08 - May 2017TOTAL VALUE OF YOUR ACCOUNTS (as of 5/31/17)$9,327,395.66
Includes Accrued Interest
CLIENT STATEMENT For the Period May 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
000146 MSADS271 000000
#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 May 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 128
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
(5/1/17)
Funds
Credited/(Debited)
Security/Currency
Transfers
Rcvd/(Dlvd)Change in Value
Ending Value
(5/31/17)
Income/Dist
This Period/YTD
YTD Realized
Gain/(Loss)
(Total ST/LT)
Unrealized
Gain/(Loss)
(Total ST/LT) Page
TOTAL FOR ALL ACCOUNTS $9,215,180 $(14)—$112,228 $9,327,395 $16,182
$59,238
$(5,823)
$51,407
$129,961
$605,182
Business Accounts
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
660-110331-095 417,156 ——3 417,159 3
17
—
—
—
—
7
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
660-035181-095
Invest Advisory
3,383,382 ——46,641 3,430,023 7,297
18,170
—
14,048
21,214
245,626
>
13
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Pioneer Invest Fundamental Growth
660-035196-095
Invest Advisory
565,087 91,933 —12,990 670,010 594
3,042
522
143
54,372
15,371
19
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Sage Advisory - Intermediate Taxab
660-110035-095
Invest Advisory
1,953,301 ——10,896 1,964,197 5,344
19,528
(16,794)
1,299
5,322
3,403
33
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
JP Morgan - Equity Income SMA
660-110174-095
Invest Advisory
1,274,311 ——9,785 1,284,096 1,509
12,384
518
2,590
16,649
146,044
47
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Boston Partners - Smid Cap Value
660-110258-095
Invest Advisory
545,488 ——(4,653)540,834 297
3,576
2,384
8,125
5,670
60,817
>
69
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Riverbridge Partners - SMID Growth
660-110265-095
Invest Advisory
528,122 ——21,119 549,241 126
915
4,419
(1,066)
7,330
83,428
97
Consolidated Summary
CLIENT STATEMENT For the Period May 1-31, 2017
CONSOLIDATED
SUMMARY
PERSONAL
ACCOUNTS
RETIREMENT
ACCOUNTS
EDUCATION
ACCOUNTS
TRUST
ACCOUNTS
BUSINESS
ACCOUNTS
Page 3 of 128
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
(5/1/17)
Funds
Credited/(Debited)
Security/Currency
Transfers
Rcvd/(Dlvd)Change in Value
Ending Value
(5/31/17)
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
548,331 (91,947)—15,445 471,829 1,008
1,603
3,126
26,266
>
>
19,402
50,491
>
>
113
Total Business Accounts $9,215,180 $(14)—$112,228 $9,327,395 $16,182
$59,238
$(5,823)
$51,407
$129,961
$605,182
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Consolidated Summary
CLIENT STATEMENT For the Period May 1-31, 2017
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
Page 4 of 128
MAY JUN JUL AUG SEP OCT NOV DEC JAN FEB MAR APR MAY
8
8.3
8.6
8.9
9.2
9.5
($
)
M
i
l
l
i
o
n
s
2016 2017
CHANGE IN VALUE OF YOUR ACCOUNTS (includes accrued interest)
This Period
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)
TOTAL BEGINNING VALUE $9,215,180.99 $8,748,493.84
Credits 184,000.00 184,000.00
Debits (184,014.29)(201,105.86)
Security Transfers ——
Net Credits/Debits/Transfers $(14.29)$(17,105.86)
Change in Value 112,228.96 596,007.68
TOTAL ENDING VALUE $9,327,395.66 $9,327,395.66
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 $553,147.28 5.93
Equities 5,805,063.15 62.24
Fixed Income & Preferreds 2,359,594.21 25.30
Alternatives 609,591.02 6.54
TOTAL VALUE $9,327,395.66 100.00 %
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 May 1-31, 2017
CONSOLIDATED
SUMMARY
PERSONAL
ACCOUNTS
RETIREMENT
ACCOUNTS
EDUCATION
ACCOUNTS
TRUST
ACCOUNTS
BUSINESS
ACCOUNTS
Page 5 of 128
CASH FLOW
This Period
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)
OPENING CASH, BDP, MMFs $609,134.73 $572,539.57
Purchases (444,935.93)(1,897,312.06)
Dividend Reinvestments (7,296.85)(11,754.05)
Sales and Redemptions 378,552.04 1,842,710.08
Prior Net Unsettled Purch/Sales 652.58 N/A
2016 Net Unsettled Purch/Sales N/A 2,093.18
Net Unsettled Purch/Sales (12,415.47)(12,415.47)
Return of Principal 872.99 2,738.27
Income and Distributions 16,182.01 59,238.15
Total Investment Related Activity $(68,388.63)$(14,701.90)
Electronic Transfers-Credits 184,000.00 184,000.00
Electronic Transfers-Debits (184,000.00)(184,000.00)
Other Debits (14.29)(17,105.86)
Total Cash Related Activity $(14.29)$(17,105.86)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $540,731.81 $540,731.81
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 4/30/17)
This Period
(as of 5/31/17)
Cash, BDP, MMFs $609,134.73 $540,731.81
Stocks 3,395,268.98 3,432,837.67
ETFs & CEFs 1,661,624.30 1,697,486.40
Corporate Fixed Income ^1,067,929.99 1,113,098.11
Government Securities^794,875.87 834,526.39
Mutual Funds 1,685,694.54 1,696,299.81
Net Unsettled Purchases/Sales 652.58 12,415.47
Total Assets $9,215,180.99 $9,327,395.66
Total Liabilities (outstanding balance)——
TOTAL VALUE $9,215,180.99 $9,327,395.66
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Standard Disclosures
CLIENT STATEMENT For the Period May 1-31, 2017 Page 6 of 128
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
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)
TOTAL BEGINNING VALUE $417,156.60 $417,142.88
Credits 92,000.00 92,000.00
Debits (92,000.00)(92,000.00)
Security Transfers ——
Net Credits/Debits/Transfers ——
Change in Value 3.37 17.09
TOTAL ENDING VALUE $417,159.97 $417,159.97
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period May 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
MAY JUN JUL AUG SEP OCT NOV DEC JAN FEB MAR APR MAY
380
460
540
620
700
780
($
)
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 128
ASSET ALLOCATION (includes accrued interest)
Cash
Market Value Percentage
Cash $417,159.97 100.00
TOTAL VALUE $417,159.97 100.00%
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.00
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CLIENT STATEMENT For the Period May 1-31, 2017
Active Assets Account
660-110331-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 8 of 128
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 4/30/17)
This Period
(as of 5/31/17)
Cash, BDP, MMFs $417,156.60 $417,159.97
Total Assets $417,156.60 $417,159.97
Total Liabilities (outstanding balance)——
TOTAL VALUE $417,156.60 $417,159.97
CASH FLOW
This Period
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)
OPENING CASH, BDP, MMFs $417,156.60 $417,142.88
Income and Distributions 3.37 17.09
Total Investment Related Activity $3.37 $17.09
Electronic Transfers-Credits 92,000.00 92,000.00
Electronic Transfers-Debits (92,000.00)(92,000.00)
Total Cash Related Activity ——
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $417,159.97 $417,159.97
INCOME AND DISTRIBUTION SUMMARY
This Period
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)
Interest $3.37 $17.09
Total Taxable Income And Distributions $3.37 $17.09
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $3.37 $17.09
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
(5/1/17-5/31/17)
Realized This Year
(1/1/17-5/31/17)
Unrealized
Inception to Date
(as of 5/31/17)
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 May 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 128
† 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 #$245,002.08 —$25.00 0.010
MORGAN STANLEY BANK N.A. #172,157.89 —17.00 0.010
BANK DEPOSITS $417,159.97 $42.00
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 100.00%$417,159.97 $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 $417,159.97 $42.00
$0.00
0.01%
TOTAL VALUE (includes accrued interest)100.00%$417,159.97
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 May 1-31, 2017
Active Assets Account
660-110331-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 10 of 128
ALLOCATION OF ASSETS
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $417,159.97 ——————
TOTAL ALLOCATION OF ASSETS $417,159.97 ——————
ACTIVITY
INVESTMENT RELATED ACTIVITY
TAXABLE INCOME AND DISTRIBUTIONS
Activity Date Activity Type Description Comments Credits/(Debits)
5/31 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 05/01-05/31)
$2.08
5/31 Interest Income MORGAN STANLEY BANK N.A.
(Period 05/01-05/31)
1.29
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $3.37
TOTAL INTEREST $3.37
CASH RELATED ACTIVITY
ELECTRONIC TRANSFERS
Check disbursements from branch offices are displayed as Electronic Transfers.
Activity Date Activity Type Description Comments Credits/(Debits)
5/12 Cash Transfer - Debit FUNDS TRANSFERRED CONFIRMATION # 70603185
TO 660-035196
$(92,000.00)
5/19 Cash Transfer - Credit FUNDS TRANSFERRED CONFIRMATION # 70603257
FROM 660-110290
92,000.00
TOTAL ELECTRONIC TRANSFERS $0.00
TOTAL ELECTRONIC TRANSFERS-CREDITS $92,000.00
TOTAL ELECTRONIC TRANSFERS-DEBITS $(92,000.00)
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
5/12 Automatic Redemption BANK DEPOSIT PROGRAM $(92,000.00)
5/19 Automatic Investment BANK DEPOSIT PROGRAM 92,000.00
5/31 Automatic Investment BANK DEPOSIT PROGRAM 2.08
5/31 Automatic Investment BANK DEPOSIT PROGRAM 1.29
NET ACTIVITY FOR PERIOD $3.37
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Active Assets Account
660-110331-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 11 of 128
MESSAGES
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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Page 12 of 128
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
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)
TOTAL BEGINNING VALUE $3,383,382.40 $3,178,814.90
Credits ——
Debits —(2,769.64)
Security Transfers ——
Net Credits/Debits/Transfers —$(2,769.64)
Change in Value 46,641.57 253,978.71
TOTAL ENDING VALUE $3,430,023.97 $3,430,023.97
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 May 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
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.
MAY JUN JUL AUG SEP OCT NOV DEC JAN FEB MAR APR MAY
2.1
2.4
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3.3
3.6
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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 13 of 128
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Fixed Income & Preferreds
Alternatives
Market Value Percentage
Cash $39,284.71 1.15
Equities 2,443,499.42 71.24
Fixed Income & Preferreds 408,922.76 11.92
Alternatives 538,317.08 15.69
TOTAL VALUE $3,430,023.97 100.00%
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.
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CLIENT STATEMENT For the Period May 1-31, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 14 of 128
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 4/30/17)
This Period
(as of 5/31/17)
Cash, BDP, MMFs $39,284.36 $39,284.71
ETFs & CEFs 1,658,403.50 1,694,439.45
Mutual Funds 1,685,694.54 1,696,299.81
Total Assets $3,383,382.40 $3,430,023.97
Total Liabilities (outstanding balance)——
TOTAL VALUE $3,383,382.40 $3,430,023.97
CASH FLOW
This Period
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)
OPENING CASH, BDP, MMFs $39,284.36 $35,483.75
Purchases —(137,922.22)
Dividend Reinvestments (7,296.85)(11,754.05)
Sales and Redemptions —138,075.97
Income and Distributions 7,297.20 18,170.90
Total Investment Related Activity $0.35 $6,570.60
Other Debits —(2,769.64)
Total Cash Related Activity —$(2,769.64)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $39,284.71 $39,284.71
INCOME AND DISTRIBUTION SUMMARY
This Period
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)
Other Dividends $7,296.85 $18,169.38
Interest 0.35 1.52
Total Taxable Income And Distributions $7,297.20 $18,170.90
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $7,297.20 $18,170.90
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
(5/1/17-5/31/17)
Realized This Year
(1/1/17-5/31/17)
Unrealized
Inception to Date
(as of 5/31/17)
Short-Term Gain ——$21,598.15
Short-Term (Loss)——(383.23)
Total Short-Term ——$21,214.92
Long-Term Gain —14,048.75 245,626.31
TOTAL GAIN/(LOSS)—$14,048.75 $266,841.23
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 May 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 128
† 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. #$39,284.71 —$4.00 0.010
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 1.15%$39,284.71 $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
$221.670
221.670
$713,870.95
15,036.08
$830,597.49
19,506.96
$116,726.54
4,470.88
LT
LT
Total 3,835.000 728,907.03 850,104.45 121,197.42 LT 15,839.00 1.86
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
52.200
52.200
52.200
586,684.58
25,669.25
137,922.22
661,896.00
33,251.40
149,187.60
75,211.42
7,582.15
11,265.38
LT
LT
ST
Total 16,175.000 750,276.05 844,335.00 82,793.57
11,265.38
LT
ST
22,014.00 2.60
Next Dividend Payable 06/2017; Asset Class: Equities
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CLIENT STATEMENT For the Period May 1-31, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 16 of 128
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
EXCHANGE-TRADED & CLOSED-END FUNDS 49.40%$1,479,183.08 $1,694,439.45 $203,990.99
11,265.38
LT
ST
$37,853.00 2.23%
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 $10.680 $381,345.59 $386,410.90 $5,065.31 LT
Purchases 36,180.796 381,345.59 386,410.90 5,065.31 LT
Long Term Reinvestments 605.460 6,376.02 6,466.31 90.29 LT H
Short Term Reinvestments 1,502.392 15,981.53 16,045.55 64.02 ST
Total 38,288.648 403,703.14 408,922.76 5,155.60
64.02
LT
ST
14,435.00 3.53
Total Purchases vs Market Value
Net Value Increase/(Decrease)
381,345.59 408,922.76
27,577.17
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
14.210
14.210
671,000.00
22,052.00
702,646.28
26,288.50
31,646.28
4,236.50
LT
LT
Purchases 51,297.310 693,052.00 728,934.78 35,882.78 LT
Long Term Reinvestments 579.561 7,638.62 8,235.56 596.94 LT
Short Term Reinvestments 836.709 10,333.35 11,889.63 1,556.28 ST
Total 52,713.580 711,023.97 749,059.97 36,479.72
1,556.28
LT
ST
10,490.00 1.40
Total Purchases vs Market Value
Net Value Increase/(Decrease)
693,052.00 749,059.97
56,007.97
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 13.340 519,580.00 528,292.47 8,712.47 ST
Purchases 39,602.134 519,580.00 528,292.47 8,712.47 ST
Short Term Reinvestments 751.470 10,407.84 10,024.61 (383.23)ST
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 17 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 40,353.604 529,987.84 538,317.08 8,329.24 ST 10,573.00 1.96
Total Purchases vs Market Value
Net Value Increase/(Decrease)
519,580.00 538,317.08
18,737.08
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 49.45%$1,644,714.95 $1,696,299.81 $41,635.32
$9,949.54
LT
ST
$35,498.00 2.09%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $3,123,898.03 $3,430,023.97 $245,626.31
$21,214.92
LT
ST
$73,355.00
$0.00
2.14%
TOTAL VALUE (includes accrued interest)100.00%$3,430,023.97
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 $39,284.71 ——————
ETFs & CEFs —$1,694,439.45 —————
Mutual Funds —749,059.97 $408,922.76 $538,317.08 ———
TOTAL ALLOCATION OF ASSETS $39,284.71 $2,443,499.42 $408,922.76 $538,317.08 ———
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CLIENT STATEMENT For the Period May 1-31, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 18 of 128
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
5/26 Dividend Reinvestment TORTOISE MLP & PIPELINE INST REINVESTMENT a/o 05/25/17 436.426 $13.7200 $(5,987.77)
5/26 Dividend Reinvestment AMG MNGRS DBLELINE CR PLS BD I REINVESTMENT a/o 05/25/17 122.918 10.6500 (1,309.08)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $(7,296.85)
TOTAL DIVIDEND REINVESTMENTS $(7,296.85)
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)
5/26 Dividend TORTOISE MLP & PIPELINE INST
DIV PAYMENT
$5,987.77
5/26 Dividend AMG MNGRS DBLELINE CR PLS BD I
DIV PAYMENT
1,309.08
5/31 Interest Income MORGAN STANLEY BANK N.A.
(Period 05/01-05/31)
0.35
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $7,297.20
TOTAL OTHER DIVIDENDS $7,296.85
TOTAL INTEREST $0.35
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
5/31 Automatic Investment BANK DEPOSIT PROGRAM $0.35
MESSAGES
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.
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
660-035196-095
CHANGE IN VALUE OF YOUR ACCOUNTS (includes accrued interest)
This Period
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)
TOTAL BEGINNING VALUE $565,087.34 $508,943.55
Credits 92,000.00 92,000.00
Debits (66.79)(1,401.48)
Security Transfers ——
Net Credits/Debits/Transfers $91,933.21 $90,598.52
Change in Value 12,990.41 70,468.89
TOTAL ENDING VALUE $670,010.96 $670,010.96
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 May 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
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.
MAY JUN JUL AUG SEP OCT NOV DEC JAN FEB MAR APR MAY
0
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560
700
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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 19 of 128
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Market Value Percentage
Cash $17,197.44 2.57
Equities 652,813.52 97.43
TOTAL VALUE $670,010.96 100.00%
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.
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CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 20 of 128
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 4/30/17)
This Period
(as of 5/31/17)
Cash, BDP, MMFs $14,134.86 $19,265.82
Stocks 550,952.48 652,813.52
Net Unsettled Purchases/Sales —(2,068.38)
Total Assets $565,087.34 $670,010.96
Total Liabilities (outstanding balance)——
TOTAL VALUE $565,087.34 $670,010.96
CASH FLOW
This Period
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)
OPENING CASH, BDP, MMFs $14,134.86 $12,873.73
Purchases (98,548.30)(138,700.10)
Sales and Redemptions 9,082.68 50,539.08
2016 Net Unsettled Purch/Sales N/A (1,156.24)
Net Unsettled Purch/Sales 2,068.38 2,068.38
Income and Distributions 594.99 3,042.45
Total Investment Related Activity $(86,802.25)$(84,206.43)
Electronic Transfers-Credits 92,000.00 92,000.00
Other Debits (66.79)(1,401.48)
Total Cash Related Activity $91,933.21 $90,598.52
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $19,265.82 $19,265.82
INCOME AND DISTRIBUTION SUMMARY
This Period
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)
Qualified Dividends $594.69 $3,041.68
Interest 0.30 0.77
Total Taxable Income And Distributions $594.99 $3,042.45
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $594.99 $3,042.45
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
(5/1/17-5/31/17)
Realized This Year
(1/1/17-5/31/17)
Unrealized
Inception to Date
(as of 5/31/17)
Short-Term Gain $64.72 $1,636.69 $64,193.66
Short-Term (Loss)(37.56)(1,114.39)(9,821.43)
Total Short-Term $27.16 $522.30 $54,372.23
Long-Term Gain —143.92 18,921.28
Long-Term (Loss)——(3,549.41)
Total Long-Term —$143.92 $15,371.87
TOTAL GAIN/(LOSS)$27.16 $666.22 $69,744.10
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 May 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 21 of 128
† 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. #$19,265.82 —$2.00 0.010
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs $19,265.82 $2.00
NET UNSETTLED PURCHASES/SALES $(2,068.38)
CASH, BDP, AND MMFs (PROJECTED SETTLED BALANCE)2.57%$17,197.44
# 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.
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CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 22 of 128
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
5/15/17
68.000
12.000
14.000
$113.049
117.802
137.343
$141.860
141.860
141.860
$7,687.34
1,413.62
1,922.80
$9,646.48
1,702.32
1,986.04
$1,959.14
288.70
63.24
ST
ST
ST
Total 94.000 11,023.76 13,334.84 2,311.08 ST ——
Asset Class: Equities
ALLERGAN PLC SHS (AGN) 8/23/16
2/23/17
5/15/17
60.000
13.000
11.000
253.645
246.826
227.588
223.750
223.750
223.750
15,218.68
3,208.74
2,503.47
13,425.00
2,908.75
2,461.25
(1,793.68)
(299.99)
(42.22)
ST
ST
ST
Total 84.000 20,930.89 18,795.00 (2,135.89)ST 235.00 1.25
Next Dividend Payable 06/15/17; Asset Class: Equities
ALPHABET INC CL C (GOOG) 8/23/16
5/15/17
32.000
5.000
772.706
936.800
964.860
964.860
24,726.59
4,684.00
30,875.52
4,824.30
6,148.93
140.30
ST
ST
Total 37.000 29,410.59 35,699.82 6,289.23 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
994.620
994.620
994.620
4,292.61
4,475.68
8,445.66
13,924.68
8,951.58
10,940.82
9,632.07
4,475.90
2,495.16
LT
LT
ST
5/15/17 5.000 957.420 994.620 4,787.10 4,973.10 186.00 ST
Total 39.000 22,001.05 38,790.18 14,107.97
2,681.16
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
74.600
74.600
74.600
2,760.52
708.40
1,472.76
3,282.40
820.60
1,715.80
521.88
112.20
243.04
ST
ST
ST
9/29/16 12.000 64.925 74.600 779.10 895.20 116.10 ST
10/7/16 23.000 64.987 74.600 1,494.71 1,715.80 221.09 ST
3/30/17 10.000 71.896 74.600 718.96 746.00 27.04 ST
5/15/17 21.000 73.255 74.600 1,538.36 1,566.60 28.24 ST
Total 144.000 9,472.81 10,742.40 1,269.59 ST 92.00 0.85
Next Dividend Payable 07/2017; 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
152.760
152.760
152.760
26,691.91
1,098.50
2,096.67
37,426.20
1,527.60
2,749.68
10,734.29
429.10
653.01
ST
ST
ST
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 23 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
5/15/17 45.000 155.225 152.760 6,985.13 6,874.20 (110.93)ST
Total 318.000 36,872.21 48,577.68 11,705.47 ST 801.00 1.64
Next Dividend Payable 08/2017; Asset Class: Equities
BROADCOM LTD SHS (AVGO) 2/2/17
3/30/17
5/15/17
47.000
12.000
10.000
203.738
222.574
238.945
239.480
239.480
239.480
9,575.67
2,670.89
2,389.45
11,255.56
2,873.76
2,394.80
1,679.89
202.87
5.35
ST
ST
ST
Total 69.000 14,636.01 16,524.12 1,888.11 ST 282.00 1.70
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
22.190
22.190
22.190
5,764.59
613.50
857.69
4,926.18
665.70
821.03
(838.41)
52.20
(36.66)
ST
ST
ST
5/15/17 42.000 24.060 22.190 1,010.52 931.98 (78.54)ST
Total 331.000 8,246.30 7,344.89 (901.41)ST 66.00 0.89
Next Dividend Payable 08/2017; Asset Class: Equities
CELGENE CORP (CELG) 12/18/14
4/22/15
7/1/15
51.000
74.000
18.000
115.377
115.781
117.677
114.410
114.410
114.410
5,884.24
8,567.79
2,118.18
5,834.91
8,466.34
2,059.38
(49.33)
(101.45)
(58.80)
LT
LT
LT
8/23/16 21.000 114.010 114.410 2,394.21 2,402.61 8.40 ST
5/15/17 28.000 118.968 114.410 3,331.09 3,203.48 (127.61)ST
Total 192.000 22,295.51 21,966.72 (209.58)
(119.21)
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
66.910
66.910
66.910
6,593.43
1,265.25
551.17
7,560.83
1,672.75
669.10
967.40
407.50
117.93
ST
ST
ST
5/15/17 22.000 64.437 66.910 1,417.61 1,472.02 54.41 ST
Total 170.000 9,827.46 11,374.70 1,547.24 ST 102.00 0.89
Next Dividend Payable 08/2017; Asset Class: Equities
COLGATE PALMOLIVE CO (CL) 8/23/16
11/9/16
5/3/17
67.000
13.000
23.000
74.587
70.327
71.025
76.360
76.360
76.360
4,997.34
914.25
1,633.58
5,116.12
992.68
1,756.28
118.78
78.43
122.70
ST
ST
ST
5/15/17 16.000 71.675 76.360 1,146.80 1,221.76 74.96 ST
Total 119.000 8,691.97 9,086.84 394.87 ST 190.00 2.09
Next Dividend Payable 08/2017; Asset Class: Equities
00
0
1
4
6
M
S
A
D
S
2
7
1
0
0
9
9
5
8
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 24 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
COOPER CO INC NEW (COO) 5/9/17
5/11/17
5/12/17
13.000
13.000
12.000
207.646
207.008
207.867
218.750
218.750
218.750
2,699.40
2,691.10
2,494.40
2,843.75
2,843.75
2,625.00
144.35
152.65
130.60
ST
ST
ST
5/15/17 7.000 209.900 218.750 1,469.30 1,531.25 61.95 ST
Total 45.000 9,354.20 9,843.75 489.55 ST 3.00 0.03
Next Dividend Payable 08/2017; 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
76.830
76.830
76.830
7,874.42
4,531.35
9,161.71
5,915.91
3,150.03
7,222.02
(1,958.51)
(1,381.32)
(1,939.69)
LT
LT
ST
11/9/16 8.000 75.286 76.830 602.29 614.64 12.35 ST
12/22/16 11.000 79.677 76.830 876.45 845.13 (31.32)ST
5/15/17 40.000 80.437 76.830 3,217.47 3,073.20 (144.27)ST
Total 271.000 26,263.69 20,820.93 (3,339.83)
(2,102.93)
LT
ST
542.00 2.60
Next Dividend Payable 08/2017; Asset Class: Equities
ECOLAB INC (ECL) 8/23/16
5/15/17
70.000
10.000
122.754
127.520
132.840
132.840
8,592.79
1,275.20
9,298.80
1,328.40
706.01
53.20
ST
ST
Total 80.000 9,867.99 10,627.20 759.21 ST 118.00 1.11
Next Dividend Payable 07/2017; Asset Class: Equities
EDWARD LIFESCIENCES CORP (EW) 2/17/16
5/15/17
42.000
5.000
85.508
112.760
115.070
115.070
3,591.32
563.80
4,832.94
575.35
1,241.62
11.55
LT
ST
Total 47.000 4,155.12 5,408.29 1,241.62
11.55
LT
ST
——
Asset Class: Equities
GILEAD SCIENCE (GILD) 8/23/16
5/15/17
108.000
16.000
81.319
65.879
64.890
64.890
8,782.47
1,054.06
7,008.12
1,038.24
(1,774.35)
(15.82)
ST
ST
Total 124.000 9,836.53 8,046.36 (1,790.17)ST 258.00 3.20
Next Dividend Payable 06/2017; Asset Class: Equities
HERSHEY COMPANY (HSY) 8/23/16
5/15/17
84.000
13.000
113.132
107.810
115.270
115.270
9,503.05
1,401.53
9,682.68
1,498.51
179.63
96.98
ST
ST
Total 97.000 10,904.58 11,181.19 276.61 ST 240.00 2.14
Next Dividend Payable 06/15/17; Asset Class: Equities
HOME DEPOT INC (HD) 8/23/16
11/9/16
5/15/17
158.000
12.000
15.000
136.113
124.808
156.915
153.510
153.510
153.510
21,505.89
1,497.70
2,353.72
24,254.58
1,842.12
2,302.65
2,748.69
344.42
(51.07)
ST
ST
ST
Total 185.000 25,357.31 28,399.35 3,042.04 ST 659.00 2.32
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 25 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 06/15/17; Asset Class: Equities
INTERCONTINENTALEXCHANGE GROUP (ICE) 9/10/15
8/23/16
2/13/17
205.000
65.000
6.000
47.147
55.776
59.033
60.190
60.190
60.190
9,665.06
3,625.44
354.20
12,338.95
3,912.35
361.14
2,673.89
286.91
6.94
LT
ST
ST
5/15/17 46.000 59.264 60.190 2,726.14 2,768.74 42.60 ST
5/31/17 15.000 60.287 60.190 904.30 902.85 (1.45)ST
Total 337.000 17,275.14 20,284.03 2,673.89
335.00
LT
ST
270.00 1.33
Next Dividend Payable 06/2017; Asset Class: Equities
INTL FLAVORS & FRAGRANCES (IFF) 8/23/16
5/15/17
48.000
8.000
137.800
132.256
137.890
137.890
6,614.40
1,058.05
6,618.72
1,103.12
4.32
45.07
ST
ST
Total 56.000 7,672.45 7,721.84 49.39 ST 143.00 1.85
Next Dividend Payable 07/2017; Asset Class: Equities
JOHNSON & JOHNSON (JNJ) 8/23/16
10/26/16
5/15/17
88.000
11.000
15.000
119.497
113.967
126.857
128.250
128.250
128.250
10,515.75
1,253.64
1,902.86
11,286.00
1,410.75
1,923.75
770.25
157.11
20.89
ST
ST
ST
Total 114.000 13,672.25 14,620.50 948.25 ST 383.00 2.61
Next Dividend Payable 06/13/17; 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
77.560
77.560
77.560
5,175.15
876.58
1,866.57
5,506.76
930.72
1,939.00
331.61
54.14
72.43
ST
ST
ST
3/30/17 12.000 74.480 77.560 893.76 930.72 36.96 ST
5/15/17 19.000 73.910 77.560 1,404.29 1,473.64 69.35 ST
5/31/17 15.000 77.605 77.560 1,164.08 1,163.40 (0.68)ST
Total 154.000 11,380.43 11,944.24 563.81 ST 231.00 1.93
Next Dividend Payable 08/2017; 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
37.250
37.250
37.250
2,550.90
2,756.39
1,732.02
2,905.50
2,980.00
1,899.75
354.60
223.61
167.73
ST
ST
ST
11/9/16 11.000 30.911 37.250 340.02 409.75 69.73 ST
5/15/17 39.000 36.780 37.250 1,434.42 1,452.75 18.33 ST
Total 259.000 8,813.75 9,647.75 834.00 ST 104.00 1.07
Next Dividend Payable 08/2017; Asset Class: Equities
MASTERCARD INC CL A (MA) 8/23/16
5/15/17
222.000
40.000
96.552
118.335
122.880
122.880
21,434.52
4,733.40
27,279.36
4,915.20
5,844.84
181.80
ST
ST
Total 262.000 26,167.92 32,194.56 6,026.64 ST 231.00 0.71
00
0
1
4
6
M
S
A
D
S
2
7
1
0
0
9
9
5
9
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 26 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 08/2017; Asset Class: Equities
MEDTRONIC PLC SHS (MDT) 8/23/16
5/15/17
146.000
25.000
87.877
84.037
84.280
84.280
12,829.98
2,100.93
12,304.88
2,107.00
(525.10)
6.07
ST
ST
Total 171.000 14,930.91 14,411.88 (519.03)ST 294.00 2.03
Next Dividend Payable 07/2017; Asset Class: Equities
MICROSOFT CORP (MSFT) 8/23/16
3/30/17
4/5/17
445.000
10.000
23.000
57.915
65.899
66.260
69.840
69.840
69.840
25,772.17
658.99
1,523.97
31,078.80
698.40
1,606.32
5,306.63
39.41
82.35
ST
ST
ST
5/15/17 77.000 68.185 69.840 5,250.25 5,377.68 127.43 ST
Total 555.000 33,205.38 38,761.20 5,555.82 ST 866.00 2.23
Next Dividend Payable 06/08/17; 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
52.990
52.990
52.990
3,227.52
609.53
1,455.89
3,603.32
635.88
1,377.74
375.80
26.35
(78.15)
LT
ST
ST
5/15/17 18.000 53.797 52.990 968.34 953.82 (14.52)ST
Total 124.000 6,261.28 6,570.76 375.80
(66.32)
LT
ST
89.00 1.35
Next Dividend Payable 07/2017; Asset Class: Equities
O'REILLY AUTOMOTIVE INC NEW (ORLY) 8/23/16
5/15/17
27.000
5.000
284.991
258.758
242.080
242.080
7,694.76
1,293.79
6,536.16
1,210.40
(1,158.60)
(83.39)
ST
ST
Total 32.000 8,988.55 7,746.56 (1,241.99)ST ——
Asset Class: Equities
PEPSICO INC NC (PEP) 8/23/16
5/15/17
156.000
14.000
107.856
113.904
116.870
116.870
16,825.52
1,594.66
18,231.72
1,636.18
1,406.20
41.52
ST
ST
Total 170.000 18,420.18 19,867.90 1,447.72 ST 547.00 2.75
Next Dividend Payable 06/30/17; Asset Class: Equities
RAYTHEON CO (NEW) (RTN) 8/23/16
5/15/17
97.000
15.000
141.292
159.757
164.010
164.010
13,705.36
2,396.35
15,908.97
2,460.15
2,203.61
63.80
ST
ST
Total 112.000 16,101.71 18,369.12 2,267.41 ST 357.00 1.94
Next Dividend Payable 08/2017; Asset Class: Equities
REYNOLDS AMERICAN INC (RAI) 8/23/16
3/10/17
5/15/17
186.000
13.000
32.000
50.707
60.680
65.487
67.250
67.250
67.250
9,431.48
788.84
2,095.58
12,508.50
874.25
2,152.00
3,077.02
85.41
56.42
ST
ST
ST
Total 231.000 12,315.90 15,534.75 3,218.85 ST 471.00 3.03
Next Dividend Payable 07/2017; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 27 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
ROSS STORES INC (ROST) 8/23/16
10/7/16
5/15/17
109.000
11.000
18.000
64.300
64.074
62.695
63.920
63.920
63.920
7,008.68
704.81
1,128.51
6,967.28
703.12
1,150.56
(41.40)
(1.69)
22.05
ST
ST
ST
Total 138.000 8,842.00 8,820.96 (21.04)ST 88.00 0.99
Next Dividend Payable 06/2017; Asset Class: Equities
SCHLUMBERGER LTD (SLB) 8/23/16
5/15/17
47.000
7.000
81.860
72.156
69.590
69.590
3,847.42
505.09
3,270.73
487.13
(576.69)
(17.96)
ST
ST
Total 54.000 4,352.51 3,757.86 (594.65)ST 108.00 2.87
Next Dividend Payable 07/14/17; Asset Class: Equities
STARBUCKS CORP WASHINGTON (SBUX) 7/6/16
11/16/16
5/15/17
154.000
31.000
32.000
56.696
55.418
60.347
63.610
63.610
63.610
8,731.15
1,717.97
1,931.10
9,795.94
1,971.91
2,035.52
1,064.79
253.94
104.42
ST
ST
ST
Total 217.000 12,380.22 13,803.37 1,423.15 ST 217.00 1.57
Next Dividend Payable 08/2017; Asset Class: Equities
THERMO FISHER SCIENTIFIC (TMO) 8/23/16
10/26/16
5/15/17
106.000
13.000
19.000
154.857
146.472
171.873
172.790
172.790
172.790
16,414.80
1,904.13
3,265.59
18,315.74
2,246.27
3,283.01
1,900.94
342.14
17.42
ST
ST
ST
Total 138.000 21,584.52 23,845.02 2,260.50 ST 83.00 0.34
Next Dividend Payable 07/2017; 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
99.490
99.490
99.490
13,879.82
1,305.04
1,156.24
17,112.28
1,492.35
1,193.88
3,232.46
187.31
37.64
ST
ST
ST
3/10/17 13.000 98.664 99.490 1,282.63 1,293.37 10.74 ST
5/15/17 34.000 98.055 99.490 3,333.87 3,382.66 48.79 ST
Total 246.000 20,957.60 24,474.54 3,516.94 ST 396.00 1.61
Next Dividend Payable 06/15/17; Asset Class: Equities
UNITED TECHNOLOGIES CORP (UTX) 8/23/16
9/29/16
5/15/17
58.000
11.000
13.000
108.020
102.165
120.997
121.280
121.280
121.280
6,265.16
1,123.82
1,572.96
7,034.24
1,334.08
1,576.64
769.08
210.26
3.68
ST
ST
ST
Total 82.000 8,961.94 9,944.96 983.02 ST 216.00 2.17
Next Dividend Payable 06/10/17; Asset Class: Equities
VERTEX PHARMACEUTICALS (VRTX) 11/20/14
5/15/17
40.000
6.000
110.550
115.665
123.600
123.600
4,422.00
693.99
4,944.00
741.60
522.00
47.61
LT
ST
Total 46.000 5,115.99 5,685.60 522.00
47.61
LT
ST
——
Asset Class: Equities
00
0
1
4
6
M
S
A
D
S
2
7
1
0
0
9
9
6
0
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 28 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
WALT DISNEY CO HLDG CO (DIS) 8/23/16
5/15/17
146.000
23.000
95.897
109.559
107.940
107.940
14,000.95
2,519.86
15,759.24
2,482.62
1,758.29
(37.24)
ST
ST
Total 169.000 16,520.81 18,241.86 1,721.05 ST 264.00 1.44
Next Dividend Payable 07/2017; Asset Class: Equities
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 97.43%$583,069.42 $652,813.52 $15,371.87
$54,372.23
LT
ST
$8,946.00 1.37%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $583,069.42 $670,010.96 $15,371.87
$54,372.23
LT
ST
$8,948.00
$0.00
1.34%
TOTAL VALUE (includes accrued interest)100.00%$670,010.96
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 $17,197.44 ——————
Stocks —$652,813.52 —————
TOTAL ALLOCATION OF ASSETS $17,197.44 $652,813.52 —————
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
5/3 5/8 Sold KIMBERLY CLARK CORP ACTED AS AGENT 12.000 $126.7426 $1,520.87
5/3 5/8 Bought COLGATE PALMOLIVE CO ACTED AS AGENT 23.000 71.0252 (1,633.58)
5/9 5/12 Sold KIMBERLY CLARK CORP ACTED AS AGENT 38.000 128.3524 4,877.28
5/9 5/12 Bought COOPER CO INC NEW ACTED AS AGENT 13.000 207.6460 (2,699.40)
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 29 of 128
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS (CONTINUED)
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
5/11 5/16 Bought COOPER CO INC NEW ACTED AS AGENT 13.000 207.0077 (2,691.10)
5/12 5/17 Sold KIMBERLY CLARK CORP ACTED AS AGENT 21.000 127.8377 2,684.53
5/12 5/17 Bought COOPER CO INC NEW ACTED AS AGENT 12.000 207.8665 (2,494.40)
5/15 5/18 Bought APPLE INC ACTED AS AGENT 45.000 155.2250 (6,985.13)
5/15 5/18 Bought MICROSOFT CORP ACTED AS AGENT 77.000 68.1850 (5,250.25)
5/15 5/18 Bought AMAZON COM INC ACTED AS AGENT 5.000 957.4193 (4,787.10)
5/15 5/18 Bought MASTERCARD INC CL A ACTED AS AGENT 40.000 118.3350 (4,733.40)
5/15 5/18 Bought ALPHABET INC CL C ACTED AS AGENT 5.000 936.7999 (4,684.00)
5/15 5/18 Bought TIME WARNER INC NEW ACTED AS AGENT 34.000 98.0550 (3,333.87)
5/15 5/18 Bought CELGENE CORP ACTED AS AGENT 28.000 118.9676 (3,331.09)
5/15 5/18 Bought THERMO FISHER SCIENTIFIC ACTED AS AGENT 19.000 171.8730 (3,265.59)
5/15 5/18 Bought CVS HEALTH CORP COM ACTED AS AGENT 40.000 80.4368 (3,217.47)
5/15 5/18 Bought INTERCONTINENTALEXCHANGE GROUP ACTED AS AGENT 46.000 59.2640 (2,726.14)
5/15 5/18 Bought WALT DISNEY CO HLDG CO ACTED AS AGENT 23.000 109.5590 (2,519.86)
5/15 5/18 Bought ALLERGAN PLC SHS ACTED AS AGENT 11.000 227.5880 (2,503.47)
5/15 5/18 Bought RAYTHEON CO (NEW)ACTED AS AGENT 15.000 159.7564 (2,396.35)
5/15 5/18 Bought BROADCOM LTD SHS ACTED AS AGENT 10.000 238.9450 (2,389.45)
5/15 5/18 Bought HOME DEPOT INC ACTED AS AGENT 15.000 156.9144 (2,353.72)
5/15 5/18 Bought MEDTRONIC PLC SHS ACTED AS AGENT 25.000 84.0370 (2,100.93)
5/15 5/18 Bought REYNOLDS AMERICAN INC ACTED AS AGENT 32.000 65.4870 (2,095.58)
5/15 5/18 Bought STARBUCKS CORP WASHINGTON ACTED AS AGENT 32.000 60.3469 (1,931.10)
5/15 5/18 Bought ADOBE SYSTEMS ACTED AS AGENT 14.000 137.3432 (1,922.80)
5/15 5/18 Bought JOHNSON & JOHNSON ACTED AS AGENT 15.000 126.8570 (1,902.86)
5/15 5/18 Bought PEPSICO INC NC ACTED AS AGENT 14.000 113.9044 (1,594.66)
5/15 5/18 Bought UNITED TECHNOLOGIES CORP ACTED AS AGENT 13.000 120.9970 (1,572.96)
5/15 5/18 Bought AMPHENOL CORP NEW CL A ACTED AS AGENT 21.000 73.2550 (1,538.36)
5/15 5/18 Bought COOPER CO INC NEW ACTED AS AGENT 7.000 209.9001 (1,469.30)
5/15 5/18 Bought MASCO CORP ACTED AS AGENT 39.000 36.7800 (1,434.42)
5/15 5/18 Bought COGNIZANT TECH SOLUTIONS CL A ACTED AS AGENT 22.000 64.4370 (1,417.61)
5/15 5/18 Bought MARSH & MCLENNAN COS INC ACTED AS AGENT 19.000 73.9099 (1,404.29)
5/15 5/18 Bought HERSHEY COMPANY ACTED AS AGENT 13.000 107.8100 (1,401.53)
5/15 5/18 Bought O'REILLY AUTOMOTIVE INC NEW ACTED AS AGENT 5.000 258.7570 (1,293.79)
5/15 5/18 Bought ECOLAB INC ACTED AS AGENT 10.000 127.5200 (1,275.20)
5/15 5/18 Bought COLGATE PALMOLIVE CO ACTED AS AGENT 16.000 71.6750 (1,146.80)
5/15 5/18 Bought ROSS STORES INC ACTED AS AGENT 18.000 62.6950 (1,128.51)
5/15 5/18 Bought INTL FLAVORS & FRAGRANCES ACTED AS AGENT 8.000 132.2560 (1,058.05)
5/15 5/18 Bought GILEAD SCIENCE ACTED AS AGENT 16.000 65.8790 (1,054.06)
5/15 5/18 Bought CABOT OIL & GAS CORP A ACTED AS AGENT 42.000 24.0600 (1,010.52)
5/15 5/18 Bought NIKE INC B ACTED AS AGENT 18.000 53.7968 (968.34)
5/15 5/18 Bought VERTEX PHARMACEUTICALS ACTED AS AGENT 6.000 115.6650 (693.99)
5/15 5/18 Bought EDWARD LIFESCIENCES CORP ACTED AS AGENT 5.000 112.7600 (563.80)
5/15 5/18 Bought SCHLUMBERGER LTD ACTED AS AGENT 7.000 72.1550 (505.09)
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CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 30 of 128
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS (CONTINUED)
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
5/31 6/5 Bought MARSH & MCLENNAN COS INC ACTED AS AGENT 15.000 77.6050 (1,164.08)
5/31 6/5 Bought INTERCONTINENTALEXCHANGE GROUP ACTED AS AGENT 15.000 60.2867 (904.30)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $(89,465.62)
TOTAL PURCHASES $(98,548.30)
TOTAL SALES AND REDEMPTIONS $9,082.68
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)
5/31 6/5 Bought INTERCONTINENTALEXCHANGE GROUP UNSETTLED PURCHASE 15.000 $60.2867 $(904.30)
5/31 6/5 Bought MARSH & MCLENNAN COS INC UNSETTLED PURCHASE 15.000 77.6050 (1,164.08)
NET UNSETTLED PURCHASES/SALES $(2,068.38)
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)
5/1 Qualified Dividend CVS HEALTH CORP COM $115.50
5/8 Qualified Dividend MASCO CORP 22.00
5/9 Qualified Dividend MASTERCARD INC CL A 48.84
5/11 Qualified Dividend RAYTHEON CO (NEW)77.36
5/15 Qualified Dividend MARSH & MCLENNAN COS INC 40.80
5/15 Qualified Dividend COLGATE PALMOLIVE CO 32.00
5/18 Qualified Dividend APPLE INC 171.99
5/26 Qualified Dividend STARBUCKS CORP WASHINGTON 46.25
5/31 Qualified Dividend COGNIZANT TECH SOLUTIONS CL A 25.50
5/31 Qualified Dividend CABOT OIL & GAS CORP A 14.45
5/31 Interest Income MORGAN STANLEY BANK N.A.
(Period 05/01-05/31)
0.30
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $594.99
TOTAL QUALIFIED DIVIDENDS $594.69
TOTAL INTEREST $0.30
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 31 of 128
CASH RELATED ACTIVITY
ELECTRONIC TRANSFERS
Check disbursements from branch offices are displayed as Electronic Transfers.
Activity Date Activity Type Description Comments Credits/(Debits)
5/12 Cash Transfer - Credit FUNDS TRANSFERRED CONFIRMATION # 70603185
FROM 660-110331
$92,000.00
TOTAL ELECTRONIC TRANSFERS $92,000.00
TOTAL ELECTRONIC TRANSFERS-CREDITS $92,000.00
OTHER CREDITS AND DEBITS
Activity Date Activity Type Description Comments Credits/(Debits)
5/15 Service Fee DEPOSIT/WITHDRAWAL ADJ $(66.79)
TOTAL OTHER CREDITS AND DEBITS $(66.79)
TOTAL OTHER DEBITS $(66.79)
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
5/1 Automatic Investment BANK DEPOSIT PROGRAM $115.50
5/8 Automatic Redemption BANK DEPOSIT PROGRAM (90.71)
5/9 Automatic Investment BANK DEPOSIT PROGRAM 48.84
5/11 Automatic Investment BANK DEPOSIT PROGRAM 77.36
5/12 Automatic Investment BANK DEPOSIT PROGRAM 92,000.00
5/15 Automatic Investment BANK DEPOSIT PROGRAM 2,250.68
5/16 Automatic Redemption BANK DEPOSIT PROGRAM (2,757.89)
5/18 Automatic Redemption BANK DEPOSIT PROGRAM (86,599.32)
5/26 Automatic Investment BANK DEPOSIT PROGRAM 46.25
5/31 Automatic Investment BANK DEPOSIT PROGRAM 39.95
5/31 Automatic Investment BANK DEPOSIT PROGRAM 0.30
NET ACTIVITY FOR PERIOD $5,130.96
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
KIMBERLY CLARK CORP 08/23/16 05/03/17 12.000 $1,520.87 $1,542.96 $(22.09)
08/23/16 05/09/17 38.000 4,877.28 4,886.04 (8.76)
08/23/16 05/12/17 9.000 1,150.51 1,157.22 (6.71)
10/07/16 05/12/17 12.000 1,534.02 1,469.30 64.72
Short-Term This Period $9,082.68 $9,055.52 $27.16
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CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 32 of 128
SHORT-TERM GAIN/(LOSS) (CONTINUED)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
Short-Term Year to Date $47,487.90 $46,965.60 $522.30
Net Realized Gain/(Loss) This Period $9,082.68 $9,055.52 $27.16
Net Realized Gain/(Loss) Year to Date $50,539.08 $49,872.86 $666.22
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
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.
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
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)
TOTAL BEGINNING VALUE $1,953,301.24 $1,933,556.09
Credits ——
Debits —(4,658.91)
Security Transfers ——
Net Credits/Debits/Transfers —$(4,658.91)
Change in Value 10,896.64 35,300.70
TOTAL ENDING VALUE $1,964,197.88 $1,964,197.88
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period May 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
MAY JUN JUL AUG SEP OCT NOV DEC JAN FEB MAR APR MAY
1.6
1.7
1.8
1.9
2
2.1
($
)
M
i
l
l
i
o
n
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 33 of 128
ASSET ALLOCATION (includes accrued interest)
Cash
Fixed Income & Preferreds
Market Value Percentage
Cash $16,573.38 0.84
Fixed Income & Preferreds 1,947,624.50 99.16
TOTAL VALUE $1,964,197.88 100.00%
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.
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CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 34 of 128
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 4/30/17)
This Period
(as of 5/31/17)
Cash, BDP, MMFs $90,495.38 $16,573.38
Corporate Fixed Income^1,067,929.99 1,113,098.11
Government Securities^794,875.87 834,526.39
Total Assets $1,953,301.24 $1,964,197.88
Total Liabilities (outstanding balance)——
TOTAL VALUE $1,953,301.24 $1,964,197.88
CASH FLOW
This Period
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)
OPENING CASH, BDP, MMFs $90,495.38 $43,948.88
Purchases (300,055.14)(1,347,821.04)
Sales and Redemptions 219,915.57 1,302,838.10
Return of Principal 872.99 2,738.27
Income and Distributions 5,344.58 19,528.08
Total Investment Related Activity $(73,922.00)$(22,716.59)
Other Debits —(4,658.91)
Total Cash Related Activity —$(4,658.91)
CLOSING CASH, BDP, MMFs $16,573.38 $16,573.38
INCOME AND DISTRIBUTION SUMMARY
This Period
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)
Interest $5,344.58 $19,528.08
Total Taxable Income And Distributions $5,344.58 $19,528.08
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $5,344.58 $19,528.08
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
(5/1/17-5/31/17)
Realized This Year
(1/1/17-5/31/17)
Unrealized
Inception to Date
(as of 5/31/17)
Short-Term Gain $259.77 $1,963.17 $9,162.63
Short-Term (Loss)(271.86)(18,757.18)(3,840.21)
Total Short-Term $(12.09)$(16,794.01)$5,322.42
Long-Term Gain 397.37 1,437.10 4,121.90
Long-Term (Loss)(137.24)(137.24)(717.93)
Total Long-Term $260.13 $1,299.86 $3,403.97
TOTAL GAIN/(LOSS)$248.04 $(15,494.15)$8,726.39
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
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)Category
This Period
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)
Accrued Interest Paid $1,516.69 $6,792.71 Accrued Interest Received 1,290.39 5,307.93
U.S. Treasury Coupon Interest 121.88 2,916.53
Account Detail
CLIENT STATEMENT For the Period May 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 35 of 128
† 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 #$16,573.38 —$2.00 0.010
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 0.84%$16,573.38 $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.
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
$99.951 $35,954.64
$35,954.64 $35,982.36 $27.72 LT
$225.00
$81.25
0.62
Int. Semi-Annually Mar/Sep 26; Yield to Maturity 1.401%; 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
100.137
100.357
100.184
99.952
99.952
29,081.49
29,039.62
10,035.70
10,018.38
28,986.08
9,995.20
(53.54)
(23.18)
LT
ST
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CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 36 of 128
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 %
Total 39,000.000 39,117.19
39,058.00 38,981.28 (53.54)
(23.18)
LT
ST
605.00
15.11
1.55
Int. Semi-Annually May/Nov 22; Yield to Maturity 1.600%; 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
100.656
100.270 34,425.00
34,223.15 34,091.80 (131.35)LT
646.00
235.07
1.89
Int. Semi-Annually Jan/Jul 20; Yield to Maturity 1.658%; 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
100.643
100.677 38,522.88
38,244.42 38,257.26 12.84 LT
852.00
153.75
2.22
Int. Semi-Annually Mar/Sep 26; Yield to Maturity 1.719%; Moody A2 S&P A-; Issued 09/26/13; 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
112.367
112.802 37,565.22
37,081.01 37,224.66 143.65 ST
2,822.00
125.39
7.58
Int. Semi-Annually May/Nov 15; Yield to Maturity 1.853%; 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
100.614
100.700 38,292.22
38,233.16 38,266.00 32.84 ST
836.00
20.90
2.18
Int. Semi-Annually May/Nov 22; Callable $100.00 on 04/22/19; Yield to Call 1.821%; Moody BAA1 S&P A; Issued 05/22/14; Asset Class: FI & Pref
VERIZON COMMUNICATIONS
Coupon Rate 4.500%; Matures 09/15/2020; CUSIP 92343VBQ6
2/1/17 34,000.000 106.562
105.998
107.194 36,231.08
36,039.38 36,445.96 406.58 ST
1,530.00
322.99
4.19
Int. Semi-Annually Mar/Sep 15; Yield to Maturity 2.219%; Moody BAA1 S&P BBB+; Issued 09/18/13; Asset Class: FI & Pref
HP ENTERPRISE CO
Coupon Rate 3.600%; Matures 10/15/2020; CUSIP 42824CAG4
5/23/17 38,000.000 103.995
103.976
103.998 39,518.10
39,510.88 39,519.24 8.36 ST
1,368.00
174.80
3.46
Int. Semi-Annually Apr/Oct 15; Callable $100.00 on 09/15/20; Yield to Call 2.329%; Moody BAA2 S&P BBB; Issued 10/15/16; Asset Class: FI & Pref
CONOCOPHILLIPS COMPANY
Coupon Rate 4.200%; Matures 03/15/2021; CUSIP 20826FAS5
1/10/17 36,000.000 106.491
105.917
106.949 38,336.76
38,129.97 38,501.64 371.67 ST
1,512.00
319.19
3.92
Int. Semi-Annually Mar/Sep 15; Callable $100.00 on 02/15/21; Yield to Call 2.235%; Moody BAA2 S&P A-; Issued 03/08/16; Asset Class: FI & Pref
CAPITAL ONE FINANCIAL CO
Coupon Rate 4.750%; Matures 07/15/2021; CUSIP 14040HAY1
5/1/17 36,000.000 107.824
107.686
108.212 38,816.64
38,767.06 38,956.32 189.26 ST
1,710.00
646.00
4.38
Int. Semi-Annually Jan/Jul 15; Yield to Maturity 2.634%; Moody BAA1 S&P BBB; Issued 07/19/11; 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
108.869
110.373 41,376.73
40,281.37 40,838.01 556.64 LT
1,943.00
669.08
4.75
Int. Semi-Annually Jan/Jul 27; Yield to Maturity 2.600%; 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
101.509 39,874.55
39,874.55 41,618.69 1,744.14 ST
1,374.00
404.41
3.30
Int. Semi-Annually Feb/Aug 15; Callable $100.00 on 05/15/22; Yield to Call 3.020%; Moody BAA3 S&P BBB; Issued 08/14/12; Asset Class: FI & Pref
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 37 of 128
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 %
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
101.074
101.074
101.074
4,868.85
4,868.85
1,961.56
1,961.56
31,018.88
31,018.88
5,053.70
2,021.48
32,343.68
184.85
59.92
1,324.80
LT
LT
LT
Total 39,000.000 37,849.29
37,849.29 39,418.86 1,569.57 LT
1,131.00
78.54
2.86
Int. Semi-Annually May/Nov 06; Yield to Maturity 2.686%; 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
100.809
101.620 39,328.38
39,315.38 39,631.80 316.42 ST
1,197.00
422.24
3.02
Int. Semi-Annually Jan/Jul 24; Callable $100.00 on 01/24/22; Yield to Call 2.695%; 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
100.101
102.030
102.030
6,976.20
6,976.20
31,038.75
31,031.18
7,142.10
31,629.30
165.90
598.12
LT
LT
Total 38,000.000 38,014.95
38,007.38 38,771.40 764.02 LT
1,216.00
425.60
3.13
Int. Semi-Annually Jan/Jul 25; Yield to Maturity 2.808%; 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
103.847
103.060 38,688.68
38,423.55 38,132.20 (291.35)LT
1,221.00
406.99
3.20
Int. Semi-Annually Feb/Aug 01; Callable $100.00 on 12/01/22; Yield to Call 2.698%; Moody A3 S&P A-; Issued 01/25/16; Asset Class: FI & Pref
ECOPETROL SA
Coupon Rate 5.875%; Matures 09/18/2023; CUSIP 279158AC3
2/2/17 35,000.000 107.350
107.041
109.390 37,572.50
37,464.35 38,286.50 822.15 ST
2,056.00
416.96
5.37
Int. Semi-Annually Mar/Sep 18; Yield to Maturity 4.163%; 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
100.053
97.838 39,022.62
39,020.76 38,156.82 (863.94)ST
878.00
104.81
2.30
Int. Semi-Annually Apr/Oct 18; Yield to Maturity 2.620%; Moody AA3 S&P AA-; Issued 10/18/16; Asset Class: FI & Pref
AT&T INC
Coupon Rate 3.400%; Matures 05/15/2025; CUSIP 00206RCN0
4/7/17 39,000.000 97.050
97.050
98.365 37,849.50
37,849.50 38,362.35 512.85 ST
1,326.00
58.93
3.45
Int. Semi-Annually May/Nov 15; Callable $100.00 on 02/15/25; Yield to Maturity 3.638%; Moody BAA1 (-) S&P BBB+ (-); Issued 05/04/15; 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
102.205
103.600 37,903.54
37,815.87 38,332.00 516.13 LT
1,480.00
740.00
3.86
Int. Semi-Annually Jun/Dec 01; Callable $100.00 on 03/01/25; Yield to Call 3.466%; Moody BAA1 S&P BBB+; Issued 05/26/15; Asset Class: FI & Pref
BOSTON PROPERTIES LP
Coupon Rate 3.650%; Matures 02/01/2026; CUSIP 10112RAX2
5/1/17 39,000.000 100.595
100.590
102.112 39,232.05
39,230.27 39,823.68 593.41 ST
1,424.00
474.49
3.57
Int. Semi-Annually Feb/Aug 01; Callable $100.00 on 11/03/25; Yield to Call 3.360%; Moody BAA2 S&P A-; Issued 01/20/16; Asset Class: FI & Pref
00
0
1
4
6
M
S
A
D
S
2
7
1
0
0
9
9
6
5
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 38 of 128
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 %
BANK OF AMERICA CORP
Coupon Rate 4.450%; Matures 03/03/2026; CUSIP 06051GFU8
10/4/16 37,000.000 107.141
106.717
104.514 39,642.17
39,485.27 38,670.18 (815.09)ST
1,647.00
402.47
4.25
Int. Semi-Annually Mar/Sep 03; Yield to Maturity 3.837%; Moody BAA3 S&P BBB; Issued 03/03/16; Asset Class: FI & Pref
SABINE PASS LIQUEFACTION LLC
Coupon Rate 5.875%; Matures 06/30/2026; CUSIP 785592AV8
2/28/17 39,000.000 111.762
111.508
112.826 43,587.18
43,488.31 44,002.14 513.83 ST
2,291.00
954.68
5.20
Int. Semi-Annually Jun/Dec 30; Callable $100.00 on 12/31/25; Yield to Call 4.087%; First Coupon 06/30/17; Moody BAA3 S&P BBB-; Issued 12/31/16; Asset Class: FI & Pref
CITIGROUP INC
Coupon Rate 3.200%; Matures 10/21/2026; CUSIP 172967KY6
4/18/17 40,000.000 96.814
96.814
97.186 38,725.60
38,725.60 38,874.40 148.80 ST
1,280.00
142.22
3.29
Int. Semi-Annually Apr/Oct 21; Callable $100.00 on 07/21/26; Yield to Maturity 3.555%; Moody BAA1 S&P BBB+; Issued 10/21/16; Asset Class: FI & Pref
AIR LEASE CORP
Coupon Rate 3.625%; Matures 04/01/2027; CUSIP 00912XAV6
4/11/17
4/13/17
4/17/17
28,000.000
6,000.000
5,000.000
98.882
98.882
99.145
99.145
99.474
99.474
100.530
100.530
100.530
27,686.96
27,686.96
5,948.70
5,948.70
4,973.70
4,973.70
28,148.40
6,031.80
5,026.50
461.44
83.10
52.80
ST
ST
ST
Total 39,000.000 38,609.36
38,609.36 39,206.70 597.34 ST
1,414.00
325.94
3.60
Int. Semi-Annually Apr/Oct 01; Callable $100.00 on 01/01/27; Yield to Call 3.559%; First Coupon 10/01/17; S&P BBB; Issued 03/08/17; Asset Class: FI & Pref
CORPORATE BONDS 937,000.000 $964,056.83
$960,682.48 $968,352.25 $2,970.68
$4,699.09
LT
ST
$33,984.00
$8,121.81
3.51%
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 1.369%; 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
$100.456
100.456
100.456
$17,943.05
$17,943.05
49,730.45
49,730.45
10,038.67
10,038.67
$18,082.08
50,228.00
10,045.60
$139.03
497.55
6.93
LT
LT
ST
Total 78,000.000 77,712.17
77,712.17 78,355.68 636.58
6.93
LT
ST
1,068.00
47.46
1.36
Interest Paid Monthly May 15; Yield to Maturity 1.253%; 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
100.300 57,877.68
57,877.68 58,174.00 296.32 ST
1,056.00
46.91
1.81
Interest Paid Monthly May 15; Yield to Maturity 1.760%; S&P AAA; Issued 12/08/16; Asset Class: FI & Pref
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 39 of 128
OTHER FIXED INCOME 136,000.000 $135,589.85
$135,589.85 $136,529.68 $636.58
$303.25
LT
ST
$2,124.00
$94.37
1.56%
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 1,073,000.000 $1,099,646.68
$1,096,272.33 $1,104,881.93 $3,607.26
$5,002.34
LT
ST
$36,108.00
$8,216.18
3.27%
TOTAL CORPORATE FIXED INCOME
(includes accrued interest)
56.67%$1,113,098.11
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
$99.750 $38,963.57
$38,963.57 $38,902.50 $(61.07)ST
$122.00 0.31
Int. Semi-Annually May/Nov 31; Yield to Maturity 1.129%; 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
99.156 20,827.80
20,827.80 20,822.76 (5.04)ST
158.00
45.68
0.75
Int. Semi-Annually Feb/Aug 15; Yield to Maturity 1.251%; 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
8,000.000
48,000.000
84,000.000
101.094
100.917
100.836
100.655
99.688
99.688
99.648
99.648
99.648
8,087.53
8,073.39
48,401.42
48,314.40
83,737.75
83,737.75
7,971.84
47,831.04
83,704.32
(101.55)
(483.36)
(33.43)
ST
ST
ST
3/30/17 54,000.000 99.317
99.317
99.648 53,631.02
53,631.02 53,809.92 178.90 ST
Total 194,000.000 193,857.72
193,756.56 193,317.12 (439.44)ST
2,425.00
803.86
1.25
Int. Semi-Annually Jan/Jul 31; Yield to Maturity 1.385%; 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
105.594
100.896 38,744.98
39,069.70 38,863.97 (205.73)ST
48.00
6.05
0.12
Int. Semi-Annually Apr/Oct 15; Factor 1.04105000; Moody AAA; Issued 04/15/15; Current Face 38,518.850; Asset Class: FI & Pref
00
0
1
4
6
M
S
A
D
S
2
7
1
0
0
9
9
6
6
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 40 of 128
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 1.375%; Matures 08/31/2020; CUSIP 912828L32
5/5/17 54,000.000 99.274
99.274
99.590 53,607.85
53,607.85 53,778.60 170.75 ST
743.00
188.66
1.38
Int. Semi-Annually Feb/Aug 29; Yield to Maturity 1.505%; Moody AAA; Issued 08/31/15; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE
Coupon Rate 2.125%; Matures 01/31/2021; CUSIP 912828B58
4/18/17 23,000.000 102.082
102.019
101.922 23,478.95
23,464.30 23,442.06 (22.24)ST
489.00
162.01
2.08
Int. Semi-Annually Jan/Jul 31; Yield to Maturity 1.583%; Moody AAA; Issued 01/31/14; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE
Coupon Rate 1.750%; Matures 03/31/2022; CUSIP 912828J76
5/5/17 106,000.000 99.352
99.352
99.973 105,313.01
105,313.01 105,971.38 658.37 ST
1,855.00
309.16
1.75
Int. Semi-Annually Mar/Sep 30; Yield to Maturity 1.756%; Moody AAA; Issued 03/31/15; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE-INFLATION INDEXED
Coupon Rate 0.375%; Matures 01/15/2027; CUSIP 912828V49
2/9/17 39,000.000 99.907
100.835
99.959 38,934.39
39,325.52 39,344.61 19.09 ST
148.00
55.45
0.37
Int. Semi-Annually Jan/Jul 15; Factor 1.00925000; Moody AAA; Issued 01/15/17; Current Face 39,360.750; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE
Coupon Rate 2.250%; Matures 02/15/2027; CUSIP 912828V98
3/22/17
3/23/17
5/30/17
28,000.000
36,000.000
22,000.000
98.653
98.653
98.454
98.454
100.231
100.231
100.371
100.371
100.371
27,622.76
27,622.75
35,443.26
35,443.26
22,050.80
22,050.79
28,103.88
36,133.56
22,081.62
481.13
690.30
30.83
ST
ST
ST
Total 86,000.000 85,116.82
85,116.80 86,319.06 1,202.26 ST
1,935.00
561.25
2.24
Int. Semi-Annually Feb/Aug 15; Yield to Maturity 2.207%; Moody AAA; Issued 02/15/17; Asset Class: FI & Pref
TREASURY SECURITIES 599,000.000 $598,845.09
$599,445.11 $600,762.06 $1,316.95 ST
$7,923.00
$2,132.12
1.32%
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
$100.439
100.541
100.337
102.293
101.619
$100.786
100.786
100.786
$2,015.09
$2,008.77
7,037.87
7,023.57
29,664.97
29,469.63
$2,015.72
7,055.02
29,227.94
$6.95
31.45
(241.69)
LT
LT
LT
9/14/16 58,000.000 102.300
101.793
100.786 59,334.12
59,039.86 58,455.88 (583.98)ST
Total 96,000.000 98,052.05
97,541.83 96,754.56 (203.29)
(583.98)
LT
ST
1,680.00
23.33
1.73
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 41 of 128
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 May/Nov 26; Yield to Maturity 1.427%; 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
98.332 39,974.40
39,974.40 39,332.80 (641.60)ST
550.00 1.39
Int. Semi-Annually May/Nov 24; Yield to Maturity 1.811%; Moody AAA S&P AAA; Issued 05/24/16; Asset Class: FI & Pref
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
105.664 96,665.83
94,992.43 95,221.14 228.71 ST
3,605.00
300.38
3.78
Interest Paid Monthly Jan 01; Yield to Maturity 3.684%; Factor .97953181; Issued 01/01/17; Current Face 90,116.927; Asset Class: FI & Pref
FEDERAL AGENCIES 228,000.000 $234,692.28
$232,508.66 $231,308.50 $(203.29)
$(996.87)
LT
ST
$5,835.00
$323.71
2.52%
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 827,000.000 $833,537.37
$831,953.77 $832,070.56 $(203.29)
$320.08
LT
ST
$13,758.00
$2,455.83
1.65%
TOTAL GOVERNMENT SECURITIES
(includes accrued interest)
42.49%$834,526.39
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $1,928,226.10 $1,953,525.87 $3,403.97
$5,322.42
LT
ST
$49,868.00
$10,672.01
2.54%
TOTAL VALUE (includes accrued interest)100.00%$1,964,197.88
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 $16,573.38 ——————
Corporate Fixed Income^——$1,113,098.11 ————
Government Securities^——834,526.39 ————
TOTAL ALLOCATION OF ASSETS^$16,573.38 —$1,947,624.50 ————
00
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CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 42 of 128
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
5/1 5/2 Sold US TSY NOTE 2250 27FB15 ACTED AS AGENT
ACCRUED INTEREST 141.71
30,000.000 $99.3980 $29,961.11
5/1 5/2 Sold US TSY NOTE 1250 20JA31 ACTED AS AGENT
ACCRUED INTEREST 40.85
13,000.000 99.5544 12,982.92
5/1 5/2 Sold US TSY NOTE 1500 26AU15 ACTED AS AGENT
ACCRUED INTEREST 9.45
3,000.000 93.2574 2,807.17
5/1 5/4 Sold PRUDENTIAL FINL 5375 20JN21 ACTED AS AGENT
ACCRUED INTEREST 714.88
36,000.000 109.6720 40,196.80
5/1 5/4 Bought BOSTON PROPERTIE 3650 *26FB01 ACTED AS AGENT
ACCRUED INTEREST 367.74
39,000.000 100.5950 (39,599.79)
5/1 5/4 Bought CAPITAL ONE FINL 4750 21JL15 ACTED AS AGENT
ACCRUED INTEREST 517.75
36,000.000 107.8240 (39,334.39)
5/5 5/8 Sold FNMA POOL MA2896 3500 47FB01 ACTED AS AGENT
ACCRUED INTEREST 63.73
95,000.000 102.5977 96,133.87
5/5 5/8 Bought US TSY NOTE 1750 22MH31 ACTED AS AGENT
ACCRUED INTEREST 192.60
106,000.000 99.3519 (105,505.61)
5/5 5/8 Bought US TSY NOTE 1375 20AU31 ACTED AS AGENT
ACCRUED INTEREST 139.22
54,000.000 99.2738 (53,747.07)
5/23 5/26 Sold ORACLE CORP 2375 19JA15 ACTED AS AGENT
ACCRUED INTEREST 319.77
37,000.000 101.3890 37,833.70
5/23 5/26 Bought HP ENTERPRISE CO 3600 *20OC15 ACTED AS AGENT
ACCRUED INTEREST 155.80
38,000.000 103.9950 (39,673.90)
5/30 5/31 Bought US TSY NOTE 2250 27FB15 ACTED AS AGENT
ACCRUED INTEREST 143.58
22,000.000 100.2309 (22,194.38)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $(80,139.57)
TOTAL PURCHASES $(300,055.14)
TOTAL SALES AND REDEMPTIONS $219,915.57
Purchase and Sale transactions above may have received an average price execution. Details regarding the actual prices are available upon request.
RETURN OF PRINCIPAL
Activity Date Activity Type Description Comments Credits/(Debits)
5/15 Return of Principal FHLMC 30G G08749 4000 47JA01 CUSIP: 3128MJZP8 $498.88
5/25 Return of Principal FNMA POOL MA2896 3500 47FB01 CUSIP: 31418CGE8 374.11
TOTAL RETURN OF PRINCIPAL $872.99
TAXABLE INCOME AND DISTRIBUTIONS
Activity Date Activity Type Description Comments Credits/(Debits)
5/8 Interest Income ABBVIE INC 2900 22NV06 CUSIP: 00287YAL3 $565.50
5/15 Interest Income DOW CHEMICAL CO 8550 19MY15 CUSIP: 260543BX0 1,410.75
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 43 of 128
TAXABLE INCOME AND DISTRIBUTIONS (CONTINUED)
Activity Date Activity Type Description Comments Credits/(Debits)
5/15 Interest Income AT&T INC 3400 *25MY15 CUSIP: 00206RCN0 663.00
5/15 Interest Income FHLMC 30G G08749 4000 47JA01 CUSIP: 3128MJZP8 302.05
5/15 Interest Income COMET 2016-A6 A 1820 *22SPRG CUSIP: 14041NFH9 87.97
5/15 Interest Income BACCT 2014-A1 A 1369 *21JNRG CUSIP: 05522RCQ9 83.35
5/22 Interest Income AMGEN INC 2200 *19MY22 CUSIP: 031162BU3 418.00
5/22 Interest Income AMERICAN EXPRESS 1550 18MY22 CUSIP: 025816BG3 302.25
5/25 Interest Income-Adj INT BK REC & DEV 1375 21MY24
INTEREST PAYMENT
CUSIP: 459058FH1 275.20
5/25 Interest Income FNMA POOL MA2896 3500 47FB01 CUSIP: 31418CGE8 274.20
5/26 Interest Income FNMA 1750 19NV26 CUSIP: 3135G0ZY2 840.00
5/31 Interest Income US TSY NOTE 0625 17NV30 CUSIP: 912828UA6 121.88
5/31 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 05/01-05/31)
0.43
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $5,344.58
TOTAL INTEREST $5,344.58
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
5/3 Automatic Investment BANK DEPOSIT PROGRAM $45,751.20
5/4 Automatic Redemption BANK DEPOSIT PROGRAM (38,737.38)
5/8 Automatic Redemption BANK DEPOSIT PROGRAM (62,553.31)
5/15 Automatic Investment BANK DEPOSIT PROGRAM 2,743.95
5/16 Automatic Investment BANK DEPOSIT PROGRAM 302.05
5/22 Automatic Investment BANK DEPOSIT PROGRAM 418.00
5/23 Automatic Investment BANK DEPOSIT PROGRAM 302.25
5/25 Automatic Investment BANK DEPOSIT PROGRAM 374.11
5/26 Automatic Redemption BANK DEPOSIT PROGRAM (450.80)
5/31 Automatic Investment BANK DEPOSIT PROGRAM 0.43
5/31 Automatic Redemption BANK DEPOSIT PROGRAM (22,072.50)
NET ACTIVITY FOR PERIOD $(73,922.00)
TRANSFERS, CORPORATE ACTIONS AND ADDITIONAL ACTIVITY
CORPORATE ACTIONS
Activity
Date Activity Type Description Comments Quantity
5/9 Exchange Delivered Out SABINE PASS LIQUE 5875 *26JN30 TENDER (39,000.000)
5/9 Exchange Received In SAB DF89U EXCH 5875 26JN30 TENDER 39,000.000
5/11 Exchange Delivered Out SAB DF89U EXCH 5875 26JN30 EXCHANGE (39,000.000)
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CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 44 of 128
CORPORATE ACTIONS (CONTINUED)
Activity
Date Activity Type Description Comments Quantity
5/11 Exchange Received In SABINE PASS LIQUE 5875 *26JN30 EXCHANGE 39,000.000
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
ORACLE CORP 2 3/8 1-15-19 04/10/15 05/23/17 9,000.000 $9,125.01 $9,120.15 $4.86
03/28/16 05/23/17 28,000.000 28,388.92 28,526.16 (137.24)
PRUDENTIAL FINL 5 3/8 6-21-20 01/14/15 05/01/17 8,000.000 8,773.76 8,690.66 83.10
11/18/15 05/01/17 28,000.000 30,708.16 30,398.75 309.41
Long-Term This Period $76,995.85 $76,735.72 $260.13
Long-Term Year to Date $155,990.69 $154,690.83 $1,299.86
SHORT-TERM GAIN/(LOSS)
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 02/09/17 05/15/17 498.880 498.88 525.87 (26.99)
FNMA POOL MA2896 3 1/2 2-01-47 02/07/17 05/05/17 95,000.000 96,070.14 96,135.96 (65.82)
02/07/17 05/25/17 374.110 374.11 384.09 (9.98)
US TSY NOTE 1 1/2 8-15-26 12/09/16 05/01/17 3,000.000 2,797.72 2,761.54 36.18
US TSY NOTE 1 1/4 1-31-20 07/19/16 05/01/17 13,000.000 12,942.07 13,111.14 (169.07)
US TSY NOTE 2 1/4 2-15-27 03/22/17 05/01/17 30,000.000 29,819.40 29,595.81 223.59
Short-Term This Period $142,502.32 $142,514.41 $(12.09)
Short-Term Year to Date $1,143,454.73 $1,160,248.74 $(16,794.01)
Net Realized Gain/(Loss) This Period $219,498.17 $219,250.13 $248.04
Net Realized Gain/(Loss) Year to Date $1,300,268.44 $1,314,939.57 $(15,494.15)
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
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 May 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 45 of 128
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 46 of 128
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
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)
TOTAL BEGINNING VALUE $1,274,311.57 $1,228,581.20
Credits ——
Debits —(3,558.68)
Security Transfers ——
Net Credits/Debits/Transfers —$(3,558.68)
Change in Value 9,785.35 59,074.40
TOTAL ENDING VALUE $1,284,096.92 $1,284,096.92
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period May 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
MAY JUN JUL AUG SEP OCT NOV DEC JAN FEB MAR APR MAY
900
1,000
1,100
1,200
1,300
1,400
($
)
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 47 of 128
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Alternatives
Market Value Percentage
Cash $9,435.56 0.73
Equities 1,239,926.18 96.56
Alternatives 34,735.18 2.71
TOTAL VALUE $1,284,096.92 100.00%
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.
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CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 48 of 128
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 4/30/17)
This Period
(as of 5/31/17)
Cash, BDP, MMFs $11,947.00 $9,435.56
Stocks 1,263,242.39 1,274,661.36
Net Unsettled Purchases/Sales (877.82)—
Total Assets $1,274,311.57 $1,284,096.92
Total Liabilities (outstanding balance)——
TOTAL VALUE $1,274,311.57 $1,284,096.92
CASH FLOW
This Period
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)
OPENING CASH, BDP, MMFs $11,947.00 $23,548.92
Purchases (11,760.44)(69,952.25)
Sales and Redemptions 8,616.99 47,013.21
Prior Net Unsettled Purch/Sales (877.82)N/A
Income and Distributions 1,509.83 12,384.36
Total Investment Related Activity $(2,511.44)$(10,554.68)
Other Debits —(3,558.68)
Total Cash Related Activity —$(3,558.68)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $9,435.56 $9,435.56
INCOME AND DISTRIBUTION SUMMARY
This Period
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)
Qualified Dividends $1,321.96 $11,752.31
Other Dividends 187.79 631.41
Interest 0.08 0.64
Total Taxable Income And Distributions $1,509.83 $12,384.36
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $1,509.83 $12,384.36
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
(5/1/17-5/31/17)
Realized This Year
(1/1/17-5/31/17)
Unrealized
Inception to Date
(as of 5/31/17)
Short-Term Gain —$578.12 $22,550.24
Short-Term (Loss)—(59.58)(5,900.65)
Total Short-Term —$518.54 $16,649.59
Long-Term Gain 581.58 4,552.16 170,237.57
Long-Term (Loss)(1,183.06)(1,961.59)(24,193.42)
Total Long-Term $(601.48)$2,590.57 $146,044.15
TOTAL GAIN/(LOSS)$(601.48)$3,109.11 $162,693.74
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 May 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 49 of 128
† 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 #$9,435.56 —$1.00 0.010
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 0.73%$9,435.56 $1.00
# 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 %
3M COMPANY (MMM) 11/9/15
2/16/16
51.000
7.000
$157.130
155.644
$204.470
204.470
$8,013.63
1,089.51
$10,427.97
1,431.29
$2,414.34
341.78
LT
LT
Total 58.000 9,103.14 11,859.26 2,756.12 LT 273.00 2.30
Next Dividend Payable 06/12/17; 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
45.660
45.660
45.660
7,126.70
607.50
1,402.89
7,762.20
730.56
1,643.76
635.50
123.06
240.87
LT
LT
LT
Total 222.000 9,137.09 10,136.52 999.43 LT 235.00 2.31
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CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 50 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 08/2017; Asset Class: Equities
ABBVIE INC COM (ABBV) 4/6/15 31.000 57.769 66.020 1,790.84 2,046.62 255.78 LT 79.00 3.86
Next Dividend Payable 08/2017; Asset Class: Equities
ACCENTURE PLC IRELAND CL A (ACN) 11/9/15 54.000 104.660 124.470 5,651.64 6,721.38 1,069.74 LT 131.00 1.94
Next Dividend Payable 11/2017; Asset Class: Equities
ALEXANDRIA REAL ESTATE EQ INC (ARE) 11/9/15 28.000 86.272 116.680 2,415.61 3,267.04 851.43 LT R 93.00 2.84
Next Dividend Payable 07/2017; Asset Class: Alt
ALTRIA GROUP INC (MO) 11/9/15
2/16/16
207.000
36.000
56.930
60.300
75.440
75.440
11,784.61
2,170.80
15,616.08
2,715.84
3,831.47
545.04
LT
LT
Total 243.000 13,955.41 18,331.92 4,376.51 LT 593.00 3.23
Next Dividend Payable 07/2017; Asset Class: Equities
AMERIPRISE FINCL INC (AMP) 11/17/15 43.000 113.969 120.790 4,900.65 5,193.97 293.32 LT 143.00 2.75
Next Dividend Payable 08/2017; Asset Class: Equities
ANALOG DEVICES INC (ADI) 11/9/15
3/2/17
149.000
49.000
60.769
83.547
85.760
85.760
9,054.54
4,093.79
12,778.24
4,202.24
3,723.70
108.45
LT
ST
Total 198.000 13,148.33 16,980.48 3,723.70
108.45
LT
ST
356.00 2.09
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
152.760
152.760
21,282.96
2,985.83
27,038.52
4,735.56
5,755.56
1,749.73
LT
LT
Total 208.000 24,268.79 31,774.08 7,505.29 LT 524.00 1.64
Next Dividend Payable 08/2017; Asset Class: Equities
ARTHUR J GALLAGHER (AJG) 11/9/15
3/13/17
125.000
18.000
43.483
56.877
56.730
56.730
5,435.41
1,023.79
7,091.25
1,021.14
1,655.84
(2.65)
LT
ST
Total 143.000 6,459.20 8,112.39 1,655.84
(2.65)
LT
ST
223.00 2.74
Next Dividend Payable 06/16/17; Asset Class: Equities
AUTOMATIC DATA PROCESSING INC (ADP) 11/9/15
2/16/16
66.000
7.000
86.393
83.874
102.370
102.370
5,701.93
587.12
6,756.42
716.59
1,054.49
129.47
LT
LT
Total 73.000 6,289.05 7,473.01 1,183.96 LT 166.00 2.22
Next Dividend Payable 07/2017; 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
191.240
191.240
191.240
7,105.98
824.21
1,536.64
8,032.08
956.20
1,529.92
926.10
131.99
(6.72)
LT
LT
LT
Total 55.000 9,466.83 10,518.20 1,051.37 LT 312.00 2.96
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 51 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 07/2017; 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
22.410
22.410
22.410
11,909.80
3,587.39
2,294.68
18,241.74
5,355.99
3,227.04
6,331.94
1,768.60
932.36
ST
ST
ST
11/4/16 355.000 16.695 22.410 5,926.73 7,955.55 2,028.82 ST
12/1/16 70.000 21.847 22.410 1,529.30 1,568.70 39.40 ST
Total 1,622.000 25,247.90 36,349.02 11,101.12 ST 487.00 1.33
Next Dividend Payable 06/30/17; 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
41.650
41.650
41.650
1,490.30
8,907.95
999.93
1,707.65
10,079.30
1,082.90
217.35
1,171.35
82.97
LT
LT
LT
2/16/16 16.000 32.788 41.650 524.60 666.40 141.80 LT
12/9/16 67.000 46.725 41.650 3,130.57 2,790.55 (340.02)ST
Total 392.000 15,053.35 16,326.80 1,613.47
(340.02)
LT
ST
470.00 2.87
Next Dividend Payable 06/01/17; 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
189.230
189.230
189.230
7,152.78
995.21
1,909.03
8,893.81
1,324.61
2,270.76
1,741.03
329.40
361.73
LT
LT
LT
Total 66.000 10,057.02 12,489.18 2,432.16 LT 193.00 1.54
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
59.390
59.390
4,626.33
940.96
7,780.09
1,247.19
3,153.76
306.23
LT
ST
Total 152.000 5,567.29 9,027.28 3,153.76
306.23
LT
ST
207.00 2.29
Next Dividend Payable 07/2017; Asset Class: Equities
BLACKROCK INC (BLK) 11/9/15
12/15/15
2/16/16
50.000
7.000
3.000
349.118
325.244
314.557
409.240
409.240
409.240
17,455.92
2,276.71
943.67
20,462.00
2,864.68
1,227.72
3,006.08
587.97
284.05
LT
LT
LT
4/22/16 6.000 368.615 409.240 2,211.69 2,455.44 243.75 LT
Total 66.000 22,887.99 27,009.84 4,121.85 LT 660.00 2.44
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
121.320
121.320
1,539.30
2,882.34
1,698.48
2,911.68
159.18
29.34
LT
LT
Total 38.000 4,421.64 4,610.16 188.52 LT 114.00 2.47
Next Dividend Payable 07/2017; Asset Class: Alt
00
0
1
4
6
M
S
A
D
S
2
7
1
0
0
9
9
7
2
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 52 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
BRISTOL MYERS SQUIBB CO (BMY) 11/9/15
2/16/16
179.000
13.000
64.769
62.057
53.950
53.950
11,593.58
806.74
9,657.05
701.35
(1,936.53)
(105.39)
LT
LT
Total 192.000 12,400.32 10,358.40 (2,041.92)LT 300.00 2.89
Next Dividend Payable 08/2017; 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
76.920
76.920
76.920
3,586.34
2,843.02
2,701.03
3,615.24
2,769.12
3,153.72
28.90
(73.90)
452.69
LT
LT
LT
12/9/16 27.000 89.799 76.920 2,424.56 2,076.84 (347.72)ST
Total 151.000 11,554.95 11,614.92 407.69
(347.72)
LT
ST
242.00 2.08
Next Dividend Payable 08/2017; 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
103.480
103.480
103.480
12,107.24
924.22
4,131.68
13,555.88
1,034.80
5,070.52
1,448.64
110.58
938.84
LT
LT
LT
4/13/16 23.000 97.547 103.480 2,243.57 2,380.04 136.47 LT
4/22/16 9.000 102.160 103.480 919.44 931.32 11.88 LT
11/1/16 30.000 106.339 103.480 3,190.18 3,104.40 (85.78)ST
1/3/17 15.000 117.528 103.480 1,762.92 1,552.20 (210.72)ST
2/14/17 25.000 111.900 103.480 2,797.50 2,587.00 (210.50)ST
2/28/17 24.000 111.981 103.480 2,687.54 2,483.52 (204.02)ST
Total 316.000 30,764.29 32,699.68 2,646.41
(711.02)
LT
ST
1,365.00 4.17
Next Dividend Payable 06/12/17; Asset Class: Equities
CHUBB LTD (CB) 11/9/15
2/16/16
67.000
6.000
112.204
115.673
143.190
143.190
7,517.67
694.04
9,593.73
859.14
2,076.06
165.10
LT
LT
Total 73.000 8,211.71 10,452.87 2,241.16 LT 207.00 1.98
Next Dividend Payable 07/2017; Asset Class: Equities
CINCINNATI FINANCIAL OHIO (CINF) 11/9/15
2/16/16
65.000
9.000
60.074
61.982
70.080
70.080
3,904.81
557.84
4,555.20
630.72
650.39
72.88
LT
LT
Total 74.000 4,462.65 5,185.92 723.27 LT 148.00 2.85
Next Dividend Payable 07/2017; Asset Class: Equities
CINEMARK HOLDINGS INC. (CNK) 11/9/15
3/13/17
122.000
15.000
36.954
43.953
39.570
39.570
4,508.35
659.30
4,827.54
593.55
319.19
(65.75)
LT
ST
Total 137.000 5,167.65 5,421.09 319.19
(65.75)
LT
ST
159.00 2.93
Next Dividend Payable 06/2017; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 53 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
CME GROUP INC (CME) 11/9/15 210.000 97.152 117.290 20,401.84 24,630.90 4,229.06 LT 554.00 2.24
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
47.410
47.410
6,648.16
1,321.25
9,197.54
1,611.94
2,549.38
290.69
LT
LT
Total 228.000 7,969.41 10,809.48 2,840.07 LT 303.00 2.80
Next Dividend Payable 08/2017; Asset Class: Equities
COCA COLA CO (KO) 4/24/15 145.000 40.958 45.470 5,938.87 6,593.15 654.28 LT 215.00 3.26
Next Dividend Payable 07/2017; 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
41.690
41.690
41.690
5,944.02
1,696.78
632.14
8,087.86
2,334.64
917.18
2,143.84
637.86
285.04
LT
LT
LT
Total 272.000 8,272.94 11,339.68 3,066.74 LT 171.00 1.50
Next Dividend Payable 07/2017; 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
44.690
44.690
44.690
13,408.97
1,644.31
2,513.70
10,949.05
1,742.91
2,368.57
(2,459.92)
98.60
(145.13)
LT
LT
ST
6/22/16 50.000 44.080 44.690 2,203.99 2,234.50 30.51 ST
11/2/16 54.000 43.105 44.690 2,327.67 2,413.26 85.59 ST
11/9/16 39.000 45.773 44.690 1,785.14 1,742.91 (42.23)ST
11/18/16 85.000 44.940 44.690 3,819.90 3,798.65 (21.25)ST
Total 565.000 27,703.68 25,249.85 (2,361.32)
(92.51)
LT
ST
599.00 2.37
Next Dividend Payable 06/01/17; Asset Class: Equities
CULLEN FROST BANKERS INC (CFR) 11/17/15 75.000 69.508 91.660 5,213.10 6,874.50 1,661.40 LT 171.00 2.48
Next Dividend Payable 06/15/17; Asset Class: Equities
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
58.700
58.700
58.700
1,994.65
1,008.90
3,004.03
2,054.50
1,056.60
3,111.10
59.85
47.70
107.07
LT
LT
LT
12/9/16 37.000 72.040 58.700 2,665.48 2,171.90 (493.58)ST
Total 143.000 8,673.06 8,394.10 214.62
(493.58)
LT
ST
172.00 2.04
Next Dividend Payable 08/2017; 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
82.550
82.550
82.550
3,011.43
1,733.94
1,144.80
3,467.10
2,146.30
1,320.80
455.67
412.36
176.00
ST
ST
ST
11/18/16 17.000 70.000 82.550 1,190.00 1,403.35 213.35 ST
00
0
1
4
6
M
S
A
D
S
2
7
1
0
0
9
9
7
3
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 54 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
2/2/17 19.000 77.571 82.550 1,473.85 1,568.45 94.60 ST
Total 120.000 8,554.02 9,906.00 1,351.98 ST 211.00 2.13
Next Dividend Payable 06/15/17; 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
92.810
92.810
92.810
7,801.95
1,103.03
2,546.51
8,445.71
1,113.72
2,413.06
643.76
10.69
(133.45)
LT
LT
ST
Total 129.000 11,451.49 11,972.49 654.45
(133.45)
LT
ST
299.00 2.49
Next Dividend Payable 07/2017; Asset Class: Equities
DTE ENERGY COMPANY (DTE) 11/9/15 22.000 79.210 109.520 1,742.62 2,409.44 666.82 LT 73.00 3.02
Next Dividend Payable 07/2017; Asset Class: Equities
DU PONT EI DE NEMOURS & CO (DD) 11/9/15
12/2/15
5/1/17
83.000
23.000
21.000
66.550
67.279
79.826
78.920
78.920
78.920
5,523.65
1,547.41
1,676.35
6,550.36
1,815.16
1,657.32
1,026.71
267.75
(19.03)
LT
LT
ST
Total 127.000 8,747.41 10,022.84 1,294.46
(19.03)
LT
ST
193.00 1.92
Next Dividend Payable 06/12/17; Asset Class: Equities
EDISON INTERNATIONAL (EIX) 11/9/15
2/16/16
127.000
21.000
59.158
61.827
81.570
81.570
7,513.12
1,298.37
10,359.39
1,712.97
2,846.27
414.60
LT
LT
Total 148.000 8,811.49 12,072.36 3,260.87 LT 321.00 2.65
Next Dividend Payable 07/2017; 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
79.570
79.570
79.570
6,260.08
1,270.74
1,989.23
6,286.03
1,193.55
2,068.82
25.95
(77.19)
79.59
LT
LT
LT
Total 120.000 9,520.05 9,548.40 28.35 LT 250.00 2.61
Next Dividend Payable 06/09/17; Asset Class: Equities
EXXON MOBIL CORP (XOM) 11/9/15
2/16/16
238.000
40.000
82.058
81.082
80.500
80.500
19,529.78
3,243.28
19,159.00
3,220.00
(370.78)
(23.28)
LT
LT
Total 278.000 22,773.06 22,379.00 (394.06)LT 856.00 3.82
Next Dividend Payable 06/09/17; 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
85.870
85.870
85.870
728.27
3,972.37
3,986.98
944.57
5,152.20
5,238.07
216.30
1,179.83
1,251.09
LT
LT
LT
Total 132.000 8,687.62 11,334.84 2,647.22 LT 153.00 1.34
Next Dividend Payable 06/2017; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 55 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
GENERAL ELECTRIC CO (GE) 4/11/17
4/25/17
219.000
116.000
30.027
29.485
27.380
27.380
6,575.98
3,420.26
5,996.22
3,176.08
(579.76)
(244.18)
ST
ST
Total 335.000 9,996.24 9,172.30 (823.94)ST 322.00 3.51
Next Dividend Payable 07/2017; 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
203.250
203.250
203.250
2,080.50
4,061.47
1,423.96
3,048.75
6,300.75
2,032.50
968.25
2,239.28
608.54
LT
LT
LT
7/1/16 17.000 141.083 203.250 2,398.41 3,455.25 1,056.84 ST
9/16/16 16.000 151.111 203.250 2,417.77 3,252.00 834.23 ST
11/18/16 7.000 166.954 203.250 1,168.68 1,422.75 254.07 ST
Total 96.000 13,550.79 19,512.00 3,816.07
2,145.14
LT
ST
323.00 1.65
Next Dividend Payable 08/2017; 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
92.620
92.620
92.620
7,265.57
2,410.98
1,245.60
7,594.84
2,315.50
1,296.68
329.27
(95.48)
51.08
LT
LT
ST
11/18/16 13.000 94.178 92.620 1,224.32 1,204.06 (20.26)ST
11/30/16 13.000 96.832 92.620 1,258.81 1,204.06 (54.75)ST
Total 147.000 13,405.28 13,615.14 233.79
(23.93)
LT
ST
397.00 2.91
Next Dividend Payable 07/2017; 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
64.890
64.890
64.890
3,357.03
1,085.68
1,912.97
2,400.93
843.57
1,427.58
(956.10)
(242.11)
(485.39)
LT
LT
ST
Total 72.000 6,355.68 4,672.08 (1,198.21)
(485.39)
LT
ST
150.00 3.21
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
49.390
49.390
49.390
16,000.30
1,440.56
1,718.57
16,891.38
1,728.65
1,778.04
891.08
288.09
59.47
LT
LT
ST
Total 413.000 19,159.43 20,398.07 1,179.17
59.47
LT
ST
380.00 1.86
Next Dividend Payable 07/03/17; 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
31.340
31.340
31.340
1,289.77
939.66
3,271.70
1,410.30
940.20
2,883.28
120.53
0.54
(388.42)
LT
LT
ST
R
R
R
00
0
1
4
6
M
S
A
D
S
2
7
1
0
0
9
9
7
4
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 56 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 167.000 5,501.13 5,233.78 121.07
(388.42)
LT
ST
247.00 4.71
Next Dividend Payable 08/2017; 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
153.510
153.510
153.510
14,142.99
956.00
1,490.51
17,500.14
1,228.08
1,688.61
3,357.15
272.08
198.10
LT
LT
LT
12/13/16 21.000 136.217 153.510 2,860.56 3,223.71 363.15 ST
Total 154.000 19,450.06 23,640.54 3,827.33
363.15
LT
ST
548.00 2.31
Next Dividend Payable 06/15/17; Asset Class: Equities
HONEYWELL INTERNATIONAL INC (HON) 11/9/15
2/16/16
4/22/16
76.000
10.000
16.000
101.819
104.144
112.641
132.990
132.990
132.990
7,738.21
1,041.44
1,802.26
10,107.24
1,329.90
2,127.84
2,369.03
288.46
325.58
LT
LT
LT
9/16/16 15.000 113.462 132.990 1,701.93 1,994.85 292.92 ST
10/5/16 9.000 115.190 132.990 1,036.71 1,196.91 160.20 ST
11/1/16 11.000 109.239 132.990 1,201.63 1,462.89 261.26 ST
11/10/16 11.000 113.500 132.990 1,248.50 1,462.89 214.39 ST
Total 148.000 15,770.68 19,682.52 2,983.07
928.77
LT
ST
394.00 2.00
Next Dividend Payable 06/09/17; Asset Class: Equities
ILL TOOL WORKS INC (ITW) 11/9/15
2/16/16
125.000
15.000
91.119
93.097
141.220
141.220
11,389.88
1,396.46
17,652.50
2,118.30
6,262.62
721.84
LT
LT
Total 140.000 12,786.34 19,770.80 6,984.46 LT 364.00 1.84
Next Dividend Payable 07/2017; Asset Class: Equities
INTL FLAVORS & FRAGRANCES (IFF) 2/16/16
6/30/16
18.000
9.000
107.500
124.170
137.890
137.890
1,935.00
1,117.53
2,482.02
1,241.01
547.02
123.48
LT
ST
Total 27.000 3,052.53 3,723.03 547.02
123.48
LT
ST
69.00 1.85
Next Dividend Payable 07/2017; Asset Class: Equities
JOHNSON & JOHNSON (JNJ) 11/9/15
2/16/16
1/3/17
230.000
24.000
14.000
100.781
102.295
115.840
128.250
128.250
128.250
23,179.52
2,455.07
1,621.76
29,497.50
3,078.00
1,795.50
6,317.98
622.93
173.74
LT
LT
ST
Total 268.000 27,256.35 34,371.00 6,940.91
173.74
LT
ST
900.00 2.61
Next Dividend Payable 06/13/17; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 57 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
KIMBERLY CLARK CORP (KMB) 11/9/15
11/16/15
12/2/15
25.000
24.000
15.000
117.761
119.094
119.967
129.730
129.730
129.730
2,944.03
2,858.25
1,799.51
3,243.25
3,113.52
1,945.95
299.22
255.27
146.44
LT
LT
LT
2/16/16 7.000 128.299 129.730 898.09 908.11 10.02 LT
5/2/16 8.000 125.899 129.730 1,007.19 1,037.84 30.65 LT
Total 79.000 9,507.07 10,248.67 741.60 LT 307.00 2.99
Next Dividend Payable 07/2017; Asset Class: Equities
KLA TENCOR CORP (KLAC) 11/9/15
2/16/16
115.000
11.000
66.847
65.047
104.000
104.000
7,687.41
715.52
11,960.00
1,144.00
4,272.59
428.48
LT
LT
Total 126.000 8,402.93 13,104.00 4,701.07 LT 272.00 2.07
Next Dividend Payable 06/01/17; 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
92.200
92.200
92.200
2,196.09
2,339.74
2,523.92
2,950.40
2,581.60
2,581.60
754.31
241.86
57.68
LT
ST
ST
R
R
3/31/17 22.000 90.912 92.200 2,000.07 2,028.40 28.33 ST
Total 110.000 9,059.82 10,142.00 754.31
327.87
LT
ST
264.00 2.60
Next Dividend Payable 06/16/17; Asset Class: Equities
L BRANDS INC COM (LB) 11/9/15
2/16/16
4/28/16
71.000
11.000
41.000
93.679
82.768
79.153
51.600
51.600
51.600
6,651.19
910.45
3,245.26
3,663.60
567.60
2,115.60
(2,987.59)
(342.85)
(1,129.66)
LT
LT
LT
11/1/16 18.000 65.864 51.600 1,185.56 928.80 (256.76)ST
Total 141.000 11,992.46 7,275.60 (4,460.10)
(256.76)
LT
ST
338.00 4.64
Next Dividend Payable 06/16/17; Asset Class: Equities
M&T BANK CORP (MTB) 2/18/16 67.000 105.995 156.470 7,101.69 10,483.49 3,381.80 LT 201.00 1.91
Next Dividend Payable 06/30/17; Asset Class: Equities
MC DONALDS CORP (MCD) 4/26/17 28.000 140.734 150.890 3,940.55 4,224.92 284.37 ST 105.00 2.48
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
65.110
65.110
18,517.45
1,499.02
22,267.62
1,953.30
3,750.17
454.28
LT
LT
Total 372.000 20,016.47 24,220.92 4,204.45 LT 699.00 2.88
Next Dividend Payable 07/2017; 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
50.590
50.590
50.590
11,432.77
1,118.26
610.67
11,382.75
1,112.98
809.44
(50.02)
(5.28)
198.77
LT
LT
LT
00
0
1
4
6
M
S
A
D
S
2
7
1
0
0
9
9
7
5
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 58 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
4/26/16 79.000 46.574 50.590 3,679.36 3,996.61 317.25 LT
8/3/16 85.000 43.474 50.590 3,695.30 4,300.15 604.85 ST
Total 427.000 20,536.36 21,601.93 460.72
604.85
LT
ST
683.00 3.16
Next Dividend Payable 06/13/17; 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
69.840
69.840
69.840
13,087.79
1,067.79
3,651.19
16,971.12
1,466.64
4,818.96
3,883.33
398.85
1,167.77
LT
LT
LT
4/22/16 41.000 51.277 69.840 2,102.37 2,863.44 761.07 LT
Total 374.000 19,909.14 26,120.16 6,211.02 LT 583.00 2.23
Next Dividend Payable 06/08/17; 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
94.790
94.790
94.790
2,552.53
2,660.69
2,265.31
2,843.70
2,748.91
2,085.38
291.17
88.22
(179.93)
LT
LT
ST
5/10/17 22.000 92.762 94.790 2,040.77 2,085.38 44.61 ST
Total 103.000 9,519.30 9,763.37 379.39
(135.32)
LT
ST
169.00 1.73
Next Dividend Payable 06/15/17; 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
46.590
46.590
46.590
7,889.27
1,786.60
1,874.39
8,432.79
1,910.19
2,003.37
543.52
123.59
128.98
LT
LT
LT
R
R
R
Total 265.000 11,550.26 12,346.35 796.09 LT 201.00 1.62
Next Dividend Payable 07/2017; Asset Class: Equities
NEXTERA ENERGY INC (NEE) 11/9/15
2/16/16
49.000
27.000
98.693
111.971
141.440
141.440
4,835.96
3,023.23
6,930.56
3,818.88
2,094.60
795.65
LT
LT
Total 76.000 7,859.19 10,749.44 2,890.25 LT 299.00 2.78
Next Dividend Payable 06/15/17; Asset Class: Equities
NISOURCE INC (NI) 11/9/15
2/16/16
267.000
34.000
18.870
21.180
26.070
26.070
5,038.29
720.12
6,960.69
886.38
1,922.40
166.26
LT
LT
Total 301.000 5,758.41 7,847.07 2,088.66 LT 211.00 2.68
Next Dividend Payable 08/2017; Asset Class: Equities
NORFOLK SOUTHERN CORP (NSC) 9/28/15 80.000 75.028 124.030 6,002.24 9,922.40 3,920.16 LT 195.00 1.96
Next Dividend Payable 06/10/17; Asset Class: Equities
NORTHERN TRUST CORP (NTRS) 11/9/15
2/16/16
130.000
9.000
73.857
58.690
87.440
87.440
9,601.40
528.21
11,367.20
786.96
1,765.80
258.75
LT
LT
Total 139.000 10,129.61 12,154.16 2,024.55 LT 211.00 1.73
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 59 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 07/01/17; 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
58.930
58.930
58.930
17,741.17
2,823.65
1,828.29
13,907.48
2,239.34
1,591.11
(3,833.69)
(584.31)
(237.18)
LT
LT
LT
5/2/16 21.000 76.220 58.930 1,600.63 1,237.53 (363.10)LT
11/18/16 21.000 68.690 58.930 1,442.49 1,237.53 (204.96)ST
2/2/17 22.000 68.830 58.930 1,514.26 1,296.46 (217.80)ST
5/5/17 63.000 59.879 58.930 3,772.35 3,712.59 (59.76)ST
Total 428.000 30,722.84 25,222.04 (5,018.28)
(482.52)
LT
ST
1,301.00 5.15
Next Dividend Payable 07/2017; 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
116.870
116.870
116.870
3,151.04
3,239.42
2,075.34
3,739.84
3,739.84
2,337.40
588.80
500.42
262.06
LT
LT
ST
Total 84.000 8,465.80 9,817.08 1,089.22
262.06
LT
ST
270.00 2.75
Next Dividend Payable 06/30/17; 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
32.650
32.650
32.650
18,902.52
2,016.56
1,601.23
18,839.05
2,220.20
1,567.20
(63.47)
203.64
(34.03)
LT
LT
LT
Total 693.000 22,520.31 22,626.45 106.14 LT 887.00 3.92
Next Dividend Payable 06/01/17; Asset Class: Equities
PHILIP MORRIS INTL INC (PM) 11/9/15
2/16/16
62.000
11.000
85.028
89.897
119.800
119.800
5,271.76
988.87
7,427.60
1,317.80
2,155.84
328.93
LT
LT
Total 73.000 6,260.63 8,745.40 2,484.77 LT 304.00 3.47
Next Dividend Payable 07/2017; 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
118.700
118.700
118.700
21,094.08
1,176.57
3,295.37
26,588.80
1,661.80
3,323.60
5,494.72
485.23
28.23
LT
LT
ST
Total 266.000 25,566.02 31,574.20 5,979.95
28.23
LT
ST
585.00 1.85
Next Dividend Payable 08/2017; 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
106.360
106.360
106.360
5,483.06
1,584.08
1,869.76
5,743.44
1,595.40
2,127.20
260.38
11.32
257.44
LT
LT
LT
8/2/16 16.000 103.710 106.360 1,659.36 1,701.76 42.40 ST
00
0
1
4
6
M
S
A
D
S
2
7
1
0
0
9
9
7
6
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 60 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
5/1/17 14.000 109.781 106.360 1,536.93 1,489.04 (47.89)ST
Total 119.000 12,133.19 12,656.84 529.14
(5.49)
LT
ST
190.00 1.50
Next Dividend Payable 06/12/17; 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
132.290
132.290
132.290
2,400.44
884.50
520.36
2,778.09
1,058.32
661.45
377.65
173.82
141.09
LT
LT
LT
5/2/16 13.000 118.125 132.290 1,535.62 1,719.77 184.15 LT
7/1/16 22.000 113.226 132.290 2,490.98 2,910.38 419.40 ST
Total 69.000 7,831.90 9,128.01 876.71
419.40
LT
ST
217.00 2.37
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
88.090
88.090
1,882.50
1,137.88
2,202.25
1,233.26
319.75
95.38
LT
LT
Total 39.000 3,020.38 3,435.51 415.13 LT 108.00 3.14
Next Dividend Payable 08/2017; Asset Class: Equities
PROGRESSIVE CORP OHIO (PGR) 11/9/15 113.000 31.398 42.430 3,548.01 4,794.59 1,246.58 LT 77.00 1.60
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
104.850
104.850
8,332.79
2,092.75
10,170.45
3,145.50
1,837.66
1,052.75
LT
ST
Total 127.000 10,425.54 13,315.95 1,837.66
1,052.75
LT
ST
381.00 2.86
Next Dividend Payable 06/15/17; Asset Class: Equities
QUALCOMM INC (QCOM) 9/8/15
1/23/17
108.000
49.000
55.087
55.558
57.270
57.270
5,949.36
2,722.33
6,185.16
2,806.23
235.80
83.90
LT
ST
Total 157.000 8,671.69 8,991.39 235.80
83.90
LT
ST
358.00 3.98
Next Dividend Payable 06/21/17; Asset Class: Equities
R P M INC (RPM) 11/9/15
12/2/15
4/19/17
64.000
21.000
44.000
45.561
47.278
50.825
54.230
54.230
54.230
2,915.89
992.83
2,236.29
3,470.72
1,138.83
2,386.12
554.83
146.00
149.83
LT
LT
ST
Total 129.000 6,145.01 6,995.67 700.83
149.83
LT
ST
155.00 2.21
Next Dividend Payable 07/2017; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 61 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
63.610
63.610
63.610
6,928.98
632.20
2,893.38
10,113.99
890.54
4,007.43
3,185.01
258.34
1,114.05
LT
LT
LT
9/16/16 23.000 50.060 63.610 1,151.37 1,463.03 311.66 ST
10/5/16 25.000 50.082 63.610 1,252.06 1,590.25 338.19 ST
Total 284.000 12,857.99 18,065.24 4,557.40
649.85
LT
ST
364.00 2.01
Next Dividend Payable 07/2017; 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
67.250
67.250
67.250
2,213.39
2,263.38
53.79
3,026.25
3,093.50
67.25
812.86
830.12
13.46
LT
ST
ST
Total 92.000 4,530.56 6,187.00 812.86
843.58
LT
ST
188.00 3.03
Next Dividend Payable 07/2017; Asset Class: Equities
S&P GLOBAL INC COM (SPGI) 11/9/15 25.000 96.094 142.810 2,402.34 3,570.25 1,167.91 LT 41.00 1.14
Next Dividend Payable 06/12/17; 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
69.590
69.590
69.590
3,979.02
2,154.21
2,212.73
3,549.09
2,157.29
2,087.70
(429.93)
3.08
(125.03)
LT
LT
LT
8/30/16 20.000 81.296 69.590 1,625.91 1,391.80 (234.11)ST
11/7/16 45.000 79.150 69.590 3,561.75 3,131.55 (430.20)ST
Total 177.000 13,533.62 12,317.43 (551.88)
(664.31)
LT
ST
354.00 2.87
Next Dividend Payable 07/14/17; 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
154.250
154.250
154.250
10,453.07
1,114.94
2,159.20
8,483.75
925.50
1,696.75
(1,969.32)
(189.44)
(462.45)
LT
LT
LT
Total 72.000 13,727.21 11,106.00 (2,621.21)LT 490.00 4.41
Next Dividend Payable 08/2017; Asset Class: Alt
SNAP-ON INC (SNA) 11/9/15 16.000 169.053 161.660 2,704.84 2,586.56 (118.28)LT 45.00 1.73
Next Dividend Payable 06/09/17; 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
137.640
137.640
137.640
2,881.95
1,681.92
1,135.57
4,266.84
2,477.52
1,376.40
1,384.89
795.60
240.83
LT
LT
ST
5/1/17 11.000 136.363 137.640 1,499.99 1,514.04 14.05 ST
00
0
1
4
6
M
S
A
D
S
2
7
1
0
0
9
9
7
7
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 62 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 70.000 7,199.43 9,634.80 2,180.49
254.88
LT
ST
162.00 1.68
Next Dividend Payable 06/2017; Asset Class: Equities
T ROWE PRICE GROUP INC (TROW) 11/17/15 162.000 75.381 70.440 12,211.77 11,411.28 (800.49)LT 369.00 3.23
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
82.490
82.490
82.490
12,033.14
790.05
1,500.72
17,405.39
1,237.35
2,144.74
5,372.25
447.30
644.02
LT
LT
LT
Total 252.000 14,323.91 20,787.48 6,463.57 LT 504.00 2.42
Next Dividend Payable 08/2017; Asset Class: Equities
TIFFANY & COMPANY NEW (TIF) 11/9/15 60.000 79.957 86.960 4,797.43 5,217.60 420.17 LT 120.00 2.29
Next Dividend Payable 07/2017; Asset Class: Equities
TIME WARNER INC NEW (TWX) 11/9/15 85.000 68.505 99.490 5,822.93 8,456.65 2,633.72 LT 137.00 1.62
Next Dividend Payable 06/15/17; 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
124.850
124.850
124.850
18,468.02
1,378.56
1,715.07
20,475.40
1,498.20
1,997.60
2,007.38
119.64
282.53
LT
LT
LT
Total 192.000 21,561.65 23,971.20 2,409.55 LT 553.00 2.30
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
50.890
50.890
50.890
10,433.20
687.26
2,153.12
12,315.38
865.13
2,137.38
1,882.18
177.87
(15.74)
LT
LT
ST
Total 301.000 13,273.58 15,317.89 2,060.05
(15.74)
LT
ST
337.00 2.20
Next Dividend Payable 07/2017; 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
110.300
110.300
110.300
7,029.18
1,099.09
1,967.16
8,934.30
1,213.30
2,095.70
1,905.12
114.21
128.54
LT
ST
ST
3/1/17 15.000 110.375 110.300 1,655.63 1,654.50 (1.13)ST
5/1/17 11.000 112.186 110.300 1,234.05 1,213.30 (20.75)ST
Total 137.000 12,985.11 15,111.10 1,905.12
220.87
LT
ST
332.00 2.19
Next Dividend Payable 06/30/17; 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
53.800
53.800
53.800
4,035.67
2,520.42
1,719.55
3,228.00
2,259.60
1,452.60
(807.67)
(260.82)
(266.95)
LT
LT
LT
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 63 of 128
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 6,940.20 (1,335.44)LT 217.00 3.12
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
61.470
61.470
61.470
2,948.40
1,035.12
2,345.82
3,196.44
1,167.93
2,643.21
248.04
132.81
297.39
LT
ST
ST
11/30/16 21.000 62.110 61.470 1,304.30 1,290.87 (13.43)ST
2/2/17 20.000 65.630 61.470 1,312.60 1,229.40 (83.20)ST
Total 155.000 8,946.24 9,527.85 248.04
333.57
LT
ST
434.00 4.55
Next Dividend Payable 06/07/17; Asset Class: Equities
VALIDUS HOLDINGS LTD COM (VR) 11/9/15 53.000 45.163 53.400 2,393.62 2,830.20 436.58 LT 81.00 2.86
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
46.640
46.640
46.640
2,910.67
11,132.66
1,503.52
2,798.40
11,240.24
1,399.20
(112.27)
107.58
(104.32)
LT
LT
LT
5/2/16 29.000 51.210 46.640 1,485.09 1,352.56 (132.53)LT
2/2/17 30.000 47.987 46.640 1,439.60 1,399.20 (40.40)ST
Total 390.000 18,471.54 18,189.60 (241.54)
(40.40)
LT
ST
901.00 4.95
Next Dividend Payable 08/2017; 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
51.140
51.140
51.140
32,301.10
3,383.49
1,617.77
29,865.76
3,579.80
1,636.48
(2,435.34)
196.31
18.71
LT
LT
LT
Total 686.000 37,302.36 35,082.04 (2,220.32)LT 1,043.00 2.97
Next Dividend Payable 06/01/17; Asset Class: Equities
WESTROCK CO COM (WRK) 11/9/15 48.000 46.464 54.420 2,230.27 2,612.16 381.89 LT 77.00 2.94
Next Dividend Payable 08/2017; Asset Class: Equities
WYNDHAM WORLDWIDE CORP (WYN) 11/9/15
12/2/15
29.000
14.000
80.528
76.296
100.990
100.990
2,335.30
1,068.14
2,928.71
1,413.86
593.41
345.72
LT
LT
Total 43.000 3,403.44 4,342.57 939.13 LT 100.00 2.30
Next Dividend Payable 06/09/17; Asset Class: Equities
XCEL ENERGY INC (XEL) 11/9/15
2/16/16
234.000
29.000
34.903
38.607
47.910
47.910
8,167.21
1,119.60
11,210.94
1,389.39
3,043.73
269.79
LT
LT
Total 263.000 9,286.81 12,600.33 3,313.52 LT 379.00 3.00
Next Dividend Payable 07/2017; Asset Class: Equities
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CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 64 of 128
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 99.27%$1,111,967.62 $1,274,661.36 $146,044.15
$16,649.59
LT
ST
$33,114.00 2.60%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $1,111,967.62 $1,284,096.92 $146,044.15
$16,649.59
LT
ST
$33,115.00
$0.00
2.58%
TOTAL VALUE (includes accrued interest)100.00%$1,284,096.92
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 $9,435.56 ——————
Stocks —$1,239,926.18 —$34,735.18 ———
TOTAL ALLOCATION OF ASSETS $9,435.56 $1,239,926.18 —$34,735.18 ———
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
5/1 5/4 Sold AUTOMATIC DATA PROCESSING INC ACTED AS AGENT 14.000 $103.7377 $1,452.29
5/1 5/4 Sold L BRANDS INC COM ACTED AS AGENT 28.000 51.7945 1,450.21
5/1 5/4 Sold WYNDHAM WORLDWIDE CORP ACTED AS AGENT 15.000 95.8423 1,437.59
5/1 5/4 Sold KIMBERLY CLARK CORP ACTED AS AGENT 9.000 129.8873 1,168.96
5/1 5/4 Bought DU PONT EI DE NEMOURS & CO ACTED AS AGENT 21.000 79.8261 (1,676.35)
5/1 5/4 Bought PPG INDUSTRIES INC ACTED AS AGENT 14.000 109.7810 (1,536.93)
5/1 5/4 Bought STANLEY BLACK & DECKER INC ACTED AS AGENT 11.000 136.3627 (1,499.99)
5/1 5/4 Bought UNION PACIFIC CORP ACTED AS AGENT 11.000 112.1866 (1,234.05)
5/5 5/10 Sold EXXON MOBIL CORP ACTED AS AGENT 38.000 81.7898 3,107.94
5/5 5/10 Bought OCCIDENTAL PETROLEUM CORP DE ACTED AS AGENT 63.000 59.8786 (3,772.35)
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 65 of 128
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS (CONTINUED)
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
5/10 5/15 Bought MOLSON COORS BREWING CO CL B ACTED AS AGENT 22.000 92.7624 (2,040.77)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $(3,143.45)
TOTAL PURCHASES $(11,760.44)
TOTAL SALES AND REDEMPTIONS $8,616.99
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)
5/1 Qualified Dividend VERIZON COMMUNICATIONS $225.23
5/1 Qualified Dividend EDISON INTERNATIONAL 80.29
5/1 Qualified Dividend BRISTOL MYERS SQUIBB CO 74.88
5/5 Qualified Dividend PNC FINL SVCS GP 146.30
5/5 Qualified Dividend GENL DYNAMICS CORP 80.64
5/15 Qualified Dividend TEXAS INSTRUMENTS 126.00
5/15 Qualified Dividend ACCENTURE PLC IRELAND CL A 65.34
5/15 Qualified Dividend ABBOTT LABORATORIES 58.83
5/15 Qualified Dividend PROCTER & GAMBLE 26.89
5/15 Qualified Dividend ABBVIE INC COM 19.84
5/15 Qualified Dividend WESTROCK CO COM 19.20
5/18 Qualified Dividend APPLE INC 131.04
5/19 Qualified Dividend NISOURCE INC 52.68
5/19 Qualified Dividend AMERIPRISE FINCL INC 35.69
5/23 Dividend HCP INCORPORATED 61.79
5/25 Qualified Dividend CAPITAL ONE FINANCIAL CORP 60.40
5/25 Qualified Dividend DISCOVER FINCL SVCS 42.90
5/31 Dividend SIMON PPTY GROUP INC 126.00
5/31 Qualified Dividend CMS ENERGY CP 75.81
5/31 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 05/01-05/31)
0.08
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $1,509.83
TOTAL QUALIFIED DIVIDENDS $1,321.96
TOTAL OTHER DIVIDENDS $187.79
TOTAL INTEREST $0.08
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
5/1 Automatic Investment BANK DEPOSIT PROGRAM $2,139.45
5/4 Automatic Redemption BANK DEPOSIT PROGRAM (438.27)
5/5 Automatic Investment BANK DEPOSIT PROGRAM 226.94
5/10 Automatic Redemption BANK DEPOSIT PROGRAM (664.41)
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CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 66 of 128
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY (CONTINUED)
Activity
Date Activity Type Description Credits/(Debits)
5/15 Automatic Redemption BANK DEPOSIT PROGRAM (1,724.67)
5/18 Automatic Investment BANK DEPOSIT PROGRAM 131.04
5/19 Automatic Investment BANK DEPOSIT PROGRAM 88.37
5/23 Automatic Investment BANK DEPOSIT PROGRAM 61.79
5/25 Automatic Investment BANK DEPOSIT PROGRAM 103.30
5/31 Automatic Investment BANK DEPOSIT PROGRAM 201.81
5/31 Automatic Investment BANK DEPOSIT PROGRAM 0.08
NET ACTIVITY FOR PERIOD $125.43
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
AUTOMATIC DATA PROCESSING INC 11/09/15 05/01/17 14.000 $1,452.29 $1,209.50 $242.79
EXXON MOBIL CORP 11/09/15 05/05/17 38.000 3,107.94 3,118.20 (10.26)
KIMBERLY CLARK CORP 11/09/15 05/01/17 9.000 1,168.96 1,059.85 109.11
L BRANDS INC COM 11/09/15 05/01/17 28.000 1,450.21 2,623.01 (1,172.80)
WYNDHAM WORLDWIDE CORP 11/09/15 05/01/17 15.000 1,437.59 1,207.91 229.68
Long-Term This Period $8,616.99 $9,218.47 $(601.48)
Long-Term Year to Date $40,449.89 $37,859.32 $2,590.57
Net Realized Gain/(Loss) This Period $8,616.99 $9,218.47 $(601.48)
Net Realized Gain/(Loss) Year to Date $47,013.21 $43,904.10 $3,109.11
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
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.
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.
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
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CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 67 of 128
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
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)
TOTAL BEGINNING VALUE $545,488.28 $536,807.59
Credits ——
Debits —(1,740.27)
Security Transfers ——
Net Credits/Debits/Transfers —$(1,740.27)
Change in Value (4,653.38)5,767.58
TOTAL ENDING VALUE $540,834.90 $540,834.90
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period May 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
MAY JUN JUL AUG SEP OCT NOV DEC JAN FEB MAR APR MAY
420
450
480
510
540
570
($
)
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 69 of 128
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Fixed Income & Preferreds
Alternatives
Market Value Percentage
Cash $11,900.55 2.20
Equities 489,348.64 90.48
Fixed Income & Preferreds 3,046.95 0.56
Alternatives 36,538.76 6.76
TOTAL VALUE $540,834.90 100.00%
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.
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CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 70 of 128
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 4/30/17)
This Period
(as of 5/31/17)
Cash, BDP, MMFs $14,391.77 $15,310.36
Stocks 527,875.71 525,887.40
ETFs & CEFs 3,220.80 3,046.95
Net Unsettled Purchases/Sales —(3,409.81)
Total Assets $545,488.28 $540,834.90
Total Liabilities (outstanding balance)——
TOTAL VALUE $545,488.28 $540,834.90
CASH FLOW
This Period
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)
OPENING CASH, BDP, MMFs $14,391.77 $28,872.41
Purchases (18,098.16)(83,973.26)
Sales and Redemptions 15,309.64 65,165.10
Net Unsettled Purch/Sales 3,409.81 3,409.81
Income and Distributions 297.30 3,576.57
Total Investment Related Activity $918.59 $(11,821.78)
Other Debits —(1,740.27)
Total Cash Related Activity —$(1,740.27)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $15,310.36 $15,310.36
INCOME AND DISTRIBUTION SUMMARY
This Period
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)
Qualified Dividends $264.97 $2,061.92
Other Dividends 32.20 1,513.92
Interest 0.13 0.73
Total Taxable Income And Distributions $297.30 $3,576.57
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $297.30 $3,576.57
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
(5/1/17-5/31/17)
Realized This Year
(1/1/17-5/31/17)
Unrealized
Inception to Date
(as of 5/31/17)
Short-Term Gain $31.31 $2,384.62 $13,400.80
Short-Term (Loss)——(7,730.70)
Total Short-Term $31.31 $2,384.62 $5,670.10
Long-Term Gain 2,880.74 10,949.36 84,400.07
Long-Term (Loss)(1,497.10)(2,824.35)(23,582.84)
Total Long-Term $1,383.64 $8,125.01 $60,817.23
TOTAL GAIN/(LOSS)$1,414.95 $10,509.63 $66,487.33
Disallowed Loss —$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 May 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 71 of 128
† 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 #$15,310.36 —$2.00 0.010
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs $15,310.36 $2.00
NET UNSETTLED PURCHASES/SALES $(3,409.81)
CASH, BDP, AND MMFs (PROJECTED SETTLED BALANCE)2.20%$11,900.55
# 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
$43.040
43.040
$1,000.13
444.84
$1,506.40
602.56
$506.27
157.72
LT
LT
Total 49.000 1,444.97 2,108.96 663.99 LT 33.00 1.56
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CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 72 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 08/2017; Asset Class: Equities
ACCO BRANDS CORP (ACCO) 4/4/17 201.000 13.506 11.350 2,714.79 2,281.35 (433.44)ST ——
Asset Class: Equities
AECOM (ACM) 11/10/15
2/22/16
38.000
45.000
30.858
26.720
32.110
32.110
1,172.59
1,202.40
1,220.18
1,444.95
47.59
242.55
LT
LT
Total 83.000 2,374.99 2,665.13 290.14 LT ——
Asset Class: Equities
AEGION CORP COM (AEGN) 11/10/15 59.000 21.384 19.790 1,261.65 1,167.61 (94.04)LT ——
Asset Class: Equities
AES CORP (AES) 11/10/15
2/22/16
199.000
25.000
9.664
9.446
11.680
11.680
1,923.16
236.15
2,324.32
292.00
401.16
55.85
LT
LT
R
R
Total 224.000 2,159.31 2,616.32 457.01 LT 108.00 4.12
Next Dividend Payable 08/2017; 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
20.790
20.790
20.790
1,289.06
194.89
231.12
1,538.46
228.69
249.48
249.40
33.80
18.36
LT
LT
ST
R
R
Total 97.000 1,715.07 2,016.63 283.20
18.36
LT
ST
210.00 10.41
Next Dividend Payable 06/08/17; 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
36.920
36.920
36.920
468.35
1,714.12
2,498.32
516.88
1,809.08
3,248.96
48.53
94.96
750.64
LT
LT
LT
6/24/16 68.000 26.235 36.920 1,783.99 2,510.56 726.57 ST
7/21/16 8.000 29.741 36.920 237.93 295.36 57.43 ST
1/11/17 9.000 35.980 36.920 323.82 332.28 8.46 ST
Total 236.000 7,026.53 8,713.12 894.13
792.46
LT
ST
71.00 0.81
Next Dividend Payable 07/2017; Asset Class: Equities
ALLY FINANCIAL INC (ALLY) 12/4/15
2/22/16
140.000
14.000
19.907
17.487
18.540
18.540
2,787.04
244.82
2,595.60
259.56
(191.44)
14.74
LT
LT
Total 154.000 3,031.86 2,855.16 (176.70)LT 49.00 1.71
Next Dividend Payable 08/2017; Asset Class: Equities
AMC NETWORKS INC CL A (AMCX) 5/19/17 51.000 53.209 52.980 2,713.64 2,701.98 (11.66)ST ——
Asset Class: Equities
AMDOCS LIMITED ORD (DOX) 11/10/15
2/22/16
61.000
7.000
60.001
58.927
64.780
64.780
3,660.09
412.49
3,951.58
453.46
291.49
40.97
LT
LT
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 73 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 68.000 4,072.58 4,405.04 332.46 LT 60.00 1.36
Next Dividend Payable 07/2017; Asset Class: Equities
ANWORTH MORTGAGE ASSET CORP (ANH) 11/10/15 161.000 4.700 6.050 756.70 974.05 217.35 LT 97.00 9.95
Next Dividend Payable 07/2017; Asset Class: Alt
ARES COMMERCIAL REAL EST CORP (ACRE) 11/10/15
2/22/16
222.000
28.000
12.639
9.709
13.230
13.230
2,805.81
271.84
2,937.06
370.44
131.25
98.60
LT
LT
Total 250.000 3,077.65 3,307.50 229.85 LT 270.00 8.16
Next Dividend Payable 07/2017; 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
75.590
75.590
75.590
5,744.13
686.18
395.73
7,407.82
907.08
453.54
1,663.69
220.90
57.81
LT
LT
ST
Total 116.000 6,826.04 8,768.44 1,884.59
57.81
LT
ST
——
Asset Class: Equities
ASSURANT INC (AIZ) 11/10/15
2/22/16
14.000
2.000
84.225
70.635
97.980
97.980
1,179.15
141.27
1,371.72
195.96
192.57
54.69
LT
LT
Total 16.000 1,320.42 1,567.68 247.26 LT 34.00 2.16
Next Dividend Payable 06/20/17; 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
39.060
39.060
39.060
2,455.90
266.17
471.96
3,359.16
429.66
468.72
903.26
163.49
(3.24)
LT
LT
ST
Total 109.000 3,194.03 4,257.54 1,066.75
(3.24)
LT
ST
62.00 1.45
Next Dividend Payable 08/2017; Asset Class: Equities
ATHENE HOLDING LTD CLASS A (ATH) 3/29/17 32.000 49.679 49.280 1,589.72 1,576.96 (12.76)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
36.680
36.680
36.680
5,118.49
541.42
515.24
4,108.16
476.84
403.48
(1,010.33)
(64.58)
(111.76)
LT
LT
ST
Total 136.000 6,175.15 4,988.48 (1,074.91)
(111.76)
LT
ST
98.00 1.96
Next Dividend Payable 06/2017; Asset Class: Equities
AXIS CAPITAL HOLDINGS LTD (AXS) 11/10/15
2/22/16
16.000
10.000
55.520
53.607
65.580
65.580
888.32
536.07
1,049.28
655.80
160.96
119.73
LT
LT
Total 26.000 1,424.39 1,705.08 280.69 LT 40.00 2.34
Next Dividend Payable 07/2017; Asset Class: Equities
00
0
1
4
6
M
S
A
D
S
2
7
1
0
0
9
9
8
3
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 74 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
BANKUNITED INC (BKU) 3/28/17 104.000 36.271 33.160 3,772.17 3,448.64 (323.53)ST 87.00 2.52
Next Dividend Payable 07/2017; Asset Class: Equities
BELDEN INC (BDC) 11/10/15 18.000 63.248 71.000 1,138.46 1,278.00 139.54 LT 4.00 0.31
Next Dividend Payable 07/2017; Asset Class: Equities
BERRY GLOBAL GROUP INC (BERY) 2/22/16 128.000 30.150 57.990 3,859.20 7,422.72 3,563.52 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
31.050
31.050
1,416.70
150.53
1,490.40
155.25
73.70
4.72
ST
ST
Total 53.000 1,567.23 1,645.65 78.42 ST 131.00 7.96
Next Dividend Payable 07/2017; 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
19.500
19.500
19.500
2,279.27
235.43
595.87
2,593.50
312.00
643.50
314.23
76.57
47.63
LT
LT
LT
Total 182.000 3,110.57 3,549.00 438.43 LT ——
Asset Class: Equities
BOOZ ALLEN HAMILTON HLDG CL-A (BAH) 11/10/15
2/22/16
39.000
7.000
29.155
27.187
39.440
39.440
1,137.05
190.31
1,538.16
276.08
401.11
85.77
LT
LT
Total 46.000 1,327.36 1,814.24 486.88 LT 31.00 1.70
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
6.550
6.550
6.550
121.40
676.18
2,848.94
26.20
144.10
602.60
(95.20)
(532.08)
(2,246.34)
LT
LT
LT
H
Total 118.000 3,646.52 772.90 (2,873.62)LT 33.00 4.26
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
12.630
12.630
2,692.83
264.87
3,170.13
341.01
477.30
76.14
LT
LT
Total 278.000 2,957.70 3,511.14 553.44 LT 61.00 1.73
Next Dividend Payable 07/2017; Asset Class: Equities
BROOKS-AUTOMATION INC (BRKS) 11/10/15
2/22/16
111.000
16.000
11.258
9.310
27.550
27.550
1,249.66
148.96
3,058.05
440.80
1,808.39
291.84
LT
LT
Total 127.000 1,398.62 3,498.85 2,100.23 LT 51.00 1.45
Next Dividend Payable 06/23/17; Asset Class: Equities
BRUNSWICK CORP (BC) 10/28/16 33.000 43.116 55.260 1,422.82 1,823.58 400.76 ST 22.00 1.20
Next Dividend Payable 06/15/17; Asset Class: Equities
CABOT CORP (CBT) 11/10/15 29.000 41.164 52.230 1,193.75 1,514.67 320.92 LT 37.00 2.44
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 75 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 06/09/17; Asset Class: Equities
CARLISLE CO INC (CSL) 4/4/17 31.000 104.444 101.330 3,237.77 3,141.23 (96.54)ST 43.00 1.36
Next Dividend Payable 06/01/17; Asset Class: Equities
CDW CORPORATION (CDW) 11/10/15
2/22/16
1/11/17
91.000
12.000
9.000
42.590
38.900
53.041
60.180
60.180
60.180
3,875.69
466.80
477.37
5,476.38
722.16
541.62
1,600.69
255.36
64.25
LT
LT
ST
Total 112.000 4,819.86 6,740.16 1,856.05
64.25
LT
ST
72.00 1.06
Next Dividend Payable 06/12/17; Asset Class: Equities
CHATHAM LODGING TRUST COM (CLDT) 11/10/15
2/22/16
120.000
14.000
22.452
20.817
19.850
19.850
2,694.19
291.44
2,382.00
277.90
(312.19)
(13.54)
LT
LT
R
R
Total 134.000 2,985.63 2,659.90 (325.73)LT 177.00 6.65
Next Dividend Payable 06/2017; Asset Class: Alt
CHEMED CORPORATION (CHE) 11/10/15
2/22/16
1/11/17
26.000
4.000
3.000
153.059
128.620
163.137
204.660
204.660
204.660
3,979.52
514.48
489.41
5,321.16
818.64
613.98
1,341.64
304.16
124.57
LT
LT
ST
Total 33.000 4,983.41 6,753.78 1,645.80
124.57
LT
ST
34.00 0.50
Next Dividend Payable 06/14/17; 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
13.300
13.300
13.300
2,009.72
151.16
3,038.89
1,529.50
186.20
2,686.60
(480.22)
35.04
(352.29)
LT
LT
ST
Total 331.000 5,199.77 4,402.30 (445.18)
(352.29)
LT
ST
172.00 3.90
Next Dividend Payable 07/2017; 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
248.150
248.150
248.150
1,958.58
250.62
571.71
7,692.65
744.45
992.60
5,734.07
493.83
420.89
LT
LT
ST
Total 38.000 2,780.91 9,429.70 6,227.90
420.89
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
14.130
14.130
14.130
3,025.58
278.41
368.58
2,924.91
353.25
438.03
(100.67)
74.84
69.45
LT
LT
LT
Total 263.000 3,672.57 3,716.19 43.62 LT 284.00 7.64
Next Dividend Payable 07/2017; Asset Class: Alt
00
0
1
4
6
M
S
A
D
S
2
7
1
0
0
9
9
8
4
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 76 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
COLUMBIA BANKING SYSTEMS INC (COLB) 11/10/15
2/22/16
30.000
4.000
35.366
28.650
36.710
36.710
1,060.97
114.60
1,101.30
146.84
40.33
32.24
LT
LT
Total 34.000 1,175.57 1,248.14 72.57 LT 30.00 2.40
Next Dividend Payable 08/2017; Asset Class: Equities
COMMSCOPE HOLDING COMPANY INC (COMM) 9/16/16
11/11/16
79.000
32.000
30.384
33.030
36.990
36.990
2,400.34
1,056.97
2,922.21
1,183.68
521.87
126.71
ST
ST
Total 111.000 3,457.31 4,105.89 648.58 ST ——
Asset Class: Equities
CONVERGYS CORPORATION (CVG) 11/10/15
2/22/16
55.000
7.000
25.777
24.877
24.310
24.310
1,417.71
174.14
1,337.05
170.17
(80.66)
(3.97)
LT
LT
Total 62.000 1,591.85 1,507.22 (84.63)LT 25.00 1.65
Next Dividend Payable 07/2017; 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
57.740
57.740
57.740
727.07
457.75
106.06
808.36
577.40
115.48
81.29
119.65
9.42
LT
LT
LT
Total 26.000 1,290.88 1,501.24 210.36 LT ——
Asset Class: Equities
CURTISS WRIGHT CORP (CW) 11/10/15
2/22/16
8.000
20.000
68.210
66.786
90.030
90.030
545.68
1,335.72
720.24
1,800.60
174.56
464.88
LT
LT
Total 28.000 1,881.40 2,520.84 639.44 LT 15.00 0.59
Next Dividend Payable 07/2017; Asset Class: Equities
CYS INVESTMENTS INC (CYS) 11/10/15
2/22/16
523.000
64.000
7.222
7.411
8.430
8.430
3,777.34
474.29
4,408.89
539.52
631.55
65.23
LT
LT
R
R
Total 587.000 4,251.63 4,948.41 696.78 LT 587.00 11.86
Next Dividend Payable 07/2017; Asset Class: Alt
DIAMONDBACK ENERGY INC (FANG) 5/12/15
5/12/15
5/12/15
7.000
10.000
13.000
78.721
79.473
79.459
92.760
92.760
92.760
551.05
794.73
1,032.97
649.32
927.60
1,205.88
98.27
132.87
172.91
LT
LT
LT
12/2/15 23.000 76.425 92.760 1,757.78 2,133.48 375.70 LT
2/22/16 7.000 73.410 92.760 513.87 649.32 135.45 LT
1/11/17 4.000 103.078 92.760 412.31 371.04 (41.27)ST
Total 64.000 5,062.71 5,936.64 915.20
(41.27)
LT
ST
——
Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 77 of 128
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
5/16/17
35.000
32.000
47.810
41.064
41.130
41.130
1,673.35
1,314.06
1,439.55
1,316.16
(233.80)
2.10
ST
ST
Total 67.000 2,987.41 2,755.71 (231.70)ST 46.00 1.66
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
49.600
49.600
1,139.90
156.74
942.40
148.80
(197.50)
(7.94)
LT
LT
Total 22.000 1,296.64 1,091.20 (205.44)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
34.610
34.610
1,431.19
2,583.36
1,730.50
2,491.92
299.31
(91.44)
ST
ST
Total 122.000 4,014.55 4,222.42 207.87 ST ——
Asset Class: Equities
EAST WEST BANCORP (EWBC) 2/22/16
9/21/16
61.000
44.000
29.860
35.957
54.730
54.730
1,821.46
1,582.11
3,338.53
2,408.12
1,517.07
826.01
LT
ST
Total 105.000 3,403.57 5,746.65 1,517.07
826.01
LT
ST
84.00 1.46
Next Dividend Payable 08/2017; 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
74.060
74.060
74.060
1,990.70
286.93
1,208.69
2,295.86
444.36
1,184.96
305.16
157.43
(23.73)
LT
LT
ST
Total 53.000 3,486.32 3,925.18 462.59
(23.73)
LT
ST
37.00 0.94
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
54.610
54.610
2,886.34
282.34
1,856.74
218.44
(1,029.60)
(63.90)
LT
LT
Total 38.000 3,168.68 2,075.18 (1,093.50)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
36.270
36.270
36.270
2,428.83
174.65
320.31
3,590.73
326.43
580.32
1,161.90
151.78
260.01
LT
LT
LT
Total 124.000 2,923.79 4,497.48 1,573.69 LT ——
Asset Class: Equities
EXTRACTION OIL & GAS LLC (XOG) 1/11/17 29.000 18.990 14.240 550.71 412.96 (137.75)ST ——
Asset Class: Equities
00
0
1
4
6
M
S
A
D
S
2
7
1
0
0
9
9
8
5
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 78 of 128
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
45.800
45.800
1,454.07
613.29
1,694.60
732.80
240.53
119.51
ST
ST
Total 53.000 2,067.36 2,427.40 360.04 ST ——
Asset Class: Equities
FERRO CORP (FOE) 6/17/16 93.000 14.505 16.760 1,348.95 1,558.68 209.73 ST ——
Asset Class: Equities
FERROGLOBE PLC SHS (GSM) 11/10/15
2/22/16
67.000
10.000
11.070
7.558
10.540
10.540
741.69
75.58
706.18
105.40
(35.51)
29.82
LT
LT
Total 77.000 817.27 811.58 (5.69)LT 25.00 3.08
Asset Class: Equities
FIDELITY NATIONAL FINANCIAL IN (FNF) 11/10/15 44.000 34.750 42.610 1,529.00 1,874.84 345.84 LT 44.00 2.34
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
13.950
13.950
367.95
29.73
460.35
41.85
92.40
12.12
LT
LT
Total 36.000 397.68 502.20 104.52 LT ——
Asset Class: Equities
FINISH LINE INC CL A (FINL) 11/10/15
2/22/16
126.000
14.000
18.426
18.677
14.110
14.110
2,321.69
261.48
1,777.86
197.54
(543.83)
(63.94)
LT
LT
Total 140.000 2,583.17 1,975.40 (607.77)LT 62.00 3.13
Next Dividend Payable 06/12/17; Asset Class: Equities
FIRST AMERICAN FINL CORP (FAF) 11/10/15
2/22/16
2.000
54.000
38.095
37.350
43.520
43.520
76.19
2,016.90
87.04
2,350.08
10.85
333.18
LT
LT
Total 56.000 2,093.09 2,437.12 344.03 LT 76.00 3.11
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
331.400
331.400
331.400
1,575.96
239.71
358.00
1,988.40
331.40
331.40
412.44
91.69
(26.60)
LT
LT
ST
Total 8.000 2,173.67 2,651.20 504.13
(26.60)
LT
ST
10.00 0.37
Next Dividend Payable 07/2017; Asset Class: Equities
FIRST MIDW BNCP DELA (FMBI) 3/28/17 70.000 23.156 22.160 1,620.95 1,551.20 (69.75)ST 28.00 1.80
Next Dividend Payable 07/2017; Asset Class: Equities
FIRST SOLAR, INC. (FSLR) 9/15/16
3/13/17
40.000
5.000
35.184
32.490
38.510
38.510
1,407.34
162.45
1,540.40
192.55
133.06
30.10
ST
ST
Total 45.000 1,569.79 1,732.95 163.16 ST ——
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 79 of 128
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
53.650
53.650
53.650
2,460.43
327.93
1,314.00
3,379.95
429.20
1,609.50
919.52
101.27
295.50
LT
LT
ST
3/30/17 12.000 47.874 53.650 574.49 643.80 69.31 ST
Total 113.000 4,676.85 6,062.45 1,020.79
364.81
LT
ST
86.00 1.41
Next Dividend Payable 08/2017; 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
17.260
17.260
17.260
3,256.31
363.80
481.01
4,867.32
586.84
569.58
1,611.01
223.04
88.57
LT
LT
ST
Total 349.000 4,101.12 6,023.74 1,834.05
88.57
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
17.320
17.320
17.320
1,505.82
193.25
163.09
1,039.20
138.56
121.24
(466.62)
(54.69)
(41.85)
LT
LT
ST
Total 75.000 1,862.16 1,299.00 (521.31)
(41.85)
LT
ST
——
Asset Class: Equities
FTI CONSULTING INC (FCN) 11/10/15
2/22/16
32.000
4.000
36.200
34.573
34.530
34.530
1,158.40
138.29
1,104.96
138.12
(53.44)
(0.17)
LT
LT
Total 36.000 1,296.69 1,243.08 (53.61)LT ——
Asset Class: Equities
GARDNER DENVER HOLDINGS, INC (GDI) 5/23/17 117.000 23.443 22.930 2,742.80 2,682.81 (59.99)ST ——
Asset Class: Equities
GRANITE CONSTR INC (GVA) 11/10/15
2/22/16
35.000
8.000
38.008
39.125
46.860
46.860
1,330.29
313.00
1,640.10
374.88
309.81
61.88
LT
LT
Total 43.000 1,643.29 2,014.98 371.69 LT 22.00 1.09
Next Dividend Payable 07/2017; Asset Class: Equities
GRAPHIC PACKAGING HOLDING CO (GPK) 11/10/15
2/22/16
236.000
126.000
13.672
11.535
13.510
13.510
3,226.67
1,453.41
3,188.36
1,702.26
(38.31)
248.85
LT
LT
Total 362.000 4,680.08 4,890.62 210.54 LT 109.00 2.22
Next Dividend Payable 07/2017; Asset Class: Equities
GROUP I AUTOMOTIVE INC (GPI) 11/10/15
2/22/16
20.000
3.000
85.275
53.010
60.150
60.150
1,705.51
159.03
1,203.00
180.45
(502.51)
21.42
LT
LT
00
0
1
4
6
M
S
A
D
S
2
7
1
0
0
9
9
8
6
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 80 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 23.000 1,864.54 1,383.45 (481.09)LT 22.00 1.59
Next Dividend Payable 06/15/17; Asset Class: Equities
GULFPORT ENERGY CORP NEW (GPOR) 9/30/16 87.000 27.976 14.350 2,433.89 1,248.45 (1,185.44)ST ——
Asset Class: Equities
HANMI FINANCIAL CORP NEW (HAFC) 8/29/16
9/21/16
56.000
17.000
26.159
26.286
26.600
26.600
1,464.88
446.86
1,489.60
452.20
24.72
5.34
ST
ST
Total 73.000 1,911.74 1,941.80 30.06 ST 55.00 2.83
Next Dividend Payable 08/2017; 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
83.390
83.390
83.390
1,543.18
251.99
3,448.49
1,501.02
250.17
3,168.82
(42.16)
(1.82)
(279.67)
LT
LT
ST
Total 59.000 5,243.66 4,920.01 (43.98)
(279.67)
LT
ST
118.00 2.39
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
21.550
21.550
1,761.03
228.53
1,314.55
215.50
(446.48)
(13.03)
LT
LT
Total 71.000 1,989.56 1,530.05 (459.51)LT 37.00 2.41
Next Dividend Payable 08/2017; Asset Class: Equities
HILLENBRAND INC (HI) 11/10/15 45.000 30.455 35.700 1,370.46 1,606.50 236.04 LT 37.00 2.30
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
195.810
195.810
195.810
765.86
538.50
506.16
1,174.86
783.24
587.43
409.00
244.74
81.27
LT
LT
ST
Total 13.000 1,810.52 2,545.53 653.74
81.27
LT
ST
31.00 1.21
Next Dividend Payable 06/09/17; Asset Class: Equities
IAC INTERACTIVECORP COM (IAC) 11/10/15
2/22/16
30.000
27.000
65.260
45.430
106.340
106.340
1,957.80
1,226.61
3,190.20
2,871.18
1,232.40
1,644.57
LT
LT
Total 57.000 3,184.41 6,061.38 2,876.97 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
94.100
94.100
94.100
628.51
623.82
2,628.54
846.90
846.90
3,669.90
218.39
223.08
1,041.36
LT
LT
ST
Total 57.000 3,880.87 5,363.70 441.47
1,041.36
LT
ST
——
Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 81 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
INFINITY PPTY & CASUALTY (IPCC) 11/10/15
2/22/16
14.000
2.000
81.726
80.670
95.750
95.750
1,144.17
161.34
1,340.50
191.50
196.33
30.16
LT
LT
Total 16.000 1,305.51 1,532.00 226.49 LT 37.00 2.41
Next Dividend Payable 06/2017; Asset Class: Equities
INSIGHT ENTERPRISES INC (NSIT) 11/10/15 37.000 26.693 41.540 987.65 1,536.98 549.33 LT ——
Asset Class: Equities
INTEGRA LIFESCIENCES CRP NEW (IART) 11/10/15
2/22/16
22.000
14.000
31.902
29.199
50.350
50.350
701.84
408.79
1,107.70
704.90
405.86
296.11
LT
LT
Total 36.000 1,110.63 1,812.60 701.97 LT ——
Asset Class: Equities
INVESTORS BANCORP INC NEW (ISBC) 11/10/15
2/22/16
157.000
17.000
12.750
11.640
13.230
13.230
2,001.75
197.88
2,077.11
224.91
75.36
27.03
LT
LT
Total 174.000 2,199.63 2,302.02 102.39 LT 56.00 2.43
Next Dividend Payable 08/2017; Asset Class: Equities
JACOBS ENGINEERING GROUP INC (JEC) 5/5/16 29.000 45.879 52.420 1,330.48 1,520.18 189.70 LT 17.00 1.11
Next Dividend Payable 06/16/17; Asset Class: Equities
JAGGED PEAK ENERGY INC COM (JAG) 1/30/17 267.000 14.441 13.010 3,855.80 3,473.67 (382.13)ST ——
Asset Class: Equities
JELD WEN HLD INC (JELD) 3/30/17 18.000 32.845 31.240 591.21 562.32 (28.89)ST ——
Asset Class: Equities
JONES LANG LASALLE INC (JLL) 10/28/16
11/28/16
14.000
12.000
97.779
100.016
115.470
115.470
1,368.90
1,200.19
1,616.58
1,385.64
247.68
185.45
ST
ST
Total 26.000 2,569.09 3,002.22 433.13 ST 18.00 0.59
Next Dividend Payable 06/15/17; 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
43.570
43.570
43.570
673.46
1,246.00
1,583.00
784.26
1,437.81
1,829.94
110.80
191.81
246.94
LT
LT
LT
2/22/16 11.000 34.827 43.570 383.10 479.27 96.17 LT
Total 104.000 3,885.56 4,531.28 645.72 LT 133.00 2.93
Next Dividend Payable 07/2017; Asset Class: Equities
KOSMOS ENERGY LTD (KOS) 1/27/17 378.000 6.360 6.000 2,404.08 2,268.00 (136.08)ST ——
Asset Class: Equities
LA Z BOY INCORPORATED (LZB) 5/17/17 99.000 27.082 26.500 2,681.07 2,623.50 (57.57)ST 44.00 1.67
Next Dividend Payable 06/15/17; Asset Class: Equities
00
0
1
4
6
M
S
A
D
S
2
7
1
0
0
9
9
8
7
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 82 of 128
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
89.000
89.000
89.000
4,122.05
725.77
539.34
6,230.00
1,068.00
534.00
2,107.95
342.23
(5.34)
LT
LT
ST
Total 88.000 5,387.16 7,832.00 2,450.18
(5.34)
LT
ST
176.00 2.24
Next Dividend Payable 06/02/17; 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
24.390
24.390
24.390
1,131.49
1,598.17
285.90
1,634.13
2,365.83
463.41
502.64
767.66
177.51
LT
LT
LT
1/11/17 21.000 23.660 24.390 496.86 512.19 15.33 ST
Total 204.000 3,512.42 4,975.56 1,447.81
15.33
LT
ST
51.00 1.02
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
60.800
60.800
1,932.35
192.77
1,641.60
182.40
(290.75)
(10.37)
LT
LT
Total 30.000 2,125.12 1,824.00 (301.12)LT ——
Asset Class: Equities
LIONS GATE ENTMNT CORP CL B (LGF'B) 12/12/16 51.000 26.100 25.290 1,331.10 1,289.79 (41.31)ST ——
Asset Class: Equities
LITHIA MOTORS INC A (LAD) 9/2/16
9/15/16
41.000
11.000
84.514
91.404
90.850
90.850
3,465.07
1,005.44
3,724.85
999.35
259.78
(6.09)
ST
ST
Total 52.000 4,470.51 4,724.20 253.69 ST 56.00 1.18
Next Dividend Payable 08/2017; Asset Class: Equities
LIVE NATION ENTERTAINMENT INC (LYV) 11/10/15
2/22/16
43.000
9.000
26.585
20.586
34.490
34.490
1,143.13
185.27
1,483.07
310.41
339.94
125.14
LT
LT
Total 52.000 1,328.40 1,793.48 465.08 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
10.550
10.550
10.550
6,231.88
640.54
395.45
4,325.50
495.85
232.10
(1,906.38)
(144.69)
(163.35)
LT
LT
ST
3/14/17 70.000 14.860 10.550 1,040.19 738.50 (301.69)ST
Total 549.000 8,308.06 5,791.95 (2,051.07)
(465.04)
LT
ST
329.00 5.68
Next Dividend Payable 07/2017; Asset Class: Equities
MANPOWERGROUP INC COM (MAN) 11/10/15
2/22/16
14.000
3.000
91.140
78.037
101.870
101.870
1,275.96
234.11
1,426.18
305.61
150.22
71.50
LT
LT
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 83 of 128
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 1,731.79 221.72 LT 32.00 1.84
Next Dividend Payable 06/15/17; Asset Class: Equities
MARVELL TECH GROUP LTD (MRVL) 4/5/17 251.000 15.129 17.240 3,797.38 4,327.24 529.86 ST 60.00 1.38
Next Dividend Payable 07/2017; Asset Class: Equities
MAXIMUS INC (MMS) 11/10/15
2/22/16
20.000
4.000
69.103
47.970
62.080
62.080
1,382.06
191.88
1,241.60
248.32
(140.46)
56.44
LT
LT
Total 24.000 1,573.94 1,489.92 (84.02)LT 4.00 0.26
Next Dividend Payable 08/2017; Asset Class: Equities
MFA FINANCIAL INC (MFA) 11/10/15
2/22/16
473.000
61.000
6.827
6.690
8.320
8.320
3,229.31
408.09
3,935.36
507.52
706.05
99.43
LT
LT
Total 534.000 3,637.40 4,442.88 805.48 LT 427.00 9.61
Next Dividend Payable 07/2017; Asset Class: Alt
MINERALS TECHNOLOGY INC (MTX) 11/10/15
2/22/16
39.000
31.000
60.921
49.748
71.950
71.950
2,375.90
1,542.20
2,806.05
2,230.45
430.15
688.25
LT
LT
Total 70.000 3,918.10 5,036.50 1,118.40 LT 14.00 0.27
Next Dividend Payable 06/09/17; Asset Class: Equities
MTGE INVT CORP (MTGE) 11/10/15
2/22/16
58.000
9.000
14.886
13.438
18.250
18.250
863.36
120.94
1,058.50
164.25
195.14
43.31
LT
LT
Total 67.000 984.30 1,222.75 238.45 LT 121.00 9.89
Next Dividend Payable 07/2017; Asset Class: Alt
NATIONAL GEN HLDGS CORP (NGHC) 3/17/17 116.000 23.494 21.960 2,725.25 2,547.36 (177.89)ST 19.00 0.74
Next Dividend Payable 07/2017; 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
14.430
14.430
14.430
2,029.89
917.86
2,018.00
2,308.80
1,111.11
2,813.85
278.91
193.25
795.85
LT
LT
LT
4/6/17 66.000 14.580 14.430 962.27 952.38 (9.89)ST
Total 498.000 5,928.02 7,186.14 1,268.01
(9.89)
LT
ST
319.00 4.43
Next Dividend Payable 06/16/17; Asset Class: Equities
NAVIGANT CONSULTING INC (NCI) 11/10/15
2/22/16
114.000
24.000
17.378
14.865
19.490
19.490
1,981.13
356.75
2,221.86
467.76
240.73
111.01
LT
LT
Total 138.000 2,337.88 2,689.62 351.74 LT ——
Asset Class: Equities
NELNET INC CL A (NNI) 6/24/16 69.000 32.477 39.310 2,240.90 2,712.39 471.49 ST 39.00 1.43
Next Dividend Payable 06/15/17; Asset Class: Equities
00
0
1
4
6
M
S
A
D
S
2
7
1
0
0
9
9
8
8
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 84 of 128
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
13.000
8.000
8.000
36.000
28.558
51.140
54.880
54.880
54.880
468.00
228.46
409.12
713.44
439.04
439.04
245.44
210.58
29.92
LT
LT
ST
Total 29.000 1,105.58 1,591.52 456.02
29.92
LT
ST
42.00 2.63
Next Dividend Payable 06/14/17; Asset Class: Equities
OFFICE DEPOT (ODP) 5/11/16 362.000 3.708 5.110 1,342.44 1,849.82 507.38 LT 36.00 1.94
Next Dividend Payable 06/15/17; Asset Class: Equities
OLIN CORPORATION (OLN) 1/8/16
2/22/16
76.000
9.000
17.008
15.450
29.340
29.340
1,292.62
139.05
2,229.84
264.06
937.22
125.01
LT
LT
Total 85.000 1,431.67 2,493.90 1,062.23 LT 68.00 2.72
Next Dividend Payable 06/09/17; Asset Class: Equities
ON ASSIGNMENT INC (ASGN) 11/2/16
5/26/17
40.000
32.000
34.531
52.475
52.400
52.400
1,381.24
1,679.20
2,096.00
1,676.80
714.76
(2.40)
ST
ST
Total 72.000 3,060.44 3,772.80 712.36 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
15.480
15.480
15.480
4,154.68
238.80
1,397.42
5,712.12
464.40
2,399.40
1,557.44
225.60
1,001.98
LT
LT
ST
1/11/17 34.000 13.475 15.480 458.15 526.32 68.17 ST
Total 588.000 6,249.05 9,102.24 1,783.04
1,070.15
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
31.880
31.880
31.880
1,026.20
118.60
181.82
892.64
95.64
159.40
(133.56)
(22.96)
(22.42)
LT
LT
LT
Total 36.000 1,326.62 1,147.68 (178.94)LT 37.00 3.22
Next Dividend Payable 06/2017; Asset Class: Equities
PACKAGING CORP AMER (PKG) 11/10/15 15.000 65.900 102.160 988.50 1,532.40 543.90 LT 38.00 2.47
Next Dividend Payable 07/2017; 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
80.820
80.820
80.820
472.03
174.87
3,391.96
565.74
242.46
4,283.46
93.71
67.59
891.50
LT
LT
LT
Total 63.000 4,038.86 5,091.66 1,052.80 LT ——
Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 85 of 128
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
29.650
29.650
29.650
2,959.79
1,404.37
527.62
4,714.35
2,194.10
919.15
1,754.56
789.73
391.53
LT
LT
LT
7/21/16 16.000 28.034 29.650 448.55 474.40 25.85 ST
Total 280.000 5,340.33 8,302.00 2,935.82
25.85
LT
ST
——
Asset Class: Equities
PHARMERICA CORP COM (PMC) 8/22/16
5/17/17
66.000
40.000
22.371
25.313
24.700
24.700
1,476.50
1,012.53
1,630.20
988.00
153.70
(24.53)
ST
ST
Total 106.000 2,489.03 2,618.20 129.17 ST ——
Asset Class: Equities
POLYONE CORP (POL) 3/7/17 50.000 32.840 37.340 1,641.98 1,867.00 225.02 ST 27.00 1.44
Next Dividend Payable 07/2017; Asset Class: Equities
PORTLAND GENERAL ELEC CO (POR) 3/15/17 36.000 44.611 47.340 1,605.99 1,704.24 98.25 ST 49.00 2.87
Next Dividend Payable 07/2017; Asset Class: Equities
PRA GROUP INC (PRAA) 5/10/16 53.000 24.958 34.800 1,322.76 1,844.40 521.64 LT ——
Asset Class: Equities
PULTE GROUP INC (PHM) 2/22/16 72.000 17.160 22.670 1,235.52 1,632.24 396.72 LT 26.00 1.59
Next Dividend Payable 07/2017; 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
10.000
10.000
10.000
1,475.91
67.24
2,670.49
930.00
60.00
1,520.00
(545.91)
(7.24)
(1,150.49)
LT
LT
ST
Total 251.000 4,213.64 2,510.00 (553.15)
(1,150.49)
LT
ST
——
Asset Class: Equities
RADIAN GROUP INC (RDN) 11/10/15
2/22/16
230.000
25.000
14.417
10.987
16.060
16.060
3,316.00
274.67
3,693.80
401.50
377.80
126.83
LT
LT
Total 255.000 3,590.67 4,095.30 504.63 LT 3.00 0.07
Next Dividend Payable 06/05/17; 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
72.270
72.270
72.270
811.48
176.08
264.87
1,011.78
216.81
433.62
200.30
40.73
168.75
LT
LT
LT
Total 23.000 1,252.43 1,662.21 409.78 LT 20.00 1.20
Next Dividend Payable 07/2017; Asset Class: Equities
REALOGY HOLDINGS CORP (RLGY) 11/10/15 38.000 42.320 30.460 1,608.16 1,157.48 (450.68)LT 14.00 1.20
00
0
1
4
6
M
S
A
D
S
2
7
1
0
0
9
9
8
9
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 86 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 08/2017; Asset Class: Equities
REINSURANCE GROUP OF AMERICA (RGA) 11/10/15
2/22/16
35.000
5.000
91.490
90.646
124.510
124.510
3,202.15
453.23
4,357.85
622.55
1,155.70
169.32
LT
LT
Total 40.000 3,655.38 4,980.40 1,325.02 LT 66.00 1.32
Next Dividend Payable 08/2017; 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
20.000
20.000
20.000
1,624.86
27.50
2,221.25
2,040.00
60.00
1,800.00
415.14
32.50
(421.25)
LT
LT
ST
Total 195.000 3,873.61 3,900.00 447.64
(421.25)
LT
ST
——
Asset Class: Equities
RPX CORPORATION COM (RPXC) 11/10/15
2/22/16
206.000
24.000
14.051
9.797
13.240
13.240
2,894.42
235.13
2,727.44
317.76
(166.98)
82.63
LT
LT
Total 230.000 3,129.55 3,045.20 (84.35)LT ——
Asset Class: Equities
RSP PERMIAN INC (RSPP) 11/10/15
2/22/16
5/17/17
52.000
4.000
37.000
28.170
21.260
40.880
35.590
35.590
35.590
1,464.84
85.04
1,512.55
1,850.68
142.36
1,316.83
385.84
57.32
(195.72)
LT
LT
ST
Total 93.000 3,062.43 3,309.87 443.16
(195.72)
LT
ST
——
Asset Class: Equities
SCHOLASTIC CP (SCHL) 5/20/16 35.000 37.305 42.530 1,305.67 1,488.55 182.88 LT 21.00 1.41
Next Dividend Payable 06/15/17; 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
37.280
37.280
37.280
1,867.99
805.28
898.02
1,752.16
745.60
1,006.56
(115.83)
(59.68)
108.54
LT
LT
LT
Total 94.000 3,571.29 3,504.32 (66.97)LT 158.00 4.50
Next Dividend Payable 06/23/17; Asset Class: Equities
SCRIPPS NETWORKS INTERAC CL A (SNI) 6/24/16 38.000 60.301 66.220 2,291.43 2,516.36 224.93 ST 46.00 1.82
Next Dividend Payable 06/10/17; Asset Class: Equities
SELECT MEDICAL HLDGS CP (SEM) 11/10/15
2/22/16
121.000
11.000
12.154
8.575
13.400
13.400
1,470.59
94.33
1,621.40
147.40
150.81
53.07
LT
LT
Total 132.000 1,564.92 1,768.80 203.88 LT ——
Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 87 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
31.880
31.880
31.880
1,429.40
141.04
277.20
1,721.52
191.28
286.92
292.12
50.24
9.72
LT
LT
ST
Total 69.000 1,847.64 2,199.72 342.36
9.72
LT
ST
41.00 1.86
Next Dividend Payable 06/2017; Asset Class: Equities
SKECHERS U S A INC CL A (SKX) 9/23/16
10/21/16
13.000
92.000
22.486
19.099
25.520
25.520
292.32
1,757.15
331.76
2,347.84
39.44
590.69
ST
ST
Total 105.000 2,049.47 2,679.60 630.13 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
10.390
10.390
10.390
1,630.56
126.63
547.17
2,462.43
218.19
477.94
831.87
91.56
(69.23)
LT
LT
ST
Total 304.000 2,304.36 3,158.56 923.43
(69.23)
LT
ST
——
Asset Class: Equities
STARWOOD PROPERTY TRUST INC (STWD) 5/13/16
12/6/16
108.000
80.000
20.352
22.140
22.020
22.020
2,198.06
1,771.20
2,378.16
1,761.60
180.10
(9.60)
LT
ST
Total 188.000 3,969.26 4,139.76 180.10
(9.60)
LT
ST
361.00 8.72
Next Dividend Payable 07/2017; 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
33.990
33.990
33.990
994.82
1,962.66
518.62
1,971.42
3,636.93
679.80
976.60
1,674.27
161.18
LT
LT
ST
Total 185.000 3,476.10 6,288.15 2,650.87
161.18
LT
ST
115.00 1.82
Next Dividend Payable 07/2017; 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
39.250
39.250
39.250
2,057.53
893.01
416.09
2,394.25
1,099.00
471.00
336.72
205.99
54.91
LT
LT
LT
Total 101.000 3,366.63 3,964.25 597.62 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
42.630
42.630
42.630
3,126.67
469.92
660.71
3,879.33
596.82
724.71
752.66
126.90
64.00
LT
ST
ST
00
0
1
4
6
M
S
A
D
S
2
7
1
0
0
9
9
9
0
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 88 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 122.000 4,257.30 5,200.86 752.66
190.90
LT
ST
——
Asset Class: Equities
SUNCOKE ENERGY INC COM (SXC) 3/23/17
5/17/17
185.000
147.000
9.018
8.276
8.740
8.740
1,668.26
1,216.57
1,616.90
1,284.78
(51.36)
68.21
ST
ST
Total 332.000 2,884.83 2,901.68 16.85 ST ——
Asset Class: Equities
SVB FNCL GRP (SIVB) 2/22/16
9/21/16
19.000
13.000
87.486
107.563
170.500
170.500
1,662.23
1,398.32
3,239.50
2,216.50
1,577.27
818.18
LT
ST
Total 32.000 3,060.55 5,456.00 1,577.27
818.18
LT
ST
——
Asset Class: Equities
SYKES ENTERPRISES INC (SYKE) 11/10/15
2/22/16
60.000
8.000
31.328
29.861
33.330
33.330
1,879.70
238.89
1,999.80
266.64
120.10
27.75
LT
LT
Total 68.000 2,118.59 2,266.44 147.85 LT ——
Asset Class: Equities
SYNNEX CORP (SNX) 11/10/15
2/22/16
32.000
5.000
94.740
93.850
111.260
111.260
3,031.68
469.25
3,560.32
556.30
528.64
87.05
LT
LT
Total 37.000 3,500.93 4,116.62 615.69 LT 37.00 0.89
Next Dividend Payable 07/2017; 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
10.620
10.620
10.620
344.86
1,039.55
1,051.55
63.72
191.16
191.16
(281.14)
(848.39)
(860.39)
LT
LT
LT
5/8/15 14.000 58.570 10.620 819.98 148.68 (671.30)LT
5/8/15 19.000 58.472 10.620 1,110.96 201.78 (909.18)LT
5/15/15 14.000 57.665 10.620 807.31 148.68 (658.63)LT
6/25/15 38.000 65.516 10.620 2,489.62 403.56 (2,086.06)LT
8/19/15 8.000 57.404 10.620 459.23 84.96 (374.27)LT
8/20/15 9.000 57.071 10.620 513.64 95.58 (418.06)LT
11/10/15 73.000 21.802 10.620 1,591.58 775.26 (816.32)LT
2/22/16 20.000 14.390 10.620 287.80 212.40 (75.40)LT
4/29/16 17.000 17.427 10.620 296.26 180.54 (115.72)LT
Total 254.000 10,812.34 2,697.48 (8,114.86)LT 183.00 6.78
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
23.740
23.740
1,891.13
172.67
1,638.06
166.18
(253.07)
(6.49)
LT
LT
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 89 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 76.000 2,063.80 1,804.24 (259.56)LT 21.00 1.16
Next Dividend Payable 07/2017; Asset Class: Equities
TELETECH HOLDINGS INC (TTEC) 11/10/15
2/22/16
152.000
12.000
28.833
27.209
42.550
42.550
4,382.68
326.51
6,467.60
510.60
2,084.92
184.09
LT
LT
Total 164.000 4,709.19 6,978.20 2,269.01 LT 69.00 0.98
Next Dividend Payable 10/2017; Asset Class: Equities
TEMPUR-PEDIC INT'L INC (TPX) 10/17/16 28.000 51.869 46.440 1,452.34 1,300.32 (152.02)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
35.550
35.550
35.550
2,190.90
263.76
469.80
3,874.95
497.70
639.90
1,684.05
233.94
170.10
LT
LT
ST
Total 141.000 2,924.46 5,012.55 1,917.99
170.10
LT
ST
39.00 0.77
Next Dividend Payable 06/23/17; Asset Class: Equities
TESORO PETROLEUM CP (TSO) 3/15/17
5/17/17
32.000
13.000
84.498
81.308
83.240
83.240
2,703.95
1,057.01
2,663.68
1,082.12
(40.27)
25.11
ST
ST
Total 45.000 3,760.96 3,745.80 (15.16)ST 99.00 2.64
Next Dividend Payable 06/15/17; Asset Class: Equities
TETRA TECH INC (TTEK) 11/10/15
2/22/16
77.000
7.000
26.620
27.523
45.950
45.950
2,049.74
192.66
3,538.15
321.65
1,488.41
128.99
LT
LT
Total 84.000 2,242.40 3,859.80 1,617.40 LT 34.00 0.88
Next Dividend Payable 06/02/17; Asset Class: Equities
TORCHMARK CORP (TMK) 11/10/15
2/22/16
17.000
5.000
59.604
52.398
75.500
75.500
1,013.26
261.99
1,283.50
377.50
270.24
115.51
LT
LT
Total 22.000 1,275.25 1,661.00 385.75 LT 13.00 0.78
Next Dividend Payable 08/2017; Asset Class: Equities
TUTOR PERINI CORP COM (TPC) 11/10/15
2/22/16
49.000
2.000
15.976
13.075
25.950
25.950
782.84
26.15
1,271.55
51.90
488.71
25.75
LT
LT
Total 51.000 808.99 1,323.45 514.46 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
9.980
9.980
9.980
3,782.55
465.13
2,012.40
4,520.94
608.78
2,335.32
738.39
143.65
322.92
LT
LT
ST
Total 748.000 6,260.08 7,465.04 882.04
322.92
LT
ST
748.00 10.02
00
0
1
4
6
M
S
A
D
S
2
7
1
0
0
9
9
9
1
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 90 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 07/2017; 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
66.400
66.400
66.400
994.78
330.02
1,926.81
1,195.20
398.40
2,324.00
200.42
68.38
397.19
LT
LT
ST
Total 59.000 3,251.61 3,917.60 268.80
397.19
LT
ST
127.00 3.24
Next Dividend Payable 08/2017; Asset Class: Equities
VALIDUS HOLDINGS LTD COM (VR) 11/10/15
2/22/16
7/21/16
28.000
17.000
7.000
45.200
45.134
48.890
53.400
53.400
53.400
1,265.60
767.28
342.23
1,495.20
907.80
373.80
229.60
140.52
31.57
LT
LT
ST
Total 52.000 2,375.11 2,776.80 370.12
31.57
LT
ST
79.00 2.84
Next Dividend Payable 06/2017; Asset Class: Equities
VALVOLINE INC COM (VVV) 1/5/17
5/17/17
163.000
19.000
21.419
23.059
22.370
22.370
3,491.30
438.12
3,646.31
425.03
155.01
(13.09)
ST
ST
Total 182.000 3,929.42 4,071.34 141.92 ST 36.00 0.88
Next Dividend Payable 06/15/17; Asset Class: Equities
WALKER & DUNLOP INC (WD) 11/10/15
2/22/16
4/29/16
127.000
15.000
31.000
28.519
22.995
21.869
46.710
46.710
46.710
3,621.90
344.92
677.94
5,932.17
700.65
1,448.01
2,310.27
355.73
770.07
LT
LT
LT
Total 173.000 4,644.76 8,080.83 3,436.07 LT ——
Asset Class: Equities
WESCO INTL INC (WCC) 11/10/15
12/4/15
2/22/16
11.000
26.000
57.000
48.858
47.886
43.870
61.150
61.150
61.150
537.44
1,245.03
2,500.59
672.65
1,589.90
3,485.55
135.21
344.87
984.96
LT
LT
LT
Total 94.000 4,283.06 5,748.10 1,465.04 LT ——
Asset Class: Equities
WEST BAF32 CASH 11/10/15
2/22/16
3/13/17
96.000
7.000
15.000
46.310
26.927
35.647
35.940
35.940
35.940
4,445.76
188.49
534.70
3,450.24
251.58
539.10
(995.52)
63.09
4.40
LT
LT
ST
Total 118.000 5,168.95 4,240.92 (932.43)
4.40
LT
ST
179.00 4.22
Asset Class: Equities
WILDHORSE RESOURCE DEV CORP (WRD) 12/15/16 195.000 14.809 11.920 2,887.70 2,324.40 (563.30)ST ——
Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 91 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
35.340
35.340
35.340
5,675.29
645.25
1,429.16
4,417.50
494.76
1,378.26
(1,257.79)
(150.49)
(50.90)
LT
LT
ST
3/14/17 74.000 36.766 35.340 2,720.67 2,615.16 (105.51)ST
5/26/17 48.000 36.054 35.340 1,730.61 1,696.32 (34.29)ST
Total 300.000 12,200.98 10,602.00 (1,408.28)
(190.70)
LT
ST
72.00 0.67
Next Dividend Payable 07/2017; Asset Class: Equities
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 97.24%$459,612.13 $525,887.40 $60,696.66
$5,578.61
LT
ST
$8,813.00 1.68%
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
$16.650
16.650
16.650
$1,233.21
128.07
1,473.61
$1,315.35
166.50
1,565.10
$82.14
38.43
91.49
LT
LT
ST
Total 183.000 2,834.89 3,046.95 120.57
91.49
LT
ST
278.00 9.12
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 0.56%$2,834.89 $3,046.95 $120.57
91.49
LT
ST
$278.00 9.12%
00
0
1
4
6
M
S
A
D
S
2
7
1
0
0
9
9
9
2
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 92 of 128
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $462,447.02 $540,834.90 $60,817.23
$5,670.10
LT
ST
$9,093.00
$0.00
1.68%
TOTAL VALUE (includes accrued interest)100.00%$540,834.90
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.
ALLOCATION OF ASSETS
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $11,900.55 ——————
Stocks —$489,348.64 —$36,538.76 ———
ETFs & CEFs ——$3,046.95 ————
TOTAL ALLOCATION OF ASSETS $11,900.55 $489,348.64 $3,046.95 $36,538.76 ———
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
5/16 5/19 Sold VALIDUS HOLDINGS LTD COM ACTED AS AGENT 44.000 $53.0073 $2,332.26
5/16 5/19 Sold EXPRESS INC ACTED AS AGENT 126.000 7.9359 999.89
5/16 5/19 Bought DICKS SPORTING GOODS INC ACTED AS AGENT 32.000 41.0645 (1,314.06)
5/17 5/22 Sold AXIS CAPITAL HOLDINGS LTD ACTED AS AGENT 49.000 62.6721 3,070.86
5/17 5/22 Sold NU SKIN ENTERPRISE INC A ACTED AS AGENT 42.000 56.7557 2,383.68
5/17 5/22 Sold NATIONSTAR MORTGAGE HLDGS INC ACTED AS AGENT 107.000 16.9280 1,811.26
5/17 5/22 Sold KOSMOS ENERGY LTD ACTED AS AGENT 227.000 7.1429 1,621.40
5/17 5/22 Sold CHEMED CORPORATION ACTED AS AGENT 8.000 198.3286 1,586.59
5/17 5/22 Sold WALKER & DUNLOP INC ACTED AS AGENT 32.000 46.9920 1,503.70
5/17 5/22 Bought LA Z BOY INCORPORATED ACTED AS AGENT 99.000 27.0815 (2,681.07)
5/17 5/22 Bought RSP PERMIAN INC ACTED AS AGENT 37.000 40.8798 (1,512.55)
5/17 5/22 Bought SUNCOKE ENERGY INC COM ACTED AS AGENT 147.000 8.2760 (1,216.57)
5/17 5/22 Bought TESORO PETROLEUM CP ACTED AS AGENT 13.000 81.3085 (1,057.01)
5/17 5/22 Bought PHARMERICA CORP COM ACTED AS AGENT 40.000 25.3132 (1,012.53)
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 93 of 128
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS (CONTINUED)
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
5/17 5/22 Bought VALVOLINE INC COM ACTED AS AGENT 19.000 23.0590 (438.12)
5/19 5/24 Bought AMC NETWORKS INC CL A ACTED AS AGENT 51.000 53.2087 (2,713.64)
5/23 5/26 Bought GARDNER DENVER HOLDINGS, INC ACTED AS AGENT 117.000 23.4427 (2,742.80)
5/26 6/1 Bought WORLD FUEL SERVICES CORP ACTED AS AGENT 48.000 36.0544 (1,730.61)
5/26 6/1 Bought ON ASSIGNMENT INC ACTED AS AGENT 32.000 52.4750 (1,679.20)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $(2,788.52)
TOTAL PURCHASES $(18,098.16)
TOTAL SALES AND REDEMPTIONS $15,309.64
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)
5/26 6/1 Bought ON ASSIGNMENT INC UNSETTLED PURCHASE 32.000 $52.4750 $(1,679.20)
5/26 6/1 Bought WORLD FUEL SERVICES CORP UNSETTLED PURCHASE 48.000 36.0544 (1,730.61)
NET UNSETTLED PURCHASES/SALES $(3,409.81)
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)
5/1 Qualified Dividend ABM INDUSTRIES INCORPORATED $8.33
5/1 Qualified Dividend TORCHMARK CORP 3.30
5/8 Qualified Dividend UNIVERSAL CP VA 31.86
5/8 Dividend AGNC INVT CORP COM 17.46
5/11 Qualified Dividend WEST BAF32 CASH 44.84
5/15 Qualified Dividend AES CORP 26.88
5/15 Qualified Dividend EAST WEST BANCORP 21.00
5/15 Qualified Dividend ALLY FINANCIAL INC 12.32
5/19 Qualified Dividend HEIDRICK & STRUGGLES INTL INC 9.23
5/24 Qualified Dividend HANMI FINANCIAL CORP NEW 13.87
5/24 Qualified Dividend COLUMBIA BANKING SYSTEMS INC 7.48
5/25 Qualified Dividend INVESTORS BANCORP INC NEW 13.92
5/26 Dividend CHATHAM LODGING TRUST COM 14.74
5/26 Qualified Dividend LITHIA MOTORS INC A 14.04
5/30 Qualified Dividend REINSURANCE GROUP OF AMERICA 16.40
5/31 Qualified Dividend FIRSTCASH INC 21.47
5/31 Qualified Dividend ASSURED GUARANTY LTD 15.53
5/31 Qualified Dividend REALOGY HOLDINGS CORP 3.42
5/31 Qualified Dividend MAXIMUS INC 1.08
5/31 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 05/01-05/31)
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CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 94 of 128
TAXABLE INCOME AND DISTRIBUTIONS (CONTINUED)
Activity Date Activity Type Description Comments Credits/(Debits)
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $297.30
TOTAL QUALIFIED DIVIDENDS $264.97
TOTAL OTHER DIVIDENDS $32.20
TOTAL INTEREST $0.13
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
5/1 Automatic Investment BANK DEPOSIT PROGRAM $11.63
5/8 Automatic Investment BANK DEPOSIT PROGRAM 49.32
5/11 Automatic Investment BANK DEPOSIT PROGRAM 44.84
5/15 Automatic Investment BANK DEPOSIT PROGRAM 60.20
5/19 Automatic Investment BANK DEPOSIT PROGRAM 9.23
5/22 Automatic Investment BANK DEPOSIT PROGRAM 2,018.09
5/23 Automatic Investment BANK DEPOSIT PROGRAM 4,059.64
5/24 Automatic Redemption BANK DEPOSIT PROGRAM (2,692.29)
5/25 Automatic Investment BANK DEPOSIT PROGRAM 13.92
5/26 Automatic Redemption BANK DEPOSIT PROGRAM (2,714.02)
5/30 Automatic Investment BANK DEPOSIT PROGRAM 16.40
5/31 Automatic Investment BANK DEPOSIT PROGRAM 41.50
5/31 Automatic Investment BANK DEPOSIT PROGRAM 0.13
NET ACTIVITY FOR PERIOD $918.59
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
AXIS CAPITAL HOLDINGS LTD 11/10/15 05/17/17 49.000 $3,070.86 $2,720.48 $350.38
CHEMED CORPORATION 11/10/15 05/17/17 8.000 1,586.59 1,224.47 362.12
EXPRESS INC 11/10/15 05/16/17 126.000 999.89 2,406.37 (1,406.48)
KOSMOS ENERGY LTD 11/10/15 05/17/17 187.000 1,335.69 1,426.31 (90.62)
NATIONSTAR MORTGAGE HLDGS INC 11/10/15 05/17/17 94.000 1,591.20 1,322.41 268.79
02/22/16 05/17/17 13.000 220.06 126.84 93.22
NU SKIN ENTERPRISE INC A 11/10/15 05/17/17 42.000 2,383.68 1,512.00 871.68
VALIDUS HOLDINGS LTD COM 11/10/15 05/16/17 44.000 2,332.26 1,988.80 343.46
WALKER & DUNLOP INC 11/10/15 05/17/17 32.000 1,503.70 912.61 591.09
Long-Term This Period $15,023.93 $13,640.29 $1,383.64
Long-Term Year to Date $52,858.69 $44,733.68 $8,125.01
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 95 of 128
SHORT-TERM GAIN/(LOSS)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
KOSMOS ENERGY LTD 01/27/17 05/17/17 40.000 285.71 254.40 31.31
Short-Term This Period $285.71 $254.40 $31.31
Short-Term Year to Date $12,306.41 $9,921.79 $2,384.62
Net Realized Gain/(Loss) This Period $15,309.64 $13,894.69 $1,414.95
Net Realized Gain/(Loss) Year to Date $65,165.10 $54,655.47 $10,509.63
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.
MESSAGES
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.
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
660-110265-095
CHANGE IN VALUE OF YOUR ACCOUNTS (includes accrued interest)
This Period
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)
TOTAL BEGINNING VALUE $528,122.39 $480,857.03
Credits ——
Debits —(1,616.39)
Security Transfers ——
Net Credits/Debits/Transfers —$(1,616.39)
Change in Value 21,119.32 70,001.07
TOTAL ENDING VALUE $549,241.71 $549,241.71
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period May 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
MAY JUN JUL AUG SEP OCT NOV DEC JAN FEB MAR APR MAY
410
440
470
500
530
560
($
)
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 97 of 128
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Market Value Percentage
Cash $23,078.91 4.20
Equities 526,162.80 95.80
TOTAL VALUE $549,241.71 100.00%
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.
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CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 98 of 128
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 4/30/17)
This Period
(as of 5/31/17)
Cash, BDP, MMFs $14,362.57 $13,067.20
Stocks 515,181.87 526,162.80
Net Unsettled Purchases/Sales (1,422.05)10,011.71
Total Assets $528,122.39 $549,241.71
Total Liabilities (outstanding balance)——
TOTAL VALUE $528,122.39 $549,241.71
CASH FLOW
This Period
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)
OPENING CASH, BDP, MMFs $14,362.57 $8,018.47
Purchases (1,419.17)(32,103.34)
Sales and Redemptions 11,430.88 47,865.14
Prior Net Unsettled Purch/Sales (1,422.05)N/A
Net Unsettled Purch/Sales (10,011.71)(10,011.71)
Income and Distributions 126.68 915.03
Total Investment Related Activity $(1,295.37)$6,665.12
Other Debits —(1,616.39)
Total Cash Related Activity —$(1,616.39)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $13,067.20 $13,067.20
INCOME AND DISTRIBUTION SUMMARY
This Period
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)
Qualified Dividends $126.57 $914.57
Interest 0.11 0.46
Total Taxable Income And Distributions $126.68 $915.03
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $126.68 $915.03
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
(5/1/17-5/31/17)
Realized This Year
(1/1/17-5/31/17)
Unrealized
Inception to Date
(as of 5/31/17)
Short-Term Gain —$4,419.21 $14,478.00
Short-Term (Loss)——(7,147.35)
Total Short-Term —$4,419.21 $7,330.65
Long-Term Gain —6,404.32 101,678.93
Long-Term (Loss)(6,917.65)(7,471.26)(18,250.86)
Total Long-Term $(6,917.65)$(1,066.94)$83,428.07
TOTAL GAIN/(LOSS)$(6,917.65)$3,352.27 $90,758.72
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 May 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 99 of 128
ADDITIONAL ACCOUNT INFORMATION
Category
This Period
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)
Foreign Tax Paid —$8.49
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CLIENT STATEMENT For the Period May 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 100 of 128
† 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 #$13,067.20 —$1.00 0.010
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs $13,067.20 $1.00
NET UNSETTLED PURCHASES/SALES $10,011.71
CASH, BDP, AND MMFs (PROJECTED SETTLED BALANCE)4.20%$23,078.91
# 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 May 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 101 of 128
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
$42.750
42.750
42.750
$2,374.49
466.98
1,838.87
$2,821.50
555.75
2,180.25
$447.01
88.77
341.38
ST
ST
ST
5/26/17 1.000 43.630 42.750 43.63 42.75 (0.88)ST
Total 131.000 4,723.97 5,600.25 876.28 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
162.910
162.910
162.910
8,438.37
371.11
3,588.19
6,516.40
325.82
2,769.47
(1,921.97)
(45.29)
(818.72)
LT
LT
ST
Total 59.000 12,397.67 9,611.69 (1,967.26)
(818.72)
LT
ST
31.00 0.32
Next Dividend Payable 08/2017; 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
126.330
126.330
126.330
5,994.95
679.21
808.02
8,211.45
1,010.64
1,136.97
2,216.50
331.43
328.95
LT
LT
LT
4/26/16 10.000 91.014 126.330 910.14 1,263.30 353.16 LT
4/27/16 10.000 90.984 126.330 909.84 1,263.30 353.46 LT
4/28/16 22.000 90.875 126.330 1,999.25 2,779.26 780.01 LT
Total 124.000 11,301.41 15,664.92 4,363.51 LT ——
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
133.980
133.980
133.980
4,746.06
6,252.65
1,275.46
4,555.32
7,100.94
1,339.80
(190.74)
848.29
64.34
LT
LT
LT
6/24/16 17.000 131.236 133.980 2,231.01 2,277.66 46.65 ST
Total 114.000 14,505.18 15,273.72 721.89
46.65
LT
ST
——
Asset Class: Equities
BEACON ROOFING SUPPLY INC (BECN) 1/12/15 151.000 27.079 48.230 4,088.97 7,282.73 3,193.76 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
112.080
112.080
112.080
181.78
7,835.98
523.33
224.16
9,526.80
672.48
42.38
1,690.82
149.15
LT
LT
LT
Total 93.000 8,541.09 10,423.44 1,882.35 LT 119.00 1.14
Next Dividend Payable 06/02/17; Asset Class: Equities
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CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 102 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
11.400
11.400
11.400
1,006.92
3,273.31
298.14
798.00
1,767.00
296.40
(208.92)
(1,506.31)
(1.74)
LT
LT
LT
Total 251.000 4,578.37 2,861.40 (1,716.97)LT ——
Asset Class: Equities
CHEMED CORPORATION (CHE) 1/12/15
2/16/16
75.000
6.000
103.282
134.255
204.660
204.660
7,746.13
805.53
15,349.50
1,227.96
7,603.37
422.43
LT
LT
Total 81.000 8,551.66 16,577.46 8,025.80 LT 84.00 0.50
Next Dividend Payable 06/14/17; Asset Class: Equities
COGNEX CORP (CGNX) 11/10/15
2/16/16
78.000
15.000
35.920
34.453
91.510
91.510
2,801.72
516.79
7,137.78
1,372.65
4,336.06
855.86
LT
LT
Total 93.000 3,318.51 8,510.43 5,191.92 LT 32.00 0.37
Next Dividend Payable 06/16/17; 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
261.570
261.570
261.570
1,288.62
12,470.47
969.64
2,354.13
18,309.90
1,569.42
1,065.51
5,839.43
599.78
LT
LT
LT
Total 85.000 14,728.73 22,233.45 7,504.72 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
17.140
17.140
17.140
653.14
755.79
1,100.29
394.22
462.78
651.32
(258.92)
(293.01)
(448.97)
ST
ST
ST
10/24/16 115.000 28.853 17.140 3,318.14 1,971.10 (1,347.04)ST
10/25/16 50.000 28.878 17.140 1,443.89 857.00 (586.89)ST
Total 253.000 7,271.25 4,336.42 (2,934.83)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
83.400
83.400
83.400
864.10
2,095.02
2,074.39
1,501.20
3,753.00
3,669.60
637.10
1,657.98
1,595.21
LT
LT
LT
2/16/16 9.000 42.950 83.400 386.55 750.60 364.05 LT
Total 116.000 5,420.06 9,674.40 4,254.34 LT ——
Asset Class: Equities
ELLIE MAE INC (ELLI) 12/1/16 85.000 79.999 109.560 6,799.94 9,312.60 2,512.66 ST ——
Asset Class: Equities
EXLSERVICE HLDGS INC (EXLS) 12/12/16 155.000 49.917 52.370 7,737.15 8,117.35 380.20 ST ——
Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 103 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
FASTENAL CO (FAST) 11/10/15
2/16/16
320.000
32.000
40.747
43.587
43.170
43.170
13,038.94
1,394.79
13,814.40
1,381.44
775.46
(13.35)
LT
LT
Total 352.000 14,433.73 15,195.84 762.11 LT 451.00 2.96
Next Dividend Payable 08/2017; 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
37.900
37.900
37.900
797.77
755.25
1,755.05
758.00
720.10
1,705.50
(39.77)
(35.15)
(49.55)
LT
LT
LT
2/19/15 77.000 39.132 37.900 3,013.19 2,918.30 (94.89)LT
2/16/16 13.000 26.236 37.900 341.07 492.70 151.63 LT
Total 174.000 6,662.33 6,594.60 (67.73)LT 49.00 0.74
Next Dividend Payable 07/2017; Asset Class: Equities
FIVE BELOW (FIVE) 1/12/15
2/16/16
185.000
82.000
34.907
35.504
51.300
51.300
6,457.85
2,911.33
9,490.50
4,206.60
3,032.65
1,295.27
LT
LT
Total 267.000 9,369.18 13,697.10 4,327.92 LT ——
Asset Class: Equities
GENTEX CORP (GNTX) 1/12/15
2/16/16
286.000
74.000
17.590
14.177
18.980
18.980
5,030.74
1,049.08
5,428.28
1,404.52
397.54
355.44
LT
LT
Total 360.000 6,079.82 6,832.80 752.98 LT 144.00 2.10
Next Dividend Payable 07/2017; 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
78.400
78.400
78.400
3,785.28
1,620.09
816.00
6,742.40
2,900.80
1,489.60
2,957.12
1,280.71
673.60
LT
LT
LT
7/28/15 15.000 42.932 78.400 643.98 1,176.00 532.02 LT
8/3/15 15.000 43.031 78.400 645.47 1,176.00 530.53 LT
8/4/15 55.000 42.905 78.400 2,359.78 4,312.00 1,952.22 LT
2/16/16 24.000 34.275 78.400 822.60 1,881.60 1,059.00 LT
Total 251.000 10,693.20 19,678.40 8,985.20 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
27.870
27.870
27.870
385.91
498.14
607.41
390.18
501.66
613.14
4.27
3.52
5.73
ST
ST
ST
10/28/16 58.000 26.649 27.870 1,545.65 1,616.46 70.81 ST
11/2/16 80.000 26.308 27.870 2,104.60 2,229.60 125.00 ST
11/3/16 76.000 24.029 27.870 1,826.22 2,118.12 291.90 ST
Total 268.000 6,967.93 7,469.16 501.23 ST ——
Asset Class: Equities
00
0
1
4
6
M
S
A
D
S
2
7
1
0
0
9
9
9
8
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 104 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
HEICO CORP NEW (HEI) 5/15/15
5/19/15
6/3/15
32.000
49.000
48.000
45.473
46.082
47.399
74.210
74.210
74.210
1,455.12
2,258.01
2,275.17
2,374.72
3,636.29
3,562.08
919.60
1,378.28
1,286.91
LT
LT
LT
2/16/16 13.000 44.965 74.210 584.55 964.73 380.18 LT
6/22/16 6.000 54.030 74.210 324.18 445.26 121.08 ST
6/24/16 11.000 52.311 74.210 575.42 816.31 240.89 ST
6/29/16 9.000 57.687 74.210 519.18 667.89 148.71 ST
7/12/16 39.000 47.668 74.210 1,859.04 2,894.19 1,035.15 ST
5/26/17 2.000 74.515 74.210 149.03 148.42 (0.61)ST
Total 209.000 9,999.70 15,509.89 3,964.97
1,545.22
LT
ST
30.00 0.19
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
183.970
183.970
183.970
2,449.12
3,525.20
485.03
2,943.52
4,231.31
551.91
494.40
706.11
66.88
LT
LT
LT
Total 42.000 6,459.35 7,726.74 1,267.39 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
47.870
47.870
47.870
4,293.04
792.12
3,880.88
6,749.67
1,148.88
5,600.79
2,456.63
356.76
1,719.91
LT
LT
LT
6/23/15 47.000 33.452 47.870 1,572.24 2,249.89 677.65 LT
2/16/16 30.000 34.847 47.870 1,045.41 1,436.10 390.69 LT
Total 359.000 11,583.69 17,185.33 5,601.64 LT 269.00 1.56
Next Dividend Payable 06/23/17; Asset Class: Equities
IHS MARKIT LTD (INFO) 7/13/16 286.000 32.880 45.850 9,403.68 13,113.10 3,709.42 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
10.840
10.840
10.840
1,298.05
2,633.78
728.00
1,680.20
4,065.00
975.60
382.15
1,431.22
247.60
LT
LT
LT
2/16/16 56.000 6.581 10.840 368.54 607.04 238.50 LT
Total 676.000 5,028.37 7,327.84 2,299.47 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
13.600
13.600
13.600
130.53
262.93
390.75
95.20
190.40
272.00
(35.33)
(72.53)
(118.75)
LT
LT
LT
2/22/16 117.000 19.547 13.600 2,287.03 1,591.20 (695.83)LT
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 105 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
2/25/16 45.000 17.654 13.600 794.42 612.00 (182.42)LT
2/26/16 61.000 16.423 13.600 1,001.83 829.60 (172.23)LT
3/2/16 18.000 17.375 13.600 312.75 244.80 (67.95)LT
3/4/16 41.000 17.944 13.600 735.70 557.60 (178.10)LT
3/7/16 22.000 17.976 13.600 395.47 299.20 (96.27)LT
Total 345.000 6,311.41 4,692.00 (1,619.41)LT ——
Asset Class: Equities
INTL FLAVORS & FRAGRANCES (IFF) 11/10/15
2/16/16
55.000
3.000
114.785
106.800
137.890
137.890
6,313.18
320.40
7,583.95
413.67
1,270.77
93.27
LT
LT
Total 58.000 6,633.58 7,997.62 1,364.04 LT 148.00 1.85
Next Dividend Payable 07/2017; Asset Class: Equities
LKQ CORPORATION (LKQ) 11/10/15
2/16/16
299.000
46.000
30.035
25.600
31.490
31.490
8,980.38
1,177.60
9,415.51
1,448.54
435.13
270.94
LT
LT
Total 345.000 10,157.98 10,864.05 706.07 LT ——
Asset Class: Equities
MAXIMUS INC (MMS) 1/12/15
2/16/16
125.000
14.000
53.796
47.779
62.080
62.080
6,724.44
668.90
7,760.00
869.12
1,035.56
200.22
LT
LT
Total 139.000 7,393.34 8,629.12 1,235.78 LT 25.00 0.28
Next Dividend Payable 08/2017; 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
54.300
54.300
54.300
263.96
8,847.54
973.38
271.50
7,330.50
814.50
7.54
(1,517.04)
(158.88)
LT
LT
LT
Total 155.000 10,084.88 8,416.50 (1,668.38)LT ——
Asset Class: Equities
MIDDLEBY CORP DEL (MIDD) 11/10/15
2/16/16
75.000
6.000
118.080
84.142
128.360
128.360
8,856.00
504.85
9,627.00
770.16
771.00
265.31
LT
LT
Total 81.000 9,360.85 10,397.16 1,036.31 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
38.150
38.150
38.150
10,994.80
948.76
2,240.61
13,886.60
1,297.10
3,128.30
2,891.80
348.34
887.69
LT
LT
ST
6/27/16 13.000 26.030 38.150 338.39 495.95 157.56 ST
6/29/16 38.000 26.365 38.150 1,001.88 1,449.70 447.82 ST
7/13/16 27.000 28.782 38.150 777.11 1,030.05 252.94 ST
Total 558.000 16,301.55 21,287.70 3,240.14
1,746.01
LT
ST
469.00 2.20
00
0
1
4
6
M
S
A
D
S
2
7
1
0
0
9
9
9
9
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 106 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 06/05/17; Asset Class: Equities
NEOGEN CP (NEOG) 1/12/15
2/16/16
65.000
14.000
48.280
48.364
63.290
63.290
3,138.20
677.09
4,113.85
886.06
975.65
208.97
LT
LT
Total 79.000 3,815.29 4,999.91 1,184.62 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
6.910
6.910
6.910
444.18
593.42
251.53
290.22
386.96
165.84
(153.96)
(206.46)
(85.69)
ST
ST
ST
10/26/16 134.000 10.638 6.910 1,425.48 925.94 (499.54)ST
10/27/16 19.000 10.589 6.910 201.20 131.29 (69.91)ST
10/28/16 17.000 10.619 6.910 180.53 117.47 (63.06)ST
10/31/16 31.000 11.066 6.910 343.06 214.21 (128.85)ST
11/1/16 129.000 11.256 6.910 1,452.00 891.39 (560.61)ST
Total 452.000 4,891.40 3,123.32 (1,768.08)ST ——
Asset Class: Equities
PATTERSON COMPANIES INC (PDCO) 11/10/15
2/16/16
155.000
15.000
48.017
43.505
44.160
44.160
7,442.62
652.57
6,844.80
662.40
(597.82)
9.83
LT
LT
Total 170.000 8,095.19 7,507.20 (587.99)LT 177.00 2.35
Next Dividend Payable 07/2017; 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
34.800
34.800
34.800
10,190.72
454.47
727.18
6,298.80
382.80
626.40
(3,891.92)
(71.67)
(100.78)
LT
LT
LT
12/2/15 14.000 39.699 34.800 555.78 487.20 (68.58)LT
12/3/15 7.000 39.320 34.800 275.24 243.60 (31.64)LT
12/7/15 4.000 38.740 34.800 154.96 139.20 (15.76)LT
12/8/15 5.000 38.584 34.800 192.92 174.00 (18.92)LT
12/9/15 16.000 38.640 34.800 618.24 556.80 (61.44)LT
2/16/16 18.000 27.189 34.800 489.40 626.40 137.00 LT
12/12/16 62.000 38.067 34.800 2,360.17 2,157.60 (202.57)ST
Total 336.000 16,019.08 11,692.80 (4,123.71)
(202.57)
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
29.870
29.870
29.870
341.07
280.61
194.45
477.92
388.31
268.83
136.85
107.70
74.38
LT
LT
LT
8/6/15 34.000 21.580 29.870 733.72 1,015.58 281.86 LT
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 107 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
8/6/15 23.000 21.630 29.870 497.49 687.01 189.52 LT
8/11/15 35.000 21.055 29.870 736.94 1,045.45 308.51 LT
8/13/15 17.000 20.457 29.870 347.77 507.79 160.02 LT
8/20/15 27.000 20.601 29.870 556.23 806.49 250.26 LT
8/24/15 21.000 20.572 29.870 432.01 627.27 195.26 LT
8/27/15 16.000 21.069 29.870 337.11 477.92 140.81 LT
2/16/16 21.000 10.597 29.870 222.54 627.27 404.73 LT
10/21/16 24.000 21.884 29.870 525.21 716.88 191.67 ST
10/24/16 45.000 22.306 29.870 1,003.75 1,344.15 340.40 ST
10/25/16 22.000 22.142 29.870 487.12 657.14 170.02 ST
10/26/16 29.000 22.200 29.870 643.80 866.23 222.43 ST
Total 352.000 7,339.82 10,514.24 2,249.90
924.52
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
64.000
64.000
64.000
6,523.65
2,561.07
656.89
6,720.00
2,176.00
576.00
196.35
(385.07)
(80.89)
LT
LT
LT
8/4/15 12.000 73.076 64.000 876.91 768.00 (108.91)LT
2/16/16 14.000 60.511 64.000 847.15 896.00 48.85 LT
Total 174.000 11,465.67 11,136.00 (329.67)LT ——
Asset Class: Equities
RITCHIE BROTHERS AUCTIONEERS (RBA) 1/12/15
2/16/16
5/26/17
299.000
34.000
5.000
26.037
23.097
31.244
31.040
31.040
31.040
7,785.09
785.29
156.22
9,280.96
1,055.36
155.20
1,495.87
270.07
(1.02)
LT
LT
ST
Total 338.000 8,726.60 10,491.52 1,765.94
(1.02)
LT
ST
230.00 2.19
Next Dividend Payable 06/13/17; Asset Class: Equities
ROLLINS INC (ROL) 1/12/15
2/16/16
275.000
26.000
21.661
26.904
43.070
43.070
5,956.84
699.50
11,844.25
1,119.82
5,887.41
420.32
LT
LT
Total 301.000 6,656.34 12,964.07 6,307.73 LT 138.00 1.06
Next Dividend Payable 06/09/17; Asset Class: Equities
SNAP-ON INC (SNA) 2/1/17 39.000 180.120 161.660 7,024.68 6,304.74 (719.94)ST 111.00 1.76
Next Dividend Payable 06/09/17; Asset Class: Equities
STRATASYS LTD SHS (SSYS) 7/30/15
5/26/17
124.000
11.000
32.272
28.305
26.900
26.900
4,001.69
311.36
3,335.60
295.90
(666.09)
(15.46)
LT
ST
00
0
1
4
6
M
S
A
D
S
2
7
1
0
1
0
0
0
0
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 108 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 135.000 4,313.05 3,631.50 (666.09)
(15.46)
LT
ST
——
Asset Class: Equities
ULTIMATE SOFTWARE GP INC (ULTI) 1/12/15
2/16/16
95.000
9.000
144.503
160.030
220.740
220.740
13,727.80
1,440.27
20,970.30
1,986.66
7,242.50
546.39
LT
LT
Total 104.000 15,168.07 22,956.96 7,788.89 LT ——
Asset Class: Equities
UNITED NATURAL FOODS INC (UNFI) 1/12/15
2/16/16
9/19/16
81.000
17.000
12.000
76.818
35.134
39.319
39.940
39.940
39.940
6,222.24
597.28
471.83
3,235.14
678.98
479.28
(2,987.10)
81.70
7.45
LT
LT
ST
9/20/16 16.000 38.844 39.940 621.50 639.04 17.54 ST
10/4/16 9.000 40.076 39.940 360.68 359.46 (1.22)ST
10/7/16 11.000 40.341 39.940 443.75 439.34 (4.41)ST
10/11/16 9.000 40.982 39.940 368.84 359.46 (9.38)ST
10/12/16 48.000 42.658 39.940 2,047.58 1,917.12 (130.46)ST
Total 203.000 11,133.70 8,107.82 (2,905.40)
(120.48)
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
63.540
63.540
63.540
1,474.84
1,172.71
1,796.26
3,558.24
2,795.76
4,193.64
2,083.40
1,623.05
2,397.38
LT
LT
LT
12/16/15 59.000 28.085 63.540 1,657.01 3,748.86 2,091.85 LT
2/16/16 26.000 21.617 63.540 562.04 1,652.04 1,090.00 LT
5/26/17 1.000 66.870 63.540 66.87 63.54 (3.33)ST
Total 252.000 6,729.73 16,012.08 9,285.68
(3.33)
LT
ST
——
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
41.100
41.100
41.100
1,673.77
659.69
1,188.42
1,233.00
452.10
822.00
(440.77)
(207.59)
(366.42)
LT
LT
LT
7/27/15 14.000 58.101 41.100 813.42 575.40 (238.02)LT
7/30/15 6.000 57.997 41.100 347.98 246.60 (101.38)LT
7/31/15 17.000 57.850 41.100 983.45 698.70 (284.75)LT
8/5/15 7.000 58.576 41.100 410.03 287.70 (122.33)LT
2/16/16 11.000 30.966 41.100 340.63 452.10 111.47 LT
6/24/16 90.000 33.800 41.100 3,042.00 3,699.00 657.00 ST
5/26/17 5.000 41.486 41.100 207.43 205.50 (1.93)ST
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 109 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 211.000 9,666.82 8,672.10 (1,649.79)
655.07
LT
ST
——
Asset Class: Equities
VERISK ANALYTICS INC COM (VRSK) 11/10/15
2/16/16
4/27/17
130.000
13.000
49.000
70.890
68.167
83.174
80.890
80.890
80.890
9,215.70
886.17
4,075.54
10,515.70
1,051.57
3,963.61
1,300.00
165.40
(111.93)
LT
LT
ST
Total 192.000 14,177.41 15,530.88 1,465.40
(111.93)
LT
ST
——
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
121.820
121.820
121.820
3,638.43
953.60
2,220.28
4,141.88
1,096.38
2,680.04
503.45
142.78
459.76
ST
ST
ST
Total 65.000 6,812.31 7,918.30 1,105.99 ST ——
Asset Class: Equities
WAGEWORKS INC COM (WAGE) 4/27/17 103.000 74.853 70.750 7,709.83 7,287.25 (422.58)ST ——
Asset Class: Equities
WEST PHARMACEUTICAL SVCS INC (WST) 4/27/17
5/26/17
90.000
5.000
92.066
96.926
97.020
97.020
8,285.93
484.63
8,731.80
485.10
445.87
0.47
ST
ST
Total 95.000 8,770.56 9,216.90 446.34 ST 49.00 0.53
Next Dividend Payable 08/2017; Asset Class: Equities
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 95.80%$435,404.08 $526,162.80 $83,428.07
$7,330.65
LT
ST
$2,556.00 0.49%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $435,404.08 $549,241.71 $83,428.07
$7,330.65
LT
ST
$2,557.00
$0.00
0.47%
TOTAL VALUE (includes accrued interest)100.00%$549,241.71
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 May 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 110 of 128
ALLOCATION OF ASSETS
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $23,078.91 ——————
Stocks —$526,162.80 —————
TOTAL ALLOCATION OF ASSETS $23,078.91 $526,162.80 —————
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
5/1 5/2 Sold ZELTIQ AESTHETICS INC COM ACTED AS AGENT a/o 04/27/17 160.000 $56.4850 $9,037.40
5/1 5/2 Cancel Sell ZELTIQ AESTHETICS INC COM ACTED AS AGENT a/o 04/27/17 160.000 56.4850 (9,037.40)
5/26 6/1 Sold STERICYCLE INC ACTED AS AGENT 104.000 82.7622 8,607.08
5/26 6/1 Sold UNITED NATURAL FOODS INC ACTED AS AGENT 72.000 39.2204 2,823.80
5/26 6/1 Bought WEST PHARMACEUTICAL SVCS INC ACTED AS AGENT 5.000 96.9254 (484.63)
5/26 6/1 Bought STRATASYS LTD SHS ACTED AS AGENT 11.000 28.3058 (311.36)
5/26 6/1 Bought VERINT SYSTEMS INC ACTED AS AGENT 5.000 41.4857 (207.43)
5/26 6/1 Bought RITCHIE BROTHERS AUCTIONEERS ACTED AS AGENT 5.000 31.2447 (156.22)
5/26 6/1 Bought HEICO CORP NEW ACTED AS AGENT 2.000 74.5127 (149.03)
5/26 6/1 Bought VEEVA SYS INC CL A ACTED AS AGENT 1.000 66.8689 (66.87)
5/26 6/1 Bought 2U INC COM ACTED AS AGENT 1.000 43.6270 (43.63)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $10,011.71
TOTAL PURCHASES $(1,419.17)
TOTAL SALES AND REDEMPTIONS $11,430.88
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)
5/26 6/1 Sold STERICYCLE INC UNSETTLED SALE 104.000 $82.7622 $8,607.08
5/26 6/1 Sold UNITED NATURAL FOODS INC UNSETTLED SALE 72.000 39.2204 2,823.80
5/26 6/1 Bought 2U INC COM UNSETTLED PURCHASE 1.000 43.6270 (43.63)
5/26 6/1 Bought HEICO CORP NEW UNSETTLED PURCHASE 2.000 74.5127 (149.03)
5/26 6/1 Bought RITCHIE BROTHERS AUCTIONEERS UNSETTLED PURCHASE 5.000 31.2447 (156.22)
5/26 6/1 Bought STRATASYS LTD SHS UNSETTLED PURCHASE 11.000 28.3058 (311.36)
5/26 6/1 Bought VEEVA SYS INC CL A UNSETTLED PURCHASE 1.000 66.8689 (66.87)
5/26 6/1 Bought VERINT SYSTEMS INC UNSETTLED PURCHASE 5.000 41.4857 (207.43)
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 111 of 128
UNSETTLED PURCHASES/SALES ACTIVITY (CONTINUED)
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price
Pending
Credits/(Debits)
5/26 6/1 Bought WEST PHARMACEUTICAL SVCS INC UNSETTLED PURCHASE 5.000 96.9254 (484.63)
NET UNSETTLED PURCHASES/SALES $10,011.71
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)
5/1 Qualified Dividend ACUITY BRANDS INC $7.67
5/24 Qualified Dividend FASTENAL CO 112.64
5/31 Qualified Dividend MAXIMUS INC 6.26
5/31 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 05/01-05/31)
0.11
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $126.68
TOTAL QUALIFIED DIVIDENDS $126.57
TOTAL INTEREST $0.11
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
5/1 Automatic Investment BANK DEPOSIT PROGRAM $7.67
5/2 Automatic Redemption BANK DEPOSIT PROGRAM (2,865.45)
5/4 Automatic Investment BANK DEPOSIT PROGRAM 1,443.40
5/24 Automatic Investment BANK DEPOSIT PROGRAM 112.64
5/31 Automatic Investment BANK DEPOSIT PROGRAM 6.26
5/31 Automatic Investment BANK DEPOSIT PROGRAM 0.11
NET ACTIVITY FOR PERIOD $(1,295.37)
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
STERICYCLE INC 11/10/15 05/26/17 95.000 $7,862.24 $11,836.06 $(3,973.82)
02/16/16 05/26/17 9.000 744.84 981.59 (236.75)
UNITED NATURAL FOODS INC 01/12/15 05/26/17 72.000 2,823.80 5,530.88 (2,707.08)
Long-Term This Period $11,430.88 $18,348.53 $(6,917.65)
Long-Term Year to Date $38,827.74 $39,894.68 $(1,066.94)
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Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 112 of 128
LONG-TERM GAIN/(LOSS) (CONTINUED)
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)
Net Realized Gain/(Loss) This Period $11,430.88 $18,348.53 $(6,917.65)
Net Realized Gain/(Loss) Year to Date $47,865.14 $44,512.87 $3,352.27
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
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.
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
660-110290-095
CHANGE IN VALUE OF YOUR ACCOUNTS (includes accrued interest)
This Period
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)
TOTAL BEGINNING VALUE $548,331.17 $463,790.60
Credits ——
Debits (91,947.50)(93,360.49)
Security Transfers ——
Net Credits/Debits/Transfers $(91,947.50)$(93,360.49)
Change in Value 15,445.68 101,399.24
TOTAL ENDING VALUE $471,829.35 $471,829.35
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period May 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
MAY JUN JUL AUG SEP OCT NOV DEC JAN FEB MAR APR MAY
300
500
700
900
1,100
1,300
($
)
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 113 of 128
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Market Value Percentage
Cash $18,516.76 3.92
Equities 453,312.59 96.08
TOTAL VALUE $471,829.35 100.00%
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.
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CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 114 of 128
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 4/30/17)
This Period
(as of 5/31/17)
Cash, BDP, MMFs $7,362.19 $10,634.81
Stocks 538,016.53 453,312.59
Net Unsettled Purchases/Sales 2,952.45 7,881.95
Total Assets $548,331.17 $471,829.35
Total Liabilities (outstanding balance)——
TOTAL VALUE $548,331.17 $471,829.35
CASH FLOW
This Period
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)
OPENING CASH, BDP, MMFs $7,362.19 $2,650.53
Purchases (15,054.72)(86,839.85)
Sales and Redemptions 114,196.28 191,213.48
Prior Net Unsettled Purch/Sales 2,952.45 N/A
2016 Net Unsettled Purch/Sales N/A 3,249.42
Net Unsettled Purch/Sales (7,881.95)(7,881.95)
Income and Distributions 1,008.06 1,603.67
Total Investment Related Activity $95,220.12 $101,344.77
Electronic Transfers-Debits (92,000.00)(92,000.00)
Other Debits 52.50 (1,360.49)
Total Cash Related Activity $(91,947.50)$(93,360.49)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $10,634.81 $10,634.81
INCOME AND DISTRIBUTION SUMMARY
This Period
(5/1/17-5/31/17)
This Year
(1/1/17-5/31/17)
Qualified Dividends $1,007.98 $1,603.21
Interest 0.08 0.46
Total Taxable Income And Distributions $1,008.06 $1,603.67
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $1,008.06 $1,603.67
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
(5/1/17-5/31/17)
Realized This Year
(1/1/17-5/31/17)
Unrealized
Inception to Date
(as of 5/31/17)
Short-Term Gain $4,330.93 $5,307.74 $26,494.02
Short-Term (Loss)(279.47)(2,181.49)(7,091.94)
Total Short-Term $4,051.46 $3,126.25 $19,402.08
Long-Term Gain 18,367.28 30,815.53 65,249.42
Long-Term (Loss)(3,364.18)(4,549.34)(14,758.13)
Total Long-Term $15,003.10 $26,266.19 $50,491.29
TOTAL GAIN/(LOSS)$19,054.56 $29,392.44 $69,893.37
Disallowed Loss $1,578.95 $1,578.95
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 May 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 115 of 128
† 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 $2,342.98
MORGAN STANLEY PRIVATE BANK NA #8,291.83 —1.00 0.010
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs $10,634.81 $1.00
NET UNSETTLED PURCHASES/SALES $7,881.95
CASH, BDP, AND MMFs (PROJECTED SETTLED BALANCE)3.92%$18,516.76
# 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.
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CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 116 of 128
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
231.000
46.000
$38.833
43.500
$58.580
58.580
$8,970.49
2,001.02
$13,531.98
2,694.68
$4,561.49
693.66
ST
ST
Total 277.000 10,971.51 16,226.66 5,255.15 ST 83.00 0.51
Next Dividend Payable 05/2018; Asset Class: Equities
ACUITY BRANDS INC (AYI) 8/10/15
8/10/15
2/17/16
21.000
7.000
10.000
209.686
228.453
191.398
162.910
162.910
162.910
4,403.40
1,599.17
1,913.98
3,421.11
1,140.37
1,629.10
(982.29)
(458.80)
(284.88)
LT
LT
LT
H
1/30/17 11.000 200.785 162.910 2,208.63 1,792.01 (416.62)ST
3/21/17 6.000 206.038 162.910 1,236.23 977.46 (258.77)ST
Total 55.000 11,361.41 8,960.05 (1,725.97)
(675.39)
LT
ST
29.00 0.32
Next Dividend Payable 08/2017; Basis Adjustment Due to Wash Sale: $262.25; Asset Class: Equities
ADOBE SYSTEMS (ADBE) 9/8/15 105.000 78.832 141.860 8,277.33 14,895.30 6,617.97 LT ——
Asset Class: Equities
ALEXION PHARM INC (ALXN) 5/6/15
5/18/15
6/12/15
4.000
20.000
52.000
152.351
132.565
172.310
98.030
98.030
98.030
609.41
2,651.30
8,960.11
392.12
1,960.60
5,097.56
(217.29)
(690.70)
(3,862.55)
LT
LT
LT
H
9/24/15 25.000 155.894 98.030 3,897.35 2,450.75 (1,446.60)LT
9/30/15 3.000 153.343 98.030 460.03 294.09 (165.94)LT
2/17/16 13.000 145.471 98.030 1,891.12 1,274.39 (616.73)LT
4/3/17 1.000 119.580 98.030 119.58 98.03 (21.55)ST
5/24/17 7.000 100.569 98.030 703.98 686.21 (17.77)ST
Total 125.000 19,292.88 12,253.75 (6,999.81)
(39.32)
LT
ST
——
Basis Adjustment Due to Wash Sale: $639.93; Asset Class: Equities
ALIBABA GROUP HLDG LTD (BABA) 2/19/16 117.000 67.274 122.460 7,871.12 14,327.82 6,456.70 LT ——
Asset Class: Equities
AMAZON COM INC (AMZN) 9/4/15
2/17/16
4/4/16
6.000
6.000
9.000
497.298
528.230
592.553
994.620
994.620
994.620
2,983.79
3,169.38
5,332.98
5,967.72
5,967.72
8,951.58
2,983.93
2,798.34
3,618.60
LT
LT
LT
Total 21.000 11,486.15 20,887.02 9,400.87 LT ——
Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 117 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
BRISTOL MYERS SQUIBB CO (BMY) 3/4/15
3/12/15
9/30/15
124.000
47.000
55.000
65.449
66.500
59.285
53.950
53.950
53.950
8,115.66
3,125.52
3,260.70
6,689.80
2,535.65
2,967.25
(1,425.86)
(589.87)
(293.45)
LT
LT
LT
8/9/16 43.000 61.938 53.950 2,663.34 2,319.85 (343.49)ST
9/7/16 36.000 56.806 53.950 2,045.03 1,942.20 (102.83)ST
4/3/17 3.000 54.173 53.950 162.52 161.85 (0.67)ST
Total 308.000 19,372.77 16,616.60 (2,309.18)
(446.99)
LT
ST
480.00 2.88
Next Dividend Payable 08/2017; Asset Class: Equities
CELGENE CORP (CELG) 7/1/15
8/24/15
9/30/15
4.000
79.000
1.000
117.677
116.533
107.650
114.410
114.410
114.410
470.71
9,206.11
107.65
457.64
9,038.39
114.41
(13.07)
(167.72)
6.76
LT
LT
LT
2/17/16 30.000 105.400 114.410 3,162.00 3,432.30 270.30 LT
11/11/16 16.000 119.493 114.410 1,911.88 1,830.56 (81.32)ST
4/3/17 3.000 124.573 114.410 373.72 343.23 (30.49)ST
Total 133.000 15,232.07 15,216.53 96.27
(111.81)
LT
ST
——
Asset Class: Equities
CHARLES SCHWAB NEW (SCHW) 7/11/16
7/13/16
3/30/17
180.000
93.000
58.000
25.901
26.306
40.917
38.750
38.750
38.750
4,662.20
2,446.43
2,373.16
6,975.00
3,603.75
2,247.50
2,312.80
1,157.32
(125.66)
ST
ST
ST
Total 331.000 9,481.79 12,826.25 3,344.46 ST 106.00 0.82
Next Dividend Payable 08/2017; Asset Class: Equities
COGNEX CORP (CGNX) 4/6/17
5/3/17
47.000
31.000
84.746
88.249
91.510
91.510
3,983.06
2,735.72
4,300.97
2,836.81
317.91
101.09
ST
ST
Total 78.000 6,718.78 7,137.78 419.00 ST 27.00 0.37
Next Dividend Payable 06/16/17; Asset Class: Equities
COSTCO WHOLESALE CORP NEW (COST) 11/11/16
3/6/17
3/17/17
46.000
10.000
8.000
148.564
166.708
167.945
180.430
180.430
180.430
6,833.96
1,667.08
1,343.56
8,299.78
1,804.30
1,443.44
1,465.82
137.22
99.88
ST
ST
ST
Total 64.000 9,844.60 11,547.52 1,702.92 ST 128.00 1.10
Next Dividend Payable 08/2017; Asset Class: Equities
DEXCOM INC (DXCM) 9/17/15
10/16/15
10/16/15
1.000
52.000
28.000
109.120
83.509
90.405
66.840
66.840
66.840
109.12
4,342.47
2,531.34
66.84
3,475.68
1,871.52
(42.28)
(866.79)
(659.82)
LT
LT
LT
H
H
2/17/16 23.000 61.568 66.840 1,416.07 1,537.32 121.25 LT
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5
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 118 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
11/11/16 32.000 65.813 66.840 2,106.02 2,138.88 32.86 ST
5/5/17 16.000 77.350 66.840 1,237.61 1,069.44 (168.17)ST
Total 152.000 11,742.63 10,159.68 (1,447.64)
(135.31)
LT
ST
——
Basis Adjustment Due to Wash Sale: $397.30; Asset Class: Equities
DOMINOS PIZZA INC (DPZ) 2/23/17
3/21/17
4/3/17
47.000
8.000
1.000
184.263
184.936
186.150
211.720
211.720
211.720
8,660.36
1,479.49
186.15
9,950.84
1,693.76
211.72
1,290.48
214.27
25.57
ST
ST
ST
Total 56.000 10,326.00 11,856.32 1,530.32 ST 103.00 0.86
Next Dividend Payable 06/2017; Asset Class: Equities
EDWARD LIFESCIENCES CORP (EW) 4/6/16
10/26/16
11/11/16
67.000
19.000
9.000
106.918
95.692
91.676
115.070
115.070
115.070
7,163.51
1,818.14
825.08
7,709.69
2,186.33
1,035.63
546.18
368.19
210.55
LT
ST
ST
3/2/17 30.000 93.403 115.070 2,802.09 3,452.10 650.01 ST
Total 125.000 12,608.82 14,383.75 546.18
1,228.75
LT
ST
——
Asset Class: Equities
FACEBOOK INC CL-A (FB) 8/31/15 127.000 90.658 151.460 11,513.54 19,235.42 7,721.88 LT ——
Asset Class: Equities
ILLUMINA INC (ILMN) 9/4/15
1/4/16
2/17/16
27.000
22.000
23.000
193.160
182.650
153.700
177.360
177.360
177.360
5,215.32
4,018.31
3,535.10
4,788.72
3,901.92
4,079.28
(426.60)
(116.39)
544.18
LT
LT
LT
11/11/16 8.000 139.419 177.360 1,115.35 1,418.88 303.53 ST
Total 80.000 13,884.08 14,188.80 1.19
303.53
LT
ST
——
Asset Class: Equities
INTERCEPT PHARMACEUTICALS INC (ICPT) 2/17/16
6/3/16
7/7/16
12.000
28.000
31.000
121.380
171.365
142.335
111.900
111.900
111.900
1,456.56
4,798.23
4,412.39
1,342.80
3,133.20
3,468.90
(113.76)
(1,665.03)
(943.49)
LT
ST
ST
11/11/16 15.000 110.273 111.900 1,654.09 1,678.50 24.41 ST
3/24/17 9.000 116.969 111.900 1,052.72 1,007.10 (45.62)ST
Total 95.000 13,373.99 10,630.50 (113.76)
(2,629.73)
LT
ST
——
Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 119 of 128
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
2/17/16
5/3/16
65.000
55.000
50.000
47.147
48.439
48.132
60.190
60.190
60.190
3,064.53
2,664.12
2,406.60
3,912.35
3,310.45
3,009.50
847.82
646.33
602.90
LT
LT
LT
3/20/17 44.000 61.314 60.190 2,697.80 2,648.36 (49.44)ST
Total 214.000 10,833.05 12,880.66 2,097.05
(49.44)
LT
ST
171.00 1.32
Next Dividend Payable 06/2017; Asset Class: Equities
MERCADOLIBRE INC (MELI) 9/3/15
2/17/16
11.000
29.000
112.215
97.848
275.110
275.110
1,234.37
2,837.60
3,026.21
7,978.19
1,791.84
5,140.59
LT
LT
Total 40.000 4,071.97 11,004.40 6,932.43 LT 24.00 0.21
Next Dividend Payable 07/2017; Asset Class: Equities
MONSTER BEVERAGE CORP NEW COM (MNST) 6/16/15
2/17/16
3/10/16
72.000
75.000
129.000
44.209
41.897
43.928
50.560
50.560
50.560
3,183.03
3,142.26
5,666.67
3,640.32
3,792.00
6,522.24
457.29
649.74
855.57
LT
LT
LT
Total 276.000 11,991.96 13,954.56 1,962.60 LT ——
Asset Class: Equities
NIKE INC B (NKE) 2/17/16
4/4/16
5/23/16
54.000
92.000
121.000
57.310
59.859
56.358
52.990
52.990
52.990
3,094.74
5,507.07
6,819.26
2,861.46
4,875.08
6,411.79
(233.28)
(631.99)
(407.47)
LT
LT
LT
9/28/16 35.000 53.542 52.990 1,873.96 1,854.65 (19.31)ST
4/3/17 1.000 55.440 52.990 55.44 52.99 (2.45)ST
Total 303.000 17,350.47 16,055.97 (1,272.74)
(21.76)
LT
ST
218.00 1.35
Next Dividend Payable 07/2017; Asset Class: Equities
NVIDIA CORPORATION (NVDA) 12/28/16
1/26/17
2/24/17
24.000
38.000
27.000
110.225
108.762
98.826
144.350
144.350
144.350
2,645.40
4,132.96
2,668.31
3,464.40
5,485.30
3,897.45
819.00
1,352.34
1,229.14
ST
ST
ST
3/17/17 24.000 104.826 144.350 2,515.82 3,464.40 948.58 ST
4/12/17 16.000 98.366 144.350 1,573.86 2,309.60 735.74 ST
Total 129.000 13,536.35 18,621.15 5,084.80 ST 72.00 0.38
Next Dividend Payable 06/14/17; Asset Class: Equities
PIONEER NATURAL RESOURCES CO (PXD) 4/10/17
4/16/17
5/18/17
47.000
8.000
5.000
192.255
193.483
173.205
166.860
166.860
166.860
9,035.99
1,547.86
866.02
7,842.42
1,334.88
834.30
(1,193.57)
(212.98)
(31.72)
ST
ST
ST
H
Total 60.000 11,449.87 10,011.60 (1,438.27)ST 5.00 0.04
Next Dividend Payable 10/2017; Basis Adjustment Due to Wash Sale: $162.22; Asset Class: Equities
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CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 120 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
PRICELINE GRP INC COM NEW (PCLN) 12/19/14
2/17/16
10.000
1.000
1,107.075
1,230.860
1,877.090
1,877.090
11,070.75
1,230.86
18,770.90
1,877.09
7,700.15
646.23
LT
LT
Total 11.000 12,301.61 20,647.99 8,346.38 LT ——
Asset Class: Equities
SALESFORCE.COM,INC. (CRM) 2/17/16
9/21/16
10/6/16
87.000
48.000
32.000
63.147
73.208
71.171
89.640
89.640
89.640
5,493.82
3,513.96
2,277.46
7,798.68
4,302.72
2,868.48
2,304.86
788.76
591.02
LT
ST
ST
Total 167.000 11,285.24 14,969.88 2,304.86
1,379.78
LT
ST
——
Asset Class: Equities
SERVICENOW INC (NOW) 2/19/16
6/8/16
34.000
96.000
54.741
77.332
104.650
104.650
1,861.20
7,423.83
3,558.10
10,046.40
1,696.90
2,622.57
LT
ST
Total 130.000 9,285.03 13,604.50 1,696.90
2,622.57
LT
ST
——
Asset Class: Equities
SHIRE PLC ADR (SHPG) 9/6/16
9/6/16
9/21/16
30.000
10.000
15.000
194.309
192.746
204.637
172.720
172.720
172.720
5,829.27
1,927.46
3,069.55
5,181.60
1,727.20
2,590.80
(647.67)
(200.26)
(478.75)
ST
ST
ST
H
4/3/17 1.000 173.820 172.720 173.82 172.72 (1.10)ST
5/5/17 4.000 181.021 172.720 724.09 690.88 (33.21)ST
Total 60.000 11,724.19 10,363.20 (1,360.99)ST 55.00 0.53
Basis Adjustment Due to Wash Sale: $117.25; Asset Class: Equities
SPLUNK INC (SPLK) 8/28/15
12/31/15
2/17/16
38.000
102.000
73.000
62.398
59.379
34.070
61.240
61.240
61.240
2,371.12
6,056.62
2,487.11
2,327.12
6,246.48
4,470.52
(44.00)
189.86
1,983.41
LT
LT
LT
Total 213.000 10,914.85 13,044.12 2,129.27 LT ——
Asset Class: Equities
STARBUCKS CORP WASHINGTON (SBUX) 7/6/16
7/6/16
7/28/16
103.000
80.000
2.000
56.696
59.209
57.240
63.610
63.610
63.610
5,839.67
4,736.75
114.48
6,551.83
5,088.80
127.22
712.16
352.05
12.74
ST
ST
ST
H
H
9/6/16 42.000 56.035 63.610 2,353.49 2,671.62 318.13 ST
10/11/16 52.000 52.862 63.610 2,748.80 3,307.72 558.92 ST
Total 279.000 15,793.19 17,747.19 1,954.00 ST 279.00 1.57
Next Dividend Payable 08/2017; Basis Adjustment Due to Wash Sale: $98.98; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 121 of 128
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
ULTA BEAUTY INC (ULTA) 11/23/16
1/31/17
4/4/17
10.000
13.000
9.000
262.419
268.025
283.196
304.840
304.840
304.840
2,624.19
3,484.33
2,548.76
3,048.40
3,962.92
2,743.56
424.21
478.59
194.80
ST
ST
ST
Total 32.000 8,657.28 9,754.88 1,097.60 ST ——
Asset Class: Equities
UNITEDHEALTH GP INC (UNH) 3/20/17
3/22/17
22.000
31.000
169.058
167.210
175.180
175.180
3,719.27
5,183.51
3,853.96
5,430.58
134.69
247.07
ST
ST
Total 53.000 8,902.78 9,284.54 381.76 ST 133.00 1.43
Next Dividend Payable 06/2017; Asset Class: Equities
VERTEX PHARMACEUTICALS (VRTX) 8/26/15
9/24/15
9/29/15
1.000
35.000
3.000
123.464
109.640
100.483
123.600
123.600
123.600
123.46
3,837.41
301.45
123.60
4,326.00
370.80
0.14
488.59
69.35
LT
LT
LT
2/17/16 34.000 86.611 123.600 2,944.78 4,202.40 1,257.62 LT
2/19/16 18.000 87.377 123.600 1,572.79 2,224.80 652.01 LT
5/4/16 44.000 81.020 123.600 3,564.89 5,438.40 1,873.51 LT
Total 135.000 12,344.78 16,686.00 4,341.22 LT ——
Asset Class: Equities
VISA INC CL A (V) 6/26/15
4/3/17
139.000
1.000
68.549
88.780
95.230
95.230
9,528.35
88.78
13,236.97
95.23
3,708.62
6.45
LT
ST
Total 140.000 9,617.13 13,332.20 3,708.62
6.45
LT
ST
92.00 0.69
Next Dividend Payable 06/06/17; Asset Class: Equities
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 96.08%$383,419.22 $453,312.59 $50,491.29
$19,402.08
LT
ST
$2,005.00 0.44%
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Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 122 of 128
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $383,419.22 $471,829.35 $50,491.29
$19,402.08
LT
ST
$2,006.00
$0.00
0.42%
TOTAL VALUE (includes accrued interest)100.00%$471,829.35
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 $18,516.76 ——————
Stocks —$453,312.59 —————
TOTAL ALLOCATION OF ASSETS $18,516.76 $453,312.59 —————
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
5/3 5/8 Bought COGNEX CORP ACTED AS AGENT 31.000 $88.2491 $(2,735.72)
5/5 5/10 Sold ILLUMINA INC ACTED AS AGENT 13.000 188.5683 2,451.33
5/5 5/10 Bought DEXCOM INC ACTED AS AGENT 45.000 77.3504 (3,480.77)
5/5 5/10 Bought SHIRE PLC ADR ACTED AS AGENT 14.000 181.0214 (2,534.30)
5/9 5/12 Bought ACUITY BRANDS INC ACTED AS AGENT 7.000 190.9891 (1,336.92)
5/11 5/16 Sold VERTEX PHARMACEUTICALS ACTED AS AGENT 36.000 114.1014 4,107.56
5/12 5/17 Sold FACEBOOK INC CL-A ACTED AS AGENT 27.000 150.1110 4,052.91
5/12 5/17 Sold AMAZON COM INC ACTED AS AGENT 4.000 960.3500 3,841.31
5/12 5/17 Sold ALIBABA GROUP HLDG LTD ACTED AS AGENT 32.000 119.9401 3,837.99
5/12 5/17 Sold BRISTOL MYERS SQUIBB CO ACTED AS AGENT 68.000 55.0830 3,745.55
5/12 5/17 Sold STARBUCKS CORP WASHINGTON ACTED AS AGENT 60.000 60.1250 3,607.42
5/12 5/17 Sold ACTIVISION BLIZZARD INC ACTED AS AGENT 64.000 55.9528 3,580.90
5/12 5/17 Sold CELGENE CORP ACTED AS AGENT 29.000 119.1996 3,456.71
5/12 5/17 Sold NIKE INC B ACTED AS AGENT 63.000 54.2530 3,417.86
5/12 5/17 Sold SALESFORCE.COM,INC.ACTED AS AGENT 38.000 89.0001 3,381.92
5/12 5/17 Sold SPLUNK INC ACTED AS AGENT 50.000 67.5608 3,377.96
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 123 of 128
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS (CONTINUED)
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
5/12 5/17 Sold NVIDIA CORPORATION ACTED AS AGENT 26.000 127.3500 3,311.02
5/12 5/17 Sold SERVICENOW INC ACTED AS AGENT 34.000 97.1720 3,303.77
5/12 5/17 Sold VERTEX PHARMACEUTICALS ACTED AS AGENT 28.000 115.3801 3,230.56
5/12 5/17 Sold ADOBE SYSTEMS ACTED AS AGENT 23.000 137.1613 3,154.64
5/12 5/17 Sold EDWARD LIFESCIENCES CORP ACTED AS AGENT 25.000 110.5800 2,764.43
5/12 5/17 Sold ILLUMINA INC ACTED AS AGENT 15.000 181.8710 2,728.01
5/12 5/17 Sold MONSTER BEVERAGE CORP NEW COM ACTED AS AGENT 57.000 47.5630 2,711.03
5/12 5/17 Sold VISA INC CL A ACTED AS AGENT 29.000 92.5531 2,683.98
5/12 5/17 Sold INTERCONTINENTALEXCHANGE GROUP ACTED AS AGENT 43.000 58.9750 2,535.87
5/12 5/17 Sold INTERCEPT PHARMACEUTICALS INC ACTED AS AGENT 21.000 118.4428 2,487.24
5/12 5/17 Sold CHARLES SCHWAB NEW ACTED AS AGENT 62.000 39.4532 2,446.04
5/12 5/17 Sold ALEXION PHARM INC ACTED AS AGENT 20.000 120.3580 2,407.10
5/12 5/17 Sold MERCADOLIBRE INC ACTED AS AGENT 8.000 287.6355 2,301.02
5/12 5/17 Sold COSTCO WHOLESALE CORP NEW ACTED AS AGENT 13.000 171.0500 2,223.60
5/12 5/17 Sold DEXCOM INC ACTED AS AGENT 29.000 70.4560 2,043.17
5/12 5/17 Sold DOMINOS PIZZA INC ACTED AS AGENT 10.000 195.4200 1,954.15
5/12 5/17 Sold SHIRE PLC ADR ACTED AS AGENT 10.000 182.5880 1,825.84
5/12 5/17 Sold PRICELINE GRP INC COM NEW ACTED AS AGENT 1.000 1,821.7630 1,821.72
5/12 5/17 Sold ULTA BEAUTY INC ACTED AS AGENT 6.000 297.2540 1,783.48
5/12 5/17 Sold UNITEDHEALTH GP INC ACTED AS AGENT 9.000 172.2290 1,550.02
5/12 5/17 Sold COGNEX CORP ACTED AS AGENT 16.000 91.3050 1,460.84
5/12 5/17 Sold PIONEER NATURAL RESOURCES CO ACTED AS AGENT 8.000 171.9810 1,375.82
5/12 5/17 Sold ACUITY BRANDS INC ACTED AS AGENT 7.000 172.2250 1,205.55
5/18 5/23 Bought PIONEER NATURAL RESOURCES CO ACTED AS AGENT 13.000 173.2049 (2,251.66)
5/22 5/25 Sold ALIBABA GROUP HLDG LTD ACTED AS AGENT 33.000 124.8555 4,120.14
5/22 5/25 Sold SERVICENOW INC ACTED AS AGENT 19.000 101.4782 1,928.04
5/24 5/30 Sold VISA INC CL A ACTED AS AGENT 5.000 94.2513 471.24
5/24 5/30 Sold SALESFORCE.COM,INC.ACTED AS AGENT 5.000 89.4214 447.10
5/24 5/30 Sold ADOBE SYSTEMS ACTED AS AGENT 3.000 140.4593 421.37
5/24 5/30 Sold NVIDIA CORPORATION ACTED AS AGENT 3.000 138.3826 415.14
5/24 5/30 Bought ALEXION PHARM INC ACTED AS AGENT 27.000 100.5685 (2,715.35)
5/25 5/31 Sold SPLUNK INC ACTED AS AGENT 18.000 66.7717 1,201.86
5/25 5/31 Sold EDWARD LIFESCIENCES CORP ACTED AS AGENT 10.000 114.1145 1,141.12
5/30 6/2 Sold ALIBABA GROUP HLDG LTD ACTED AS AGENT 11.000 123.7615 1,361.35
5/30 6/2 Sold COSTCO WHOLESALE CORP NEW ACTED AS AGENT 7.000 178.4398 1,249.05
5/30 6/2 Sold ULTA BEAUTY INC ACTED AS AGENT 4.000 303.8704 1,215.45
5/30 6/2 Sold SALESFORCE.COM,INC.ACTED AS AGENT 11.000 90.8778 999.63
5/30 6/2 Sold AMAZON COM INC ACTED AS AGENT 1.000 998.5029 998.47
5/30 6/2 Sold SERVICENOW INC ACTED AS AGENT 9.000 104.9831 944.82
5/31 6/5 Sold ACTIVISION BLIZZARD INC ACTED AS AGENT 19.000 58.5898 1,113.18
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $99,141.56
TOTAL PURCHASES $(15,054.72)
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Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 124 of 128
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS (CONTINUED)
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
TOTAL SALES AND REDEMPTIONS $114,196.28
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)
5/30 6/2 Sold ALIBABA GROUP HLDG LTD UNSETTLED SALE 11.000 $123.7615 $1,361.35
5/30 6/2 Sold AMAZON COM INC UNSETTLED SALE 1.000 998.5029 998.47
5/30 6/2 Sold COSTCO WHOLESALE CORP NEW UNSETTLED SALE 7.000 178.4398 1,249.05
5/30 6/2 Sold SALESFORCE.COM,INC.UNSETTLED SALE 11.000 90.8778 999.63
5/30 6/2 Sold SERVICENOW INC UNSETTLED SALE 9.000 104.9831 944.82
5/30 6/2 Sold ULTA BEAUTY INC UNSETTLED SALE 4.000 303.8704 1,215.45
5/31 6/5 Sold ACTIVISION BLIZZARD INC UNSETTLED SALE 19.000 58.5898 1,113.18
NET UNSETTLED PURCHASES/SALES $7,881.95
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)
5/1 Qualified Dividend BRISTOL MYERS SQUIBB CO $146.64
5/1 Qualified Dividend ACUITY BRANDS INC 7.15
5/10 Qualified Dividend ACTIVISION BLIZZARD INC 108.00
5/26 Qualified Dividend COSTCO WHOLESALE CORP NEW 588.00
5/26 Qualified Dividend STARBUCKS CORP WASHINGTON 84.75
5/26 Qualified Dividend CHARLES SCHWAB NEW 31.44
5/30 Qualified Dividend COSTCO WHOLESALE CORP NEW 42.00
5/31 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 05/01-05/31)
0.08
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $1,008.06
TOTAL QUALIFIED DIVIDENDS $1,007.98
TOTAL INTEREST $0.08
CASH RELATED ACTIVITY
ELECTRONIC TRANSFERS
Check disbursements from branch offices are displayed as Electronic Transfers.
Activity Date Activity Type Description Comments Credits/(Debits)
5/19 Cash Transfer - Debit FUNDS TRANSFERRED CONFIRMATION # 70603257
TO 660-110331
$(92,000.00)
TOTAL ELECTRONIC TRANSFERS $(92,000.00)
TOTAL ELECTRONIC TRANSFERS-DEBITS $(92,000.00)
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 125 of 128
OTHER CREDITS AND DEBITS
Activity Date Activity Type Description Comments Credits/(Debits)
5/2 Service Fee ALIBABA GROUP HLDG LTD AGENT CUSTODY FEE $0.0200/SH $(3.86)
5/22 Service Fee Adj DEPOSIT/WITHDRAWAL ADJ 56.36
TOTAL OTHER CREDITS AND DEBITS $52.50
TOTAL OTHER DEBITS $52.50
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
5/1 Automatic Investment BANK DEPOSIT PROGRAM $153.79
5/2 Automatic Investment BANK DEPOSIT PROGRAM 2,952.45
5/3 Automatic Redemption BANK DEPOSIT PROGRAM (3.86)
5/8 Automatic Redemption BANK DEPOSIT PROGRAM (2,735.72)
5/10 Automatic Redemption BANK DEPOSIT PROGRAM (3,455.74)
5/12 Automatic Redemption BANK DEPOSIT PROGRAM (1,336.92)
5/17 Automatic Investment BANK DEPOSIT PROGRAM 4,107.56
5/18 Automatic Investment BANK DEPOSIT PROGRAM 89,609.43
5/19 Automatic Redemption BANK DEPOSIT PROGRAM (92,000.00)
5/23 Automatic Redemption BANK DEPOSIT PROGRAM (2,195.30)
5/26 Automatic Investment BANK DEPOSIT PROGRAM 6,752.37
5/30 Automatic Redemption BANK DEPOSIT PROGRAM (918.50)
5/31 Automatic Investment BANK DEPOSIT PROGRAM 0.08
NET ACTIVITY FOR PERIOD $929.64
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
ACUITY BRANDS INC 08/10/15 05/12/17 7.000 $1,205.55 $1,467.80 $(262.25)W
Disallowed Loss Based On Wash Sale: $262.25
ADOBE SYSTEMS 09/08/15 05/12/17 23.000 3,154.64 1,813.13 1,341.51
09/08/15 05/24/17 3.000 421.37 236.50 184.87
ALEXION PHARM INC 05/06/15 05/12/17 20.000 2,407.10 3,047.03 (639.93)W
Disallowed Loss Based On Wash Sale: $639.93
ALIBABA GROUP HLDG LTD 10/09/15 05/12/17 17.000 2,038.93 1,163.12 875.81
12/22/15 05/12/17 12.000 1,439.25 1,016.84 422.41
02/17/16 05/12/17 3.000 359.81 199.80 160.01
02/17/16 05/22/17 33.000 4,120.14 2,197.80 1,922.34
02/17/16 05/30/17 1.000 123.76 66.60 57.16
02/19/16 05/30/17 10.000 1,237.59 672.74 564.85
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Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 126 of 128
LONG-TERM GAIN/(LOSS) (CONTINUED)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
AMAZON COM INC 09/04/15 05/12/17 4.000 3,841.31 1,989.19 1,852.12
09/04/15 05/30/17 1.000 998.47 497.30 501.17
BRISTOL MYERS SQUIBB CO 03/04/15 05/12/17 68.000 3,745.55 4,450.53 (704.98)
CELGENE CORP 07/01/15 05/12/17 29.000 3,456.71 3,412.63 44.08
DEXCOM INC 09/17/15 05/12/17 1.000 70.45 102.22 (31.77)W
10/16/15 05/12/17 28.000 1,972.72 2,338.25 (365.53)W
Disallowed Loss Based On Wash Sale: $397.30
EDWARD LIFESCIENCES CORP 02/17/16 05/12/17 13.000 1,437.50 1,111.60 325.90
04/06/16 05/12/17 12.000 1,326.93 1,283.02 43.91
04/06/16 05/25/17 10.000 1,141.12 1,069.18 71.94
FACEBOOK INC CL-A 08/31/15 05/12/17 27.000 4,052.91 2,447.76 1,605.15
ILLUMINA INC 09/04/15 05/05/17 13.000 2,451.33 2,511.08 (59.75)
09/04/15 05/12/17 15.000 2,728.01 2,897.40 (169.39)
INTERCEPT PHARMACEUTICALS INC 12/21/15 05/12/17 14.000 1,658.16 2,268.43 (610.27)
02/17/16 05/12/17 7.000 829.08 849.66 (20.58)
INTERCONTINENTALEXCHANGE GROUP 09/10/15 05/12/17 43.000 2,535.87 2,027.31 508.56
MERCADOLIBRE INC 09/03/15 05/12/17 8.000 2,301.02 897.72 1,403.30
MONSTER BEVERAGE CORP NEW COM 06/16/15 05/12/17 57.000 2,711.03 2,519.90 191.13
NIKE INC B 03/12/15 05/12/17 62.000 3,363.61 3,000.24 363.37
02/17/16 05/12/17 1.000 54.25 57.31 (3.06)
PRICELINE GRP INC COM NEW 12/19/14 05/12/17 1.000 1,821.72 1,107.07 714.65
SALESFORCE.COM,INC.02/17/16 05/12/17 38.000 3,381.92 2,399.60 982.32
02/17/16 05/24/17 5.000 447.10 315.74 131.36
02/17/16 05/30/17 11.000 999.63 694.62 305.01
SERVICENOW INC 09/08/15 05/12/17 10.000 971.70 718.98 252.72
02/17/16 05/12/17 24.000 2,332.07 1,301.52 1,030.55
02/17/16 05/22/17 16.000 1,623.61 867.68 755.93
02/19/16 05/22/17 3.000 304.43 164.22 140.21
02/19/16 05/30/17 9.000 944.82 492.67 452.15
SPLUNK INC 08/28/15 05/12/17 50.000 3,377.96 3,119.89 258.07
08/28/15 05/25/17 18.000 1,201.86 1,123.16 78.70
VERTEX PHARMACEUTICALS 12/18/14 05/11/17 5.000 570.49 569.01 1.48
03/12/15 05/11/17 31.000 3,537.07 3,814.41 (277.34)
03/12/15 05/12/17 17.000 1,961.41 2,091.78 (130.37)
08/26/15 05/12/17 11.000 1,269.15 1,358.11 (88.96)
VISA INC CL A 06/26/15 05/12/17 29.000 2,683.98 1,987.93 696.05
06/26/15 05/24/17 5.000 471.24 342.75 128.49
Long-Term This Period $85,084.33 $70,081.23 $15,003.10
Long-Term Year to Date $136,335.29 $110,069.10 $26,266.19
Account Detail
CLIENT STATEMENT For the Period May 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 127 of 128
SHORT-TERM GAIN/(LOSS)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
ACTIVISION BLIZZARD INC 06/20/16 05/12/17 64.000 3,580.90 2,485.33 1,095.57
06/20/16 05/31/17 19.000 1,113.18 737.83 375.35
CHARLES SCHWAB NEW 06/20/16 05/12/17 15.000 591.78 433.63 158.15
07/11/16 05/12/17 47.000 1,854.26 1,217.35 636.91
COGNEX CORP 04/06/17 05/12/17 16.000 1,460.84 1,355.94 104.90
COSTCO WHOLESALE CORP NEW 11/11/16 05/12/17 13.000 2,223.60 1,931.34 292.26
11/11/16 05/30/17 7.000 1,249.05 1,039.95 209.10
DOMINOS PIZZA INC 02/23/17 05/12/17 10.000 1,954.15 1,842.63 111.52
NVIDIA CORPORATION 12/01/16 05/12/17 10.000 1,273.47 893.63 379.84
12/28/16 05/12/17 16.000 2,037.55 1,763.60 273.95
12/28/16 05/24/17 3.000 415.14 330.68 84.46
PIONEER NATURAL RESOURCES CO 04/10/17 05/12/17 8.000 1,375.82 1,538.04 (162.22)W
Disallowed Loss Based On Wash Sale: $162.22
SHIRE PLC ADR 09/06/16 05/12/17 10.000 1,825.84 1,943.09 (117.25)W
Disallowed Loss Based On Wash Sale: $117.25
STARBUCKS CORP WASHINGTON 07/06/16 05/12/17 60.000 3,607.42 3,401.75 205.67
ULTA BEAUTY INC 11/23/16 05/12/17 6.000 1,783.48 1,574.51 208.97
11/23/16 05/30/17 4.000 1,215.45 1,049.67 165.78
UNITEDHEALTH GP INC 03/20/17 05/12/17 9.000 1,550.02 1,521.52 28.50
Short-Term This Period $29,111.95 $25,060.49 $4,051.46
Short-Term Year to Date $54,878.19 $51,751.94 $3,126.25
Net Realized Gain/(Loss) This Period $114,196.28 $95,141.72 $19,054.56
Net Realized Gain/(Loss) Year to Date $191,213.48 $161,821.04 $29,392.44
Disallowed Loss Based On Wash Sale This Period: $1,578.95
Disallowed Loss Based On Wash Sale Year to Date: $1,578.95
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.
MESSAGES
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 May 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 128 of 128
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.