upon an event of default, the non-defaulting party may close out all transactions traded under the MRA and net amounts owed. In the event of a default by the counterparty, realization of the collateral proceeds could be delayed, during which time the collateral value may decline or the counterparty may have insufficient assets to pay back claims resulting from close-out of the transactions.

Derivative instruments. The fund may invest in derivatives in order to meet its investment objectives. Derivatives include a variety of different instruments that may be traded in the OTC market, on a regulated exchange or through a clearing facility. The risks in using derivatives vary depending upon the structure of the instruments, including the use of leverage, optionality, the liquidity or lack of liquidity of the contract, the creditworthiness of the counterparty or clearing organization and the

6


volatility of the position. Some derivatives involve risks that are potentially greater than the risks associated with investing directly in the referenced securities or other referenced underlying instrument. Specifically, the fund is exposed to the risk that the counterparty to an OTC derivatives contract will be unable or unwilling to make timely settlement payments or otherwise honor its obligations. OTC derivatives transactions typically can only be closed out with the other party to the transaction.

Futures. A futures contract is a contractual agreement to buy or sell a particular currency or financial instrument at a pre-determined price in the future. Risks related to the use of futures contracts include possible illiquidity of the futures markets and contract prices that can be highly volatile and imperfectly correlated to movements in the underlying financial instrument. Use of long futures contracts subjects the funds to the risk of loss up to the notional value of the futures contracts. Use of short futures contracts subjects the funds to unlimited risk of loss.

During the period ended January 31, 2015, the fund used futures contracts to manage against anticipated interest rate changes. The following table summarizes the contracts held at January 31, 2015.

                                                     
  Open contracts     Number of
contracts
    Position     Expiration
date
    Notional
basis
    Notional
value
    Unrealized
appreciation
(depreciation)
 
  10-Year U.S. Treasury Note Futures     980     Short     Mar 2015     ($123,584,875 )   ($128,257,500 )   ($4,672,625 )
                                      ($4,672,625 )

Notional basis refers to the contractual amount agreed upon at inception of open contracts; notional value represents the current value of the open contract.

Options. There are two types of options, put options and call options. Options are traded either OTC or on an exchange. A call option gives the purchaser of the option the right to buy (and the seller the obligation to sell) the underlying instrument at the exercise price. A put option gives the purchaser of the option the right to sell (and the writer the obligation to buy) the underlying instrument at the exercise price. Writing puts and buying calls may increase the fund's exposure to changes in the value of the underlying instrument. Buying puts and writing calls may decrease the fund's exposure to such changes. Risks related to the use of options include the loss of premiums, possible illiquidity of the options markets, trading restrictions imposed by an exchange and movements in underlying security values. In addition, OTC options are subject to the risks of all OTC derivatives contracts.

When the fund purchases an option, the premium paid by the fund is included in the portfolio of investments and subsequently "marked-to-market" to reflect current market value. When the fund writes an option, the premium received is included as a liability and subsequently "marked-to-market" to reflect current market value of the option written.

During the period ended January 31, 2015 the fund wrote option contracts to hedge against anticipated changes in securities markets and to generate potential income. The following tables summarize the fund's written options activities during the period ended January 31, 2015 and the contracts held at January 31, 2015

                       
        Number of contracts     Premiums received  
  Outstanding, beginning of period     770     $2,517,393  
        Options written     2,475     5,901,930  
        Option closed     (1,960 )   (5,878,777 )
        Options expired     (295 )   (302,404 )
  Outstanding, end of period     990     $2,238,142  

                                   
  Name of Issuer     Exercise price     Expiration date     Number of
contracts
    Premium     Value  
  Calls                                
  Russell 2000 Index     $1,180     Feb 2015     75     $164,772     ($130,125 )
  Russell 2000 Index     1,190     Feb 2015     450     768,133     (578,250 )
  S&P 500 Index     2,020     Feb 2015     465     1,305,237     (948,600 )
  Total                       $2,238,142     ($1,656,975 )

Interest rate swaps. Interest rate swaps represent an agreement between the fund and a counterparty to exchange cash flows based on the difference between two interest rates applied to a notional amount. The payment flows are usually netted against each other, with the difference being paid by one party to the other. The fund settles accrued net interest receivable or payable under the swap contracts at specified, future intervals. Swap agreements are privately negotiated in the OTC market or may be executed on a registered commodities exchange (centrally cleared swaps). Swaps are marked-to-market daily and the change in value is recorded as unrealized appreciation/depreciation of swap contracts. A termination payment by the counterparty or the fund is recorded as realized gain or loss, as well as the net periodic payments received or paid by the fund. The value of the swap will typically impose collateral posting obligations on the party that is considered out-of-the-money on the swap.

During the period ended January 31, 2015 the fund used interest rate swaps in anticipation of rising interest rates. The following table summarizes the interest rate swap contracts held as of January 31, 2015.

                                   
  Counterparty     USD notional
amount
    Payments made
by fund
    Payments received
by fund
    Maturity
date
    Market value  
  Morgan Stanley
Capital Services
    $86,000,000     Fixed 1.4625%     3 Month LIBOR (a)     Aug 2016     ($1,741,318 )

7


                                   
  Counterparty     USD notional
amount
    Payments made
by fund
    Payments received
by fund
    Maturity
date
    Market value  
  Morgan Stanley
Capital Services
    86,000,000     Fixed 0.8750%     3 Month LIBOR (a)     Jul 2017     (127,818 )
  Total     $172,000,000                       ($1,869,136 )

(a) At 1-31-15, the 3-Month LIBOR rate was 0.2531%

For additional information on the fund's significant accounting policies, please refer to the fund's most recent semiannual or annual shareholder report.

8


More information

     
How to contact us
Internet www.jhinvestments.com  
Mail Regular mail:
John Hancock Signature Services, Inc.
P.O. Box 55913
Boston, MA 02205-5913
Express mail:
John Hancock Signature Services, Inc.
30 Dan Road
Canton, MA 02021
Phone Customer service representatives
EASI-Line
TDD line
800-225-5291
800-338-8080
800-231-5469

     
  P13Q1 01/15
This report is for the information of the shareholders of John Hancock Tax-Advantaged Dividend Income Fund.   3/15



ITEM 2.  CONTROLS AND PROCEDURES.


(a)      Based upon their evaluation of the registrant's disclosure controls and procedures as conducted within 90 days of the filing date of this Form N-Q, the registrant's principal executive officer and principal accounting officer have concluded that those disclosure controls and procedures provide reasonable assurance that the material information required to be disclosed by the registrant on this report is recorded, processed, summarized and reported within the time periods specified in the Securities and Exchange Commission's rules and forms.


(b)      There were no changes in the registrant's internal control over financial reporting that occurred during the registrant's last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting.


ITEM 3. EXHIBITS.


Separate certifications for the registrant's principal executive officer and principal accounting officer, as required by Rule 30a-2(a) under the Investment Company Act of 1940, are attached.






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.


John Hancock Tax-Advantaged Dividend Income Fund



By:    

         

/s/ Andrew G. Arnott

_________________________

      

Andrew G. Arnott

 

President



Date:    March 12, 2015



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/ Andrew G. Arnott

_________________________

      

Andrew G. Arnott

 

President



Date:    March 12, 2015



By:   

         

/s/ Charles A. Rizzo

_________________________

      

Charles A. Rizzo

 

Chief Financial Officer



Date:    March 12, 2015