10 - July 2017TOTAL VALUE OF YOUR ACCOUNTS (as of 7/31/17)$9,542,308.74
Includes Accrued Interest
CLIENT STATEMENT For the Period July 1-31, 2017
660 - 110331 - 095 -1 - 0
STATEMENT PACKAGE FOR:
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Morgan Stanley Smith Barney LLC. Member SIPC.
Access Your Account s Online: www.morganstanley.com/online
Your Financial Advisor Team
BAGWELL/BRIDGES/TAYLOR
407-849-4700
Your Branch
201 E. PINE ST 11TH FL
ORLANDO, FL 32801
Telephone:407-849-4700 ; Alt. Phone:800-869-0007 ; Fax:407-849-4797
Client Service Center (24 Hours a Day; 7 Days a Week): 800-869-3326
0001478 11 AB 2.767 11 TR 00025 MSADT222 000000
#BWNJGWM
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
C/O RUSSELL CAFFEY
800 SEMINOLE ROAD
ATLANTIC BCH FL 32233-5444
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Consolidated Summary
CLIENT STATEMENT For the Period July 1-31, 2017
This summary may include assets held in either brokerage and/or advisory accounts. Visit http://www.morganstanley.com/ourcommitment to understand the differences between brokerage and
advisory accounts. Refer to individual Account Gain/(Loss) Summary and Expanded Disclosures for additional information. Accounts with no balances, holdings or activity year-to-date are not
displayed on this page. >: Wash sale rules apply to some portion of this total.CONTINUED
Page 2 of 120
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
(7/1/17)
Funds
Credited/(Debited)
Security/Currency
Transfers
Rcvd/(Dlvd)Change in Value
Ending Value
(7/31/17)
Income/Dist
This Period/YTD
YTD Realized
Gain/(Loss)
(Total ST/LT)
Unrealized
Gain/(Loss)
(Total ST/LT) Page
TOTAL FOR ALL ACCOUNTS $9,386,494 $(9,018)—$164,832 $9,542,308 $10,836
$93,965
$(1,218)
$56,758
$142,178
$773,127
Business Accounts
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
660-110331-095 417,163 ——17 417,181 17
38
—
—
—
—
7
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
660-035181-095
Invest Advisory
3,445,733 (1,563)—93,096 3,537,266 939
33,302
—
14,048
49,007
311,508
>
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CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Amundi Pioneer Fundamental Growth
660-035196-095
Invest Advisory
671,572 (897)—12,286 682,962 487
4,640
3,838
143
57,632
21,047
19
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Sage Advisory - Intermediate Taxab
660-110035-095
Invest Advisory
1,960,867 (2,372)—12,237 1,970,732 5,620
27,945
(16,961)
960
5,536
5,098
33
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
JP Morgan - Equity Income SMA
660-110174-095
Invest Advisory
1,301,489 (1,738)—13,126 1,312,876 2,354
19,262
1,480
5,563
9,919
172,479
45
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Boston Partners - Smid Cap Value
660-110258-095
Invest Advisory
556,981 (912)—8,971 565,040 1,209
5,542
2,384
9,679
8,143
79,941
>
67
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Riverbridge Partners - SMID Growth
660-110265-095
Invest Advisory
552,563 (905)—6,204 557,862 146
1,415
4,770
(902)
1,087
98,181
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Consolidated Summary
CLIENT STATEMENT For the Period July 1-31, 2017
CONSOLIDATED
SUMMARY
PERSONAL
ACCOUNTS
RETIREMENT
ACCOUNTS
EDUCATION
ACCOUNTS
TRUST
ACCOUNTS
BUSINESS
ACCOUNTS
Page 3 of 120
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
(7/1/17)
Funds
Credited/(Debited)
Security/Currency
Transfers
Rcvd/(Dlvd)Change in Value
Ending Value
(7/31/17)
Income/Dist
This Period/YTD
YTD Realized
Gain/(Loss)
(Total ST/LT)
Unrealized
Gain/(Loss)
(Total ST/LT) Page
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Columbia Mgmt - Select LC Grwth
660-110290-095
Invest Advisory
480,122 (629)—18,892 498,386 60
1,818
3,269
27,265
10,852
84,869
>
>
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Total Business Accounts $9,386,494 $(9,018)—$164,832 $9,542,308 $10,836
$93,965
$(1,218)
$56,758
$142,178
$773,127
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CLIENT STATEMENT For the Period July 1-31, 2017
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
Page 4 of 120
JUL AUG SEP OCT NOV DEC JAN FEB MAR APR MAY JUN JUL
8.2
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2016 2017
CHANGE IN VALUE OF YOUR ACCOUNTS (includes accrued interest)
This Period
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)
TOTAL BEGINNING VALUE $9,386,494.45 $8,748,493.84
Credits —184,000.00
Debits (9,018.70)(210,124.56)
Security Transfers ——
Net Credits/Debits/Transfers $(9,018.70)$(26,124.56)
Change in Value 164,832.99 819,939.46
TOTAL ENDING VALUE $9,542,308.74 $9,542,308.74
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 $583,604.95 6.12
Equities 6,004,582.72 62.93
Fixed Income & Preferreds 2,319,470.36 24.31
Alternatives 634,650.71 6.65
TOTAL VALUE $9,542,308.74 100.00 %
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 July 1-31, 2017
CONSOLIDATED
SUMMARY
PERSONAL
ACCOUNTS
RETIREMENT
ACCOUNTS
EDUCATION
ACCOUNTS
TRUST
ACCOUNTS
BUSINESS
ACCOUNTS
Page 5 of 120
CASH FLOW
This Period
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)
OPENING CASH, BDP, MMFs $554,028.70 $572,539.57
Purchases (321,021.34)(2,657,687.80)
Dividend Reinvestments (937.27)(14,016.11)
Sales and Redemptions 351,841.03 2,607,920.90
Prior Net Unsettled Purch/Sales (3,438.45)N/A
2016 Net Unsettled Purch/Sales N/A 2,093.18
Net Unsettled Purch/Sales (1,160.01)(1,160.01)
Return of Principal 1,314.29 4,914.02
Income and Distributions 10,836.69 93,965.75
Total Investment Related Activity $37,434.94 $36,029.93
Electronic Transfers-Credits —184,000.00
Electronic Transfers-Debits —(184,000.00)
Other Debits (9,018.70)(26,124.56)
Total Cash Related Activity $(9,018.70)$(26,124.56)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $582,444.94 $582,444.94
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 6/30/17)
This Period
(as of 7/31/17)
Cash, BDP, MMFs $554,028.70 $582,444.94
Stocks 3,499,435.80 3,563,358.37
ETFs & CEFs 1,695,212.39 1,741,084.77
Corporate Fixed Income^1,227,061.60 1,238,075.50
Government Securities^712,827.62 667,594.79
Mutual Funds 1,701,366.79 1,748,590.36
Net Unsettled Purchases/Sales (3,438.45)1,160.01
Total Assets $9,386,494.45 $9,542,308.74
Total Liabilities (outstanding balance)——
TOTAL VALUE $9,386,494.45 $9,542,308.74
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CLIENT STATEMENT For the Period July 1-31, 2017 Page 6 of 120
The following Disclosures are applicable to the enclosed statement(s).
Expanded Disclosures are attached to your most recent June and
December statement (or your first Statement if you have not received a
statement for those months). The Expanded Disclosures are also
available by selecting Account Documents when you log on to
www.morganstanley.com/online or, call 800-869-3326.
Questions?
Questions regarding your account may be directed to your Financial
Advisor or the Branch Manager of the office where you maintain your
account, using the contact information on the statement cover page, or
the Client Service Center at (800) 869-3326.
Errors and Inquiries
Be sure to review your statement promptly, and immediately address
any concerns regarding entries that you do not understand or believe
were made in error by contacting the Branch Manager of the office
where you maintain your account. Oral communications regarding any
inaccuracy or discrepancy in this statement should be re-confirmed in
writing to further protect your rights, including rights under the
Securities Investor Protection Act (SIPA). Your statement will be
deemed correct unless we receive a written inquiry of a suspected
error. See your account documentation for special rules regarding your
rights and responsibilities with respect to erroneous electronic fund
transfers, including a description of the transfers covered. For concerns
or complaints, contact our Client Relations Department at (866)
227-2256.
Senior Investor Helpline
For concerns or complaints, Senior Investors may contact our Firm by
calling (800) 280-4534.
Availability of Free Credit Balances and Financial Statements
Under the customer protection rules of the SEC [17 CFR
§240.15c3-3], we may use funds comprising free credit balances
carried for customer accounts here, provided that these funds are
payable to customers on demand (i.e., are free of a lien or right of
set-off in our favor or on behalf of some third party to whom you have
given control). A financial statement of this organization is available for
your personal inspection at its offices, or a copy will be mailed to you
upon your written request.
Listed Options
Information with respect to commissions and other charges related to
the execution of options transactions has been included in
confirmations of such transactions previously furnished to you and such
information will be made available to you promptly at your request.
Promptly advise us of any material change in your investment
objectives or financial situation.
Important Information if you are a Margin Customer (not available for
certain retirement accounts)
If you have margin privileges, you may borrow money from us in
exchange for pledging assets in your accounts as collateral for any
outstanding margin loan. The amount you may borrow is based on the
value of the eligible securities in your margin accounts. If a security has
eligible shares, the number of shares pledged as collateral will be
indicated below the position.
Margin Interest Charges
We calculate interest charges on margin loans as follows: (1) multiply
the applicable margin interest rate by the daily close of business net
settled debit balance, and (2) divide by 360 (days). Margin interest
accrues daily throughout the month and is added to your debit balance
at month-end. The month-end interest charge is the sum of the daily
accrued interest calculations for the month. We add the accrued
interest to your debit balance and start a new calculation each time the
applicable interest rate changes and at the close of every statement
month. For interest rate information, log into your Morgan Stanley
account at morganstanley.com/online. Select your account with a
Margin agreement and click Interest Rates for more information.
Information regarding Special Memorandum Account
If you have a Margin Account, this is a combined statement of your
Margin Account and Special Memorandum Account maintained for you
under Section 220.5 of Regulation T issued by the Board of Governors
of the Federal Reserve System. The permanent record of the Special
Memorandum Account as required by Regulation T is available for your
inspection at your request.
Important Information About Auction Rate Securities
For certain Auction Rate Securities there is no or limited liquidity.
Therefore, the price(s) for these Auction Rate Securities are indicated
by N/A (not available). There can be no assurance that a successful
auction will occur or that a secondary market exists or will develop for
a particular security.
Structured Investments Risks and Considerations
Structured Investments (Structured Products) are complex products and
may be subject to special risks. Investors should consider the
concentration risk of owning the related security and their total
exposure to any underlying asset. Structured Investments, which may
appear in various statement product categories and are identified on
the Position Description Details line as “Asset Class: Struct Inv,” may
not perform in a manner consistent with the statement product
category where they appear and therefore may not satisfy portfolio
asset allocation needs for that category. For information on the risks
and conflicts of interest related to Structured Investments generally, log
in to Morgan Stanley Online and go to
www.morganstanley.com/structuredproductsrisksandconflicts.
Security Measures
This statement features several embedded security elements to
safeguard its authenticity. One is a unique security mark-a blue
rectangle printed in heat-sensitive ink on the back of every page. When
exposed to warmth, the blue rectangle will disappear, and then
reappear.
SIPC Protection
We are a member of Securities Investor Protection Corporation (SIPC),
which protects securities of its customers up to $500,000 (including
$250,000 for claims for cash). An explanatory brochure is available
upon request or at www.sipc.org. Losses due to market fluctuation are
not protected by SIPC and assets not held with us may not be covered
by SIPC protection. To obtain information about SIPC, including an
explanatory SIPC brochure, contact SIPC at 1-202-371-8300 or visit
www.sipc.org.
Transaction Dates and Conditions
Upon written request, we will furnish the date and time of a transaction
and the name of the other party to a transaction. We and/or our
affiliates may accept benefits that constitute payment for order flow.
Details regarding these benefits and the source and amount of any
other remuneration received or to be received by us in connection with
any transaction will be furnished upon written request.
Equity Research Ratings Definitions and Global Investment Manager
Analysis Status
Some equity securities may have research ratings from Morgan Stanley
& Co. LLC or Morningstar, Inc. Research ratings are the research
providers’ opinions and not representations or guarantees of
performance. For more information about each research provider's
rating system, see the Research Ratings on your most recent June or
December statement (or your first statement if you have not received a
statement for those months), go to www.morganstanley.com/online or
refer to the research provider’s research report. Research reports
contain more complete information concerning the analyst's views and
you should read the entire research report and not infer its contents
from the rating alone. If your account contains an advisory component
or is an advisory account, a GIMA status will apply.
Credit Ratings from Moody's Investors Service and Standard & Poor's
The credit rating from Moody's Investors Service and Standard & Poor's
may be shown for certain securities. All credit ratings represent the
opinions of the provider and are not representations or guarantees of
performance. Your Financial Advisor will be pleased to provide you with
further information or assistance in interpreting these credit ratings.
Revised 01/2017
CONSOLIDATED
SUMMARY
PERSONAL
ACCOUNTS
RETIREMENT
ACCOUNTS
EDUCATION
ACCOUNTS
TRUST
ACCOUNTS
BUSINESS
ACCOUNTS
Active Assets Account
660-110331-095
CHANGE IN VALUE OF YOUR ACCOUNTS (includes accrued interest)
This Period
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)
TOTAL BEGINNING VALUE $417,163.85 $417,142.88
Credits —92,000.00
Debits —(92,000.00)
Security Transfers ——
Net Credits/Debits/Transfers ——
Change in Value 17.71 38.68
TOTAL ENDING VALUE $417,181.56 $417,181.56
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period July 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
JUL AUG SEP OCT NOV DEC JAN FEB MAR APR MAY JUN JUL
380
460
540
620
700
780
($
)
T
h
o
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s
a
n
d
s
This chart does not reflect corrections to Market Value made subsequent to the dates depicted. It may
exclude transactions in Annuities or positions where we are not the custodian, which could delay the
reporting of Market Value.
2016 2017
Page 7 of 120
ASSET ALLOCATION (includes accrued interest)
Cash
Market Value Percentage
Cash $417,181.56 100.00
TOTAL VALUE $417,181.56 100.00%
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 July 1-31, 2017
Active Assets Account
660-110331-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 8 of 120
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 6/30/17)
This Period
(as of 7/31/17)
Cash, BDP, MMFs $417,163.85 $417,181.56
Total Assets $417,163.85 $417,181.56
Total Liabilities (outstanding balance)——
TOTAL VALUE $417,163.85 $417,181.56
CASH FLOW
This Period
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)
OPENING CASH, BDP, MMFs $417,163.85 $417,142.88
Income and Distributions 17.71 38.68
Total Investment Related Activity $17.71 $38.68
Electronic Transfers-Credits —92,000.00
Electronic Transfers-Debits —(92,000.00)
Total Cash Related Activity ——
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $417,181.56 $417,181.56
INCOME AND DISTRIBUTION SUMMARY
This Period
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)
Interest $17.71 $38.68
Total Taxable Income And Distributions $17.71 $38.68
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $17.71 $38.68
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
(7/1/17-7/31/17)
Realized This Year
(1/1/17-7/31/17)
Unrealized
Inception to Date
(as of 7/31/17)
TOTAL GAIN/(LOSS)———
The Gain/(Loss) Summary, which may change due to basis adjustments, is provided for informational
purposes and should not be used for tax preparation. Refer to Gain/(Loss) in the Expanded Disclosures.
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Active Assets Account
660-110331-095
Investment Objectives †: Capital Appreciation,Income Brokerage Account
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 9 of 120
† 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 #$245,010.40 —$123.00 0.050
MORGAN STANLEY BANK N.A. #172,171.16 —86.00 0.050
BANK DEPOSITS $417,181.56 $209.00
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 100.00%$417,181.56 $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 —$417,181.56 N/A $209.00
—
0.05%
TOTAL VALUE (includes accrued interest)100.00%$417,181.56
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 July 1-31, 2017
Active Assets Account
660-110331-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 10 of 120
ALLOCATION OF ASSETS
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $417,181.56 ——————
TOTAL ALLOCATION OF ASSETS $417,181.56 ——————
ACTIVITY
INVESTMENT RELATED ACTIVITY
TAXABLE INCOME AND DISTRIBUTIONS
Activity Date Activity Type Description Comments Credits/(Debits)
7/31 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 07/01-07/31)
$10.40
7/31 Interest Income MORGAN STANLEY BANK N.A.
(Period 07/01-07/31)
7.31
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $17.71
TOTAL INTEREST $17.71
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
7/31 Automatic Investment BANK DEPOSIT PROGRAM $10.40
7/31 Automatic Investment BANK DEPOSIT PROGRAM 7.31
NET ACTIVITY FOR PERIOD $17.71
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.
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
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)
TOTAL BEGINNING VALUE $3,445,733.39 $3,178,814.90
Credits ——
Debits (1,563.33)(4,332.97)
Security Transfers ——
Net Credits/Debits/Transfers $(1,563.33)$(4,332.97)
Change in Value 93,096.30 362,784.43
TOTAL ENDING VALUE $3,537,266.36 $3,537,266.36
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 July 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
JUL AUG SEP OCT NOV DEC JAN FEB MAR APR MAY JUN JUL
2.2
2.5
2.8
3.1
3.4
3.7
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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 11 of 120
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Fixed Income & Preferreds
Alternatives
Market Value Percentage
Cash $50,590.60 1.43
Equities 2,514,556.43 71.09
Fixed Income & Preferreds 410,800.70 11.61
Alternatives 561,318.63 15.87
TOTAL VALUE $3,537,266.36 100.00%
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 July 1-31, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 12 of 120
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 6/30/17)
This Period
(as of 7/31/17)
Cash, BDP, MMFs $52,151.75 $50,590.60
ETFs & CEFs 1,692,214.85 1,738,085.40
Mutual Funds 1,701,366.79 1,748,590.36
Total Assets $3,445,733.39 $3,537,266.36
Total Liabilities (outstanding balance)——
TOTAL VALUE $3,445,733.39 $3,537,266.36
CASH FLOW
This Period
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)
OPENING CASH, BDP, MMFs $52,151.75 $35,483.75
Purchases —(137,922.22)
Dividend Reinvestments (937.27)(14,016.11)
Sales and Redemptions —138,075.97
Income and Distributions 939.45 33,302.18
Total Investment Related Activity $2.18 $19,439.82
Other Debits (1,563.33)(4,332.97)
Total Cash Related Activity $(1,563.33)$(4,332.97)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $50,590.60 $50,590.60
INCOME AND DISTRIBUTION SUMMARY
This Period
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)
Other Dividends $937.27 $33,298.09
Interest 2.18 4.09
Total Taxable Income And Distributions $939.45 $33,302.18
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $939.45 $33,302.18
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
(7/1/17-7/31/17)
Realized This Year
(1/1/17-7/31/17)
Unrealized
Inception to Date
(as of 7/31/17)
Short-Term Gain ——$49,007.44
Long-Term Gain —14,048.75 311,508.23
TOTAL GAIN/(LOSS)—$14,048.75 $360,515.67
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 July 1-31, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
Investment Objectives †: Capital Appreciation,Income,Aggressive Income,Speculation Investment Advisory Account
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 13 of 120
† 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. #$50,590.60 —$25.00 0.050
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 1.43%$50,590.60 $25.00
# 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
$226.640
226.640
$713,870.95
15,036.08
$849,220.08
19,944.32
$135,349.13
4,908.24
LT
LT
Total 3,835.000 728,907.03 869,164.40 140,257.37 LT 16,057.00 1.84
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
53.720
53.720
53.720
586,684.58
25,669.25
137,922.22
681,169.60
34,219.64
153,531.76
94,485.02
8,550.39
15,609.54
LT
LT
ST
Total 16,175.000 750,276.05 868,921.00 103,035.41
15,609.54
LT
ST
22,322.00 2.56
Next Dividend Payable 09/2017; Asset Class: Equities
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CLIENT STATEMENT For the Period July 1-31, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 14 of 120
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
EXCHANGE-TRADED & CLOSED-END FUNDS 49.14%$1,479,183.08 $1,738,085.40 $243,292.78
15,609.54
LT
ST
$38,379.00 2.21%
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 $10.670 $381,345.59 $386,049.09 $4,703.50 LT
Purchases 36,180.796 381,345.59 386,049.09 4,703.50 LT
Long Term Reinvestments 895.278 9,496.36 9,552.62 56.26 LT H
Short Term Reinvestments 1,424.460 15,123.25 15,198.99 75.74 ST
Total 38,500.534 405,965.20 410,800.70 4,759.76
75.74
LT
ST
14,630.00 3.56
Total Purchases vs Market Value
Net Value Increase/(Decrease)
381,345.59 410,800.70
29,455.11
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
14.730
14.730
671,000.00
22,052.00
728,358.88
27,250.50
57,358.88
5,198.50
LT
LT
Purchases 51,297.310 693,052.00 755,609.38 62,557.38 LT
Long Term Reinvestments 579.561 7,638.62 8,536.93 898.31 LT
Short Term Reinvestments 836.709 10,333.35 12,324.72 1,991.37 ST
Total 52,713.580 711,023.97 776,471.03 63,455.69
1,991.37
LT
ST
10,490.00 1.35
Total Purchases vs Market Value
Net Value Increase/(Decrease)
693,052.00 776,471.03
83,419.03
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 13.910 519,580.00 550,865.68 31,285.68 ST
Purchases 39,602.134 519,580.00 550,865.68 31,285.68 ST
Short Term Reinvestments 751.470 10,407.84 10,452.95 45.11 ST
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 15 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 40,353.604 529,987.84 561,318.63 31,330.79 ST 10,573.00 1.88
Total Purchases vs Market Value
Net Value Increase/(Decrease)
519,580.00 561,318.63
41,738.63
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 49.43%$1,646,977.01 $1,748,590.36 $68,215.45
$33,397.90
LT
ST
$35,693.00 2.04%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $3,126,160.09 $3,537,266.36 $311,508.23
$49,007.44
LT
ST
$74,097.00
—
2.09%
TOTAL VALUE (includes accrued interest)100.00%$3,537,266.36
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 $50,590.60 ——————
ETFs & CEFs —$1,738,085.40 —————
Mutual Funds —776,471.03 $410,800.70 $561,318.63 ———
TOTAL ALLOCATION OF ASSETS $50,590.60 $2,514,556.43 $410,800.70 $561,318.63 ———
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CLIENT STATEMENT For the Period July 1-31, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 16 of 120
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
7/27 Dividend Reinvestment AMG MNGRS DBLELINE CR PLS BD I REINVESTMENT a/o 07/26/17 87.842 $10.6700 $(937.27)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $(937.27)
TOTAL DIVIDEND REINVESTMENTS $(937.27)
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)
7/27 Dividend AMG MNGRS DBLELINE CR PLS BD I
DIV PAYMENT
$937.27
7/31 Interest Income MORGAN STANLEY BANK N.A.
(Period 07/01-07/31)
2.18
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $939.45
TOTAL OTHER DIVIDENDS $937.27
TOTAL INTEREST $2.18
CASH RELATED ACTIVITY
OTHER CREDITS AND DEBITS
Activity Date Activity Type Description Comments Credits/(Debits)
7/17 Service Fee 3RD QTR ADVISORY FEE $(1,563.33)
TOTAL OTHER CREDITS AND DEBITS $(1,563.33)
TOTAL OTHER DEBITS $(1,563.33)
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
7/18 Automatic Redemption BANK DEPOSIT PROGRAM $(1,563.33)
7/31 Automatic Investment BANK DEPOSIT PROGRAM 2.18
NET ACTIVITY FOR PERIOD $(1,561.15)
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.
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 17 of 120
Important Information About Advisory Accounts
Please notify your Financial Advisor if there have been any changes in your financial situation or investment objectives, or if you wish to impose any reasonable restrictions on the management of your Investment
Advisory accounts, or to reasonably modify existing restrictions.
For a copy of the applicable ADV Brochure for Morgan Stanley Smith Barney LLC, or for any investment adviser with whom we contract to manage your investment advisory account, please visit
www.morganstanley.com/ADV, or contact your Financial Advisor. These ADV Brochures contain important information about advisory programs.
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CONSOLIDATED
SUMMARY
PERSONAL
ACCOUNTS
RETIREMENT
ACCOUNTS
EDUCATION
ACCOUNTS
TRUST
ACCOUNTS
BUSINESS
ACCOUNTS
Select UMA Active Assets Account
660-035196-095
CHANGE IN VALUE OF YOUR ACCOUNTS (includes accrued interest)
This Period
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)
TOTAL BEGINNING VALUE $671,572.96 $508,943.55
Credits —92,000.00
Debits (897.15)(2,298.63)
Security Transfers ——
Net Credits/Debits/Transfers $(897.15)$89,701.37
Change in Value 12,286.99 84,317.88
TOTAL ENDING VALUE $682,962.80 $682,962.80
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period July 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
JUL AUG SEP OCT NOV DEC JAN FEB MAR APR MAY JUN JUL
0
140
280
420
560
700
($
)
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 19 of 120
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Market Value Percentage
Cash $17,096.78 2.50
Equities 665,866.02 97.50
TOTAL VALUE $682,962.80 100.00%
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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CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 20 of 120
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 6/30/17)
This Period
(as of 7/31/17)
Cash, BDP, MMFs $17,131.96 $17,096.78
Stocks 656,228.02 665,866.02
Net Unsettled Purchases/Sales (1,787.02)—
Total Assets $671,572.96 $682,962.80
Total Liabilities (outstanding balance)——
TOTAL VALUE $671,572.96 $682,962.80
CASH FLOW
This Period
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)
OPENING CASH, BDP, MMFs $17,131.96 $12,873.73
Purchases (16,556.91)(164,849.61)
Sales and Redemptions 18,718.39 75,887.47
Prior Net Unsettled Purch/Sales (1,787.02)N/A
2016 Net Unsettled Purch/Sales N/A (1,156.24)
Income and Distributions 487.51 4,640.06
Total Investment Related Activity $861.97 $(85,478.32)
Electronic Transfers-Credits —92,000.00
Other Debits (897.15)(2,298.63)
Total Cash Related Activity $(897.15)$89,701.37
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $17,096.78 $17,096.78
INCOME AND DISTRIBUTION SUMMARY
This Period
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)
Qualified Dividends $486.79 $4,638.41
Interest 0.72 1.65
Total Taxable Income And Distributions $487.51 $4,640.06
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $487.51 $4,640.06
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
(7/1/17-7/31/17)
Realized This Year
(1/1/17-7/31/17)
Unrealized
Inception to Date
(as of 7/31/17)
Short-Term Gain $3,355.98 $5,723.66 $66,338.57
Short-Term (Loss)(19.96)(1,885.52)(8,706.15)
Total Short-Term $3,336.02 $3,838.14 $57,632.42
Long-Term Gain —143.92 24,439.48
Long-Term (Loss)——(3,392.26)
Total Long-Term —$143.92 $21,047.22
TOTAL GAIN/(LOSS)$3,336.02 $3,982.06 $78,679.64
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 July 1-31, 2017
Select UMA Active Assets Account
660-035196-095
Investment Objectives †: Capital Appreciation,Income,Aggressive Income,Speculation Investment Advisory Account
Manager:Amundi Pioneer Fundamental Growth
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 21 of 120
† 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. #$17,096.78 —$9.00 0.050
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 2.50%$17,096.78 $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 %
ADOBE SYSTEMS (ADBE) 2/2/17
2/13/17
5/15/17
68.000
12.000
14.000
$113.049
117.802
137.343
$146.490
146.490
146.490
$7,687.34
1,413.62
1,922.80
$9,961.32
1,757.88
2,050.86
$2,273.98
344.26
128.06
ST
ST
ST
7/11/17 15.000 143.726 146.490 2,155.89 2,197.35 41.46 ST
Total 109.000 13,179.65 15,967.41 2,787.76 ST ——
Asset Class: Equities
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CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 22 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
252.330
252.330
252.330
15,218.68
3,208.74
2,503.47
15,139.80
3,280.29
2,775.63
(78.88)
71.55
272.16
ST
ST
ST
Total 84.000 20,930.89 21,195.72 264.83 ST 235.00 1.10
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
930.500
930.500
24,726.59
4,684.00
29,776.00
4,652.50
5,049.41
(31.50)
ST
ST
Total 37.000 29,410.59 34,428.50 5,017.91 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
987.780
987.780
987.780
4,292.61
4,475.68
8,445.66
13,828.92
8,890.02
10,865.58
9,536.31
4,414.34
2,419.92
LT
LT
ST
5/15/17 5.000 957.420 987.780 4,787.10 4,938.90 151.80 ST
Total 39.000 22,001.05 38,523.42 13,950.65
2,571.72
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
76.620
76.620
76.620
2,760.52
708.40
1,472.76
3,371.28
842.82
1,762.26
610.76
134.42
289.50
ST
ST
ST
9/29/16 12.000 64.925 76.620 779.10 919.44 140.34 ST
10/7/16 23.000 64.987 76.620 1,494.71 1,762.26 267.55 ST
3/30/17 10.000 71.896 76.620 718.96 766.20 47.24 ST
5/15/17 21.000 73.255 76.620 1,538.36 1,609.02 70.66 ST
Total 144.000 9,472.81 11,033.28 1,560.47 ST 109.00 0.98
Next Dividend Payable 10/2017; 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
148.730
148.730
148.730
25,166.66
1,098.50
2,096.67
34,356.63
1,487.30
2,677.14
9,189.97
388.80
580.47
ST
ST
ST
5/15/17 45.000 155.225 148.730 6,985.13 6,692.85 (292.28)ST
7/13/17 13.000 148.022 148.730 1,924.29 1,933.49 9.20 ST
Total 317.000 37,271.25 47,147.41 9,876.16 ST 799.00 1.69
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
246.660
246.660
246.660
9,575.67
2,670.89
2,389.45
11,593.02
2,959.92
2,466.60
2,017.35
289.03
77.15
ST
ST
ST
Total 69.000 14,636.01 17,019.54 2,383.53 ST 282.00 1.65
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 23 of 120
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 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
24.870
24.870
24.870
5,764.59
613.50
857.69
5,521.14
746.10
920.19
(243.45)
132.60
62.50
ST
ST
ST
5/15/17 42.000 24.060 24.870 1,010.52 1,044.54 34.02 ST
Total 331.000 8,246.30 8,231.97 (14.33)ST 66.00 0.80
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
135.410
135.410
135.410
5,884.24
8,567.79
2,118.18
6,905.91
10,020.34
2,437.38
1,021.67
1,452.55
319.20
LT
LT
LT
8/23/16 21.000 114.010 135.410 2,394.21 2,843.61 449.40 ST
5/15/17 28.000 118.968 135.410 3,331.09 3,791.48 460.39 ST
Total 192.000 22,295.51 25,998.72 2,793.42
909.79
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
69.320
69.320
69.320
6,593.43
1,265.25
551.17
7,833.16
1,733.00
693.20
1,239.73
467.75
142.03
ST
ST
ST
5/15/17 22.000 64.437 69.320 1,417.61 1,525.04 107.43 ST
6/20/17 1.000 67.570 69.320 67.57 69.32 1.75 ST
Total 171.000 9,895.03 11,853.72 1,958.69 ST 103.00 0.86
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
72.200
72.200
72.200
4,997.34
914.25
1,633.58
4,837.40
938.60
1,660.60
(159.94)
24.35
27.02
ST
ST
ST
5/15/17 16.000 71.675 72.200 1,146.80 1,155.20 8.40 ST
6/20/17 1.000 76.510 72.200 76.51 72.20 (4.31)ST
Total 120.000 8,768.48 8,664.00 (104.48)ST 192.00 2.21
Next Dividend Payable 08/15/17; Asset Class: Equities
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
243.870
243.870
243.870
2,699.40
2,691.10
2,494.40
3,170.31
3,170.31
2,926.44
470.91
479.21
432.04
ST
ST
ST
5/15/17 7.000 209.900 243.870 1,469.30 1,707.09 237.79 ST
Total 45.000 9,354.20 10,974.15 1,619.95 ST 3.00 0.02
Next Dividend Payable 08/07/17; Asset Class: Equities
00
1
4
7
8
M
S
A
D
T
2
2
2
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 24 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
79.930
79.930
79.930
7,874.42
4,531.35
9,161.71
6,154.61
3,277.13
7,513.42
(1,719.81)
(1,254.22)
(1,648.29)
LT
LT
ST
11/9/16 8.000 75.286 79.930 602.29 639.44 37.15 ST
12/22/16 11.000 79.677 79.930 876.45 879.23 2.78 ST
5/15/17 40.000 80.437 79.930 3,217.47 3,197.20 (20.27)ST
6/20/17 1.000 78.170 79.930 78.17 79.93 1.76 ST
Total 272.000 26,341.86 21,740.96 (2,974.03)
(1,626.87)
LT
ST
544.00 2.50
Next Dividend Payable 08/03/17; Asset Class: Equities
ECOLAB INC (ECL) 8/23/16
5/15/17
70.000
10.000
122.754
127.520
131.670
131.670
8,592.79
1,275.20
9,216.90
1,316.70
624.11
41.50
ST
ST
Total 80.000 9,867.99 10,533.60 665.61 ST 118.00 1.12
Next Dividend Payable 10/2017; Asset Class: Equities
EDWARD LIFESCIENCES CORP (EW) 2/17/16
5/15/17
42.000
5.000
85.508
112.760
115.180
115.180
3,591.32
563.80
4,837.56
575.90
1,246.24
12.10
LT
ST
Total 47.000 4,155.12 5,413.46 1,246.24
12.10
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
76.090
76.090
76.090
8,782.47
1,054.06
1,075.15
8,217.72
1,217.44
1,141.35
(564.75)
163.38
66.20
ST
ST
ST
Total 139.000 10,911.68 10,576.51 (335.17)ST 289.00 2.73
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
105.310
105.310
9,503.05
1,401.53
8,846.04
1,369.03
(657.01)
(32.50)
ST
ST
Total 97.000 10,904.58 10,215.07 (689.51)ST 255.00 2.49
Next Dividend Payable 09/2017; Asset Class: Equities
HOME DEPOT INC (HD) 8/23/16
11/9/16
5/15/17
158.000
12.000
15.000
136.113
124.808
156.915
149.600
149.600
149.600
21,505.89
1,497.70
2,353.72
23,636.80
1,795.20
2,244.00
2,130.91
297.50
(109.72)
ST
ST
ST
6/20/17 1.000 158.090 149.600 158.09 149.60 (8.49)ST
Total 186.000 25,515.40 27,825.60 2,310.20 ST 662.00 2.37
Next Dividend Payable 09/2017; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 25 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
INTERCONTINENTALEXCHANGE GROUP (ICE) 9/10/15
8/23/16
2/13/17
205.000
65.000
6.000
47.147
55.776
59.033
66.710
66.710
66.710
9,665.06
3,625.44
354.20
13,675.55
4,336.15
400.26
4,010.49
710.71
46.06
LT
ST
ST
5/15/17 46.000 59.264 66.710 2,726.14 3,068.66 342.52 ST
5/31/17 15.000 60.287 66.710 904.30 1,000.65 96.35 ST
6/20/17 1.000 64.610 66.710 64.61 66.71 2.10 ST
Total 338.000 17,339.75 22,547.98 4,010.49
1,197.74
LT
ST
270.00 1.19
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
133.180
133.180
6,614.40
1,058.05
6,392.64
1,065.44
(221.76)
7.39
ST
ST
Total 56.000 7,672.45 7,458.08 (214.37)ST 143.00 1.91
Next Dividend Payable 10/2017; Asset Class: Equities
JOHNSON & JOHNSON (JNJ) 8/23/16
10/26/16
5/15/17
88.000
11.000
15.000
119.497
113.967
126.857
132.720
132.720
132.720
10,515.75
1,253.64
1,902.86
11,679.36
1,459.92
1,990.80
1,163.61
206.28
87.94
ST
ST
ST
6/20/17 1.000 134.410 132.720 134.41 132.72 (1.69)ST
Total 115.000 13,806.66 15,262.80 1,456.14 ST 386.00 2.52
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
77.970
77.970
77.970
5,175.15
876.58
1,866.57
5,535.87
935.64
1,949.25
360.72
59.06
82.68
ST
ST
ST
3/30/17 12.000 74.480 77.970 893.76 935.64 41.88 ST
5/15/17 19.000 73.910 77.970 1,404.29 1,481.43 77.14 ST
5/31/17 15.000 77.605 77.970 1,164.08 1,169.55 5.47 ST
Total 154.000 11,380.43 12,007.38 626.95 ST 231.00 1.92
Next Dividend Payable 08/15/17; 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
38.130
38.130
38.130
2,550.90
2,756.39
1,732.02
2,974.14
3,050.40
1,944.63
423.24
294.01
212.61
ST
ST
ST
11/9/16 11.000 30.911 38.130 340.02 419.43 79.41 ST
5/15/17 39.000 36.780 38.130 1,434.42 1,487.07 52.65 ST
7/11/17 29.000 38.871 38.130 1,127.25 1,105.77 (21.48)ST
Total 288.000 9,941.00 10,981.44 1,040.44 ST 115.00 1.04
Next Dividend Payable 08/14/17; Asset Class: Equities
00
1
4
7
8
M
S
A
D
T
2
2
2
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 26 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
127.800
127.800
127.800
20,662.10
4,733.40
123.29
27,349.20
5,112.00
127.80
6,687.10
378.60
4.51
ST
ST
ST
Total 255.000 25,518.79 32,589.00 7,070.21 ST 224.00 0.68
Next Dividend Payable 08/09/17; Asset Class: Equities
MEDTRONIC PLC SHS (MDT) 8/23/16
5/15/17
146.000
25.000
87.877
84.037
83.970
83.970
12,829.98
2,100.93
12,259.62
2,099.25
(570.36)
(1.68)
ST
ST
Total 171.000 14,930.91 14,358.87 (572.04)ST 315.00 2.19
Next Dividend Payable 10/2017; 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
72.700
72.700
72.700
25,772.17
658.99
1,523.97
32,351.50
727.00
1,672.10
6,579.33
68.01
148.13
ST
ST
ST
5/15/17 77.000 68.185 72.700 5,250.25 5,597.90 347.65 ST
6/20/17 2.000 70.100 72.700 140.20 145.40 5.20 ST
7/13/17 27.000 71.970 72.700 1,943.18 1,962.90 19.72 ST
Total 584.000 35,288.76 42,456.80 7,168.04 ST 911.00 2.14
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
59.050
59.050
59.050
3,227.52
609.53
1,455.89
4,015.40
708.60
1,535.30
787.88
99.07
79.41
LT
ST
ST
5/15/17 18.000 53.797 59.050 968.34 1,062.90 94.56 ST
7/11/17 29.000 58.483 59.050 1,696.00 1,712.45 16.45 ST
7/21/17 45.000 59.650 59.050 2,684.27 2,657.25 (27.02)ST
Total 198.000 10,641.55 11,691.90 787.88
262.47
LT
ST
143.00 1.22
Next Dividend Payable 10/2017; Asset Class: Equities
O'REILLY AUTOMOTIVE INC NEW (ORLY) 8/23/16
5/15/17
27.000
5.000
284.991
258.758
204.300
204.300
7,694.76
1,293.79
5,516.10
1,021.50
(2,178.66)
(272.29)
ST
ST
Total 32.000 8,988.55 6,537.60 (2,450.95)ST ——
Asset Class: Equities
PAYPAL HLDGS INC COM (PYPL) 6/22/17
7/11/17
7/13/17
108.000
58.000
32.000
53.593
54.964
57.441
58.550
58.550
58.550
5,787.99
3,187.92
1,838.11
6,323.40
3,395.90
1,873.60
535.41
207.98
35.49
ST
ST
ST
Total 198.000 10,814.02 11,592.90 778.88 ST ——
Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 27 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
PEPSICO INC NC (PEP) 8/23/16
5/15/17
156.000
14.000
107.856
113.904
116.610
116.610
16,825.52
1,594.66
18,191.16
1,632.54
1,365.64
37.88
ST
ST
Total 170.000 18,420.18 19,823.70 1,403.52 ST 547.00 2.75
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
171.770
171.770
13,705.36
2,396.35
16,661.69
2,576.55
2,956.33
180.20
ST
ST
Total 112.000 16,101.71 19,238.24 3,136.53 ST 357.00 1.85
Next Dividend Payable 08/03/17; 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
55.320
55.320
55.320
7,008.68
704.81
1,128.51
6,029.88
608.52
995.76
(978.80)
(96.29)
(132.75)
ST
ST
ST
6/30/17 31.000 57.646 55.320 1,787.02 1,714.92 (72.10)ST
Total 169.000 10,629.02 9,349.08 (1,279.94)ST 108.00 1.15
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
53.980
53.980
53.980
8,731.15
1,717.97
1,931.10
8,312.92
1,673.38
1,727.36
(418.23)
(44.59)
(203.74)
LT
ST
ST
Total 217.000 12,380.22 11,713.66 (418.23)
(248.33)
LT
ST
217.00 1.85
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
175.530
175.530
175.530
16,414.80
1,904.13
3,265.59
18,606.18
2,281.89
3,335.07
2,191.38
377.76
69.48
ST
ST
ST
Total 138.000 21,584.52 24,223.14 2,638.62 ST 83.00 0.34
Next Dividend Payable 10/2017; Asset Class: Equities
TIME WARNER INC NEW (TWX) 8/23/16
11/9/16
12/28/16
134.000
15.000
12.000
80.697
87.003
96.353
102.420
102.420
102.420
10,813.35
1,305.04
1,156.24
13,724.28
1,536.30
1,229.04
2,910.93
231.26
72.80
ST
ST
ST
3/10/17 13.000 98.664 102.420 1,282.63 1,331.46 48.83 ST
5/15/17 34.000 98.055 102.420 3,333.87 3,482.28 148.41 ST
6/20/17 1.000 99.590 102.420 99.59 102.42 2.83 ST
Total 209.000 17,990.72 21,405.78 3,415.06 ST 336.00 1.56
Next Dividend Payable 08/01/17; Asset Class: Equities
UNITED TECHNOLOGIES CORP (UTX) 8/23/16
9/29/16
5/15/17
58.000
11.000
13.000
108.020
102.165
120.997
118.570
118.570
118.570
6,265.16
1,123.82
1,572.96
6,877.06
1,304.27
1,541.41
611.90
180.45
(31.55)
ST
ST
ST
00
1
4
7
8
M
S
A
D
T
2
2
2
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 28 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 82.000 8,961.94 9,722.74 760.80 ST 230.00 2.36
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
151.820
151.820
4,422.00
693.99
6,072.80
910.92
1,650.80
216.93
LT
ST
Total 46.000 5,115.99 6,983.72 1,650.80
216.93
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
109.930
109.930
14,000.95
2,519.86
16,049.78
2,528.39
2,048.83
8.53
ST
ST
Total 169.000 16,520.81 18,578.17 2,057.36 ST 264.00 1.42
Next Dividend Payable 01/2018; Asset Class: Equities
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 97.50%$587,186.38 $665,866.02 $21,047.22
$57,632.42
LT
ST
$8,537.00 1.28%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $587,186.38 $682,962.80 $21,047.22
$57,632.42
LT
ST
$8,546.00
—
1.25%
TOTAL VALUE (includes accrued interest)100.00%$682,962.80
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
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $17,096.78 ——————
Stocks —$665,866.02 —————
TOTAL ALLOCATION OF ASSETS $17,096.78 $665,866.02 —————
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 29 of 120
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
7/11 7/14 Sold REYNOLDS AMERICAN INC ACTED AS AGENT 103.000 $64.1956 $6,611.99
7/11 7/14 Sold TIME WARNER INC NEW ACTED AS AGENT 38.000 100.1054 3,803.92
7/11 7/14 Bought PAYPAL HLDGS INC COM ACTED AS AGENT 58.000 54.9642 (3,187.92)
7/11 7/14 Bought ADOBE SYSTEMS ACTED AS AGENT 15.000 143.7261 (2,155.89)
7/11 7/14 Bought NIKE INC B ACTED AS AGENT 29.000 58.4827 (1,696.00)
7/11 7/14 Bought MASCO CORP ACTED AS AGENT 29.000 38.8708 (1,127.25)
7/13 7/18 Sold REYNOLDS AMERICAN INC ACTED AS AGENT 128.000 64.8647 8,302.48
7/13 7/18 Bought MICROSOFT CORP ACTED AS AGENT 27.000 71.9698 (1,943.18)
7/13 7/18 Bought APPLE INC ACTED AS AGENT 13.000 148.0221 (1,924.29)
7/13 7/18 Bought PAYPAL HLDGS INC COM ACTED AS AGENT 32.000 57.4408 (1,838.11)
7/21 7/26 Bought NIKE INC B ACTED AS AGENT 45.000 59.6505 (2,684.27)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $2,161.48
TOTAL PURCHASES $(16,556.91)
TOTAL SALES AND REDEMPTIONS $18,718.39
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)
7/3 Qualified Dividend REYNOLDS AMERICAN INC $117.81
7/5 Qualified Dividend NIKE INC B 22.32
7/7 Qualified Dividend INTL FLAVORS & FRAGRANCES 35.84
7/11 Qualified Dividend AMPHENOL CORP NEW CL A 23.04
7/14 Qualified Dividend SCHLUMBERGER LTD 27.00
7/17 Qualified Dividend ECOLAB INC 29.60
7/17 Qualified Dividend THERMO FISHER SCIENTIFIC 20.70
7/26 Qualified Dividend MEDTRONIC PLC SHS 78.66
7/27 Qualified Dividend WALT DISNEY CO HLDG CO 131.82
7/31 Interest Income MORGAN STANLEY BANK N.A.
(Period 07/01-07/31)
0.72
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $487.51
TOTAL QUALIFIED DIVIDENDS $486.79
TOTAL INTEREST $0.72
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CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 30 of 120
CASH RELATED ACTIVITY
OTHER CREDITS AND DEBITS
Activity Date Activity Type Description Comments Credits/(Debits)
7/17 Service Fee 3RD QTR ADVISORY FEE $(897.15)
TOTAL OTHER CREDITS AND DEBITS $(897.15)
TOTAL OTHER DEBITS $(897.15)
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
7/3 Automatic Investment BANK DEPOSIT PROGRAM $2,071.32
7/5 Automatic Investment BANK DEPOSIT PROGRAM 22.32
7/6 Automatic Redemption BANK DEPOSIT PROGRAM (1,787.02)
7/7 Automatic Investment BANK DEPOSIT PROGRAM 35.84
7/11 Automatic Investment BANK DEPOSIT PROGRAM 23.04
7/14 Automatic Investment BANK DEPOSIT PROGRAM 27.00
7/17 Automatic Investment BANK DEPOSIT PROGRAM 2,299.15
7/18 Automatic Redemption BANK DEPOSIT PROGRAM (897.15)
7/19 Automatic Investment BANK DEPOSIT PROGRAM 2,596.90
7/26 Automatic Redemption BANK DEPOSIT PROGRAM (2,605.61)
7/27 Automatic Investment BANK DEPOSIT PROGRAM 131.82
7/31 Automatic Investment BANK DEPOSIT PROGRAM 0.72
NET ACTIVITY FOR PERIOD $1,918.33
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
REYNOLDS AMERICAN INC 08/23/16 07/11/17 103.000 $6,611.99 $5,222.81 $1,389.18
08/23/16 07/13/17 83.000 5,383.64 4,208.67 1,174.97
03/10/17 07/13/17 13.000 843.22 788.84 54.38
05/15/17 07/13/17 32.000 2,075.62 2,095.58 (19.96)
TIME WARNER INC NEW 08/23/16 07/11/17 38.000 3,803.92 3,066.47 737.45
Short-Term This Period $18,718.39 $15,382.37 $3,336.02
Short-Term Year to Date $72,836.29 $68,998.15 $3,838.14
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 31 of 120
SHORT-TERM GAIN/(LOSS) (CONTINUED)
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)
Net Realized Gain/(Loss) This Period $18,718.39 $15,382.37 $3,336.02
Net Realized Gain/(Loss) Year to Date $75,887.47 $71,905.41 $3,982.06
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.
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 Basic Securities Account
660-110035-095
CHANGE IN VALUE OF YOUR ACCOUNTS (includes accrued interest)
This Period
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)
TOTAL BEGINNING VALUE $1,960,867.80 $1,933,556.09
Credits ——
Debits (2,372.45)(7,031.36)
Security Transfers ——
Net Credits/Debits/Transfers $(2,372.45)$(7,031.36)
Change in Value 12,237.15 44,207.77
TOTAL ENDING VALUE $1,970,732.50 $1,970,732.50
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period July 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
JUL AUG SEP OCT NOV DEC JAN FEB MAR APR MAY JUN JUL
1.6
1.7
1.8
1.9
2
2.1
($
)
M
i
l
l
i
o
n
s
This chart does not reflect corrections to Market Value made subsequent to the dates depicted. It may
exclude transactions in Annuities or positions where we are not the custodian, which could delay the
reporting of Market Value.
2016 2017
Page 33 of 120
ASSET ALLOCATION (includes accrued interest)
Cash
Fixed Income & Preferreds
Market Value Percentage
Cash $65,062.21 3.30
Fixed Income & Preferreds 1,905,670.29 96.70
TOTAL VALUE $1,970,732.50 100.00%
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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Account Summary
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 34 of 120
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 6/30/17)
This Period
(as of 7/31/17)
Cash, BDP, MMFs $20,978.58 $65,062.21
Corporate Fixed Income^1,227,061.60 1,238,075.50
Government Securities^712,827.62 667,594.79
Total Assets $1,960,867.80 $1,970,732.50
Total Liabilities (outstanding balance)——
TOTAL VALUE $1,960,867.80 $1,970,732.50
CASH FLOW
This Period
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)
OPENING CASH, BDP, MMFs $20,978.58 $43,948.88
Purchases (260,950.76)(1,992,156.15)
Sales and Redemptions 300,471.87 1,987,441.21
Return of Principal 1,314.29 4,914.02
Income and Distributions 5,620.68 27,945.61
Total Investment Related Activity $46,456.08 $28,144.69
Other Debits (2,372.45)(7,031.36)
Total Cash Related Activity $(2,372.45)$(7,031.36)
CLOSING CASH, BDP, MMFs $65,062.21 $65,062.21
INCOME AND DISTRIBUTION SUMMARY
This Period
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)
Interest $5,620.68 $27,945.61
Total Taxable Income And Distributions $5,620.68 $27,945.61
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $5,620.68 $27,945.61
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
(7/1/17-7/31/17)
Realized This Year
(1/1/17-7/31/17)
Unrealized
Inception to Date
(as of 7/31/17)
Short-Term Gain $952.83 $3,589.50 $8,241.33
Short-Term (Loss)(386.17)(20,551.11)(2,704.45)
Total Short-Term $566.66 $(16,961.61)$5,536.88
Long-Term Gain —1,472.61 5,149.99
Long-Term (Loss)—(512.00)(51.61)
Total Long-Term —$960.61 $5,098.38
TOTAL GAIN/(LOSS)$566.66 $(16,001.00)$10,635.26
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
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)Category
This Period
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)
Accrued Interest Paid $1,195.31 $10,982.00 Accrued Interest Received 2,164.99 8,411.78
U.S. Treasury Coupon Interest 626.88 3,974.04
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
Investment Objectives †: Income Investment Advisory Account
Manager:Sage Advisory - Intermediate Taxab
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 35 of 120
† 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 #$65,062.21 —$33.00 0.050
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 3.30%$65,062.21 $33.00
# 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
$99.988 $35,954.64
$35,954.64 $35,995.68 $41.04 LT
$225.00
$156.24
0.62
Int. Semi-Annually Mar/Sep 26; Yield to Maturity 1.323%; 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
100.113
100.357
100.152
99.991
99.991
29,081.49
29,032.86
10,035.70
10,015.24
28,997.39
9,999.10
(35.47)
(16.14)
LT
LT
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CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 36 of 120
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
39,048.10 38,996.49 (51.61)LT
605.00
115.86
1.55
Int. Semi-Annually May/Nov 22; Yield to Maturity 1.560%; 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
100.563
100.702 38,522.88
38,213.79 38,266.76 52.97 LT
852.00
295.68
2.22
Int. Semi-Annually Mar/Sep 26; Yield to Maturity 1.623%; 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
111.328
111.689 37,565.22
36,738.15 36,857.37 119.22 ST
2,822.00
595.64
7.65
Int. Semi-Annually May/Nov 15; Yield to Maturity 1.872%; 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
102.210
102.339 38,882.36
38,839.69 38,888.82 49.13 ST
1,140.00
440.16
2.93
Int. Semi-Annually Mar/Sep 12; Callable $100.00 on 02/12/20; Yield to Call 2.047%; 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
100.152
100.049 39,062.40
39,059.09 39,019.11 (39.98)ST
780.00
294.66
1.99
Int. Semi-Annually Mar/Sep 15; Yield to Maturity 1.980%; 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
100.126
100.243 39,051.87
39,049.17 39,094.77 45.60 ST
702.00
155.99
1.79
Int. Semi-Annually May/Nov 11; Yield to Maturity 1.710%; 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
101.891
102.330 38,745.94
38,718.47 38,885.40 166.93 ST
1,064.00
32.51
2.73
Int. Semi-Annually Jan/Jul 20; Callable $100.00 on 06/20/20; Yield to Call 1.965%; Moody BAA1 S&P BBB+; Issued 07/20/15; 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
103.786
103.483 39,518.10
39,438.68 39,323.54 (115.14)ST
1,368.00
402.79
3.47
Int. Semi-Annually Apr/Oct 15; Callable $100.00 on 09/15/20; Yield to Call 2.434%; 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
105.668
106.949 38,336.76
38,040.54 38,501.64 461.10 ST
1,512.00
571.20
3.92
Int. Semi-Annually Mar/Sep 15; Callable $100.00 on 02/15/21; Yield to Call 2.150%; 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
107.391
108.377 38,816.64
38,660.67 39,015.72 355.05 ST
1,710.00
75.99
4.38
Int. Semi-Annually Jan/Jul 15; Yield to Maturity 2.512%; 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
108.534
110.164 41,376.73
40,157.74 40,760.68 602.94 LT
1,943.00
21.58
4.76
Int. Semi-Annually Jan/Jul 27; Yield to Maturity 2.554%; Moody A3 S&P BBB+; Issued 07/27/11; Asset Class: FI & Pref
VERIZON COMMUNICATIONS
Coupon Rate 3.125%; Matures 03/16/2022; CUSIP 92343VDW1
7/5/17 39,000.000 101.424
101.406
101.942 39,555.36
39,548.53 39,757.38 208.85 ST
1,219.00
457.03
3.06
Int. Semi-Annually Mar/Sep 16; Yield to Maturity 2.675%; First Coupon 09/16/17; Moody BAA1 S&P BBB+; Issued 03/16/17; Asset Class: FI & Pref
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 37 of 120
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
101.537 39,874.55
39,874.55 41,630.17 1,755.62 ST
1,374.00
633.33
3.30
Int. Semi-Annually Feb/Aug 15; Callable $100.00 on 05/15/22; Yield to Call 3.002%; 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
101.853
101.853
101.853
4,868.85
4,868.85
1,961.56
1,961.56
31,018.88
31,018.88
5,092.65
2,037.06
32,592.96
223.80
75.50
1,574.08
LT
LT
LT
Total 39,000.000 37,849.29
37,849.29 39,722.67 1,873.38 LT
1,131.00
267.04
2.84
Int. Semi-Annually May/Nov 06; Yield to Maturity 2.521%; 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
100.787
101.800 39,328.38
39,306.79 39,702.00 395.21 ST
1,197.00
23.27
3.01
Int. Semi-Annually Jan/Jul 24; Callable $100.00 on 01/24/22; Yield to Call 2.640%; 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
100.098
102.712
102.712
6,976.20
6,976.20
31,038.75
31,030.34
7,189.84
31,840.72
213.64
810.38
LT
LT
Total 38,000.000 38,014.95
38,006.54 39,030.56 1,024.02 LT
1,216.00
20.26
3.11
Int. Semi-Annually Jan/Jul 25; Yield to Maturity 2.665%; 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
103.744
103.762 38,688.68
38,385.34 38,391.94 6.60 LT
1,221.00
610.50
3.18
Int. Semi-Annually Feb/Aug 01; Callable $100.00 on 12/01/22; Yield to Call 2.541%; 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
106.879
110.128 37,572.50
37,407.82 38,544.80 1,136.98 ST
2,056.00
759.67
5.33
Int. Semi-Annually Mar/Sep 18; Yield to Maturity 3.995%; 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
100.052
98.715 39,022.62
39,020.25 38,498.85 (521.40)ST
878.00
251.06
2.28
Int. Semi-Annually Apr/Oct 18; Yield to Maturity 2.474%; 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
98.511 37,849.50
37,849.50 38,419.29 569.79 ST
1,326.00
279.93
3.45
Int. Semi-Annually May/Nov 15; Callable $100.00 on 02/15/25; Yield to Maturity 3.621%; 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
102.164
104.739 37,903.54
37,800.85 38,753.43 952.58 LT
1,480.00
246.66
3.81
Int. Semi-Annually Jun/Dec 01; Callable $100.00 on 03/01/25; Yield to Call 3.288%; Moody BAA1 S&P BBB+; Issued 05/26/15; Asset Class: FI & Pref
00
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CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 38 of 120
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
100.581
102.558 39,232.05
39,226.53 39,997.62 771.09 ST
1,424.00
711.75
3.56
Int. Semi-Annually Feb/Aug 01; Callable $100.00 on 11/03/25; Yield to Call 3.293%; 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
106.608
105.448 39,642.17
39,444.85 39,015.76 (429.09)ST
1,647.00
676.89
4.22
Int. Semi-Annually Mar/Sep 03; Yield to Maturity 3.703%; 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
111.334
112.426 43,587.18
43,420.41 43,846.14 425.73 ST
2,291.00
190.93
5.22
Int. Semi-Annually Jun/Dec 30; Callable $100.00 on 12/31/25; Yield to Call 4.112%; Moody BAA3 S&P BBB-; Issued 12/31/16; Asset Class: FI & Pref
KROGER CO
Coupon Rate 2.650%; Matures 10/15/2026; CUSIP 501044DE8
7/14/17 42,000.000 92.916
92.916
92.738 39,024.72
39,024.72 38,949.96 (74.76)ST
1,113.00
327.71
2.85
Int. Semi-Annually Apr/Oct 15; Callable $100.00 on 07/15/26; Yield to Maturity 3.583%; Moody BAA1 S&P BBB; Issued 10/03/16; 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
103.456
104.250
104.201
104.000
104.000
16,560.00
16,552.96
18,765.00
18,756.20
16,640.00
18,720.00
87.04
(36.20)
ST
ST
Total 34,000.000 35,325.00
35,309.16 35,360.00 50.84 ST
1,870.00
72.72
5.28
Int. Semi-Annually Jan/Jul 17; Yield to Maturity 4.965%; 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
100.286
100.286
100.286
27,686.96
27,686.96
5,948.70
5,948.70
4,973.70
4,973.70
28,080.08
6,017.16
5,014.30
393.12
68.46
40.60
ST
ST
ST
Total 39,000.000 38,609.36
38,609.36 39,111.54 502.18 ST
1,414.00
561.57
3.61
Int. Semi-Annually Apr/Oct 01; Callable $100.00 on 01/01/27; Yield to Call 3.589%; First Coupon 10/01/17; S&P BBB; Issued 03/08/17; Asset Class: FI & Pref
CORPORATE BONDS 1,060,000.000 $1,086,030.58
$1,082,003.22 $1,092,338.09 $4,501.92
$5,832.95
LT
ST
$37,580.00
$9,248.62
3.44%
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 39 of 120
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 1.605%; 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
$100.397
100.397
100.397
$17,943.05
$17,943.05
49,730.45
49,730.45
10,038.67
10,038.67
$18,071.46
50,198.50
10,039.70
$128.41
468.05
1.03
LT
LT
ST
Total 78,000.000 77,712.17
77,712.17 78,309.66 596.46
1.03
LT
ST
1,252.00
48.70
1.59
Interest Paid Monthly Jul 17; Yield to Maturity 1.499%; 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
100.144 57,877.68
57,877.68 58,083.52 205.84 ST
1,056.00
46.91
1.81
Interest Paid Monthly Jul 15; Yield to Maturity 1.790%; S&P AAA; Issued 12/08/16; Asset Class: FI & Pref
OTHER FIXED INCOME 136,000.000 $135,589.85
$135,589.85 $136,393.18 $596.46
$206.87
LT
ST
$2,308.00
$95.61
1.69%
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 1,196,000.000 $1,221,620.43
$1,217,593.07 $1,228,731.27 $5,098.38
$6,039.82
LT
ST
$39,888.00
$9,344.23
3.25%
TOTAL CORPORATE FIXED INCOME
(includes accrued interest)
62.82%$1,238,075.50
Watchlist and CreditWatch Indicators: (*) = developing/uncertain (+) = On Watchlist/CreditWatch Upgrade (-) = On Watchlist/CreditWatch Downgrade
GOVERNMENT SECURITIES
TREASURY SECURITIES
Security Description Trade Date Face Value
Orig Unit Cost
Adj Unit Cost Unit Price
Orig Total Cost
Adj Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
UNITED STATES TREASURY NOTE
Coupon Rate 0.750%; Matures 02/15/2019; CUSIP 912828P53
6/15/17 4,000.000 $99.047
$99.047
$99.145 $3,961.89
$3,961.88 $3,965.80 $3.92 ST
$30.00
$13.75
0.75
Int. Semi-Annually Feb/Aug 15; Yield to Maturity 1.313%; 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
100.523
100.516 53,290.02
53,277.15 53,273.48 (3.67)ST
861.00
72.55
1.61
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CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 40 of 120
Security Description Trade Date Face Value
Orig Unit Cost
Adj Unit Cost Unit Price
Orig Total Cost
Adj Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
Int. Semi-Annually Jun/Dec 31; Yield to Maturity 1.351%; Moody AAA; Issued 06/30/14; 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
99.531 53,607.85
53,607.85 53,746.74 138.89 ST
743.00
312.41
1.38
Int. Semi-Annually Feb/Aug 29; Yield to Maturity 1.531%; 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
101.928
101.934
101.854
102.032
101.949
101.715
101.715
101.715
23,478.95
23,443.52
5,096.70
5,092.71
31,629.80
31,604.22
23,394.45
5,085.75
31,531.65
(49.07)
(6.96)
(72.57)
ST
ST
ST
Total 59,000.000 60,205.45
60,140.45 60,011.85 (128.60)ST
1,254.00
—
2.08
Int. Semi-Annually Jan/Jul 31; Yield to Maturity 1.619%; Moody AAA; Issued 01/31/14; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE
Coupon Rate 1.375%; Matures 05/31/2021; CUSIP 912828R77
7/14/17 122,000.000 98.727
98.727
98.859 120,446.82
120,446.82 120,607.98 161.16 ST
1,678.00
279.58
1.39
Int. Semi-Annually May/Nov 30; Yield to Maturity 1.683%; Moody AAA; Issued 05/31/16; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE
Coupon Rate 1.750%; Matures 03/31/2022; CUSIP 912828J76
5/5/17
7/12/17
106,000.000
61,000.000
99.352
99.352
99.555
99.555
99.746
99.746
105,313.01
105,313.01
60,728.55
60,728.55
105,730.76
60,845.06
417.75
116.51
ST
ST
Total 167,000.000 166,041.56
166,041.56 166,575.82 534.26 ST
2,923.00
974.16
1.75
Int. Semi-Annually Mar/Sep 30; Yield to Maturity 1.807%; Moody AAA; Issued 03/31/15; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE
Coupon Rate 2.250%; Matures 02/15/2027; CUSIP 912828V98
3/23/17
5/30/17
6/6/17
12,000.000
22,000.000
41,000.000
98.454
98.453
100.231
100.227
100.903
100.890
99.676
99.676
99.676
11,814.42
11,814.41
22,050.80
22,049.99
41,370.11
41,364.86
11,961.12
21,928.72
40,867.16
146.71
(121.27)
(497.70)
ST
ST
ST
Total 75,000.000 75,235.33
75,229.26 74,757.00 (472.26)ST
1,688.00
773.82
2.25
Int. Semi-Annually Feb/Aug 15; Yield to Maturity 2.288%; Moody AAA; Issued 02/15/17; Asset Class: FI & Pref
TREASURY SECURITIES 534,000.000 $532,788.92
$532,704.97 $532,938.67 $233.70 ST
$9,177.00
$2,426.27
1.72%
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 41 of 120
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
$98.163 $39,974.40
$39,974.40 $39,265.20 $(709.20)ST
$550.00
—
1.40
Int. Semi-Annually May/Nov 24; Yield to Maturity 1.876%; 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
105.379 96,665.83
92,698.96 92,671.52 (27.44)ST
3,518.00
293.13
3.79
Interest Paid Monthly Jan 01; Yield to Maturity 3.698%; Factor .95588225; Issued 01/01/17; Current Face 87,941.167; Asset Class: FI & Pref
FEDERAL AGENCIES 132,000.000 $136,640.23
$132,673.36 $131,936.72 $(736.64)ST
$4,068.00
$293.13
3.08%
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 666,000.000 $669,429.15
$665,378.33 $664,875.39 $(502.94)ST
$13,245.00
$2,719.40
1.99%
TOTAL GOVERNMENT SECURITIES
(includes accrued interest)
33.88%$667,594.79
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $1,882,971.40 $1,958,668.87 $5,098.38
$5,536.88
LT
ST
$53,166.00
$12,063.63
2.70%
TOTAL VALUE (includes accrued interest)100.00%$1,970,732.50
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 $65,062.21 ——————
Corporate Fixed Income^——$1,238,075.50 ————
Government Securities^——667,594.79 ————
TOTAL ALLOCATION OF ASSETS^$65,062.21 —$1,905,670.29 ————
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CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 42 of 120
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
7/5 7/6 Sold VERIZON CMMNCTNS 4500 20SP15 ACTED AS AGENT
ACCRUED INTEREST 471.75
34,000.000 $106.7490 $36,766.41
7/5 7/10 Bought VERIZON COMMUNICA 3125 22MH16 ACTED AS AGENT
ACCRUED INTEREST 385.94
39,000.000 101.4240 (39,941.30)
7/12 7/13 Sold US TSY NOTE 0750 19FB15 ACTED AS AGENT
ACCRUED INTEREST 119.59
39,000.000 99.1286 38,779.74
7/12 7/13 Sold US TSY NOTE 2250 27FB15 ACTED AS AGENT
ACCRUED INTEREST 349.56
38,000.000 99.4332 38,134.18
7/12 7/13 Bought US TSY NOTE 1750 22MH31 ACTED AS AGENT
ACCRUED INTEREST 303.33
61,000.000 99.5550 (61,031.88)
7/14 7/17 Sold US TSY NOTE 1250 20JA31 ACTED AS AGENT
ACCRUED INTEREST 864.99
150,000.000 99.4879 150,096.84
7/14 7/17 Bought US TSY NOTE 1375 21MY31 ACTED AS AGENT
ACCRUED INTEREST 215.42
122,000.000 98.7269 (120,662.24)
7/14 7/19 Sold TEVA PHARMACEUTIC 3150 26OC01 ACTED AS AGENT
ACCRUED INTEREST 359.10
38,000.000 95.6200 36,694.70
7/14 7/19 Bought KROGER CO 2650 *26OC15 ACTED AS AGENT
ACCRUED INTEREST 290.62
42,000.000 92.9160 (39,315.34)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $39,521.11
TOTAL PURCHASES $(260,950.76)
TOTAL SALES AND REDEMPTIONS $300,471.87
Purchase and Sale transactions above may have received an average price execution. Details regarding the actual prices are available upon request.
RETURN OF PRINCIPAL
Activity Date Activity Type Description Comments Credits/(Debits)
7/17 Return of Principal FHLMC 30G G08749 4000 47JA01 CUSIP: 3128MJZP8 $1,314.29
TOTAL RETURN OF PRINCIPAL $1,314.29
TAXABLE INCOME AND DISTRIBUTIONS
Activity Date Activity Type Description Comments Credits/(Debits)
7/17 Interest Income FIBRIA OVERSEAS 5500 27JA17 CUSIP: 31572UAF3 $935.00
7/17 Interest Income CAPITAL ONE FINL 4750 21JL15 CUSIP: 14040HAY1 855.00
7/17 Interest Income FHLMC 30G G08749 4000 47JA01 CUSIP: 3128MJZP8 297.51
7/17 Interest Income BACCT 2014-A1 A 1605 *21JNRG CUSIP: 05522RCQ9 106.70
7/18 Interest Income COMET 2016-A6 A 1820 *22SPRG CUSIP: 14041NFH9 87.97
7/20 Interest Income CVS HEALTH CORP 2800 *20JL20 CUSIP: 126650CJ7 532.00
7/24 Interest Income WELLS FARGO & COM 3069 *23JA24 CUSIP: 949746SK8 598.46
7/25 Interest Income JP MORGAN CHASE 3200 23JA25 CUSIP: 46625HJH4 608.00
7/27 Interest Income GOLDMAN SACHS 5250 21JL27 CUSIP: 38141GGQ1 971.25
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 43 of 120
TAXABLE INCOME AND DISTRIBUTIONS (CONTINUED)
Activity Date Activity Type Description Comments Credits/(Debits)
7/31 Interest Income US TSY NOTE 2125 21JA31 CUSIP: 912828B58 626.88
7/31 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 07/01-07/31)
1.91
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $5,620.68
TOTAL INTEREST $5,620.68
CASH RELATED ACTIVITY
OTHER CREDITS AND DEBITS
Activity Date Activity Type Description Comments Credits/(Debits)
7/17 Service Fee 3RD QTR ADVISORY FEE $(2,372.45)
TOTAL OTHER CREDITS AND DEBITS $(2,372.45)
TOTAL OTHER DEBITS $(2,372.45)
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
7/7 Automatic Investment BANK DEPOSIT PROGRAM $36,766.41
7/10 Automatic Redemption BANK DEPOSIT PROGRAM (39,941.30)
7/14 Automatic Investment BANK DEPOSIT PROGRAM 15,882.04
7/17 Automatic Investment BANK DEPOSIT PROGRAM 3,298.96
7/18 Automatic Investment BANK DEPOSIT PROGRAM 27,271.69
7/19 Automatic Redemption BANK DEPOSIT PROGRAM (2,532.67)
7/20 Automatic Investment BANK DEPOSIT PROGRAM 532.00
7/24 Automatic Investment BANK DEPOSIT PROGRAM 598.46
7/25 Automatic Investment BANK DEPOSIT PROGRAM 608.00
7/27 Automatic Investment BANK DEPOSIT PROGRAM 971.25
7/31 Automatic Investment BANK DEPOSIT PROGRAM 626.88
7/31 Automatic Investment BANK DEPOSIT PROGRAM 1.91
NET ACTIVITY FOR PERIOD $44,083.63
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
FHLMC 30G G08749 4.000 1-01-47 02/09/17 07/15/17 1,314.290 $1,314.29 $1,385.40 $(71.11)
TEVA PHARMACEUTIC 3.150 10-01-26 06/12/17 07/14/17 19,000.000 18,167.80 17,995.47 172.33
06/16/17 07/14/17 19,000.000 18,167.80 18,150.32 17.48
US TSY NOTE 3/4 2-15-19 02/08/17 07/12/17 21,000.000 20,817.00 20,827.80 (10.80)
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CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 44 of 120
SHORT-TERM GAIN/(LOSS) (CONTINUED)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
06/15/17 07/12/17 18,000.000 17,843.15 17,828.49 14.66
US TSY NOTE 1 1/4 1-31-20 08/30/16 07/14/17 12,000.000 11,938.55 12,074.90 (136.35)
11/16/16 07/14/17 84,000.000 83,569.84 83,737.75 (167.91)
03/30/17 07/14/17 54,000.000 53,723.46 53,631.02 92.44
US TSY NOTE 2 1/4 2-15-27 03/22/17 07/12/17 14,000.000 13,920.65 13,811.38 109.27
03/23/17 07/12/17 24,000.000 23,863.97 23,628.84 235.13
VERIZON CMMNCTNS 4 1/2 9-15-20 02/01/17 07/05/17 34,000.000 36,294.66 35,983.14 311.52
Short-Term This Period $299,621.17 $299,054.51 $566.66
Short-Term Year to Date $1,754,751.46 $1,771,713.07 $(16,961.61)
Net Realized Gain/(Loss) This Period $299,621.17 $299,054.51 $566.66
Net Realized Gain/(Loss) Year to Date $1,983,943.45 $1,999,121.43 $(16,001.00)
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.
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
660-110174-095
CHANGE IN VALUE OF YOUR ACCOUNTS (includes accrued interest)
This Period
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)
TOTAL BEGINNING VALUE $1,301,489.06 $1,228,581.20
Credits ——
Debits (1,738.65)(5,297.33)
Security Transfers ——
Net Credits/Debits/Transfers $(1,738.65)$(5,297.33)
Change in Value 13,126.18 89,592.72
TOTAL ENDING VALUE $1,312,876.59 $1,312,876.59
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period July 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
JUL AUG SEP OCT NOV DEC JAN FEB MAR APR MAY JUN JUL
1
1.1
1.2
1.3
1.4
1.5
($
)
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 45 of 120
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Alternatives
Market Value Percentage
Cash $10,996.80 0.84
Equities 1,265,345.41 96.38
Alternatives 36,534.38 2.78
TOTAL VALUE $1,312,876.59 100.00%
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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Account Summary
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 46 of 120
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 6/30/17)
This Period
(as of 7/31/17)
Cash, BDP, MMFs $17,034.39 $15,129.58
Stocks 1,284,454.67 1,301,879.79
Net Unsettled Purchases/Sales —(4,132.78)
Total Assets $1,301,489.06 $1,312,876.59
Total Liabilities (outstanding balance)——
TOTAL VALUE $1,301,489.06 $1,312,876.59
CASH FLOW
This Period
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)
OPENING CASH, BDP, MMFs $17,034.39 $23,548.92
Purchases (19,424.04)(97,360.47)
Sales and Redemptions 12,770.30 70,843.06
Net Unsettled Purch/Sales 4,132.78 4,132.78
Income and Distributions 2,354.80 19,262.62
Total Investment Related Activity $(166.16)$(3,122.01)
Other Debits (1,738.65)(5,297.33)
Total Cash Related Activity $(1,738.65)$(5,297.33)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $15,129.58 $15,129.58
INCOME AND DISTRIBUTION SUMMARY
This Period
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)
Qualified Dividends $2,223.60 $18,499.25
Other Dividends 130.68 762.09
Interest 0.52 1.28
Total Taxable Income And Distributions $2,354.80 $19,262.62
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $2,354.80 $19,262.62
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
(7/1/17-7/31/17)
Realized This Year
(1/1/17-7/31/17)
Unrealized
Inception to Date
(as of 7/31/17)
Short-Term Gain $179.92 $1,540.20 $15,651.17
Short-Term (Loss)—(59.58)(5,732.08)
Total Short-Term $179.92 $1,480.62 $9,919.09
Long-Term Gain 2,635.81 8,259.07 192,400.39
Long-Term (Loss)(190.87)(2,695.52)(19,920.74)
Total Long-Term $2,444.94 $5,563.55 $172,479.65
TOTAL GAIN/(LOSS)$2,624.86 $7,044.17 $182,398.74
The Gain/(Loss) Summary, which may change due to basis adjustments, is provided for informational
purposes and should not be used for tax preparation. Refer to Gain/(Loss) in the Expanded Disclosures.
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110174-095
Investment Objectives †: Capital Appreciation,Income Investment Advisory Account
Manager:JP Morgan - Equity Income SMA
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 47 of 120
† Inform us if your investment objectives, as defined in the Expanded Disclosures, change.
HOLDINGS
This section reflects positions purchased/sold on a trade date basis. "Market Value" and "Unrealized Gain/(Loss)" may not reflect the value that could be obtained in the market. Fixed Income securities are sorted
by maturity or pre-refunding date, and alphabetically within date. Estimated Annual Income a) is calculated on a pre-tax basis, b) does not include any reduction for applicable non-US withholding taxes, c) may
include return of principal or capital gains which could overstate such estimates, and d) for securities that have a defined maturity date within the next 12 months, is reflected only through maturity date. Actual
income or yield may be lower or higher than the estimates. Current yield reflects the income generated by an investment, and does not reflect changes in its price. Structured Investments, identified on the
Position Description Details line as "Asset Class: Struct Inv," may appear in various statement product categories. When displayed, the accrued interest, annual income and current yield for those with a
contingent income feature (e.g., Range Accrual Notes or Contingent Income Notes) are estimates and assume specified accrual conditions are met during the relevant period and payment in full of all contingent
interest. For Floating Rate Securities, the accrued interest, annual income and current yield are estimates based on the current floating coupon rate and may not reflect historic rates within the accrual period.
CASH, BANK DEPOSIT PROGRAM AND MONEY MARKET FUNDS
Cash, Bank Deposit Program, and Money Market Funds are generally displayed on a settlement date basis. You have the right to instruct us to liquidate your bank deposit balance(s) or shares of any money market
fund balance(s) at any time and have the proceeds of such liquidation remitted to you. Estimated Annual Income, Accrued Interest, and APY% will only be displayed for fully settled positions.
Description Market Value
7-Day
Current Yield %Est Ann Income APY %
MORGAN STANLEY PRIVATE BANK NA #$15,129.58 —$8.00 0.050
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs $15,129.58 $8.00
NET UNSETTLED PURCHASES/SALES $(4,132.78)
CASH, BDP, AND MMFs (PROJECTED SETTLED BALANCE)0.84%$10,996.80
# Bank Deposits are held at Morgan Stanley Bank, N.A. and/or Morgan Stanley Private Bank, National Association, affiliates of Morgan Stanley Smith Barney LLC and each a national bank and FDIC member.
The “Projected Settled Balance” includes accrued interest on deposits and reflects the impact of unsettled purchases/sales.
STOCKS
COMMON STOCKS
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
3M COMPANY (MMM) 11/9/15
2/16/16
51.000
7.000
$157.130
155.644
$201.170
201.170
$8,013.63
1,089.51
$10,259.67
1,408.19
$2,246.04
318.68
LT
LT
Total 58.000 9,103.14 11,667.86 2,564.72 LT 273.00 2.33
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CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 48 of 120
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
ABBOTT LABORATORIES (ABT) 10/22/14
2/16/16
5/2/16
170.000
16.000
36.000
41.922
37.969
38.969
49.180
49.180
49.180
7,126.70
607.50
1,402.89
8,360.60
786.88
1,770.48
1,233.90
179.38
367.59
LT
LT
LT
Total 222.000 9,137.09 10,917.96 1,780.87 LT 235.00 2.15
Next Dividend Payable 08/15/17; Asset Class: Equities
ABBVIE INC COM (ABBV) 4/6/15 31.000 57.769 69.910 1,790.84 2,167.21 376.37 LT 79.00 3.64
Next Dividend Payable 08/15/17; Asset Class: Equities
ACCENTURE PLC IRELAND CL A (ACN) 11/9/15 54.000 104.660 128.820 5,651.64 6,956.28 1,304.64 LT 131.00 1.88
Next Dividend Payable 11/2017; Asset Class: Equities
AIR PROD & CHEM INC (APD) 6/22/17 18.000 144.449 142.150 2,600.09 2,558.70 (41.39)ST 68.00 2.65
Next Dividend Payable 08/14/17; Asset Class: Equities
ALEXANDRIA REAL ESTATE EQ INC (ARE) 11/9/15 28.000 86.272 121.250 2,415.61 3,395.00 979.39 LT R 96.00 2.82
Next Dividend Payable 10/2017; Asset Class: Alt
ALTRIA GROUP INC (MO) 11/9/15
2/16/16
7/28/17
207.000
36.000
42.000
56.930
60.300
66.916
64.970
64.970
64.970
11,784.61
2,170.80
2,810.49
13,448.79
2,338.92
2,728.74
1,664.18
168.12
(81.75)
LT
LT
ST
Total 285.000 16,765.90 18,516.45 1,832.30
(81.75)
LT
ST
695.00 3.75
Next Dividend Payable 10/2017; Asset Class: Equities
AMERIPRISE FINCL INC (AMP) 11/17/15 43.000 113.969 144.880 4,900.65 6,229.84 1,329.19 LT 143.00 2.29
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
79.010
79.010
9,054.54
4,093.79
11,772.49
3,871.49
2,717.95
(222.30)
LT
ST
Total 198.000 13,148.33 15,643.98 2,717.95
(222.30)
LT
ST
356.00 2.27
Next Dividend Payable 09/2017; Asset Class: Equities
APPLE INC (AAPL) 11/9/15
2/16/16
7/5/17
177.000
31.000
9.000
120.243
96.317
144.601
148.730
148.730
148.730
21,282.96
2,985.83
1,301.41
26,325.21
4,610.63
1,338.57
5,042.25
1,624.80
37.16
LT
LT
ST
Total 217.000 25,570.20 32,274.41 6,667.05
37.16
LT
ST
547.00 1.69
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
58.790
58.790
5,435.41
1,023.79
7,348.75
1,058.22
1,913.34
34.43
LT
ST
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 49 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 143.000 6,459.20 8,406.97 1,913.34
34.43
LT
ST
223.00 2.65
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
118.910
118.910
5,701.93
587.12
7,848.06
832.37
2,146.13
245.25
LT
LT
Total 73.000 6,289.05 8,680.43 2,391.38 LT 166.00 1.91
Next Dividend Payable 10/2017; Asset Class: Equities
AVALONBAY COMM INC (AVB) 11/9/15
2/16/16
5/10/16
42.000
5.000
8.000
169.190
164.842
192.080
192.350
192.350
192.350
7,105.98
824.21
1,536.64
8,078.70
961.75
1,538.80
972.72
137.54
2.16
LT
LT
LT
Total 55.000 9,466.83 10,579.25 1,112.42 LT 312.00 2.94
Next Dividend Payable 10/2017; Asset Class: Alt
BANK OF AMERICA CORP (BAC) 7/27/16
8/15/16
8/30/16
814.000
239.000
144.000
14.631
15.010
15.935
24.120
24.120
24.120
11,909.80
3,587.39
2,294.68
19,633.68
5,764.68
3,473.28
7,723.88
2,177.29
1,178.60
LT
ST
ST
11/4/16 355.000 16.695 24.120 5,926.73 8,562.60 2,635.87 ST
12/1/16 70.000 21.847 24.120 1,529.30 1,688.40 159.10 ST
Total 1,622.000 25,247.90 39,122.64 7,723.88
6,150.86
LT
ST
779.00 1.99
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
47.320
47.320
47.320
1,490.30
8,907.95
999.93
1,940.12
11,451.44
1,230.32
449.82
2,543.49
230.39
LT
LT
LT
2/16/16 16.000 32.788 47.320 524.60 757.12 232.52 LT
12/9/16 67.000 46.725 47.320 3,130.57 3,170.44 39.87 ST
Total 392.000 15,053.35 18,549.44 3,456.22
39.87
LT
ST
517.00 2.78
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
201.400
201.400
201.400
7,152.78
995.21
1,909.03
9,465.80
1,409.80
2,416.80
2,313.02
414.59
507.77
LT
LT
LT
Total 66.000 10,057.02 13,292.40 3,235.38 LT 193.00 1.45
Next Dividend Payable 09/2017; Asset Class: Equities
BLACKROCK INC (BLK) 11/9/15
12/15/15
2/16/16
50.000
7.000
3.000
349.118
325.244
314.557
426.530
426.530
426.530
17,455.92
2,276.71
943.67
21,326.50
2,985.71
1,279.59
3,870.58
709.00
335.92
LT
LT
LT
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Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 50 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
4/22/16 6.000 368.615 426.530 2,211.69 2,559.18 347.49 LT
Total 66.000 22,887.99 28,150.98 5,262.99 LT 660.00 2.34
Next Dividend Payable 09/2017; Asset Class: Equities
BOSTON PROPERTIES INC (BXP) 2/16/16
3/11/16
14.000
24.000
109.950
120.098
120.910
120.910
1,539.30
2,882.34
1,692.74
2,901.84
153.44
19.50
LT
LT
Total 38.000 4,421.64 4,594.58 172.94 LT 114.00 2.48
Next Dividend Payable 10/2017; Asset Class: Alt
BRISTOL MYERS SQUIBB CO (BMY) 11/9/15
2/16/16
179.000
13.000
64.769
62.057
56.900
56.900
11,593.58
806.74
10,185.10
739.70
(1,408.48)
(67.04)
LT
LT
Total 192.000 12,400.32 10,924.80 (1,475.52)LT 300.00 2.74
Next Dividend Payable 08/01/17; Asset Class: Equities
CAPITAL ONE FINANCIAL CORP (COF) 1/16/15
7/28/15
2/23/16
47.000
36.000
41.000
76.305
78.973
65.879
86.180
86.180
86.180
3,586.34
2,843.02
2,701.03
4,050.46
3,102.48
3,533.38
464.12
259.46
832.35
LT
LT
LT
12/9/16 27.000 89.799 86.180 2,424.56 2,326.86 (97.70)ST
Total 151.000 11,554.95 13,013.18 1,555.93
(97.70)
LT
ST
242.00 1.85
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
109.190
109.190
109.190
12,107.24
924.22
4,131.68
14,303.89
1,091.90
5,350.31
2,196.65
167.68
1,218.63
LT
LT
LT
4/13/16 23.000 97.547 109.190 2,243.57 2,511.37 267.80 LT
4/22/16 9.000 102.160 109.190 919.44 982.71 63.27 LT
11/1/16 30.000 106.339 109.190 3,190.18 3,275.70 85.52 ST
1/3/17 15.000 117.528 109.190 1,762.92 1,637.85 (125.07)ST
2/14/17 25.000 111.900 109.190 2,797.50 2,729.75 (67.75)ST
2/28/17 24.000 111.981 109.190 2,687.54 2,620.56 (66.98)ST
7/5/17 20.000 104.885 109.190 2,097.70 2,183.80 86.10 ST
Total 336.000 32,861.99 36,687.84 3,914.03
(88.18)
LT
ST
1,452.00 3.95
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
146.460
146.460
7,517.67
694.04
9,812.82
878.76
2,295.15
184.72
LT
LT
Total 73.000 8,211.71 10,691.58 2,479.87 LT 207.00 1.93
Next Dividend Payable 10/2017; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 51 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
CINCINNATI FINANCIAL OHIO (CINF) 11/9/15
2/16/16
65.000
9.000
60.074
61.982
76.160
76.160
3,904.81
557.84
4,950.40
685.44
1,045.59
127.60
LT
LT
Total 74.000 4,462.65 5,635.84 1,173.19 LT 148.00 2.62
Next Dividend Payable 10/2017; Asset Class: Equities
CINEMARK HOLDINGS INC. (CNK) 11/9/15
3/13/17
122.000
15.000
36.954
43.953
38.900
38.900
4,508.35
659.30
4,745.80
583.50
237.45
(75.80)
LT
ST
Total 137.000 5,167.65 5,329.30 237.45
(75.80)
LT
ST
159.00 2.98
Next Dividend Payable 09/2017; Asset Class: Equities
CME GROUP INC (CME) 11/9/15 210.000 97.152 122.620 20,401.84 25,750.20 5,348.36 LT 554.00 2.15
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
46.240
46.240
6,648.16
1,321.25
8,970.56
1,572.16
2,322.40
250.91
LT
LT
Total 228.000 7,969.41 10,542.72 2,573.31 LT 303.00 2.87
Next Dividend Payable 08/2017; Asset Class: Equities
COCA COLA CO (KO) 4/24/15 145.000 40.958 45.840 5,938.87 6,646.80 707.93 LT 215.00 3.23
Next Dividend Payable 10/2017; Asset Class: Equities
COMCAST CORP (NEW) CLASS A (CMCSA) 11/9/15
12/2/15
2/16/16
194.000
56.000
22.000
30.639
30.300
28.734
40.450
40.450
40.450
5,944.02
1,696.78
632.14
7,847.30
2,265.20
889.90
1,903.28
568.42
257.76
LT
LT
LT
Total 272.000 8,272.94 11,002.40 2,729.46 LT 171.00 1.55
Next Dividend Payable 10/2017; Asset Class: Equities
CONOCOPHILLIPS (COP) 11/9/15
5/10/16
6/7/16
245.000
39.000
53.000
54.730
42.162
47.428
45.370
45.370
45.370
13,408.97
1,644.31
2,513.70
11,115.65
1,769.43
2,404.61
(2,293.32)
125.12
(109.09)
LT
LT
LT
6/22/16 50.000 44.080 45.370 2,203.99 2,268.50 64.51 LT
11/2/16 54.000 43.105 45.370 2,327.67 2,449.98 122.31 ST
11/9/16 39.000 45.773 45.370 1,785.14 1,769.43 (15.71)ST
11/18/16 85.000 44.940 45.370 3,819.90 3,856.45 36.55 ST
Total 565.000 27,703.68 25,634.05 (2,212.78)
143.15
LT
ST
599.00 2.33
Next Dividend Payable 09/01/17; Asset Class: Equities
CULLEN FROST BANKERS INC (CFR) 11/17/15 75.000 69.508 90.780 5,213.10 6,808.50 1,595.40 LT 171.00 2.51
Next Dividend Payable 09/2017; Asset Class: Equities
00
1
4
7
8
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2
2
2
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CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 52 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
DISCOVER FINCL SVCS (DFS) 11/9/15
12/2/15
4/25/16
35.000
18.000
53.000
56.990
56.050
56.680
60.940
60.940
60.940
1,994.65
1,008.90
3,004.03
2,132.90
1,096.92
3,229.82
138.25
88.02
225.79
LT
LT
LT
12/9/16 37.000 72.040 60.940 2,665.48 2,254.78 (410.70)ST
Total 143.000 8,673.06 8,714.42 452.06
(410.70)
LT
ST
200.00 2.29
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
84.000
84.000
84.000
3,011.43
1,733.94
1,144.80
3,528.00
2,184.00
1,344.00
516.57
450.06
199.20
ST
ST
ST
11/18/16 17.000 70.000 84.000 1,190.00 1,428.00 238.00 ST
2/2/17 19.000 77.571 84.000 1,473.85 1,596.00 122.15 ST
6/23/17 30.000 78.186 84.000 2,345.59 2,520.00 174.41 ST
Total 150.000 10,899.61 12,600.00 1,700.39 ST 264.00 2.09
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
91.160
91.160
91.160
7,801.95
1,103.03
2,546.51
8,295.56
1,093.92
2,370.16
493.61
(9.11)
(176.35)
LT
LT
ST
Total 129.000 11,451.49 11,759.64 484.50
(176.35)
LT
ST
299.00 2.54
Next Dividend Payable 10/2017; Asset Class: Equities
DTE ENERGY COMPANY (DTE) 11/9/15 22.000 79.210 107.060 1,742.62 2,355.32 612.70 LT 73.00 3.09
Next Dividend Payable 10/2017; Asset Class: Equities
DU PONT EI DE NEMOURS & CO (DD) 11/9/15
12/2/15
5/1/17
83.000
23.000
21.000
66.550
67.279
79.826
82.210
82.210
82.210
5,523.65
1,547.41
1,676.35
6,823.43
1,890.83
1,726.41
1,299.78
343.42
50.06
LT
LT
ST
Total 127.000 8,747.41 10,440.67 1,643.20
50.06
LT
ST
193.00 1.84
Next Dividend Payable 09/29/17; Asset Class: Equities
EDISON INTERNATIONAL (EIX) 11/9/15
2/16/16
127.000
21.000
59.158
61.827
78.680
78.680
7,513.12
1,298.37
9,992.36
1,652.28
2,479.24
353.91
LT
LT
Total 148.000 8,811.49 11,644.64 2,833.15 LT 321.00 2.75
Next Dividend Payable 10/2017; Asset Class: Equities
ELI LILLY & CO (LLY) 11/9/15
12/2/15
5/17/16
79.000
15.000
26.000
79.242
84.716
76.509
82.660
82.660
82.660
6,260.08
1,270.74
1,989.23
6,530.14
1,239.90
2,149.16
270.06
(30.84)
159.93
LT
LT
LT
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 53 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 120.000 9,520.05 9,919.20 399.15 LT 250.00 2.52
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
80.040
80.040
19,529.78
3,243.28
19,049.52
3,201.60
(480.26)
(41.68)
LT
LT
Total 278.000 22,773.06 22,251.12 (521.94)LT 856.00 3.84
Next Dividend Payable 09/2017; Asset Class: Equities
FIDELITY NATL INFORMATION SE (FIS) 11/9/15
11/9/15
11/16/15
11.000
60.000
61.000
66.206
66.206
65.360
91.220
91.220
91.220
728.27
3,972.37
3,986.98
1,003.42
5,473.20
5,564.42
275.15
1,500.83
1,577.44
LT
LT
LT
7/5/17 17.000 85.954 91.220 1,461.22 1,550.74 89.52 ST
Total 149.000 10,148.84 13,591.78 3,353.42
89.52
LT
ST
173.00 1.27
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
25.610
25.610
6,575.98
3,420.26
5,608.59
2,970.76
(967.39)
(449.50)
ST
ST
Total 335.000 9,996.24 8,579.35 (1,416.89)ST 322.00 3.75
Next Dividend Payable 10/2017; Asset Class: Equities
GENL DYNAMICS CORP (GD) 12/15/15
2/16/16
5/2/16
15.000
31.000
10.000
138.700
131.015
142.396
196.330
196.330
196.330
2,080.50
4,061.47
1,423.96
2,944.95
6,086.23
1,963.30
864.45
2,024.76
539.34
LT
LT
LT
7/1/16 17.000 141.083 196.330 2,398.41 3,337.61 939.20 LT
9/16/16 16.000 151.111 196.330 2,417.77 3,141.28 723.51 ST
11/18/16 7.000 166.954 196.330 1,168.68 1,374.31 205.63 ST
Total 96.000 13,550.79 18,847.68 4,367.75
929.14
LT
ST
323.00 1.71
Next Dividend Payable 08/11/17; 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
84.930
84.930
84.930
7,265.57
2,410.98
1,245.60
6,964.26
2,123.25
1,189.02
(301.31)
(287.73)
(56.58)
LT
LT
ST
11/18/16 13.000 94.178 84.930 1,224.32 1,104.09 (120.23)ST
11/30/16 13.000 96.832 84.930 1,258.81 1,104.09 (154.72)ST
6/5/17 16.000 94.285 84.930 1,508.56 1,358.88 (149.68)ST
Total 163.000 14,913.84 13,843.59 (589.04)
(481.21)
LT
ST
440.00 3.17
Next Dividend Payable 10/2017; Asset Class: Equities
00
1
4
7
8
M
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D
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2
2
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Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 54 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
GILEAD SCIENCE (GILD) 2/16/16
5/17/16
7/20/16
37.000
13.000
22.000
90.731
83.514
86.953
76.090
76.090
76.090
3,357.03
1,085.68
1,912.97
2,815.33
989.17
1,673.98
(541.70)
(96.51)
(238.99)
LT
LT
LT
Total 72.000 6,355.68 5,478.48 (877.20)LT 150.00 2.73
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
55.000
55.000
55.000
16,000.30
1,440.56
1,718.57
18,810.00
1,925.00
1,980.00
2,809.70
484.44
261.43
LT
LT
ST
Total 413.000 19,159.43 22,715.00 3,294.14
261.43
LT
ST
380.00 1.67
Next Dividend Payable 10/2017; 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
31.650
31.650
31.650
1,289.77
939.66
3,271.70
1,424.25
949.50
2,911.80
134.48
9.84
(359.90)
LT
LT
ST
R
R
R
Total 167.000 5,501.13 5,285.55 144.32
(359.90)
LT
ST
247.00 4.67
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
149.600
149.600
149.600
14,142.99
956.00
1,490.51
17,054.40
1,196.80
1,645.60
2,911.41
240.80
155.09
LT
LT
LT
12/13/16 21.000 136.217 149.600 2,860.56 3,141.60 281.04 ST
Total 154.000 19,450.06 23,038.40 3,307.30
281.04
LT
ST
548.00 2.37
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
136.120
136.120
136.120
7,738.21
1,041.44
1,802.26
10,345.12
1,361.20
2,177.92
2,606.91
319.76
375.66
LT
LT
LT
9/16/16 15.000 113.462 136.120 1,701.93 2,041.80 339.87 ST
10/5/16 9.000 115.190 136.120 1,036.71 1,225.08 188.37 ST
11/1/16 11.000 109.239 136.120 1,201.63 1,497.32 295.69 ST
11/10/16 11.000 113.500 136.120 1,248.50 1,497.32 248.82 ST
Total 148.000 15,770.68 20,145.76 3,302.33
1,072.75
LT
ST
394.00 1.95
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
140.710
140.710
11,389.88
1,396.46
17,588.75
2,110.65
6,198.87
714.19
LT
LT
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 55 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 140.000 12,786.34 19,699.40 6,913.06 LT 364.00 1.84
Next Dividend Payable 10/2017; Asset Class: Equities
INTL FLAVORS & FRAGRANCES (IFF) 2/16/16
6/30/16
18.000
9.000
107.500
124.170
133.180
133.180
1,935.00
1,117.53
2,397.24
1,198.62
462.24
81.09
LT
LT
Total 27.000 3,052.53 3,595.86 543.33 LT 69.00 1.91
Next Dividend Payable 10/2017; Asset Class: Equities
JOHNSON & JOHNSON (JNJ) 11/9/15
2/16/16
1/3/17
230.000
24.000
14.000
100.781
102.295
115.840
132.720
132.720
132.720
23,179.52
2,455.07
1,621.76
30,525.60
3,185.28
1,858.08
7,346.08
730.21
236.32
LT
LT
ST
Total 268.000 27,256.35 35,568.96 8,076.29
236.32
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
9.000
24.000
15.000
117.761
119.094
119.967
123.160
123.160
123.160
1,059.85
2,858.25
1,799.51
1,108.44
2,955.84
1,847.40
48.59
97.59
47.89
LT
LT
LT
2/16/16 7.000 128.299 123.160 898.09 862.12 (35.97)LT
5/2/16 8.000 125.899 123.160 1,007.19 985.28 (21.91)LT
Total 63.000 7,622.89 7,759.08 136.19 LT 244.00 3.14
Next Dividend Payable 10/2017; Asset Class: Equities
KLA TENCOR CORP (KLAC) 11/9/15
2/16/16
115.000
11.000
66.847
65.047
92.630
92.630
7,687.41
715.52
10,652.45
1,018.93
2,965.04
303.41
LT
LT
Total 126.000 8,402.93 11,671.38 3,268.45 LT 272.00 2.33
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
87.460
87.460
87.460
2,196.09
2,339.74
2,523.92
2,798.72
2,448.88
2,448.88
602.63
109.14
(75.04)
LT
ST
ST
R
R
3/31/17 22.000 90.912 87.460 2,000.07 1,924.12 (75.95)ST
Total 110.000 9,059.82 9,620.60 602.63
(41.85)
LT
ST
264.00 2.74
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
46.390
46.390
46.390
6,651.19
910.45
3,245.26
3,293.69
510.29
1,901.99
(3,357.50)
(400.16)
(1,343.27)
LT
LT
LT
11/1/16 18.000 65.864 46.390 1,185.56 835.02 (350.54)ST
Total 141.000 11,992.46 6,540.99 (5,100.93)
(350.54)
LT
ST
338.00 5.16
00
1
4
7
8
M
S
A
D
T
2
2
2
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 56 of 120
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
M&T BANK CORP (MTB) 2/18/16 67.000 105.995 163.150 7,101.69 10,931.05 3,829.36 LT 201.00 1.83
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
155.140
155.140
3,940.55
1,529.94
4,343.92
1,551.40
403.37
21.46
ST
ST
Total 38.000 5,470.49 5,895.32 424.83 ST 143.00 2.42
Next Dividend Payable 09/2017; Asset Class: Equities
MERCK & CO INC NEW COM (MRK) 11/9/15
2/16/16
7/5/17
342.000
30.000
27.000
54.145
49.967
64.157
63.880
63.880
63.880
18,517.45
1,499.02
1,732.23
21,846.96
1,916.40
1,724.76
3,329.51
417.38
(7.47)
LT
LT
ST
Total 399.000 21,748.70 25,488.12 3,746.89
(7.47)
LT
ST
750.00 2.94
Next Dividend Payable 10/2017; Asset Class: Equities
METLIFE INCORPORATED (MET) 3/26/15
12/2/15
2/16/16
225.000
22.000
16.000
50.812
50.830
38.167
55.000
55.000
55.000
11,432.77
1,118.26
610.67
12,375.00
1,210.00
880.00
942.23
91.74
269.33
LT
LT
LT
4/26/16 79.000 46.574 55.000 3,679.36 4,345.00 665.64 LT
8/3/16 85.000 43.474 55.000 3,695.30 4,675.00 979.70 ST
7/5/17 20.000 56.029 55.000 1,120.57 1,100.00 (20.57)ST
Total 447.000 21,656.93 24,585.00 1,968.94
959.13
LT
ST
715.00 2.90
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
72.700
72.700
72.700
13,087.79
1,067.79
3,651.19
17,666.10
1,526.70
5,016.30
4,578.31
458.91
1,365.11
LT
LT
LT
4/22/16 41.000 51.277 72.700 2,102.37 2,980.70 878.33 LT
Total 374.000 19,909.14 27,189.80 7,280.66 LT 583.00 2.14
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
88.980
88.980
88.980
2,552.53
2,660.69
2,265.31
2,669.40
2,580.42
1,957.56
116.87
(80.27)
(307.75)
LT
LT
LT
5/10/17 22.000 92.762 88.980 2,040.77 1,957.56 (83.21)ST
Total 103.000 9,519.30 9,164.94 (271.15)
(83.21)
LT
ST
169.00 1.84
Next Dividend Payable 09/2017; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 57 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
44.020
44.020
44.020
7,889.27
1,786.60
1,874.39
7,967.62
1,804.82
1,892.86
78.35
18.22
18.47
LT
LT
LT
R
R
R
Total 265.000 11,550.26 11,665.30 115.04 LT 201.00 1.72
Next Dividend Payable 10/2017; Asset Class: Equities
NEXTERA ENERGY INC (NEE) 11/9/15
2/16/16
49.000
27.000
98.693
111.971
146.090
146.090
4,835.96
3,023.23
7,158.41
3,944.43
2,322.45
921.20
LT
LT
Total 76.000 7,859.19 11,102.84 3,243.65 LT 299.00 2.69
Next Dividend Payable 09/2017; Asset Class: Equities
NISOURCE INC (NI) 11/9/15
2/16/16
267.000
34.000
18.870
21.180
26.060
26.060
5,038.29
720.12
6,958.02
886.04
1,919.73
165.92
LT
LT
Total 301.000 5,758.41 7,844.06 2,085.65 LT 211.00 2.68
Next Dividend Payable 08/18/17; Asset Class: Equities
NORFOLK SOUTHERN CORP (NSC) 9/28/15 80.000 75.028 112.580 6,002.24 9,006.40 3,004.16 LT 195.00 2.16
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
87.510
87.510
9,601.40
528.21
11,376.30
787.59
1,774.90
259.38
LT
LT
Total 139.000 10,129.61 12,163.89 2,034.28 LT 234.00 1.92
Next Dividend Payable 10/2017; 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
61.930
61.930
61.930
17,741.17
2,823.65
1,828.29
14,615.48
2,353.34
1,672.11
(3,125.69)
(470.31)
(156.18)
LT
LT
LT
5/2/16 21.000 76.220 61.930 1,600.63 1,300.53 (300.10)LT
11/18/16 21.000 68.690 61.930 1,442.49 1,300.53 (141.96)ST
2/2/17 22.000 68.830 61.930 1,514.26 1,362.46 (151.80)ST
5/5/17 63.000 59.879 61.930 3,772.35 3,901.59 129.24 ST
Total 428.000 30,722.84 26,506.04 (4,052.28)
(164.52)
LT
ST
1,318.00 4.97
Next Dividend Payable 10/2017; Asset Class: Equities
PEPSICO INC NC (PEP) 2/16/16
3/11/16
1/23/17
32.000
32.000
20.000
98.470
101.232
103.767
116.610
116.610
116.610
3,151.04
3,239.42
2,075.34
3,731.52
3,731.52
2,332.20
580.48
492.10
256.86
LT
LT
ST
Total 84.000 8,465.80 9,795.24 1,072.58
256.86
LT
ST
270.00 2.75
Next Dividend Payable 09/2017; Asset Class: Equities
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Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 58 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
PFIZER INC (PFE) 11/27/15
2/16/16
4/22/16
577.000
68.000
48.000
32.760
29.655
33.359
33.160
33.160
33.160
18,902.52
2,016.56
1,601.23
19,133.32
2,254.88
1,591.68
230.80
238.32
(9.55)
LT
LT
LT
Total 693.000 22,520.31 22,979.88 459.57 LT 887.00 3.85
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
116.710
116.710
5,271.76
988.87
7,236.02
1,283.81
1,964.26
294.94
LT
LT
Total 73.000 6,260.63 8,519.83 2,259.20 LT 304.00 3.56
Next Dividend Payable 10/2017; Asset Class: Equities
PNC FINL SVCS GP (PNC) 11/9/15
2/16/16
1/3/17
224.000
14.000
28.000
94.170
84.041
117.692
128.800
128.800
128.800
21,094.08
1,176.57
3,295.37
28,851.20
1,803.20
3,606.40
7,757.12
626.63
311.03
LT
LT
ST
Total 266.000 25,566.02 34,260.80 8,383.75
311.03
LT
ST
798.00 2.32
Next Dividend Payable 08/05/17; Asset Class: Equities
PPG INDUSTRIES INC (PPG) 11/9/15
12/2/15
2/16/16
54.000
15.000
20.000
101.538
105.605
93.488
105.250
105.250
105.250
5,483.06
1,584.08
1,869.76
5,683.50
1,578.75
2,105.00
200.44
(5.33)
235.24
LT
LT
LT
8/2/16 16.000 103.710 105.250 1,659.36 1,684.00 24.64 ST
5/1/17 14.000 109.781 105.250 1,536.93 1,473.50 (63.43)ST
Total 119.000 12,133.19 12,524.75 430.35
(38.79)
LT
ST
214.00 1.70
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
130.160
130.160
130.160
342.92
884.50
520.36
390.48
1,041.28
650.80
47.56
156.78
130.44
LT
LT
LT
5/2/16 13.000 118.125 130.160 1,535.62 1,692.08 156.46 LT
7/1/16 22.000 113.226 130.160 2,490.98 2,863.52 372.54 LT
Total 51.000 5,774.38 6,638.16 863.78 LT 161.00 2.42
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
90.820
90.820
1,882.50
1,137.88
2,270.50
1,271.48
388.00
133.60
LT
LT
Total 39.000 3,020.38 3,541.98 521.60 LT 108.00 3.04
Next Dividend Payable 08/15/17; Asset Class: Equities
PROGRESSIVE CORP OHIO (PGR) 11/9/15 113.000 31.398 47.130 3,548.01 5,325.69 1,777.68 LT 77.00 1.44
Next Dividend Payable 02/2018; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 59 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
PRUDENTIAL FINANCIAL INC (PRU) 11/9/15
6/30/16
97.000
30.000
85.905
69.758
113.230
113.230
8,332.79
2,092.75
10,983.31
3,396.90
2,650.52
1,304.15
LT
LT
Total 127.000 10,425.54 14,380.21 3,954.67 LT 381.00 2.64
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
53.190
53.190
5,949.36
2,722.33
5,744.52
2,606.31
(204.84)
(116.02)
LT
ST
Total 157.000 8,671.69 8,350.83 (204.84)
(116.02)
LT
ST
358.00 4.28
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
51.870
51.870
51.870
2,915.89
992.83
2,236.29
3,319.68
1,089.27
2,282.28
403.79
96.44
45.99
LT
LT
ST
Total 129.000 6,145.01 6,691.23 500.23
45.99
LT
ST
155.00 2.31
Next Dividend Payable 10/2017; 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
64.220
64.220
64.220
6,928.98
632.20
2,893.38
10,210.98
899.08
4,045.86
3,282.00
266.88
1,152.48
LT
LT
LT
9/16/16 23.000 50.060 64.220 1,151.37 1,477.06 325.69 ST
10/5/16 25.000 50.082 64.220 1,252.06 1,605.50 353.44 ST
Total 284.000 12,857.99 18,238.48 4,701.36
679.13
LT
ST
392.00 2.14
Next Dividend Payable 10/2017; Asset Class: Equities
S&P GLOBAL INC COM (SPGI) 11/9/15 25.000 96.094 153.590 2,402.34 3,839.75 1,437.41 LT 41.00 1.06
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
68.600
68.600
68.600
3,979.02
2,154.21
2,212.73
3,498.60
2,126.60
2,058.00
(480.42)
(27.61)
(154.73)
LT
LT
LT
8/30/16 20.000 81.296 68.600 1,625.91 1,372.00 (253.91)ST
11/7/16 45.000 79.150 68.600 3,561.75 3,087.00 (474.75)ST
Total 177.000 13,533.62 12,142.20 (662.76)
(728.66)
LT
ST
354.00 2.91
Next Dividend Payable 10/2017; 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
158.500
158.500
158.500
10,453.07
1,114.94
2,159.20
8,717.50
951.00
1,743.50
(1,735.57)
(163.94)
(415.70)
LT
LT
LT
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CLIENT STATEMENT For the Period July 1-31, 2017
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660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 60 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
7/27/17 8.000 165.286 158.500 1,322.29 1,268.00 (54.29)ST
Total 80.000 15,049.50 12,680.00 (2,315.21)
(54.29)
LT
ST
544.00 4.29
Next Dividend Payable 08/2017; Asset Class: Alt
SNAP-ON INC (SNA) 11/9/15 16.000 169.053 154.200 2,704.84 2,467.20 (237.64)LT 45.00 1.82
Next Dividend Payable 09/2017; Asset Class: Equities
STANLEY BLACK & DECKER INC (SWK) 2/16/16
2/23/16
11/1/16
31.000
18.000
10.000
92.966
93.440
113.557
140.690
140.690
140.690
2,881.95
1,681.92
1,135.57
4,361.39
2,532.42
1,406.90
1,479.44
850.50
271.33
LT
LT
ST
5/1/17 11.000 136.363 140.690 1,499.99 1,547.59 47.60 ST
Total 70.000 7,199.43 9,848.30 2,329.94
318.93
LT
ST
176.00 1.78
Next Dividend Payable 09/2017; Asset Class: Equities
T ROWE PRICE GROUP INC (TROW) 11/17/15 162.000 75.381 82.720 12,211.77 13,400.64 1,188.87 LT 369.00 2.75
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
81.380
81.380
81.380
12,033.14
790.05
1,500.72
17,171.18
1,220.70
2,115.88
5,138.04
430.65
615.16
LT
LT
LT
Total 252.000 14,323.91 20,507.76 6,183.85 LT 504.00 2.45
Next Dividend Payable 08/14/17; Asset Class: Equities
TIFFANY & COMPANY NEW (TIF) 11/9/15 47.000 79.957 95.510 3,757.99 4,488.97 730.98 LT 94.00 2.09
Next Dividend Payable 10/2017; Asset Class: Equities
TIME WARNER INC NEW (TWX) 11/9/15 85.000 68.505 102.420 5,822.93 8,705.70 2,882.77 LT 137.00 1.57
Next Dividend Payable 08/01/17; Asset Class: Equities
TRAVELERS COMPANIES INC COM (TRV) 11/9/15
12/2/15
2/16/16
164.000
12.000
16.000
112.610
114.880
107.192
128.090
128.090
128.090
18,468.02
1,378.56
1,715.07
21,006.76
1,537.08
2,049.44
2,538.74
158.52
334.37
LT
LT
LT
7/5/17 13.000 126.324 128.090 1,642.21 1,665.17 22.96 ST
Total 205.000 23,203.86 26,258.45 3,031.63
22.96
LT
ST
590.00 2.24
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
52.780
52.780
52.780
10,433.20
687.26
2,153.12
12,772.76
897.26
2,216.76
2,339.56
210.00
63.64
LT
LT
ST
Total 301.000 13,273.58 15,886.78 2,549.56
63.64
LT
ST
337.00 2.12
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 61 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 10/2017; Asset Class: Equities
UNION PACIFIC CORP (UNP) 11/9/15
11/18/16
12/1/16
81.000
11.000
19.000
86.780
99.917
103.535
102.960
102.960
102.960
7,029.18
1,099.09
1,967.16
8,339.76
1,132.56
1,956.24
1,310.58
33.47
(10.92)
LT
ST
ST
3/1/17 15.000 110.375 102.960 1,655.63 1,544.40 (111.23)ST
5/1/17 11.000 112.186 102.960 1,234.05 1,132.56 (101.49)ST
Total 137.000 12,985.11 14,105.52 1,310.58
(190.17)
LT
ST
332.00 2.35
Next Dividend Payable 09/2017; Asset Class: Equities
V F CORPORATION (VFC) 2/16/16
5/2/16
29.000
27.000
60.010
63.687
62.190
62.190
1,740.29
1,719.55
1,803.51
1,679.13
63.22
(40.42)
LT
LT
Total 56.000 3,459.84 3,482.64 22.80 LT 94.00 2.69
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
68.970
68.970
68.970
2,948.40
1,035.12
2,345.82
3,586.44
1,310.43
2,965.71
638.04
275.31
619.89
LT
LT
ST
11/30/16 21.000 62.110 68.970 1,304.30 1,448.37 144.07 ST
2/2/17 20.000 65.630 68.970 1,312.60 1,379.40 66.80 ST
Total 155.000 8,946.24 10,690.35 913.35
830.76
LT
ST
434.00 4.05
Next Dividend Payable 09/2017; Asset Class: Equities
VALIDUS HOLDINGS LTD COM (VR) 11/9/15 53.000 45.163 53.790 2,393.62 2,850.87 457.25 LT 81.00 2.84
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
48.400
48.400
48.400
2,910.67
11,132.66
1,503.52
2,904.00
11,664.40
1,452.00
(6.67)
531.74
(51.52)
LT
LT
LT
5/2/16 29.000 51.210 48.400 1,485.09 1,403.60 (81.49)LT
2/2/17 30.000 47.987 48.400 1,439.60 1,452.00 12.40 ST
Total 390.000 18,471.54 18,876.00 392.06
12.40
LT
ST
901.00 4.77
Next Dividend Payable 08/01/17; Asset Class: Equities
WALGREENS BOOTS ALLIANCE INC (WBA) 7/13/17
7/14/17
60.000
16.000
78.026
78.399
80.670
80.670
4,681.53
1,254.39
4,840.20
1,290.72
158.67
36.33
ST
ST
Total 76.000 5,935.92 6,130.92 195.00 ST 122.00 1.98
Next Dividend Payable 09/2017; Asset Class: Equities
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CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 62 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
53.940
53.940
53.940
32,301.10
3,383.49
1,617.77
31,500.96
3,775.80
1,726.08
(800.14)
392.31
108.31
LT
LT
LT
Total 686.000 37,302.36 37,002.84 (299.52)LT 1,070.00 2.89
Next Dividend Payable 09/2017; Asset Class: Equities
WESTROCK CO COM (WRK) 11/9/15 48.000 46.464 57.420 2,230.27 2,756.16 525.89 LT 77.00 2.79
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
104.370
104.370
2,335.30
1,068.14
3,026.73
1,461.18
691.43
393.04
LT
LT
Total 43.000 3,403.44 4,487.91 1,084.47 LT 100.00 2.22
Next Dividend Payable 09/2017; Asset Class: Equities
XCEL ENERGY INC (XEL) 11/9/15
2/16/16
234.000
29.000
34.903
38.607
47.310
47.310
8,167.21
1,119.60
11,070.54
1,371.99
2,903.33
252.39
LT
LT
Total 263.000 9,286.81 12,442.53 3,155.72 LT 379.00 3.04
Next Dividend Payable 10/2017; Asset Class: Equities
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 99.16%$1,119,481.05 $1,301,879.79 $172,479.65
$9,919.09
LT
ST
$33,897.00 2.60%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $1,119,481.05 $1,312,876.59 $172,479.65
$9,919.09
LT
ST
$33,905.00
—
2.58%
TOTAL VALUE (includes accrued interest)100.00%$1,312,876.59
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.
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 63 of 120
ALLOCATION OF ASSETS
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $10,996.80 ——————
Stocks —$1,265,345.41 —$36,534.38 ———
TOTAL ALLOCATION OF ASSETS $10,996.80 $1,265,345.41 —$36,534.38 ———
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
7/5 7/10 Bought CHEVRON CORP ACTED AS AGENT 20.000 $104.8852 $(2,097.70)
7/5 7/10 Bought MERCK & CO INC NEW COM ACTED AS AGENT 27.000 64.1565 (1,732.23)
7/5 7/10 Bought TRAVELERS COMPANIES INC COM ACTED AS AGENT 13.000 126.3241 (1,642.21)
7/5 7/10 Bought FIDELITY NATL INFORMATION SE ACTED AS AGENT 17.000 85.9541 (1,461.22)
7/5 7/10 Bought APPLE INC ACTED AS AGENT 9.000 144.6012 (1,301.41)
7/5 7/10 Bought METLIFE INCORPORATED ACTED AS AGENT 20.000 56.0283 (1,120.57)
7/10 7/13 Sold BEST BUY CO ACTED AS AGENT 21.000 53.9158 1,132.20
7/13 7/18 Sold KIMBERLY CLARK CORP ACTED AS AGENT 16.000 123.9387 1,982.97
7/13 7/18 Sold V F CORPORATION ACTED AS AGENT 26.000 56.2956 1,463.65
7/13 7/18 Bought WALGREENS BOOTS ALLIANCE INC ACTED AS AGENT 60.000 78.0255 (4,681.53)
7/14 7/19 Sold TIFFANY & COMPANY NEW ACTED AS AGENT 13.000 92.2589 1,199.34
7/14 7/19 Bought WALGREENS BOOTS ALLIANCE INC ACTED AS AGENT 16.000 78.3993 (1,254.39)
7/21 7/26 Sold BEST BUY CO ACTED AS AGENT 131.000 53.3764 6,992.14
7/27 8/1 Bought SIMON PPTY GROUP INC ACTED AS AGENT 8.000 165.2864 (1,322.29)
7/28 8/2 Bought ALTRIA GROUP INC ACTED AS AGENT 42.000 66.9165 (2,810.49)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $(6,653.74)
TOTAL PURCHASES $(19,424.04)
TOTAL SALES AND REDEMPTIONS $12,770.30
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)
7/27 8/1 Bought SIMON PPTY GROUP INC UNSETTLED PURCHASE 8.000 $165.2864 $(1,322.29)
7/28 8/2 Bought ALTRIA GROUP INC UNSETTLED PURCHASE 42.000 66.9165 (2,810.49)
NET UNSETTLED PURCHASES/SALES $(4,132.78)
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.
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CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 64 of 120
TAXABLE INCOME AND DISTRIBUTIONS
Activity Date Activity Type Description Comments Credits/(Debits)
7/3 Qualified Dividend GENUINE PARTS CO $110.03
7/3 Qualified Dividend HARTFORD FIN SERS GRP INC 94.99
7/3 Qualified Dividend COCA COLA CO 53.65
7/3 Qualified Dividend NORTHERN TRUST CORP 52.82
7/3 Qualified Dividend REYNOLDS AMERICAN INC 46.92
7/3 Qualified Dividend AUTOMATIC DATA PROCESSING INC 41.61
7/5 Qualified Dividend KIMBERLY CLARK CORP 76.63
7/6 Qualified Dividend DR PEPPER SNAPPLE GROUP INC 74.82
7/6 Qualified Dividend BEST BUY CO 51.68
7/7 Qualified Dividend INTL FLAVORS & FRAGRANCES 17.28
7/10 Qualified Dividend MERCK & CO INC NEW COM 174.84
7/10 Qualified Dividend ALTRIA GROUP INC 148.23
7/10 Qualified Dividend TIFFANY & COMPANY NEW 30.00
7/11 Qualified Dividend PHILIP MORRIS INTL INC 75.92
7/12 Qualified Dividend ILL TOOL WORKS INC 91.00
7/13 Qualified Dividend MONDELEZ INTL INC COM 50.35
7/14 Qualified Dividend OCCIDENTAL PETROLEUM CORP DE 325.28
7/14 Qualified Dividend REPUBLIC SERVICES INC 90.88
7/14 Qualified Dividend SCHLUMBERGER LTD 88.50
7/14 Qualified Dividend CINCINNATI FINANCIAL OHIO 37.00
7/17 Qualified Dividend U S BANCORP COM NEW 84.28
7/17 Dividend AVALONBAY COMM INC 78.10
7/17 Dividend ALEXANDRIA REAL ESTATE EQ INC 24.08
7/17 Qualified Dividend DTE ENERGY COMPANY 18.15
7/20 Qualified Dividend XCEL ENERGY INC 94.68
7/21 Qualified Dividend CHUBB LTD 51.83
7/25 Qualified Dividend GENERAL ELECTRIC CO 80.40
7/26 Qualified Dividend COMCAST CORP (NEW) CLASS A 42.84
7/31 Qualified Dividend EDISON INTERNATIONAL 80.29
7/31 Qualified Dividend R P M INC 38.70
7/31 Dividend BOSTON PROPERTIES INC 28.50
7/31 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 07/01-07/31)
0.52
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $2,354.80
TOTAL QUALIFIED DIVIDENDS $2,223.60
TOTAL OTHER DIVIDENDS $130.68
TOTAL INTEREST $0.52
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 65 of 120
CASH RELATED ACTIVITY
OTHER CREDITS AND DEBITS
Activity Date Activity Type Description Comments Credits/(Debits)
7/17 Service Fee 3RD QTR ADVISORY FEE $(1,738.65)
TOTAL OTHER CREDITS AND DEBITS $(1,738.65)
TOTAL OTHER DEBITS $(1,738.65)
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
7/3 Automatic Investment BANK DEPOSIT PROGRAM $400.02
7/5 Automatic Investment BANK DEPOSIT PROGRAM 76.63
7/6 Automatic Investment BANK DEPOSIT PROGRAM 126.50
7/7 Automatic Investment BANK DEPOSIT PROGRAM 17.28
7/10 Automatic Redemption BANK DEPOSIT PROGRAM (9,002.27)
7/11 Automatic Investment BANK DEPOSIT PROGRAM 75.92
7/12 Automatic Investment BANK DEPOSIT PROGRAM 91.00
7/13 Automatic Investment BANK DEPOSIT PROGRAM 50.35
7/14 Automatic Investment BANK DEPOSIT PROGRAM 1,673.86
7/17 Automatic Investment BANK DEPOSIT PROGRAM 204.61
7/18 Automatic Redemption BANK DEPOSIT PROGRAM (2,973.56)
7/19 Automatic Redemption BANK DEPOSIT PROGRAM (55.05)
7/20 Automatic Investment BANK DEPOSIT PROGRAM 94.68
7/21 Automatic Investment BANK DEPOSIT PROGRAM 51.83
7/25 Automatic Investment BANK DEPOSIT PROGRAM 80.40
7/26 Automatic Investment BANK DEPOSIT PROGRAM 42.84
7/27 Automatic Investment BANK DEPOSIT PROGRAM 6,992.14
7/31 Automatic Investment BANK DEPOSIT PROGRAM 147.49
7/31 Automatic Investment BANK DEPOSIT PROGRAM 0.52
NET ACTIVITY FOR PERIOD $(1,904.81)
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
BEST BUY CO 11/09/15 07/10/17 21.000 $1,132.20 $741.63 $390.57
11/09/15 07/21/17 110.000 5,871.26 3,884.71 1,986.55
KIMBERLY CLARK CORP 11/09/15 07/13/17 16.000 1,982.97 1,884.18 98.79
TIFFANY & COMPANY NEW 11/09/15 07/14/17 13.000 1,199.34 1,039.44 159.90
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CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 66 of 120
LONG-TERM GAIN/(LOSS) (CONTINUED)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
V F CORPORATION 11/09/15 07/13/17 13.000 731.83 874.39 (142.56)
02/16/16 07/13/17 13.000 731.82 780.13 (48.31)
Long-Term This Period $11,649.42 $9,204.48 $2,444.94
Long-Term Year to Date $60,059.53 $54,495.98 $5,563.55
SHORT-TERM GAIN/(LOSS)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
BEST BUY CO 03/13/17 07/21/17 21.000 1,120.88 940.96 179.92
Short-Term This Period $1,120.88 $940.96 $179.92
Short-Term Year to Date $10,783.53 $9,302.91 $1,480.62
Net Realized Gain/(Loss) This Period $12,770.30 $10,145.44 $2,624.86
Net Realized Gain/(Loss) Year to Date $70,843.06 $63,798.89 $7,044.17
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.
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.
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
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)
TOTAL BEGINNING VALUE $556,981.64 $536,807.59
Credits ——
Debits (912.54)(2,652.81)
Security Transfers ——
Net Credits/Debits/Transfers $(912.54)$(2,652.81)
Change in Value 8,971.29 30,885.61
TOTAL ENDING VALUE $565,040.39 $565,040.39
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period July 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
JUL AUG SEP OCT NOV DEC JAN FEB MAR APR MAY JUN JUL
430
460
490
520
550
580
($
)
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 67 of 120
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Fixed Income & Preferreds
Alternatives
Market Value Percentage
Cash $13,051.03 2.31
Equities 512,192.29 90.65
Fixed Income & Preferreds 2,999.37 0.53
Alternatives 36,797.70 6.51
TOTAL VALUE $565,040.39 100.00%
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 July 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 68 of 120
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 6/30/17)
This Period
(as of 7/31/17)
Cash, BDP, MMFs $14,405.07 $13,051.03
Stocks 541,230.46 548,989.99
ETFs & CEFs 2,997.54 2,999.37
Net Unsettled Purchases/Sales (1,651.43)—
Total Assets $556,981.64 $565,040.39
Total Liabilities (outstanding balance)——
TOTAL VALUE $556,981.64 $565,040.39
CASH FLOW
This Period
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)
OPENING CASH, BDP, MMFs $14,405.07 $28,872.41
Purchases —(92,518.45)
Sales and Redemptions —73,807.51
Prior Net Unsettled Purch/Sales (1,651.43)N/A
Income and Distributions 1,209.93 5,542.37
Total Investment Related Activity $(441.50)$(13,168.57)
Other Debits (912.54)(2,652.81)
Total Cash Related Activity $(912.54)$(2,652.81)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $13,051.03 $13,051.03
INCOME AND DISTRIBUTION SUMMARY
This Period
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)
Qualified Dividends $484.24 $3,200.17
Other Dividends 725.13 2,340.79
Interest 0.56 1.41
Total Taxable Income And Distributions $1,209.93 $5,542.37
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $1,209.93 $5,542.37
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
(7/1/17-7/31/17)
Realized This Year
(1/1/17-7/31/17)
Unrealized
Inception to Date
(as of 7/31/17)
Short-Term Gain —$2,384.62 $14,973.47
Short-Term (Loss)——(6,829.92)
Total Short-Term —$2,384.62 $8,143.55
Long-Term Gain —13,075.22 101,338.73
Long-Term (Loss)—(3,395.99)(21,396.94)
Total Long-Term —$9,679.23 $79,941.79
TOTAL GAIN/(LOSS)—$12,063.85 $88,085.34
Disallowed Loss —$366.75
The Gain/(Loss) Summary, which may change due to basis adjustments, is provided for informational
purposes and should not be used for tax preparation. Refer to Gain/(Loss) in the Expanded Disclosures.
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110258-095
Investment Objectives †: Capital Appreciation,Income Investment Advisory Account
Manager:Boston Partners - Smid Cap Value
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 69 of 120
† Inform us if your investment objectives, as defined in the Expanded Disclosures, change.
HOLDINGS
This section reflects positions purchased/sold on a trade date basis. "Market Value" and "Unrealized Gain/(Loss)" may not reflect the value that could be obtained in the market. Fixed Income securities are sorted
by maturity or pre-refunding date, and alphabetically within date. Estimated Annual Income a) is calculated on a pre-tax basis, b) does not include any reduction for applicable non-US withholding taxes, c) may
include return of principal or capital gains which could overstate such estimates, and d) for securities that have a defined maturity date within the next 12 months, is reflected only through maturity date. Actual
income or yield may be lower or higher than the estimates. Current yield reflects the income generated by an investment, and does not reflect changes in its price. Structured Investments, identified on the
Position Description Details line as "Asset Class: Struct Inv," may appear in various statement product categories. When displayed, the accrued interest, annual income and current yield for those with a
contingent income feature (e.g., Range Accrual Notes or Contingent Income Notes) are estimates and assume specified accrual conditions are met during the relevant period and payment in full of all contingent
interest. For Floating Rate Securities, the accrued interest, annual income and current yield are estimates based on the current floating coupon rate and may not reflect historic rates within the accrual period.
CASH, BANK DEPOSIT PROGRAM AND MONEY MARKET FUNDS
Cash, Bank Deposit Program, and Money Market Funds are generally displayed on a settlement date basis. You have the right to instruct us to liquidate your bank deposit balance(s) or shares of any money market
fund balance(s) at any time and have the proceeds of such liquidation remitted to you. Estimated Annual Income, Accrued Interest, and APY% will only be displayed for fully settled positions.
Description Market Value
7-Day
Current Yield %Est Ann Income APY %
MORGAN STANLEY PRIVATE BANK NA #$13,051.03 —$7.00 0.050
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 2.31%$13,051.03 $7.00
# 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 %
ABM INDUSTRIES INCORPORATED (ABM) 11/10/15
2/22/16
35.000
14.000
$28.575
31.774
$44.620
44.620
$1,000.13
444.84
$1,561.70
624.68
$561.57
179.84
LT
LT
Total 49.000 1,444.97 2,186.38 741.41 LT 33.00 1.50
Next Dividend Payable 08/07/17; 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
31.900
31.900
1,172.59
1,202.40
1,212.20
1,435.50
39.61
233.10
LT
LT
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CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 70 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 83.000 2,374.99 2,647.70 272.71 LT ——
Asset Class: Equities
AEGION CORP COM (AEGN) 11/10/15 59.000 21.384 23.940 1,261.65 1,412.46 150.81 LT ——
Asset Class: Equities
AES CORP (AES) 11/10/15
2/22/16
199.000
25.000
9.664
9.446
11.180
11.180
1,923.16
236.15
2,224.82
279.50
301.66
43.35
LT
LT
R
R
Total 224.000 2,159.31 2,504.32 345.01 LT 108.00 4.31
Next Dividend Payable 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
21.180
21.180
21.180
1,289.06
194.89
231.12
1,567.32
232.98
254.16
278.26
38.09
23.04
LT
LT
ST
R
R
Total 97.000 1,715.07 2,054.46 316.35
23.04
LT
ST
210.00 10.22
Next Dividend Payable 08/07/17; 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
39.580
39.580
39.580
468.35
1,714.12
2,498.32
554.12
1,939.42
3,483.04
85.77
225.30
984.72
LT
LT
LT
6/24/16 68.000 26.235 39.580 1,783.99 2,691.44 907.45 LT
7/21/16 8.000 29.741 39.580 237.93 316.64 78.71 LT
1/11/17 9.000 35.980 39.580 323.82 356.22 32.40 ST
Total 236.000 7,026.53 9,340.88 2,281.95
32.40
LT
ST
71.00 0.76
Next Dividend Payable 10/2017; Asset Class: Equities
ALLY FINANCIAL INC (ALLY) 12/4/15
2/22/16
140.000
14.000
19.907
17.487
22.640
22.640
2,787.04
244.82
3,169.60
316.96
382.56
72.14
LT
LT
Total 154.000 3,031.86 3,486.56 454.70 LT 74.00 2.12
Next Dividend Payable 08/15/17; Asset Class: Equities
AMC NETWORKS INC CL A (AMCX) 5/19/17 51.000 53.209 63.950 2,713.64 3,261.45 547.81 ST ——
Asset Class: Equities
AMDOCS LIMITED ORD (DOX) 11/10/15
2/22/16
61.000
7.000
60.001
58.927
67.170
67.170
3,660.09
412.49
4,097.37
470.19
437.28
57.70
LT
LT
Total 68.000 4,072.58 4,567.56 494.98 LT 60.00 1.31
Next Dividend Payable 10/2017; Asset Class: Equities
ANWORTH MORTGAGE ASSET CORP (ANH) 11/10/15 161.000 4.700 6.020 756.70 969.22 212.52 LT 97.00 10.00
Next Dividend Payable 10/2017; Asset Class: Alt
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 71 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
ARES COMMERCIAL REAL EST CORP (ACRE) 11/10/15
2/22/16
222.000
28.000
12.639
9.709
12.800
12.800
2,805.81
271.84
2,841.60
358.40
35.79
86.56
LT
LT
Total 250.000 3,077.65 3,200.00 122.35 LT 270.00 8.43
Next Dividend Payable 10/2017; Asset Class: Alt
ARROW ELECTRONICS (ARW) 11/10/15
2/22/16
7/21/16
98.000
12.000
6.000
58.614
57.182
65.955
81.290
81.290
81.290
5,744.13
686.18
395.73
7,966.42
975.48
487.74
2,222.29
289.30
92.01
LT
LT
LT
Total 116.000 6,826.04 9,429.64 2,603.60 LT ——
Asset Class: Equities
ASSURANT INC (AIZ) 11/10/15
2/22/16
14.000
2.000
84.225
70.635
105.270
105.270
1,179.15
141.27
1,473.78
210.54
294.63
69.27
LT
LT
Total 16.000 1,320.42 1,684.32 363.90 LT 34.00 2.01
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
45.010
45.010
45.010
2,455.90
266.17
471.96
3,870.86
495.11
540.12
1,414.96
228.94
68.16
LT
LT
ST
Total 109.000 3,194.03 4,906.09 1,643.90
68.16
LT
ST
62.00 1.26
Next Dividend Payable 08/2017; Asset Class: Equities
ATHENE HOLDING LTD CLASS A (ATH) 3/29/17 32.000 49.679 50.530 1,589.72 1,616.96 27.24 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
38.380
38.380
38.380
5,118.49
541.42
515.24
4,298.56
498.94
422.18
(819.93)
(42.48)
(93.06)
LT
LT
ST
Total 136.000 6,175.15 5,219.68 (862.41)
(93.06)
LT
ST
98.00 1.87
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
64.580
64.580
888.32
536.07
1,033.28
645.80
144.96
109.73
LT
LT
Total 26.000 1,424.39 1,679.08 254.69 LT 40.00 2.38
Next Dividend Payable 10/2017; Asset Class: Equities
BANKUNITED INC (BKU) 3/28/17 104.000 36.271 34.420 3,772.17 3,579.68 (192.49)ST 87.00 2.43
Next Dividend Payable 10/2017; Asset Class: Equities
BELDEN INC (BDC) 11/10/15 18.000 63.248 71.940 1,138.46 1,294.92 156.46 LT 4.00 0.30
Next Dividend Payable 10/2017; Asset Class: Equities
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660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 72 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
BERRY GLOBAL GROUP INC (BERY) 2/22/16 99.000 30.150 56.080 2,984.85 5,551.92 2,567.07 LT ——
Asset Class: Equities
BLACKSTONE MTG TRUST INC CL A (BXMT) 9/21/16
3/13/17
48.000
5.000
29.515
30.106
30.870
30.870
1,416.70
150.53
1,481.76
154.35
65.06
3.82
ST
ST
Total 53.000 1,567.23 1,636.11 68.88 ST 131.00 8.00
Next Dividend Payable 10/2017; Asset Class: Alt
BMC STK HLDGS INC (BMCH) 11/10/15
2/22/16
5/20/16
133.000
16.000
33.000
17.137
14.714
18.057
22.000
22.000
22.000
2,279.27
235.43
595.87
2,926.00
352.00
726.00
646.73
116.57
130.13
LT
LT
LT
Total 182.000 3,110.57 4,004.00 893.43 LT ——
Asset Class: Equities
BOOZ ALLEN HAMILTON HLDG CL-A (BAH) 11/10/15
2/22/16
39.000
7.000
29.155
27.187
34.300
34.300
1,137.05
190.31
1,337.70
240.10
200.65
49.79
LT
LT
Total 46.000 1,327.36 1,577.80 250.44 LT 31.00 1.96
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
7.370
7.370
7.370
121.40
676.18
2,848.94
29.48
162.14
678.04
(91.92)
(514.04)
(2,170.90)
LT
LT
LT
H
6/7/17 121.000 6.880 7.370 832.52 891.77 59.25 ST
Total 239.000 4,479.04 1,761.43 (2,776.86)
59.25
LT
ST
67.00 3.80
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
12.630
12.630
2,692.83
264.87
3,170.13
341.01
477.30
76.14
LT
LT
Total 278.000 2,957.70 3,511.14 553.44 LT 61.00 1.73
Next Dividend Payable 10/2017; Asset Class: Equities
BROOKS-AUTOMATION INC (BRKS) 11/10/15
2/22/16
111.000
16.000
11.258
9.310
24.560
24.560
1,249.66
148.96
2,726.16
392.96
1,476.50
244.00
LT
LT
Total 127.000 1,398.62 3,119.12 1,720.50 LT 51.00 1.63
Next Dividend Payable 09/2017; Asset Class: Equities
BRUNSWICK CORP (BC) 10/28/16 33.000 43.116 56.610 1,422.82 1,868.13 445.31 ST 22.00 1.17
Next Dividend Payable 09/2017; Asset Class: Equities
CABOT CORP (CBT) 11/10/15 29.000 41.164 54.330 1,193.75 1,575.57 381.82 LT 37.00 2.34
Next Dividend Payable 09/2017; Asset Class: Equities
CARLISLE CO INC (CSL) 4/4/17 31.000 104.444 97.590 3,237.77 3,025.29 (212.48)ST 43.00 1.42
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 73 of 120
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
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
24.300
24.300
24.300
669.66
62.04
890.96
551.54
55.96
753.30
(118.12)
(6.08)
(137.66)
LT
LT
ST
Total 56.000 1,622.66 1,360.80 (124.20)
(137.66)
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
63.430
63.430
63.430
3,875.69
466.80
477.37
5,772.13
761.16
570.87
1,896.44
294.36
93.50
LT
LT
ST
Total 112.000 4,819.86 7,104.16 2,190.80
93.50
LT
ST
72.00 1.01
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
20.680
20.680
2,694.19
291.44
2,481.60
289.52
(212.59)
(1.92)
LT
LT
R
R
Total 134.000 2,985.63 2,771.12 (214.51)LT 177.00 6.38
Next Dividend Payable 08/2017; 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
197.500
197.500
197.500
3,367.29
514.48
489.41
4,345.00
790.00
592.50
977.71
275.52
103.09
LT
LT
ST
Total 29.000 4,371.18 5,727.50 1,253.23
103.09
LT
ST
30.00 0.52
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
16.950
16.950
16.950
2,009.72
151.16
3,038.89
1,949.25
237.30
3,423.90
(60.47)
86.14
385.01
LT
LT
ST
Total 331.000 5,199.77 5,610.45 25.67
385.01
LT
ST
172.00 3.06
Next Dividend Payable 10/2017; 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
265.000
265.000
265.000
1,958.58
250.62
571.71
8,215.00
795.00
1,060.00
6,256.42
544.38
488.29
LT
LT
ST
Total 38.000 2,780.91 10,070.00 6,800.80
488.29
LT
ST
——
Asset Class: Equities
00
1
4
7
8
M
S
A
D
T
2
2
2
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 74 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
14.640
14.640
14.640
3,025.58
278.41
368.58
3,030.48
366.00
453.84
4.90
87.59
85.26
LT
LT
LT
Total 263.000 3,672.57 3,850.32 177.75 LT 284.00 7.37
Next Dividend Payable 10/2017; Asset Class: Alt
COLUMBIA BANKING SYSTEMS INC (COLB) 11/10/15
2/22/16
30.000
4.000
35.366
28.650
39.840
39.840
1,060.97
114.60
1,195.20
159.36
134.23
44.76
LT
LT
Total 34.000 1,175.57 1,354.56 178.99 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
36.780
36.780
2,400.34
1,056.97
2,905.62
1,176.96
505.28
119.99
ST
ST
Total 111.000 3,457.31 4,082.58 625.27 ST ——
Asset Class: Equities
CONVERGYS CORPORATION (CVG) 11/10/15
2/22/16
55.000
7.000
25.777
24.877
23.970
23.970
1,417.71
174.14
1,318.35
167.79
(99.36)
(6.35)
LT
LT
Total 62.000 1,591.85 1,486.14 (105.71)LT 25.00 1.68
Next Dividend Payable 10/2017; Asset Class: Equities
CROWN HLDGS INC (HOLDING CO) (CCK) 11/10/15
2/22/16
4/29/16
14.000
10.000
2.000
51.933
45.775
53.030
59.470
59.470
59.470
727.07
457.75
106.06
832.58
594.70
118.94
105.51
136.95
12.88
LT
LT
LT
Total 26.000 1,290.88 1,546.22 255.34 LT ——
Asset Class: Equities
CURTISS WRIGHT CORP (CW) 11/10/15
2/22/16
8.000
20.000
68.210
66.786
96.420
96.420
545.68
1,335.72
771.36
1,928.40
225.68
592.68
LT
LT
Total 28.000 1,881.40 2,699.76 818.36 LT 15.00 0.55
Next Dividend Payable 10/2017; Asset Class: Equities
CYS INVESTMENTS INC (CYS) 11/10/15
2/22/16
523.000
64.000
7.222
7.411
8.510
8.510
3,777.34
474.29
4,450.73
544.64
673.39
70.35
LT
LT
R
R
Total 587.000 4,251.63 4,995.37 743.74 LT 587.00 11.75
Next Dividend Payable 10/2017; Asset Class: Alt
DIAMONDBACK ENERGY INC (FANG) 5/12/15
5/12/15
5/12/15
7.000
10.000
13.000
78.721
79.473
79.459
95.880
95.880
95.880
551.05
794.73
1,032.97
671.16
958.80
1,246.44
120.11
164.07
213.47
LT
LT
LT
12/2/15 23.000 76.425 95.880 1,757.78 2,205.24 447.46 LT
2/22/16 7.000 73.410 95.880 513.87 671.16 157.29 LT
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 75 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
1/11/17 4.000 103.078 95.880 412.31 383.52 (28.79)ST
Total 64.000 5,062.71 6,136.32 1,102.40
(28.79)
LT
ST
——
Asset Class: Equities
DICKS SPORTING GOODS INC (DKS) 3/7/17
5/16/17
35.000
32.000
47.810
41.064
37.340
37.340
1,673.35
1,314.06
1,306.90
1,194.88
(366.45)
(119.18)
ST
ST
Total 67.000 2,987.41 2,501.78 (485.63)ST 46.00 1.83
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
44.600
44.600
1,139.90
156.74
847.40
133.80
(292.50)
(22.94)
LT
LT
Total 22.000 1,296.64 981.20 (315.44)LT ——
Asset Class: Equities
E*TRADE FINANCIAL CORP NEW COM (ETFC) 10/19/16
2/9/17
50.000
72.000
28.624
35.880
41.000
41.000
1,431.19
2,583.36
2,050.00
2,952.00
618.81
368.64
ST
ST
Total 122.000 4,014.55 5,002.00 987.45 ST ——
Asset Class: Equities
EAST WEST BANCORP (EWBC) 2/22/16
9/21/16
61.000
44.000
29.860
35.957
56.980
56.980
1,821.46
1,582.11
3,475.78
2,507.12
1,654.32
925.01
LT
ST
Total 105.000 3,403.57 5,982.90 1,654.32
925.01
LT
ST
84.00 1.40
Next Dividend Payable 08/15/17; 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
72.270
72.270
72.270
1,990.70
286.93
1,208.69
2,240.37
433.62
1,156.32
249.67
146.69
(52.37)
LT
LT
ST
Total 53.000 3,486.32 3,830.31 396.36
(52.37)
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
56.430
56.430
2,886.34
282.34
1,918.62
225.72
(967.72)
(56.62)
LT
LT
Total 38.000 3,168.68 2,144.34 (1,024.34)LT ——
Asset Class: Equities
ESSENT GROUP LTD COM (ESNT) 11/10/15
2/22/16
4/29/16
99.000
9.000
16.000
24.534
19.406
20.019
38.420
38.420
38.420
2,428.83
174.65
320.31
3,803.58
345.78
614.72
1,374.75
171.13
294.41
LT
LT
LT
Total 124.000 2,923.79 4,764.08 1,840.29 LT ——
Asset Class: Equities
00
1
4
7
8
M
S
A
D
T
2
2
2
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 76 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
EXTRACTION OIL & GAS LLC (XOG) 1/11/17 29.000 18.990 12.180 550.71 353.22 (197.49)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
47.150
47.150
1,454.07
613.29
1,744.55
754.40
290.48
141.11
ST
ST
Total 53.000 2,067.36 2,498.95 431.59 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
19.240
19.240
19.240
1,348.95
875.00
210.00
1,789.32
962.00
230.88
440.37
87.00
20.88
LT
ST
ST
Total 155.000 2,433.95 2,982.20 440.37
107.88
LT
ST
——
Asset Class: Equities
FERROGLOBE PLC SHS (GSM) 11/10/15
2/22/16
67.000
10.000
11.070
7.558
12.780
12.780
741.69
75.58
856.26
127.80
114.57
52.22
LT
LT
Total 77.000 817.27 984.06 166.79 LT ——
Asset Class: Equities
FIDELITY NATIONAL FINANCIAL IN (FNF) 11/10/15 44.000 34.750 48.860 1,529.00 2,149.84 620.84 LT 44.00 2.04
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
17.250
17.250
367.95
29.73
569.25
51.75
201.30
22.02
LT
LT
Total 36.000 397.68 621.00 223.32 LT ——
Asset Class: Equities
FINISH LINE INC CL A (FINL) 11/10/15
2/22/16
126.000
14.000
18.426
18.677
13.760
13.760
2,321.69
261.48
1,733.76
192.64
(587.93)
(68.84)
LT
LT
Total 140.000 2,583.17 1,926.40 (656.77)LT 62.00 3.21
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
48.410
48.410
76.19
2,016.90
96.82
2,614.14
20.63
597.24
LT
LT
Total 56.000 2,093.09 2,710.96 617.87 LT 76.00 2.80
Next Dividend Payable 09/2017; Asset Class: Equities
FIRST CITIZ BANCSHARES A (FCNCA) 11/10/15
2/22/16
1/11/17
6.000
1.000
1.000
262.660
239.710
358.000
368.020
368.020
368.020
1,575.96
239.71
358.00
2,208.12
368.02
368.02
632.16
128.31
10.02
LT
LT
ST
Total 8.000 2,173.67 2,944.16 760.47
10.02
LT
ST
10.00 0.33
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 77 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 10/2017; Asset Class: Equities
FIRST MIDW BNCP DELA (FMBI) 3/28/17 70.000 23.156 22.210 1,620.95 1,554.70 (66.25)ST 28.00 1.80
Next Dividend Payable 10/2017; Asset Class: Equities
FIRST SOLAR, INC. (FSLR) 9/15/16
3/13/17
40.000
5.000
35.184
32.490
49.310
49.310
1,407.34
162.45
1,972.40
246.55
565.06
84.10
ST
ST
Total 45.000 1,569.79 2,218.95 649.16 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
58.150
58.150
58.150
2,460.43
327.93
1,314.00
3,663.45
465.20
1,744.50
1,203.02
137.27
430.50
LT
LT
ST
3/30/17 12.000 47.874 58.150 574.49 697.80 123.31 ST
Total 113.000 4,676.85 6,570.95 1,340.29
553.81
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
15.990
15.990
15.990
3,256.31
363.80
481.01
4,509.18
543.66
527.67
1,252.87
179.86
46.66
LT
LT
ST
Total 349.000 4,101.12 5,580.51 1,432.73
46.66
LT
ST
——
Asset Class: Equities
FOOT LOCKER INC (FL) 6/29/17 34.000 48.571 47.190 1,651.43 1,604.46 (46.97)ST 42.00 2.61
Next Dividend Payable 10/2017; 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
19.650
19.650
19.650
1,505.82
193.25
163.09
1,179.00
157.20
137.55
(326.82)
(36.05)
(25.54)
LT
LT
ST
Total 75.000 1,862.16 1,473.75 (362.87)
(25.54)
LT
ST
——
Asset Class: Equities
FTI CONSULTING INC (FCN) 11/10/15
2/22/16
32.000
4.000
36.200
34.573
32.810
32.810
1,158.40
138.29
1,049.92
131.24
(108.48)
(7.05)
LT
LT
Total 36.000 1,296.69 1,181.16 (115.53)LT ——
Asset Class: Equities
GARDNER DENVER HOLDINGS, INC (GDI) 5/23/17 117.000 23.443 22.960 2,742.80 2,686.32 (56.48)ST ——
Asset Class: Equities
GRANITE CONSTR INC (GVA) 11/10/15
2/22/16
35.000
8.000
38.008
39.125
49.020
49.020
1,330.29
313.00
1,715.70
392.16
385.41
79.16
LT
LT
00
1
4
7
8
M
S
A
D
T
2
2
2
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 78 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 43.000 1,643.29 2,107.86 464.57 LT 22.00 1.04
Next Dividend Payable 10/2017; Asset Class: Equities
GRAPHIC PACKAGING HOLDING CO (GPK) 11/10/15
2/22/16
236.000
126.000
13.672
11.535
13.190
13.190
3,226.67
1,453.41
3,112.84
1,661.94
(113.83)
208.53
LT
LT
Total 362.000 4,680.08 4,774.78 94.70 LT 109.00 2.28
Next Dividend Payable 10/2017; Asset Class: Equities
GROUP I AUTOMOTIVE INC (GPI) 11/10/15
2/22/16
20.000
3.000
85.275
53.010
59.550
59.550
1,705.51
159.03
1,191.00
178.65
(514.51)
19.62
LT
LT
Total 23.000 1,864.54 1,369.65 (494.89)LT 22.00 1.60
Next Dividend Payable 09/2017; Asset Class: Equities
GULFPORT ENERGY CORP NEW (GPOR) 9/30/16 87.000 27.976 12.620 2,433.89 1,097.94 (1,335.95)ST ——
Asset Class: Equities
HANMI FINANCIAL CORP NEW (HAFC) 8/29/16
9/21/16
56.000
17.000
26.159
26.286
28.650
28.650
1,464.88
446.86
1,604.40
487.05
139.52
40.19
ST
ST
Total 73.000 1,911.74 2,091.45 179.71 ST 61.00 2.91
Next Dividend Payable 08/16/17; 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
94.860
94.860
94.860
1,543.18
251.99
3,448.49
1,707.48
284.58
3,604.68
164.30
32.59
156.19
LT
LT
ST
Total 59.000 5,243.66 5,596.74 196.89
156.19
LT
ST
118.00 2.10
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
18.100
18.100
1,761.03
228.53
1,104.10
181.00
(656.93)
(47.53)
LT
LT
Total 71.000 1,989.56 1,285.10 (704.46)LT 37.00 2.87
Next Dividend Payable 08/2017; Asset Class: Equities
HILLENBRAND INC (HI) 11/10/15 45.000 30.455 36.000 1,370.46 1,620.00 249.54 LT 37.00 2.28
Next Dividend Payable 09/2017; Asset Class: Equities
HUNTINGTON INGALLS INDUSTRIES (HII) 11/10/15
2/22/16
7/21/16
6.000
4.000
3.000
127.644
134.625
168.720
206.110
206.110
206.110
765.86
538.50
506.16
1,236.66
824.44
618.33
470.80
285.94
112.17
LT
LT
LT
Total 13.000 1,810.52 2,679.43 868.91 LT 31.00 1.15
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
104.630
104.630
1,109.42
1,226.61
1,778.71
2,825.01
669.29
1,598.40
LT
LT
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 79 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 44.000 2,336.03 4,603.72 2,267.69 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
104.950
104.950
104.950
628.51
623.82
2,628.54
944.55
944.55
4,093.05
316.04
320.73
1,464.51
LT
LT
LT
Total 57.000 3,880.87 5,982.15 2,101.28 LT ——
Asset Class: Equities
INFINITY PPTY & CASUALTY (IPCC) 11/10/15
2/22/16
14.000
2.000
81.726
80.670
100.050
100.050
1,144.17
161.34
1,400.70
200.10
256.53
38.76
LT
LT
Total 16.000 1,305.51 1,600.80 295.29 LT 37.00 2.31
Next Dividend Payable 09/2017; Asset Class: Equities
INSIGHT ENTERPRISES INC (NSIT) 11/10/15 37.000 26.693 40.520 987.65 1,499.24 511.59 LT ——
Asset Class: Equities
INTEGRA LIFESCIENCES CRP NEW (IART) 11/10/15
2/22/16
22.000
14.000
31.902
29.199
49.660
49.660
701.84
408.79
1,092.52
695.24
390.68
286.45
LT
LT
Total 36.000 1,110.63 1,787.76 677.13 LT ——
Asset Class: Equities
INVESTORS BANCORP INC NEW (ISBC) 11/10/15
2/22/16
157.000
17.000
12.750
11.640
13.280
13.280
2,001.75
197.88
2,084.96
225.76
83.21
27.88
LT
LT
Total 174.000 2,199.63 2,310.72 111.09 LT 56.00 2.42
Next Dividend Payable 08/2017; Asset Class: Equities
JACOBS ENGINEERING GROUP INC (JEC) 5/5/16 29.000 45.879 52.720 1,330.48 1,528.88 198.40 LT 17.00 1.11
Next Dividend Payable 09/2017; Asset Class: Equities
JAGGED PEAK ENERGY INC COM (JAG) 1/30/17 267.000 14.441 14.160 3,855.80 3,780.72 (75.08)ST ——
Asset Class: Equities
JELD WEN HLD INC (JELD) 3/30/17 18.000 32.845 32.650 591.21 587.70 (3.51)ST ——
Asset Class: Equities
JONES LANG LASALLE INC (JLL) 10/28/16
11/28/16
14.000
12.000
97.779
100.016
127.220
127.220
1,368.90
1,200.19
1,781.08
1,526.64
412.18
326.45
ST
ST
Total 26.000 2,569.09 3,307.72 738.63 ST 18.00 0.54
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
42.040
42.040
42.040
673.46
1,246.00
1,583.00
756.72
1,387.32
1,765.68
83.26
141.32
182.68
LT
LT
LT
2/22/16 11.000 34.827 42.040 383.10 462.44 79.34 LT
00
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CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 80 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 104.000 3,885.56 4,372.16 486.60 LT 133.00 3.04
Next Dividend Payable 10/2017; Asset Class: Equities
KOSMOS ENERGY LTD (KOS) 1/27/17 378.000 6.360 6.600 2,404.08 2,494.80 90.72 ST ——
Asset Class: Equities
LA Z BOY INCORPORATED (LZB) 5/17/17 99.000 27.082 33.800 2,681.07 3,346.20 665.13 ST 44.00 1.31
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
106.750
106.750
106.750
4,122.05
725.77
539.34
7,472.50
1,281.00
640.50
3,350.45
555.23
101.16
LT
LT
LT
Total 88.000 5,387.16 9,394.00 4,006.84 LT 176.00 1.87
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
26.030
26.030
26.030
1,131.49
1,598.17
285.90
1,744.01
2,524.91
494.57
612.52
926.74
208.67
LT
LT
LT
1/11/17 21.000 23.660 26.030 496.86 546.63 49.77 ST
Total 204.000 3,512.42 5,310.12 1,747.93
49.77
LT
ST
82.00 1.54
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
59.400
59.400
1,932.35
192.77
1,603.80
178.20
(328.55)
(14.57)
LT
LT
Total 30.000 2,125.12 1,782.00 (343.12)LT ——
Asset Class: Equities
LIONS GATE ENTMNT CORP CL B (LGF'B) 12/12/16 51.000 26.100 27.510 1,331.10 1,403.01 71.91 ST ——
Asset Class: Equities
LITHIA MOTORS INC A (LAD) 9/2/16
9/15/16
41.000
11.000
84.514
91.404
103.250
103.250
3,465.07
1,005.44
4,233.25
1,135.75
768.18
130.31
ST
ST
Total 52.000 4,470.51 5,369.00 898.49 ST 56.00 1.04
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
37.270
37.270
1,143.13
185.27
1,602.61
335.43
459.48
150.16
LT
LT
Total 52.000 1,328.40 1,938.04 609.64 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
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 81 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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 10/2017; Asset Class: Equities
MANPOWERGROUP INC COM (MAN) 11/10/15
2/22/16
14.000
3.000
91.140
78.037
107.150
107.150
1,275.96
234.11
1,500.10
321.45
224.14
87.34
LT
LT
Total 17.000 1,510.07 1,821.55 311.48 LT 32.00 1.75
Next Dividend Payable 12/2017; Asset Class: Equities
MARVELL TECH GROUP LTD (MRVL) 4/5/17 251.000 15.129 15.560 3,797.38 3,905.56 108.18 ST 60.00 1.53
Next Dividend Payable 10/2017; Asset Class: Equities
MAXIMUS INC (MMS) 11/10/15
2/22/16
20.000
4.000
69.103
47.970
60.360
60.360
1,382.06
191.88
1,207.20
241.44
(174.86)
49.56
LT
LT
Total 24.000 1,573.94 1,448.64 (125.30)LT 4.00 0.27
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
8.490
8.490
3,229.31
408.09
4,015.77
517.89
786.46
109.80
LT
LT
Total 534.000 3,637.40 4,533.66 896.26 LT 427.00 9.41
Next Dividend Payable 10/2017; Asset Class: Alt
MINERALS TECHNOLOGY INC (MTX) 11/10/15
2/22/16
39.000
31.000
60.921
49.748
70.800
70.800
2,375.90
1,542.20
2,761.20
2,194.80
385.30
652.60
LT
LT
Total 70.000 3,918.10 4,956.00 1,037.90 LT 14.00 0.28
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
18.600
18.600
863.36
120.94
1,078.80
167.40
215.44
46.46
LT
LT
Total 67.000 984.30 1,246.20 261.90 LT 121.00 9.70
Next Dividend Payable 10/2017; Asset Class: Alt
NATIONAL GEN HLDGS CORP (NGHC) 3/17/17 116.000 23.494 21.210 2,725.25 2,460.36 (264.89)ST 19.00 0.77
Next Dividend Payable 10/2017; Asset Class: Equities
NAVIENT CORP COM (NAVI) 11/10/15
12/2/15
2/22/16
160.000
77.000
195.000
12.687
11.920
10.349
14.750
14.750
14.750
2,029.89
917.86
2,018.00
2,360.00
1,135.75
2,876.25
330.11
217.89
858.25
LT
LT
LT
4/6/17 66.000 14.580 14.750 962.27 973.50 11.23 ST
Total 498.000 5,928.02 7,345.50 1,406.25
11.23
LT
ST
319.00 4.34
Next Dividend Payable 09/2017; Asset Class: Equities
00
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CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 82 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
NAVIGANT CONSULTING INC (NCI) 11/10/15
2/22/16
114.000
24.000
17.378
14.865
16.930
16.930
1,981.13
356.75
1,930.02
406.32
(51.11)
49.57
LT
LT
Total 138.000 2,337.88 2,336.34 (1.54)LT ——
Asset Class: Equities
NELNET INC CL A (NNI) 6/24/16 69.000 32.477 49.090 2,240.90 3,387.21 1,146.31 LT 39.00 1.15
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
63.360
63.360
63.360
468.00
228.46
409.12
823.68
506.88
506.88
355.68
278.42
97.76
LT
LT
LT
Total 29.000 1,105.58 1,837.44 731.86 LT 42.00 2.28
Next Dividend Payable 09/2017; Asset Class: Equities
OFFICE DEPOT (ODP) 5/11/16 362.000 3.708 5.870 1,342.44 2,124.94 782.50 LT 36.00 1.69
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
29.480
29.480
1,292.62
139.05
2,240.48
265.32
947.86
126.27
LT
LT
Total 85.000 1,431.67 2,505.80 1,074.13 LT 68.00 2.71
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
49.250
49.250
1,381.24
1,679.20
1,970.00
1,576.00
588.76
(103.20)
ST
ST
Total 72.000 3,060.44 3,546.00 485.56 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
14.950
14.950
14.950
4,154.68
238.80
1,397.42
5,516.55
448.50
2,317.25
1,361.87
209.70
919.83
LT
LT
LT
1/11/17 34.000 13.475 14.950 458.15 508.30 50.15 ST
Total 588.000 6,249.05 8,790.60 2,491.40
50.15
LT
ST
——
Asset Class: Equities
OWENS & MINOR INC NEW (OMI) 11/10/15
2/22/16
4/29/16
28.000
3.000
5.000
36.650
39.533
36.364
32.230
32.230
32.230
1,026.20
118.60
181.82
902.44
96.69
161.15
(123.76)
(21.91)
(20.67)
LT
LT
LT
Total 36.000 1,326.62 1,160.28 (166.34)LT 37.00 3.18
Next Dividend Payable 09/2017; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 83 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
87.520
87.520
87.520
472.03
174.87
3,391.96
612.64
262.56
4,638.56
140.61
87.69
1,246.60
LT
LT
LT
Total 63.000 4,038.86 5,513.76 1,474.90 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
29.280
29.280
29.280
2,959.79
1,404.37
527.62
4,655.52
2,166.72
907.68
1,695.73
762.35
380.06
LT
LT
LT
7/21/16 16.000 28.034 29.280 448.55 468.48 19.93 LT
Total 280.000 5,340.33 8,198.40 2,858.07 LT ——
Asset Class: Equities
PHARMERICA CORP COM (PMC) 8/22/16
5/17/17
66.000
40.000
22.371
25.313
25.150
25.150
1,476.50
1,012.53
1,659.90
1,006.00
183.40
(6.53)
ST
ST
Total 106.000 2,489.03 2,665.90 176.87 ST ——
Asset Class: Equities
POLYONE CORP (POL) 3/7/17 50.000 32.840 36.580 1,641.98 1,829.00 187.02 ST 27.00 1.47
Next Dividend Payable 10/2017; Asset Class: Equities
PORTLAND GENERAL ELEC CO (POR) 3/15/17 36.000 44.611 44.690 1,605.99 1,608.84 2.85 ST 49.00 3.04
Next Dividend Payable 10/2017; Asset Class: Equities
PRA GROUP INC (PRAA) 5/10/16 53.000 24.958 39.200 1,322.76 2,077.60 754.84 LT ——
Asset Class: Equities
PULTE GROUP INC (PHM) 2/22/16 72.000 17.160 24.420 1,235.52 1,758.24 522.72 LT 26.00 1.47
Next Dividend Payable 10/2017; Asset Class: Equities
QEP RESOURCES INC (QEP) 11/10/15
2/22/16
9/21/16
93.000
6.000
152.000
15.870
11.207
17.569
8.570
8.570
8.570
1,475.91
67.24
2,670.49
797.01
51.42
1,302.64
(678.90)
(15.82)
(1,367.85)
LT
LT
ST
Total 251.000 4,213.64 2,151.07 (694.72)
(1,367.85)
LT
ST
——
Asset Class: Equities
RADIAN GROUP INC (RDN) 11/10/15
2/22/16
230.000
25.000
14.417
10.987
17.420
17.420
3,316.00
274.67
4,006.60
435.50
690.60
160.83
LT
LT
Total 255.000 3,590.67 4,442.10 851.43 LT 3.00 0.06
Next Dividend Payable 09/2017; Asset Class: Equities
00
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CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 84 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
83.190
83.190
83.190
811.48
176.08
264.87
1,164.66
249.57
499.14
353.18
73.49
234.27
LT
LT
LT
Total 23.000 1,252.43 1,913.37 660.94 LT 20.00 1.04
Next Dividend Payable 10/2017; Asset Class: Equities
REALOGY HOLDINGS CORP (RLGY) 11/10/15 38.000 42.320 33.200 1,608.16 1,261.60 (346.56)LT 14.00 1.10
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
140.200
140.200
3,202.15
453.23
4,907.00
701.00
1,704.85
247.77
LT
LT
Total 40.000 3,655.38 5,608.00 1,952.62 LT 80.00 1.42
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
27.970
27.970
27.970
1,624.86
27.50
2,221.25
2,852.94
83.91
2,517.30
1,228.08
56.41
296.05
LT
LT
ST
Total 195.000 3,873.61 5,454.15 1,284.49
296.05
LT
ST
——
Asset Class: Equities
RPX CORPORATION COM (RPXC) 11/10/15
2/22/16
206.000
24.000
14.051
9.797
13.670
13.670
2,894.42
235.13
2,816.02
328.08
(78.40)
92.95
LT
LT
Total 230.000 3,129.55 3,144.10 14.55 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
34.360
34.360
34.360
1,464.84
85.04
1,512.55
1,786.72
137.44
1,271.32
321.88
52.40
(241.23)
LT
LT
ST
Total 93.000 3,062.43 3,195.48 374.28
(241.23)
LT
ST
——
Asset Class: Equities
SCHOLASTIC CP (SCHL) 5/20/16 35.000 37.305 41.430 1,305.67 1,450.05 144.38 LT 21.00 1.44
Next Dividend Payable 09/2017; Asset Class: Equities
SCHWEITZER MAUDUIT INT INC (SWM) 11/10/15
12/14/15
2/22/16
47.000
20.000
27.000
39.744
40.264
33.260
38.420
38.420
38.420
1,867.99
805.28
898.02
1,805.74
768.40
1,037.34
(62.25)
(36.88)
139.32
LT
LT
LT
Total 94.000 3,571.29 3,611.48 40.19 LT 158.00 4.37
Next Dividend Payable 09/2017; Asset Class: Equities
SCRIPPS NETWORKS INTERAC CL A (SNI) 6/24/16 38.000 60.301 87.410 2,291.43 3,321.58 1,030.15 LT 46.00 1.38
Next Dividend Payable 09/2017; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 85 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
SELECT MEDICAL HLDGS CP (SEM) 11/10/15
2/22/16
121.000
11.000
12.154
8.575
16.200
16.200
1,470.59
94.33
1,960.20
178.20
489.61
83.87
LT
LT
Total 132.000 1,564.92 2,138.40 573.48 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
34.730
34.730
34.730
1,429.40
141.04
277.20
1,875.42
208.38
312.57
446.02
67.34
35.37
LT
LT
ST
Total 69.000 1,847.64 2,396.37 513.36
35.37
LT
ST
41.00 1.71
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
28.090
28.090
28.090
292.32
1,757.15
2,594.27
365.17
2,584.28
2,668.55
72.85
827.13
74.28
ST
ST
ST
Total 200.000 4,643.74 5,618.00 974.26 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
11.080
11.080
11.080
1,630.56
126.63
547.17
2,625.96
232.68
509.68
995.40
106.05
(37.49)
LT
LT
ST
Total 304.000 2,304.36 3,368.32 1,101.45
(37.49)
LT
ST
——
Asset Class: Equities
STARWOOD PROPERTY TRUST INC (STWD) 5/13/16
12/6/16
108.000
80.000
20.352
22.140
22.040
22.040
2,198.06
1,771.20
2,380.32
1,763.20
182.26
(8.00)
LT
ST
Total 188.000 3,969.26 4,143.52 182.26
(8.00)
LT
ST
361.00 8.71
Next Dividend Payable 10/2017; Asset Class: Alt
STEEL DYNAMICS INC (STLD) 12/4/15
2/22/16
7/21/16
58.000
107.000
20.000
17.152
18.343
25.931
35.410
35.410
35.410
994.82
1,962.66
518.62
2,053.78
3,788.87
708.20
1,058.96
1,826.21
189.58
LT
LT
LT
Total 185.000 3,476.10 6,550.85 3,074.75 LT 115.00 1.75
Next Dividend Payable 10/2017; Asset Class: Equities
STEVEN MADDEN LTD (SHOO) 11/10/15
12/1/15
2/22/16
61.000
28.000
12.000
33.730
31.893
34.674
41.000
41.000
41.000
2,057.53
893.01
416.09
2,501.00
1,148.00
492.00
443.47
254.99
75.91
LT
LT
LT
6/5/17 38.000 39.237 41.000 1,491.01 1,558.00 66.99 ST
00
1
4
7
8
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2
2
2
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 86 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 139.000 4,857.64 5,699.00 774.37
66.99
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
50.850
50.850
50.850
3,126.67
469.92
660.71
4,627.35
711.90
864.45
1,500.68
241.98
203.74
LT
LT
ST
Total 122.000 4,257.30 6,203.70 1,742.66
203.74
LT
ST
——
Asset Class: Equities
SUNCOKE ENERGY INC COM (SXC) 3/23/17
5/17/17
185.000
147.000
9.018
8.276
8.950
8.950
1,668.26
1,216.57
1,655.75
1,315.65
(12.51)
99.08
ST
ST
Total 332.000 2,884.83 2,971.40 86.57 ST ——
Asset Class: Equities
SVB FNCL GRP (SIVB) 2/22/16
9/21/16
19.000
13.000
87.486
107.563
178.440
178.440
1,662.23
1,398.32
3,390.36
2,319.72
1,728.13
921.40
LT
ST
Total 32.000 3,060.55 5,710.08 1,728.13
921.40
LT
ST
——
Asset Class: Equities
SYKES ENTERPRISES INC (SYKE) 11/10/15
2/22/16
60.000
8.000
31.328
29.861
34.000
34.000
1,879.70
238.89
2,040.00
272.00
160.30
33.11
LT
LT
Total 68.000 2,118.59 2,312.00 193.41 LT ——
Asset Class: Equities
SYNNEX CORP (SNX) 11/10/15
2/22/16
32.000
5.000
94.740
93.850
118.920
118.920
3,031.68
469.25
3,805.44
594.60
773.76
125.35
LT
LT
Total 37.000 3,500.93 4,400.04 899.11 LT 37.00 0.84
Next Dividend Payable 10/2017; 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
12.540
12.540
12.540
344.86
1,039.55
1,051.55
75.24
225.72
225.72
(269.62)
(813.83)
(825.83)
LT
LT
LT
5/8/15 14.000 58.570 12.540 819.98 175.56 (644.42)LT
5/8/15 19.000 58.472 12.540 1,110.96 238.26 (872.70)LT
5/15/15 14.000 57.665 12.540 807.31 175.56 (631.75)LT
6/25/15 38.000 65.516 12.540 2,489.62 476.52 (2,013.10)LT
8/19/15 8.000 57.404 12.540 459.23 100.32 (358.91)LT
8/20/15 9.000 57.071 12.540 513.64 112.86 (400.78)LT
11/10/15 73.000 21.802 12.540 1,591.58 915.42 (676.16)LT
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 87 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
2/22/16 20.000 14.390 12.540 287.80 250.80 (37.00)LT
4/29/16 17.000 17.427 12.540 296.26 213.18 (83.08)LT
Total 254.000 10,812.34 3,185.16 (7,627.18)LT 183.00 5.74
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
14.830
14.830
1,211.63
110.63
1,023.27
103.81
(188.36)
(6.82)
LT
LT
Total 76.000 1,322.26 1,127.08 (195.18)LT 21.00 1.86
Next Dividend Payable 10/2017; Asset Class: Equities
TELETECH HOLDINGS INC (TTEC) 11/10/15
2/22/16
152.000
12.000
28.833
27.209
41.800
41.800
4,382.68
326.51
6,353.60
501.60
1,970.92
175.09
LT
LT
Total 164.000 4,709.19 6,855.20 2,146.01 LT 69.00 1.00
Next Dividend Payable 10/2017; Asset Class: Equities
TEMPUR-PEDIC INT'L INC (TPX) 10/17/16 28.000 51.869 57.670 1,452.34 1,614.76 162.42 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
34.590
34.590
34.590
2,190.90
263.76
469.80
3,770.31
484.26
622.62
1,579.41
220.50
152.82
LT
LT
ST
Total 141.000 2,924.46 4,877.19 1,799.91
152.82
LT
ST
39.00 0.79
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
99.530
99.530
99.530
690.87
188.49
534.70
647.44
300.68
644.36
(43.43)
112.19
109.66
LT
LT
ST
3/15/17 32.000 84.498 99.530 2,703.95 3,184.96 481.01 ST
5/17/17 13.000 81.308 99.530 1,057.01 1,293.89 236.88 ST
Total 61.000 5,175.02 6,071.33 68.76
827.55
LT
ST
134.00 2.20
Next Dividend Payable 09/2017; Asset Class: Equities
TETRA TECH INC (TTEK) 11/10/15
2/22/16
77.000
7.000
26.620
27.523
47.450
47.450
2,049.74
192.66
3,653.65
332.15
1,603.91
139.49
LT
LT
Total 84.000 2,242.40 3,985.80 1,743.40 LT 34.00 0.85
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
78.970
78.970
1,013.26
261.99
1,342.49
394.85
329.23
132.86
LT
LT
Total 22.000 1,275.25 1,737.34 462.09 LT 13.00 0.74
Next Dividend Payable 08/01/17; Asset Class: Equities
00
1
4
7
8
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2
2
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Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 88 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
TUTOR PERINI CORP COM (TPC) 11/10/15
2/22/16
49.000
2.000
15.976
13.075
26.600
26.600
782.84
26.15
1,303.40
53.20
520.56
27.05
LT
LT
Total 51.000 808.99 1,356.60 547.61 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
9.890
9.890
9.890
3,782.55
465.13
2,012.40
4,480.17
603.29
2,314.26
697.62
138.16
301.86
LT
LT
ST
Total 748.000 6,260.08 7,397.72 835.78
301.86
LT
ST
778.00 10.51
Next Dividend Payable 10/2017; Asset Class: Alt
UNIVERSAL CP VA (UVV) 11/10/15
2/22/16
6/24/16
18.000
6.000
35.000
55.266
55.003
55.052
63.950
63.950
63.950
994.78
330.02
1,926.81
1,151.10
383.70
2,238.25
156.32
53.68
311.44
LT
LT
LT
Total 59.000 3,251.61 3,773.05 521.44 LT 127.00 3.36
Next Dividend Payable 08/07/17; Asset Class: Equities
VALIDUS HOLDINGS LTD COM (VR) 11/10/15
2/22/16
7/21/16
28.000
17.000
7.000
45.200
45.134
48.890
53.790
53.790
53.790
1,265.60
767.28
342.23
1,506.12
914.43
376.53
240.52
147.15
34.30
LT
LT
LT
Total 52.000 2,375.11 2,797.08 421.97 LT 79.00 2.82
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
22.670
22.670
3,491.30
438.12
3,695.21
430.73
203.91
(7.39)
ST
ST
Total 182.000 3,929.42 4,125.94 196.52 ST 36.00 0.87
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
50.250
50.250
50.250
3,621.90
344.92
677.94
6,381.75
753.75
1,557.75
2,759.85
408.83
879.81
LT
LT
LT
Total 173.000 4,644.76 8,693.25 4,048.49 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
51.250
51.250
51.250
537.44
1,245.03
2,500.59
563.75
1,332.50
2,921.25
26.31
87.47
420.66
LT
LT
LT
Total 94.000 4,283.06 4,817.50 534.44 LT ——
Asset Class: Equities
WILDHORSE RESOURCE DEV CORP (WRD) 12/15/16 195.000 14.809 13.220 2,887.70 2,577.90 (309.80)ST ——
Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 89 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
WORLD FUEL SERVICES CORP (INT) 11/10/15
2/22/16
3/13/17
125.000
14.000
39.000
45.402
46.089
36.645
32.340
32.340
32.340
5,675.29
645.25
1,429.16
4,042.50
452.76
1,261.26
(1,632.79)
(192.49)
(167.90)
LT
LT
ST
3/14/17 74.000 36.766 32.340 2,720.67 2,393.16 (327.51)ST
5/26/17 48.000 36.054 32.340 1,730.61 1,552.32 (178.29)ST
Total 300.000 12,200.98 9,702.00 (1,825.28)
(673.70)
LT
ST
72.00 0.74
Next Dividend Payable 10/2017; Asset Class: Equities
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 97.16%$461,069.13 $548,989.99 $79,844.36
$8,076.50
LT
ST
$8,784.00 1.60%
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
$16.390
16.390
16.390
$1,233.21
128.07
1,473.61
$1,294.81
163.90
1,540.66
$61.60
35.83
67.05
LT
LT
ST
Total 183.000 2,834.89 2,999.37 97.43
67.05
LT
ST
278.00 9.26
Next Dividend Payable 09/2017; Asset Class: FI & Pref
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
EXCHANGE-TRADED & CLOSED-END FUNDS 0.53%$2,834.89 $2,999.37 $97.43
67.05
LT
ST
$278.00 9.27%
00
1
4
7
8
M
S
A
D
T
2
2
2
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 90 of 120
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $463,904.02 $565,040.39 $79,941.79
$8,143.55
LT
ST
$9,069.00
—
1.60%
TOTAL VALUE (includes accrued interest)100.00%$565,040.39
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.
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 $13,051.03 ——————
Stocks —$512,192.29 —$36,797.70 ———
ETFs & CEFs ——$2,999.37 ————
TOTAL ALLOCATION OF ASSETS $13,051.03 $512,192.29 $2,999.37 $36,797.70 ———
ACTIVITY
INVESTMENT RELATED ACTIVITY
TAXABLE INCOME AND DISTRIBUTIONS
Activity Date Activity Type Description Comments Credits/(Debits)
7/3 Qualified Dividend TEGNA INC COM $5.32
7/5 Qualified Dividend GRAPHIC PACKAGING HOLDING CO 27.15
7/5 Qualified Dividend BROCADE COMMUN SYSTEMS INC 15.29
7/5 Qualified Dividend PULTE GROUP INC 6.48
7/5 Qualified Dividend FIRST CITIZ BANCSHARES A 2.40
7/6 Qualified Dividend KAR AUCTION SVCS INC 33.28
7/6 Qualified Dividend CURTISS WRIGHT CORP 3.64
7/6 Qualified Dividend BELDEN INC 0.90
7/7 Qualified Dividend STEEL DYNAMICS INC 28.68
7/7 Qualified Dividend WORLD FUEL SERVICES CORP 18.00
7/7 Dividend AGNC INVT CORP COM 17.46
7/7 Qualified Dividend POLYONE CORP 6.75
7/7 Qualified Dividend CONVERGYS CORPORATION 6.20
7/11 Qualified Dividend AIR LEASE CORP CL A 17.70
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 91 of 120
TAXABLE INCOME AND DISTRIBUTIONS (CONTINUED)
Activity Date Activity Type Description Comments Credits/(Debits)
7/11 Qualified Dividend FIRST MIDW BNCP DELA 7.00
7/12 Dividend CYS INVESTMENTS INC 146.75
7/14 Dividend STARWOOD PROPERTY TRUST INC 90.24
7/14 Dividend BLACKSTONE MTG TRUST INC CL A 32.86
7/14 Qualified Dividend AMDOCS LIMITED ORD 14.96
7/14 Qualified Dividend GRANITE CONSTR INC 5.59
7/17 Qualified Dividend MAIDEN HOLDINGS LTD SHS 82.35
7/17 Qualified Dividend COLONY NORTHSTAR INC 71.01
7/17 Dividend ARES COMMERCIAL REAL EST CORP 67.50
7/17 Qualified Dividend PORTLAND GENERAL ELEC CO 12.24
7/17 Qualified Dividend AXIS CAPITAL HOLDINGS LTD 9.88
7/17 Qualified Dividend RAYMOND JAMES FINCL INC 5.06
7/17 Qualified Dividend NATIONAL GEN HLDGS CORP 4.64
7/21 Qualified Dividend MARVELL TECH GROUP LTD 15.06
7/27 Dividend TWO HARBORS INVT CORP COM 194.48
7/27 Dividend MTGE INVT CORP 30.15
7/28 Dividend MFA FINANCIAL INC 106.80
7/28 Qualified Dividend CLUBCORP HLDGS INC 43.03
7/28 Dividend ANWORTH MORTGAGE ASSET CORP 24.15
7/28 Dividend CHATHAM LODGING TRUST COM 14.74
7/28 Qualified Dividend FOOT LOCKER INC 10.54
7/28 Qualified Dividend SYNNEX CORP 9.25
7/31 Qualified Dividend BANKUNITED INC 21.84
7/31 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 07/01-07/31)
0.56
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $1,209.93
TOTAL QUALIFIED DIVIDENDS $484.24
TOTAL OTHER DIVIDENDS $725.13
TOTAL INTEREST $0.56
CASH RELATED ACTIVITY
OTHER CREDITS AND DEBITS
Activity Date Activity Type Description Comments Credits/(Debits)
7/17 Service Fee 3RD QTR ADVISORY FEE $(912.54)
TOTAL OTHER CREDITS AND DEBITS $(912.54)
TOTAL OTHER DEBITS $(912.54)
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
7/3 Automatic Investment BANK DEPOSIT PROGRAM $5.32
00
1
4
7
8
M
S
A
D
T
2
2
2
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 92 of 120
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY (CONTINUED)
Activity
Date Activity Type Description Credits/(Debits)
7/5 Automatic Redemption BANK DEPOSIT PROGRAM (1,600.11)
7/6 Automatic Investment BANK DEPOSIT PROGRAM 37.82
7/7 Automatic Investment BANK DEPOSIT PROGRAM 77.09
7/11 Automatic Investment BANK DEPOSIT PROGRAM 24.70
7/12 Automatic Investment BANK DEPOSIT PROGRAM 146.75
7/14 Automatic Investment BANK DEPOSIT PROGRAM 143.65
7/17 Automatic Investment BANK DEPOSIT PROGRAM 252.68
7/18 Automatic Redemption BANK DEPOSIT PROGRAM (912.54)
7/21 Automatic Investment BANK DEPOSIT PROGRAM 15.06
7/27 Automatic Investment BANK DEPOSIT PROGRAM 224.63
7/28 Automatic Investment BANK DEPOSIT PROGRAM 208.51
7/31 Automatic Investment BANK DEPOSIT PROGRAM 21.84
7/31 Automatic Investment BANK DEPOSIT PROGRAM 0.56
NET ACTIVITY FOR PERIOD $(1,354.04)
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.
Important Information About Advisory Accounts
Please notify your Financial Advisor if there have been any changes in your financial situation or investment objectives, or if you wish to impose any reasonable restrictions on the management of your Investment
Advisory accounts, or to reasonably modify existing restrictions.
For a copy of the applicable ADV Brochure for Morgan Stanley Smith Barney LLC, or for any investment adviser with whom we contract to manage your investment advisory account, please visit
www.morganstanley.com/ADV, or contact your Financial Advisor. These ADV Brochures contain important information about advisory programs.
CONSOLIDATED
SUMMARY
PERSONAL
ACCOUNTS
RETIREMENT
ACCOUNTS
EDUCATION
ACCOUNTS
TRUST
ACCOUNTS
BUSINESS
ACCOUNTS
Select UMA Active Assets Account
660-110265-095
CHANGE IN VALUE OF YOUR ACCOUNTS (includes accrued interest)
This Period
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)
TOTAL BEGINNING VALUE $552,563.17 $480,857.03
Credits ——
Debits (905.29)(2,521.68)
Security Transfers ——
Net Credits/Debits/Transfers $(905.29)$(2,521.68)
Change in Value 6,204.38 79,526.91
TOTAL ENDING VALUE $557,862.26 $557,862.26
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period July 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
JUL AUG SEP OCT NOV DEC JAN FEB MAR APR MAY JUN JUL
420
450
480
510
540
570
($
)
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 93 of 120
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Market Value Percentage
Cash $7,660.26 1.37
Equities 550,202.00 98.63
TOTAL VALUE $557,862.26 100.00%
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 July 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 94 of 120
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 6/30/17)
This Period
(as of 7/31/17)
Cash, BDP, MMFs $12,628.13 $2,367.47
Stocks 539,935.04 550,202.00
Net Unsettled Purchases/Sales —5,292.79
Total Assets $552,563.17 $557,862.26
Total Liabilities (outstanding balance)——
TOTAL VALUE $552,563.17 $557,862.26
CASH FLOW
This Period
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)
OPENING CASH, BDP, MMFs $12,628.13 $8,018.47
Purchases (24,089.63)(66,997.55)
Sales and Redemptions 19,880.47 67,745.61
Net Unsettled Purch/Sales (5,292.79)(5,292.79)
Income and Distributions 146.58 1,415.41
Total Investment Related Activity $(9,355.37)$(3,129.32)
Other Debits (905.29)(2,521.68)
Total Cash Related Activity $(905.29)$(2,521.68)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $2,367.47 $2,367.47
INCOME AND DISTRIBUTION SUMMARY
This Period
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)
Qualified Dividends $146.22 $1,414.44
Interest 0.36 0.97
Total Taxable Income And Distributions $146.58 $1,415.41
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $146.58 $1,415.41
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
(7/1/17-7/31/17)
Realized This Year
(1/1/17-7/31/17)
Unrealized
Inception to Date
(as of 7/31/17)
Short-Term Gain $401.39 $4,820.60 $8,063.04
Short-Term (Loss)(50.44)(50.44)(6,975.98)
Total Short-Term $350.95 $4,770.16 $1,087.06
Long-Term Gain 1,971.63 8,375.95 113,758.61
Long-Term (Loss)(1,807.39)(9,278.65)(15,576.69)
Total Long-Term $164.24 $(902.70)$98,181.92
TOTAL GAIN/(LOSS)$515.19 $3,867.46 $99,268.98
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
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)
Foreign Tax Paid —$16.98
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110265-095
Investment Objectives †: Capital Appreciation,Income Investment Advisory Account
Manager:Riverbridge Partners - SMID Growth
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 95 of 120
† 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 #$2,367.47 —$1.00 0.050
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs $2,367.47 $1.00
NET UNSETTLED PURCHASES/SALES $5,292.79
CASH, BDP, AND MMFs (PROJECTED SETTLED BALANCE)1.37%$7,660.26
# Bank Deposits are held at Morgan Stanley Bank, N.A. and/or Morgan Stanley Private Bank, National Association, affiliates of Morgan Stanley Smith Barney LLC and each a national bank and FDIC member.
The “Projected Settled Balance” includes accrued interest on deposits and reflects the impact of unsettled purchases/sales.
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CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 96 of 120
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
$51.750
51.750
51.750
$2,374.49
466.98
1,838.87
$3,415.50
672.75
2,639.25
$1,041.01
205.77
800.38
ST
ST
ST
5/26/17 1.000 43.630 51.750 43.63 51.75 8.12 ST
Total 131.000 4,723.97 6,779.25 2,055.28 ST ——
Asset Class: Equities
ACUITY BRANDS INC (AYI) 11/10/15
2/16/16
2/10/17
40.000
2.000
17.000
210.959
185.555
211.070
202.650
202.650
202.650
8,438.37
371.11
3,588.19
8,106.00
405.30
3,445.05
(332.37)
34.19
(143.14)
LT
LT
ST
Total 59.000 12,397.67 11,956.35 (298.18)
(143.14)
LT
ST
31.00 0.25
Next Dividend Payable 08/01/17; Asset Class: Equities
ALARM COM HLDGS INC COM (ALRM) 6/13/17 159.000 36.265 38.030 5,766.20 6,046.77 280.57 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
129.550
129.550
129.550
5,994.95
679.21
808.02
8,420.75
1,036.40
1,165.95
2,425.80
357.19
357.93
LT
LT
LT
4/26/16 10.000 91.014 129.550 910.14 1,295.50 385.36 LT
4/27/16 10.000 90.984 129.550 909.84 1,295.50 385.66 LT
4/28/16 22.000 90.875 129.550 1,999.25 2,850.10 850.85 LT
Total 124.000 11,301.41 16,064.20 4,762.79 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
138.320
138.320
138.320
4,746.06
6,252.65
1,275.46
4,702.88
7,330.96
1,383.20
(43.18)
1,078.31
107.74
LT
LT
LT
6/24/16 17.000 131.236 138.320 2,231.01 2,351.44 120.43 LT
Total 114.000 14,505.18 15,768.48 1,263.30 LT ——
Asset Class: Equities
BEACON ROOFING SUPPLY INC (BECN) 1/12/15 151.000 27.079 45.930 4,088.97 6,935.43 2,846.46 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
115.910
115.910
115.910
181.78
7,835.98
523.33
231.82
9,852.35
695.46
50.04
2,016.37
172.13
LT
LT
LT
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 97 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 93.000 8,541.09 10,779.63 2,238.54 LT 119.00 1.10
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
10.500
10.500
10.500
1,006.92
3,273.31
298.14
735.00
1,627.50
273.00
(271.92)
(1,645.81)
(25.14)
LT
LT
LT
Total 251.000 4,578.37 2,635.50 (1,942.87)LT ——
Asset Class: Equities
CHEMED CORPORATION (CHE) 1/12/15
2/16/16
55.000
6.000
103.282
134.255
197.500
197.500
5,680.50
805.53
10,862.50
1,185.00
5,182.00
379.47
LT
LT
Total 61.000 6,486.03 12,047.50 5,561.47 LT 63.00 0.52
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
95.060
95.060
2,801.72
516.79
7,414.68
1,425.90
4,612.96
909.11
LT
LT
Total 93.000 3,318.51 8,840.58 5,522.07 LT 32.00 0.36
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
275.550
275.550
275.550
1,288.62
12,470.47
969.64
2,479.95
19,288.50
1,653.30
1,191.33
6,818.03
683.66
LT
LT
LT
Total 85.000 14,728.73 23,421.75 8,693.02 LT ——
Asset Class: Equities
DIPLOMAT PHARMACY,INC. (DPLO) 10/18/16
10/19/16
10/21/16
23.000
27.000
38.000
28.397
27.992
28.955
15.870
15.870
15.870
653.14
755.79
1,100.29
365.01
428.49
603.06
(288.13)
(327.30)
(497.23)
ST
ST
ST
10/24/16 115.000 28.853 15.870 3,318.14 1,825.05 (1,493.09)ST
10/25/16 50.000 28.878 15.870 1,443.89 793.50 (650.39)ST
Total 253.000 7,271.25 4,015.11 (3,256.14)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
78.080
78.080
78.080
864.10
2,095.02
2,074.39
1,405.44
3,513.60
3,435.52
541.34
1,418.58
1,361.13
LT
LT
LT
2/16/16 9.000 42.950 78.080 386.55 702.72 316.17 LT
Total 116.000 5,420.06 9,057.28 3,637.22 LT ——
Asset Class: Equities
ELLIE MAE INC (ELLI) 12/1/16 85.000 79.999 87.220 6,799.94 7,413.70 613.76 ST ——
Asset Class: Equities
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CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 98 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
EVOLENT HEALTH INC CL A (EVH) 6/13/17
6/14/17
175.000
23.000
25.317
26.433
24.700
24.700
4,430.42
607.96
4,322.50
568.10
(107.92)
(39.86)
ST
ST
Total 198.000 5,038.38 4,890.60 (147.78)ST ——
Asset Class: Equities
EXLSERVICE HLDGS INC (EXLS) 12/12/16 155.000 49.917 57.550 7,737.15 8,920.25 1,183.10 ST ——
Asset Class: Equities
FASTENAL CO (FAST) 11/10/15
2/16/16
320.000
32.000
40.747
43.587
42.960
42.960
13,038.94
1,394.79
13,747.20
1,374.72
708.26
(20.07)
LT
LT
Total 352.000 14,433.73 15,121.92 688.19 LT 451.00 2.98
Next Dividend Payable 08/23/17; 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
38.450
38.450
38.450
797.77
755.25
1,755.05
769.00
730.55
1,730.25
(28.77)
(24.70)
(24.80)
LT
LT
LT
2/19/15 77.000 39.132 38.450 3,013.19 2,960.65 (52.54)LT
2/16/16 13.000 26.236 38.450 341.07 499.85 158.78 LT
Total 174.000 6,662.33 6,690.30 27.97 LT 49.00 0.73
Next Dividend Payable 10/2017; Asset Class: Equities
FIVE BELOW (FIVE) 1/12/15
2/16/16
185.000
82.000
34.907
35.504
48.310
48.310
6,457.85
2,911.33
8,937.35
3,961.42
2,479.50
1,050.09
LT
LT
Total 267.000 9,369.18 12,898.77 3,529.59 LT ——
Asset Class: Equities
GENTEX CORP (GNTX) 1/12/15
2/16/16
286.000
74.000
17.590
14.177
17.020
17.020
5,030.74
1,049.08
4,867.72
1,259.48
(163.02)
210.40
LT
LT
Total 360.000 6,079.82 6,127.20 47.38 LT 144.00 2.35
Next Dividend Payable 10/2017; Asset Class: Equities
GLOBANT S.A (GLOB) 7/13/17
7/14/17
72.000
115.000
41.071
42.812
45.970
45.970
2,957.09
4,923.37
3,309.84
5,286.55
352.75
363.18
ST
ST
Total 187.000 7,880.46 8,596.39 715.93 ST ——
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
73.570
73.570
73.570
3,785.28
1,620.09
816.00
6,327.02
2,722.09
1,397.83
2,541.74
1,102.00
581.83
LT
LT
LT
7/28/15 15.000 42.932 73.570 643.98 1,103.55 459.57 LT
8/3/15 15.000 43.031 73.570 645.47 1,103.55 458.08 LT
8/4/15 55.000 42.905 73.570 2,359.78 4,046.35 1,686.57 LT
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 99 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
2/16/16 24.000 34.275 73.570 822.60 1,765.68 943.08 LT
Total 251.000 10,693.20 18,466.07 7,772.87 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
23.620
23.620
23.620
385.91
498.14
607.41
330.68
425.16
519.64
(55.23)
(72.98)
(87.77)
ST
ST
ST
10/28/16 58.000 26.649 23.620 1,545.65 1,369.96 (175.69)ST
11/2/16 80.000 26.308 23.620 2,104.60 1,889.60 (215.00)ST
11/3/16 76.000 24.029 23.620 1,826.22 1,795.12 (31.10)ST
Total 268.000 6,967.93 6,330.16 (637.77)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
80.370
80.370
80.370
1,455.12
2,258.01
2,275.17
2,571.84
3,938.13
3,857.76
1,116.72
1,680.12
1,582.59
LT
LT
LT
2/16/16 13.000 44.965 80.370 584.55 1,044.81 460.26 LT
6/22/16 6.000 54.030 80.370 324.18 482.22 158.04 LT
6/24/16 11.000 52.311 80.370 575.42 884.07 308.65 LT
6/29/16 9.000 57.687 80.370 519.18 723.33 204.15 LT
7/12/16 39.000 47.668 80.370 1,859.04 3,134.43 1,275.39 LT
5/26/17 2.000 74.515 80.370 149.03 160.74 11.71 ST
Total 209.000 9,999.70 16,797.33 6,785.92
11.71
LT
ST
33.00 0.19
Next Dividend Payable 01/2018; 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
182.210
182.210
182.210
2,449.12
3,525.20
485.03
2,915.36
4,190.83
546.63
466.24
665.63
61.60
LT
LT
LT
Total 42.000 6,459.35 7,652.82 1,193.47 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
52.250
52.250
52.250
4,293.04
792.12
3,880.88
7,367.25
1,254.00
6,113.25
3,074.21
461.88
2,232.37
LT
LT
LT
6/23/15 47.000 33.452 52.250 1,572.24 2,455.75 883.51 LT
2/16/16 30.000 34.847 52.250 1,045.41 1,567.50 522.09 LT
Total 359.000 11,583.69 18,757.75 7,174.06 LT 271.00 1.44
Next Dividend Payable 09/2017; Asset Class: Equities
IHS MARKIT LTD (INFO) 7/13/16 286.000 32.880 46.650 9,403.68 13,341.90 3,938.22 LT ——
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CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 100 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
11.790
11.790
11.790
1,298.05
2,633.78
728.00
1,827.45
4,421.25
1,061.10
529.40
1,787.47
333.10
LT
LT
LT
2/16/16 56.000 6.581 11.790 368.54 660.24 291.70 LT
Total 676.000 5,028.37 7,970.04 2,941.67 LT ——
Asset Class: Equities
INOVALON HLDGS INC COM CL A (INOV) 2/17/16
2/17/16
2/19/16
7.000
14.000
20.000
18.647
18.781
19.538
12.700
12.700
12.700
130.53
262.93
390.75
88.90
177.80
254.00
(41.63)
(85.13)
(136.75)
LT
LT
LT
2/22/16 117.000 19.547 12.700 2,287.03 1,485.90 (801.13)LT
2/25/16 45.000 17.654 12.700 794.42 571.50 (222.92)LT
2/26/16 61.000 16.423 12.700 1,001.83 774.70 (227.13)LT
3/2/16 18.000 17.375 12.700 312.75 228.60 (84.15)LT
3/4/16 41.000 17.944 12.700 735.70 520.70 (215.00)LT
3/7/16 22.000 17.976 12.700 395.47 279.40 (116.07)LT
Total 345.000 6,311.41 4,381.50 (1,929.91)LT ——
Asset Class: Equities
INTL FLAVORS & FRAGRANCES (IFF) 11/10/15
2/16/16
55.000
3.000
114.785
106.800
133.180
133.180
6,313.18
320.40
7,324.90
399.54
1,011.72
79.14
LT
LT
Total 58.000 6,633.58 7,724.44 1,090.86 LT 148.00 1.91
Next Dividend Payable 10/2017; Asset Class: Equities
LKQ CORPORATION (LKQ) 11/10/15
2/16/16
299.000
46.000
30.035
25.600
34.560
34.560
8,980.38
1,177.60
10,333.44
1,589.76
1,353.06
412.16
LT
LT
Total 345.000 10,157.98 11,923.20 1,765.22 LT ——
Asset Class: Equities
MAXIMUS INC (MMS) 1/12/15
2/16/16
125.000
14.000
53.796
47.779
60.360
60.360
6,724.44
668.90
7,545.00
845.04
820.56
176.14
LT
LT
Total 139.000 7,393.34 8,390.04 996.70 LT 25.00 0.29
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
46.980
46.980
46.980
263.96
8,847.54
973.38
234.90
6,342.30
704.70
(29.06)
(2,505.24)
(268.68)
LT
LT
LT
Total 155.000 10,084.88 7,281.90 (2,802.98)LT ——
Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 101 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
MIDDLEBY CORP DEL (MIDD) 11/10/15
2/16/16
75.000
6.000
118.080
84.142
130.680
130.680
8,856.00
504.85
9,801.00
784.08
945.00
279.23
LT
LT
Total 81.000 9,360.85 10,585.08 1,224.23 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
41.140
41.140
41.140
10,994.80
948.76
2,240.61
14,974.96
1,398.76
3,373.48
3,980.16
450.00
1,132.87
LT
LT
LT
6/27/16 13.000 26.030 41.140 338.39 534.82 196.43 LT
6/29/16 38.000 26.365 41.140 1,001.88 1,563.32 561.44 LT
7/13/16 27.000 28.782 41.140 777.11 1,110.78 333.67 LT
Total 558.000 16,301.55 22,956.12 6,654.57 LT 469.00 2.04
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
65.870
65.870
3,138.20
677.09
4,281.55
922.18
1,143.35
245.09
LT
LT
Total 79.000 3,815.29 5,203.73 1,388.44 LT ——
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
39.200
39.200
39.200
10,190.72
454.47
727.18
7,095.20
431.20
705.60
(3,095.52)
(23.27)
(21.58)
LT
LT
LT
12/2/15 14.000 39.699 39.200 555.78 548.80 (6.98)LT
12/3/15 7.000 39.320 39.200 275.24 274.40 (0.84)LT
12/7/15 4.000 38.740 39.200 154.96 156.80 1.84 LT
12/8/15 5.000 38.584 39.200 192.92 196.00 3.08 LT
12/9/15 16.000 38.640 39.200 618.24 627.20 8.96 LT
2/16/16 18.000 27.189 39.200 489.40 705.60 216.20 LT
12/12/16 62.000 38.067 39.200 2,360.17 2,430.40 70.23 ST
Total 336.000 16,019.08 13,171.20 (2,918.11)
70.23
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
28.830
28.830
28.830
341.07
280.61
194.45
461.28
374.79
259.47
120.21
94.18
65.02
LT
LT
LT
8/6/15 34.000 21.580 28.830 733.72 980.22 246.50 LT
8/6/15 23.000 21.630 28.830 497.49 663.09 165.60 LT
8/11/15 35.000 21.055 28.830 736.94 1,009.05 272.11 LT
8/13/15 17.000 20.457 28.830 347.77 490.11 142.34 LT
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CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 102 of 120
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 28.830 556.23 778.41 222.18 LT
8/24/15 21.000 20.572 28.830 432.01 605.43 173.42 LT
8/27/15 16.000 21.069 28.830 337.11 461.28 124.17 LT
2/16/16 21.000 10.597 28.830 222.54 605.43 382.89 LT
10/21/16 24.000 21.884 28.830 525.21 691.92 166.71 ST
10/24/16 45.000 22.306 28.830 1,003.75 1,297.35 293.60 ST
10/25/16 22.000 22.142 28.830 487.12 634.26 147.14 ST
10/26/16 29.000 22.200 28.830 643.80 836.07 192.27 ST
Total 352.000 7,339.82 10,148.16 2,008.62
799.72
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
73.900
73.900
73.900
6,523.65
2,561.07
656.89
7,759.50
2,512.60
665.10
1,235.85
(48.47)
8.21
LT
LT
LT
8/4/15 12.000 73.076 73.900 876.91 886.80 9.89 LT
2/16/16 14.000 60.511 73.900 847.15 1,034.60 187.45 LT
Total 174.000 11,465.67 12,858.60 1,392.93 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
28.230
28.230
28.230
7,785.09
785.29
156.22
8,440.77
959.82
141.15
655.68
174.53
(15.07)
LT
LT
ST
Total 338.000 8,726.60 9,541.74 830.21
(15.07)
LT
ST
230.00 2.41
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
43.410
43.410
5,956.84
699.50
11,937.75
1,128.66
5,980.91
429.16
LT
LT
Total 301.000 6,656.34 13,066.41 6,410.07 LT 138.00 1.05
Next Dividend Payable 09/2017; Asset Class: Equities
SNAP-ON INC (SNA) 2/1/17 39.000 180.120 154.200 7,024.68 6,013.80 (1,010.88)ST 111.00 1.84
Next Dividend Payable 09/2017; Asset Class: Equities
TYLER TECHNOLOGIES INC (TYL) 7/13/17
7/14/17
18.000
29.000
173.797
175.574
171.810
171.810
3,128.35
5,091.64
3,092.58
4,982.49
(35.77)
(109.15)
ST
ST
Total 47.000 8,219.99 8,075.07 (144.92)ST ——
Asset Class: Equities
ULTIMATE SOFTWARE GP INC (ULTI) 1/12/15
2/16/16
95.000
9.000
144.503
160.030
225.710
225.710
13,727.80
1,440.27
21,442.45
2,031.39
7,714.65
591.12
LT
LT
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 103 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 104.000 15,168.07 23,473.84 8,305.77 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
38.530
38.530
38.530
6,222.24
597.28
471.83
3,120.93
655.01
462.36
(3,101.31)
57.73
(9.47)
LT
LT
ST
9/20/16 16.000 38.844 38.530 621.50 616.48 (5.02)ST
10/4/16 9.000 40.076 38.530 360.68 346.77 (13.91)ST
10/7/16 11.000 40.341 38.530 443.75 423.83 (19.92)ST
10/11/16 9.000 40.982 38.530 368.84 346.77 (22.07)ST
10/12/16 48.000 42.658 38.530 2,047.58 1,849.44 (198.14)ST
Total 203.000 11,133.70 7,821.59 (3,043.58)
(268.53)
LT
ST
——
Asset Class: Equities
VEEVA SYS INC CL A (VEEV) 12/11/15
12/14/15
12/15/15
56.000
44.000
66.000
26.336
26.653
27.216
63.760
63.760
63.760
1,474.84
1,172.71
1,796.26
3,570.56
2,805.44
4,208.16
2,095.72
1,632.73
2,411.90
LT
LT
LT
12/16/15 59.000 28.085 63.760 1,657.01 3,761.84 2,104.83 LT
2/16/16 26.000 21.617 63.760 562.04 1,657.76 1,095.72 LT
5/26/17 1.000 66.870 63.760 66.87 63.76 (3.11)ST
Total 252.000 6,729.73 16,067.52 9,340.90
(3.11)
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
39.650
39.650
39.650
1,673.77
659.69
1,188.42
1,189.50
436.15
793.00
(484.27)
(223.54)
(395.42)
LT
LT
LT
7/27/15 14.000 58.101 39.650 813.42 555.10 (258.32)LT
7/30/15 6.000 57.997 39.650 347.98 237.90 (110.08)LT
7/31/15 17.000 57.850 39.650 983.45 674.05 (309.40)LT
8/5/15 7.000 58.576 39.650 410.03 277.55 (132.48)LT
2/16/16 11.000 30.966 39.650 340.63 436.15 95.52 LT
6/24/16 90.000 33.800 39.650 3,042.00 3,568.50 526.50 LT
5/26/17 5.000 41.486 39.650 207.43 198.25 (9.18)ST
Total 211.000 9,666.82 8,366.15 (1,291.49)
(9.18)
LT
ST
——
Asset Class: Equities
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CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 104 of 120
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
87.260
87.260
87.260
9,215.70
886.17
4,075.54
11,343.80
1,134.38
4,275.74
2,128.10
248.21
200.20
LT
LT
ST
Total 192.000 14,177.41 16,753.92 2,376.31
200.20
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
137.570
137.570
137.570
3,638.43
953.60
2,220.28
4,677.38
1,238.13
3,026.54
1,038.95
284.53
806.26
ST
ST
ST
Total 65.000 6,812.31 8,942.05 2,129.74 ST ——
Asset Class: Equities
WAGEWORKS INC COM (WAGE) 4/27/17 103.000 74.853 65.200 7,709.83 6,715.60 (994.23)ST ——
Asset Class: Equities
WATSCO INC (WSO) 7/13/17
7/14/17
26.000
27.000
150.662
150.813
150.770
150.770
3,917.22
4,071.96
3,920.02
4,070.79
2.80
(1.17)
ST
ST
Total 53.000 7,989.18 7,990.81 1.63 ST 265.00 3.31
Next Dividend Payable 10/2017; Asset Class: Equities
WEST PHARMACEUTICAL SVCS INC (WST) 4/27/17
5/26/17
90.000
5.000
92.066
96.926
88.700
88.700
8,285.93
484.63
7,983.00
443.50
(302.93)
(41.13)
ST
ST
Total 95.000 8,770.56 8,426.50 (344.06)ST 53.00 0.62
Next Dividend Payable 08/02/17; Asset Class: Equities
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 98.63%$450,933.02 $550,202.00 $98,181.92
$1,087.06
LT
ST
$2,632.00 0.48%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $450,933.02 $557,862.26 $98,181.92
$1,087.06
LT
ST
$2,633.00
—
0.47%
TOTAL VALUE (includes accrued interest)100.00%$557,862.26
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.
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 105 of 120
ALLOCATION OF ASSETS
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $7,660.26 ——————
Stocks —$550,202.00 —————
TOTAL ALLOCATION OF ASSETS $7,660.26 $550,202.00 —————
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
7/13 7/18 Sold PATTERSON COMPANIES INC ACTED AS AGENT 129.000 $43.1871 $5,571.01
7/13 7/18 Sold CHEMED CORPORATION ACTED AS AGENT 20.000 201.8684 4,037.27
7/13 7/18 Sold STRATASYS LTD SHS ACTED AS AGENT 135.000 23.7204 3,202.17
7/13 7/18 Bought WATSCO INC ACTED AS AGENT 26.000 150.6624 (3,917.22)
7/13 7/18 Bought TYLER TECHNOLOGIES INC ACTED AS AGENT 18.000 173.7974 (3,128.35)
7/13 7/18 Bought GLOBANT S.A ACTED AS AGENT 72.000 41.0707 (2,957.09)
7/14 7/19 Sold PATTERSON COMPANIES INC ACTED AS AGENT 41.000 43.3484 1,777.23
7/14 7/19 Bought TYLER TECHNOLOGIES INC ACTED AS AGENT 29.000 175.5737 (5,091.64)
7/14 7/19 Bought GLOBANT S.A ACTED AS AGENT 115.000 42.8119 (4,923.37)
7/14 7/19 Bought WATSCO INC ACTED AS AGENT 27.000 150.8132 (4,071.96)
7/31 8/3 Sold NOVADAQ TECH INC ACTED AS AGENT 452.000 11.7100 5,292.79
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $(4,209.16)
TOTAL PURCHASES $(24,089.63)
TOTAL SALES AND REDEMPTIONS $19,880.47
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)
7/31 8/3 Sold NOVADAQ TECH INC UNSETTLED SALE 452.000 $11.7100 $5,292.79
NET UNSETTLED PURCHASES/SALES $5,292.79
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)
7/6 Qualified Dividend FINANCIAL ENGINES $12.18
7/7 Qualified Dividend INTL FLAVORS & FRAGRANCES 37.12
7/19 Qualified Dividend GENTEX CORP 36.00
7/19 Qualified Dividend HEICO CORP NEW 16.72
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CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 106 of 120
TAXABLE INCOME AND DISTRIBUTIONS (CONTINUED)
Activity Date Activity Type Description Comments Credits/(Debits)
7/28 Qualified Dividend PATTERSON COMPANIES INC 44.20
7/31 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 07/01-07/31)
0.36
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $146.58
TOTAL QUALIFIED DIVIDENDS $146.22
TOTAL INTEREST $0.36
CASH RELATED ACTIVITY
OTHER CREDITS AND DEBITS
Activity Date Activity Type Description Comments Credits/(Debits)
7/17 Service Fee 3RD QTR ADVISORY FEE $(905.29)
TOTAL OTHER CREDITS AND DEBITS $(905.29)
TOTAL OTHER DEBITS $(905.29)
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
7/6 Automatic Investment BANK DEPOSIT PROGRAM $12.18
7/7 Automatic Investment BANK DEPOSIT PROGRAM 37.12
7/18 Automatic Redemption BANK DEPOSIT PROGRAM (905.29)
7/19 Automatic Redemption BANK DEPOSIT PROGRAM (9,449.23)
7/28 Automatic Investment BANK DEPOSIT PROGRAM 44.20
7/31 Automatic Investment BANK DEPOSIT PROGRAM 0.36
NET ACTIVITY FOR PERIOD $(10,260.66)
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
CHEMED CORPORATION 01/12/15 07/13/17 20.000 $4,037.27 $2,065.64 $1,971.63
PATTERSON COMPANIES INC 11/10/15 07/13/17 129.000 5,571.01 6,194.18 (623.17)
11/10/15 07/14/17 26.000 1,127.02 1,248.44 (121.42)
02/16/16 07/14/17 15.000 650.21 652.57 (2.36)
STRATASYS LTD SHS 07/30/15 07/13/17 124.000 2,941.25 4,001.69 (1,060.44)
Long-Term This Period $14,326.76 $14,162.52 $164.24
Long-Term Year to Date $53,154.50 $54,057.20 $(902.70)
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 107 of 120
SHORT-TERM GAIN/(LOSS)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
NOVADAQ TECH INC 10/18/16 07/31/17 42.000 491.81 444.18 47.63
10/19/16 07/31/17 56.000 655.74 593.42 62.32
10/20/16 07/31/17 24.000 281.03 251.53 29.50
10/26/16 07/31/17 134.000 1,569.10 1,425.48 143.62
10/27/16 07/31/17 19.000 222.48 201.20 21.28
10/28/16 07/31/17 17.000 199.07 180.53 18.54
10/31/16 07/31/17 31.000 363.00 343.06 19.94
11/01/16 07/31/17 129.000 1,510.56 1,452.00 58.56
STRATASYS LTD SHS 05/26/17 07/13/17 11.000 260.92 311.36 (50.44)
Short-Term This Period $5,553.71 $5,202.76 $350.95
Short-Term Year to Date $14,591.11 $9,820.95 $4,770.16
Net Realized Gain/(Loss) This Period $19,880.47 $19,365.28 $515.19
Net Realized Gain/(Loss) Year to Date $67,745.61 $63,878.15 $3,867.46
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.
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 108 of 120
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
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)
TOTAL BEGINNING VALUE $480,122.58 $463,790.60
Credits ——
Debits (629.29)(93,989.78)
Security Transfers ——
Net Credits/Debits/Transfers $(629.29)$(93,989.78)
Change in Value 18,892.99 128,585.46
TOTAL ENDING VALUE $498,386.28 $498,386.28
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period July 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
JUL AUG SEP OCT NOV DEC JAN FEB MAR APR MAY JUN JUL
300
500
700
900
1,100
1,300
($
)
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 109 of 120
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Market Value Percentage
Cash $1,965.71 0.39
Equities 496,420.57 99.61
TOTAL VALUE $498,386.28 100.00%
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 July 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 110 of 120
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 6/30/17)
This Period
(as of 7/31/17)
Cash, BDP, MMFs $2,534.97 $1,965.71
Stocks 477,587.61 496,420.57
Total Assets $480,122.58 $498,386.28
Total Liabilities (outstanding balance)——
TOTAL VALUE $480,122.58 $498,386.28
CASH FLOW
This Period
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)
OPENING CASH, BDP, MMFs $2,534.97 $2,650.53
Purchases —(105,883.35)
Sales and Redemptions —194,120.07
2016 Net Unsettled Purch/Sales N/A 3,249.42
Income and Distributions 60.03 1,818.82
Total Investment Related Activity $60.03 $93,304.96
Electronic Transfers-Debits —(92,000.00)
Other Debits (629.29)(1,989.78)
Total Cash Related Activity $(629.29)$(93,989.78)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $1,965.71 $1,965.71
INCOME AND DISTRIBUTION SUMMARY
This Period
(7/1/17-7/31/17)
This Year
(1/1/17-7/31/17)
Qualified Dividends $59.94 $1,818.20
Interest 0.09 0.62
Total Taxable Income And Distributions $60.03 $1,818.82
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $60.03 $1,818.82
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
(7/1/17-7/31/17)
Realized This Year
(1/1/17-7/31/17)
Unrealized
Inception to Date
(as of 7/31/17)
Short-Term Gain —$5,450.86 $15,606.80
Short-Term (Loss)—(2,181.49)(4,754.60)
Total Short-Term —$3,269.37 $10,852.20
Long-Term Gain —31,814.67 94,860.13
Long-Term (Loss)—(4,549.34)(9,990.15)
Total Long-Term —$27,265.33 $84,869.98
TOTAL GAIN/(LOSS)—$30,534.70 $95,722.18
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 Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110290-095
Investment Objectives †: Capital Appreciation,Income Investment Advisory Account
Manager:Columbia Mgmt - Select LC Grwth
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 111 of 120
† 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 #$1,965.71 —$1.00 0.050
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 0.39%$1,965.71 $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
$61.780
61.780
$8,970.49
2,001.02
$14,271.18
2,841.88
$5,300.69
840.86
LT
ST
Total 277.000 10,971.51 17,113.06 5,300.69
840.86
LT
ST
83.00 0.48
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
202.650
202.650
202.650
4,403.40
1,599.17
1,913.98
4,255.65
1,418.55
2,026.50
(147.75)
(180.62)
112.52
LT
LT
LT
H
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CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 112 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
1/30/17 11.000 200.785 202.650 2,208.63 2,229.15 20.52 ST
3/21/17 6.000 206.038 202.650 1,236.23 1,215.90 (20.33)ST
Total 55.000 11,361.41 11,145.75 (215.85)
0.19
LT
ST
29.00 0.26
Next Dividend Payable 08/01/17; Basis Adjustment Due to Wash Sale: $262.25; Asset Class: Equities
ADOBE SYSTEMS (ADBE) 9/8/15 100.000 78.832 146.490 7,883.17 14,649.00 6,765.83 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
137.340
137.340
137.340
609.41
2,651.30
8,960.11
549.36
2,746.80
7,141.68
(60.05)
95.50
(1,818.43)
LT
LT
LT
H
9/24/15 25.000 155.894 137.340 3,897.35 3,433.50 (463.85)LT
9/30/15 3.000 153.343 137.340 460.03 412.02 (48.01)LT
2/17/16 13.000 145.471 137.340 1,891.12 1,785.42 (105.70)LT
4/3/17 1.000 119.580 137.340 119.58 137.34 17.76 ST
5/24/17 7.000 100.569 137.340 703.98 961.38 257.40 ST
Total 125.000 19,292.88 17,167.50 (2,400.54)
275.16
LT
ST
——
Basis Adjustment Due to Wash Sale: $639.93; Asset Class: Equities
ALIBABA GROUP HLDG LTD (BABA) 2/19/16 117.000 67.274 154.950 7,871.12 18,129.15 10,258.03 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
987.780
987.780
987.780
2,983.79
3,169.38
5,332.98
5,926.68
5,926.68
8,890.02
2,942.89
2,757.30
3,557.04
LT
LT
LT
Total 21.000 11,486.15 20,743.38 9,257.23 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
56.900
56.900
56.900
8,115.66
3,125.52
3,260.70
7,055.60
2,674.30
3,129.50
(1,060.06)
(451.22)
(131.20)
LT
LT
LT
8/9/16 43.000 61.938 56.900 2,663.34 2,446.70 (216.64)ST
9/7/16 36.000 56.806 56.900 2,045.03 2,048.40 3.37 ST
4/3/17 3.000 54.173 56.900 162.52 170.70 8.18 ST
Total 308.000 19,372.77 17,525.20 (1,642.48)
(205.09)
LT
ST
480.00 2.73
Next Dividend Payable 08/01/17; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 113 of 120
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
135.410
135.410
135.410
470.71
9,206.11
107.65
541.64
10,697.39
135.41
70.93
1,491.28
27.76
LT
LT
LT
2/17/16 30.000 105.400 135.410 3,162.00 4,062.30 900.30 LT
11/11/16 16.000 119.493 135.410 1,911.88 2,166.56 254.68 ST
4/3/17 3.000 124.573 135.410 373.72 406.23 32.51 ST
Total 133.000 15,232.07 18,009.53 2,490.27
287.19
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
42.900
42.900
42.900
4,662.20
2,446.43
2,373.16
7,722.00
3,989.70
2,488.20
3,059.80
1,543.27
115.04
LT
LT
ST
Total 331.000 9,481.79 14,199.90 4,603.07
115.04
LT
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
95.060
95.060
3,983.06
2,735.72
4,467.82
2,946.86
484.76
211.14
ST
ST
Total 78.000 6,718.78 7,414.68 695.90 ST 27.00 0.36
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
158.510
158.510
158.510
6,833.96
1,667.08
1,343.56
7,291.46
1,585.10
1,268.08
457.50
(81.98)
(75.48)
ST
ST
ST
Total 64.000 9,844.60 10,144.64 300.04 ST 128.00 1.26
Next Dividend Payable 08/2017; Asset Class: Equities
DEXCOM INC (DXCM) 9/17/15
10/16/15
10/16/15
1.000
52.000
28.000
109.120
83.509
90.405
66.610
66.610
66.610
109.12
4,342.47
2,531.34
66.61
3,463.72
1,865.08
(42.51)
(878.75)
(666.26)
LT
LT
LT
H
H
2/17/16 23.000 61.568 66.610 1,416.07 1,532.03 115.96 LT
11/11/16 32.000 65.813 66.610 2,106.02 2,131.52 25.50 ST
5/5/17 16.000 77.350 66.610 1,237.61 1,065.76 (171.85)ST
Total 152.000 11,742.63 10,124.72 (1,471.56)
(146.35)
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
186.500
186.500
186.500
7,739.05
1,479.49
186.15
7,833.00
1,492.00
186.50
93.95
12.51
0.35
ST
ST
ST
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CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 114 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 51.000 9,404.69 9,511.50 106.81 ST 94.00 0.98
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
115.180
115.180
115.180
7,163.51
1,818.14
825.08
7,717.06
2,188.42
1,036.62
553.55
370.28
211.54
LT
ST
ST
3/2/17 30.000 93.403 115.180 2,802.09 3,455.40 653.31 ST
Total 125.000 12,608.82 14,397.50 553.55
1,235.13
LT
ST
——
Asset Class: Equities
FACEBOOK INC CL-A (FB) 8/31/15 127.000 90.658 169.250 11,513.54 21,494.75 9,981.21 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
173.850
173.850
173.850
5,215.32
4,018.31
3,535.10
4,693.95
3,824.70
3,998.55
(521.37)
(193.61)
463.45
LT
LT
LT
11/11/16 8.000 139.419 173.850 1,115.35 1,390.80 275.45 ST
Total 80.000 13,884.08 13,908.00 (251.53)
275.45
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
117.130
117.130
117.130
1,456.56
4,798.23
4,412.39
1,405.56
3,279.64
3,631.03
(51.00)
(1,518.59)
(781.36)
LT
LT
LT
11/11/16 15.000 110.273 117.130 1,654.09 1,756.95 102.86 ST
3/24/17 9.000 116.969 117.130 1,052.72 1,054.17 1.45 ST
Total 95.000 13,373.99 11,127.35 (2,350.95)
104.31
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
66.710
66.710
66.710
3,064.53
2,664.12
2,406.60
4,336.15
3,669.05
3,335.50
1,271.62
1,004.93
928.90
LT
LT
LT
3/20/17 44.000 61.314 66.710 2,697.80 2,935.24 237.44 ST
Total 214.000 10,833.05 14,275.94 3,205.45
237.44
LT
ST
171.00 1.19
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
288.420
288.420
785.51
2,837.60
2,018.94
8,364.18
1,233.43
5,526.58
LT
LT
Total 36.000 3,623.11 10,383.12 6,760.01 LT 22.00 0.21
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 115 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 10/2017; Asset Class: Equities
MONSTER BEVERAGE CORP NEW COM (MNST) 6/16/15
2/17/16
3/10/16
72.000
75.000
129.000
44.209
41.897
43.928
52.750
52.750
52.750
3,183.03
3,142.26
5,666.67
3,798.00
3,956.25
6,804.75
614.97
813.99
1,138.08
LT
LT
LT
Total 276.000 11,991.96 14,559.00 2,567.04 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
79.660
79.660
79.660
5,580.62
987.55
2,899.40
5,974.50
1,035.58
2,947.42
393.88
48.03
48.02
ST
ST
ST
Total 125.000 9,467.57 9,957.50 489.93 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
59.050
59.050
59.050
3,094.74
5,507.07
6,819.26
3,188.70
5,432.60
7,145.05
93.96
(74.47)
325.79
LT
LT
LT
9/28/16 35.000 53.542 59.050 1,873.96 2,066.75 192.79 ST
4/3/17 1.000 55.440 59.050 55.44 59.05 3.61 ST
Total 303.000 17,350.47 17,892.15 345.28
196.40
LT
ST
218.00 1.21
Next Dividend Payable 10/2017; Asset Class: Equities
NVIDIA CORPORATION (NVDA) 12/28/16
1/26/17
2/24/17
24.000
38.000
27.000
110.225
108.762
98.826
162.510
162.510
162.510
2,645.40
4,132.96
2,668.31
3,900.24
6,175.38
4,387.77
1,254.84
2,042.42
1,719.46
ST
ST
ST
3/17/17 24.000 104.826 162.510 2,515.82 3,900.24 1,384.42 ST
4/12/17 16.000 98.366 162.510 1,573.86 2,600.16 1,026.30 ST
Total 129.000 13,536.35 20,963.79 7,427.44 ST 72.00 0.34
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
163.100
163.100
163.100
9,035.99
1,547.86
866.02
7,665.70
1,304.80
815.50
(1,370.29)
(243.06)
(50.52)
ST
ST
ST
H
Total 60.000 11,449.87 9,786.00 (1,663.87)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
2,028.500
2,028.500
11,070.75
1,230.86
20,285.00
2,028.50
9,214.25
797.64
LT
LT
Total 11.000 12,301.61 22,313.50 10,011.89 LT ——
Asset Class: Equities
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CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 116 of 120
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
90.800
90.800
90.800
5,493.82
3,513.96
2,277.46
7,899.60
4,358.40
2,905.60
2,405.78
844.44
628.14
LT
ST
ST
Total 167.000 11,285.24 15,163.60 2,405.78
1,472.58
LT
ST
——
Asset Class: Equities
SERVICENOW INC (NOW) 2/19/16
6/8/16
34.000
96.000
54.741
77.332
110.450
110.450
1,861.20
7,423.83
3,755.30
10,603.20
1,894.10
3,179.37
LT
LT
Total 130.000 9,285.03 14,358.50 5,073.47 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
167.540
167.540
167.540
5,829.27
1,927.46
3,069.55
5,026.20
1,675.40
2,513.10
(803.07)
(252.06)
(556.45)
ST
ST
ST
H
4/3/17 1.000 173.820 167.540 173.82 167.54 (6.28)ST
5/5/17 4.000 181.021 167.540 724.09 670.16 (53.93)ST
Total 60.000 11,724.19 10,052.40 (1,671.79)ST 55.00 0.54
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
60.010
60.010
60.010
2,371.12
6,056.62
2,487.11
2,280.38
6,121.02
4,380.73
(90.74)
64.40
1,893.62
LT
LT
LT
Total 213.000 10,914.85 12,782.13 1,867.28 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
53.980
53.980
53.980
5,839.67
4,736.75
114.48
5,559.94
4,318.40
107.96
(279.73)
(418.35)
(6.52)
LT
LT
LT
H
H
9/6/16 42.000 56.035 53.980 2,353.49 2,267.16 (86.33)ST
10/11/16 52.000 52.862 53.980 2,748.80 2,806.96 58.16 ST
Total 279.000 15,793.19 15,060.42 (704.60)
(28.17)
LT
ST
279.00 1.85
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 56.120 9,575.93 9,428.16 (147.77)ST 181.00 1.91
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
251.210
251.210
251.210
2,624.19
3,484.33
2,548.76
2,512.10
3,265.73
2,260.89
(112.09)
(218.60)
(287.87)
ST
ST
ST
Total 32.000 8,657.28 8,038.72 (618.56)ST ——
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 117 of 120
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Asset Class: Equities
UNITEDHEALTH GP INC (UNH) 3/20/17
3/22/17
22.000
31.000
169.058
167.210
191.810
191.810
3,719.27
5,183.51
4,219.82
5,946.11
500.55
762.60
ST
ST
Total 53.000 8,902.78 10,165.93 1,263.15 ST 159.00 1.56
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
151.820
151.820
151.820
123.46
3,837.41
301.45
151.82
5,313.70
455.46
28.36
1,476.29
154.01
LT
LT
LT
2/17/16 34.000 86.611 151.820 2,944.78 5,161.88 2,217.10 LT
2/19/16 18.000 87.377 151.820 1,572.79 2,732.76 1,159.97 LT
5/4/16 44.000 81.020 151.820 3,564.89 6,680.08 3,115.19 LT
Total 135.000 12,344.78 20,495.70 8,150.92 LT ——
Asset Class: Equities
VISA INC CL A (V) 6/26/15
4/3/17
139.000
1.000
68.549
88.780
99.560
99.560
9,528.35
88.78
13,838.84
99.56
4,310.49
10.78
LT
ST
Total 140.000 9,617.13 13,938.40 4,310.49
10.78
LT
ST
92.00 0.66
Next Dividend Payable 09/2017; Asset Class: Equities
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 99.61%$400,698.39 $496,420.57 $84,869.98
$10,852.20
LT
ST
$2,201.00 0.44%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL MARKET VALUE $400,698.39 $498,386.28 $84,869.98
$10,852.20
LT
ST
$2,202.00
—
0.44%
TOTAL VALUE (includes accrued interest)100.00%$498,386.28
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.
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Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 118 of 120
ALLOCATION OF ASSETS
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $1,965.71 ——————
Stocks —$496,420.57 —————
TOTAL ALLOCATION OF ASSETS $1,965.71 $496,420.57 —————
ACTIVITY
INVESTMENT RELATED ACTIVITY
TAXABLE INCOME AND DISTRIBUTIONS
Activity Date Activity Type Description Comments Credits/(Debits)
7/5 Qualified Dividend NIKE INC B $54.54
7/17 Qualified Dividend MERCADOLIBRE INC 5.40
7/31 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 07/01-07/31)
0.09
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $60.03
TOTAL QUALIFIED DIVIDENDS $59.94
TOTAL INTEREST $0.09
CASH RELATED ACTIVITY
OTHER CREDITS AND DEBITS
Activity Date Activity Type Description Comments Credits/(Debits)
7/17 Service Fee 3RD QTR ADVISORY FEE $(629.29)
TOTAL OTHER CREDITS AND DEBITS $(629.29)
TOTAL OTHER DEBITS $(629.29)
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
7/5 Automatic Investment BANK DEPOSIT PROGRAM $54.54
7/17 Automatic Investment BANK DEPOSIT PROGRAM 5.40
7/18 Automatic Redemption BANK DEPOSIT PROGRAM (629.29)
7/31 Automatic Investment BANK DEPOSIT PROGRAM 0.09
NET ACTIVITY FOR PERIOD $(569.26)
Account Detail
CLIENT STATEMENT For the Period July 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 119 of 120
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.
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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