09 - June 2017TOTAL VALUE OF YOUR ACCOUNTS (as of 6/30/17)$9,386,494.45
Includes Accrued Interest
CLIENT STATEMENT For the Period June 1-30, 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
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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 June 1-30, 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 134
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
(6/1/17)
Funds
Credited/(Debited)
Security/Currency
Transfers
Rcvd/(Dlvd)Change in Value
Ending Value
(6/30/17)
Income/Dist
This Period/YTD
YTD Realized
Gain/(Loss)
(Total ST/LT)
Unrealized
Gain/(Loss)
(Total ST/LT) Page
TOTAL FOR ALL ACCOUNTS $9,327,395 ——$59,098 $9,386,494 $23,890
$83,129
$(5,652)
$54,149
$124,051
$642,569
Business Accounts
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
660-110331-095 417,159 ——3 417,163 3
20
—
—
—
—
9
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
660-035181-095
Invest Advisory
3,430,023 ——15,709 3,445,733 14,191
32,362
—
14,048
27,326
241,032
>
13
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Pioneer Invest Fundamental Growth
660-035196-095
Invest Advisory
670,010 ——1,562 671,572 1,110
4,152
502
143
50,890
19,326
21
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Sage Advisory - Intermediate Taxab
660-110035-095
Invest Advisory
1,964,197 ——(3,330)1,960,867 2,796
22,324
(17,528)
960
(421)
3,275
35
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
JP Morgan - Equity Income SMA
660-110174-095
Invest Advisory
1,284,096 ——17,392 1,301,489 4,523
16,907
1,300
3,118
19,148
155,103
51
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Boston Partners - Smid Cap Value
660-110258-095
Invest Advisory
540,834 ——16,146 556,981 755
4,332
2,384
9,679
8,348
71,975
>
75
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Riverbridge Partners - SMID Growth
660-110265-095
Invest Advisory
549,241 ——3,321 552,563 353
1,268
4,419
(1,066)
6,482
87,243
105
Consolidated Summary
CLIENT STATEMENT For the Period June 1-30, 2017
CONSOLIDATED
SUMMARY
PERSONAL
ACCOUNTS
RETIREMENT
ACCOUNTS
EDUCATION
ACCOUNTS
TRUST
ACCOUNTS
BUSINESS
ACCOUNTS
Page 3 of 134
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
(6/1/17)
Funds
Credited/(Debited)
Security/Currency
Transfers
Rcvd/(Dlvd)Change in Value
Ending Value
(6/30/17)
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
471,829 ——8,293 480,122 155
1,758
3,269
27,265
12,276
64,612
>
>
121
Total Business Accounts $9,327,395 ——$59,098 $9,386,494 $23,890
$83,129
$(5,652)
$54,149
$124,051
$642,569
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CLIENT STATEMENT For the Period June 1-30, 2017
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
Page 4 of 134
JUN JUL AUG SEP OCT NOV DEC JAN FEB MAR APR MAY JUN
8
8.3
8.6
8.9
9.2
9.5
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M
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i
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s
2016 2017
CHANGE IN VALUE OF YOUR ACCOUNTS (includes accrued interest)
This Period
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)
TOTAL BEGINNING VALUE $9,327,395.66 $8,748,493.84
Credits —184,000.00
Debits —(201,105.86)
Security Transfers ——
Net Credits/Debits/Transfers —$(17,105.86)
Change in Value 59,098.79 655,106.47
TOTAL ENDING VALUE $9,386,494.45 $9,386,494.45
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 $550,590.25 5.87
Equities 5,866,851.60 62.50
Fixed Income & Preferreds 2,351,597.80 25.05
Alternatives 617,454.80 6.58
TOTAL VALUE $9,386,494.45 100.00 %
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 June 1-30, 2017
CONSOLIDATED
SUMMARY
PERSONAL
ACCOUNTS
RETIREMENT
ACCOUNTS
EDUCATION
ACCOUNTS
TRUST
ACCOUNTS
BUSINESS
ACCOUNTS
Page 5 of 134
CASH FLOW
This Period
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)
OPENING CASH, BDP, MMFs $540,731.81 $572,539.57
Purchases (439,354.40)(2,336,666.46)
Dividend Reinvestments (1,324.79)(13,078.84)
Sales and Redemptions 413,369.79 2,256,079.87
Prior Net Unsettled Purch/Sales 12,415.47 N/A
2016 Net Unsettled Purch/Sales N/A 2,093.18
Net Unsettled Purch/Sales 3,438.45 3,438.45
Return of Principal 861.46 3,599.73
Income and Distributions 23,890.91 83,129.06
Total Investment Related Activity $13,296.89 $(1,405.01)
Electronic Transfers-Credits —184,000.00
Electronic Transfers-Debits —(184,000.00)
Other Debits —(17,105.86)
Total Cash Related Activity —$(17,105.86)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $554,028.70 $554,028.70
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 5/31/17)
This Period
(as of 6/30/17)
Cash, BDP, MMFs $540,731.81 $554,028.70
Stocks 3,432,837.67 3,499,435.80
ETFs & CEFs 1,697,486.40 1,695,212.39
Corporate Fixed Income ^1,113,098.11 1,227,061.60
Government Securities^834,526.39 712,827.62
Mutual Funds 1,696,299.81 1,701,366.79
Net Unsettled Purchases/Sales 12,415.47 (3,438.45)
Total Assets $9,327,395.66 $9,386,494.45
Total Liabilities (outstanding balance)——
TOTAL VALUE $9,327,395.66 $9,386,494.45
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CLIENT STATEMENT For the Period June 1-30, 2017
GIMA Status Definitions
Page 6 of 134
GIMA STATUS IN INVESTMENT ADVISORY PROGRAMS
Global Investment Manager Analysis (GIMA) reviews certain investment products in various advisory
programs. For these programs, a GIMA status will apply:
Focus (FL): Investment products on the Focus List have been subject to an in-depth review and possess
GIMA’s highest level of confidence.
Approved (AL): Investment products on the Approved List have typically been subject to a less rigorous
review process and have been approved for recommendation to investors.
Not Approved (NL): Investment products that were previously on the Focus List or Approved List but are
no longer on either of those lists. GIMA no longer covers these products.
For more information, please ask your Financial Advisor for the applicable Morgan Stanley ADV brochure.
Expanded Disclosures
CLIENT STATEMENT For the Period June 1-30, 2017
CONTINUED
Page 7 of 134
Expanded Disclosures, which apply to all statements Morgan Stanley
Smith Barney LLC (we/us) sends to you, are provided with your first
statement and thereafter twice a year.
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
Please 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 or mail to P.O. Box 95002, South Jordan, UT 84095, or
“Contact Us” at www.morganstanley.com.
Senior Investor Helpline
For concerns or complaints, Senior Investors may contact our Firm at
(800) 280-4534 or use the PO Box or corporate website listed above.
Account Valuation
Account values are computed by adding (1) the market value of all
priced positions and (2) market values provided by pricing services
and/or outside custodians, as applicable for other positions, and by
adding any credit or subtracting any debit to your closing Cash, Money
Market Funds and/or Deposit balance. Cash, Deposits and Money
Market Funds are displayed on a settlement date basis, and other
positions are displayed in your account on a trade date basis. The
values of fixed income positions in summary displays include accrued
interest in the totals. In the “Holdings” section, fixed income market
value and accrued interest are also displayed in separate columns.
Accrued interest is the interest earned but not yet paid on the bond
since its last interest payment. In most cases, it is calculated from the
date of the last coupon payment (or “dated date”) through the
closing date of the statement. Foreign Currency Deposits are reflected
in U.S. dollars as of the statement end date. The Annual Percentage
Yield (APY) for deposits represents the applicable rate in effect for your
deposits at the statement ending date. This APY may be different than
the APY that was in effect during the statement period. For current
Bank Deposit or Money Market Fund yields, go to
www.morganstanley.com/wealth-investmentstrategies/ratemonitor.html.
Additional Retirement Account Information
Tax-qualified account contributions are subject to IRS eligibility rules
and regulations. The Contributions information in this statement reflects
contributions for a particular account, without reference to any other
account. Check with your tax advisor to verify how much you can
contribute, if the contribution will be tax deductible, and if other special
rules apply (e.g., to conversions/recharacterizations of Traditional to
Roth/Roth to Traditional IRAs). Tax reporting is provided for IRA, VIP
Basic and 403(b) accounts but not for VIP Plus and RPM accounts.
The account value used for your Required Minimum Distribution
calculation, if any, is based on the prior December 31st Account Value,
including accrued interest. Additionally, for IRAs (1) the "Max.
Individual Contributions Allowed (by SSN)" reflects the annual limit on
contributions that you can make to Traditional and Roth IRAs under
the Internal Revenue Code (this limit applies on a per person basis, not
per account; other rules apply to IRAs which are part of employer-
sponsored plans); (2) you cannot make an individual contribution to a
Traditional IRA for the year in which you reach age 70 1/2 or any later
year; and (3) the categorization of any contribution’s deductibility is
based upon information provided by you. The information included in
this statement is not intended to constitute tax, legal or accounting
advice. Contact us if any of this information is incorrect.
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.
Gain/(Loss) Information
Gain/(Loss) is provided for informational purposes. It is not a substitute
for Internal Revenue Service (IRS) Form 1099 (on which we report cost
basis for covered securities) or any other IRS tax form, and should not
be used for tax preparation. Unrealized Gain/(Loss) provided on this
statement is an estimate. Contact your own independent legal or tax
advisor to determine the appropriate use of the Gain/(Loss) information
on this statement. For more information, go to
www.morganstanley.com/wealth/disclosures/disclosures.asp, or call
Client Service Center.
Tax Reporting
Under Federal Income Tax law, we are required to report gross
proceeds of sales (including entering into short sales) on Form 1099-B
by February 15 of the year following the calendar year of the
transaction for reportable (i.e. non-retirement) accounts. For sales of
certain securities acquired on or after January 1, 2011 (or applicable
date for the type of security) we are also required to report cost basis
and holding period. Under Internal Revenue Service regulations, if you
have not provided us with a certification of either U.S. or foreign status
on applicable Form W-9 or W-8, your accounts may be subject to
either 28% back-up withholding or 30% nonresident alien withholding
on payments made to your accounts.
Investment Objectives
The following is an explanation of the investment objective alternatives
applicable to your account(s): Income - for investors seeking regular
income with low to moderate risk to principal; Capital Appreciation - for
investors seeking capital appreciation with moderate to high risk to
principal; Aggressive Income - for investors seeking higher returns either
as growth or as income with greater risk to principal; Speculation - for
investors seeking high profits or quick returns with considerable
possibility of losing most or all of their investment.
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. The amount
you may borrow is based on the value of eligible securities in your
margin accounts. If a security has eligible shares the number of shares
pledged as collateral is indicated below the position. If you have a
margin account, as permitted by law, we may use certain securities in
your account for, among other things, settling short sales or lending the
securities for short sales, for which we may receive compensation.
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
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CLIENT STATEMENT For the Period June 1-30, 2017 Page 8 of 134
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.
Money Market Fund (MMF) Pricing
You could lose money in MMFs. Although MMFs classified as
government funds (i.e., MMFs that invest 99.5% of total assets in cash
and/or securities backed by the U.S government) and retail funds (i.e.,
MMFs open to natural person investors only) seek to preserve value at
$1.00 per share, they cannot guarantee they will do so. The price of
other MMFs will fluctuate and when you sell shares they may be worth
more or less than originally paid. MMFs may impose a fee upon sale
or temporarily suspend sales if liquidity falls below required minimums.
During suspensions, shares would not be available for purchases,
withdrawals, check writing or ATM debits. A MMF investment is not
insured or guaranteed by the Federal Deposit Insurance Corporation or
other government agency.
Notice Regarding Global Investment Manager Analysis
Morgan Stanley’s Global Investment Manager Analysis team conducts
analysis on various mutual funds and exchange-traded funds for clients
holding those funds in certain investment advisory programs. If you
have invested in any of these funds in another type of account, such as
a brokerage account, you will not receive the same materials and status
updates on the funds as we provide to investment advisory clients
(including instructions on selling fund shares).
Pricing of Securities
The prices of securities are derived from various sources, and do not
necessarily represent the prices at which those securities could have
been bought or sold. Although we attempt to use reliable sources of
information, we can offer no assurance as to their accuracy. Prices of
securities not actively traded may not be available, and are indicated
by N/A (not available). For additional information on how we price
securities, go to
www.morganstanley.com/wealth/disclosures/disclosures.asp.
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, which may include, but are not limited
to: loss of initial investment; issuer credit risk and price volatility
resulting from any actual or anticipated changes to issuer's and/or
guarantor's credit ratings or credit spreads; limited or no appreciation
and limits on participation in any appreciation of underlying asset(s);
risks associated with the underlying reference asset(s); no periodic
payments; call prior to maturity; early redemption fees for market
linked deposits; lower interest rates and/or yield compared to
conventional debt with comparable maturity; unique tax implications;
limited or no secondary market; and conflicts of interest due to
affiliation, compensation or other factors which could adversely affect
market value or payout to investors. Investors also 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. When displayed, the accrued
interest, annual income and yield for structured investments with a
contingent income feature (e.g., Range Accrual Notes and Contingent
Income Notes) are estimates and assume specified accrual conditions
are met during the relevant observation period and payment in full of
all contingent interest. Actual accrued interest, annual income and yield
will be dependent upon the performance of the underlying asset(s) and
may be significantly lower than the estimates shown. 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. For
more information on the risks specific to your Structured Investments,
contact your Financial Advisor.
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.
Certain Assets Not Held at Morgan Stanley Smith Barney LLC
You may purchase certain assets through us that may be held at
another financial institution. Assets not held with us may not be
covered by SIPC protection. We may include information about certain
of these assets on this statement solely as a service to you and are not
responsible for any information provided by external sources. Generally,
any financial institution that holds securities is responsible for year-end
reporting (1099s) and separate periodic statements, which may vary
from our information due to different tax reporting periods. In the case
of networked mutual funds, we perform all year-end tax reporting.
Under certain circumstances, such as IRA accounts, we perform all tax
reporting.
Total Income
Total income, as used in the income summaries, represents dividends
and/or interest on securities we receive on your behalf and credit to
your account(s) during the calendar year. We report dividend
distributions and taxable bond interest credited to your account to the
Internal Revenue Service. The totals we report may differ from those
indicated as "This Year" figures on the last statement for the calendar
year. In the case of Real Estate Investment Trusts (REITs), Master
Limited Partnerships, Regulated Investment Companies and Unit
Investment Trusts, some sponsors may reclassify the distribution to a
different tax type for year-end reporting.
Transaction Dates and Conditions
Transactions display trade date and settlement date. Transactions are
included on this statement on trade date basis (excluding BDP and
MMFs). Trades that have not settled as of statement month end will
also be displayed in the “Unsettled Purchases/Sales Activity” section.
Upon written request, we will give you 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.
Tax and Legal Disclosure
Morgan Stanley does not provide legal or tax advice. Please consult
your own tax advisor.
Revised 03/2017
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
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)
TOTAL BEGINNING VALUE $417,159.97 $417,142.88
Credits —92,000.00
Debits —(92,000.00)
Security Transfers ——
Net Credits/Debits/Transfers ——
Change in Value 3.88 20.97
TOTAL ENDING VALUE $417,163.85 $417,163.85
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period June 1-30, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
JUN JUL AUG SEP OCT NOV DEC JAN FEB MAR APR MAY JUN
380
460
540
620
700
780
($
)
T
h
o
u
s
a
n
d
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This chart does not reflect corrections to Market Value made subsequent to the dates depicted. It may
exclude transactions in Annuities or positions where we are not the custodian, which could delay the
reporting of Market Value.
2016 2017
Page 9 of 134
ASSET ALLOCATION (includes accrued interest)
Cash
Market Value Percentage
Cash $417,163.85 100.00
TOTAL VALUE $417,163.85 100.00%
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 June 1-30, 2017
Active Assets Account
660-110331-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 10 of 134
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 5/31/17)
This Period
(as of 6/30/17)
Cash, BDP, MMFs $417,159.97 $417,163.85
Total Assets $417,159.97 $417,163.85
Total Liabilities (outstanding balance)——
TOTAL VALUE $417,159.97 $417,163.85
CASH FLOW
This Period
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)
OPENING CASH, BDP, MMFs $417,159.97 $417,142.88
Income and Distributions 3.88 20.97
Total Investment Related Activity $3.88 $20.97
Electronic Transfers-Credits —92,000.00
Electronic Transfers-Debits —(92,000.00)
Total Cash Related Activity ——
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $417,163.85 $417,163.85
INCOME AND DISTRIBUTION SUMMARY
This Period
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)
Interest $3.88 $20.97
Total Taxable Income And Distributions $3.88 $20.97
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $3.88 $20.97
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
(6/1/17-6/30/17)
Realized This Year
(1/1/17-6/30/17)
Unrealized
Inception to Date
(as of 6/30/17)
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 June 1-30, 2017
Active Assets Account
660-110331-095
Investment Objectives †: Capital Appreciation,Income Brokerage Account
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 11 of 134
† 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 #$245,002.28 —$123.00 0.050
MORGAN STANLEY BANK N.A. #172,161.57 —86.00 0.050
BANK DEPOSITS $417,163.85 $209.00
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 100.00%$417,163.85 $209.00
# 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 $417,163.85 $209.00
$0.00
0.05%
TOTAL VALUE (includes accrued interest)100.00%$417,163.85
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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CLIENT STATEMENT For the Period June 1-30, 2017
Active Assets Account
660-110331-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 12 of 134
ALLOCATION OF ASSETS
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $417,163.85 ——————
TOTAL ALLOCATION OF ASSETS $417,163.85 ——————
ACTIVITY
INVESTMENT RELATED ACTIVITY
TAXABLE INCOME AND DISTRIBUTIONS
Activity Date Activity Type Description Comments Credits/(Debits)
6/30 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 06/01-06/30)
$2.28
6/30 Interest Income MORGAN STANLEY BANK N.A.
(Period 06/01-06/30)
1.60
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $3.88
TOTAL INTEREST $3.88
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
6/30 Automatic Investment BANK DEPOSIT PROGRAM $2.28
6/30 Automatic Investment BANK DEPOSIT PROGRAM 1.60
NET ACTIVITY FOR PERIOD $3.88
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.
Senior Investor Helpline
For any inquiries or comments or potential concerns, senior investors or someone acting on their behalf may contact our Firm by calling (800) 280-4534.
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CONSOLIDATED
SUMMARY
PERSONAL
ACCOUNTS
RETIREMENT
ACCOUNTS
EDUCATION
ACCOUNTS
TRUST
ACCOUNTS
BUSINESS
ACCOUNTS
Consulting Group Advisor Active Assets Account
660-035181-095
CHANGE IN VALUE OF YOUR ACCOUNTS (includes accrued interest)
This Period
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)
TOTAL BEGINNING VALUE $3,430,023.97 $3,178,814.90
Credits ——
Debits —(2,769.64)
Security Transfers ——
Net Credits/Debits/Transfers —$(2,769.64)
Change in Value 15,709.42 269,688.13
TOTAL ENDING VALUE $3,445,733.39 $3,445,733.39
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period June 1-30, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
JUN JUL AUG SEP OCT NOV DEC JAN FEB MAR APR MAY JUN
2.1
2.4
2.7
3
3.3
3.6
($
)
M
i
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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 13 of 134
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Fixed Income & Preferreds
Alternatives
Market Value Percentage
Cash $52,151.75 1.51
Equities 2,439,693.41 70.80
Fixed Income & Preferreds 408,711.04 11.86
Alternatives 545,177.19 15.82
TOTAL VALUE $3,445,733.39 100.00%
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 June 1-30, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 14 of 134
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 5/31/17)
This Period
(as of 6/30/17)
Cash, BDP, MMFs $39,284.71 $52,151.75
ETFs & CEFs 1,694,439.45 1,692,214.85
Mutual Funds 1,696,299.81 1,701,366.79
Total Assets $3,430,023.97 $3,445,733.39
Total Liabilities (outstanding balance)——
TOTAL VALUE $3,430,023.97 $3,445,733.39
CASH FLOW
This Period
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)
OPENING CASH, BDP, MMFs $39,284.71 $35,483.75
Purchases —(137,922.22)
Dividend Reinvestments (1,324.79)(13,078.84)
Sales and Redemptions —138,075.97
Income and Distributions 14,191.83 32,362.73
Total Investment Related Activity $12,867.04 $19,437.64
Other Debits —(2,769.64)
Total Cash Related Activity —$(2,769.64)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $52,151.75 $52,151.75
INCOME AND DISTRIBUTION SUMMARY
This Period
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)
Other Dividends $14,191.44 $32,360.82
Interest 0.39 1.91
Total Taxable Income And Distributions $14,191.83 $32,362.73
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $14,191.83 $32,362.73
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
(6/1/17-6/30/17)
Realized This Year
(1/1/17-6/30/17)
Unrealized
Inception to Date
(as of 6/30/17)
Short-Term Gain ——$27,584.05
Short-Term (Loss)——(257.52)
Total Short-Term ——$27,326.53
Long-Term Gain —14,048.75 241,032.29
TOTAL GAIN/(LOSS)—$14,048.75 $268,358.82
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 June 1-30, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 15 of 134
ADVISORY ACCOUNT REVIEW (as of 06/30/17)
Below is important information about your advisory account. Confirm that the information is consistent with your understanding of the details of the account and contact your Advisor if you have questions or updates. The disclosure
documents for our investment advisory services relating to the specific advisory program(s) you participate in can be found at morganstanley.com/adv.
Advisory Program: Consulting Group Advisor Advisory Account Inception Date: 11/10/15
Current Morgan Stanley Advisory Effective Fee Rate For This Account*: 0.18% Last Advisory Trade: 02/10/17
Account Holder Votes Proxy +: No
Investment Objectives:(1) Capital Appreciation; (2) Income; (3) Aggressive Income; (4) Speculation
Account Risk Tolerance:Aggressive
Primary Financial Need:Wealth Accumulation
Investment Time Horizon:Over 20 years
Liquidity Needs:Over 20 years
Restrictions: None
If you currently have a Single Advisory Contract on file with Morgan Stanley, you can open other advisory accounts or make changes to this advisory account through discussions with your Advisor. If you open a new advisory account or
make changes to this advisory account, the terms of the new account or changes will be confirmed back to you in writing.
*This Advisory Fee Rate is effective as of the date referenced above and is based upon the last posted quarterly or inception fee for this account. The fee rate is blended. This means that as the value of account
assets reaches certain breakpoints, the incremental assets above each threshold are charged the applicable rate, as referenced in your fee schedule. The effective fee rate for the account as a whole is then a
weighted average of the scheduled rates, and may change with the account asset level. There may be additional fees or expenses that you may incur depending on the investment products in your account.
Please review the applicable investment advisory agreement and Form ADV Brochure for additional information.
+The account holder has delegated the authority to vote proxies for the account to Morgan Stanley, an affiliate, or a third party portfolio manager, as applicable and if available in the advisory program.
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CLIENT STATEMENT For the Period June 1-30, 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 16 of 134
† 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. #$52,151.75 —$26.00 0.050
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 1.51%$52,151.75 $26.00
# 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
$222.060
222.060
$713,870.95
15,036.08
$832,058.82
19,541.28
$118,187.87
4,505.20
LT
LT
Total 3,835.000 728,907.03 851,600.10 122,693.07 LT 16,057.00 1.88
Next Dividend Payable 09/2017; 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
51.970
51.970
51.970
586,684.58
25,669.25
137,922.22
658,979.60
33,104.89
148,530.26
72,295.02
7,435.64
10,608.04
LT
LT
ST
Total 16,175.000 750,276.05 840,614.75 79,730.66
10,608.04
LT
ST
22,322.00 2.65
Next Dividend Payable 09/2017; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 17 of 134
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
EXCHANGE-TRADED & CLOSED-END FUNDS 49.11%$1,479,183.08 $1,692,214.85 $202,423.73
10,608.04
LT
ST
$38,379.00 2.27%
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 $10.640 $381,345.59 $384,963.67 $3,618.08 LT
Purchases 36,180.796 381,345.59 384,963.67 3,618.08 LT
Long Term Reinvestments 705.471 7,439.14 7,506.21 67.07 LT H
Short Term Reinvestments 1,526.425 16,243.20 16,241.16 (2.04)ST
Total 38,412.692 405,027.93 408,711.04 3,685.15
(2.04)
LT
ST
14,712.00 3.59
Total Purchases vs Market Value
Net Value Increase/(Decrease)
381,345.59 408,711.04
27,365.45
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
14.180
14.180
671,000.00
22,052.00
701,162.86
26,233.00
30,162.86
4,181.00
LT
LT
Purchases 51,297.310 693,052.00 727,395.86 34,343.86 LT
Long Term Reinvestments 579.561 7,638.62 8,218.17 579.55 LT
Short Term Reinvestments 836.709 10,333.35 11,864.53 1,531.18 ST
Total 52,713.580 711,023.97 747,478.56 34,923.41
1,531.18
LT
ST
10,490.00 1.40
Total Purchases vs Market Value
Net Value Increase/(Decrease)
693,052.00 747,478.56
54,426.56
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 13.510 519,580.00 535,024.83 15,444.83 ST
Purchases 39,602.134 519,580.00 535,024.83 15,444.83 ST
Short Term Reinvestments 751.470 10,407.84 10,152.36 (255.48)ST
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CLIENT STATEMENT For the Period June 1-30, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 18 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 40,353.604 529,987.84 545,177.19 15,189.35 ST 10,573.00 1.93
Total Purchases vs Market Value
Net Value Increase/(Decrease)
519,580.00 545,177.19
25,597.19
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 49.38%$1,646,039.74 $1,701,366.79 $38,608.56
$16,718.49
LT
ST
$35,775.00 2.10%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $3,125,222.82 $3,445,733.39 $241,032.29
$27,326.53
LT
ST
$74,180.00
$0.00
2.15%
TOTAL VALUE (includes accrued interest)100.00%$3,445,733.39
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 $52,151.75 ——————
ETFs & CEFs —$1,692,214.85 —————
Mutual Funds —747,478.56 $408,711.04 $545,177.19 ———
TOTAL ALLOCATION OF ASSETS $52,151.75 $2,439,693.41 $408,711.04 $545,177.19 ———
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 19 of 134
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
6/28 Dividend Reinvestment AMG MNGRS DBLELINE CR PLS BD I REINVESTMENT a/o 06/27/17 124.044 $10.6800 $(1,324.79)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $(1,324.79)
TOTAL DIVIDEND REINVESTMENTS $(1,324.79)
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)
6/27 Dividend VANGUARD TOTAL INTL STOCK ETF $8,993.30
6/28 Dividend AMG MNGRS DBLELINE CR PLS BD I
DIV PAYMENT
1,324.79
6/29 Dividend VANGUARD INDEX FDS S&P 500 ETF 3,873.35
6/30 Interest Income MORGAN STANLEY BANK N.A.
(Period 06/01-06/30)
0.39
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $14,191.83
TOTAL OTHER DIVIDENDS $14,191.44
TOTAL INTEREST $0.39
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
6/27 Automatic Investment BANK DEPOSIT PROGRAM $8,993.30
6/29 Automatic Investment BANK DEPOSIT PROGRAM 3,873.35
6/30 Automatic Investment BANK DEPOSIT PROGRAM 0.39
NET ACTIVITY FOR PERIOD $12,867.04
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.
Senior Investor Helpline
For any inquiries or comments or potential concerns, senior investors or someone acting on their behalf may contact our Firm by calling (800) 280-4534.
Sign up for eDelivery of your Account Documents Today
Receiving documents through eDelivery is secure, convenient, green and may even help you save on annual account fees. Accounts enrolled in eDelivery of all eligible account documents for every account within an
Account Link Group may qualify for a reduced annual fee. Contact your Financial Advisor or Private Wealth Advisor for additional details regarding annual account fees.
Simply visit www.morganstanley.com/edelivery to set your eDelivery preferences today. Please note, if you have not already done so, you will first need to register for Morgan Stanley Online prior to making your
eDelivery selections.
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CLIENT STATEMENT For the Period June 1-30, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 20 of 134
Firm Discretion Select UMA CGCM Target Date Model Available in Non-Retirement Accounts
Beginning on or about August 14, 2017, the CGCM Target Date Model will be available in the Firm Discretion Select UMA program to clients that are not retirement plans. This Model is currently available only to
clients that are retirement plans. Clients that select the CGCM Target Date Model will be able to select from several Firm Discretion portfolios that Morgan Stanley will select (and change from time to time) based on
various targeted retirement dates. If a client makes this selection, Morgan Stanley will restrict selection of investment products to Consulting Group Capital Markets Funds mutual funds (which are affiliated with Morgan
Stanley), except that the Sweep Investment will not be a Consulting Group Capital Markets Funds mutual fund. Morgan Stanley may prohibit accounts that have selected a CGCM Target Date Model from changing to
a model that is not a CGCM Target Date Model, without adjusting the fee.
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
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)
TOTAL BEGINNING VALUE $670,010.96 $508,943.55
Credits —92,000.00
Debits —(1,401.48)
Security Transfers ——
Net Credits/Debits/Transfers —$90,598.52
Change in Value 1,562.00 72,030.89
TOTAL ENDING VALUE $671,572.96 $671,572.96
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 June 1-30, 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.
JUN JUL AUG SEP OCT NOV DEC JAN FEB MAR APR MAY JUN
0
140
280
420
560
700
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a
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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 21 of 134
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Market Value Percentage
Cash $15,344.94 2.28
Equities 656,228.02 97.72
TOTAL VALUE $671,572.96 100.00%
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 June 1-30, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 22 of 134
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 5/31/17)
This Period
(as of 6/30/17)
Cash, BDP, MMFs $19,265.82 $17,131.96
Stocks 652,813.52 656,228.02
Net Unsettled Purchases/Sales (2,068.38)(1,787.02)
Total Assets $670,010.96 $671,572.96
Total Liabilities (outstanding balance)——
TOTAL VALUE $670,010.96 $671,572.96
CASH FLOW
This Period
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)
OPENING CASH, BDP, MMFs $19,265.82 $12,873.73
Purchases (9,592.60)(148,292.70)
Sales and Redemptions 6,630.00 57,169.08
Prior Net Unsettled Purch/Sales (2,068.38)N/A
2016 Net Unsettled Purch/Sales N/A (1,156.24)
Net Unsettled Purch/Sales 1,787.02 1,787.02
Income and Distributions 1,110.10 4,152.55
Total Investment Related Activity $(2,133.86)$(86,340.29)
Electronic Transfers-Credits —92,000.00
Other Debits —(1,401.48)
Total Cash Related Activity —$90,598.52
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $17,131.96 $17,131.96
INCOME AND DISTRIBUTION SUMMARY
This Period
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)
Qualified Dividends $1,109.94 $4,151.62
Interest 0.16 0.93
Total Taxable Income And Distributions $1,110.10 $4,152.55
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $1,110.10 $4,152.55
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
(6/1/17-6/30/17)
Realized This Year
(1/1/17-6/30/17)
Unrealized
Inception to Date
(as of 6/30/17)
Short-Term Gain $730.99 $2,367.68 $58,964.24
Short-Term (Loss)(751.17)(1,865.56)(8,074.06)
Total Short-Term $(20.18)$502.12 $50,890.18
Long-Term Gain —143.92 22,237.49
Long-Term (Loss)——(2,911.49)
Total Long-Term —$143.92 $19,326.00
TOTAL GAIN/(LOSS)$(20.18)$646.04 $70,216.18
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 June 1-30, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 23 of 134
ADVISORY ACCOUNT REVIEW (as of 06/30/17)
Below is important information about your advisory account. Confirm that the information is consistent with your understanding of the details of the account and contact your Advisor if you have questions or updates. The disclosure
documents for our investment advisory services relating to the specific advisory program(s) you participate in can be found at morganstanley.com/adv.
Advisory Program: Select UMA Advisory Account Inception Date: 08/22/16
Current Morgan Stanley Advisory Effective Fee Rate For This Account*: 0.53% Last Advisory Trade: 06/27/17
Account Holder Votes Proxy +: No
Investment Objectives:(1) Capital Appreciation; (2) Income; (3) Aggressive Income; (4) Speculation
Account Risk Tolerance:Moderate
Primary Financial Need:Wealth Accumulation
Investment Time Horizon:Over 20 years
Liquidity Needs:Over 20 years
Restrictions: None
If you currently have a Single Advisory Contract on file with Morgan Stanley, you can open other advisory accounts or make changes to this advisory account through discussions with your Advisor. If you open a new advisory account or
make changes to this advisory account, the terms of the new account or changes will be confirmed back to you in writing.
*This Advisory Fee Rate is effective as of the date referenced above and is based upon the last posted quarterly or inception fee for this account. The fee rate is blended. This means that as the value of account
assets reaches certain breakpoints, the incremental assets above each threshold are charged the applicable rate, as referenced in your fee schedule. The effective fee rate for the account as a whole is then a
weighted average of the scheduled rates, and may change with the account asset level. There may be additional fees or expenses that you may incur depending on the investment products in your account.
Please review the applicable investment advisory agreement and Form ADV Brochure for additional information.
+The account holder has delegated the authority to vote proxies for the account to Morgan Stanley, an affiliate, or a third party portfolio manager, as applicable and if available in the advisory program.
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CLIENT STATEMENT For the Period June 1-30, 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 24 of 134
† 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 $1,953.51
MORGAN STANLEY BANK N.A. #15,178.45 —8.00 0.050
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs $17,131.96 $8.00
NET UNSETTLED PURCHASES/SALES $(1,787.02)
CASH, BDP, AND MMFs (PROJECTED SETTLED BALANCE)2.28%$15,344.94
# 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 June 1-30, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 25 of 134
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
$141.440
141.440
141.440
$7,687.34
1,413.62
1,922.80
$9,617.92
1,697.28
1,980.16
$1,930.58
283.66
57.36
ST
ST
ST
Total 94.000 11,023.76 13,295.36 2,271.60 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
243.090
243.090
243.090
15,218.68
3,208.74
2,503.47
14,585.40
3,160.17
2,673.99
(633.28)
(48.57)
170.52
ST
ST
ST
Total 84.000 20,930.89 20,419.56 (511.33)ST 235.00 1.15
Next Dividend Payable 09/2017; Asset Class: Equities
ALPHABET INC CL C (GOOG) 8/23/16
5/15/17
32.000
5.000
772.706
936.800
908.730
908.730
24,726.59
4,684.00
29,079.36
4,543.65
4,352.77
(140.35)
ST
ST
Total 37.000 29,410.59 33,623.01 4,212.42 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
968.000
968.000
968.000
4,292.61
4,475.68
8,445.66
13,552.00
8,712.00
10,648.00
9,259.39
4,236.32
2,202.34
LT
LT
ST
5/15/17 5.000 957.420 968.000 4,787.10 4,840.00 52.90 ST
Total 39.000 22,001.05 37,752.00 13,495.71
2,255.24
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
73.820
73.820
73.820
2,760.52
708.40
1,472.76
3,248.08
812.02
1,697.86
487.56
103.62
225.10
ST
ST
ST
9/29/16 12.000 64.925 73.820 779.10 885.84 106.74 ST
10/7/16 23.000 64.987 73.820 1,494.71 1,697.86 203.15 ST
3/30/17 10.000 71.896 73.820 718.96 738.20 19.24 ST
5/15/17 21.000 73.255 73.820 1,538.36 1,550.22 11.86 ST
Total 144.000 9,472.81 10,630.08 1,157.27 ST 92.00 0.86
Next Dividend Payable 07/11/17; Asset Class: Equities
APPLE INC (AAPL) 8/23/16
11/9/16
12/22/16
231.000
10.000
18.000
108.947
109.850
116.482
144.020
144.020
144.020
25,166.66
1,098.50
2,096.67
33,268.62
1,440.20
2,592.36
8,101.96
341.70
495.69
ST
ST
ST
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CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 26 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
5/15/17 45.000 155.225 144.020 6,985.13 6,480.90 (504.23)ST
Total 304.000 35,346.96 43,782.08 8,435.12 ST 766.00 1.74
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
233.050
233.050
233.050
9,575.67
2,670.89
2,389.45
10,953.35
2,796.60
2,330.50
1,377.68
125.71
(58.95)
ST
ST
ST
Total 69.000 14,636.01 16,080.45 1,444.44 ST 282.00 1.75
Next Dividend Payable 09/2017; 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
25.080
25.080
25.080
5,764.59
613.50
857.69
5,567.76
752.40
927.96
(196.83)
138.90
70.27
ST
ST
ST
5/15/17 42.000 24.060 25.080 1,010.52 1,053.36 42.84 ST
Total 331.000 8,246.30 8,301.48 55.18 ST 66.00 0.79
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
129.870
129.870
129.870
5,884.24
8,567.79
2,118.18
6,623.37
9,610.38
2,337.66
739.13
1,042.59
219.48
LT
LT
LT
8/23/16 21.000 114.010 129.870 2,394.21 2,727.27 333.06 ST
5/15/17 28.000 118.968 129.870 3,331.09 3,636.36 305.27 ST
Total 192.000 22,295.51 24,935.04 2,001.20
638.33
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
66.400
66.400
66.400
6,593.43
1,265.25
551.17
7,503.20
1,660.00
664.00
909.77
394.75
112.83
ST
ST
ST
5/15/17 22.000 64.437 66.400 1,417.61 1,460.80 43.19 ST
6/20/17 1.000 67.570 66.400 67.57 66.40 (1.17)ST
Total 171.000 9,895.03 11,354.40 1,459.37 ST 103.00 0.90
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
74.130
74.130
74.130
4,997.34
914.25
1,633.58
4,966.71
963.69
1,704.99
(30.63)
49.44
71.41
ST
ST
ST
5/15/17 16.000 71.675 74.130 1,146.80 1,186.08 39.28 ST
6/20/17 1.000 76.510 74.130 76.51 74.13 (2.38)ST
Total 120.000 8,768.48 8,895.60 127.12 ST 192.00 2.15
Next Dividend Payable 08/2017; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 27 of 134
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
239.420
239.420
239.420
2,699.40
2,691.10
2,494.40
3,112.46
3,112.46
2,873.04
413.06
421.36
378.64
ST
ST
ST
5/15/17 7.000 209.900 239.420 1,469.30 1,675.94 206.64 ST
Total 45.000 9,354.20 10,773.90 1,419.70 ST 3.00 0.02
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
80.460
80.460
80.460
7,874.42
4,531.35
9,161.71
6,195.42
3,298.86
7,563.24
(1,679.00)
(1,232.49)
(1,598.47)
LT
LT
ST
11/9/16 8.000 75.286 80.460 602.29 643.68 41.39 ST
12/22/16 11.000 79.677 80.460 876.45 885.06 8.61 ST
5/15/17 40.000 80.437 80.460 3,217.47 3,218.40 0.93 ST
6/20/17 1.000 78.170 80.460 78.17 80.46 2.29 ST
Total 272.000 26,341.86 21,885.12 (2,911.49)
(1,545.25)
LT
ST
544.00 2.48
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
132.750
132.750
8,592.79
1,275.20
9,292.50
1,327.50
699.71
52.30
ST
ST
Total 80.000 9,867.99 10,620.00 752.01 ST 118.00 1.11
Next Dividend Payable 07/17/17; Asset Class: Equities
EDWARD LIFESCIENCES CORP (EW) 2/17/16
5/15/17
42.000
5.000
85.508
112.760
118.240
118.240
3,591.32
563.80
4,966.08
591.20
1,374.76
27.40
LT
ST
Total 47.000 4,155.12 5,557.28 1,374.76
27.40
LT
ST
——
Asset Class: Equities
GILEAD SCIENCE (GILD) 8/23/16
5/15/17
6/27/17
108.000
16.000
15.000
81.319
65.879
71.677
70.780
70.780
70.780
8,782.47
1,054.06
1,075.15
7,644.24
1,132.48
1,061.70
(1,138.23)
78.42
(13.45)
ST
ST
ST
Total 139.000 10,911.68 9,838.42 (1,073.26)ST 289.00 2.93
Next Dividend Payable 09/2017; Asset Class: Equities
HERSHEY COMPANY (HSY) 8/23/16
5/15/17
84.000
13.000
113.132
107.810
107.370
107.370
9,503.05
1,401.53
9,019.08
1,395.81
(483.97)
(5.72)
ST
ST
Total 97.000 10,904.58 10,414.89 (489.69)ST 240.00 2.30
Next Dividend Payable 09/2017; Asset Class: Equities
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CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 28 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
153.400
153.400
153.400
21,505.89
1,497.70
2,353.72
24,237.20
1,840.80
2,301.00
2,731.31
343.10
(52.72)
ST
ST
ST
6/20/17 1.000 158.090 153.400 158.09 153.40 (4.69)ST
Total 186.000 25,515.40 28,532.40 3,017.00 ST 662.00 2.32
Next Dividend Payable 09/2017; 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
65.920
65.920
65.920
9,665.06
3,625.44
354.20
13,513.60
4,284.80
395.52
3,848.54
659.36
41.32
LT
ST
ST
5/15/17 46.000 59.264 65.920 2,726.14 3,032.32 306.18 ST
5/31/17 15.000 60.287 65.920 904.30 988.80 84.50 ST
6/20/17 1.000 64.610 65.920 64.61 65.92 1.31 ST
Total 338.000 17,339.75 22,280.96 3,848.54
1,092.67
LT
ST
270.00 1.21
Next Dividend Payable 09/2017; Asset Class: Equities
INTL FLAVORS & FRAGRANCES (IFF) 8/23/16
5/15/17
48.000
8.000
137.800
132.256
135.000
135.000
6,614.40
1,058.05
6,480.00
1,080.00
(134.40)
21.95
ST
ST
Total 56.000 7,672.45 7,560.00 (112.45)ST 143.00 1.89
Next Dividend Payable 07/07/17; 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
132.290
132.290
132.290
10,515.75
1,253.64
1,902.86
11,641.52
1,455.19
1,984.35
1,125.77
201.55
81.49
ST
ST
ST
6/20/17 1.000 134.410 132.290 134.41 132.29 (2.12)ST
Total 115.000 13,806.66 15,213.35 1,406.69 ST 386.00 2.53
Next Dividend Payable 09/2017; 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
77.960
77.960
77.960
5,175.15
876.58
1,866.57
5,535.16
935.52
1,949.00
360.01
58.94
82.43
ST
ST
ST
3/30/17 12.000 74.480 77.960 893.76 935.52 41.76 ST
5/15/17 19.000 73.910 77.960 1,404.29 1,481.24 76.95 ST
5/31/17 15.000 77.605 77.960 1,164.08 1,169.40 5.32 ST
Total 154.000 11,380.43 12,005.84 625.41 ST 231.00 1.92
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
38.210
38.210
38.210
2,550.90
2,756.39
1,732.02
2,980.38
3,056.80
1,948.71
429.48
300.41
216.69
ST
ST
ST
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 29 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
11/9/16 11.000 30.911 38.210 340.02 420.31 80.29 ST
5/15/17 39.000 36.780 38.210 1,434.42 1,490.19 55.77 ST
Total 259.000 8,813.75 9,896.39 1,082.64 ST 104.00 1.05
Next Dividend Payable 08/2017; Asset Class: Equities
MASTERCARD INC CL A (MA) 8/23/16
5/15/17
6/20/17
214.000
40.000
1.000
96.552
118.335
123.290
121.450
121.450
121.450
20,662.10
4,733.40
123.29
25,990.30
4,858.00
121.45
5,328.20
124.60
(1.84)
ST
ST
ST
Total 255.000 25,518.79 30,969.75 5,450.96 ST 224.00 0.72
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
88.750
88.750
12,829.98
2,100.93
12,957.50
2,218.75
127.52
117.82
ST
ST
Total 171.000 14,930.91 15,176.25 245.34 ST 315.00 2.07
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
68.930
68.930
68.930
25,772.17
658.99
1,523.97
30,673.85
689.30
1,585.39
4,901.68
30.31
61.42
ST
ST
ST
5/15/17 77.000 68.185 68.930 5,250.25 5,307.61 57.36 ST
6/20/17 2.000 70.100 68.930 140.20 137.86 (2.34)ST
Total 557.000 33,345.58 38,394.01 5,048.43 ST 869.00 2.26
Next Dividend Payable 09/2017; Asset Class: Equities
NIKE INC B (NKE) 2/23/15
11/9/16
3/30/17
68.000
12.000
26.000
47.464
50.794
55.996
59.000
59.000
59.000
3,227.52
609.53
1,455.89
4,012.00
708.00
1,534.00
784.48
98.47
78.11
LT
ST
ST
5/15/17 18.000 53.797 59.000 968.34 1,062.00 93.66 ST
Total 124.000 6,261.28 7,316.00 784.48
270.24
LT
ST
89.00 1.21
Next Dividend Payable 07/05/17; Asset Class: Equities
O'REILLY AUTOMOTIVE INC NEW (ORLY) 8/23/16
5/15/17
27.000
5.000
284.991
258.758
218.740
218.740
7,694.76
1,293.79
5,905.98
1,093.70
(1,788.78)
(200.09)
ST
ST
Total 32.000 8,988.55 6,999.68 (1,988.87)ST ——
Asset Class: Equities
PAYPAL HLDGS INC COM (PYPL) 6/22/17 108.000 53.593 53.670 5,787.99 5,796.36 8.37 ST ——
Asset Class: Equities
PEPSICO INC NC (PEP) 8/23/16
5/15/17
156.000
14.000
107.856
113.904
115.490
115.490
16,825.52
1,594.66
18,016.44
1,616.86
1,190.92
22.20
ST
ST
Total 170.000 18,420.18 19,633.30 1,213.12 ST 547.00 2.78
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CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 30 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 09/2017; Asset Class: Equities
RAYTHEON CO (NEW) (RTN) 8/23/16
5/15/17
97.000
15.000
141.292
159.757
161.480
161.480
13,705.36
2,396.35
15,663.56
2,422.20
1,958.20
25.85
ST
ST
Total 112.000 16,101.71 18,085.76 1,984.05 ST 357.00 1.97
Next Dividend Payable 08/03/17; 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
65.040
65.040
65.040
9,431.48
788.84
2,095.58
12,097.44
845.52
2,081.28
2,665.96
56.68
(14.30)
ST
ST
ST
Total 231.000 12,315.90 15,024.24 2,708.34 ST 471.00 3.13
Next Dividend Payable 07/03/17; Asset Class: Equities
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
57.730
57.730
57.730
7,008.68
704.81
1,128.51
6,292.57
635.03
1,039.14
(716.11)
(69.78)
(89.37)
ST
ST
ST
6/30/17 31.000 57.646 57.730 1,787.02 1,789.63 2.61 ST
Total 169.000 10,629.02 9,756.37 (872.65)ST 108.00 1.10
Next Dividend Payable 09/2017; 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
58.310
58.310
58.310
8,731.15
1,717.97
1,931.10
8,979.74
1,807.61
1,865.92
248.59
89.64
(65.18)
ST
ST
ST
Total 217.000 12,380.22 12,653.27 273.05 ST 217.00 1.71
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
174.470
174.470
174.470
16,414.80
1,904.13
3,265.59
18,493.82
2,268.11
3,314.93
2,079.02
363.98
49.34
ST
ST
ST
Total 138.000 21,584.52 24,076.86 2,492.34 ST 83.00 0.34
Next Dividend Payable 07/17/17; Asset Class: Equities
TIME WARNER INC NEW (TWX) 8/23/16
11/9/16
12/28/16
172.000
15.000
12.000
80.697
87.003
96.353
100.410
100.410
100.410
13,879.82
1,305.04
1,156.24
17,270.52
1,506.15
1,204.92
3,390.70
201.11
48.68
ST
ST
ST
3/10/17 13.000 98.664 100.410 1,282.63 1,305.33 22.70 ST
5/15/17 34.000 98.055 100.410 3,333.87 3,413.94 80.07 ST
6/20/17 1.000 99.590 100.410 99.59 100.41 0.82 ST
Total 247.000 21,057.19 24,801.27 3,744.08 ST 398.00 1.60
Next Dividend Payable 09/2017; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 31 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
122.110
122.110
122.110
6,265.16
1,123.82
1,572.96
7,082.38
1,343.21
1,587.43
817.22
219.39
14.47
ST
ST
ST
Total 82.000 8,961.94 10,013.02 1,051.08 ST 230.00 2.29
Next Dividend Payable 09/2017; Asset Class: Equities
VERTEX PHARMACEUTICALS (VRTX) 11/20/14
5/15/17
40.000
6.000
110.550
115.665
128.870
128.870
4,422.00
693.99
5,154.80
773.22
732.80
79.23
LT
ST
Total 46.000 5,115.99 5,928.02 732.80
79.23
LT
ST
——
Asset Class: Equities
WALT DISNEY CO HLDG CO (DIS) 8/23/16
5/15/17
146.000
23.000
95.897
109.559
106.250
106.250
14,000.95
2,519.86
15,512.50
2,443.75
1,511.55
(76.11)
ST
ST
Total 169.000 16,520.81 17,956.25 1,435.44 ST 264.00 1.47
Next Dividend Payable 07/2017; Asset Class: Equities
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 97.72%$586,011.84 $656,228.02 $19,326.00
$50,890.18
LT
ST
$8,898.00 1.36%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $586,011.84 $671,572.96 $19,326.00
$50,890.18
LT
ST
$8,906.00
$0.00
1.33%
TOTAL VALUE (includes accrued interest)100.00%$671,572.96
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 $15,344.94 ——————
Stocks —$656,228.02 —————
TOTAL ALLOCATION OF ASSETS $15,344.94 $656,228.02 —————
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CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 32 of 134
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
6/20 6/23 Sold SCHLUMBERGER LTD ACTED AS AGENT 54.000 $66.6930 $3,601.34
6/20 6/23 Bought HOME DEPOT INC ACTED AS AGENT 1.000 158.0899 (158.09)
6/20 6/23 Bought MICROSOFT CORP ACTED AS AGENT 2.000 70.1000 (140.20)
6/20 6/23 Bought JOHNSON & JOHNSON ACTED AS AGENT 1.000 134.4089 (134.41)
6/20 6/23 Bought MASTERCARD INC CL A ACTED AS AGENT 1.000 123.2850 (123.29)
6/20 6/23 Bought TIME WARNER INC NEW ACTED AS AGENT 1.000 99.5850 (99.59)
6/20 6/23 Bought CVS HEALTH CORP COM ACTED AS AGENT 1.000 78.1670 (78.17)
6/20 6/23 Bought COLGATE PALMOLIVE CO ACTED AS AGENT 1.000 76.5100 (76.51)
6/20 6/23 Bought COGNIZANT TECH SOLUTIONS CL A ACTED AS AGENT 1.000 67.5699 (67.57)
6/20 6/23 Bought INTERCONTINENTALEXCHANGE GROUP ACTED AS AGENT 1.000 64.6070 (64.61)
6/22 6/27 Bought PAYPAL HLDGS INC COM ACTED AS AGENT 108.000 53.5925 (5,787.99)
6/27 6/30 Sold APPLE INC ACTED AS AGENT 14.000 145.8149 2,041.36
6/27 6/30 Sold MASTERCARD INC CL A ACTED AS AGENT 8.000 123.4163 987.30
6/27 6/30 Bought GILEAD SCIENCE ACTED AS AGENT 15.000 71.6766 (1,075.15)
6/30 7/6 Bought ROSS STORES INC ACTED AS AGENT 31.000 57.6458 (1,787.02)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $(2,962.60)
TOTAL PURCHASES $(9,592.60)
TOTAL SALES AND REDEMPTIONS $6,630.00
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)
6/30 7/6 Bought ROSS STORES INC UNSETTLED PURCHASE 31.000 $57.6458 $(1,787.02)
NET UNSETTLED PURCHASES/SALES $(1,787.02)
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)
6/8 Qualified Dividend MICROSOFT CORP $216.45
6/12 Qualified Dividend UNITED TECHNOLOGIES CORP 54.12
6/13 Qualified Dividend JOHNSON & JOHNSON 95.76
6/15 Qualified Dividend HOME DEPOT INC 164.65
6/15 Qualified Dividend TIME WARNER INC NEW 99.02
6/15 Qualified Dividend HERSHEY COMPANY 59.95
6/15 Qualified Dividend ALLERGAN PLC SHS 58.80
6/29 Qualified Dividend GILEAD SCIENCE 64.48
6/30 Qualified Dividend PEPSICO INC NC 136.85
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 33 of 134
TAXABLE INCOME AND DISTRIBUTIONS (CONTINUED)
Activity Date Activity Type Description Comments Credits/(Debits)
6/30 Qualified Dividend BROADCOM LTD SHS 70.38
6/30 Qualified Dividend INTERCONTINENTALEXCHANGE GROUP 67.40
6/30 Qualified Dividend ROSS STORES INC 22.08
6/30 Interest Income MORGAN STANLEY BANK N.A.
(Period 06/01-06/30)
0.16
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $1,110.10
TOTAL QUALIFIED DIVIDENDS $1,109.94
TOTAL INTEREST $0.16
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
6/5 Automatic Redemption BANK DEPOSIT PROGRAM $(2,068.38)
6/8 Automatic Investment BANK DEPOSIT PROGRAM 216.45
6/12 Automatic Investment BANK DEPOSIT PROGRAM 54.12
6/13 Automatic Investment BANK DEPOSIT PROGRAM 95.76
6/15 Automatic Investment BANK DEPOSIT PROGRAM 382.42
6/26 Automatic Investment BANK DEPOSIT PROGRAM 2,658.90
6/27 Automatic Redemption BANK DEPOSIT PROGRAM (5,787.99)
6/29 Automatic Investment BANK DEPOSIT PROGRAM 64.48
6/30 Automatic Investment BANK DEPOSIT PROGRAM 296.71
6/30 Automatic Investment BANK DEPOSIT PROGRAM 0.16
NET ACTIVITY FOR PERIOD $(4,087.37)
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
APPLE INC 08/23/16 06/27/17 14.000 $2,041.36 $1,525.25 $516.11
MASTERCARD INC CL A 08/23/16 06/27/17 8.000 987.30 772.42 214.88
SCHLUMBERGER LTD 08/23/16 06/20/17 47.000 3,134.50 3,847.42 (712.92)
05/15/17 06/20/17 7.000 466.84 505.09 (38.25)
Short-Term This Period $6,630.00 $6,650.18 $(20.18)
Short-Term Year to Date $54,117.90 $53,615.78 $502.12
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CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 34 of 134
SHORT-TERM GAIN/(LOSS) (CONTINUED)
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)
Net Realized Gain/(Loss) This Period $6,630.00 $6,650.18 $(20.18)
Net Realized Gain/(Loss) Year to Date $57,169.08 $56,523.04 $646.04
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.
Senior Investor Helpline
For any inquiries or comments or potential concerns, senior investors or someone acting on their behalf may contact our Firm by calling (800) 280-4534.
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Firm Discretion Select UMA CGCM Target Date Model Available in Non-Retirement Accounts
Beginning on or about August 14, 2017, the CGCM Target Date Model will be available in the Firm Discretion Select UMA program to clients that are not retirement plans. This Model is currently available only to
clients that are retirement plans. Clients that select the CGCM Target Date Model will be able to select from several Firm Discretion portfolios that Morgan Stanley will select (and change from time to time) based on
various targeted retirement dates. If a client makes this selection, Morgan Stanley will restrict selection of investment products to Consulting Group Capital Markets Funds mutual funds (which are affiliated with Morgan
Stanley), except that the Sweep Investment will not be a Consulting Group Capital Markets Funds mutual fund. Morgan Stanley may prohibit accounts that have selected a CGCM Target Date Model from changing to
a model that is not a CGCM Target Date Model, without adjusting the fee.
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
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)
TOTAL BEGINNING VALUE $1,964,197.88 $1,933,556.09
Credits ——
Debits —(4,658.91)
Security Transfers ——
Net Credits/Debits/Transfers —$(4,658.91)
Change in Value (3,330.08)31,970.62
TOTAL ENDING VALUE $1,960,867.80 $1,960,867.80
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period June 1-30, 2017
Account Summary
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
JUN JUL AUG SEP OCT NOV DEC JAN FEB MAR APR MAY JUN
1.6
1.7
1.8
1.9
2
2.1
($
)
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 35 of 134
ASSET ALLOCATION (includes accrued interest)
Cash
Fixed Income & Preferreds
Market Value Percentage
Cash $20,978.58 1.07
Fixed Income & Preferreds 1,939,889.22 98.93
TOTAL VALUE $1,960,867.80 100.00%
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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Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 36 of 134
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 5/31/17)
This Period
(as of 6/30/17)
Cash, BDP, MMFs $16,573.38 $20,978.58
Corporate Fixed Income^1,113,098.11 1,227,061.60
Government Securities^834,526.39 712,827.62
Total Assets $1,964,197.88 $1,960,867.80
Total Liabilities (outstanding balance)——
TOTAL VALUE $1,964,197.88 $1,960,867.80
CASH FLOW
This Period
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)
OPENING CASH, BDP, MMFs $16,573.38 $43,948.88
Purchases (383,384.35)(1,731,205.39)
Sales and Redemptions 384,131.24 1,686,969.34
Return of Principal 861.46 3,599.73
Income and Distributions 2,796.85 22,324.93
Total Investment Related Activity $4,405.20 $(18,311.39)
Other Debits —(4,658.91)
Total Cash Related Activity —$(4,658.91)
CLOSING CASH, BDP, MMFs $20,978.58 $20,978.58
INCOME AND DISTRIBUTION SUMMARY
This Period
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)
Interest $2,796.85 $22,324.93
Total Taxable Income And Distributions $2,796.85 $22,324.93
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $2,796.85 $22,324.93
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
(6/1/17-6/30/17)
Realized This Year
(1/1/17-6/30/17)
Unrealized
Inception to Date
(as of 6/30/17)
Short-Term Gain $673.50 $2,636.67 $5,151.44
Short-Term (Loss)(1,407.76)(20,164.94)(5,572.82)
Total Short-Term $(734.26)$(17,528.27)$(421.38)
Long-Term Gain 35.51 1,472.61 3,656.41
Long-Term (Loss)(374.76)(512.00)(380.75)
Total Long-Term $(339.25)$960.61 $3,275.66
TOTAL GAIN/(LOSS)$(1,073.51)$(16,567.66)$2,854.28
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
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)Category
This Period
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)
Accrued Interest Paid $2,993.98 $9,786.69 Accrued Interest Received 938.86 6,246.79
U.S. Treasury Coupon Interest 430.63 3,347.16
Account Summary
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 37 of 134
ADVISORY ACCOUNT REVIEW (as of 06/30/17)
Below is important information about your advisory account. Confirm that the information is consistent with your understanding of the details of the account and contact your Advisor if you have questions or updates. The disclosure
documents for our investment advisory services relating to the specific advisory program(s) you participate in can be found at morganstanley.com/adv.
Advisory Program: Select UMA Advisory Account Inception Date: 03/12/10
Current Morgan Stanley Advisory Effective Fee Rate For This Account*: 0.48% Last Advisory Trade: 06/28/17
Account Holder Votes Proxy +: No
Investment Objectives:(1) Income
Account Risk Tolerance:Conservative
Primary Financial Need:Current Income
Investment Time Horizon:Immediate
Liquidity Needs:Over 20 years
Restrictions: None
If you currently have a Single Advisory Contract on file with Morgan Stanley, you can open other advisory accounts or make changes to this advisory account through discussions with your Advisor. If you open a new advisory account or
make changes to this advisory account, the terms of the new account or changes will be confirmed back to you in writing.
*This Advisory Fee Rate is effective as of the date referenced above and is based upon the last posted quarterly or inception fee for this account. The fee rate is blended. This means that as the value of account
assets reaches certain breakpoints, the incremental assets above each threshold are charged the applicable rate, as referenced in your fee schedule. The effective fee rate for the account as a whole is then a
weighted average of the scheduled rates, and may change with the account asset level. There may be additional fees or expenses that you may incur depending on the investment products in your account.
Please review the applicable investment advisory agreement and Form ADV Brochure for additional information.
+The account holder has delegated the authority to vote proxies for the account to Morgan Stanley, an affiliate, or a third party portfolio manager, as applicable and if available in the advisory program.
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CLIENT STATEMENT For the Period June 1-30, 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 38 of 134
† 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 #$20,978.58 —$10.00 0.050
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 1.07%$20,978.58 $10.00
# 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
$99.901 $35,954.64
$35,954.64 $35,964.36 $9.72 LT
$225.00
$117.49
0.62
Int. Semi-Annually Mar/Sep 26; Yield to Maturity 1.661%; 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
100.125
100.357
100.169
99.974
99.974
29,081.49
29,036.35
10,035.70
10,016.86
28,992.46
9,997.40
(43.89)
(19.46)
LT
LT
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 39 of 134
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
39,053.21 38,989.86 (63.35)LT
605.00
63.80
1.55
Int. Semi-Annually May/Nov 22; Yield to Maturity 1.579%; Moody A3 S&P BBB+; Issued 05/22/13; 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
100.604
100.571 38,522.88
38,229.62 38,216.98 (12.64)LT
852.00
222.35
2.22
Int. Semi-Annually Mar/Sep 26; Yield to Maturity 1.772%; Moody A1 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
111.865
112.004 37,565.22
36,915.29 36,961.32 46.03 ST
2,822.00
352.68
7.63
Int. Semi-Annually May/Nov 15; Yield to Maturity 1.994%; Moody BAA2 S&P BBB (*); Issued 05/13/09; Asset Class: FI & Pref
ACTAVIS FUNDING SCS
Coupon Rate 3.000%; Matures 03/12/2020; CUSIP 00507UAP6
6/8/17 38,000.000 102.322
102.281
102.122 38,882.36
38,866.68 38,806.36 (60.32)ST
1,140.00
342.00
2.93
Int. Semi-Annually Mar/Sep 12; Callable $100.00 on 02/12/20; Yield to Call 2.161%; Moody BAA3 S&P BBB; Issued 03/12/15; Asset Class: FI & Pref
ABBOTT LABORATORIES
Coupon Rate 2.000%; Matures 03/15/2020; CUSIP 002824AZ3
6/5/17 39,000.000 100.160
100.156
99.763 39,062.40
39,060.99 38,907.57 (153.42)ST
780.00
227.50
2.00
Int. Semi-Annually Mar/Sep 15; Yield to Maturity 2.090%; Moody BAA3 S&P BBB (-); Issued 03/10/15; Asset Class: FI & Pref
APPLE INC
Coupon Rate 1.800%; Matures 05/11/2020; CUSIP 037833CS7
6/1/17 39,000.000 100.133
100.130
99.942 39,051.87
39,050.67 38,977.38 (73.29)ST
702.00
95.54
1.80
Int. Semi-Annually May/Nov 11; Yield to Maturity 1.821%; First Coupon 11/11/17; Moody AA1 S&P AA+; Issued 05/11/17; Asset Class: FI & Pref
CVS HEALTH CORP
Coupon Rate 2.800%; Matures 07/20/2020; CUSIP 126650CJ7
6/15/17 38,000.000 101.963
101.944
101.810 38,745.94
38,738.75 38,687.80 (50.95)ST
1,064.00
472.88
2.75
Int. Semi-Annually Jan/Jul 20; Callable $100.00 on 06/20/20; Yield to Call 2.168%; Moody BAA1 S&P BBB+; Issued 07/20/15; Asset Class: FI & Pref
VERIZON COMMUNICATIONS
Coupon Rate 4.500%; Matures 09/15/2020; CUSIP 92343VBQ6
2/1/17 34,000.000 106.562
105.857
106.824 36,231.08
35,991.41 36,320.16 328.75 ST
1,530.00
446.25
4.21
Int. Semi-Annually Mar/Sep 15; Yield to Maturity 2.281%; 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
103.884
103.110 39,518.10
39,475.98 39,181.80 (294.18)ST
1,368.00
284.99
3.49
Int. Semi-Annually Apr/Oct 15; Callable $100.00 on 09/15/20; Yield to Call 2.583%; 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
105.797
106.025 38,336.76
38,086.75 38,169.00 82.25 ST
1,512.00
441.00
3.96
Int. Semi-Annually Mar/Sep 15; Callable $100.00 on 02/15/21; Yield to Call 2.452%; 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
107.544
107.892 38,816.64
38,715.72 38,841.12 125.40 ST
1,710.00
783.74
4.40
Int. Semi-Annually Jan/Jul 15; Yield to Maturity 2.677%; 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
108.707
109.605 41,376.73
40,221.69 40,553.85 332.16 LT
1,943.00
825.56
4.79
Int. Semi-Annually Jan/Jul 27; Yield to Maturity 2.742%; Moody A3 S&P BBB+; Issued 07/27/11; Asset Class: FI & Pref
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CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 40 of 134
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 %
WILLIAMS PARTNERS LP
Coupon Rate 3.350%; Matures 08/15/2022; CUSIP 96950FAJ3
8/10/16 41,000.000 97.255
97.255
100.537 39,874.55
39,874.55 41,220.17 1,345.62 ST
1,374.00
515.06
3.33
Int. Semi-Annually Feb/Aug 15; Callable $100.00 on 05/15/22; Yield to Call 3.229%; Moody BAA3 S&P BBB; Issued 08/14/12; Asset Class: FI & Pref
ABBVIE INC
Coupon Rate 2.900%; Matures 11/06/2022; CUSIP 00287YAL3
7/23/14
11/28/14
11/16/15
5,000.000
2,000.000
32,000.000
97.377
97.377
98.078
98.078
96.934
96.934
100.941
100.941
100.941
4,868.85
4,868.85
1,961.56
1,961.56
31,018.88
31,018.88
5,047.05
2,018.82
32,301.12
178.20
57.26
1,282.24
LT
LT
LT
Total 39,000.000 37,849.29
37,849.29 39,366.99 1,517.70 LT
1,131.00
169.65
2.87
Int. Semi-Annually May/Nov 06; Yield to Maturity 2.709%; 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
100.798
101.401 39,328.38
39,311.24 39,546.39 235.15 ST
1,197.00
518.66
3.02
Int. Semi-Annually Jan/Jul 24; Callable $100.00 on 01/24/22; Yield to Call 2.740%; 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
100.099
101.957
101.957
6,976.20
6,976.20
31,038.75
31,030.77
7,136.99
31,606.67
160.79
575.90
LT
LT
Total 38,000.000 38,014.95
38,006.97 38,743.66 736.69 LT
1,216.00
523.55
3.13
Int. Semi-Annually Jan/Jul 25; Yield to Maturity 2.818%; 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
103.797
102.973 38,688.68
38,404.77 38,100.01 (304.76)LT
1,221.00
505.35
3.20
Int. Semi-Annually Feb/Aug 01; Callable $100.00 on 12/01/22; Yield to Call 2.706%; 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
106.963
109.350 37,572.50
37,437.03 38,272.50 835.47 ST
2,056.00
582.60
5.37
Int. Semi-Annually Mar/Sep 18; Yield to Maturity 4.152%; 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
97.842 39,022.62
39,020.51 38,158.38 (862.13)ST
878.00
175.50
2.30
Int. Semi-Annually Apr/Oct 18; Yield to Maturity 2.624%; 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
98.309 37,849.50
37,849.50 38,340.51 491.01 ST
1,326.00
165.75
3.45
Int. Semi-Annually May/Nov 15; Callable $100.00 on 02/15/25; Yield to Maturity 3.649%; 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
102.185
103.396 37,903.54
37,808.48 38,256.52 448.04 LT
1,480.00
119.22
3.86
Int. Semi-Annually Jun/Dec 01; Callable $100.00 on 03/01/25; Yield to Call 3.491%; Moody BAA1 S&P BBB+; Issued 05/26/15; Asset Class: FI & Pref
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 41 of 134
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 %
BOSTON PROPERTIES LP
Coupon Rate 3.650%; Matures 02/01/2026; CUSIP 10112RAX2
5/1/17 39,000.000 100.595
100.586
101.195 39,232.05
39,228.43 39,466.05 237.62 ST
1,424.00
589.17
3.60
Int. Semi-Annually Feb/Aug 01; Callable $100.00 on 11/03/25; Yield to Call 3.483%; Moody BAA2 S&P A-; Issued 01/20/16; Asset Class: FI & Pref
BANK OF AMERICA CORP
Coupon Rate 4.450%; Matures 03/03/2026; CUSIP 06051GFU8
10/4/16 37,000.000 107.141
106.664
104.074 39,642.17
39,465.73 38,507.38 (958.35)ST
1,647.00
535.11
4.27
Int. Semi-Annually Mar/Sep 03; Yield to Maturity 3.892%; 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
111.422
111.764 43,587.18
43,454.59 43,587.96 133.37 ST
2,291.00 5.25
Int. Semi-Annually Jun/Dec 30; Callable $100.00 on 12/31/25; Yield to Call 4.214%; Moody BAA3 S&P BBB-; Issued 12/31/16; Asset Class: FI & Pref
TEVA PHARMACEUTICALS NE
Coupon Rate 3.150%; Matures 10/01/2026; CUSIP 88167AAE1
6/12/17
6/16/17
19,000.000
19,000.000
94.713
94.713
95.528
95.528
94.968
94.968
17,995.47
17,995.47
18,150.32
18,150.32
18,043.92
18,043.92
48.45
(106.40)
ST
ST
Total 38,000.000 36,145.79
36,145.79 36,087.84 (57.95)ST
1,197.00
295.92
3.31
Int. Semi-Annually Apr/Oct 01; Yield to Maturity 3.800%; Moody BAA2 S&P BBB; Issued 07/21/16; Asset Class: FI & Pref
FIBRIA OVERSEAS FINANCE
Coupon Rate 5.500%; Matures 01/17/2027; CUSIP 31572UAF3
6/2/17
6/7/17
16,000.000
18,000.000
103.500
103.481
104.250
104.231
102.140
102.140
16,560.00
16,556.93
18,765.00
18,761.66
16,342.40
18,385.20
(214.53)
(376.46)
ST
ST
Total 34,000.000 35,325.00
35,318.59 34,727.60 (590.99)ST
1,870.00
846.69
5.38
Int. Semi-Annually Jan/Jul 17; Yield to Maturity 5.212%; First Coupon 07/17/17; S&P BBB-; Issued 01/17/17; 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
100.009
100.009
100.009
27,686.96
27,686.96
5,948.70
5,948.70
4,973.70
4,973.70
28,002.52
6,000.54
5,000.45
315.56
51.84
26.75
ST
ST
ST
Total 39,000.000 38,609.36
38,609.36 39,003.51 394.15 ST
1,414.00
439.83
3.62
Int. Semi-Annually Apr/Oct 01; Callable $100.00 on 01/01/27; Yield to Call 3.624%; First Coupon 10/01/17; S&P BBB; Issued 03/08/17; Asset Class: FI & Pref
CORPORATE BONDS 1,051,000.000 $1,079,827.37
$1,076,146.23 $1,079,963.03 $2,663.56
$1,153.24
LT
ST
$37,975.00
$10,657.84
3.52%
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CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 42 of 134
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 1.538%; 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
$100.420
100.420
100.420
$17,943.05
$17,943.05
49,730.45
49,730.45
10,038.67
10,038.67
$18,075.60
50,210.00
10,042.00
$132.55
479.55
3.33
LT
LT
ST
Total 78,000.000 77,712.17
77,712.17 78,327.60 612.10
3.33
LT
ST
1,200.00
50.01
1.53
Interest Paid Monthly Jun 15; Yield to Maturity 1.428%; 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
100.033 57,877.68
57,877.68 58,019.14 141.46 ST
1,056.00
43.98
1.82
Interest Paid Monthly Jun 15; Yield to Maturity 1.813%; S&P AAA; Issued 12/08/16; Asset Class: FI & Pref
OTHER FIXED INCOME 136,000.000 $135,589.85
$135,589.85 $136,346.74 $612.10
$144.79
LT
ST
$2,256.00
$93.99
1.66%
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 1,187,000.000 $1,215,417.22
$1,211,736.08 $1,216,309.77 $3,275.66
$1,298.03
LT
ST
$40,231.00
$10,751.83
3.31%
TOTAL CORPORATE FIXED INCOME
(includes accrued interest)
62.58%$1,227,061.60
Watchlist and CreditWatch Indicators: (*) = developing/uncertain (+) = On Watchlist/CreditWatch Upgrade (-) = On Watchlist/CreditWatch Downgrade
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 43 of 134
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 0.750%; Matures 02/15/2019; CUSIP 912828P53
2/8/17
6/15/17
21,000.000
22,000.000
$99.180
$99.180
99.047
99.047
$99.035
99.035
$20,827.80
$20,827.80
21,790.38
21,790.38
$20,797.35
21,787.70
$(30.45)
(2.68)
ST
ST
Total 43,000.000 42,618.18
42,618.18 42,585.05 (33.13)ST
323.00
120.26
0.75
Int. Semi-Annually Feb/Aug 15; Yield to Maturity 1.352%; Moody AAA; Issued 02/15/16; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE
Coupon Rate 1.625%; Matures 06/30/2019; CUSIP 912828WS5
6/28/17 53,000.000 100.547
100.546
100.445 53,290.02
53,289.23 53,235.85 (53.38)ST
861.00 1.61
Int. Semi-Annually Jun/Dec 31; Yield to Maturity 1.399%; Moody AAA; Issued 06/30/14; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE
Coupon Rate 1.250%; Matures 01/31/2020; CUSIP 912828H52
8/30/16
11/16/16
3/30/17
12,000.000
84,000.000
54,000.000
100.836
100.730
99.688
99.688
99.317
99.317
99.387
99.387
99.387
12,100.36
12,087.55
83,737.75
83,737.75
53,631.02
53,631.02
11,926.44
83,485.08
53,668.98
(161.11)
(252.67)
37.96
ST
ST
ST
Total 150,000.000 149,469.13
149,456.32 149,080.50 (375.82)ST
1,875.00
776.93
1.25
Int. Semi-Annually Jan/Jul 31; Yield to Maturity 1.492%; Moody AAA; Issued 01/31/15; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE
Coupon Rate 1.375%; Matures 08/31/2020; CUSIP 912828L32
5/5/17 54,000.000 99.274
99.274
99.297 53,607.85
53,607.85 53,620.38 12.53 ST
743.00
249.52
1.38
Int. Semi-Annually Feb/Aug 29; Yield to Maturity 1.603%; 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
6/5/17
6/6/17
23,000.000
5,000.000
31,000.000
102.082
101.974
101.934
101.898
102.032
101.996
101.539
101.539
101.539
23,478.95
23,454.08
5,096.70
5,094.92
31,629.80
31,618.64
23,353.97
5,076.95
31,477.09
(100.11)
(17.97)
(141.55)
ST
ST
ST
Total 59,000.000 60,205.45
60,167.64 59,908.01 (259.63)ST
1,254.00
519.50
2.09
Int. Semi-Annually Jan/Jul 31; Yield to Maturity 1.681%; 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
99.484 105,313.01
105,313.01 105,453.04 140.03 ST
1,855.00
461.21
1.75
Int. Semi-Annually Mar/Sep 30; Yield to Maturity 1.864%; Moody AAA; Issued 03/31/15; Asset Class: FI & Pref
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CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 44 of 134
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 2.250%; Matures 02/15/2027; CUSIP 912828V98
3/22/17
3/23/17
5/30/17
14,000.000
36,000.000
22,000.000
98.653
98.653
98.454
98.454
100.231
100.229
99.535
99.535
99.535
13,811.38
13,811.38
35,443.26
35,443.26
22,050.80
22,050.40
13,934.90
35,832.60
21,897.70
123.52
389.34
(152.70)
ST
ST
ST
6/6/17 41,000.000 100.903
100.897
99.535 41,370.11
41,367.82 40,809.35 (558.47)ST
Total 113,000.000 112,675.55
112,672.86 112,474.55 (198.31)ST
2,543.00
948.16
2.26
Int. Semi-Annually Feb/Aug 15; Yield to Maturity 2.304%; Moody AAA; Issued 02/15/17; Asset Class: FI & Pref
TREASURY SECURITIES 578,000.000 $577,179.19
$577,125.09 $576,357.38 $(767.71)ST
$9,454.00
$3,075.58
1.64%
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 %
INTL BK FOR RECON & DEV
Coupon Rate 1.375%; Matures 05/24/2021; CUSIP 459058FH1
9/16/16 40,000.000 $99.936
$99.936
$97.912 $39,974.40
$39,974.40 $39,164.80 $(809.60)ST
$550.00 1.40
Int. Semi-Annually May/Nov 24; Yield to Maturity 1.933%; 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
105.251 96,665.83
94,084.36 93,942.26 (142.10)ST
3,570.00
287.60
3.80
Interest Paid Monthly Jan 01; Yield to Maturity 3.706%; Factor .97016806; Issued 01/01/17; Current Face 89,255.462; Asset Class: FI & Pref
FEDERAL AGENCIES 132,000.000 $136,640.23
$134,058.76 $133,107.06 $(951.70)ST
$4,120.00
$287.60
3.10%
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 710,000.000 $713,819.42
$711,183.85 $709,464.44 $(1,719.41)ST
$13,574.00
$3,363.18
1.91%
TOTAL GOVERNMENT SECURITIES
(includes accrued interest)
36.35%$712,827.62
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 45 of 134
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $1,922,919.93 $1,946,752.79 $3,275.66
$(421.38)
LT
ST
$53,815.00
$14,115.01
2.74%
TOTAL VALUE (includes accrued interest)100.00%$1,960,867.80
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 $20,978.58 ——————
Corporate Fixed Income^——$1,227,061.60 ————
Government Securities^——712,827.62 ————
TOTAL ALLOCATION OF ASSETS^$20,978.58 —$1,939,889.22 ————
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
6/1 6/2 Sold FNMA 1750 19NV26 ACTED AS AGENT
ACCRUED INTEREST 13.13
45,000.000 $100.7539 $45,352.39
6/2 6/5 Sold US TSY NOTE 2250 27FB15 ACTED AS AGENT
ACCRUED INTEREST 95.72
14,000.000 100.6754 14,190.28
6/2 6/6 Bought APPLE INC 1800 20MY11 ACTED AS AGENT
ACCRUED INTEREST 48.75
a/o 06/01/17
39,000.000 100.1330 (39,100.62)
6/2 6/7 Bought FIBRIA OVERSEAS 5500 27JA17 ACTED AS AGENT
ACCRUED INTEREST 342.22
16,000.000 103.5000 (16,902.22)
6/5 6/6 Sold FNMA 1750 19NV26 ACTED AS AGENT
ACCRUED INTEREST 24.79
51,000.000 100.7477 51,406.12
6/5 6/6 Bought US TSY NOTE 2125 21JA31 ACTED AS AGENT
ACCRUED INTEREST 36.98
5,000.000 101.9339 (5,133.68)
6/6 6/7 Sold US TSY NOTE TIIN 0375 27JA15 ACTED AS AGENT
ACCRUED INTEREST 58.34
39,000.000 100.1715 39,511.21
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CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 46 of 134
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS (CONTINUED)
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
6/6 6/7 Sold US TSY NOTE TIIN 0125 20AP15 ACTED AS AGENT
ACCRUED INTEREST 6.98
37,000.000 100.9372 38,911.10
6/6 6/7 Bought US TSY NOTE 2250 27FB15 ACTED AS AGENT
ACCRUED INTEREST 285.41
41,000.000 100.9027 (41,655.52)
6/6 6/7 Bought US TSY NOTE 2125 21JA31 ACTED AS AGENT
ACCRUED INTEREST 231.11
31,000.000 102.0316 (31,860.91)
6/7 6/12 Bought FIBRIA OVERSEAS 5500 27JA17 ACTED AS AGENT
ACCRUED INTEREST 398.75
18,000.000 104.2500 (19,163.75)
6/8 6/8 Bought ABBOTT LABS 2000 20MH15 ACTED AS AGENT
ACCRUED INTEREST 179.83
a/o 06/05/17
39,000.000 100.1600 (39,242.23)
6/8 6/13 Sold AMGEN INC 2200 *19MY22 ACTED AS AGENT
ACCRUED INTEREST 48.77
38,000.000 100.6770 38,306.03
6/8 6/13 Bought ACTAVIS FUNDING 3000 *20MH12 ACTED AS AGENT
ACCRUED INTEREST 288.17
38,000.000 102.3220 (39,170.53)
6/13 6/15 Sold CITIGROUP INC 3200 *26OC21 ACTED AS AGENT
ACCRUED INTEREST 91.20
a/o 06/12/17
19,000.000 97.1320 18,546.28
6/13 6/15 Bought TEVA PHARMACEUTIC 3150 26OC01 ACTED AS AGENT
ACCRUED INTEREST 123.03
a/o 06/12/17
19,000.000 94.7130 (18,118.50)
6/15 6/16 Sold US TSY NOTE 1250 20JA31 ACTED AS AGENT
ACCRUED INTEREST 206.63
44,000.000 99.4723 43,974.44
6/15 6/16 Sold CVS HEALTH CORP 1900 18JL20 ACTED AS AGENT
ACCRUED INTEREST 261.99
34,000.000 100.2700 34,353.79
6/15 6/16 Bought US TSY NOTE 0750 19FB15 ACTED AS AGENT
ACCRUED INTEREST 55.15
22,000.000 99.0472 (21,845.53)
6/15 6/20 Bought CVS HEALTH CORP 2800 *20JL20 ACTED AS AGENT
ACCRUED INTEREST 443.33
38,000.000 101.9630 (39,189.27)
6/16 6/21 Sold CITIGROUP INC 3200 *26OC21 ACTED AS AGENT
ACCRUED INTEREST 112.00
21,000.000 97.7580 20,641.18
6/16 6/21 Bought TEVA PHARMACEUTIC 3150 26OC01 ACTED AS AGENT
ACCRUED INTEREST 133.00
19,000.000 95.5280 (18,283.32)
6/28 6/29 Sold US TSY NOTE 0625 17NV30 ACTED AS AGENT
ACCRUED INTEREST 19.31
39,000.000 99.7926 38,938.42
6/28 6/29 Bought US TSY NOTE 1625 19JN30 ACTED AS AGENT
ACCRUED INTEREST 428.25
53,000.000 100.5472 (53,718.27)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $746.89
TOTAL PURCHASES $(383,384.35)
TOTAL SALES AND REDEMPTIONS $384,131.24
Purchase and Sale transactions above may have received an average price execution. Details regarding the actual prices are available upon request.
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 47 of 134
RETURN OF PRINCIPAL
Activity Date Activity Type Description Comments Credits/(Debits)
6/15 Return of Principal FHLMC 30G G08749 4000 47JA01 CUSIP: 3128MJZP8 $861.46
TOTAL RETURN OF PRINCIPAL $861.46
TAXABLE INCOME AND DISTRIBUTIONS
Activity Date Activity Type Description Comments Credits/(Debits)
6/1 Interest Income HEALTH CARE REIT 4000 *25JN01 CUSIP: 42217KBF2 $740.00
6/15 Interest Income FHLMC 30G G08749 4000 47JA01 CUSIP: 3128MJZP8 300.38
6/15 Interest Income BACCT 2014-A1 A 1538 *21JNRG CUSIP: 05522RCQ9 91.96
6/16 Interest Income COMET 2016-A6 A 1820 *22SPRG CUSIP: 14041NFH9 87.97
6/30 Interest Income SABINE PASS LIQUE 5875 *26JN30 CUSIP: 785592AV8 1,145.63
6/30 Interest Income US TSY NOTE 1625 19JN30 CUSIP: 912828WS5 430.63
6/30 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 06/01-06/30)
0.28
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $2,796.85
TOTAL INTEREST $2,796.85
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
6/1 Automatic Investment BANK DEPOSIT PROGRAM $740.00
6/5 Automatic Investment BANK DEPOSIT PROGRAM 45,352.39
6/6 Automatic Investment BANK DEPOSIT PROGRAM 14,190.28
6/7 Automatic Redemption BANK DEPOSIT PROGRAM (4,824.52)
6/8 Automatic Redemption BANK DEPOSIT PROGRAM (39,242.23)
6/12 Automatic Redemption BANK DEPOSIT PROGRAM (19,163.75)
6/13 Automatic Redemption BANK DEPOSIT PROGRAM (864.50)
6/15 Automatic Investment BANK DEPOSIT PROGRAM 1,041.39
6/16 Automatic Investment BANK DEPOSIT PROGRAM 640.19
6/19 Automatic Investment BANK DEPOSIT PROGRAM 56,570.67
6/20 Automatic Redemption BANK DEPOSIT PROGRAM (39,189.27)
6/22 Automatic Investment BANK DEPOSIT PROGRAM 2,357.86
6/29 Automatic Redemption BANK DEPOSIT PROGRAM (14,779.85)
6/30 Automatic Investment BANK DEPOSIT PROGRAM 1,576.26
6/30 Automatic Investment BANK DEPOSIT PROGRAM 0.28
NET ACTIVITY FOR PERIOD $4,405.20
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CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 48 of 134
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
CVS HEALTH CORP 1.900 7-20-18 05/13/16 06/15/17 34,000.000 $34,091.80 $34,215.56 $(123.76)
FNMA 1 3/4 11-26-19 07/24/15 06/01/17 2,000.000 2,015.08 2,008.77 6.31
11/10/15 06/01/17 7,000.000 7,052.77 7,023.57 29.20
05/12/16 06/01/17 29,000.000 29,218.63 29,469.63 (251.00)
Long-Term This Period $72,378.28 $72,717.53 $(339.25)
Long-Term Year to Date $228,368.97 $227,408.36 $960.61
SHORT-TERM GAIN/(LOSS)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
AMGEN INC 2.200 5-22-19 11/22/16 06/08/17 38,000.000 38,257.26 38,229.60 27.66
CITIGROUP INC 3.200 10-21-26 04/18/17 06/12/17 19,000.000 18,455.08 18,394.66 60.42
04/18/17 06/16/17 21,000.000 20,529.18 20,330.94 198.24
FHLMC 30G G08749 4.000 1-01-47 02/09/17 06/15/17 861.460 861.46 908.07 (46.61)
FNMA 1 3/4 11-26-19 09/14/16 06/01/17 7,000.000 7,052.78 7,125.51 (72.73)
09/14/16 06/05/17 51,000.000 51,381.33 51,910.31 (528.98)
US TSY NOTE 5/8 11-30-17 10/20/16 06/28/17 39,000.000 38,919.11 38,963.57 (44.46)
US TSY NOTE 1 1/4 1-31-20 07/19/16 06/15/17 8,000.000 7,957.78 8,065.34 (107.56)
08/30/16 06/15/17 36,000.000 35,810.03 36,232.18 (422.15)
US TSY NOTE 2 1/4 2-15-27 03/22/17 06/02/17 14,000.000 14,094.56 13,811.38 283.18
US TSY NOTE TIIN 1/8 4-15-20 02/15/17 06/06/17 37,000.000 38,904.12 39,089.39 (185.27)
US TSY NOTE TIIN 3/8 1-15-27 02/09/17 06/06/17 39,000.000 39,452.87 39,348.87 104.00
Short-Term This Period $311,675.56 $312,409.82 $(734.26)
Short-Term Year to Date $1,455,130.29 $1,472,658.56 $(17,528.27)
Net Realized Gain/(Loss) This Period $384,053.84 $385,127.35 $(1,073.51)
Net Realized Gain/(Loss) Year to Date $1,684,322.28 $1,700,066.92 $(16,567.66)
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 June 1-30, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 49 of 134
Senior Investor Helpline
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Firm Discretion Select UMA CGCM Target Date Model Available in Non-Retirement Accounts
Beginning on or about August 14, 2017, the CGCM Target Date Model will be available in the Firm Discretion Select UMA program to clients that are not retirement plans. This Model is currently available only to
clients that are retirement plans. Clients that select the CGCM Target Date Model will be able to select from several Firm Discretion portfolios that Morgan Stanley will select (and change from time to time) based on
various targeted retirement dates. If a client makes this selection, Morgan Stanley will restrict selection of investment products to Consulting Group Capital Markets Funds mutual funds (which are affiliated with Morgan
Stanley), except that the Sweep Investment will not be a Consulting Group Capital Markets Funds mutual fund. Morgan Stanley may prohibit accounts that have selected a CGCM Target Date Model from changing to
a model that is not a CGCM Target Date Model, without adjusting the fee.
Important Information About Advisory Accounts
Please notify your Financial Advisor if there have been any changes in your financial situation or investment objectives, or if you wish to impose any reasonable restrictions on the management of your Investment
Advisory accounts, or to reasonably modify existing restrictions.
For a copy of the applicable ADV Brochure for Morgan Stanley Smith Barney LLC, or for any investment adviser with whom we contract to manage your investment advisory account, please visit
www.morganstanley.com/ADV, or contact your Financial Advisor. These ADV Brochures contain important information about advisory programs.
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CONSOLIDATED
SUMMARY
PERSONAL
ACCOUNTS
RETIREMENT
ACCOUNTS
EDUCATION
ACCOUNTS
TRUST
ACCOUNTS
BUSINESS
ACCOUNTS
Select UMA Active Assets Account
660-110174-095
CHANGE IN VALUE OF YOUR ACCOUNTS (includes accrued interest)
This Period
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)
TOTAL BEGINNING VALUE $1,284,096.92 $1,228,581.20
Credits ——
Debits —(3,558.68)
Security Transfers ——
Net Credits/Debits/Transfers —$(3,558.68)
Change in Value 17,392.14 76,466.54
TOTAL ENDING VALUE $1,301,489.06 $1,301,489.06
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 June 1-30, 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.
JUN JUL AUG SEP OCT NOV DEC JAN FEB MAR APR MAY JUN
1
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1.2
1.3
1.4
1.5
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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 51 of 134
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Alternatives
Market Value Percentage
Cash $17,034.39 1.31
Equities 1,248,853.36 95.96
Alternatives 35,601.31 2.74
TOTAL VALUE $1,301,489.06 100.00%
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 June 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 52 of 134
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 5/31/17)
This Period
(as of 6/30/17)
Cash, BDP, MMFs $9,435.56 $17,034.39
Stocks 1,274,661.36 1,284,454.67
Total Assets $1,284,096.92 $1,301,489.06
Total Liabilities (outstanding balance)——
TOTAL VALUE $1,284,096.92 $1,301,489.06
CASH FLOW
This Period
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)
OPENING CASH, BDP, MMFs $9,435.56 $23,548.92
Purchases (7,984.18)(77,936.43)
Sales and Redemptions 11,059.55 58,072.76
Income and Distributions 4,523.46 16,907.82
Total Investment Related Activity $7,598.83 $(2,955.85)
Other Debits —(3,558.68)
Total Cash Related Activity —$(3,558.68)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $17,034.39 $17,034.39
INCOME AND DISTRIBUTION SUMMARY
This Period
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)
Qualified Dividends $4,523.34 $16,275.65
Other Dividends —631.41
Interest 0.12 0.76
Total Taxable Income And Distributions $4,523.46 $16,907.82
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $4,523.46 $16,907.82
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
(6/1/17-6/30/17)
Realized This Year
(1/1/17-6/30/17)
Unrealized
Inception to Date
(as of 6/30/17)
Short-Term Gain $782.16 $1,360.28 $24,935.61
Short-Term (Loss)—(59.58)(5,787.27)
Total Short-Term $782.16 $1,300.70 $19,148.34
Long-Term Gain 1,071.10 5,623.26 175,292.37
Long-Term (Loss)(543.06)(2,504.65)(20,188.48)
Total Long-Term $528.04 $3,118.61 $155,103.89
TOTAL GAIN/(LOSS)$1,310.20 $4,419.31 $174,252.23
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 Summary
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 53 of 134
ADVISORY ACCOUNT REVIEW (as of 06/30/17)
Below is important information about your advisory account. Confirm that the information is consistent with your understanding of the details of the account and contact your Advisor if you have questions or updates. The disclosure
documents for our investment advisory services relating to the specific advisory program(s) you participate in can be found at morganstanley.com/adv.
Advisory Program: Select UMA Advisory Account Inception Date: 03/12/10
Current Morgan Stanley Advisory Effective Fee Rate For This Account*: 0.53% Last Advisory Trade: 06/23/17
Account Holder Votes Proxy +: No
Investment Objectives:(1) Capital Appreciation; (2) Income
Account Risk Tolerance:Aggressive
Primary Financial Need:Wealth Accumulation
Investment Time Horizon:Over 20 years
Liquidity Needs:Over 20 years
Restrictions: None
If you currently have a Single Advisory Contract on file with Morgan Stanley, you can open other advisory accounts or make changes to this advisory account through discussions with your Advisor. If you open a new advisory account or
make changes to this advisory account, the terms of the new account or changes will be confirmed back to you in writing.
*This Advisory Fee Rate is effective as of the date referenced above and is based upon the last posted quarterly or inception fee for this account. The fee rate is blended. This means that as the value of account
assets reaches certain breakpoints, the incremental assets above each threshold are charged the applicable rate, as referenced in your fee schedule. The effective fee rate for the account as a whole is then a
weighted average of the scheduled rates, and may change with the account asset level. There may be additional fees or expenses that you may incur depending on the investment products in your account.
Please review the applicable investment advisory agreement and Form ADV Brochure for additional information.
+The account holder has delegated the authority to vote proxies for the account to Morgan Stanley, an affiliate, or a third party portfolio manager, as applicable and if available in the advisory program.
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CLIENT STATEMENT For the Period June 1-30, 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 54 of 134
† Inform us if your investment objectives, as defined in the Expanded Disclosures, change.
HOLDINGS
This section reflects positions purchased/sold on a trade date basis. "Market Value" and "Unrealized Gain/(Loss)" may not reflect the value that could be obtained in the market. Fixed Income securities are sorted
by maturity or pre-refunding date, and alphabetically within date. Estimated Annual Income a) is calculated on a pre-tax basis, b) does not include any reduction for applicable non-US withholding taxes, c) may
include return of principal or capital gains which could overstate such estimates, and d) for securities that have a defined maturity date within the next 12 months, is reflected only through maturity date. Actual
income or yield may be lower or higher than the estimates. Current yield reflects the income generated by an investment, and does not reflect changes in its price. Structured Investments, identified on the
Position Description Details line as "Asset Class: Struct Inv," may appear in various statement product categories. When displayed, the accrued interest, annual income and current yield for those with a
contingent income feature (e.g., Range Accrual Notes or Contingent Income Notes) are estimates and assume specified accrual conditions are met during the relevant period and payment in full of all contingent
interest. For Floating Rate Securities, the accrued interest, annual income and current yield are estimates based on the current floating coupon rate and may not reflect historic rates within the accrual period.
CASH, BANK DEPOSIT PROGRAM AND MONEY MARKET FUNDS
Cash, Bank Deposit Program, and Money Market Funds are generally displayed on a settlement date basis. You have the right to instruct us to liquidate your bank deposit balance(s) or shares of any money market
fund balance(s) at any time and have the proceeds of such liquidation remitted to you. Estimated Annual Income, Accrued Interest, and APY% will only be displayed for fully settled positions.
Description Market Value
7-Day
Current Yield %Est Ann Income APY %
MORGAN STANLEY PRIVATE BANK NA #$17,034.39 —$9.00 0.050
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 1.31%$17,034.39 $9.00
# 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
$208.190
208.190
$8,013.63
1,089.51
$10,617.69
1,457.33
$2,604.06
367.82
LT
LT
Total 58.000 9,103.14 12,075.02 2,971.88 LT 273.00 2.26
Next Dividend Payable 09/2017; Asset Class: Equities
ABBOTT LABORATORIES (ABT) 10/22/14
2/16/16
5/2/16
170.000
16.000
36.000
41.922
37.969
38.969
48.610
48.610
48.610
7,126.70
607.50
1,402.89
8,263.70
777.76
1,749.96
1,137.00
170.26
347.07
LT
LT
LT
Total 222.000 9,137.09 10,791.42 1,654.33 LT 235.00 2.17
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 55 of 134
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 72.510 1,790.84 2,247.81 456.97 LT 79.00 3.51
Next Dividend Payable 08/2017; Asset Class: Equities
ACCENTURE PLC IRELAND CL A (ACN) 11/9/15 54.000 104.660 123.680 5,651.64 6,678.72 1,027.08 LT 131.00 1.96
Next Dividend Payable 11/2017; Asset Class: Equities
AIR PROD & CHEM INC (APD) 6/22/17 18.000 144.449 143.060 2,600.09 2,575.08 (25.01)ST 68.00 2.64
Next Dividend Payable 08/14/17; Asset Class: Equities
ALEXANDRIA REAL ESTATE EQ INC (ARE) 11/9/15 28.000 86.272 120.470 2,415.61 3,373.16 957.55 LT R 96.00 2.84
Next Dividend Payable 07/17/17; Asset Class: Alt
ALTRIA GROUP INC (MO) 11/9/15
2/16/16
207.000
36.000
56.930
60.300
74.470
74.470
11,784.61
2,170.80
15,415.29
2,680.92
3,630.68
510.12
LT
LT
Total 243.000 13,955.41 18,096.21 4,140.80 LT 593.00 3.27
Next Dividend Payable 07/10/17; Asset Class: Equities
AMERIPRISE FINCL INC (AMP) 11/17/15 43.000 113.969 127.290 4,900.65 5,473.47 572.82 LT 143.00 2.61
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
77.800
77.800
9,054.54
4,093.79
11,592.20
3,812.20
2,537.66
(281.59)
LT
ST
Total 198.000 13,148.33 15,404.40 2,537.66
(281.59)
LT
ST
356.00 2.31
Next Dividend Payable 09/2017; Asset Class: Equities
APPLE INC (AAPL) 11/9/15
2/16/16
177.000
31.000
120.243
96.317
144.020
144.020
21,282.96
2,985.83
25,491.54
4,464.62
4,208.58
1,478.79
LT
LT
Total 208.000 24,268.79 29,956.16 5,687.37 LT 524.00 1.74
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
57.250
57.250
5,435.41
1,023.79
7,156.25
1,030.50
1,720.84
6.71
LT
ST
Total 143.000 6,459.20 8,186.75 1,720.84
6.71
LT
ST
223.00 2.72
Next Dividend Payable 09/2017; Asset Class: Equities
AUTOMATIC DATA PROCESSING INC (ADP) 11/9/15
2/16/16
66.000
7.000
86.393
83.874
102.460
102.460
5,701.93
587.12
6,762.36
717.22
1,060.43
130.10
LT
LT
Total 73.000 6,289.05 7,479.58 1,190.53 LT 166.00 2.21
Next Dividend Payable 07/01/17; Asset Class: Equities
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CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 56 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
192.170
192.170
192.170
7,105.98
824.21
1,536.64
8,071.14
960.85
1,537.36
965.16
136.64
0.72
LT
LT
LT
Total 55.000 9,466.83 10,569.35 1,102.52 LT 312.00 2.95
Next Dividend Payable 07/17/17; Asset Class: Alt
BANK OF AMERICA CORP (BAC) 7/27/16
8/15/16
8/30/16
814.000
239.000
144.000
14.631
15.010
15.935
24.260
24.260
24.260
11,909.80
3,587.39
2,294.68
19,747.64
5,798.14
3,493.44
7,837.84
2,210.75
1,198.76
ST
ST
ST
11/4/16 355.000 16.695 24.260 5,926.73 8,612.30 2,685.57 ST
12/1/16 70.000 21.847 24.260 1,529.30 1,698.20 168.90 ST
Total 1,622.000 25,247.90 39,349.72 14,101.82 ST 487.00 1.23
Next Dividend Payable 09/2017; Asset Class: Equities
BB & T CORP (BBT) 10/22/14
1/6/15
12/2/15
41.000
242.000
26.000
36.349
36.810
38.459
45.410
45.410
45.410
1,490.30
8,907.95
999.93
1,861.81
10,989.22
1,180.66
371.51
2,081.27
180.73
LT
LT
LT
2/16/16 16.000 32.788 45.410 524.60 726.56 201.96 LT
12/9/16 67.000 46.725 45.410 3,130.57 3,042.47 (88.10)ST
Total 392.000 15,053.35 17,800.72 2,835.47
(88.10)
LT
ST
470.00 2.64
Next Dividend Payable 09/2017; Asset Class: Equities
BECTON DICKINSON & CO (BDX) 11/9/15
2/16/16
4/22/16
47.000
7.000
12.000
152.187
142.173
159.086
195.110
195.110
195.110
7,152.78
995.21
1,909.03
9,170.17
1,365.77
2,341.32
2,017.39
370.56
432.29
LT
LT
LT
Total 66.000 10,057.02 12,877.26 2,820.24 LT 193.00 1.49
Next Dividend Payable 09/2017; Asset Class: Equities
BEST BUY CO (BBY) 11/9/15
3/13/17
131.000
21.000
35.316
44.808
57.330
57.330
4,626.33
940.96
7,510.23
1,203.93
2,883.90
262.97
LT
ST
Total 152.000 5,567.29 8,714.16 2,883.90
262.97
LT
ST
207.00 2.37
Next Dividend Payable 07/06/17; 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
422.410
422.410
422.410
17,455.92
2,276.71
943.67
21,120.50
2,956.87
1,267.23
3,664.58
680.16
323.56
LT
LT
LT
4/22/16 6.000 368.615 422.410 2,211.69 2,534.46 322.77 LT
Total 66.000 22,887.99 27,879.06 4,991.07 LT 660.00 2.36
Next Dividend Payable 09/2017; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 57 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
BOSTON PROPERTIES INC (BXP) 2/16/16
3/11/16
14.000
24.000
109.950
120.098
123.020
123.020
1,539.30
2,882.34
1,722.28
2,952.48
182.98
70.14
LT
LT
Total 38.000 4,421.64 4,674.76 253.12 LT 114.00 2.43
Next Dividend Payable 07/31/17; Asset Class: Alt
BRISTOL MYERS SQUIBB CO (BMY) 11/9/15
2/16/16
179.000
13.000
64.769
62.057
55.720
55.720
11,593.58
806.74
9,973.88
724.36
(1,619.70)
(82.38)
LT
LT
Total 192.000 12,400.32 10,698.24 (1,702.08)LT 300.00 2.80
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
82.620
82.620
82.620
3,586.34
2,843.02
2,701.03
3,883.14
2,974.32
3,387.42
296.80
131.30
686.39
LT
LT
LT
12/9/16 27.000 89.799 82.620 2,424.56 2,230.74 (193.82)ST
Total 151.000 11,554.95 12,475.62 1,114.49
(193.82)
LT
ST
242.00 1.93
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
104.330
104.330
104.330
12,107.24
924.22
4,131.68
13,667.23
1,043.30
5,112.17
1,559.99
119.08
980.49
LT
LT
LT
4/13/16 23.000 97.547 104.330 2,243.57 2,399.59 156.02 LT
4/22/16 9.000 102.160 104.330 919.44 938.97 19.53 LT
11/1/16 30.000 106.339 104.330 3,190.18 3,129.90 (60.28)ST
1/3/17 15.000 117.528 104.330 1,762.92 1,564.95 (197.97)ST
2/14/17 25.000 111.900 104.330 2,797.50 2,608.25 (189.25)ST
2/28/17 24.000 111.981 104.330 2,687.54 2,503.92 (183.62)ST
Total 316.000 30,764.29 32,968.28 2,835.11
(631.12)
LT
ST
1,365.00 4.14
Next Dividend Payable 09/2017; Asset Class: Equities
CHUBB LTD (CB) 11/9/15
2/16/16
67.000
6.000
112.204
115.673
145.380
145.380
7,517.67
694.04
9,740.46
872.28
2,222.79
178.24
LT
LT
Total 73.000 8,211.71 10,612.74 2,401.03 LT 207.00 1.95
Next Dividend Payable 07/21/17; Asset Class: Equities
CINCINNATI FINANCIAL OHIO (CINF) 11/9/15
2/16/16
65.000
9.000
60.074
61.982
72.450
72.450
3,904.81
557.84
4,709.25
652.05
804.44
94.21
LT
LT
Total 74.000 4,462.65 5,361.30 898.65 LT 148.00 2.76
Next Dividend Payable 07/14/17; Asset Class: Equities
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CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 58 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
CINEMARK HOLDINGS INC. (CNK) 11/9/15
3/13/17
122.000
15.000
36.954
43.953
38.850
38.850
4,508.35
659.30
4,739.70
582.75
231.35
(76.55)
LT
ST
Total 137.000 5,167.65 5,322.45 231.35
(76.55)
LT
ST
159.00 2.98
Next Dividend Payable 09/2017; Asset Class: Equities
CME GROUP INC (CME) 11/9/15 210.000 97.152 125.240 20,401.84 26,300.40 5,898.56 LT 554.00 2.10
Next Dividend Payable 09/2017; Asset Class: Equities
CMS ENERGY CP (CMS) 11/9/15
2/16/16
194.000
34.000
34.269
38.860
46.250
46.250
6,648.16
1,321.25
8,972.50
1,572.50
2,324.34
251.25
LT
LT
Total 228.000 7,969.41 10,545.00 2,575.59 LT 303.00 2.87
Next Dividend Payable 08/2017; Asset Class: Equities
COCA COLA CO (KO) 4/24/15 145.000 40.958 44.850 5,938.87 6,503.25 564.38 LT 215.00 3.30
Next Dividend Payable 07/03/17; Asset Class: Equities
COMCAST CORP (NEW) CLASS A (CMCSA) 11/9/15
12/2/15
2/16/16
194.000
56.000
22.000
30.639
30.300
28.734
38.920
38.920
38.920
5,944.02
1,696.78
632.14
7,550.48
2,179.52
856.24
1,606.46
482.74
224.10
LT
LT
LT
Total 272.000 8,272.94 10,586.24 2,313.30 LT 171.00 1.61
Next Dividend Payable 07/26/17; 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
43.960
43.960
43.960
13,408.97
1,644.31
2,513.70
10,770.20
1,714.44
2,329.88
(2,638.77)
70.13
(183.82)
LT
LT
LT
6/22/16 50.000 44.080 43.960 2,203.99 2,198.00 (5.99)LT
11/2/16 54.000 43.105 43.960 2,327.67 2,373.84 46.17 ST
11/9/16 39.000 45.773 43.960 1,785.14 1,714.44 (70.70)ST
11/18/16 85.000 44.940 43.960 3,819.90 3,736.60 (83.30)ST
Total 565.000 27,703.68 24,837.40 (2,758.45)
(107.83)
LT
ST
599.00 2.41
Next Dividend Payable 09/2017; Asset Class: Equities
CULLEN FROST BANKERS INC (CFR) 11/17/15 75.000 69.508 93.910 5,213.10 7,043.25 1,830.15 LT 171.00 2.42
Next Dividend Payable 09/2017; 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
62.190
62.190
62.190
1,994.65
1,008.90
3,004.03
2,176.65
1,119.42
3,296.07
182.00
110.52
292.04
LT
LT
LT
12/9/16 37.000 72.040 62.190 2,665.48 2,301.03 (364.45)ST
Total 143.000 8,673.06 8,893.17 584.56
(364.45)
LT
ST
172.00 1.93
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 59 of 134
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
DOVER CORP (DOV) 9/29/16
11/1/16
11/10/16
42.000
26.000
16.000
71.701
66.690
71.550
80.220
80.220
80.220
3,011.43
1,733.94
1,144.80
3,369.24
2,085.72
1,283.52
357.81
351.78
138.72
ST
ST
ST
11/18/16 17.000 70.000 80.220 1,190.00 1,363.74 173.74 ST
2/2/17 19.000 77.571 80.220 1,473.85 1,524.18 50.33 ST
6/23/17 30.000 78.186 80.220 2,345.59 2,406.60 61.01 ST
Total 150.000 10,899.61 12,033.00 1,133.39 ST 264.00 2.19
Next Dividend Payable 09/2017; Asset Class: Equities
DR PEPPER SNAPPLE GROUP INC (DPS) 11/9/15
2/16/16
3/31/17
91.000
12.000
26.000
85.736
91.919
97.943
91.110
91.110
91.110
7,801.95
1,103.03
2,546.51
8,291.01
1,093.32
2,368.86
489.06
(9.71)
(177.65)
LT
LT
ST
Total 129.000 11,451.49 11,753.19 479.35
(177.65)
LT
ST
299.00 2.54
Next Dividend Payable 07/06/17; Asset Class: Equities
DTE ENERGY COMPANY (DTE) 11/9/15 22.000 79.210 105.790 1,742.62 2,327.38 584.76 LT 73.00 3.13
Next Dividend Payable 07/15/17; 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
80.710
80.710
80.710
5,523.65
1,547.41
1,676.35
6,698.93
1,856.33
1,694.91
1,175.28
308.92
18.56
LT
LT
ST
Total 127.000 8,747.41 10,250.17 1,484.20
18.56
LT
ST
193.00 1.88
Next Dividend Payable 09/2017; Asset Class: Equities
EDISON INTERNATIONAL (EIX) 11/9/15
2/16/16
127.000
21.000
59.158
61.827
78.190
78.190
7,513.12
1,298.37
9,930.13
1,641.99
2,417.01
343.62
LT
LT
Total 148.000 8,811.49 11,572.12 2,760.63 LT 321.00 2.77
Next Dividend Payable 07/31/17; Asset Class: Equities
ELI LILLY & CO (LLY) 11/9/15
12/2/15
5/17/16
79.000
15.000
26.000
79.242
84.716
76.509
82.300
82.300
82.300
6,260.08
1,270.74
1,989.23
6,501.70
1,234.50
2,139.80
241.62
(36.24)
150.57
LT
LT
LT
Total 120.000 9,520.05 9,876.00 355.95 LT 250.00 2.53
Next Dividend Payable 09/2017; Asset Class: Equities
EXXON MOBIL CORP (XOM) 11/9/15
2/16/16
238.000
40.000
82.058
81.082
80.730
80.730
19,529.78
3,243.28
19,213.74
3,229.20
(316.04)
(14.08)
LT
LT
Total 278.000 22,773.06 22,442.94 (330.12)LT 856.00 3.81
Next Dividend Payable 09/2017; Asset Class: Equities
00
0
2
6
3
M
S
A
D
S
2
3
1
0
1
7
8
6
6
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 60 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
85.400
85.400
85.400
728.27
3,972.37
3,986.98
939.40
5,124.00
5,209.40
211.13
1,151.63
1,222.42
LT
LT
LT
Total 132.000 8,687.62 11,272.80 2,585.18 LT 153.00 1.35
Next Dividend Payable 09/2017; Asset Class: Equities
GENERAL ELECTRIC CO (GE) 4/11/17
4/25/17
219.000
116.000
30.027
29.485
27.010
27.010
6,575.98
3,420.26
5,915.19
3,133.16
(660.79)
(287.10)
ST
ST
Total 335.000 9,996.24 9,048.35 (947.89)ST 322.00 3.55
Next Dividend Payable 07/25/17; 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
198.100
198.100
198.100
2,080.50
4,061.47
1,423.96
2,971.50
6,141.10
1,981.00
891.00
2,079.63
557.04
LT
LT
LT
7/1/16 17.000 141.083 198.100 2,398.41 3,367.70 969.29 ST
9/16/16 16.000 151.111 198.100 2,417.77 3,169.60 751.83 ST
11/18/16 7.000 166.954 198.100 1,168.68 1,386.70 218.02 ST
Total 96.000 13,550.79 19,017.60 3,527.67
1,939.14
LT
ST
323.00 1.69
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
92.760
92.760
92.760
7,265.57
2,410.98
1,245.60
7,606.32
2,319.00
1,298.64
340.75
(91.98)
53.04
LT
LT
ST
11/18/16 13.000 94.178 92.760 1,224.32 1,205.88 (18.44)ST
11/30/16 13.000 96.832 92.760 1,258.81 1,205.88 (52.93)ST
6/5/17 16.000 94.285 92.760 1,508.56 1,484.16 (24.40)ST
Total 163.000 14,913.84 15,119.88 248.77
(42.73)
LT
ST
440.00 2.91
Next Dividend Payable 07/03/17; Asset Class: Equities
GILEAD SCIENCE (GILD) 2/16/16
5/17/16
7/20/16
37.000
13.000
22.000
90.731
83.514
86.953
70.780
70.780
70.780
3,357.03
1,085.68
1,912.97
2,618.86
920.14
1,557.16
(738.17)
(165.54)
(355.81)
LT
LT
ST
Total 72.000 6,355.68 5,096.16 (903.71)
(355.81)
LT
ST
150.00 2.94
Next Dividend Payable 09/2017; 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
52.570
52.570
52.570
16,000.30
1,440.56
1,718.57
17,978.94
1,839.95
1,892.52
1,978.64
399.39
173.95
LT
LT
ST
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 61 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 413.000 19,159.43 21,711.41 2,378.03
173.95
LT
ST
380.00 1.75
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
31.960
31.960
31.960
1,289.77
939.66
3,271.70
1,438.20
958.80
2,940.32
148.43
19.14
(331.38)
LT
LT
ST
R
R
R
Total 167.000 5,501.13 5,337.32 167.57
(331.38)
LT
ST
247.00 4.62
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
153.400
153.400
153.400
14,142.99
956.00
1,490.51
17,487.60
1,227.20
1,687.40
3,344.61
271.20
196.89
LT
LT
LT
12/13/16 21.000 136.217 153.400 2,860.56 3,221.40 360.84 ST
Total 154.000 19,450.06 23,623.60 3,812.70
360.84
LT
ST
548.00 2.31
Next Dividend Payable 09/2017; 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
133.290
133.290
133.290
7,738.21
1,041.44
1,802.26
10,130.04
1,332.90
2,132.64
2,391.83
291.46
330.38
LT
LT
LT
9/16/16 15.000 113.462 133.290 1,701.93 1,999.35 297.42 ST
10/5/16 9.000 115.190 133.290 1,036.71 1,199.61 162.90 ST
11/1/16 11.000 109.239 133.290 1,201.63 1,466.19 264.56 ST
11/10/16 11.000 113.500 133.290 1,248.50 1,466.19 217.69 ST
Total 148.000 15,770.68 19,726.92 3,013.67
942.57
LT
ST
394.00 1.99
Next Dividend Payable 09/2017; Asset Class: Equities
ILL TOOL WORKS INC (ITW) 11/9/15
2/16/16
125.000
15.000
91.119
93.097
143.250
143.250
11,389.88
1,396.46
17,906.25
2,148.75
6,516.37
752.29
LT
LT
Total 140.000 12,786.34 20,055.00 7,268.66 LT 364.00 1.81
Next Dividend Payable 07/12/17; Asset Class: Equities
INTL FLAVORS & FRAGRANCES (IFF) 2/16/16
6/30/16
18.000
9.000
107.500
124.170
135.000
135.000
1,935.00
1,117.53
2,430.00
1,215.00
495.00
97.47
LT
ST
Total 27.000 3,052.53 3,645.00 495.00
97.47
LT
ST
69.00 1.89
Next Dividend Payable 07/07/17; Asset Class: Equities
00
0
2
6
3
M
S
A
D
S
2
3
1
0
1
7
8
6
7
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 62 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
JOHNSON & JOHNSON (JNJ) 11/9/15
2/16/16
1/3/17
230.000
24.000
14.000
100.781
102.295
115.840
132.290
132.290
132.290
23,179.52
2,455.07
1,621.76
30,426.70
3,174.96
1,852.06
7,247.18
719.89
230.30
LT
LT
ST
Total 268.000 27,256.35 35,453.72 7,967.07
230.30
LT
ST
900.00 2.53
Next Dividend Payable 09/2017; Asset Class: Equities
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
129.110
129.110
129.110
2,944.03
2,858.25
1,799.51
3,227.75
3,098.64
1,936.65
283.72
240.39
137.14
LT
LT
LT
2/16/16 7.000 128.299 129.110 898.09 903.77 5.68 LT
5/2/16 8.000 125.899 129.110 1,007.19 1,032.88 25.69 LT
Total 79.000 9,507.07 10,199.69 692.62 LT 307.00 3.00
Next Dividend Payable 07/05/17; Asset Class: Equities
KLA TENCOR CORP (KLAC) 11/9/15
2/16/16
115.000
11.000
66.847
65.047
91.510
91.510
7,687.41
715.52
10,523.65
1,006.61
2,836.24
291.09
LT
LT
Total 126.000 8,402.93 11,530.26 3,127.33 LT 272.00 2.35
Next Dividend Payable 09/2017; Asset Class: Equities
KRAFT HEINZ CO (KHC) 11/9/15
11/4/16
2/14/17
32.000
28.000
28.000
68.628
83.562
90.140
85.640
85.640
85.640
2,196.09
2,339.74
2,523.92
2,740.48
2,397.92
2,397.92
544.39
58.18
(126.00)
LT
ST
ST
R
R
3/31/17 22.000 90.912 85.640 2,000.07 1,884.08 (115.99)ST
Total 110.000 9,059.82 9,420.40 544.39
(183.81)
LT
ST
264.00 2.80
Next Dividend Payable 09/2017; 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
53.890
53.890
53.890
6,651.19
910.45
3,245.26
3,826.19
592.79
2,209.49
(2,825.00)
(317.66)
(1,035.77)
LT
LT
LT
11/1/16 18.000 65.864 53.890 1,185.56 970.02 (215.54)ST
Total 141.000 11,992.46 7,598.49 (4,178.43)
(215.54)
LT
ST
338.00 4.44
Next Dividend Payable 09/2017; Asset Class: Equities
M&T BANK CORP (MTB) 2/18/16 67.000 105.995 161.950 7,101.69 10,850.65 3,748.96 LT 201.00 1.85
Next Dividend Payable 09/2017; Asset Class: Equities
MC DONALDS CORP (MCD) 4/26/17
6/5/17
28.000
10.000
140.734
152.994
153.160
153.160
3,940.55
1,529.94
4,288.48
1,531.60
347.93
1.66
ST
ST
Total 38.000 5,470.49 5,820.08 349.59 ST 143.00 2.45
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 63 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 09/2017; Asset Class: Equities
MERCK & CO INC NEW COM (MRK) 11/9/15
2/16/16
342.000
30.000
54.145
49.967
64.090
64.090
18,517.45
1,499.02
21,918.78
1,922.70
3,401.33
423.68
LT
LT
Total 372.000 20,016.47 23,841.48 3,825.01 LT 699.00 2.93
Next Dividend Payable 07/10/17; Asset Class: Equities
METLIFE INCORPORATED (MET) 3/26/15
12/2/15
2/16/16
225.000
22.000
16.000
50.812
50.830
38.167
54.940
54.940
54.940
11,432.77
1,118.26
610.67
12,361.50
1,208.68
879.04
928.73
90.42
268.37
LT
LT
LT
4/26/16 79.000 46.574 54.940 3,679.36 4,340.26 660.90 LT
8/3/16 85.000 43.474 54.940 3,695.30 4,669.90 974.60 ST
Total 427.000 20,536.36 23,459.38 1,948.42
974.60
LT
ST
683.00 2.91
Next Dividend Payable 09/2017; Asset Class: Equities
MICROSOFT CORP (MSFT) 11/9/15
2/16/16
3/11/16
243.000
21.000
69.000
53.859
50.847
52.916
68.930
68.930
68.930
13,087.79
1,067.79
3,651.19
16,749.99
1,447.53
4,756.17
3,662.20
379.74
1,104.98
LT
LT
LT
4/22/16 41.000 51.277 68.930 2,102.37 2,826.13 723.76 LT
Total 374.000 19,909.14 25,779.82 5,870.68 LT 583.00 2.26
Next Dividend Payable 09/2017; Asset Class: Equities
MOLSON COORS BREWING CO CL B (TAP) 2/16/16
3/11/16
6/9/16
30.000
29.000
22.000
85.084
91.748
102.969
86.340
86.340
86.340
2,552.53
2,660.69
2,265.31
2,590.20
2,503.86
1,899.48
37.67
(156.83)
(365.83)
LT
LT
LT
5/10/17 22.000 92.762 86.340 2,040.77 1,899.48 (141.29)ST
Total 103.000 9,519.30 8,893.02 (484.99)
(141.29)
LT
ST
169.00 1.90
Next Dividend Payable 09/2017; Asset Class: Equities
MONDELEZ INTL INC COM (MDLZ) 11/9/15
12/2/15
5/2/16
181.000
41.000
43.000
43.587
43.576
43.590
43.190
43.190
43.190
7,889.27
1,786.60
1,874.39
7,817.39
1,770.79
1,857.17
(71.88)
(15.81)
(17.22)
LT
LT
LT
R
R
R
Total 265.000 11,550.26 11,445.35 (104.91)LT 201.00 1.75
Next Dividend Payable 07/13/17; Asset Class: Equities
NEXTERA ENERGY INC (NEE) 11/9/15
2/16/16
49.000
27.000
98.693
111.971
140.130
140.130
4,835.96
3,023.23
6,866.37
3,783.51
2,030.41
760.28
LT
LT
Total 76.000 7,859.19 10,649.88 2,790.69 LT 299.00 2.80
Next Dividend Payable 09/2017; Asset Class: Equities
00
0
2
6
3
M
S
A
D
S
2
3
1
0
1
7
8
6
8
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 64 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
NISOURCE INC (NI) 11/9/15
2/16/16
267.000
34.000
18.870
21.180
25.360
25.360
5,038.29
720.12
6,771.12
862.24
1,732.83
142.12
LT
LT
Total 301.000 5,758.41 7,633.36 1,874.95 LT 211.00 2.76
Next Dividend Payable 08/2017; Asset Class: Equities
NORFOLK SOUTHERN CORP (NSC) 9/28/15 80.000 75.028 121.700 6,002.24 9,736.00 3,733.76 LT 195.00 2.00
Next Dividend Payable 09/2017; Asset Class: Equities
NORTHERN TRUST CORP (NTRS) 11/9/15
2/16/16
130.000
9.000
73.857
58.690
97.210
97.210
9,601.40
528.21
12,637.30
874.89
3,035.90
346.68
LT
LT
Total 139.000 10,129.61 13,512.19 3,382.58 LT 211.00 1.56
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
59.870
59.870
59.870
17,741.17
2,823.65
1,828.29
14,129.32
2,275.06
1,616.49
(3,611.85)
(548.59)
(211.80)
LT
LT
LT
5/2/16 21.000 76.220 59.870 1,600.63 1,257.27 (343.36)LT
11/18/16 21.000 68.690 59.870 1,442.49 1,257.27 (185.22)ST
2/2/17 22.000 68.830 59.870 1,514.26 1,317.14 (197.12)ST
5/5/17 63.000 59.879 59.870 3,772.35 3,771.81 (0.54)ST
Total 428.000 30,722.84 25,624.36 (4,715.60)
(382.88)
LT
ST
1,301.00 5.07
Next Dividend Payable 07/14/17; Asset Class: Equities
PEPSICO INC NC (PEP) 2/16/16
3/11/16
1/23/17
32.000
32.000
20.000
98.470
101.232
103.767
115.490
115.490
115.490
3,151.04
3,239.42
2,075.34
3,695.68
3,695.68
2,309.80
544.64
456.26
234.46
LT
LT
ST
Total 84.000 8,465.80 9,701.16 1,000.90
234.46
LT
ST
270.00 2.78
Next Dividend Payable 09/2017; Asset Class: Equities
PFIZER INC (PFE) 11/27/15
2/16/16
4/22/16
577.000
68.000
48.000
32.760
29.655
33.359
33.590
33.590
33.590
18,902.52
2,016.56
1,601.23
19,381.43
2,284.12
1,612.32
478.91
267.56
11.09
LT
LT
LT
Total 693.000 22,520.31 23,277.87 757.56 LT 887.00 3.81
Next Dividend Payable 09/2017; Asset Class: Equities
PHILIP MORRIS INTL INC (PM) 11/9/15
2/16/16
62.000
11.000
85.028
89.897
117.450
117.450
5,271.76
988.87
7,281.90
1,291.95
2,010.14
303.08
LT
LT
Total 73.000 6,260.63 8,573.85 2,313.22 LT 304.00 3.54
Next Dividend Payable 07/11/17; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 65 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
124.870
124.870
124.870
21,094.08
1,176.57
3,295.37
27,970.88
1,748.18
3,496.36
6,876.80
571.61
200.99
LT
LT
ST
Total 266.000 25,566.02 33,215.42 7,448.41
200.99
LT
ST
585.00 1.76
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
109.960
109.960
109.960
5,483.06
1,584.08
1,869.76
5,937.84
1,649.40
2,199.20
454.78
65.32
329.44
LT
LT
LT
8/2/16 16.000 103.710 109.960 1,659.36 1,759.36 100.00 ST
5/1/17 14.000 109.781 109.960 1,536.93 1,539.44 2.51 ST
Total 119.000 12,133.19 13,085.24 849.54
102.51
LT
ST
190.00 1.45
Next Dividend Payable 09/2017; Asset Class: Equities
PRAXAIR INC (PX) 11/18/15
12/2/15
2/16/16
3.000
8.000
5.000
114.307
110.563
104.072
132.550
132.550
132.550
342.92
884.50
520.36
397.65
1,060.40
662.75
54.73
175.90
142.39
LT
LT
LT
5/2/16 13.000 118.125 132.550 1,535.62 1,723.15 187.53 LT
7/1/16 22.000 113.226 132.550 2,490.98 2,916.10 425.12 ST
Total 51.000 5,774.38 6,760.05 560.55
425.12
LT
ST
161.00 2.38
Next Dividend Payable 09/2017; Asset Class: Equities
PROCTER & GAMBLE (PG) 11/9/15
2/16/16
25.000
14.000
75.300
81.277
87.150
87.150
1,882.50
1,137.88
2,178.75
1,220.10
296.25
82.22
LT
LT
Total 39.000 3,020.38 3,398.85 378.47 LT 108.00 3.17
Next Dividend Payable 08/2017; Asset Class: Equities
PROGRESSIVE CORP OHIO (PGR) 11/9/15 113.000 31.398 44.090 3,548.01 4,982.17 1,434.16 LT 77.00 1.54
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
108.140
108.140
8,332.79
2,092.75
10,489.58
3,244.20
2,156.79
1,151.45
LT
ST
Total 127.000 10,425.54 13,733.78 2,156.79
1,151.45
LT
ST
381.00 2.77
Next Dividend Payable 09/2017; Asset Class: Equities
QUALCOMM INC (QCOM) 9/8/15
1/23/17
108.000
49.000
55.087
55.558
55.220
55.220
5,949.36
2,722.33
5,963.76
2,705.78
14.40
(16.55)
LT
ST
00
0
2
6
3
M
S
A
D
S
2
3
1
0
1
7
8
6
9
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 66 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 157.000 8,671.69 8,669.54 14.40
(16.55)
LT
ST
358.00 4.12
Next Dividend Payable 09/2017; 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
54.550
54.550
54.550
2,915.89
992.83
2,236.29
3,491.20
1,145.55
2,400.20
575.31
152.72
163.91
LT
LT
ST
Total 129.000 6,145.01 7,036.95 728.03
163.91
LT
ST
155.00 2.20
Next Dividend Payable 07/2017; Asset Class: Equities
REPUBLIC SERVICES INC (RSG) 11/9/15
2/16/16
4/26/16
159.000
14.000
63.000
43.578
45.157
45.927
63.730
63.730
63.730
6,928.98
632.20
2,893.38
10,133.07
892.22
4,014.99
3,204.09
260.02
1,121.61
LT
LT
LT
9/16/16 23.000 50.060 63.730 1,151.37 1,465.79 314.42 ST
10/5/16 25.000 50.082 63.730 1,252.06 1,593.25 341.19 ST
Total 284.000 12,857.99 18,099.32 4,585.72
655.61
LT
ST
364.00 2.01
Next Dividend Payable 07/14/17; Asset Class: Equities
S&P GLOBAL INC COM (SPGI) 11/9/15 25.000 96.094 145.990 2,402.34 3,649.75 1,247.41 LT 41.00 1.12
Next Dividend Payable 09/2017; Asset Class: Equities
SCHLUMBERGER LTD (SLB) 11/9/15
12/22/15
5/10/16
51.000
31.000
30.000
78.020
69.491
73.758
65.840
65.840
65.840
3,979.02
2,154.21
2,212.73
3,357.84
2,041.04
1,975.20
(621.18)
(113.17)
(237.53)
LT
LT
LT
8/30/16 20.000 81.296 65.840 1,625.91 1,316.80 (309.11)ST
11/7/16 45.000 79.150 65.840 3,561.75 2,962.80 (598.95)ST
Total 177.000 13,533.62 11,653.68 (971.88)
(908.06)
LT
ST
354.00 3.03
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
161.760
161.760
161.760
10,453.07
1,114.94
2,159.20
8,896.80
970.56
1,779.36
(1,556.27)
(144.38)
(379.84)
LT
LT
LT
Total 72.000 13,727.21 11,646.72 (2,080.49)LT 490.00 4.20
Next Dividend Payable 08/2017; Asset Class: Alt
SNAP-ON INC (SNA) 11/9/15 16.000 169.053 158.000 2,704.84 2,528.00 (176.84)LT 45.00 1.78
Next Dividend Payable 09/2017; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 67 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
140.730
140.730
140.730
2,881.95
1,681.92
1,135.57
4,362.63
2,533.14
1,407.30
1,480.68
851.22
271.73
LT
LT
ST
5/1/17 11.000 136.363 140.730 1,499.99 1,548.03 48.04 ST
Total 70.000 7,199.43 9,851.10 2,331.90
319.77
LT
ST
162.00 1.64
Next Dividend Payable 09/2017; Asset Class: Equities
T ROWE PRICE GROUP INC (TROW) 11/17/15 162.000 75.381 74.210 12,211.77 12,022.02 (189.75)LT 369.00 3.06
Next Dividend Payable 09/2017; 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
76.930
76.930
76.930
12,033.14
790.05
1,500.72
16,232.23
1,153.95
2,000.18
4,199.09
363.90
499.46
LT
LT
LT
Total 252.000 14,323.91 19,386.36 5,062.45 LT 504.00 2.59
Next Dividend Payable 08/2017; Asset Class: Equities
TIFFANY & COMPANY NEW (TIF) 11/9/15 60.000 79.957 93.870 4,797.43 5,632.20 834.77 LT 120.00 2.13
Next Dividend Payable 07/10/17; Asset Class: Equities
TIME WARNER INC NEW (TWX) 11/9/15 85.000 68.505 100.410 5,822.93 8,534.85 2,711.92 LT 137.00 1.60
Next Dividend Payable 09/2017; Asset Class: Equities
TRAVELERS COMPANIES INC COM (TRV) 11/9/15
12/2/15
2/16/16
164.000
12.000
16.000
112.610
114.880
107.192
126.530
126.530
126.530
18,468.02
1,378.56
1,715.07
20,750.92
1,518.36
2,024.48
2,282.90
139.80
309.41
LT
LT
LT
Total 192.000 21,561.65 24,293.76 2,732.11 LT 553.00 2.27
Next Dividend Payable 09/2017; Asset Class: Equities
U S BANCORP COM NEW (USB) 11/9/15
2/16/16
1/3/17
242.000
17.000
42.000
43.112
40.427
51.265
51.920
51.920
51.920
10,433.20
687.26
2,153.12
12,564.64
882.64
2,180.64
2,131.44
195.38
27.52
LT
LT
ST
Total 301.000 13,273.58 15,627.92 2,326.82
27.52
LT
ST
337.00 2.15
Next Dividend Payable 07/17/17; Asset Class: Equities
UNION PACIFIC CORP (UNP) 11/9/15
11/18/16
12/1/16
81.000
11.000
19.000
86.780
99.917
103.535
108.910
108.910
108.910
7,029.18
1,099.09
1,967.16
8,821.71
1,198.01
2,069.29
1,792.53
98.92
102.13
LT
ST
ST
3/1/17 15.000 110.375 108.910 1,655.63 1,633.65 (21.98)ST
5/1/17 11.000 112.186 108.910 1,234.05 1,198.01 (36.04)ST
Total 137.000 12,985.11 14,920.67 1,792.53
143.03
LT
ST
332.00 2.22
00
0
2
6
3
M
S
A
D
S
2
3
1
0
1
7
8
7
0
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 68 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 09/2017; Asset Class: Equities
V F CORPORATION (VFC) 11/9/15
2/16/16
5/2/16
13.000
42.000
27.000
67.261
60.010
63.687
57.600
57.600
57.600
874.39
2,520.42
1,719.55
748.80
2,419.20
1,555.20
(125.59)
(101.22)
(164.35)
LT
LT
LT
Total 82.000 5,114.36 4,723.20 (391.16)LT 138.00 2.92
Next Dividend Payable 09/2017; 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
67.460
67.460
67.460
2,948.40
1,035.12
2,345.82
3,507.92
1,281.74
2,900.78
559.52
246.62
554.96
LT
LT
ST
11/30/16 21.000 62.110 67.460 1,304.30 1,416.66 112.36 ST
2/2/17 20.000 65.630 67.460 1,312.60 1,349.20 36.60 ST
Total 155.000 8,946.24 10,456.30 806.14
703.92
LT
ST
434.00 4.15
Next Dividend Payable 09/2017; Asset Class: Equities
VALIDUS HOLDINGS LTD COM (VR) 11/9/15 53.000 45.163 51.970 2,393.62 2,754.41 360.79 LT 81.00 2.94
Next Dividend Payable 09/2017; 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
44.660
44.660
44.660
2,910.67
11,132.66
1,503.52
2,679.60
10,763.06
1,339.80
(231.07)
(369.60)
(163.72)
LT
LT
LT
5/2/16 29.000 51.210 44.660 1,485.09 1,295.14 (189.95)LT
2/2/17 30.000 47.987 44.660 1,439.60 1,339.80 (99.80)ST
Total 390.000 18,471.54 17,417.40 (954.34)
(99.80)
LT
ST
901.00 5.17
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
55.410
55.410
55.410
32,301.10
3,383.49
1,617.77
32,359.44
3,878.70
1,773.12
58.34
495.21
155.35
LT
LT
LT
Total 686.000 37,302.36 38,011.26 708.90 LT 1,043.00 2.74
Next Dividend Payable 09/2017; Asset Class: Equities
WESTROCK CO COM (WRK) 11/9/15 48.000 46.464 56.660 2,230.27 2,719.68 489.41 LT 77.00 2.83
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
100.410
100.410
2,335.30
1,068.14
2,911.89
1,405.74
576.59
337.60
LT
LT
Total 43.000 3,403.44 4,317.63 914.19 LT 100.00 2.31
Next Dividend Payable 09/2017; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 69 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
XCEL ENERGY INC (XEL) 11/9/15
2/16/16
234.000
29.000
34.903
38.607
45.880
45.880
8,167.21
1,119.60
10,735.92
1,330.52
2,568.71
210.92
LT
LT
Total 263.000 9,286.81 12,066.44 2,779.63 LT 379.00 3.14
Next Dividend Payable 07/20/17; Asset Class: Equities
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 98.69%$1,110,202.44 $1,284,454.67 $155,103.89
$19,148.34
LT
ST
$32,996.00 2.57%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $1,110,202.44 $1,301,489.06 $155,103.89
$19,148.34
LT
ST
$33,005.00
$0.00
2.54%
TOTAL VALUE (includes accrued interest)100.00%$1,301,489.06
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 $17,034.39 ——————
Stocks —$1,248,853.36 —$35,601.31 ———
TOTAL ALLOCATION OF ASSETS $17,034.39 $1,248,853.36 —$35,601.31 ———
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
6/5 6/8 Bought MC DONALDS CORP ACTED AS AGENT 10.000 $152.9940 $(1,529.94)
6/5 6/8 Bought GENUINE PARTS CO ACTED AS AGENT 16.000 94.2850 (1,508.56)
6/15 6/20 Sold REYNOLDS AMERICAN INC ACTED AS AGENT 42.000 65.7174 2,760.06
00
0
2
6
3
M
S
A
D
S
2
3
1
0
1
7
8
7
1
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 70 of 134
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS (CONTINUED)
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
6/15 6/20 Sold V F CORPORATION ACTED AS AGENT 47.000 55.7078 2,618.21
6/22 6/27 Sold PRAXAIR INC ACTED AS AGENT 18.000 132.4543 2,384.12
6/22 6/27 Bought AIR PROD & CHEM INC ACTED AS AGENT 18.000 144.4493 (2,600.09)
6/23 6/28 Sold REYNOLDS AMERICAN INC ACTED AS AGENT 50.000 65.9447 3,297.16
6/23 6/28 Bought DOVER CORP ACTED AS AGENT 30.000 78.1863 (2,345.59)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $3,075.37
TOTAL PURCHASES $(7,984.18)
TOTAL SALES AND REDEMPTIONS $11,059.55
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)
6/1 Qualified Dividend WELLS FARGO & CO NEW $260.68
6/1 Qualified Dividend PFIZER INC 221.76
6/1 Qualified Dividend CONOCOPHILLIPS 149.73
6/1 Qualified Dividend BB & T CORP 117.60
6/1 Qualified Dividend KLA TENCOR CORP 68.04
6/7 Qualified Dividend VALERO ENERGY CP DELA NEW 108.50
6/8 Qualified Dividend MICROSOFT CORP 145.86
6/9 Qualified Dividend EXXON MOBIL CORP 214.06
6/9 Qualified Dividend HONEYWELL INTERNATIONAL INC 98.42
6/9 Qualified Dividend ELI LILLY & CO 62.40
6/9 Qualified Dividend WYNDHAM WORLDWIDE CORP 24.94
6/9 Qualified Dividend SNAP-ON INC 11.36
6/12 Qualified Dividend CHEVRON CORP 341.28
6/12 Qualified Dividend 3M COMPANY 68.15
6/12 Qualified Dividend NORFOLK SOUTHERN CORP 48.80
6/12 Qualified Dividend DU PONT EI DE NEMOURS & CO 48.26
6/12 Qualified Dividend PPG INDUSTRIES INC 47.60
6/12 Qualified Dividend S&P GLOBAL INC COM 10.25
6/13 Qualified Dividend JOHNSON & JOHNSON 225.12
6/13 Qualified Dividend METLIFE INCORPORATED 170.80
6/15 Qualified Dividend HOME DEPOT INC 137.06
6/15 Qualified Dividend PRUDENTIAL FINANCIAL INC 95.25
6/15 Qualified Dividend NEXTERA ENERGY INC 74.67
6/15 Qualified Dividend PRAXAIR INC 54.34
6/15 Qualified Dividend DOVER CORP 52.80
6/15 Qualified Dividend CULLEN FROST BANKERS INC 42.75
6/15 Qualified Dividend MOLSON COORS BREWING CO CL B 42.23
6/15 Qualified Dividend TIME WARNER INC NEW 34.21
6/16 Qualified Dividend L BRANDS INC COM 84.60
6/16 Qualified Dividend KRAFT HEINZ CO 66.00
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 71 of 134
TAXABLE INCOME AND DISTRIBUTIONS (CONTINUED)
Activity Date Activity Type Description Comments Credits/(Debits)
6/16 Qualified Dividend ARTHUR J GALLAGHER 55.77
6/19 Qualified Dividend V F CORPORATION 54.18
6/19 Qualified Dividend MC DONALDS CORP 26.32
6/20 Qualified Dividend ANALOG DEVICES INC 89.10
6/20 Qualified Dividend STANLEY BLACK & DECKER INC 40.60
6/21 Qualified Dividend QUALCOMM INC 89.49
6/22 Qualified Dividend CINEMARK HOLDINGS INC.39.73
6/23 Qualified Dividend BLACKROCK INC 165.00
6/26 Qualified Dividend CME GROUP INC 138.60
6/29 Qualified Dividend T ROWE PRICE GROUP INC 92.34
6/29 Qualified Dividend GILEAD SCIENCE 37.44
6/30 Qualified Dividend TRAVELERS COMPANIES INC COM 138.24
6/30 Qualified Dividend BANK OF AMERICA CORP 121.65
6/30 Qualified Dividend UNION PACIFIC CORP 82.89
6/30 Qualified Dividend PEPSICO INC NC 67.62
6/30 Qualified Dividend M&T BANK CORP 50.25
6/30 Qualified Dividend BECTON DICKINSON & CO 48.18
6/30 Qualified Dividend FIDELITY NATL INFORMATION SE 38.28
6/30 Qualified Dividend VALIDUS HOLDINGS LTD COM 20.14
6/30 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 06/01-06/30)
0.12
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $4,523.46
TOTAL QUALIFIED DIVIDENDS $4,523.34
TOTAL INTEREST $0.12
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
6/1 Automatic Investment BANK DEPOSIT PROGRAM $817.81
6/7 Automatic Investment BANK DEPOSIT PROGRAM 108.50
6/8 Automatic Redemption BANK DEPOSIT PROGRAM (2,892.64)
6/9 Automatic Investment BANK DEPOSIT PROGRAM 411.18
6/12 Automatic Investment BANK DEPOSIT PROGRAM 564.34
6/13 Automatic Investment BANK DEPOSIT PROGRAM 395.92
6/15 Automatic Investment BANK DEPOSIT PROGRAM 533.31
6/16 Automatic Investment BANK DEPOSIT PROGRAM 206.37
6/19 Automatic Investment BANK DEPOSIT PROGRAM 80.50
6/20 Automatic Investment BANK DEPOSIT PROGRAM 129.70
6/21 Automatic Investment BANK DEPOSIT PROGRAM 5,467.76
6/22 Automatic Investment BANK DEPOSIT PROGRAM 39.73
6/23 Automatic Investment BANK DEPOSIT PROGRAM 165.00
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CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 72 of 134
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY (CONTINUED)
Activity
Date Activity Type Description Credits/(Debits)
6/26 Automatic Investment BANK DEPOSIT PROGRAM 138.60
6/27 Automatic Redemption BANK DEPOSIT PROGRAM (215.97)
6/29 Automatic Investment BANK DEPOSIT PROGRAM 1,081.35
6/30 Automatic Investment BANK DEPOSIT PROGRAM 567.25
6/30 Automatic Investment BANK DEPOSIT PROGRAM 0.12
NET ACTIVITY FOR PERIOD $7,598.83
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
PRAXAIR INC 11/18/15 06/22/17 18.000 $2,384.12 $2,057.52 $326.60
REYNOLDS AMERICAN INC 04/28/16 06/15/17 42.000 2,760.06 2,065.83 694.23
04/28/16 06/23/17 3.000 197.83 147.56 50.27
V F CORPORATION 11/09/15 06/15/17 47.000 2,618.21 3,161.27 (543.06)
Long-Term This Period $7,960.22 $7,432.18 $528.04
Long-Term Year to Date $48,410.11 $45,291.50 $3,118.61
SHORT-TERM GAIN/(LOSS)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
REYNOLDS AMERICAN INC 08/03/16 06/23/17 46.000 3,033.39 2,263.38 770.01
12/01/16 06/23/17 1.000 65.94 53.79 12.15
Short-Term This Period $3,099.33 $2,317.17 $782.16
Short-Term Year to Date $9,662.65 $8,361.95 $1,300.70
Net Realized Gain/(Loss) This Period $11,059.55 $9,749.35 $1,310.20
Net Realized Gain/(Loss) Year to Date $58,072.76 $53,653.45 $4,419.31
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.
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 73 of 134
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.
Senior Investor Helpline
For any inquiries or comments or potential concerns, senior investors or someone acting on their behalf may contact our Firm by calling (800) 280-4534.
Sign up for eDelivery of your Account Documents Today
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Simply visit www.morganstanley.com/edelivery to set your eDelivery preferences today. Please note, if you have not already done so, you will first need to register for Morgan Stanley Online prior to making your
eDelivery selections.
Firm Discretion Select UMA CGCM Target Date Model Available in Non-Retirement Accounts
Beginning on or about August 14, 2017, the CGCM Target Date Model will be available in the Firm Discretion Select UMA program to clients that are not retirement plans. This Model is currently available only to
clients that are retirement plans. Clients that select the CGCM Target Date Model will be able to select from several Firm Discretion portfolios that Morgan Stanley will select (and change from time to time) based on
various targeted retirement dates. If a client makes this selection, Morgan Stanley will restrict selection of investment products to Consulting Group Capital Markets Funds mutual funds (which are affiliated with Morgan
Stanley), except that the Sweep Investment will not be a Consulting Group Capital Markets Funds mutual fund. Morgan Stanley may prohibit accounts that have selected a CGCM Target Date Model from changing to
a model that is not a CGCM Target Date Model, without adjusting the fee.
Important Tax Information Related To Your International Securities Holdings
You may be eligible to benefit from a reduction of the amount of foreign taxes you pay on dividends on international securities in your account. These taxes are withheld by foreign tax authorities. Contact your Financial
Advisor to determine qualification eligibility and requirements.
Important Information About Advisory Accounts
Please notify your Financial Advisor if there have been any changes in your financial situation or investment objectives, or if you wish to impose any reasonable restrictions on the management of your Investment
Advisory accounts, or to reasonably modify existing restrictions.
For a copy of the applicable ADV Brochure for Morgan Stanley Smith Barney LLC, or for any investment adviser with whom we contract to manage your investment advisory account, please visit
www.morganstanley.com/ADV, or contact your Financial Advisor. These ADV Brochures contain important information about advisory programs.
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Page 74 of 134
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
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)
TOTAL BEGINNING VALUE $540,834.90 $536,807.59
Credits ——
Debits —(1,740.27)
Security Transfers ——
Net Credits/Debits/Transfers —$(1,740.27)
Change in Value 16,146.74 21,914.32
TOTAL ENDING VALUE $556,981.64 $556,981.64
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period June 1-30, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
JUN JUL AUG SEP OCT NOV DEC JAN FEB MAR APR MAY JUN
420
450
480
510
540
570
($
)
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 75 of 134
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Fixed Income & Preferreds
Alternatives
Market Value Percentage
Cash $12,753.64 2.29
Equities 504,554.16 90.59
Fixed Income & Preferreds 2,997.54 0.54
Alternatives 36,676.30 6.58
TOTAL VALUE $556,981.64 100.00%
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 June 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 76 of 134
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 5/31/17)
This Period
(as of 6/30/17)
Cash, BDP, MMFs $15,310.36 $14,405.07
Stocks 525,887.40 541,230.46
ETFs & CEFs 3,046.95 2,997.54
Net Unsettled Purchases/Sales (3,409.81)(1,651.43)
Total Assets $540,834.90 $556,981.64
Total Liabilities (outstanding balance)——
TOTAL VALUE $540,834.90 $556,981.64
CASH FLOW
This Period
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)
OPENING CASH, BDP, MMFs $15,310.36 $28,872.41
Purchases (8,545.19)(92,518.45)
Sales and Redemptions 8,642.41 73,807.51
Prior Net Unsettled Purch/Sales (3,409.81)N/A
Net Unsettled Purch/Sales 1,651.43 1,651.43
Income and Distributions 755.87 4,332.44
Total Investment Related Activity $(905.29)$(12,727.07)
Other Debits —(1,740.27)
Total Cash Related Activity —$(1,740.27)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $14,405.07 $14,405.07
INCOME AND DISTRIBUTION SUMMARY
This Period
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)
Qualified Dividends $654.01 $2,715.93
Other Dividends 101.74 1,615.66
Interest 0.12 0.85
Total Taxable Income And Distributions $755.87 $4,332.44
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $755.87 $4,332.44
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
(6/1/17-6/30/17)
Realized This Year
(1/1/17-6/30/17)
Unrealized
Inception to Date
(as of 6/30/17)
Short-Term Gain —$2,384.62 $14,813.60
Short-Term (Loss)——(6,464.94)
Total Short-Term —$2,384.62 $8,348.66
Long-Term Gain 2,125.86 13,075.22 92,077.96
Long-Term (Loss)(571.38)(3,395.99)(20,102.66)
Total Long-Term $1,554.48 $9,679.23 $71,975.30
TOTAL GAIN/(LOSS)$1,554.48 $12,063.85 $80,323.96
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 Summary
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 77 of 134
ADVISORY ACCOUNT REVIEW (as of 06/30/17)
Below is important information about your advisory account. Confirm that the information is consistent with your understanding of the details of the account and contact your Advisor if you have questions or updates. The disclosure
documents for our investment advisory services relating to the specific advisory program(s) you participate in can be found at morganstanley.com/adv.
Advisory Program: Select UMA Advisory Account Inception Date: 03/12/10
Current Morgan Stanley Advisory Effective Fee Rate For This Account*: 0.65% Last Advisory Trade: 06/29/17
Account Holder Votes Proxy +: No
Investment Objectives:(1) Capital Appreciation; (2) Income
Account Risk Tolerance:Aggressive
Primary Financial Need:Wealth Accumulation
Investment Time Horizon:Over 20 years
Liquidity Needs:Over 20 years
Restrictions: None
If you currently have a Single Advisory Contract on file with Morgan Stanley, you can open other advisory accounts or make changes to this advisory account through discussions with your Advisor. If you open a new advisory account or
make changes to this advisory account, the terms of the new account or changes will be confirmed back to you in writing.
*This Advisory Fee Rate is effective as of the date referenced above and is based upon the last posted quarterly or inception fee for this account. The fee rate is blended. This means that as the value of account
assets reaches certain breakpoints, the incremental assets above each threshold are charged the applicable rate, as referenced in your fee schedule. The effective fee rate for the account as a whole is then a
weighted average of the scheduled rates, and may change with the account asset level. There may be additional fees or expenses that you may incur depending on the investment products in your account.
Please review the applicable investment advisory agreement and Form ADV Brochure for additional information.
+The account holder has delegated the authority to vote proxies for the account to Morgan Stanley, an affiliate, or a third party portfolio manager, as applicable and if available in the advisory program.
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CLIENT STATEMENT For the Period June 1-30, 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 78 of 134
† 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 #$14,405.07 —$7.00 0.050
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs $14,405.07 $7.00
NET UNSETTLED PURCHASES/SALES $(1,651.43)
CASH, BDP, AND MMFs (PROJECTED SETTLED BALANCE)2.29%$12,753.64
# 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
$41.520
41.520
$1,000.13
444.84
$1,453.20
581.28
$453.07
136.44
LT
LT
Total 49.000 1,444.97 2,034.48 589.51 LT 33.00 1.62
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 79 of 134
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 11.650 2,714.79 2,341.65 (373.14)ST ——
Asset Class: Equities
AECOM (ACM) 11/10/15
2/22/16
38.000
45.000
30.858
26.720
32.330
32.330
1,172.59
1,202.40
1,228.54
1,454.85
55.95
252.45
LT
LT
Total 83.000 2,374.99 2,683.39 308.40 LT ——
Asset Class: Equities
AEGION CORP COM (AEGN) 11/10/15 59.000 21.384 21.880 1,261.65 1,290.92 29.27 LT ——
Asset Class: Equities
AES CORP (AES) 11/10/15
2/22/16
199.000
25.000
9.664
9.446
11.110
11.110
1,923.16
236.15
2,210.89
277.75
287.73
41.60
LT
LT
R
R
Total 224.000 2,159.31 2,488.64 329.33 LT 108.00 4.33
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
21.290
21.290
21.290
1,289.06
194.89
231.12
1,575.46
234.19
255.48
286.40
39.30
24.36
LT
LT
ST
R
R
Total 97.000 1,715.07 2,065.13 325.70
24.36
LT
ST
210.00 10.16
Next Dividend Payable 07/07/17; Asset Class: Alt
AIR LEASE CORP CL A (AL) 10/28/15
11/6/15
2/22/16
14.000
49.000
88.000
33.454
34.982
28.390
37.360
37.360
37.360
468.35
1,714.12
2,498.32
523.04
1,830.64
3,287.68
54.69
116.52
789.36
LT
LT
LT
6/24/16 68.000 26.235 37.360 1,783.99 2,540.48 756.49 LT
7/21/16 8.000 29.741 37.360 237.93 298.88 60.95 ST
1/11/17 9.000 35.980 37.360 323.82 336.24 12.42 ST
Total 236.000 7,026.53 8,816.96 1,717.06
73.37
LT
ST
71.00 0.80
Next Dividend Payable 07/11/17; Asset Class: Equities
ALLY FINANCIAL INC (ALLY) 12/4/15
2/22/16
140.000
14.000
19.907
17.487
20.900
20.900
2,787.04
244.82
2,926.00
292.60
138.96
47.78
LT
LT
Total 154.000 3,031.86 3,218.60 186.74 LT 49.00 1.52
Next Dividend Payable 08/2017; Asset Class: Equities
AMC NETWORKS INC CL A (AMCX) 5/19/17 51.000 53.209 53.410 2,713.64 2,723.91 10.27 ST ——
Asset Class: Equities
AMDOCS LIMITED ORD (DOX) 11/10/15
2/22/16
61.000
7.000
60.001
58.927
64.460
64.460
3,660.09
412.49
3,932.06
451.22
271.97
38.73
LT
LT
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CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 80 of 134
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 4,383.28 310.70 LT 60.00 1.36
Next Dividend Payable 07/14/17; Asset Class: Equities
ANWORTH MORTGAGE ASSET CORP (ANH) 11/10/15 161.000 4.700 6.010 756.70 967.61 210.91 LT 97.00 10.02
Next Dividend Payable 07/28/17; Asset Class: Alt
ARES COMMERCIAL REAL EST CORP (ACRE) 11/10/15
2/22/16
222.000
28.000
12.639
9.709
13.090
13.090
2,805.81
271.84
2,905.98
366.52
100.17
94.68
LT
LT
Total 250.000 3,077.65 3,272.50 194.85 LT 270.00 8.25
Next Dividend Payable 07/17/17; Asset Class: Alt
ARROW ELECTRONICS (ARW) 11/10/15
2/22/16
7/21/16
98.000
12.000
6.000
58.614
57.182
65.955
78.420
78.420
78.420
5,744.13
686.18
395.73
7,685.16
941.04
470.52
1,941.03
254.86
74.79
LT
LT
ST
Total 116.000 6,826.04 9,096.72 2,195.89
74.79
LT
ST
——
Asset Class: Equities
ASSURANT INC (AIZ) 11/10/15
2/22/16
14.000
2.000
84.225
70.635
103.690
103.690
1,179.15
141.27
1,451.66
207.38
272.51
66.11
LT
LT
Total 16.000 1,320.42 1,659.04 338.62 LT 34.00 2.04
Next Dividend Payable 09/2017; Asset Class: Equities
ASSURED GUARANTY LTD (AGO) 11/10/15
2/22/16
1/11/17
86.000
11.000
12.000
28.557
24.197
39.330
41.740
41.740
41.740
2,455.90
266.17
471.96
3,589.64
459.14
500.88
1,133.74
192.97
28.92
LT
LT
ST
Total 109.000 3,194.03 4,549.66 1,326.71
28.92
LT
ST
62.00 1.36
Next Dividend Payable 08/2017; Asset Class: Equities
ATHENE HOLDING LTD CLASS A (ATH) 3/29/17 32.000 49.679 49.610 1,589.72 1,587.52 (2.20)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
38.880
38.880
38.880
5,118.49
541.42
515.24
4,354.56
505.44
427.68
(763.93)
(35.98)
(87.56)
LT
LT
ST
Total 136.000 6,175.15 5,287.68 (799.91)
(87.56)
LT
ST
98.00 1.85
Next Dividend Payable 09/2017; Asset Class: Equities
AXIS CAPITAL HOLDINGS LTD (AXS) 11/10/15
2/22/16
16.000
10.000
55.520
53.607
64.660
64.660
888.32
536.07
1,034.56
646.60
146.24
110.53
LT
LT
Total 26.000 1,424.39 1,681.16 256.77 LT 40.00 2.37
Next Dividend Payable 07/17/17; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 81 of 134
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 33.710 3,772.17 3,505.84 (266.33)ST 87.00 2.48
Next Dividend Payable 07/2017; Asset Class: Equities
BELDEN INC (BDC) 11/10/15 18.000 63.248 75.430 1,138.46 1,357.74 219.28 LT 4.00 0.29
Next Dividend Payable 07/06/17; Asset Class: Equities
BERRY GLOBAL GROUP INC (BERY) 2/22/16 99.000 30.150 57.010 2,984.85 5,643.99 2,659.14 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
31.600
31.600
1,416.70
150.53
1,516.80
158.00
100.10
7.47
ST
ST
Total 53.000 1,567.23 1,674.80 107.57 ST 131.00 7.82
Next Dividend Payable 07/14/17; Asset Class: Alt
BMC STK HLDGS INC (BMCH) 11/10/15
2/22/16
5/20/16
133.000
16.000
33.000
17.137
14.714
18.057
21.850
21.850
21.850
2,279.27
235.43
595.87
2,906.05
349.60
721.05
626.78
114.17
125.18
LT
LT
LT
Total 182.000 3,110.57 3,976.70 866.13 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
32.540
32.540
1,137.05
190.31
1,269.06
227.78
132.01
37.47
LT
LT
Total 46.000 1,327.36 1,496.84 169.48 LT 31.00 2.07
Next Dividend Payable 09/2017; Asset Class: Equities
BRISTOW GROUP INC (BRS) 11/10/15
11/10/15
12/1/15
4.000
22.000
92.000
30.350
30.735
30.967
7.650
7.650
7.650
121.40
676.18
2,848.94
30.60
168.30
703.80
(90.80)
(507.88)
(2,145.14)
LT
LT
LT
H
6/7/17 121.000 6.880 7.650 832.52 925.65 93.13 ST
Total 239.000 4,479.04 1,828.35 (2,743.82)
93.13
LT
ST
67.00 3.66
Next Dividend Payable 09/2017; 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
12.610
12.610
2,692.83
264.87
3,165.11
340.47
472.28
75.60
LT
LT
Total 278.000 2,957.70 3,505.58 547.88 LT 61.00 1.74
Next Dividend Payable 07/05/17; Asset Class: Equities
BROOKS-AUTOMATION INC (BRKS) 11/10/15
2/22/16
111.000
16.000
11.258
9.310
21.690
21.690
1,249.66
148.96
2,407.59
347.04
1,157.93
198.08
LT
LT
Total 127.000 1,398.62 2,754.63 1,356.01 LT 51.00 1.85
Next Dividend Payable 09/2017; Asset Class: Equities
BRUNSWICK CORP (BC) 10/28/16 33.000 43.116 62.730 1,422.82 2,070.09 647.27 ST 22.00 1.06
00
0
2
6
3
M
S
A
D
S
2
3
1
0
1
7
8
7
7
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 82 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 09/2017; Asset Class: Equities
CABOT CORP (CBT) 11/10/15 29.000 41.164 53.430 1,193.75 1,549.47 355.72 LT 37.00 2.38
Next Dividend Payable 09/2017; Asset Class: Equities
CARLISLE CO INC (CSL) 4/4/17 31.000 104.444 95.400 3,237.77 2,957.40 (280.37)ST 43.00 1.45
Next Dividend Payable 09/2017; Asset Class: Equities
CARS COM INC (CARS) 11/10/15
2/22/16
6/7/17
22.697
2.303
31.000
29.504
26.939
28.741
26.630
26.630
26.630
669.66
62.04
890.96
604.42
61.33
825.53
(65.24)
(0.71)
(65.43)
LT
LT
ST
Total 56.000 1,622.66 1,491.28 (65.95)
(65.43)
LT
ST
——
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
62.530
62.530
62.530
3,875.69
466.80
477.37
5,690.23
750.36
562.77
1,814.54
283.56
85.40
LT
LT
ST
Total 112.000 4,819.86 7,003.36 2,098.10
85.40
LT
ST
72.00 1.02
Next Dividend Payable 09/2017; Asset Class: Equities
CHATHAM LODGING TRUST COM (CLDT) 11/10/15
2/22/16
120.000
14.000
22.452
20.817
20.090
20.090
2,694.19
291.44
2,410.80
281.26
(283.39)
(10.18)
LT
LT
R
R
Total 134.000 2,985.63 2,692.06 (293.57)LT 177.00 6.57
Next Dividend Payable 07/28/17; Asset Class: Alt
CHEMED CORPORATION (CHE) 11/10/15
2/22/16
1/11/17
22.000
4.000
3.000
153.059
128.620
163.137
204.530
204.530
204.530
3,367.29
514.48
489.41
4,499.66
818.12
613.59
1,132.37
303.64
124.18
LT
LT
ST
Total 29.000 4,371.18 5,931.37 1,436.01
124.18
LT
ST
30.00 0.50
Next Dividend Payable 09/2017; Asset Class: Equities
CLUBCORP HLDGS INC (MYCC) 12/7/15
2/22/16
9/2/16
115.000
14.000
202.000
17.476
10.797
15.044
13.100
13.100
13.100
2,009.72
151.16
3,038.89
1,506.50
183.40
2,646.20
(503.22)
32.24
(392.69)
LT
LT
ST
Total 331.000 5,199.77 4,336.10 (470.98)
(392.69)
LT
ST
172.00 3.96
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
224.990
224.990
224.990
1,958.58
250.62
571.71
6,974.69
674.97
899.96
5,016.11
424.35
328.25
LT
LT
ST
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 83 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 38.000 2,780.91 8,549.62 5,440.46
328.25
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
14.090
14.090
14.090
3,025.58
278.41
368.58
2,916.63
352.25
436.79
(108.95)
73.84
68.21
LT
LT
LT
Total 263.000 3,672.57 3,705.67 33.10 LT 284.00 7.66
Next Dividend Payable 07/17/17; Asset Class: Alt
COLUMBIA BANKING SYSTEMS INC (COLB) 11/10/15
2/22/16
30.000
4.000
35.366
28.650
39.850
39.850
1,060.97
114.60
1,195.50
159.40
134.53
44.80
LT
LT
Total 34.000 1,175.57 1,354.90 179.33 LT 30.00 2.21
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
38.030
38.030
2,400.34
1,056.97
3,004.37
1,216.96
604.03
159.99
ST
ST
Total 111.000 3,457.31 4,221.33 764.02 ST ——
Asset Class: Equities
CONVERGYS CORPORATION (CVG) 11/10/15
2/22/16
55.000
7.000
25.777
24.877
23.780
23.780
1,417.71
174.14
1,307.90
166.46
(109.81)
(7.68)
LT
LT
Total 62.000 1,591.85 1,474.36 (117.49)LT 25.00 1.69
Next Dividend Payable 07/07/17; Asset Class: Equities
CROWN HLDGS INC (HOLDING CO) (CCK) 11/10/15
2/22/16
4/29/16
14.000
10.000
2.000
51.933
45.775
53.030
59.660
59.660
59.660
727.07
457.75
106.06
835.24
596.60
119.32
108.17
138.85
13.26
LT
LT
LT
Total 26.000 1,290.88 1,551.16 260.28 LT ——
Asset Class: Equities
CURTISS WRIGHT CORP (CW) 11/10/15
2/22/16
8.000
20.000
68.210
66.786
91.780
91.780
545.68
1,335.72
734.24
1,835.60
188.56
499.88
LT
LT
Total 28.000 1,881.40 2,569.84 688.44 LT 15.00 0.58
Next Dividend Payable 07/06/17; Asset Class: Equities
CYS INVESTMENTS INC (CYS) 11/10/15
2/22/16
523.000
64.000
7.222
7.411
8.410
8.410
3,777.34
474.29
4,398.43
538.24
621.09
63.95
LT
LT
R
R
Total 587.000 4,251.63 4,936.67 685.04 LT 587.00 11.89
Next Dividend Payable 07/12/17; Asset Class: Alt
00
0
2
6
3
M
S
A
D
S
2
3
1
0
1
7
8
7
8
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 84 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
88.810
88.810
88.810
551.05
794.73
1,032.97
621.67
888.10
1,154.53
70.62
93.37
121.56
LT
LT
LT
12/2/15 23.000 76.425 88.810 1,757.78 2,042.63 284.85 LT
2/22/16 7.000 73.410 88.810 513.87 621.67 107.80 LT
1/11/17 4.000 103.078 88.810 412.31 355.24 (57.07)ST
Total 64.000 5,062.71 5,683.84 678.20
(57.07)
LT
ST
——
Asset Class: Equities
DICKS SPORTING GOODS INC (DKS) 3/7/17
5/16/17
35.000
32.000
47.810
41.064
39.830
39.830
1,673.35
1,314.06
1,394.05
1,274.56
(279.30)
(39.50)
ST
ST
Total 67.000 2,987.41 2,668.61 (318.80)ST 46.00 1.72
Next Dividend Payable 09/2017; Asset Class: Equities
DRILL-QUIP INC (DRQ) 12/15/15
2/22/16
19.000
3.000
59.995
52.247
48.800
48.800
1,139.90
156.74
927.20
146.40
(212.70)
(10.34)
LT
LT
Total 22.000 1,296.64 1,073.60 (223.04)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
38.030
38.030
1,431.19
2,583.36
1,901.50
2,738.16
470.31
154.80
ST
ST
Total 122.000 4,014.55 4,639.66 625.11 ST ——
Asset Class: Equities
EAST WEST BANCORP (EWBC) 2/22/16
9/21/16
61.000
44.000
29.860
35.957
58.580
58.580
1,821.46
1,582.11
3,573.38
2,577.52
1,751.92
995.41
LT
ST
Total 105.000 3,403.57 6,150.90 1,751.92
995.41
LT
ST
84.00 1.36
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
72.450
72.450
72.450
1,990.70
286.93
1,208.69
2,245.95
434.70
1,159.20
255.25
147.77
(49.49)
LT
LT
ST
Total 53.000 3,486.32 3,839.85 403.02
(49.49)
LT
ST
37.00 0.96
Next Dividend Payable 09/2017; Asset Class: Equities
ENVISION HEALTHCARE CORP (EVHC) 11/10/15
2/22/16
34.000
4.000
84.892
70.585
62.670
62.670
2,886.34
282.34
2,130.78
250.68
(755.56)
(31.66)
LT
LT
Total 38.000 3,168.68 2,381.46 (787.22)LT ——
Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 85 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
37.140
37.140
37.140
2,428.83
174.65
320.31
3,676.86
334.26
594.24
1,248.03
159.61
273.93
LT
LT
LT
Total 124.000 2,923.79 4,605.36 1,681.57 LT ——
Asset Class: Equities
EXTRACTION OIL & GAS LLC (XOG) 1/11/17 29.000 18.990 13.450 550.71 390.05 (160.66)ST ——
Asset Class: Equities
FCB FINL HLDGS INC CL A (FCB) 9/23/16
9/26/16
37.000
16.000
39.299
38.331
47.750
47.750
1,454.07
613.29
1,766.75
764.00
312.68
150.71
ST
ST
Total 53.000 2,067.36 2,530.75 463.39 ST ——
Asset Class: Equities
FERRO CORP (FOE) 6/17/16
6/7/17
6/8/17
93.000
50.000
12.000
14.505
17.500
17.500
18.290
18.290
18.290
1,348.95
875.00
210.00
1,700.97
914.50
219.48
352.02
39.50
9.48
LT
ST
ST
Total 155.000 2,433.95 2,834.95 352.02
48.98
LT
ST
——
Asset Class: Equities
FERROGLOBE PLC SHS (GSM) 11/10/15
2/22/16
67.000
10.000
11.070
7.558
11.950
11.950
741.69
75.58
800.65
119.50
58.96
43.92
LT
LT
Total 77.000 817.27 920.15 102.88 LT ——
Asset Class: Equities
FIDELITY NATIONAL FINANCIAL IN (FNF) 11/10/15 44.000 34.750 44.830 1,529.00 1,972.52 443.52 LT 44.00 2.23
Next Dividend Payable 09/2017; Asset Class: Equities
FIDELITY NATIONAL FINL INC (FNFV) 11/10/15
2/22/16
33.000
3.000
11.150
9.910
15.800
15.800
367.95
29.73
521.40
47.40
153.45
17.67
LT
LT
Total 36.000 397.68 568.80 171.12 LT ——
Asset Class: Equities
FINISH LINE INC CL A (FINL) 11/10/15
2/22/16
126.000
14.000
18.426
18.677
14.170
14.170
2,321.69
261.48
1,785.42
198.38
(536.27)
(63.10)
LT
LT
Total 140.000 2,583.17 1,983.80 (599.37)LT 62.00 3.12
Next Dividend Payable 09/2017; Asset Class: Equities
FIRST AMERICAN FINL CORP (FAF) 11/10/15
2/22/16
2.000
54.000
38.095
37.350
44.690
44.690
76.19
2,016.90
89.38
2,413.26
13.19
396.36
LT
LT
Total 56.000 2,093.09 2,502.64 409.55 LT 76.00 3.03
Next Dividend Payable 09/2017; Asset Class: Equities
00
0
2
6
3
M
S
A
D
S
2
3
1
0
1
7
8
7
9
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 86 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
372.700
372.700
372.700
1,575.96
239.71
358.00
2,236.20
372.70
372.70
660.24
132.99
14.70
LT
LT
ST
Total 8.000 2,173.67 2,981.60 793.23
14.70
LT
ST
10.00 0.33
Next Dividend Payable 07/05/17; Asset Class: Equities
FIRST MIDW BNCP DELA (FMBI) 3/28/17 70.000 23.156 23.310 1,620.95 1,631.70 10.75 ST 28.00 1.71
Next Dividend Payable 07/11/17; Asset Class: Equities
FIRST SOLAR, INC. (FSLR) 9/15/16
3/13/17
40.000
5.000
35.184
32.490
39.880
39.880
1,407.34
162.45
1,595.20
199.40
187.86
36.95
ST
ST
Total 45.000 1,569.79 1,794.60 224.81 ST ——
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
58.300
58.300
58.300
2,460.43
327.93
1,314.00
3,672.90
466.40
1,749.00
1,212.47
138.47
435.00
LT
LT
ST
3/30/17 12.000 47.874 58.300 574.49 699.60 125.11 ST
Total 113.000 4,676.85 6,587.90 1,350.94
560.11
LT
ST
86.00 1.30
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
16.310
16.310
16.310
3,256.31
363.80
481.01
4,599.42
554.54
538.23
1,343.11
190.74
57.22
LT
LT
ST
Total 349.000 4,101.12 5,692.19 1,533.85
57.22
LT
ST
——
Asset Class: Equities
FOOT LOCKER INC (FL) 6/29/17 34.000 48.571 49.280 1,651.43 1,675.52 24.09 ST 42.00 2.50
Next Dividend Payable 07/2017; Asset Class: Equities
FTD COS INC COM (FTD) 11/10/15
2/22/16
3/13/17
60.000
8.000
7.000
25.097
24.156
23.299
20.000
20.000
20.000
1,505.82
193.25
163.09
1,200.00
160.00
140.00
(305.82)
(33.25)
(23.09)
LT
LT
ST
Total 75.000 1,862.16 1,500.00 (339.07)
(23.09)
LT
ST
——
Asset Class: Equities
FTI CONSULTING INC (FCN) 11/10/15
2/22/16
32.000
4.000
36.200
34.573
34.960
34.960
1,158.40
138.29
1,118.72
139.84
(39.68)
1.55
LT
LT
Total 36.000 1,296.69 1,258.56 (38.13)LT ——
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 87 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Asset Class: Equities
GARDNER DENVER HOLDINGS, INC (GDI) 5/23/17 117.000 23.443 21.610 2,742.80 2,528.37 (214.43)ST ——
Asset Class: Equities
GRANITE CONSTR INC (GVA) 11/10/15
2/22/16
35.000
8.000
38.008
39.125
48.240
48.240
1,330.29
313.00
1,688.40
385.92
358.11
72.92
LT
LT
Total 43.000 1,643.29 2,074.32 431.03 LT 22.00 1.06
Next Dividend Payable 07/14/17; Asset Class: Equities
GRAPHIC PACKAGING HOLDING CO (GPK) 11/10/15
2/22/16
236.000
126.000
13.672
11.535
13.780
13.780
3,226.67
1,453.41
3,252.08
1,736.28
25.41
282.87
LT
LT
Total 362.000 4,680.08 4,988.36 308.28 LT 109.00 2.18
Next Dividend Payable 07/05/17; Asset Class: Equities
GROUP I AUTOMOTIVE INC (GPI) 11/10/15
2/22/16
20.000
3.000
85.275
53.010
63.320
63.320
1,705.51
159.03
1,266.40
189.96
(439.11)
30.93
LT
LT
Total 23.000 1,864.54 1,456.36 (408.18)LT 22.00 1.51
Next Dividend Payable 09/2017; Asset Class: Equities
GULFPORT ENERGY CORP NEW (GPOR) 9/30/16 87.000 27.976 14.750 2,433.89 1,283.25 (1,150.64)ST ——
Asset Class: Equities
HANMI FINANCIAL CORP NEW (HAFC) 8/29/16
9/21/16
56.000
17.000
26.159
26.286
28.450
28.450
1,464.88
446.86
1,593.20
483.65
128.32
36.79
ST
ST
Total 73.000 1,911.74 2,076.85 165.11 ST 55.00 2.64
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
88.630
88.630
88.630
1,543.18
251.99
3,448.49
1,595.34
265.89
3,367.94
52.16
13.90
(80.55)
LT
LT
ST
Total 59.000 5,243.66 5,229.17 66.06
(80.55)
LT
ST
118.00 2.25
Next Dividend Payable 09/2017; Asset Class: Equities
HEIDRICK & STRUGGLES INTL INC (HSII) 11/10/15
2/22/16
61.000
10.000
28.869
22.853
21.750
21.750
1,761.03
228.53
1,326.75
217.50
(434.28)
(11.03)
LT
LT
Total 71.000 1,989.56 1,544.25 (445.31)LT 37.00 2.39
Next Dividend Payable 08/2017; Asset Class: Equities
HILLENBRAND INC (HI) 11/10/15 45.000 30.455 36.100 1,370.46 1,624.50 254.04 LT 37.00 2.27
Next Dividend Payable 09/2017; Asset Class: Equities
00
0
2
6
3
M
S
A
D
S
2
3
1
0
1
7
8
8
0
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 88 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
186.160
186.160
186.160
765.86
538.50
506.16
1,116.96
744.64
558.48
351.10
206.14
52.32
LT
LT
ST
Total 13.000 1,810.52 2,420.08 557.24
52.32
LT
ST
31.00 1.28
Next Dividend Payable 09/2017; Asset Class: Equities
IAC INTERACTIVECORP COM (IAC) 11/10/15
2/22/16
17.000
27.000
65.260
45.430
103.240
103.240
1,109.42
1,226.61
1,755.08
2,787.48
645.66
1,560.87
LT
LT
Total 44.000 2,336.03 4,542.56 2,206.53 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
97.790
97.790
97.790
628.51
623.82
2,628.54
880.11
880.11
3,813.81
251.60
256.29
1,185.27
LT
LT
LT
Total 57.000 3,880.87 5,574.03 1,693.16 LT ——
Asset Class: Equities
INFINITY PPTY & CASUALTY (IPCC) 11/10/15
2/22/16
14.000
2.000
81.726
80.670
94.000
94.000
1,144.17
161.34
1,316.00
188.00
171.83
26.66
LT
LT
Total 16.000 1,305.51 1,504.00 198.49 LT 37.00 2.46
Next Dividend Payable 09/2017; Asset Class: Equities
INSIGHT ENTERPRISES INC (NSIT) 11/10/15 37.000 26.693 39.990 987.65 1,479.63 491.98 LT ——
Asset Class: Equities
INTEGRA LIFESCIENCES CRP NEW (IART) 11/10/15
2/22/16
22.000
14.000
31.902
29.199
54.510
54.510
701.84
408.79
1,199.22
763.14
497.38
354.35
LT
LT
Total 36.000 1,110.63 1,962.36 851.73 LT ——
Asset Class: Equities
INVESTORS BANCORP INC NEW (ISBC) 11/10/15
2/22/16
157.000
17.000
12.750
11.640
13.360
13.360
2,001.75
197.88
2,097.52
227.12
95.77
29.24
LT
LT
Total 174.000 2,199.63 2,324.64 125.01 LT 56.00 2.40
Next Dividend Payable 08/2017; Asset Class: Equities
JACOBS ENGINEERING GROUP INC (JEC) 5/5/16 29.000 45.879 54.390 1,330.48 1,577.31 246.83 LT 17.00 1.07
Next Dividend Payable 09/2017; Asset Class: Equities
JAGGED PEAK ENERGY INC COM (JAG) 1/30/17 267.000 14.441 13.350 3,855.80 3,564.45 (291.35)ST ——
Asset Class: Equities
JELD WEN HLD INC (JELD) 3/30/17 18.000 32.845 32.460 591.21 584.28 (6.93)ST ——
Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 89 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
JONES LANG LASALLE INC (JLL) 10/28/16
11/28/16
14.000
12.000
97.779
100.016
125.000
125.000
1,368.90
1,200.19
1,750.00
1,500.00
381.10
299.81
ST
ST
Total 26.000 2,569.09 3,250.00 680.91 ST 18.00 0.55
Next Dividend Payable 12/2017; Asset Class: Equities
KAR AUCTION SVCS INC (KAR) 11/5/15
11/5/15
11/6/15
18.000
33.000
42.000
37.414
37.757
37.690
41.970
41.970
41.970
673.46
1,246.00
1,583.00
755.46
1,385.01
1,762.74
82.00
139.01
179.74
LT
LT
LT
2/22/16 11.000 34.827 41.970 383.10 461.67 78.57 LT
Total 104.000 3,885.56 4,364.88 479.32 LT 133.00 3.04
Next Dividend Payable 07/06/17; Asset Class: Equities
KOSMOS ENERGY LTD (KOS) 1/27/17 378.000 6.360 6.410 2,404.08 2,422.98 18.90 ST ——
Asset Class: Equities
LA Z BOY INCORPORATED (LZB) 5/17/17 99.000 27.082 32.500 2,681.07 3,217.50 536.43 ST 44.00 1.36
Next Dividend Payable 09/2017; Asset Class: Equities
LCI INDS (LCII) 11/10/15
2/22/16
7/21/16
70.000
12.000
6.000
58.886
60.481
89.890
102.400
102.400
102.400
4,122.05
725.77
539.34
7,168.00
1,228.80
614.40
3,045.95
503.03
75.06
LT
LT
ST
Total 88.000 5,387.16 9,011.20 3,548.98
75.06
LT
ST
176.00 1.95
Next Dividend Payable 09/2017; Asset Class: Equities
LEUCADIA NAT CP (LUK) 12/15/15
12/18/15
2/22/16
67.000
97.000
19.000
16.888
16.476
15.047
26.160
26.160
26.160
1,131.49
1,598.17
285.90
1,752.72
2,537.52
497.04
621.23
939.35
211.14
LT
LT
LT
1/11/17 21.000 23.660 26.160 496.86 549.36 52.50 ST
Total 204.000 3,512.42 5,336.64 1,771.72
52.50
LT
ST
51.00 0.95
Next Dividend Payable 09/2017; Asset Class: Equities
LIFEPOINT HEALTH INC (LPNT) 11/10/15
2/22/16
27.000
3.000
71.569
64.257
67.150
67.150
1,932.35
192.77
1,813.05
201.45
(119.30)
8.68
LT
LT
Total 30.000 2,125.12 2,014.50 (110.62)LT ——
Asset Class: Equities
LIONS GATE ENTMNT CORP CL B (LGF'B) 12/12/16 51.000 26.100 26.280 1,331.10 1,340.28 9.18 ST ——
Asset Class: Equities
LITHIA MOTORS INC A (LAD) 9/2/16
9/15/16
41.000
11.000
84.514
91.404
94.230
94.230
3,465.07
1,005.44
3,863.43
1,036.53
398.36
31.09
ST
ST
00
0
2
6
3
M
S
A
D
S
2
3
1
0
1
7
8
8
1
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 90 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 52.000 4,470.51 4,899.96 429.45 ST 56.00 1.14
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
34.850
34.850
1,143.13
185.27
1,498.55
313.65
355.42
128.38
LT
LT
Total 52.000 1,328.40 1,812.20 483.80 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
11.100
11.100
11.100
6,231.88
640.54
395.45
4,551.00
521.70
244.20
(1,680.88)
(118.84)
(151.25)
LT
LT
ST
3/14/17 70.000 14.860 11.100 1,040.19 777.00 (263.19)ST
Total 549.000 8,308.06 6,093.90 (1,799.72)
(414.44)
LT
ST
329.00 5.39
Next Dividend Payable 07/17/17; Asset Class: Equities
MANPOWERGROUP INC COM (MAN) 11/10/15
2/22/16
14.000
3.000
91.140
78.037
111.650
111.650
1,275.96
234.11
1,563.10
334.95
287.14
100.84
LT
LT
Total 17.000 1,510.07 1,898.05 387.98 LT 32.00 1.68
Next Dividend Payable 12/2017; Asset Class: Equities
MARVELL TECH GROUP LTD (MRVL) 4/5/17 251.000 15.129 16.520 3,797.38 4,146.52 349.14 ST 60.00 1.44
Next Dividend Payable 07/21/17; Asset Class: Equities
MAXIMUS INC (MMS) 11/10/15
2/22/16
20.000
4.000
69.103
47.970
62.630
62.630
1,382.06
191.88
1,252.60
250.52
(129.46)
58.64
LT
LT
Total 24.000 1,573.94 1,503.12 (70.82)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
8.390
8.390
3,229.31
408.09
3,968.47
511.79
739.16
103.70
LT
LT
Total 534.000 3,637.40 4,480.26 842.86 LT 427.00 9.53
Next Dividend Payable 07/28/17; Asset Class: Alt
MINERALS TECHNOLOGY INC (MTX) 11/10/15
2/22/16
39.000
31.000
60.921
49.748
73.200
73.200
2,375.90
1,542.20
2,854.80
2,269.20
478.90
727.00
LT
LT
Total 70.000 3,918.10 5,124.00 1,205.90 LT 14.00 0.27
Next Dividend Payable 09/2017; Asset Class: Equities
MTGE INVT CORP (MTGE) 11/10/15
2/22/16
58.000
9.000
14.886
13.438
18.800
18.800
863.36
120.94
1,090.40
169.20
227.04
48.26
LT
LT
Total 67.000 984.30 1,259.60 275.30 LT 121.00 9.60
Next Dividend Payable 07/27/17; Asset Class: Alt
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 91 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
NATIONAL GEN HLDGS CORP (NGHC) 3/17/17 116.000 23.494 21.100 2,725.25 2,447.60 (277.65)ST 19.00 0.77
Next Dividend Payable 07/17/17; 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
16.650
16.650
16.650
2,029.89
917.86
2,018.00
2,664.00
1,282.05
3,246.75
634.11
364.19
1,228.75
LT
LT
LT
4/6/17 66.000 14.580 16.650 962.27 1,098.90 136.63 ST
Total 498.000 5,928.02 8,291.70 2,227.05
136.63
LT
ST
319.00 3.84
Next Dividend Payable 09/2017; Asset Class: Equities
NAVIGANT CONSULTING INC (NCI) 11/10/15
2/22/16
114.000
24.000
17.378
14.865
19.760
19.760
1,981.13
356.75
2,252.64
474.24
271.51
117.49
LT
LT
Total 138.000 2,337.88 2,726.88 389.00 LT ——
Asset Class: Equities
NELNET INC CL A (NNI) 6/24/16 69.000 32.477 47.010 2,240.90 3,243.69 1,002.79 LT 39.00 1.20
Next Dividend Payable 09/2017; Asset Class: Equities
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
62.840
62.840
62.840
468.00
228.46
409.12
816.92
502.72
502.72
348.92
274.26
93.60
LT
LT
ST
Total 29.000 1,105.58 1,822.36 623.18
93.60
LT
ST
42.00 2.30
Next Dividend Payable 09/2017; Asset Class: Equities
OFFICE DEPOT (ODP) 5/11/16 362.000 3.708 5.640 1,342.44 2,041.68 699.24 LT 36.00 1.76
Next Dividend Payable 09/2017; Asset Class: Equities
OLIN CORPORATION (OLN) 1/8/16
2/22/16
76.000
9.000
17.008
15.450
30.280
30.280
1,292.62
139.05
2,301.28
272.52
1,008.66
133.47
LT
LT
Total 85.000 1,431.67 2,573.80 1,142.13 LT 68.00 2.64
Next Dividend Payable 09/2017; Asset Class: Equities
ON ASSIGNMENT INC (ASGN) 11/2/16
5/26/17
40.000
32.000
34.531
52.475
54.150
54.150
1,381.24
1,679.20
2,166.00
1,732.80
784.76
53.60
ST
ST
Total 72.000 3,060.44 3,898.80 838.36 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
14.040
14.040
14.040
4,154.68
238.80
1,397.42
5,180.76
421.20
2,176.20
1,026.08
182.40
778.78
LT
LT
LT
1/11/17 34.000 13.475 14.040 458.15 477.36 19.21 ST
00
0
2
6
3
M
S
A
D
S
2
3
1
0
1
7
8
8
2
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 92 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 588.000 6,249.05 8,255.52 1,987.26
19.21
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
32.190
32.190
32.190
1,026.20
118.60
181.82
901.32
96.57
160.95
(124.88)
(22.03)
(20.87)
LT
LT
LT
Total 36.000 1,326.62 1,158.84 (167.78)LT 37.00 3.19
Next Dividend Payable 09/2017; 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
86.910
86.910
86.910
472.03
174.87
3,391.96
608.37
260.73
4,606.23
136.34
85.86
1,214.27
LT
LT
LT
Total 63.000 4,038.86 5,475.33 1,436.47 LT ——
Asset Class: Equities
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
27.750
27.750
27.750
2,959.79
1,404.37
527.62
4,412.25
2,053.50
860.25
1,452.46
649.13
332.63
LT
LT
LT
7/21/16 16.000 28.034 27.750 448.55 444.00 (4.55)ST
Total 280.000 5,340.33 7,770.00 2,434.22
(4.55)
LT
ST
——
Asset Class: Equities
PHARMERICA CORP COM (PMC) 8/22/16
5/17/17
66.000
40.000
22.371
25.313
26.250
26.250
1,476.50
1,012.53
1,732.50
1,050.00
256.00
37.47
ST
ST
Total 106.000 2,489.03 2,782.50 293.47 ST ——
Asset Class: Equities
POLYONE CORP (POL) 3/7/17 50.000 32.840 38.740 1,641.98 1,937.00 295.02 ST 27.00 1.39
Next Dividend Payable 07/07/17; Asset Class: Equities
PORTLAND GENERAL ELEC CO (POR) 3/15/17 36.000 44.611 45.690 1,605.99 1,644.84 38.85 ST 49.00 2.97
Next Dividend Payable 07/17/17; Asset Class: Equities
PRA GROUP INC (PRAA) 5/10/16 53.000 24.958 37.900 1,322.76 2,008.70 685.94 LT ——
Asset Class: Equities
PULTE GROUP INC (PHM) 2/22/16 72.000 17.160 24.530 1,235.52 1,766.16 530.64 LT 26.00 1.47
Next Dividend Payable 07/05/17; Asset Class: Equities
QEP RESOURCES INC (QEP) 11/10/15
2/22/16
9/21/16
93.000
6.000
152.000
15.870
11.207
17.569
10.100
10.100
10.100
1,475.91
67.24
2,670.49
939.30
60.60
1,535.20
(536.61)
(6.64)
(1,135.29)
LT
LT
ST
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 93 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 251.000 4,213.64 2,535.10 (543.25)
(1,135.29)
LT
ST
——
Asset Class: Equities
RADIAN GROUP INC (RDN) 11/10/15
2/22/16
230.000
25.000
14.417
10.987
16.350
16.350
3,316.00
274.67
3,760.50
408.75
444.50
134.08
LT
LT
Total 255.000 3,590.67 4,169.25 578.58 LT 3.00 0.07
Next Dividend Payable 09/2017; Asset Class: Equities
RAYMOND JAMES FINCL INC (RJF) 5/18/15
5/18/15
2/22/16
14.000
3.000
6.000
57.963
58.692
44.145
80.220
80.220
80.220
811.48
176.08
264.87
1,123.08
240.66
481.32
311.60
64.58
216.45
LT
LT
LT
Total 23.000 1,252.43 1,845.06 592.63 LT 20.00 1.08
Next Dividend Payable 07/17/17; Asset Class: Equities
REALOGY HOLDINGS CORP (RLGY) 11/10/15 38.000 42.320 32.450 1,608.16 1,233.10 (375.06)LT 14.00 1.13
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
128.390
128.390
3,202.15
453.23
4,493.65
641.95
1,291.50
188.72
LT
LT
Total 40.000 3,655.38 5,135.60 1,480.22 LT 66.00 1.28
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
26.630
26.630
26.630
1,624.86
27.50
2,221.25
2,716.26
79.89
2,396.70
1,091.40
52.39
175.45
LT
LT
ST
Total 195.000 3,873.61 5,192.85 1,143.79
175.45
LT
ST
——
Asset Class: Equities
RPX CORPORATION COM (RPXC) 11/10/15
2/22/16
206.000
24.000
14.051
9.797
13.950
13.950
2,894.42
235.13
2,873.70
334.80
(20.72)
99.67
LT
LT
Total 230.000 3,129.55 3,208.50 78.95 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
32.270
32.270
32.270
1,464.84
85.04
1,512.55
1,678.04
129.08
1,193.99
213.20
44.04
(318.56)
LT
LT
ST
Total 93.000 3,062.43 3,001.11 257.24
(318.56)
LT
ST
——
Asset Class: Equities
SCHOLASTIC CP (SCHL) 5/20/16 35.000 37.305 43.590 1,305.67 1,525.65 219.98 LT 21.00 1.37
Next Dividend Payable 09/2017; Asset Class: Equities
00
0
2
6
3
M
S
A
D
S
2
3
1
0
1
7
8
8
3
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 94 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
37.230
37.230
37.230
1,867.99
805.28
898.02
1,749.81
744.60
1,005.21
(118.18)
(60.68)
107.19
LT
LT
LT
Total 94.000 3,571.29 3,499.62 (71.67)LT 158.00 4.51
Next Dividend Payable 09/2017; Asset Class: Equities
SCRIPPS NETWORKS INTERAC CL A (SNI) 6/24/16 38.000 60.301 68.310 2,291.43 2,595.78 304.35 LT 46.00 1.77
Next Dividend Payable 09/2017; Asset Class: Equities
SELECT MEDICAL HLDGS CP (SEM) 11/10/15
2/22/16
121.000
11.000
12.154
8.575
15.350
15.350
1,470.59
94.33
1,857.35
168.85
386.76
74.52
LT
LT
Total 132.000 1,564.92 2,026.20 461.28 LT ——
Asset Class: Equities
SERVICE CORP INTL (SCI) 11/10/15
2/22/16
3/13/17
54.000
6.000
9.000
26.470
23.507
30.800
33.450
33.450
33.450
1,429.40
141.04
277.20
1,806.30
200.70
301.05
376.90
59.66
23.85
LT
LT
ST
Total 69.000 1,847.64 2,308.05 436.56
23.85
LT
ST
41.00 1.77
Next Dividend Payable 09/2017; Asset Class: Equities
SKECHERS U S A INC CL A (SKX) 9/23/16
10/21/16
6/5/17
13.000
92.000
95.000
22.486
19.099
27.308
29.500
29.500
29.500
292.32
1,757.15
2,594.27
383.50
2,714.00
2,802.50
91.18
956.85
208.23
ST
ST
ST
Total 200.000 4,643.74 5,900.00 1,256.26 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
11.500
11.500
11.500
1,630.56
126.63
547.17
2,725.50
241.50
529.00
1,094.94
114.87
(18.17)
LT
LT
ST
Total 304.000 2,304.36 3,496.00 1,209.81
(18.17)
LT
ST
——
Asset Class: Equities
STARWOOD PROPERTY TRUST INC (STWD) 5/13/16
12/6/16
108.000
80.000
20.352
22.140
22.390
22.390
2,198.06
1,771.20
2,418.12
1,791.20
220.06
20.00
LT
ST
Total 188.000 3,969.26 4,209.32 220.06
20.00
LT
ST
361.00 8.57
Next Dividend Payable 07/14/17; Asset Class: Alt
STEEL DYNAMICS INC (STLD) 12/4/15
2/22/16
7/21/16
58.000
107.000
20.000
17.152
18.343
25.931
35.810
35.810
35.810
994.82
1,962.66
518.62
2,076.98
3,831.67
716.20
1,082.16
1,869.01
197.58
LT
LT
ST
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 95 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 185.000 3,476.10 6,624.85 2,951.17
197.58
LT
ST
115.00 1.73
Next Dividend Payable 07/07/17; Asset Class: Equities
STEVEN MADDEN LTD (SHOO) 11/10/15
12/1/15
2/22/16
61.000
28.000
12.000
33.730
31.893
34.674
39.950
39.950
39.950
2,057.53
893.01
416.09
2,436.95
1,118.60
479.40
379.42
225.59
63.31
LT
LT
LT
6/5/17 38.000 39.237 39.950 1,491.01 1,518.10 27.09 ST
Total 139.000 4,857.64 5,553.05 668.32
27.09
LT
ST
——
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
45.980
45.980
45.980
3,126.67
469.92
660.71
4,184.18
643.72
781.66
1,057.51
173.80
120.95
LT
ST
ST
Total 122.000 4,257.30 5,609.56 1,057.51
294.75
LT
ST
——
Asset Class: Equities
SUNCOKE ENERGY INC COM (SXC) 3/23/17
5/17/17
185.000
147.000
9.018
8.276
10.900
10.900
1,668.26
1,216.57
2,016.50
1,602.30
348.24
385.73
ST
ST
Total 332.000 2,884.83 3,618.80 733.97 ST ——
Asset Class: Equities
SVB FNCL GRP (SIVB) 2/22/16
9/21/16
19.000
13.000
87.486
107.563
175.790
175.790
1,662.23
1,398.32
3,340.01
2,285.27
1,677.78
886.95
LT
ST
Total 32.000 3,060.55 5,625.28 1,677.78
886.95
LT
ST
——
Asset Class: Equities
SYKES ENTERPRISES INC (SYKE) 11/10/15
2/22/16
60.000
8.000
31.328
29.861
33.530
33.530
1,879.70
238.89
2,011.80
268.24
132.10
29.35
LT
LT
Total 68.000 2,118.59 2,280.04 161.45 LT ——
Asset Class: Equities
SYNNEX CORP (SNX) 11/10/15
2/22/16
32.000
5.000
94.740
93.850
119.960
119.960
3,031.68
469.25
3,838.72
599.80
807.04
130.55
LT
LT
Total 37.000 3,500.93 4,438.52 937.59 LT 37.00 0.83
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
11.160
11.160
11.160
344.86
1,039.55
1,051.55
66.96
200.88
200.88
(277.90)
(838.67)
(850.67)
LT
LT
LT
00
0
2
6
3
M
S
A
D
S
2
3
1
0
1
7
8
8
4
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 96 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
5/8/15 14.000 58.570 11.160 819.98 156.24 (663.74)LT
5/8/15 19.000 58.472 11.160 1,110.96 212.04 (898.92)LT
5/15/15 14.000 57.665 11.160 807.31 156.24 (651.07)LT
6/25/15 38.000 65.516 11.160 2,489.62 424.08 (2,065.54)LT
8/19/15 8.000 57.404 11.160 459.23 89.28 (369.95)LT
8/20/15 9.000 57.071 11.160 513.64 100.44 (413.20)LT
11/10/15 73.000 21.802 11.160 1,591.58 814.68 (776.90)LT
2/22/16 20.000 14.390 11.160 287.80 223.20 (64.60)LT
4/29/16 17.000 17.427 11.160 296.26 189.72 (106.54)LT
Total 254.000 10,812.34 2,834.64 (7,977.70)LT 183.00 6.45
Next Dividend Payable 09/2017; Asset Class: Equities
TEGNA INC COM (TGNA) 11/10/15
2/22/16
69.000
7.000
17.560
15.804
14.410
14.410
1,211.63
110.63
994.29
100.87
(217.34)
(9.76)
LT
LT
Total 76.000 1,322.26 1,095.16 (227.10)LT 21.00 1.91
Next Dividend Payable 07/03/17; Asset Class: Equities
TELETECH HOLDINGS INC (TTEC) 11/10/15
2/22/16
152.000
12.000
28.833
27.209
40.800
40.800
4,382.68
326.51
6,201.60
489.60
1,818.92
163.09
LT
LT
Total 164.000 4,709.19 6,691.20 1,982.01 LT 69.00 1.03
Next Dividend Payable 10/2017; Asset Class: Equities
TEMPUR-PEDIC INT'L INC (TPX) 10/17/16 28.000 51.869 53.390 1,452.34 1,494.92 42.58 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
30.030
30.030
30.030
2,190.90
263.76
469.80
3,273.27
420.42
540.54
1,082.37
156.66
70.74
LT
LT
ST
Total 141.000 2,924.46 4,234.23 1,239.03
70.74
LT
ST
39.00 0.92
Next Dividend Payable 09/2017; Asset Class: Equities
TESORO PETROLEUM CP (TSO) 11/10/15
2/22/16
3/13/17
6.505
3.021
6.474
106.206
62.393
82.592
93.600
93.600
93.600
690.87
188.49
534.70
608.86
282.76
605.96
(82.01)
94.27
71.26
LT
LT
ST
3/15/17 32.000 84.498 93.600 2,703.95 2,995.20 291.25 ST
5/17/17 13.000 81.308 93.600 1,057.01 1,216.80 159.79 ST
Total 61.000 5,175.02 5,709.60 12.26
522.30
LT
ST
134.00 2.34
Next Dividend Payable 09/2017; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 97 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
TETRA TECH INC (TTEK) 11/10/15
2/22/16
77.000
7.000
26.620
27.523
45.750
45.750
2,049.74
192.66
3,522.75
320.25
1,473.01
127.59
LT
LT
Total 84.000 2,242.40 3,843.00 1,600.60 LT 34.00 0.88
Next Dividend Payable 09/2017; Asset Class: Equities
TORCHMARK CORP (TMK) 11/10/15
2/22/16
17.000
5.000
59.604
52.398
76.500
76.500
1,013.26
261.99
1,300.50
382.50
287.24
120.51
LT
LT
Total 22.000 1,275.25 1,683.00 407.75 LT 13.00 0.77
Next Dividend Payable 08/01/17; Asset Class: Equities
TUTOR PERINI CORP COM (TPC) 11/10/15
2/22/16
49.000
2.000
15.976
13.075
28.750
28.750
782.84
26.15
1,408.75
57.50
625.91
31.35
LT
LT
Total 51.000 808.99 1,466.25 657.26 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
9.910
9.910
9.910
3,782.55
465.13
2,012.40
4,489.23
604.51
2,318.94
706.68
139.38
306.54
LT
LT
ST
Total 748.000 6,260.08 7,412.68 846.06
306.54
LT
ST
778.00 10.49
Next Dividend Payable 07/27/17; Asset Class: Alt
UNIVERSAL CP VA (UVV) 11/10/15
2/22/16
6/24/16
18.000
6.000
35.000
55.266
55.003
55.052
64.700
64.700
64.700
994.78
330.02
1,926.81
1,164.60
388.20
2,264.50
169.82
58.18
337.69
LT
LT
LT
Total 59.000 3,251.61 3,817.30 565.69 LT 127.00 3.32
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
51.970
51.970
51.970
1,265.60
767.28
342.23
1,455.16
883.49
363.79
189.56
116.21
21.56
LT
LT
ST
Total 52.000 2,375.11 2,702.44 305.77
21.56
LT
ST
79.00 2.92
Next Dividend Payable 09/2017; Asset Class: Equities
VALVOLINE INC COM (VVV) 1/5/17
5/17/17
163.000
19.000
21.419
23.059
23.720
23.720
3,491.30
438.12
3,866.36
450.68
375.06
12.56
ST
ST
Total 182.000 3,929.42 4,317.04 387.62 ST 36.00 0.83
Next Dividend Payable 09/2017; 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
48.830
48.830
48.830
3,621.90
344.92
677.94
6,201.41
732.45
1,513.73
2,579.51
387.53
835.79
LT
LT
LT
00
0
2
6
3
M
S
A
D
S
2
3
1
0
1
7
8
8
5
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 98 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 173.000 4,644.76 8,447.59 3,802.83 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
57.300
57.300
57.300
537.44
1,245.03
2,500.59
630.30
1,489.80
3,266.10
92.86
244.77
765.51
LT
LT
LT
Total 94.000 4,283.06 5,386.20 1,103.14 LT ——
Asset Class: Equities
WILDHORSE RESOURCE DEV CORP (WRD) 12/15/16 195.000 14.809 12.370 2,887.70 2,412.15 (475.55)ST ——
Asset Class: Equities
WORLD FUEL SERVICES CORP (INT) 11/10/15
2/22/16
3/13/17
125.000
14.000
39.000
45.402
46.089
36.645
38.450
38.450
38.450
5,675.29
645.25
1,429.16
4,806.25
538.30
1,499.55
(869.04)
(106.95)
70.39
LT
LT
ST
3/14/17 74.000 36.766 38.450 2,720.67 2,845.30 124.63 ST
5/26/17 48.000 36.054 38.450 1,730.61 1,845.60 114.99 ST
Total 300.000 12,200.98 11,535.00 (975.99)
310.01
LT
ST
72.00 0.62
Next Dividend Payable 07/07/17; Asset Class: Equities
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 97.17%$461,069.13 $541,230.46 $71,878.76
$8,282.55
LT
ST
$8,708.00 1.61%
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
$16.380
16.380
16.380
$1,233.21
128.07
1,473.61
$1,294.02
163.80
1,539.72
$60.81
35.73
66.11
LT
LT
ST
Total 183.000 2,834.89 2,997.54 96.54
66.11
LT
ST
278.00 9.27
Next Dividend Payable 09/2017; Asset Class: FI & Pref
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 99 of 134
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
EXCHANGE-TRADED & CLOSED-END FUNDS 0.54%$2,834.89 $2,997.54 $96.54
66.11
LT
ST
$278.00 9.27%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $463,904.02 $556,981.64 $71,975.30
$8,348.66
LT
ST
$8,993.00
$0.00
1.61%
TOTAL VALUE (includes accrued interest)100.00%$556,981.64
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 $12,753.64 ——————
Stocks —$504,554.16 —$36,676.30 ———
ETFs & CEFs ——$2,997.54 ————
TOTAL ALLOCATION OF ASSETS $12,753.64 $504,554.16 $2,997.54 $36,676.30 ———
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
6/5 6/8 Bought SKECHERS U S A INC CL A ACTED AS AGENT 95.000 $27.3081 $(2,594.27)
6/5 6/8 Bought STEVEN MADDEN LTD ACTED AS AGENT 38.000 39.2372 (1,491.01)
6/7 5/31 Security Sold CARS COM INC CASH IN LIEU FRACTIONAL SHARE 9.58
6/7 6/7 Redemption WEST BAF32 CASH TENDER PAYMENT
PRORATED 19.55%
CUSIP: 959CSH909
23.000 37.3000 857.90
00
0
2
6
3
M
S
A
D
S
2
3
1
0
1
7
8
8
6
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 100 of 134
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS (CONTINUED)
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
6/7 6/12 Sold BERRY GLOBAL GROUP INC ACTED AS AGENT 29.000 58.2502 1,689.22
6/7 6/12 Sold PACKAGING CORP AMER ACTED AS AGENT 15.000 104.0966 1,561.41
6/7 6/12 Sold IAC INTERACTIVECORP COM ACTED AS AGENT 13.000 105.2794 1,368.60
6/7 6/12 Sold CHEMED CORPORATION ACTED AS AGENT 4.000 207.5274 830.09
6/7 6/12 Bought CARS COM INC ACTED AS AGENT 31.000 28.7407 (890.96)
6/7 6/12 Bought FERRO CORP ACTED AS AGENT 50.000 17.5000 (875.00)
6/7 6/12 Bought BRISTOW GROUP INC ACTED AS AGENT 121.000 6.8803 (832.52)
6/8 6/13 Bought FERRO CORP ACTED AS AGENT 12.000 17.5000 (210.00)
6/15 6/20 Sold TESORO PETROLEUM CP ACTED AS AGENT 25.000 91.8324 2,295.75
6/16 6/8 Cash in Lieu TESORO PETROLEUM CP CASH IN LIEU OF FRACTIONS 29.86
6/29 7/5 Bought FOOT LOCKER INC ACTED AS AGENT 34.000 48.5716 (1,651.43)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $97.22
TOTAL PURCHASES $(8,545.19)
TOTAL SALES AND REDEMPTIONS $8,642.41
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)
6/29 7/5 Bought FOOT LOCKER INC UNSETTLED PURCHASE 34.000 $48.5716 $(1,651.43)
NET UNSETTLED PURCHASES/SALES $(1,651.43)
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)
6/1 Qualified Dividend CARLISLE CO INC $10.85
6/2 Qualified Dividend LCI INDS 44.00
6/2 Qualified Dividend TETRA TECH INC 8.40
6/5 Qualified Dividend RADIAN GROUP INC 0.64
6/8 Dividend AGNC INVT CORP COM 17.46
6/9 Qualified Dividend OLIN CORPORATION 17.00
6/9 Qualified Dividend CABOT CORP 9.14
6/9 Qualified Dividend HUNTINGTON INGALLS INDUSTRIES 7.80
6/9 Qualified Dividend MINERALS TECHNOLOGY INC 3.50
6/12 Qualified Dividend CDW CORPORATION 17.92
6/12 Qualified Dividend FINISH LINE INC CL A 15.40
6/12 Qualified Dividend SCRIPPS NETWORKS INTERAC CL A 11.40
6/14 Qualified Dividend NU SKIN ENTERPRISE INC A 10.44
6/14 Qualified Dividend CHEMED CORPORATION 8.58
6/15 Qualified Dividend FIRST AMERICAN FINL CORP 19.04
6/15 Qualified Dividend TESORO PETROLEUM CP 17.60
6/15 Qualified Dividend MANPOWERGROUP INC COM 15.81
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 101 of 134
TAXABLE INCOME AND DISTRIBUTIONS (CONTINUED)
Activity Date Activity Type Description Comments Credits/(Debits)
6/15 Qualified Dividend LA Z BOY INCORPORATED 10.89
6/15 Qualified Dividend NELNET INC CL A 9.66
6/15 Qualified Dividend JONES LANG LASALLE INC 9.10
6/15 Qualified Dividend OFFICE DEPOT 9.05
6/15 Qualified Dividend VALVOLINE INC COM 8.92
6/15 Qualified Dividend GROUP I AUTOMOTIVE INC 5.52
6/15 Qualified Dividend BRUNSWICK CORP 5.45
6/15 Qualified Dividend SCHOLASTIC CP 5.25
6/16 Qualified Dividend NAVIENT CORP COM 79.68
6/16 Qualified Dividend JACOBS ENGINEERING GROUP INC 4.35
6/19 Qualified Dividend AVNET INC 24.48
6/20 Qualified Dividend ASSURANT INC 8.48
6/22 Qualified Dividend BRISTOW GROUP INC 8.26
6/23 Qualified Dividend TAILORED BRANDS INC COM 45.72
6/23 Qualified Dividend SCHWEITZER MAUDUIT INT INC 39.48
6/23 Qualified Dividend BROOKS-AUTOMATION INC 12.70
6/23 Qualified Dividend TERADYNE INC 9.87
6/30 Dividend ARES CAPITAL CORP 69.54
6/30 Qualified Dividend HANOVER INSURANCE GROUP INC 29.50
6/30 Qualified Dividend VALIDUS HOLDINGS LTD COM 19.76
6/30 Dividend CHATHAM LODGING TRUST COM 14.74
6/30 Qualified Dividend LEUCADIA NAT CP 12.75
6/30 Qualified Dividend DICKS SPORTING GOODS INC 11.39
6/30 Qualified Dividend FIDELITY NATIONAL FINANCIAL IN 11.00
6/30 Qualified Dividend SERVICE CORP INTL 10.35
6/30 Qualified Dividend INFINITY PPTY & CASUALTY 9.28
6/30 Qualified Dividend ENERSYS 9.28
6/30 Qualified Dividend OWENS & MINOR INC NEW 9.27
6/30 Qualified Dividend HILLENBRAND INC 9.23
6/30 Qualified Dividend BOOZ ALLEN HAMILTON HLDG CL-A 7.82
6/30 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 06/01-06/30)
0.12
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $755.87
TOTAL QUALIFIED DIVIDENDS $654.01
TOTAL OTHER DIVIDENDS $101.74
TOTAL INTEREST $0.12
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
6/1 Automatic Redemption BANK DEPOSIT PROGRAM $(3,398.96)
6/2 Automatic Investment BANK DEPOSIT PROGRAM 52.40
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CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 102 of 134
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY (CONTINUED)
Activity
Date Activity Type Description Credits/(Debits)
6/5 Automatic Investment BANK DEPOSIT PROGRAM 0.64
6/8 Automatic Redemption BANK DEPOSIT PROGRAM (3,200.34)
6/9 Automatic Investment BANK DEPOSIT PROGRAM 37.44
6/12 Automatic Investment BANK DEPOSIT PROGRAM 44.72
6/13 Automatic Investment BANK DEPOSIT PROGRAM 2,640.84
6/14 Automatic Investment BANK DEPOSIT PROGRAM 19.02
6/15 Automatic Investment BANK DEPOSIT PROGRAM 116.29
6/16 Automatic Investment BANK DEPOSIT PROGRAM 84.03
6/19 Automatic Investment BANK DEPOSIT PROGRAM 54.34
6/20 Automatic Investment BANK DEPOSIT PROGRAM 8.48
6/21 Automatic Investment BANK DEPOSIT PROGRAM 2,295.75
6/22 Automatic Investment BANK DEPOSIT PROGRAM 8.26
6/23 Automatic Investment BANK DEPOSIT PROGRAM 107.77
6/30 Automatic Investment BANK DEPOSIT PROGRAM 223.91
6/30 Automatic Investment BANK DEPOSIT PROGRAM 0.12
NET ACTIVITY FOR PERIOD $(905.29)
TRANSFERS, CORPORATE ACTIONS AND ADDITIONAL ACTIVITY
CORPORATE ACTIONS
Activity
Date Activity Type Description Comments Quantity
6/6 Stock Dividend CARS COM INC DISTRIBUTION FROM TGNA 25.000
6/7 Exchange Delivered Out WEST BAF32 CASH UNACCEPTED SHARES (95.000)
6/7 Exchange Received In WESTERN OHIO FINANCIALCORP +UNACCEPTED SHARES 95.000
6/8 Exchange Delivered Out WESTERN OHIO FINANCIALCORP +EXCHANGE
SHARES FROM OFFER
(95.000)
6/8 Exchange Received In TESORO PETROLEUM CP EXCHANGE
SHARES FROM OFFER
41.000
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
BERRY GLOBAL GROUP INC 02/22/16 06/07/17 29.000 $1,689.22 $874.35 $814.87
CARS COM INC 11/10/15 05/31/17 0.333 9.58 9.84 (0.26)
CHEMED CORPORATION 11/10/15 06/07/17 4.000 830.09 612.23 217.86
IAC INTERACTIVECORP COM 11/10/15 06/07/17 13.000 1,368.60 848.38 520.22
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 103 of 134
LONG-TERM GAIN/(LOSS) (CONTINUED)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
PACKAGING CORP AMER 11/10/15 06/07/17 15.000 1,561.41 988.50 572.91
TESORO PETROLEUM CP 11/10/15 06/08/17 0.325 29.86 34.60 (4.74)
11/10/15 06/15/17 25.000 2,295.75 2,655.16 (359.41)
WEST BAF32 CASH 11/10/15 06/07/17 23.000 857.90 1,065.13 (207.23)
Long-Term This Period $8,632.83 $7,078.35 $1,554.48
Long-Term Year to Date $61,501.10 $51,821.87 $9,679.23
Net Realized Gain/(Loss) This Period $8,632.83 $7,078.35 $1,554.48
Net Realized Gain/(Loss) Year to Date $73,807.51 $61,743.66 $12,063.85
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.
Senior Investor Helpline
For any inquiries or comments or potential concerns, senior investors or someone acting on their behalf may contact our Firm by calling (800) 280-4534.
Sign up for eDelivery of your Account Documents Today
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Simply visit www.morganstanley.com/edelivery to set your eDelivery preferences today. Please note, if you have not already done so, you will first need to register for Morgan Stanley Online prior to making your
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Firm Discretion Select UMA CGCM Target Date Model Available in Non-Retirement Accounts
Beginning on or about August 14, 2017, the CGCM Target Date Model will be available in the Firm Discretion Select UMA program to clients that are not retirement plans. This Model is currently available only to
clients that are retirement plans. Clients that select the CGCM Target Date Model will be able to select from several Firm Discretion portfolios that Morgan Stanley will select (and change from time to time) based on
various targeted retirement dates. If a client makes this selection, Morgan Stanley will restrict selection of investment products to Consulting Group Capital Markets Funds mutual funds (which are affiliated with Morgan
Stanley), except that the Sweep Investment will not be a Consulting Group Capital Markets Funds mutual fund. Morgan Stanley may prohibit accounts that have selected a CGCM Target Date Model from changing to
a model that is not a CGCM Target Date Model, without adjusting the fee.
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
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)
TOTAL BEGINNING VALUE $549,241.71 $480,857.03
Credits ——
Debits —(1,616.39)
Security Transfers ——
Net Credits/Debits/Transfers —$(1,616.39)
Change in Value 3,321.46 73,322.53
TOTAL ENDING VALUE $552,563.17 $552,563.17
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period June 1-30, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
JUN JUL AUG SEP OCT NOV DEC JAN FEB MAR APR MAY JUN
420
450
480
510
540
570
($
)
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 105 of 134
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Market Value Percentage
Cash $12,628.13 2.29
Equities 539,935.04 97.71
TOTAL VALUE $552,563.17 100.00%
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 June 1-30, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 106 of 134
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 5/31/17)
This Period
(as of 6/30/17)
Cash, BDP, MMFs $13,067.20 $12,628.13
Stocks 526,162.80 539,935.04
Net Unsettled Purchases/Sales 10,011.71 —
Total Assets $549,241.71 $552,563.17
Total Liabilities (outstanding balance)——
TOTAL VALUE $549,241.71 $552,563.17
CASH FLOW
This Period
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)
OPENING CASH, BDP, MMFs $13,067.20 $8,018.47
Purchases (10,804.58)(42,907.92)
Sales and Redemptions —47,865.14
Prior Net Unsettled Purch/Sales 10,011.71 N/A
Income and Distributions 353.80 1,268.83
Total Investment Related Activity $(439.07)$6,226.05
Other Debits —(1,616.39)
Total Cash Related Activity —$(1,616.39)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $12,628.13 $12,628.13
INCOME AND DISTRIBUTION SUMMARY
This Period
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)
Qualified Dividends $353.65 $1,268.22
Interest 0.15 0.61
Total Taxable Income And Distributions $353.80 $1,268.83
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $353.80 $1,268.83
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
(6/1/17-6/30/17)
Realized This Year
(1/1/17-6/30/17)
Unrealized
Inception to Date
(as of 6/30/17)
Short-Term Gain —$4,419.21 $12,472.18
Short-Term (Loss)——(5,989.76)
Total Short-Term —$4,419.21 $6,482.42
Long-Term Gain —6,404.32 102,395.83
Long-Term (Loss)—(7,471.26)(15,151.87)
Total Long-Term —$(1,066.94)$87,243.96
TOTAL GAIN/(LOSS)—$3,352.27 $93,726.38
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
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)
Foreign Tax Paid $8.49 $16.98
Account Summary
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 107 of 134
ADVISORY ACCOUNT REVIEW (as of 06/30/17)
Below is important information about your advisory account. Confirm that the information is consistent with your understanding of the details of the account and contact your Advisor if you have questions or updates. The disclosure
documents for our investment advisory services relating to the specific advisory program(s) you participate in can be found at morganstanley.com/adv.
Advisory Program: Select UMA Advisory Account Inception Date: 03/12/10
Current Morgan Stanley Advisory Effective Fee Rate For This Account*: 0.65% Last Advisory Trade: 06/14/17
Account Holder Votes Proxy +: No
Investment Objectives:(1) Capital Appreciation; (2) Income
Account Risk Tolerance:Aggressive
Primary Financial Need:Wealth Accumulation
Investment Time Horizon:Over 20 years
Liquidity Needs:Over 20 years
Restrictions: None
If you currently have a Single Advisory Contract on file with Morgan Stanley, you can open other advisory accounts or make changes to this advisory account through discussions with your Advisor. If you open a new advisory account or
make changes to this advisory account, the terms of the new account or changes will be confirmed back to you in writing.
*This Advisory Fee Rate is effective as of the date referenced above and is based upon the last posted quarterly or inception fee for this account. The fee rate is blended. This means that as the value of account
assets reaches certain breakpoints, the incremental assets above each threshold are charged the applicable rate, as referenced in your fee schedule. The effective fee rate for the account as a whole is then a
weighted average of the scheduled rates, and may change with the account asset level. There may be additional fees or expenses that you may incur depending on the investment products in your account.
Please review the applicable investment advisory agreement and Form ADV Brochure for additional information.
+The account holder has delegated the authority to vote proxies for the account to Morgan Stanley, an affiliate, or a third party portfolio manager, as applicable and if available in the advisory program.
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CLIENT STATEMENT For the Period June 1-30, 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 108 of 134
† 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 #$12,628.13 —$6.00 0.050
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 2.29%$12,628.13 $6.00
# Bank Deposits are held at Morgan Stanley Bank, N.A. and/or Morgan Stanley Private Bank, National Association, affiliates of Morgan Stanley Smith Barney LLC and each a national bank and FDIC member.
STOCKS
COMMON STOCKS
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
2U INC COM (TWOU) 10/20/16
10/21/16
10/25/16
66.000
13.000
51.000
$35.977
35.922
36.056
$46.920
46.920
46.920
$2,374.49
466.98
1,838.87
$3,096.72
609.96
2,392.92
$722.23
142.98
554.05
ST
ST
ST
5/26/17 1.000 43.630 46.920 43.63 46.92 3.29 ST
Total 131.000 4,723.97 6,146.52 1,422.55 ST ——
Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 109 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
203.280
203.280
203.280
8,438.37
371.11
3,588.19
8,131.20
406.56
3,455.76
(307.17)
35.45
(132.43)
LT
LT
ST
Total 59.000 12,397.67 11,993.52 (271.72)
(132.43)
LT
ST
31.00 0.25
Next Dividend Payable 08/2017; Asset Class: Equities
ALARM COM HLDGS INC COM (ALRM) 6/13/17 159.000 36.265 37.630 5,766.20 5,983.17 216.97 ST ——
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
121.680
121.680
121.680
5,994.95
679.21
808.02
7,909.20
973.44
1,095.12
1,914.25
294.23
287.10
LT
LT
LT
4/26/16 10.000 91.014 121.680 910.14 1,216.80 306.66 LT
4/27/16 10.000 90.984 121.680 909.84 1,216.80 306.96 LT
4/28/16 22.000 90.875 121.680 1,999.25 2,676.96 677.71 LT
Total 124.000 11,301.41 15,088.32 3,786.91 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
140.550
140.550
140.550
4,746.06
6,252.65
1,275.46
4,778.70
7,449.15
1,405.50
32.64
1,196.50
130.04
LT
LT
LT
6/24/16 17.000 131.236 140.550 2,231.01 2,389.35 158.34 LT
Total 114.000 14,505.18 16,022.70 1,517.52 LT ——
Asset Class: Equities
BEACON ROOFING SUPPLY INC (BECN) 1/12/15 151.000 27.079 49.000 4,088.97 7,399.00 3,310.03 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
117.500
117.500
117.500
181.78
7,835.98
523.33
235.00
9,987.50
705.00
53.22
2,151.52
181.67
LT
LT
LT
Total 93.000 8,541.09 10,927.50 2,386.41 LT 119.00 1.08
Next Dividend Payable 09/2017; Asset Class: Equities
CHANNELADVISOR CORP COM (ECOM) 10/17/14
1/12/15
2/16/16
70.000
155.000
26.000
14.385
21.118
11.467
11.550
11.550
11.550
1,006.92
3,273.31
298.14
808.50
1,790.25
300.30
(198.42)
(1,483.06)
2.16
LT
LT
LT
Total 251.000 4,578.37 2,899.05 (1,679.32)LT ——
Asset Class: Equities
CHEMED CORPORATION (CHE) 1/12/15
2/16/16
75.000
6.000
103.282
134.255
204.530
204.530
7,746.13
805.53
15,339.75
1,227.18
7,593.62
421.65
LT
LT
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CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 110 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 81.000 8,551.66 16,566.93 8,015.27 LT 84.00 0.50
Next Dividend Payable 09/2017; Asset Class: Equities
COGNEX CORP (CGNX) 11/10/15
2/16/16
78.000
15.000
35.920
34.453
84.900
84.900
2,801.72
516.79
6,622.20
1,273.50
3,820.48
756.71
LT
LT
Total 93.000 3,318.51 7,895.70 4,577.19 LT 32.00 0.40
Next Dividend Payable 09/2017; Asset Class: Equities
COSTAR GROUP INC (CSGP) 10/17/14
1/12/15
2/16/16
9.000
70.000
6.000
143.180
178.150
161.607
263.600
263.600
263.600
1,288.62
12,470.47
969.64
2,372.40
18,452.00
1,581.60
1,083.78
5,981.53
611.96
LT
LT
LT
Total 85.000 14,728.73 22,406.00 7,677.27 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
14.800
14.800
14.800
653.14
755.79
1,100.29
340.40
399.60
562.40
(312.74)
(356.19)
(537.89)
ST
ST
ST
10/24/16 115.000 28.853 14.800 3,318.14 1,702.00 (1,616.14)ST
10/25/16 50.000 28.878 14.800 1,443.89 740.00 (703.89)ST
Total 253.000 7,271.25 3,744.40 (3,526.85)ST ——
Asset Class: Equities
DORMAN PRODUCTS, INC (DORM) 7/24/15
7/27/15
7/28/15
18.000
45.000
44.000
48.006
46.556
47.145
82.770
82.770
82.770
864.10
2,095.02
2,074.39
1,489.86
3,724.65
3,641.88
625.76
1,629.63
1,567.49
LT
LT
LT
2/16/16 9.000 42.950 82.770 386.55 744.93 358.38 LT
Total 116.000 5,420.06 9,601.32 4,181.26 LT ——
Asset Class: Equities
ELLIE MAE INC (ELLI) 12/1/16 85.000 79.999 109.910 6,799.94 9,342.35 2,542.41 ST ——
Asset Class: Equities
EVOLENT HEALTH INC CL A (EVH) 6/13/17
6/14/17
175.000
23.000
25.317
26.433
25.350
25.350
4,430.42
607.96
4,436.25
583.05
5.83
(24.91)
ST
ST
Total 198.000 5,038.38 5,019.30 (19.08)ST ——
Asset Class: Equities
EXLSERVICE HLDGS INC (EXLS) 12/12/16 155.000 49.917 55.580 7,737.15 8,614.90 877.75 ST ——
Asset Class: Equities
FASTENAL CO (FAST) 11/10/15
2/16/16
320.000
32.000
40.747
43.587
43.530
43.530
13,038.94
1,394.79
13,929.60
1,392.96
890.66
(1.83)
LT
LT
Total 352.000 14,433.73 15,322.56 888.83 LT 451.00 2.94
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 111 of 134
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
FINANCIAL ENGINES (FNGN) 2/6/15
2/9/15
2/18/15
20.000
19.000
45.000
39.889
39.750
39.001
36.600
36.600
36.600
797.77
755.25
1,755.05
732.00
695.40
1,647.00
(65.77)
(59.85)
(108.05)
LT
LT
LT
2/19/15 77.000 39.132 36.600 3,013.19 2,818.20 (194.99)LT
2/16/16 13.000 26.236 36.600 341.07 475.80 134.73 LT
Total 174.000 6,662.33 6,368.40 (293.93)LT 49.00 0.76
Next Dividend Payable 07/06/17; Asset Class: Equities
FIVE BELOW (FIVE) 1/12/15
2/16/16
185.000
82.000
34.907
35.504
49.370
49.370
6,457.85
2,911.33
9,133.45
4,048.34
2,675.60
1,137.01
LT
LT
Total 267.000 9,369.18 13,181.79 3,812.61 LT ——
Asset Class: Equities
GENTEX CORP (GNTX) 1/12/15
2/16/16
286.000
74.000
17.590
14.177
18.970
18.970
5,030.74
1,049.08
5,425.42
1,403.78
394.68
354.70
LT
LT
Total 360.000 6,079.82 6,829.20 749.38 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
78.410
78.410
78.410
3,785.28
1,620.09
816.00
6,743.26
2,901.17
1,489.79
2,957.98
1,281.08
673.79
LT
LT
LT
7/28/15 15.000 42.932 78.410 643.98 1,176.15 532.17 LT
8/3/15 15.000 43.031 78.410 645.47 1,176.15 530.68 LT
8/4/15 55.000 42.905 78.410 2,359.78 4,312.55 1,952.77 LT
2/16/16 24.000 34.275 78.410 822.60 1,881.84 1,059.24 LT
Total 251.000 10,693.20 19,680.91 8,987.71 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
26.320
26.320
26.320
385.91
498.14
607.41
368.48
473.76
579.04
(17.43)
(24.38)
(28.37)
ST
ST
ST
10/28/16 58.000 26.649 26.320 1,545.65 1,526.56 (19.09)ST
11/2/16 80.000 26.308 26.320 2,104.60 2,105.60 1.00 ST
11/3/16 76.000 24.029 26.320 1,826.22 2,000.32 174.10 ST
Total 268.000 6,967.93 7,053.76 85.83 ST ——
Asset Class: Equities
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
71.840
71.840
71.840
1,455.12
2,258.01
2,275.17
2,298.88
3,520.16
3,448.32
843.76
1,262.15
1,173.15
LT
LT
LT
00
0
2
6
3
M
S
A
D
S
2
3
1
0
1
7
8
9
2
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 112 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
2/16/16 13.000 44.965 71.840 584.55 933.92 349.37 LT
6/22/16 6.000 54.030 71.840 324.18 431.04 106.86 LT
6/24/16 11.000 52.311 71.840 575.42 790.24 214.82 LT
6/29/16 9.000 57.687 71.840 519.18 646.56 127.38 LT
7/12/16 39.000 47.668 71.840 1,859.04 2,801.76 942.72 ST
5/26/17 2.000 74.515 71.840 149.03 143.68 (5.35)ST
Total 209.000 9,999.70 15,014.56 4,077.49
937.37
LT
ST
33.00 0.21
Next Dividend Payable 07/19/17; 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
183.020
183.020
183.020
2,449.12
3,525.20
485.03
2,928.32
4,209.46
549.06
479.20
684.26
64.03
LT
LT
LT
Total 42.000 6,459.35 7,686.84 1,227.49 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
46.830
46.830
46.830
4,293.04
792.12
3,880.88
6,603.03
1,123.92
5,479.11
2,309.99
331.80
1,598.23
LT
LT
LT
6/23/15 47.000 33.452 46.830 1,572.24 2,201.01 628.77 LT
2/16/16 30.000 34.847 46.830 1,045.41 1,404.90 359.49 LT
Total 359.000 11,583.69 16,811.97 5,228.28 LT 269.00 1.60
Next Dividend Payable 09/2017; Asset Class: Equities
IHS MARKIT LTD (INFO) 7/13/16 286.000 32.880 44.040 9,403.68 12,595.44 3,191.76 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
11.600
11.600
11.600
1,298.05
2,633.78
728.00
1,798.00
4,350.00
1,044.00
499.95
1,716.22
316.00
LT
LT
LT
2/16/16 56.000 6.581 11.600 368.54 649.60 281.06 LT
Total 676.000 5,028.37 7,841.60 2,813.23 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
13.150
13.150
13.150
130.53
262.93
390.75
92.05
184.10
263.00
(38.48)
(78.83)
(127.75)
LT
LT
LT
2/22/16 117.000 19.547 13.150 2,287.03 1,538.55 (748.48)LT
2/25/16 45.000 17.654 13.150 794.42 591.75 (202.67)LT
2/26/16 61.000 16.423 13.150 1,001.83 802.15 (199.68)LT
3/2/16 18.000 17.375 13.150 312.75 236.70 (76.05)LT
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 113 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
3/4/16 41.000 17.944 13.150 735.70 539.15 (196.55)LT
3/7/16 22.000 17.976 13.150 395.47 289.30 (106.17)LT
Total 345.000 6,311.41 4,536.75 (1,774.66)LT ——
Asset Class: Equities
INTL FLAVORS & FRAGRANCES (IFF) 11/10/15
2/16/16
55.000
3.000
114.785
106.800
135.000
135.000
6,313.18
320.40
7,425.00
405.00
1,111.82
84.60
LT
LT
Total 58.000 6,633.58 7,830.00 1,196.42 LT 148.00 1.89
Next Dividend Payable 07/07/17; Asset Class: Equities
LKQ CORPORATION (LKQ) 11/10/15
2/16/16
299.000
46.000
30.035
25.600
32.950
32.950
8,980.38
1,177.60
9,852.05
1,515.70
871.67
338.10
LT
LT
Total 345.000 10,157.98 11,367.75 1,209.77 LT ——
Asset Class: Equities
MAXIMUS INC (MMS) 1/12/15
2/16/16
125.000
14.000
53.796
47.779
62.630
62.630
6,724.44
668.90
7,828.75
876.82
1,104.31
207.92
LT
LT
Total 139.000 7,393.34 8,705.57 1,312.23 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
60.370
60.370
60.370
263.96
8,847.54
973.38
301.85
8,149.95
905.55
37.89
(697.59)
(67.83)
LT
LT
LT
Total 155.000 10,084.88 9,357.35 (727.53)LT ——
Asset Class: Equities
MIDDLEBY CORP DEL (MIDD) 11/10/15
2/16/16
75.000
6.000
118.080
84.142
121.510
121.510
8,856.00
504.85
9,113.25
729.06
257.25
224.21
LT
LT
Total 81.000 9,360.85 9,842.31 481.46 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
40.220
40.220
40.220
10,994.80
948.76
2,240.61
14,640.08
1,367.48
3,298.04
3,645.28
418.72
1,057.43
LT
LT
LT
6/27/16 13.000 26.030 40.220 338.39 522.86 184.47 LT
6/29/16 38.000 26.365 40.220 1,001.88 1,528.36 526.48 LT
7/13/16 27.000 28.782 40.220 777.11 1,085.94 308.83 ST
Total 558.000 16,301.55 22,442.76 5,832.38
308.83
LT
ST
469.00 2.08
Next Dividend Payable 09/2017; Asset Class: Equities
NEOGEN CP (NEOG) 1/12/15
2/16/16
65.000
14.000
48.280
48.364
69.110
69.110
3,138.20
677.09
4,492.15
967.54
1,353.95
290.45
LT
LT
00
0
2
6
3
M
S
A
D
S
2
3
1
0
1
7
8
9
3
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 114 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 79.000 3,815.29 5,459.69 1,644.40 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
11.720
11.720
11.720
444.18
593.42
251.53
492.24
656.32
281.28
48.06
62.90
29.75
ST
ST
ST
10/26/16 134.000 10.638 11.720 1,425.48 1,570.48 145.00 ST
10/27/16 19.000 10.589 11.720 201.20 222.68 21.48 ST
10/28/16 17.000 10.619 11.720 180.53 199.24 18.71 ST
10/31/16 31.000 11.066 11.720 343.06 363.32 20.26 ST
11/1/16 129.000 11.256 11.720 1,452.00 1,511.88 59.88 ST
Total 452.000 4,891.40 5,297.44 406.04 ST ——
Asset Class: Equities
PATTERSON COMPANIES INC (PDCO) 11/10/15
2/16/16
155.000
15.000
48.017
43.505
46.950
46.950
7,442.62
652.57
7,277.25
704.25
(165.37)
51.68
LT
LT
Total 170.000 8,095.19 7,981.50 (113.69)LT 177.00 2.21
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
37.900
37.900
37.900
10,190.72
454.47
727.18
6,859.90
416.90
682.20
(3,330.82)
(37.57)
(44.98)
LT
LT
LT
12/2/15 14.000 39.699 37.900 555.78 530.60 (25.18)LT
12/3/15 7.000 39.320 37.900 275.24 265.30 (9.94)LT
12/7/15 4.000 38.740 37.900 154.96 151.60 (3.36)LT
12/8/15 5.000 38.584 37.900 192.92 189.50 (3.42)LT
12/9/15 16.000 38.640 37.900 618.24 606.40 (11.84)LT
2/16/16 18.000 27.189 37.900 489.40 682.20 192.80 LT
12/12/16 62.000 38.067 37.900 2,360.17 2,349.80 (10.37)ST
Total 336.000 16,019.08 12,734.40 (3,274.31)
(10.37)
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
27.390
27.390
27.390
341.07
280.61
194.45
438.24
356.07
246.51
97.17
75.46
52.06
LT
LT
LT
8/6/15 34.000 21.580 27.390 733.72 931.26 197.54 LT
8/6/15 23.000 21.630 27.390 497.49 629.97 132.48 LT
8/11/15 35.000 21.055 27.390 736.94 958.65 221.71 LT
8/13/15 17.000 20.457 27.390 347.77 465.63 117.86 LT
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 115 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
8/20/15 27.000 20.601 27.390 556.23 739.53 183.30 LT
8/24/15 21.000 20.572 27.390 432.01 575.19 143.18 LT
8/27/15 16.000 21.069 27.390 337.11 438.24 101.13 LT
2/16/16 21.000 10.597 27.390 222.54 575.19 352.65 LT
10/21/16 24.000 21.884 27.390 525.21 657.36 132.15 ST
10/24/16 45.000 22.306 27.390 1,003.75 1,232.55 228.80 ST
10/25/16 22.000 22.142 27.390 487.12 602.58 115.46 ST
10/26/16 29.000 22.200 27.390 643.80 794.31 150.51 ST
Total 352.000 7,339.82 9,641.28 1,674.54
626.92
LT
ST
——
Asset Class: Equities
PROTO LABS (PRLB) 1/12/15
7/27/15
7/28/15
105.000
34.000
9.000
62.130
75.326
72.988
67.250
67.250
67.250
6,523.65
2,561.07
656.89
7,061.25
2,286.50
605.25
537.60
(274.57)
(51.64)
LT
LT
LT
8/4/15 12.000 73.076 67.250 876.91 807.00 (69.91)LT
2/16/16 14.000 60.511 67.250 847.15 941.50 94.35 LT
Total 174.000 11,465.67 11,701.50 235.83 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
28.740
28.740
28.740
7,785.09
785.29
156.22
8,593.26
977.16
143.70
808.17
191.87
(12.52)
LT
LT
ST
Total 338.000 8,726.60 9,714.12 1,000.04
(12.52)
LT
ST
230.00 2.36
Next Dividend Payable 09/2017; Asset Class: Equities
ROLLINS INC (ROL) 1/12/15
2/16/16
275.000
26.000
21.661
26.904
40.710
40.710
5,956.84
699.50
11,195.25
1,058.46
5,238.41
358.96
LT
LT
Total 301.000 6,656.34 12,253.71 5,597.37 LT 138.00 1.12
Next Dividend Payable 09/2017; Asset Class: Equities
SNAP-ON INC (SNA) 2/1/17 39.000 180.120 158.000 7,024.68 6,162.00 (862.68)ST 111.00 1.80
Next Dividend Payable 09/2017; Asset Class: Equities
STRATASYS LTD SHS (SSYS) 7/30/15
5/26/17
124.000
11.000
32.272
28.305
23.310
23.310
4,001.69
311.36
2,890.44
256.41
(1,111.25)
(54.95)
LT
ST
Total 135.000 4,313.05 3,146.85 (1,111.25)
(54.95)
LT
ST
——
Asset Class: Equities
00
0
2
6
3
M
S
A
D
S
2
3
1
0
1
7
8
9
4
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 116 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
ULTIMATE SOFTWARE GP INC (ULTI) 1/12/15
2/16/16
95.000
9.000
144.503
160.030
210.060
210.060
13,727.80
1,440.27
19,955.70
1,890.54
6,227.90
450.27
LT
LT
Total 104.000 15,168.07 21,846.24 6,678.17 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
36.700
36.700
36.700
6,222.24
597.28
471.83
2,972.70
623.90
440.40
(3,249.54)
26.62
(31.43)
LT
LT
ST
9/20/16 16.000 38.844 36.700 621.50 587.20 (34.30)ST
10/4/16 9.000 40.076 36.700 360.68 330.30 (30.38)ST
10/7/16 11.000 40.341 36.700 443.75 403.70 (40.05)ST
10/11/16 9.000 40.982 36.700 368.84 330.30 (38.54)ST
10/12/16 48.000 42.658 36.700 2,047.58 1,761.60 (285.98)ST
Total 203.000 11,133.70 7,450.10 (3,222.92)
(460.68)
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
61.310
61.310
61.310
1,474.84
1,172.71
1,796.26
3,433.36
2,697.64
4,046.46
1,958.52
1,524.93
2,250.20
LT
LT
LT
12/16/15 59.000 28.085 61.310 1,657.01 3,617.29 1,960.28 LT
2/16/16 26.000 21.617 61.310 562.04 1,594.06 1,032.02 LT
5/26/17 1.000 66.870 61.310 66.87 61.31 (5.56)ST
Total 252.000 6,729.73 15,450.12 8,725.95
(5.56)
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
40.700
40.700
40.700
1,673.77
659.69
1,188.42
1,221.00
447.70
814.00
(452.77)
(211.99)
(374.42)
LT
LT
LT
7/27/15 14.000 58.101 40.700 813.42 569.80 (243.62)LT
7/30/15 6.000 57.997 40.700 347.98 244.20 (103.78)LT
7/31/15 17.000 57.850 40.700 983.45 691.90 (291.55)LT
8/5/15 7.000 58.576 40.700 410.03 284.90 (125.13)LT
2/16/16 11.000 30.966 40.700 340.63 447.70 107.07 LT
6/24/16 90.000 33.800 40.700 3,042.00 3,663.00 621.00 LT
5/26/17 5.000 41.486 40.700 207.43 203.50 (3.93)ST
Total 211.000 9,666.82 8,587.70 (1,075.19)
(3.93)
LT
ST
——
Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 117 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
84.370
84.370
84.370
9,215.70
886.17
4,075.54
10,968.10
1,096.81
4,134.13
1,752.40
210.64
58.59
LT
LT
ST
Total 192.000 14,177.41 16,199.04 1,963.04
58.59
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
127.510
127.510
127.510
3,638.43
953.60
2,220.28
4,335.34
1,147.59
2,805.22
696.91
193.99
584.94
ST
ST
ST
Total 65.000 6,812.31 8,288.15 1,475.84 ST ——
Asset Class: Equities
WAGEWORKS INC COM (WAGE) 4/27/17 103.000 74.853 67.200 7,709.83 6,921.60 (788.23)ST ——
Asset Class: Equities
WEST PHARMACEUTICAL SVCS INC (WST) 4/27/17
5/26/17
90.000
5.000
92.066
96.926
94.520
94.520
8,285.93
484.63
8,506.80
472.60
220.87
(12.03)
ST
ST
Total 95.000 8,770.56 8,979.40 208.84 ST 49.00 0.54
Next Dividend Payable 08/2017; Asset Class: Equities
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 97.71%$446,208.66 $539,935.04 $87,243.96
$6,482.42
LT
ST
$2,559.00 0.47%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $446,208.66 $552,563.17 $87,243.96
$6,482.42
LT
ST
$2,565.00
$0.00
0.46%
TOTAL VALUE (includes accrued interest)100.00%$552,563.17
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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CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 118 of 134
ALLOCATION OF ASSETS
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $12,628.13 ——————
Stocks —$539,935.04 —————
TOTAL ALLOCATION OF ASSETS $12,628.13 $539,935.04 —————
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
6/13 6/16 Bought ALARM COM HLDGS INC COM ACTED AS AGENT 159.000 $36.2654 $(5,766.20)
6/13 6/16 Bought EVOLENT HEALTH INC CL A ACTED AS AGENT 175.000 25.3167 (4,430.42)
6/14 6/19 Bought EVOLENT HEALTH INC CL A ACTED AS AGENT 23.000 26.4332 (607.96)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $(10,804.58)
TOTAL PURCHASES $(10,804.58)
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)
6/2 Qualified Dividend BIO-TECHNE CORP $29.76
6/5 Qualified Dividend NATL INSTRUMS CP 117.18
6/9 Qualified Dividend ROLLINS INC 34.62
6/9 Qualified Dividend SNAP-ON INC 27.69
6/13 Qualified Dividend RITCHIE BROTHERS AUCTIONEERS 48.12
6/13 Dividend RITCHIE BROTHERS AUCTIONEERS
ADJ GROSS DIV AMOUNT 8.49
FOREIGN TAX PAID IS 8.49
0.00
6/14 Qualified Dividend CHEMED CORPORATION 21.06
6/16 Qualified Dividend COGNEX CORP 7.91
6/23 Qualified Dividend HLTH CARE SVC GRP 67.31
6/30 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 06/01-06/30)
0.15
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $353.80
TOTAL QUALIFIED DIVIDENDS $353.65
TOTAL INTEREST $0.15
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 119 of 134
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
6/2 Automatic Investment BANK DEPOSIT PROGRAM $10,041.47
6/5 Automatic Investment BANK DEPOSIT PROGRAM 117.18
6/9 Automatic Investment BANK DEPOSIT PROGRAM 62.31
6/13 Automatic Investment BANK DEPOSIT PROGRAM 48.12
6/14 Automatic Investment BANK DEPOSIT PROGRAM 21.06
6/16 Automatic Redemption BANK DEPOSIT PROGRAM (10,188.71)
6/19 Automatic Redemption BANK DEPOSIT PROGRAM (607.96)
6/23 Automatic Investment BANK DEPOSIT PROGRAM 67.31
6/30 Automatic Investment BANK DEPOSIT PROGRAM 0.15
NET ACTIVITY FOR PERIOD $(439.07)
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.
Senior Investor Helpline
For any inquiries or comments or potential concerns, senior investors or someone acting on their behalf may contact our Firm by calling (800) 280-4534.
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Firm Discretion Select UMA CGCM Target Date Model Available in Non-Retirement Accounts
Beginning on or about August 14, 2017, the CGCM Target Date Model will be available in the Firm Discretion Select UMA program to clients that are not retirement plans. This Model is currently available only to
clients that are retirement plans. Clients that select the CGCM Target Date Model will be able to select from several Firm Discretion portfolios that Morgan Stanley will select (and change from time to time) based on
various targeted retirement dates. If a client makes this selection, Morgan Stanley will restrict selection of investment products to Consulting Group Capital Markets Funds mutual funds (which are affiliated with Morgan
Stanley), except that the Sweep Investment will not be a Consulting Group Capital Markets Funds mutual fund. Morgan Stanley may prohibit accounts that have selected a CGCM Target Date Model from changing to
a model that is not a CGCM Target Date Model, without adjusting the fee.
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 120 of 134
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
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)
TOTAL BEGINNING VALUE $471,829.35 $463,790.60
Credits ——
Debits —(93,360.49)
Security Transfers ——
Net Credits/Debits/Transfers —$(93,360.49)
Change in Value 8,293.23 109,692.47
TOTAL ENDING VALUE $480,122.58 $480,122.58
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period June 1-30, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
JUN JUL AUG SEP OCT NOV DEC JAN FEB MAR APR MAY JUN
300
500
700
900
1,100
1,300
($
)
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 121 of 134
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Market Value Percentage
Cash $2,534.97 0.53
Equities 477,587.61 99.47
TOTAL VALUE $480,122.58 100.00%
FDIC rules apply and Bank Deposits are eligible for FDIC insurance but are not covered by SIPC. Cash
and securities (including MMFs) are eligible for SIPC coverage. See Expanded Disclosures.
Values may include assets externally held, which are provided to you as a courtesy, and may not be
covered by SIPC. For additional information, refer to the corresponding section of this statement.
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CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 122 of 134
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 5/31/17)
This Period
(as of 6/30/17)
Cash, BDP, MMFs $10,634.81 $2,534.97
Stocks 453,312.59 477,587.61
Net Unsettled Purchases/Sales 7,881.95 —
Total Assets $471,829.35 $480,122.58
Total Liabilities (outstanding balance)——
TOTAL VALUE $471,829.35 $480,122.58
CASH FLOW
This Period
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)
OPENING CASH, BDP, MMFs $10,634.81 $2,650.53
Purchases (19,043.50)(105,883.35)
Sales and Redemptions 2,906.59 194,120.07
Prior Net Unsettled Purch/Sales 7,881.95 N/A
2016 Net Unsettled Purch/Sales N/A 3,249.42
Income and Distributions 155.12 1,758.79
Total Investment Related Activity $(8,099.84)$93,244.93
Electronic Transfers-Debits —(92,000.00)
Other Debits —(1,360.49)
Total Cash Related Activity —$(93,360.49)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $2,534.97 $2,534.97
INCOME AND DISTRIBUTION SUMMARY
This Period
(6/1/17-6/30/17)
This Year
(1/1/17-6/30/17)
Qualified Dividends $155.05 $1,758.26
Interest 0.07 0.53
Total Taxable Income And Distributions $155.12 $1,758.79
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $155.12 $1,758.79
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
(6/1/17-6/30/17)
Realized This Year
(1/1/17-6/30/17)
Unrealized
Inception to Date
(as of 6/30/17)
Short-Term Gain $143.12 $5,450.86 $18,441.54
Short-Term (Loss)—(2,181.49)(6,165.17)
Total Short-Term $143.12 $3,269.37 $12,276.37
Long-Term Gain 999.14 31,814.67 74,809.80
Long-Term (Loss)—(4,549.34)(10,196.95)
Total Long-Term $999.14 $27,265.33 $64,612.85
TOTAL GAIN/(LOSS)$1,142.26 $30,534.70 $76,889.22
Disallowed Loss —$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 Summary
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 123 of 134
ADVISORY ACCOUNT REVIEW (as of 06/30/17)
Below is important information about your advisory account. Confirm that the information is consistent with your understanding of the details of the account and contact your Advisor if you have questions or updates. The disclosure
documents for our investment advisory services relating to the specific advisory program(s) you participate in can be found at morganstanley.com/adv.
Advisory Program: Select UMA Advisory Account Inception Date: 03/15/10
Current Morgan Stanley Advisory Effective Fee Rate For This Account*: 0.52% Last Advisory Trade: 06/09/17
Account Holder Votes Proxy +: No
Investment Objectives:(1) Capital Appreciation; (2) Income
Account Risk Tolerance:Aggressive
Primary Financial Need:Wealth Accumulation
Investment Time Horizon:Over 20 years
Liquidity Needs:Over 20 years
Restrictions: None
If you currently have a Single Advisory Contract on file with Morgan Stanley, you can open other advisory accounts or make changes to this advisory account through discussions with your Advisor. If you open a new advisory account or
make changes to this advisory account, the terms of the new account or changes will be confirmed back to you in writing.
*This Advisory Fee Rate is effective as of the date referenced above and is based upon the last posted quarterly or inception fee for this account. The fee rate is blended. This means that as the value of account
assets reaches certain breakpoints, the incremental assets above each threshold are charged the applicable rate, as referenced in your fee schedule. The effective fee rate for the account as a whole is then a
weighted average of the scheduled rates, and may change with the account asset level. There may be additional fees or expenses that you may incur depending on the investment products in your account.
Please review the applicable investment advisory agreement and Form ADV Brochure for additional information.
+The account holder has delegated the authority to vote proxies for the account to Morgan Stanley, an affiliate, or a third party portfolio manager, as applicable and if available in the advisory program.
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CLIENT STATEMENT For the Period June 1-30, 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 124 of 134
† 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 #$2,534.97 —$1.00 0.050
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 0.53%$2,534.97 $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 %
ACTIVISION BLIZZARD INC (ATVI) 6/20/16
9/6/16
231.000
46.000
$38.833
43.500
$57.570
57.570
$8,970.49
2,001.02
$13,298.67
2,648.22
$4,328.18
647.20
LT
ST
Total 277.000 10,971.51 15,946.89 4,328.18
647.20
LT
ST
83.00 0.52
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
203.280
203.280
203.280
4,403.40
1,599.17
1,913.98
4,268.88
1,422.96
2,032.80
(134.52)
(176.21)
118.82
LT
LT
LT
H
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 125 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
1/30/17 11.000 200.785 203.280 2,208.63 2,236.08 27.45 ST
3/21/17 6.000 206.038 203.280 1,236.23 1,219.68 (16.55)ST
Total 55.000 11,361.41 11,180.40 (191.91)
10.90
LT
ST
29.00 0.25
Next Dividend Payable 08/2017; Basis Adjustment Due to Wash Sale: $262.25; Asset Class: Equities
ADOBE SYSTEMS (ADBE) 9/8/15 100.000 78.832 141.440 7,883.17 14,144.00 6,260.83 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
121.670
121.670
121.670
609.41
2,651.30
8,960.11
486.68
2,433.40
6,326.84
(122.73)
(217.90)
(2,633.27)
LT
LT
LT
H
9/24/15 25.000 155.894 121.670 3,897.35 3,041.75 (855.60)LT
9/30/15 3.000 153.343 121.670 460.03 365.01 (95.02)LT
2/17/16 13.000 145.471 121.670 1,891.12 1,581.71 (309.41)LT
4/3/17 1.000 119.580 121.670 119.58 121.67 2.09 ST
5/24/17 7.000 100.569 121.670 703.98 851.69 147.71 ST
Total 125.000 19,292.88 15,208.75 (4,233.93)
149.80
LT
ST
——
Basis Adjustment Due to Wash Sale: $639.93; Asset Class: Equities
ALIBABA GROUP HLDG LTD (BABA) 2/19/16 117.000 67.274 140.900 7,871.12 16,485.30 8,614.18 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
968.000
968.000
968.000
2,983.79
3,169.38
5,332.98
5,808.00
5,808.00
8,712.00
2,824.21
2,638.62
3,379.02
LT
LT
LT
Total 21.000 11,486.15 20,328.00 8,841.85 LT ——
Asset Class: Equities
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
55.720
55.720
55.720
8,115.66
3,125.52
3,260.70
6,909.28
2,618.84
3,064.60
(1,206.38)
(506.68)
(196.10)
LT
LT
LT
8/9/16 43.000 61.938 55.720 2,663.34 2,395.96 (267.38)ST
9/7/16 36.000 56.806 55.720 2,045.03 2,005.92 (39.11)ST
4/3/17 3.000 54.173 55.720 162.52 167.16 4.64 ST
Total 308.000 19,372.77 17,161.76 (1,909.16)
(301.85)
LT
ST
480.00 2.79
Next Dividend Payable 08/2017; Asset Class: Equities
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CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 126 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
CELGENE CORP (CELG) 7/1/15
8/24/15
9/30/15
4.000
79.000
1.000
117.677
116.533
107.650
129.870
129.870
129.870
470.71
9,206.11
107.65
519.48
10,259.73
129.87
48.77
1,053.62
22.22
LT
LT
LT
2/17/16 30.000 105.400 129.870 3,162.00 3,896.10 734.10 LT
11/11/16 16.000 119.493 129.870 1,911.88 2,077.92 166.04 ST
4/3/17 3.000 124.573 129.870 373.72 389.61 15.89 ST
Total 133.000 15,232.07 17,272.71 1,858.71
181.93
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
42.960
42.960
42.960
4,662.20
2,446.43
2,373.16
7,732.80
3,995.28
2,491.68
3,070.60
1,548.85
118.52
ST
ST
ST
Total 331.000 9,481.79 14,219.76 4,737.97 ST 106.00 0.74
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
84.900
84.900
3,983.06
2,735.72
3,990.30
2,631.90
7.24
(103.82)
ST
ST
Total 78.000 6,718.78 6,622.20 (96.58)ST 27.00 0.40
Next Dividend Payable 09/2017; 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
159.930
159.930
159.930
6,833.96
1,667.08
1,343.56
7,356.78
1,599.30
1,279.44
522.82
(67.78)
(64.12)
ST
ST
ST
Total 64.000 9,844.60 10,235.52 390.92 ST 128.00 1.25
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
73.150
73.150
73.150
109.12
4,342.47
2,531.34
73.15
3,803.80
2,048.20
(35.97)
(538.67)
(483.14)
LT
LT
LT
H
H
2/17/16 23.000 61.568 73.150 1,416.07 1,682.45 266.38 LT
11/11/16 32.000 65.813 73.150 2,106.02 2,340.80 234.78 ST
5/5/17 16.000 77.350 73.150 1,237.61 1,170.40 (67.21)ST
Total 152.000 11,742.63 11,118.80 (791.40)
167.57
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
42.000
8.000
1.000
184.263
184.936
186.150
211.530
211.530
211.530
7,739.05
1,479.49
186.15
8,884.26
1,692.24
211.53
1,145.21
212.75
25.38
ST
ST
ST
Total 51.000 9,404.69 10,788.03 1,383.34 ST 94.00 0.87
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 127 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 09/2017; 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
118.240
118.240
118.240
7,163.51
1,818.14
825.08
7,922.08
2,246.56
1,064.16
758.57
428.42
239.08
LT
ST
ST
3/2/17 30.000 93.403 118.240 2,802.09 3,547.20 745.11 ST
Total 125.000 12,608.82 14,780.00 758.57
1,412.61
LT
ST
——
Asset Class: Equities
FACEBOOK INC CL-A (FB) 8/31/15 127.000 90.658 150.980 11,513.54 19,174.46 7,660.92 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
173.520
173.520
173.520
5,215.32
4,018.31
3,535.10
4,685.04
3,817.44
3,990.96
(530.28)
(200.87)
455.86
LT
LT
LT
11/11/16 8.000 139.419 173.520 1,115.35 1,388.16 272.81 ST
Total 80.000 13,884.08 13,881.60 (275.29)
272.81
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
121.070
121.070
121.070
1,456.56
4,798.23
4,412.39
1,452.84
3,389.96
3,753.17
(3.72)
(1,408.27)
(659.22)
LT
LT
ST
11/11/16 15.000 110.273 121.070 1,654.09 1,816.05 161.96 ST
3/24/17 9.000 116.969 121.070 1,052.72 1,089.63 36.91 ST
Total 95.000 13,373.99 11,501.65 (1,411.99)
(460.35)
LT
ST
——
Asset Class: Equities
INTERCONTINENTALEXCHANGE GROUP (ICE) 9/10/15
2/17/16
5/3/16
65.000
55.000
50.000
47.147
48.439
48.132
65.920
65.920
65.920
3,064.53
2,664.12
2,406.60
4,284.80
3,625.60
3,296.00
1,220.27
961.48
889.40
LT
LT
LT
3/20/17 44.000 61.314 65.920 2,697.80 2,900.48 202.68 ST
Total 214.000 10,833.05 14,106.88 3,071.15
202.68
LT
ST
171.00 1.21
Next Dividend Payable 09/2017; Asset Class: Equities
MERCADOLIBRE INC (MELI) 9/3/15
2/17/16
7.000
29.000
112.215
97.848
250.880
250.880
785.51
2,837.60
1,756.16
7,275.52
970.65
4,437.92
LT
LT
Total 36.000 3,623.11 9,031.68 5,408.57 LT 22.00 0.24
Next Dividend Payable 07/17/17; Asset Class: Equities
00
0
2
6
3
M
S
A
D
S
2
3
1
0
1
7
9
0
0
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 128 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
49.680
49.680
49.680
3,183.03
3,142.26
5,666.67
3,576.96
3,726.00
6,408.72
393.93
583.74
742.05
LT
LT
LT
Total 276.000 11,991.96 13,711.68 1,719.72 LT ——
Asset Class: Equities
NEW ORIENTAL ED & TECH GRP ADR (EDU) 6/5/17
6/6/17
6/7/17
75.000
13.000
37.000
74.408
75.965
78.362
70.490
70.490
70.490
5,580.62
987.55
2,899.40
5,286.75
916.37
2,608.13
(293.87)
(71.18)
(291.27)
ST
ST
ST
Total 125.000 9,467.57 8,811.25 (656.32)ST ——
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
59.000
59.000
59.000
3,094.74
5,507.07
6,819.26
3,186.00
5,428.00
7,139.00
91.26
(79.07)
319.74
LT
LT
LT
9/28/16 35.000 53.542 59.000 1,873.96 2,065.00 191.04 ST
4/3/17 1.000 55.440 59.000 55.44 59.00 3.56 ST
Total 303.000 17,350.47 17,877.00 331.93
194.60
LT
ST
218.00 1.21
Next Dividend Payable 07/05/17; 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
144.560
144.560
144.560
2,645.40
4,132.96
2,668.31
3,469.44
5,493.28
3,903.12
824.04
1,360.32
1,234.81
ST
ST
ST
3/17/17 24.000 104.826 144.560 2,515.82 3,469.44 953.62 ST
4/12/17 16.000 98.366 144.560 1,573.86 2,312.96 739.10 ST
Total 129.000 13,536.35 18,648.24 5,111.89 ST 72.00 0.38
Next Dividend Payable 09/2017; 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
159.580
159.580
159.580
9,035.99
1,547.86
866.02
7,500.26
1,276.64
797.90
(1,535.73)
(271.22)
(68.12)
ST
ST
ST
H
Total 60.000 11,449.87 9,574.80 (1,875.07)ST 5.00 0.05
Next Dividend Payable 10/2017; Basis Adjustment Due to Wash Sale: $162.22; Asset Class: Equities
PRICELINE GRP INC COM NEW (PCLN) 12/19/14
2/17/16
10.000
1.000
1,107.075
1,230.860
1,870.520
1,870.520
11,070.75
1,230.86
18,705.20
1,870.52
7,634.45
639.66
LT
LT
Total 11.000 12,301.61 20,575.72 8,274.11 LT ——
Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 129 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
86.600
86.600
86.600
5,493.82
3,513.96
2,277.46
7,534.20
4,156.80
2,771.20
2,040.38
642.84
493.74
LT
ST
ST
Total 167.000 11,285.24 14,462.20 2,040.38
1,136.58
LT
ST
——
Asset Class: Equities
SERVICENOW INC (NOW) 2/19/16
6/8/16
34.000
96.000
54.741
77.332
106.000
106.000
1,861.20
7,423.83
3,604.00
10,176.00
1,742.80
2,752.17
LT
LT
Total 130.000 9,285.03 13,780.00 4,494.97 LT ——
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
165.270
165.270
165.270
5,829.27
1,927.46
3,069.55
4,958.10
1,652.70
2,479.05
(871.17)
(274.76)
(590.50)
ST
ST
ST
H
4/3/17 1.000 173.820 165.270 173.82 165.27 (8.55)ST
5/5/17 4.000 181.021 165.270 724.09 661.08 (63.01)ST
Total 60.000 11,724.19 9,916.20 (1,807.99)ST 55.00 0.55
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
56.890
56.890
56.890
2,371.12
6,056.62
2,487.11
2,161.82
5,802.78
4,152.97
(209.30)
(253.84)
1,665.86
LT
LT
LT
Total 213.000 10,914.85 12,117.57 1,202.72 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
58.310
58.310
58.310
5,839.67
4,736.75
114.48
6,005.93
4,664.80
116.62
166.26
(71.95)
2.14
ST
ST
ST
H
H
9/6/16 42.000 56.035 58.310 2,353.49 2,449.02 95.53 ST
10/11/16 52.000 52.862 58.310 2,748.80 3,032.12 283.32 ST
Total 279.000 15,793.19 16,268.49 475.30 ST 279.00 1.71
Next Dividend Payable 08/2017; Basis Adjustment Due to Wash Sale: $98.98; Asset Class: Equities
TRACTOR SUPPLY CO (TSCO) 6/9/17 168.000 57.000 54.210 9,575.93 9,107.28 (468.65)ST 181.00 1.98
Next Dividend Payable 09/2017; Asset Class: Equities
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
287.340
287.340
287.340
2,624.19
3,484.33
2,548.76
2,873.40
3,735.42
2,586.06
249.21
251.09
37.30
ST
ST
ST
Total 32.000 8,657.28 9,194.88 537.60 ST ——
Asset Class: Equities
00
0
2
6
3
M
S
A
D
S
2
3
1
0
1
7
9
0
1
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 130 of 134
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
UNITEDHEALTH GP INC (UNH) 3/20/17
3/22/17
22.000
31.000
169.058
167.210
185.420
185.420
3,719.27
5,183.51
4,079.24
5,748.02
359.97
564.51
ST
ST
Total 53.000 8,902.78 9,827.26 924.48 ST 159.00 1.61
Next Dividend Payable 09/2017; 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
128.870
128.870
128.870
123.46
3,837.41
301.45
128.87
4,510.45
386.61
5.41
673.04
85.16
LT
LT
LT
2/17/16 34.000 86.611 128.870 2,944.78 4,381.58 1,436.80 LT
2/19/16 18.000 87.377 128.870 1,572.79 2,319.66 746.87 LT
5/4/16 44.000 81.020 128.870 3,564.89 5,670.28 2,105.39 LT
Total 135.000 12,344.78 17,397.45 5,052.67 LT ——
Asset Class: Equities
VISA INC CL A (V) 6/26/15
4/3/17
139.000
1.000
68.549
88.780
93.780
93.780
9,528.35
88.78
13,035.42
93.78
3,507.07
5.00
LT
ST
Total 140.000 9,617.13 13,129.20 3,507.07
5.00
LT
ST
92.00 0.70
Next Dividend Payable 09/2017; Asset Class: Equities
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 99.47%$400,698.39 $477,587.61 $64,612.85
$12,276.37
LT
ST
$2,201.00 0.46%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $400,698.39 $480,122.58 $64,612.85
$12,276.37
LT
ST
$2,202.00
$0.00
0.46%
TOTAL VALUE (includes accrued interest)100.00%$480,122.58
Unrealized Gain/(Loss) totals only reflect positions that have both cost basis and market value information available. Cash, MMF, Deposits and positions stating 'Please Provide' or 'Pending Corporate Actions' are not
included.
H - Wash sale rules apply to this tax lot. The cost basis and acquisition date (trade date) have been adjusted to account for disallowed loss of a related wash sale transaction. The aggregate amount of the basis
adjustment is identified in italics under the Security Description.
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 131 of 134
ALLOCATION OF ASSETS
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $2,534.97 ——————
Stocks —$477,587.61 —————
TOTAL ALLOCATION OF ASSETS $2,534.97 $477,587.61 —————
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
6/1 6/6 Sold DOMINOS PIZZA INC ACTED AS AGENT 5.000 $212.8927 $1,064.43
6/1 6/6 Sold ADOBE SYSTEMS ACTED AS AGENT 5.000 141.0501 705.23
6/5 6/8 Bought NEW ORIENTAL ED & TECH GRP ADR ACTED AS AGENT 75.000 74.4082 (5,580.62)
6/6 6/9 Bought NEW ORIENTAL ED & TECH GRP ADR ACTED AS AGENT 13.000 75.9651 (987.55)
6/7 6/12 Sold MERCADOLIBRE INC ACTED AS AGENT 4.000 284.2398 1,136.93
6/7 6/12 Bought NEW ORIENTAL ED & TECH GRP ADR ACTED AS AGENT 37.000 78.3622 (2,899.40)
6/9 6/14 Bought TRACTOR SUPPLY CO ACTED AS AGENT 168.000 56.9996 (9,575.93)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $(16,136.91)
TOTAL PURCHASES $(19,043.50)
TOTAL SALES AND REDEMPTIONS $2,906.59
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)
6/6 Qualified Dividend VISA INC CL A $23.93
6/14 Qualified Dividend NVIDIA CORPORATION 18.48
6/16 Qualified Dividend COGNEX CORP 6.63
6/27 Qualified Dividend UNITEDHEALTH GP INC 39.75
6/30 Qualified Dividend INTERCONTINENTALEXCHANGE GROUP 42.80
6/30 Qualified Dividend DOMINOS PIZZA INC 23.46
6/30 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 06/01-06/30)
0.07
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $155.12
TOTAL QUALIFIED DIVIDENDS $155.05
TOTAL INTEREST $0.07
00
0
2
6
3
M
S
A
D
S
2
3
1
0
1
7
9
0
2
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 132 of 134
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
6/1 Automatic Investment BANK DEPOSIT PROGRAM $2,342.98
6/5 Automatic Investment BANK DEPOSIT PROGRAM 6,768.77
6/6 Automatic Investment BANK DEPOSIT PROGRAM 1,137.11
6/7 Automatic Investment BANK DEPOSIT PROGRAM 1,769.66
6/8 Automatic Redemption BANK DEPOSIT PROGRAM (5,580.62)
6/9 Automatic Redemption BANK DEPOSIT PROGRAM (987.55)
6/12 Automatic Redemption BANK DEPOSIT PROGRAM (1,762.47)
6/14 Automatic Redemption BANK DEPOSIT PROGRAM (9,557.45)
6/16 Automatic Investment BANK DEPOSIT PROGRAM 6.63
6/27 Automatic Investment BANK DEPOSIT PROGRAM 39.75
6/30 Automatic Investment BANK DEPOSIT PROGRAM 66.26
6/30 Automatic Investment BANK DEPOSIT PROGRAM 0.07
NET ACTIVITY FOR PERIOD $(5,756.86)
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
ADOBE SYSTEMS 09/08/15 06/01/17 5.000 $705.23 $394.16 $311.07
MERCADOLIBRE INC 09/03/15 06/07/17 4.000 1,136.93 448.86 688.07
Long-Term This Period $1,842.16 $843.02 $999.14
Long-Term Year to Date $138,177.45 $110,912.12 $27,265.33
SHORT-TERM GAIN/(LOSS)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
DOMINOS PIZZA INC 02/23/17 06/01/17 5.000 1,064.43 921.31 143.12
Short-Term This Period $1,064.43 $921.31 $143.12
Short-Term Year to Date $55,942.62 $52,673.25 $3,269.37
Net Realized Gain/(Loss) This Period $2,906.59 $1,764.33 $1,142.26
Net Realized Gain/(Loss) Year to Date $194,120.07 $163,585.37 $30,534.70
Account Detail
CLIENT STATEMENT For the Period June 1-30, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 133 of 134
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.
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.
Senior Investor Helpline
For any inquiries or comments or potential concerns, senior investors or someone acting on their behalf may contact our Firm by calling (800) 280-4534.
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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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