11 - August 2017TOTAL VALUE OF YOUR ACCOUNTS (as of 8/31/17)$9,515,818.13
Includes Accrued Interest
CLIENT STATEMENT For the Period August 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
0000035 11 AB 2.767 11 TR 00001 MSADT241 000000
#BWNJGWM
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
C/O RUSSELL CAFFEY
800 SEMINOLE ROAD
ATLANTIC BCH FL 32233-5444
00
0
0
3
5
M
S
A
D
T
2
4
1
Consolidated Summary
CLIENT STATEMENT For the Period August 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 116
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
(8/1/17)
Funds
Credited/(Debited)
Security/Currency
Transfers
Rcvd/(Dlvd)Change in Value
Ending Value
(8/31/17)
Income/Dist
This Period/YTD
YTD Realized
Gain/(Loss)
(Total ST/LT)
Unrealized
Gain/(Loss)
(Total ST/LT) Page
TOTAL FOR ALL ACCOUNTS $9,542,308 ——$(26,490)$9,515,818 $8,093
$102,059
$1,545
$58,819
$61,501
$814,715
Business Accounts
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
660-110331-095 417,181 ——17 417,199 17
56
—
—
—
—
7
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
660-035181-095
Invest Advisory
3,537,266 ——(16,250)3,521,015 1,134
34,436
—
14,048
18,152
324,978
>
11
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Amundi Pioneer Fundamental Growth
660-035196-095
Invest Advisory
682,962 ——9,939 692,902 813
5,453
4,348
1,524
23,071
62,842
17
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Sage Advisory - Intermediate Taxab
660-110035-095
Invest Advisory
1,970,732 ——9,825 1,980,557 4,043
31,989
(16,494)
1,618
9,049
6,561
31
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
JP Morgan - Equity Income SMA
660-110174-095
Invest Advisory
1,312,876 ——(10,209)1,302,666 1,450
20,712
1,466
3,675
3,516
169,124
43
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Boston Partners - Smid Cap Value
660-110258-095
Invest Advisory
565,040 ——(15,148)549,891 271
5,814
2,987
9,679
2,469
69,592
>
65
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Riverbridge Partners - SMID Growth
660-110265-095
Invest Advisory
557,862 ——(11,438)546,424 139
1,554
4,770
1,007
(3,861)
89,642
91
Consolidated Summary
CLIENT STATEMENT For the Period August 1-31, 2017
CONSOLIDATED
SUMMARY
PERSONAL
ACCOUNTS
RETIREMENT
ACCOUNTS
EDUCATION
ACCOUNTS
TRUST
ACCOUNTS
BUSINESS
ACCOUNTS
Page 3 of 116
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
(8/1/17)
Funds
Credited/(Debited)
Security/Currency
Transfers
Rcvd/(Dlvd)Change in Value
Ending Value
(8/31/17)
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
498,386 ——6,774 505,160 223
2,042
4,466
27,265
9,101
91,973
>
>
105
Total Business Accounts $9,542,308 ——$(26,490)$9,515,818 $8,093
$102,059
$1,545
$58,819
$61,501
$814,715
00
0
0
3
5
M
S
A
D
T
2
4
1
Consolidated Summary
CLIENT STATEMENT For the Period August 1-31, 2017
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
Page 4 of 116
AUG SEP OCT NOV DEC JAN FEB MAR APR MAY JUN JUL AUG
8.2
8.5
8.8
9.1
9.4
9.7
($
)
M
i
l
l
i
o
n
s
2016 2017
CHANGE IN VALUE OF YOUR ACCOUNTS (includes accrued interest)
This Period
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)
TOTAL BEGINNING VALUE $9,542,308.74 $8,748,493.84
Credits —184,000.00
Debits —(210,124.56)
Security Transfers ——
Net Credits/Debits/Transfers —$(26,124.56)
Change in Value (26,490.61)793,448.85
TOTAL ENDING VALUE $9,515,818.13 $9,515,818.13
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 $668,774.89 7.03
Equities 5,968,501.74 62.72
Fixed Income & Preferreds 2,273,288.25 23.89
Alternatives 605,253.25 6.36
TOTAL VALUE $9,515,818.13 100.00 %
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 August 1-31, 2017
CONSOLIDATED
SUMMARY
PERSONAL
ACCOUNTS
RETIREMENT
ACCOUNTS
EDUCATION
ACCOUNTS
TRUST
ACCOUNTS
BUSINESS
ACCOUNTS
Page 5 of 116
CASH FLOW
This Period
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)
OPENING CASH, BDP, MMFs $582,444.94 $572,539.57
Purchases (142,164.21)(2,799,852.01)
Dividend Reinvestments (1,131.92)(15,148.03)
Sales and Redemptions 218,939.81 2,826,860.71
Prior Net Unsettled Purch/Sales 1,160.01 N/A
2016 Net Unsettled Purch/Sales N/A 2,093.18
Net Unsettled Purch/Sales (4,709.71)(4,709.71)
Return of Principal 1,432.28 6,346.30
Income and Distributions 8,093.98 102,059.73
Total Investment Related Activity $81,620.24 $117,650.17
Electronic Transfers-Credits —184,000.00
Electronic Transfers-Debits —(184,000.00)
Other Debits —(26,124.56)
Total Cash Related Activity —$(26,124.56)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $664,065.18 $664,065.18
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 7/31/17)
This Period
(as of 8/31/17)
Cash, BDP, MMFs $582,444.94 $664,065.18
Stocks 3,563,358.37 3,518,345.73
ETFs & CEFs 1,741,084.77 1,749,129.53
Corporate Fixed Income^1,238,075.50 1,170,256.77
Government Securities^667,594.79 684,195.48
Mutual Funds 1,748,590.36 1,725,115.73
Net Unsettled Purchases/Sales 1,160.01 4,709.71
Total Assets $9,542,308.74 $9,515,818.13
Total Liabilities (outstanding balance)——
TOTAL VALUE $9,542,308.74 $9,515,818.13
00
0
0
3
5
M
S
A
D
T
2
4
1
Standard Disclosures
CLIENT STATEMENT For the Period August 1-31, 2017 Page 6 of 116
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
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)
TOTAL BEGINNING VALUE $417,181.56 $417,142.88
Credits —92,000.00
Debits —(92,000.00)
Security Transfers ——
Net Credits/Debits/Transfers ——
Change in Value 17.71 56.39
TOTAL ENDING VALUE $417,199.27 $417,199.27
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period August 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
AUG SEP OCT NOV DEC JAN FEB MAR APR MAY JUN JUL AUG
416.8
416.9
417
417.1
417.2
417.3
($
)
T
h
o
u
s
a
n
d
s
This chart does not reflect corrections to Market Value made subsequent to the dates depicted. It may
exclude transactions in Annuities or positions where we are not the custodian, which could delay the
reporting of Market Value.
2016 2017
Page 7 of 116
ASSET ALLOCATION (includes accrued interest)
Cash
Market Value Percentage
Cash $417,199.27 100.00
TOTAL VALUE $417,199.27 100.00%
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
0
0
3
5
M
S
A
D
T
2
4
1
Account Summary
CLIENT STATEMENT For the Period August 1-31, 2017
Active Assets Account
660-110331-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 8 of 116
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 7/31/17)
This Period
(as of 8/31/17)
Cash, BDP, MMFs $417,181.56 $417,199.27
Total Assets $417,181.56 $417,199.27
Total Liabilities (outstanding balance)——
TOTAL VALUE $417,181.56 $417,199.27
CASH FLOW
This Period
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)
OPENING CASH, BDP, MMFs $417,181.56 $417,142.88
Income and Distributions 17.71 56.39
Total Investment Related Activity $17.71 $56.39
Electronic Transfers-Credits —92,000.00
Electronic Transfers-Debits —(92,000.00)
Total Cash Related Activity ——
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $417,199.27 $417,199.27
INCOME AND DISTRIBUTION SUMMARY
This Period
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)
Interest $17.71 $56.39
Total Taxable Income And Distributions $17.71 $56.39
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $17.71 $56.39
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
(8/1/17-8/31/17)
Realized This Year
(1/1/17-8/31/17)
Unrealized
Inception to Date
(as of 8/31/17)
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 August 1-31, 2017
Active Assets Account
660-110331-095
Investment Objectives (in order of priority) †: Capital Appreciation,Income Brokerage Account
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 9 of 116
† 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. #172,188.87 —86.00 0.050
BANK DEPOSITS $417,199.27 $209.00
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 100.00%$417,199.27 $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 VALUE 100.00%—$417,199.27 N/A $209.00
—
0.05%
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.
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Active Assets Account
660-110331-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 10 of 116
ALLOCATION OF ASSETS
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $417,199.27 ——————
TOTAL ALLOCATION OF ASSETS $417,199.27 ——————
ACTIVITY
INVESTMENT RELATED ACTIVITY
TAXABLE INCOME AND DISTRIBUTIONS
Activity Date Activity Type Description Comments Credits/(Debits)
8/31 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 08/01-08/31)
$10.40
8/31 Interest Income MORGAN STANLEY BANK N.A.
(Period 08/01-08/31)
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)
8/31 Automatic Investment BANK DEPOSIT PROGRAM $10.40
8/31 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
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)
TOTAL BEGINNING VALUE $3,537,266.36 $3,178,814.90
Credits ——
Debits —(4,332.97)
Security Transfers ——
Net Credits/Debits/Transfers —$(4,332.97)
Change in Value (16,250.63)346,533.80
TOTAL ENDING VALUE $3,521,015.73 $3,521,015.73
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period August 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
AUG SEP OCT NOV DEC JAN FEB MAR APR MAY JUN JUL AUG
2.7
2.9
3.1
3.3
3.5
3.7
($
)
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 11 of 116
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Fixed Income & Preferreds
Alternatives
Market Value Percentage
Cash $50,592.75 1.44
Equities 2,520,724.01 71.59
Fixed Income & Preferreds 415,013.72 11.79
Alternatives 534,685.25 15.19
TOTAL VALUE $3,521,015.73 100.00%
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
0
0
3
5
M
S
A
D
T
2
4
1
Account Summary
CLIENT STATEMENT For the Period August 1-31, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 12 of 116
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 7/31/17)
This Period
(as of 8/31/17)
Cash, BDP, MMFs $50,590.60 $50,592.75
ETFs & CEFs 1,738,085.40 1,745,307.25
Mutual Funds 1,748,590.36 1,725,115.73
Total Assets $3,537,266.36 $3,521,015.73
Total Liabilities (outstanding balance)——
TOTAL VALUE $3,537,266.36 $3,521,015.73
CASH FLOW
This Period
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)
OPENING CASH, BDP, MMFs $50,590.60 $35,483.75
Purchases —(137,922.22)
Dividend Reinvestments (1,131.92)(15,148.03)
Sales and Redemptions —138,075.97
Income and Distributions 1,134.07 34,436.25
Total Investment Related Activity $2.15 $19,441.97
Other Debits —(4,332.97)
Total Cash Related Activity —$(4,332.97)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $50,592.75 $50,592.75
INCOME AND DISTRIBUTION SUMMARY
This Period
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)
Other Dividends $1,131.92 $34,430.01
Interest 2.15 6.24
Total Taxable Income And Distributions $1,134.07 $34,436.25
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $1,134.07 $34,436.25
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
(8/1/17-8/31/17)
Realized This Year
(1/1/17-8/31/17)
Unrealized
Inception to Date
(as of 8/31/17)
Short-Term Gain ——$18,603.75
Short-Term (Loss)——(450.87)
Total Short-Term ——$18,152.88
Long-Term Gain —14,048.75 324,978.08
TOTAL GAIN/(LOSS)—$14,048.75 $343,130.96
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 August 1-31, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
Investment Objectives (in order of priority) †: Capital Appreciation,Income,Aggressive Income,Speculation Investment Advisory Account
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 13 of 116
† 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. #$50,592.75 —$25.00 0.050
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 1.44%$50,592.75 $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
$227.300
227.300
$713,870.95
15,036.08
$851,693.10
20,002.40
$137,822.15
4,966.32
LT
LT
Total 3,835.000 728,907.03 871,695.50 142,788.47 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
54.010
54.010
54.010
586,684.58
25,669.25
137,922.22
684,846.80
34,404.37
154,360.58
98,162.22
8,735.12
16,438.36
LT
LT
ST
Total 16,175.000 750,276.05 873,611.75 106,897.34
16,438.36
LT
ST
22,322.00 2.55
Next Dividend Payable 09/2017; Asset Class: Equities
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 14 of 116
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
EXCHANGE-TRADED & CLOSED-END FUNDS 49.57%$1,479,183.08 $1,745,307.25 $249,685.81
$16,438.36
LT
ST
$38,379.00 2.20%
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 $10.750 $381,345.59 $388,943.56 $7,597.97 LT
Purchases 36,180.796 381,345.59 388,943.56 7,597.97 LT
Long Term Reinvestments 895.278 9,496.36 9,624.24 127.88 LT H
Short Term Reinvestments 1,529.853 16,255.17 16,445.92 190.75 ST
Total 38,605.927 407,097.12 415,013.72 7,725.85
190.75
LT
ST
14,593.00 3.51
Total Purchases vs Market Value
Net Value Increase/(Decrease)
381,345.59 415,013.72
33,668.13
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
14.710
14.710
671,000.00
22,052.00
727,369.93
27,213.50
56,369.93
5,161.50
LT
LT
Purchases 51,297.310 693,052.00 754,583.43 61,531.43 LT
Long Term Reinvestments 579.561 7,638.62 8,525.34 886.72 LT
Short Term Reinvestments 836.709 10,333.35 12,307.99 1,974.64 ST
Total 52,713.580 711,023.97 775,416.76 62,418.15
1,974.64
LT
ST
10,490.00 1.35
Total Purchases vs Market Value
Net Value Increase/(Decrease)
693,052.00 775,416.76
82,364.76
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 13.250 519,580.00 524,728.27 5,148.27 LT
Purchases 39,602.134 519,580.00 524,728.27 5,148.27 LT
Short Term Reinvestments 751.470 10,407.84 9,956.97 (450.87)ST
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 15 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 40,353.604 529,987.84 534,685.25 5,148.27
(450.87)
LT
ST
10,573.00 1.97
Total Purchases vs Market Value
Net Value Increase/(Decrease)
519,580.00 534,685.25
15,105.25
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 48.99%$1,648,108.93 $1,725,115.73 $75,292.27
$1,714.52
LT
ST
$35,656.00 2.07%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL VALUE 100.00%$3,127,292.01 $3,521,015.73 $324,978.08
$18,152.88
LT
ST
$74,060.00
—
2.10%
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 $50,592.75 ——————
ETFs & CEFs —$1,745,307.25 —————
Mutual Funds —775,416.76 $415,013.72 $534,685.25 ———
TOTAL ALLOCATION OF ASSETS $50,592.75 $2,520,724.01 $415,013.72 $534,685.25 ———
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 16 of 116
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
8/29 Dividend Reinvestment AMG MNGRS DBLELINE CR PLS BD I REINVESTMENT a/o 08/28/17 105.393 $10.7400 $(1,131.92)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $(1,131.92)
TOTAL DIVIDEND REINVESTMENTS $(1,131.92)
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)
8/29 Dividend AMG MNGRS DBLELINE CR PLS BD I
DIV PAYMENT
$1,131.92
8/31 Interest Income MORGAN STANLEY BANK N.A.
(Period 08/01-08/31)
2.15
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $1,134.07
TOTAL OTHER DIVIDENDS $1,131.92
TOTAL INTEREST $2.15
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
8/31 Automatic Investment BANK DEPOSIT PROGRAM $2.15
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.
Important Information About Advisory Accounts
Please notify your Financial Advisor if there have been any changes in your financial situation or investment objectives, or if you wish to impose any reasonable restrictions on the management of your Investment
Advisory accounts, or to reasonably modify existing restrictions.
For a copy of the applicable ADV Brochure for Morgan Stanley Smith Barney LLC, or for any investment adviser with whom we contract to manage your investment advisory account, please visit
www.morganstanley.com/ADV, or contact your Financial Advisor. These ADV Brochures contain important information about advisory programs.
CONSOLIDATED
SUMMARY
PERSONAL
ACCOUNTS
RETIREMENT
ACCOUNTS
EDUCATION
ACCOUNTS
TRUST
ACCOUNTS
BUSINESS
ACCOUNTS
Select UMA Active Assets Account
660-035196-095
CHANGE IN VALUE OF YOUR ACCOUNTS (includes accrued interest)
This Period
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)
TOTAL BEGINNING VALUE $682,962.80 $508,943.55
Credits —92,000.00
Debits —(2,298.63)
Security Transfers ——
Net Credits/Debits/Transfers —$89,701.37
Change in Value 9,939.52 94,257.40
TOTAL ENDING VALUE $692,902.32 $692,902.32
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period August 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
AUG SEP OCT NOV DEC JAN FEB MAR APR MAY JUN JUL AUG
460
510
560
610
660
710
($
)
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 17 of 116
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Market Value Percentage
Cash $18,564.67 2.68
Equities 674,337.65 97.32
TOTAL VALUE $692,902.32 100.00%
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
0
0
3
5
M
S
A
D
T
2
4
1
Account Summary
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 18 of 116
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 7/31/17)
This Period
(as of 8/31/17)
Cash, BDP, MMFs $17,096.78 $18,564.67
Stocks 665,866.02 674,337.65
Total Assets $682,962.80 $692,902.32
Total Liabilities (outstanding balance)——
TOTAL VALUE $682,962.80 $692,902.32
CASH FLOW
This Period
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)
OPENING CASH, BDP, MMFs $17,096.78 $12,873.73
Purchases (15,971.70)(180,821.31)
Sales and Redemptions 16,625.97 92,513.44
2016 Net Unsettled Purch/Sales N/A (1,156.24)
Income and Distributions 813.62 5,453.68
Total Investment Related Activity $1,467.89 $(84,010.43)
Electronic Transfers-Credits —92,000.00
Other Debits —(2,298.63)
Total Cash Related Activity —$89,701.37
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $18,564.67 $18,564.67
INCOME AND DISTRIBUTION SUMMARY
This Period
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)
Qualified Dividends $812.90 $5,451.31
Interest 0.72 2.37
Total Taxable Income And Distributions $813.62 $5,453.68
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $813.62 $5,453.68
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
(8/1/17-8/31/17)
Realized This Year
(1/1/17-8/31/17)
Unrealized
Inception to Date
(as of 8/31/17)
Short-Term Gain $510.58 $6,234.24 $25,238.88
Short-Term (Loss)—(1,885.52)(2,166.98)
Total Short-Term $510.58 $4,348.72 $23,071.90
Long-Term Gain 1,380.45 1,524.37 74,868.26
Long-Term (Loss)——(12,025.65)
Total Long-Term $1,380.45 $1,524.37 $62,842.61
TOTAL GAIN/(LOSS)$1,891.03 $5,873.09 $85,914.51
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 August 1-31, 2017
Select UMA Active Assets Account
660-035196-095
Investment Objectives (in order of priority) †: Capital Appreciation,Income,Aggressive Income,Speculation Investment Advisory Account
Manager:Amundi Pioneer Fundamental Growth
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 19 of 116
† 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. #$18,564.67 —$9.00 0.050
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 2.68%$18,564.67 $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
$155.160
155.160
155.160
$7,687.34
1,413.62
1,922.80
$10,550.88
1,861.92
2,172.24
$2,863.54
448.30
249.44
ST
ST
ST
7/11/17 15.000 143.726 155.160 2,155.89 2,327.40 171.51 ST
Total 109.000 13,179.65 16,912.44 3,732.79 ST ——
Asset Class: Equities
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 20 of 116
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
229.480
229.480
229.480
15,218.68
3,208.74
2,503.47
13,768.80
2,983.24
2,524.28
(1,449.88)
(225.50)
20.81
LT
ST
ST
Total 84.000 20,930.89 19,276.32 (1,449.88)
(204.69)
LT
ST
235.00 1.21
Next Dividend Payable 09/15/17; Asset Class: Equities
ALPHABET INC CL C (GOOG) 8/23/16
5/15/17
32.000
5.000
772.706
936.800
939.330
939.330
24,726.59
4,684.00
30,058.56
4,696.65
5,331.97
12.65
LT
ST
Total 37.000 29,410.59 34,755.21 5,331.97
12.65
LT
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
980.600
980.600
980.600
4,292.61
4,475.68
8,445.66
13,728.40
8,825.40
10,786.60
9,435.79
4,349.72
2,340.94
LT
LT
ST
5/15/17 5.000 957.420 980.600 4,787.10 4,903.00 115.90 ST
Total 39.000 22,001.05 38,243.40 13,785.51
2,456.84
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
80.940
80.940
80.940
2,760.52
708.40
1,472.76
3,561.36
890.34
1,861.62
800.84
181.94
388.86
ST
ST
ST
9/29/16 12.000 64.925 80.940 779.10 971.28 192.18 ST
10/7/16 23.000 64.987 80.940 1,494.71 1,861.62 366.91 ST
3/30/17 10.000 71.896 80.940 718.96 809.40 90.44 ST
5/15/17 21.000 73.255 80.940 1,538.36 1,699.74 161.38 ST
Total 144.000 9,472.81 11,655.36 2,182.55 ST 109.00 0.93
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
164.000
164.000
164.000
25,166.66
1,098.50
2,096.67
37,884.00
1,640.00
2,952.00
12,717.34
541.50
855.33
LT
ST
ST
5/15/17 45.000 155.225 164.000 6,985.13 7,380.00 394.87 ST
7/13/17 13.000 148.022 164.000 1,924.29 2,132.00 207.71 ST
Total 317.000 37,271.25 51,988.00 12,717.34
1,999.41
LT
ST
799.00 1.53
Next Dividend Payable 11/2017; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 21 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
252.070
252.070
252.070
9,575.67
2,670.89
2,389.45
11,847.29
3,024.84
2,520.70
2,271.62
353.95
131.25
ST
ST
ST
Total 69.000 14,636.01 17,392.83 2,756.82 ST 282.00 1.62
Next Dividend Payable 09/2017; Asset Class: Equities
CABOT OIL & GAS CORP A (COG) 8/23/16
10/26/16
11/22/16
222.000
30.000
37.000
25.967
20.450
23.181
25.550
25.550
25.550
5,764.59
613.50
857.69
5,672.10
766.50
945.35
(92.49)
153.00
87.66
LT
ST
ST
5/15/17 42.000 24.060 25.550 1,010.52 1,073.10 62.58 ST
Total 331.000 8,246.30 8,457.05 (92.49)
303.24
LT
ST
66.00 0.78
Next Dividend Payable 11/2017; Asset Class: Equities
CELGENE CORP (CELG) 4/22/15
7/1/15
8/23/16
34.000
18.000
21.000
115.781
117.677
114.010
138.930
138.930
138.930
3,936.55
2,118.18
2,394.21
4,723.62
2,500.74
2,917.53
787.07
382.56
523.32
LT
LT
LT
5/15/17 28.000 118.968 138.930 3,331.09 3,890.04 558.95 ST
Total 101.000 11,780.03 14,031.93 1,692.95
558.95
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
70.770
70.770
70.770
6,593.43
1,265.25
551.17
7,997.01
1,769.25
707.70
1,403.58
504.00
156.53
LT
ST
ST
5/15/17 22.000 64.437 70.770 1,417.61 1,556.94 139.33 ST
6/20/17 1.000 67.570 70.770 67.57 70.77 3.20 ST
Total 171.000 9,895.03 12,101.67 1,403.58
803.06
LT
ST
103.00 0.85
Next Dividend Payable 11/2017; 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
71.640
71.640
71.640
4,997.34
914.25
1,633.58
4,799.88
931.32
1,647.72
(197.46)
17.07
14.14
LT
ST
ST
5/15/17 16.000 71.675 71.640 1,146.80 1,146.24 (0.56)ST
6/20/17 1.000 76.510 71.640 76.51 71.64 (4.87)ST
8/15/17 14.000 71.783 71.640 1,004.96 1,002.96 (2.00)ST
Total 134.000 9,773.44 9,599.76 (197.46)
23.78
LT
ST
214.00 2.22
Next Dividend Payable 11/2017; Asset Class: Equities
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 22 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
COOPER CO INC NEW (COO) 5/9/17
5/11/17
5/12/17
13.000
13.000
12.000
207.646
207.008
207.867
250.830
250.830
250.830
2,699.40
2,691.10
2,494.40
3,260.79
3,260.79
3,009.96
561.39
569.69
515.56
ST
ST
ST
5/15/17 7.000 209.900 250.830 1,469.30 1,755.81 286.51 ST
Total 45.000 9,354.20 11,287.35 1,933.15 ST 3.00 0.02
Next Dividend Payable 02/2018; Asset Class: Equities
CVS HEALTH CORP COM (CVS) 6/12/15
8/5/15
8/23/16
77.000
41.000
94.000
102.265
110.521
97.465
77.340
77.340
77.340
7,874.42
4,531.35
9,161.71
5,955.18
3,170.94
7,269.96
(1,919.24)
(1,360.41)
(1,891.75)
LT
LT
LT
11/9/16 8.000 75.286 77.340 602.29 618.72 16.43 ST
12/22/16 11.000 79.677 77.340 876.45 850.74 (25.71)ST
5/15/17 40.000 80.437 77.340 3,217.47 3,093.60 (123.87)ST
6/20/17 1.000 78.170 77.340 78.17 77.34 (0.83)ST
Total 272.000 26,341.86 21,036.48 (5,171.40)
(133.98)
LT
ST
544.00 2.58
Next Dividend Payable 11/2017; Asset Class: Equities
ECOLAB INC (ECL) 8/23/16
5/15/17
70.000
10.000
122.754
127.520
133.300
133.300
8,592.79
1,275.20
9,331.00
1,333.00
738.21
57.80
LT
ST
Total 80.000 9,867.99 10,664.00 738.21
57.80
LT
ST
118.00 1.10
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
113.660
113.660
3,591.32
563.80
4,773.72
568.30
1,182.40
4.50
LT
ST
Total 47.000 4,155.12 5,342.02 1,182.40
4.50
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
83.710
83.710
83.710
8,782.47
1,054.06
1,075.15
9,040.68
1,339.36
1,255.65
258.21
285.30
180.50
LT
ST
ST
8/15/17 30.000 73.327 83.710 2,199.80 2,511.30 311.50 ST
Total 169.000 13,111.48 14,146.99 258.21
777.30
LT
ST
352.00 2.48
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
104.920
104.920
9,503.05
1,401.53
8,813.28
1,363.96
(689.77)
(37.57)
LT
ST
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 23 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 97.000 10,904.58 10,177.24 (689.77)
(37.57)
LT
ST
255.00 2.50
Next Dividend Payable 09/15/17; Asset Class: Equities
HOME DEPOT INC (HD) 8/23/16
11/9/16
5/15/17
158.000
12.000
15.000
136.113
124.808
156.915
149.870
149.870
149.870
21,505.89
1,497.70
2,353.72
23,679.46
1,798.44
2,248.05
2,173.57
300.74
(105.67)
LT
ST
ST
6/20/17 1.000 158.090 149.870 158.09 149.87 (8.22)ST
Total 186.000 25,515.40 27,875.82 2,173.57
186.85
LT
ST
662.00 2.37
Next Dividend Payable 09/14/17; Asset Class: Equities
INTERCONTINENTALEXCHANGE GROUP (ICE) 9/10/15
8/23/16
2/13/17
205.000
65.000
6.000
47.147
55.776
59.033
64.670
64.670
64.670
9,665.06
3,625.44
354.20
13,257.35
4,203.55
388.02
3,592.29
578.11
33.82
LT
LT
ST
5/15/17 46.000 59.264 64.670 2,726.14 2,974.82 248.68 ST
5/31/17 15.000 60.287 64.670 904.30 970.05 65.75 ST
6/20/17 1.000 64.610 64.670 64.61 64.67 0.06 ST
Total 338.000 17,339.75 21,858.46 4,170.40
348.31
LT
ST
270.00 1.23
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
136.850
136.850
6,614.40
1,058.05
6,568.80
1,094.80
(45.60)
36.75
LT
ST
Total 56.000 7,672.45 7,663.60 (45.60)
36.75
LT
ST
155.00 2.02
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
132.370
132.370
132.370
10,515.75
1,253.64
1,902.86
11,648.56
1,456.07
1,985.55
1,132.81
202.43
82.69
LT
ST
ST
6/20/17 1.000 134.410 132.370 134.41 132.37 (2.04)ST
8/15/17 14.000 133.658 132.370 1,871.21 1,853.18 (18.03)ST
Total 129.000 15,677.87 17,075.73 1,132.81
265.05
LT
ST
433.00 2.53
Next Dividend Payable 09/12/17; Asset Class: Equities
MARSH & MCLENNAN COS INC (MMC) 2/16/17
2/23/17
3/16/17
71.000
12.000
25.000
72.889
73.048
74.663
78.080
78.080
78.080
5,175.15
876.58
1,866.57
5,543.68
936.96
1,952.00
368.53
60.38
85.43
ST
ST
ST
3/30/17 12.000 74.480 78.080 893.76 936.96 43.20 ST
5/15/17 19.000 73.910 78.080 1,404.29 1,483.52 79.23 ST
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 24 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
5/31/17 15.000 77.605 78.080 1,164.08 1,171.20 7.12 ST
8/15/17 16.000 78.159 78.080 1,250.54 1,249.28 (1.26)ST
Total 170.000 12,630.97 13,273.60 642.63 ST 255.00 1.92
Next Dividend Payable 11/2017; Asset Class: Equities
MASCO CORP (MAS) 9/20/16
9/27/16
10/7/16
78.000
80.000
51.000
32.704
34.455
33.961
36.770
36.770
36.770
2,550.90
2,756.39
1,732.02
2,868.06
2,941.60
1,875.27
317.16
185.21
143.25
ST
ST
ST
11/9/16 11.000 30.911 36.770 340.02 404.47 64.45 ST
5/15/17 39.000 36.780 36.770 1,434.42 1,434.03 (0.39)ST
7/11/17 29.000 38.871 36.770 1,127.25 1,066.33 (60.92)ST
Total 288.000 9,941.00 10,589.76 648.76 ST 115.00 1.08
Next Dividend Payable 11/2017; Asset Class: Equities
MASTERCARD INC CL A (MA) 8/23/16
5/15/17
6/20/17
214.000
40.000
1.000
96.552
118.335
123.290
133.300
133.300
133.300
20,662.10
4,733.40
123.29
28,526.20
5,332.00
133.30
7,864.10
598.60
10.01
LT
ST
ST
Total 255.000 25,518.79 33,991.50 7,864.10
608.61
LT
ST
224.00 0.65
Next Dividend Payable 11/2017; Asset Class: Equities
MEDTRONIC PLC SHS (MDT) 8/23/16
5/15/17
146.000
25.000
87.877
84.037
80.620
80.620
12,829.98
2,100.93
11,770.52
2,015.50
(1,059.46)
(85.43)
LT
ST
Total 171.000 14,930.91 13,786.02 (1,059.46)
(85.43)
LT
ST
315.00 2.28
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
74.770
74.770
74.770
25,772.17
658.99
1,523.97
33,272.65
747.70
1,719.71
7,500.48
88.71
195.74
LT
ST
ST
5/15/17 77.000 68.185 74.770 5,250.25 5,757.29 507.04 ST
6/20/17 2.000 70.100 74.770 140.20 149.54 9.34 ST
7/13/17 27.000 71.970 74.770 1,943.18 2,018.79 75.61 ST
8/4/17 24.000 72.997 74.770 1,751.92 1,794.48 42.56 ST
8/15/17 18.000 73.153 74.770 1,316.76 1,345.86 29.10 ST
Total 626.000 38,357.44 46,806.02 7,500.48
948.10
LT
ST
977.00 2.08
Next Dividend Payable 09/14/17; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 25 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
NIKE INC B (NKE) 2/23/15
11/9/16
3/30/17
68.000
12.000
26.000
47.464
50.794
55.996
52.810
52.810
52.810
3,227.52
609.53
1,455.89
3,591.08
633.72
1,373.06
363.56
24.19
(82.83)
LT
ST
ST
5/15/17 18.000 53.797 52.810 968.34 950.58 (17.76)ST
7/11/17 29.000 58.483 52.810 1,696.00 1,531.49 (164.51)ST
7/21/17 45.000 59.650 52.810 2,684.27 2,376.45 (307.82)ST
Total 198.000 10,641.55 10,456.38 363.56
(548.73)
LT
ST
143.00 1.36
Next Dividend Payable 10/02/17; Asset Class: Equities
O'REILLY AUTOMOTIVE INC NEW (ORLY) 8/23/16
5/15/17
27.000
5.000
284.991
258.758
196.130
196.130
7,694.76
1,293.79
5,295.51
980.65
(2,399.25)
(313.14)
LT
ST
Total 32.000 8,988.55 6,276.16 (2,399.25)
(313.14)
LT
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
61.680
61.680
61.680
5,787.99
3,187.92
1,838.11
6,661.44
3,577.44
1,973.76
873.45
389.52
135.65
ST
ST
ST
8/1/17 30.000 59.096 61.680 1,772.88 1,850.40 77.52 ST
8/4/17 30.000 58.658 61.680 1,759.73 1,850.40 90.67 ST
8/15/17 27.000 59.893 61.680 1,617.11 1,665.36 48.25 ST
Total 285.000 15,963.74 17,578.80 1,615.06 ST ——
Asset Class: Equities
PEPSICO INC NC (PEP) 8/23/16
5/15/17
8/15/17
156.000
14.000
12.000
107.856
113.904
118.899
115.730
115.730
115.730
16,825.52
1,594.66
1,426.79
18,053.88
1,620.22
1,388.76
1,228.36
25.56
(38.03)
LT
ST
ST
Total 182.000 19,846.97 21,062.86 1,228.36
(12.47)
LT
ST
586.00 2.78
Next Dividend Payable 09/29/17; Asset Class: Equities
RAYTHEON CO (NEW) (RTN) 8/23/16
5/15/17
97.000
15.000
141.292
159.757
182.010
182.010
13,705.36
2,396.35
17,654.97
2,730.15
3,949.61
333.80
LT
ST
Total 112.000 16,101.71 20,385.12 3,949.61
333.80
LT
ST
357.00 1.75
Next Dividend Payable 11/2017; 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
58.450
58.450
58.450
7,008.68
704.81
1,128.51
6,371.05
642.95
1,052.10
(637.63)
(61.86)
(76.41)
LT
ST
ST
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 26 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
6/30/17 31.000 57.646 58.450 1,787.02 1,811.95 24.93 ST
Total 169.000 10,629.02 9,878.05 (637.63)
(113.34)
LT
ST
108.00 1.09
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
54.860
54.860
54.860
8,731.15
1,717.97
1,931.10
8,448.44
1,700.66
1,755.52
(282.71)
(17.31)
(175.58)
LT
ST
ST
Total 217.000 12,380.22 11,904.62 (282.71)
(192.89)
LT
ST
217.00 1.82
Next Dividend Payable 11/2017; 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
187.140
187.140
187.140
16,414.80
1,904.13
3,265.59
19,836.84
2,432.82
3,555.66
3,422.04
528.69
290.07
LT
ST
ST
Total 138.000 21,584.52 25,825.32 3,422.04
818.76
LT
ST
83.00 0.32
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
101.100
101.100
101.100
10,813.35
1,305.04
1,156.24
13,547.40
1,516.50
1,213.20
2,734.05
211.46
56.96
LT
ST
ST
3/10/17 13.000 98.664 101.100 1,282.63 1,314.30 31.67 ST
5/15/17 34.000 98.055 101.100 3,333.87 3,437.40 103.53 ST
6/20/17 1.000 99.590 101.100 99.59 101.10 1.51 ST
Total 209.000 17,990.72 21,129.90 2,734.05
405.13
LT
ST
336.00 1.59
Next Dividend Payable 11/2017; 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
119.720
119.720
119.720
6,265.16
1,123.82
1,572.96
6,943.76
1,316.92
1,556.36
678.60
193.10
(16.60)
LT
ST
ST
Total 82.000 8,961.94 9,817.04 678.60
176.50
LT
ST
230.00 2.34
Next Dividend Payable 09/10/17; Asset Class: Equities
VERTEX PHARMACEUTICALS (VRTX) 11/20/14
5/15/17
40.000
6.000
110.550
115.665
160.540
160.540
4,422.00
693.99
6,421.60
963.24
1,999.60
269.25
LT
ST
Total 46.000 5,115.99 7,384.84 1,999.60
269.25
LT
ST
——
Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 27 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
WALT DISNEY CO HLDG CO (DIS) 8/23/16
5/15/17
102.000
23.000
95.897
109.559
101.200
101.200
9,781.49
2,519.86
10,322.40
2,327.60
540.91
(192.26)
LT
ST
Total 125.000 12,301.35 12,650.00 540.91
(192.26)
LT
ST
195.00 1.54
Next Dividend Payable 01/2018; Asset Class: Equities
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 97.32%$588,423.14 $674,337.65 $62,842.61
$23,071.90
LT
ST
$8,741.00 1.30%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL VALUE 100.00%$588,423.14 $692,902.32 $62,842.61
$23,071.90
LT
ST
$8,750.00
—
1.26%
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.
ALLOCATION OF ASSETS
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $18,564.67 ——————
Stocks —$674,337.65 —————
TOTAL ALLOCATION OF ASSETS $18,564.67 $674,337.65 —————
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
8/1 8/4 Bought PAYPAL HLDGS INC COM ACTED AS AGENT 30.000 $59.0961 $(1,772.88)
8/4 8/9 Sold WALT DISNEY CO HLDG CO ACTED AS AGENT 44.000 107.5033 4,730.04
8/4 8/9 Bought PAYPAL HLDGS INC COM ACTED AS AGENT 30.000 58.6576 (1,759.73)
8/4 8/9 Bought MICROSOFT CORP ACTED AS AGENT 24.000 72.9968 (1,751.92)
8/15 8/18 Sold CELGENE CORP ACTED AS AGENT 75.000 131.4378 9,857.61
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 28 of 116
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS (CONTINUED)
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
8/15 8/18 Bought GILEAD SCIENCE ACTED AS AGENT 30.000 73.3265 (2,199.80)
8/15 8/18 Bought JOHNSON & JOHNSON ACTED AS AGENT 14.000 133.6578 (1,871.21)
8/15 8/18 Bought PAYPAL HLDGS INC COM ACTED AS AGENT 27.000 59.8929 (1,617.11)
8/15 8/18 Bought PEPSICO INC NC ACTED AS AGENT 12.000 118.8994 (1,426.79)
8/15 8/18 Bought MICROSOFT CORP ACTED AS AGENT 18.000 73.1535 (1,316.76)
8/15 8/18 Bought MARSH & MCLENNAN COS INC ACTED AS AGENT 16.000 78.1586 (1,250.54)
8/15 8/18 Bought COLGATE PALMOLIVE CO ACTED AS AGENT 14.000 71.7830 (1,004.96)
8/21 8/24 Sold CELGENE CORP ACTED AS AGENT 16.000 127.3980 2,038.32
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $654.27
TOTAL PURCHASES $(15,971.70)
TOTAL SALES AND REDEMPTIONS $16,625.97
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)
8/1 Qualified Dividend TIME WARNER INC NEW $99.42
8/3 Qualified Dividend CVS HEALTH CORP COM 136.00
8/3 Qualified Dividend RAYTHEON CO (NEW)89.32
8/7 Qualified Dividend COOPER CO INC NEW 1.35
8/9 Qualified Dividend MASTERCARD INC CL A 56.10
8/14 Qualified Dividend MASCO CORP 28.80
8/15 Qualified Dividend MARSH & MCLENNAN COS INC 57.75
8/15 Qualified Dividend COLGATE PALMOLIVE CO 48.00
8/17 Qualified Dividend APPLE INC 199.71
8/24 Qualified Dividend CABOT OIL & GAS CORP A 16.55
8/25 Qualified Dividend STARBUCKS CORP WASHINGTON 54.25
8/31 Qualified Dividend COGNIZANT TECH SOLUTIONS CL A 25.65
8/31 Interest Income MORGAN STANLEY BANK N.A.
(Period 08/01-08/31)
0.72
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $813.62
TOTAL QUALIFIED DIVIDENDS $812.90
TOTAL INTEREST $0.72
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
8/1 Automatic Investment BANK DEPOSIT PROGRAM $99.42
8/3 Automatic Investment BANK DEPOSIT PROGRAM 225.32
8/4 Automatic Redemption BANK DEPOSIT PROGRAM (1,772.88)
8/7 Automatic Investment BANK DEPOSIT PROGRAM 1.35
8/9 Automatic Investment BANK DEPOSIT PROGRAM 56.10
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 29 of 116
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY (CONTINUED)
Activity
Date Activity Type Description Credits/(Debits)
8/10 Automatic Investment BANK DEPOSIT PROGRAM 1,218.39
8/14 Automatic Investment BANK DEPOSIT PROGRAM 28.80
8/15 Automatic Investment BANK DEPOSIT PROGRAM 105.75
8/17 Automatic Investment BANK DEPOSIT PROGRAM 199.71
8/18 Automatic Redemption BANK DEPOSIT PROGRAM (829.56)
8/24 Automatic Investment BANK DEPOSIT PROGRAM 16.55
8/25 Automatic Investment BANK DEPOSIT PROGRAM 2,092.57
8/31 Automatic Investment BANK DEPOSIT PROGRAM 25.65
8/31 Automatic Investment BANK DEPOSIT PROGRAM 0.72
NET ACTIVITY FOR PERIOD $1,467.89
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
CELGENE CORP 12/18/14 08/15/17 51.000 $6,703.17 $5,884.24 $818.93
04/22/15 08/15/17 24.000 3,154.44 2,778.74 375.70
04/22/15 08/21/17 16.000 2,038.32 1,852.50 185.82
Long-Term This Period $11,895.93 $10,515.48 $1,380.45
Long-Term Year to Date $14,947.11 $13,422.74 $1,524.37
SHORT-TERM GAIN/(LOSS)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
WALT DISNEY CO HLDG CO 08/23/16 08/04/17 44.000 4,730.04 4,219.46 510.58
Short-Term This Period $4,730.04 $4,219.46 $510.58
Short-Term Year to Date $77,566.33 $73,217.61 $4,348.72
Net Realized Gain/(Loss) This Period $16,625.97 $14,734.94 $1,891.03
Net Realized Gain/(Loss) Year to Date $92,513.44 $86,640.35 $5,873.09
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.
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 30 of 116
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 Basic Securities Account
660-110035-095
CHANGE IN VALUE OF YOUR ACCOUNTS (includes accrued interest)
This Period
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)
TOTAL BEGINNING VALUE $1,970,732.50 $1,933,556.09
Credits ——
Debits —(7,031.36)
Security Transfers ——
Net Credits/Debits/Transfers —$(7,031.36)
Change in Value 9,825.36 54,033.13
TOTAL ENDING VALUE $1,980,557.86 $1,980,557.86
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period August 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
AUG SEP OCT NOV DEC JAN FEB MAR APR MAY JUN JUL AUG
1.6
1.7
1.8
1.9
2
2.1
($
)
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 31 of 116
ASSET ALLOCATION (includes accrued interest)
Cash
Fixed Income & Preferreds
Market Value Percentage
Cash $126,105.61 6.37
Fixed Income & Preferreds 1,854,452.25 93.63
TOTAL VALUE $1,980,557.86 100.00%
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
0
0
3
5
M
S
A
D
T
2
4
1
Account Summary
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 32 of 116
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 7/31/17)
This Period
(as of 8/31/17)
Cash, BDP, MMFs $65,062.21 $126,105.61
Corporate Fixed Income^1,238,075.50 1,170,256.77
Government Securities^667,594.79 684,195.48
Total Assets $1,970,732.50 $1,980,557.86
Total Liabilities (outstanding balance)——
TOTAL VALUE $1,970,732.50 $1,980,557.86
CASH FLOW
This Period
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)
OPENING CASH, BDP, MMFs $65,062.21 $43,948.88
Purchases (110,257.10)(2,102,413.25)
Sales and Redemptions 165,824.57 2,153,265.78
Return of Principal 1,432.28 6,346.30
Income and Distributions 4,043.65 31,989.26
Total Investment Related Activity $61,043.40 $89,188.09
Other Debits —(7,031.36)
Total Cash Related Activity —$(7,031.36)
CLOSING CASH, BDP, MMFs $126,105.61 $126,105.61
INCOME AND DISTRIBUTION SUMMARY
This Period
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)
Interest $4,043.65 $31,989.26
Total Taxable Income And Distributions $4,043.65 $31,989.26
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $4,043.65 $31,989.26
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
(8/1/17-8/31/17)
Realized This Year
(1/1/17-8/31/17)
Unrealized
Inception to Date
(as of 8/31/17)
Short-Term Gain $864.41 $4,453.91 $9,910.23
Short-Term (Loss)(396.93)(20,948.04)(860.35)
Total Short-Term $467.48 $(16,494.13)$9,049.88
Long-Term Gain 658.17 2,130.78 6,612.91
Long-Term (Loss)—(512.00)(51.72)
Total Long-Term $658.17 $1,618.78 $6,561.19
TOTAL GAIN/(LOSS)$1,125.65 $(14,875.35)$15,611.07
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
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)Category
This Period
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)
Accrued Interest Paid $231.03 $11,213.03 Accrued Interest Received 542.88 8,954.66
U.S. Treasury Coupon Interest 1,376.25 5,350.29
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
Investment Objectives (in order of priority) †: Income Investment Advisory Account
Manager:Sage Advisory - Intermediate Taxab
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 33 of 116
† Inform us if your investment objectives, as defined in the Expanded Disclosures, change.
HOLDINGS
This section reflects positions purchased/sold on a trade date basis. "Market Value" and "Unrealized Gain/(Loss)" may not reflect the value that could be obtained in the market. Fixed Income securities are sorted
by maturity or pre-refunding date, and alphabetically within date. Estimated Annual Income a) is calculated on a pre-tax basis, b) does not include any reduction for applicable non-US withholding taxes, c) may
include return of principal or capital gains which could overstate such estimates, and d) for securities that have a defined maturity date within the next 12 months, is reflected only through maturity date. Actual
income or yield may be lower or higher than the estimates. Current yield reflects the income generated by an investment, and does not reflect changes in its price. Structured Investments, identified on the
Position Description Details line as "Asset Class: Struct Inv," may appear in various statement product categories. When displayed, the accrued interest, annual income and current yield for those with a
contingent income feature (e.g., Range Accrual Notes or Contingent Income Notes) are estimates and assume specified accrual conditions are met during the relevant period and payment in full of all contingent
interest. For Floating Rate Securities, the accrued interest, annual income and current yield are estimates based on the current floating coupon rate and may not reflect historic rates within the accrual period.
CASH, BANK DEPOSIT PROGRAM AND MONEY MARKET FUNDS
Cash, Bank Deposit Program, and Money Market Funds are generally displayed on a settlement date basis. You have the right to instruct us to liquidate your bank deposit balance(s) or shares of any money market
fund balance(s) at any time and have the proceeds of such liquidation remitted to you. Estimated Annual Income, Accrued Interest, and APY% will only be displayed for fully settled positions.
Description Market Value
7-Day
Current Yield %Est Ann Income APY %
CASH $15,156.99
MORGAN STANLEY PRIVATE BANK NA #110,948.62 —55.00 0.050
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 6.37%$126,105.61 $55.00
# 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 %
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
$100.102
100.357
100.137
$99.978
99.978
$29,081.49
$29,029.47
10,035.70
10,013.67
$28,993.62
9,997.80
$(35.85)
(15.87)
LT
LT
Total 39,000.000 39,117.19
39,043.14 38,991.42 (51.72)LT
605.00
166.23
1.55
Int. Semi-Annually May/Nov 22; Yield to Maturity 1.580%; Moody A3 S&P BBB+; Issued 05/22/13; Asset Class: FI & Pref
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 34 of 116
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 %
BP CAPITAL MARKETS PLC
Coupon Rate 2.241%; Matures 09/26/2018; CUSIP 05565QCG1
11/16/15 38,000.000 101.376
100.522
100.687 38,522.88
38,198.47 38,261.06 62.59 LT
852.00
366.65
2.22
Int. Semi-Annually Mar/Sep 26; Yield to Maturity 1.590%; 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
110.808
110.942 37,565.22
36,566.72 36,610.86 44.14 ST
2,822.00
830.77
7.70
Int. Semi-Annually May/Nov 15; Yield to Maturity 1.990%; 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
102.141
102.047 38,882.36
38,813.56 38,777.86 (35.70)ST
1,140.00
535.16
2.93
Int. Semi-Annually Mar/Sep 12; Callable $100.00 on 02/12/20; Yield to Call 2.137%; 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
100.147
100.436 39,062.40
39,057.26 39,170.04 112.78 ST
780.00
359.66
1.99
Int. Semi-Annually Mar/Sep 15; Yield to Maturity 1.823%; 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
100.122
100.321 39,051.87
39,047.73 39,125.19 77.46 ST
702.00
214.50
1.79
Int. Semi-Annually May/Nov 11; Yield to Maturity 1.677%; 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
101.839
102.148 38,745.94
38,698.83 38,816.24 117.41 ST
1,064.00
121.17
2.74
Int. Semi-Annually Jan/Jul 20; Callable $100.00 on 06/20/20; Yield to Call 2.007%; 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
103.691
103.758 39,518.10
39,402.58 39,428.04 25.46 ST
1,368.00
516.80
3.46
Int. Semi-Annually Apr/Oct 15; Callable $100.00 on 09/15/20; Yield to Call 2.312%; 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
105.544
106.884 38,336.76
37,995.82 38,478.24 482.42 ST
1,512.00
697.19
3.92
Int. Semi-Annually Mar/Sep 15; Callable $100.00 on 02/15/21; Yield to Call 2.123%; Moody BAA1 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
107.242
108.577 38,816.64
38,607.26 39,087.72 480.46 ST
1,710.00
218.50
4.37
Int. Semi-Annually Jan/Jul 15; Yield to Maturity 2.416%; Moody BAA1 S&P BBB; Issued 07/19/11; Asset Class: FI & Pref
VERIZON COMMUNICATIONS
Coupon Rate 3.125%; Matures 03/16/2022; CUSIP 92343VDW1
7/5/17 39,000.000 101.424
101.383
102.537 39,555.36
39,539.22 39,989.43 450.21 ST
1,219.00
558.59
3.04
Int. Semi-Annually Mar/Sep 16; Yield to Maturity 2.530%; First Coupon 09/16/17; Moody BAA1 S&P BBB+; Issued 03/16/17; Asset Class: FI & Pref
WILLIAMS PARTNERS LP
Coupon Rate 3.350%; Matures 08/15/2022; CUSIP 96950FAJ3
8/10/16 41,000.000 97.255
97.255
101.669 39,874.55
39,874.55 41,684.29 1,809.74 LT
1,374.00
61.04
3.29
Int. Semi-Annually Feb/Aug 15; Callable $100.00 on 05/15/22; Yield to Call 2.967%; Moody BAA3 S&P BBB; Issued 08/14/12; Asset Class: FI & Pref
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 35 of 116
Security Description Trade Date Face Value
Orig Unit Cost
Adj Unit Cost Unit Price
Orig Total Cost
Adj Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
ABBVIE INC
Coupon Rate 2.900%; Matures 11/06/2022; CUSIP 00287YAL3
7/23/14
11/28/14
11/16/15
5,000.000
2,000.000
32,000.000
97.377
97.377
98.078
98.078
96.934
96.934
101.448
101.448
101.448
4,868.85
4,868.85
1,961.56
1,961.56
31,018.88
31,018.88
5,072.40
2,028.96
32,463.36
203.55
67.40
1,444.48
LT
LT
LT
Total 39,000.000 37,849.29
37,849.29 39,564.72 1,715.43 LT
1,131.00
361.29
2.85
Int. Semi-Annually May/Nov 06; Yield to Maturity 2.599%; 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
100.776
102.201 39,328.38
39,302.46 39,858.39 555.93 ST
1,197.00
123.01
3.00
Int. Semi-Annually Jan/Jul 24; Callable $100.00 on 01/24/22; Yield to Call 2.536%; 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
100.097
102.887
102.887
6,976.20
6,976.20
31,038.75
31,029.92
7,202.09
31,894.97
225.89
865.05
LT
LT
Total 38,000.000 38,014.95
38,006.12 39,097.06 1,090.94 LT
1,216.00
121.60
3.11
Int. Semi-Annually Jan/Jul 25; Yield to Maturity 2.623%; 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
103.689
103.845 38,688.68
38,365.01 38,422.65 57.64 LT
1,221.00
101.74
3.17
Int. Semi-Annually Feb/Aug 01; Callable $100.00 on 12/01/22; Yield to Call 2.513%; Moody A3 S&P A-; Issued 01/25/16; Asset Class: FI & Pref
GOLDAM SACHS GROUP INC 2.905% FIXED TO 07/24/2022 FLTS
THERE
Coupon Rate 2.905%; Matures 07/24/2023; CUSIP 38141GWM2
8/2/17 40,000.000 100.266
100.263
100.392 40,106.40
40,105.25 40,156.80 51.55 ST
1,162.00
119.42
2.89
Int. Semi-Annually Jan/Jul 24; Callable $100.00 on 07/24/22; Yield to Maturity 2.832%; First Coupon 01/24/18; Floater; Moody A3 S&P BBB+; Issued 07/24/17; Asset Class: FI & Pref
ECOPETROL SA
Coupon Rate 5.875%; Matures 09/18/2023; CUSIP 279158AC3
2/2/17 35,000.000 107.350
106.799
110.950 37,572.50
37,379.55 38,832.50 1,452.95 ST
2,056.00
931.02
5.29
Int. Semi-Annually Mar/Sep 18; Yield to Maturity 3.829%; 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
100.051
99.296 39,022.62
39,020.00 38,725.44 (294.56)ST
878.00
324.18
2.26
Int. Semi-Annually Apr/Oct 18; Yield to Maturity 2.374%; Moody AA3 S&P AA-; Issued 10/18/16; Asset Class: FI & Pref
HEALTH CARE REIT INC
Coupon Rate 4.000%; Matures 06/01/2025; CUSIP 42217KBF2
5/20/16 37,000.000 102.442
102.144
105.573 37,903.54
37,793.46 39,062.01 1,268.55 LT
1,480.00
370.00
3.78
Int. Semi-Annually Jun/Dec 01; Callable $100.00 on 03/01/25; Yield to Call 3.159%; Moody BAA1 S&P BBB+; Issued 05/26/15; Asset Class: FI & Pref
BOSTON PROPERTIES LP
Coupon Rate 3.650%; Matures 02/01/2026; CUSIP 10112RAX2
5/1/17 39,000.000 100.595
100.576
103.175 39,232.05
39,224.55 40,238.25 1,013.70 ST
1,424.00
118.62
3.53
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 36 of 116
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 Feb/Aug 01; Callable $100.00 on 11/03/25; Yield to Call 3.205%; 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
106.553
106.315 39,642.17
39,424.64 39,336.55 (88.09)ST
1,647.00
814.10
4.18
Int. Semi-Annually Mar/Sep 03; Yield to Maturity 3.582%; 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
111.247
111.703 43,587.18
43,386.23 43,564.17 177.94 ST
2,291.00
381.87
5.25
Int. Semi-Annually Jun/Dec 30; Callable $100.00 on 12/31/25; Yield to Call 4.195%; 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
93.063 39,024.72
39,024.72 39,086.46 61.74 ST
1,113.00
420.46
2.84
Int. Semi-Annually Apr/Oct 15; Callable $100.00 on 07/15/26; Yield to Maturity 3.547%; Moody BAA1 S&P BBB; Issued 10/03/16; Asset Class: FI & Pref
AIR LEASE CORP
Coupon Rate 3.625%; Matures 04/01/2027; CUSIP 00912XAV6
4/11/17
4/13/17
4/17/17
28,000.000
6,000.000
5,000.000
98.882
98.882
99.145
99.145
99.474
99.474
100.737
100.737
100.737
27,686.96
27,686.96
5,948.70
5,948.70
4,973.70
4,973.70
28,206.36
6,044.22
5,036.85
519.40
95.52
63.15
ST
ST
ST
Total 39,000.000 38,609.36
38,609.36 39,287.43 678.07 ST
1,414.00
679.38
3.59
Int. Semi-Annually Apr/Oct 01; Callable $100.00 on 01/01/27; Yield to Call 3.531%; First Coupon 10/01/17; S&P BBB; Issued 03/08/17; Asset Class: FI & Pref
AT&T INC
Coupon Rate 3.900%; Matures 08/14/2027; CUSIP 00206REM0
8/15/17 40,000.000 99.736
99.736
100.873 39,894.40
39,894.40 40,349.20 454.80 ST
1,560.00
104.00
3.86
Int. Semi-Annually Feb/Aug 14; Callable $100.00 on 05/14/27; Yield to Call 3.791%; First Coupon 02/14/18; Moody BAA1 (-) S&P BBB+ (-); Issued 08/07/17; Asset Class: FI & Pref
CORPORATE BONDS 994,000.000 $1,015,525.51
$1,012,230.18 $1,024,002.02 $5,953.17
$5,818.67
LT
ST
$34,938.00
$9,616.95
3.41%
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 1.606%; 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
$100.414
100.414
100.414
$17,943.05
$17,943.05
49,730.45
49,730.45
10,038.67
10,038.67
$18,074.52
50,207.00
10,041.40
$131.47
476.55
2.73
LT
LT
ST
Total 78,000.000 77,712.17
77,712.17 78,322.92 608.02
2.73
LT
ST
1,253.00
55.69
1.59
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 37 of 116
Security Description Trade Date Face Value
Orig Unit Cost
Adj Unit Cost Unit Price
Orig Total Cost
Adj Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
Interest Paid Monthly Aug 15; Yield to Maturity 1.493%; 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
100.366 57,877.68
57,877.68 58,212.28 334.60 ST
1,056.00
46.91
1.81
Interest Paid Monthly Aug 15; Yield to Maturity 1.744%; S&P AAA; Issued 12/08/16; Asset Class: FI & Pref
OTHER FIXED INCOME 136,000.000 $135,589.85
$135,589.85 $136,535.20 $608.02
$337.33
LT
ST
$2,309.00
$102.60
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 1,130,000.000 $1,151,115.36
$1,147,820.03 $1,160,537.22 $6,561.19
$6,156.00
LT
ST
$37,247.00
$9,719.55
3.21%
TOTAL CORPORATE FIXED INCOME
(includes accrued interest)
59.09%$1,170,256.77
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
$99.215 $3,961.89
$3,961.89 $3,968.60 $6.71 ST
$30.00
$1.30
0.75
Int. Semi-Annually Feb/Aug 15; Yield to Maturity 1.296%; 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
100.500
100.535 53,290.02
53,265.08 53,283.55 18.47 ST
861.00
145.10
1.61
Int. Semi-Annually Jun/Dec 31; Yield to Maturity 1.328%; 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
99.793 53,607.85
53,607.85 53,888.22 280.37 ST
743.00
4.03
1.37
Int. Semi-Annually Feb/Aug 29; Yield to Maturity 1.446%; 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
101.883
101.934
101.811
102.032
101.903
102.027
102.027
102.027
23,478.95
23,433.09
5,096.70
5,090.53
31,629.80
31,590.00
23,466.21
5,101.35
31,628.37
33.12
10.82
38.37
ST
ST
ST
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 38 of 116
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 59,000.000 60,205.45
60,113.62 60,195.93 82.31 ST
1,254.00
105.61
2.08
Int. Semi-Annually Jan/Jul 31; Yield to Maturity 1.514%; 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
99.273 120,446.82
120,446.82 121,113.06 666.24 ST
1,678.00
421.66
1.38
Int. Semi-Annually May/Nov 30; Yield to Maturity 1.575%; 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
100.289
100.289
105,313.01
105,313.01
60,728.55
60,728.55
106,306.34
61,176.29
993.33
447.74
ST
ST
Total 167,000.000 166,041.56
166,041.56 167,482.63 1,441.07 ST
2,923.00
1,221.70
1.74
Int. Semi-Annually Mar/Sep 30; Yield to Maturity 1.684%; Moody AAA; Issued 03/31/15; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE
Coupon Rate 2.250%; Matures 02/15/2027; CUSIP 912828V98
5/30/17
6/6/17
8/8/17
19,000.000
41,000.000
13,000.000
100.231
100.202
100.903
100.883
99.836
99.836
101.109
101.109
101.109
19,043.87
19,038.40
41,370.11
41,361.92
12,978.72
12,978.72
19,210.71
41,454.69
13,144.17
172.31
92.77
165.45
ST
ST
ST
8/14/17 17,000.000 100.274
100.273
101.109 17,046.55
17,046.35 17,188.53 142.18 ST
Total 90,000.000 90,439.25
90,425.39 90,998.10 572.71 ST
2,025.00
88.04
2.22
Int. Semi-Annually Feb/Aug 15; Yield to Maturity 2.120%; Moody AAA; Issued 02/15/17; Asset Class: FI & Pref
TREASURY SECURITIES 549,000.000 $547,992.84
$547,862.21 $550,930.09 $3,067.88 ST
$9,514.00
$1,987.44
1.73%
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
$98.831 $39,974.40
$39,974.40 $39,532.40 $(442.00)ST
$550.00
—
1.39
Int. Semi-Annually May/Nov 24; Yield to Maturity 1.700%; 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
105.720 96,665.83
91,189.19 91,457.19 268.00 ST
3,460.00
288.36
3.78
Interest Paid Monthly Jan 01; Yield to Maturity 3.679%; Factor .94031398; Issued 01/01/17; Current Face 86,508.886; Asset Class: FI & Pref
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 39 of 116
FEDERAL AGENCIES 132,000.000 $136,640.23
$131,163.59 $130,989.59 $(174.00)ST
$4,010.00
$288.36
3.06%
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 681,000.000 $684,633.07
$679,025.80 $681,919.68 $2,893.88 ST
$13,524.00
$2,275.80
1.98%
TOTAL GOVERNMENT SECURITIES
(includes accrued interest)
34.55%$684,195.48
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL VALUE $1,826,845.83 $1,968,562.51 $6,561.19
$9,049.88
LT
ST
$50,826.00
$11,995.35
2.57%
TOTAL VALUE (includes accrued interest)100.00%$1,980,557.86
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 $126,105.61 ——————
Corporate Fixed Income^——$1,170,256.77 ————
Government Securities^——684,195.48 ————
TOTAL ALLOCATION OF ASSETS^$126,105.61 —$1,854,452.25 ————
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 40 of 116
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
8/2 8/7 Sold GOLDMAN SACHS 5250 21JL27 ACTED AS AGENT
ACCRUED INTEREST 53.96
37,000.000 $110.1420 $40,806.50
8/2 8/7 Bought GOLDAM SACHS GRO 2905 *23JL24 ACTED AS AGENT
ACCRUED INTEREST 41.96
40,000.000 100.2660 (40,148.36)
8/8 8/9 Sold FIBRIA OVERSEAS 5500 27JA17 ACTED AS AGENT
ACCRUED INTEREST 50.42
15,000.000 103.4100 15,561.92
8/8 8/9 Bought US TSY NOTE 2250 27FB15 ACTED AS AGENT
ACCRUED INTEREST 141.40
13,000.000 99.8363 (13,120.12)
8/14 8/14 Redemption VODAFONE GROUP 1250 17SP26 REDEMPTION OF CALLED BOND
CUSIP: 92857WAY6
36,000.000 100.0210 36,007.56
8/14 8/15 Sold FIBRIA OVERSEAS 5500 27JA17 ACTED AS AGENT
ACCRUED INTEREST 81.28
19,000.000 102.5000 19,556.28
8/14 8/15 Bought US TSY NOTE 2250 27FB15 ACTED AS AGENT 17,000.000 100.2738 (17,046.55)
8/15 8/18 Sold AT&T INC 3400 *25MY15 ACTED AS AGENT
ACCRUED INTEREST 342.55
39,000.000 98.4430 38,735.32
8/15 8/18 Bought AT&T INC 3900 *27AU14 ACTED AS AGENT
ACCRUED INTEREST 47.67
40,000.000 99.7360 (39,942.07)
8/30 8/31 Sold US TSY NOTE 2250 27FB15 ACTED AS AGENT
ACCRUED INTEREST 14.67
15,000.000 100.9488 15,156.99
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $55,567.47
TOTAL PURCHASES $(110,257.10)
TOTAL SALES AND REDEMPTIONS $165,824.57
Purchase and Sale transactions above may have received an average price execution. Details regarding the actual prices are available upon request.
RETURN OF PRINCIPAL
Activity Date Activity Type Description Comments Credits/(Debits)
8/15 Return of Principal FHLMC 30G G08749 4000 47JA01 CUSIP: 3128MJZP8 $1,432.28
TOTAL RETURN OF PRINCIPAL $1,432.28
TAXABLE INCOME AND DISTRIBUTIONS
Activity Date Activity Type Description Comments Credits/(Debits)
8/1 Interest Income BOSTON PROPERTIE 3650 *26FB01 CUSIP: 10112RAX2 $711.75
8/1 Interest Income ANHEUSER-BUSCH IN 3300 *23FB01 CUSIP: 035242AL0 610.50
8/14 Interest Income-Adj VODAFONE GROUP 1250 17SP26
ACCRUED BOND INTEREST
CUSIP: 92857WAY6 172.50
8/15 Interest Income US TSY NOTE 2250 27FB15 CUSIP: 912828V98 990.00
8/15 Interest Income WILLIAMS PARTNER 3350 *22AU15 CUSIP: 96950FAJ3 686.75
8/15 Interest Income FHLMC 30G G08749 4000 47JA01 CUSIP: 3128MJZP8 293.13
8/15 Interest Income BACCT 2014-A1 A 1606 *21JNRG CUSIP: 05522RCQ9 100.88
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 41 of 116
TAXABLE INCOME AND DISTRIBUTIONS (CONTINUED)
Activity Date Activity Type Description Comments Credits/(Debits)
8/15 Interest Income US TSY NOTE 0750 19FB15 CUSIP: 912828P53 15.00
8/16 Interest Income COMET 2016-A6 A 1820 *22SPRG CUSIP: 14041NFH9 87.97
8/31 Interest Income US TSY NOTE 1375 20AU31 CUSIP: 912828L32 371.25
8/31 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 08/01-08/31)
3.92
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $4,043.65
TOTAL INTEREST $4,043.65
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
8/1 Automatic Investment BANK DEPOSIT PROGRAM $1,322.25
8/8 Automatic Investment BANK DEPOSIT PROGRAM 658.14
8/10 Automatic Investment BANK DEPOSIT PROGRAM 2,441.80
8/14 Automatic Investment BANK DEPOSIT PROGRAM 36,007.56
8/15 Automatic Investment BANK DEPOSIT PROGRAM 3,485.38
8/16 Automatic Investment BANK DEPOSIT PROGRAM 2,714.89
8/17 Automatic Investment BANK DEPOSIT PROGRAM 87.97
8/18 Automatic Redemption BANK DEPOSIT PROGRAM (1,206.75)
8/31 Automatic Investment BANK DEPOSIT PROGRAM 371.25
8/31 Automatic Investment BANK DEPOSIT PROGRAM 3.92
NET ACTIVITY FOR PERIOD $45,886.41
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
GOLDMAN SACHS 5 1/4 7-27-21 11/24/15 08/02/17 37,000.000 $40,752.54 $40,147.29 $605.25
VODAFONE GROUP 1 1/4 9-26-17 05/13/16 08/14/17 36,000.000 36,007.56 35,954.64 52.92
Long-Term This Period $76,760.10 $76,101.93 $658.17
Long-Term Year to Date $305,129.07 $303,510.29 $1,618.78
SHORT-TERM GAIN/(LOSS)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
AT&T INC 3.400 5-15-25 04/07/17 08/15/17 39,000.000 38,392.77 37,849.50 543.27
FHLMC 30G G08749 4.000 1-01-47 02/09/17 08/15/17 1,432.280 1,432.28 1,509.77 (77.49)
FIBRIA OVERSEAS 5 1/2 1-17-27 06/02/17 08/08/17 15,000.000 15,511.50 15,517.56 (6.06)
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 42 of 116
SHORT-TERM GAIN/(LOSS) (CONTINUED)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
06/02/17 08/14/17 1,000.000 1,025.00 1,034.47 (9.47)
06/07/17 08/14/17 18,000.000 18,450.00 18,753.91 (303.91)
US TSY NOTE 2 1/4 2-15-27 03/23/17 08/30/17 12,000.000 12,113.86 11,814.42 299.44
05/30/17 08/30/17 3,000.000 3,028.46 3,006.76 21.70
US TSY NOTE TIIN 1/8 4-15-20 02/15/17 06/06/17 37,000.000 38,904.12 39,089.39 (185.27)
Short-Term This Period $89,953.87 $89,486.39 $467.48
Short-Term Year to Date $1,844,705.33 $1,861,199.46 $(16,494.13)
Net Realized Gain/(Loss) This Period $166,713.97 $165,588.32 $1,125.65
Net Realized Gain/(Loss) Year to Date $2,150,657.42 $2,164,709.75 $(14,875.35)
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
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)
TOTAL BEGINNING VALUE $1,312,876.59 $1,228,581.20
Credits ——
Debits —(5,297.33)
Security Transfers ——
Net Credits/Debits/Transfers —$(5,297.33)
Change in Value (10,209.80)79,382.92
TOTAL ENDING VALUE $1,302,666.79 $1,302,666.79
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period August 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
AUG SEP OCT NOV DEC JAN FEB MAR APR MAY JUN JUL AUG
1
1.1
1.2
1.3
1.4
1.5
($
)
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 43 of 116
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Alternatives
Market Value Percentage
Cash $27,782.12 2.13
Equities 1,241,468.38 95.30
Alternatives 33,416.29 2.57
TOTAL VALUE $1,302,666.79 100.00%
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
0
0
3
5
M
S
A
D
T
2
4
1
Account Summary
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 44 of 116
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 7/31/17)
This Period
(as of 8/31/17)
Cash, BDP, MMFs $15,129.58 $23,072.41
Stocks 1,301,879.79 1,274,884.67
Net Unsettled Purchases/Sales (4,132.78)4,709.71
Total Assets $1,312,876.59 $1,302,666.79
Total Liabilities (outstanding balance)——
TOTAL VALUE $1,312,876.59 $1,302,666.79
CASH FLOW
This Period
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)
OPENING CASH, BDP, MMFs $15,129.58 $23,548.92
Purchases (7,336.56)(104,697.03)
Sales and Redemptions 22,671.82 93,514.88
Prior Net Unsettled Purch/Sales (4,132.78)N/A
Net Unsettled Purch/Sales (4,709.71)(4,709.71)
Income and Distributions 1,450.06 20,712.68
Total Investment Related Activity $7,942.83 $4,820.82
Other Debits —(5,297.33)
Total Cash Related Activity —$(5,297.33)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $23,072.41 $23,072.41
INCOME AND DISTRIBUTION SUMMARY
This Period
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)
Qualified Dividends $1,243.61 $19,742.86
Other Dividends 205.79 967.88
Interest 0.66 1.94
Total Taxable Income And Distributions $1,450.06 $20,712.68
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $1,450.06 $20,712.68
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
(8/1/17-8/31/17)
Realized This Year
(1/1/17-8/31/17)
Unrealized
Inception to Date
(as of 8/31/17)
Short-Term Gain —$1,540.20 $10,744.54
Short-Term (Loss)(14.01)(73.59)(7,227.76)
Total Short-Term $(14.01)$1,466.61 $3,516.78
Long-Term Gain 2,495.47 10,754.54 192,016.44
Long-Term (Loss)(4,383.88)(7,079.40)(22,891.93)
Total Long-Term $(1,888.41)$3,675.14 $169,124.51
TOTAL GAIN/(LOSS)$(1,902.42)$5,141.75 $172,641.29
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 August 1-31, 2017
Select UMA Active Assets Account
660-110174-095
Investment Objectives (in order of priority) †: Capital Appreciation,Income Investment Advisory Account
Manager:JP Morgan - Equity Income SMA
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 45 of 116
† 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 #$23,072.41 —$12.00 0.050
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs $23,072.41 $12.00
NET UNSETTLED PURCHASES/SALES $4,709.71
CASH, BDP, AND MMFs (PROJECTED SETTLED BALANCE)2.13%$27,782.12
# 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
$204.320
204.320
$8,013.63
1,089.51
$10,420.32
1,430.24
$2,406.69
340.73
LT
LT
Total 58.000 9,103.14 11,850.56 2,747.42 LT 273.00 2.30
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 46 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 09/12/17; Asset Class: Equities
ABBOTT LABORATORIES (ABT) 10/22/14
2/16/16
5/2/16
170.000
16.000
36.000
41.922
37.969
38.969
50.940
50.940
50.940
7,126.70
607.50
1,402.89
8,659.80
815.04
1,833.84
1,533.10
207.54
430.95
LT
LT
LT
Total 222.000 9,137.09 11,308.68 2,171.59 LT 235.00 2.07
Next Dividend Payable 11/2017; Asset Class: Equities
ABBVIE INC COM (ABBV) 4/6/15 31.000 57.769 75.300 1,790.84 2,334.30 543.46 LT 79.00 3.38
Next Dividend Payable 11/2017; Asset Class: Equities
ACCENTURE PLC IRELAND CL A (ACN) 11/9/15 54.000 104.660 130.760 5,651.64 7,061.04 1,409.40 LT 131.00 1.85
Next Dividend Payable 11/2017; Asset Class: Equities
AIR PROD & CHEM INC (APD) 6/22/17
8/1/17
18.000
23.000
144.449
147.483
145.370
145.370
2,600.09
3,392.11
2,616.66
3,343.51
16.57
(48.60)
ST
ST
Total 41.000 5,992.20 5,960.17 (32.03)ST 156.00 2.61
Next Dividend Payable 11/2017; Asset Class: Equities
ALEXANDRIA REAL ESTATE EQ INC (ARE) 11/9/15 28.000 86.272 121.310 2,415.61 3,396.68 981.07 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
63.400
63.400
63.400
11,784.61
2,170.80
2,810.49
13,123.80
2,282.40
2,662.80
1,339.19
111.60
(147.69)
LT
LT
ST
Total 285.000 16,765.90 18,069.00 1,450.79
(147.69)
LT
ST
752.00 4.16
Next Dividend Payable 10/2017; Asset Class: Equities
AMERIPRISE FINCL INC (AMP) 11/17/15 43.000 113.969 138.510 4,900.65 5,955.93 1,055.28 LT 143.00 2.40
Next Dividend Payable 11/2017; Asset Class: Equities
ANALOG DEVICES INC (ADI) 11/9/15
3/2/17
149.000
49.000
60.769
83.547
83.670
83.670
9,054.54
4,093.79
12,466.83
4,099.83
3,412.29
6.04
LT
ST
Total 198.000 13,148.33 16,566.66 3,412.29
6.04
LT
ST
356.00 2.14
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
164.000
164.000
164.000
21,282.96
2,985.83
1,301.41
29,028.00
5,084.00
1,476.00
7,745.04
2,098.17
174.59
LT
LT
ST
Total 217.000 25,570.20 35,588.00 9,843.21
174.59
LT
ST
547.00 1.53
Next Dividend Payable 11/2017; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 47 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
ARTHUR J GALLAGHER (AJG) 11/9/15
3/13/17
125.000
18.000
43.483
56.877
57.900
57.900
5,435.41
1,023.79
7,237.50
1,042.20
1,802.09
18.41
LT
ST
Total 143.000 6,459.20 8,279.70 1,802.09
18.41
LT
ST
223.00 2.69
Next Dividend Payable 09/15/17; Asset Class: Equities
AUTOMATIC DATA PROCESSING INC (ADP) 11/9/15
2/16/16
54.000
7.000
86.393
83.874
106.470
106.470
4,665.22
587.12
5,749.38
745.29
1,084.16
158.17
LT
LT
Total 61.000 5,252.34 6,494.67 1,242.33 LT 139.00 2.14
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
187.730
187.730
187.730
7,105.98
824.21
1,536.64
7,884.66
938.65
1,501.84
778.68
114.44
(34.80)
LT
LT
LT
Total 55.000 9,466.83 10,325.15 858.32 LT 312.00 3.02
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
23.890
23.890
23.890
11,909.80
3,587.39
2,294.68
19,446.46
5,709.71
3,440.16
7,536.66
2,122.32
1,145.48
LT
LT
LT
11/4/16 355.000 16.695 23.890 5,926.73 8,480.95 2,554.22 ST
12/1/16 70.000 21.847 23.890 1,529.30 1,672.30 143.00 ST
Total 1,622.000 25,247.90 38,749.58 10,804.46
2,697.22
LT
ST
779.00 2.01
Next Dividend Payable 09/29/17; Asset Class: Equities
BB & T CORP (BBT) 10/22/14
1/6/15
12/2/15
41.000
242.000
26.000
36.349
36.810
38.459
46.090
46.090
46.090
1,490.30
8,907.95
999.93
1,889.69
11,153.78
1,198.34
399.39
2,245.83
198.41
LT
LT
LT
2/16/16 16.000 32.788 46.090 524.60 737.44 212.84 LT
12/9/16 67.000 46.725 46.090 3,130.57 3,088.03 (42.54)ST
Total 392.000 15,053.35 18,067.28 3,056.47
(42.54)
LT
ST
517.00 2.86
Next Dividend Payable 09/01/17; Asset Class: Equities
BECTON DICKINSON & CO (BDX) 11/9/15
2/16/16
4/22/16
47.000
7.000
12.000
152.187
142.173
159.086
199.440
199.440
199.440
7,152.78
995.21
1,909.03
9,373.68
1,396.08
2,393.28
2,220.90
400.87
484.25
LT
LT
LT
Total 66.000 10,057.02 13,163.04 3,106.02 LT 193.00 1.46
Next Dividend Payable 09/2017; Asset Class: Equities
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 48 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
BLACKROCK INC (BLK) 11/9/15
12/15/15
2/16/16
50.000
7.000
3.000
349.118
325.244
314.557
419.010
419.010
419.010
17,455.92
2,276.71
943.67
20,950.50
2,933.07
1,257.03
3,494.58
656.36
313.36
LT
LT
LT
4/22/16 6.000 368.615 419.010 2,211.69 2,514.06 302.37 LT
Total 66.000 22,887.99 27,654.66 4,766.67 LT 660.00 2.38
Next Dividend Payable 09/22/17; Asset Class: Equities
BOSTON PROPERTIES INC (BXP) 2/16/16
3/11/16
14.000
24.000
109.950
120.098
120.600
120.600
1,539.30
2,882.34
1,688.40
2,894.40
149.10
12.06
LT
LT
Total 38.000 4,421.64 4,582.80 161.16 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
60.480
60.480
11,593.58
806.74
10,825.92
786.24
(767.66)
(20.50)
LT
LT
Total 192.000 12,400.32 11,612.16 (788.16)LT 300.00 2.58
Next Dividend Payable 11/2017; Asset Class: Equities
CAPITAL ONE FINANCIAL CORP (COF) 1/16/15
7/28/15
2/23/16
47.000
36.000
41.000
76.305
78.973
65.879
79.610
79.610
79.610
3,586.34
2,843.02
2,701.03
3,741.67
2,865.96
3,264.01
155.33
22.94
562.98
LT
LT
LT
12/9/16 27.000 89.799 79.610 2,424.56 2,149.47 (275.09)ST
Total 151.000 11,554.95 12,021.11 741.25
(275.09)
LT
ST
242.00 2.01
Next Dividend Payable 11/2017; Asset Class: Equities
CHEVRON CORP (CVX) 11/9/15
11/9/15
2/16/16
131.000
10.000
49.000
92.422
92.422
84.320
107.620
107.620
107.620
12,107.24
924.22
4,131.68
14,098.22
1,076.20
5,273.38
1,990.98
151.98
1,141.70
LT
LT
LT
4/13/16 23.000 97.547 107.620 2,243.57 2,475.26 231.69 LT
4/22/16 9.000 102.160 107.620 919.44 968.58 49.14 LT
11/1/16 30.000 106.339 107.620 3,190.18 3,228.60 38.42 ST
1/3/17 15.000 117.528 107.620 1,762.92 1,614.30 (148.62)ST
2/14/17 25.000 111.900 107.620 2,797.50 2,690.50 (107.00)ST
2/28/17 24.000 111.981 107.620 2,687.54 2,582.88 (104.66)ST
7/5/17 20.000 104.885 107.620 2,097.70 2,152.40 54.70 ST
Total 336.000 32,861.99 36,160.32 3,565.49
(267.16)
LT
ST
1,452.00 4.01
Next Dividend Payable 09/11/17; Asset Class: Equities
CHUBB LTD (CB) 11/9/15
2/16/16
67.000
6.000
112.204
115.673
141.420
141.420
7,517.67
694.04
9,475.14
848.52
1,957.47
154.48
LT
LT
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 49 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 73.000 8,211.71 10,323.66 2,111.95 LT 207.00 2.00
Next Dividend Payable 10/2017; Asset Class: Equities
CINCINNATI FINANCIAL OHIO (CINF) 11/9/15
2/16/16
65.000
9.000
60.074
61.982
76.840
76.840
3,904.81
557.84
4,994.60
691.56
1,089.79
133.72
LT
LT
Total 74.000 4,462.65 5,686.16 1,223.51 LT 148.00 2.60
Next Dividend Payable 10/2017; Asset Class: Equities
CINEMARK HOLDINGS INC. (CNK) 11/9/15
3/13/17
45.000
15.000
36.954
43.953
33.290
33.290
1,662.92
659.30
1,498.05
499.35
(164.87)
(159.95)
LT
ST
Total 60.000 2,322.22 1,997.40 (164.87)
(159.95)
LT
ST
70.00 3.50
Next Dividend Payable 09/13/17; Asset Class: Equities
CME GROUP INC (CME) 11/9/15 210.000 97.152 125.800 20,401.84 26,418.00 6,016.16 LT 554.00 2.09
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
48.540
48.540
6,648.16
1,321.25
9,416.76
1,650.36
2,768.60
329.11
LT
LT
Total 228.000 7,969.41 11,067.12 3,097.71 LT 303.00 2.73
Next Dividend Payable 11/2017; Asset Class: Equities
COCA COLA CO (KO) 4/24/15 89.000 40.958 45.550 3,645.24 4,053.95 408.71 LT 132.00 3.25
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
40.610
40.610
40.610
5,944.02
1,696.78
632.14
7,878.34
2,274.16
893.42
1,934.32
577.38
261.28
LT
LT
LT
Total 272.000 8,272.94 11,045.92 2,772.98 LT 171.00 1.54
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
43.660
43.660
43.660
13,408.97
1,644.31
2,513.70
10,696.70
1,702.74
2,313.98
(2,712.27)
58.43
(199.72)
LT
LT
LT
6/22/16 50.000 44.080 43.660 2,203.99 2,183.00 (20.99)LT
11/2/16 54.000 43.105 43.660 2,327.67 2,357.64 29.97 ST
11/9/16 39.000 45.773 43.660 1,785.14 1,702.74 (82.40)ST
11/18/16 85.000 44.940 43.660 3,819.90 3,711.10 (108.80)ST
Total 565.000 27,703.68 24,667.90 (2,874.55)
(161.23)
LT
ST
599.00 2.42
Next Dividend Payable 09/01/17; Asset Class: Equities
CULLEN FROST BANKERS INC (CFR) 11/17/15 75.000 69.508 84.200 5,213.10 6,315.00 1,101.90 LT 171.00 2.70
Next Dividend Payable 09/15/17; Asset Class: Equities
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 50 of 116
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
58.950
58.950
58.950
1,994.65
1,008.90
3,004.03
2,063.25
1,061.10
3,124.35
68.60
52.20
120.32
LT
LT
LT
12/9/16 37.000 72.040 58.950 2,665.48 2,181.15 (484.33)ST
Total 143.000 8,673.06 8,429.85 241.12
(484.33)
LT
ST
200.00 2.37
Next Dividend Payable 09/07/17; 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
84.880
84.880
84.880
3,011.43
1,733.94
1,144.80
3,564.96
2,206.88
1,358.08
553.53
472.94
213.28
ST
ST
ST
11/18/16 17.000 70.000 84.880 1,190.00 1,442.96 252.96 ST
2/2/17 19.000 77.571 84.880 1,473.85 1,612.72 138.87 ST
6/23/17 30.000 78.186 84.880 2,345.59 2,546.40 200.81 ST
Total 150.000 10,899.61 12,732.00 1,832.39 ST 282.00 2.21
Next Dividend Payable 09/15/17; Asset Class: Equities
DR PEPPER SNAPPLE GROUP INC (DPS) 11/9/15
2/16/16
3/31/17
91.000
12.000
26.000
85.736
91.919
97.943
91.050
91.050
91.050
7,801.95
1,103.03
2,546.51
8,285.55
1,092.60
2,367.30
483.60
(10.43)
(179.21)
LT
LT
ST
Total 129.000 11,451.49 11,745.45 473.17
(179.21)
LT
ST
299.00 2.54
Next Dividend Payable 10/2017; Asset Class: Equities
DTE ENERGY COMPANY (DTE) 11/9/15 22.000 79.210 112.320 1,742.62 2,471.04 728.42 LT 73.00 2.95
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
83.930
83.930
83.930
5,523.65
1,547.41
1,676.35
6,966.19
1,930.39
1,762.53
1,442.54
382.98
86.18
LT
LT
ST
Total 127.000 8,747.41 10,659.11 1,825.52
86.18
LT
ST
193.00 1.81
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
80.180
80.180
7,513.12
1,298.37
10,182.86
1,683.78
2,669.74
385.41
LT
LT
Total 148.000 8,811.49 11,866.64 3,055.15 LT 321.00 2.70
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
81.290
81.290
81.290
6,260.08
1,270.74
1,989.23
6,421.91
1,219.35
2,113.54
161.83
(51.39)
124.31
LT
LT
LT
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 51 of 116
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 9,754.80 234.75 LT 250.00 2.56
Next Dividend Payable 09/08/17; Asset Class: Equities
EXXON MOBIL CORP (XOM) 11/9/15
2/16/16
238.000
40.000
82.058
81.082
76.330
76.330
19,529.78
3,243.28
18,166.54
3,053.20
(1,363.24)
(190.08)
LT
LT
Total 278.000 22,773.06 21,219.74 (1,553.32)LT 856.00 4.03
Next Dividend Payable 09/11/17; Asset Class: Equities
FIDELITY NATL INFORMATION SE (FIS) 11/9/15
11/9/15
11/16/15
11.000
60.000
61.000
66.206
66.206
65.360
92.920
92.920
92.920
728.27
3,972.37
3,986.98
1,022.12
5,575.20
5,668.12
293.85
1,602.83
1,681.14
LT
LT
LT
7/5/17 17.000 85.954 92.920 1,461.22 1,579.64 118.42 ST
Total 149.000 10,148.84 13,845.08 3,577.82
118.42
LT
ST
173.00 1.24
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
24.550
24.550
6,575.98
3,420.26
5,376.45
2,847.80
(1,199.53)
(572.46)
ST
ST
Total 335.000 9,996.24 8,224.25 (1,771.99)ST 322.00 3.91
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
201.350
201.350
201.350
2,080.50
4,061.47
1,423.96
3,020.25
6,241.85
2,013.50
939.75
2,180.38
589.54
LT
LT
LT
7/1/16 17.000 141.083 201.350 2,398.41 3,422.95 1,024.54 LT
9/16/16 16.000 151.111 201.350 2,417.77 3,221.60 803.83 ST
11/18/16 7.000 166.954 201.350 1,168.68 1,409.45 240.77 ST
Total 96.000 13,550.79 19,329.60 4,734.21
1,044.60
LT
ST
323.00 1.67
Next Dividend Payable 11/2017; Asset Class: Equities
GENUINE PARTS CO (GPC) 11/9/15
5/2/16
11/1/16
82.000
25.000
14.000
88.605
96.439
88.971
82.830
82.830
82.830
7,265.57
2,410.98
1,245.60
6,792.06
2,070.75
1,159.62
(473.51)
(340.23)
(85.98)
LT
LT
ST
11/18/16 13.000 94.178 82.830 1,224.32 1,076.79 (147.53)ST
11/30/16 13.000 96.832 82.830 1,258.81 1,076.79 (182.02)ST
6/5/17 16.000 94.285 82.830 1,508.56 1,325.28 (183.28)ST
Total 163.000 14,913.84 13,501.29 (813.74)
(598.81)
LT
ST
440.00 3.25
Next Dividend Payable 10/2017; Asset Class: Equities
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 52 of 116
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
83.710
83.710
83.710
3,357.03
1,085.68
1,912.97
3,097.27
1,088.23
1,841.62
(259.76)
2.55
(71.35)
LT
LT
LT
Total 72.000 6,355.68 6,027.12 (328.56)LT 150.00 2.48
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
54.070
54.070
54.070
16,000.30
1,440.56
1,718.57
18,491.94
1,892.45
1,946.52
2,491.64
451.89
227.95
LT
LT
ST
Total 413.000 19,159.43 22,330.91 2,943.53
227.95
LT
ST
380.00 1.70
Next Dividend Payable 10/02/17; Asset Class: Equities
HCP INCORPORATED (HCP) 8/3/16 86.000 35.562 29.810 3,058.33 2,563.66 (494.67)LT R 127.00 4.95
Next Dividend Payable 11/2017; 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
149.870
149.870
149.870
14,142.99
956.00
1,490.51
17,085.18
1,198.96
1,648.57
2,942.19
242.96
158.06
LT
LT
LT
12/13/16 21.000 136.217 149.870 2,860.56 3,147.27 286.71 ST
Total 154.000 19,450.06 23,079.98 3,343.21
286.71
LT
ST
548.00 2.37
Next Dividend Payable 09/14/17; Asset Class: Equities
HONEYWELL INTERNATIONAL INC (HON) 11/9/15
2/16/16
4/22/16
76.000
10.000
16.000
101.819
104.144
112.641
138.270
138.270
138.270
7,738.21
1,041.44
1,802.26
10,508.52
1,382.70
2,212.32
2,770.31
341.26
410.06
LT
LT
LT
9/16/16 15.000 113.462 138.270 1,701.93 2,074.05 372.12 ST
10/5/16 9.000 115.190 138.270 1,036.71 1,244.43 207.72 ST
11/1/16 11.000 109.239 138.270 1,201.63 1,520.97 319.34 ST
11/10/16 11.000 113.500 138.270 1,248.50 1,520.97 272.47 ST
Total 148.000 15,770.68 20,463.96 3,521.63
1,171.65
LT
ST
394.00 1.92
Next Dividend Payable 09/08/17; Asset Class: Equities
ILL TOOL WORKS INC (ITW) 11/9/15
2/16/16
125.000
15.000
91.119
93.097
137.510
137.510
11,389.88
1,396.46
17,188.75
2,062.65
5,798.87
666.19
LT
LT
Total 140.000 12,786.34 19,251.40 6,465.06 LT 437.00 2.26
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
136.850
136.850
1,935.00
1,117.53
2,463.30
1,231.65
528.30
114.12
LT
LT
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 53 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 27.000 3,052.53 3,694.95 642.42 LT 75.00 2.02
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
132.370
132.370
132.370
23,179.52
2,455.07
1,621.76
30,445.10
3,176.88
1,853.18
7,265.58
721.81
231.42
LT
LT
ST
Total 268.000 27,256.35 35,475.16 7,987.39
231.42
LT
ST
900.00 2.53
Next Dividend Payable 09/12/17; 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
123.290
123.290
123.290
1,059.85
2,858.25
1,799.51
1,109.61
2,958.96
1,849.35
49.76
100.71
49.84
LT
LT
LT
2/16/16 7.000 128.299 123.290 898.09 863.03 (35.06)LT
5/2/16 8.000 125.899 123.290 1,007.19 986.32 (20.87)LT
Total 63.000 7,622.89 7,767.27 144.38 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
93.690
93.690
7,687.41
715.52
10,774.35
1,030.59
3,086.94
315.07
LT
LT
Total 126.000 8,402.93 11,804.94 3,402.01 LT 297.00 2.51
Next Dividend Payable 09/01/17; Asset Class: Equities
KRAFT HEINZ CO (KHC) 11/9/15
11/4/16
2/14/17
32.000
28.000
28.000
68.628
83.562
90.140
80.750
80.750
80.750
2,196.09
2,339.74
2,523.92
2,584.00
2,261.00
2,261.00
387.91
(78.74)
(262.92)
LT
ST
ST
R
R
3/31/17 22.000 90.912 80.750 2,000.07 1,776.50 (223.57)ST
Total 110.000 9,059.82 8,882.50 387.91
(565.23)
LT
ST
275.00 3.09
Next Dividend Payable 09/15/17; Asset Class: Equities
L BRANDS INC COM (LB) 11/9/15
2/16/16
4/28/16
2.000
11.000
41.000
93.679
82.768
79.153
36.220
36.220
36.220
187.36
910.45
3,245.26
72.44
398.42
1,485.02
(114.92)
(512.03)
(1,760.24)
LT
LT
LT
11/1/16 18.000 65.864 36.220 1,185.56 651.96 (533.60)ST
Total 72.000 5,528.63 2,607.84 (2,387.19)
(533.60)
LT
ST
173.00 6.63
Next Dividend Payable 09/01/17; Asset Class: Equities
M&T BANK CORP (MTB) 2/18/16 67.000 105.995 147.860 7,101.69 9,906.62 2,804.93 LT 201.00 2.02
Next Dividend Payable 09/29/17; Asset Class: Equities
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 54 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
MC DONALDS CORP (MCD) 4/26/17
6/5/17
28.000
10.000
140.734
152.994
159.970
159.970
3,940.55
1,529.94
4,479.16
1,599.70
538.61
69.76
ST
ST
Total 38.000 5,470.49 6,078.86 608.37 ST 143.00 2.35
Next Dividend Payable 09/18/17; 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
63.860
63.860
63.860
18,517.45
1,499.02
1,732.23
21,840.12
1,915.80
1,724.22
3,322.67
416.78
(8.01)
LT
LT
ST
Total 399.000 21,748.70 25,480.14 3,739.45
(8.01)
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
45.547
45.562
34.212
46.830
46.830
46.830
10,247.99
1,002.37
547.39
10,536.75
1,030.26
749.28
288.76
27.89
201.89
LT
LT
LT
4/26/16 79.000 41.748 46.830 3,298.07 3,699.57 401.50 LT
8/3/16 85.000 38.969 46.830 3,312.36 3,980.55 668.19 LT
7/5/17 20.000 50.223 46.830 1,004.45 936.60 (67.85)ST
Total 447.000 19,412.63 20,933.01 1,588.23
(67.85)
LT
ST
715.00 3.41
Next Dividend Payable 09/13/17; Asset Class: Equities
MICROSOFT CORP (MSFT) 11/9/15
2/16/16
3/11/16
243.000
21.000
69.000
53.859
50.847
52.916
74.770
74.770
74.770
13,087.79
1,067.79
3,651.19
18,169.11
1,570.17
5,159.13
5,081.32
502.38
1,507.94
LT
LT
LT
4/22/16 41.000 51.277 74.770 2,102.37 3,065.57 963.20 LT
Total 374.000 19,909.14 27,963.98 8,054.84 LT 583.00 2.08
Next Dividend Payable 09/14/17; Asset Class: Equities
MOLSON COORS BREWING CO CL B (TAP) 2/16/16
3/11/16
6/9/16
30.000
29.000
22.000
85.084
91.748
102.969
89.750
89.750
89.750
2,552.53
2,660.69
2,265.31
2,692.50
2,602.75
1,974.50
139.97
(57.94)
(290.81)
LT
LT
LT
5/10/17 22.000 92.762 89.750 2,040.77 1,974.50 (66.27)ST
Total 103.000 9,519.30 9,244.25 (208.78)
(66.27)
LT
ST
169.00 1.82
Next Dividend Payable 09/15/17; Asset Class: Equities
MONDELEZ INTL INC COM (MDLZ) 11/9/15
12/2/15
5/2/16
181.000
41.000
43.000
43.587
43.576
43.590
40.660
40.660
40.660
7,889.27
1,786.60
1,874.39
7,359.46
1,667.06
1,748.38
(529.81)
(119.54)
(126.01)
LT
LT
LT
R
R
R
Total 265.000 11,550.26 10,774.90 (775.36)LT 233.00 2.16
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 55 of 116
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
NEXTERA ENERGY INC (NEE) 11/9/15
2/16/16
49.000
27.000
98.693
111.971
150.510
150.510
4,835.96
3,023.23
7,374.99
4,063.77
2,539.03
1,040.54
LT
LT
Total 76.000 7,859.19 11,438.76 3,579.57 LT 299.00 2.61
Next Dividend Payable 09/15/17; Asset Class: Equities
NISOURCE INC (NI) 11/9/15
2/16/16
267.000
34.000
18.870
21.180
26.870
26.870
5,038.29
720.12
7,174.29
913.58
2,136.00
193.46
LT
LT
Total 301.000 5,758.41 8,087.87 2,329.46 LT 211.00 2.60
Next Dividend Payable 11/2017; Asset Class: Equities
NORFOLK SOUTHERN CORP (NSC) 9/28/15 80.000 75.028 120.520 6,002.24 9,641.60 3,639.36 LT 195.00 2.02
Next Dividend Payable 09/11/17; Asset Class: Equities
NORTHERN TRUST CORP (NTRS) 11/9/15
2/16/16
130.000
9.000
73.857
58.690
88.500
88.500
9,601.40
528.21
11,505.00
796.50
1,903.60
268.29
LT
LT
Total 139.000 10,129.61 12,301.50 2,171.89 LT 234.00 1.90
Next Dividend Payable 10/01/17; Asset Class: Equities
OCCIDENTAL PETROLEUM CORP DE (OXY) 11/9/15
11/16/15
2/16/16
236.000
38.000
27.000
75.174
74.307
67.715
59.700
59.700
59.700
17,741.17
2,823.65
1,828.29
14,089.20
2,268.60
1,611.90
(3,651.97)
(555.05)
(216.39)
LT
LT
LT
5/2/16 21.000 76.220 59.700 1,600.63 1,253.70 (346.93)LT
11/18/16 21.000 68.690 59.700 1,442.49 1,253.70 (188.79)ST
2/2/17 22.000 68.830 59.700 1,514.26 1,313.40 (200.86)ST
5/5/17 63.000 59.879 59.700 3,772.35 3,761.10 (11.25)ST
Total 428.000 30,722.84 25,551.60 (4,770.34)
(400.90)
LT
ST
1,318.00 5.15
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
115.730
115.730
115.730
3,151.04
3,239.42
2,075.34
3,703.36
3,703.36
2,314.60
552.32
463.94
239.26
LT
LT
ST
8/3/17 22.000 116.452 115.730 2,561.95 2,546.06 (15.89)ST
Total 106.000 11,027.75 12,267.38 1,016.26
223.37
LT
ST
341.00 2.77
Next Dividend Payable 09/29/17; Asset Class: Equities
PFIZER INC (PFE) 11/27/15
2/16/16
4/22/16
577.000
68.000
48.000
32.760
29.655
33.359
33.920
33.920
33.920
18,902.52
2,016.56
1,601.23
19,571.84
2,306.56
1,628.16
669.32
290.00
26.93
LT
LT
LT
Total 693.000 22,520.31 23,506.56 986.25 LT 887.00 3.77
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 56 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 09/01/17; Asset Class: Equities
PHILIP MORRIS INTL INC (PM) 11/9/15
2/16/16
62.000
11.000
85.028
89.897
116.930
116.930
5,271.76
988.87
7,249.66
1,286.23
1,977.90
297.36
LT
LT
Total 73.000 6,260.63 8,535.89 2,275.26 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
125.410
125.410
125.410
21,094.08
1,176.57
3,295.37
28,091.84
1,755.74
3,511.48
6,997.76
579.17
216.11
LT
LT
ST
Total 266.000 25,566.02 33,359.06 7,576.93
216.11
LT
ST
798.00 2.39
Next Dividend Payable 11/2017; Asset Class: Equities
PPG INDUSTRIES INC (PPG) 11/9/15
12/2/15
2/16/16
54.000
15.000
20.000
101.538
105.605
93.488
104.320
104.320
104.320
5,483.06
1,584.08
1,869.76
5,633.28
1,564.80
2,086.40
150.22
(19.28)
216.64
LT
LT
LT
8/2/16 16.000 103.710 104.320 1,659.36 1,669.12 9.76 LT
5/1/17 14.000 109.781 104.320 1,536.93 1,460.48 (76.45)ST
Total 119.000 12,133.19 12,414.08 357.34
(76.45)
LT
ST
214.00 1.72
Next Dividend Payable 09/12/17; Asset Class: Equities
PRAXAIR INC (PX) 5/2/16
7/1/16
3.000
22.000
118.125
113.226
131.540
131.540
354.37
2,490.98
394.62
2,893.88
40.25
402.90
LT
LT
Total 25.000 2,845.35 3,288.50 443.15 LT 79.00 2.40
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
92.270
92.270
1,882.50
1,137.88
2,306.75
1,291.78
424.25
153.90
LT
LT
Total 39.000 3,020.38 3,598.53 578.15 LT 108.00 3.00
Next Dividend Payable 11/2017; Asset Class: Equities
PROGRESSIVE CORP OHIO (PGR) 11/9/15 113.000 31.398 46.480 3,548.01 5,252.24 1,704.23 LT 77.00 1.46
Next Dividend Payable 02/2018; Asset Class: Equities
PRUDENTIAL FINANCIAL INC (PRU) 11/9/15
6/30/16
97.000
30.000
85.905
69.758
102.080
102.080
8,332.79
2,092.75
9,901.76
3,062.40
1,568.97
969.65
LT
LT
Total 127.000 10,425.54 12,964.16 2,538.62 LT 381.00 2.93
Next Dividend Payable 09/14/17; Asset Class: Equities
QUALCOMM INC (QCOM) 9/8/15
1/23/17
108.000
49.000
55.087
55.558
52.270
52.270
5,949.36
2,722.33
5,645.16
2,561.23
(304.20)
(161.10)
LT
ST
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 57 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 157.000 8,671.69 8,206.39 (304.20)
(161.10)
LT
ST
358.00 4.36
Next Dividend Payable 09/20/17; Asset Class: Equities
R P M INC (RPM) 11/9/15
12/2/15
4/19/17
64.000
21.000
44.000
45.561
47.278
50.825
48.970
48.970
48.970
2,915.89
992.83
2,236.29
3,134.08
1,028.37
2,154.68
218.19
35.54
(81.61)
LT
LT
ST
Total 129.000 6,145.01 6,317.13 253.73
(81.61)
LT
ST
155.00 2.45
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
65.240
65.240
65.240
6,928.98
632.20
2,893.38
10,373.16
913.36
4,110.12
3,444.18
281.16
1,216.74
LT
LT
LT
9/16/16 23.000 50.060 65.240 1,151.37 1,500.52 349.15 ST
10/5/16 25.000 50.082 65.240 1,252.06 1,631.00 378.94 ST
Total 284.000 12,857.99 18,528.16 4,942.08
728.09
LT
ST
392.00 2.11
Next Dividend Payable 10/2017; Asset Class: Equities
S&P GLOBAL INC COM (SPGI) 11/9/15 25.000 96.094 154.330 2,402.34 3,858.25 1,455.91 LT 41.00 1.06
Next Dividend Payable 09/12/17; Asset Class: Equities
SCHLUMBERGER LTD (SLB) 11/9/15
12/22/15
5/10/16
51.000
31.000
30.000
78.020
69.491
73.758
63.510
63.510
63.510
3,979.02
2,154.21
2,212.73
3,239.01
1,968.81
1,905.30
(740.01)
(185.40)
(307.43)
LT
LT
LT
8/30/16 20.000 81.296 63.510 1,625.91 1,270.20 (355.71)LT
11/7/16 45.000 79.150 63.510 3,561.75 2,857.95 (703.80)ST
Total 177.000 13,533.62 11,241.27 (1,588.55)
(703.80)
LT
ST
354.00 3.14
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
156.850
156.850
156.850
10,453.07
1,114.94
2,159.20
8,626.75
941.10
1,725.35
(1,826.32)
(173.84)
(433.85)
LT
LT
LT
7/27/17 8.000 165.286 156.850 1,322.29 1,254.80 (67.49)ST
Total 80.000 15,049.50 12,548.00 (2,434.01)
(67.49)
LT
ST
556.00 4.43
Next Dividend Payable 11/2017; Asset Class: Alt
SNAP-ON INC (SNA) 11/9/15 16.000 169.053 147.570 2,704.84 2,361.12 (343.72)LT 45.00 1.90
Next Dividend Payable 09/08/17; Asset Class: Equities
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 58 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STANLEY BLACK & DECKER INC (SWK) 2/16/16
2/23/16
11/1/16
31.000
18.000
10.000
92.966
93.440
113.557
144.000
144.000
144.000
2,881.95
1,681.92
1,135.57
4,464.00
2,592.00
1,440.00
1,582.05
910.08
304.43
LT
LT
ST
5/1/17 11.000 136.363 144.000 1,499.99 1,584.00 84.01 ST
Total 70.000 7,199.43 10,080.00 2,492.13
388.44
LT
ST
176.00 1.74
Next Dividend Payable 09/19/17; Asset Class: Equities
T ROWE PRICE GROUP INC (TROW) 11/17/15 162.000 75.381 84.360 12,211.77 13,666.32 1,454.55 LT 369.00 2.70
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
82.820
82.820
82.820
12,033.14
790.05
1,500.72
17,475.02
1,242.30
2,153.32
5,441.88
452.25
652.60
LT
LT
LT
Total 252.000 14,323.91 20,870.64 6,546.73 LT 504.00 2.41
Next Dividend Payable 11/2017; Asset Class: Equities
TIFFANY & COMPANY NEW (TIF) 11/9/15 47.000 79.957 91.400 3,757.99 4,295.80 537.81 LT 94.00 2.18
Next Dividend Payable 10/2017; Asset Class: Equities
TIME WARNER INC NEW (TWX) 11/9/15 65.000 68.505 101.100 4,452.83 6,571.50 2,118.67 LT 105.00 1.59
Next Dividend Payable 11/2017; Asset Class: Equities
TRAVELERS COMPANIES INC COM (TRV) 11/9/15
12/2/15
2/16/16
164.000
12.000
16.000
112.610
114.880
107.192
121.180
121.180
121.180
18,468.02
1,378.56
1,715.07
19,873.52
1,454.16
1,938.88
1,405.50
75.60
223.81
LT
LT
LT
7/5/17 13.000 126.324 121.180 1,642.21 1,575.34 (66.87)ST
Total 205.000 23,203.86 24,841.90 1,704.91
(66.87)
LT
ST
590.00 2.37
Next Dividend Payable 09/2017; Asset Class: Equities
U S BANCORP COM NEW (USB) 11/9/15
2/16/16
1/3/17
242.000
17.000
42.000
43.112
40.427
51.265
51.250
51.250
51.250
10,433.20
687.26
2,153.12
12,402.50
871.25
2,152.50
1,969.30
183.99
(0.62)
LT
LT
ST
Total 301.000 13,273.58 15,426.25 2,153.29
(0.62)
LT
ST
337.00 2.18
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
105.300
105.300
105.300
7,029.18
1,099.09
1,967.16
8,529.30
1,158.30
2,000.70
1,500.12
59.21
33.54
LT
ST
ST
3/1/17 15.000 110.375 105.300 1,655.63 1,579.50 (76.13)ST
5/1/17 11.000 112.186 105.300 1,234.05 1,158.30 (75.75)ST
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 59 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 137.000 12,985.11 14,426.10 1,500.12
(59.13)
LT
ST
332.00 2.30
Next Dividend Payable 09/29/17; Asset Class: Equities
V F CORPORATION (VFC) 2/16/16
5/2/16
29.000
27.000
60.010
63.687
62.870
62.870
1,740.29
1,719.55
1,823.23
1,697.49
82.94
(22.06)
LT
LT
Total 56.000 3,459.84 3,520.72 60.88 LT 94.00 2.66
Next Dividend Payable 09/2017; Asset Class: Equities
VALERO ENERGY CP DELA NEW (VLO) 6/6/16
8/3/16
11/30/16
19.000
43.000
21.000
54.480
54.554
62.110
68.100
68.100
68.100
1,035.12
2,345.82
1,304.30
1,293.90
2,928.30
1,430.10
258.78
582.48
125.80
LT
LT
ST
2/2/17 20.000 65.630 68.100 1,312.60 1,362.00 49.40 ST
Total 103.000 5,997.84 7,014.30 841.26
175.20
LT
ST
288.00 4.10
Next Dividend Payable 09/07/17; Asset Class: Equities
VALIDUS HOLDINGS LTD COM (VR) 11/9/15 53.000 45.163 50.150 2,393.62 2,657.95 264.33 LT 81.00 3.04
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
47.970
47.970
47.970
2,910.67
11,132.66
1,503.52
2,878.20
11,560.77
1,439.10
(32.47)
428.11
(64.42)
LT
LT
LT
5/2/16 29.000 51.210 47.970 1,485.09 1,391.13 (93.96)LT
2/2/17 30.000 47.987 47.970 1,439.60 1,439.10 (0.50)ST
Total 390.000 18,471.54 18,708.30 237.26
(0.50)
LT
ST
901.00 4.81
Next Dividend Payable 11/2017; Asset Class: Equities
WALGREENS BOOTS ALLIANCE INC (WBA) 7/13/17
7/14/17
8/1/17
60.000
16.000
17.000
78.026
78.399
81.324
81.500
81.500
81.500
4,681.53
1,254.39
1,382.50
4,890.00
1,304.00
1,385.50
208.47
49.61
3.00
ST
ST
ST
Total 93.000 7,318.42 7,579.50 261.08 ST 149.00 1.96
Next Dividend Payable 09/12/17; Asset Class: Equities
WELLS FARGO & CO NEW (WFC) 11/9/15
2/16/16
4/22/16
584.000
70.000
32.000
55.310
48.336
50.555
51.070
51.070
51.070
32,301.10
3,383.49
1,617.77
29,824.88
3,574.90
1,634.24
(2,476.22)
191.41
16.47
LT
LT
LT
Total 686.000 37,302.36 35,034.02 (2,268.34)LT 1,070.00 3.05
Next Dividend Payable 09/01/17; Asset Class: Equities
WESTROCK CO COM (WRK) 11/9/15 48.000 46.464 56.910 2,230.27 2,731.68 501.41 LT 77.00 2.81
Next Dividend Payable 11/2017; Asset Class: Equities
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 60 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
WYNDHAM WORLDWIDE CORP (WYN) 11/9/15
12/2/15
29.000
14.000
80.528
76.296
99.680
99.680
2,335.30
1,068.14
2,890.72
1,395.52
555.42
327.38
LT
LT
Total 43.000 3,403.44 4,286.24 882.80 LT 100.00 2.33
Next Dividend Payable 09/08/17; Asset Class: Equities
XCEL ENERGY INC (XEL) 11/9/15
2/16/16
234.000
29.000
34.903
38.607
49.500
49.500
8,167.21
1,119.60
11,583.00
1,435.50
3,415.79
315.90
LT
LT
Total 263.000 9,286.81 13,018.50 3,731.69 LT 379.00 2.91
Next Dividend Payable 10/2017; Asset Class: Equities
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 97.87%$1,102,243.38 $1,274,884.67 $169,124.51
$3,516.78
LT
ST
$33,573.00 2.63%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL VALUE 100.00%$1,102,243.38 $1,302,666.79 $169,124.51
$3,516.78
LT
ST
$33,585.00
—
2.58%
Unrealized Gain/(Loss) totals only reflect positions that have both cost basis and market value information available. Cash, MMF, Deposits and positions stating 'Please Provide' or 'Pending Corporate Actions' are not
included.
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 $27,782.12 ——————
Stocks —$1,241,468.38 —$33,416.29 ———
TOTAL ALLOCATION OF ASSETS $27,782.12 $1,241,468.38 —$33,416.29 ———
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 61 of 116
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
8/1 8/4 Sold PRAXAIR INC ACTED AS AGENT 26.000 $130.3708 $3,389.56
8/1 8/4 Sold AUTOMATIC DATA PROCESSING INC ACTED AS AGENT 12.000 116.8333 1,401.96
8/1 8/4 Sold VALERO ENERGY CP DELA NEW ACTED AS AGENT 20.000 69.3679 1,387.32
8/1 8/4 Bought AIR PROD & CHEM INC ACTED AS AGENT 23.000 147.4832 (3,392.11)
8/1 8/4 Bought WALGREENS BOOTS ALLIANCE INC ACTED AS AGENT 17.000 81.3236 (1,382.50)
8/3 8/8 Sold COCA COLA CO ACTED AS AGENT 56.000 45.8449 2,567.25
8/3 8/8 Sold TIME WARNER INC NEW ACTED AS AGENT 20.000 102.6203 2,052.36
8/3 8/8 Bought PEPSICO INC NC ACTED AS AGENT 22.000 116.4523 (2,561.95)
8/11 8/4 Security Sold BRIGHTHOUSE FINL INC CASH IN LIEU FRACTIONAL SHARE 36.50
8/21 8/24 Sold BRIGHTHOUSE FINL INC ACTED AS AGENT 40.000 57.0493 2,281.91
8/22 8/25 Sold HCP INCORPORATED ACTED AS AGENT 81.000 28.8525 2,336.99
8/25 8/30 Sold L BRANDS INC COM ACTED AS AGENT 69.000 36.3524 2,508.26
8/29 9/1 Sold VALERO ENERGY CP DELA NEW ACTED AS AGENT 32.000 67.9492 2,174.31
8/31 9/6 Sold CINEMARK HOLDINGS INC.ACTED AS AGENT 77.000 32.9280 2,535.40
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $15,335.26
TOTAL PURCHASES $(7,336.56)
TOTAL SALES AND REDEMPTIONS $22,671.82
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)
8/29 9/1 Sold VALERO ENERGY CP DELA NEW UNSETTLED SALE 32.000 $67.9492 $2,174.31
8/31 9/6 Sold CINEMARK HOLDINGS INC.UNSETTLED SALE 77.000 32.9280 2,535.40
NET UNSETTLED PURCHASES/SALES $4,709.71
This section displays transactions that have not settled during this statement period. The Holdings section includes positions purchased and omits positions sold or sold short as of the trade-date. The unit/share
price for unsettled fixed income new issues in the Holdings section may be approximate in advance of active market pricing or pricing from third party pricing services.
TAXABLE INCOME AND DISTRIBUTIONS
Activity Date Activity Type Description Comments Credits/(Debits)
8/1 Qualified Dividend VERIZON COMMUNICATIONS $225.23
8/1 Qualified Dividend BRISTOL MYERS SQUIBB CO 74.88
8/1 Qualified Dividend TIME WARNER INC NEW 34.21
8/7 Qualified Dividend PNC FINL SVCS GP 199.50
8/11 Qualified Dividend GENL DYNAMICS CORP 80.64
8/14 Qualified Dividend TEXAS INSTRUMENTS 126.00
8/14 Qualified Dividend AIR PROD & CHEM INC 17.10
8/15 Qualified Dividend ABBOTT LABORATORIES 58.83
8/15 Qualified Dividend PROCTER & GAMBLE 26.89
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 62 of 116
TAXABLE INCOME AND DISTRIBUTIONS (CONTINUED)
Activity Date Activity Type Description Comments Credits/(Debits)
8/15 Qualified Dividend ABBVIE INC COM 19.84
8/17 Qualified Dividend APPLE INC 136.71
8/17 Qualified Dividend CAPITAL ONE FINANCIAL CORP 60.40
8/18 Qualified Dividend NISOURCE INC 52.68
8/18 Qualified Dividend AMERIPRISE FINCL INC 35.69
8/21 Qualified Dividend WESTROCK CO COM 19.20
8/22 Dividend HCP INCORPORATED 61.79
8/31 Dividend SIMON PPTY GROUP INC 144.00
8/31 Qualified Dividend CMS ENERGY CP 75.81
8/31 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 08/01-08/31)
0.66
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $1,450.06
TOTAL QUALIFIED DIVIDENDS $1,243.61
TOTAL OTHER DIVIDENDS $205.79
TOTAL INTEREST $0.66
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
8/1 Automatic Redemption BANK DEPOSIT PROGRAM $(987.97)
8/2 Automatic Redemption BANK DEPOSIT PROGRAM (2,810.49)
8/7 Automatic Investment BANK DEPOSIT PROGRAM 1,603.73
8/9 Automatic Investment BANK DEPOSIT PROGRAM 2,057.66
8/11 Automatic Investment BANK DEPOSIT PROGRAM 80.64
8/14 Automatic Investment BANK DEPOSIT PROGRAM 179.60
8/15 Automatic Investment BANK DEPOSIT PROGRAM 105.56
8/17 Automatic Investment BANK DEPOSIT PROGRAM 197.11
8/18 Automatic Investment BANK DEPOSIT PROGRAM 88.37
8/21 Automatic Investment BANK DEPOSIT PROGRAM 19.20
8/22 Automatic Investment BANK DEPOSIT PROGRAM 61.79
8/25 Automatic Investment BANK DEPOSIT PROGRAM 2,281.91
8/28 Automatic Investment BANK DEPOSIT PROGRAM 2,336.99
8/31 Automatic Investment BANK DEPOSIT PROGRAM 2,728.07
8/31 Automatic Investment BANK DEPOSIT PROGRAM 0.66
NET ACTIVITY FOR PERIOD $7,942.83
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 63 of 116
TRANSFERS, CORPORATE ACTIONS AND ADDITIONAL ACTIVITY
CORPORATE ACTIONS
Activity
Date Activity Type Description Comments Quantity
8/10 Stock Dividend BRIGHTHOUSE FINL INC DISTRIBUTION FROM MET 40.000
REALIZED GAIN/(LOSS) DETAIL
LONG-TERM GAIN/(LOSS)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
AUTOMATIC DATA PROCESSING INC 11/09/15 08/01/17 12.000 $1,401.96 $1,036.71 $365.25
BRIGHTHOUSE FINL INC 03/26/15 08/04/17 0.636 36.50 36.84 (0.34)
03/26/15 08/21/17 20.134 1,148.60 1,147.94 0.66
12/02/15 08/21/17 1.969 112.33 115.89 (3.56)
02/16/16 08/21/17 1.432 81.69 63.28 18.41
04/26/16 08/21/17 7.069 403.27 381.29 21.98
08/03/16 08/21/17 7.606 433.91 382.94 50.97
CINEMARK HOLDINGS INC.11/09/15 08/31/17 77.000 2,535.40 2,845.43 (310.03)
COCA COLA CO 04/24/15 08/03/17 56.000 2,567.25 2,293.63 273.62
HCP INCORPORATED 11/09/15 08/22/17 45.000 1,298.33 1,289.77 8.56 R
12/02/15 08/22/17 30.000 865.55 939.66 (74.11)R
08/03/16 08/22/17 6.000 173.11 213.37 (40.26)R
L BRANDS INC COM 11/09/15 08/25/17 69.000 2,508.26 6,463.84 (3,955.58)
PRAXAIR INC 11/18/15 08/01/17 3.000 391.10 342.92 48.18
12/02/15 08/01/17 8.000 1,042.94 884.50 158.44
02/16/16 08/01/17 5.000 651.84 520.36 131.48
05/02/16 08/01/17 10.000 1,303.68 1,181.25 122.43
TIME WARNER INC NEW 11/09/15 08/03/17 20.000 2,052.36 1,370.10 682.26
VALERO ENERGY CP DELA NEW 02/16/16 08/01/17 20.000 1,387.32 1,134.00 253.32
02/16/16 08/29/17 32.000 2,174.31 1,814.40 359.91
Long-Term This Period $22,569.71 $24,458.12 $(1,888.41)
Long-Term Year to Date $82,629.24 $78,954.10 $3,675.14
SHORT-TERM GAIN/(LOSS)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
BRIGHTHOUSE FINL INC 07/05/17 08/21/17 1.790 102.11 116.12 (14.01)
Short-Term This Period $102.11 $116.12 $(14.01)
Short-Term Year to Date $10,885.64 $9,419.03 $1,466.61
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 64 of 116
SHORT-TERM GAIN/(LOSS) (CONTINUED)
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)
Net Realized Gain/(Loss) This Period $22,671.82 $24,574.24 $(1,902.42)
Net Realized Gain/(Loss) Year to Date $93,514.88 $88,373.13 $5,141.75
Treasury regulations require that we report on Form 1099-B a) adjusted cost basis on the sale of covered securities acquired on or after 1/1/11 (or the applicable date for the type of security), b) the gain or loss as
either long-term or short-term, and c) basis adjustments on covered securities due to wash sales, certain corporate actions and transfers by gift or inheritance. This section may not reflect all the basis adjustments
required when filing your tax return. Refer to the Expanded Disclosures.
R - The cost basis for this tax lot was adjusted due to a reclassification of income.
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
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)
TOTAL BEGINNING VALUE $565,040.39 $536,807.59
Credits ——
Debits —(2,652.81)
Security Transfers ——
Net Credits/Debits/Transfers —$(2,652.81)
Change in Value (15,148.84)15,736.77
TOTAL ENDING VALUE $549,891.55 $549,891.55
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period August 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
AUG SEP OCT NOV DEC JAN FEB MAR APR MAY JUN JUL AUG
430
460
490
520
550
580
($
)
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 65 of 116
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Fixed Income & Preferreds
Alternatives
Market Value Percentage
Cash $14,614.69 2.66
Equities 494,302.87 89.89
Fixed Income & Preferreds 3,822.28 0.70
Alternatives 37,151.71 6.76
TOTAL VALUE $549,891.55 100.00%
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
0
0
3
5
M
S
A
D
T
2
4
1
Account Summary
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 66 of 116
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 7/31/17)
This Period
(as of 8/31/17)
Cash, BDP, MMFs $13,051.03 $14,614.69
Stocks 548,989.99 531,454.58
ETFs & CEFs 2,999.37 3,822.28
Total Assets $565,040.39 $549,891.55
Total Liabilities (outstanding balance)——
TOTAL VALUE $565,040.39 $549,891.55
CASH FLOW
This Period
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)
OPENING CASH, BDP, MMFs $13,051.03 $28,872.41
Purchases (881.14)(93,399.59)
Sales and Redemptions 2,172.83 75,980.34
Income and Distributions 271.97 5,814.34
Total Investment Related Activity $1,563.66 $(11,604.91)
Other Debits —(2,652.81)
Total Cash Related Activity —$(2,652.81)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $14,614.69 $14,614.69
INCOME AND DISTRIBUTION SUMMARY
This Period
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)
Qualified Dividends $239.17 $3,439.34
Other Dividends 32.20 2,372.99
Interest 0.60 2.01
Total Taxable Income And Distributions $271.97 $5,814.34
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $271.97 $5,814.34
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
(8/1/17-8/31/17)
Realized This Year
(1/1/17-8/31/17)
Unrealized
Inception to Date
(as of 8/31/17)
Short-Term Gain $603.04 $2,987.66 $13,144.27
Short-Term (Loss)——(10,675.19)
Total Short-Term $603.04 $2,987.66 $2,469.08
Long-Term Gain —13,075.22 95,442.19
Long-Term (Loss)—(3,395.99)(25,849.78)
Total Long-Term —$9,679.23 $69,592.41
TOTAL GAIN/(LOSS)$603.04 $12,666.89 $72,061.49
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 August 1-31, 2017
Select UMA Active Assets Account
660-110258-095
Investment Objectives (in order of priority) †: Capital Appreciation,Income Investment Advisory Account
Manager:Boston Partners - Smid Cap Value
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 67 of 116
† Inform us if your investment objectives, as defined in the Expanded Disclosures, change.
HOLDINGS
This section reflects positions purchased/sold on a trade date basis. "Market Value" and "Unrealized Gain/(Loss)" may not reflect the value that could be obtained in the market. Fixed Income securities are sorted
by maturity or pre-refunding date, and alphabetically within date. Estimated Annual Income a) is calculated on a pre-tax basis, b) does not include any reduction for applicable non-US withholding taxes, c) may
include return of principal or capital gains which could overstate such estimates, and d) for securities that have a defined maturity date within the next 12 months, is reflected only through maturity date. Actual
income or yield may be lower or higher than the estimates. Current yield reflects the income generated by an investment, and does not reflect changes in its price. Structured Investments, identified on the
Position Description Details line as "Asset Class: Struct Inv," may appear in various statement product categories. When displayed, the accrued interest, annual income and current yield for those with a
contingent income feature (e.g., Range Accrual Notes or Contingent Income Notes) are estimates and assume specified accrual conditions are met during the relevant period and payment in full of all contingent
interest. For Floating Rate Securities, the accrued interest, annual income and current yield are estimates based on the current floating coupon rate and may not reflect historic rates within the accrual period.
CASH, BANK DEPOSIT PROGRAM AND MONEY MARKET FUNDS
Cash, Bank Deposit Program, and Money Market Funds are generally displayed on a settlement date basis. You have the right to instruct us to liquidate your bank deposit balance(s) or shares of any money market
fund balance(s) at any time and have the proceeds of such liquidation remitted to you. Estimated Annual Income, Accrued Interest, and APY% will only be displayed for fully settled positions.
Description Market Value
7-Day
Current Yield %Est Ann Income APY %
MORGAN STANLEY PRIVATE BANK NA #$14,614.69 —$7.00 0.050
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 2.66%$14,614.69 $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
$44.430
44.430
$1,000.13
444.84
$1,555.05
622.02
$554.92
177.18
LT
LT
Total 49.000 1,444.97 2,177.07 732.10 LT 33.00 1.51
Next Dividend Payable 11/2017; Asset Class: Equities
ACCO BRANDS CORP (ACCO) 4/4/17 201.000 13.506 10.950 2,714.79 2,200.95 (513.84)ST ——
Asset Class: Equities
AECOM (ACM) 11/10/15
2/22/16
38.000
45.000
30.858
26.720
33.500
33.500
1,172.59
1,202.40
1,273.00
1,507.50
100.41
305.10
LT
LT
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 68 of 116
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 2,780.50 405.51 LT ——
Asset Class: Equities
AEGION CORP COM (AEGN) 11/10/15 59.000 21.384 21.670 1,261.65 1,278.53 16.88 LT ——
Asset Class: Equities
AES CORP (AES) 11/10/15
2/22/16
199.000
25.000
9.664
9.446
11.040
11.040
1,923.16
236.15
2,196.96
276.00
273.80
39.85
LT
LT
R
R
Total 224.000 2,159.31 2,472.96 313.65 LT 108.00 4.36
Next Dividend Payable 11/2017; 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
21.540
21.540
21.540
1,289.06
194.89
231.12
1,593.96
236.94
258.48
304.90
42.05
27.36
LT
LT
ST
R
R
Total 97.000 1,715.07 2,089.38 346.95
27.36
LT
ST
210.00 10.05
Next Dividend Payable 09/08/17; Asset Class: Alt
AIR LEASE CORP CL A (AL) 10/28/15
11/6/15
2/22/16
14.000
49.000
88.000
33.454
34.982
28.390
40.640
40.640
40.640
468.35
1,714.12
2,498.32
568.96
1,991.36
3,576.32
100.61
277.24
1,078.00
LT
LT
LT
6/24/16 68.000 26.235 40.640 1,783.99 2,763.52 979.53 LT
7/21/16 8.000 29.741 40.640 237.93 325.12 87.19 LT
1/11/17 9.000 35.980 40.640 323.82 365.76 41.94 ST
Total 236.000 7,026.53 9,591.04 2,522.57
41.94
LT
ST
71.00 0.74
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
22.600
22.600
2,787.04
244.82
3,164.00
316.40
376.96
71.58
LT
LT
Total 154.000 3,031.86 3,480.40 448.54 LT 74.00 2.12
Next Dividend Payable 11/2017; Asset Class: Equities
AMC NETWORKS INC CL A (AMCX) 5/19/17 51.000 53.209 60.780 2,713.64 3,099.78 386.14 ST ——
Asset Class: Equities
AMDOCS LIMITED ORD (DOX) 11/10/15
2/22/16
61.000
7.000
60.001
58.927
64.790
64.790
3,660.09
412.49
3,952.19
453.53
292.10
41.04
LT
LT
Total 68.000 4,072.58 4,405.72 333.14 LT 60.00 1.36
Next Dividend Payable 10/2017; Asset Class: Equities
ANDEAVOR (ANDV) 11/10/15
2/22/16
3/13/17
6.505
3.021
6.474
106.206
62.393
82.592
100.150
100.150
100.150
690.87
188.49
534.70
651.48
302.55
648.37
(39.39)
114.06
113.67
LT
LT
ST
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 69 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
3/15/17 32.000 84.498 100.150 2,703.95 3,204.80 500.85 ST
5/17/17 13.000 81.308 100.150 1,057.01 1,301.95 244.94 ST
Total 61.000 5,175.02 6,109.15 74.67
859.46
LT
ST
144.00 2.35
Next Dividend Payable 09/15/17; Asset Class: Equities
ANWORTH MORTGAGE ASSET CORP (ANH) 11/10/15 161.000 4.700 6.060 756.70 975.66 218.96 LT 97.00 9.94
Next Dividend Payable 10/2017; Asset Class: Alt
ARES COMMERCIAL REAL EST CORP (ACRE) 11/10/15
2/22/16
222.000
28.000
12.639
9.709
13.190
13.190
2,805.81
271.84
2,928.18
369.32
122.37
97.48
LT
LT
Total 250.000 3,077.65 3,297.50 219.85 LT 270.00 8.18
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
79.430
79.430
79.430
5,744.13
686.18
395.73
7,784.14
953.16
476.58
2,040.01
266.98
80.85
LT
LT
LT
Total 116.000 6,826.04 9,213.88 2,387.84 LT ——
Asset Class: Equities
ASSURANT INC (AIZ) 11/10/15
2/22/16
14.000
2.000
84.225
70.635
94.690
94.690
1,179.15
141.27
1,325.66
189.38
146.51
48.11
LT
LT
Total 16.000 1,320.42 1,515.04 194.62 LT 34.00 2.24
Next Dividend Payable 09/19/17; Asset Class: Equities
ASSURED GUARANTY LTD (AGO) 11/10/15
2/22/16
1/11/17
86.000
11.000
12.000
28.557
24.197
39.330
42.540
42.540
42.540
2,455.90
266.17
471.96
3,658.44
467.94
510.48
1,202.54
201.77
38.52
LT
LT
ST
Total 109.000 3,194.03 4,636.86 1,404.31
38.52
LT
ST
62.00 1.33
Next Dividend Payable 11/2017; Asset Class: Equities
ATHENE HOLDING LTD CLASS A (ATH) 3/29/17 32.000 49.679 53.510 1,589.72 1,712.32 122.60 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
38.570
38.570
38.570
5,118.49
541.42
515.24
4,319.84
501.41
424.27
(798.65)
(40.01)
(90.97)
LT
LT
ST
Total 136.000 6,175.15 5,245.52 (838.66)
(90.97)
LT
ST
98.00 1.86
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
60.240
60.240
888.32
536.07
963.84
602.40
75.52
66.33
LT
LT
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 70 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 26.000 1,424.39 1,566.24 141.85 LT 40.00 2.55
Next Dividend Payable 10/2017; Asset Class: Equities
BANKUNITED INC (BKU) 3/28/17 104.000 36.271 33.280 3,772.17 3,461.12 (311.05)ST 87.00 2.51
Next Dividend Payable 10/2017; Asset Class: Equities
BELDEN INC (BDC) 11/10/15 18.000 63.248 77.070 1,138.46 1,387.26 248.80 LT 4.00 0.28
Next Dividend Payable 10/2017; Asset Class: Equities
BERRY GLOBAL GROUP INC (BERY) 2/22/16 99.000 30.150 56.240 2,984.85 5,567.76 2,582.91 LT ——
Asset Class: Equities
BLACKSTONE MTG TRUST INC CL A (BXMT) 9/21/16
3/13/17
48.000
5.000
29.515
30.106
31.350
31.350
1,416.70
150.53
1,504.80
156.75
88.10
6.22
ST
ST
Total 53.000 1,567.23 1,661.55 94.32 ST 131.00 7.88
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
20.300
20.300
20.300
2,279.27
235.43
595.87
2,699.90
324.80
669.90
420.63
89.37
74.03
LT
LT
LT
Total 182.000 3,110.57 3,694.60 584.03 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
34.110
34.110
1,137.05
190.31
1,330.29
238.77
193.24
48.46
LT
LT
Total 46.000 1,327.36 1,569.06 241.70 LT 31.00 1.97
Next Dividend Payable 11/2017; 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
8.240
8.240
8.240
121.40
676.18
2,848.94
32.96
181.28
758.08
(88.44)
(494.90)
(2,090.86)
LT
LT
LT
H
6/7/17 121.000 6.880 8.240 832.52 997.04 164.52 ST
Total 239.000 4,479.04 1,969.36 (2,674.20)
164.52
LT
ST
67.00 3.40
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
12.380
12.380
2,692.83
264.87
3,107.38
334.26
414.55
69.39
LT
LT
Total 278.000 2,957.70 3,441.64 483.94 LT 61.00 1.77
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
26.070
26.070
1,249.66
148.96
2,893.77
417.12
1,644.11
268.16
LT
LT
Total 127.000 1,398.62 3,310.89 1,912.27 LT 51.00 1.54
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 71 of 116
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
BRUNSWICK CORP (BC) 10/28/16 33.000 43.116 52.480 1,422.82 1,731.84 309.02 ST 22.00 1.27
Next Dividend Payable 09/15/17; Asset Class: Equities
CABOT CORP (CBT) 11/10/15 29.000 41.164 52.680 1,193.75 1,527.72 333.97 LT 37.00 2.42
Next Dividend Payable 09/08/17; Asset Class: Equities
CARLISLE CO INC (CSL) 4/4/17 31.000 104.444 94.690 3,237.77 2,935.39 (302.38)ST 46.00 1.56
Next Dividend Payable 09/01/17; 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
25.860
25.860
25.860
669.66
62.04
890.96
586.94
59.56
801.66
(82.72)
(2.48)
(89.30)
LT
LT
ST
Total 56.000 1,622.66 1,448.16 (85.20)
(89.30)
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
63.420
63.420
63.420
3,875.69
466.80
477.37
5,771.22
761.04
570.78
1,895.53
294.24
93.41
LT
LT
ST
Total 112.000 4,819.86 7,103.04 2,189.77
93.41
LT
ST
72.00 1.01
Next Dividend Payable 09/11/17; Asset Class: Equities
CHATHAM LODGING TRUST COM (CLDT) 11/10/15
2/22/16
120.000
14.000
22.452
20.817
20.280
20.280
2,694.19
291.44
2,433.60
283.92
(260.59)
(7.52)
LT
LT
R
R
Total 134.000 2,985.63 2,717.52 (268.11)LT 177.00 6.51
Next Dividend Payable 09/29/17; Asset Class: Alt
CHEMED CORPORATION (CHE) 11/10/15
2/22/16
1/11/17
22.000
4.000
3.000
153.059
128.620
163.137
197.290
197.290
197.290
3,367.29
514.48
489.41
4,340.38
789.16
591.87
973.09
274.68
102.46
LT
LT
ST
Total 29.000 4,371.18 5,721.41 1,247.77
102.46
LT
ST
32.00 0.55
Next Dividend Payable 09/01/17; Asset Class: Equities
CLUBCORP HLDGS INC (MYCC) 12/7/15
2/22/16
9/2/16
115.000
14.000
202.000
17.476
10.797
15.044
17.000
17.000
17.000
2,009.72
151.16
3,038.89
1,955.00
238.00
3,434.00
(54.72)
86.84
395.11
LT
LT
ST
Total 331.000 5,199.77 5,627.00 32.12
395.11
LT
ST
172.00 3.05
Next Dividend Payable 10/2017; Asset Class: Equities
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 72 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
COHERENT INC (COHR) 11/10/15
2/22/16
1/11/17
31.000
3.000
4.000
63.180
83.540
142.928
233.320
233.320
233.320
1,958.58
250.62
571.71
7,232.92
699.96
933.28
5,274.34
449.34
361.57
LT
LT
ST
Total 38.000 2,780.91 8,866.16 5,723.68
361.57
LT
ST
——
Asset Class: Equities
COLONY NORTHSTAR INC (CLNS) 11/10/15
2/22/16
4/29/16
207.000
25.000
31.000
14.616
11.136
11.890
13.110
13.110
13.110
3,025.58
278.41
368.58
2,713.77
327.75
406.41
(311.81)
49.34
37.83
LT
LT
LT
Total 263.000 3,672.57 3,447.93 (224.64)LT 284.00 8.23
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
37.170
37.170
1,060.97
114.60
1,115.10
148.68
54.13
34.08
LT
LT
Total 34.000 1,175.57 1,263.78 88.21 LT 30.00 2.37
Next Dividend Payable 11/2017; Asset Class: Equities
COMMSCOPE HOLDING COMPANY INC (COMM) 9/16/16
11/11/16
79.000
32.000
30.384
33.030
33.060
33.060
2,400.34
1,056.97
2,611.74
1,057.92
211.40
0.95
ST
ST
Total 111.000 3,457.31 3,669.66 212.35 ST ——
Asset Class: Equities
CONVERGYS CORPORATION (CVG) 11/10/15
2/22/16
55.000
7.000
25.777
24.877
23.500
23.500
1,417.71
174.14
1,292.50
164.50
(125.21)
(9.64)
LT
LT
Total 62.000 1,591.85 1,457.00 (134.85)LT 25.00 1.71
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
59.030
59.030
59.030
727.07
457.75
106.06
826.42
590.30
118.06
99.35
132.55
12.00
LT
LT
LT
Total 26.000 1,290.88 1,534.78 243.90 LT ——
Asset Class: Equities
CURTISS WRIGHT CORP (CW) 11/10/15
2/22/16
8.000
20.000
68.210
66.786
96.820
96.820
545.68
1,335.72
774.56
1,936.40
228.88
600.68
LT
LT
Total 28.000 1,881.40 2,710.96 829.56 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
8.790
8.790
3,777.34
474.29
4,597.17
562.56
819.83
88.27
LT
LT
R
R
Total 587.000 4,251.63 5,159.73 908.10 LT 587.00 11.37
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 73 of 116
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: 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
90.790
90.790
90.790
551.05
794.73
1,032.97
635.53
907.90
1,180.27
84.48
113.17
147.30
LT
LT
LT
12/2/15 23.000 76.425 90.790 1,757.78 2,088.17 330.39 LT
2/22/16 7.000 73.410 90.790 513.87 635.53 121.66 LT
1/11/17 4.000 103.078 90.790 412.31 363.16 (49.15)ST
Total 64.000 5,062.71 5,810.56 797.00
(49.15)
LT
ST
——
Asset Class: Equities
DICKS SPORTING GOODS INC (DKS) 3/7/17
5/16/17
35.000
32.000
47.810
41.064
26.360
26.360
1,673.35
1,314.06
922.60
843.52
(750.75)
(470.54)
ST
ST
Total 67.000 2,987.41 1,766.12 (1,221.29)ST 46.00 2.60
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
37.550
37.550
1,139.90
156.74
713.45
112.65
(426.45)
(44.09)
LT
LT
Total 22.000 1,296.64 826.10 (470.54)LT ——
Asset Class: Equities
E*TRADE FINANCIAL CORP NEW COM (ETFC) 10/19/16
2/9/17
50.000
72.000
28.624
35.880
41.010
41.010
1,431.19
2,583.36
2,050.50
2,952.72
619.31
369.36
ST
ST
Total 122.000 4,014.55 5,003.22 988.67 ST ——
Asset Class: Equities
EAST WEST BANCORP (EWBC) 2/22/16
9/21/16
61.000
44.000
29.860
35.957
55.370
55.370
1,821.46
1,582.11
3,377.57
2,436.28
1,556.11
854.17
LT
ST
Total 105.000 3,403.57 5,813.85 1,556.11
854.17
LT
ST
84.00 1.44
Next Dividend Payable 11/2017; Asset Class: Equities
ENERSYS (ENS) 11/10/15
2/22/16
3/14/17
31.000
6.000
16.000
64.216
47.822
75.543
64.100
64.100
64.100
1,990.70
286.93
1,208.69
1,987.10
384.60
1,025.60
(3.60)
97.67
(183.09)
LT
LT
ST
Total 53.000 3,486.32 3,397.30 94.07
(183.09)
LT
ST
37.00 1.08
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
52.410
52.410
2,886.34
282.34
1,781.94
209.64
(1,104.40)
(72.70)
LT
LT
Total 38.000 3,168.68 1,991.58 (1,177.10)LT ——
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 74 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
39.080
39.080
39.080
2,428.83
174.65
320.31
3,868.92
351.72
625.28
1,440.09
177.07
304.97
LT
LT
LT
Total 124.000 2,923.79 4,845.92 1,922.13 LT ——
Asset Class: Equities
EXTRACTION OIL & GAS LLC (XOG) 1/11/17 29.000 18.990 13.140 550.71 381.06 (169.65)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
43.600
43.600
1,454.07
613.29
1,613.20
697.60
159.13
84.31
ST
ST
Total 53.000 2,067.36 2,310.80 243.44 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
19.270
19.270
19.270
1,348.95
875.00
210.00
1,792.11
963.50
231.24
443.16
88.50
21.24
LT
ST
ST
Total 155.000 2,433.95 2,986.85 443.16
109.74
LT
ST
——
Asset Class: Equities
FERROGLOBE PLC SHS (GSM) 11/10/15
2/22/16
67.000
10.000
11.070
7.558
13.490
13.490
741.69
75.58
903.83
134.90
162.14
59.32
LT
LT
Total 77.000 817.27 1,038.73 221.46 LT ——
Asset Class: Equities
FIDELITY NATIONAL FINANCIAL IN (FNF) 11/10/15 44.000 34.750 48.240 1,529.00 2,122.56 593.56 LT 44.00 2.07
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
16.850
16.850
367.95
29.73
556.05
50.55
188.10
20.82
LT
LT
Total 36.000 397.68 606.60 208.92 LT ——
Asset Class: Equities
FINISH LINE INC CL A (FINL) 11/10/15
2/22/16
126.000
14.000
18.426
18.677
8.330
8.330
2,321.69
261.48
1,049.58
116.62
(1,272.11)
(144.86)
LT
LT
Total 140.000 2,583.17 1,166.20 (1,416.97)LT 62.00 5.31
Next Dividend Payable 09/11/17; Asset Class: Equities
FIRST AMERICAN FINL CORP (FAF) 11/10/15
2/22/16
2.000
54.000
38.095
37.350
49.060
49.060
76.19
2,016.90
98.12
2,649.24
21.93
632.34
LT
LT
Total 56.000 2,093.09 2,747.36 654.27 LT 85.00 3.09
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 75 of 116
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
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
340.510
340.510
340.510
1,575.96
239.71
358.00
2,043.06
340.51
340.51
467.10
100.80
(17.49)
LT
LT
ST
Total 8.000 2,173.67 2,724.08 567.90
(17.49)
LT
ST
10.00 0.36
Next Dividend Payable 10/2017; Asset Class: Equities
FIRST MIDW BNCP DELA (FMBI) 3/28/17 70.000 23.156 21.080 1,620.95 1,475.60 (145.35)ST 28.00 1.89
Next Dividend Payable 10/2017; 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
58.700
58.700
58.700
2,460.43
327.93
1,314.00
3,698.10
469.60
1,761.00
1,237.67
141.67
447.00
LT
LT
ST
3/30/17 12.000 47.874 58.700 574.49 704.40 129.91 ST
Total 113.000 4,676.85 6,633.10 1,379.34
576.91
LT
ST
86.00 1.29
Next Dividend Payable 11/2017; Asset Class: Equities
FLEXTRONICS INTL LTD (FLEX) 11/10/15
2/22/16
1/11/17
282.000
34.000
33.000
11.547
10.700
14.576
16.270
16.270
16.270
3,256.31
363.80
481.01
4,588.14
553.18
536.91
1,331.83
189.38
55.90
LT
LT
ST
Total 349.000 4,101.12 5,678.23 1,521.21
55.90
LT
ST
——
Asset Class: Equities
FOOT LOCKER INC (FL) 6/29/17 34.000 48.571 35.230 1,651.43 1,197.82 (453.61)ST 42.00 3.50
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
13.390
13.390
13.390
1,505.82
193.25
163.09
803.40
107.12
93.73
(702.42)
(86.13)
(69.36)
LT
LT
ST
Total 75.000 1,862.16 1,004.25 (788.55)
(69.36)
LT
ST
——
Asset Class: Equities
FTI CONSULTING INC (FCN) 11/10/15
2/22/16
32.000
4.000
36.200
34.573
33.910
33.910
1,158.40
138.29
1,085.12
135.64
(73.28)
(2.65)
LT
LT
Total 36.000 1,296.69 1,220.76 (75.93)LT ——
Asset Class: Equities
GARDNER DENVER HOLDINGS, INC (GDI) 5/23/17 117.000 23.443 23.490 2,742.80 2,748.33 5.53 ST ——
Asset Class: Equities
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 76 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
GRANITE CONSTR INC (GVA) 11/10/15
2/22/16
35.000
8.000
38.008
39.125
55.230
55.230
1,330.29
313.00
1,933.05
441.84
602.76
128.84
LT
LT
Total 43.000 1,643.29 2,374.89 731.60 LT 22.00 0.92
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
13.050
13.050
3,226.67
1,453.41
3,079.80
1,644.30
(146.87)
190.89
LT
LT
Total 362.000 4,680.08 4,724.10 44.02 LT 109.00 2.30
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
60.020
60.020
1,705.51
159.03
1,200.40
180.06
(505.11)
21.03
LT
LT
Total 23.000 1,864.54 1,380.46 (484.08)LT 22.00 1.59
Next Dividend Payable 09/15/17; Asset Class: Equities
GULFPORT ENERGY CORP NEW (GPOR) 9/30/16 87.000 27.976 12.530 2,433.89 1,090.11 (1,343.78)ST ——
Asset Class: Equities
HANMI FINANCIAL CORP NEW (HAFC) 8/29/16
9/21/16
56.000
17.000
26.159
26.286
26.700
26.700
1,464.88
446.86
1,495.20
453.90
30.32
7.04
LT
ST
Total 73.000 1,911.74 1,949.10 30.32
7.04
LT
ST
61.00 3.12
Next Dividend Payable 11/2017; Asset Class: Equities
HANOVER INSURANCE GROUP INC (THG) 11/10/15
2/22/16
3/14/17
18.000
3.000
38.000
85.732
83.997
90.750
98.180
98.180
98.180
1,543.18
251.99
3,448.49
1,767.24
294.54
3,730.84
224.06
42.55
282.35
LT
LT
ST
Total 59.000 5,243.66 5,792.62 266.61
282.35
LT
ST
118.00 2.03
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
18.250
18.250
1,761.03
228.53
1,113.25
182.50
(647.78)
(46.03)
LT
LT
Total 71.000 1,989.56 1,295.75 (693.81)LT 37.00 2.85
Next Dividend Payable 11/2017; Asset Class: Equities
HILLENBRAND INC (HI) 11/10/15 45.000 30.455 35.750 1,370.46 1,608.75 238.29 LT 37.00 2.29
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
213.960
213.960
213.960
765.86
538.50
506.16
1,283.76
855.84
641.88
517.90
317.34
135.72
LT
LT
LT
Total 13.000 1,810.52 2,781.48 970.96 LT 31.00 1.11
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 77 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 09/08/17; Asset Class: Equities
IAC INTERACTIVECORP COM (IAC) 11/10/15
2/22/16
17.000
27.000
65.260
45.430
113.510
113.510
1,109.42
1,226.61
1,929.67
3,064.77
820.25
1,838.16
LT
LT
Total 44.000 2,336.03 4,994.44 2,658.41 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
113.390
113.390
113.390
628.51
623.82
2,628.54
1,020.51
1,020.51
4,422.21
392.00
396.69
1,793.67
LT
LT
LT
Total 57.000 3,880.87 6,463.23 2,582.36 LT ——
Asset Class: Equities
INFINITY PPTY & CASUALTY (IPCC) 11/10/15
2/22/16
14.000
2.000
81.726
80.670
88.450
88.450
1,144.17
161.34
1,238.30
176.90
94.13
15.56
LT
LT
Total 16.000 1,305.51 1,415.20 109.69 LT 37.00 2.61
Next Dividend Payable 09/2017; Asset Class: Equities
INSIGHT ENTERPRISES INC (NSIT) 11/10/15 37.000 26.693 40.080 987.65 1,482.96 495.31 LT ——
Asset Class: Equities
INTEGRA LIFESCIENCES CRP NEW (IART) 11/10/15
2/22/16
22.000
14.000
31.902
29.199
50.990
50.990
701.84
408.79
1,121.78
713.86
419.94
305.07
LT
LT
Total 36.000 1,110.63 1,835.64 725.01 LT ——
Asset Class: Equities
INVESTORS BANCORP INC NEW (ISBC) 11/10/15
2/22/16
157.000
17.000
12.750
11.640
13.090
13.090
2,001.75
197.88
2,055.13
222.53
53.38
24.65
LT
LT
Total 174.000 2,199.63 2,277.66 78.03 LT 56.00 2.45
Next Dividend Payable 11/2017; Asset Class: Equities
JACOBS ENGINEERING GROUP INC (JEC) 5/5/16 29.000 45.879 54.490 1,330.48 1,580.21 249.73 LT 17.00 1.07
Next Dividend Payable 09/01/17; Asset Class: Equities
JAGGED PEAK ENERGY INC COM (JAG) 1/30/17 267.000 14.441 12.810 3,855.80 3,420.27 (435.53)ST ——
Asset Class: Equities
JELD WEN HLD INC (JELD) 3/30/17 18.000 32.845 30.520 591.21 549.36 (41.85)ST ——
Asset Class: Equities
JONES LANG LASALLE INC (JLL) 10/28/16
11/28/16
14.000
12.000
97.779
100.016
121.910
121.910
1,368.90
1,200.19
1,706.74
1,462.92
337.84
262.73
ST
ST
Total 26.000 2,569.09 3,169.66 600.57 ST 18.00 0.56
Next Dividend Payable 12/2017; Asset Class: Equities
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 78 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
45.090
45.090
45.090
673.46
1,246.00
1,583.00
811.62
1,487.97
1,893.78
138.16
241.97
310.78
LT
LT
LT
2/22/16 11.000 34.827 45.090 383.10 495.99 112.89 LT
Total 104.000 3,885.56 4,689.36 803.80 LT 133.00 2.83
Next Dividend Payable 10/2017; Asset Class: Equities
KOSMOS ENERGY LTD (KOS) 1/27/17 378.000 6.360 7.040 2,404.08 2,661.12 257.04 ST ——
Asset Class: Equities
LA Z BOY INCORPORATED (LZB) 5/17/17 99.000 27.082 23.850 2,681.07 2,361.15 (319.92)ST 44.00 1.86
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
98.800
98.800
98.800
4,122.05
725.77
539.34
6,916.00
1,185.60
592.80
2,793.95
459.83
53.46
LT
LT
LT
Total 88.000 5,387.16 8,694.40 3,307.24 LT 176.00 2.02
Next Dividend Payable 09/01/17; Asset Class: Equities
LEUCADIA NAT CP (LUK) 12/15/15
12/18/15
2/22/16
67.000
97.000
19.000
16.888
16.476
15.047
23.680
23.680
23.680
1,131.49
1,598.17
285.90
1,586.56
2,296.96
449.92
455.07
698.79
164.02
LT
LT
LT
1/11/17 21.000 23.660 23.680 496.86 497.28 0.42 ST
Total 204.000 3,512.42 4,830.72 1,317.88
0.42
LT
ST
82.00 1.69
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
57.950
57.950
1,932.35
192.77
1,564.65
173.85
(367.70)
(18.92)
LT
LT
Total 30.000 2,125.12 1,738.50 (386.62)LT ——
Asset Class: Equities
LIONS GATE ENTMNT CORP CL B (LGF'B) 12/12/16 51.000 26.100 28.070 1,331.10 1,431.57 100.47 ST ——
Asset Class: Equities
LITHIA MOTORS INC A (LAD) 9/2/16
9/15/16
41.000
11.000
84.514
91.404
108.000
108.000
3,465.07
1,005.44
4,428.00
1,188.00
962.93
182.56
ST
ST
Total 52.000 4,470.51 5,616.00 1,145.49 ST 56.00 0.99
Next Dividend Payable 11/2017; Asset Class: Equities
LIVE NATION ENTERTAINMENT INC (LYV) 11/10/15
2/22/16
43.000
9.000
26.585
20.586
39.960
39.960
1,143.13
185.27
1,718.28
359.64
575.15
174.37
LT
LT
Total 52.000 1,328.40 2,077.92 749.52 LT ——
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 79 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
7.250
7.250
7.250
6,231.88
640.54
395.45
2,972.50
340.75
159.50
(3,259.38)
(299.79)
(235.95)
LT
LT
ST
3/14/17 70.000 14.860 7.250 1,040.19 507.50 (532.69)ST
Total 549.000 8,308.06 3,980.25 (3,559.17)
(768.64)
LT
ST
329.00 8.26
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
111.510
111.510
1,275.96
234.11
1,561.14
334.53
285.18
100.42
LT
LT
Total 17.000 1,510.07 1,895.67 385.60 LT 32.00 1.68
Next Dividend Payable 12/2017; Asset Class: Equities
MARVELL TECH GROUP LTD (MRVL) 4/5/17 251.000 15.129 17.910 3,797.38 4,495.41 698.03 ST 60.00 1.33
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
60.780
60.780
1,382.06
191.88
1,215.60
243.12
(166.46)
51.24
LT
LT
Total 24.000 1,573.94 1,458.72 (115.22)LT 4.00 0.27
Next Dividend Payable 11/2017; Asset Class: Equities
MFA FINANCIAL INC (MFA) 11/10/15
2/22/16
473.000
61.000
6.827
6.690
8.780
8.780
3,229.31
408.09
4,152.94
535.58
923.63
127.49
LT
LT
Total 534.000 3,637.40 4,688.52 1,051.12 LT 427.00 9.10
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
64.000
64.000
2,375.90
1,542.20
2,496.00
1,984.00
120.10
441.80
LT
LT
Total 70.000 3,918.10 4,480.00 561.90 LT 14.00 0.31
Next Dividend Payable 09/07/17; Asset Class: Equities
MTGE INVT CORP (MTGE) 11/10/15
2/22/16
58.000
9.000
14.886
13.438
19.200
19.200
863.36
120.94
1,113.60
172.80
250.24
51.86
LT
LT
Total 67.000 984.30 1,286.40 302.10 LT 121.00 9.40
Next Dividend Payable 10/2017; Asset Class: Alt
NATIONAL GEN HLDGS CORP (NGHC) 3/17/17 116.000 23.494 17.170 2,725.25 1,991.72 (733.53)ST 19.00 0.95
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
13.200
13.200
13.200
2,029.89
917.86
2,018.00
2,112.00
1,016.40
2,574.00
82.11
98.54
556.00
LT
LT
LT
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 80 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
4/6/17 66.000 14.580 13.200 962.27 871.20 (91.07)ST
Total 498.000 5,928.02 6,573.60 736.65
(91.07)
LT
ST
319.00 4.85
Next Dividend Payable 09/15/17; Asset Class: Equities
NAVIGANT CONSULTING INC (NCI) 11/10/15
2/22/16
114.000
24.000
17.378
14.865
15.330
15.330
1,981.13
356.75
1,747.62
367.92
(233.51)
11.17
LT
LT
Total 138.000 2,337.88 2,115.54 (222.34)LT ——
Asset Class: Equities
NELNET INC CL A (NNI) 6/24/16 69.000 32.477 47.430 2,240.90 3,272.67 1,031.77 LT 39.00 1.19
Next Dividend Payable 09/15/17; 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
60.830
60.830
60.830
468.00
228.46
409.12
790.79
486.64
486.64
322.79
258.18
77.52
LT
LT
LT
Total 29.000 1,105.58 1,764.07 658.49 LT 42.00 2.38
Next Dividend Payable 09/13/17; Asset Class: Equities
OFFICE DEPOT (ODP) 5/11/16 362.000 3.708 4.290 1,342.44 1,552.98 210.54 LT 36.00 2.31
Next Dividend Payable 09/15/17; Asset Class: Equities
OLIN CORPORATION (OLN) 1/8/16
2/22/16
76.000
9.000
17.008
15.450
32.230
32.230
1,292.62
139.05
2,449.48
290.07
1,156.86
151.02
LT
LT
Total 85.000 1,431.67 2,739.55 1,307.88 LT 68.00 2.48
Next Dividend Payable 09/11/17; Asset Class: Equities
ON ASSIGNMENT INC (ASGN) 11/2/16
5/26/17
40.000
32.000
34.531
52.475
47.700
47.700
1,381.24
1,679.20
1,908.00
1,526.40
526.76
(152.80)
ST
ST
Total 72.000 3,060.44 3,434.40 373.96 ST ——
Asset Class: Equities
ON SEMICONDUCTOR CORP (ON) 11/10/15
2/22/16
6/24/16
369.000
30.000
155.000
11.259
7.960
9.016
17.080
17.080
17.080
4,154.68
238.80
1,397.42
6,302.52
512.40
2,647.40
2,147.84
273.60
1,249.98
LT
LT
LT
1/11/17 34.000 13.475 17.080 458.15 580.72 122.57 ST
Total 588.000 6,249.05 10,043.04 3,671.42
122.57
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
27.940
27.940
27.940
1,026.20
118.60
181.82
782.32
83.82
139.70
(243.88)
(34.78)
(42.12)
LT
LT
LT
Total 36.000 1,326.62 1,005.84 (320.78)LT 37.00 3.67
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 81 of 116
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
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
87.890
87.890
87.890
472.03
174.87
3,391.96
615.23
263.67
4,658.17
143.20
88.80
1,266.21
LT
LT
LT
Total 63.000 4,038.86 5,537.07 1,498.21 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
25.050
25.050
25.050
2,959.79
1,404.37
527.62
3,982.95
1,853.70
776.55
1,023.16
449.33
248.93
LT
LT
LT
7/21/16 16.000 28.034 25.050 448.55 400.80 (47.75)LT
Total 280.000 5,340.33 7,014.00 1,673.67 LT ——
Asset Class: Equities
PHARMERICA CORP COM (PMC) 8/22/16
5/17/17
66.000
40.000
22.371
25.313
29.400
29.400
1,476.50
1,012.53
1,940.40
1,176.00
463.90
163.47
LT
ST
Total 106.000 2,489.03 3,116.40 463.90
163.47
LT
ST
——
Asset Class: Equities
POLYONE CORP (POL) 3/7/17 50.000 32.840 36.140 1,641.98 1,807.00 165.02 ST 27.00 1.49
Next Dividend Payable 10/2017; Asset Class: Equities
PORTLAND GENERAL ELEC CO (POR) 3/15/17 36.000 44.611 47.510 1,605.99 1,710.36 104.37 ST 49.00 2.86
Next Dividend Payable 10/2017; Asset Class: Equities
PRA GROUP INC (PRAA) 5/10/16 53.000 24.958 28.900 1,322.76 1,531.70 208.94 LT ——
Asset Class: Equities
PULTE GROUP INC (PHM) 2/22/16 72.000 17.160 25.820 1,235.52 1,859.04 623.52 LT 26.00 1.39
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
7.550
7.550
7.550
1,475.91
67.24
2,670.49
702.15
45.30
1,147.60
(773.76)
(21.94)
(1,522.89)
LT
LT
ST
Total 251.000 4,213.64 1,895.05 (795.70)
(1,522.89)
LT
ST
——
Asset Class: Equities
RADIAN GROUP INC (RDN) 11/10/15
2/22/16
230.000
25.000
14.417
10.987
17.500
17.500
3,316.00
274.67
4,025.00
437.50
709.00
162.83
LT
LT
Total 255.000 3,590.67 4,462.50 871.83 LT ——
Next Dividend Payable 09/01/17; Asset Class: Equities
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 82 of 116
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
78.320
78.320
78.320
811.48
176.08
264.87
1,096.48
234.96
469.92
285.00
58.88
205.05
LT
LT
LT
Total 23.000 1,252.43 1,801.36 548.93 LT 20.00 1.11
Next Dividend Payable 10/2017; Asset Class: Equities
REALOGY HOLDINGS CORP (RLGY) 11/10/15 38.000 42.320 33.900 1,608.16 1,288.20 (319.96)LT 14.00 1.08
Next Dividend Payable 11/2017; Asset Class: Equities
REINSURANCE GROUP OF AMERICA (RGA) 11/10/15
2/22/16
35.000
5.000
91.490
90.646
134.450
134.450
3,202.15
453.23
4,705.75
672.25
1,503.60
219.02
LT
LT
Total 40.000 3,655.38 5,378.00 1,722.62 LT 80.00 1.48
Next Dividend Payable 11/2017; 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
27.360
27.360
27.360
1,624.86
27.50
2,221.25
2,790.72
82.08
2,462.40
1,165.86
54.58
241.15
LT
LT
LT
Total 195.000 3,873.61 5,335.20 1,461.59 LT ——
Asset Class: Equities
RPX CORPORATION COM (RPXC) 11/10/15
2/22/16
206.000
24.000
14.051
9.797
13.060
13.060
2,894.42
235.13
2,690.36
313.44
(204.06)
78.31
LT
LT
Total 230.000 3,129.55 3,003.80 (125.75)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
31.380
31.380
31.380
1,464.84
85.04
1,512.55
1,631.76
125.52
1,161.06
166.92
40.48
(351.49)
LT
LT
ST
Total 93.000 3,062.43 2,918.34 207.40
(351.49)
LT
ST
——
Asset Class: Equities
SCHOLASTIC CP (SCHL) 5/20/16 35.000 37.305 39.430 1,305.67 1,380.05 74.38 LT 21.00 1.52
Next Dividend Payable 09/15/17; Asset Class: Equities
SCHWEITZER MAUDUIT INT INC (SWM) 11/10/15
12/14/15
2/22/16
47.000
20.000
27.000
39.744
40.264
33.260
37.930
37.930
37.930
1,867.99
805.28
898.02
1,782.71
758.60
1,024.11
(85.28)
(46.68)
126.09
LT
LT
LT
Total 94.000 3,571.29 3,565.42 (5.87)LT 158.00 4.43
Next Dividend Payable 09/22/17; Asset Class: Equities
SCRIPPS NETWORKS INTERAC CL A (SNI) 6/24/16 38.000 60.301 85.650 2,291.43 3,254.70 963.27 LT 46.00 1.41
Next Dividend Payable 09/10/17; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 83 of 116
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
18.600
18.600
1,470.59
94.33
2,250.60
204.60
780.01
110.27
LT
LT
Total 132.000 1,564.92 2,455.20 890.28 LT ——
Asset Class: Equities
SERVICE CORP INTL (SCI) 11/10/15
2/22/16
3/13/17
54.000
6.000
9.000
26.470
23.507
30.800
35.340
35.340
35.340
1,429.40
141.04
277.20
1,908.36
212.04
318.06
478.96
71.00
40.86
LT
LT
ST
Total 69.000 1,847.64 2,438.46 549.96
40.86
LT
ST
41.00 1.68
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
26.430
26.430
26.430
292.32
1,757.15
2,594.27
343.59
2,431.56
2,510.85
51.27
674.41
(83.42)
ST
ST
ST
Total 200.000 4,643.74 5,286.00 642.26 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
10.170
10.170
10.170
1,630.56
126.63
547.17
2,410.29
213.57
467.82
779.73
86.94
(79.35)
LT
LT
ST
Total 304.000 2,304.36 3,091.68 866.67
(79.35)
LT
ST
——
Asset Class: Equities
STARWOOD PROPERTY TRUST INC (STWD) 5/13/16
12/6/16
108.000
80.000
20.352
22.140
22.210
22.210
2,198.06
1,771.20
2,398.68
1,776.80
200.62
5.60
LT
ST
Total 188.000 3,969.26 4,175.48 200.62
5.60
LT
ST
361.00 8.64
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
34.450
34.450
34.450
994.82
1,962.66
518.62
1,998.10
3,686.15
689.00
1,003.28
1,723.49
170.38
LT
LT
LT
Total 185.000 3,476.10 6,373.25 2,897.15 LT 115.00 1.80
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
42.400
42.400
42.400
2,057.53
893.01
416.09
2,586.40
1,187.20
508.80
528.87
294.19
92.71
LT
LT
LT
6/5/17 38.000 39.237 42.400 1,491.01 1,611.20 120.19 ST
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 84 of 116
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 5,893.60 915.77
120.19
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
47.750
47.750
47.750
3,126.67
469.92
660.71
4,345.25
668.50
811.75
1,218.58
198.58
151.04
LT
LT
ST
Total 122.000 4,257.30 5,825.50 1,417.16
151.04
LT
ST
49.00 0.84
Next Dividend Payable 09/15/17; Asset Class: Equities
SUNCOKE ENERGY INC COM (SXC) 3/23/17
5/17/17
185.000
147.000
9.018
8.276
9.320
9.320
1,668.26
1,216.57
1,724.20
1,370.04
55.94
153.47
ST
ST
Total 332.000 2,884.83 3,094.24 209.41 ST ——
Asset Class: Equities
SVB FNCL GRP (SIVB) 2/22/16
9/21/16
19.000
13.000
87.486
107.563
169.340
169.340
1,662.23
1,398.32
3,217.46
2,201.42
1,555.23
803.10
LT
ST
Total 32.000 3,060.55 5,418.88 1,555.23
803.10
LT
ST
——
Asset Class: Equities
SYKES ENTERPRISES INC (SYKE) 11/10/15
2/22/16
60.000
8.000
31.328
29.861
26.660
26.660
1,879.70
238.89
1,599.60
213.28
(280.10)
(25.61)
LT
LT
Total 68.000 2,118.59 1,812.88 (305.71)LT ——
Asset Class: Equities
SYNNEX CORP (SNX) 11/10/15
2/22/16
32.000
5.000
94.740
93.850
119.610
119.610
3,031.68
469.25
3,827.52
598.05
795.84
128.80
LT
LT
Total 37.000 3,500.93 4,425.57 924.64 LT 37.00 0.83
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
11.820
11.820
11.820
344.86
1,039.55
1,051.55
70.92
212.76
212.76
(273.94)
(826.79)
(838.79)
LT
LT
LT
5/8/15 14.000 58.570 11.820 819.98 165.48 (654.50)LT
5/8/15 19.000 58.472 11.820 1,110.96 224.58 (886.38)LT
5/15/15 14.000 57.665 11.820 807.31 165.48 (641.83)LT
6/25/15 38.000 65.516 11.820 2,489.62 449.16 (2,040.46)LT
8/19/15 8.000 57.404 11.820 459.23 94.56 (364.67)LT
8/20/15 9.000 57.071 11.820 513.64 106.38 (407.26)LT
11/10/15 73.000 21.802 11.820 1,591.58 862.86 (728.72)LT
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 85 of 116
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 11.820 287.80 236.40 (51.40)LT
4/29/16 17.000 17.427 11.820 296.26 200.94 (95.32)LT
Total 254.000 10,812.34 3,002.28 (7,810.06)LT 183.00 6.09
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
12.620
12.620
1,211.63
110.63
870.78
88.34
(340.85)
(22.29)
LT
LT
Total 76.000 1,322.26 959.12 (363.14)LT 21.00 2.18
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
39.700
39.700
4,382.68
326.51
6,034.40
476.40
1,651.72
149.89
LT
LT
Total 164.000 4,709.19 6,510.80 1,801.61 LT 69.00 1.05
Next Dividend Payable 10/2017; Asset Class: Equities
TEMPUR-PEDIC INT'L INC (TPX) 10/17/16 28.000 51.869 61.900 1,452.34 1,733.20 280.86 ST ——
Asset Class: Equities
TERADYNE INC (TER) 11/10/15
2/22/16
1/11/17
109.000
14.000
18.000
20.100
18.840
26.100
35.610
35.610
35.610
2,190.90
263.76
469.80
3,881.49
498.54
640.98
1,690.59
234.78
171.18
LT
LT
ST
Total 141.000 2,924.46 5,021.01 1,925.37
171.18
LT
ST
39.00 0.77
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
42.600
42.600
2,049.74
192.66
3,280.20
298.20
1,230.46
105.54
LT
LT
Total 84.000 2,242.40 3,578.40 1,336.00 LT 34.00 0.95
Next Dividend Payable 09/01/17; Asset Class: Equities
TORCHMARK CORP (TMK) 11/10/15
2/22/16
17.000
5.000
59.604
52.398
76.970
76.970
1,013.26
261.99
1,308.49
384.85
295.23
122.86
LT
LT
Total 22.000 1,275.25 1,693.34 418.09 LT 13.00 0.76
Next Dividend Payable 11/2017; Asset Class: Equities
TUTOR PERINI CORP COM (TPC) 11/10/15
2/22/16
49.000
2.000
15.976
13.075
26.150
26.150
782.84
26.15
1,281.35
52.30
498.51
26.15
LT
LT
Total 51.000 808.99 1,333.65 524.66 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
10.230
10.230
10.230
3,782.55
465.13
2,012.40
4,634.19
624.03
2,393.82
851.64
158.90
381.42
LT
LT
ST
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 86 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 748.000 6,260.08 7,652.04 1,010.54
381.42
LT
ST
778.00 10.16
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
57.200
57.200
57.200
994.78
330.02
1,926.81
1,029.60
343.20
2,002.00
34.82
13.18
75.19
LT
LT
LT
Total 59.000 3,251.61 3,374.80 123.19 LT 127.00 3.76
Next Dividend Payable 11/2017; Asset Class: Equities
VALIDUS HOLDINGS LTD COM (VR) 11/10/15
2/22/16
7/21/16
28.000
17.000
7.000
45.200
45.134
48.890
50.150
50.150
50.150
1,265.60
767.28
342.23
1,404.20
852.55
351.05
138.60
85.27
8.82
LT
LT
LT
Total 52.000 2,375.11 2,607.80 232.69 LT 79.00 3.02
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
21.290
21.290
3,491.30
438.12
3,470.27
404.51
(21.03)
(33.61)
ST
ST
Total 182.000 3,929.42 3,874.78 (54.64)ST 36.00 0.92
Next Dividend Payable 09/15/17; Asset Class: Equities
WALKER & DUNLOP INC (WD) 11/10/15
2/22/16
4/29/16
127.000
15.000
31.000
28.519
22.995
21.869
48.190
48.190
48.190
3,621.90
344.92
677.94
6,120.13
722.85
1,493.89
2,498.23
377.93
815.95
LT
LT
LT
Total 173.000 4,644.76 8,336.87 3,692.11 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
50.450
50.450
50.450
537.44
1,245.03
2,500.59
554.95
1,311.70
2,875.65
17.51
66.67
375.06
LT
LT
LT
Total 94.000 4,283.06 4,742.30 459.24 LT ——
Asset Class: Equities
WILDHORSE RESOURCE DEV CORP (WRD) 12/15/16 195.000 14.809 10.910 2,887.70 2,127.45 (760.25)ST ——
Asset Class: Equities
WORLD FUEL SERVICES CORP (INT) 11/10/15
2/22/16
3/13/17
125.000
14.000
39.000
45.402
46.089
36.645
34.540
34.540
34.540
5,675.29
645.25
1,429.16
4,317.50
483.56
1,347.06
(1,357.79)
(161.69)
(82.10)
LT
LT
ST
3/14/17 74.000 36.766 34.540 2,720.67 2,555.96 (164.71)ST
5/26/17 48.000 36.054 34.540 1,730.61 1,657.92 (72.69)ST
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 87 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 300.000 12,200.98 10,362.00 (1,519.48)
(319.50)
LT
ST
72.00 0.69
Next Dividend Payable 10/2017; Asset Class: Equities
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 96.65%$459,499.34 $531,454.58 $69,524.35
$2,430.89
LT
ST
$8,854.00 1.67%
EXCHANGE-TRADED & CLOSED-END FUNDS
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
ARES CAPITAL CORP (ARCC) 11/10/15
2/22/16
9/21/16
79.000
10.000
94.000
$15.610
12.807
15.677
$16.060
16.060
16.060
$1,233.21
128.07
1,473.61
$1,268.74
160.60
1,509.64
$35.53
32.53
36.03
LT
LT
ST
8/11/17 55.000 16.021 16.060 881.14 883.30 2.16 ST
Total 238.000 3,716.03 3,822.28 68.06
38.19
LT
ST
362.00 9.47
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 0.70%$3,716.03 $3,822.28 $68.06
$38.19
LT
ST
$362.00 9.47%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL VALUE 100.00%$463,215.37 $549,891.55 $69,592.41
$2,469.08
LT
ST
$9,223.00
—
1.68%
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.
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 88 of 116
ALLOCATION OF ASSETS
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $14,614.69 ——————
Stocks —$494,302.87 —$37,151.71 ———
ETFs & CEFs ——$3,822.28 ————
TOTAL ALLOCATION OF ASSETS $14,614.69 $494,302.87 $3,822.28 $37,151.71 ———
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
8/3 8/8 Sold FIRST SOLAR, INC.ACTED AS AGENT 45.000 $48.2865 $2,172.83
8/11 8/16 Bought ARES CAPITAL CORP ACTED AS AGENT 55.000 16.0207 (881.14)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $1,291.69
TOTAL PURCHASES $(881.14)
TOTAL SALES AND REDEMPTIONS $2,172.83
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)
8/1 Qualified Dividend TORCHMARK CORP $3.30
8/7 Qualified Dividend UNIVERSAL CP VA 31.86
8/7 Dividend AGNC INVT CORP COM 17.46
8/7 Qualified Dividend ABM INDUSTRIES INCORPORATED 8.33
8/15 Qualified Dividend EAST WEST BANCORP 21.00
8/15 Qualified Dividend ALLY FINANCIAL INC 18.48
8/16 Qualified Dividend HANMI FINANCIAL CORP NEW 15.33
8/17 Qualified Dividend AES CORP 26.88
8/18 Qualified Dividend HEIDRICK & STRUGGLES INTL INC 9.23
8/23 Qualified Dividend COLUMBIA BANKING SYSTEMS INC 7.48
8/25 Dividend CHATHAM LODGING TRUST COM 14.74
8/25 Qualified Dividend LITHIA MOTORS INC A 14.04
8/25 Qualified Dividend INVESTORS BANCORP INC NEW 13.92
8/29 Qualified Dividend REINSURANCE GROUP OF AMERICA 20.00
8/30 Qualified Dividend ASSURED GUARANTY LTD 15.53
8/30 Qualified Dividend REALOGY HOLDINGS CORP 3.42
8/31 Qualified Dividend FIRSTCASH INC 21.47
8/31 Qualified Dividend BOOZ ALLEN HAMILTON HLDG CL-A 7.82
8/31 Qualified Dividend MAXIMUS INC 1.08
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 89 of 116
TAXABLE INCOME AND DISTRIBUTIONS (CONTINUED)
Activity Date Activity Type Description Comments Credits/(Debits)
8/31 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 08/01-08/31)
0.60
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $271.97
TOTAL QUALIFIED DIVIDENDS $239.17
TOTAL OTHER DIVIDENDS $32.20
TOTAL INTEREST $0.60
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
8/1 Automatic Investment BANK DEPOSIT PROGRAM $3.30
8/7 Automatic Investment BANK DEPOSIT PROGRAM 57.65
8/9 Automatic Investment BANK DEPOSIT PROGRAM 2,172.83
8/15 Automatic Investment BANK DEPOSIT PROGRAM 39.48
8/16 Automatic Redemption BANK DEPOSIT PROGRAM (865.81)
8/17 Automatic Investment BANK DEPOSIT PROGRAM 26.88
8/18 Automatic Investment BANK DEPOSIT PROGRAM 9.23
8/23 Automatic Investment BANK DEPOSIT PROGRAM 7.48
8/25 Automatic Investment BANK DEPOSIT PROGRAM 42.70
8/29 Automatic Investment BANK DEPOSIT PROGRAM 20.00
8/30 Automatic Investment BANK DEPOSIT PROGRAM 18.95
8/31 Automatic Investment BANK DEPOSIT PROGRAM 30.37
8/31 Automatic Investment BANK DEPOSIT PROGRAM 0.60
NET ACTIVITY FOR PERIOD $1,563.66
TRANSFERS, CORPORATE ACTIONS AND ADDITIONAL ACTIVITY
CORPORATE ACTIONS
Activity
Date Activity Type Description Comments Quantity
8/2 Exchange Delivered Out TESORO PETROLEUM CP EXCHANGE (61.000)
8/2 Exchange Received In ANDEAVOR EXCHANGE 61.000
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
FIRST SOLAR, INC.09/15/16 08/03/17 40.000 $1,931.40 $1,407.34 $524.06
03/13/17 08/03/17 5.000 241.43 162.45 78.98
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 90 of 116
SHORT-TERM GAIN/(LOSS) (CONTINUED)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
Short-Term This Period $2,172.83 $1,569.79 $603.04
Short-Term Year to Date $14,479.24 $11,491.58 $2,987.66
Net Realized Gain/(Loss) This Period $2,172.83 $1,569.79 $603.04
Net Realized Gain/(Loss) Year to Date $75,980.34 $63,313.45 $12,666.89
Disallowed Loss Based On Wash Sale Year to Date: $366.75
Treasury regulations require that we report on Form 1099-B a) adjusted cost basis on the sale of covered securities acquired on or after 1/1/11 (or the applicable date for the type of security), b) the gain or loss as
either long-term or short-term, and c) basis adjustments on covered securities due to wash sales, certain corporate actions and transfers by gift or inheritance. This section may not reflect all the basis adjustments
required when filing your tax return. Refer to the Expanded Disclosures.
MESSAGES
Settlement Cycle Change to Trade Date Plus Two (T+2)
On September 5, 2017, the settlement cycle for equities, corporate and municipal bonds, and unit investment trusts traded in the United States, Canada and Mexico will change from a three day to a two day cycle.
Upon the effective date, you will be required to fund purchases and make deliveries of securities for sales on trade date plus two business days.
Senior Investor Helpline
For any inquiries or comments or potential concerns, senior investors or someone acting on their behalf may contact our Firm by calling (800) 280-4534.
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
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)
TOTAL BEGINNING VALUE $557,862.26 $480,857.03
Credits ——
Debits —(2,521.68)
Security Transfers ——
Net Credits/Debits/Transfers —$(2,521.68)
Change in Value (11,438.24)68,088.67
TOTAL ENDING VALUE $546,424.02 $546,424.02
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period August 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
AUG SEP OCT NOV DEC JAN FEB MAR APR MAY JUN JUL AUG
420
450
480
510
540
570
($
)
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 91 of 116
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Market Value Percentage
Cash $8,214.70 1.50
Equities 538,209.32 98.50
TOTAL VALUE $546,424.02 100.00%
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
0
0
3
5
M
S
A
D
T
2
4
1
Account Summary
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 92 of 116
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 7/31/17)
This Period
(as of 8/31/17)
Cash, BDP, MMFs $2,367.47 $8,214.70
Stocks 550,202.00 538,209.32
Net Unsettled Purchases/Sales 5,292.79 —
Total Assets $557,862.26 $546,424.02
Total Liabilities (outstanding balance)——
TOTAL VALUE $557,862.26 $546,424.02
CASH FLOW
This Period
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)
OPENING CASH, BDP, MMFs $2,367.47 $8,018.47
Purchases (7,717.71)(74,715.26)
Sales and Redemptions 8,132.92 75,878.53
Prior Net Unsettled Purch/Sales 5,292.79 N/A
Income and Distributions 139.23 1,554.64
Total Investment Related Activity $5,847.23 $2,717.91
Other Debits —(2,521.68)
Total Cash Related Activity —$(2,521.68)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $8,214.70 $8,214.70
INCOME AND DISTRIBUTION SUMMARY
This Period
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)
Qualified Dividends $138.92 $1,553.36
Interest 0.31 1.28
Total Taxable Income And Distributions $139.23 $1,554.64
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $139.23 $1,554.64
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
(8/1/17-8/31/17)
Realized This Year
(1/1/17-8/31/17)
Unrealized
Inception to Date
(as of 8/31/17)
Short-Term Gain —$4,820.60 $7,815.70
Short-Term (Loss)—(50.44)(11,677.07)
Total Short-Term —$4,770.16 $(3,861.37)
Long-Term Gain 1,910.59 10,286.54 109,735.43
Long-Term (Loss)—(9,278.65)(20,093.14)
Total Long-Term $1,910.59 $1,007.89 $89,642.29
TOTAL GAIN/(LOSS)$1,910.59 $5,778.05 $85,780.92
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
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)
Foreign Tax Paid —$16.98
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110265-095
Investment Objectives (in order of priority) †: Capital Appreciation,Income Investment Advisory Account
Manager:Riverbridge Partners - SMID Growth
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 93 of 116
† 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 #$8,214.70 —$4.00 0.050
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 1.50%$8,214.70 $4.00
# Bank Deposits are held at Morgan Stanley Bank, N.A. and/or Morgan Stanley Private Bank, National Association, affiliates of Morgan Stanley Smith Barney LLC and each a national bank and FDIC member.
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
$50.100
50.100
50.100
$2,374.49
466.98
1,838.87
$3,306.60
651.30
2,555.10
$932.11
184.32
716.23
ST
ST
ST
5/26/17 1.000 43.630 50.100 43.63 50.10 6.47 ST
Total 131.000 4,723.97 6,563.10 1,839.13 ST ——
Asset Class: Equities
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 94 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
ACUITY BRANDS INC (AYI) 11/10/15
2/16/16
2/10/17
40.000
2.000
17.000
210.959
185.555
211.070
176.790
176.790
176.790
8,438.37
371.11
3,588.19
7,071.60
353.58
3,005.43
(1,366.77)
(17.53)
(582.76)
LT
LT
ST
Total 59.000 12,397.67 10,430.61 (1,384.30)
(582.76)
LT
ST
31.00 0.29
Next Dividend Payable 11/2017; Asset Class: Equities
ALARM COM HLDGS INC COM (ALRM) 6/13/17 159.000 36.265 44.920 5,766.20 7,142.28 1,376.08 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
128.820
128.820
128.820
5,994.95
679.21
808.02
8,373.30
1,030.56
1,159.38
2,378.35
351.35
351.36
LT
LT
LT
4/26/16 10.000 91.014 128.820 910.14 1,288.20 378.06 LT
4/27/16 10.000 90.984 128.820 909.84 1,288.20 378.36 LT
4/28/16 22.000 90.875 128.820 1,999.25 2,834.04 834.79 LT
Total 124.000 11,301.41 15,973.68 4,672.27 LT ——
Asset Class: Equities
ATHENAHEALTH INC COM (ATHN) 1/12/15
6/10/15
2/16/16
34.000
53.000
10.000
139.590
117.975
127.546
140.930
140.930
140.930
4,746.06
6,252.65
1,275.46
4,791.62
7,469.29
1,409.30
45.56
1,216.64
133.84
LT
LT
LT
6/24/16 17.000 131.236 140.930 2,231.01 2,395.81 164.80 LT
Total 114.000 14,505.18 16,066.02 1,560.84 LT ——
Asset Class: Equities
BEACON ROOFING SUPPLY INC (BECN) 1/12/15 151.000 27.079 47.100 4,088.97 7,112.10 3,023.13 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
123.780
123.780
123.780
181.78
7,835.98
523.33
247.56
10,521.30
742.68
65.78
2,685.32
219.35
LT
LT
LT
Total 93.000 8,541.09 11,511.54 2,970.45 LT 119.00 1.03
Next Dividend Payable 09/01/17; Asset Class: Equities
CHANNELADVISOR CORP COM (ECOM) 10/17/14
1/12/15
2/16/16
70.000
155.000
26.000
14.385
21.118
11.467
11.600
11.600
11.600
1,006.92
3,273.31
298.14
812.00
1,798.00
301.60
(194.92)
(1,475.31)
3.46
LT
LT
LT
Total 251.000 4,578.37 2,911.60 (1,666.77)LT ——
Asset Class: Equities
CHEMED CORPORATION (CHE) 1/12/15
2/16/16
55.000
6.000
103.282
134.255
197.290
197.290
5,680.50
805.53
10,850.95
1,183.74
5,170.45
378.21
LT
LT
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 95 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 61.000 6,486.03 12,034.69 5,548.66 LT 68.00 0.56
Next Dividend Payable 09/01/17; Asset Class: Equities
COGNEX CORP (CGNX) 11/10/15
2/16/16
78.000
15.000
35.920
34.453
108.970
108.970
2,801.72
516.79
8,499.66
1,634.55
5,697.94
1,117.76
LT
LT
Total 93.000 3,318.51 10,134.21 6,815.70 LT 32.00 0.31
Next Dividend Payable 09/01/17; Asset Class: Equities
COSTAR GROUP INC (CSGP) 10/17/14
1/12/15
2/16/16
9.000
70.000
6.000
143.180
178.150
161.607
286.620
286.620
286.620
1,288.62
12,470.47
969.64
2,579.58
20,063.40
1,719.72
1,290.96
7,592.93
750.08
LT
LT
LT
Total 85.000 14,728.73 24,362.70 9,633.97 LT ——
Asset Class: Equities
DIPLOMAT PHARMACY,INC. (DPLO) 10/18/16
10/19/16
10/21/16
23.000
27.000
38.000
28.397
27.992
28.955
16.750
16.750
16.750
653.14
755.79
1,100.29
385.25
452.25
636.50
(267.89)
(303.54)
(463.79)
ST
ST
ST
10/24/16 115.000 28.853 16.750 3,318.14 1,926.25 (1,391.89)ST
10/25/16 50.000 28.878 16.750 1,443.89 837.50 (606.39)ST
Total 253.000 7,271.25 4,237.75 (3,033.50)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
66.420
66.420
66.420
864.10
2,095.02
2,074.39
1,195.56
2,988.90
2,922.48
331.46
893.88
848.09
LT
LT
LT
2/16/16 9.000 42.950 66.420 386.55 597.78 211.23 LT
Total 116.000 5,420.06 7,704.72 2,284.66 LT ——
Asset Class: Equities
ELLIE MAE INC (ELLI) 12/1/16 85.000 79.999 82.980 6,799.94 7,053.30 253.36 ST ——
Asset Class: Equities
EVOLENT HEALTH INC CL A (EVH) 6/13/17
6/14/17
175.000
23.000
25.317
26.433
16.700
16.700
4,430.42
607.96
2,922.50
384.10
(1,507.92)
(223.86)
ST
ST
Total 198.000 5,038.38 3,306.60 (1,731.78)ST ——
Asset Class: Equities
EXLSERVICE HLDGS INC (EXLS) 12/12/16 155.000 49.917 56.280 7,737.15 8,723.40 986.25 ST ——
Asset Class: Equities
FASTENAL CO (FAST) 11/10/15
2/16/16
320.000
32.000
40.747
43.587
42.670
42.670
13,038.94
1,394.79
13,654.40
1,365.44
615.46
(29.35)
LT
LT
Total 352.000 14,433.73 15,019.84 586.11 LT 451.00 3.00
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 96 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 11/2017; Asset Class: Equities
FINANCIAL ENGINES INC (FNGN) 2/6/15
2/9/15
2/18/15
20.000
19.000
45.000
39.889
39.750
39.001
33.050
33.050
33.050
797.77
755.25
1,755.05
661.00
627.95
1,487.25
(136.77)
(127.30)
(267.80)
LT
LT
LT
2/19/15 77.000 39.132 33.050 3,013.19 2,544.85 (468.34)LT
2/16/16 13.000 26.236 33.050 341.07 429.65 88.58 LT
Total 174.000 6,662.33 5,750.70 (911.63)LT 49.00 0.85
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
47.570
47.570
6,457.85
2,911.33
8,800.45
3,900.74
2,342.60
989.41
LT
LT
Total 267.000 9,369.18 12,701.19 3,332.01 LT ——
Asset Class: Equities
GENTEX CORP (GNTX) 1/12/15
2/16/16
8/17/17
286.000
74.000
307.000
17.590
14.177
17.335
18.270
18.270
18.270
5,030.74
1,049.08
5,321.88
5,225.22
1,351.98
5,608.89
194.48
302.90
287.01
LT
LT
ST
Total 667.000 11,401.70 12,186.09 497.38
287.01
LT
ST
267.00 2.19
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
38.890
38.890
2,957.09
4,923.37
2,800.08
4,472.35
(157.01)
(451.02)
ST
ST
Total 187.000 7,880.46 7,272.43 (608.03)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
82.050
82.050
82.050
3,785.28
1,620.09
816.00
7,056.30
3,035.85
1,558.95
3,271.02
1,415.76
742.95
LT
LT
LT
7/28/15 15.000 42.932 82.050 643.98 1,230.75 586.77 LT
8/3/15 15.000 43.031 82.050 645.47 1,230.75 585.28 LT
8/4/15 55.000 42.905 82.050 2,359.78 4,512.75 2,152.97 LT
2/16/16 24.000 34.275 82.050 822.60 1,969.20 1,146.60 LT
Total 251.000 10,693.20 20,594.55 9,901.35 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
23.490
23.490
23.490
385.91
498.14
607.41
328.86
422.82
516.78
(57.05)
(75.32)
(90.63)
ST
ST
ST
10/28/16 58.000 26.649 23.490 1,545.65 1,362.42 (183.23)ST
11/2/16 80.000 26.308 23.490 2,104.60 1,879.20 (225.40)ST
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 97 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
11/3/16 76.000 24.029 23.490 1,826.22 1,785.24 (40.98)ST
Total 268.000 6,967.93 6,295.32 (672.61)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
85.770
85.770
85.770
1,455.12
2,258.01
2,275.17
2,744.64
4,202.73
4,116.96
1,289.52
1,944.72
1,841.79
LT
LT
LT
2/16/16 13.000 44.965 85.770 584.55 1,115.01 530.46 LT
6/22/16 6.000 54.030 85.770 324.18 514.62 190.44 LT
6/24/16 11.000 52.311 85.770 575.42 943.47 368.05 LT
6/29/16 9.000 57.687 85.770 519.18 771.93 252.75 LT
7/12/16 39.000 47.668 85.770 1,859.04 3,345.03 1,485.99 LT
5/26/17 2.000 74.515 85.770 149.03 171.54 22.51 ST
Total 209.000 9,999.70 17,925.93 7,903.72
22.51
LT
ST
33.00 0.18
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
173.680
173.680
173.680
2,449.12
3,525.20
485.03
2,778.88
3,994.64
521.04
329.76
469.44
36.01
LT
LT
LT
Total 42.000 6,459.35 7,294.56 835.21 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
51.200
51.200
51.200
4,293.04
792.12
3,880.88
7,219.20
1,228.80
5,990.40
2,926.16
436.68
2,109.52
LT
LT
LT
6/23/15 47.000 33.452 51.200 1,572.24 2,406.40 834.16 LT
2/16/16 30.000 34.847 51.200 1,045.41 1,536.00 490.59 LT
Total 359.000 11,583.69 18,380.80 6,797.11 LT 271.00 1.47
Next Dividend Payable 09/22/17; Asset Class: Equities
IHS MARKIT LTD (INFO) 7/13/16 286.000 32.880 46.840 9,403.68 13,396.24 3,992.56 LT ——
Asset Class: Equities
INNERWORKINGS INC (INWK) 10/17/14
1/12/15
11/10/15
155.000
375.000
90.000
8.375
7.023
8.089
10.470
10.470
10.470
1,298.05
2,633.78
728.00
1,622.85
3,926.25
942.30
324.80
1,292.47
214.30
LT
LT
LT
2/16/16 56.000 6.581 10.470 368.54 586.32 217.78 LT
Total 676.000 5,028.37 7,077.72 2,049.35 LT ——
Asset Class: Equities
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 98 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
INOVALON HLDGS INC COM CL A (INOV) 2/17/16
2/17/16
2/19/16
7.000
14.000
20.000
18.647
18.781
19.538
13.550
13.550
13.550
130.53
262.93
390.75
94.85
189.70
271.00
(35.68)
(73.23)
(119.75)
LT
LT
LT
2/22/16 117.000 19.547 13.550 2,287.03 1,585.35 (701.68)LT
2/25/16 45.000 17.654 13.550 794.42 609.75 (184.67)LT
2/26/16 61.000 16.423 13.550 1,001.83 826.55 (175.28)LT
3/2/16 18.000 17.375 13.550 312.75 243.90 (68.85)LT
3/4/16 41.000 17.944 13.550 735.70 555.55 (180.15)LT
3/7/16 22.000 17.976 13.550 395.47 298.10 (97.37)LT
Total 345.000 6,311.41 4,674.75 (1,636.66)LT ——
Asset Class: Equities
INTL FLAVORS & FRAGRANCES (IFF) 11/10/15
2/16/16
55.000
3.000
114.785
106.800
136.850
136.850
6,313.18
320.40
7,526.75
410.55
1,213.57
90.15
LT
LT
Total 58.000 6,633.58 7,937.30 1,303.72 LT 160.00 2.01
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
34.650
34.650
8,980.38
1,177.60
10,360.35
1,593.90
1,379.97
416.30
LT
LT
Total 345.000 10,157.98 11,954.25 1,796.27 LT ——
Asset Class: Equities
MAXIMUS INC (MMS) 1/12/15
2/16/16
125.000
14.000
53.796
47.779
60.780
60.780
6,724.44
668.90
7,597.50
850.92
873.06
182.02
LT
LT
Total 139.000 7,393.34 8,448.42 1,055.08 LT 25.00 0.29
Next Dividend Payable 11/2017; 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
44.850
44.850
44.850
263.96
8,847.54
973.38
224.25
6,054.75
672.75
(39.71)
(2,792.79)
(300.63)
LT
LT
LT
Total 155.000 10,084.88 6,951.75 (3,133.13)LT ——
Asset Class: Equities
MIDDLEBY CORP DEL (MIDD) 11/10/15
2/16/16
75.000
6.000
118.080
84.142
121.700
121.700
8,856.00
504.85
9,127.50
730.20
271.50
225.35
LT
LT
Total 81.000 9,360.85 9,857.70 496.85 LT ——
Asset Class: Equities
NATL INSTRUMS CP (NATI) 1/12/15
2/16/16
6/24/16
158.000
34.000
82.000
30.205
27.905
27.325
40.390
40.390
40.390
4,772.47
948.76
2,240.61
6,381.62
1,373.26
3,311.98
1,609.15
424.50
1,071.37
LT
LT
LT
6/27/16 13.000 26.030 40.390 338.39 525.07 186.68 LT
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 99 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
6/29/16 38.000 26.365 40.390 1,001.88 1,534.82 532.94 LT
7/13/16 27.000 28.782 40.390 777.11 1,090.53 313.42 LT
Total 352.000 10,079.22 14,217.28 4,138.06 LT 296.00 2.08
Next Dividend Payable 09/05/17; Asset Class: Equities
NEOGEN CP (NEOG) 1/12/15
2/16/16
65.000
14.000
48.280
48.364
68.900
68.900
3,138.20
677.09
4,478.50
964.60
1,340.30
287.51
LT
LT
Total 79.000 3,815.29 5,443.10 1,627.81 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
28.900
28.900
28.900
10,190.72
454.47
727.18
5,230.90
317.90
520.20
(4,959.82)
(136.57)
(206.98)
LT
LT
LT
12/2/15 14.000 39.699 28.900 555.78 404.60 (151.18)LT
12/3/15 7.000 39.320 28.900 275.24 202.30 (72.94)LT
12/7/15 4.000 38.740 28.900 154.96 115.60 (39.36)LT
12/8/15 5.000 38.584 28.900 192.92 144.50 (48.42)LT
12/9/15 16.000 38.640 28.900 618.24 462.40 (155.84)LT
2/16/16 18.000 27.189 28.900 489.40 520.20 30.80 LT
12/12/16 62.000 38.067 28.900 2,360.17 1,791.80 (568.37)ST
Total 336.000 16,019.08 9,710.40 (5,740.31)
(568.37)
LT
ST
——
Asset Class: Equities
PROS HLDG INC (PRO) 8/4/15
8/5/15
8/5/15
16.000
13.000
9.000
21.317
21.585
21.606
26.340
26.340
26.340
341.07
280.61
194.45
421.44
342.42
237.06
80.37
61.81
42.61
LT
LT
LT
8/6/15 34.000 21.580 26.340 733.72 895.56 161.84 LT
8/6/15 23.000 21.630 26.340 497.49 605.82 108.33 LT
8/11/15 35.000 21.055 26.340 736.94 921.90 184.96 LT
8/13/15 17.000 20.457 26.340 347.77 447.78 100.01 LT
8/20/15 27.000 20.601 26.340 556.23 711.18 154.95 LT
8/24/15 21.000 20.572 26.340 432.01 553.14 121.13 LT
8/27/15 16.000 21.069 26.340 337.11 421.44 84.33 LT
2/16/16 21.000 10.597 26.340 222.54 553.14 330.60 LT
10/21/16 24.000 21.884 26.340 525.21 632.16 106.95 ST
10/24/16 45.000 22.306 26.340 1,003.75 1,185.30 181.55 ST
10/25/16 22.000 22.142 26.340 487.12 579.48 92.36 ST
10/26/16 29.000 22.200 26.340 643.80 763.86 120.06 ST
8/17/17 92.000 26.042 26.340 2,395.83 2,423.28 27.45 ST
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 100 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 444.000 9,735.65 11,694.96 1,430.94
528.37
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
71.800
71.800
71.800
6,523.65
2,561.07
656.89
7,539.00
2,441.20
646.20
1,015.35
(119.87)
(10.69)
LT
LT
LT
8/4/15 12.000 73.076 71.800 876.91 861.60 (15.31)LT
2/16/16 14.000 60.511 71.800 847.15 1,005.20 158.05 LT
Total 174.000 11,465.67 12,493.20 1,027.53 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
29.740
29.740
29.740
7,785.09
785.29
156.22
8,892.26
1,011.16
148.70
1,107.17
225.87
(7.52)
LT
LT
ST
Total 338.000 8,726.60 10,052.12 1,333.04
(7.52)
LT
ST
230.00 2.28
Next Dividend Payable 09/15/17; Asset Class: Equities
ROLLINS INC (ROL) 1/12/15
2/16/16
275.000
26.000
21.661
26.904
44.410
44.410
5,956.84
699.50
12,212.75
1,154.66
6,255.91
455.16
LT
LT
Total 301.000 6,656.34 13,367.41 6,711.07 LT 138.00 1.03
Next Dividend Payable 09/11/17; Asset Class: Equities
SNAP-ON INC (SNA) 2/1/17 39.000 180.120 147.570 7,024.68 5,755.23 (1,269.45)ST 111.00 1.92
Next Dividend Payable 09/08/17; Asset Class: Equities
TYLER TECHNOLOGIES INC (TYL) 7/13/17
7/14/17
18.000
29.000
173.797
175.574
172.800
172.800
3,128.35
5,091.64
3,110.40
5,011.20
(17.95)
(80.44)
ST
ST
Total 47.000 8,219.99 8,121.60 (98.39)ST ——
Asset Class: Equities
ULTIMATE SOFTWARE GP INC (ULTI) 1/12/15
2/16/16
95.000
9.000
144.503
160.030
200.900
200.900
13,727.80
1,440.27
19,085.50
1,808.10
5,357.70
367.83
LT
LT
Total 104.000 15,168.07 20,893.60 5,725.53 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
34.750
34.750
34.750
6,222.24
597.28
471.83
2,814.75
590.75
417.00
(3,407.49)
(6.53)
(54.83)
LT
LT
ST
9/20/16 16.000 38.844 34.750 621.50 556.00 (65.50)ST
10/4/16 9.000 40.076 34.750 360.68 312.75 (47.93)ST
10/7/16 11.000 40.341 34.750 443.75 382.25 (61.50)ST
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 101 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
10/11/16 9.000 40.982 34.750 368.84 312.75 (56.09)ST
10/12/16 48.000 42.658 34.750 2,047.58 1,668.00 (379.58)ST
Total 203.000 11,133.70 7,054.25 (3,414.02)
(665.43)
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
59.500
59.500
59.500
1,474.84
1,172.71
1,796.26
3,332.00
2,618.00
3,927.00
1,857.16
1,445.29
2,130.74
LT
LT
LT
12/16/15 59.000 28.085 59.500 1,657.01 3,510.50 1,853.49 LT
2/16/16 26.000 21.617 59.500 562.04 1,547.00 984.96 LT
5/26/17 1.000 66.870 59.500 66.87 59.50 (7.37)ST
Total 252.000 6,729.73 14,994.00 8,271.64
(7.37)
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
39.700
39.700
39.700
1,673.77
659.69
1,188.42
1,191.00
436.70
794.00
(482.77)
(222.99)
(394.42)
LT
LT
LT
7/27/15 14.000 58.101 39.700 813.42 555.80 (257.62)LT
7/30/15 6.000 57.997 39.700 347.98 238.20 (109.78)LT
7/31/15 17.000 57.850 39.700 983.45 674.90 (308.55)LT
8/5/15 7.000 58.576 39.700 410.03 277.90 (132.13)LT
2/16/16 11.000 30.966 39.700 340.63 436.70 96.07 LT
6/24/16 90.000 33.800 39.700 3,042.00 3,573.00 531.00 LT
5/26/17 5.000 41.486 39.700 207.43 198.50 (8.93)ST
Total 211.000 9,666.82 8,376.70 (1,281.19)
(8.93)
LT
ST
——
Asset Class: Equities
VERISK ANALYTICS INC COM (VRSK) 11/10/15
2/16/16
4/27/17
130.000
13.000
49.000
70.890
68.167
83.174
81.050
81.050
81.050
9,215.70
886.17
4,075.54
10,536.50
1,053.65
3,971.45
1,320.80
167.48
(104.09)
LT
LT
ST
Total 192.000 14,177.41 15,561.60 1,488.28
(104.09)
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
143.620
143.620
143.620
3,638.43
953.60
2,220.28
4,883.08
1,292.58
3,159.64
1,244.65
338.98
939.36
ST
ST
ST
Total 65.000 6,812.31 9,335.30 2,522.99 ST ——
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 102 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Asset Class: Equities
WAGEWORKS INC COM (WAGE) 4/27/17 103.000 74.853 58.950 7,709.83 6,071.85 (1,637.98)ST ——
Asset Class: Equities
WATSCO INC (WSO) 7/13/17
7/14/17
26.000
27.000
150.662
150.813
147.360
147.360
3,917.22
4,071.96
3,831.36
3,978.72
(85.86)
(93.24)
ST
ST
Total 53.000 7,989.18 7,810.08 (179.10)ST 265.00 3.39
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
87.040
87.040
8,285.93
484.63
7,833.60
435.20
(452.33)
(49.43)
ST
ST
Total 95.000 8,770.56 8,268.80 (501.76)ST 53.00 0.64
Next Dividend Payable 11/2017; Asset Class: Equities
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 98.50%$452,428.40 $538,209.32 $89,642.29
$(3,861.37)
LT
ST
$2,599.00 0.48%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL VALUE 100.00%$452,428.40 $546,424.02 $89,642.29
$(3,861.37)
LT
ST
$2,603.00
—
0.48%
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 $8,214.70 ——————
Stocks —$538,209.32 —————
TOTAL ALLOCATION OF ASSETS $8,214.70 $538,209.32 —————
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 103 of 116
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
8/17 8/22 Sold NATL INSTRUMS CP ACTED AS AGENT 206.000 $39.4811 $8,132.92
8/17 8/22 Bought GENTEX CORP ACTED AS AGENT 307.000 17.3351 (5,321.88)
8/17 8/22 Bought PROS HLDG INC ACTED AS AGENT 92.000 26.0416 (2,395.83)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $415.21
TOTAL PURCHASES $(7,717.71)
TOTAL SALES AND REDEMPTIONS $8,132.92
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)
8/1 Qualified Dividend ACUITY BRANDS INC $7.67
8/2 Qualified Dividend WEST PHARMACEUTICAL SVCS INC 12.35
8/23 Qualified Dividend FASTENAL CO 112.64
8/31 Qualified Dividend MAXIMUS INC 6.26
8/31 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 08/01-08/31)
0.31
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $139.23
TOTAL QUALIFIED DIVIDENDS $138.92
TOTAL INTEREST $0.31
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
8/1 Automatic Investment BANK DEPOSIT PROGRAM $7.67
8/2 Automatic Investment BANK DEPOSIT PROGRAM 12.35
8/4 Automatic Investment BANK DEPOSIT PROGRAM 5,292.79
8/23 Automatic Investment BANK DEPOSIT PROGRAM 527.85
8/31 Automatic Investment BANK DEPOSIT PROGRAM 6.26
8/31 Automatic Investment BANK DEPOSIT PROGRAM 0.31
NET ACTIVITY FOR PERIOD $5,847.23
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 104 of 116
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
NATL INSTRUMS CP 01/12/15 08/17/17 206.000 $8,132.92 $6,222.33 $1,910.59
Long-Term This Period $8,132.92 $6,222.33 $1,910.59
Long-Term Year to Date $61,287.42 $60,279.53 $1,007.89
Net Realized Gain/(Loss) This Period $8,132.92 $6,222.33 $1,910.59
Net Realized Gain/(Loss) Year to Date $75,878.53 $70,100.48 $5,778.05
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
660-110290-095
CHANGE IN VALUE OF YOUR ACCOUNTS (includes accrued interest)
This Period
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)
TOTAL BEGINNING VALUE $498,386.28 $463,790.60
Credits ——
Debits —(93,989.78)
Security Transfers ——
Net Credits/Debits/Transfers —$(93,989.78)
Change in Value 6,774.31 135,359.77
TOTAL ENDING VALUE $505,160.59 $505,160.59
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period August 1-31, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
AUG SEP OCT NOV DEC JAN FEB MAR APR MAY JUN JUL AUG
410
440
470
500
530
560
($
)
T
h
o
u
s
a
n
d
s
This chart does not reflect corrections to Market Value made subsequent to the dates depicted. It may
exclude transactions in Annuities or positions where we are not the custodian, which could delay the
reporting of Market Value.
2016 2017
Page 105 of 116
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Market Value Percentage
Cash $5,701.08 1.13
Equities 499,459.51 98.87
TOTAL VALUE $505,160.59 100.00%
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
0
0
3
5
M
S
A
D
T
2
4
1
Account Summary
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 106 of 116
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 7/31/17)
This Period
(as of 8/31/17)
Cash, BDP, MMFs $1,965.71 $5,701.08
Stocks 496,420.57 499,459.51
Total Assets $498,386.28 $505,160.59
Total Liabilities (outstanding balance)——
TOTAL VALUE $498,386.28 $505,160.59
CASH FLOW
This Period
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)
OPENING CASH, BDP, MMFs $1,965.71 $2,650.53
Purchases —(105,883.35)
Sales and Redemptions 3,511.70 197,631.77
2016 Net Unsettled Purch/Sales N/A 3,249.42
Income and Distributions 223.67 2,042.49
Total Investment Related Activity $3,735.37 $97,040.33
Electronic Transfers-Debits —(92,000.00)
Other Debits —(1,989.78)
Total Cash Related Activity —$(93,989.78)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $5,701.08 $5,701.08
INCOME AND DISTRIBUTION SUMMARY
This Period
(8/1/17-8/31/17)
This Year
(1/1/17-8/31/17)
Qualified Dividends $223.50 $2,041.70
Interest 0.17 0.79
Total Taxable Income And Distributions $223.67 $2,042.49
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $223.67 $2,042.49
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
(8/1/17-8/31/17)
Realized This Year
(1/1/17-8/31/17)
Unrealized
Inception to Date
(as of 8/31/17)
Short-Term Gain $1,196.97 $6,647.83 $18,040.38
Short-Term (Loss)—(2,181.49)(8,938.45)
Total Short-Term $1,196.97 $4,466.34 $9,101.93
Long-Term Gain —31,814.67 101,328.48
Long-Term (Loss)—(4,549.34)(9,354.57)
Total Long-Term —$27,265.33 $91,973.91
TOTAL GAIN/(LOSS)$1,196.97 $31,731.67 $101,075.84
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 August 1-31, 2017
Select UMA Active Assets Account
660-110290-095
Investment Objectives (in order of priority) †: Capital Appreciation,Income Investment Advisory Account
Manager:Columbia Mgmt - Select LC Grwth
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 107 of 116
† 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 #$5,701.08 —$3.00 0.050
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 1.13%$5,701.08 $3.00
# 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
$65.560
65.560
$8,970.49
2,001.02
$15,144.36
3,015.76
$6,173.87
1,014.74
LT
ST
Total 277.000 10,971.51 18,160.12 6,173.87
1,014.74
LT
ST
83.00 0.45
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
176.790
176.790
176.790
4,403.40
1,599.17
1,913.98
3,712.59
1,237.53
1,767.90
(690.81)
(361.64)
(146.08)
LT
LT
LT
H
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 108 of 116
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
1/30/17 11.000 200.785 176.790 2,208.63 1,944.69 (263.94)ST
3/21/17 6.000 206.038 176.790 1,236.23 1,060.74 (175.49)ST
Total 55.000 11,361.41 9,723.45 (1,198.53)
(439.43)
LT
ST
29.00 0.29
Next Dividend Payable 11/2017; Basis Adjustment Due to Wash Sale: $262.25; Asset Class: Equities
ADOBE SYSTEMS (ADBE) 9/8/15 100.000 78.832 155.160 7,883.17 15,516.00 7,632.83 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
142.410
142.410
142.410
609.41
2,651.30
8,960.11
569.64
2,848.20
7,405.32
(39.77)
196.90
(1,554.79)
LT
LT
LT
H
9/24/15 25.000 155.894 142.410 3,897.35 3,560.25 (337.10)LT
9/30/15 3.000 153.343 142.410 460.03 427.23 (32.80)LT
2/17/16 13.000 145.471 142.410 1,891.12 1,851.33 (39.79)LT
4/3/17 1.000 119.580 142.410 119.58 142.41 22.83 ST
5/24/17 7.000 100.569 142.410 703.98 996.87 292.89 ST
Total 125.000 19,292.88 17,801.25 (1,807.35)
315.72
LT
ST
——
Basis Adjustment Due to Wash Sale: $639.93; Asset Class: Equities
ALIBABA GROUP HLDG LTD (BABA) 2/19/16 117.000 67.274 171.740 7,871.12 20,093.58 12,222.46 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
980.600
980.600
980.600
2,983.79
3,169.38
5,332.98
5,883.60
5,883.60
8,825.40
2,899.81
2,714.22
3,492.42
LT
LT
LT
Total 21.000 11,486.15 20,592.60 9,106.45 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
60.480
60.480
60.480
8,115.66
3,125.52
3,260.70
7,499.52
2,842.56
3,326.40
(616.14)
(282.96)
65.70
LT
LT
LT
8/9/16 43.000 61.938 60.480 2,663.34 2,600.64 (62.70)LT
9/7/16 36.000 56.806 60.480 2,045.03 2,177.28 132.25 ST
4/3/17 3.000 54.173 60.480 162.52 181.44 18.92 ST
Total 308.000 19,372.77 18,627.84 (896.10)
151.17
LT
ST
480.00 2.57
Next Dividend Payable 11/2017; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 109 of 116
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
138.930
138.930
138.930
470.71
9,206.11
107.65
555.72
10,975.47
138.93
85.01
1,769.36
31.28
LT
LT
LT
2/17/16 30.000 105.400 138.930 3,162.00 4,167.90 1,005.90 LT
11/11/16 16.000 119.493 138.930 1,911.88 2,222.88 311.00 ST
4/3/17 3.000 124.573 138.930 373.72 416.79 43.07 ST
Total 133.000 15,232.07 18,477.69 2,891.55
354.07
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
39.900
39.900
39.900
4,662.20
2,446.43
2,373.16
7,182.00
3,710.70
2,314.20
2,519.80
1,264.27
(58.96)
LT
LT
ST
Total 331.000 9,481.79 13,206.90 3,784.07
(58.96)
LT
ST
106.00 0.80
Next Dividend Payable 11/2017; Asset Class: Equities
COGNEX CORP (CGNX) 4/6/17
5/3/17
47.000
31.000
84.746
88.249
108.970
108.970
3,983.06
2,735.72
5,121.59
3,378.07
1,138.53
642.35
ST
ST
Total 78.000 6,718.78 8,499.66 1,780.88 ST 27.00 0.31
Next Dividend Payable 09/01/17; Asset Class: Equities
COSTCO WHOLESALE CORP NEW (COST) 11/11/16
3/6/17
3/17/17
46.000
10.000
8.000
148.564
166.708
167.945
156.740
156.740
156.740
6,833.96
1,667.08
1,343.56
7,210.04
1,567.40
1,253.92
376.08
(99.68)
(89.64)
ST
ST
ST
Total 64.000 9,844.60 10,031.36 186.76 ST 128.00 1.27
Next Dividend Payable 09/01/17; 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
74.610
74.610
74.610
109.12
4,342.47
2,531.34
74.61
3,879.72
2,089.08
(34.51)
(462.75)
(442.26)
LT
LT
LT
H
H
2/17/16 23.000 61.568 74.610 1,416.07 1,716.03 299.96 LT
11/11/16 32.000 65.813 74.610 2,106.02 2,387.52 281.50 ST
5/5/17 16.000 77.350 74.610 1,237.61 1,193.76 (43.85)ST
Total 152.000 11,742.63 11,340.72 (639.56)
237.65
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
182.260
182.260
182.260
7,739.05
1,479.49
186.15
7,654.92
1,458.08
182.26
(84.13)
(21.41)
(3.89)
ST
ST
ST
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 110 of 116
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 9,295.26 (109.43)ST 94.00 1.01
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
113.660
113.660
113.660
7,163.51
1,818.14
825.08
7,615.22
2,159.54
1,022.94
451.71
341.40
197.86
LT
ST
ST
3/2/17 30.000 93.403 113.660 2,802.09 3,409.80 607.71 ST
Total 125.000 12,608.82 14,207.50 451.71
1,146.97
LT
ST
——
Asset Class: Equities
FACEBOOK INC CL-A (FB) 8/31/15 127.000 90.658 171.970 11,513.54 21,840.19 10,326.65 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
204.460
204.460
204.460
5,215.32
4,018.31
3,535.10
5,520.42
4,498.12
4,702.58
305.10
479.81
1,167.48
LT
LT
LT
11/11/16 8.000 139.419 204.460 1,115.35 1,635.68 520.33 ST
Total 80.000 13,884.08 16,356.80 1,952.39
520.33
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
116.610
116.610
116.610
1,456.56
4,798.23
4,412.39
1,399.32
3,265.08
3,614.91
(57.24)
(1,533.15)
(797.48)
LT
LT
LT
11/11/16 15.000 110.273 116.610 1,654.09 1,749.15 95.06 ST
3/24/17 9.000 116.969 116.610 1,052.72 1,049.49 (3.23)ST
Total 95.000 13,373.99 11,077.95 (2,387.87)
91.83
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
64.670
64.670
64.670
3,064.53
2,664.12
2,406.60
4,203.55
3,556.85
3,233.50
1,139.02
892.73
826.90
LT
LT
LT
3/20/17 44.000 61.314 64.670 2,697.80 2,845.48 147.68 ST
Total 214.000 10,833.05 13,839.38 2,858.65
147.68
LT
ST
171.00 1.23
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
258.470
258.470
785.51
2,837.60
1,809.29
7,495.63
1,023.78
4,658.03
LT
LT
Total 36.000 3,623.11 9,304.92 5,681.81 LT 22.00 0.23
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 111 of 116
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
55.820
55.820
55.820
3,183.03
3,142.26
5,666.67
4,019.04
4,186.50
7,200.78
836.01
1,044.24
1,534.11
LT
LT
LT
Total 276.000 11,991.96 15,406.32 3,414.36 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
81.750
81.750
81.750
5,580.62
987.55
2,899.40
6,131.25
1,062.75
3,024.75
550.63
75.20
125.35
ST
ST
ST
Total 125.000 9,467.57 10,218.75 751.18 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
52.810
52.810
52.810
3,094.74
5,507.07
6,819.26
2,851.74
4,858.52
6,390.01
(243.00)
(648.55)
(429.25)
LT
LT
LT
9/28/16 35.000 53.542 52.810 1,873.96 1,848.35 (25.61)ST
4/3/17 1.000 55.440 52.810 55.44 52.81 (2.63)ST
Total 303.000 17,350.47 16,001.43 (1,320.80)
(28.24)
LT
ST
218.00 1.36
Next Dividend Payable 10/02/17; Asset Class: Equities
NVIDIA CORPORATION (NVDA) 12/28/16
1/26/17
2/24/17
3.000
38.000
27.000
110.225
108.762
98.826
169.440
169.440
169.440
330.68
4,132.96
2,668.31
508.32
6,438.72
4,574.88
177.64
2,305.76
1,906.57
ST
ST
ST
3/17/17 24.000 104.826 169.440 2,515.82 4,066.56 1,550.74 ST
4/12/17 16.000 98.366 169.440 1,573.86 2,711.04 1,137.18 ST
Total 108.000 11,221.63 18,299.52 7,077.89 ST 60.00 0.32
Next Dividend Payable 09/18/17; Asset Class: Equities
PIONEER NATURAL RESOURCES CO (PXD) 4/10/17
4/16/17
5/18/17
47.000
8.000
5.000
192.255
193.483
173.205
129.650
129.650
129.650
9,035.99
1,547.86
866.02
6,093.55
1,037.20
648.25
(2,942.44)
(510.66)
(217.77)
ST
ST
ST
H
Total 60.000 11,449.87 7,779.00 (3,670.87)ST 5.00 0.06
Next Dividend Payable 10/2017; Basis Adjustment Due to Wash Sale: $162.22; Asset Class: Equities
PRICELINE GRP INC COM NEW (PCLN) 12/19/14
2/17/16
10.000
1.000
1,107.075
1,230.860
1,852.080
1,852.080
11,070.75
1,230.86
18,520.80
1,852.08
7,450.05
621.22
LT
LT
Total 11.000 12,301.61 20,372.88 8,071.27 LT ——
Asset Class: Equities
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 112 of 116
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
95.490
95.490
95.490
5,493.82
3,513.96
2,277.46
8,307.63
4,583.52
3,055.68
2,813.81
1,069.56
778.22
LT
ST
ST
Total 167.000 11,285.24 15,946.83 2,813.81
1,847.78
LT
ST
——
Asset Class: Equities
SERVICENOW INC (NOW) 2/19/16
6/8/16
34.000
96.000
54.741
77.332
116.190
116.190
1,861.20
7,423.83
3,950.46
11,154.24
2,089.26
3,730.41
LT
LT
Total 130.000 9,285.03 15,104.70 5,819.67 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
149.390
149.390
149.390
5,829.27
1,927.46
3,069.55
4,481.70
1,493.90
2,240.85
(1,347.57)
(433.56)
(828.70)
ST
ST
ST
H
4/3/17 1.000 173.820 149.390 173.82 149.39 (24.43)ST
5/5/17 4.000 181.021 149.390 724.09 597.56 (126.53)ST
Total 60.000 11,724.19 8,963.40 (2,760.79)ST 55.00 0.61
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
67.090
67.090
67.090
2,371.12
6,056.62
2,487.11
2,549.42
6,843.18
4,897.57
178.30
786.56
2,410.46
LT
LT
LT
Total 213.000 10,914.85 14,290.17 3,375.32 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
54.860
54.860
54.860
5,839.67
4,736.75
114.48
5,650.58
4,388.80
109.72
(189.09)
(347.95)
(4.76)
LT
LT
LT
H
H
9/6/16 42.000 56.035 54.860 2,353.49 2,304.12 (49.37)ST
10/11/16 52.000 52.862 54.860 2,748.80 2,852.72 103.92 ST
Total 279.000 15,793.19 15,305.94 (541.80)
54.55
LT
ST
279.00 1.82
Next Dividend Payable 11/2017; Basis Adjustment Due to Wash Sale: $98.98; Asset Class: Equities
TRACTOR SUPPLY CO (TSCO) 6/9/17 168.000 57.000 59.510 9,575.93 9,997.68 421.75 ST 181.00 1.81
Next Dividend Payable 09/06/17; 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
221.010
221.010
221.010
2,624.19
3,484.33
2,548.76
2,210.10
2,873.13
1,989.09
(414.09)
(611.20)
(559.67)
ST
ST
ST
Total 32.000 8,657.28 7,072.32 (1,584.96)ST ——
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 113 of 116
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
198.900
198.900
3,719.27
5,183.51
4,375.80
6,165.90
656.53
982.39
ST
ST
Total 53.000 8,902.78 10,541.70 1,638.92 ST 159.00 1.50
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
160.540
160.540
160.540
123.46
3,837.41
301.45
160.54
5,618.90
481.62
37.08
1,781.49
180.17
LT
LT
LT
2/17/16 34.000 86.611 160.540 2,944.78 5,458.36 2,513.58 LT
2/19/16 18.000 87.377 160.540 1,572.79 2,889.72 1,316.93 LT
5/4/16 44.000 81.020 160.540 3,564.89 7,063.76 3,498.87 LT
Total 135.000 12,344.78 21,672.90 9,328.12 LT ——
Asset Class: Equities
VISA INC CL A (V) 6/26/15
4/3/17
139.000
1.000
68.549
88.780
103.520
103.520
9,528.35
88.78
14,389.28
103.52
4,860.93
14.74
LT
ST
Total 140.000 9,617.13 14,492.80 4,860.93
14.74
LT
ST
92.00 0.63
Next Dividend Payable 09/05/17; Asset Class: Equities
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 98.87%$398,383.67 $499,459.51 $91,973.91
$9,101.93
LT
ST
$2,189.00 0.44%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL VALUE 100.00%$398,383.67 $505,160.59 $91,973.91
$9,101.93
LT
ST
$2,192.00
—
0.43%
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.
00
0
0
3
5
M
S
A
D
T
2
4
1
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 114 of 116
ALLOCATION OF ASSETS
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $5,701.08 ——————
Stocks —$499,459.51 —————
TOTAL ALLOCATION OF ASSETS $5,701.08 $499,459.51 —————
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
8/10 8/15 Sold NVIDIA CORPORATION ACTED AS AGENT 21.000 $167.2283 $3,511.70
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $3,511.70
TOTAL SALES AND REDEMPTIONS $3,511.70
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)
8/1 Qualified Dividend BRISTOL MYERS SQUIBB CO $120.12
8/1 Qualified Dividend ACUITY BRANDS INC 7.15
8/25 Qualified Dividend STARBUCKS CORP WASHINGTON 69.75
8/25 Qualified Dividend CHARLES SCHWAB NEW 26.48
8/31 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 08/01-08/31)
0.17
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $223.67
TOTAL QUALIFIED DIVIDENDS $223.50
TOTAL INTEREST $0.17
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
8/1 Automatic Investment BANK DEPOSIT PROGRAM $127.27
8/16 Automatic Investment BANK DEPOSIT PROGRAM 3,511.70
8/25 Automatic Investment BANK DEPOSIT PROGRAM 96.23
8/31 Automatic Investment BANK DEPOSIT PROGRAM 0.17
NET ACTIVITY FOR PERIOD $3,735.37
Account Detail
CLIENT STATEMENT For the Period August 1-31, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 115 of 116
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
NVIDIA CORPORATION 12/28/16 08/10/17 21.000 $3,511.70 $2,314.73 $1,196.97
Short-Term This Period $3,511.70 $2,314.73 $1,196.97
Short-Term Year to Date $59,454.32 $54,987.98 $4,466.34
Net Realized Gain/(Loss) This Period $3,511.70 $2,314.73 $1,196.97
Net Realized Gain/(Loss) Year to Date $197,631.77 $165,900.10 $31,731.67
Disallowed Loss Based On Wash Sale Year to Date: $1,578.95
Treasury regulations require that we report on Form 1099-B a) adjusted cost basis on the sale of covered securities acquired on or after 1/1/11 (or the applicable date for the type of security), b) the gain or loss as
either long-term or short-term, and c) basis adjustments on covered securities due to wash sales, certain corporate actions and transfers by gift or inheritance. This section may not reflect all the basis adjustments
required when filing your tax return. Refer to the Expanded Disclosures.
MESSAGES
Settlement Cycle Change to Trade Date Plus Two (T+2)
On September 5, 2017, the settlement cycle for equities, corporate and municipal bonds, and unit investment trusts traded in the United States, Canada and Mexico will change from a three day to a two day cycle.
Upon the effective date, you will be required to fund purchases and make deliveries of securities for sales on trade date plus two business days.
Senior Investor Helpline
For any inquiries or comments or potential concerns, senior investors or someone acting on their behalf may contact our Firm by calling (800) 280-4534.
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.00
0
0
3
5
M
S
A
D
T
2
4
1
This page intentionally left blank
Page 116 of 116