06 - March 2017TOTAL VALUE OF YOUR ACCOUNTS (as of 3/31/17)$9,131,362.82
Includes Accrued Interest
CLIENT STATEMENT For the Period March 1-31, 2017
660 - 110331 - 095 -1 - 0
STATEMENT PACKAGE FOR:
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Morgan Stanley Smith Barney LLC. Member SIPC.
Access Your Account s Online: www.morganstanley.com/online
Your Financial Advisor Team
BAGWELL/BRIDGES/TAYLOR
407-849-4700
Your Branch
201 E. PINE ST 11TH FL
ORLANDO, FL 32801
Telephone:407-849-4700 ; Alt. Phone:800-869-0007 ; Fax:407-849-4797
Client Service Center (24 Hours a Day; 7 Days a Week): 800-869-3326
000173 MSADS251 111000
#BWNJGWM
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
C/O RUSSELL CAFFEY
800 SEMINOLE ROAD
ATLANTIC BCH FL 32233-5444
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Consolidated Summary
CLIENT STATEMENT For the Period March 1-31, 2017
This summary may include assets held in either brokerage and/or advisory accounts. Visit http://www.morganstanley.com/ourcommitment to understand the differences between brokerage and
advisory accounts. Refer to individual Account Gain/(Loss) Summary and Expanded Disclosures for additional information. Accounts with no balances, holdings or activity year-to-date are not
displayed on this page. >: Wash sale rules apply to some portion of this total.CONTINUED
Page 2 of 130
OVERVIEW OF YOUR ACCOUNTS (includes accrued interest)
Although only whole dollar amounts are displayed below, both dollars and cents are used to calculate all totals. Manually summing the individual line items may not equal the actual total displayed. Refer to Account Statements for details.
Account Number
Beginning Value
(3/1/17)
Funds
Credited/(Debited)
Security/Currency
Transfers
Rcvd/(Dlvd)Change in Value
Ending Value
(3/31/17)
Income/Dist
This Period/YTD
YTD Realized
Gain/(Loss)
(Total ST/LT)
Unrealized
Gain/(Loss)
(Total ST/LT) Page
TOTAL FOR ALL ACCOUNTS $9,066,874 $173 —$64,314 $9,131,362 $19,121
$36,503
$(13,181)
$33,532
$134,228
$446,525
Business Accounts
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
660-110331-095 417,149 ——3 417,153 3
10
—
—
—
—
7
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
660-035181-095
Invest Advisory
3,298,027 ——44,157 3,342,184 7,527
9,568
—
14,048
53,832
132,272
>
13
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Pioneer Invest Fundamental Growth
660-035196-095
Invest Advisory
542,594 ——8,874 551,469 1,002
2,090
534
143
30,162
13,184
21
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Sage Advisory - Intermediate Taxab
660-110035-095
Invest Advisory
1,943,734 51 —515 1,944,302 4,830
12,960
(17,213)
1,039
(7,793)
2,316
33
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
JP Morgan - Equity Income SMA
660-110174-095
Invest Advisory
1,282,405 93 —(9,018)1,273,479 4,554
8,722
518
784
24,465
131,396
49
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Boston Partners - Smid Cap Value
660-110258-095
Invest Advisory
552,150 7 —(4,793)547,363 735
2,011
2,002
5,643
>
15,125
61,433
>
73
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Riverbridge Partners - SMID Growth
660-110265-095
Invest Advisory
509,408 (2)—10,828 520,234 357
662
—
1,639
7,314
55,558
103
Consolidated Summary
CLIENT STATEMENT For the Period March 1-31, 2017
CONSOLIDATED
SUMMARY
PERSONAL
ACCOUNTS
RETIREMENT
ACCOUNTS
EDUCATION
ACCOUNTS
TRUST
ACCOUNTS
BUSINESS
ACCOUNTS
Page 3 of 130
OVERVIEW OF YOUR ACCOUNTS (includes accrued interest)
Although only whole dollar amounts are displayed below, both dollars and cents are used to calculate all totals. Manually summing the individual line items may not equal the actual total displayed. Refer to Account Statements for details.
Account Number
Beginning Value
(3/1/17)
Funds
Credited/(Debited)
Security/Currency
Transfers
Rcvd/(Dlvd)Change in Value
Ending Value
(3/31/17)
Income/Dist
This Period/YTD
YTD Realized
Gain/(Loss)
(Total ST/LT)
Unrealized
Gain/(Loss)
(Total ST/LT) Page
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Columbia Mgmt - Select LC Grwth
660-110290-095
Invest Advisory
521,405 24 —13,747 535,176 110
478
976
10,232
11,122
50,364
> 119
Total Business Accounts $9,066,874 $173 —$64,314 $9,131,362 $19,121
$36,503
$(13,181)
$33,532
$134,228
$446,525
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Consolidated Summary
CLIENT STATEMENT For the Period March 1-31, 2017
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
Page 4 of 130
MAR APR MAY JUN JUL AUG SEP OCT NOV DEC JAN FEB MAR
0
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15
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M
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2016 2017
CHANGE IN VALUE OF YOUR ACCOUNTS (includes accrued interest)
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)
TOTAL BEGINNING VALUE $9,066,874.42 $8,748,493.84
Normal Contributions ——
Debits 173.74 (8,429.36)
Security Transfers ——
Net Credits/Debits/Transfers $173.74 $(8,429.36)
Change in Value 64,314.66 391,298.34
TOTAL ENDING VALUE $9,131,362.82 $9,131,362.82
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
This chart does not reflect corrections to Market Value made subsequent to the dates depicted. It may
exclude transactions in Annuities or positions where we are not the custodian, which could delay the
reporting of Market Value.
Cash
Equities
Fixed Income & Preferreds
Alternatives
ASSET ALLOCATION (includes accrued interest)
Market Value Percentage
Cash $625,227.12 6.85
Equities 5,597,011.66 61.29
Fixed Income & Preferreds 2,264,706.73 24.80
Alternatives 644,417.31 7.06
TOTAL VALUE $9,131,362.82 100.00 %
FDIC rules apply and Bank Deposits are eligible for FDIC insurance but are not covered by SIPC. Cash
and securities (including MMFs) are eligible for SIPC coverage. See Expanded Disclosures.
Values may include assets externally held, which are provided to you as a courtesy, and may not be
covered by SIPC. For additional information, refer to the corresponding section of this statement.
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
Consolidated Summary
CLIENT STATEMENT For the Period March 1-31, 2017
CONSOLIDATED
SUMMARY
PERSONAL
ACCOUNTS
RETIREMENT
ACCOUNTS
EDUCATION
ACCOUNTS
TRUST
ACCOUNTS
BUSINESS
ACCOUNTS
Page 5 of 130
CASH FLOW
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)
OPENING CASH, BDP, MMFs $588,035.31 $572,539.57
Purchases (432,735.18)(1,243,233.86)
Dividend Reinvestments (1,111.56)(3,152.34)
Sales and Redemptions 450,516.48 1,268,083.89
Prior Net Unsettled Purch/Sales 403.90 N/A
2016 Net Unsettled Purch/Sales N/A 2,093.18
Net Unsettled Purch/Sales (2,918.85)(2,918.85)
Return of Principal 823.02 823.02
Income and Distributions 19,121.41 36,503.02
Total Investment Related Activity $34,099.22 $58,198.06
Other Debits 173.74 (8,429.36)
Total Cash Related Activity $173.74 $(8,429.36)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $622,308.27 $622,308.27
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 2/28/17)
This Period
(as of 3/31/17)
Cash, BDP, MMFs $588,035.31 $622,308.27
Stocks 3,337,121.06 3,341,758.46
ETFs & CEFs 1,618,419.95 1,636,456.79
Corporate Fixed Income ^953,889.50 1,022,621.93
Government Securities^920,517.32 837,174.09
Mutual Funds 1,648,487.38 1,668,124.43
Net Unsettled Purchases/Sales 403.90 2,918.85
Total Assets $9,066,874.42 $9,131,362.82
Total Liabilities (outstanding balance)——
TOTAL VALUE $9,066,874.42 $9,131,362.82
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Standard Disclosures
CLIENT STATEMENT For the Period March 1-31, 2017 Page 6 of 130
The following Disclosures are applicable to the enclosed statement(s).
Expanded Disclosures are attached to your most recent June and
December statement (or your first Statement if you have not received a
statement for those months). The Expanded Disclosures are also
available by selecting Account Documents when you log on to
www.morganstanley.com/online or, call 800-869-3326.
Questions?
Questions regarding your account may be directed to your Financial
Advisor or the Branch Manager of the office where you maintain your
account, using the contact information on the statement cover page, or
the Client Service Center at (800) 869-3326.
Errors and Inquiries
Be sure to review your statement promptly, and immediately address
any concerns regarding entries that you do not understand or believe
were made in error by contacting the Branch Manager of the office
where you maintain your account. Oral communications regarding any
inaccuracy or discrepancy in this statement should be re-confirmed in
writing to further protect your rights, including rights under the
Securities Investor Protection Act (SIPA). Your statement will be
deemed correct unless we receive a written inquiry of a suspected
error. See your account documentation for special rules regarding your
rights and responsibilities with respect to erroneous electronic fund
transfers, including a description of the transfers covered. For concerns
or complaints, contact our Client Relations Department at (866)
227-2256.
Senior Investor Helpline
For concerns or complaints, Senior Investors may contact our Firm by
calling (800) 280-4534.
Availability of Free Credit Balances and Financial Statements
Under the customer protection rules of the SEC [17 CFR
§240.15c3-3], we may use funds comprising free credit balances
carried for customer accounts here, provided that these funds are
payable to customers on demand (i.e., are free of a lien or right of
set-off in our favor or on behalf of some third party to whom you have
given control). A financial statement of this organization is available for
your personal inspection at its offices, or a copy will be mailed to you
upon your written request.
Listed Options
Information with respect to commissions and other charges related to
the execution of options transactions has been included in
confirmations of such transactions previously furnished to you and such
information will be made available to you promptly at your request.
Promptly advise us of any material change in your investment
objectives or financial situation.
Important Information if you are a Margin Customer (not available for
certain retirement accounts)
If you have margin privileges, you may borrow money from us in
exchange for pledging assets in your accounts as collateral for any
outstanding margin loan. The amount you may borrow is based on the
value of the eligible securities in your margin accounts. If a security has
eligible shares, the number of shares pledged as collateral will be
indicated below the position.
Margin Interest Charges
We calculate interest charges on margin loans as follows: (1) multiply
the applicable margin interest rate by the daily close of business net
settled debit balance, and (2) divide by 360 (days). Margin interest
accrues daily throughout the month and is added to your debit balance
at month-end. The month-end interest charge is the sum of the daily
accrued interest calculations for the month. We add the accrued
interest to your debit balance and start a new calculation each time the
applicable interest rate changes and at the close of every statement
month. For interest rate information, log into your Morgan Stanley
account at morganstanley.com/online. Select your account with a
Margin agreement and click Interest Rates for more information.
Information regarding Special Memorandum Account
If you have a Margin Account, this is a combined statement of your
Margin Account and Special Memorandum Account maintained for you
under Section 220.5 of Regulation T issued by the Board of Governors
of the Federal Reserve System. The permanent record of the Special
Memorandum Account as required by Regulation T is available for your
inspection at your request.
Important Information About Auction Rate Securities
For certain Auction Rate Securities there is no or limited liquidity.
Therefore, the price(s) for these Auction Rate Securities are indicated
by N/A (not available). There can be no assurance that a successful
auction will occur or that a secondary market exists or will develop for
a particular security.
Structured Investments Risks and Considerations
Structured Investments (Structured Products) are complex products and
may be subject to special risks. Investors should consider the
concentration risk of owning the related security and their total
exposure to any underlying asset. Structured Investments, which may
appear in various statement product categories and are identified on
the Position Description Details line as “Asset Class: Struct Inv,” may
not perform in a manner consistent with the statement product
category where they appear and therefore may not satisfy portfolio
asset allocation needs for that category. For information on the risks
and conflicts of interest related to Structured Investments generally, log
in to Morgan Stanley Online and go to
www.morganstanley.com/structuredproductsrisksandconflicts.
Security Measures
This statement features several embedded security elements to
safeguard its authenticity. One is a unique security mark-a blue
rectangle printed in heat-sensitive ink on the back of every page. When
exposed to warmth, the blue rectangle will disappear, and then
reappear.
SIPC Protection
We are a member of Securities Investor Protection Corporation (SIPC),
which protects securities of its customers up to $500,000 (including
$250,000 for claims for cash). An explanatory brochure is available
upon request or at www.sipc.org. Losses due to market fluctuation are
not protected by SIPC and assets not held with us may not be covered
by SIPC protection. To obtain information about SIPC, including an
explanatory SIPC brochure, contact SIPC at 1-202-371-8300 or visit
www.sipc.org.
Transaction Dates and Conditions
Upon written request, we will furnish the date and time of a transaction
and the name of the other party to a transaction. We and/or our
affiliates may accept benefits that constitute payment for order flow.
Details regarding these benefits and the source and amount of any
other remuneration received or to be received by us in connection with
any transaction will be furnished upon written request.
Equity Research Ratings Definitions and Global Investment Manager
Analysis Status
Some equity securities may have research ratings from Morgan Stanley
& Co. LLC or Morningstar, Inc. Research ratings are the research
providers’ opinions and not representations or guarantees of
performance. For more information about each research provider's
rating system, see the Research Ratings on your most recent June or
December statement (or your first statement if you have not received a
statement for those months), go to www.morganstanley.com/online or
refer to the research provider’s research report. Research reports
contain more complete information concerning the analyst's views and
you should read the entire research report and not infer its contents
from the rating alone. If your account contains an advisory component
or is an advisory account, a GIMA status will apply.
Credit Ratings from Moody's Investors Service and Standard & Poor's
The credit rating from Moody's Investors Service and Standard & Poor's
may be shown for certain securities. All credit ratings represent the
opinions of the provider and are not representations or guarantees of
performance. Your Financial Advisor will be pleased to provide you with
further information or assistance in interpreting these credit ratings.
Revised 01/2017
CONSOLIDATED
SUMMARY
PERSONAL
ACCOUNTS
RETIREMENT
ACCOUNTS
EDUCATION
ACCOUNTS
TRUST
ACCOUNTS
BUSINESS
ACCOUNTS
Active Assets Account
660-110331-095
CHANGE IN VALUE OF YOUR ACCOUNTS (includes accrued interest)
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)
TOTAL BEGINNING VALUE $417,149.62 $417,142.88
Normal Contributions ——
Debits ——
Security Transfers ——
Net Credits/Debits/Transfers ——
Change in Value 3.56 10.30
TOTAL ENDING VALUE $417,153.18 $417,153.18
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period March 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
MAR APR MAY JUN JUL AUG SEP OCT NOV DEC JAN FEB MAR
0
200
400
600
800
1,000
($
)
T
h
o
u
s
a
n
d
s
This chart does not reflect corrections to Market Value made subsequent to the dates depicted. It may
exclude transactions in Annuities or positions where we are not the custodian, which could delay the
reporting of Market Value.
2016 2017
Page 7 of 130
ASSET ALLOCATION (includes accrued interest)
Cash
Market Value Percentage
Cash $417,153.18 100.00
TOTAL VALUE $417,153.18 100.00%
FDIC rules apply and Bank Deposits are eligible for FDIC insurance but are not covered by SIPC. Cash
and securities (including MMFs) are eligible for SIPC coverage. See Expanded Disclosures.
Values may include assets externally held, which are provided to you as a courtesy, and may not be
covered by SIPC. For additional information, refer to the corresponding section of this statement.
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
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Account Summary
CLIENT STATEMENT For the Period March 1-31, 2017
Active Assets Account
660-110331-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 8 of 130
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 2/28/17)
This Period
(as of 3/31/17)
Cash, BDP, MMFs $417,149.62 $417,153.18
Total Assets $417,149.62 $417,153.18
Total Liabilities (outstanding balance)——
TOTAL VALUE $417,149.62 $417,153.18
CASH FLOW
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)
OPENING CASH, BDP, MMFs $417,149.62 $417,142.88
Income and Distributions 3.56 10.30
Total Investment Related Activity $3.56 $10.30
Total Cash Related Activity ——
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $417,153.18 $417,153.18
INCOME AND DISTRIBUTION SUMMARY
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)
Interest $3.56 $10.30
Total Taxable Income And Distributions $3.56 $10.30
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $3.56 $10.30
Taxable and tax exempt income classifications are based on the characteristics of the underlying
securities and not the taxable status of the account.
GAIN/(LOSS) SUMMARY
Realized This Period
(3/1/17-3/31/17)
Realized This Year
(1/1/17-3/31/17)
Unrealized
Inception to Date
(as of 3/31/17)
TOTAL GAIN/(LOSS)———
The Gain/(Loss) Summary, which may change due to basis adjustments, is provided for informational
purposes and should not be used for tax preparation. Refer to Gain/(Loss) in the Expanded Disclosures.
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Active Assets Account
660-110331-095
Investment Objectives †: Capital Appreciation,Income Brokerage Account
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 9 of 130
† Inform us if your investment objectives, as defined in the Expanded Disclosures, change.
HOLDINGS
This section reflects positions purchased/sold on a trade date basis. "Market Value" and "Unrealized Gain/(Loss)" may not reflect the value that could be obtained in the market. Fixed Income securities are sorted
by maturity or pre-refunding date, and alphabetically within date. Estimated Annual Income a) is calculated on a pre-tax basis, b) does not include any reduction for applicable non-US withholding taxes, c) may
include return of principal or capital gains which could overstate such estimates, and d) for securities that have a defined maturity date within the next 12 months, is reflected only through maturity date. Actual
income or yield may be lower or higher than the estimates. Current yield reflects the income generated by an investment, and does not reflect changes in its price. Structured Investments, identified on the
Position Description Details line as "Asset Class: Struct Inv," may appear in various statement product categories. When displayed, the accrued interest, annual income and current yield for those with a
contingent income feature (e.g., Range Accrual Notes or Contingent Income Notes) are estimates and assume specified accrual conditions are met during the relevant period and payment in full of all contingent
interest. For Floating Rate Securities, the accrued interest, annual income and current yield are estimates based on the current floating coupon rate and may not reflect historic rates within the accrual period.
CASH, BANK DEPOSIT PROGRAM AND MONEY MARKET FUNDS
Cash, Bank Deposit Program, and Money Market Funds are generally displayed on a settlement date basis. You have the right to instruct us to liquidate your bank deposit balance(s) or shares of any money market
fund balance(s) at any time and have the proceeds of such liquidation remitted to you. Estimated Annual Income, Accrued Interest, and APY% will only be displayed for fully settled positions.
Description Market Value
7-Day
Current Yield %Est Ann Income APY %
MORGAN STANLEY PRIVATE BANK NA #$245,002.09 —$25.00 0.010
MORGAN STANLEY BANK N.A. #172,151.09 —17.00 0.010
BANK DEPOSITS $417,153.18 $42.00
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 100.00%$417,153.18 $42.00
# Bank Deposits are held at Morgan Stanley Bank, N.A. and/or Morgan Stanley Private Bank, National Association, affiliates of Morgan Stanley Smith Barney LLC and each a national bank and FDIC member.
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $0.00 $417,153.18 $42.00
$0.00
0.01%
TOTAL VALUE (includes accrued interest)100.00%$417,153.18
Unrealized Gain/(Loss) totals only reflect positions that have both cost basis and market value information available. Cash, MMF, Deposits and positions stating 'Please Provide' or 'Pending Corporate Actions' are not
included.
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Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Active Assets Account
660-110331-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 10 of 130
ALLOCATION OF ASSETS
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $417,153.18 ——————
TOTAL ALLOCATION OF ASSETS $417,153.18 ——————
ACTIVITY
INVESTMENT RELATED ACTIVITY
TAXABLE INCOME AND DISTRIBUTIONS
Activity Date Activity Type Description Comments Credits/(Debits)
3/31 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 03/01-03/31)
$2.09
3/31 Interest Income MORGAN STANLEY BANK N.A.
(Period 03/01-03/31)
1.47
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $3.56
TOTAL INTEREST $3.56
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
3/31 Automatic Investment BANK DEPOSIT PROGRAM $2.09
3/31 Automatic Investment BANK DEPOSIT PROGRAM 1.47
NET ACTIVITY FOR PERIOD $3.56
MESSAGES
Consolidated Statement of Financial Condition (In Millions of Dollars)
At December 31, 2016 Morgan Stanley Smith Barney LLC had net capital of $3,946 which exceeded the Securities and Exchange Commission's minimum requirement by $3,797. A copy of the Morgan Stanley Smith
Barney LLC Consolidated Statement of Financial Condition at December 31, 2016 can be viewed online at:
http://www.morganstanley.com/about-us-ir/shareholder/morganstanley_smithbarney_llc.pdf or may be mailed to you at no cost by calling 1 (866) 825-1675, after March 15, 2017.
Settlement Cycle Change to Trade Date Plus Two (T+2)
On September 5, 2017, the settlement cycle for equities, corporate and municipal bonds, and unit investment trusts traded in the United States, Canada and Mexico will change from a three day to a two day cycle.
Upon the effective date, you will be required to fund purchases and make deliveries of securities for sales on trade date plus two business days.
Make Your Annual IRA Contribution
The deadline to make your 2016 IRA contribution is April 18, 2017, so there is still time to contribute to a Traditional or Roth IRA, subject to IRS eligibility requirements (including any applicable age or income
restrictions). The maximum contribution is the lesser of (a) your taxable compensation for 2016, or (b) $5,500 (or $6,500 if you are age 50 or older) for 2016. These limits apply to all your IRAs combined. Your
Financial Advisor or Private Wealth Advisor can help you open a new IRA or fund an existing one. You can even move funds from an existing Morgan Stanley non-retirement account to fund your contribution. Speak
with your Financial Advisor or Private Wealth Advisor about making an IRA contribution for 2017 at the same time and take advantage of a year of additional potential growth.
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Active Assets Account
660-110331-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 11 of 130
Introducing Market Value Over Time Chart
Morgan Stanley Online has added a Historical Value graph on the Home Page, which displays your account’s month-end Total Value, Net Invested Capital and Investment Earnings. Under Portfolio Reports, this graph
is customizable by custom date range and will update month-end values for any adjustments made to the account. Therefore, starting with the January 2017 month-end statement, we replaced the current Change in
Value Over Time graph with a Market Value Over Time bar chart, which displays the month-end Total Value for a rolling thirteen months.
"Physical Security Restricted Legend Removal" Fee
As a reminder, effective May 1, 2017, clients who request the removal of a restricted legend from their physical security will be charged a $300 processing fee. This fee represents the processing expense incurred by
the transfer agent and custodian, which was previously absorbed by Morgan Stanley.
Sign up for eDelivery of your Account Documents Today
Receiving documents through eDelivery is secure, convenient, green and may even help you save on annual account fees. Accounts enrolled in eDelivery of all eligible account documents for every account within their
Account Link Group may qualify for a reduced annual fee. Contact your Financial Advisor or Private Wealth Advisor for additional details regarding annual account fees.
Simply visit www.morganstanley.com/edelivery to set your eDelivery preferences today. Please note, if you have not already done so, you will first need to register for Morgan Stanley Online prior to making your
eDelivery selections.
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CONSOLIDATED
SUMMARY
PERSONAL
ACCOUNTS
RETIREMENT
ACCOUNTS
EDUCATION
ACCOUNTS
TRUST
ACCOUNTS
BUSINESS
ACCOUNTS
Consulting Group Advisor Active Assets Account
660-035181-095
CHANGE IN VALUE OF YOUR ACCOUNTS (includes accrued interest)
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)
TOTAL BEGINNING VALUE $3,298,027.35 $3,178,814.90
Normal Contributions ——
Debits —(1,269.78)
Security Transfers ——
Net Credits/Debits/Transfers —$(1,269.78)
Change in Value 44,157.23 164,639.46
TOTAL ENDING VALUE $3,342,184.58 $3,342,184.58
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period March 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
MAR APR MAY JUN JUL AUG SEP OCT NOV DEC JAN FEB MAR
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exclude transactions in Annuities or positions where we are not the custodian, which could delay the
reporting of Market Value.
2016 2017
Page 13 of 130
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Fixed Income & Preferreds
Alternatives
Market Value Percentage
Cash $40,783.90 1.22
Equities 2,326,459.83 69.61
Fixed Income & Preferreds 401,730.17 12.02
Alternatives 573,210.68 17.15
TOTAL VALUE $3,342,184.58 100.00%
FDIC rules apply and Bank Deposits are eligible for FDIC insurance but are not covered by SIPC. Cash
and securities (including MMFs) are eligible for SIPC coverage. See Expanded Disclosures.
Values may include assets externally held, which are provided to you as a courtesy, and may not be
covered by SIPC. For additional information, refer to the corresponding section of this statement.
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
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CLIENT STATEMENT For the Period March 1-31, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 14 of 130
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 2/28/17)
This Period
(as of 3/31/17)
Cash, BDP, MMFs $34,368.27 $40,783.90
ETFs & CEFs 1,615,171.70 1,633,276.25
Mutual Funds 1,648,487.38 1,668,124.43
Total Assets $3,298,027.35 $3,342,184.58
Total Liabilities (outstanding balance)——
TOTAL VALUE $3,298,027.35 $3,342,184.58
CASH FLOW
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)
OPENING CASH, BDP, MMFs $34,368.27 $35,483.75
Purchases —(137,922.22)
Dividend Reinvestments (1,111.56)(3,152.34)
Sales and Redemptions —138,075.97
Income and Distributions 7,527.19 9,568.52
Total Investment Related Activity $6,415.63 $6,569.93
Other Debits —(1,269.78)
Total Cash Related Activity —$(1,269.78)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $40,783.90 $40,783.90
INCOME AND DISTRIBUTION SUMMARY
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)
Other Dividends $7,526.89 $9,567.67
Interest 0.30 0.85
Total Taxable Income And Distributions $7,527.19 $9,568.52
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $7,527.19 $9,568.52
Taxable and tax exempt income classifications are based on the characteristics of the underlying
securities and not the taxable status of the account.
GAIN/(LOSS) SUMMARY
Realized This Period
(3/1/17-3/31/17)
Realized This Year
(1/1/17-3/31/17)
Unrealized
Inception to Date
(as of 3/31/17)
Short-Term Gain ——$53,943.19
Short-Term (Loss)——(111.17)
Total Short-Term ——$53,832.02
Long-Term Gain —14,048.75 153,057.59
Long-Term (Loss)——(20,785.26)
Total Long-Term —$14,048.75 $132,272.33
TOTAL GAIN/(LOSS)—$14,048.75 $186,104.35
The Gain/(Loss) Summary, which may change due to basis adjustments, is provided for informational
purposes and should not be used for tax preparation. Refer to Gain/(Loss) in the Expanded Disclosures.
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
Investment Objectives †: Capital Appreciation,Income,Aggressive Income,Speculation Investment Advisory Account
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 15 of 130
† Inform us if your investment objectives, as defined in the Expanded Disclosures, change.
HOLDINGS
This section reflects positions purchased/sold on a trade date basis. "Market Value" and "Unrealized Gain/(Loss)" may not reflect the value that could be obtained in the market. Fixed Income securities are sorted
by maturity or pre-refunding date, and alphabetically within date. Estimated Annual Income a) is calculated on a pre-tax basis, b) does not include any reduction for applicable non-US withholding taxes, c) may
include return of principal or capital gains which could overstate such estimates, and d) for securities that have a defined maturity date within the next 12 months, is reflected only through maturity date. Actual
income or yield may be lower or higher than the estimates. Current yield reflects the income generated by an investment, and does not reflect changes in its price. Structured Investments, identified on the
Position Description Details line as "Asset Class: Struct Inv," may appear in various statement product categories. When displayed, the accrued interest, annual income and current yield for those with a
contingent income feature (e.g., Range Accrual Notes or Contingent Income Notes) are estimates and assume specified accrual conditions are met during the relevant period and payment in full of all contingent
interest. For Floating Rate Securities, the accrued interest, annual income and current yield are estimates based on the current floating coupon rate and may not reflect historic rates within the accrual period.
CASH, BANK DEPOSIT PROGRAM AND MONEY MARKET FUNDS
Cash, Bank Deposit Program, and Money Market Funds are generally displayed on a settlement date basis. You have the right to instruct us to liquidate your bank deposit balance(s) or shares of any money market
fund balance(s) at any time and have the proceeds of such liquidation remitted to you. Estimated Annual Income, Accrued Interest, and APY% will only be displayed for fully settled positions.
Description Market Value
7-Day
Current Yield %Est Ann Income APY %
MORGAN STANLEY BANK N.A. #$40,783.90 —$4.00 0.010
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 1.22%$40,783.90 $4.00
# Bank Deposits are held at Morgan Stanley Bank, N.A. and/or Morgan Stanley Private Bank, National Association, affiliates of Morgan Stanley Smith Barney LLC and each a national bank and FDIC member.
EXCHANGE-TRADED & CLOSED-END FUNDS
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
VANGUARD INDEX FDS S&P 500 ETF (VOO) 11/10/15
2/12/16
3,747.000
88.000
$190.518
170.865
$216.350
216.350
$713,870.95
15,036.08
$810,663.45
19,038.80
$96,792.50
4,002.72
LT
LT
Total 3,835.000 728,907.03 829,702.25 100,795.22 LT 15,839.00 1.90
Next Dividend Payable 06/2017; Asset Class: Equities
VANGUARD TOTAL INTL STOCK ETF (VXUS) 11/10/15
2/12/16
2/10/17
12,680.000
637.000
2,858.000
46.269
40.297
48.258
49.680
49.680
49.680
586,684.58
25,669.25
137,922.22
629,942.40
31,646.16
141,985.44
43,257.82
5,976.91
4,063.22
LT
LT
ST
Total 16,175.000 750,276.05 803,574.00 49,234.73
4,063.22
LT
ST
22,014.00 2.73
Next Dividend Payable 06/2017; Asset Class: Equities
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CLIENT STATEMENT For the Period March 1-31, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 16 of 130
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
EXCHANGE-TRADED & CLOSED-END FUNDS 48.87%$1,479,183.08 $1,633,276.25 $150,029.95
4,063.22
LT
ST
$37,853.00 2.32%
MUTUAL FUNDS
“Total Purchases vs. Market Value” is provided to assist you in comparing your “Total Purchases,” excluding reinvested distributions, with the current value of the mutual fund positions in your account.
“Cumulative Cash Distributions” when shown, may reflect distributions on shares no longer held in the account. It may not reflect all distributions received in cash; due to but not limited to: investments made
prior to addition of this information on statements; securities transfers; timing of recent distributions; and certain adjustments made in your account.
“Net Value Increase/ (Decrease)” reflects the difference between your total purchases, and the sum of the current value of the fund’s shares, and cash distributions shown. This calculation is for informational
purposes only and does not reflect your total unrealized gain or loss nor should it be used for tax purposes. Global Investment Manager Analysis (GIMA) status codes (FL, AL or NL), may be shown for certain
mutual funds and are not guarantees of performance. Refer to “GIMA Status in Investment Advisory Programs” in the June or December statement for a description of these codes.
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
AMG MNGRS DBLELINE CR PLS BD I (ADLIX) 11/13/15 36,180.796 $10.540 $10.560 $381,345.59 $382,069.21 $723.62 LT
Purchases 36,180.796 381,345.59 382,069.21 723.62 LT
Long Term Reinvestments 419.094 4,397.11 4,425.63 28.52 LT H
Short Term Reinvestments 1,442.740 15,346.50 15,235.33 (111.17)ST
Total 38,042.630 401,089.20 401,730.17 752.14
(111.17)
LT
ST
13,809.00 3.43
Total Purchases vs Market Value
Net Value Increase/(Decrease)
381,345.59 401,730.17
20,384.58
GIMA Status: AL; Enrolled In MS Dividend Reinvestment; Capital Gains Reinvest; Basis Adjustment Due to Wash Sale: $14.95; Asset Class: FI & Pref
LAZARD INTL STRAT EQ PTF INST (LISIX) 11/10/15
2/12/16
49,447.310
1,850.000
13.570
11.920
13.150
13.150
671,000.00
22,052.00
650,232.13
24,327.50
(20,767.87)
2,275.50
LT
LT
Purchases 51,297.310 693,052.00 674,559.63 (18,492.37)LT
Long Term Reinvestments 579.561 7,638.62 7,621.23 (17.39)LT
Short Term Reinvestments 836.709 10,333.35 11,002.72 669.37 ST
Total 52,713.580 711,023.97 693,183.58 (18,509.76)
669.37
LT
ST
10,490.00 1.51
Total Purchases vs Market Value
Net Value Increase/(Decrease)
693,052.00 693,183.58
131.58
GIMA Status: FL; Enrolled In MS Dividend Reinvestment; Capital Gains Reinvest; Asset Class: Equities
TORTOISE MLP & PIPELINE INST (TORIX) 8/12/16 39,602.134 13.120 14.360 519,580.00 568,686.64 49,106.64 ST
Purchases 39,602.134 519,580.00 568,686.64 49,106.64 ST
Short Term Reinvestments 315.044 4,420.07 4,524.03 103.96 ST
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 17 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 39,917.178 524,000.07 573,210.68 49,210.60 ST 10,458.00 1.82
Total Purchases vs Market Value
Net Value Increase/(Decrease)
519,580.00 573,210.68
53,630.68
GIMA Status: AL; Enrolled In MS Dividend Reinvestment; Capital Gains Reinvest; Asset Class: Alt
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
MUTUAL FUNDS 49.91%$1,636,113.24 $1,668,124.43 $(17,757.62)
$49,768.80
LT
ST
$34,757.00 2.08%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $3,115,296.32 $3,342,184.58 $132,272.33
$53,832.02
LT
ST
$72,614.00
$0.00
2.17%
TOTAL VALUE (includes accrued interest)100.00%$3,342,184.58
Unrealized Gain/(Loss) totals only reflect positions that have both cost basis and market value information available. Cash, MMF, Deposits and positions stating 'Please Provide' or 'Pending Corporate Actions' are not
included.
H - Wash sale rules apply to this tax lot. The cost basis and acquisition date (trade date) have been adjusted to account for disallowed loss of a related wash sale transaction. The aggregate amount of the basis
adjustment is identified in italics under the Security Description.
ALLOCATION OF ASSETS
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $40,783.90 ——————
ETFs & CEFs —$1,633,276.25 —————
Mutual Funds —693,183.58 $401,730.17 $573,210.68 ———
TOTAL ALLOCATION OF ASSETS $40,783.90 $2,326,459.83 $401,730.17 $573,210.68 ———
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CLIENT STATEMENT For the Period March 1-31, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 18 of 130
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
3/29 Dividend Reinvestment AMG MNGRS DBLELINE CR PLS BD I REINVESTMENT a/o 03/28/17 105.361 $10.5500 $(1,111.56)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $(1,111.56)
TOTAL DIVIDEND REINVESTMENTS $(1,111.56)
Purchase and Sale transactions above may have received an average price execution. Details regarding the actual prices are available upon request.
TAXABLE INCOME AND DISTRIBUTIONS
Activity Date Activity Type Description Comments Credits/(Debits)
3/28 Dividend VANGUARD INDEX FDS S&P 500 ETF $3,827.33
3/29 Dividend AMG MNGRS DBLELINE CR PLS BD I
DIV PAYMENT
1,111.56
3/30 Dividend VANGUARD TOTAL INTL STOCK ETF 2,588.00
3/31 Interest Income MORGAN STANLEY BANK N.A.
(Period 03/01-03/31)
0.30
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $7,527.19
TOTAL OTHER DIVIDENDS $7,526.89
TOTAL INTEREST $0.30
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
3/28 Automatic Investment BANK DEPOSIT PROGRAM $3,827.33
3/30 Automatic Investment BANK DEPOSIT PROGRAM 2,588.00
3/31 Automatic Investment BANK DEPOSIT PROGRAM 0.30
NET ACTIVITY FOR PERIOD $6,415.63
MESSAGES
Consolidated Statement of Financial Condition (In Millions of Dollars)
At December 31, 2016 Morgan Stanley Smith Barney LLC had net capital of $3,946 which exceeded the Securities and Exchange Commission's minimum requirement by $3,797. A copy of the Morgan Stanley Smith
Barney LLC Consolidated Statement of Financial Condition at December 31, 2016 can be viewed online at:
http://www.morganstanley.com/about-us-ir/shareholder/morganstanley_smithbarney_llc.pdf or may be mailed to you at no cost by calling 1 (866) 825-1675, after March 15, 2017.
Settlement Cycle Change to Trade Date Plus Two (T+2)
On September 5, 2017, the settlement cycle for equities, corporate and municipal bonds, and unit investment trusts traded in the United States, Canada and Mexico will change from a three day to a two day cycle.
Upon the effective date, you will be required to fund purchases and make deliveries of securities for sales on trade date plus two business days.
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 19 of 130
Make Your Annual IRA Contribution
The deadline to make your 2016 IRA contribution is April 18, 2017, so there is still time to contribute to a Traditional or Roth IRA, subject to IRS eligibility requirements (including any applicable age or income
restrictions). The maximum contribution is the lesser of (a) your taxable compensation for 2016, or (b) $5,500 (or $6,500 if you are age 50 or older) for 2016. These limits apply to all your IRAs combined. Your
Financial Advisor or Private Wealth Advisor can help you open a new IRA or fund an existing one. You can even move funds from an existing Morgan Stanley non-retirement account to fund your contribution. Speak
with your Financial Advisor or Private Wealth Advisor about making an IRA contribution for 2017 at the same time and take advantage of a year of additional potential growth.
Introducing Market Value Over Time Chart
Morgan Stanley Online has added a Historical Value graph on the Home Page, which displays your account’s month-end Total Value, Net Invested Capital and Investment Earnings. Under Portfolio Reports, this graph
is customizable by custom date range and will update month-end values for any adjustments made to the account. Therefore, starting with the January 2017 month-end statement, we replaced the current Change in
Value Over Time graph with a Market Value Over Time bar chart, which displays the month-end Total Value for a rolling thirteen months.
"Physical Security Restricted Legend Removal" Fee
As a reminder, effective May 1, 2017, clients who request the removal of a restricted legend from their physical security will be charged a $300 processing fee. This fee represents the processing expense incurred by
the transfer agent and custodian, which was previously absorbed by Morgan Stanley.
Sign up for eDelivery of your Account Documents Today
Receiving documents through eDelivery is secure, convenient, green and may even help you save on annual account fees. Accounts enrolled in eDelivery of all eligible account documents for every account within their
Account Link Group may qualify for a reduced annual fee. Contact your Financial Advisor or Private Wealth Advisor for additional details regarding annual account fees.
Simply visit www.morganstanley.com/edelivery to set your eDelivery preferences today. Please note, if you have not already done so, you will first need to register for Morgan Stanley Online prior to making your
eDelivery selections.
Important Information About Advisory Accounts
Please notify your Financial Advisor if there have been any changes in your financial situation or investment objectives, or if you wish to impose any reasonable restrictions on the management of your Investment
Advisory accounts, or to reasonably modify existing restrictions.
For a copy of the applicable ADV Brochure for Morgan Stanley Smith Barney LLC, or for any investment adviser with whom we contract to manage your investment advisory account, please visit
www.morganstanley.com/ADV, or contact your Financial Advisor. These ADV Brochures contain important information about advisory programs.
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CONSOLIDATED
SUMMARY
PERSONAL
ACCOUNTS
RETIREMENT
ACCOUNTS
EDUCATION
ACCOUNTS
TRUST
ACCOUNTS
BUSINESS
ACCOUNTS
Select UMA Active Assets Account
660-035196-095
CHANGE IN VALUE OF YOUR ACCOUNTS (includes accrued interest)
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)
TOTAL BEGINNING VALUE $542,594.28 $508,943.55
Normal Contributions ——
Debits —(605.99)
Security Transfers ——
Net Credits/Debits/Transfers —$(605.99)
Change in Value 8,874.91 43,131.63
TOTAL ENDING VALUE $551,469.19 $551,469.19
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period March 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
MAR APR MAY JUN JUL AUG SEP OCT NOV DEC JAN FEB MAR
0
200
400
600
800
1,000
($
)
T
h
o
u
s
a
n
d
s
This chart does not reflect corrections to Market Value made subsequent to the dates depicted. It may
exclude transactions in Annuities or positions where we are not the custodian, which could delay the
reporting of Market Value.
2016 2017
Page 21 of 130
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Market Value Percentage
Cash $14,655.07 2.66
Equities 536,814.12 97.34
TOTAL VALUE $551,469.19 100.00%
FDIC rules apply and Bank Deposits are eligible for FDIC insurance but are not covered by SIPC. Cash
and securities (including MMFs) are eligible for SIPC coverage. See Expanded Disclosures.
Values may include assets externally held, which are provided to you as a courtesy, and may not be
covered by SIPC. For additional information, refer to the corresponding section of this statement.
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
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CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 22 of 130
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 2/28/17)
This Period
(as of 3/31/17)
Cash, BDP, MMFs $13,028.59 $21,053.56
Stocks 529,565.69 536,814.12
Net Unsettled Purchases/Sales —(6,398.49)
Total Assets $542,594.28 $551,469.19
Total Liabilities (outstanding balance)——
TOTAL VALUE $542,594.28 $551,469.19
CASH FLOW
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)
OPENING CASH, BDP, MMFs $13,028.59 $12,873.73
Purchases (10,336.53)(38,627.83)
Sales and Redemptions 10,960.19 40,081.02
2016 Net Unsettled Purch/Sales N/A (1,156.24)
Net Unsettled Purch/Sales 6,398.49 6,398.49
Income and Distributions 1,002.82 2,090.38
Total Investment Related Activity $8,024.97 $8,785.82
Other Debits —(605.99)
Total Cash Related Activity —$(605.99)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $21,053.56 $21,053.56
INCOME AND DISTRIBUTION SUMMARY
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)
Qualified Dividends $1,002.66 $2,090.03
Interest 0.16 0.35
Total Taxable Income And Distributions $1,002.82 $2,090.38
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $1,002.82 $2,090.38
Taxable and tax exempt income classifications are based on the characteristics of the underlying
securities and not the taxable status of the account.
GAIN/(LOSS) SUMMARY
Realized This Period
(3/1/17-3/31/17)
Realized This Year
(1/1/17-3/31/17)
Unrealized
Inception to Date
(as of 3/31/17)
Short-Term Gain $41.90 $1,571.97 $37,441.54
Short-Term (Loss)(486.84)(1,037.61)(7,279.36)
Total Short-Term $(444.94)$534.36 $30,162.18
Long-Term Gain 143.92 143.92 16,375.44
Long-Term (Loss)——(3,190.77)
Total Long-Term $143.92 $143.92 $13,184.67
TOTAL GAIN/(LOSS)$(301.02)$678.28 $43,346.85
The Gain/(Loss) Summary, which may change due to basis adjustments, is provided for informational
purposes and should not be used for tax preparation. Refer to Gain/(Loss) in the Expanded Disclosures.
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-035196-095
Investment Objectives †: Capital Appreciation,Income,Aggressive Income,Speculation Investment Advisory Account
Manager:Pioneer Invest Fundamental Growth
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 23 of 130
† Inform us if your investment objectives, as defined in the Expanded Disclosures, change.
HOLDINGS
This section reflects positions purchased/sold on a trade date basis. "Market Value" and "Unrealized Gain/(Loss)" may not reflect the value that could be obtained in the market. Fixed Income securities are sorted
by maturity or pre-refunding date, and alphabetically within date. Estimated Annual Income a) is calculated on a pre-tax basis, b) does not include any reduction for applicable non-US withholding taxes, c) may
include return of principal or capital gains which could overstate such estimates, and d) for securities that have a defined maturity date within the next 12 months, is reflected only through maturity date. Actual
income or yield may be lower or higher than the estimates. Current yield reflects the income generated by an investment, and does not reflect changes in its price. Structured Investments, identified on the
Position Description Details line as "Asset Class: Struct Inv," may appear in various statement product categories. When displayed, the accrued interest, annual income and current yield for those with a
contingent income feature (e.g., Range Accrual Notes or Contingent Income Notes) are estimates and assume specified accrual conditions are met during the relevant period and payment in full of all contingent
interest. For Floating Rate Securities, the accrued interest, annual income and current yield are estimates based on the current floating coupon rate and may not reflect historic rates within the accrual period.
CASH, BANK DEPOSIT PROGRAM AND MONEY MARKET FUNDS
Cash, Bank Deposit Program, and Money Market Funds are generally displayed on a settlement date basis. You have the right to instruct us to liquidate your bank deposit balance(s) or shares of any money market
fund balance(s) at any time and have the proceeds of such liquidation remitted to you. Estimated Annual Income, Accrued Interest, and APY% will only be displayed for fully settled positions.
Description Market Value
7-Day
Current Yield %Est Ann Income APY %
MORGAN STANLEY BANK N.A. #$21,053.56 —$2.00 0.010
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs $21,053.56 $2.00
NET UNSETTLED PURCHASES/SALES $(6,398.49)
CASH, BDP, AND MMFs (PROJECTED SETTLED BALANCE)2.66%$14,655.07
# Bank Deposits are held at Morgan Stanley Bank, N.A. and/or Morgan Stanley Private Bank, National Association, affiliates of Morgan Stanley Smith Barney LLC and each a national bank and FDIC member.
The “Projected Settled Balance” includes accrued interest on deposits and reflects the impact of unsettled purchases/sales.
STOCKS
COMMON STOCKS
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
ADOBE SYSTEMS (ADBE) 2/2/17
2/13/17
68.000
12.000
$113.049
117.802
$130.130
130.130
$7,687.34
1,413.62
$8,848.84
1,561.56
$1,161.50
147.94
ST
ST
Total 80.000 9,100.96 10,410.40 1,309.44 ST ——
00
0
1
7
3
M
S
A
D
S
2
5
1
0
1
1
9
2
3
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 24 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Asset Class: Equities
ALLERGAN PLC SHS (AGN) 8/23/16
2/23/17
60.000
13.000
253.645
246.826
238.920
238.920
15,218.68
3,208.74
14,335.20
3,105.96
(883.48)
(102.78)
ST
ST
Total 73.000 18,427.42 17,441.16 (986.26)ST 204.00 1.16
Next Dividend Payable 06/2017; Asset Class: Equities
ALPHABET INC CL C (GOOG) 8/23/16 32.000 772.706 829.560 24,726.59 26,545.92 1,819.33 ST ——
Asset Class: Equities
AMAZON COM INC (AMZN) 12/22/14
9/4/15
12/22/16
14.000
9.000
11.000
306.615
497.298
767.787
886.540
886.540
886.540
4,292.61
4,475.68
8,445.66
12,411.56
7,978.86
9,751.94
8,118.95
3,503.18
1,306.28
LT
LT
ST
Total 34.000 17,213.95 30,142.36 11,622.13
1,306.28
LT
ST
——
Asset Class: Equities
AMPHENOL CORP NEW CL A (APH) 9/16/16
9/20/16
9/27/16
44.000
11.000
23.000
62.739
64.400
64.033
71.170
71.170
71.170
2,760.52
708.40
1,472.76
3,131.48
782.87
1,636.91
370.96
74.47
164.15
ST
ST
ST
9/29/16 12.000 64.925 71.170 779.10 854.04 74.94 ST
10/7/16 23.000 64.987 71.170 1,494.71 1,636.91 142.20 ST
3/30/17 10.000 71.896 71.170 718.96 711.70 (7.26)ST
Total 123.000 7,934.45 8,753.91 819.46 ST 79.00 0.90
Next Dividend Payable 04/11/17; Asset Class: Equities
APPLE INC (AAPL) 8/23/16
11/9/16
12/22/16
245.000
10.000
18.000
108.947
109.850
116.482
143.660
143.660
143.660
26,691.91
1,098.50
2,096.67
35,196.70
1,436.60
2,585.88
8,504.79
338.10
489.21
ST
ST
ST
Total 273.000 29,887.08 39,219.18 9,332.10 ST 622.00 1.58
Next Dividend Payable 05/2017; Asset Class: Equities
BROADCOM LTD SHS (AVGO) 2/2/17
3/30/17
47.000
12.000
203.738
222.574
218.960
218.960
9,575.67
2,670.89
10,291.12
2,627.52
715.45
(43.37)
ST
ST
Total 59.000 12,246.56 12,918.64 672.08 ST 241.00 1.86
Next Dividend Payable 06/2017; Asset Class: Equities
CABOT OIL & GAS CORP A (COG) 8/23/16
10/26/16
11/22/16
222.000
30.000
37.000
25.967
20.450
23.181
23.910
23.910
23.910
5,764.59
613.50
857.69
5,308.02
717.30
884.67
(456.57)
103.80
26.98
ST
ST
ST
Total 289.000 7,235.78 6,909.99 (325.79)ST 23.00 0.33
Next Dividend Payable 05/2017; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 25 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
CELGENE CORP (CELG) 12/18/14
4/22/15
7/1/15
51.000
74.000
18.000
115.377
115.781
117.677
124.430
124.430
124.430
5,884.24
8,567.79
2,118.18
6,345.93
9,207.82
2,239.74
461.69
640.03
121.56
LT
LT
LT
8/23/16 21.000 114.010 124.430 2,394.21 2,613.03 218.82 ST
Total 164.000 18,964.42 20,406.52 1,223.28
218.82
LT
ST
——
Asset Class: Equities
COGNIZANT TECH SOLUTIONS CL A (CTSH) 8/23/16
10/7/16
11/16/16
113.000
25.000
10.000
58.349
50.610
55.117
59.520
59.520
59.520
6,593.43
1,265.25
551.17
6,725.76
1,488.00
595.20
132.33
222.75
44.03
ST
ST
ST
Total 148.000 8,409.85 8,808.96 399.11 ST ——
Asset Class: Equities
COLGATE PALMOLIVE CO (CL) 8/23/16
11/9/16
67.000
13.000
74.587
70.327
73.190
73.190
4,997.34
914.25
4,903.73
951.47
(93.61)
37.22
ST
ST
Total 80.000 5,911.59 5,855.20 (56.39)ST 128.00 2.18
Next Dividend Payable 05/2017; Asset Class: Equities
CVS HEALTH CORP COM (CVS) 6/12/15
8/5/15
8/23/16
77.000
41.000
94.000
102.265
110.521
97.465
78.500
78.500
78.500
7,874.42
4,531.35
9,161.71
6,044.50
3,218.50
7,379.00
(1,829.92)
(1,312.85)
(1,782.71)
LT
LT
ST
11/9/16 8.000 75.286 78.500 602.29 628.00 25.71 ST
12/22/16 11.000 79.677 78.500 876.45 863.50 (12.95)ST
Total 231.000 23,046.22 18,133.50 (3,142.77)
(1,769.95)
LT
ST
462.00 2.54
Next Dividend Payable 05/2017; Asset Class: Equities
ECOLAB INC (ECL) 8/23/16 70.000 122.754 125.340 8,592.79 8,773.80 181.01 ST 104.00 1.18
Next Dividend Payable 04/17/17; Asset Class: Equities
EDWARD LIFESCIENCES CORP (EW) 2/17/16 42.000 85.508 94.070 3,591.32 3,950.94 359.62 LT ——
Asset Class: Equities
GILEAD SCIENCE (GILD) 8/23/16 108.000 81.319 67.920 8,782.47 7,335.36 (1,447.11)ST 225.00 3.06
Next Dividend Payable 06/2017; Asset Class: Equities
HERSHEY COMPANY (HSY) 8/23/16 84.000 113.132 109.250 9,503.05 9,177.00 (326.05)ST 208.00 2.26
Next Dividend Payable 06/2017; Asset Class: Equities
HOME DEPOT INC (HD) 8/23/16
11/9/16
158.000
12.000
136.113
124.808
146.830
146.830
21,505.89
1,497.70
23,199.14
1,761.96
1,693.25
264.26
ST
ST
Total 170.000 23,003.59 24,961.10 1,957.51 ST 605.00 2.42
Next Dividend Payable 06/2017; Asset Class: Equities
00
0
1
7
3
M
S
A
D
S
2
5
1
0
1
1
9
2
4
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 26 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
INTERCONTINENTALEXCHANGE GROUP (ICE) 9/10/15
8/23/16
2/13/17
205.000
65.000
6.000
47.147
55.776
59.033
59.870
59.870
59.870
9,665.06
3,625.44
354.20
12,273.35
3,891.55
359.22
2,608.29
266.11
5.02
LT
ST
ST
Total 276.000 13,644.70 16,524.12 2,608.29
271.13
LT
ST
221.00 1.33
Next Dividend Payable 06/2017; Asset Class: Equities
INTL FLAVORS & FRAGRANCES (IFF) 8/23/16 48.000 137.800 132.530 6,614.40 6,361.44 (252.96)ST 123.00 1.93
Next Dividend Payable 04/07/17; Asset Class: Equities
JOHNSON & JOHNSON (JNJ) 8/23/16
10/26/16
88.000
11.000
119.497
113.967
124.550
124.550
10,515.75
1,253.64
10,960.40
1,370.05
444.65
116.41
ST
ST
Total 99.000 11,769.39 12,330.45 561.06 ST 317.00 2.57
Next Dividend Payable 06/2017; Asset Class: Equities
KIMBERLY CLARK CORP (KMB) 8/23/16
10/7/16
59.000
12.000
128.580
122.442
131.630
131.630
7,586.22
1,469.30
7,766.17
1,579.56
179.95
110.26
ST
ST
Total 71.000 9,055.52 9,345.73 290.21 ST 275.00 2.94
Next Dividend Payable 04/04/17; Asset Class: Equities
MARSH & MCLENNAN COS INC (MMC) 2/16/17
2/23/17
3/16/17
71.000
12.000
25.000
72.889
73.048
74.663
73.890
73.890
73.890
5,175.15
876.58
1,866.57
5,246.19
886.68
1,847.25
71.04
10.10
(19.32)
ST
ST
ST
3/30/17 12.000 74.480 73.890 893.76 886.68 (7.08)ST
Total 120.000 8,812.06 8,866.80 54.74 ST 163.00 1.83
Next Dividend Payable 05/2017; Asset Class: Equities
MASCO CORP (MAS) 9/20/16
9/27/16
10/7/16
78.000
80.000
51.000
32.704
34.455
33.961
33.990
33.990
33.990
2,550.90
2,756.39
1,732.02
2,651.22
2,719.20
1,733.49
100.32
(37.19)
1.47
ST
ST
ST
11/9/16 11.000 30.911 33.990 340.02 373.89 33.87 ST
Total 220.000 7,379.33 7,477.80 98.47 ST 88.00 1.17
Next Dividend Payable 05/2017; Asset Class: Equities
MASTERCARD INC CL A (MA) 8/23/16 222.000 96.552 112.470 21,434.52 24,968.34 3,533.82 ST 195.00 0.78
Next Dividend Payable 05/2017; Asset Class: Equities
MEDTRONIC PLC SHS (MDT) 8/23/16 146.000 87.877 80.560 12,829.98 11,761.76 (1,068.22)ST 251.00 2.13
Next Dividend Payable 04/13/17; Asset Class: Equities
MICROSOFT CORP (MSFT) 8/23/16
3/30/17
445.000
10.000
57.915
65.899
65.860
65.860
25,772.17
658.99
29,307.70
658.60
3,535.53
(0.39)
ST
ST
Total 455.000 26,431.16 29,966.30 3,535.14 ST 710.00 2.36
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 27 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 06/2017; Asset Class: Equities
NIKE INC B (NKE) 2/23/15
11/9/16
3/30/17
68.000
12.000
26.000
47.464
50.794
55.996
55.730
55.730
55.730
3,227.52
609.53
1,455.89
3,789.64
668.76
1,448.98
562.12
59.23
(6.91)
LT
ST
ST
Total 106.000 5,292.94 5,907.38 562.12
52.32
LT
ST
76.00 1.28
Next Dividend Payable 04/03/17; Asset Class: Equities
O'REILLY AUTOMOTIVE INC NEW (ORLY) 8/23/16 27.000 284.991 269.840 7,694.76 7,285.68 (409.08)ST ——
Asset Class: Equities
PEPSICO INC NC (PEP) 8/23/16 156.000 107.856 111.860 16,825.52 17,450.16 624.64 ST 470.00 2.69
Next Dividend Payable 06/2017; Asset Class: Equities
RAYTHEON CO (NEW) (RTN) 8/23/16 97.000 141.292 152.500 13,705.36 14,792.50 1,087.14 ST 309.00 2.08
Next Dividend Payable 05/2017; Asset Class: Equities
REYNOLDS AMERICAN INC (RAI) 8/23/16
3/10/17
186.000
13.000
50.707
60.680
63.020
63.020
9,431.48
788.84
11,721.72
819.26
2,290.24
30.42
ST
ST
Total 199.000 10,220.32 12,540.98 2,320.66 ST 406.00 3.23
Next Dividend Payable 04/03/17; Asset Class: Equities
ROSS STORES INC (ROST) 8/23/16
10/7/16
131.000
11.000
64.300
64.074
65.870
65.870
8,423.28
704.81
8,628.97
724.57
205.69
19.76
ST
ST
Total 142.000 9,128.09 9,353.54 225.45 ST 91.00 0.97
Next Dividend Payable 06/2017; Asset Class: Equities
SCHLUMBERGER LTD (SLB) 8/23/16 47.000 81.860 78.100 3,847.42 3,670.70 (176.72)ST 94.00 2.56
Next Dividend Payable 04/17/17; Asset Class: Equities
STARBUCKS CORP WASHINGTON (SBUX) 7/6/16
11/16/16
154.000
31.000
56.696
55.418
58.390
58.390
8,731.15
1,717.97
8,992.06
1,810.09
260.91
92.12
ST
ST
Total 185.000 10,449.12 10,802.15 353.03 ST 185.00 1.71
Next Dividend Payable 05/2017; Asset Class: Equities
THERMO FISHER SCIENTIFIC (TMO) 8/23/16
10/26/16
106.000
13.000
154.857
146.472
153.600
153.600
16,414.80
1,904.13
16,281.60
1,996.80
(133.20)
92.67
ST
ST
Total 119.000 18,318.93 18,278.40 (40.53)ST 71.00 0.38
Next Dividend Payable 04/17/17; Asset Class: Equities
TIME WARNER INC NEW (TWX) 8/23/16
11/9/16
12/28/16
172.000
15.000
12.000
80.697
87.003
96.353
97.710
97.710
97.710
13,879.82
1,305.04
1,156.24
16,806.12
1,465.65
1,172.52
2,926.30
160.61
16.28
ST
ST
ST
3/10/17 13.000 98.664 97.710 1,282.63 1,270.23 (12.40)ST
00
0
1
7
3
M
S
A
D
S
2
5
1
0
1
1
9
2
5
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 28 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 212.000 17,623.73 20,714.52 3,090.79 ST 341.00 1.64
Next Dividend Payable 06/2017; Asset Class: Equities
UNITED TECHNOLOGIES CORP (UTX) 8/23/16
9/29/16
58.000
11.000
108.020
102.165
112.210
112.210
6,265.16
1,123.82
6,508.18
1,234.31
243.02
110.49
ST
ST
Total 69.000 7,388.98 7,742.49 353.51 ST 182.00 2.35
Next Dividend Payable 06/2017; Asset Class: Equities
VERTEX PHARMACEUTICALS (VRTX) 11/20/14 40.000 110.550 109.350 4,422.00 4,374.00 (48.00)LT ——
Asset Class: Equities
WALT DISNEY CO HLDG CO (DIS) 8/23/16 146.000 95.897 113.390 14,000.95 16,554.94 2,553.99 ST 228.00 1.37
Next Dividend Payable 07/2017; Asset Class: Equities
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 97.34%$493,467.27 $536,814.12 $13,184.67
$30,162.18
LT
ST
$7,697.00 1.43%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $493,467.27 $551,469.19 $13,184.67
$30,162.18
LT
ST
$7,699.00
$0.00
1.40%
TOTAL VALUE (includes accrued interest)100.00%$551,469.19
Unrealized Gain/(Loss) totals only reflect positions that have both cost basis and market value information available. Cash, MMF, Deposits and positions stating 'Please Provide' or 'Pending Corporate Actions' are not
included.
ALLOCATION OF ASSETS
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $14,655.07 ——————
Stocks —$536,814.12 —————
TOTAL ALLOCATION OF ASSETS $14,655.07 $536,814.12 —————
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 29 of 130
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
3/6 3/9 Sold COGNIZANT TECH SOLUTIONS CL A ACTED AS AGENT 93.000 $58.8009 $5,468.36
3/6 3/9 Sold EDWARD LIFESCIENCES CORP ACTED AS AGENT 34.000 89.7426 3,051.18
3/10 3/15 Sold GILEAD SCIENCE ACTED AS AGENT 36.000 67.7975 2,440.65
3/10 3/15 Bought TIME WARNER INC NEW ACTED AS AGENT 13.000 98.6638 (1,282.63)
3/10 3/15 Bought REYNOLDS AMERICAN INC ACTED AS AGENT 13.000 60.6800 (788.84)
3/16 3/21 Bought MARSH & MCLENNAN COS INC ACTED AS AGENT 25.000 74.6629 (1,866.57)
3/30 4/4 Bought BROADCOM LTD SHS ACTED AS AGENT 12.000 222.5745 (2,670.89)
3/30 4/4 Bought NIKE INC B ACTED AS AGENT 26.000 55.9958 (1,455.89)
3/30 4/4 Bought MARSH & MCLENNAN COS INC ACTED AS AGENT 12.000 74.4798 (893.76)
3/30 4/4 Bought AMPHENOL CORP NEW CL A ACTED AS AGENT 10.000 71.8963 (718.96)
3/30 4/4 Bought MICROSOFT CORP ACTED AS AGENT 10.000 65.8990 (658.99)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $623.66
TOTAL PURCHASES $(10,336.53)
TOTAL SALES AND REDEMPTIONS $10,960.19
Purchase and Sale transactions above may have received an average price execution. Details regarding the actual prices are available upon request.
UNSETTLED PURCHASES/SALES ACTIVITY
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price
Pending
Credits/(Debits)
3/30 4/4 Bought AMPHENOL CORP NEW CL A UNSETTLED PURCHASE 10.000 $71.8963 $(718.96)
3/30 4/4 Bought BROADCOM LTD SHS UNSETTLED PURCHASE 12.000 222.5745 (2,670.89)
3/30 4/4 Bought MARSH & MCLENNAN COS INC UNSETTLED PURCHASE 12.000 74.4798 (893.76)
3/30 4/4 Bought MICROSOFT CORP UNSETTLED PURCHASE 10.000 65.8990 (658.99)
3/30 4/4 Bought NIKE INC B UNSETTLED PURCHASE 26.000 55.9958 (1,455.89)
NET UNSETTLED PURCHASES/SALES $(6,398.49)
This section displays transactions that have not settled during this statement period. The Holdings section includes positions purchased and omits positions sold or sold short as of the trade-date. The unit/share
price for unsettled fixed income new issues in the Holdings section may be approximate in advance of active market pricing or pricing from third party pricing services.
TAXABLE INCOME AND DISTRIBUTIONS
Activity Date Activity Type Description Comments Credits/(Debits)
3/8 Qualified Dividend UNITED PARCEL SER INC CL-B $70.55
3/9 Qualified Dividend MICROSOFT CORP 173.55
3/10 Qualified Dividend UNITED TECHNOLOGIES CORP 45.54
3/14 Qualified Dividend JOHNSON & JOHNSON 79.20
3/15 Qualified Dividend TIME WARNER INC NEW 80.10
3/15 Qualified Dividend HERSHEY COMPANY 51.91
3/23 Qualified Dividend HOME DEPOT INC 151.30
3/28 Qualified Dividend ALLERGAN PLC SHS 51.10
3/30 Qualified Dividend GILEAD SCIENCE 56.16
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CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 30 of 130
TAXABLE INCOME AND DISTRIBUTIONS (CONTINUED)
Activity Date Activity Type Description Comments Credits/(Debits)
3/31 Qualified Dividend PEPSICO INC NC 117.39
3/31 Qualified Dividend INTERCONTINENTALEXCHANGE GROUP 55.20
3/31 Qualified Dividend BROADCOM LTD SHS 47.94
3/31 Qualified Dividend ROSS STORES INC 22.72
3/31 Interest Income MORGAN STANLEY BANK N.A.
(Period 03/01-03/31)
0.16
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $1,002.82
TOTAL QUALIFIED DIVIDENDS $1,002.66
TOTAL INTEREST $0.16
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
3/1 Automatic Investment BANK DEPOSIT PROGRAM $1,483.27
3/8 Automatic Investment BANK DEPOSIT PROGRAM 70.55
3/9 Automatic Investment BANK DEPOSIT PROGRAM 173.55
3/10 Automatic Investment BANK DEPOSIT PROGRAM 8,565.08
3/14 Automatic Investment BANK DEPOSIT PROGRAM 79.20
3/15 Automatic Investment BANK DEPOSIT PROGRAM 132.01
3/16 Automatic Investment BANK DEPOSIT PROGRAM 369.18
3/21 Automatic Redemption BANK DEPOSIT PROGRAM (1,866.57)
3/23 Automatic Investment BANK DEPOSIT PROGRAM 151.30
3/28 Automatic Investment BANK DEPOSIT PROGRAM 51.10
3/30 Automatic Investment BANK DEPOSIT PROGRAM 56.16
3/31 Automatic Investment BANK DEPOSIT PROGRAM 243.25
3/31 Automatic Investment BANK DEPOSIT PROGRAM 0.16
NET ACTIVITY FOR PERIOD $9,508.24
REALIZED GAIN/(LOSS) DETAIL
LONG-TERM GAIN/(LOSS)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
EDWARD LIFESCIENCES CORP 02/17/16 03/06/17 34.000 $3,051.18 $2,907.26 $143.92
Long-Term This Period $3,051.18 $2,907.26 $143.92
Long-Term Year to Date $3,051.18 $2,907.26 $143.92
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 31 of 130
SHORT-TERM GAIN/(LOSS)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
COGNIZANT TECH SOLUTIONS CL A 08/23/16 03/06/17 93.000 5,468.36 5,426.46 41.90
GILEAD SCIENCE 08/23/16 03/10/17 36.000 2,440.65 2,927.49 (486.84)
Short-Term This Period $7,909.01 $8,353.95 $(444.94)
Short-Term Year to Date $37,029.84 $36,495.48 $534.36
Net Realized Gain/(Loss) This Period $10,960.19 $11,261.21 $(301.02)
Net Realized Gain/(Loss) Year to Date $40,081.02 $39,402.74 $678.28
Treasury regulations require that we report on Form 1099-B a) adjusted cost basis on the sale of covered securities acquired on or after 1/1/11 (or the applicable date for the type of security), b) the gain or loss as
either long-term or short-term, and c) basis adjustments on covered securities due to wash sales, certain corporate actions and transfers by gift or inheritance. This section may not reflect all the basis adjustments
required when filing your tax return. Refer to the Expanded Disclosures.
MESSAGES
Consolidated Statement of Financial Condition (In Millions of Dollars)
At December 31, 2016 Morgan Stanley Smith Barney LLC had net capital of $3,946 which exceeded the Securities and Exchange Commission's minimum requirement by $3,797. A copy of the Morgan Stanley Smith
Barney LLC Consolidated Statement of Financial Condition at December 31, 2016 can be viewed online at:
http://www.morganstanley.com/about-us-ir/shareholder/morganstanley_smithbarney_llc.pdf or may be mailed to you at no cost by calling 1 (866) 825-1675, after March 15, 2017.
Settlement Cycle Change to Trade Date Plus Two (T+2)
On September 5, 2017, the settlement cycle for equities, corporate and municipal bonds, and unit investment trusts traded in the United States, Canada and Mexico will change from a three day to a two day cycle.
Upon the effective date, you will be required to fund purchases and make deliveries of securities for sales on trade date plus two business days.
Make Your Annual IRA Contribution
The deadline to make your 2016 IRA contribution is April 18, 2017, so there is still time to contribute to a Traditional or Roth IRA, subject to IRS eligibility requirements (including any applicable age or income
restrictions). The maximum contribution is the lesser of (a) your taxable compensation for 2016, or (b) $5,500 (or $6,500 if you are age 50 or older) for 2016. These limits apply to all your IRAs combined. Your
Financial Advisor or Private Wealth Advisor can help you open a new IRA or fund an existing one. You can even move funds from an existing Morgan Stanley non-retirement account to fund your contribution. Speak
with your Financial Advisor or Private Wealth Advisor about making an IRA contribution for 2017 at the same time and take advantage of a year of additional potential growth.
Introducing Market Value Over Time Chart
Morgan Stanley Online has added a Historical Value graph on the Home Page, which displays your account’s month-end Total Value, Net Invested Capital and Investment Earnings. Under Portfolio Reports, this graph
is customizable by custom date range and will update month-end values for any adjustments made to the account. Therefore, starting with the January 2017 month-end statement, we replaced the current Change in
Value Over Time graph with a Market Value Over Time bar chart, which displays the month-end Total Value for a rolling thirteen months.
"Physical Security Restricted Legend Removal" Fee
As a reminder, effective May 1, 2017, clients who request the removal of a restricted legend from their physical security will be charged a $300 processing fee. This fee represents the processing expense incurred by
the transfer agent and custodian, which was previously absorbed by Morgan Stanley.
Sign up for eDelivery of your Account Documents Today
Receiving documents through eDelivery is secure, convenient, green and may even help you save on annual account fees. Accounts enrolled in eDelivery of all eligible account documents for every account within their
Account Link Group may qualify for a reduced annual fee. Contact your Financial Advisor or Private Wealth Advisor for additional details regarding annual account fees.
Simply visit www.morganstanley.com/edelivery to set your eDelivery preferences today. Please note, if you have not already done so, you will first need to register for Morgan Stanley Online prior to making your
eDelivery selections.
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CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 32 of 130
Important Information About Advisory Accounts
Please notify your Financial Advisor if there have been any changes in your financial situation or investment objectives, or if you wish to impose any reasonable restrictions on the management of your Investment
Advisory accounts, or to reasonably modify existing restrictions.
For a copy of the applicable ADV Brochure for Morgan Stanley Smith Barney LLC, or for any investment adviser with whom we contract to manage your investment advisory account, please visit
www.morganstanley.com/ADV, or contact your Financial Advisor. These ADV Brochures contain important information about advisory programs.
CONSOLIDATED
SUMMARY
PERSONAL
ACCOUNTS
RETIREMENT
ACCOUNTS
EDUCATION
ACCOUNTS
TRUST
ACCOUNTS
BUSINESS
ACCOUNTS
Select UMA Basic Securities Account
660-110035-095
CHANGE IN VALUE OF YOUR ACCOUNTS (includes accrued interest)
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)
TOTAL BEGINNING VALUE $1,943,734.39 $1,933,556.09
Normal Contributions ——
Debits 51.93 (2,331.91)
Security Transfers ——
Net Credits/Debits/Transfers $51.93 $(2,331.91)
Change in Value 515.87 13,078.01
TOTAL ENDING VALUE $1,944,302.19 $1,944,302.19
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period March 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
MAR APR MAY JUN JUL AUG SEP OCT NOV DEC JAN FEB MAR
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This chart does not reflect corrections to Market Value made subsequent to the dates depicted. It may
exclude transactions in Annuities or positions where we are not the custodian, which could delay the
reporting of Market Value.
2016 2017
Page 33 of 130
ASSET ALLOCATION (includes accrued interest)
Cash
Fixed Income & Preferreds
Market Value Percentage
Cash $84,506.17 4.35
Fixed Income & Preferreds 1,859,796.02 95.65
TOTAL VALUE $1,944,302.19 100.00%
FDIC rules apply and Bank Deposits are eligible for FDIC insurance but are not covered by SIPC. Cash
and securities (including MMFs) are eligible for SIPC coverage. See Expanded Disclosures.
Values may include assets externally held, which are provided to you as a courtesy, and may not be
covered by SIPC. For additional information, refer to the corresponding section of this statement.
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
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CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 34 of 130
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 2/28/17)
This Period
(as of 3/31/17)
Cash, BDP, MMFs $67,288.31 $70,844.65
Corporate Fixed Income^953,889.50 1,022,621.93
Government Securities^920,517.32 837,174.09
Net Unsettled Purchases/Sales 2,039.26 13,661.52
Total Assets $1,943,734.39 $1,944,302.19
Total Liabilities (outstanding balance)——
TOTAL VALUE $1,943,734.39 $1,944,302.19
CASH FLOW
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)
OPENING CASH, BDP, MMFs $67,288.31 $43,948.88
Purchases (348,182.14)(908,299.85)
Sales and Redemptions 357,655.37 937,405.90
Prior Net Unsettled Purch/Sales 2,039.26 N/A
Net Unsettled Purch/Sales (13,661.52)(13,661.52)
Return of Principal 823.02 823.02
Income and Distributions 4,830.42 12,960.13
Total Investment Related Activity $3,504.41 $29,227.68
Other Debits 51.93 (2,331.91)
Total Cash Related Activity $51.93 $(2,331.91)
CLOSING CASH, BDP, MMFs $70,844.65 $70,844.65
INCOME AND DISTRIBUTION SUMMARY
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)
Interest $4,830.42 $12,960.13
Total Taxable Income And Distributions $4,830.42 $12,960.13
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $4,830.42 $12,960.13
Taxable and tax exempt income classifications are based on the characteristics of the underlying
securities and not the taxable status of the account.
GAIN/(LOSS) SUMMARY
Realized This Period
(3/1/17-3/31/17)
Realized This Year
(1/1/17-3/31/17)
Unrealized
Inception to Date
(as of 3/31/17)
Short-Term Gain $104.15 $452.56 $2,229.45
Short-Term (Loss)(4,805.79)(17,665.80)(10,022.70)
Total Short-Term $(4,701.64)$(17,213.24)$(7,793.25)
Long-Term Gain —1,039.73 2,519.05
Long-Term (Loss)——(202.91)
Total Long-Term —$1,039.73 $2,316.14
TOTAL GAIN/(LOSS)$(4,701.64)$(16,173.51)$(5,477.11)
The Gain/(Loss) Summary, which may change due to basis adjustments, is provided for informational
purposes and should not be used for tax preparation. Refer to Gain/(Loss) in the Expanded Disclosures.
Account Summary
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 35 of 130
ADDITIONAL ACCOUNT INFORMATION
Category
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)Category
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)
Accrued Interest Paid $1,833.55 $4,473.38 Accrued Interest Received 1,435.21 3,390.37
U.S. Treasury Coupon Interest 78.75 2,770.63
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CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
Investment Objectives †: Income Investment Advisory Account
Manager:Sage Advisory - Intermediate Taxab
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 36 of 130
† Inform us if your investment objectives, as defined in the Expanded Disclosures, change.
HOLDINGS
This section reflects positions purchased/sold on a trade date basis. "Market Value" and "Unrealized Gain/(Loss)" may not reflect the value that could be obtained in the market. Fixed Income securities are sorted
by maturity or pre-refunding date, and alphabetically within date. Estimated Annual Income a) is calculated on a pre-tax basis, b) does not include any reduction for applicable non-US withholding taxes, c) may
include return of principal or capital gains which could overstate such estimates, and d) for securities that have a defined maturity date within the next 12 months, is reflected only through maturity date. Actual
income or yield may be lower or higher than the estimates. Current yield reflects the income generated by an investment, and does not reflect changes in its price. Structured Investments, identified on the
Position Description Details line as "Asset Class: Struct Inv," may appear in various statement product categories. When displayed, the accrued interest, annual income and current yield for those with a
contingent income feature (e.g., Range Accrual Notes or Contingent Income Notes) are estimates and assume specified accrual conditions are met during the relevant period and payment in full of all contingent
interest. For Floating Rate Securities, the accrued interest, annual income and current yield are estimates based on the current floating coupon rate and may not reflect historic rates within the accrual period.
CASH, BANK DEPOSIT PROGRAM AND MONEY MARKET FUNDS
Cash, Bank Deposit Program, and Money Market Funds are generally displayed on a settlement date basis. You have the right to instruct us to liquidate your bank deposit balance(s) or shares of any money market
fund balance(s) at any time and have the proceeds of such liquidation remitted to you. Estimated Annual Income, Accrued Interest, and APY% will only be displayed for fully settled positions.
Description Market Value
7-Day
Current Yield %Est Ann Income APY %
CASH $15,754.60
MORGAN STANLEY PRIVATE BANK NA #55,090.05 —6.00 0.010
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs $70,844.65 $6.00
NET UNSETTLED PURCHASES/SALES $13,661.52
CASH, BDP, AND MMFs (PROJECTED SETTLED BALANCE)4.35%$84,506.17
# Bank Deposits are held at Morgan Stanley Bank, N.A. and/or Morgan Stanley Private Bank, National Association, affiliates of Morgan Stanley Smith Barney LLC and each a national bank and FDIC member.
The “Projected Settled Balance” includes accrued interest on deposits and reflects the impact of unsettled purchases/sales.
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 37 of 130
CORPORATE FIXED INCOME
CORPORATE BONDS
Security Description Trade Date Face Value
Orig Unit Cost
Adj Unit Cost Unit Price
Orig Total Cost
Adj Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
VODAFONE GROUP PLC
Coupon Rate 1.250%; Matures 09/26/2017; CUSIP 92857WAY6
5/13/16 36,000.000 $99.874
$99.874
$99.914 $35,954.64
$35,954.64 $35,969.04 $14.40 ST
$225.00
$6.25
0.62
Int. Semi-Annually Mar/Sep 26; Yield to Maturity 1.428%; Moody BAA1 S&P BBB+; Issued 09/26/12; Asset Class: FI & Pref
AMERICAN EXPRESS CO
Coupon Rate 1.550%; Matures 05/22/2018; CUSIP 025816BG3
5/12/16
6/23/16
29,000.000
10,000.000
100.281
100.160
100.357
100.215
99.870
99.870
29,081.49
29,046.35
10,035.70
10,021.50
28,962.30
9,987.00
(84.05)
(34.50)
ST
ST
Total 39,000.000 39,117.19
39,067.85 38,949.30 (118.55)ST
605.00
216.61
1.55
Int. Semi-Annually May/Nov 22; Yield to Maturity 1.665%; Moody A3 S&P BBB+; Issued 05/22/13; Asset Class: FI & Pref
CVS HEALTH CORP
Coupon Rate 1.900%; Matures 07/20/2018; CUSIP 126650CH1
5/13/16 34,000.000 101.250
100.752
100.198 34,425.00
34,255.68 34,067.32 (188.36)ST
646.00
127.40
1.89
Int. Semi-Annually Jan/Jul 20; Yield to Maturity 1.745%; Moody BAA1 S&P BBB+; Issued 07/20/15; Asset Class: FI & Pref
BP CAPITAL MARKETS PLC
Coupon Rate 2.241%; Matures 09/26/2018; CUSIP 05565QCG1
11/16/15 38,000.000 101.376
100.724
100.705 38,522.88
38,275.06 38,267.90 (7.16)LT
852.00
11.82
2.22
Int. Semi-Annually Mar/Sep 26; Yield to Maturity 1.758%; Moody A2 S&P A-; Issued 09/26/13; Asset Class: FI & Pref
ORACLE CORP
Coupon Rate 2.375%; Matures 01/15/2019; CUSIP 68389XAQ8
4/10/15
3/28/16
9,000.000
28,000.000
103.012
101.456
103.182
102.050
101.376
101.376
9,271.08
9,131.01
28,890.96
28,573.86
9,123.84
28,385.28
(7.17)
(188.58)
LT
LT
Total 37,000.000 38,162.04
37,704.87 37,509.12 (195.75)LT
879.00
185.51
2.34
Int. Semi-Annually Jan/Jul 15; Yield to Maturity 1.591%; Moody A1 S&P AA-; Issued 07/16/13; Asset Class: FI & Pref
DOW CHEMCIAL CO
Coupon Rate 8.550%; Matures 05/15/2019; CUSIP 260543BX0
3/2/17 33,000.000 113.834
113.403
113.361 37,565.22
37,422.91 37,409.13 (13.78)ST
2,822.00
1,065.90
7.54
Int. Semi-Annually May/Nov 15; Yield to Maturity 2.080%; Moody BAA2 S&P BBB (*); Issued 05/13/09; Asset Class: FI & Pref
AMGEN INC
Coupon Rate 2.200%; Matures 05/22/2019; CUSIP 031162BU3
11/22/16 38,000.000 100.769
100.664
100.661 38,292.22
38,252.44 38,251.18 (1.26)ST
836.00
299.56
2.18
Int. Semi-Annually May/Nov 22; Callable $100.00 on 04/22/19; Yield to Call 1.871%; Moody BAA1 S&P A; Issued 05/22/14; Asset Class: FI & Pref
CITIGROUP INC
Coupon Rate 2.500%; Matures 07/29/2019; CUSIP 172967HU8
3/23/17 38,000.000 100.883
100.879
100.903 38,335.54
38,333.98 38,343.14 9.16 ST
950.00
163.61
2.47
Int. Semi-Annually Jan/Jul 29; Yield to Maturity 2.100%; Moody BAA1 S&P BBB+; Issued 07/29/14; Asset Class: FI & Pref
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660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 38 of 130
Security Description Trade Date Face Value
Orig Unit Cost
Adj Unit Cost Unit Price
Orig Total Cost
Adj Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
PRUDENTIAL FINL INC
Coupon Rate 5.375%; Matures 06/21/2020; CUSIP 74432QBM6
1/14/15
11/18/15
8,000.000
28,000.000
114.539
108.868
112.310
108.800
109.688
109.688
9,163.12
8,709.47
31,446.80
30,464.05
8,775.04
30,712.64
65.57
248.59
LT
LT
Total 36,000.000 40,609.92
39,173.52 39,487.68 314.16 LT
1,935.00
537.50
4.90
Int. Semi-Annually Jun/Dec 21; Yield to Maturity 2.241%; Moody BAA1 S&P A; Issued 06/21/10; Asset Class: FI & Pref
VERIZON COMMUNICATIONS
Coupon Rate 4.500%; Matures 09/15/2020; CUSIP 92343VBQ6
2/1/17 34,000.000 106.562
106.290
106.438 36,231.08
36,138.63 36,188.92 50.29 ST
1,530.00
67.99
4.22
Int. Semi-Annually Mar/Sep 15; Yield to Maturity 2.542%; Moody BAA1 S&P BBB+; Issued 09/18/13; Asset Class: FI & Pref
CONOCOPHILLIPS COMPANY
Coupon Rate 4.200%; Matures 03/15/2021; CUSIP 20826FAS5
1/10/17 36,000.000 106.491
106.165
106.629 38,336.76
38,219.41 38,386.44 167.03 ST
1,512.00
67.19
3.93
Int. Semi-Annually Mar/Sep 15; Callable $100.00 on 02/15/21; Yield to Call 2.397%; Moody BAA2 S&P A-; Issued 03/08/16; Asset Class: FI & Pref
GOLDMAN SACHS GROUP INC
Coupon Rate 5.250%; Matures 07/27/2021; CUSIP 38141GGQ1
11/24/15 37,000.000 111.829
109.202
109.692 41,376.73
40,404.85 40,586.04 181.19 LT
1,943.00
345.33
4.78
Int. Semi-Annually Jan/Jul 27; Yield to Maturity 2.850%; Moody A3 S&P BBB+; Issued 07/27/11; Asset Class: FI & Pref
WILLIAMS PARTNERS LP
Coupon Rate 3.350%; Matures 08/15/2022; CUSIP 96950FAJ3
8/10/16 41,000.000 97.255
97.255
99.831 39,874.55
39,874.55 40,930.71 1,056.16 ST
1,374.00
175.50
3.35
Int. Semi-Annually Feb/Aug 15; Callable $100.00 on 05/15/22; Yield to Maturity 3.384%; Moody BAA3 S&P BBB; Issued 08/14/12; Asset Class: FI & Pref
ABBVIE INC
Coupon Rate 2.900%; Matures 11/06/2022; CUSIP 00287YAL3
7/23/14
11/28/14
11/16/15
5,000.000
2,000.000
32,000.000
97.377
97.377
98.078
98.078
96.934
96.934
99.625
99.625
99.625
4,868.85
4,868.85
1,961.56
1,961.56
31,018.88
31,018.88
4,981.25
1,992.50
31,880.00
112.40
30.94
861.12
LT
LT
LT
Total 39,000.000 37,849.29
37,849.29 38,853.75 1,004.46 LT
1,131.00
455.54
2.91
Int. Semi-Annually May/Nov 06; Yield to Maturity 2.973%; Moody BAA2 S&P A-; Issued 05/06/13; Asset Class: FI & Pref
WELLS FARGO & COMPANY
Coupon Rate 3.069%; Matures 01/24/2023; CUSIP 949746SK8
2/24/17 39,000.000 100.842
100.831
100.608 39,328.38
39,323.95 39,237.12 (86.83)ST
1,197.00
222.75
3.05
Int. Semi-Annually Jan/Jul 24; Callable $100.00 on 01/24/22; Yield to Call 2.932%; First Coupon 07/24/17; Moody A2 S&P A; Issued 01/24/17; Asset Class: FI & Pref
JP MORGAN CHASE & CO
Coupon Rate 3.200%; Matures 01/25/2023; CUSIP 46625HJH4
11/10/15
11/16/15
7,000.000
31,000.000
99.660
99.660
100.125
100.103
101.018
101.018
6,976.20
6,976.20
31,038.75
31,032.02
7,071.26
31,315.58
95.06
283.56
LT
LT
Total 38,000.000 38,014.95
38,008.22 38,386.84 378.62 LT
1,216.00
222.93
3.16
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 39 of 130
Security Description Trade Date Face Value
Orig Unit Cost
Adj Unit Cost Unit Price
Orig Total Cost
Adj Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
Int. Semi-Annually Jan/Jul 25; Yield to Maturity 3.007%; Moody A3 S&P A-; Issued 01/25/13; Asset Class: FI & Pref
ANHEUSER-BUSCH INBEV FIN
Coupon Rate 3.300%; Matures 02/01/2023; CUSIP 035242AL0
4/5/16 37,000.000 104.564
103.952
101.781 38,688.68
38,462.41 37,658.97 (803.44)ST
1,221.00
203.50
3.24
Int. Semi-Annually Feb/Aug 01; Callable $100.00 on 12/01/22; Yield to Call 2.956%; Moody A3 S&P A-; Issued 01/25/16; Asset Class: FI & Pref
AT&T INC
Coupon Rate 3.600%; Matures 02/17/2023; CUSIP 00206RCS9
6/16/16 37,000.000 103.932
103.509
101.280 38,454.84
38,298.23 37,473.60 (824.63)ST
1,332.00
162.79
3.55
Int. Semi-Annually Feb/Aug 17; Callable $100.00 on 12/17/22; Yield to Call 3.351%; Moody BAA1 (-) S&P BBB+ (-); Issued 02/09/16; Asset Class: FI & Pref
ECOPETROL SA
Coupon Rate 5.875%; Matures 09/18/2023; CUSIP 279158AC3
2/2/17 35,000.000 107.350
107.203
108.375 37,572.50
37,520.88 37,931.25 410.37 ST
2,056.00
74.25
5.42
Int. Semi-Annually Mar/Sep 18; Yield to Maturity 4.373%; Moody BAA3 S&P BBB; Issued 09/18/13; Asset Class: FI & Pref
TOYOTA MOTOR CREDIT CORP
Coupon Rate 2.250%; Matures 10/18/2023; CUSIP 89236TDK8
10/14/16 39,000.000 100.058
100.055
96.631 39,022.62
39,021.26 37,686.09 (1,335.17)ST
878.00
397.31
2.32
Int. Semi-Annually Apr/Oct 18; Yield to Maturity 2.817%; First Coupon 04/18/17; Moody AA3 S&P AA-; Issued 10/18/16; Asset Class: FI & Pref
HEALTH CARE REIT INC
Coupon Rate 4.000%; Matures 06/01/2025; CUSIP 42217KBF2
5/20/16 37,000.000 102.442
102.244
101.359 37,903.54
37,830.14 37,502.83 (327.31)ST
1,480.00
493.33
3.94
Int. Semi-Annually Jun/Dec 01; Callable $100.00 on 03/01/25; Yield to Call 3.799%; Moody BAA1 S&P BBB+; Issued 05/26/15; Asset Class: FI & Pref
BANK OF AMERICA CORP
Coupon Rate 4.450%; Matures 03/03/2026; CUSIP 06051GFU8
10/4/16 37,000.000 107.141
106.826
102.555 39,642.17
39,525.69 37,945.35 (1,580.34)ST
1,647.00
128.06
4.34
Int. Semi-Annually Mar/Sep 03; Yield to Maturity 4.105%; Moody BAA3 S&P BBB; Issued 03/03/16; Asset Class: FI & Pref
SABINE PASS LIQUEFACTION
Coupon Rate 5.875%; Matures 06/30/2026; CUSIP 785592AP1
2/28/17 39,000.000 111.762
111.681
110.259 43,587.18
43,555.72 43,001.01 (554.71)ST
2,291.00
572.81
5.32
Int. Semi-Annually Jun/Dec 31; Callable $100.00 on 12/31/25; Yield to Call 4.446%; Moody BA1 S&P BBB-; Issued 06/14/16; Asset Class: FI & Pref
CORPORATE BONDS 854,000.000 $886,867.92
$882,474.18 $880,022.73 $1,675.52
$(4,126.97)
LT
ST
$30,558.00
$6,203.44
3.47%
OTHER FIXED INCOME
Security Description Trade Date Face Value
Orig Unit Cost
Adj Unit Cost Unit Price
Orig Total Cost
Adj Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
BACCT 2014-A1 A
Coupon Rate 1.292%; Matures 06/15/2021; CUSIP 05522RCQ9
11/13/15
11/17/15
10/5/16
18,000.000
50,000.000
10,000.000
$99.684
$99.684
99.461
99.461
100.387
100.387
$100.427
100.427
100.427
$17,943.05
$17,943.05
49,730.45
49,730.45
10,038.67
10,038.67
$18,076.86
50,213.50
10,042.70
$133.81
483.05
4.03
LT
LT
ST
Total 78,000.000 77,712.17
77,712.17 78,333.06 616.86
4.03
LT
ST
1,008.00
44.79
1.28
00
0
1
7
3
M
S
A
D
S
2
5
1
0
1
1
9
3
1
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 40 of 130
Security Description Trade Date Face Value
Orig Unit Cost
Adj Unit Cost Unit Price
Orig Total Cost
Adj Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
Interest Paid Monthly May 15; Yield to Maturity 1.187%; Floater; Moody AAA S&P AAA; Issued 02/13/14; Asset Class: FI & Pref
COMET 2016-A6 A
Coupon Rate 1.820%; Matures 09/15/2022; CUSIP 14041NFH9
3/16/17 58,000.000 99.789
99.789
99.950 57,877.68
57,877.68 57,971.00 93.32 ST
1,056.00
46.91
1.82
Interest Paid Monthly Mar 15; Yield to Maturity 1.830%; S&P AAA; Issued 12/08/16; Asset Class: FI & Pref
OTHER FIXED INCOME 136,000.000 $135,589.85
$135,589.85 $136,304.06 $616.86
$97.35
LT
ST
$2,064.00
$91.70
1.51%
Percentage
of Holdings Face Value
Orig Total Cost
Adj Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
CORPORATE FIXED INCOME 990,000.000 $1,022,457.77
$1,018,064.03 $1,016,326.79 $2,292.38
$(4,029.62)
LT
ST
$32,622.00
$6,295.14
3.21%
TOTAL CORPORATE FIXED INCOME
(includes accrued interest)
52.60%$1,022,621.93
Watchlist and CreditWatch Indicators: (*) = developing/uncertain (+) = On Watchlist/CreditWatch Upgrade (-) = On Watchlist/CreditWatch Downgrade
GOVERNMENT SECURITIES
TREASURY SECURITIES
Security Description Trade Date Face Value
Orig Unit Cost
Adj Unit Cost Unit Price
Orig Total Cost
Adj Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
UNITED STATES TREASURY NOTE
Coupon Rate 0.625%; Matures 11/30/2017; CUSIP 912828UA6
10/20/16 39,000.000 $99.907
$99.907
$99.766 $38,963.57
$38,963.57 $38,908.74 $(54.83)ST
$244.00
$81.02
0.62
Int. Semi-Annually May/Nov 31; Yield to Maturity .979%; Moody AAA; Issued 11/30/12; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE
Coupon Rate 0.750%; Matures 02/15/2019; CUSIP 912828P53
2/8/17 21,000.000 99.180
99.180
99.098 20,827.80
20,827.80 20,810.58 (17.22)ST
158.00
19.14
0.75
Int. Semi-Annually Feb/Aug 15; Yield to Maturity 1.239%; Moody AAA; Issued 02/15/16; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE
Coupon Rate 1.250%; Matures 01/31/2020; CUSIP 912828H52
7/19/16
8/30/16
11/16/16
21,000.000
48,000.000
84,000.000
101.094
100.889
100.836
100.696
99.688
99.688
99.356
99.356
99.356
21,229.76
21,186.71
48,401.42
48,333.99
83,737.75
83,737.75
20,864.76
47,690.88
83,459.04
(321.95)
(643.11)
(278.71)
ST
ST
ST
3/30/17 54,000.000 99.317
99.317
99.356 53,631.02
53,631.02 53,652.24 21.22 ST
Total 207,000.000 206,999.95
206,889.47 205,666.92 (1,222.55)ST
2,588.00
421.71
1.25
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 41 of 130
Security Description Trade Date Face Value
Orig Unit Cost
Adj Unit Cost Unit Price
Orig Total Cost
Adj Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
Int. Semi-Annually Jan/Jul 31; Yield to Maturity 1.483%; Moody AAA; Issued 01/31/15; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE-INFLATION INDEXED
Coupon Rate 0.125%; Matures 04/15/2020; CUSIP 912828K33
2/15/17 37,000.000 101.586
105.270
101.491 38,744.98
38,949.81 38,932.82 (16.99)ST
48.00
21.99
0.12
Int. Semi-Annually Apr/Oct 15; Factor 1.03678000; Moody AAA; Issued 04/15/15; Current Face 38,360.860; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE
Coupon Rate 1.500%; Matures 08/15/2026; CUSIP 9128282A7
12/9/16 52,000.000 92.051
92.051
92.531 47,866.63
47,866.61 48,116.12 249.51 ST
780.00
94.80
1.62
Int. Semi-Annually Feb/Aug 15; Yield to Maturity 2.394%; Moody AAA; Issued 08/15/16; Asset Class: FI & Pref
UNITED STATES TREASURY BOND-INFLATION INDEXED
Coupon Rate 0.375%; Matures 01/15/2027; CUSIP 912828V49
2/9/17 39,000.000 99.907
100.436
99.566 38,934.39
39,170.20 39,029.16 (141.04)ST
147.00
30.45
0.37
Int. Semi-Annually Jan/Jul 15; Factor 1.00511000; Issued 01/15/17; Current Face 39,199.290; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE
Coupon Rate 2.250%; Matures 02/15/2027; CUSIP 912828V98
3/22/17
3/23/17
81,000.000
36,000.000
98.653
98.653
98.454
98.454
98.723
98.723
79,908.69
79,908.69
35,443.26
35,443.26
79,965.63
35,540.28
56.94
97.02
ST
ST
Total 117,000.000 115,351.95
115,351.95 115,505.91 153.96 ST
2,633.00
319.97
2.27
Int. Semi-Annually Feb/Aug 15; Yield to Maturity 2.396%; Moody AAA; Issued 02/15/17; Asset Class: FI & Pref
TREASURY SECURITIES 512,000.000 $507,689.27
$508,019.41 $506,970.25 $(1,049.16)ST
$6,598.00
$989.08
1.30%
FEDERAL AGENCIES
Security Description Trade Date Face Value
Orig Unit Cost
Adj Unit Cost Unit Price
Orig Total Cost
Adj Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
FED NATL MTG ASSN
Coupon Rate 1.750%; Matures 11/26/2019; CUSIP 3135G0ZY2
7/24/15
11/10/15
5/12/16
2,000.000
7,000.000
29,000.000
$100.755
$100.468
100.541
100.359
102.293
101.726
$100.647
100.647
100.647
$2,015.09
$2,009.35
7,037.87
7,025.12
29,664.97
29,500.65
$2,012.94
7,045.29
29,187.63
$3.59
20.17
(313.02)
LT
LT
ST
9/14/16 58,000.000 102.300
101.911
100.647 59,334.12
59,108.62 58,375.26 (733.36)ST
Total 96,000.000 98,052.05
97,643.74 96,621.12 23.76
(1,046.38)
LT
ST
1,680.00
583.33
1.73
Int. Semi-Annually May/Nov 26; Yield to Maturity 1.500%; Moody AAA S&P AA+; Issued 11/07/14; Asset Class: FI & Pref
INTL BK FOR RECON & DEV
Coupon Rate 1.375%; Matures 05/24/2021; CUSIP 459058FH1
9/16/16 40,000.000 99.936
99.936
97.516 39,974.40
39,974.40 39,006.40 (968.00)ST
550.00 1.41
Int. Semi-Annually May/Nov 24; Yield to Maturity 2.002%; Moody AAA S&P AAA; Issued 05/24/16; Asset Class: FI & Pref
00
0
1
7
3
M
S
A
D
S
2
5
1
0
1
1
9
3
2
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 42 of 130
Security Description Trade Date Face Value
Orig Unit Cost
Adj Unit Cost Unit Price
Orig Total Cost
Adj Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
FHLMC 30 YR GOLD G08749
Coupon Rate 4.000%; Matures 01/01/2047; CUSIP 3128MJZP8
2/9/17 92,000.000 105.410
105.410
104.973 96,665.83
96,134.37 95,735.64 (398.73)ST
3,648.00
304.00
3.81
Interest Paid Monthly Jan 01; Yield to Maturity 3.722%; Factor .99130713; Issued 01/01/17; Current Face 91,200.256; Asset Class: FI & Pref
FEDERAL NATIONAL MTG ASSN POOL MA2896
Coupon Rate 3.500%; Matures 02/01/2047; CUSIP 31418CGE8
2/7/17 95,000.000 102.668
102.668
102.349 97,317.45
96,990.10 96,688.74 (301.36)ST
3,306.00
275.53
3.41
Interest Paid Monthly Jan 01; Yield to Maturity 3.374%; Factor .99441738; Issued 01/01/17; Current Face 94,469.651; Asset Class: FI & Pref
FEDERAL AGENCIES 323,000.000 $332,009.73
$330,742.61 $328,051.90 $23.76
$(2,714.47)
LT
ST
$9,184.00
$1,162.86
2.80%
Percentage
of Holdings Face Value
Orig Total Cost
Adj Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
GOVERNMENT SECURITIES 835,000.000 $839,699.00
$838,762.02 $835,022.15 $23.76
$(3,763.63)
LT
ST
$15,782.00
$2,151.94
1.89%
TOTAL GOVERNMENT SECURITIES
(includes accrued interest)
43.06%$837,174.09
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $1,856,826.05 $1,935,855.11 $2,316.14
$(7,793.25)
LT
ST
$48,410.00
$8,447.08
2.49%
TOTAL VALUE (includes accrued interest)100.00%$1,944,302.19
Unrealized Gain/(Loss) totals only reflect positions that have both cost basis and market value information available. Cash, MMF, Deposits and positions stating 'Please Provide' or 'Pending Corporate Actions' are not
included.
ALLOCATION OF ASSETS (^includes accrued interest)
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $84,506.17 ——————
Corporate Fixed Income^——$1,022,621.93 ————
Government Securities^——837,174.09 ————
TOTAL ALLOCATION OF ASSETS^$84,506.17 —$1,859,796.02 ————
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 43 of 130
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
3/1 3/1 Sold US TSY NOTE 1625 26MY15 ACTED AS AGENT
ACCRUED INTEREST 204.61
a/o 02/28/17
43,000.000 $93.8629 $40,565.66
3/1 3/3 Bought SABINE PASS LIQUE 5875 26JN30 ACTED AS AGENT
ACCRUED INTEREST 400.97
a/o 02/28/17
39,000.000 111.7620 (43,988.15)
3/2 3/3 Sold US TSY NOTE 0875 18OC15 ACTED AS AGENT
ACCRUED INTEREST 86.87
26,000.000 99.4645 25,947.64
3/2 3/3 Sold US TSY NOTE 0750 19FB15 ACTED AS AGENT
ACCRUED INTEREST 5.97
18,000.000 98.9059 17,809.03
3/2 3/3 Sold US TSY NOTE 0625 17NV30 ACTED AS AGENT
ACCRUED INTEREST 1.60
1,000.000 99.7965 999.57
3/2 3/7 Bought DOW CHEMICAL CO 8550 19MY15 ACTED AS AGENT
ACCRUED INTEREST 877.80
33,000.000 113.8340 (38,443.02)
3/16 3/17 Sold US TSY NOTE 1250 20JA31 ACTED AS AGENT
ACCRUED INTEREST 60.60
39,000.000 99.0778 38,700.94
3/16 3/17 Sold US TSY NOTE 0875 19SP15 ACTED AS AGENT
ACCRUED INTEREST .86
18,000.000 98.4997 17,730.81
3/16 3/21 Bought COMET 2016-A6 A 1820 *22SPRG ACTED AS AGENT
ACCRUED INTEREST 17.59
58,000.000 99.7891 (57,895.27)
3/22 3/23 Sold US TSY NOTE 1625 26MY15 ACTED AS AGENT
ACCRUED INTEREST 384.97
67,000.000 93.7379 63,189.36
3/22 3/23 Bought US TSY NOTE 2250 27FB15 ACTED AS AGENT
ACCRUED INTEREST 181.24
81,000.000 98.6527 (80,089.93)
3/23 3/24 Sold US TSY NOTE 1250 20JA31 ACTED AS AGENT
ACCRUED INTEREST 55.66
31,000.000 99.2770 30,831.53
3/23 3/24 Bought US TSY NOTE 2250 27FB15 ACTED AS AGENT
ACCRUED INTEREST 82.79
36,000.000 98.4535 (35,526.05)
3/23 3/28 Sold CITIGROUP INC 3200 *26OC21 ACTED AS AGENT
ACCRUED INTEREST 558.22
40,000.000 95.3950 38,716.22
3/23 3/28 Bought CITIGROUP INC 2500 19JL29 ACTED AS AGENT
ACCRUED INTEREST 155.69
38,000.000 100.8830 (38,491.23)
3/30 3/31 Sold US TSY NOTE 1500 26AU15 ACTED AS AGENT
ACCRUED INTEREST 30.99
17,000.000 92.4918 15,754.60
3/30 4/4 Sold COMET 2016-A3 1250 22APRG ACTED AS AGENT
ACCRUED INTEREST 44.86
68,000.000 99.0664 67,410.01
3/30 4/4 Bought US TSY NOTE 1250 20JA31 ACTED AS AGENT
ACCRUED INTEREST 117.47
54,000.000 99.3167 (53,748.49)
00
0
1
7
3
M
S
A
D
S
2
5
1
0
1
1
9
3
3
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 44 of 130
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS (CONTINUED)
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $9,473.23
TOTAL PURCHASES $(348,182.14)
TOTAL SALES AND REDEMPTIONS $357,655.37
Purchase and Sale transactions above may have received an average price execution. Details regarding the actual prices are available upon request.
UNSETTLED PURCHASES/SALES ACTIVITY
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price
Pending
Credits/(Debits)
3/30 4/4 Sold COMET 2016-A3 1250 22APRG UNSETTLED SALE 68,000.000 $99.0664 $67,410.01
3/30 4/4 Bought US TSY NOTE 1250 20JA31 UNSETTLED PURCHASE 54,000.000 99.3167 (53,748.49)
NET UNSETTLED PURCHASES/SALES $13,661.52
This section displays transactions that have not settled during this statement period. The Holdings section includes positions purchased and omits positions sold or sold short as of the trade-date. The unit/share
price for unsettled fixed income new issues in the Holdings section may be approximate in advance of active market pricing or pricing from third party pricing services.
RETURN OF PRINCIPAL
Activity Date Activity Type Description Comments Credits/(Debits)
3/15 Principal Payment FHLMC 30G G08749 4000 47JA01 CUSIP: 3128MJZP8 $504.18
3/27 Principal Payment FNMA POOL MA2896 3500 47FB01 CUSIP: 31418CGE8 318.84
TOTAL RETURN OF PRINCIPAL $823.02
TAXABLE INCOME AND DISTRIBUTIONS
Activity Date Activity Type Description Comments Credits/(Debits)
3/3 Interest Income BANK OF AMERICA C 4450 26MH03 CUSIP: 06051GFU8 $823.25
3/15 Interest Income VERIZON CMMNCTNS 4500 20SP15 CUSIP: 92343VBQ6 765.00
3/15 Interest Income CONOCOPHILLIPS CO 4200 *21MH15 CUSIP: 20826FAS5 756.00
3/15 Interest Income FHLMC 30G G08749 4000 47JA01 CUSIP: 3128MJZP8 305.68
3/15 Interest Income US TSY NOTE 0875 19SP15 CUSIP: 9128282G4 78.75
3/15 Interest Income COMET 2016-A3 1250 22APRG CUSIP: 14041NFE6 75.93
3/15 Interest Income BACCT 2014-A1 A 1150 *21JNRG CUSIP: 05522RCQ9 69.77
3/20 Interest Income ECOPETROL SA 5875 23SP18 CUSIP: 279158AC3 1,028.13
3/27 Interest Income BP CAP MRKT PLC 2241 18SP26 CUSIP: 05565QCG1 425.79
3/27 Interest Income FNMA POOL MA2896 3500 47FB01 CUSIP: 31418CGE8 276.46
3/27 Interest Income VODAFONE GROUP 1250 17SP26 CUSIP: 92857WAY6 225.00
3/31 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 03/01-03/31)
0.66
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $4,830.42
TOTAL INTEREST $4,830.42
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 45 of 130
CASH RELATED ACTIVITY
OTHER CREDITS AND DEBITS
Activity Date Activity Type Description Comments Credits/(Debits)
3/8 Service Fee Adj ADVISORY FEE REBATE $2,383.84
3/8 Service Fee ADVISORY FEE REBATE (1,774.64)
3/16 Service Fee ADVISORY INCEPTION FEE (557.27)
TOTAL OTHER CREDITS AND DEBITS $51.93
TOTAL OTHER DEBITS $51.93
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
3/2 Automatic Investment BANK DEPOSIT PROGRAM $42,604.92
3/3 Automatic Investment BANK DEPOSIT PROGRAM 823.25
3/6 Automatic Investment BANK DEPOSIT PROGRAM 768.09
3/7 Automatic Redemption BANK DEPOSIT PROGRAM (38,443.02)
3/9 Automatic Investment BANK DEPOSIT PROGRAM 609.20
3/15 Automatic Investment BANK DEPOSIT PROGRAM 2,249.63
3/16 Automatic Investment BANK DEPOSIT PROGRAM 305.68
3/17 Automatic Redemption BANK DEPOSIT PROGRAM (557.27)
3/20 Automatic Investment BANK DEPOSIT PROGRAM 57,459.88
3/21 Automatic Redemption BANK DEPOSIT PROGRAM (57,895.27)
3/23 Automatic Redemption BANK DEPOSIT PROGRAM (16,900.57)
3/24 Automatic Redemption BANK DEPOSIT PROGRAM (4,694.52)
3/27 Automatic Investment BANK DEPOSIT PROGRAM 969.63
3/28 Automatic Investment BANK DEPOSIT PROGRAM 276.46
3/29 Automatic Investment BANK DEPOSIT PROGRAM 224.99
3/31 Automatic Investment BANK DEPOSIT PROGRAM 0.66
NET ACTIVITY FOR PERIOD $(12,198.26)
REALIZED GAIN/(LOSS) DETAIL
SHORT-TERM GAIN/(LOSS)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
CITIGROUP INC 3.200 10-21-26 11/28/16 03/23/17 40,000.000 $38,158.00 $38,380.80 $(222.80)
COMET 2016-A3 1 1/4 4-15-22 02/15/17 03/30/17 68,000.000 67,365.15 67,335.91 29.24
US TSY NOTE 3/4 2-15-19 02/08/17 03/02/17 18,000.000 17,803.06 17,852.40 (49.34)
US TSY NOTE 5/8 11-30-17 10/20/16 03/02/17 1,000.000 997.97 999.07 (1.10)
US TSY NOTE 7/8 9-15-19 10/07/16 03/16/17 18,000.000 17,729.95 17,940.29 (210.34)
US TSY NOTE 7/8 10-15-18 09/14/16 03/02/17 26,000.000 25,860.77 26,031.70 (170.93)
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CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 46 of 130
SHORT-TERM GAIN/(LOSS) (CONTINUED)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
US TSY NOTE 1 1/2 8-15-26 12/09/16 03/30/17 17,000.000 15,723.61 15,648.70 74.91
US TSY NOTE 1 1/4 1-31-20 03/29/16 03/16/17 19,000.000 18,824.78 19,030.25 (205.47)
04/05/16 03/16/17 20,000.000 19,815.56 20,129.50 (313.94)
04/05/16 03/23/17 8,000.000 7,942.16 8,051.45 (109.29)
06/27/16 03/23/17 11,000.000 10,920.47 11,138.52 (218.05)
07/19/16 03/23/17 12,000.000 11,913.24 12,106.56 (193.32)
US TSY NOTE 1 5/8 5-15-26 07/06/16 03/22/17 7,000.000 6,561.65 7,144.58 (582.93)
08/19/16 03/22/17 18,000.000 16,872.82 18,051.19 (1,178.37)
09/01/16 03/22/17 17,000.000 15,935.44 17,056.65 (1,121.21)
11/16/16 03/22/17 25,000.000 23,434.48 23,663.18 (228.70)
Short-Term This Period $315,859.11 $320,560.75 $(4,701.64)
Short-Term Year to Date $855,020.69 $872,233.93 $(17,213.24)
MISSING COST
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
FHLMC 30G G08749 4.000 1-01-47 03/15/17 504.180 504.18 Please Provide N/A
FNMA POOL MA2896 3 1/2 2-01-47 03/25/17 318.840 318.84 Please Provide N/A
Missing Cost This Period $823.02 N/A N/A
Missing Cost Year to Date $823.02 N/A N/A
Net Realized Gain/(Loss) This Period $316,682.13 $320,560.75 $(4,701.64)
Net Realized Gain/(Loss) Year to Date $934,838.55 $950,189.04 $(16,173.51)
Treasury regulations require that we report on Form 1099-B a) adjusted cost basis on the sale of covered securities acquired on or after 1/1/11 (or the applicable date for the type of security), b) the gain or loss as
either long-term or short-term, and c) basis adjustments on covered securities due to wash sales, certain corporate actions and transfers by gift or inheritance. This section may not reflect all the basis adjustments
required when filing your tax return. Refer to the Expanded Disclosures.
MESSAGES
Consolidated Statement of Financial Condition (In Millions of Dollars)
At December 31, 2016 Morgan Stanley Smith Barney LLC had net capital of $3,946 which exceeded the Securities and Exchange Commission's minimum requirement by $3,797. A copy of the Morgan Stanley Smith
Barney LLC Consolidated Statement of Financial Condition at December 31, 2016 can be viewed online at:
http://www.morganstanley.com/about-us-ir/shareholder/morganstanley_smithbarney_llc.pdf or may be mailed to you at no cost by calling 1 (866) 825-1675, after March 15, 2017.
Settlement Cycle Change to Trade Date Plus Two (T+2)
On September 5, 2017, the settlement cycle for equities, corporate and municipal bonds, and unit investment trusts traded in the United States, Canada and Mexico will change from a three day to a two day cycle.
Upon the effective date, you will be required to fund purchases and make deliveries of securities for sales on trade date plus two business days.
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 47 of 130
Make Your Annual IRA Contribution
The deadline to make your 2016 IRA contribution is April 18, 2017, so there is still time to contribute to a Traditional or Roth IRA, subject to IRS eligibility requirements (including any applicable age or income
restrictions). The maximum contribution is the lesser of (a) your taxable compensation for 2016, or (b) $5,500 (or $6,500 if you are age 50 or older) for 2016. These limits apply to all your IRAs combined. Your
Financial Advisor or Private Wealth Advisor can help you open a new IRA or fund an existing one. You can even move funds from an existing Morgan Stanley non-retirement account to fund your contribution. Speak
with your Financial Advisor or Private Wealth Advisor about making an IRA contribution for 2017 at the same time and take advantage of a year of additional potential growth.
Introducing Market Value Over Time Chart
Morgan Stanley Online has added a Historical Value graph on the Home Page, which displays your account’s month-end Total Value, Net Invested Capital and Investment Earnings. Under Portfolio Reports, this graph
is customizable by custom date range and will update month-end values for any adjustments made to the account. Therefore, starting with the January 2017 month-end statement, we replaced the current Change in
Value Over Time graph with a Market Value Over Time bar chart, which displays the month-end Total Value for a rolling thirteen months.
"Physical Security Restricted Legend Removal" Fee
As a reminder, effective May 1, 2017, clients who request the removal of a restricted legend from their physical security will be charged a $300 processing fee. This fee represents the processing expense incurred by
the transfer agent and custodian, which was previously absorbed by Morgan Stanley.
Sign up for eDelivery of your Account Documents Today
Receiving documents through eDelivery is secure, convenient, green and may even help you save on annual account fees. Accounts enrolled in eDelivery of all eligible account documents for every account within their
Account Link Group may qualify for a reduced annual fee. Contact your Financial Advisor or Private Wealth Advisor for additional details regarding annual account fees.
Simply visit www.morganstanley.com/edelivery to set your eDelivery preferences today. Please note, if you have not already done so, you will first need to register for Morgan Stanley Online prior to making your
eDelivery selections.
Important Information About Advisory Accounts
Please notify your Financial Advisor if there have been any changes in your financial situation or investment objectives, or if you wish to impose any reasonable restrictions on the management of your Investment
Advisory accounts, or to reasonably modify existing restrictions.
For a copy of the applicable ADV Brochure for Morgan Stanley Smith Barney LLC, or for any investment adviser with whom we contract to manage your investment advisory account, please visit
www.morganstanley.com/ADV, or contact your Financial Advisor. These ADV Brochures contain important information about advisory programs.
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CONSOLIDATED
SUMMARY
PERSONAL
ACCOUNTS
RETIREMENT
ACCOUNTS
EDUCATION
ACCOUNTS
TRUST
ACCOUNTS
BUSINESS
ACCOUNTS
Select UMA Active Assets Account
660-110174-095
CHANGE IN VALUE OF YOUR ACCOUNTS (includes accrued interest)
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)
TOTAL BEGINNING VALUE $1,282,405.00 $1,228,581.20
Normal Contributions ——
Debits 93.16 (1,875.94)
Security Transfers ——
Net Credits/Debits/Transfers $93.16 $(1,875.94)
Change in Value (9,018.79)46,774.11
TOTAL ENDING VALUE $1,273,479.37 $1,273,479.37
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period March 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
MAR APR MAY JUN JUL AUG SEP OCT NOV DEC JAN FEB MAR
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This chart does not reflect corrections to Market Value made subsequent to the dates depicted. It may
exclude transactions in Annuities or positions where we are not the custodian, which could delay the
reporting of Market Value.
2016 2017
Page 49 of 130
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Alternatives
Market Value Percentage
Cash $16,286.82 1.28
Equities 1,221,358.49 95.91
Alternatives 35,834.06 2.81
TOTAL VALUE $1,273,479.37 100.00%
FDIC rules apply and Bank Deposits are eligible for FDIC insurance but are not covered by SIPC. Cash
and securities (including MMFs) are eligible for SIPC coverage. See Expanded Disclosures.
Values may include assets externally held, which are provided to you as a courtesy, and may not be
covered by SIPC. For additional information, refer to the corresponding section of this statement.
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
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CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 50 of 130
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 2/28/17)
This Period
(as of 3/31/17)
Cash, BDP, MMFs $17,231.07 $18,290.65
Stocks 1,264,140.98 1,257,192.55
Net Unsettled Purchases/Sales 1,032.95 (2,003.83)
Total Assets $1,282,405.00 $1,273,479.37
Total Liabilities (outstanding balance)——
TOTAL VALUE $1,282,405.00 $1,273,479.37
CASH FLOW
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)
OPENING CASH, BDP, MMFs $17,231.07 $23,548.92
Purchases (12,920.05)(42,018.73)
Sales and Redemptions 6,295.14 27,910.57
Prior Net Unsettled Purch/Sales 1,032.95 N/A
Net Unsettled Purch/Sales 2,003.83 2,003.83
Income and Distributions 4,554.55 8,722.00
Total Investment Related Activity $966.42 $(3,382.33)
Other Debits 93.16 (1,875.94)
Total Cash Related Activity $93.16 $(1,875.94)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $18,290.65 $18,290.65
INCOME AND DISTRIBUTION SUMMARY
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)
Qualified Dividends $4,492.61 $8,407.78
Other Dividends 61.79 313.78
Interest 0.15 0.44
Total Taxable Income And Distributions $4,554.55 $8,722.00
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $4,554.55 $8,722.00
Taxable and tax exempt income classifications are based on the characteristics of the underlying
securities and not the taxable status of the account.
GAIN/(LOSS) SUMMARY
Realized This Period
(3/1/17-3/31/17)
Realized This Year
(1/1/17-3/31/17)
Unrealized
Inception to Date
(as of 3/31/17)
Short-Term Gain $184.49 $578.12 $29,635.85
Short-Term (Loss)—(59.58)(5,170.78)
Total Short-Term $184.49 $518.54 $24,465.07
Long-Term Gain 649.23 1,563.46 147,101.45
Long-Term (Loss)—(778.53)(15,705.07)
Total Long-Term $649.23 $784.93 $131,396.38
TOTAL GAIN/(LOSS)$833.72 $1,303.47 $155,861.45
The Gain/(Loss) Summary, which may change due to basis adjustments, is provided for informational
purposes and should not be used for tax preparation. Refer to Gain/(Loss) in the Expanded Disclosures.
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110174-095
Investment Objectives †: Capital Appreciation,Income Investment Advisory Account
Manager:JP Morgan - Equity Income SMA
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 51 of 130
† Inform us if your investment objectives, as defined in the Expanded Disclosures, change.
HOLDINGS
This section reflects positions purchased/sold on a trade date basis. "Market Value" and "Unrealized Gain/(Loss)" may not reflect the value that could be obtained in the market. Fixed Income securities are sorted
by maturity or pre-refunding date, and alphabetically within date. Estimated Annual Income a) is calculated on a pre-tax basis, b) does not include any reduction for applicable non-US withholding taxes, c) may
include return of principal or capital gains which could overstate such estimates, and d) for securities that have a defined maturity date within the next 12 months, is reflected only through maturity date. Actual
income or yield may be lower or higher than the estimates. Current yield reflects the income generated by an investment, and does not reflect changes in its price. Structured Investments, identified on the
Position Description Details line as "Asset Class: Struct Inv," may appear in various statement product categories. When displayed, the accrued interest, annual income and current yield for those with a
contingent income feature (e.g., Range Accrual Notes or Contingent Income Notes) are estimates and assume specified accrual conditions are met during the relevant period and payment in full of all contingent
interest. For Floating Rate Securities, the accrued interest, annual income and current yield are estimates based on the current floating coupon rate and may not reflect historic rates within the accrual period.
CASH, BANK DEPOSIT PROGRAM AND MONEY MARKET FUNDS
Cash, Bank Deposit Program, and Money Market Funds are generally displayed on a settlement date basis. You have the right to instruct us to liquidate your bank deposit balance(s) or shares of any money market
fund balance(s) at any time and have the proceeds of such liquidation remitted to you. Estimated Annual Income, Accrued Interest, and APY% will only be displayed for fully settled positions.
Description Market Value
7-Day
Current Yield %Est Ann Income APY %
MORGAN STANLEY PRIVATE BANK NA #$18,290.65 —$2.00 0.010
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs $18,290.65 $2.00
NET UNSETTLED PURCHASES/SALES $(2,003.83)
CASH, BDP, AND MMFs (PROJECTED SETTLED BALANCE)1.28%$16,286.82
# Bank Deposits are held at Morgan Stanley Bank, N.A. and/or Morgan Stanley Private Bank, National Association, affiliates of Morgan Stanley Smith Barney LLC and each a national bank and FDIC member.
The “Projected Settled Balance” includes accrued interest on deposits and reflects the impact of unsettled purchases/sales.
STOCKS
COMMON STOCKS
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
3M COMPANY (MMM) 11/9/15
2/16/16
51.000
7.000
$157.130
155.644
$191.330
191.330
$8,013.63
1,089.51
$9,757.83
1,339.31
$1,744.20
249.80
LT
LT
Total 58.000 9,103.14 11,097.14 1,994.00 LT 273.00 2.46
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CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 52 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 06/2017; Asset Class: Equities
ABBOTT LABORATORIES (ABT) 10/22/14
2/16/16
5/2/16
170.000
16.000
36.000
41.922
37.969
38.969
44.410
44.410
44.410
7,126.70
607.50
1,402.89
7,549.70
710.56
1,598.76
423.00
103.06
195.87
LT
LT
ST
Total 222.000 9,137.09 9,859.02 526.06
195.87
LT
ST
235.00 2.38
Next Dividend Payable 05/2017; Asset Class: Equities
ABBVIE INC COM (ABBV) 4/6/15 31.000 57.769 65.160 1,790.84 2,019.96 229.12 LT 79.00 3.91
Next Dividend Payable 05/2017; Asset Class: Equities
ACCENTURE PLC IRELAND CL A (ACN) 11/9/15 54.000 104.660 119.880 5,651.64 6,473.52 821.88 LT 131.00 2.02
Next Dividend Payable 05/2017; Asset Class: Equities
ALEXANDRIA REAL ESTATE EQ INC (ARE) 11/9/15 28.000 86.272 110.520 2,415.61 3,094.56 678.95 LT R 93.00 3.00
Next Dividend Payable 04/17/17; Asset Class: Alt
ALTRIA GROUP INC (MO) 11/9/15
2/16/16
207.000
36.000
56.930
60.300
71.420
71.420
11,784.61
2,170.80
14,783.94
2,571.12
2,999.33
400.32
LT
LT
Total 243.000 13,955.41 17,355.06 3,399.65 LT 593.00 3.41
Next Dividend Payable 04/10/17; Asset Class: Equities
AMERIPRISE FINCL INC (AMP) 11/17/15 43.000 113.969 129.680 4,900.65 5,576.24 675.59 LT 129.00 2.31
Next Dividend Payable 05/2017; Asset Class: Equities
ANALOG DEVICES INC (ADI) 11/9/15
3/2/17
149.000
49.000
60.769
83.547
81.950
81.950
9,054.54
4,093.79
12,210.55
4,015.55
3,156.01
(78.24)
LT
ST
Total 198.000 13,148.33 16,226.10 3,156.01
(78.24)
LT
ST
356.00 2.19
Next Dividend Payable 06/2017; Asset Class: Equities
APPLE INC (AAPL) 11/9/15
2/16/16
177.000
31.000
120.243
96.317
143.660
143.660
21,282.96
2,985.83
25,427.82
4,453.46
4,144.86
1,467.63
LT
LT
Total 208.000 24,268.79 29,881.28 5,612.49 LT 474.00 1.58
Next Dividend Payable 05/2017; Asset Class: Equities
ARTHUR J GALLAGHER (AJG) 11/9/15
3/13/17
125.000
18.000
43.483
56.877
56.540
56.540
5,435.41
1,023.79
7,067.50
1,017.72
1,632.09
(6.07)
LT
ST
Total 143.000 6,459.20 8,085.22 1,632.09
(6.07)
LT
ST
223.00 2.75
Next Dividend Payable 06/2017; Asset Class: Equities
AUTOMATIC DATA PROCESSING INC (ADP) 11/9/15
2/16/16
80.000
7.000
86.393
83.874
102.390
102.390
6,911.43
587.12
8,191.20
716.73
1,279.77
129.61
LT
LT
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 53 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 87.000 7,498.55 8,907.93 1,409.38 LT 198.00 2.22
Next Dividend Payable 04/01/17; Asset Class: Equities
AVALONBAY COMM INC (AVB) 11/9/15
2/16/16
5/10/16
42.000
5.000
8.000
169.190
164.842
192.080
183.600
183.600
183.600
7,105.98
824.21
1,536.64
7,711.20
918.00
1,468.80
605.22
93.79
(67.84)
LT
LT
ST
Total 55.000 9,466.83 10,098.00 699.01
(67.84)
LT
ST
312.00 3.08
Next Dividend Payable 04/17/17; Asset Class: Alt
BANK OF AMERICA CORP (BAC) 7/27/16
8/15/16
8/30/16
814.000
239.000
144.000
14.631
15.010
15.935
23.590
23.590
23.590
11,909.80
3,587.39
2,294.68
19,202.26
5,638.01
3,396.96
7,292.46
2,050.62
1,102.28
ST
ST
ST
11/4/16 355.000 16.695 23.590 5,926.73 8,374.45 2,447.72 ST
12/1/16 70.000 21.847 23.590 1,529.30 1,651.30 122.00 ST
Total 1,622.000 25,247.90 38,262.98 13,015.08 ST 487.00 1.27
Next Dividend Payable 06/2017; Asset Class: Equities
BB & T CORP (BBT) 10/22/14
1/6/15
12/2/15
41.000
242.000
26.000
36.349
36.810
38.459
44.700
44.700
44.700
1,490.30
8,907.95
999.93
1,832.70
10,817.40
1,162.20
342.40
1,909.45
162.27
LT
LT
LT
2/16/16 16.000 32.788 44.700 524.60 715.20 190.60 LT
12/9/16 67.000 46.725 44.700 3,130.57 2,994.90 (135.67)ST
Total 392.000 15,053.35 17,522.40 2,604.72
(135.67)
LT
ST
470.00 2.68
Next Dividend Payable 06/2017; Asset Class: Equities
BECTON DICKINSON & CO (BDX) 11/9/15
2/16/16
4/22/16
47.000
7.000
12.000
152.187
142.173
159.086
183.440
183.440
183.440
7,152.78
995.21
1,909.03
8,621.68
1,284.08
2,201.28
1,468.90
288.87
292.25
LT
LT
ST
Total 66.000 10,057.02 12,107.04 1,757.77
292.25
LT
ST
193.00 1.59
Next Dividend Payable 06/2017; Asset Class: Equities
BEST BUY CO (BBY) 11/9/15
3/13/17
131.000
21.000
35.316
44.808
49.150
49.150
4,626.33
940.96
6,438.65
1,032.15
1,812.32
91.19
LT
ST
Total 152.000 5,567.29 7,470.80 1,812.32
91.19
LT
ST
207.00 2.77
Next Dividend Payable 04/12/17; Asset Class: Equities
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CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 54 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
BLACKROCK INC (BLK) 11/9/15
12/15/15
2/16/16
50.000
7.000
3.000
349.118
325.244
314.557
383.510
383.510
383.510
17,455.92
2,276.71
943.67
19,175.50
2,684.57
1,150.53
1,719.58
407.86
206.86
LT
LT
LT
4/22/16 6.000 368.615 383.510 2,211.69 2,301.06 89.37 ST
Total 66.000 22,887.99 25,311.66 2,334.30
89.37
LT
ST
660.00 2.60
Next Dividend Payable 06/2017; Asset Class: Equities
BOSTON PROPERTIES INC (BXP) 2/16/16
3/11/16
14.000
24.000
109.950
120.098
132.410
132.410
1,539.30
2,882.34
1,853.74
3,177.84
314.44
295.50
LT
LT
Total 38.000 4,421.64 5,031.58 609.94 LT 114.00 2.26
Next Dividend Payable 04/28/17; Asset Class: Alt
BRISTOL MYERS SQUIBB CO (BMY) 11/9/15
2/16/16
179.000
13.000
64.769
62.057
54.380
54.380
11,593.58
806.74
9,734.02
706.94
(1,859.56)
(99.80)
LT
LT
Total 192.000 12,400.32 10,440.96 (1,959.36)LT 300.00 2.87
Next Dividend Payable 05/2017; Asset Class: Equities
CAPITAL ONE FINANCIAL CORP (COF) 1/16/15
7/28/15
2/23/16
47.000
36.000
41.000
76.305
78.973
65.879
86.660
86.660
86.660
3,586.34
2,843.02
2,701.03
4,073.02
3,119.76
3,553.06
486.68
276.74
852.03
LT
LT
LT
12/9/16 27.000 89.799 86.660 2,424.56 2,339.82 (84.74)ST
Total 151.000 11,554.95 13,085.66 1,615.45
(84.74)
LT
ST
242.00 1.84
Next Dividend Payable 05/2017; Asset Class: Equities
CHEVRON CORP (CVX) 11/9/15
11/9/15
2/16/16
131.000
10.000
49.000
92.422
92.422
84.320
107.370
107.370
107.370
12,107.24
924.22
4,131.68
14,065.47
1,073.70
5,261.13
1,958.23
149.48
1,129.45
LT
LT
LT
4/13/16 23.000 97.547 107.370 2,243.57 2,469.51 225.94 ST
4/22/16 9.000 102.160 107.370 919.44 966.33 46.89 ST
11/1/16 30.000 106.339 107.370 3,190.18 3,221.10 30.92 ST
1/3/17 15.000 117.528 107.370 1,762.92 1,610.55 (152.37)ST
2/14/17 25.000 111.900 107.370 2,797.50 2,684.25 (113.25)ST
2/28/17 24.000 111.981 107.370 2,687.54 2,576.88 (110.66)ST
Total 316.000 30,764.29 33,928.92 3,237.16
(72.53)
LT
ST
1,365.00 4.02
Next Dividend Payable 06/2017; Asset Class: Equities
CHUBB LTD (CB) 11/9/15
2/16/16
67.000
6.000
112.204
115.673
136.250
136.250
7,517.67
694.04
9,128.75
817.50
1,611.08
123.46
LT
LT
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 55 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 73.000 8,211.71 9,946.25 1,734.54 LT 201.00 2.02
Next Dividend Payable 04/21/17; Asset Class: Equities
CINCINNATI FINANCIAL OHIO (CINF) 11/9/15
2/16/16
65.000
9.000
60.074
61.982
72.270
72.270
3,904.81
557.84
4,697.55
650.43
792.74
92.59
LT
LT
Total 74.000 4,462.65 5,347.98 885.33 LT 148.00 2.76
Next Dividend Payable 04/14/17; Asset Class: Equities
CINEMARK HOLDINGS INC. (CNK) 11/9/15
3/13/17
122.000
15.000
36.954
43.953
44.340
44.340
4,508.35
659.30
5,409.48
665.10
901.13
5.80
LT
ST
Total 137.000 5,167.65 6,074.58 901.13
5.80
LT
ST
159.00 2.61
Next Dividend Payable 06/2017; Asset Class: Equities
CME GROUP INC (CME) 11/9/15 210.000 97.152 118.800 20,401.84 24,948.00 4,546.16 LT 554.00 2.22
Next Dividend Payable 06/2017; Asset Class: Equities
CMS ENERGY CP (CMS) 11/9/15
2/16/16
194.000
34.000
34.269
38.860
44.740
44.740
6,648.16
1,321.25
8,679.56
1,521.16
2,031.40
199.91
LT
LT
Total 228.000 7,969.41 10,200.72 2,231.31 LT 303.00 2.97
Next Dividend Payable 05/2017; Asset Class: Equities
COCA COLA CO (KO) 4/24/15 145.000 40.958 42.440 5,938.87 6,153.80 214.93 LT 215.00 3.49
Next Dividend Payable 04/03/17; Asset Class: Equities
COMCAST CORP (NEW) CLASS A (CMCSA) 11/9/15
12/2/15
2/16/16
194.000
56.000
22.000
30.639
30.300
28.734
37.590
37.590
37.590
5,944.02
1,696.78
632.14
7,292.46
2,105.04
826.98
1,348.44
408.26
194.84
LT
LT
LT
Total 272.000 8,272.94 10,224.48 1,951.54 LT 171.00 1.67
Next Dividend Payable 04/2017; Asset Class: Equities
CONOCOPHILLIPS (COP) 11/9/15
5/10/16
6/7/16
245.000
39.000
53.000
54.730
42.162
47.428
49.870
49.870
49.870
13,408.97
1,644.31
2,513.70
12,218.15
1,944.93
2,643.11
(1,190.82)
300.62
129.41
LT
ST
ST
6/22/16 50.000 44.080 49.870 2,203.99 2,493.50 289.51 ST
11/2/16 54.000 43.105 49.870 2,327.67 2,692.98 365.31 ST
11/9/16 39.000 45.773 49.870 1,785.14 1,944.93 159.79 ST
11/18/16 85.000 44.940 49.870 3,819.90 4,238.95 419.05 ST
Total 565.000 27,703.68 28,176.55 (1,190.82)
1,663.69
LT
ST
599.00 2.12
Next Dividend Payable 06/2017; Asset Class: Equities
CULLEN FROST BANKERS INC (CFR) 11/17/15 75.000 69.508 88.970 5,213.10 6,672.75 1,459.65 LT 162.00 2.42
Next Dividend Payable 06/2017; Asset Class: Equities
00
0
1
7
3
M
S
A
D
S
2
5
1
0
1
1
9
3
9
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 56 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
DISCOVER FINCL SVCS (DFS) 11/9/15
12/2/15
4/25/16
35.000
18.000
53.000
56.990
56.050
56.680
68.390
68.390
68.390
1,994.65
1,008.90
3,004.03
2,393.65
1,231.02
3,624.67
399.00
222.12
620.64
LT
LT
ST
12/9/16 37.000 72.040 68.390 2,665.48 2,530.43 (135.05)ST
Total 143.000 8,673.06 9,779.77 621.12
485.59
LT
ST
172.00 1.75
Next Dividend Payable 05/2017; Asset Class: Equities
DOVER CORP (DOV) 9/29/16
11/1/16
11/10/16
42.000
26.000
16.000
71.701
66.690
71.550
80.350
80.350
80.350
3,011.43
1,733.94
1,144.80
3,374.70
2,089.10
1,285.60
363.27
355.16
140.80
ST
ST
ST
11/18/16 17.000 70.000 80.350 1,190.00 1,365.95 175.95 ST
2/2/17 19.000 77.571 80.350 1,473.85 1,526.65 52.80 ST
Total 120.000 8,554.02 9,642.00 1,087.98 ST 211.00 2.18
Next Dividend Payable 06/2017; Asset Class: Equities
DR PEPPER SNAPPLE GROUP INC (DPS) 11/9/15
2/16/16
3/31/17
91.000
12.000
26.000
85.736
91.919
97.943
97.920
97.920
97.920
7,801.95
1,103.03
2,546.51
8,910.72
1,175.04
2,545.92
1,108.77
72.01
(0.59)
LT
LT
ST
Total 129.000 11,451.49 12,631.68 1,180.78
(0.59)
LT
ST
299.00 2.36
Next Dividend Payable 04/05/17; Asset Class: Equities
DTE ENERGY COMPANY (DTE) 11/9/15 22.000 79.210 102.110 1,742.62 2,246.42 503.80 LT 73.00 3.24
Next Dividend Payable 04/15/17; Asset Class: Equities
DU PONT EI DE NEMOURS & CO (DD) 11/9/15
12/2/15
83.000
23.000
66.550
67.279
80.330
80.330
5,523.65
1,547.41
6,667.39
1,847.59
1,143.74
300.18
LT
LT
Total 106.000 7,071.06 8,514.98 1,443.92 LT 161.00 1.89
Next Dividend Payable 06/2017; Asset Class: Equities
EDISON INTERNATIONAL (EIX) 11/9/15
2/16/16
127.000
21.000
59.158
61.827
79.610
79.610
7,513.12
1,298.37
10,110.47
1,671.81
2,597.35
373.44
LT
LT
Total 148.000 8,811.49 11,782.28 2,970.79 LT 321.00 2.72
Next Dividend Payable 04/30/17; Asset Class: Equities
ELI LILLY & CO (LLY) 11/9/15
12/2/15
5/17/16
79.000
15.000
26.000
79.242
84.716
76.509
84.110
84.110
84.110
6,260.08
1,270.74
1,989.23
6,644.69
1,261.65
2,186.86
384.61
(9.09)
197.63
LT
LT
ST
Total 120.000 9,520.05 10,093.20 375.52
197.63
LT
ST
250.00 2.47
Next Dividend Payable 06/2017; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 57 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
EXXON MOBIL CORP (XOM) 11/9/15
2/16/16
276.000
40.000
82.058
81.082
82.010
82.010
22,647.98
3,243.28
22,634.76
3,280.40
(13.22)
37.12
LT
LT
Total 316.000 25,891.26 25,915.16 23.90 LT 948.00 3.65
Next Dividend Payable 06/2017; Asset Class: Equities
FIDELITY NATL INFORMATION SE (FIS) 11/9/15
11/9/15
11/16/15
11.000
60.000
61.000
66.206
66.206
65.360
79.620
79.620
79.620
728.27
3,972.37
3,986.98
875.82
4,777.20
4,856.82
147.55
804.83
869.84
LT
LT
LT
Total 132.000 8,687.62 10,509.84 1,822.22 LT 153.00 1.45
Next Dividend Payable 06/2017; Asset Class: Equities
GENL DYNAMICS CORP (GD) 12/15/15
2/16/16
5/2/16
15.000
31.000
10.000
138.700
131.015
142.396
187.200
187.200
187.200
2,080.50
4,061.47
1,423.96
2,808.00
5,803.20
1,872.00
727.50
1,741.73
448.04
LT
LT
ST
7/1/16 17.000 141.083 187.200 2,398.41 3,182.40 783.99 ST
9/16/16 16.000 151.111 187.200 2,417.77 2,995.20 577.43 ST
11/18/16 7.000 166.954 187.200 1,168.68 1,310.40 141.72 ST
Total 96.000 13,550.79 17,971.20 2,469.23
1,951.18
LT
ST
323.00 1.79
Next Dividend Payable 05/2017; Asset Class: Equities
GENUINE PARTS CO (GPC) 11/9/15
5/2/16
11/1/16
82.000
25.000
14.000
88.605
96.439
88.971
92.410
92.410
92.410
7,265.57
2,410.98
1,245.60
7,577.62
2,310.25
1,293.74
312.05
(100.73)
48.14
LT
ST
ST
11/18/16 13.000 94.178 92.410 1,224.32 1,201.33 (22.99)ST
11/30/16 13.000 96.832 92.410 1,258.81 1,201.33 (57.48)ST
Total 147.000 13,405.28 13,584.27 312.05
(133.06)
LT
ST
397.00 2.92
Next Dividend Payable 04/03/17; Asset Class: Equities
GILEAD SCIENCE (GILD) 2/16/16
5/17/16
7/20/16
37.000
13.000
22.000
90.731
83.514
86.953
67.920
67.920
67.920
3,357.03
1,085.68
1,912.97
2,513.04
882.96
1,494.24
(843.99)
(202.72)
(418.73)
LT
ST
ST
Total 72.000 6,355.68 4,890.24 (843.99)
(621.45)
LT
ST
150.00 3.06
Next Dividend Payable 06/2017; Asset Class: Equities
HARTFORD FIN SERS GRP INC (HIG) 11/9/15
2/16/16
1/3/17
342.000
35.000
36.000
46.785
41.159
47.738
48.070
48.070
48.070
16,000.30
1,440.56
1,718.57
16,439.94
1,682.45
1,730.52
439.64
241.89
11.95
LT
LT
ST
00
0
1
7
3
M
S
A
D
S
2
5
1
0
1
1
9
4
0
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 58 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 413.000 19,159.43 19,852.91 681.53
11.95
LT
ST
380.00 1.91
Next Dividend Payable 04/03/17; Asset Class: Equities
HCP INCORPORATED (HCP) 11/9/15
12/2/15
8/3/16
45.000
30.000
92.000
28.662
31.322
35.562
31.280
31.280
31.280
1,289.77
939.66
3,271.70
1,407.60
938.40
2,877.76
117.83
(1.26)
(393.94)
LT
LT
ST
R
R
R
Total 167.000 5,501.13 5,223.76 116.57
(393.94)
LT
ST
247.00 4.72
Next Dividend Payable 06/2017; Asset Class: Alt
HOME DEPOT INC (HD) 11/9/15
2/16/16
5/2/16
114.000
8.000
11.000
124.061
119.500
135.501
146.830
146.830
146.830
14,142.99
956.00
1,490.51
16,738.62
1,174.64
1,615.13
2,595.63
218.64
124.62
LT
LT
ST
12/13/16 21.000 136.217 146.830 2,860.56 3,083.43 222.87 ST
Total 154.000 19,450.06 22,611.82 2,814.27
347.49
LT
ST
548.00 2.42
Next Dividend Payable 06/2017; Asset Class: Equities
HONEYWELL INTERNATIONAL INC (HON) 11/9/15
2/16/16
4/22/16
123.000
10.000
16.000
101.819
104.144
112.641
124.870
124.870
124.870
12,523.68
1,041.44
1,802.26
15,359.01
1,248.70
1,997.92
2,835.33
207.26
195.66
LT
LT
ST
9/16/16 15.000 113.462 124.870 1,701.93 1,873.05 171.12 ST
10/5/16 9.000 115.190 124.870 1,036.71 1,123.83 87.12 ST
11/1/16 11.000 109.239 124.870 1,201.63 1,373.57 171.94 ST
11/10/16 11.000 113.500 124.870 1,248.50 1,373.57 125.07 ST
Total 195.000 20,556.15 24,349.65 3,042.59
750.91
LT
ST
519.00 2.13
Next Dividend Payable 06/2017; Asset Class: Equities
ILL TOOL WORKS INC (ITW) 11/9/15
2/16/16
147.000
15.000
91.119
93.097
132.470
132.470
13,394.49
1,396.46
19,473.09
1,987.05
6,078.60
590.59
LT
LT
Total 162.000 14,790.95 21,460.14 6,669.19 LT 421.00 1.96
Next Dividend Payable 04/11/17; Asset Class: Equities
INTL FLAVORS & FRAGRANCES (IFF) 2/16/16
6/30/16
18.000
9.000
107.500
124.170
132.530
132.530
1,935.00
1,117.53
2,385.54
1,192.77
450.54
75.24
LT
ST
Total 27.000 3,052.53 3,578.31 450.54
75.24
LT
ST
69.00 1.92
Next Dividend Payable 04/07/17; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 59 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
JOHNSON & JOHNSON (JNJ) 11/9/15
2/16/16
1/3/17
230.000
24.000
14.000
100.781
102.295
115.840
124.550
124.550
124.550
23,179.52
2,455.07
1,621.76
28,646.50
2,989.20
1,743.70
5,466.98
534.13
121.94
LT
LT
ST
Total 268.000 27,256.35 33,379.40 6,001.11
121.94
LT
ST
858.00 2.57
Next Dividend Payable 06/2017; Asset Class: Equities
KIMBERLY CLARK CORP (KMB) 11/9/15
11/16/15
12/2/15
34.000
24.000
15.000
117.761
119.094
119.967
131.630
131.630
131.630
4,003.89
2,858.25
1,799.51
4,475.42
3,159.12
1,974.45
471.53
300.87
174.94
LT
LT
LT
2/16/16 7.000 128.299 131.630 898.09 921.41 23.32 LT
5/2/16 8.000 125.899 131.630 1,007.19 1,053.04 45.85 ST
Total 88.000 10,566.93 11,583.44 970.66
45.85
LT
ST
341.00 2.94
Next Dividend Payable 04/04/17; Asset Class: Equities
KLA TENCOR CORP (KLAC) 11/9/15
2/16/16
115.000
11.000
66.847
65.047
95.070
95.070
7,687.41
715.52
10,933.05
1,045.77
3,245.64
330.25
LT
LT
Total 126.000 8,402.93 11,978.82 3,575.89 LT 272.00 2.27
Next Dividend Payable 06/2017; Asset Class: Equities
KRAFT HEINZ CO (KHC) 11/9/15
11/4/16
2/14/17
32.000
28.000
28.000
68.628
83.562
90.140
90.810
90.810
90.810
2,196.09
2,339.74
2,523.92
2,905.92
2,542.68
2,542.68
709.83
202.94
18.76
LT
ST
ST
R
R
3/31/17 22.000 90.912 90.810 2,000.07 1,997.82 (2.25)ST
Total 110.000 9,059.82 9,989.10 709.83
219.45
LT
ST
264.00 2.64
Next Dividend Payable 06/2017; Asset Class: Equities
L BRANDS INC COM (LB) 11/9/15
2/16/16
4/28/16
99.000
11.000
41.000
93.679
82.768
79.153
47.100
47.100
47.100
9,274.20
910.45
3,245.26
4,662.90
518.10
1,931.10
(4,611.30)
(392.35)
(1,314.16)
LT
LT
ST
11/1/16 18.000 65.864 47.100 1,185.56 847.80 (337.76)ST
Total 169.000 14,615.47 7,959.90 (5,003.65)
(1,651.92)
LT
ST
406.00 5.10
Next Dividend Payable 06/2017; Asset Class: Equities
M&T BANK CORP (MTB) 2/18/16 67.000 105.995 154.730 7,101.69 10,366.91 3,265.22 LT 201.00 1.93
Next Dividend Payable 06/2017; Asset Class: Equities
MERCK & CO INC NEW COM (MRK) 11/9/15
2/16/16
342.000
30.000
54.145
49.967
63.540
63.540
18,517.45
1,499.02
21,730.68
1,906.20
3,213.23
407.18
LT
LT
00
0
1
7
3
M
S
A
D
S
2
5
1
0
1
1
9
4
1
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 60 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 372.000 20,016.47 23,636.88 3,620.41 LT 699.00 2.95
Next Dividend Payable 04/07/17; Asset Class: Equities
METLIFE INCORPORATED (MET) 3/26/15
12/2/15
2/16/16
225.000
22.000
16.000
50.812
50.830
38.167
52.820
52.820
52.820
11,432.77
1,118.26
610.67
11,884.50
1,162.04
845.12
451.73
43.78
234.45
LT
LT
LT
4/26/16 79.000 46.574 52.820 3,679.36 4,172.78 493.42 ST
8/3/16 85.000 43.474 52.820 3,695.30 4,489.70 794.40 ST
Total 427.000 20,536.36 22,554.14 729.96
1,287.82
LT
ST
683.00 3.02
Next Dividend Payable 06/2017; Asset Class: Equities
MICROSOFT CORP (MSFT) 11/9/15
2/16/16
3/11/16
243.000
21.000
69.000
53.859
50.847
52.916
65.860
65.860
65.860
13,087.79
1,067.79
3,651.19
16,003.98
1,383.06
4,544.34
2,916.19
315.27
893.15
LT
LT
LT
4/22/16 41.000 51.277 65.860 2,102.37 2,700.26 597.89 ST
Total 374.000 19,909.14 24,631.64 4,124.61
597.89
LT
ST
583.00 2.36
Next Dividend Payable 06/2017; Asset Class: Equities
MOLSON COORS BREWING CO CL B (TAP) 2/16/16
3/11/16
6/9/16
30.000
29.000
22.000
85.084
91.748
102.969
95.710
95.710
95.710
2,552.53
2,660.69
2,265.31
2,871.30
2,775.59
2,105.62
318.77
114.90
(159.69)
LT
LT
ST
Total 81.000 7,478.53 7,752.51 433.67
(159.69)
LT
ST
133.00 1.71
Next Dividend Payable 06/2017; Asset Class: Equities
MONDELEZ INTL INC COM (MDLZ) 11/9/15
12/2/15
5/2/16
181.000
41.000
43.000
43.587
43.576
43.590
43.080
43.080
43.080
7,889.27
1,786.60
1,874.39
7,797.48
1,766.28
1,852.44
(91.79)
(20.32)
(21.95)
LT
LT
ST
R
R
R
Total 265.000 11,550.26 11,416.20 (112.11)
(21.95)
LT
ST
201.00 1.76
Next Dividend Payable 04/13/17; Asset Class: Equities
NEXTERA ENERGY INC (NEE) 11/9/15
2/16/16
49.000
27.000
98.693
111.971
128.370
128.370
4,835.96
3,023.23
6,290.13
3,465.99
1,454.17
442.76
LT
LT
Total 76.000 7,859.19 9,756.12 1,896.93 LT 299.00 3.06
Next Dividend Payable 06/2017; Asset Class: Equities
NISOURCE INC (NI) 11/9/15
2/16/16
267.000
34.000
18.870
21.180
23.790
23.790
5,038.29
720.12
6,351.93
808.86
1,313.64
88.74
LT
LT
Total 301.000 5,758.41 7,160.79 1,402.38 LT 211.00 2.94
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 61 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 05/2017; Asset Class: Equities
NORFOLK SOUTHERN CORP (NSC) 9/28/15 80.000 75.028 111.970 6,002.24 8,957.60 2,955.36 LT 195.00 2.17
Next Dividend Payable 06/2017; Asset Class: Equities
NORTHERN TRUST CORP (NTRS) 11/9/15
2/16/16
130.000
9.000
73.857
58.690
86.580
86.580
9,601.40
528.21
11,255.40
779.22
1,654.00
251.01
LT
LT
Total 139.000 10,129.61 12,034.62 1,905.01 LT 211.00 1.75
Next Dividend Payable 04/01/17; Asset Class: Equities
OCCIDENTAL PETROLEUM CORP DE (OXY) 11/9/15
11/16/15
2/16/16
236.000
38.000
27.000
75.174
74.307
67.715
63.360
63.360
63.360
17,741.17
2,823.65
1,828.29
14,952.96
2,407.68
1,710.72
(2,788.21)
(415.97)
(117.57)
LT
LT
LT
5/2/16 21.000 76.220 63.360 1,600.63 1,330.56 (270.07)ST
11/18/16 21.000 68.690 63.360 1,442.49 1,330.56 (111.93)ST
2/2/17 22.000 68.830 63.360 1,514.26 1,393.92 (120.34)ST
Total 365.000 26,950.49 23,126.40 (3,321.75)
(502.34)
LT
ST
1,110.00 4.79
Next Dividend Payable 04/14/17; Asset Class: Equities
PEPSICO INC NC (PEP) 2/16/16
3/11/16
1/23/17
32.000
32.000
20.000
98.470
101.232
103.767
111.860
111.860
111.860
3,151.04
3,239.42
2,075.34
3,579.52
3,579.52
2,237.20
428.48
340.10
161.86
LT
LT
ST
Total 84.000 8,465.80 9,396.24 768.58
161.86
LT
ST
253.00 2.69
Next Dividend Payable 06/2017; Asset Class: Equities
PFIZER INC (PFE) 11/27/15
2/16/16
4/22/16
577.000
68.000
48.000
32.760
29.655
33.359
34.210
34.210
34.210
18,902.52
2,016.56
1,601.23
19,739.17
2,326.28
1,642.08
836.65
309.72
40.85
LT
LT
ST
Total 693.000 22,520.31 23,707.53 1,146.37
40.85
LT
ST
887.00 3.74
Next Dividend Payable 06/2017; Asset Class: Equities
PHILIP MORRIS INTL INC (PM) 11/9/15
2/16/16
62.000
11.000
85.028
89.897
112.900
112.900
5,271.76
988.87
6,999.80
1,241.90
1,728.04
253.03
LT
LT
Total 73.000 6,260.63 8,241.70 1,981.07 LT 304.00 3.68
Next Dividend Payable 04/11/17; Asset Class: Equities
PNC FINL SVCS GP (PNC) 11/9/15
2/16/16
1/3/17
224.000
14.000
28.000
94.170
84.041
117.692
120.240
120.240
120.240
21,094.08
1,176.57
3,295.37
26,933.76
1,683.36
3,366.72
5,839.68
506.79
71.35
LT
LT
ST
00
0
1
7
3
M
S
A
D
S
2
5
1
0
1
1
9
4
2
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 62 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 266.000 25,566.02 31,983.84 6,346.47
71.35
LT
ST
585.00 1.82
Next Dividend Payable 05/2017; Asset Class: Equities
PPG INDUSTRIES INC (PPG) 11/9/15
12/2/15
2/16/16
54.000
15.000
20.000
101.538
105.605
93.488
105.080
105.080
105.080
5,483.06
1,584.08
1,869.76
5,674.32
1,576.20
2,101.60
191.26
(7.88)
231.84
LT
LT
LT
8/2/16 16.000 103.710 105.080 1,659.36 1,681.28 21.92 ST
Total 105.000 10,596.26 11,033.40 415.22
21.92
LT
ST
168.00 1.52
Next Dividend Payable 06/2017; Asset Class: Equities
PRAXAIR INC (PX) 11/18/15
12/2/15
2/16/16
21.000
8.000
5.000
114.307
110.563
104.072
118.600
118.600
118.600
2,400.44
884.50
520.36
2,490.60
948.80
593.00
90.16
64.30
72.64
LT
LT
LT
5/2/16 13.000 118.125 118.600 1,535.62 1,541.80 6.18 ST
7/1/16 22.000 113.226 118.600 2,490.98 2,609.20 118.22 ST
Total 69.000 7,831.90 8,183.40 227.10
124.40
LT
ST
217.00 2.65
Next Dividend Payable 06/2017; Asset Class: Equities
PROCTER & GAMBLE (PG) 11/9/15
2/16/16
25.000
14.000
75.300
81.277
89.850
89.850
1,882.50
1,137.88
2,246.25
1,257.90
363.75
120.02
LT
LT
Total 39.000 3,020.38 3,504.15 483.77 LT 104.00 2.96
Next Dividend Payable 05/2017; Asset Class: Equities
PROGRESSIVE CORP OHIO (PGR) 11/9/15 113.000 31.398 39.180 3,548.01 4,427.34 879.33 LT 77.00 1.73
Next Dividend Payable 02/2018; Asset Class: Equities
PRUDENTIAL FINANCIAL INC (PRU) 11/9/15
6/30/16
97.000
30.000
85.905
69.758
106.680
106.680
8,332.79
2,092.75
10,347.96
3,200.40
2,015.17
1,107.65
LT
ST
Total 127.000 10,425.54 13,548.36 2,015.17
1,107.65
LT
ST
381.00 2.81
Next Dividend Payable 06/2017; Asset Class: Equities
QUALCOMM INC (QCOM) 9/8/15
1/23/17
108.000
49.000
55.087
55.558
57.340
57.340
5,949.36
2,722.33
6,192.72
2,809.66
243.36
87.33
LT
ST
Total 157.000 8,671.69 9,002.38 243.36
87.33
LT
ST
333.00 3.69
Next Dividend Payable 06/2017; Asset Class: Equities
R P M INC (RPM) 11/9/15
12/2/15
64.000
21.000
45.561
47.278
55.030
55.030
2,915.89
992.83
3,521.92
1,155.63
606.03
162.80
LT
LT
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 63 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 85.000 3,908.72 4,677.55 768.83 LT 102.00 2.18
Next Dividend Payable 04/2017; Asset Class: Equities
REPUBLIC SERVICES INC (RSG) 11/9/15
2/16/16
4/26/16
159.000
14.000
63.000
43.578
45.157
45.927
62.810
62.810
62.810
6,928.98
632.20
2,893.38
9,986.79
879.34
3,957.03
3,057.81
247.14
1,063.65
LT
LT
ST
9/16/16 23.000 50.060 62.810 1,151.37 1,444.63 293.26 ST
10/5/16 25.000 50.082 62.810 1,252.06 1,570.25 318.19 ST
Total 284.000 12,857.99 17,838.04 3,304.95
1,675.10
LT
ST
364.00 2.04
Next Dividend Payable 04/17/17; Asset Class: Equities
REYNOLDS AMERICAN INC (RAI) 4/28/16
8/3/16
12/1/16
45.000
46.000
1.000
49.186
49.204
53.787
63.020
63.020
63.020
2,213.39
2,263.38
53.79
2,835.90
2,898.92
63.02
622.51
635.54
9.23
ST
ST
ST
Total 92.000 4,530.56 5,797.84 1,267.28 ST 188.00 3.24
Next Dividend Payable 04/03/17; Asset Class: Equities
S&P GLOBAL INC COM (SPGI) 11/9/15 25.000 96.094 130.740 2,402.34 3,268.50 866.16 LT 41.00 1.25
Next Dividend Payable 06/2017; Asset Class: Equities
SCHLUMBERGER LTD (SLB) 11/9/15
12/22/15
5/10/16
51.000
31.000
30.000
78.020
69.491
73.758
78.100
78.100
78.100
3,979.02
2,154.21
2,212.73
3,983.10
2,421.10
2,343.00
4.08
266.89
130.27
LT
LT
ST
8/30/16 20.000 81.296 78.100 1,625.91 1,562.00 (63.91)ST
11/7/16 45.000 79.150 78.100 3,561.75 3,514.50 (47.25)ST
Total 177.000 13,533.62 13,823.70 270.97
19.11
LT
ST
354.00 2.56
Next Dividend Payable 04/17/17; Asset Class: Equities
SIMON PPTY GROUP INC (SPG) 11/9/15
2/16/16
5/13/16
55.000
6.000
11.000
190.056
185.823
196.291
172.030
172.030
172.030
10,453.07
1,114.94
2,159.20
9,461.65
1,032.18
1,892.33
(991.42)
(82.76)
(266.87)
LT
LT
ST
Total 72.000 13,727.21 12,386.16 (1,074.18)
(266.87)
LT
ST
479.00 3.86
Next Dividend Payable 05/2017; Asset Class: Alt
SNAP-ON INC (SNA) 11/9/15 16.000 169.053 168.670 2,704.84 2,698.72 (6.12)LT 45.00 1.66
Next Dividend Payable 06/2017; Asset Class: Equities
STANLEY BLACK & DECKER INC (SWK) 2/16/16
2/23/16
11/1/16
31.000
18.000
10.000
92.966
93.440
113.557
132.870
132.870
132.870
2,881.95
1,681.92
1,135.57
4,118.97
2,391.66
1,328.70
1,237.02
709.74
193.13
LT
LT
ST
00
0
1
7
3
M
S
A
D
S
2
5
1
0
1
1
9
4
3
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 64 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 59.000 5,699.44 7,839.33 1,946.76
193.13
LT
ST
137.00 1.74
Next Dividend Payable 06/2017; Asset Class: Equities
T ROWE PRICE GROUP INC (TROW) 11/17/15 162.000 75.381 68.150 12,211.77 11,040.30 (1,171.47)LT 369.00 3.34
Next Dividend Payable 06/2017; Asset Class: Equities
TEXAS INSTRUMENTS (TXN) 11/9/15
2/16/16
5/2/16
211.000
15.000
26.000
57.029
52.670
57.720
80.560
80.560
80.560
12,033.14
790.05
1,500.72
16,998.16
1,208.40
2,094.56
4,965.02
418.35
593.84
LT
LT
ST
Total 252.000 14,323.91 20,301.12 5,383.37
593.84
LT
ST
504.00 2.48
Next Dividend Payable 05/2017; Asset Class: Equities
TIFFANY & COMPANY NEW (TIF) 11/9/15 60.000 79.957 95.300 4,797.43 5,718.00 920.57 LT 108.00 1.88
Next Dividend Payable 04/10/17; Asset Class: Equities
TIME WARNER INC NEW (TWX) 11/9/15 85.000 68.505 97.710 5,822.93 8,305.35 2,482.42 LT 137.00 1.64
Next Dividend Payable 06/2017; Asset Class: Equities
TRAVELERS COMPANIES INC COM (TRV) 11/9/15
12/2/15
2/16/16
164.000
12.000
16.000
112.610
114.880
107.192
120.540
120.540
120.540
18,468.02
1,378.56
1,715.07
19,768.56
1,446.48
1,928.64
1,300.54
67.92
213.57
LT
LT
LT
Total 192.000 21,561.65 23,143.68 1,582.03 LT 515.00 2.22
Next Dividend Payable 06/2017; Asset Class: Equities
U S BANCORP COM NEW (USB) 11/9/15
2/16/16
1/3/17
242.000
17.000
42.000
43.112
40.427
51.265
51.500
51.500
51.500
10,433.20
687.26
2,153.12
12,463.00
875.50
2,163.00
2,029.80
188.24
9.88
LT
LT
ST
Total 301.000 13,273.58 15,501.50 2,218.04
9.88
LT
ST
337.00 2.17
Next Dividend Payable 04/17/17; Asset Class: Equities
UNION PACIFIC CORP (UNP) 11/9/15
11/18/16
12/1/16
81.000
11.000
19.000
86.780
99.917
103.535
105.920
105.920
105.920
7,029.18
1,099.09
1,967.16
8,579.52
1,165.12
2,012.48
1,550.34
66.03
45.32
LT
ST
ST
3/1/17 15.000 110.375 105.920 1,655.63 1,588.80 (66.83)ST
Total 126.000 11,751.06 13,345.92 1,550.34
44.52
LT
ST
305.00 2.28
Next Dividend Payable 06/2017; Asset Class: Equities
V F CORPORATION (VFC) 11/9/15
2/16/16
5/2/16
60.000
42.000
27.000
67.261
60.010
63.687
54.970
54.970
54.970
4,035.67
2,520.42
1,719.55
3,298.20
2,308.74
1,484.19
(737.47)
(211.68)
(235.36)
LT
LT
ST
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 65 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 129.000 8,275.64 7,091.13 (949.15)
(235.36)
LT
ST
217.00 3.06
Next Dividend Payable 06/2017; Asset Class: Equities
VALERO ENERGY CP DELA NEW (VLO) 2/16/16
6/6/16
8/3/16
52.000
19.000
43.000
56.700
54.480
54.554
66.290
66.290
66.290
2,948.40
1,035.12
2,345.82
3,447.08
1,259.51
2,850.47
498.68
224.39
504.65
LT
ST
ST
11/30/16 21.000 62.110 66.290 1,304.30 1,392.09 87.79 ST
2/2/17 20.000 65.630 66.290 1,312.60 1,325.80 13.20 ST
Total 155.000 8,946.24 10,274.95 498.68
830.03
LT
ST
434.00 4.22
Next Dividend Payable 06/2017; Asset Class: Equities
VALIDUS HOLDINGS LTD COM (VR) 11/9/15 53.000 45.163 56.390 2,393.62 2,988.67 595.05 LT 81.00 2.71
Next Dividend Payable 06/2017; Asset Class: Equities
VERIZON COMMUNICATIONS (VZ) 10/22/14
1/7/15
2/16/16
60.000
241.000
30.000
48.511
46.194
50.117
48.750
48.750
48.750
2,910.67
11,132.66
1,503.52
2,925.00
11,748.75
1,462.50
14.33
616.09
(41.02)
LT
LT
LT
5/2/16 29.000 51.210 48.750 1,485.09 1,413.75 (71.34)ST
2/2/17 30.000 47.987 48.750 1,439.60 1,462.50 22.90 ST
Total 390.000 18,471.54 19,012.50 589.40
(48.44)
LT
ST
901.00 4.73
Next Dividend Payable 05/2017; Asset Class: Equities
WELLS FARGO & CO NEW (WFC) 11/9/15
2/16/16
4/22/16
584.000
70.000
32.000
55.310
48.336
50.555
55.660
55.660
55.660
32,301.10
3,383.49
1,617.77
32,505.44
3,896.20
1,781.12
204.34
512.71
163.35
LT
LT
ST
Total 686.000 37,302.36 38,182.76 717.05
163.35
LT
ST
1,043.00 2.73
Next Dividend Payable 06/2017; Asset Class: Equities
WESTROCK CO COM (WRK) 11/9/15 48.000 46.464 52.030 2,230.27 2,497.44 267.17 LT 77.00 3.08
Next Dividend Payable 05/2017; Asset Class: Equities
WYNDHAM WORLDWIDE CORP (WYN) 11/9/15
12/2/15
60.000
14.000
80.528
76.296
84.290
84.290
4,831.65
1,068.14
5,057.40
1,180.06
225.75
111.92
LT
LT
Total 74.000 5,899.79 6,237.46 337.67 LT 172.00 2.75
Next Dividend Payable 06/2017; Asset Class: Equities
XCEL ENERGY INC (XEL) 11/9/15
2/16/16
234.000
29.000
34.903
38.607
44.450
44.450
8,167.21
1,119.60
10,401.30
1,289.05
2,234.09
169.45
LT
LT
00
0
1
7
3
M
S
A
D
S
2
5
1
0
1
1
9
4
4
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 66 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 263.000 9,286.81 11,690.35 2,403.54 LT 379.00 3.24
Next Dividend Payable 04/20/17; Asset Class: Equities
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 98.72%$1,101,331.10 $1,257,192.55 $131,396.38
$24,465.07
LT
ST
$32,553.00 2.59%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $1,101,331.10 $1,273,479.37 $131,396.38
$24,465.07
LT
ST
$32,555.00
$0.00
2.56%
TOTAL VALUE (includes accrued interest)100.00%$1,273,479.37
Unrealized Gain/(Loss) totals only reflect positions that have both cost basis and market value information available. Cash, MMF, Deposits and positions stating 'Please Provide' or 'Pending Corporate Actions' are not
included.
R - The cost basis for this tax lot was adjusted due to a reclassification of income.
ALLOCATION OF ASSETS
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $16,286.82 ——————
Stocks —$1,221,358.49 —$35,834.06 ———
TOTAL ALLOCATION OF ASSETS $16,286.82 $1,221,358.49 —$35,834.06 ———
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
3/1 3/6 Sold REYNOLDS AMERICAN INC ACTED AS AGENT 23.000 $61.8100 $1,421.59
3/1 3/6 Bought UNION PACIFIC CORP ACTED AS AGENT 15.000 110.3750 (1,655.63)
3/2 3/7 Sold TIFFANY & COMPANY NEW ACTED AS AGENT 26.000 89.6485 2,330.80
3/2 3/7 Bought ANALOG DEVICES INC ACTED AS AGENT 49.000 83.5468 (4,093.79)
3/13 3/16 Bought ARTHUR J GALLAGHER ACTED AS AGENT 18.000 56.8770 (1,023.79)
3/13 3/16 Bought BEST BUY CO ACTED AS AGENT 21.000 44.8075 (940.96)
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
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CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 67 of 130
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS (CONTINUED)
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
3/13 3/16 Bought CINEMARK HOLDINGS INC.ACTED AS AGENT 15.000 43.9535 (659.30)
3/31 4/5 Sold KIMBERLY CLARK CORP ACTED AS AGENT 10.000 131.9504 1,319.47
3/31 4/5 Sold ALTRIA GROUP INC ACTED AS AGENT 17.000 71.9594 1,223.28
3/31 4/5 Bought DR PEPPER SNAPPLE GROUP INC ACTED AS AGENT 26.000 97.9427 (2,546.51)
3/31 4/5 Bought KRAFT HEINZ CO ACTED AS AGENT 22.000 90.9122 (2,000.07)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $(6,624.91)
TOTAL PURCHASES $(12,920.05)
TOTAL SALES AND REDEMPTIONS $6,295.14
Purchase and Sale transactions above may have received an average price execution. Details regarding the actual prices are available upon request.
UNSETTLED PURCHASES/SALES ACTIVITY
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price
Pending
Credits/(Debits)
3/31 4/5 Sold ALTRIA GROUP INC UNSETTLED SALE 17.000 $71.9594 $1,223.28
3/31 4/5 Sold KIMBERLY CLARK CORP UNSETTLED SALE 10.000 131.9504 1,319.47
3/31 4/5 Bought DR PEPPER SNAPPLE GROUP INC UNSETTLED PURCHASE 26.000 97.9427 (2,546.51)
3/31 4/5 Bought KRAFT HEINZ CO UNSETTLED PURCHASE 22.000 90.9122 (2,000.07)
NET UNSETTLED PURCHASES/SALES $(2,003.83)
This section displays transactions that have not settled during this statement period. The Holdings section includes positions purchased and omits positions sold or sold short as of the trade-date. The unit/share
price for unsettled fixed income new issues in the Holdings section may be approximate in advance of active market pricing or pricing from third party pricing services.
TAXABLE INCOME AND DISTRIBUTIONS
Activity Date Activity Type Description Comments Credits/(Debits)
3/1 Qualified Dividend WELLS FARGO & CO NEW $285.00
3/1 Qualified Dividend PFIZER INC 221.76
3/1 Qualified Dividend CONOCOPHILLIPS 149.73
3/1 Qualified Dividend BB & T CORP 117.60
3/1 Qualified Dividend KLA TENCOR CORP 68.04
3/2 Dividend HCP INCORPORATED 61.79
3/3 Qualified Dividend L BRANDS INC COM 101.40
3/7 Qualified Dividend VALERO ENERGY CP DELA NEW 108.50
3/7 Qualified Dividend ANALOG DEVICES INC 67.05
3/8 Qualified Dividend UNITED PARCEL SER INC CL-B 29.05
3/9 Qualified Dividend MICROSOFT CORP 145.86
3/10 Qualified Dividend CHEVRON CORP 288.36
3/10 Qualified Dividend EXXON MOBIL CORP 267.75
3/10 Qualified Dividend HONEYWELL INTERNATIONAL INC 129.68
3/10 Qualified Dividend ELI LILLY & CO 62.40
3/10 Qualified Dividend NORFOLK SOUTHERN CORP 48.80
3/10 Qualified Dividend PPG INDUSTRIES INC 42.00
3/10 Qualified Dividend SNAP-ON INC 11.36
3/10 Qualified Dividend S&P GLOBAL INC COM 10.25
3/13 Qualified Dividend METLIFE INCORPORATED 170.80
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OFFICERS RETIREMENT SYSTEM
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TAXABLE INCOME AND DISTRIBUTIONS (CONTINUED)
Activity Date Activity Type Description Comments Credits/(Debits)
3/13 Qualified Dividend 3M COMPANY 68.15
3/14 Qualified Dividend JOHNSON & JOHNSON 214.40
3/14 Qualified Dividend DU PONT EI DE NEMOURS & CO 40.28
3/15 Qualified Dividend NEXTERA ENERGY INC 74.67
3/15 Qualified Dividend PRAXAIR INC 54.34
3/15 Qualified Dividend DOVER CORP 52.80
3/15 Qualified Dividend CULLEN FROST BANKERS INC 40.50
3/15 Qualified Dividend TIME WARNER INC NEW 34.21
3/15 Qualified Dividend MOLSON COORS BREWING CO CL B 33.21
3/16 Qualified Dividend PRUDENTIAL FINANCIAL INC 95.25
3/17 Qualified Dividend KRAFT HEINZ CO 52.80
3/17 Qualified Dividend ARTHUR J GALLAGHER 48.75
3/20 Qualified Dividend V F CORPORATION 54.18
3/20 Qualified Dividend CINEMARK HOLDINGS INC.35.38
3/21 Qualified Dividend STANLEY BLACK & DECKER INC 34.22
3/22 Qualified Dividend QUALCOMM INC 83.21
3/23 Qualified Dividend BLACKROCK INC 165.00
3/23 Qualified Dividend HOME DEPOT INC 137.06
3/27 Qualified Dividend CME GROUP INC 138.60
3/30 Qualified Dividend T ROWE PRICE GROUP INC 92.34
3/30 Qualified Dividend WYNDHAM WORLDWIDE CORP 42.92
3/30 Qualified Dividend GILEAD SCIENCE 37.44
3/31 Qualified Dividend TRAVELERS COMPANIES INC COM 128.64
3/31 Qualified Dividend BANK OF AMERICA CORP 121.65
3/31 Qualified Dividend UNION PACIFIC CORP 67.16
3/31 Qualified Dividend PEPSICO INC NC 63.21
3/31 Qualified Dividend M&T BANK CORP 50.25
3/31 Qualified Dividend BECTON DICKINSON & CO 48.18
3/31 Qualified Dividend FIDELITY NATL INFORMATION SE 38.28
3/31 Qualified Dividend VALIDUS HOLDINGS LTD COM 20.14
3/31 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 03/01-03/31)
0.15
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $4,554.55
TOTAL QUALIFIED DIVIDENDS $4,492.61
TOTAL OTHER DIVIDENDS $61.79
TOTAL INTEREST $0.15
CASH RELATED ACTIVITY
OTHER CREDITS AND DEBITS
Activity Date Activity Type Description Comments Credits/(Debits)
3/8 Service Fee Adj ADVISORY FEE REBATE $1,969.10
3/8 Service Fee ADVISORY FEE REBATE (1,465.89)
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 69 of 130
OTHER CREDITS AND DEBITS (CONTINUED)
Activity Date Activity Type Description Comments Credits/(Debits)
3/16 Service Fee ADVISORY INCEPTION FEE (410.05)
TOTAL OTHER CREDITS AND DEBITS $93.16
TOTAL OTHER DEBITS $93.16
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
3/1 Automatic Investment BANK DEPOSIT PROGRAM $842.13
3/2 Automatic Investment BANK DEPOSIT PROGRAM 61.79
3/3 Automatic Investment BANK DEPOSIT PROGRAM 101.40
3/6 Automatic Investment BANK DEPOSIT PROGRAM 798.91
3/7 Automatic Redemption BANK DEPOSIT PROGRAM (1,587.44)
3/8 Automatic Investment BANK DEPOSIT PROGRAM 29.05
3/9 Automatic Investment BANK DEPOSIT PROGRAM 649.07
3/10 Automatic Investment BANK DEPOSIT PROGRAM 860.60
3/13 Automatic Investment BANK DEPOSIT PROGRAM 238.95
3/14 Automatic Investment BANK DEPOSIT PROGRAM 254.68
3/15 Automatic Investment BANK DEPOSIT PROGRAM 289.73
3/16 Automatic Redemption BANK DEPOSIT PROGRAM (2,528.80)
3/17 Automatic Redemption BANK DEPOSIT PROGRAM (308.50)
3/20 Automatic Investment BANK DEPOSIT PROGRAM 89.56
3/21 Automatic Investment BANK DEPOSIT PROGRAM 34.22
3/22 Automatic Investment BANK DEPOSIT PROGRAM 83.21
3/23 Automatic Investment BANK DEPOSIT PROGRAM 302.06
3/27 Automatic Investment BANK DEPOSIT PROGRAM 138.60
3/30 Automatic Investment BANK DEPOSIT PROGRAM 172.70
3/31 Automatic Investment BANK DEPOSIT PROGRAM 537.51
3/31 Automatic Investment BANK DEPOSIT PROGRAM 0.15
NET ACTIVITY FOR PERIOD $1,059.58
REALIZED GAIN/(LOSS) DETAIL
LONG-TERM GAIN/(LOSS)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
ALTRIA GROUP INC 11/09/15 03/31/17 17.000 $1,223.28 $967.82 $255.46
KIMBERLY CLARK CORP 11/09/15 03/31/17 10.000 1,319.47 1,177.61 141.86
TIFFANY & COMPANY NEW 11/09/15 03/02/17 26.000 2,330.80 2,078.89 251.91
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CLIENT STATEMENT For the Period March 1-31, 2017
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CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 70 of 130
LONG-TERM GAIN/(LOSS) (CONTINUED)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
Long-Term This Period $4,873.55 $4,224.32 $649.23
Long-Term Year to Date $21,347.25 $20,562.32 $784.93
SHORT-TERM GAIN/(LOSS)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
REYNOLDS AMERICAN INC 12/01/16 03/01/17 23.000 1,421.59 1,237.10 184.49
Short-Term This Period $1,421.59 $1,237.10 $184.49
Short-Term Year to Date $6,563.32 $6,044.78 $518.54
Net Realized Gain/(Loss) This Period $6,295.14 $5,461.42 $833.72
Net Realized Gain/(Loss) Year to Date $27,910.57 $26,607.10 $1,303.47
Treasury regulations require that we report on Form 1099-B a) adjusted cost basis on the sale of covered securities acquired on or after 1/1/11 (or the applicable date for the type of security), b) the gain or loss as
either long-term or short-term, and c) basis adjustments on covered securities due to wash sales, certain corporate actions and transfers by gift or inheritance. This section may not reflect all the basis adjustments
required when filing your tax return. Refer to the Expanded Disclosures.
MESSAGES
Consolidated Statement of Financial Condition (In Millions of Dollars)
At December 31, 2016 Morgan Stanley Smith Barney LLC had net capital of $3,946 which exceeded the Securities and Exchange Commission's minimum requirement by $3,797. A copy of the Morgan Stanley Smith
Barney LLC Consolidated Statement of Financial Condition at December 31, 2016 can be viewed online at:
http://www.morganstanley.com/about-us-ir/shareholder/morganstanley_smithbarney_llc.pdf or may be mailed to you at no cost by calling 1 (866) 825-1675, after March 15, 2017.
Settlement Cycle Change to Trade Date Plus Two (T+2)
On September 5, 2017, the settlement cycle for equities, corporate and municipal bonds, and unit investment trusts traded in the United States, Canada and Mexico will change from a three day to a two day cycle.
Upon the effective date, you will be required to fund purchases and make deliveries of securities for sales on trade date plus two business days.
Make Your Annual IRA Contribution
The deadline to make your 2016 IRA contribution is April 18, 2017, so there is still time to contribute to a Traditional or Roth IRA, subject to IRS eligibility requirements (including any applicable age or income
restrictions). The maximum contribution is the lesser of (a) your taxable compensation for 2016, or (b) $5,500 (or $6,500 if you are age 50 or older) for 2016. These limits apply to all your IRAs combined. Your
Financial Advisor or Private Wealth Advisor can help you open a new IRA or fund an existing one. You can even move funds from an existing Morgan Stanley non-retirement account to fund your contribution. Speak
with your Financial Advisor or Private Wealth Advisor about making an IRA contribution for 2017 at the same time and take advantage of a year of additional potential growth.
Introducing Market Value Over Time Chart
Morgan Stanley Online has added a Historical Value graph on the Home Page, which displays your account’s month-end Total Value, Net Invested Capital and Investment Earnings. Under Portfolio Reports, this graph
is customizable by custom date range and will update month-end values for any adjustments made to the account. Therefore, starting with the January 2017 month-end statement, we replaced the current Change in
Value Over Time graph with a Market Value Over Time bar chart, which displays the month-end Total Value for a rolling thirteen months.
"Physical Security Restricted Legend Removal" Fee
As a reminder, effective May 1, 2017, clients who request the removal of a restricted legend from their physical security will be charged a $300 processing fee. This fee represents the processing expense incurred by
the transfer agent and custodian, which was previously absorbed by Morgan Stanley.
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
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CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 71 of 130
Sign up for eDelivery of your Account Documents Today
Receiving documents through eDelivery is secure, convenient, green and may even help you save on annual account fees. Accounts enrolled in eDelivery of all eligible account documents for every account within their
Account Link Group may qualify for a reduced annual fee. Contact your Financial Advisor or Private Wealth Advisor for additional details regarding annual account fees.
Simply visit www.morganstanley.com/edelivery to set your eDelivery preferences today. Please note, if you have not already done so, you will first need to register for Morgan Stanley Online prior to making your
eDelivery selections.
Important Tax Information Related To Your International Securities Holdings
You may be eligible to benefit from a reduction of the amount of foreign taxes you pay on dividends on international securities in your account. These taxes are withheld by foreign tax authorities. Contact your Financial
Advisor to determine qualification eligibility and requirements.
Important Information About Advisory Accounts
Please notify your Financial Advisor if there have been any changes in your financial situation or investment objectives, or if you wish to impose any reasonable restrictions on the management of your Investment
Advisory accounts, or to reasonably modify existing restrictions.
For a copy of the applicable ADV Brochure for Morgan Stanley Smith Barney LLC, or for any investment adviser with whom we contract to manage your investment advisory account, please visit
www.morganstanley.com/ADV, or contact your Financial Advisor. These ADV Brochures contain important information about advisory programs.
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CONSOLIDATED
SUMMARY
PERSONAL
ACCOUNTS
RETIREMENT
ACCOUNTS
EDUCATION
ACCOUNTS
TRUST
ACCOUNTS
BUSINESS
ACCOUNTS
Select UMA Active Assets Account
660-110258-095
CHANGE IN VALUE OF YOUR ACCOUNTS (includes accrued interest)
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)
TOTAL BEGINNING VALUE $552,150.05 $536,807.59
Normal Contributions ——
Debits 7.12 (853.24)
Security Transfers ——
Net Credits/Debits/Transfers $7.12 $(853.24)
Change in Value (4,793.56)11,409.26
TOTAL ENDING VALUE $547,363.61 $547,363.61
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period March 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
MAR APR MAY JUN JUL AUG SEP OCT NOV DEC JAN FEB MAR
0
200
400
600
800
1,000
($
)
T
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u
s
a
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d
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This chart does not reflect corrections to Market Value made subsequent to the dates depicted. It may
exclude transactions in Annuities or positions where we are not the custodian, which could delay the
reporting of Market Value.
2016 2017
Page 73 of 130
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Fixed Income & Preferreds
Alternatives
Market Value Percentage
Cash $17,647.09 3.22
Equities 491,163.41 89.73
Fixed Income & Preferreds 3,180.54 0.58
Alternatives 35,372.57 6.46
TOTAL VALUE $547,363.61 100.00%
FDIC rules apply and Bank Deposits are eligible for FDIC insurance but are not covered by SIPC. Cash
and securities (including MMFs) are eligible for SIPC coverage. See Expanded Disclosures.
Values may include assets externally held, which are provided to you as a courtesy, and may not be
covered by SIPC. For additional information, refer to the corresponding section of this statement.
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
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CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 74 of 130
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 2/28/17)
This Period
(as of 3/31/17)
Cash, BDP, MMFs $20,026.79 $17,614.28
Stocks 528,875.01 526,535.98
ETFs & CEFs 3,248.25 3,180.54
Net Unsettled Purchases/Sales —32.81
Total Assets $552,150.05 $547,363.61
Total Liabilities (outstanding balance)——
TOTAL VALUE $552,150.05 $547,363.61
CASH FLOW
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)
OPENING CASH, BDP, MMFs $20,026.79 $28,872.41
Purchases (33,704.21)(55,162.89)
Sales and Redemptions 30,581.75 42,779.68
Net Unsettled Purch/Sales (32.81)(32.81)
Income and Distributions 735.64 2,011.13
Total Investment Related Activity $(2,419.63)$(10,404.89)
Other Debits 7.12 (853.24)
Total Cash Related Activity $7.12 $(853.24)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $17,614.28 $17,614.28
INCOME AND DISTRIBUTION SUMMARY
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)
Qualified Dividends $626.36 $1,246.58
Other Dividends 109.13 764.07
Interest 0.15 0.48
Total Taxable Income And Distributions $735.64 $2,011.13
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $735.64 $2,011.13
Taxable and tax exempt income classifications are based on the characteristics of the underlying
securities and not the taxable status of the account.
GAIN/(LOSS) SUMMARY
Realized This Period
(3/1/17-3/31/17)
Realized This Year
(1/1/17-3/31/17)
Unrealized
Inception to Date
(as of 3/31/17)
Short-Term Gain $157.03 $2,002.49 $19,008.38
Short-Term (Loss)——(3,883.29)
Total Short-Term $157.03 $2,002.49 $15,125.09
Long-Term Gain 6,448.93 6,970.44 80,018.86
Long-Term (Loss)(1,327.25)(1,327.25)(18,585.57)
Total Long-Term $5,121.68 $5,643.19 $61,433.29
TOTAL GAIN/(LOSS)$5,278.71 $7,645.68 $76,558.38
Disallowed Loss $366.75 $366.75
The Gain/(Loss) Summary, which may change due to basis adjustments, is provided for informational
purposes and should not be used for tax preparation. Refer to Gain/(Loss) in the Expanded Disclosures.
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110258-095
Investment Objectives †: Capital Appreciation,Income Investment Advisory Account
Manager:Boston Partners - Smid Cap Value
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 75 of 130
† Inform us if your investment objectives, as defined in the Expanded Disclosures, change.
HOLDINGS
This section reflects positions purchased/sold on a trade date basis. "Market Value" and "Unrealized Gain/(Loss)" may not reflect the value that could be obtained in the market. Fixed Income securities are sorted
by maturity or pre-refunding date, and alphabetically within date. Estimated Annual Income a) is calculated on a pre-tax basis, b) does not include any reduction for applicable non-US withholding taxes, c) may
include return of principal or capital gains which could overstate such estimates, and d) for securities that have a defined maturity date within the next 12 months, is reflected only through maturity date. Actual
income or yield may be lower or higher than the estimates. Current yield reflects the income generated by an investment, and does not reflect changes in its price. Structured Investments, identified on the
Position Description Details line as "Asset Class: Struct Inv," may appear in various statement product categories. When displayed, the accrued interest, annual income and current yield for those with a
contingent income feature (e.g., Range Accrual Notes or Contingent Income Notes) are estimates and assume specified accrual conditions are met during the relevant period and payment in full of all contingent
interest. For Floating Rate Securities, the accrued interest, annual income and current yield are estimates based on the current floating coupon rate and may not reflect historic rates within the accrual period.
CASH, BANK DEPOSIT PROGRAM AND MONEY MARKET FUNDS
Cash, Bank Deposit Program, and Money Market Funds are generally displayed on a settlement date basis. You have the right to instruct us to liquidate your bank deposit balance(s) or shares of any money market
fund balance(s) at any time and have the proceeds of such liquidation remitted to you. Estimated Annual Income, Accrued Interest, and APY% will only be displayed for fully settled positions.
Description Market Value
7-Day
Current Yield %Est Ann Income APY %
MORGAN STANLEY PRIVATE BANK NA #$17,614.28 —$2.00 0.010
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs $17,614.28 $2.00
NET UNSETTLED PURCHASES/SALES $32.81
CASH, BDP, AND MMFs (PROJECTED SETTLED BALANCE)3.22%$17,647.09
# Bank Deposits are held at Morgan Stanley Bank, N.A. and/or Morgan Stanley Private Bank, National Association, affiliates of Morgan Stanley Smith Barney LLC and each a national bank and FDIC member.
The “Projected Settled Balance” includes accrued interest on deposits and reflects the impact of unsettled purchases/sales.
STOCKS
COMMON STOCKS
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
ABM INDUSTRIES INCORPORATED (ABM) 11/10/15
2/22/16
35.000
14.000
$28.575
31.774
$43.600
43.600
$1,000.13
444.84
$1,526.00
610.40
$525.87
165.56
LT
LT
Total 49.000 1,444.97 2,136.40 691.43 LT 33.00 1.54
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CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 76 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 05/2017; Asset Class: Equities
AECOM (ACM) 11/10/15
2/22/16
38.000
45.000
30.858
26.720
35.590
35.590
1,172.59
1,202.40
1,352.42
1,601.55
179.83
399.15
LT
LT
Total 83.000 2,374.99 2,953.97 578.98 LT ——
Asset Class: Equities
AEGION CORP COM (AEGN) 11/10/15 59.000 21.384 22.910 1,261.65 1,351.69 90.04 LT ——
Asset Class: Equities
AES CORP (AES) 11/10/15
2/22/16
199.000
25.000
9.664
9.446
11.180
11.180
1,923.16
236.15
2,224.82
279.50
301.66
43.35
LT
LT
R
R
Total 224.000 2,159.31 2,504.32 345.01 LT 108.00 4.31
Next Dividend Payable 05/2017; Asset Class: Equities
AGNC INVT CORP COM (AGNC) 11/10/15
2/22/16
3/13/17
74.000
11.000
12.000
17.420
17.717
19.260
19.890
19.890
19.890
1,289.06
194.89
231.12
1,471.86
218.79
238.68
182.80
23.90
7.56
LT
LT
ST
R
R
Total 97.000 1,715.07 1,929.33 206.70
7.56
LT
ST
210.00 10.88
Next Dividend Payable 04/07/17; Asset Class: Alt
AIR LEASE CORP CL A (AL) 10/28/15
11/6/15
2/22/16
14.000
49.000
88.000
33.454
34.982
28.390
38.750
38.750
38.750
468.35
1,714.12
2,498.32
542.50
1,898.75
3,410.00
74.15
184.63
911.68
LT
LT
LT
6/24/16 68.000 26.235 38.750 1,783.99 2,635.00 851.01 ST
7/21/16 8.000 29.741 38.750 237.93 310.00 72.07 ST
1/11/17 9.000 35.980 38.750 323.82 348.75 24.93 ST
Total 236.000 7,026.53 9,145.00 1,170.46
948.01
LT
ST
71.00 0.77
Next Dividend Payable 04/07/17; Asset Class: Equities
ALLY FINANCIAL INC (ALLY) 12/4/15
2/22/16
140.000
14.000
19.907
17.487
20.330
20.330
2,787.04
244.82
2,846.20
284.62
59.16
39.80
LT
LT
Total 154.000 3,031.86 3,130.82 98.96 LT 49.00 1.56
Next Dividend Payable 05/2017; Asset Class: Equities
AMDOCS LIMITED ORD (DOX) 11/10/15
2/22/16
61.000
7.000
60.001
58.927
60.990
60.990
3,660.09
412.49
3,720.39
426.93
60.30
14.44
LT
LT
Total 68.000 4,072.58 4,147.32 74.74 LT 60.00 1.44
Next Dividend Payable 04/14/17; Asset Class: Equities
ANWORTH MORTGAGE ASSET CORP (ANH) 11/10/15 161.000 4.700 5.550 756.70 893.55 136.85 LT 97.00 10.85
Next Dividend Payable 04/28/17; Asset Class: Alt
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 77 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
ARES COMMERCIAL REAL EST CORP (ACRE) 11/10/15
2/22/16
222.000
28.000
12.639
9.709
13.380
13.380
2,805.81
271.84
2,970.36
374.64
164.55
102.80
LT
LT
Total 250.000 3,077.65 3,345.00 267.35 LT 270.00 8.07
Next Dividend Payable 04/17/17; Asset Class: Alt
ARROW ELECTRONICS (ARW) 11/10/15
2/22/16
7/21/16
98.000
12.000
6.000
58.614
57.182
65.955
73.410
73.410
73.410
5,744.13
686.18
395.73
7,194.18
880.92
440.46
1,450.05
194.74
44.73
LT
LT
ST
Total 116.000 6,826.04 8,515.56 1,644.79
44.73
LT
ST
——
Asset Class: Equities
ASSURANT INC (AIZ) 11/10/15
2/22/16
14.000
2.000
84.225
70.635
95.670
95.670
1,179.15
141.27
1,339.38
191.34
160.23
50.07
LT
LT
Total 16.000 1,320.42 1,530.72 210.30 LT 34.00 2.22
Next Dividend Payable 06/2017; Asset Class: Equities
ASSURED GUARANTY LTD (AGO) 11/10/15
2/22/16
1/11/17
86.000
11.000
12.000
28.557
24.197
39.330
37.110
37.110
37.110
2,455.90
266.17
471.96
3,191.46
408.21
445.32
735.56
142.04
(26.64)
LT
LT
ST
Total 109.000 3,194.03 4,044.99 877.60
(26.64)
LT
ST
62.00 1.53
Next Dividend Payable 06/2017; Asset Class: Equities
ATHENE HOLDING LTD CLASS A (ATH) 3/29/17 32.000 49.679 49.990 1,589.72 1,599.68 9.96 ST ——
Asset Class: Equities
AVNET INC (AVT) 11/10/15
2/22/16
1/11/17
112.000
13.000
11.000
45.701
41.648
46.840
45.760
45.760
45.760
5,118.49
541.42
515.24
5,125.12
594.88
503.36
6.63
53.46
(11.88)
LT
LT
ST
Total 136.000 6,175.15 6,223.36 60.09
(11.88)
LT
ST
98.00 1.57
Next Dividend Payable 06/2017; Asset Class: Equities
AXIS CAPITAL HOLDINGS LTD (AXS) 11/10/15
2/22/16
65.000
10.000
55.520
53.607
67.030
67.030
3,608.80
536.07
4,356.95
670.30
748.15
134.23
LT
LT
Total 75.000 4,144.87 5,027.25 882.38 LT 114.00 2.26
Next Dividend Payable 04/17/17; Asset Class: Equities
BANKUNITED INC (BKU) 3/28/17 104.000 36.271 37.310 3,772.17 3,880.24 108.07 ST 87.00 2.24
Next Dividend Payable 04/2017; Asset Class: Equities
BELDEN INC (BDC) 11/10/15 18.000 63.248 69.190 1,138.46 1,245.42 106.96 LT 4.00 0.32
Next Dividend Payable 04/05/17; Asset Class: Equities
00
0
1
7
3
M
S
A
D
S
2
5
1
0
1
1
9
5
0
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 78 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
BERRY PLASTICS GROUP INC (BERY) 2/22/16 128.000 30.150 48.570 3,859.20 6,216.96 2,357.76 LT ——
Asset Class: Equities
BLACKSTONE MTG TRUST INC CL A (BXMT) 9/21/16
3/13/17
48.000
5.000
29.515
30.106
30.960
30.960
1,416.70
150.53
1,486.08
154.80
69.38
4.27
ST
ST
Total 53.000 1,567.23 1,640.88 73.65 ST 131.00 7.98
Next Dividend Payable 04/17/17; Asset Class: Alt
BMC STK HLDGS INC (BMCH) 11/10/15
2/22/16
5/20/16
133.000
16.000
33.000
17.137
14.714
18.057
22.600
22.600
22.600
2,279.27
235.43
595.87
3,005.80
361.60
745.80
726.53
126.17
149.93
LT
LT
ST
Total 182.000 3,110.57 4,113.20 852.70
149.93
LT
ST
——
Asset Class: Equities
BOOZ ALLEN HAMILTON HLDG CL-A (BAH) 11/10/15
2/22/16
39.000
7.000
29.155
27.187
35.390
35.390
1,137.05
190.31
1,380.21
247.73
243.16
57.42
LT
LT
Total 46.000 1,327.36 1,627.94 300.58 LT 31.00 1.90
Next Dividend Payable 05/2017; Asset Class: Equities
BRISTOW GROUP INC (BRS) 11/10/15
11/10/15
12/1/15
4.000
22.000
92.000
30.350
30.735
30.967
15.210
15.210
15.210
121.40
676.18
2,848.94
60.84
334.62
1,399.32
(60.56)
(341.56)
(1,449.62)
LT
LT
LT
H
Total 118.000 3,646.52 1,794.78 (1,851.74)LT 33.00 1.83
Next Dividend Payable 06/2017; Basis Adjustment Due to Wash Sale: $366.75; Asset Class: Equities
BROCADE COMMUN SYSTEMS INC (BRCD) 11/10/15
2/22/16
251.000
27.000
10.728
9.810
12.480
12.480
2,692.83
264.87
3,132.48
336.96
439.65
72.09
LT
LT
Total 278.000 2,957.70 3,469.44 511.74 LT 61.00 1.75
Next Dividend Payable 04/04/17; Asset Class: Equities
BROOKS-AUTOMATION INC (BRKS) 11/10/15
2/22/16
111.000
16.000
11.258
9.310
22.400
22.400
1,249.66
148.96
2,486.40
358.40
1,236.74
209.44
LT
LT
Total 127.000 1,398.62 2,844.80 1,446.18 LT 51.00 1.79
Next Dividend Payable 06/2017; Asset Class: Equities
BRUNSWICK CORP (BC) 10/28/16 33.000 43.116 61.200 1,422.82 2,019.60 596.78 ST 22.00 1.08
Next Dividend Payable 06/2017; Asset Class: Equities
CABOT CORP (CBT) 11/10/15 29.000 41.164 59.910 1,193.75 1,737.39 543.64 LT 35.00 2.01
Next Dividend Payable 06/2017; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 79 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
CDW CORPORATION (CDW) 11/10/15
2/22/16
1/11/17
91.000
12.000
9.000
42.590
38.900
53.041
57.710
57.710
57.710
3,875.69
466.80
477.37
5,251.61
692.52
519.39
1,375.92
225.72
42.02
LT
LT
ST
Total 112.000 4,819.86 6,463.52 1,601.64
42.02
LT
ST
72.00 1.11
Next Dividend Payable 06/2017; Asset Class: Equities
CHATHAM LODGING TRUST COM (CLDT) 11/10/15
2/22/16
120.000
14.000
22.452
20.817
19.750
19.750
2,694.19
291.44
2,370.00
276.50
(324.19)
(14.94)
LT
LT
R
R
Total 134.000 2,985.63 2,646.50 (339.13)LT 177.00 6.68
Next Dividend Payable 04/2017; Asset Class: Alt
CHEMED CORPORATION (CHE) 11/10/15
2/22/16
1/11/17
34.000
4.000
3.000
153.059
128.620
163.137
182.690
182.690
182.690
5,203.99
514.48
489.41
6,211.46
730.76
548.07
1,007.47
216.28
58.66
LT
LT
ST
Total 41.000 6,207.88 7,490.29 1,223.75
58.66
LT
ST
43.00 0.57
Next Dividend Payable 06/2017; Asset Class: Equities
CLUBCORP HLDGS INC (MYCC) 12/7/15
2/22/16
9/2/16
115.000
14.000
202.000
17.476
10.797
15.044
16.050
16.050
16.050
2,009.72
151.16
3,038.89
1,845.75
224.70
3,242.10
(163.97)
73.54
203.21
LT
LT
ST
Total 331.000 5,199.77 5,312.55 (90.43)
203.21
LT
ST
172.00 3.23
Next Dividend Payable 04/2017; Asset Class: Equities
COHERENT INC (COHR) 11/10/15
2/22/16
1/11/17
31.000
3.000
4.000
63.180
83.540
142.928
205.640
205.640
205.640
1,958.58
250.62
571.71
6,374.84
616.92
822.56
4,416.26
366.30
250.85
LT
LT
ST
Total 38.000 2,780.91 7,814.32 4,782.56
250.85
LT
ST
——
Asset Class: Equities
COLONY NORTHSTAR INC (CLNS) 11/10/15
2/22/16
4/29/16
207.000
25.000
31.000
14.616
11.136
11.890
12.910
12.910
12.910
3,025.58
278.41
368.58
2,672.37
322.75
400.21
(353.21)
44.34
31.63
LT
LT
ST
Total 263.000 3,672.57 3,395.33 (308.87)
31.63
LT
ST
284.00 8.36
Next Dividend Payable 04/17/17; Asset Class: Alt
COLUMBIA BANKING SYSTEMS INC (COLB) 11/10/15
2/22/16
30.000
4.000
35.366
28.650
38.990
38.990
1,060.97
114.60
1,169.70
155.96
108.73
41.36
LT
LT
00
0
1
7
3
M
S
A
D
S
2
5
1
0
1
1
9
5
1
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 80 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 34.000 1,175.57 1,325.66 150.09 LT 30.00 2.26
Next Dividend Payable 05/2017; Asset Class: Equities
COMMSCOPE HOLDING COMPANY INC (COMM) 9/16/16
11/11/16
79.000
32.000
30.384
33.030
41.710
41.710
2,400.34
1,056.97
3,295.09
1,334.72
894.75
277.75
ST
ST
Total 111.000 3,457.31 4,629.81 1,172.50 ST ——
Asset Class: Equities
CONVERGYS CORPORATION (CVG) 11/10/15
2/22/16
55.000
7.000
25.777
24.877
21.150
21.150
1,417.71
174.14
1,163.25
148.05
(254.46)
(26.09)
LT
LT
Total 62.000 1,591.85 1,311.30 (280.55)LT 22.00 1.67
Next Dividend Payable 04/07/17; Asset Class: Equities
CROWN HLDGS INC (HOLDING CO) (CCK) 11/10/15
2/22/16
4/29/16
14.000
10.000
2.000
51.933
45.775
53.030
52.950
52.950
52.950
727.07
457.75
106.06
741.30
529.50
105.90
14.23
71.75
(0.16)
LT
LT
ST
Total 26.000 1,290.88 1,376.70 85.98
(0.16)
LT
ST
——
Asset Class: Equities
CUBIC CORP (CUB) 11/10/15 34.000 44.318 52.800 1,506.80 1,795.20 288.40 LT 9.00 0.50
Next Dividend Payable 09/2017; Asset Class: Equities
CURTISS WRIGHT CORP (CW) 11/10/15
2/22/16
8.000
20.000
68.210
66.786
91.260
91.260
545.68
1,335.72
730.08
1,825.20
184.40
489.48
LT
LT
Total 28.000 1,881.40 2,555.28 673.88 LT 15.00 0.58
Next Dividend Payable 04/13/17; Asset Class: Equities
CYS INVESTMENTS INC (CYS) 11/10/15
2/22/16
523.000
64.000
7.222
7.411
7.950
7.950
3,777.34
474.29
4,157.85
508.80
380.51
34.51
LT
LT
R
R
Total 587.000 4,251.63 4,666.65 415.02 LT 587.00 12.57
Next Dividend Payable 04/12/17; Asset Class: Alt
DIAMONDBACK ENERGY INC (FANG) 5/12/15
5/12/15
5/12/15
13.000
7.000
10.000
79.459
78.721
79.473
103.715
103.715
103.715
1,032.97
551.05
794.73
1,348.29
726.00
1,037.15
315.32
174.95
242.42
LT
LT
LT
12/2/15 23.000 76.425 103.715 1,757.78 2,385.44 627.66 LT
2/22/16 7.000 73.410 103.715 513.87 726.00 212.13 LT
1/11/17 4.000 103.078 103.715 412.31 414.86 2.55 ST
Total 64.000 5,062.71 6,637.76 1,572.48
2.55
LT
ST
——
Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 81 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
DICKS SPORTING GOODS INC (DKS) 3/7/17 35.000 47.810 48.660 1,673.35 1,703.10 29.75 ST 24.00 1.40
Next Dividend Payable 06/2017; Asset Class: Equities
DRILL-QUIP INC (DRQ) 12/15/15
2/22/16
19.000
3.000
59.995
52.247
54.550
54.550
1,139.90
156.74
1,036.45
163.65
(103.45)
6.91
LT
LT
Total 22.000 1,296.64 1,200.10 (96.54)LT ——
Asset Class: Equities
E*TRADE FINANCIAL CORP NEW COM (ETFC) 10/19/16
2/9/17
50.000
72.000
28.624
35.880
34.890
34.890
1,431.19
2,583.36
1,744.50
2,512.08
313.31
(71.28)
ST
ST
Total 122.000 4,014.55 4,256.58 242.03 ST ——
Asset Class: Equities
EAST WEST BANCORP (EWBC) 2/22/16
9/21/16
61.000
44.000
29.860
35.957
51.610
51.610
1,821.46
1,582.11
3,148.21
2,270.84
1,326.75
688.73
LT
ST
Total 105.000 3,403.57 5,419.05 1,326.75
688.73
LT
ST
84.00 1.55
Next Dividend Payable 05/2017; Asset Class: Equities
ENERSYS (ENS) 11/10/15
2/22/16
3/14/17
31.000
6.000
16.000
64.216
47.822
75.543
78.940
78.940
78.940
1,990.70
286.93
1,208.69
2,447.14
473.64
1,263.04
456.44
186.71
54.35
LT
LT
ST
Total 53.000 3,486.32 4,183.82 643.15
54.35
LT
ST
37.00 0.88
Next Dividend Payable 06/2017; Asset Class: Equities
ENVISION HEALTHCARE CORP (EVHC) 11/10/15
2/22/16
34.000
4.000
84.892
70.585
61.320
61.320
2,886.34
282.34
2,084.88
245.28
(801.46)
(37.06)
LT
LT
Total 38.000 3,168.68 2,330.16 (838.52)LT ——
Asset Class: Equities
ESSENT GROUP LTD COM (ESNT) 11/10/15
2/22/16
4/29/16
99.000
9.000
16.000
24.534
19.406
20.019
36.170
36.170
36.170
2,428.83
174.65
320.31
3,580.83
325.53
578.72
1,152.00
150.88
258.41
LT
LT
ST
Total 124.000 2,923.79 4,485.08 1,302.88
258.41
LT
ST
——
Asset Class: Equities
EXPRESS INC (EXPR) 11/10/15 126.000 19.098 9.110 2,406.37 1,147.86 (1,258.51)LT ——
Asset Class: Equities
EXTRACTION OIL & GAS LLC (XOG) 1/11/17 29.000 18.990 18.550 550.71 537.95 (12.76)ST ——
Asset Class: Equities
00
0
1
7
3
M
S
A
D
S
2
5
1
0
1
1
9
5
2
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 82 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
FCB FINL HLDGS INC CL A (FCB) 9/23/16
9/26/16
37.000
16.000
39.299
38.331
49.550
49.550
1,454.07
613.29
1,833.35
792.80
379.28
179.51
ST
ST
Total 53.000 2,067.36 2,626.15 558.79 ST ——
Asset Class: Equities
FERRO CORP (FOE) 6/17/16 93.000 14.505 15.190 1,348.95 1,412.67 63.72 ST ——
Asset Class: Equities
FERROGLOBE PLC SHS (GSM) 11/10/15
2/22/16
67.000
10.000
11.070
7.558
10.330
10.330
741.69
75.58
692.11
103.30
(49.58)
27.72
LT
LT
Total 77.000 817.27 795.41 (21.86)LT 25.00 3.14
Asset Class: Equities
FIDELITY NATIONAL FINANCIAL IN (FNF) 11/10/15 44.000 34.750 38.940 1,529.00 1,713.36 184.36 LT 44.00 2.56
Next Dividend Payable 06/2017; Asset Class: Equities
FIDELITY NATIONAL FINL INC (FNFV) 11/10/15
2/22/16
33.000
3.000
11.150
9.910
13.250
13.250
367.95
29.73
437.25
39.75
69.30
10.02
LT
LT
Total 36.000 397.68 477.00 79.32 LT ——
Asset Class: Equities
FINISH LINE INC CL A (FINL) 11/10/15
2/22/16
126.000
14.000
18.426
18.677
14.230
14.230
2,321.69
261.48
1,792.98
199.22
(528.71)
(62.26)
LT
LT
Total 140.000 2,583.17 1,992.20 (590.97)LT 62.00 3.11
Next Dividend Payable 06/2017; Asset Class: Equities
FIRST AMERICAN FINL CORP (FAF) 11/10/15
2/22/16
2.000
54.000
38.095
37.350
39.280
39.280
76.19
2,016.90
78.56
2,121.12
2.37
104.22
LT
LT
Total 56.000 2,093.09 2,199.68 106.59 LT 76.00 3.45
Next Dividend Payable 06/2017; Asset Class: Equities
FIRST CITIZ BANCSHARES A (FCNCA) 11/10/15
2/22/16
1/11/17
6.000
1.000
1.000
262.660
239.710
358.000
335.370
335.370
335.370
1,575.96
239.71
358.00
2,012.22
335.37
335.37
436.26
95.66
(22.63)
LT
LT
ST
Total 8.000 2,173.67 2,682.96 531.92
(22.63)
LT
ST
10.00 0.37
Next Dividend Payable 04/04/17; Asset Class: Equities
FIRST MIDW BNCP DELA (FMBI) 3/28/17 70.000 23.156 23.680 1,620.95 1,657.60 36.65 ST 25.00 1.50
Next Dividend Payable 04/11/17; Asset Class: Equities
FIRST SOLAR, INC. (FSLR) 9/15/16
3/13/17
40.000
5.000
35.184
32.490
27.100
27.100
1,407.34
162.45
1,084.00
135.50
(323.34)
(26.95)
ST
ST
Total 45.000 1,569.79 1,219.50 (350.29)ST ——
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 83 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Asset Class: Equities
FIRSTCASH INC (FCFS) 11/10/15
2/22/16
3/7/17
63.000
8.000
30.000
39.054
40.991
43.800
49.150
49.150
49.150
2,460.43
327.93
1,314.00
3,096.45
393.20
1,474.50
636.02
65.27
160.50
LT
LT
ST
3/30/17 12.000 47.874 49.150 574.49 589.80 15.31 ST
Total 113.000 4,676.85 5,553.95 701.29
175.81
LT
ST
86.00 1.54
Next Dividend Payable 05/2017; Asset Class: Equities
FLEXTRONICS INTL LTD (FLEX) 11/10/15
2/22/16
1/11/17
282.000
34.000
33.000
11.547
10.700
14.576
16.800
16.800
16.800
3,256.31
363.80
481.01
4,737.60
571.20
554.40
1,481.29
207.40
73.39
LT
LT
ST
Total 349.000 4,101.12 5,863.20 1,688.69
73.39
LT
ST
——
Asset Class: Equities
FTD COS INC COM (FTD) 11/10/15
2/22/16
3/13/17
60.000
8.000
7.000
25.097
24.156
23.299
20.140
20.140
20.140
1,505.82
193.25
163.09
1,208.40
161.12
140.98
(297.42)
(32.13)
(22.11)
LT
LT
ST
Total 75.000 1,862.16 1,510.50 (329.55)
(22.11)
LT
ST
——
Asset Class: Equities
FTI CONSULTING INC (FCN) 11/10/15
2/22/16
32.000
4.000
36.200
34.573
41.170
41.170
1,158.40
138.29
1,317.44
164.68
159.04
26.39
LT
LT
Total 36.000 1,296.69 1,482.12 185.43 LT ——
Asset Class: Equities
GRANITE CONSTR INC (GVA) 11/10/15
2/22/16
35.000
8.000
38.008
39.125
50.190
50.190
1,330.29
313.00
1,756.65
401.52
426.36
88.52
LT
LT
Total 43.000 1,643.29 2,158.17 514.88 LT 22.00 1.01
Next Dividend Payable 04/14/17; Asset Class: Equities
GRAPHIC PACKAGING HOLDING CO (GPK) 11/10/15
2/22/16
236.000
126.000
13.672
11.535
12.870
12.870
3,226.67
1,453.41
3,037.32
1,621.62
(189.35)
168.21
LT
LT
Total 362.000 4,680.08 4,658.94 (21.14)LT 109.00 2.33
Next Dividend Payable 04/05/17; Asset Class: Equities
GROUP I AUTOMOTIVE INC (GPI) 11/10/15
2/22/16
20.000
3.000
85.275
53.010
74.080
74.080
1,705.51
159.03
1,481.60
222.24
(223.91)
63.21
LT
LT
Total 23.000 1,864.54 1,703.84 (160.70)LT 22.00 1.29
Next Dividend Payable 06/2017; Asset Class: Equities
00
0
1
7
3
M
S
A
D
S
2
5
1
0
1
1
9
5
3
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 84 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
GULFPORT ENERGY CORP NEW (GPOR) 9/30/16 87.000 27.976 17.190 2,433.89 1,495.53 (938.36)ST ——
Asset Class: Equities
HANMI FINANCIAL CORP NEW (HAFC) 8/29/16
9/21/16
56.000
17.000
26.159
26.286
30.750
30.750
1,464.88
446.86
1,722.00
522.75
257.12
75.89
ST
ST
Total 73.000 1,911.74 2,244.75 333.01 ST 55.00 2.45
Next Dividend Payable 05/2017; Asset Class: Equities
HANOVER INSURANCE GROUP INC (THG) 11/10/15
2/22/16
3/14/17
18.000
3.000
38.000
85.732
83.997
90.750
90.060
90.060
90.060
1,543.18
251.99
3,448.49
1,621.08
270.18
3,422.28
77.90
18.19
(26.21)
LT
LT
ST
Total 59.000 5,243.66 5,313.54 96.09
(26.21)
LT
ST
118.00 2.22
Next Dividend Payable 06/2017; Asset Class: Equities
HEIDRICK & STRUGGLES INTL INC (HSII) 11/10/15
2/22/16
61.000
10.000
28.869
22.853
26.350
26.350
1,761.03
228.53
1,607.35
263.50
(153.68)
34.97
LT
LT
Total 71.000 1,989.56 1,870.85 (118.71)LT 37.00 1.97
Next Dividend Payable 05/2017; Asset Class: Equities
HILLENBRAND INC (HI) 11/10/15 45.000 30.455 35.850 1,370.46 1,613.25 242.79 LT 37.00 2.29
Next Dividend Payable 06/2017; Asset Class: Equities
HUNTINGTON INGALLS INDUSTRIES (HII) 11/10/15
2/22/16
7/21/16
6.000
4.000
3.000
127.644
134.625
168.720
200.240
200.240
200.240
765.86
538.50
506.16
1,201.44
800.96
600.72
435.58
262.46
94.56
LT
LT
ST
Total 13.000 1,810.52 2,603.12 698.04
94.56
LT
ST
31.00 1.19
Next Dividend Payable 06/2017; Asset Class: Equities
IAC INTERACTIVECORP COM (IAC) 11/10/15
2/22/16
30.000
27.000
65.260
45.430
73.720
73.720
1,957.80
1,226.61
2,211.60
1,990.44
253.80
763.83
LT
LT
Total 57.000 3,184.41 4,202.04 1,017.63 LT ——
Asset Class: Equities
ICON PLC (ICLR) 11/10/15
2/22/16
6/24/16
9.000
9.000
39.000
69.835
69.313
67.398
79.720
79.720
79.720
628.51
623.82
2,628.54
717.48
717.48
3,109.08
88.97
93.66
480.54
LT
LT
ST
Total 57.000 3,880.87 4,544.04 182.63
480.54
LT
ST
——
Asset Class: Equities
INFINITY PPTY & CASUALTY (IPCC) 11/10/15
2/22/16
14.000
2.000
81.726
80.670
95.500
95.500
1,144.17
161.34
1,337.00
191.00
192.83
29.66
LT
LT
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 85 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 16.000 1,305.51 1,528.00 222.49 LT 37.00 2.42
Next Dividend Payable 06/2017; Asset Class: Equities
INSIGHT ENTERPRISES INC (NSIT) 11/10/15 37.000 26.693 41.090 987.65 1,520.33 532.68 LT ——
Asset Class: Equities
INTEGRA LIFESCIENCES CRP NEW (IART) 11/10/15
2/22/16
22.000
14.000
31.902
29.199
42.130
42.130
701.84
408.79
926.86
589.82
225.02
181.03
LT
LT
Total 36.000 1,110.63 1,516.68 406.05 LT ——
Asset Class: Equities
INVESTORS BANCORP INC NEW (ISBC) 11/10/15
2/22/16
157.000
17.000
12.750
11.640
14.380
14.380
2,001.75
197.88
2,257.66
244.46
255.91
46.58
LT
LT
Total 174.000 2,199.63 2,502.12 302.49 LT 56.00 2.23
Next Dividend Payable 05/2017; Asset Class: Equities
JACOBS ENGINEERING GROUP INC (JEC) 5/5/16 29.000 45.879 55.280 1,330.48 1,603.12 272.64 ST 17.00 1.06
Next Dividend Payable 06/2017; Asset Class: Equities
JAGGED PEAK ENERGY INC COM (JAG) 1/30/17 267.000 14.441 13.040 3,855.80 3,481.68 (374.12)ST ——
Asset Class: Equities
JELD WEN HLD INC (JELD) 3/30/17 18.000 32.845 32.850 591.21 591.30 0.09 ST ——
Asset Class: Equities
JONES LANG LASALLE INC (JLL) 10/28/16
11/28/16
14.000
12.000
97.779
100.016
111.450
111.450
1,368.90
1,200.19
1,560.30
1,337.40
191.40
137.21
ST
ST
Total 26.000 2,569.09 2,897.70 328.61 ST 17.00 0.58
Next Dividend Payable 06/2017; Asset Class: Equities
KAR AUCTION SVCS INC (KAR) 11/5/15
11/5/15
11/6/15
18.000
33.000
42.000
37.414
37.757
37.690
43.670
43.670
43.670
673.46
1,246.00
1,583.00
786.06
1,441.11
1,834.14
112.60
195.11
251.14
LT
LT
LT
2/22/16 11.000 34.827 43.670 383.10 480.37 97.27 LT
Total 104.000 3,885.56 4,541.68 656.12 LT 133.00 2.92
Next Dividend Payable 04/04/17; Asset Class: Equities
KOSMOS ENERGY LTD (KOS) 11/10/15
1/27/17
187.000
418.000
7.627
6.360
6.660
6.660
1,426.31
2,658.48
1,245.42
2,783.88
(180.89)
125.40
LT
ST
Total 605.000 4,084.79 4,029.30 (180.89)
125.40
LT
ST
——
Asset Class: Equities
00
0
1
7
3
M
S
A
D
S
2
5
1
0
1
1
9
5
4
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 86 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
LCI INDS (LCII) 11/10/15
2/22/16
7/21/16
70.000
12.000
6.000
58.886
60.481
89.890
99.800
99.800
99.800
4,122.05
725.77
539.34
6,986.00
1,197.60
598.80
2,863.95
471.83
59.46
LT
LT
ST
Total 88.000 5,387.16 8,782.40 3,335.78
59.46
LT
ST
176.00 2.00
Next Dividend Payable 06/2017; Asset Class: Equities
LEUCADIA NAT CP (LUK) 12/15/15
12/18/15
2/22/16
67.000
97.000
19.000
16.888
16.476
15.047
26.000
26.000
26.000
1,131.49
1,598.17
285.90
1,742.00
2,522.00
494.00
610.51
923.83
208.10
LT
LT
LT
1/11/17 21.000 23.660 26.000 496.86 546.00 49.14 ST
Total 204.000 3,512.42 5,304.00 1,742.44
49.14
LT
ST
51.00 0.96
Next Dividend Payable 06/2017; Asset Class: Equities
LIFEPOINT HEALTH INC (LPNT) 11/10/15
2/22/16
27.000
3.000
71.569
64.257
65.500
65.500
1,932.35
192.77
1,768.50
196.50
(163.85)
3.73
LT
LT
Total 30.000 2,125.12 1,965.00 (160.12)LT ——
Asset Class: Equities
LIONS GATE ENTMNT CORP CL B (LGF'B) 12/12/16 51.000 26.100 24.380 1,331.10 1,243.38 (87.72)ST ——
Asset Class: Equities
LITHIA MOTORS INC A (LAD) 9/2/16
9/15/16
41.000
11.000
84.514
91.404
85.650
85.650
3,465.07
1,005.44
3,511.65
942.15
46.58
(63.29)
ST
ST
Total 52.000 4,470.51 4,453.80 (16.71)ST 52.00 1.16
Next Dividend Payable 06/2017; Asset Class: Equities
LIVE NATION ENTERTAINMENT INC (LYV) 11/10/15
2/22/16
43.000
9.000
26.585
20.586
30.370
30.370
1,143.13
185.27
1,305.91
273.33
162.78
88.06
LT
LT
Total 52.000 1,328.40 1,579.24 250.84 LT ——
Asset Class: Equities
MAIDEN HOLDINGS LTD SHS (MHLD) 11/10/15
2/22/16
1/11/17
410.000
47.000
22.000
15.200
13.629
17.975
14.000
14.000
14.000
6,231.88
640.54
395.45
5,740.00
658.00
308.00
(491.88)
17.46
(87.45)
LT
LT
ST
3/14/17 70.000 14.860 14.000 1,040.19 980.00 (60.19)ST
Total 549.000 8,308.06 7,686.00 (474.42)
(147.64)
LT
ST
329.00 4.28
Next Dividend Payable 04/17/17; Asset Class: Equities
MANPOWERGROUP INC COM (MAN) 11/10/15
2/22/16
14.000
3.000
91.140
78.037
102.570
102.570
1,275.96
234.11
1,435.98
307.71
160.02
73.60
LT
LT
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 87 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 17.000 1,510.07 1,743.69 233.62 LT 29.00 1.66
Next Dividend Payable 06/2017; Asset Class: Equities
MAXIMUS INC (MMS) 11/10/15
2/22/16
20.000
4.000
69.103
47.970
62.200
62.200
1,382.06
191.88
1,244.00
248.80
(138.06)
56.92
LT
LT
Total 24.000 1,573.94 1,492.80 (81.14)LT 4.00 0.26
Next Dividend Payable 05/2017; Asset Class: Equities
MFA FINANCIAL INC (MFA) 11/10/15
2/22/16
473.000
61.000
6.827
6.690
8.080
8.080
3,229.31
408.09
3,821.84
492.88
592.53
84.79
LT
LT
Total 534.000 3,637.40 4,314.72 677.32 LT 427.00 9.89
Next Dividend Payable 04/28/17; Asset Class: Alt
MINERALS TECHNOLOGY INC (MTX) 11/10/15
2/22/16
39.000
31.000
60.921
49.748
76.600
76.600
2,375.90
1,542.20
2,987.40
2,374.60
611.50
832.40
LT
LT
Total 70.000 3,918.10 5,362.00 1,443.90 LT 14.00 0.26
Next Dividend Payable 06/2017; Asset Class: Equities
MTGE INVT CORP (MTGE) 11/10/15
2/22/16
58.000
9.000
14.886
13.438
16.750
16.750
863.36
120.94
971.50
150.75
108.14
29.81
LT
LT
Total 67.000 984.30 1,122.25 137.95 LT 121.00 10.78
Next Dividend Payable 04/27/17; Asset Class: Alt
NATIONAL GEN HLDGS CORP (NGHC) 3/17/17 116.000 23.494 23.760 2,725.25 2,756.16 30.91 ST 19.00 0.68
Next Dividend Payable 04/19/17; Asset Class: Equities
NATIONSTAR MORTGAGE HLDGS INC (NSM) 11/10/15
2/22/16
94.000
13.000
14.068
9.757
15.760
15.760
1,322.41
126.84
1,481.44
204.88
159.03
78.04
LT
LT
Total 107.000 1,449.25 1,686.32 237.07 LT ——
Asset Class: Equities
NAVIENT CORP COM (NAVI) 11/10/15
12/2/15
2/22/16
160.000
77.000
195.000
12.687
11.920
10.349
14.760
14.760
14.760
2,029.89
917.86
2,018.00
2,361.60
1,136.52
2,878.20
331.71
218.66
860.20
LT
LT
LT
Total 432.000 4,965.75 6,376.32 1,410.57 LT 276.00 4.32
Next Dividend Payable 06/2017; Asset Class: Equities
NAVIGANT CONSULTING INC (NCI) 11/10/15
2/22/16
114.000
24.000
17.378
14.865
22.860
22.860
1,981.13
356.75
2,606.04
548.64
624.91
191.89
LT
LT
Total 138.000 2,337.88 3,154.68 816.80 LT ——
Asset Class: Equities
NELNET INC CL A (NNI) 6/24/16 69.000 32.477 43.860 2,240.90 3,026.34 785.44 ST 39.00 1.28
Next Dividend Payable 06/2017; Asset Class: Equities
00
0
1
7
3
M
S
A
D
S
2
5
1
0
1
1
9
5
5
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 88 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
NU SKIN ENTERPRISE INC A (NUS) 11/10/15
2/22/16
7/21/16
55.000
8.000
8.000
36.000
28.558
51.140
55.540
55.540
55.540
1,980.00
228.46
409.12
3,054.70
444.32
444.32
1,074.70
215.86
35.20
LT
LT
ST
Total 71.000 2,617.58 3,943.34 1,290.56
35.20
LT
ST
102.00 2.58
Next Dividend Payable 06/2017; Asset Class: Equities
OFFICE DEPOT (ODP) 5/11/16 362.000 3.708 4.665 1,342.44 1,688.73 346.29 ST 36.00 2.13
Next Dividend Payable 06/2017; Asset Class: Equities
OLIN CORPORATION (OLN) 1/8/16
2/22/16
107.000
9.000
17.008
15.450
32.870
32.870
1,819.87
139.05
3,517.09
295.83
1,697.22
156.78
LT
LT
Total 116.000 1,958.92 3,812.92 1,854.00 LT 93.00 2.43
Next Dividend Payable 06/2017; Asset Class: Equities
ON ASSIGNMENT INC (ASGN) 11/2/16 40.000 34.531 48.530 1,381.24 1,941.20 559.96 ST ——
Asset Class: Equities
ON SEMICONDUCTOR CORP (ON) 11/10/15
2/22/16
6/24/16
369.000
30.000
155.000
11.259
7.960
9.016
15.490
15.490
15.490
4,154.68
238.80
1,397.42
5,715.81
464.70
2,400.95
1,561.13
225.90
1,003.53
LT
LT
ST
1/11/17 34.000 13.475 15.490 458.15 526.66 68.51 ST
Total 588.000 6,249.05 9,108.12 1,787.03
1,072.04
LT
ST
——
Asset Class: Equities
OWENS & MINOR INC NEW (OMI) 11/10/15
2/22/16
4/29/16
28.000
3.000
5.000
36.650
39.533
36.364
34.600
34.600
34.600
1,026.20
118.60
181.82
968.80
103.80
173.00
(57.40)
(14.80)
(8.82)
LT
LT
ST
Total 36.000 1,326.62 1,245.60 (72.20)
(8.82)
LT
ST
37.00 2.97
Next Dividend Payable 06/2017; Asset Class: Equities
PACKAGING CORP AMER (PKG) 11/10/15 15.000 65.900 91.620 988.50 1,374.30 385.80 LT 38.00 2.76
Next Dividend Payable 04/14/17; Asset Class: Equities
PAREXEL INTL CORP (PRXL) 11/10/15
2/22/16
4/1/16
7.000
3.000
53.000
67.433
58.290
63.999
63.110
63.110
63.110
472.03
174.87
3,391.96
441.77
189.33
3,344.83
(30.26)
14.46
(47.13)
LT
LT
ST
Total 63.000 4,038.86 3,975.93 (15.80)
(47.13)
LT
ST
——
Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 89 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
PARSLEY ENERGY INC CL A (PE) 11/10/15
12/2/15
2/22/16
159.000
74.000
31.000
18.615
18.978
17.020
32.510
32.510
32.510
2,959.79
1,404.37
527.62
5,169.09
2,405.74
1,007.81
2,209.30
1,001.37
480.19
LT
LT
LT
7/21/16 16.000 28.034 32.510 448.55 520.16 71.61 ST
Total 280.000 5,340.33 9,102.80 3,690.86
71.61
LT
ST
——
Asset Class: Equities
PHARMERICA CORP COM (PMC) 8/22/16 66.000 22.371 23.400 1,476.50 1,544.40 67.90 ST ——
Asset Class: Equities
POLYONE CORP (POL) 3/7/17 50.000 32.840 34.090 1,641.98 1,704.50 62.52 ST 27.00 1.58
Next Dividend Payable 04/06/17; Asset Class: Equities
PORTLAND GENERAL ELEC CO (POR) 3/15/17 36.000 44.611 44.420 1,605.99 1,599.12 (6.87)ST 46.00 2.87
Next Dividend Payable 04/17/17; Asset Class: Equities
PRA GROUP INC (PRAA) 5/10/16 53.000 24.958 33.150 1,322.76 1,756.95 434.19 ST ——
Asset Class: Equities
PULTE GROUP INC (PHM) 2/22/16 72.000 17.160 23.550 1,235.52 1,695.60 460.08 LT 26.00 1.53
Next Dividend Payable 04/04/17; Asset Class: Equities
QEP RESOURCES INC (QEP) 11/10/15
2/22/16
9/21/16
93.000
6.000
152.000
15.870
11.207
17.569
12.710
12.710
12.710
1,475.91
67.24
2,670.49
1,182.03
76.26
1,931.92
(293.88)
9.02
(738.57)
LT
LT
ST
Total 251.000 4,213.64 3,190.21 (284.86)
(738.57)
LT
ST
——
Asset Class: Equities
RADIAN GROUP INC (RDN) 11/10/15
2/22/16
230.000
25.000
14.417
10.987
17.960
17.960
3,316.00
274.67
4,130.80
449.00
814.80
174.33
LT
LT
Total 255.000 3,590.67 4,579.80 989.13 LT 3.00 0.06
Next Dividend Payable 06/2017; Asset Class: Equities
RAYMOND JAMES FINCL INC (RJF) 5/18/15
5/18/15
2/22/16
14.000
3.000
6.000
57.963
58.692
44.145
76.260
76.260
76.260
811.48
176.08
264.87
1,067.64
228.78
457.56
256.16
52.70
192.69
LT
LT
LT
Total 23.000 1,252.43 1,753.98 501.55 LT 20.00 1.14
Next Dividend Payable 04/17/17; Asset Class: Equities
REALOGY HOLDINGS CORP (RLGY) 11/10/15 38.000 42.320 29.790 1,608.16 1,132.02 (476.14)LT 14.00 1.23
Next Dividend Payable 06/2017; Asset Class: Equities
00
0
1
7
3
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A
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2
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1
1
9
5
6
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 90 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
REINSURANCE GROUP OF AMERICA (RGA) 11/10/15
2/22/16
35.000
5.000
91.490
90.646
126.980
126.980
3,202.15
453.23
4,444.30
634.90
1,242.15
181.67
LT
LT
Total 40.000 3,655.38 5,079.20 1,423.82 LT 66.00 1.29
Next Dividend Payable 06/2017; Asset Class: Equities
RICE ENERGY INC (RICE) 11/10/15
2/22/16
8/9/16
102.000
3.000
90.000
15.930
9.167
24.681
23.700
23.700
23.700
1,624.86
27.50
2,221.25
2,417.40
71.10
2,133.00
792.54
43.60
(88.25)
LT
LT
ST
Total 195.000 3,873.61 4,621.50 836.14
(88.25)
LT
ST
——
Asset Class: Equities
RPX CORPORATION COM (RPXC) 11/10/15
2/22/16
206.000
24.000
14.051
9.797
12.000
12.000
2,894.42
235.13
2,472.00
288.00
(422.42)
52.87
LT
LT
Total 230.000 3,129.55 2,760.00 (369.55)LT ——
Asset Class: Equities
RSP PERMIAN INC (RSPP) 11/10/15
2/22/16
52.000
4.000
28.170
21.260
41.430
41.430
1,464.84
85.04
2,154.36
165.72
689.52
80.68
LT
LT
Total 56.000 1,549.88 2,320.08 770.20 LT ——
Asset Class: Equities
SCHOLASTIC CP (SCHL) 5/20/16 35.000 37.305 42.570 1,305.67 1,489.95 184.28 ST 21.00 1.40
Next Dividend Payable 06/2017; Asset Class: Equities
SCHWEITZER MAUDUIT INT INC (SWM) 11/10/15
12/14/15
2/22/16
47.000
20.000
27.000
39.744
40.264
33.260
41.420
41.420
41.420
1,867.99
805.28
898.02
1,946.74
828.40
1,118.34
78.75
23.12
220.32
LT
LT
LT
Total 94.000 3,571.29 3,893.48 322.19 LT 158.00 4.05
Next Dividend Payable 04/07/17; Asset Class: Equities
SCRIPPS NETWORKS INTERAC CL A (SNI) 6/24/16 38.000 60.301 78.370 2,291.43 2,978.06 686.63 ST 46.00 1.54
Next Dividend Payable 06/2017; Asset Class: Equities
SELECT MEDICAL HLDGS CP (SEM) 11/10/15
2/22/16
121.000
11.000
12.154
8.575
13.350
13.350
1,470.59
94.33
1,615.35
146.85
144.76
52.52
LT
LT
Total 132.000 1,564.92 1,762.20 197.28 LT ——
Asset Class: Equities
SERVICE CORP INTL (SCI) 11/10/15
2/22/16
3/13/17
54.000
6.000
9.000
26.470
23.507
30.800
30.880
30.880
30.880
1,429.40
141.04
277.20
1,667.52
185.28
277.92
238.12
44.24
0.72
LT
LT
ST
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 91 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 69.000 1,847.64 2,130.72 282.36
0.72
LT
ST
36.00 1.68
Next Dividend Payable 06/2017; Asset Class: Equities
SKECHERS U S A INC CL A (SKX) 9/23/16
10/21/16
110.000
92.000
22.486
19.099
27.450
27.450
2,473.50
1,757.15
3,019.50
2,525.40
546.00
768.25
ST
ST
Total 202.000 4,230.65 5,544.90 1,314.25 ST ——
Asset Class: Equities
SLM CORPORATION (SLM) 11/10/15
2/22/16
3/13/17
237.000
21.000
46.000
6.880
6.030
11.895
12.100
12.100
12.100
1,630.56
126.63
547.17
2,867.70
254.10
556.60
1,237.14
127.47
9.43
LT
LT
ST
Total 304.000 2,304.36 3,678.40 1,364.61
9.43
LT
ST
——
Asset Class: Equities
STARWOOD PROPERTY TRUST INC (STWD) 5/13/16
12/6/16
108.000
80.000
20.352
22.140
22.580
22.580
2,198.06
1,771.20
2,438.64
1,806.40
240.58
35.20
ST
ST
Total 188.000 3,969.26 4,245.04 275.78 ST 361.00 8.50
Next Dividend Payable 04/14/17; Asset Class: Alt
STEEL DYNAMICS INC (STLD) 12/4/15
2/22/16
7/21/16
58.000
107.000
20.000
17.152
18.343
25.931
34.760
34.760
34.760
994.82
1,962.66
518.62
2,016.08
3,719.32
695.20
1,021.26
1,756.66
176.58
LT
LT
ST
Total 185.000 3,476.10 6,430.60 2,777.92
176.58
LT
ST
115.00 1.78
Next Dividend Payable 04/10/17; Asset Class: Equities
STEVEN MADDEN LTD (SHOO) 11/10/15
12/1/15
2/22/16
61.000
28.000
12.000
33.730
31.893
34.674
38.550
38.550
38.550
2,057.53
893.01
416.09
2,351.55
1,079.40
462.60
294.02
186.39
46.51
LT
LT
LT
Total 101.000 3,366.63 3,893.55 526.92 LT ——
Asset Class: Equities
STIFEL FINANCIAL CORPORATION (SF) 5/10/16
7/21/16
9/21/16
91.000
14.000
17.000
34.359
33.566
38.865
50.190
50.190
50.190
3,126.67
469.92
660.71
4,567.29
702.66
853.23
1,440.62
232.74
192.52
ST
ST
ST
Total 122.000 4,257.30 6,123.18 1,865.88 ST ——
Asset Class: Equities
SUNCOKE ENERGY INC COM (SXC) 3/23/17 185.000 9.018 8.960 1,668.26 1,657.60 (10.66)ST ——
Asset Class: Equities
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2
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1
1
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5
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CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 92 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
SVB FNCL GRP (SIVB) 2/22/16
9/21/16
19.000
13.000
87.486
107.563
186.090
186.090
1,662.23
1,398.32
3,535.71
2,419.17
1,873.48
1,020.85
LT
ST
Total 32.000 3,060.55 5,954.88 1,873.48
1,020.85
LT
ST
——
Asset Class: Equities
SYKES ENTERPRISES INC (SYKE) 11/10/15
2/22/16
60.000
8.000
31.328
29.861
29.400
29.400
1,879.70
238.89
1,764.00
235.20
(115.70)
(3.69)
LT
LT
Total 68.000 2,118.59 1,999.20 (119.39)LT ——
Asset Class: Equities
SYNNEX CORP (SNX) 11/10/15
2/22/16
32.000
5.000
94.740
93.850
111.940
111.940
3,031.68
469.25
3,582.08
559.70
550.40
90.45
LT
LT
Total 37.000 3,500.93 4,141.78 640.85 LT 37.00 0.89
Next Dividend Payable 04/2017; Asset Class: Equities
TAILORED BRANDS INC COM (TLRD) 5/1/15
5/5/15
5/5/15
6.000
18.000
18.000
57.477
57.753
58.419
14.940
14.940
14.940
344.86
1,039.55
1,051.55
89.64
268.92
268.92
(255.22)
(770.63)
(782.63)
LT
LT
LT
5/8/15 14.000 58.570 14.940 819.98 209.16 (610.82)LT
5/8/15 19.000 58.472 14.940 1,110.96 283.86 (827.10)LT
5/15/15 14.000 57.665 14.940 807.31 209.16 (598.15)LT
6/25/15 38.000 65.516 14.940 2,489.62 567.72 (1,921.90)LT
8/19/15 8.000 57.404 14.940 459.23 119.52 (339.71)LT
8/20/15 9.000 57.071 14.940 513.64 134.46 (379.18)LT
11/10/15 73.000 21.802 14.940 1,591.58 1,090.62 (500.96)LT
2/22/16 20.000 14.390 14.940 287.80 298.80 11.00 LT
4/29/16 17.000 17.427 14.940 296.26 253.98 (42.28)ST
Total 254.000 10,812.34 3,794.76 (6,975.30)
(42.28)
LT
ST
183.00 4.82
Next Dividend Payable 06/2017; Asset Class: Equities
TEGNA INC COM (TGNA) 11/10/15
2/22/16
69.000
7.000
27.408
24.667
25.620
25.620
1,891.13
172.67
1,767.78
179.34
(123.35)
6.67
LT
LT
Total 76.000 2,063.80 1,947.12 (116.68)LT 43.00 2.20
Next Dividend Payable 04/03/17; Asset Class: Equities
TELETECH HOLDINGS INC (TTEC) 11/10/15
2/22/16
152.000
12.000
28.833
27.209
29.600
29.600
4,382.68
326.51
4,499.20
355.20
116.52
28.69
LT
LT
Total 164.000 4,709.19 4,854.40 145.21 LT 69.00 1.42
Next Dividend Payable 04/14/17; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 93 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
TEMPUR-PEDIC INT'L INC (TPX) 10/17/16 28.000 51.869 46.460 1,452.34 1,300.88 (151.46)ST ——
Asset Class: Equities
TERADYNE INC (TER) 11/10/15
2/22/16
1/11/17
109.000
14.000
18.000
20.100
18.840
26.100
31.100
31.100
31.100
2,190.90
263.76
469.80
3,389.90
435.40
559.80
1,199.00
171.64
90.00
LT
LT
ST
Total 141.000 2,924.46 4,385.10 1,370.64
90.00
LT
ST
39.00 0.88
Next Dividend Payable 06/2017; Asset Class: Equities
TESORO PETROLEUM CP (TSO) 3/15/17 32.000 84.498 81.060 2,703.95 2,593.92 (110.03)ST 70.00 2.69
Next Dividend Payable 06/2017; Asset Class: Equities
TETRA TECH INC (TTEK) 11/10/15
2/22/16
77.000
7.000
26.620
27.523
40.850
40.850
2,049.74
192.66
3,145.45
285.95
1,095.71
93.29
LT
LT
Total 84.000 2,242.40 3,431.40 1,189.00 LT 30.00 0.87
Next Dividend Payable 06/2017; Asset Class: Equities
TORCHMARK CORP (TMK) 11/10/15
2/22/16
17.000
5.000
59.604
52.398
77.040
77.040
1,013.26
261.99
1,309.68
385.20
296.42
123.21
LT
LT
Total 22.000 1,275.25 1,694.88 419.63 LT 13.00 0.76
Next Dividend Payable 05/01/17; Asset Class: Equities
TUTOR PERINI CORP COM (TPC) 11/10/15
2/22/16
49.000
2.000
15.976
13.075
31.800
31.800
782.84
26.15
1,558.20
63.60
775.36
37.45
LT
LT
Total 51.000 808.99 1,621.80 812.81 LT ——
Asset Class: Equities
TWO HARBORS INVT CORP COM (TWO) 11/10/15
2/22/16
1/31/17
453.000
61.000
234.000
8.350
7.625
8.600
9.590
9.590
9.590
3,782.55
465.13
2,012.40
4,344.27
584.99
2,244.06
561.72
119.86
231.66
LT
LT
ST
Total 748.000 6,260.08 7,173.32 681.58
231.66
LT
ST
748.00 10.42
Next Dividend Payable 04/27/17; Asset Class: Alt
UNIVERSAL CP VA (UVV) 11/10/15
2/22/16
6/24/16
18.000
6.000
35.000
55.266
55.003
55.052
70.750
70.750
70.750
994.78
330.02
1,926.81
1,273.50
424.50
2,476.25
278.72
94.48
549.44
LT
LT
ST
Total 59.000 3,251.61 4,174.25 373.20
549.44
LT
ST
127.00 3.04
Next Dividend Payable 05/2017; Asset Class: Equities
00
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1
7
3
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A
D
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2
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1
1
9
5
8
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 94 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
VALIDUS HOLDINGS LTD COM (VR) 11/10/15
2/22/16
7/21/16
72.000
17.000
7.000
45.200
45.134
48.890
56.390
56.390
56.390
3,254.40
767.28
342.23
4,060.08
958.63
394.73
805.68
191.35
52.50
LT
LT
ST
Total 96.000 4,363.91 5,413.44 997.03
52.50
LT
ST
146.00 2.69
Next Dividend Payable 06/2017; Asset Class: Equities
VALVOLINE INC COM (VVV) 1/5/17 181.000 21.419 24.550 3,876.84 4,443.55 566.71 ST 35.00 0.78
Next Dividend Payable 06/2017; Asset Class: Equities
WALKER & DUNLOP INC (WD) 11/10/15
2/22/16
4/29/16
159.000
15.000
31.000
28.519
22.995
21.869
41.690
41.690
41.690
4,534.51
344.92
677.94
6,628.71
625.35
1,292.39
2,094.20
280.43
614.45
LT
LT
ST
Total 205.000 5,557.37 8,546.45 2,374.63
614.45
LT
ST
——
Asset Class: Equities
WESCO INTL INC (WCC) 11/10/15
12/4/15
2/22/16
32.000
26.000
57.000
48.858
47.886
43.870
69.550
69.550
69.550
1,563.45
1,245.03
2,500.59
2,225.60
1,808.30
3,964.35
662.15
563.27
1,463.76
LT
LT
LT
Total 115.000 5,309.07 7,998.25 2,689.18 LT ——
Asset Class: Equities
WESTERN REFINING, INC (WNR) 11/10/15
2/22/16
3/13/17
96.000
7.000
15.000
46.310
26.927
35.647
35.070
35.070
35.070
4,445.76
188.49
534.70
3,366.72
245.49
526.05
(1,079.04)
57.00
(8.65)
LT
LT
ST
Total 118.000 5,168.95 4,138.26 (1,022.04)
(8.65)
LT
ST
179.00 4.32
Next Dividend Payable 05/2017; Asset Class: Equities
WILDHORSE RESOURCE DEV CORP (WRD) 12/15/16 195.000 14.809 12.440 2,887.70 2,425.80 (461.90)ST ——
Asset Class: Equities
WORLD FUEL SERVICES CORP (INT) 11/10/15
2/22/16
3/13/17
125.000
14.000
39.000
45.402
46.089
36.645
36.250
36.250
36.250
5,675.29
645.25
1,429.16
4,531.25
507.50
1,413.75
(1,144.04)
(137.75)
(15.41)
LT
LT
ST
3/14/17 74.000 36.766 36.250 2,720.67 2,682.50 (38.17)ST
Total 252.000 10,470.37 9,135.00 (1,281.79)
(53.58)
LT
ST
60.00 0.65
Next Dividend Payable 04/07/17; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 95 of 130
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 96.19%$450,323.23 $526,535.98 $61,247.75
$14,964.98
LT
ST
$8,797.00 1.67%
EXCHANGE-TRADED & CLOSED-END FUNDS
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
ARES CAPITAL CORP (ARCC) 11/10/15
2/22/16
9/21/16
79.000
10.000
94.000
$15.610
12.807
15.677
$17.380
17.380
17.380
$1,233.21
128.07
1,473.61
$1,373.02
173.80
1,633.72
$139.81
45.73
160.11
LT
LT
ST
Total 183.000 2,834.89 3,180.54 185.54
160.11
LT
ST
278.00 8.74
Next Dividend Payable 06/2017; Asset Class: FI & Pref
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
EXCHANGE-TRADED & CLOSED-END FUNDS 0.58%$2,834.89 $3,180.54 $185.54
160.11
LT
ST
$278.00 8.74%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $453,158.12 $547,363.61 $61,433.29
$15,125.09
LT
ST
$9,077.00
$0.00
1.66%
TOTAL VALUE (includes accrued interest)100.00%$547,363.61
Unrealized Gain/(Loss) totals only reflect positions that have both cost basis and market value information available. Cash, MMF, Deposits and positions stating 'Please Provide' or 'Pending Corporate Actions' are not
included.
H - Wash sale rules apply to this tax lot. The cost basis and acquisition date (trade date) have been adjusted to account for disallowed loss of a related wash sale transaction. The aggregate amount of the basis
adjustment is identified in italics under the Security Description.
R - The cost basis for this tax lot was adjusted due to a reclassification of income.
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9
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
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660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
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ALLOCATION OF ASSETS
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $17,647.09 ——————
Stocks —$491,163.41 —$35,372.57 ———
ETFs & CEFs ——$3,180.54 ————
TOTAL ALLOCATION OF ASSETS $17,647.09 $491,163.41 $3,180.54 $35,372.57 ———
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
3/1 3/6 Sold AMERICAN EAGLE OUTFITTERS NEW ACTED AS AGENT 193.000 $14.1979 $2,740.13
3/7 3/10 Bought DICKS SPORTING GOODS INC ACTED AS AGENT 35.000 47.8100 (1,673.35)
3/7 3/10 Bought POLYONE CORP ACTED AS AGENT 50.000 32.8396 (1,641.98)
3/7 3/10 Bought FIRSTCASH INC ACTED AS AGENT 30.000 43.8000 (1,314.00)
3/13 3/16 Sold HUNTINGTON BANCSHARES ACTED AS AGENT 121.000 14.1732 1,714.92
3/13 3/16 Sold CENTENE CORPORATION ACTED AS AGENT 24.000 69.4154 1,665.93
3/13 3/16 Sold FIRST REPUBLIC BANK ACTED AS AGENT 17.000 96.2632 1,636.43
3/13 3/16 Sold FIDELITY NATIONAL FINANCIAL IN ACTED AS AGENT 20.000 37.2930 745.84
3/13 3/16 Sold PACKAGING CORP AMER ACTED AS AGENT 3.000 91.9817 275.94
3/13 3/16 Sold INSIGHT ENTERPRISES INC ACTED AS AGENT 6.000 42.6250 255.74
3/13 3/16 Sold ANWORTH MORTGAGE ASSET CORP ACTED AS AGENT 31.000 5.4140 167.82
3/13 3/16 Sold AEGION CORP COM ACTED AS AGENT 7.000 23.0617 161.42
3/13 3/16 Sold BELDEN INC ACTED AS AGENT 2.000 70.0850 140.16
3/13 3/16 Sold REALOGY HOLDINGS CORP ACTED AS AGENT 5.000 27.2960 136.47
3/13 3/16 Bought WORLD FUEL SERVICES CORP ACTED AS AGENT 39.000 36.6450 (1,429.16)
3/13 3/16 Bought SLM CORPORATION ACTED AS AGENT 46.000 11.8950 (547.17)
3/13 3/16 Bought WESTERN REFINING, INC ACTED AS AGENT 15.000 35.6469 (534.70)
3/13 3/16 Bought BRISTOW GROUP INC ACTED AS AGENT 22.000 14.0652 (309.43)
3/13 3/16 Bought SERVICE CORP INTL ACTED AS AGENT 9.000 30.8000 (277.20)
3/13 3/16 Bought AGNC INVT CORP COM ACTED AS AGENT 12.000 19.2599 (231.12)
3/13 3/16 Bought FTD COS INC COM ACTED AS AGENT 7.000 23.2986 (163.09)
3/13 3/16 Bought FIRST SOLAR, INC.ACTED AS AGENT 5.000 32.4900 (162.45)
3/13 3/16 Bought BLACKSTONE MTG TRUST INC CL A ACTED AS AGENT 5.000 30.1068 (150.53)
3/14 3/17 Bought HANOVER INSURANCE GROUP INC ACTED AS AGENT 38.000 90.7497 (3,448.49)
3/14 3/17 Bought WORLD FUEL SERVICES CORP ACTED AS AGENT 74.000 36.7658 (2,720.67)
3/14 3/17 Bought ENERSYS ACTED AS AGENT 16.000 75.5430 (1,208.69)
3/14 3/17 Bought MAIDEN HOLDINGS LTD SHS ACTED AS AGENT 70.000 14.8599 (1,040.19)
3/15 3/20 Sold AMERICAN HOMES 4 RENT ACTED AS AGENT 191.000 22.2787 4,255.13
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
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PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS (CONTINUED)
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
3/15 3/20 Sold PNM RESOURCES INC (HLDG CO)ACTED AS AGENT 48.000 36.4073 1,747.51
3/15 3/20 Bought TESORO PETROLEUM CP ACTED AS AGENT 32.000 84.4983 (2,703.95)
3/15 3/20 Bought PORTLAND GENERAL ELEC CO ACTED AS AGENT 36.000 44.6107 (1,605.99)
3/17 3/22 Sold FEDERATED INVESTORS INC ACTED AS AGENT 64.000 26.1421 1,673.05
3/17 3/22 Bought NATIONAL GEN HLDGS CORP ACTED AS AGENT 116.000 23.4935 (2,725.25)
3/22 3/22 Redemption G & K SERVICES CL A EXCHANGE FOR CASH
CUSIP: 361268105
15.000 97.5000 1,462.50
3/23 3/28 Sold HUNTINGTON INGALLS INDUSTRIES ACTED AS AGENT 15.000 208.0332 3,120.43
3/23 3/28 Sold LASALLE HOTEL PROPERTIES ACTED AS AGENT 98.000 28.7645 2,818.85
3/23 3/28 Sold NATIONSTAR MORTGAGE HLDGS INC ACTED AS AGENT 64.000 15.1039 966.62
3/23 3/28 Sold BRISTOW GROUP INC ACTED AS AGENT 36.000 13.6800 492.46
3/23 3/28 Bought SUNCOKE ENERGY INC COM ACTED AS AGENT 185.000 9.0176 (1,668.26)
3/28 3/31 Sold TORCHMARK CORP ACTED AS AGENT 21.000 76.9623 1,616.17
3/28 3/31 Bought BANKUNITED INC ACTED AS AGENT 104.000 36.2709 (3,772.17)
3/28 3/31 Bought FIRST MIDW BNCP DELA ACTED AS AGENT 70.000 23.1564 (1,620.95)
3/29 4/3 Bought ATHENE HOLDING LTD CLASS A ACTED AS AGENT 32.000 49.6787 (1,589.72)
3/30 4/4 Sold NELNET INC CL A ACTED AS AGENT 45.000 43.6805 1,965.57
3/30 4/4 Sold FIRST AMERICAN FINL CORP ACTED AS AGENT 21.000 39.1750 822.66
3/30 4/4 Bought JELD WEN HLD INC ACTED AS AGENT 18.000 32.8449 (591.21)
3/30 4/4 Bought FIRSTCASH INC ACTED AS AGENT 12.000 47.8742 (574.49)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $(3,122.46)
TOTAL PURCHASES $(33,704.21)
TOTAL SALES AND REDEMPTIONS $30,581.75
Purchase and Sale transactions above may have received an average price execution. Details regarding the actual prices are available upon request.
UNSETTLED PURCHASES/SALES ACTIVITY
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price
Pending
Credits/(Debits)
3/29 4/3 Bought ATHENE HOLDING LTD CLASS A UNSETTLED PURCHASE 32.000 $49.6787 $(1,589.72)
3/30 4/4 Sold FIRST AMERICAN FINL CORP UNSETTLED SALE 21.000 39.1750 822.66
3/30 4/4 Sold NELNET INC CL A UNSETTLED SALE 45.000 43.6805 1,965.57
3/30 4/4 Bought FIRSTCASH INC UNSETTLED PURCHASE 12.000 47.8742 (574.49)
3/30 4/4 Bought JELD WEN HLD INC UNSETTLED PURCHASE 18.000 32.8449 (591.21)
NET UNSETTLED PURCHASES/SALES $32.81
This section displays transactions that have not settled during this statement period. The Holdings section includes positions purchased and omits positions sold or sold short as of the trade-date. The unit/share
price for unsettled fixed income new issues in the Holdings section may be approximate in advance of active market pricing or pricing from third party pricing services.
TAXABLE INCOME AND DISTRIBUTIONS
Activity Date Activity Type Description Comments Credits/(Debits)
3/2 Qualified Dividend REINSURANCE GROUP OF AMERICA $16.40
3/3 Qualified Dividend TETRA TECH INC 7.56
3/8 Dividend AGNC INVT CORP COM 15.30
3/9 Qualified Dividend MINERALS TECHNOLOGY INC 3.50
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CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
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TAXABLE INCOME AND DISTRIBUTIONS (CONTINUED)
Activity Date Activity Type Description Comments Credits/(Debits)
3/10 Qualified Dividend OLIN CORPORATION 23.20
3/10 Qualified Dividend CDW CORPORATION 17.92
3/10 Qualified Dividend HUNTINGTON INGALLS INDUSTRIES 16.80
3/10 Qualified Dividend SCRIPPS NETWORKS INTERAC CL A 11.40
3/10 Qualified Dividend CABOT CORP 8.70
3/10 Qualified Dividend G & K SERVICES CL A 5.85
3/10 Qualified Dividend RADIAN GROUP INC 0.64
3/13 Qualified Dividend FINISH LINE INC CL A 15.40
3/14 Qualified Dividend CUBIC CORP 4.59
3/15 Qualified Dividend FIRST AMERICAN FINL CORP 26.18
3/15 Qualified Dividend NU SKIN ENTERPRISE INC A 25.56
3/15 Qualified Dividend NELNET INC CL A 15.96
3/15 Qualified Dividend BRISTOW GROUP INC 9.24
3/15 Qualified Dividend OFFICE DEPOT 9.05
3/15 Qualified Dividend VALVOLINE INC COM 8.87
3/15 Qualified Dividend GROUP I AUTOMOTIVE INC 5.52
3/15 Qualified Dividend BRUNSWICK CORP 5.45
3/15 Qualified Dividend SCHOLASTIC CP 5.25
3/17 Qualified Dividend NAVIENT CORP COM 69.12
3/17 Qualified Dividend LCI INDS 44.00
3/17 Qualified Dividend JACOBS ENGINEERING GROUP INC 4.35
3/20 Qualified Dividend CHEMED CORPORATION 10.66
3/20 Qualified Dividend TERADYNE INC 9.87
3/20 Qualified Dividend ASSURANT INC 8.48
3/22 Qualified Dividend ASSURED GUARANTY LTD 15.53
3/23 Qualified Dividend REALOGY HOLDINGS CORP 3.87
3/24 Qualified Dividend TAILORED BRANDS INC COM 45.72
3/24 Qualified Dividend LITHIA MOTORS INC A 13.00
3/24 Qualified Dividend BROOKS-AUTOMATION INC 12.70
3/24 Qualified Dividend INFINITY PPTY & CASUALTY 9.28
3/28 Qualified Dividend AVNET INC 24.48
3/31 Dividend ARES CAPITAL CORP 69.54
3/31 Qualified Dividend VALIDUS HOLDINGS LTD COM 36.48
3/31 Dividend CHATHAM LODGING TRUST COM 14.74
3/31 Qualified Dividend LEUCADIA NAT CP 12.75
3/31 Qualified Dividend FIDELITY NATIONAL FINANCIAL IN 11.00
3/31 Qualified Dividend HANOVER INSURANCE GROUP INC 10.50
3/31 Dividend AMERICAN HOMES 4 RENT 9.55
3/31 Qualified Dividend ENERSYS 9.28
3/31 Qualified Dividend OWENS & MINOR INC NEW 9.27
3/31 Qualified Dividend HILLENBRAND INC 9.23
3/31 Qualified Dividend SERVICE CORP INTL 7.80
3/31 Qualified Dividend DICKS SPORTING GOODS INC 5.95
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
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CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
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TAXABLE INCOME AND DISTRIBUTIONS (CONTINUED)
Activity Date Activity Type Description Comments Credits/(Debits)
3/31 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 03/01-03/31)
0.15
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $735.64
TOTAL QUALIFIED DIVIDENDS $626.36
TOTAL OTHER DIVIDENDS $109.13
TOTAL INTEREST $0.15
CASH RELATED ACTIVITY
OTHER CREDITS AND DEBITS
Activity Date Activity Type Description Comments Credits/(Debits)
3/8 Service Fee Adj ADVISORY FEE REBATE $860.36
3/8 Service Fee ADVISORY FEE REBATE (640.49)
3/16 Service Fee ADVISORY INCEPTION FEE (212.75)
TOTAL OTHER CREDITS AND DEBITS $7.12
TOTAL OTHER DEBITS $7.12
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
3/2 Automatic Investment BANK DEPOSIT PROGRAM $16.40
3/3 Automatic Investment BANK DEPOSIT PROGRAM 7.56
3/7 Automatic Investment BANK DEPOSIT PROGRAM 2,740.13
3/8 Automatic Investment BANK DEPOSIT PROGRAM 15.30
3/9 Automatic Investment BANK DEPOSIT PROGRAM 223.37
3/10 Automatic Redemption BANK DEPOSIT PROGRAM (4,544.82)
3/13 Automatic Investment BANK DEPOSIT PROGRAM 15.40
3/14 Automatic Investment BANK DEPOSIT PROGRAM 4.59
3/15 Automatic Investment BANK DEPOSIT PROGRAM 111.08
3/17 Automatic Redemption BANK DEPOSIT PROGRAM (5,417.50)
3/20 Automatic Investment BANK DEPOSIT PROGRAM 29.01
3/21 Automatic Investment BANK DEPOSIT PROGRAM 1,692.70
3/22 Automatic Redemption BANK DEPOSIT PROGRAM (1,036.67)
3/23 Automatic Investment BANK DEPOSIT PROGRAM 1,466.37
3/24 Automatic Investment BANK DEPOSIT PROGRAM 80.70
3/28 Automatic Investment BANK DEPOSIT PROGRAM 24.48
3/29 Automatic Investment BANK DEPOSIT PROGRAM 5,730.10
3/31 Automatic Investment BANK DEPOSIT PROGRAM 0.15
3/31 Automatic Redemption BANK DEPOSIT PROGRAM (3,570.86)
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CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
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MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY (CONTINUED)
Activity
Date Activity Type Description Credits/(Debits)
NET ACTIVITY FOR PERIOD $(2,412.51)
REALIZED GAIN/(LOSS) DETAIL
LONG-TERM GAIN/(LOSS)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
AEGION CORP COM 11/10/15 03/13/17 7.000 $161.42 $149.69 $11.73
AMERICAN EAGLE OUTFITTERS NEW 11/10/15 03/01/17 193.000 2,740.13 3,121.78 (381.65)
AMERICAN HOMES 4 RENT 11/10/15 03/15/17 166.000 3,698.18 2,183.99 1,514.19 R
02/22/16 03/15/17 25.000 556.95 345.13 211.82
ANWORTH MORTGAGE ASSET CORP 11/10/15 03/13/17 9.000 48.72 42.30 6.42
02/22/16 03/13/17 22.000 119.10 102.96 16.14
BELDEN INC 02/22/16 03/13/17 2.000 140.16 105.31 34.85
BRISTOW GROUP INC 11/10/15 03/23/17 22.000 300.95 667.70 (366.75)W
11/10/15 03/23/17 14.000 191.51 424.90 (233.39)
Disallowed Loss Based On Wash Sale: $366.75
CENTENE CORPORATION 11/10/15 03/13/17 22.000 1,527.10 1,334.63 192.47
02/22/16 03/13/17 2.000 138.83 115.66 23.17
FEDERATED INVESTORS INC 11/10/15 03/17/17 57.000 1,490.06 1,801.20 (311.14)
02/22/16 03/17/17 7.000 182.99 177.71 5.28
FIDELITY NATIONAL FINANCIAL IN 11/10/15 03/13/17 1.000 37.29 34.75 2.54
02/22/16 03/13/17 11.000 410.21 362.31 47.90
FIRST AMERICAN FINL CORP 11/10/15 03/30/17 21.000 822.66 800.00 22.66
FIRST REPUBLIC BANK 11/10/15 03/13/17 16.000 1,540.17 1,055.93 484.24
02/22/16 03/13/17 1.000 96.26 61.21 35.05
G & K SERVICES CL A 11/10/15 03/22/17 12.000 1,170.00 796.32 373.68
02/22/16 03/22/17 3.000 292.50 199.61 92.89
HUNTINGTON BANCSHARES 11/10/15 03/13/17 87.000 1,233.04 1,003.59 229.45
02/22/16 03/13/17 34.000 481.88 300.56 181.32
HUNTINGTON INGALLS INDUSTRIES 11/10/15 03/23/17 15.000 3,120.43 1,914.66 1,205.77
INSIGHT ENTERPRISES INC 11/10/15 03/13/17 1.000 42.62 26.69 15.93
02/22/16 03/13/17 5.000 213.12 128.45 84.67
LASALLE HOTEL PROPERTIES 02/22/16 03/23/17 98.000 2,818.85 2,401.98 416.87
NATIONSTAR MORTGAGE HLDGS INC 11/10/15 03/23/17 64.000 966.62 900.37 66.25
NELNET INC CL A 11/10/15 03/30/17 31.000 1,354.06 1,038.19 315.87
02/22/16 03/30/17 4.000 174.72 143.71 31.01
PACKAGING CORP AMER 11/10/15 03/13/17 3.000 275.94 197.70 78.24
PNM RESOURCES INC (HLDG CO)11/10/15 03/15/17 42.000 1,529.07 1,167.60 361.47
02/22/16 03/15/17 6.000 218.44 195.88 22.56
REALOGY HOLDINGS CORP 11/10/15 03/13/17 1.000 27.29 42.32 (15.03)
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
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LONG-TERM GAIN/(LOSS) (CONTINUED)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
02/22/16 03/13/17 4.000 109.18 128.47 (19.29)
TORCHMARK CORP 11/10/15 03/28/17 21.000 1,616.17 1,251.68 364.49
Long-Term This Period $29,846.62 $24,724.94 $5,121.68
Long-Term Year to Date $33,676.52 $28,033.33 $5,643.19
SHORT-TERM GAIN/(LOSS)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
FIDELITY NATIONAL FINANCIAL IN 04/29/16 03/13/17 8.000 298.34 253.33 45.01
NELNET INC CL A 06/24/16 03/30/17 10.000 436.79 324.77 112.02
Short-Term This Period $735.13 $578.10 $157.03
Short-Term Year to Date $9,103.16 $7,100.67 $2,002.49
Net Realized Gain/(Loss) This Period $30,581.75 $25,303.04 $5,278.71
Net Realized Gain/(Loss) Year to Date $42,779.68 $35,134.00 $7,645.68
Disallowed Loss Based On Wash Sale This Period: $366.75
Disallowed Loss Based On Wash Sale Year to Date: $366.75
Treasury regulations require that we report on Form 1099-B a) adjusted cost basis on the sale of covered securities acquired on or after 1/1/11 (or the applicable date for the type of security), b) the gain or loss as
either long-term or short-term, and c) basis adjustments on covered securities due to wash sales, certain corporate actions and transfers by gift or inheritance. This section may not reflect all the basis adjustments
required when filing your tax return. Refer to the Expanded Disclosures.
H, W, > - The wash sale rule applies to this tax lot. For lots noted with an “H,” the cost basis and acquisition date (trade date) have been adjusted to account for disallowed loss of a related wash sale
transaction. For lots noted with a “W,” the disallowed loss on covered securities will be reported on Form 1099-B for the current tax year. The aggregate basis adjustment and the disallowed loss amount are
identified in italics under the Security Description. Net Realized Gain/(Loss) for “This Period” and “Year to Date” includes disallowed loss. For lots noted with a “>,” both “H” and “W” apply.
R - The cost basis for this tax lot was adjusted due to a reclassification of income.
MESSAGES
Consolidated Statement of Financial Condition (In Millions of Dollars)
At December 31, 2016 Morgan Stanley Smith Barney LLC had net capital of $3,946 which exceeded the Securities and Exchange Commission's minimum requirement by $3,797. A copy of the Morgan Stanley Smith
Barney LLC Consolidated Statement of Financial Condition at December 31, 2016 can be viewed online at:
http://www.morganstanley.com/about-us-ir/shareholder/morganstanley_smithbarney_llc.pdf or may be mailed to you at no cost by calling 1 (866) 825-1675, after March 15, 2017.
Settlement Cycle Change to Trade Date Plus Two (T+2)
On September 5, 2017, the settlement cycle for equities, corporate and municipal bonds, and unit investment trusts traded in the United States, Canada and Mexico will change from a three day to a two day cycle.
Upon the effective date, you will be required to fund purchases and make deliveries of securities for sales on trade date plus two business days.
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CLIENT STATEMENT For the Period March 1-31, 2017
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CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
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Make Your Annual IRA Contribution
The deadline to make your 2016 IRA contribution is April 18, 2017, so there is still time to contribute to a Traditional or Roth IRA, subject to IRS eligibility requirements (including any applicable age or income
restrictions). The maximum contribution is the lesser of (a) your taxable compensation for 2016, or (b) $5,500 (or $6,500 if you are age 50 or older) for 2016. These limits apply to all your IRAs combined. Your
Financial Advisor or Private Wealth Advisor can help you open a new IRA or fund an existing one. You can even move funds from an existing Morgan Stanley non-retirement account to fund your contribution. Speak
with your Financial Advisor or Private Wealth Advisor about making an IRA contribution for 2017 at the same time and take advantage of a year of additional potential growth.
Introducing Market Value Over Time Chart
Morgan Stanley Online has added a Historical Value graph on the Home Page, which displays your account’s month-end Total Value, Net Invested Capital and Investment Earnings. Under Portfolio Reports, this graph
is customizable by custom date range and will update month-end values for any adjustments made to the account. Therefore, starting with the January 2017 month-end statement, we replaced the current Change in
Value Over Time graph with a Market Value Over Time bar chart, which displays the month-end Total Value for a rolling thirteen months.
"Physical Security Restricted Legend Removal" Fee
As a reminder, effective May 1, 2017, clients who request the removal of a restricted legend from their physical security will be charged a $300 processing fee. This fee represents the processing expense incurred by
the transfer agent and custodian, which was previously absorbed by Morgan Stanley.
Sign up for eDelivery of your Account Documents Today
Receiving documents through eDelivery is secure, convenient, green and may even help you save on annual account fees. Accounts enrolled in eDelivery of all eligible account documents for every account within their
Account Link Group may qualify for a reduced annual fee. Contact your Financial Advisor or Private Wealth Advisor for additional details regarding annual account fees.
Simply visit www.morganstanley.com/edelivery to set your eDelivery preferences today. Please note, if you have not already done so, you will first need to register for Morgan Stanley Online prior to making your
eDelivery selections.
Important Information About Advisory Accounts
Please notify your Financial Advisor if there have been any changes in your financial situation or investment objectives, or if you wish to impose any reasonable restrictions on the management of your Investment
Advisory accounts, or to reasonably modify existing restrictions.
For a copy of the applicable ADV Brochure for Morgan Stanley Smith Barney LLC, or for any investment adviser with whom we contract to manage your investment advisory account, please visit
www.morganstanley.com/ADV, or contact your Financial Advisor. These ADV Brochures contain important information about advisory programs.
CONSOLIDATED
SUMMARY
PERSONAL
ACCOUNTS
RETIREMENT
ACCOUNTS
EDUCATION
ACCOUNTS
TRUST
ACCOUNTS
BUSINESS
ACCOUNTS
Select UMA Active Assets Account
660-110265-095
CHANGE IN VALUE OF YOUR ACCOUNTS (includes accrued interest)
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)
TOTAL BEGINNING VALUE $509,408.63 $480,857.03
Normal Contributions ——
Debits (2.64)(773.33)
Security Transfers ——
Net Credits/Debits/Transfers $(2.64)$(773.33)
Change in Value 10,828.01 40,150.30
TOTAL ENDING VALUE $520,234.00 $520,234.00
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period March 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
MAR APR MAY JUN JUL AUG SEP OCT NOV DEC JAN FEB MAR
0
200
400
600
800
1,000
($
)
T
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o
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a
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d
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This chart does not reflect corrections to Market Value made subsequent to the dates depicted. It may
exclude transactions in Annuities or positions where we are not the custodian, which could delay the
reporting of Market Value.
2016 2017
Page 103 of 130
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Market Value Percentage
Cash $15,044.40 2.89
Equities 505,189.60 97.11
TOTAL VALUE $520,234.00 100.00%
FDIC rules apply and Bank Deposits are eligible for FDIC insurance but are not covered by SIPC. Cash
and securities (including MMFs) are eligible for SIPC coverage. See Expanded Disclosures.
Values may include assets externally held, which are provided to you as a courtesy, and may not be
covered by SIPC. For additional information, refer to the corresponding section of this statement.
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
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CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
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CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 104 of 130
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 2/28/17)
This Period
(as of 3/31/17)
Cash, BDP, MMFs $6,834.23 $15,044.40
Stocks 502,574.40 505,189.60
Total Assets $509,408.63 $520,234.00
Total Liabilities (outstanding balance)——
TOTAL VALUE $509,408.63 $520,234.00
CASH FLOW
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)
OPENING CASH, BDP, MMFs $6,834.23 $8,018.47
Purchases —(10,612.87)
Sales and Redemptions 7,855.78 17,749.80
Income and Distributions 357.03 662.33
Total Investment Related Activity $8,212.81 $7,799.26
Other Debits (2.64)(773.33)
Total Cash Related Activity $(2.64)$(773.33)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $15,044.40 $15,044.40
INCOME AND DISTRIBUTION SUMMARY
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)
Qualified Dividends $356.92 $662.10
Interest 0.11 0.23
Total Taxable Income And Distributions $357.03 $662.33
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $357.03 $662.33
Taxable and tax exempt income classifications are based on the characteristics of the underlying
securities and not the taxable status of the account.
GAIN/(LOSS) SUMMARY
Realized This Period
(3/1/17-3/31/17)
Realized This Year
(1/1/17-3/31/17)
Unrealized
Inception to Date
(as of 3/31/17)
Short-Term Gain ——$13,993.70
Short-Term (Loss)——(6,679.01)
Total Short-Term ——$7,314.69
Long-Term Gain 83.34 2,193.53 81,161.38
Long-Term (Loss)(553.61)(553.61)(25,603.10)
Total Long-Term $(470.27)$1,639.92 $55,558.28
TOTAL GAIN/(LOSS)$(470.27)$1,639.92 $62,872.97
The Gain/(Loss) Summary, which may change due to basis adjustments, is provided for informational
purposes and should not be used for tax preparation. Refer to Gain/(Loss) in the Expanded Disclosures.
ADDITIONAL ACCOUNT INFORMATION
Category
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)
Foreign Tax Paid $8.49 $8.49
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110265-095
Investment Objectives †: Capital Appreciation,Income Investment Advisory Account
Manager:Riverbridge Partners - SMID Growth
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 105 of 130
† Inform us if your investment objectives, as defined in the Expanded Disclosures, change.
HOLDINGS
This section reflects positions purchased/sold on a trade date basis. "Market Value" and "Unrealized Gain/(Loss)" may not reflect the value that could be obtained in the market. Fixed Income securities are sorted
by maturity or pre-refunding date, and alphabetically within date. Estimated Annual Income a) is calculated on a pre-tax basis, b) does not include any reduction for applicable non-US withholding taxes, c) may
include return of principal or capital gains which could overstate such estimates, and d) for securities that have a defined maturity date within the next 12 months, is reflected only through maturity date. Actual
income or yield may be lower or higher than the estimates. Current yield reflects the income generated by an investment, and does not reflect changes in its price. Structured Investments, identified on the
Position Description Details line as "Asset Class: Struct Inv," may appear in various statement product categories. When displayed, the accrued interest, annual income and current yield for those with a
contingent income feature (e.g., Range Accrual Notes or Contingent Income Notes) are estimates and assume specified accrual conditions are met during the relevant period and payment in full of all contingent
interest. For Floating Rate Securities, the accrued interest, annual income and current yield are estimates based on the current floating coupon rate and may not reflect historic rates within the accrual period.
CASH, BANK DEPOSIT PROGRAM AND MONEY MARKET FUNDS
Cash, Bank Deposit Program, and Money Market Funds are generally displayed on a settlement date basis. You have the right to instruct us to liquidate your bank deposit balance(s) or shares of any money market
fund balance(s) at any time and have the proceeds of such liquidation remitted to you. Estimated Annual Income, Accrued Interest, and APY% will only be displayed for fully settled positions.
Description Market Value
7-Day
Current Yield %Est Ann Income APY %
MORGAN STANLEY PRIVATE BANK NA #$15,044.40 —$2.00 0.010
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 2.89%$15,044.40 $2.00
# Bank Deposits are held at Morgan Stanley Bank, N.A. and/or Morgan Stanley Private Bank, National Association, affiliates of Morgan Stanley Smith Barney LLC and each a national bank and FDIC member.
STOCKS
COMMON STOCKS
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
2U INC COM (TWOU) 10/20/16
10/21/16
10/25/16
66.000
13.000
51.000
$35.977
35.922
36.056
$39.660
39.660
39.660
$2,374.49
466.98
1,838.87
$2,617.56
515.58
2,022.66
$243.07
48.60
183.79
ST
ST
ST
Total 130.000 4,680.34 5,155.80 475.46 ST ——
Asset Class: Equities
ACUITY BRANDS INC (AYI) 11/10/15
2/16/16
2/10/17
40.000
2.000
17.000
210.959
185.555
211.070
204.000
204.000
204.000
8,438.37
371.11
3,588.19
8,160.00
408.00
3,468.00
(278.37)
36.89
(120.19)
LT
LT
ST
00
0
1
7
3
M
S
A
D
S
2
5
1
0
1
1
9
6
4
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 106 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 59.000 12,397.67 12,036.00 (241.48)
(120.19)
LT
ST
31.00 0.25
Next Dividend Payable 05/2017; Asset Class: Equities
ANSYS INC (ANSS) 11/10/15
2/16/16
4/18/16
65.000
8.000
9.000
92.230
84.901
89.780
106.870
106.870
106.870
5,994.95
679.21
808.02
6,946.55
854.96
961.83
951.60
175.75
153.81
LT
LT
ST
4/26/16 10.000 91.014 106.870 910.14 1,068.70 158.56 ST
4/27/16 10.000 90.984 106.870 909.84 1,068.70 158.86 ST
4/28/16 22.000 90.875 106.870 1,999.25 2,351.14 351.89 ST
Total 124.000 11,301.41 13,251.88 1,127.35
823.12
LT
ST
——
Asset Class: Equities
ATHENAHEALTH INC COM (ATHN) 1/12/15
6/10/15
2/16/16
34.000
53.000
10.000
139.590
117.975
127.546
112.690
112.690
112.690
4,746.06
6,252.65
1,275.46
3,831.46
5,972.57
1,126.90
(914.60)
(280.08)
(148.56)
LT
LT
LT
6/24/16 17.000 131.236 112.690 2,231.01 1,915.73 (315.28)ST
Total 114.000 14,505.18 12,846.66 (1,343.24)
(315.28)
LT
ST
——
Asset Class: Equities
BEACON ROOFING SUPPLY INC (BECN) 1/12/15 151.000 27.079 49.160 4,088.97 7,423.16 3,334.19 LT ——
Asset Class: Equities
BIO-TECHNE CORP (TECH) 10/17/14
1/12/15
2/16/16
2.000
85.000
6.000
90.889
92.188
87.222
101.650
101.650
101.650
181.78
7,835.98
523.33
203.30
8,640.25
609.90
21.52
804.27
86.57
LT
LT
LT
Total 93.000 8,541.09 9,453.45 912.36 LT 119.00 1.25
Next Dividend Payable 06/2017; Asset Class: Equities
CHANNELADVISOR CORP COM (ECOM) 10/17/14
1/12/15
2/16/16
70.000
155.000
26.000
14.385
21.118
11.467
11.150
11.150
11.150
1,006.92
3,273.31
298.14
780.50
1,728.25
289.90
(226.42)
(1,545.06)
(8.24)
LT
LT
LT
Total 251.000 4,578.37 2,798.65 (1,779.72)LT ——
Asset Class: Equities
CHEMED CORPORATION (CHE) 1/12/15
2/16/16
75.000
6.000
103.282
134.255
182.690
182.690
7,746.13
805.53
13,701.75
1,096.14
5,955.62
290.61
LT
LT
Total 81.000 8,551.66 14,797.89 6,246.23 LT 84.00 0.56
Next Dividend Payable 06/2017; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 107 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
COGNEX CORP (CGNX) 11/10/15
2/16/16
140.000
15.000
35.920
34.453
83.950
83.950
5,028.73
516.79
11,753.00
1,259.25
6,724.27
742.46
LT
LT
Total 155.000 5,545.52 13,012.25 7,466.73 LT 47.00 0.36
Next Dividend Payable 06/2017; Asset Class: Equities
COSTAR GROUP INC (CSGP) 10/17/14
1/12/15
2/16/16
9.000
70.000
6.000
143.180
178.150
161.607
207.220
207.220
207.220
1,288.62
12,470.47
969.64
1,864.98
14,505.40
1,243.32
576.36
2,034.93
273.68
LT
LT
LT
Total 85.000 14,728.73 17,613.70 2,884.97 LT ——
Asset Class: Equities
DIPLOMAT PHARMACY,INC. (DPLO) 10/18/16
10/19/16
10/21/16
23.000
27.000
38.000
28.397
27.992
28.955
15.950
15.950
15.950
653.14
755.79
1,100.29
366.85
430.65
606.10
(286.29)
(325.14)
(494.19)
ST
ST
ST
10/24/16 115.000 28.853 15.950 3,318.14 1,834.25 (1,483.89)ST
10/25/16 50.000 28.878 15.950 1,443.89 797.50 (646.39)ST
Total 253.000 7,271.25 4,035.35 (3,235.90)ST ——
Asset Class: Equities
DORMAN PRODUCTS, INC (DORM) 7/24/15
7/27/15
7/28/15
18.000
45.000
44.000
48.006
46.556
47.145
82.130
82.130
82.130
864.10
2,095.02
2,074.39
1,478.34
3,695.85
3,613.72
614.24
1,600.83
1,539.33
LT
LT
LT
2/16/16 9.000 42.950 82.130 386.55 739.17 352.62 LT
Total 116.000 5,420.06 9,527.08 4,107.02 LT ——
Asset Class: Equities
ELLIE MAE INC (ELLI) 12/1/16 85.000 79.999 100.270 6,799.94 8,522.95 1,723.01 ST ——
Asset Class: Equities
EXLSERVICE HLDGS INC (EXLS) 12/12/16 155.000 49.917 47.360 7,737.15 7,340.80 (396.35)ST ——
Asset Class: Equities
FASTENAL CO (FAST) 11/10/15
2/16/16
320.000
32.000
40.747
43.587
51.500
51.500
13,038.94
1,394.79
16,480.00
1,648.00
3,441.06
253.21
LT
LT
Total 352.000 14,433.73 18,128.00 3,694.27 LT 451.00 2.48
Next Dividend Payable 05/2017; Asset Class: Equities
FINANCIAL ENGINES (FNGN) 2/6/15
2/9/15
2/18/15
20.000
19.000
45.000
39.889
39.750
39.001
43.550
43.550
43.550
797.77
755.25
1,755.05
871.00
827.45
1,959.75
73.23
72.20
204.70
LT
LT
LT
2/19/15 77.000 39.132 43.550 3,013.19 3,353.35 340.16 LT
2/16/16 13.000 26.236 43.550 341.07 566.15 225.08 LT
00
0
1
7
3
M
S
A
D
S
2
5
1
0
1
1
9
6
5
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 108 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 174.000 6,662.33 7,577.70 915.37 LT 49.00 0.64
Next Dividend Payable 04/05/17; Asset Class: Equities
FIVE BELOW (FIVE) 1/12/15
2/16/16
185.000
82.000
34.907
35.504
43.310
43.310
6,457.85
2,911.33
8,012.35
3,551.42
1,554.50
640.09
LT
LT
Total 267.000 9,369.18 11,563.77 2,194.59 LT ——
Asset Class: Equities
GENTEX CORP (GNTX) 1/12/15
2/16/16
286.000
74.000
17.590
14.177
21.330
21.330
5,030.74
1,049.08
6,100.38
1,578.42
1,069.64
529.34
LT
LT
Total 360.000 6,079.82 7,678.80 1,598.98 LT 130.00 1.69
Next Dividend Payable 04/2017; Asset Class: Equities
GRAND CANYON ED INC COM (LOPE) 1/12/15
7/24/15
7/27/15
86.000
37.000
19.000
44.015
43.786
42.947
71.610
71.610
71.610
3,785.28
1,620.09
816.00
6,158.46
2,649.57
1,360.59
2,373.18
1,029.48
544.59
LT
LT
LT
7/28/15 15.000 42.932 71.610 643.98 1,074.15 430.17 LT
8/3/15 15.000 43.031 71.610 645.47 1,074.15 428.68 LT
8/4/15 55.000 42.905 71.610 2,359.78 3,938.55 1,578.77 LT
2/16/16 24.000 34.275 71.610 822.60 1,718.64 896.04 LT
Total 251.000 10,693.20 17,974.11 7,280.91 LT ——
Asset Class: Equities
HEALTHSTREAM INC (HSTM) 10/24/16
10/24/16
10/25/16
14.000
18.000
22.000
27.565
27.674
27.610
24.230
24.230
24.230
385.91
498.14
607.41
339.22
436.14
533.06
(46.69)
(62.00)
(74.35)
ST
ST
ST
10/28/16 58.000 26.649 24.230 1,545.65 1,405.34 (140.31)ST
11/2/16 80.000 26.308 24.230 2,104.60 1,938.40 (166.20)ST
11/3/16 76.000 24.029 24.230 1,826.22 1,841.48 15.26 ST
Total 268.000 6,967.93 6,493.64 (474.29)ST ——
Asset Class: Equities
HEICO CORP NEW (HEI) 5/15/15
5/19/15
6/3/15
26.000
40.000
39.000
55.966
57.021
58.338
87.200
87.200
87.200
1,455.12
2,280.82
2,275.17
2,267.20
3,488.00
3,400.80
812.08
1,207.18
1,125.63
LT
LT
LT
2/16/16 11.000 53.141 87.200 584.55 959.20 374.65 LT
6/22/16 5.000 64.836 87.200 324.18 436.00 111.82 ST
6/24/16 9.000 63.936 87.200 575.42 784.80 209.38 ST
6/29/16 8.000 64.898 87.200 519.18 697.60 178.42 ST
7/12/16 28.000 66.394 87.200 1,859.04 2,441.60 582.56 ST
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 109 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 166.000 9,873.48 14,475.20 3,519.54
1,082.18
LT
ST
30.00 0.20
Next Dividend Payable 07/2017; Asset Class: Equities
HENRY SCHEIN INC (HSIC) 12/11/15
12/14/15
2/16/16
16.000
23.000
3.000
153.070
153.270
161.677
169.970
169.970
169.970
2,449.12
3,525.20
485.03
2,719.52
3,909.31
509.91
270.40
384.11
24.88
LT
LT
LT
Total 42.000 6,459.35 7,138.74 679.39 LT ——
Asset Class: Equities
HLTH CARE SVC GRP (HCSG) 1/12/15
6/18/15
6/19/15
141.000
24.000
117.000
30.447
33.005
33.170
43.090
43.090
43.090
4,293.04
792.12
3,880.88
6,075.69
1,034.16
5,041.53
1,782.65
242.04
1,160.65
LT
LT
LT
6/23/15 47.000 33.452 43.090 1,572.24 2,025.23 452.99 LT
2/16/16 30.000 34.847 43.090 1,045.41 1,292.70 247.29 LT
Total 359.000 11,583.69 15,469.31 3,885.62 LT 267.00 1.72
Next Dividend Payable 06/2017; Asset Class: Equities
IHS MARKIT LTD (INFO) 7/13/16 286.000 32.880 41.950 9,403.68 11,997.70 2,594.02 ST ——
Asset Class: Equities
INNERWORKINGS INC (INWK) 10/17/14
1/12/15
11/10/15
155.000
375.000
90.000
8.375
7.023
8.089
9.960
9.960
9.960
1,298.05
2,633.78
728.00
1,543.80
3,735.00
896.40
245.75
1,101.22
168.40
LT
LT
LT
2/16/16 56.000 6.581 9.960 368.54 557.76 189.22 LT
Total 676.000 5,028.37 6,732.96 1,704.59 LT ——
Asset Class: Equities
INOVALON HLDGS INC COM CL A (INOV) 2/17/16
2/17/16
2/19/16
7.000
14.000
20.000
18.647
18.781
19.538
12.600
12.600
12.600
130.53
262.93
390.75
88.20
176.40
252.00
(42.33)
(86.53)
(138.75)
LT
LT
LT
2/22/16 117.000 19.547 12.600 2,287.03 1,474.20 (812.83)LT
2/25/16 45.000 17.654 12.600 794.42 567.00 (227.42)LT
2/26/16 61.000 16.423 12.600 1,001.83 768.60 (233.23)LT
3/2/16 18.000 17.375 12.600 312.75 226.80 (85.95)LT
3/4/16 41.000 17.944 12.600 735.70 516.60 (219.10)LT
3/7/16 22.000 17.976 12.600 395.47 277.20 (118.27)LT
Total 345.000 6,311.41 4,347.00 (1,964.41)LT ——
Asset Class: Equities
INTL FLAVORS & FRAGRANCES (IFF) 11/10/15
2/16/16
55.000
3.000
114.785
106.800
132.530
132.530
6,313.18
320.40
7,289.15
397.59
975.97
77.19
LT
LT
00
0
1
7
3
M
S
A
D
S
2
5
1
0
1
1
9
6
6
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 110 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 58.000 6,633.58 7,686.74 1,053.16 LT 148.00 1.92
Next Dividend Payable 04/07/17; Asset Class: Equities
LKQ CORPORATION (LKQ) 11/10/15
2/16/16
299.000
46.000
30.035
25.600
29.270
29.270
8,980.38
1,177.60
8,751.73
1,346.42
(228.65)
168.82
LT
LT
Total 345.000 10,157.98 10,098.15 (59.83)LT ——
Asset Class: Equities
MAXIMUS INC (MMS) 1/12/15
2/16/16
125.000
14.000
53.796
47.779
62.200
62.200
6,724.44
668.90
7,775.00
870.80
1,050.56
201.90
LT
LT
Total 139.000 7,393.34 8,645.80 1,252.46 LT 25.00 0.28
Next Dividend Payable 05/2017; Asset Class: Equities
MEDNAX INC (MD) 10/17/14
1/12/15
2/16/16
5.000
135.000
15.000
52.792
65.537
64.892
69.380
69.380
69.380
263.96
8,847.54
973.38
346.90
9,366.30
1,040.70
82.94
518.76
67.32
LT
LT
LT
Total 155.000 10,084.88 10,753.90 669.02 LT ——
Asset Class: Equities
MIDDLEBY CORP DEL (MIDD) 11/10/15
2/16/16
75.000
6.000
118.080
84.142
136.450
136.450
8,856.00
504.85
10,233.75
818.70
1,377.75
313.85
LT
LT
Total 81.000 9,360.85 11,052.45 1,691.60 LT ——
Asset Class: Equities
NATL INSTRUMS CP (NATI) 1/12/15
2/16/16
6/24/16
364.000
34.000
82.000
30.205
27.905
27.325
32.560
32.560
32.560
10,994.80
948.76
2,240.61
11,851.84
1,107.04
2,669.92
857.04
158.28
429.31
LT
LT
ST
6/27/16 13.000 26.030 32.560 338.39 423.28 84.89 ST
6/29/16 38.000 26.365 32.560 1,001.88 1,237.28 235.40 ST
7/13/16 27.000 28.782 32.560 777.11 879.12 102.01 ST
Total 558.000 16,301.55 18,168.48 1,015.32
851.61
LT
ST
469.00 2.58
Next Dividend Payable 06/2017; Asset Class: Equities
NEOGEN CP (NEOG) 10/17/14
1/12/15
2/16/16
13.000
120.000
14.000
40.850
48.280
48.364
65.550
65.550
65.550
531.05
5,793.60
677.09
852.15
7,866.00
917.70
321.10
2,072.40
240.61
LT
LT
LT
Total 147.000 7,001.74 9,635.85 2,634.11 LT ——
Asset Class: Equities
NOVADAQ TECH INC (NVDQ) 10/18/16
10/19/16
10/20/16
42.000
56.000
24.000
10.576
10.597
10.480
7.790
7.790
7.790
444.18
593.42
251.53
327.18
436.24
186.96
(117.00)
(157.18)
(64.57)
ST
ST
ST
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 111 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
10/26/16 134.000 10.638 7.790 1,425.48 1,043.86 (381.62)ST
10/27/16 19.000 10.589 7.790 201.20 148.01 (53.19)ST
10/28/16 17.000 10.619 7.790 180.53 132.43 (48.10)ST
10/31/16 31.000 11.066 7.790 343.06 241.49 (101.57)ST
11/1/16 129.000 11.256 7.790 1,452.00 1,004.91 (447.09)ST
Total 452.000 4,891.40 3,521.08 (1,370.32)ST ——
Asset Class: Equities
PATTERSON COMPANIES INC (PDCO) 11/10/15
2/16/16
155.000
15.000
48.017
43.505
45.230
45.230
7,442.62
652.57
7,010.65
678.45
(431.97)
25.88
LT
LT
Total 170.000 8,095.19 7,689.10 (406.09)LT 177.00 2.30
Next Dividend Payable 04/2017; Asset Class: Equities
PRA GROUP INC (PRAA) 1/12/15
11/30/15
12/1/15
181.000
11.000
18.000
56.302
41.315
40.399
33.150
33.150
33.150
10,190.72
454.47
727.18
6,000.15
364.65
596.70
(4,190.57)
(89.82)
(130.48)
LT
LT
LT
12/2/15 14.000 39.699 33.150 555.78 464.10 (91.68)LT
12/3/15 7.000 39.320 33.150 275.24 232.05 (43.19)LT
12/7/15 4.000 38.740 33.150 154.96 132.60 (22.36)LT
12/8/15 5.000 38.584 33.150 192.92 165.75 (27.17)LT
12/9/15 16.000 38.640 33.150 618.24 530.40 (87.84)LT
2/16/16 18.000 27.189 33.150 489.40 596.70 107.30 LT
12/12/16 62.000 38.067 33.150 2,360.17 2,055.30 (304.87)ST
Total 336.000 16,019.08 11,138.40 (4,575.81)
(304.87)
LT
ST
——
Asset Class: Equities
PROS HLDG INC (PRO) 8/4/15
8/5/15
8/5/15
16.000
13.000
9.000
21.317
21.585
21.606
24.190
24.190
24.190
341.07
280.61
194.45
387.04
314.47
217.71
45.97
33.86
23.26
LT
LT
LT
8/6/15 34.000 21.580 24.190 733.72 822.46 88.74 LT
8/6/15 23.000 21.630 24.190 497.49 556.37 58.88 LT
8/11/15 35.000 21.055 24.190 736.94 846.65 109.71 LT
8/13/15 17.000 20.457 24.190 347.77 411.23 63.46 LT
8/20/15 27.000 20.601 24.190 556.23 653.13 96.90 LT
8/24/15 21.000 20.572 24.190 432.01 507.99 75.98 LT
8/27/15 16.000 21.069 24.190 337.11 387.04 49.93 LT
2/16/16 21.000 10.597 24.190 222.54 507.99 285.45 LT
10/21/16 24.000 21.884 24.190 525.21 580.56 55.35 ST
10/24/16 45.000 22.306 24.190 1,003.75 1,088.55 84.80 ST
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CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 112 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
10/25/16 22.000 22.142 24.190 487.12 532.18 45.06 ST
10/26/16 29.000 22.200 24.190 643.80 701.51 57.71 ST
Total 352.000 7,339.82 8,514.88 932.14
242.92
LT
ST
——
Asset Class: Equities
PROTO LABS (PRLB) 1/12/15
7/27/15
7/28/15
105.000
34.000
9.000
62.130
75.326
72.988
51.100
51.100
51.100
6,523.65
2,561.07
656.89
5,365.50
1,737.40
459.90
(1,158.15)
(823.67)
(196.99)
LT
LT
LT
8/4/15 12.000 73.076 51.100 876.91 613.20 (263.71)LT
2/16/16 14.000 60.511 51.100 847.15 715.40 (131.75)LT
Total 174.000 11,465.67 8,891.40 (2,574.27)LT ——
Asset Class: Equities
RITCHIE BROTHERS AUCTIONEERS (RBA) 1/12/15
2/16/16
299.000
34.000
26.037
23.097
32.900
32.900
7,785.09
785.29
9,837.10
1,118.60
2,052.01
333.31
LT
LT
Total 333.000 8,570.38 10,955.70 2,385.32 LT 226.00 2.06
Next Dividend Payable 06/2017; Asset Class: Equities
ROLLINS INC (ROL) 1/12/15
2/16/16
275.000
26.000
21.661
26.904
37.130
37.130
5,956.84
699.50
10,210.75
965.38
4,253.91
265.88
LT
LT
Total 301.000 6,656.34 11,176.13 4,519.79 LT 138.00 1.23
Next Dividend Payable 06/2017; Asset Class: Equities
SNAP-ON INC (SNA) 2/1/17 39.000 180.120 168.670 7,024.68 6,578.13 (446.55)ST 111.00 1.68
Next Dividend Payable 06/2017; Asset Class: Equities
STERICYCLE INC (SRCL) 11/10/15
2/16/16
95.000
9.000
124.590
109.066
82.890
82.890
11,836.06
981.59
7,874.55
746.01
(3,961.51)
(235.58)
LT
LT
Total 104.000 12,817.65 8,620.56 (4,197.09)LT ——
Asset Class: Equities
STRATASYS LTD SHS (SSYS) 7/30/15 124.000 32.272 20.490 4,001.69 2,540.76 (1,460.93)LT ——
Asset Class: Equities
ULTIMATE SOFTWARE GP INC (ULTI) 1/12/15
2/16/16
95.000
9.000
144.503
160.030
195.210
195.210
13,727.80
1,440.27
18,544.95
1,756.89
4,817.15
316.62
LT
LT
Total 104.000 15,168.07 20,301.84 5,133.77 LT ——
Asset Class: Equities
UNITED NATURAL FOODS INC (UNFI) 1/12/15
2/16/16
9/19/16
153.000
17.000
12.000
76.818
35.134
39.319
43.230
43.230
43.230
11,753.13
597.28
471.83
6,614.19
734.91
518.76
(5,138.94)
137.63
46.93
LT
LT
ST
9/20/16 16.000 38.844 43.230 621.50 691.68 70.18 ST
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 113 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
10/4/16 9.000 40.076 43.230 360.68 389.07 28.39 ST
10/7/16 11.000 40.341 43.230 443.75 475.53 31.78 ST
10/11/16 9.000 40.982 43.230 368.84 389.07 20.23 ST
10/12/16 48.000 42.658 43.230 2,047.58 2,075.04 27.46 ST
Total 275.000 16,664.59 11,888.25 (5,001.31)
224.97
LT
ST
——
Asset Class: Equities
VEEVA SYS INC CL A (VEEV) 12/11/15
12/14/15
12/15/15
56.000
44.000
66.000
26.336
26.653
27.216
51.280
51.280
51.280
1,474.84
1,172.71
1,796.26
2,871.68
2,256.32
3,384.48
1,396.84
1,083.61
1,588.22
LT
LT
LT
12/16/15 59.000 28.085 51.280 1,657.01 3,025.52 1,368.51 LT
2/16/16 26.000 21.617 51.280 562.04 1,333.28 771.24 LT
Total 251.000 6,662.86 12,871.28 6,208.42 LT ——
Asset Class: Equities
VERINT SYSTEMS INC (VRNT) 1/12/15
7/23/15
7/24/15
30.000
11.000
20.000
55.792
59.972
59.421
43.375
43.375
43.375
1,673.77
659.69
1,188.42
1,301.25
477.12
867.50
(372.52)
(182.57)
(320.92)
LT
LT
LT
7/27/15 14.000 58.101 43.375 813.42 607.25 (206.17)LT
7/30/15 6.000 57.997 43.375 347.98 260.25 (87.73)LT
7/31/15 17.000 57.850 43.375 983.45 737.37 (246.08)LT
8/5/15 7.000 58.576 43.375 410.03 303.62 (106.41)LT
2/16/16 11.000 30.966 43.375 340.63 477.12 136.49 LT
6/24/16 90.000 33.800 43.375 3,042.00 3,903.75 861.75 ST
Total 206.000 9,459.39 8,935.25 (1,385.91)
861.75
LT
ST
——
Asset Class: Equities
VERISK ANALYTICS INC COM (VRSK) 11/10/15
2/16/16
130.000
13.000
70.890
68.167
81.140
81.140
9,215.70
886.17
10,548.20
1,054.82
1,332.50
168.65
LT
LT
Total 143.000 10,101.87 11,603.02 1,501.15 LT ——
Asset Class: Equities
WABCO HLDGS INC (WBC) 10/18/16
10/19/16
10/20/16
34.000
9.000
22.000
107.013
105.956
100.922
117.420
117.420
117.420
3,638.43
953.60
2,220.28
3,992.28
1,056.78
2,583.24
353.85
103.18
362.96
ST
ST
ST
Total 65.000 6,812.31 7,632.30 819.99 ST ——
Asset Class: Equities
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CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 114 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
ZELTIQ AESTHETICS INC COM (ZLTQ) 6/24/16
6/27/16
7/11/16
46.000
30.000
23.000
26.567
25.830
29.889
55.610
55.610
55.610
1,222.07
774.91
687.44
2,558.06
1,668.30
1,279.03
1,335.99
893.39
591.59
ST
ST
ST
7/13/16 33.000 31.306 55.610 1,033.11 1,835.13 802.02 ST
7/14/16 28.000 32.166 55.610 900.66 1,557.08 656.42 ST
Total 160.000 4,618.19 8,897.60 4,279.41 ST ——
Asset Class: Equities
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 97.11%$442,316.61 $505,189.60 $55,558.28
$7,314.69
LT
ST
$2,502.00 0.49%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $442,316.61 $520,234.00 $55,558.28
$7,314.69
LT
ST
$2,504.00
$0.00
0.48%
TOTAL VALUE (includes accrued interest)100.00%$520,234.00
Unrealized Gain/(Loss) totals only reflect positions that have both cost basis and market value information available. Cash, MMF, Deposits and positions stating 'Please Provide' or 'Pending Corporate Actions' are not
included.
ALLOCATION OF ASSETS
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $15,044.40 ——————
Stocks —$505,189.60 —————
TOTAL ALLOCATION OF ASSETS $15,044.40 $505,189.60 —————
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 115 of 130
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
3/6 3/9 Sold THE ADVISORY BOARD CO ACTED AS AGENT 174.000 $45.1492 $7,855.78
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $7,855.78
TOTAL SALES AND REDEMPTIONS $7,855.78
Purchase and Sale transactions above may have received an average price execution. Details regarding the actual prices are available upon request.
TAXABLE INCOME AND DISTRIBUTIONS
Activity Date Activity Type Description Comments Credits/(Debits)
3/3 Qualified Dividend RITCHIE BROTHERS AUCTIONEERS $48.12
3/3 Qualified Dividend BIO-TECHNE CORP 29.76
3/3 Dividend RITCHIE BROTHERS AUCTIONEERS
ADJ GROSS DIV AMOUNT 8.49
FOREIGN TAX PAID IS 8.49
0.00
3/6 Qualified Dividend NATL INSTRUMS CP 117.18
3/10 Qualified Dividend ROLLINS INC 34.62
3/10 Qualified Dividend SNAP-ON INC 27.69
3/17 Qualified Dividend COGNEX CORP 11.63
3/20 Qualified Dividend CHEMED CORPORATION 21.06
3/24 Qualified Dividend HLTH CARE SVC GRP 66.86
3/31 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 03/01-03/31)
0.11
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $357.03
TOTAL QUALIFIED DIVIDENDS $356.92
TOTAL INTEREST $0.11
CASH RELATED ACTIVITY
OTHER CREDITS AND DEBITS
Activity Date Activity Type Description Comments Credits/(Debits)
3/8 Service Fee Adj ADVISORY FEE REBATE $770.69
3/8 Service Fee ADVISORY FEE REBATE (573.74)
3/16 Service Fee ADVISORY INCEPTION FEE (199.59)
TOTAL OTHER CREDITS AND DEBITS $(2.64)
TOTAL OTHER DEBITS $(2.64)
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
3/3 Automatic Investment BANK DEPOSIT PROGRAM $77.88
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CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 116 of 130
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY (CONTINUED)
Activity
Date Activity Type Description Credits/(Debits)
3/6 Automatic Investment BANK DEPOSIT PROGRAM 117.18
3/9 Automatic Investment BANK DEPOSIT PROGRAM 196.95
3/10 Automatic Investment BANK DEPOSIT PROGRAM 7,918.09
3/17 Automatic Redemption BANK DEPOSIT PROGRAM (187.96)
3/20 Automatic Investment BANK DEPOSIT PROGRAM 21.06
3/24 Automatic Investment BANK DEPOSIT PROGRAM 66.86
3/31 Automatic Investment BANK DEPOSIT PROGRAM 0.11
NET ACTIVITY FOR PERIOD $8,210.17
REALIZED GAIN/(LOSS) DETAIL
LONG-TERM GAIN/(LOSS)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
THE ADVISORY BOARD CO 01/12/15 03/06/17 157.000 $7,088.26 $7,641.87 $(553.61)
02/16/16 03/06/17 17.000 767.52 684.18 83.34
Long-Term This Period $7,855.78 $8,326.05 $(470.27)
Long-Term Year to Date $17,749.80 $16,109.88 $1,639.92
Net Realized Gain/(Loss) This Period $7,855.78 $8,326.05 $(470.27)
Net Realized Gain/(Loss) Year to Date $17,749.80 $16,109.88 $1,639.92
Treasury regulations require that we report on Form 1099-B a) adjusted cost basis on the sale of covered securities acquired on or after 1/1/11 (or the applicable date for the type of security), b) the gain or loss as
either long-term or short-term, and c) basis adjustments on covered securities due to wash sales, certain corporate actions and transfers by gift or inheritance. This section may not reflect all the basis adjustments
required when filing your tax return. Refer to the Expanded Disclosures.
MESSAGES
Consolidated Statement of Financial Condition (In Millions of Dollars)
At December 31, 2016 Morgan Stanley Smith Barney LLC had net capital of $3,946 which exceeded the Securities and Exchange Commission's minimum requirement by $3,797. A copy of the Morgan Stanley Smith
Barney LLC Consolidated Statement of Financial Condition at December 31, 2016 can be viewed online at:
http://www.morganstanley.com/about-us-ir/shareholder/morganstanley_smithbarney_llc.pdf or may be mailed to you at no cost by calling 1 (866) 825-1675, after March 15, 2017.
Settlement Cycle Change to Trade Date Plus Two (T+2)
On September 5, 2017, the settlement cycle for equities, corporate and municipal bonds, and unit investment trusts traded in the United States, Canada and Mexico will change from a three day to a two day cycle.
Upon the effective date, you will be required to fund purchases and make deliveries of securities for sales on trade date plus two business days.
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 117 of 130
Make Your Annual IRA Contribution
The deadline to make your 2016 IRA contribution is April 18, 2017, so there is still time to contribute to a Traditional or Roth IRA, subject to IRS eligibility requirements (including any applicable age or income
restrictions). The maximum contribution is the lesser of (a) your taxable compensation for 2016, or (b) $5,500 (or $6,500 if you are age 50 or older) for 2016. These limits apply to all your IRAs combined. Your
Financial Advisor or Private Wealth Advisor can help you open a new IRA or fund an existing one. You can even move funds from an existing Morgan Stanley non-retirement account to fund your contribution. Speak
with your Financial Advisor or Private Wealth Advisor about making an IRA contribution for 2017 at the same time and take advantage of a year of additional potential growth.
Introducing Market Value Over Time Chart
Morgan Stanley Online has added a Historical Value graph on the Home Page, which displays your account’s month-end Total Value, Net Invested Capital and Investment Earnings. Under Portfolio Reports, this graph
is customizable by custom date range and will update month-end values for any adjustments made to the account. Therefore, starting with the January 2017 month-end statement, we replaced the current Change in
Value Over Time graph with a Market Value Over Time bar chart, which displays the month-end Total Value for a rolling thirteen months.
"Physical Security Restricted Legend Removal" Fee
As a reminder, effective May 1, 2017, clients who request the removal of a restricted legend from their physical security will be charged a $300 processing fee. This fee represents the processing expense incurred by
the transfer agent and custodian, which was previously absorbed by Morgan Stanley.
Sign up for eDelivery of your Account Documents Today
Receiving documents through eDelivery is secure, convenient, green and may even help you save on annual account fees. Accounts enrolled in eDelivery of all eligible account documents for every account within their
Account Link Group may qualify for a reduced annual fee. Contact your Financial Advisor or Private Wealth Advisor for additional details regarding annual account fees.
Simply visit www.morganstanley.com/edelivery to set your eDelivery preferences today. Please note, if you have not already done so, you will first need to register for Morgan Stanley Online prior to making your
eDelivery selections.
Important Information About Advisory Accounts
Please notify your Financial Advisor if there have been any changes in your financial situation or investment objectives, or if you wish to impose any reasonable restrictions on the management of your Investment
Advisory accounts, or to reasonably modify existing restrictions.
For a copy of the applicable ADV Brochure for Morgan Stanley Smith Barney LLC, or for any investment adviser with whom we contract to manage your investment advisory account, please visit
www.morganstanley.com/ADV, or contact your Financial Advisor. These ADV Brochures contain important information about advisory programs.
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Page 118 of 130
CONSOLIDATED
SUMMARY
PERSONAL
ACCOUNTS
RETIREMENT
ACCOUNTS
EDUCATION
ACCOUNTS
TRUST
ACCOUNTS
BUSINESS
ACCOUNTS
Select UMA Active Assets Account
660-110290-095
CHANGE IN VALUE OF YOUR ACCOUNTS (includes accrued interest)
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)
TOTAL BEGINNING VALUE $521,405.10 $463,790.60
Normal Contributions ——
Debits 24.17 (719.17)
Security Transfers ——
Net Credits/Debits/Transfers $24.17 $(719.17)
Change in Value 13,747.43 72,105.27
TOTAL ENDING VALUE $535,176.70 $535,176.70
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period March 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
MAR APR MAY JUN JUL AUG SEP OCT NOV DEC JAN FEB MAR
0
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This chart does not reflect corrections to Market Value made subsequent to the dates depicted. It may
exclude transactions in Annuities or positions where we are not the custodian, which could delay the
reporting of Market Value.
2016 2017
Page 119 of 130
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Market Value Percentage
Cash $19,150.49 3.58
Equities 516,026.21 96.42
TOTAL VALUE $535,176.70 100.00%
FDIC rules apply and Bank Deposits are eligible for FDIC insurance but are not covered by SIPC. Cash
and securities (including MMFs) are eligible for SIPC coverage. See Expanded Disclosures.
Values may include assets externally held, which are provided to you as a courtesy, and may not be
covered by SIPC. For additional information, refer to the corresponding section of this statement.
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
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CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 120 of 130
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 2/28/17)
This Period
(as of 3/31/17)
Cash, BDP, MMFs $12,108.43 $21,523.65
Stocks 511,964.98 516,026.21
Net Unsettled Purchases/Sales (2,668.31)(2,373.16)
Total Assets $521,405.10 $535,176.70
Total Liabilities (outstanding balance)——
TOTAL VALUE $521,405.10 $535,176.70
CASH FLOW
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)
OPENING CASH, BDP, MMFs $12,108.43 $2,650.53
Purchases (27,592.25)(50,589.47)
Sales and Redemptions 37,168.25 64,080.95
Prior Net Unsettled Purch/Sales (2,668.31)N/A
2016 Net Unsettled Purch/Sales N/A 3,249.42
Net Unsettled Purch/Sales 2,373.16 2,373.16
Income and Distributions 110.20 478.23
Total Investment Related Activity $9,391.05 $19,592.29
Other Debits 24.17 (719.17)
Total Cash Related Activity $24.17 $(719.17)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $21,523.65 $21,523.65
INCOME AND DISTRIBUTION SUMMARY
This Period
(3/1/17-3/31/17)
This Year
(1/1/17-3/31/17)
Qualified Dividends $110.11 $477.97
Interest 0.09 0.26
Total Taxable Income And Distributions $110.20 $478.23
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $110.20 $478.23
Taxable and tax exempt income classifications are based on the characteristics of the underlying
securities and not the taxable status of the account.
GAIN/(LOSS) SUMMARY
Realized This Period
(3/1/17-3/31/17)
Realized This Year
(1/1/17-3/31/17)
Unrealized
Inception to Date
(as of 3/31/17)
Short-Term Gain —$976.81 $19,249.34
Short-Term (Loss)——(8,126.85)
Total Short-Term —$976.81 $11,122.49
Long-Term Gain 10,193.03 10,954.60 61,909.58
Long-Term (Loss)(63.78)(722.39)(11,544.82)
Total Long-Term $10,129.25 $10,232.21 $50,364.76
TOTAL GAIN/(LOSS)$10,129.25 $11,209.02 $61,487.25
The Gain/(Loss) Summary, which may change due to basis adjustments, is provided for informational
purposes and should not be used for tax preparation. Refer to Gain/(Loss) in the Expanded Disclosures.
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110290-095
Investment Objectives †: Capital Appreciation,Income Investment Advisory Account
Manager:Columbia Mgmt - Select LC Grwth
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 121 of 130
† Inform us if your investment objectives, as defined in the Expanded Disclosures, change.
HOLDINGS
This section reflects positions purchased/sold on a trade date basis. "Market Value" and "Unrealized Gain/(Loss)" may not reflect the value that could be obtained in the market. Fixed Income securities are sorted
by maturity or pre-refunding date, and alphabetically within date. Estimated Annual Income a) is calculated on a pre-tax basis, b) does not include any reduction for applicable non-US withholding taxes, c) may
include return of principal or capital gains which could overstate such estimates, and d) for securities that have a defined maturity date within the next 12 months, is reflected only through maturity date. Actual
income or yield may be lower or higher than the estimates. Current yield reflects the income generated by an investment, and does not reflect changes in its price. Structured Investments, identified on the
Position Description Details line as "Asset Class: Struct Inv," may appear in various statement product categories. When displayed, the accrued interest, annual income and current yield for those with a
contingent income feature (e.g., Range Accrual Notes or Contingent Income Notes) are estimates and assume specified accrual conditions are met during the relevant period and payment in full of all contingent
interest. For Floating Rate Securities, the accrued interest, annual income and current yield are estimates based on the current floating coupon rate and may not reflect historic rates within the accrual period.
CASH, BANK DEPOSIT PROGRAM AND MONEY MARKET FUNDS
Cash, Bank Deposit Program, and Money Market Funds are generally displayed on a settlement date basis. You have the right to instruct us to liquidate your bank deposit balance(s) or shares of any money market
fund balance(s) at any time and have the proceeds of such liquidation remitted to you. Estimated Annual Income, Accrued Interest, and APY% will only be displayed for fully settled positions.
Description Market Value
7-Day
Current Yield %Est Ann Income APY %
MORGAN STANLEY PRIVATE BANK NA #$21,523.65 —$2.00 0.010
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs $21,523.65 $2.00
NET UNSETTLED PURCHASES/SALES $(2,373.16)
CASH, BDP, AND MMFs (PROJECTED SETTLED BALANCE)3.58%$19,150.49
# Bank Deposits are held at Morgan Stanley Bank, N.A. and/or Morgan Stanley Private Bank, National Association, affiliates of Morgan Stanley Smith Barney LLC and each a national bank and FDIC member.
The “Projected Settled Balance” includes accrued interest on deposits and reflects the impact of unsettled purchases/sales.
STOCKS
COMMON STOCKS
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
ACTIVISION BLIZZARD INC (ATVI) 6/20/16
9/6/16
314.000
46.000
$38.833
43.500
$49.860
49.860
$12,193.66
2,001.02
$15,656.04
2,293.56
$3,462.38
292.54
ST
ST
Total 360.000 14,194.68 17,949.60 3,754.92 ST 108.00 0.60
00
0
1
7
3
M
S
A
D
S
2
5
1
0
1
1
9
7
2
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 122 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 05/10/17; Asset Class: Equities
ACUITY BRANDS INC (AYI) 8/10/15
2/17/16
1/30/17
28.000
10.000
11.000
209.686
191.398
200.785
204.000
204.000
204.000
5,871.19
1,913.98
2,208.63
5,712.00
2,040.00
2,244.00
(159.19)
126.02
35.37
LT
LT
ST
3/21/17 6.000 206.038 204.000 1,236.23 1,224.00 (12.23)ST
Total 55.000 11,230.03 11,220.00 (33.17)
23.14
LT
ST
29.00 0.25
Next Dividend Payable 05/2017; Asset Class: Equities
ADOBE SYSTEMS (ADBE) 9/8/15 131.000 78.832 130.130 10,326.95 17,047.03 6,720.08 LT ——
Asset Class: Equities
ALEXION PHARM INC (ALXN) 5/6/15
6/12/15
9/24/15
24.000
52.000
25.000
152.351
172.310
155.894
121.240
121.240
121.240
3,656.43
8,960.11
3,897.35
2,909.76
6,304.48
3,031.00
(746.67)
(2,655.63)
(866.35)
LT
LT
LT
9/30/15 3.000 153.343 121.240 460.03 363.72 (96.31)LT
2/17/16 13.000 145.471 121.240 1,891.12 1,576.12 (315.00)LT
Total 117.000 18,865.04 14,185.08 (4,679.96)LT ——
Asset Class: Equities
ALIBABA GROUP HLDG LTD (BABA) 10/9/15
12/22/15
2/17/16
17.000
12.000
37.000
68.419
84.737
66.600
107.830
107.830
107.830
1,163.12
1,016.84
2,464.20
1,833.11
1,293.96
3,989.71
669.99
277.12
1,525.51
LT
LT
LT
2/19/16 127.000 67.274 107.830 8,543.86 13,694.41 5,150.55 LT
Total 193.000 13,188.02 20,811.19 7,623.17 LT ——
Asset Class: Equities
AMAZON COM INC (AMZN) 9/4/15
2/17/16
4/4/16
11.000
6.000
9.000
497.298
528.230
592.553
886.540
886.540
886.540
5,470.28
3,169.38
5,332.98
9,751.94
5,319.24
7,978.86
4,281.66
2,149.86
2,645.88
LT
LT
ST
Total 26.000 13,972.64 23,050.04 6,431.52
2,645.88
LT
ST
——
Asset Class: Equities
BRISTOL MYERS SQUIBB CO (BMY) 3/4/15
3/12/15
9/30/15
192.000
47.000
55.000
65.449
66.500
59.285
54.380
54.380
54.380
12,566.19
3,125.52
3,260.70
10,440.96
2,555.86
2,990.90
(2,125.23)
(569.66)
(269.80)
LT
LT
LT
8/9/16 43.000 61.938 54.380 2,663.34 2,338.34 (325.00)ST
9/7/16 36.000 56.806 54.380 2,045.03 1,957.68 (87.35)ST
Total 373.000 23,660.78 20,283.74 (2,964.69)
(412.35)
LT
ST
582.00 2.86
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 123 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 05/2017; Asset Class: Equities
CELGENE CORP (CELG) 7/1/15
8/24/15
9/30/15
33.000
79.000
1.000
117.677
116.533
107.650
124.430
124.430
124.430
3,883.34
9,206.11
107.65
4,106.19
9,829.97
124.43
222.85
623.86
16.78
LT
LT
LT
2/17/16 30.000 105.400 124.430 3,162.00 3,732.90 570.90 LT
11/11/16 16.000 119.493 124.430 1,911.88 1,990.88 79.00 ST
Total 159.000 18,270.98 19,784.37 1,434.39
79.00
LT
ST
——
Asset Class: Equities
CHARLES SCHWAB NEW (SCHW) 6/20/16
7/11/16
7/13/16
15.000
227.000
93.000
28.908
25.901
26.306
40.810
40.810
40.810
433.63
5,879.55
2,446.43
612.15
9,263.87
3,795.33
178.52
3,384.32
1,348.90
ST
ST
ST
3/30/17 58.000 40.917 40.810 2,373.16 2,366.98 (6.18)ST
Total 393.000 11,132.77 16,038.33 4,905.56 ST 126.00 0.78
Next Dividend Payable 05/2017; Asset Class: Equities
COSTCO WHOLESALE CORP NEW (COST) 11/11/16
3/6/17
3/17/17
66.000
10.000
8.000
148.564
166.708
167.945
167.690
167.690
167.690
9,805.25
1,667.08
1,343.56
11,067.54
1,676.90
1,341.52
1,262.29
9.82
(2.04)
ST
ST
ST
Total 84.000 12,815.89 14,085.96 1,270.07 ST 151.00 1.07
Next Dividend Payable 05/2017; Asset Class: Equities
DEXCOM INC (DXCM) 9/17/15
10/16/15
2/17/16
1.000
80.000
23.000
102.215
83.509
61.568
84.730
84.730
84.730
102.22
6,680.72
1,416.07
84.73
6,778.40
1,948.79
(17.49)
97.68
532.72
LT
LT
LT
11/11/16 32.000 65.813 84.730 2,106.02 2,711.36 605.34 ST
Total 136.000 10,305.03 11,523.28 612.91
605.34
LT
ST
——
Asset Class: Equities
DOMINOS PIZZA INC (DPZ) 2/23/17
3/21/17
57.000
8.000
184.263
184.936
184.300
184.300
10,502.99
1,479.49
10,505.10
1,474.40
2.11
(5.09)
ST
ST
Total 65.000 11,982.48 11,979.50 (2.98)ST 120.00 1.00
Next Dividend Payable 06/2017; Asset Class: Equities
EDWARD LIFESCIENCES CORP (EW) 2/17/16
4/6/16
10/26/16
13.000
89.000
19.000
85.508
106.918
95.692
94.070
94.070
94.070
1,111.60
9,515.71
1,818.14
1,222.91
8,372.23
1,787.33
111.31
(1,143.48)
(30.81)
LT
ST
ST
11/11/16 9.000 91.676 94.070 825.08 846.63 21.55 ST
3/2/17 30.000 93.403 94.070 2,802.09 2,822.10 20.01 ST
00
0
1
7
3
M
S
A
D
S
2
5
1
0
1
1
9
7
3
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 124 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 160.000 16,072.62 15,051.20 111.31
(1,132.73)
LT
ST
——
Asset Class: Equities
FACEBOOK INC CL-A (FB) 8/31/15 154.000 90.658 142.050 13,961.30 21,875.70 7,914.40 LT ——
Asset Class: Equities
ILLUMINA INC (ILMN) 9/4/15
1/4/16
2/17/16
55.000
22.000
23.000
193.160
182.650
153.700
170.640
170.640
170.640
10,623.80
4,018.31
3,535.10
9,385.20
3,754.08
3,924.72
(1,238.60)
(264.23)
389.62
LT
LT
LT
11/11/16 8.000 139.419 170.640 1,115.35 1,365.12 249.77 ST
Total 108.000 19,292.56 18,429.12 (1,113.21)
249.77
LT
ST
——
Asset Class: Equities
INTERCEPT PHARMACEUTICALS INC (ICPT) 12/21/15
2/17/16
6/3/16
14.000
19.000
28.000
162.031
121.380
171.365
113.100
113.100
113.100
2,268.43
2,306.22
4,798.23
1,583.40
2,148.90
3,166.80
(685.03)
(157.32)
(1,631.43)
LT
LT
ST
7/7/16 31.000 142.335 113.100 4,412.39 3,506.10 (906.29)ST
11/11/16 15.000 110.273 113.100 1,654.09 1,696.50 42.41 ST
3/24/17 9.000 116.969 113.100 1,052.72 1,017.90 (34.82)ST
Total 116.000 16,492.08 13,119.60 (842.35)
(2,530.13)
LT
ST
——
Asset Class: Equities
INTERCONTINENTALEXCHANGE GROUP (ICE) 9/10/15
2/17/16
5/3/16
108.000
55.000
50.000
47.147
48.439
48.132
59.870
59.870
59.870
5,091.84
2,664.12
2,406.60
6,465.96
3,292.85
2,993.50
1,374.12
628.73
586.90
LT
LT
ST
3/20/17 44.000 61.314 59.870 2,697.80 2,634.28 (63.52)ST
Total 257.000 12,860.36 15,386.59 2,002.85
523.38
LT
ST
206.00 1.33
Next Dividend Payable 06/2017; Asset Class: Equities
MERCADOLIBRE INC (MELI) 9/3/15
2/17/16
32.000
29.000
112.215
97.848
211.470
211.470
3,590.89
2,837.60
6,767.04
6,132.63
3,176.15
3,295.03
LT
LT
Total 61.000 6,428.49 12,899.67 6,471.18 LT 37.00 0.28
Next Dividend Payable 04/17/17; Asset Class: Equities
MONSTER BEVERAGE CORP NEW COM (MNST) 6/16/15
2/17/16
3/10/16
129.000
75.000
129.000
44.209
41.897
43.928
46.170
46.170
46.170
5,702.92
3,142.26
5,666.67
5,955.93
3,462.75
5,955.93
253.01
320.49
289.26
LT
LT
LT
Total 333.000 14,511.85 15,374.61 862.76 LT ——
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 125 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Asset Class: Equities
NIKE INC B (NKE) 3/12/15
2/17/16
4/4/16
62.000
55.000
92.000
48.391
57.310
59.859
55.730
55.730
55.730
3,000.24
3,152.05
5,507.07
3,455.26
3,065.15
5,127.16
455.02
(86.90)
(379.91)
LT
LT
ST
5/23/16 121.000 56.358 55.730 6,819.26 6,743.33 (75.93)ST
9/28/16 35.000 53.542 55.730 1,873.96 1,950.55 76.59 ST
Total 365.000 20,352.58 20,341.45 368.12
(379.25)
LT
ST
263.00 1.29
Next Dividend Payable 04/03/17; Asset Class: Equities
NVIDIA CORPORATION (NVDA) 12/1/16
12/28/16
1/26/17
10.000
43.000
38.000
89.363
110.225
108.762
108.930
108.930
108.930
893.63
4,739.68
4,132.96
1,089.30
4,683.99
4,139.34
195.67
(55.69)
6.38
ST
ST
ST
2/24/17 27.000 98.826 108.930 2,668.31 2,941.11 272.80 ST
3/17/17 24.000 104.826 108.930 2,515.82 2,614.32 98.50 ST
Total 142.000 14,950.40 15,468.06 517.66 ST 80.00 0.51
Next Dividend Payable 06/2017; Asset Class: Equities
PALO ALTO NETWORKS INC (PANW) 2/17/16
6/3/16
24.000
66.000
130.213
139.750
112.680
112.680
3,125.12
9,223.47
2,704.32
7,436.88
(420.80)
(1,786.59)
LT
ST
Total 90.000 12,348.59 10,141.20 (420.80)
(1,786.59)
LT
ST
——
Asset Class: Equities
PRICELINE GRP INC COM NEW (PCLN) 12/19/14
2/17/16
11.000
1.000
1,107.075
1,230.860
1,779.970
1,779.970
12,177.82
1,230.86
19,579.67
1,779.97
7,401.85
549.11
LT
LT
Total 12.000 13,408.68 21,359.64 7,950.96 LT ——
Asset Class: Equities
SALESFORCE.COM,INC. (CRM) 2/17/16
9/21/16
10/6/16
141.000
48.000
32.000
63.147
73.208
71.171
82.490
82.490
82.490
8,903.77
3,513.96
2,277.46
11,631.09
3,959.52
2,639.68
2,727.32
445.56
362.22
LT
ST
ST
Total 221.000 14,695.19 18,230.29 2,727.32
807.78
LT
ST
——
Asset Class: Equities
SERVICENOW INC (NOW) 9/8/15
2/17/16
2/19/16
10.000
40.000
46.000
71.898
54.230
54.741
87.470
87.470
87.470
718.98
2,169.20
2,518.09
874.70
3,498.80
4,023.62
155.72
1,329.60
1,505.53
LT
LT
LT
6/8/16 96.000 77.332 87.470 7,423.83 8,397.12 973.29 ST
00
0
1
7
3
M
S
A
D
S
2
5
1
0
1
1
9
7
4
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 126 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 192.000 12,830.10 16,794.24 2,990.85
973.29
LT
ST
——
Asset Class: Equities
SHIRE PLC ADR (SHPG) 9/6/16
9/21/16
40.000
15.000
194.309
204.637
174.230
174.230
7,772.36
3,069.55
6,969.20
2,613.45
(803.16)
(456.10)
ST
ST
Total 55.000 10,841.91 9,582.65 (1,259.26)ST 50.00 0.52
Next Dividend Payable 04/25/17; Asset Class: Equities
SPLUNK INC (SPLK) 8/28/15
12/31/15
2/17/16
106.000
102.000
73.000
62.398
59.379
34.070
62.290
62.290
62.290
6,614.17
6,056.62
2,487.11
6,602.74
6,353.58
4,547.17
(11.43)
296.96
2,060.06
LT
LT
LT
Total 281.000 15,157.90 17,503.49 2,345.59 LT ——
Asset Class: Equities
STARBUCKS CORP WASHINGTON (SBUX) 7/6/16
7/6/16
7/28/16
163.000
80.000
2.000
56.696
59.209
57.240
58.390
58.390
58.390
9,241.42
4,736.75
114.48
9,517.57
4,671.20
116.78
276.15
(65.55)
2.30
ST
ST
ST
H
H
9/6/16 42.000 56.035 58.390 2,353.49 2,452.38 98.89 ST
10/11/16 52.000 52.862 58.390 2,748.80 3,036.28 287.48 ST
Total 339.000 19,194.94 19,794.21 599.27 ST 339.00 1.71
Next Dividend Payable 05/2017; Basis Adjustment Due to Wash Sale: $98.98; Asset Class: Equities
ULTA BEAUTY INC (ULTA) 11/23/16
1/31/17
20.000
13.000
262.419
268.025
285.230
285.230
5,248.37
3,484.33
5,704.60
3,707.99
456.23
223.66
ST
ST
Total 33.000 8,732.70 9,412.59 679.89 ST ——
Asset Class: Equities
UNITEDHEALTH GP INC (UNH) 3/20/17
3/22/17
31.000
31.000
169.058
167.210
164.010
164.010
5,240.79
5,183.51
5,084.31
5,084.31
(156.48)
(99.20)
ST
ST
Total 62.000 10,424.30 10,168.62 (255.68)ST 155.00 1.52
Next Dividend Payable 06/2017; Asset Class: Equities
VERTEX PHARMACEUTICALS (VRTX) 12/18/14
3/12/15
8/26/15
5.000
48.000
12.000
113.803
123.046
123.464
109.350
109.350
109.350
569.01
5,906.19
1,481.57
546.75
5,248.80
1,312.20
(22.26)
(657.39)
(169.37)
LT
LT
LT
9/24/15 35.000 109.640 109.350 3,837.41 3,827.25 (10.16)LT
9/29/15 3.000 100.483 109.350 301.45 328.05 26.60 LT
2/17/16 34.000 86.611 109.350 2,944.78 3,717.90 773.12 LT
2/19/16 18.000 87.377 109.350 1,572.79 1,968.30 395.51 LT
5/4/16 44.000 81.020 109.350 3,564.89 4,811.40 1,246.51 ST
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 127 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 199.000 20,178.09 21,760.65 336.05
1,246.51
LT
ST
——
Asset Class: Equities
VISA INC CL A (V) 6/26/15 173.000 68.549 88.870 11,859.03 15,374.51 3,515.48 LT 114.00 0.74
Next Dividend Payable 06/2017; Asset Class: Equities
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 96.42%$454,538.96 $516,026.21 $50,364.76
$11,122.49
LT
ST
$2,360.00 0.46%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $454,538.96 $535,176.70 $50,364.76
$11,122.49
LT
ST
$2,362.00
$0.00
0.44%
TOTAL VALUE (includes accrued interest)100.00%$535,176.70
Unrealized Gain/(Loss) totals only reflect positions that have both cost basis and market value information available. Cash, MMF, Deposits and positions stating 'Please Provide' or 'Pending Corporate Actions' are not
included.
H - Wash sale rules apply to this tax lot. The cost basis and acquisition date (trade date) have been adjusted to account for disallowed loss of a related wash sale transaction. The aggregate amount of the basis
adjustment is identified in italics under the Security Description.
ALLOCATION OF ASSETS
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $19,150.49 ——————
Stocks —$516,026.21 —————
TOTAL ALLOCATION OF ASSETS $19,150.49 $516,026.21 —————
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CLIENT STATEMENT For the Period March 1-31, 2017
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660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 128 of 130
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
3/2 3/7 Bought EDWARD LIFESCIENCES CORP ACTED AS AGENT 30.000 $93.4031 $(2,802.09)
3/6 3/9 Bought COSTCO WHOLESALE CORP NEW ACTED AS AGENT 10.000 166.7083 (1,667.08)
3/14 3/17 Sold MOBILEYE N.V.ACTED AS AGENT 443.000 60.9240 26,988.74
3/17 3/22 Bought NVIDIA CORPORATION ACTED AS AGENT 24.000 104.8257 (2,515.82)
3/17 3/22 Bought COSTCO WHOLESALE CORP NEW ACTED AS AGENT 8.000 167.9455 (1,343.56)
3/20 3/23 Bought UNITEDHEALTH GP INC ACTED AS AGENT 31.000 169.0577 (5,240.79)
3/20 3/23 Bought INTERCONTINENTALEXCHANGE GROUP ACTED AS AGENT 44.000 61.3137 (2,697.80)
3/21 3/24 Bought DOMINOS PIZZA INC ACTED AS AGENT 8.000 184.9364 (1,479.49)
3/21 3/24 Bought ACUITY BRANDS INC ACTED AS AGENT 6.000 206.0381 (1,236.23)
3/22 3/27 Bought UNITEDHEALTH GP INC ACTED AS AGENT 31.000 167.2101 (5,183.51)
3/24 3/29 Sold BIOGEN INC COM ACTED AS AGENT 37.000 275.1282 10,179.51
3/24 3/29 Bought INTERCEPT PHARMACEUTICALS INC ACTED AS AGENT 9.000 116.9690 (1,052.72)
3/30 4/4 Bought CHARLES SCHWAB NEW ACTED AS AGENT 58.000 40.9165 (2,373.16)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $9,576.00
TOTAL PURCHASES $(27,592.25)
TOTAL SALES AND REDEMPTIONS $37,168.25
Purchase and Sale transactions above may have received an average price execution. Details regarding the actual prices are available upon request.
UNSETTLED PURCHASES/SALES ACTIVITY
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price
Pending
Credits/(Debits)
3/30 4/4 Bought CHARLES SCHWAB NEW UNSETTLED PURCHASE 58.000 $40.9165 $(2,373.16)
NET UNSETTLED PURCHASES/SALES $(2,373.16)
This section displays transactions that have not settled during this statement period. The Holdings section includes positions purchased and omits positions sold or sold short as of the trade-date. The unit/share
price for unsettled fixed income new issues in the Holdings section may be approximate in advance of active market pricing or pricing from third party pricing services.
TAXABLE INCOME AND DISTRIBUTIONS
Activity Date Activity Type Description Comments Credits/(Debits)
3/7 Qualified Dividend VISA INC CL A $28.55
3/17 Qualified Dividend NVIDIA CORPORATION 12.74
3/30 Qualified Dividend DOMINOS PIZZA INC 26.22
3/31 Qualified Dividend INTERCONTINENTALEXCHANGE GROUP 42.60
3/31 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 03/01-03/31)
0.09
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $110.20
TOTAL QUALIFIED DIVIDENDS $110.11
TOTAL INTEREST $0.09
Account Detail
CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 129 of 130
CASH RELATED ACTIVITY
OTHER CREDITS AND DEBITS
Activity Date Activity Type Description Comments Credits/(Debits)
3/8 Service Fee Adj ADVISORY FEE REBATE $743.34
3/8 Service Fee ADVISORY FEE REBATE (553.37)
3/16 Service Fee ADVISORY INCEPTION FEE (235.95)
3/20 Service Fee Adj ADVISORY FEE REBATE 235.95
3/20 Service Fee ADVISORY INCEPTION FEE (165.80)
TOTAL OTHER CREDITS AND DEBITS $24.17
TOTAL OTHER DEBITS $24.17
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
3/1 Automatic Redemption BANK DEPOSIT PROGRAM $(2,668.31)
3/7 Automatic Redemption BANK DEPOSIT PROGRAM (2,773.54)
3/9 Automatic Redemption BANK DEPOSIT PROGRAM (1,477.11)
3/17 Automatic Redemption BANK DEPOSIT PROGRAM (223.21)
3/20 Automatic Investment BANK DEPOSIT PROGRAM 26,988.74
3/21 Automatic Investment BANK DEPOSIT PROGRAM 70.15
3/22 Automatic Redemption BANK DEPOSIT PROGRAM (3,859.38)
3/23 Automatic Redemption BANK DEPOSIT PROGRAM (7,938.59)
3/24 Automatic Redemption BANK DEPOSIT PROGRAM (2,715.72)
3/27 Automatic Redemption BANK DEPOSIT PROGRAM (5,183.51)
3/30 Automatic Investment BANK DEPOSIT PROGRAM 9,153.01
3/31 Automatic Investment BANK DEPOSIT PROGRAM 42.60
3/31 Automatic Investment BANK DEPOSIT PROGRAM 0.09
NET ACTIVITY FOR PERIOD $9,415.22
REALIZED GAIN/(LOSS) DETAIL
LONG-TERM GAIN/(LOSS)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
BIOGEN INC COM 09/04/15 03/24/17 20.000 $5,502.44 $5,566.22 $(63.78)
09/29/15 03/24/17 5.000 1,375.61 1,291.05 84.56
02/17/16 03/24/17 12.000 3,301.46 2,923.89 377.57
MOBILEYE N.V.09/16/15 03/14/17 50.000 3,046.13 2,426.71 619.42
12/23/15 03/14/17 287.000 17,484.80 11,810.37 5,674.43
02/17/16 03/14/17 106.000 6,457.81 3,020.76 3,437.05
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CLIENT STATEMENT For the Period March 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 130 of 130
LONG-TERM GAIN/(LOSS) (CONTINUED)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
Long-Term This Period $37,168.25 $27,039.00 $10,129.25
Long-Term Year to Date $45,636.16 $35,403.95 $10,232.21
Net Realized Gain/(Loss) This Period $37,168.25 $27,039.00 $10,129.25
Net Realized Gain/(Loss) Year to Date $64,080.95 $52,871.93 $11,209.02
Treasury regulations require that we report on Form 1099-B a) adjusted cost basis on the sale of covered securities acquired on or after 1/1/11 (or the applicable date for the type of security), b) the gain or loss as
either long-term or short-term, and c) basis adjustments on covered securities due to wash sales, certain corporate actions and transfers by gift or inheritance. This section may not reflect all the basis adjustments
required when filing your tax return. Refer to the Expanded Disclosures.
MESSAGES
Consolidated Statement of Financial Condition (In Millions of Dollars)
At December 31, 2016 Morgan Stanley Smith Barney LLC had net capital of $3,946 which exceeded the Securities and Exchange Commission's minimum requirement by $3,797. A copy of the Morgan Stanley Smith
Barney LLC Consolidated Statement of Financial Condition at December 31, 2016 can be viewed online at:
http://www.morganstanley.com/about-us-ir/shareholder/morganstanley_smithbarney_llc.pdf or may be mailed to you at no cost by calling 1 (866) 825-1675, after March 15, 2017.
Settlement Cycle Change to Trade Date Plus Two (T+2)
On September 5, 2017, the settlement cycle for equities, corporate and municipal bonds, and unit investment trusts traded in the United States, Canada and Mexico will change from a three day to a two day cycle.
Upon the effective date, you will be required to fund purchases and make deliveries of securities for sales on trade date plus two business days.
Make Your Annual IRA Contribution
The deadline to make your 2016 IRA contribution is April 18, 2017, so there is still time to contribute to a Traditional or Roth IRA, subject to IRS eligibility requirements (including any applicable age or income
restrictions). The maximum contribution is the lesser of (a) your taxable compensation for 2016, or (b) $5,500 (or $6,500 if you are age 50 or older) for 2016. These limits apply to all your IRAs combined. Your
Financial Advisor or Private Wealth Advisor can help you open a new IRA or fund an existing one. You can even move funds from an existing Morgan Stanley non-retirement account to fund your contribution. Speak
with your Financial Advisor or Private Wealth Advisor about making an IRA contribution for 2017 at the same time and take advantage of a year of additional potential growth.
Introducing Market Value Over Time Chart
Morgan Stanley Online has added a Historical Value graph on the Home Page, which displays your account’s month-end Total Value, Net Invested Capital and Investment Earnings. Under Portfolio Reports, this graph
is customizable by custom date range and will update month-end values for any adjustments made to the account. Therefore, starting with the January 2017 month-end statement, we replaced the current Change in
Value Over Time graph with a Market Value Over Time bar chart, which displays the month-end Total Value for a rolling thirteen months.
"Physical Security Restricted Legend Removal" Fee
As a reminder, effective May 1, 2017, clients who request the removal of a restricted legend from their physical security will be charged a $300 processing fee. This fee represents the processing expense incurred by
the transfer agent and custodian, which was previously absorbed by Morgan Stanley.
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Account Link Group may qualify for a reduced annual fee. Contact your Financial Advisor or Private Wealth Advisor for additional details regarding annual account fees.
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Important Information About Advisory Accounts
Please notify your Financial Advisor if there have been any changes in your financial situation or investment objectives, or if you wish to impose any reasonable restrictions on the management of your Investment
Advisory accounts, or to reasonably modify existing restrictions.
For a copy of the applicable ADV Brochure for Morgan Stanley Smith Barney LLC, or for any investment adviser with whom we contract to manage your investment advisory account, please visit
www.morganstanley.com/ADV, or contact your Financial Advisor. These ADV Brochures contain important information about advisory programs.