12 - September 2017TOTAL VALUE OF YOUR ACCOUNTS (as of 9/30/17)$9,866,287.55
Includes Accrued Interest
CLIENT STATEMENT For the Period September 1-30, 2017
660 - 110331 - 095 -1 - 0
STATEMENT PACKAGE FOR:
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Morgan Stanley Smith Barney LLC. Member SIPC.
Access Your Account s Online: www.morganstanley.com/online
Your Financial Advisor Team
BAGWELL/BRIDGES/TAYLOR
407-849-4700
Your Branch
201 E. PINE ST 11TH FL
ORLANDO, FL 32801
Telephone:407-849-4700 ; Alt. Phone:800-869-0007 ; Fax:407-849-4797
Client Service Center (24 Hours a Day; 7 Days a Week): 800-869-3326
000219 MSADS241 100000
#BWNJGWM
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
C/O RUSSELL CAFFEY
800 SEMINOLE ROAD
ATLANTIC BCH FL 32233-5444
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
5
9
Consolidated Summary
CLIENT STATEMENT For the Period September 1-30, 2017
This summary may include assets held in either brokerage and/or advisory accounts. Visit http://www.morganstanley.com/ourcommitment to understand the differences between brokerage and
advisory accounts. Refer to individual Account Gain/(Loss) Summary and Expanded Disclosures for additional information. Accounts with no balances, holdings or activity year-to-date are not
displayed on this page. >: Wash sale rules apply to some portion of this total.CONTINUED
Page 2 of 130
OVERVIEW OF YOUR ACCOUNTS (includes accrued interest)
Although only whole dollar amounts are displayed below, both dollars and cents are used to calculate all totals. Manually summing the individual line items may not equal the actual total displayed. Refer to Account Statements for details.
Account Number
Beginning Value
(9/1/17)
Funds
Credited/(Debited)
Security/Currency
Transfers
Rcvd/(Dlvd)Change in Value
Ending Value
(9/30/17)
Income/Dist
This Period/YTD
YTD Realized
Gain/(Loss)
(Total ST/LT)
Unrealized
Gain/(Loss)
(Total ST/LT) Page
TOTAL FOR ALL ACCOUNTS $9,515,818 $200,000 —$150,469 $9,866,287 $24,059
$126,119
$(660)
$60,665
$72,852
$931,384
Business Accounts
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
660-110331-095 417,199 200,000 —17 617,216 17
74
—
—
—
—
7
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
660-035181-095
Invest Advisory
3,521,015 ——61,447 3,582,463 10,370
44,807
—
14,048
20,624
373,582
>
13
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Amundi Pioneer Fundamental Growth
660-035196-095
Invest Advisory
692,902 ——4,861 697,764 1,091
6,544
3,603
12,166
22,141
57,647
21
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Sage Advisory - Intermediate Taxab
660-110035-095
Invest Advisory
1,980,557 ——(5,959)1,974,598 6,552
38,541
(17,261)
1,618
26
5,090
37
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
JP Morgan - Equity Income SMA
660-110174-095
Invest Advisory
1,302,666 ——50,978 1,353,645 4,697
25,409
794
2,758
8,829
211,681
51
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Boston Partners - Smid Cap Value
660-110258-095
Invest Advisory
549,891 ——29,088 578,979 750
6,565
4,053
4,500
>
6,853
97,659
73
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Riverbridge Partners - SMID Growth
660-110265-095
Invest Advisory
546,424 ——15,464 561,888 351
1,905
4,770
1,007
1,474
99,419
105
Consolidated Summary
CLIENT STATEMENT For the Period September 1-30, 2017
CONSOLIDATED
SUMMARY
PERSONAL
ACCOUNTS
RETIREMENT
ACCOUNTS
EDUCATION
ACCOUNTS
TRUST
ACCOUNTS
BUSINESS
ACCOUNTS
Page 3 of 130
OVERVIEW OF YOUR ACCOUNTS (includes accrued interest)
Although only whole dollar amounts are displayed below, both dollars and cents are used to calculate all totals. Manually summing the individual line items may not equal the actual total displayed. Refer to Account Statements for details.
Account Number
Beginning Value
(9/1/17)
Funds
Credited/(Debited)
Security/Currency
Transfers
Rcvd/(Dlvd)Change in Value
Ending Value
(9/30/17)
Income/Dist
This Period/YTD
YTD Realized
Gain/(Loss)
(Total ST/LT)
Unrealized
Gain/(Loss)
(Total ST/LT) Page
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Columbia Mgmt - Select LC Grwth
660-110290-095
Invest Advisory
505,160 ——(5,430)499,730 228
2,270
3,379
24,564
>
12,902
86,302
>
>
119
Total Business Accounts $9,515,818 $200,000 —$150,469 $9,866,287 $24,059
$126,119
$(660)
$60,665
$72,852
$931,384
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
6
0
Consolidated Summary
CLIENT STATEMENT For the Period September 1-30, 2017
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
Page 4 of 130
SEP OCT NOV DEC JAN FEB MAR APR MAY JUN JUL AUG SEP
8
8.4
8.8
9.2
9.6
10
($
)
M
i
l
l
i
o
n
s
2016 2017
CHANGE IN VALUE OF YOUR ACCOUNTS (includes accrued interest)
This Period
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
TOTAL BEGINNING VALUE $9,515,818.13 $8,748,493.84
Credits 200,000.00 384,000.00
Debits —(210,124.56)
Security Transfers ——
Net Credits/Debits/Transfers $200,000.00 $173,875.44
Change in Value 150,469.42 943,918.27
TOTAL ENDING VALUE $9,866,287.55 $9,866,287.55
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 $804,121.18 8.15
Equities 6,085,432.39 61.68
Fixed Income & Preferreds 2,357,861.23 23.90
Alternatives 618,872.75 6.27
TOTAL VALUE $9,866,287.55 100.00 %
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.
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 September 1-30, 2017
CONSOLIDATED
SUMMARY
PERSONAL
ACCOUNTS
RETIREMENT
ACCOUNTS
EDUCATION
ACCOUNTS
TRUST
ACCOUNTS
BUSINESS
ACCOUNTS
Page 5 of 130
CASH FLOW
This Period
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
OPENING CASH, BDP, MMFs $664,065.18 $572,539.57
Purchases (360,001.84)(3,159,853.85)
Dividend Reinvestments (1,038.50)(16,186.53)
Sales and Redemptions 270,605.57 3,097,466.28
Prior Net Unsettled Purch/Sales 4,709.71 N/A
2016 Net Unsettled Purch/Sales N/A 2,093.18
Net Unsettled Purch/Sales 5,476.38 5,476.38
Return of Principal 1,721.53 8,067.83
Income and Distributions 24,059.53 126,119.26
Total Investment Related Activity $(54,467.62)$63,182.55
Electronic Transfers-Credits 200,000.00 384,000.00
Electronic Transfers-Debits —(184,000.00)
Other Debits —(26,124.56)
Total Cash Related Activity $200,000.00 $173,875.44
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $809,597.56 $809,597.56
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 8/31/17)
This Period
(as of 9/30/17)
Cash, BDP, MMFs $664,065.18 $809,597.56
Stocks 3,518,345.73 3,595,500.75
ETFs & CEFs 1,749,129.53 1,774,123.17
Corporate Fixed Income^1,170,256.77 1,241,567.90
Government Securities^684,195.48 698,658.59
Mutual Funds 1,725,115.73 1,752,315.96
Net Unsettled Purchases/Sales 4,709.71 (5,476.38)
Total Assets $9,515,818.13 $9,866,287.55
Total Liabilities (outstanding balance)——
TOTAL VALUE $9,515,818.13 $9,866,287.55
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
6
1
Standard Disclosures
CLIENT STATEMENT For the Period September 1-30, 2017 Page 6 of 130
The following Disclosures are applicable to the enclosed statement(s).
Expanded Disclosures are attached to your most recent June and
December statement (or your first Statement if you have not received a
statement for those months). The Expanded Disclosures are also
available by selecting Account Documents when you log on to
www.morganstanley.com/online or, call 800-869-3326.
Questions?
Questions regarding your account may be directed to us by 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. Please contact us if you need further information or
assistance in interpreting these credit ratings.
Revised 09/2017
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
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
TOTAL BEGINNING VALUE $417,199.27 $417,142.88
Credits 200,000.00 292,000.00
Debits —(92,000.00)
Security Transfers ——
Net Credits/Debits/Transfers $200,000.00 $200,000.00
Change in Value 17.69 74.08
TOTAL ENDING VALUE $617,216.96 $617,216.96
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period September 1-30, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
SEP OCT NOV DEC JAN FEB MAR APR MAY JUN JUL AUG SEP
380
430
480
530
580
630
($
)
T
h
o
u
s
a
n
d
s
This chart does not reflect corrections to Market Value made subsequent to the dates depicted. It may
exclude transactions in Annuities or positions where we are not the custodian, which could delay the
reporting of Market Value.
2016 2017
Page 7 of 130
ASSET ALLOCATION (includes accrued interest)
Cash
Market Value Percentage
Cash $617,216.96 100.00
TOTAL VALUE $617,216.96 100.00%
FDIC rules apply and Bank Deposits are eligible for FDIC insurance but are not covered by SIPC. Cash
and securities (including MMFs) are eligible for SIPC coverage. See Expanded Disclosures.
Values may include assets externally held, which are provided to you as a courtesy, and may not be
covered by SIPC. For additional information, refer to the corresponding section of this statement.00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
6
2
Account Summary
CLIENT STATEMENT For the Period September 1-30, 2017
Active Assets Account
660-110331-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 8 of 130
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 8/31/17)
This Period
(as of 9/30/17)
Cash, BDP, MMFs $417,199.27 $617,216.96
Total Assets $417,199.27 $617,216.96
Total Liabilities (outstanding balance)——
TOTAL VALUE $417,199.27 $617,216.96
CASH FLOW
This Period
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
OPENING CASH, BDP, MMFs $417,199.27 $417,142.88
Income and Distributions 17.69 74.08
Total Investment Related Activity $17.69 $74.08
Electronic Transfers-Credits 200,000.00 292,000.00
Electronic Transfers-Debits —(92,000.00)
Total Cash Related Activity $200,000.00 $200,000.00
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $617,216.96 $617,216.96
INCOME AND DISTRIBUTION SUMMARY
This Period
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
Interest $17.69 $74.08
Total Taxable Income And Distributions $17.69 $74.08
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $17.69 $74.08
Taxable and tax exempt income classifications are based on the characteristics of the underlying
securities and not the taxable status of the account.
GAIN/(LOSS) SUMMARY
Realized This Period
(9/1/17-9/30/17)
Realized This Year
(1/1/17-9/30/17)
Unrealized
Inception to Date
(as of 9/30/17)
TOTAL GAIN/(LOSS)———
The Gain/(Loss) Summary, which may change due to basis adjustments, is provided for informational
purposes and should not be used for tax preparation. Refer to Gain/(Loss) in the Expanded Disclosures.
Account Detail
CLIENT STATEMENT For the Period September 1-30, 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 130
† Inform us if your investment objectives, as defined in the Expanded Disclosures, change.
HOLDINGS
This section reflects positions purchased/sold on a trade date basis. "Market Value" and "Unrealized Gain/(Loss)" may not reflect the value that could be obtained in the market. Fixed Income securities are sorted
by maturity or pre-refunding date, and alphabetically within date. Estimated Annual Income a) is calculated on a pre-tax basis, b) does not include any reduction for applicable non-US withholding taxes, c) may
include return of principal or capital gains which could overstate such estimates, and d) for securities that have a defined maturity date within the next 12 months, is reflected only through maturity date. Actual
income or yield may be lower or higher than the estimates. Current yield reflects the income generated by an investment, and does not reflect changes in its price. Structured Investments, identified on the
Position Description Details line as "Asset Class: Struct Inv," may appear in various statement product categories. When displayed, the accrued interest, annual income and current yield for those with a
contingent income feature (e.g., Range Accrual Notes or Contingent Income Notes) are estimates and assume specified accrual conditions are met during the relevant period and payment in full of all contingent
interest. For Floating Rate Securities, the accrued interest, annual income and current yield are estimates based on the current floating coupon rate and may not reflect historic rates within the accrual period.
CASH, BANK DEPOSIT PROGRAM AND MONEY MARKET FUNDS
Cash, Bank Deposit Program, and Money Market Funds are generally displayed on a settlement date basis. You have the right to instruct us to liquidate your bank deposit balance(s) or shares of any money market
fund balance(s) at any time and have the proceeds of such liquidation remitted to you. Estimated Annual Income, Accrued Interest, and APY% will only be displayed for fully settled positions.
Description Market Value
7-Day
Current Yield %Est Ann Income APY %
MORGAN STANLEY PRIVATE BANK NA #$372,209.69 —$186.00 0.050
MORGAN STANLEY BANK N.A. #245,007.27 —123.00 0.050
BANK DEPOSITS $617,216.96 $309.00
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 100.00%$617,216.96 $309.00
# 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%—$617,216.96 N/A $309.00
—
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
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
6
3
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Active Assets Account
660-110331-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 10 of 130
ALLOCATION OF ASSETS
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $617,216.96 ——————
TOTAL ALLOCATION OF ASSETS $617,216.96 ——————
ACTIVITY
INVESTMENT RELATED ACTIVITY
TAXABLE INCOME AND DISTRIBUTIONS
Activity Date Activity Type Description Comments Credits/(Debits)
9/29 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 09/01-09/30)
$10.42
9/29 Interest Income MORGAN STANLEY BANK N.A.
(Period 09/01-09/30)
7.27
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $17.69
TOTAL INTEREST $17.69
CASH RELATED ACTIVITY
ELECTRONIC TRANSFERS
Check disbursements from branch offices are displayed as Electronic Transfers.
Activity Date Activity Type Description Comments Credits/(Debits)
9/29 Funds Received WIRED FUNDS RECEIVED BANK OF AMERICA NA NY
CITY OF ATLANTIC BEACH
$200,000.00
TOTAL ELECTRONIC TRANSFERS $200,000.00
TOTAL ELECTRONIC TRANSFERS-CREDITS $200,000.00
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
9/29 Automatic Investment BANK DEPOSIT PROGRAM $200,000.00
9/29 Automatic Investment BANK DEPOSIT PROGRAM 10.42
9/29 Automatic Investment BANK DEPOSIT PROGRAM 7.27
NET ACTIVITY FOR PERIOD $200,017.69
MESSAGES
Consolidated Statement of Financial Condition (in millions of dollars):
At June 30, 2017 Morgan Stanley Smith Barney LLC had net capital of $2,288 which exceeded the Securities and Exchange Commission's minimum requirement by $2,131. A copy of the Morgan Stanley Smith
Barney LLC Consolidated Statement of Financial Condition at June 30, 2017 can be viewed online at:
http://www.morganstanley.com/about-us-ir/shareholder/morganstanley_smithbarney_llc.pdf or may be mailed to you at no cost by calling 1 (866) 825-1675, after September 15, 2017.
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Active Assets Account
660-110331-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 11 of 130
Senior Investor Helpline
For any inquiries or comments or potential concerns, senior investors or someone acting on their behalf may contact our Firm by calling (800) 280-4534.
Sign up for eDelivery of your Account Documents Today
Receiving documents through eDelivery is secure, convenient, green and may even help you save on annual account fees. Accounts enrolled in eDelivery of all eligible account documents for every account within an
Account Link Group may qualify for a reduced annual fee. Contact your Financial Advisor or Private Wealth Advisor for additional details regarding annual account fees.
Simply visit www.morganstanley.com/edelivery to set your eDelivery preferences today. Please note, if you have not already done so, you will first need to register for Morgan Stanley Online prior to making your
eDelivery selections.
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
6
4
This page intentionally left blank
Page 12 of 130
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
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
TOTAL BEGINNING VALUE $3,521,015.73 $3,178,814.90
Credits ——
Debits —(4,332.97)
Security Transfers ——
Net Credits/Debits/Transfers —$(4,332.97)
Change in Value 61,447.59 407,981.39
TOTAL ENDING VALUE $3,582,463.32 $3,582,463.32
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period September 1-30, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
SEP OCT NOV DEC JAN FEB MAR APR MAY JUN JUL AUG SEP
2.7
2.9
3.1
3.3
3.5
3.7
($
)
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 13 of 130
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Fixed Income & Preferreds
Alternatives
Market Value Percentage
Cash $59,925.01 1.67
Equities 2,560,398.91 71.47
Fixed Income & Preferreds 413,733.92 11.55
Alternatives 548,405.48 15.31
TOTAL VALUE $3,582,463.32 100.00%
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
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
6
5
Account Summary
CLIENT STATEMENT For the Period September 1-30, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 14 of 130
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 8/31/17)
This Period
(as of 9/30/17)
Cash, BDP, MMFs $50,592.75 $59,925.01
ETFs & CEFs 1,745,307.25 1,770,222.35
Mutual Funds 1,725,115.73 1,752,315.96
Total Assets $3,521,015.73 $3,582,463.32
Total Liabilities (outstanding balance)——
TOTAL VALUE $3,521,015.73 $3,582,463.32
CASH FLOW
This Period
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
OPENING CASH, BDP, MMFs $50,592.75 $35,483.75
Purchases —(137,922.22)
Dividend Reinvestments (1,038.50)(16,186.53)
Sales and Redemptions —138,075.97
Income and Distributions 10,370.76 44,807.01
Total Investment Related Activity $9,332.26 $28,774.23
Other Debits —(4,332.97)
Total Cash Related Activity —$(4,332.97)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $59,925.01 $59,925.01
INCOME AND DISTRIBUTION SUMMARY
This Period
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
Other Dividends $10,368.61 $44,798.62
Interest 2.15 8.39
Total Taxable Income And Distributions $10,370.76 $44,807.01
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $10,370.76 $44,807.01
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
(9/1/17-9/30/17)
Realized This Year
(1/1/17-9/30/17)
Unrealized
Inception to Date
(as of 9/30/17)
Short-Term Gain ——$20,820.15
Short-Term (Loss)——(195.36)
Total Short-Term ——$20,624.79
Long-Term Gain —14,048.75 373,582.98
TOTAL GAIN/(LOSS)—$14,048.75 $394,207.77
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 September 1-30, 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 15 of 130
† Inform us if your investment objectives, as defined in the Expanded Disclosures, change.
HOLDINGS
This section reflects positions purchased/sold on a trade date basis. "Market Value" and "Unrealized Gain/(Loss)" may not reflect the value that could be obtained in the market. Fixed Income securities are sorted
by maturity or pre-refunding date, and alphabetically within date. Estimated Annual Income a) is calculated on a pre-tax basis, b) does not include any reduction for applicable non-US withholding taxes, c) may
include return of principal or capital gains which could overstate such estimates, and d) for securities that have a defined maturity date within the next 12 months, is reflected only through maturity date. Actual
income or yield may be lower or higher than the estimates. Current yield reflects the income generated by an investment, and does not reflect changes in its price. Structured Investments, identified on the
Position Description Details line as "Asset Class: Struct Inv," may appear in various statement product categories. When displayed, the accrued interest, annual income and current yield for those with a
contingent income feature (e.g., Range Accrual Notes or Contingent Income Notes) are estimates and assume specified accrual conditions are met during the relevant period and payment in full of all contingent
interest. For Floating Rate Securities, the accrued interest, annual income and current yield are estimates based on the current floating coupon rate and may not reflect historic rates within the accrual period.
CASH, BANK DEPOSIT PROGRAM AND MONEY MARKET FUNDS
Cash, Bank Deposit Program, and Money Market Funds are generally displayed on a settlement date basis. You have the right to instruct us to liquidate your bank deposit balance(s) or shares of any money market
fund balance(s) at any time and have the proceeds of such liquidation remitted to you. Estimated Annual Income, Accrued Interest, and APY% will only be displayed for fully settled positions.
Description Market Value
7-Day
Current Yield %Est Ann Income APY %
MORGAN STANLEY BANK N.A. #$59,925.01 —$30.00 0.050
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 1.67%$59,925.01 $30.00
# 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
$230.760
230.760
$713,870.95
15,036.08
$864,657.72
20,306.88
$150,786.77
5,270.80
LT
LT
Total 3,835.000 728,907.03 884,964.60 156,057.57 LT 17,181.00 1.94
Next Dividend Payable 12/2017; 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
54.730
54.730
54.730
586,684.58
25,669.25
137,922.22
693,976.40
34,863.01
156,418.34
107,291.82
9,193.76
18,496.12
LT
LT
ST
Total 16,175.000 750,276.05 885,257.75 116,485.58
18,496.12
LT
ST
22,710.00 2.56
Next Dividend Payable 12/2017; Asset Class: Equities
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
6
6
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 16 of 130
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
EXCHANGE-TRADED & CLOSED-END FUNDS 49.41%$1,479,183.08 $1,770,222.35 $272,543.15
$18,496.12
LT
ST
$39,891.00 2.25%
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 $10.690 $381,345.59 $386,772.71 $5,427.12 LT
Purchases 36,180.796 381,345.59 386,772.71 5,427.12 LT
Long Term Reinvestments 1,001.795 10,653.13 10,709.19 56.06 LT H
Short Term Reinvestments 1,520.301 16,136.90 16,252.02 115.12 ST
Total 38,702.892 408,135.62 413,733.92 5,483.18
115.12
LT
ST
14,591.00 3.52
Total Purchases vs Market Value
Net Value Increase/(Decrease)
381,345.59 413,733.92
32,388.33
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
14.990
14.990
671,000.00
22,052.00
741,215.17
27,731.49
70,215.17
5,679.49
LT
LT
Purchases 51,297.310 693,052.00 768,946.66 75,894.66 LT
Long Term Reinvestments 579.561 7,638.62 8,687.61 1,048.99 LT
Short Term Reinvestments 836.709 10,333.35 12,542.26 2,208.91 ST
Total 52,713.580 711,023.97 790,176.56 76,943.65
2,208.91
LT
ST
10,490.00 1.32
Total Purchases vs Market Value
Net Value Increase/(Decrease)
693,052.00 790,176.56
97,124.56
GIMA Status: FL; Enrolled In MS Dividend Reinvestment; Capital Gains Reinvest; Asset Class: Equities
TORTOISE MLP & PIPELINE INST (TORIX) 8/12/16 39,602.134 13.120 13.590 519,580.00 538,193.00 18,613.00 LT
Purchases 39,602.134 519,580.00 538,193.00 18,613.00 LT
Short Term Reinvestments 751.470 10,407.84 10,212.48 (195.36)ST
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 17 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 40,353.604 529,987.84 548,405.48 18,613.00
(195.36)
LT
ST
10,573.00 1.92
Total Purchases vs Market Value
Net Value Increase/(Decrease)
519,580.00 548,405.48
28,825.48
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 48.91%$1,649,147.43 $1,752,315.96 $101,039.83
$2,128.67
LT
ST
$35,654.00 2.04%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL VALUE 100.00%$3,128,330.51 $3,582,463.32 $373,582.98
$20,624.79
LT
ST
$75,575.00
—
2.11%
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 $59,925.01 ——————
ETFs & CEFs —$1,770,222.35 —————
Mutual Funds —790,176.56 $413,733.92 $548,405.48 ———
TOTAL ALLOCATION OF ASSETS $59,925.01 $2,560,398.91 $413,733.92 $548,405.48 ———
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
6
7
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 18 of 130
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
9/27 Dividend Reinvestment AMG MNGRS DBLELINE CR PLS BD I REINVESTMENT a/o 09/26/17 96.965 $10.7100 $(1,038.50)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $(1,038.50)
TOTAL DIVIDEND REINVESTMENTS $(1,038.50)
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)
9/25 Dividend VANGUARD TOTAL INTL STOCK ETF $4,820.15
9/25 Dividend VANGUARD INDEX FDS S&P 500 ETF 4,509.96
9/27 Dividend AMG MNGRS DBLELINE CR PLS BD I
DIV PAYMENT
1,038.50
9/29 Interest Income MORGAN STANLEY BANK N.A.
(Period 09/01-09/30)
2.15
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $10,370.76
TOTAL OTHER DIVIDENDS $10,368.61
TOTAL INTEREST $2.15
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
9/25 Automatic Investment BANK DEPOSIT PROGRAM $9,330.11
9/29 Automatic Investment BANK DEPOSIT PROGRAM 2.15
NET ACTIVITY FOR PERIOD $9,332.26
MESSAGES
Consolidated Statement of Financial Condition (in millions of dollars):
At June 30, 2017 Morgan Stanley Smith Barney LLC had net capital of $2,288 which exceeded the Securities and Exchange Commission's minimum requirement by $2,131. A copy of the Morgan Stanley Smith
Barney LLC Consolidated Statement of Financial Condition at June 30, 2017 can be viewed online at:
http://www.morganstanley.com/about-us-ir/shareholder/morganstanley_smithbarney_llc.pdf or may be mailed to you at no cost by calling 1 (866) 825-1675, after September 15, 2017.
Senior Investor Helpline
For any inquiries or comments or potential concerns, senior investors or someone acting on their behalf may contact our Firm by calling (800) 280-4534.
Sign up for eDelivery of your Account Documents Today
Receiving documents through eDelivery is secure, convenient, green and may even help you save on annual account fees. Accounts enrolled in eDelivery of all eligible account documents for every account within an
Account Link Group may qualify for a reduced annual fee. Contact your Financial Advisor or Private Wealth Advisor for additional details regarding annual account fees.
Simply visit www.morganstanley.com/edelivery to set your eDelivery preferences today. Please note, if you have not already done so, you will first need to register for Morgan Stanley Online prior to making your
eDelivery selections.
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Consulting Group Advisor Active Assets Account
660-035181-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 19 of 130
Important Information About Advisory Accounts
Please notify your Financial Advisor if there have been any changes in your financial situation or investment objectives, or if you wish to impose any reasonable restrictions on the management of your Investment
Advisory accounts, or to reasonably modify existing restrictions.
For a copy of the applicable ADV Brochure for Morgan Stanley Smith Barney LLC, or for any investment adviser with whom we contract to manage your investment advisory account, please visit
www.morganstanley.com/ADV, or contact your Financial Advisor. These ADV Brochures contain important information about advisory programs.
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
6
8
This page intentionally left blank
Page 20 of 130
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
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
TOTAL BEGINNING VALUE $692,902.32 $508,943.55
Credits —92,000.00
Debits —(2,298.63)
Security Transfers ——
Net Credits/Debits/Transfers —$89,701.37
Change in Value 4,861.91 99,119.31
TOTAL ENDING VALUE $697,764.23 $697,764.23
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period September 1-30, 2017
Account Summary
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
SEP OCT NOV DEC JAN FEB MAR APR MAY JUN JUL AUG SEP
460
510
560
610
660
710
($
)
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 21 of 130
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Market Value Percentage
Cash $21,455.86 3.07
Equities 676,308.37 96.93
TOTAL VALUE $697,764.23 100.00%
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
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
6
9
Account Summary
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 22 of 130
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 8/31/17)
This Period
(as of 9/30/17)
Cash, BDP, MMFs $18,564.67 $33,965.07
Stocks 674,337.65 676,308.37
Net Unsettled Purchases/Sales —(12,509.21)
Total Assets $692,902.32 $697,764.23
Total Liabilities (outstanding balance)——
TOTAL VALUE $692,902.32 $697,764.23
CASH FLOW
This Period
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
OPENING CASH, BDP, MMFs $18,564.67 $12,873.73
Purchases (37,651.93)(218,473.24)
Sales and Redemptions 39,452.07 131,965.51
2016 Net Unsettled Purch/Sales N/A (1,156.24)
Net Unsettled Purch/Sales 12,509.21 12,509.21
Income and Distributions 1,091.05 6,544.73
Total Investment Related Activity $15,400.40 $(68,610.03)
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 $33,965.07 $33,965.07
INCOME AND DISTRIBUTION SUMMARY
This Period
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
Qualified Dividends $1,090.26 $6,541.57
Interest 0.79 3.16
Total Taxable Income And Distributions $1,091.05 $6,544.73
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $1,091.05 $6,544.73
Taxable and tax exempt income classifications are based on the characteristics of the underlying
securities and not the taxable status of the account.
GAIN/(LOSS) SUMMARY
Realized This Period
(9/1/17-9/30/17)
Realized This Year
(1/1/17-9/30/17)
Unrealized
Inception to Date
(as of 9/30/17)
Short-Term Gain $29.33 $6,263.57 $24,060.72
Short-Term (Loss)(774.45)(2,659.97)(1,919.10)
Total Short-Term $(745.12)$3,603.60 $22,141.62
Long-Term Gain 10,641.83 12,166.20 69,192.96
Long-Term (Loss)——(11,545.93)
Total Long-Term $10,641.83 $12,166.20 $57,647.03
TOTAL GAIN/(LOSS)$9,896.71 $15,769.80 $79,788.65
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 September 1-30, 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 23 of 130
† Inform us if your investment objectives, as defined in the Expanded Disclosures, change.
HOLDINGS
This section reflects positions purchased/sold on a trade date basis. "Market Value" and "Unrealized Gain/(Loss)" may not reflect the value that could be obtained in the market. Fixed Income securities are sorted
by maturity or pre-refunding date, and alphabetically within date. Estimated Annual Income a) is calculated on a pre-tax basis, b) does not include any reduction for applicable non-US withholding taxes, c) may
include return of principal or capital gains which could overstate such estimates, and d) for securities that have a defined maturity date within the next 12 months, is reflected only through maturity date. Actual
income or yield may be lower or higher than the estimates. Current yield reflects the income generated by an investment, and does not reflect changes in its price. Structured Investments, identified on the
Position Description Details line as "Asset Class: Struct Inv," may appear in various statement product categories. When displayed, the accrued interest, annual income and current yield for those with a
contingent income feature (e.g., Range Accrual Notes or Contingent Income Notes) are estimates and assume specified accrual conditions are met during the relevant period and payment in full of all contingent
interest. For Floating Rate Securities, the accrued interest, annual income and current yield are estimates based on the current floating coupon rate and may not reflect historic rates within the accrual period.
CASH, BANK DEPOSIT PROGRAM AND MONEY MARKET FUNDS
Cash, Bank Deposit Program, and Money Market Funds are generally displayed on a settlement date basis. You have the right to instruct us to liquidate your bank deposit balance(s) or shares of any money market
fund balance(s) at any time and have the proceeds of such liquidation remitted to you. Estimated Annual Income, Accrued Interest, and APY% will only be displayed for fully settled positions.
Description Market Value
7-Day
Current Yield %Est Ann Income APY %
CASH $9,708.84
MORGAN STANLEY BANK N.A. #24,256.23 —12.00 0.050
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs $33,965.07 $12.00
NET UNSETTLED PURCHASES/SALES $(12,509.21)
CASH, BDP, AND MMFs (PROJECTED SETTLED BALANCE)3.07%$21,455.86
# 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.
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
7
0
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 24 of 130
STOCKS
COMMON STOCKS
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
ACCENTURE PLC IRELAND CL A (ACN) 9/22/17
9/28/17
50.000
15.000
$137.658
136.583
$135.070
135.070
$6,882.91
2,048.75
$6,753.50
2,026.05
$(129.41)
(22.70)
ST
ST
Total 65.000 8,931.66 8,779.55 (152.11)ST 173.00 1.97
Next Dividend Payable 11/2017; Asset Class: Equities
ADOBE SYSTEMS (ADBE) 2/2/17
2/13/17
5/15/17
68.000
12.000
14.000
113.049
117.802
137.343
149.180
149.180
149.180
7,687.34
1,413.62
1,922.80
10,144.24
1,790.16
2,088.52
2,456.90
376.54
165.72
ST
ST
ST
7/11/17 15.000 143.726 149.180 2,155.89 2,237.70 81.81 ST
9/25/17 1.000 144.400 149.180 144.40 149.18 4.78 ST
Total 110.000 13,324.05 16,409.80 3,085.75 ST ——
Asset Class: Equities
ALLERGAN PLC SHS (AGN) 8/23/16
2/23/17
5/15/17
60.000
13.000
11.000
253.645
246.826
227.588
204.950
204.950
204.950
15,218.68
3,208.74
2,503.47
12,297.00
2,664.35
2,254.45
(2,921.68)
(544.39)
(249.02)
LT
ST
ST
9/25/17 1.000 208.990 204.950 208.99 204.95 (4.04)ST
9/29/17 1.000 203.640 204.950 203.64 204.95 1.31 ST
Total 86.000 21,343.52 17,625.70 (2,921.68)
(796.14)
LT
ST
241.00 1.36
Next Dividend Payable 12/2017; Asset Class: Equities
ALPHABET INC CL C (GOOG) 8/23/16
5/15/17
32.000
5.000
772.706
936.800
959.110
959.110
24,726.59
4,684.00
30,691.52
4,795.55
5,964.93
111.55
LT
ST
Total 37.000 29,410.59 35,487.07 5,964.93
111.55
LT
ST
——
Asset Class: Equities
AMAZON COM INC (AMZN) 9/4/15
12/22/16
5/15/17
9.000
11.000
5.000
497.298
767.787
957.420
961.350
961.350
961.350
4,475.68
8,445.66
4,787.10
8,652.15
10,574.85
4,806.75
4,176.47
2,129.19
19.65
LT
ST
ST
Total 25.000 17,708.44 24,033.75 4,176.47
2,148.84
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
84.640
84.640
84.640
2,760.52
708.40
1,472.76
3,724.16
931.04
1,946.72
963.64
222.64
473.96
LT
LT
LT
9/29/16 12.000 64.925 84.640 779.10 1,015.68 236.58 LT
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 25 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
10/7/16 23.000 64.987 84.640 1,494.71 1,946.72 452.01 ST
3/30/17 10.000 71.896 84.640 718.96 846.40 127.44 ST
5/15/17 21.000 73.255 84.640 1,538.36 1,777.44 239.08 ST
9/25/17 1.000 81.770 84.640 81.77 84.64 2.87 ST
Total 145.000 9,554.58 12,272.80 1,896.82
821.40
LT
ST
110.00 0.89
Next Dividend Payable 10/11/17; Asset Class: Equities
APPLE INC (AAPL) 8/23/16
11/9/16
12/22/16
223.000
10.000
18.000
108.947
109.850
116.482
154.120
154.120
154.120
24,295.09
1,098.50
2,096.67
34,368.76
1,541.20
2,774.16
10,073.67
442.70
677.49
LT
ST
ST
5/15/17 45.000 155.225 154.120 6,985.13 6,935.40 (49.73)ST
7/13/17 13.000 148.022 154.120 1,924.29 2,003.56 79.27 ST
Total 309.000 36,399.68 47,623.08 10,073.67
1,149.73
LT
ST
779.00 1.63
Next Dividend Payable 11/2017; Asset Class: Equities
BROADCOM LTD SHS (AVGO) 2/2/17
3/30/17
5/15/17
47.000
12.000
10.000
203.738
222.574
238.945
242.540
242.540
242.540
9,575.67
2,670.89
2,389.45
11,399.38
2,910.48
2,425.40
1,823.71
239.59
35.95
ST
ST
ST
9/29/17 8.000 243.190 242.540 1,945.52 1,940.32 (5.20)ST
Total 77.000 16,581.53 18,675.58 2,094.05 ST 314.00 1.68
Next Dividend Payable 12/2017; 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
26.750
26.750
26.750
5,764.59
613.50
857.69
5,938.50
802.50
989.75
173.91
189.00
132.06
LT
ST
ST
5/15/17 42.000 24.060 26.750 1,010.52 1,123.50 112.98 ST
9/22/17 31.000 26.550 26.750 823.04 829.25 6.21 ST
Total 362.000 9,069.34 9,683.50 173.91
440.25
LT
ST
72.00 0.74
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
145.820
145.820
145.820
3,936.55
2,118.18
2,394.21
4,957.88
2,624.76
3,062.22
1,021.33
506.58
668.01
LT
LT
LT
5/15/17 28.000 118.968 145.820 3,331.09 4,082.96 751.87 ST
Total 101.000 11,780.03 14,727.82 2,195.92
751.87
LT
ST
——
Asset Class: Equities
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
7
1
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 26 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
CHARLES SCHWAB NEW (SCHW) 9/22/17
9/25/17
9/28/17
179.000
1.000
50.000
42.521
42.430
43.873
43.740
43.740
43.740
7,611.31
42.43
2,193.64
7,829.46
43.74
2,187.00
218.15
1.31
(6.64)
ST
ST
ST
Total 230.000 9,847.38 10,060.20 212.82 ST 74.00 0.73
Next Dividend Payable 11/2017; 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
72.540
72.540
72.540
6,593.43
1,265.25
551.17
8,197.02
1,813.50
725.40
1,603.59
548.25
174.23
LT
ST
ST
5/15/17 22.000 64.437 72.540 1,417.61 1,595.88 178.27 ST
6/20/17 1.000 67.570 72.540 67.57 72.54 4.97 ST
9/25/17 2.000 71.500 72.540 143.00 145.08 2.08 ST
Total 173.000 10,038.03 12,549.42 1,603.59
907.80
LT
ST
104.00 0.82
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
72.850
72.850
72.850
4,997.34
914.25
1,633.58
4,880.95
947.05
1,675.55
(116.39)
32.80
41.97
LT
ST
ST
5/15/17 16.000 71.675 72.850 1,146.80 1,165.60 18.80 ST
6/20/17 1.000 76.510 72.850 76.51 72.85 (3.66)ST
8/15/17 14.000 71.783 72.850 1,004.96 1,019.90 14.94 ST
9/29/17 1.000 72.940 72.850 72.94 72.85 (0.09)ST
Total 135.000 9,846.38 9,834.75 (116.39)
104.76
LT
ST
216.00 2.19
Next Dividend Payable 11/2017; Asset Class: Equities
COOPER CO INC NEW (COO) 5/9/17
5/11/17
5/12/17
13.000
13.000
12.000
207.646
207.008
207.867
237.110
237.110
237.110
2,699.40
2,691.10
2,494.40
3,082.43
3,082.43
2,845.32
383.03
391.33
350.92
ST
ST
ST
5/15/17 7.000 209.900 237.110 1,469.30 1,659.77 190.47 ST
9/27/17 15.000 235.573 237.110 3,533.59 3,556.65 23.06 ST
9/29/17 2.000 235.450 237.110 470.90 474.22 3.32 ST
Total 62.000 13,358.69 14,700.82 1,342.13 ST 4.00 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
81.320
81.320
81.320
7,874.42
4,531.35
9,161.71
6,261.64
3,334.12
7,644.08
(1,612.78)
(1,197.23)
(1,517.63)
LT
LT
LT
11/9/16 8.000 75.286 81.320 602.29 650.56 48.27 ST
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 27 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
12/22/16 11.000 79.677 81.320 876.45 894.52 18.07 ST
5/15/17 40.000 80.437 81.320 3,217.47 3,252.80 35.33 ST
6/20/17 1.000 78.170 81.320 78.17 81.32 3.15 ST
9/29/17 1.000 81.150 81.320 81.15 81.32 0.17 ST
Total 273.000 26,423.01 22,200.36 (4,327.64)
104.99
LT
ST
546.00 2.45
Next Dividend Payable 11/2017; Asset Class: Equities
ECOLAB INC (ECL) 8/23/16
5/15/17
9/29/17
70.000
10.000
5.000
122.754
127.520
128.704
128.610
128.610
128.610
8,592.79
1,275.20
643.52
9,002.70
1,286.10
643.05
409.91
10.90
(0.47)
LT
ST
ST
Total 85.000 10,511.51 10,931.85 409.91
10.43
LT
ST
126.00 1.15
Next Dividend Payable 10/16/17; Asset Class: Equities
EDWARD LIFESCIENCES CORP (EW) 2/17/16
5/15/17
42.000
5.000
85.508
112.760
109.310
109.310
3,591.32
563.80
4,591.02
546.55
999.70
(17.25)
LT
ST
Total 47.000 4,155.12 5,137.57 999.70
(17.25)
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
81.020
81.020
81.020
8,782.47
1,054.06
1,075.15
8,750.16
1,296.32
1,215.30
(32.31)
242.26
140.15
LT
ST
ST
8/15/17 30.000 73.327 81.020 2,199.80 2,430.60 230.80 ST
9/25/17 1.000 83.140 81.020 83.14 81.02 (2.12)ST
Total 170.000 13,194.62 13,773.40 (32.31)
611.09
LT
ST
354.00 2.57
Next Dividend Payable 12/2017; Asset Class: Equities
HERSHEY COMPANY (HSY) 8/23/16
5/15/17
9/29/17
84.000
13.000
1.000
113.132
107.810
109.240
109.170
109.170
109.170
9,503.05
1,401.53
109.24
9,170.28
1,419.21
109.17
(332.77)
17.68
(0.07)
LT
ST
ST
Total 98.000 11,013.82 10,698.66 (332.77)
17.61
LT
ST
257.00 2.40
Next Dividend Payable 12/2017; Asset Class: Equities
HOME DEPOT INC (HD) 8/23/16
11/9/16
5/15/17
158.000
12.000
15.000
136.113
124.808
156.915
163.560
163.560
163.560
21,505.89
1,497.70
2,353.72
25,842.48
1,962.72
2,453.40
4,336.59
465.02
99.68
LT
ST
ST
6/20/17 1.000 158.090 163.560 158.09 163.56 5.47 ST
9/29/17 5.000 163.424 163.560 817.12 817.80 0.68 ST
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
7
2
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 28 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 191.000 26,332.52 31,239.96 4,336.59
570.85
LT
ST
680.00 2.17
Next Dividend Payable 12/2017; Asset Class: Equities
INTERCONTINENTALEXCHANGE GROUP (ICE) 9/10/15
8/23/16
2/13/17
205.000
65.000
6.000
47.147
55.776
59.033
68.700
68.700
68.700
9,665.06
3,625.44
354.20
14,083.50
4,465.50
412.20
4,418.44
840.06
58.00
LT
LT
ST
5/15/17 46.000 59.264 68.700 2,726.14 3,160.20 434.06 ST
5/31/17 15.000 60.287 68.700 904.30 1,030.50 126.20 ST
6/20/17 1.000 64.610 68.700 64.61 68.70 4.09 ST
9/25/17 3.000 66.847 68.700 200.54 206.10 5.56 ST
Total 341.000 17,540.29 23,426.70 5,258.50
627.91
LT
ST
273.00 1.16
Next Dividend Payable 12/2017; Asset Class: Equities
INTL FLAVORS & FRAGRANCES (IFF) 8/23/16
5/15/17
48.000
8.000
137.800
132.256
142.910
142.910
6,614.40
1,058.05
6,859.68
1,143.28
245.28
85.23
LT
ST
Total 56.000 7,672.45 8,002.96 245.28
85.23
LT
ST
155.00 1.93
Next Dividend Payable 10/06/17; Asset Class: Equities
JOHNSON & JOHNSON (JNJ) 8/23/16
10/26/16
5/15/17
88.000
11.000
15.000
119.497
113.967
126.857
130.010
130.010
130.010
10,515.75
1,253.64
1,902.86
11,440.88
1,430.11
1,950.15
925.13
176.47
47.29
LT
ST
ST
6/20/17 1.000 134.410 130.010 134.41 130.01 (4.40)ST
8/15/17 14.000 133.658 130.010 1,871.21 1,820.14 (51.07)ST
Total 129.000 15,677.87 16,771.29 925.13
168.29
LT
ST
433.00 2.58
Next Dividend Payable 12/2017; Asset Class: Equities
MARSH & MCLENNAN COS INC (MMC) 2/16/17
2/23/17
3/16/17
71.000
12.000
25.000
72.889
73.048
74.663
83.810
83.810
83.810
5,175.15
876.58
1,866.57
5,950.51
1,005.72
2,095.25
775.36
129.14
228.68
ST
ST
ST
3/30/17 12.000 74.480 83.810 893.76 1,005.72 111.96 ST
5/15/17 19.000 73.910 83.810 1,404.29 1,592.39 188.10 ST
5/31/17 15.000 77.605 83.810 1,164.08 1,257.15 93.07 ST
8/15/17 16.000 78.159 83.810 1,250.54 1,340.96 90.42 ST
9/8/17 29.000 80.996 83.810 2,348.88 2,430.49 81.61 ST
9/22/17 30.000 82.667 83.810 2,480.02 2,514.30 34.28 ST
9/28/17 21.000 83.479 83.810 1,753.06 1,760.01 6.95 ST
Total 250.000 19,212.93 20,952.50 1,739.57 ST 375.00 1.78
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 29 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 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
39.010
39.010
39.010
2,550.90
2,756.39
1,732.02
3,042.78
3,120.80
1,989.51
491.88
364.41
257.49
LT
LT
ST
11/9/16 11.000 30.911 39.010 340.02 429.11 89.09 ST
5/15/17 39.000 36.780 39.010 1,434.42 1,521.39 86.97 ST
7/11/17 29.000 38.871 39.010 1,127.25 1,131.29 4.04 ST
9/25/17 2.000 38.190 39.010 76.38 78.02 1.64 ST
Total 290.000 10,017.38 11,312.90 856.29
439.23
LT
ST
122.00 1.07
Next Dividend Payable 11/2017; Asset Class: Equities
MASTERCARD INC CL A (MA) 8/23/16
5/15/17
6/20/17
199.000
40.000
1.000
96.552
118.335
123.290
141.200
141.200
141.200
19,213.83
4,733.40
123.29
28,098.80
5,648.00
141.20
8,884.97
914.60
17.91
LT
ST
ST
Total 240.000 24,070.52 33,888.00 8,884.97
932.51
LT
ST
211.00 0.62
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
77.770
77.770
12,829.98
2,100.93
11,354.42
1,944.25
(1,475.56)
(156.68)
LT
ST
Total 171.000 14,930.91 13,298.67 (1,475.56)
(156.68)
LT
ST
315.00 2.36
Next Dividend Payable 10/20/17; 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
74.490
74.490
74.490
25,772.17
658.99
1,523.97
33,148.05
744.90
1,713.27
7,375.88
85.91
189.30
LT
ST
ST
5/15/17 77.000 68.185 74.490 5,250.25 5,735.73 485.48 ST
6/20/17 2.000 70.100 74.490 140.20 148.98 8.78 ST
7/13/17 27.000 71.970 74.490 1,943.18 2,011.23 68.05 ST
8/4/17 24.000 72.997 74.490 1,751.92 1,787.76 35.84 ST
8/15/17 18.000 73.153 74.490 1,316.76 1,340.82 24.06 ST
9/25/17 1.000 72.970 74.490 72.97 74.49 1.52 ST
9/29/17 1.000 74.310 74.490 74.31 74.49 0.18 ST
Total 628.000 38,504.72 46,779.72 7,375.88
899.12
LT
ST
1,055.00 2.25
Next Dividend Payable 12/2017; Asset Class: Equities
O'REILLY AUTOMOTIVE INC NEW (ORLY) 8/23/16
5/15/17
27.000
5.000
284.991
258.758
215.370
215.370
7,694.76
1,293.79
5,814.99
1,076.85
(1,879.77)
(216.94)
LT
ST
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
7
3
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 30 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 32.000 8,988.55 6,891.84 (1,879.77)
(216.94)
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
64.030
64.030
64.030
5,787.99
3,187.92
1,838.11
6,915.24
3,713.74
2,048.96
1,127.25
525.82
210.85
ST
ST
ST
8/1/17 30.000 59.096 64.030 1,772.88 1,920.90 148.02 ST
8/4/17 30.000 58.658 64.030 1,759.73 1,920.90 161.17 ST
8/15/17 27.000 59.893 64.030 1,617.11 1,728.81 111.70 ST
9/29/17 1.000 63.970 64.030 63.97 64.03 0.06 ST
Total 286.000 16,027.71 18,312.58 2,284.87 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
111.430
111.430
111.430
16,825.52
1,594.66
1,426.79
17,383.08
1,560.02
1,337.16
557.56
(34.64)
(89.63)
LT
ST
ST
9/25/17 1.000 111.710 111.430 111.71 111.43 (0.28)ST
Total 183.000 19,958.68 20,391.69 557.56
(124.55)
LT
ST
589.00 2.88
Next Dividend Payable 12/2017; Asset Class: Equities
RAYTHEON CO (NEW) (RTN) 8/23/16
5/15/17
9/25/17
97.000
15.000
1.000
141.292
159.757
183.660
186.580
186.580
186.580
13,705.36
2,396.35
183.66
18,098.26
2,798.70
186.58
4,392.90
402.35
2.92
LT
ST
ST
9/29/17 3.000 185.677 186.580 557.03 559.74 2.71 ST
Total 116.000 16,842.40 21,643.28 4,392.90
407.98
LT
ST
370.00 1.70
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
64.570
64.570
64.570
7,008.68
704.81
1,128.51
7,038.13
710.27
1,162.26
29.45
5.46
33.75
LT
ST
ST
6/30/17 31.000 57.646 64.570 1,787.02 2,001.67 214.65 ST
9/29/17 12.000 64.688 64.570 776.25 774.84 (1.41)ST
Total 181.000 11,405.27 11,687.17 29.45
252.45
LT
ST
116.00 0.99
Next Dividend Payable 12/2017; Asset Class: Equities
STARBUCKS CORP WASHINGTON (SBUX) 7/6/16
11/16/16
5/15/17
154.000
31.000
32.000
56.696
55.418
60.347
53.710
53.710
53.710
8,731.15
1,717.97
1,931.10
8,271.34
1,665.01
1,718.72
(459.81)
(52.96)
(212.38)
LT
ST
ST
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 31 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
9/29/17 13.000 53.705 53.710 698.17 698.23 0.06 ST
Total 230.000 13,078.39 12,353.30 (459.81)
(265.28)
LT
ST
230.00 1.86
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
189.200
189.200
189.200
16,414.80
1,904.13
3,265.59
20,055.20
2,459.60
3,594.80
3,640.40
555.47
329.21
LT
ST
ST
Total 138.000 21,584.52 26,109.60 3,640.40
884.68
LT
ST
83.00 0.31
Next Dividend Payable 10/16/17; Asset Class: Equities
TIME WARNER INC NEW (TWX) 8/23/16
11/9/16
12/28/16
134.000
15.000
12.000
80.697
87.003
96.353
102.450
102.450
102.450
10,813.35
1,305.04
1,156.24
13,728.30
1,536.75
1,229.40
2,914.95
231.71
73.16
LT
ST
ST
3/10/17 13.000 98.664 102.450 1,282.63 1,331.85 49.22 ST
5/15/17 34.000 98.055 102.450 3,333.87 3,483.30 149.43 ST
6/20/17 1.000 99.590 102.450 99.59 102.45 2.86 ST
Total 209.000 17,990.72 21,412.05 2,914.95
506.38
LT
ST
336.00 1.56
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
116.080
116.080
116.080
6,265.16
1,123.82
1,572.96
6,732.64
1,276.88
1,509.04
467.48
153.06
(63.92)
LT
LT
ST
9/25/17 1.000 113.980 116.080 113.98 116.08 2.10 ST
Total 83.000 9,075.92 9,634.64 620.54
(61.82)
LT
ST
232.00 2.40
Next Dividend Payable 12/2017; Asset Class: Equities
VERTEX PHARMACEUTICALS (VRTX) 11/20/14
5/15/17
40.000
6.000
110.550
115.665
152.040
152.040
4,422.00
693.99
6,081.60
912.24
1,659.60
218.25
LT
ST
Total 46.000 5,115.99 6,993.84 1,659.60
218.25
LT
ST
——
Asset Class: Equities
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 96.93%$596,519.72 $676,308.37 $57,647.03
$22,141.62
LT
ST
$8,945.00 1.32%
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
7
4
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 32 of 130
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL VALUE 100.00%$596,519.72 $697,764.23 $57,647.03
$22,141.62
LT
ST
$8,957.00
—
1.28%
Unrealized Gain/(Loss) totals only reflect positions that have both cost basis and market value information available. Cash, MMF, Deposits and positions stating 'Please Provide' or 'Pending Corporate Actions' are not
included.
ALLOCATION OF ASSETS
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $21,455.86 ——————
Stocks —$676,308.37 —————
TOTAL ALLOCATION OF ASSETS $21,455.86 $676,308.37 —————
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
9/8 9/12 Bought MARSH & MCLENNAN COS INC ACTED AS AGENT 29.000 $80.9958 $(2,348.88)
9/12 9/14 Sold MASTERCARD INC CL A ACTED AS AGENT 15.000 142.1151 2,131.68
9/22 9/26 Sold WALT DISNEY CO HLDG CO ACTED AS AGENT 125.000 98.6027 12,325.05
9/22 9/26 Sold NIKE INC B ACTED AS AGENT 198.000 53.2394 10,541.15
9/22 9/26 Sold APPLE INC ACTED AS AGENT 8.000 151.4740 1,211.76
9/22 9/26 Bought CHARLES SCHWAB NEW ACTED AS AGENT 179.000 42.5213 (7,611.31)
9/22 9/26 Bought ACCENTURE PLC IRELAND CL A ACTED AS AGENT 50.000 137.6582 (6,882.91)
9/22 9/26 Bought MARSH & MCLENNAN COS INC ACTED AS AGENT 30.000 82.6673 (2,480.02)
9/22 9/26 Bought CABOT OIL & GAS CORP A ACTED AS AGENT 31.000 26.5497 (823.04)
9/25 9/27 Bought ALLERGAN PLC SHS ACTED AS AGENT 1.000 208.9850 (208.99)
9/25 9/27 Bought INTERCONTINENTALEXCHANGE GROUP ACTED AS AGENT 3.000 66.8469 (200.54)
9/25 9/27 Bought RAYTHEON CO (NEW)ACTED AS AGENT 1.000 183.6550 (183.66)
9/25 9/27 Bought ADOBE SYSTEMS ACTED AS AGENT 1.000 144.4000 (144.40)
9/25 9/27 Bought COGNIZANT TECH SOLUTIONS CL A ACTED AS AGENT 2.000 71.4990 (143.00)
9/25 9/27 Bought UNITED TECHNOLOGIES CORP ACTED AS AGENT 1.000 113.9830 (113.98)
9/25 9/27 Bought PEPSICO INC NC ACTED AS AGENT 1.000 111.7100 (111.71)
9/25 9/27 Bought GILEAD SCIENCE ACTED AS AGENT 1.000 83.1440 (83.14)
9/25 9/27 Bought AMPHENOL CORP NEW CL A ACTED AS AGENT 1.000 81.7699 (81.77)
9/25 9/27 Bought MASCO CORP ACTED AS AGENT 2.000 38.1889 (76.38)
9/25 9/27 Bought MICROSOFT CORP ACTED AS AGENT 1.000 72.9650 (72.97)
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 33 of 130
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS (CONTINUED)
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
9/25 9/27 Bought CHARLES SCHWAB NEW ACTED AS AGENT 1.000 42.4270 (42.43)
9/27 9/29 Sold AMAZON COM INC ACTED AS AGENT 14.000 945.9099 13,242.43
9/27 9/29 Bought COOPER CO INC NEW ACTED AS AGENT 15.000 235.5725 (3,533.59)
9/28 10/2 Bought CHARLES SCHWAB NEW ACTED AS AGENT 50.000 43.8728 (2,193.64)
9/28 10/2 Bought ACCENTURE PLC IRELAND CL A ACTED AS AGENT 15.000 136.5833 (2,048.75)
9/28 10/2 Bought MARSH & MCLENNAN COS INC ACTED AS AGENT 21.000 83.4792 (1,753.06)
9/29 10/3 Bought BROADCOM LTD SHS ACTED AS AGENT 8.000 243.1898 (1,945.52)
9/29 10/3 Bought HOME DEPOT INC ACTED AS AGENT 5.000 163.4236 (817.12)
9/29 10/3 Bought ROSS STORES INC ACTED AS AGENT 12.000 64.6874 (776.25)
9/29 10/3 Bought STARBUCKS CORP WASHINGTON ACTED AS AGENT 13.000 53.7050 (698.17)
9/29 10/3 Bought ECOLAB INC ACTED AS AGENT 5.000 128.7040 (643.52)
9/29 10/3 Bought RAYTHEON CO (NEW)ACTED AS AGENT 3.000 185.6772 (557.03)
9/29 10/3 Bought COOPER CO INC NEW ACTED AS AGENT 2.000 235.4518 (470.90)
9/29 10/3 Bought ALLERGAN PLC SHS ACTED AS AGENT 1.000 203.6400 (203.64)
9/29 10/3 Bought HERSHEY COMPANY ACTED AS AGENT 1.000 109.2439 (109.24)
9/29 10/3 Bought CVS HEALTH CORP COM ACTED AS AGENT 1.000 81.1545 (81.15)
9/29 10/3 Bought MICROSOFT CORP ACTED AS AGENT 1.000 74.3069 (74.31)
9/29 10/3 Bought COLGATE PALMOLIVE CO ACTED AS AGENT 1.000 72.9400 (72.94)
9/29 10/3 Bought PAYPAL HLDGS INC COM ACTED AS AGENT 1.000 63.9669 (63.97)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $1,800.14
TOTAL PURCHASES $(37,651.93)
TOTAL SALES AND REDEMPTIONS $39,452.07
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)
9/28 10/2 Bought ACCENTURE PLC IRELAND CL A UNSETTLED PURCHASE 15.000 $136.5833 $(2,048.75)
9/28 10/2 Bought CHARLES SCHWAB NEW UNSETTLED PURCHASE 50.000 43.8728 (2,193.64)
9/28 10/2 Bought MARSH & MCLENNAN COS INC UNSETTLED PURCHASE 21.000 83.4792 (1,753.06)
9/29 10/3 Bought ALLERGAN PLC SHS UNSETTLED PURCHASE 1.000 203.6400 (203.64)
9/29 10/3 Bought BROADCOM LTD SHS UNSETTLED PURCHASE 8.000 243.1898 (1,945.52)
9/29 10/3 Bought COLGATE PALMOLIVE CO UNSETTLED PURCHASE 1.000 72.9400 (72.94)
9/29 10/3 Bought COOPER CO INC NEW UNSETTLED PURCHASE 2.000 235.4518 (470.90)
9/29 10/3 Bought CVS HEALTH CORP COM UNSETTLED PURCHASE 1.000 81.1545 (81.15)
9/29 10/3 Bought ECOLAB INC UNSETTLED PURCHASE 5.000 128.7040 (643.52)
9/29 10/3 Bought HERSHEY COMPANY UNSETTLED PURCHASE 1.000 109.2439 (109.24)
9/29 10/3 Bought HOME DEPOT INC UNSETTLED PURCHASE 5.000 163.4236 (817.12)
9/29 10/3 Bought MICROSOFT CORP UNSETTLED PURCHASE 1.000 74.3069 (74.31)
9/29 10/3 Bought PAYPAL HLDGS INC COM UNSETTLED PURCHASE 1.000 63.9669 (63.97)
9/29 10/3 Bought RAYTHEON CO (NEW)UNSETTLED PURCHASE 3.000 185.6772 (557.03)
9/29 10/3 Bought ROSS STORES INC UNSETTLED PURCHASE 12.000 64.6874 (776.25)
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
7
5
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 34 of 130
UNSETTLED PURCHASES/SALES ACTIVITY (CONTINUED)
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price
Pending
Credits/(Debits)
9/29 10/3 Bought STARBUCKS CORP WASHINGTON UNSETTLED PURCHASE 13.000 53.7050 (698.17)
NET UNSETTLED PURCHASES/SALES $(12,509.21)
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)
9/11 Qualified Dividend UNITED TECHNOLOGIES CORP $57.40
9/12 Qualified Dividend JOHNSON & JOHNSON 108.36
9/14 Qualified Dividend MICROSOFT CORP 237.12
9/14 Qualified Dividend HOME DEPOT INC 165.54
9/15 Qualified Dividend HERSHEY COMPANY 63.63
9/15 Qualified Dividend ALLERGAN PLC SHS 58.80
9/28 Qualified Dividend GILEAD SCIENCE 87.88
9/29 Qualified Dividend PEPSICO INC NC 146.51
9/29 Qualified Dividend BROADCOM LTD SHS 70.38
9/29 Qualified Dividend INTERCONTINENTALEXCHANGE GROUP 67.60
9/29 Qualified Dividend ROSS STORES INC 27.04
9/29 Interest Income MORGAN STANLEY BANK N.A.
(Period 09/01-09/30)
0.79
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $1,091.05
TOTAL QUALIFIED DIVIDENDS $1,090.26
TOTAL INTEREST $0.79
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
9/11 Automatic Investment BANK DEPOSIT PROGRAM $57.40
9/12 Automatic Redemption BANK DEPOSIT PROGRAM (2,240.52)
9/14 Automatic Investment BANK DEPOSIT PROGRAM 402.66
9/15 Automatic Investment BANK DEPOSIT PROGRAM 2,195.31
9/18 Automatic Investment BANK DEPOSIT PROGRAM 58.80
9/27 Automatic Investment BANK DEPOSIT PROGRAM 4,817.71
9/28 Automatic Investment BANK DEPOSIT PROGRAM 87.88
9/29 Automatic Investment BANK DEPOSIT PROGRAM 311.53
9/29 Automatic Investment BANK DEPOSIT PROGRAM 0.79
NET ACTIVITY FOR PERIOD $5,691.56
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 35 of 130
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
AMAZON COM INC 12/22/14 09/27/17 14.000 $13,242.43 $4,292.61 $8,949.82
APPLE INC 08/23/16 09/22/17 8.000 1,211.76 871.57 340.19
MASTERCARD INC CL A 08/23/16 09/12/17 15.000 2,131.68 1,448.28 683.40
NIKE INC B 02/23/15 09/22/17 68.000 3,620.19 3,227.52 392.67
WALT DISNEY CO HLDG CO 08/23/16 09/22/17 102.000 10,057.24 9,781.49 275.75
Long-Term This Period $30,263.30 $19,621.47 $10,641.83
Long-Term Year to Date $45,210.41 $33,044.21 $12,166.20
SHORT-TERM GAIN/(LOSS)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
NIKE INC B 11/09/16 09/22/17 12.000 638.86 609.53 29.33
03/30/17 09/22/17 26.000 1,384.19 1,455.89 (71.70)
05/15/17 09/22/17 18.000 958.29 968.34 (10.05)
07/11/17 09/22/17 29.000 1,543.91 1,696.00 (152.09)
07/21/17 09/22/17 45.000 2,395.71 2,684.27 (288.56)
WALT DISNEY CO HLDG CO 05/15/17 09/22/17 23.000 2,267.81 2,519.86 (252.05)
Short-Term This Period $9,188.77 $9,933.89 $(745.12)
Short-Term Year to Date $86,755.10 $83,151.50 $3,603.60
Net Realized Gain/(Loss) This Period $39,452.07 $29,555.36 $9,896.71
Net Realized Gain/(Loss) Year to Date $131,965.51 $116,195.71 $15,769.80
Treasury regulations require that we report on Form 1099-B a) adjusted cost basis on the sale of covered securities acquired on or after 1/1/11 (or the applicable date for the type of security), b) the gain or loss as
either long-term or short-term, and c) basis adjustments on covered securities due to wash sales, certain corporate actions and transfers by gift or inheritance. This section may not reflect all the basis adjustments
required when filing your tax return. Refer to the Expanded Disclosures.
MESSAGES
Consolidated Statement of Financial Condition (in millions of dollars):
At June 30, 2017 Morgan Stanley Smith Barney LLC had net capital of $2,288 which exceeded the Securities and Exchange Commission's minimum requirement by $2,131. A copy of the Morgan Stanley Smith
Barney LLC Consolidated Statement of Financial Condition at June 30, 2017 can be viewed online at:
http://www.morganstanley.com/about-us-ir/shareholder/morganstanley_smithbarney_llc.pdf or may be mailed to you at no cost by calling 1 (866) 825-1675, after September 15, 2017.
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.
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
7
6
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-035196-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 36 of 130
Sign up for eDelivery of your Account Documents Today
Receiving documents through eDelivery is secure, convenient, green and may even help you save on annual account fees. Accounts enrolled in eDelivery of all eligible account documents for every account within an
Account Link Group may qualify for a reduced annual fee. Contact your Financial Advisor or Private Wealth Advisor for additional details regarding annual account fees.
Simply visit www.morganstanley.com/edelivery to set your eDelivery preferences today. Please note, if you have not already done so, you will first need to register for Morgan Stanley Online prior to making your
eDelivery selections.
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
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
TOTAL BEGINNING VALUE $1,980,557.86 $1,933,556.09
Credits ——
Debits —(7,031.36)
Security Transfers ——
Net Credits/Debits/Transfers —$(7,031.36)
Change in Value (5,959.30)48,073.83
TOTAL ENDING VALUE $1,974,598.56 $1,974,598.56
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period September 1-30, 2017
Account Summary
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
SEP OCT NOV DEC JAN FEB MAR APR MAY JUN JUL AUG SEP
1.6
1.7
1.8
1.9
2
2.1
($
)
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 37 of 130
ASSET ALLOCATION (includes accrued interest)
Cash
Fixed Income & Preferreds
Market Value Percentage
Cash $34,372.07 1.74
Fixed Income & Preferreds 1,940,226.49 98.26
TOTAL VALUE $1,974,598.56 100.00%
FDIC rules apply and Bank Deposits are eligible for FDIC insurance but are not covered by SIPC. Cash
and securities (including MMFs) are eligible for SIPC coverage. See Expanded Disclosures.
Values may include assets externally held, which are provided to you as a courtesy, and may not be
covered by SIPC. For additional information, refer to the corresponding section of this statement.
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
7
7
Account Summary
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 38 of 130
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 8/31/17)
This Period
(as of 9/30/17)
Cash, BDP, MMFs $126,105.61 $34,372.07
Corporate Fixed Income^1,170,256.77 1,241,567.90
Government Securities^684,195.48 698,658.59
Total Assets $1,980,557.86 $1,974,598.56
Total Liabilities (outstanding balance)——
TOTAL VALUE $1,980,557.86 $1,974,598.56
CASH FLOW
This Period
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
OPENING CASH, BDP, MMFs $126,105.61 $43,948.88
Purchases (275,349.66)(2,377,762.91)
Sales and Redemptions 175,342.15 2,328,607.93
Return of Principal 1,721.53 8,067.83
Income and Distributions 6,552.44 38,541.70
Total Investment Related Activity $(91,733.54)$(2,545.45)
Other Debits —(7,031.36)
Total Cash Related Activity —$(7,031.36)
CLOSING CASH, BDP, MMFs $34,372.07 $34,372.07
INCOME AND DISTRIBUTION SUMMARY
This Period
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
Interest $6,552.44 $38,541.70
Total Taxable Income And Distributions $6,552.44 $38,541.70
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $6,552.44 $38,541.70
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
(9/1/17-9/30/17)
Realized This Year
(1/1/17-9/30/17)
Unrealized
Inception to Date
(as of 9/30/17)
Short-Term Gain $911.68 $5,365.59 $4,050.88
Short-Term (Loss)(1,679.12)(22,627.16)(4,024.43)
Total Short-Term $(767.44)$(17,261.57)$26.45
Long-Term Gain —2,130.78 5,826.51
Long-Term (Loss)—(512.00)(735.82)
Total Long-Term —$1,618.78 $5,090.69
TOTAL GAIN/(LOSS)$(767.44)$(15,642.79)$5,117.14
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
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)Category
This Period
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
Accrued Interest Paid $678.08 $11,891.11 Accrued Interest Received 331.44 9,286.10
U.S. Treasury Coupon Interest 1,461.25 6,811.54
Account Detail
CLIENT STATEMENT For the Period September 1-30, 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 39 of 130
† Inform us if your investment objectives, as defined in the Expanded Disclosures, change.
HOLDINGS
This section reflects positions purchased/sold on a trade date basis. "Market Value" and "Unrealized Gain/(Loss)" may not reflect the value that could be obtained in the market. Fixed Income securities are sorted
by maturity or pre-refunding date, and alphabetically within date. Estimated Annual Income a) is calculated on a pre-tax basis, b) does not include any reduction for applicable non-US withholding taxes, c) may
include return of principal or capital gains which could overstate such estimates, and d) for securities that have a defined maturity date within the next 12 months, is reflected only through maturity date. Actual
income or yield may be lower or higher than the estimates. Current yield reflects the income generated by an investment, and does not reflect changes in its price. Structured Investments, identified on the
Position Description Details line as "Asset Class: Struct Inv," may appear in various statement product categories. When displayed, the accrued interest, annual income and current yield for those with a
contingent income feature (e.g., Range Accrual Notes or Contingent Income Notes) are estimates and assume specified accrual conditions are met during the relevant period and payment in full of all contingent
interest. For Floating Rate Securities, the accrued interest, annual income and current yield are estimates based on the current floating coupon rate and may not reflect historic rates within the accrual period.
CASH, BANK DEPOSIT PROGRAM AND MONEY MARKET FUNDS
Cash, Bank Deposit Program, and Money Market Funds are generally displayed on a settlement date basis. You have the right to instruct us to liquidate your bank deposit balance(s) or shares of any money market
fund balance(s) at any time and have the proceeds of such liquidation remitted to you. Estimated Annual Income, Accrued Interest, and APY% will only be displayed for fully settled positions.
Description Market Value
7-Day
Current Yield %Est Ann Income APY %
MORGAN STANLEY PRIVATE BANK NA #$34,372.07 —$17.00 0.050
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 1.74%$34,372.07 $17.00
# 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
$100.090
100.357
100.122
$99.987
99.987
$29,081.49
$29,026.20
10,035.70
10,012.15
$28,996.23
9,998.70
$(29.97)
(13.45)
LT
LT
Total 39,000.000 39,117.19
39,038.35 38,994.93 (43.42)LT
605.00
214.93
1.55
Int. Semi-Annually May/Nov 22; Yield to Maturity 1.569%; Moody A3 S&P BBB+; Issued 05/22/13; Asset Class: FI & Pref
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
7
8
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 40 of 130
Security Description Trade Date Face Value
Orig Unit Cost
Adj Unit Cost Unit Price
Orig Total Cost
Adj Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
BP CAPITAL MARKETS PLC
Coupon Rate 2.241%; Matures 09/26/2018; CUSIP 05565QCG1
11/16/15 38,000.000 101.376
100.483
100.605 38,522.88
38,183.64 38,229.90 46.26 LT
852.00
9.46
2.22
Int. Semi-Annually Mar/Sep 26; Yield to Maturity 1.622%; 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
110.306
110.420 37,565.22
36,401.01 36,438.60 37.59 ST
2,822.00
1,058.06
7.74
Int. Semi-Annually May/Nov 15; Yield to Maturity 1.999%; 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
102.074
102.093 38,882.36
38,788.22 38,795.34 7.12 ST
1,140.00
57.00
2.93
Int. Semi-Annually Mar/Sep 12; Callable $100.00 on 02/12/20; Yield to Call 2.088%; 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
100.142
99.787 39,062.40
39,055.48 38,916.93 (138.55)ST
780.00
32.50
2.00
Int. Semi-Annually Mar/Sep 15; Yield to Maturity 2.089%; 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
100.119
100.045 39,051.87
39,046.34 39,017.55 (28.79)ST
702.00
271.04
1.79
Int. Semi-Annually May/Nov 11; Yield to Maturity 1.782%; 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
101.789
101.724 38,745.94
38,679.84 38,655.12 (24.72)ST
1,064.00
206.88
2.75
Int. Semi-Annually Jan/Jul 20; Callable $100.00 on 06/20/20; Yield to Call 2.144%; 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
103.599
103.655 39,518.10
39,367.69 39,388.90 21.21 ST
1,368.00
626.99
3.47
Int. Semi-Annually Apr/Oct 15; Callable $100.00 on 09/15/20; Yield to Call 2.314%; 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
105.423
106.349 38,336.76
37,952.29 38,285.64 333.35 ST
1,512.00
63.00
3.94
Int. Semi-Annually Mar/Sep 15; Callable $100.00 on 02/15/21; Yield to Call 2.236%; 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
107.099
108.050 38,816.64
38,555.64 38,898.00 342.36 ST
1,710.00
356.24
4.39
Int. Semi-Annually Jan/Jul 15; Yield to Maturity 2.510%; Moody BAA1 S&P BBB; Issued 07/19/11; Asset Class: FI & Pref
SUMITOMO MITSUI FINL GRP
Coupon Rate 2.446%; Matures 10/19/2021; CUSIP 86562MAJ9
9/20/17
9/21/17
27,000.000
11,000.000
101.666
101.656
101.622
101.616
101.685
101.685
27,449.77
27,447.17
11,178.42
11,177.73
27,454.95
11,185.35
7.78
7.62
ST
ST
Total 38,000.000 38,628.19
38,624.90 38,640.30 15.40 ST
930.00
183.32
2.40
Interest Paid Quarterly Jan 19; Yield to Maturity 2.011%; Floater; Moody A1 S&P A-; Issued 10/19/16; Asset Class: FI & Pref
ROYAL BANK OF CANADA
Coupon Rate 2.040%; Matures 02/01/2022; CUSIP 78012KZD2
9/18/17 39,000.000 100.812
100.807
100.721 39,316.68
39,314.59 39,281.19 (33.40)ST
796.00
128.21
2.02
Interest Paid Quarterly May 02; Yield to Maturity 1.866%; Floater; Moody A1 S&P AA-; Issued 01/31/17; Asset Class: FI & Pref
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 41 of 130
Security Description Trade Date Face Value
Orig Unit Cost
Adj Unit Cost Unit Price
Orig Total Cost
Adj Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
VERIZON COMMUNICATIONS
Coupon Rate 3.125%; Matures 03/16/2022; CUSIP 92343VDW1
7/5/17 39,000.000 101.424
101.359
102.471 39,555.36
39,530.19 39,963.69 433.50 ST
1,219.00
47.39
3.05
Int. Semi-Annually Mar/Sep 16; Yield to Maturity 2.536%; 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
101.501 39,874.55
39,874.55 41,615.41 1,740.86 LT
1,374.00
171.68
3.30
Int. Semi-Annually Feb/Aug 15; Callable $100.00 on 05/15/22; Yield to Call 2.999%; Moody BAA3 S&P BBB; Issued 08/14/12; Asset Class: FI & Pref
ABBVIE INC
Coupon Rate 2.900%; Matures 11/06/2022; CUSIP 00287YAL3
7/23/14
11/28/14
11/16/15
5,000.000
2,000.000
32,000.000
97.377
97.377
98.078
98.078
96.934
96.934
101.411
101.411
101.411
4,868.85
4,868.85
1,961.56
1,961.56
31,018.88
31,018.88
5,070.55
2,028.22
32,451.52
201.70
66.66
1,432.64
LT
LT
LT
Total 39,000.000 37,849.29
37,849.29 39,550.29 1,701.00 LT
1,131.00
452.40
2.85
Int. Semi-Annually May/Nov 06; Yield to Maturity 2.602%; 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
100.765
101.713 39,328.38
39,298.27 39,668.07 369.80 ST
1,197.00
219.43
3.01
Int. Semi-Annually Jan/Jul 24; Callable $100.00 on 01/24/22; Yield to Call 2.646%; 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
100.095
102.558
102.558
6,976.20
6,976.20
31,038.75
31,029.50
7,179.06
31,792.98
202.86
763.48
LT
LT
Total 38,000.000 38,014.95
38,005.70 38,972.04 966.34 LT
1,216.00
219.55
3.12
Int. Semi-Annually Jan/Jul 25; Yield to Maturity 2.680%; 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
103.638
103.677 38,688.68
38,345.98 38,360.49 14.51 LT
1,221.00
200.10
3.18
Int. Semi-Annually Feb/Aug 01; Callable $100.00 on 12/01/22; Yield to Call 2.536%; 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
100.260
100.072 40,106.40
40,103.93 40,028.80 (75.13)ST
1,162.00
213.03
2.90
Int. Semi-Annually Jan/Jul 24; Callable $100.00 on 07/24/22; Yield to Maturity 2.891%; 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
106.720
111.050 37,572.50
37,351.96 38,867.50 1,515.54 ST
2,056.00
68.54
5.28
Int. Semi-Annually Mar/Sep 18; Yield to Maturity 3.789%; 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
98.369 39,022.62
39,019.75 38,363.91 (655.84)ST
878.00
394.87
2.28
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
7
9
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 42 of 130
Security Description Trade Date Face Value
Orig Unit Cost
Adj Unit Cost Unit Price
Orig Total Cost
Adj Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
Int. Semi-Annually Apr/Oct 18; Yield to Maturity 2.543%; 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
102.125
104.252 37,903.54
37,786.32 38,573.24 786.92 LT
1,480.00
489.22
3.83
Int. Semi-Annually Jun/Dec 01; Callable $100.00 on 03/01/25; Yield to Call 3.348%; Moody BAA1 S&P BBB+; Issued 05/26/15; Asset Class: FI & Pref
BANK OF AMERICA CORP
Coupon Rate 4.450%; Matures 03/03/2026; CUSIP 06051GFU8
10/4/16 37,000.000 107.141
106.499
105.724 39,642.17
39,404.77 39,117.88 (286.89)ST
1,647.00
123.48
4.21
Int. Semi-Annually Mar/Sep 03; Yield to Maturity 3.654%; 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
111.159
111.583 43,587.18
43,352.05 43,517.37 165.32 ST
2,291.00
572.81
5.26
Int. Semi-Annually Jun/Dec 30; Callable $100.00 on 12/31/25; Yield to Call 4.199%; 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
91.458 39,024.72
39,024.72 38,412.36 (612.36)ST
1,113.00
510.12
2.89
Int. Semi-Annually Apr/Oct 15; Callable $100.00 on 07/15/26; Yield to Maturity 3.774%; 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
100.068
100.068
100.068
27,686.96
27,686.96
5,948.70
5,948.70
4,973.70
4,973.70
28,019.04
6,004.08
5,003.40
332.08
55.38
29.70
ST
ST
ST
Total 39,000.000 38,609.36
38,609.36 39,026.52 417.16 ST
1,414.00
793.27
3.62
Int. Semi-Annually Apr/Oct 01; Callable $100.00 on 01/01/27; Yield to Call 3.616%; 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
100.195 39,894.40
39,894.40 40,078.00 183.60 ST
1,560.00
229.66
3.89
Int. Semi-Annually Feb/Aug 14; Callable $100.00 on 05/14/27; Yield to Call 3.875%; First Coupon 02/14/18; Moody BAA1 (-) S&P BBB+ (-); Issued 08/07/17; Asset Class: FI & Pref
CITIGROUP INC 3.66 FXD TO 07/24/2027 FLTS THRFTR
Coupon Rate 3.668%; Matures 07/24/2028; CUSIP 172967LP4
9/12/17 39,000.000 101.246
101.242
100.979 39,485.94
39,484.19 39,381.81 (102.38)ST
1,431.00
262.26
3.63
Int. Semi-Annually Jan/Jul 24; Callable $100.00 on 07/24/27; Yield to Call 3.549%; First Coupon 01/24/18; Floater; Moody BAA1 S&P BBB+; Issued 07/24/17; Asset Class: FI & Pref
CORPORATE BONDS 1,071,000.000 $1,093,724.27
$1,089,943.42 $1,097,039.78 $5,212.47
$1,883.89
LT
ST
$36,671.00
$8,175.44
3.34%
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 43 of 130
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 1.614%; 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
$100.359
100.359
100.359
$17,943.05
$17,943.05
49,730.45
49,730.45
10,038.67
10,038.67
$18,064.62
50,179.50
10,035.90
$121.57
449.05
(2.77)
LT
LT
ST
Total 78,000.000 77,712.17
77,712.17 78,280.02 570.62
(2.77)
LT
ST
1,259.00
52.46
1.60
Interest Paid Monthly Sep 15; Yield to Maturity 1.514%; Floater; Moody AAA S&P AAA; Issued 02/13/14; Asset Class: FI & Pref
COMET 2016-A6 A
Coupon Rate 1.820%; Matures 09/15/2022; CUSIP 14041NFH9
3/16/17 58,000.000 99.789
99.789
99.959 57,877.68
57,877.68 57,976.22 98.54 ST
1,056.00
43.98
1.82
Interest Paid Monthly Sep 15; Yield to Maturity 1.829%; S&P AAA; Issued 12/08/16; Asset Class: FI & Pref
OTHER FIXED INCOME 136,000.000 $135,589.85
$135,589.85 $136,256.24 $570.62
$95.77
LT
ST
$2,315.00
$96.44
1.70%
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 1,207,000.000 $1,229,314.12
$1,225,533.27 $1,233,296.02 $5,783.09
$1,979.66
LT
ST
$38,986.00
$8,271.88
3.16%
TOTAL CORPORATE FIXED INCOME
(includes accrued interest)
62.88%$1,241,567.90
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
$99.102 $3,961.89
$3,961.89 $3,964.08 $2.19 ST
$30.00
$3.75
0.75
Int. Semi-Annually Feb/Aug 15; Yield to Maturity 1.411%; 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
100.478
100.285 53,290.02
53,253.39 53,151.05 (102.34)ST
861.00
215.31
1.61
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
8
0
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 44 of 130
Security Description Trade Date Face Value
Orig Unit Cost
Adj Unit Cost Unit Price
Orig Total Cost
Adj Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
Int. Semi-Annually Jun/Dec 31; Yield to Maturity 1.459%; 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
99.313 53,607.85
53,607.85 53,629.02 21.17 ST
743.00
64.56
1.38
Int. Semi-Annually Feb/Aug 29; Yield to Maturity 1.617%; 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
101.839
101.934
101.768
102.032
101.859
101.391
101.391
101.391
23,478.95
23,422.99
5,096.70
5,088.42
31,629.80
31,576.24
23,319.93
5,069.55
31,431.21
(103.06)
(18.87)
(145.03)
ST
ST
ST
Total 59,000.000 60,205.45
60,087.65 59,820.69 (266.96)ST
1,254.00
207.82
2.09
Int. Semi-Annually Jan/Jul 31; Yield to Maturity 1.694%; Moody AAA; Issued 01/31/14; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE
Coupon Rate 1.375%; Matures 05/31/2021; CUSIP 912828R77
7/14/17 122,000.000 98.727
98.727
98.648 120,446.82
120,446.82 120,350.56 (96.26)ST
1,678.00
559.16
1.39
Int. Semi-Annually May/Nov 30; Yield to Maturity 1.757%; Moody AAA; Issued 05/31/16; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE
Coupon Rate 1.750%; Matures 03/31/2022; CUSIP 912828J76
5/5/17
7/12/17
106,000.000
61,000.000
99.352
99.352
99.555
99.555
99.434
99.434
105,313.01
105,313.01
60,728.55
60,728.55
105,400.04
60,654.74
87.03
(73.81)
ST
ST
Total 167,000.000 166,041.56
166,041.56 166,054.78 13.22 ST
2,923.00
—
1.76
Int. Semi-Annually Mar/Sep 30; Yield to Maturity 1.882%; Moody AAA; Issued 03/31/15; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE
Coupon Rate 2.250%; Matures 02/15/2027; CUSIP 912828V98
6/6/17
8/8/17
8/14/17
15,000.000
13,000.000
17,000.000
100.903
100.878
99.836
99.836
100.274
100.271
99.395
99.395
99.395
15,135.41
15,131.63
12,978.72
12,978.72
17,046.55
17,045.99
14,909.25
12,921.35
16,897.15
(222.38)
(57.37)
(148.84)
ST
ST
ST
Total 45,000.000 45,160.68
45,156.34 44,727.75 (428.59)ST
1,013.00
126.56
2.26
Int. Semi-Annually Feb/Aug 15; Yield to Maturity 2.322%; Moody AAA; Issued 02/15/17; Asset Class: FI & Pref
UNITED STATES TREASURY BOND-INFLATION INDEXED
Coupon Rate 0.375%; Matures 07/15/2027; CUSIP 9128282L3
9/1/17 40,000.000 100.188
100.255
99.042 40,126.30
40,101.82 39,645.72 (456.10)ST
150.00
31.40
0.37
Int. Semi-Annually Jan/Jul 15; Factor 1.00073000; Moody AAA; Issued 07/15/17; Current Face 40,029.200; Asset Class: FI & Pref
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 45 of 130
Security Description Trade Date Face Value
Orig Unit Cost
Adj Unit Cost Unit Price
Orig Total Cost
Adj Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
UNITED STATES TREASURY NOTE
Coupon Rate 2.250%; Matures 08/15/2027; CUSIP 9128282R0
9/25/17 30,000.000 100.262
100.262
99.320 30,078.63
30,078.53 29,796.00 (282.53)ST
675.00
84.37
2.26
Int. Semi-Annually Feb/Aug 15; Yield to Maturity 2.327%; Moody AAA; Issued 08/15/17; Asset Class: FI & Pref
TREASURY SECURITIES 574,000.000 $572,919.20
$572,735.85 $571,139.65 $(1,596.20)ST
$9,327.00
$1,292.93
1.63%
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
$98.205 $39,974.40
$39,974.40 $39,282.00 $(692.40)LT
$550.00
—
1.40
Int. Semi-Annually May/Nov 24; Yield to Maturity 1.886%; Moody AAA S&P AAA; Issued 05/24/16; Asset Class: FI & Pref
FHLMC 30 YR GOLD G08775
Coupon Rate 4.000%; Matures 07/01/2047; CUSIP 3128MJ2H2
9/11/17 83,000.000 105.758
105.758
105.324 87,035.84
87,035.84 86,678.83 (357.01)ST
3,292.00
265.18
3.79
Interest Paid Monthly Jul 01; Yield to Maturity 3.703%; Factor .99153405; Issued 07/01/17; Current Face 82,297.326; Asset Class: FI & Pref
FEDERAL AGENCIES 123,000.000 $127,010.24
$127,010.24 $125,960.83 $(692.40)
$(357.01)
LT
ST
$3,842.00
$265.18
3.05%
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 697,000.000 $699,929.44
$699,746.09 $697,100.48 $(692.40)
$(1,953.21)
LT
ST
$13,169.00
$1,558.11
1.89%
TOTAL GOVERNMENT SECURITIES
(includes accrued interest)
35.38%$698,658.59
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL VALUE $1,925,279.36 $1,964,768.57 $5,090.69
$26.45
LT
ST
$52,172.00
$9,829.99
2.64%
TOTAL VALUE (includes accrued interest)100.00%$1,974,598.56
Unrealized Gain/(Loss) totals only reflect positions that have both cost basis and market value information available. Cash, MMF, Deposits and positions stating 'Please Provide' or 'Pending Corporate Actions' are not
included.
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
8
1
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 46 of 130
ALLOCATION OF ASSETS (^includes accrued interest)
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $34,372.07 ——————
Corporate Fixed Income^——$1,241,567.90 ————
Government Securities^——698,658.59 ————
TOTAL ALLOCATION OF ASSETS^$34,372.07 —$1,940,226.49 ————
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
9/1 9/5 Sold US TSY NOTE 2250 27FB15 ACTED AS AGENT
ACCRUED INTEREST 57.78
45,000.000 $100.8316 $45,432.00
9/5 9/5 Bought US TSY BOND TIIB 0375 27JL15 ACTED AS AGENT
ACCRUED INTEREST 21.17
a/o 09/01/17
40,000.000 100.1875 (40,147.47)
9/12 9/12 Sold FHLMC 30G G08749 4000 47JA01 ACTED AS AGENT
ACCRUED INTEREST 103.63
a/o 09/11/17
92,000.000 105.6953 89,719.88
9/12 9/12 Bought FHLMC 30G G08775 4000 47JL01 ACTED AS AGENT
ACCRUED INTEREST 100.59
a/o 09/11/17
83,000.000 105.7578 (87,136.43)
9/12 9/14 Sold BOSTON PROPERTIE 3650 *26FB01 ACTED AS AGENT
ACCRUED INTEREST 170.03
39,000.000 102.6160 40,190.27
9/12 9/14 Bought CITIGROUP INC 3668 *28JL24 ACTED AS AGENT
ACCRUED INTEREST 198.68
39,000.000 101.2460 (39,684.62)
9/20 9/20 Bought ROYAL BANK OF CA 20405 22FB01 ACTED AS AGENT
ACCRUED INTEREST 110.53
a/o 09/18/17
39,000.000 100.8120 (39,427.21)
9/20 9/22 Bought SUMITOMO MITSUI 24461 21OC19 ACTED AS AGENT
ACCRUED INTEREST 119.25
27,000.000 101.6658 (27,569.02)
9/21 9/25 Bought SUMITOMO MITSUI 24461 21OC19 ACTED AS AGENT
ACCRUED INTEREST 50.82
11,000.000 101.6220 (11,229.24)
9/26 9/26 Bought US TSY NOTE 2250 27AU15 ACTED AS AGENT
ACCRUED INTEREST 77.04
a/o 09/25/17
30,000.000 100.2621 (30,155.67)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $(100,007.51)
TOTAL PURCHASES $(275,349.66)
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 47 of 130
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS (CONTINUED)
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
TOTAL SALES AND REDEMPTIONS $175,342.15
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)
9/15 Return of Principal FHLMC 30G G08749 4000 47JA01 CUSIP: 3128MJZP8 $1,721.53
TOTAL RETURN OF PRINCIPAL $1,721.53
TAXABLE INCOME AND DISTRIBUTIONS
Activity Date Activity Type Description Comments Credits/(Debits)
9/5 Interest Income BANK OF AMERICA C 4450 26MH03 CUSIP: 06051GFU8 $823.25
9/12 Interest Income ACTAVIS FUNDING 3000 *20MH12 CUSIP: 00507UAP6 570.00
9/15 Interest Income CONOCOPHILLIPS CO 4200 *21MH15 CUSIP: 20826FAS5 756.00
9/15 Interest Income ABBOTT LABS 2000 20MH15 CUSIP: 002824AZ3 390.00
9/15 Interest Income FHLMC 30G G08749 4000 47JA01 CUSIP: 3128MJZP8 288.36
9/15 Interest Income BACCT 2014-A1 A 1614 *21JNRG CUSIP: 05522RCQ9 107.91
9/15 Interest Income COMET 2016-A6 A 1820 *22SPRG CUSIP: 14041NFH9 87.97
9/18 Interest Income ECOPETROL SA 5875 23SP18 CUSIP: 279158AC3 1,028.13
9/18 Interest Income VERIZON COMMUNICA 3125 22MH16 CUSIP: 92343VDW1 609.38
9/26 Interest Income BP CAP MRKT PLC 2241 18SP26 CUSIP: 05565QCG1 425.79
9/29 Interest Income US TSY NOTE 1750 22MH31 CUSIP: 912828J76 1,461.25
9/29 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 09/01-09/30)
4.40
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $6,552.44
TOTAL INTEREST $6,552.44
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
9/1 Automatic Investment BANK DEPOSIT PROGRAM $15,156.99
9/5 Automatic Investment BANK DEPOSIT PROGRAM 823.25
9/6 Automatic Investment BANK DEPOSIT PROGRAM 5,284.53
9/12 Automatic Investment BANK DEPOSIT PROGRAM 570.00
9/13 Automatic Investment BANK DEPOSIT PROGRAM 2,583.45
9/15 Automatic Investment BANK DEPOSIT PROGRAM 3,569.06
9/18 Automatic Investment BANK DEPOSIT PROGRAM 1,925.87
9/20 Automatic Redemption BANK DEPOSIT PROGRAM (39,425.00)
9/21 Automatic Redemption BANK DEPOSIT PROGRAM (2.21)
9/22 Automatic Redemption BANK DEPOSIT PROGRAM (27,569.02)
9/25 Automatic Redemption BANK DEPOSIT PROGRAM (11,229.24)
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
8
2
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 48 of 130
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY (CONTINUED)
Activity
Date Activity Type Description Credits/(Debits)
9/26 Automatic Investment BANK DEPOSIT PROGRAM 425.79
9/27 Automatic Redemption BANK DEPOSIT PROGRAM (30,155.67)
9/29 Automatic Investment BANK DEPOSIT PROGRAM 1,461.25
9/29 Automatic Investment BANK DEPOSIT PROGRAM 4.40
NET ACTIVITY FOR PERIOD $(76,576.55)
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
BOSTON PROPERTIE 3.650 2-01-26 05/01/17 09/12/17 39,000.000 $40,020.24 $39,223.78 $796.46
FHLMC 30G G08749 4.000 1-01-47 02/09/17 09/11/17 92,000.000 89,616.25 91,189.18 (1,572.93)
02/09/17 09/15/17 1,721.530 1,721.53 1,814.67 (93.14)
US TSY NOTE 2 1/4 2-15-27 05/30/17 09/01/17 19,000.000 19,158.00 19,042.78 115.22
06/06/17 09/01/17 26,000.000 26,216.22 26,229.27 (13.05)
Short-Term This Period $176,732.24 $177,499.68 $(767.44)
Short-Term Year to Date $2,021,437.57 $2,038,699.14 $(17,261.57)
Net Realized Gain/(Loss) This Period $176,732.24 $177,499.68 $(767.44)
Net Realized Gain/(Loss) Year to Date $2,327,389.66 $2,342,209.43 $(15,642.79)
Treasury regulations require that we report on Form 1099-B a) adjusted cost basis on the sale of covered securities acquired on or after 1/1/11 (or the applicable date for the type of security), b) the gain or loss as
either long-term or short-term, and c) basis adjustments on covered securities due to wash sales, certain corporate actions and transfers by gift or inheritance. This section may not reflect all the basis adjustments
required when filing your tax return. Refer to the Expanded Disclosures.
MESSAGES
Consolidated Statement of Financial Condition (in millions of dollars):
At June 30, 2017 Morgan Stanley Smith Barney LLC had net capital of $2,288 which exceeded the Securities and Exchange Commission's minimum requirement by $2,131. A copy of the Morgan Stanley Smith
Barney LLC Consolidated Statement of Financial Condition at June 30, 2017 can be viewed online at:
http://www.morganstanley.com/about-us-ir/shareholder/morganstanley_smithbarney_llc.pdf or may be mailed to you at no cost by calling 1 (866) 825-1675, after September 15, 2017.
Senior Investor Helpline
For any inquiries or comments or potential concerns, senior investors or someone acting on their behalf may contact our Firm by calling (800) 280-4534.
Sign up for eDelivery of your Account Documents Today
Receiving documents through eDelivery is secure, convenient, green and may even help you save on annual account fees. Accounts enrolled in eDelivery of all eligible account documents for every account within an
Account Link Group may qualify for a reduced annual fee. Contact your Financial Advisor or Private Wealth Advisor for additional details regarding annual account fees.
Simply visit www.morganstanley.com/edelivery to set your eDelivery preferences today. Please note, if you have not already done so, you will first need to register for Morgan Stanley Online prior to making your
eDelivery selections.
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Basic Securities Account
660-110035-095
CITY OF ATLANTIC BEACH
POLICE OFFICERS RETIREMENT SYS
Page 49 of 130
Important Information About Advisory Accounts
Please notify your Financial Advisor if there have been any changes in your financial situation or investment objectives, or if you wish to impose any reasonable restrictions on the management of your Investment
Advisory accounts, or to reasonably modify existing restrictions.
For a copy of the applicable ADV Brochure for Morgan Stanley Smith Barney LLC, or for any investment adviser with whom we contract to manage your investment advisory account, please visit
www.morganstanley.com/ADV, or contact your Financial Advisor. These ADV Brochures contain important information about advisory programs.
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
8
3
This page intentionally left blank
Page 50 of 130
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
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
TOTAL BEGINNING VALUE $1,302,666.79 $1,228,581.20
Credits ——
Debits —(5,297.33)
Security Transfers ——
Net Credits/Debits/Transfers —$(5,297.33)
Change in Value 50,978.87 130,361.79
TOTAL ENDING VALUE $1,353,645.66 $1,353,645.66
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period September 1-30, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
SEP OCT NOV DEC JAN FEB MAR APR MAY JUN JUL AUG SEP
1
1.1
1.2
1.3
1.4
1.5
($
)
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 51 of 130
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
AlternativesMarket Value Percentage
Cash $30,377.48 2.24
Equities 1,290,180.30 95.31
Alternatives 33,087.88 2.44
TOTAL VALUE $1,353,645.66 100.00%
FDIC rules apply and Bank Deposits are eligible for FDIC insurance but are not covered by SIPC. Cash
and securities (including MMFs) are eligible for SIPC coverage. See Expanded Disclosures.
Values may include assets externally held, which are provided to you as a courtesy, and may not be
covered by SIPC. For additional information, refer to the corresponding section of this statement.
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
8
4
Account Summary
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 52 of 130
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 8/31/17)
This Period
(as of 9/30/17)
Cash, BDP, MMFs $23,072.41 $30,490.55
Stocks 1,274,884.67 1,323,268.18
Net Unsettled Purchases/Sales 4,709.71 (113.07)
Total Assets $1,302,666.79 $1,353,645.66
Total Liabilities (outstanding balance)——
TOTAL VALUE $1,302,666.79 $1,353,645.66
CASH FLOW
This Period
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
OPENING CASH, BDP, MMFs $23,072.41 $23,548.92
Purchases (15,720.99)(120,418.02)
Sales and Redemptions 13,619.24 107,134.12
Prior Net Unsettled Purch/Sales 4,709.71 N/A
Net Unsettled Purch/Sales 113.07 113.07
Income and Distributions 4,697.11 25,409.79
Total Investment Related Activity $7,418.14 $12,238.96
Other Debits —(5,297.33)
Total Cash Related Activity —$(5,297.33)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $30,490.55 $30,490.55
INCOME AND DISTRIBUTION SUMMARY
This Period
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
Qualified Dividends $4,695.88 $24,438.74
Other Dividends —967.88
Interest 1.23 3.17
Total Taxable Income And Distributions $4,697.11 $25,409.79
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $4,697.11 $25,409.79
Taxable and tax exempt income classifications are based on the characteristics of the underlying
securities and not the taxable status of the account.
GAIN/(LOSS) SUMMARY
Realized This Period
(9/1/17-9/30/17)
Realized This Year
(1/1/17-9/30/17)
Unrealized
Inception to Date
(as of 9/30/17)
Short-Term Gain —$1,540.20 $14,078.13
Short-Term (Loss)(671.80)(745.39)(5,248.46)
Total Short-Term $(671.80)$794.81 $8,829.67
Long-Term Gain 1,541.92 12,296.46 223,299.93
Long-Term (Loss)(2,458.41)(9,537.81)(11,618.26)
Total Long-Term $(916.49)$2,758.65 $211,681.67
TOTAL GAIN/(LOSS)$(1,588.29)$3,553.46 $220,511.34
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 September 1-30, 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 53 of 130
† Inform us if your investment objectives, as defined in the Expanded Disclosures, change.
HOLDINGS
This section reflects positions purchased/sold on a trade date basis. "Market Value" and "Unrealized Gain/(Loss)" may not reflect the value that could be obtained in the market. Fixed Income securities are sorted
by maturity or pre-refunding date, and alphabetically within date. Estimated Annual Income a) is calculated on a pre-tax basis, b) does not include any reduction for applicable non-US withholding taxes, c) may
include return of principal or capital gains which could overstate such estimates, and d) for securities that have a defined maturity date within the next 12 months, is reflected only through maturity date. Actual
income or yield may be lower or higher than the estimates. Current yield reflects the income generated by an investment, and does not reflect changes in its price. Structured Investments, identified on the
Position Description Details line as "Asset Class: Struct Inv," may appear in various statement product categories. When displayed, the accrued interest, annual income and current yield for those with a
contingent income feature (e.g., Range Accrual Notes or Contingent Income Notes) are estimates and assume specified accrual conditions are met during the relevant period and payment in full of all contingent
interest. For Floating Rate Securities, the accrued interest, annual income and current yield are estimates based on the current floating coupon rate and may not reflect historic rates within the accrual period.
CASH, BANK DEPOSIT PROGRAM AND MONEY MARKET FUNDS
Cash, Bank Deposit Program, and Money Market Funds are generally displayed on a settlement date basis. You have the right to instruct us to liquidate your bank deposit balance(s) or shares of any money market
fund balance(s) at any time and have the proceeds of such liquidation remitted to you. Estimated Annual Income, Accrued Interest, and APY% will only be displayed for fully settled positions.
Description Market Value
7-Day
Current Yield %Est Ann Income APY %
MORGAN STANLEY PRIVATE BANK NA #$30,490.55 —$15.00 0.050
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs $30,490.55 $15.00
NET UNSETTLED PURCHASES/SALES $(113.07)
CASH, BDP, AND MMFs (PROJECTED SETTLED BALANCE)2.24%$30,377.48
# 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
$209.900
209.900
$8,013.63
1,089.51
$10,704.90
1,469.30
$2,691.27
379.79
LT
LT
Total 58.000 9,103.14 12,174.20 3,071.06 LT 273.00 2.24
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
8
5
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 54 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 12/2017; Asset Class: Equities
ABBOTT LABORATORIES (ABT) 10/22/14
2/16/16
5/2/16
170.000
16.000
36.000
41.922
37.969
38.969
53.360
53.360
53.360
7,126.70
607.50
1,402.89
9,071.20
853.76
1,920.96
1,944.50
246.26
518.07
LT
LT
LT
Total 222.000 9,137.09 11,845.92 2,708.83 LT 235.00 1.98
Next Dividend Payable 11/2017; Asset Class: Equities
ABBVIE INC COM (ABBV) 4/6/15 31.000 57.769 88.860 1,790.84 2,754.66 963.82 LT 79.00 2.86
Next Dividend Payable 11/2017; Asset Class: Equities
ACCENTURE PLC IRELAND CL A (ACN) 11/9/15 54.000 104.660 135.070 5,651.64 7,293.78 1,642.14 LT 144.00 1.97
Next Dividend Payable 11/2017; Asset Class: Equities
AIR PROD & CHEM INC (APD) 6/22/17
8/1/17
9/7/17
18.000
23.000
9.000
144.449
147.483
144.187
151.220
151.220
151.220
2,600.09
3,392.11
1,297.68
2,721.96
3,478.06
1,360.98
121.87
85.95
63.30
ST
ST
ST
9/29/17 24.000 151.335 151.220 3,632.05 3,629.28 (2.77)ST
Total 74.000 10,921.93 11,190.28 268.35 ST 281.00 2.51
Next Dividend Payable 11/2017; Asset Class: Equities
ALEXANDRIA REAL ESTATE EQ INC (ARE) 11/9/15 28.000 86.272 118.970 2,415.61 3,331.16 915.55 LT R 96.00 2.88
Next Dividend Payable 10/16/17; 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
63.420
63.420
63.420
11,784.61
2,170.80
2,810.49
13,127.94
2,283.12
2,663.64
1,343.33
112.32
(146.85)
LT
LT
ST
Total 285.000 16,765.90 18,074.70 1,455.65
(146.85)
LT
ST
752.00 4.16
Next Dividend Payable 10/10/17; Asset Class: Equities
AMERIPRISE FINCL INC (AMP) 11/17/15 43.000 113.969 148.510 4,900.65 6,385.93 1,485.28 LT 143.00 2.23
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
86.170
86.170
9,054.54
4,093.79
12,839.33
4,222.33
3,784.79
128.54
LT
ST
Total 198.000 13,148.33 17,061.66 3,784.79
128.54
LT
ST
356.00 2.08
Next Dividend Payable 12/2017; 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
154.120
154.120
154.120
21,282.96
2,985.83
1,301.41
27,279.24
4,777.72
1,387.08
5,996.28
1,791.89
85.67
LT
LT
ST
Total 217.000 25,570.20 33,444.04 7,788.17
85.67
LT
ST
547.00 1.63
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 55 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 11/2017; Asset Class: Equities
ARTHUR J GALLAGHER (AJG) 11/9/15
3/13/17
125.000
18.000
43.483
56.877
61.550
61.550
5,435.41
1,023.79
7,693.75
1,107.90
2,258.34
84.11
LT
ST
Total 143.000 6,459.20 8,801.65 2,258.34
84.11
LT
ST
223.00 2.53
Next Dividend Payable 12/2017; Asset Class: Equities
AUTOMATIC DATA PROCESSING INC (ADP) 11/9/15
2/16/16
54.000
7.000
86.393
83.874
109.320
109.320
4,665.22
587.12
5,903.28
765.24
1,238.06
178.12
LT
LT
Total 61.000 5,252.34 6,668.52 1,416.18 LT 139.00 2.08
Next Dividend Payable 10/01/17; Asset Class: Equities
AVALONBAY COMM INC (AVB) 11/9/15
2/16/16
5/10/16
42.000
5.000
8.000
169.190
164.842
192.080
178.420
178.420
178.420
7,105.98
824.21
1,536.64
7,493.64
892.10
1,427.36
387.66
67.89
(109.28)
LT
LT
LT
Total 55.000 9,466.83 9,813.10 346.27 LT 312.00 3.17
Next Dividend Payable 10/16/17; Asset Class: Alt
BANK OF AMERICA CORP (BAC) 7/27/16
8/15/16
8/30/16
814.000
239.000
144.000
14.631
15.010
15.935
25.340
25.340
25.340
11,909.80
3,587.39
2,294.68
20,626.76
6,056.26
3,648.96
8,716.96
2,468.87
1,354.28
LT
LT
LT
11/4/16 355.000 16.695 25.340 5,926.73 8,995.70 3,068.97 ST
12/1/16 70.000 21.847 25.340 1,529.30 1,773.80 244.50 ST
Total 1,622.000 25,247.90 41,101.48 12,540.11
3,313.47
LT
ST
779.00 1.89
Next Dividend Payable 12/2017; Asset Class: Equities
BB & T CORP (BBT) 10/22/14
1/6/15
12/2/15
41.000
242.000
26.000
36.349
36.810
38.459
46.940
46.940
46.940
1,490.30
8,907.95
999.93
1,924.54
11,359.48
1,220.44
434.24
2,451.53
220.51
LT
LT
LT
2/16/16 16.000 32.788 46.940 524.60 751.04 226.44 LT
12/9/16 67.000 46.725 46.940 3,130.57 3,144.98 14.41 ST
Total 392.000 15,053.35 18,400.48 3,332.72
14.41
LT
ST
517.00 2.80
Next Dividend Payable 12/2017; Asset Class: Equities
BECTON DICKINSON & CO (BDX) 11/9/15
2/16/16
4/22/16
47.000
7.000
12.000
152.187
142.173
159.086
195.950
195.950
195.950
7,152.78
995.21
1,909.03
9,209.65
1,371.65
2,351.40
2,056.87
376.44
442.37
LT
LT
LT
Total 66.000 10,057.02 12,932.70 2,875.68 LT 193.00 1.49
Next Dividend Payable 12/2017; Asset Class: Equities
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
8
6
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 56 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
BLACKROCK INC (BLK) 11/9/15
12/15/15
2/16/16
50.000
7.000
3.000
349.118
325.244
314.557
447.090
447.090
447.090
17,455.92
2,276.71
943.67
22,354.50
3,129.63
1,341.27
4,898.58
852.92
397.60
LT
LT
LT
4/22/16 6.000 368.615 447.090 2,211.69 2,682.54 470.85 LT
Total 66.000 22,887.99 29,507.94 6,619.95 LT 660.00 2.23
Next Dividend Payable 12/2017; Asset Class: Equities
BOSTON PROPERTIES INC (BXP) 2/16/16
3/11/16
14.000
24.000
109.950
120.098
122.880
122.880
1,539.30
2,882.34
1,720.32
2,949.12
181.02
66.78
LT
LT
Total 38.000 4,421.64 4,669.44 247.80 LT 114.00 2.44
Next Dividend Payable 10/31/17; Asset Class: Alt
BRISTOL MYERS SQUIBB CO (BMY) 11/9/15
2/16/16
179.000
13.000
64.769
62.057
63.740
63.740
11,593.58
806.74
11,409.46
828.62
(184.12)
21.88
LT
LT
Total 192.000 12,400.32 12,238.08 (162.24)LT 300.00 2.45
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
84.660
84.660
84.660
3,586.34
2,843.02
2,701.03
3,979.02
3,047.76
3,471.06
392.68
204.74
770.03
LT
LT
LT
12/9/16 27.000 89.799 84.660 2,424.56 2,285.82 (138.74)ST
Total 151.000 11,554.95 12,783.66 1,367.45
(138.74)
LT
ST
242.00 1.89
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
117.500
117.500
117.500
12,107.24
924.22
4,131.68
15,392.50
1,175.00
5,757.50
3,285.26
250.78
1,625.82
LT
LT
LT
4/13/16 23.000 97.547 117.500 2,243.57 2,702.50 458.93 LT
4/22/16 9.000 102.160 117.500 919.44 1,057.50 138.06 LT
11/1/16 30.000 106.339 117.500 3,190.18 3,525.00 334.82 ST
1/3/17 15.000 117.528 117.500 1,762.92 1,762.50 (0.42)ST
2/14/17 25.000 111.900 117.500 2,797.50 2,937.50 140.00 ST
2/28/17 24.000 111.981 117.500 2,687.54 2,820.00 132.46 ST
7/5/17 20.000 104.885 117.500 2,097.70 2,350.00 252.30 ST
Total 336.000 32,861.99 39,480.00 5,758.85
859.16
LT
ST
1,452.00 3.67
Next Dividend Payable 12/2017; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 57 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
CHUBB LTD (CB) 11/9/15
2/16/16
9/11/17
67.000
6.000
18.000
112.204
115.673
145.651
142.550
142.550
142.550
7,517.67
694.04
2,621.72
9,550.85
855.30
2,565.90
2,033.18
161.26
(55.82)
LT
LT
ST
Total 91.000 10,833.43 12,972.05 2,194.44
(55.82)
LT
ST
258.00 1.98
Next Dividend Payable 10/20/17; Asset Class: Equities
CINCINNATI FINANCIAL OHIO (CINF) 11/9/15
2/16/16
65.000
9.000
60.074
61.982
76.570
76.570
3,904.81
557.84
4,977.05
689.13
1,072.24
131.29
LT
LT
Total 74.000 4,462.65 5,666.18 1,203.53 LT 148.00 2.61
Next Dividend Payable 10/16/17; Asset Class: Equities
CME GROUP INC (CME) 11/9/15 210.000 97.152 135.680 20,401.84 28,492.80 8,090.96 LT 554.00 1.94
Next Dividend Payable 12/2017; Asset Class: Equities
CMS ENERGY CP (CMS) 11/9/15
2/16/16
194.000
34.000
34.269
38.860
46.320
46.320
6,648.16
1,321.25
8,986.08
1,574.88
2,337.92
253.63
LT
LT
Total 228.000 7,969.41 10,560.96 2,591.55 LT 303.00 2.86
Next Dividend Payable 11/2017; Asset Class: Equities
COCA COLA CO (KO) 4/24/15 89.000 40.958 45.010 3,645.24 4,005.89 360.65 LT 132.00 3.29
Next Dividend Payable 10/02/17; Asset Class: Equities
COMCAST CORP (NEW) CLASS A (CMCSA) 11/9/15
12/2/15
2/16/16
194.000
56.000
22.000
30.639
30.300
28.734
38.480
38.480
38.480
5,944.02
1,696.78
632.14
7,465.12
2,154.88
846.56
1,521.10
458.10
214.42
LT
LT
LT
9/7/17 31.000 40.800 38.480 1,264.79 1,192.88 (71.91)ST
Total 303.000 9,537.73 11,659.44 2,193.62
(71.91)
LT
ST
191.00 1.63
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
50.050
50.050
50.050
13,408.97
1,644.31
2,513.70
12,262.25
1,951.95
2,652.65
(1,146.72)
307.64
138.95
LT
LT
LT
6/22/16 50.000 44.080 50.050 2,203.99 2,502.50 298.51 LT
11/2/16 54.000 43.105 50.050 2,327.67 2,702.70 375.03 ST
11/9/16 39.000 45.773 50.050 1,785.14 1,951.95 166.81 ST
11/18/16 85.000 44.940 50.050 3,819.90 4,254.25 434.35 ST
Total 565.000 27,703.68 28,278.25 (401.62)
976.19
LT
ST
599.00 2.11
Next Dividend Payable 12/2017; Asset Class: Equities
CULLEN FROST BANKERS INC (CFR) 11/17/15 75.000 69.508 94.920 5,213.10 7,119.00 1,905.90 LT 171.00 2.40
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
8
7
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 58 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 12/2017; Asset Class: Equities
DISCOVER FINCL SVCS (DFS) 11/9/15
12/2/15
4/25/16
35.000
18.000
53.000
56.990
56.050
56.680
64.480
64.480
64.480
1,994.65
1,008.90
3,004.03
2,256.80
1,160.64
3,417.44
262.15
151.74
413.41
LT
LT
LT
12/9/16 37.000 72.040 64.480 2,665.48 2,385.76 (279.72)ST
Total 143.000 8,673.06 9,220.64 827.30
(279.72)
LT
ST
200.00 2.16
Next Dividend Payable 12/2017; Asset Class: Equities
DOVER CORP (DOV) 9/29/16
11/1/16
11/10/16
42.000
26.000
16.000
71.701
66.690
71.550
91.390
91.390
91.390
3,011.43
1,733.94
1,144.80
3,838.38
2,376.14
1,462.24
826.95
642.20
317.44
LT
ST
ST
11/18/16 17.000 70.000 91.390 1,190.00 1,553.63 363.63 ST
2/2/17 19.000 77.571 91.390 1,473.85 1,736.41 262.56 ST
6/23/17 30.000 78.186 91.390 2,345.59 2,741.70 396.11 ST
Total 150.000 10,899.61 13,708.50 826.95
1,981.94
LT
ST
282.00 2.05
Next Dividend Payable 12/2017; Asset Class: Equities
DOWDUPONT INC (DWDP) 11/9/15
12/2/15
5/1/17
105.874
29.339
26.787
51.773
52.742
62.581
69.230
69.230
69.230
5,481.39
1,547.41
1,676.35
7,329.66
2,031.14
1,854.46
1,848.27
483.73
178.11
LT
LT
ST
9/7/17 20.000 64.599 69.230 1,291.98 1,384.60 92.62 ST
Total 182.000 9,997.13 12,599.86 2,332.00
270.73
LT
ST
——
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
88.470
88.470
88.470
7,801.95
1,103.03
2,546.51
8,050.77
1,061.64
2,300.22
248.82
(41.39)
(246.29)
LT
LT
ST
Total 129.000 11,451.49 11,412.63 207.43
(246.29)
LT
ST
299.00 2.61
Next Dividend Payable 10/05/17; Asset Class: Equities
DTE ENERGY COMPANY (DTE) 11/9/15 22.000 79.210 107.360 1,742.62 2,361.92 619.30 LT 73.00 3.09
Next Dividend Payable 10/15/17; Asset Class: Equities
EDISON INTERNATIONAL (EIX) 11/9/15
2/16/16
127.000
21.000
59.158
61.827
77.170
77.170
7,513.12
1,298.37
9,800.59
1,620.57
2,287.47
322.20
LT
LT
Total 148.000 8,811.49 11,421.16 2,609.67 LT 321.00 2.81
Next Dividend Payable 10/31/17; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 59 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
85.540
85.540
85.540
6,260.08
1,270.74
1,989.23
6,757.66
1,283.10
2,224.04
497.58
12.36
234.81
LT
LT
LT
Total 120.000 9,520.05 10,264.80 744.75 LT 250.00 2.43
Next Dividend Payable 12/2017; Asset Class: Equities
EXXON MOBIL CORP (XOM) 11/9/15
2/16/16
238.000
40.000
82.058
81.082
81.980
81.980
19,529.78
3,243.28
19,511.24
3,279.20
(18.54)
35.92
LT
LT
Total 278.000 22,773.06 22,790.44 17.38 LT 856.00 3.75
Next Dividend Payable 12/2017; Asset Class: Equities
FIDELITY NATL INFORMATION SE (FIS) 11/9/15
11/9/15
11/16/15
11.000
60.000
61.000
66.206
66.206
65.360
93.390
93.390
93.390
728.27
3,972.37
3,986.98
1,027.29
5,603.40
5,696.79
299.02
1,631.03
1,709.81
LT
LT
LT
7/5/17 17.000 85.954 93.390 1,461.22 1,587.63 126.41 ST
Total 149.000 10,148.84 13,915.11 3,639.86
126.41
LT
ST
173.00 1.24
Next Dividend Payable 12/2017; Asset Class: Equities
GENERAL ELECTRIC CO (GE) 4/11/17
4/25/17
219.000
116.000
30.027
29.485
24.180
24.180
6,575.98
3,420.26
5,295.42
2,804.88
(1,280.56)
(615.38)
ST
ST
Total 335.000 9,996.24 8,100.30 (1,895.94)ST 322.00 3.97
Next Dividend Payable 10/25/17; Asset Class: Equities
GENL DYNAMICS CORP (GD) 12/15/15
2/16/16
5/2/16
15.000
31.000
10.000
138.700
131.015
142.396
205.580
205.580
205.580
2,080.50
4,061.47
1,423.96
3,083.70
6,372.98
2,055.80
1,003.20
2,311.51
631.84
LT
LT
LT
7/1/16 17.000 141.083 205.580 2,398.41 3,494.86 1,096.45 LT
9/16/16 16.000 151.111 205.580 2,417.77 3,289.28 871.51 LT
11/18/16 7.000 166.954 205.580 1,168.68 1,439.06 270.38 ST
Total 96.000 13,550.79 19,735.68 5,914.51
270.38
LT
ST
323.00 1.63
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
95.650
95.650
95.650
7,265.57
2,410.98
1,245.60
7,843.30
2,391.25
1,339.10
577.73
(19.73)
93.50
LT
LT
ST
11/18/16 13.000 94.178 95.650 1,224.32 1,243.45 19.13 ST
11/30/16 13.000 96.832 95.650 1,258.81 1,243.45 (15.36)ST
6/5/17 16.000 94.285 95.650 1,508.56 1,530.40 21.84 ST
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
8
8
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 60 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 163.000 14,913.84 15,590.95 558.00
119.11
LT
ST
440.00 2.82
Next Dividend Payable 10/02/17; Asset Class: Equities
GILEAD SCIENCE (GILD) 2/16/16
5/17/16
7/20/16
37.000
13.000
22.000
90.731
83.514
86.953
81.020
81.020
81.020
3,357.03
1,085.68
1,912.97
2,997.74
1,053.26
1,782.44
(359.29)
(32.42)
(130.53)
LT
LT
LT
Total 72.000 6,355.68 5,833.44 (522.24)LT 150.00 2.57
Next Dividend Payable 12/2017; Asset Class: Equities
HARTFORD FIN SERS GRP INC (HIG) 11/9/15
2/16/16
1/3/17
342.000
35.000
36.000
46.785
41.159
47.738
55.430
55.430
55.430
16,000.30
1,440.56
1,718.57
18,957.06
1,940.05
1,995.48
2,956.76
499.49
276.91
LT
LT
ST
Total 413.000 19,159.43 22,892.59 3,456.25
276.91
LT
ST
380.00 1.65
Next Dividend Payable 10/02/17; Asset Class: Equities
HCP INCORPORATED (HCP) 8/3/16 86.000 35.562 27.830 3,058.33 2,393.38 (664.95)LT R 127.00 5.30
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
163.560
163.560
163.560
14,142.99
956.00
1,490.51
18,645.84
1,308.48
1,799.16
4,502.85
352.48
308.65
LT
LT
LT
12/13/16 21.000 136.217 163.560 2,860.56 3,434.76 574.20 ST
Total 154.000 19,450.06 25,188.24 5,163.98
574.20
LT
ST
548.00 2.17
Next Dividend Payable 12/2017; Asset Class: Equities
HONEYWELL INTERNATIONAL INC (HON) 11/9/15
2/16/16
4/22/16
76.000
10.000
16.000
101.819
104.144
112.641
141.740
141.740
141.740
7,738.21
1,041.44
1,802.26
10,772.24
1,417.40
2,267.84
3,034.03
375.96
465.58
LT
LT
LT
9/16/16 15.000 113.462 141.740 1,701.93 2,126.10 424.17 LT
10/5/16 9.000 115.190 141.740 1,036.71 1,275.66 238.95 ST
11/1/16 11.000 109.239 141.740 1,201.63 1,559.14 357.51 ST
11/10/16 11.000 113.500 141.740 1,248.50 1,559.14 310.64 ST
Total 148.000 15,770.68 20,977.52 4,299.74
907.10
LT
ST
441.00 2.10
Next Dividend Payable 12/2017; Asset Class: Equities
ILL TOOL WORKS INC (ITW) 11/9/15
2/16/16
125.000
15.000
91.119
93.097
147.960
147.960
11,389.88
1,396.46
18,495.00
2,219.40
7,105.12
822.94
LT
LT
Total 140.000 12,786.34 20,714.40 7,928.06 LT 437.00 2.10
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 61 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 10/10/17; Asset Class: Equities
INTL FLAVORS & FRAGRANCES (IFF) 2/16/16
6/30/16
18.000
9.000
107.500
124.170
142.910
142.910
1,935.00
1,117.53
2,572.38
1,286.19
637.38
168.66
LT
LT
Total 27.000 3,052.53 3,858.57 806.04 LT 75.00 1.94
Next Dividend Payable 10/06/17; 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
130.010
130.010
130.010
23,179.52
2,455.07
1,621.76
29,902.30
3,120.24
1,820.14
6,722.78
665.17
198.38
LT
LT
ST
Total 268.000 27,256.35 34,842.68 7,387.95
198.38
LT
ST
900.00 2.58
Next Dividend Payable 12/2017; Asset Class: Equities
KIMBERLY CLARK CORP (KMB) 11/9/15
11/16/15
12/2/15
9.000
24.000
15.000
117.761
119.094
119.967
117.680
117.680
117.680
1,059.85
2,858.25
1,799.51
1,059.12
2,824.32
1,765.20
(0.73)
(33.93)
(34.31)
LT
LT
LT
2/16/16 7.000 128.299 117.680 898.09 823.76 (74.33)LT
5/2/16 8.000 125.899 117.680 1,007.19 941.44 (65.75)LT
Total 63.000 7,622.89 7,413.84 (209.05)LT 244.00 3.29
Next Dividend Payable 10/03/17; Asset Class: Equities
KLA TENCOR CORP (KLAC) 11/9/15
2/16/16
115.000
11.000
66.847
65.047
106.000
106.000
7,687.41
715.52
12,190.00
1,166.00
4,502.59
450.48
LT
LT
Total 126.000 8,402.93 13,356.00 4,953.07 LT 297.00 2.22
Next Dividend Payable 12/2017; Asset Class: Equities
KRAFT HEINZ CO (KHC) 11/9/15
11/4/16
2/14/17
32.000
28.000
28.000
68.628
83.562
90.140
77.550
77.550
77.550
2,196.09
2,339.74
2,523.92
2,481.60
2,171.40
2,171.40
285.51
(168.34)
(352.52)
LT
ST
ST
R
R
3/31/17 22.000 90.912 77.550 2,000.07 1,706.10 (293.97)ST
Total 110.000 9,059.82 8,530.50 285.51
(814.83)
LT
ST
275.00 3.22
Next Dividend Payable 12/2017; Asset Class: Equities
M&T BANK CORP (MTB) 2/18/16 67.000 105.995 161.040 7,101.69 10,789.68 3,687.99 LT 201.00 1.86
Next Dividend Payable 12/2017; Asset Class: Equities
MC DONALDS CORP (MCD) 4/26/17
6/5/17
28.000
10.000
140.734
152.994
156.680
156.680
3,940.55
1,529.94
4,387.04
1,566.80
446.49
36.86
ST
ST
Total 38.000 5,470.49 5,953.84 483.35 ST 154.00 2.58
Next Dividend Payable 12/2017; Asset Class: Equities
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
8
9
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 62 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
64.030
64.030
64.030
18,517.45
1,499.02
1,732.23
21,898.26
1,920.90
1,728.81
3,380.81
421.88
(3.42)
LT
LT
ST
Total 399.000 21,748.70 25,547.97 3,802.69
(3.42)
LT
ST
750.00 2.93
Next Dividend Payable 10/06/17; 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
51.950
51.950
51.950
10,247.99
1,002.37
547.39
11,688.75
1,142.90
831.20
1,440.76
140.53
283.81
LT
LT
LT
4/26/16 79.000 41.748 51.950 3,298.07 4,104.05 805.98 LT
8/3/16 85.000 38.969 51.950 3,312.36 4,415.75 1,103.39 LT
7/5/17 20.000 50.223 51.950 1,004.45 1,039.00 34.55 ST
Total 447.000 19,412.63 23,221.65 3,774.47
34.55
LT
ST
715.00 3.07
Next Dividend Payable 12/2017; Asset Class: Equities
MICROSOFT CORP (MSFT) 11/9/15
2/16/16
3/11/16
243.000
21.000
69.000
53.859
50.847
52.916
74.490
74.490
74.490
13,087.79
1,067.79
3,651.19
18,101.07
1,564.29
5,139.81
5,013.28
496.50
1,488.62
LT
LT
LT
4/22/16 41.000 51.277 74.490 2,102.37 3,054.09 951.72 LT
Total 374.000 19,909.14 27,859.26 7,950.12 LT 628.00 2.25
Next Dividend Payable 12/2017; Asset Class: Equities
MOLSON COORS BREWING CO CL B (TAP) 2/16/16
3/11/16
6/9/16
30.000
29.000
22.000
85.084
91.748
102.969
81.640
81.640
81.640
2,552.53
2,660.69
2,265.31
2,449.20
2,367.56
1,796.08
(103.33)
(293.13)
(469.23)
LT
LT
LT
5/10/17 22.000 92.762 81.640 2,040.77 1,796.08 (244.69)ST
9/7/17 14.000 88.509 81.640 1,239.12 1,142.96 (96.16)ST
Total 117.000 10,758.42 9,551.88 (865.69)
(340.85)
LT
ST
192.00 2.01
Next Dividend Payable 12/2017; Asset Class: Equities
MONDELEZ INTL INC COM (MDLZ) 11/9/15
12/2/15
5/2/16
181.000
41.000
43.000
43.587
43.576
43.590
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
Next Dividend Payable 10/12/17; Asset Class: Equities
NEXTERA ENERGY INC (NEE) 11/9/15
2/16/16
49.000
27.000
98.693
111.971
146.550
146.550
4,835.96
3,023.23
7,180.95
3,956.85
2,344.99
933.62
LT
LT
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 63 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 76.000 7,859.19 11,137.80 3,278.61 LT 299.00 2.68
Next Dividend Payable 12/2017; Asset Class: Equities
NISOURCE INC (NI) 11/9/15
2/16/16
267.000
34.000
18.870
21.180
25.590
25.590
5,038.29
720.12
6,832.53
870.06
1,794.24
149.94
LT
LT
Total 301.000 5,758.41 7,702.59 1,944.18 LT 211.00 2.73
Next Dividend Payable 11/2017; Asset Class: Equities
NORFOLK SOUTHERN CORP (NSC) 9/28/15 80.000 75.028 132.240 6,002.24 10,579.20 4,576.96 LT 195.00 1.84
Next Dividend Payable 12/2017; Asset Class: Equities
NORTHERN TRUST CORP (NTRS) 11/9/15
2/16/16
130.000
9.000
73.857
58.690
91.930
91.930
9,601.40
528.21
11,950.90
827.37
2,349.50
299.16
LT
LT
Total 139.000 10,129.61 12,778.27 2,648.66 LT 234.00 1.83
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
64.210
64.210
64.210
17,741.17
2,823.65
1,828.29
15,153.56
2,439.98
1,733.67
(2,587.61)
(383.67)
(94.62)
LT
LT
LT
5/2/16 21.000 76.220 64.210 1,600.63 1,348.41 (252.22)LT
11/18/16 21.000 68.690 64.210 1,442.49 1,348.41 (94.08)ST
2/2/17 22.000 68.830 64.210 1,514.26 1,412.62 (101.64)ST
5/5/17 63.000 59.879 64.210 3,772.35 4,045.23 272.88 ST
Total 428.000 30,722.84 27,481.88 (3,318.12)
77.16
LT
ST
1,318.00 4.79
Next Dividend Payable 10/16/17; Asset Class: Equities
PEPSICO INC NC (PEP) 2/16/16
3/11/16
1/23/17
32.000
32.000
20.000
98.470
101.232
103.767
111.430
111.430
111.430
3,151.04
3,239.42
2,075.34
3,565.76
3,565.76
2,228.60
414.72
326.34
153.26
LT
LT
ST
8/3/17 22.000 116.452 111.430 2,561.95 2,451.46 (110.49)ST
Total 106.000 11,027.75 11,811.58 741.06
42.77
LT
ST
341.00 2.88
Next Dividend Payable 12/2017; Asset Class: Equities
PFIZER INC (PFE) 11/27/15
2/16/16
4/22/16
577.000
68.000
48.000
32.760
29.655
33.359
35.700
35.700
35.700
18,902.52
2,016.56
1,601.23
20,598.90
2,427.60
1,713.60
1,696.38
411.04
112.37
LT
LT
LT
Total 693.000 22,520.31 24,740.10 2,219.79 LT 887.00 3.58
Next Dividend Payable 12/2017; Asset Class: Equities
PHILIP MORRIS INTL INC (PM) 11/9/15
2/16/16
62.000
11.000
85.028
89.897
111.010
111.010
5,271.76
988.87
6,882.62
1,221.11
1,610.86
232.24
LT
LT
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
9
0
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 64 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 73.000 6,260.63 8,103.73 1,843.10 LT 312.00 3.85
Next Dividend Payable 10/12/17; Asset Class: Equities
PNC FINL SVCS GP (PNC) 11/9/15
2/16/16
1/3/17
224.000
14.000
28.000
94.170
84.041
117.692
134.770
134.770
134.770
21,094.08
1,176.57
3,295.37
30,188.48
1,886.78
3,773.56
9,094.40
710.21
478.19
LT
LT
ST
Total 266.000 25,566.02 35,848.82 9,804.61
478.19
LT
ST
798.00 2.22
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
108.660
108.660
108.660
5,483.06
1,584.08
1,869.76
5,867.64
1,629.90
2,173.20
384.58
45.82
303.44
LT
LT
LT
8/2/16 16.000 103.710 108.660 1,659.36 1,738.56 79.20 LT
5/1/17 14.000 109.781 108.660 1,536.93 1,521.24 (15.69)ST
9/27/17 26.000 108.391 108.660 2,818.17 2,825.16 6.99 ST
Total 145.000 14,951.36 15,755.70 813.04
(8.70)
LT
ST
261.00 1.65
Next Dividend Payable 12/2017; Asset Class: Equities
PROCTER & GAMBLE (PG) 11/9/15
2/16/16
25.000
14.000
75.300
81.277
90.980
90.980
1,882.50
1,137.88
2,274.50
1,273.72
392.00
135.84
LT
LT
Total 39.000 3,020.38 3,548.22 527.84 LT 108.00 3.04
Next Dividend Payable 11/2017; Asset Class: Equities
PROGRESSIVE CORP OHIO (PGR) 11/9/15 113.000 31.398 48.420 3,548.01 5,471.46 1,923.45 LT 77.00 1.40
Next Dividend Payable 02/2018; Asset Class: Equities
PRUDENTIAL FINANCIAL INC (PRU) 11/9/15
6/30/16
97.000
30.000
85.905
69.758
106.320
106.320
8,332.79
2,092.75
10,313.04
3,189.60
1,980.25
1,096.85
LT
LT
Total 127.000 10,425.54 13,502.64 3,077.10 LT 381.00 2.82
Next Dividend Payable 12/2017; Asset Class: Equities
QUALCOMM INC (QCOM) 9/8/15
1/23/17
108.000
49.000
55.087
55.558
51.840
51.840
5,949.36
2,722.33
5,598.72
2,540.16
(350.64)
(182.17)
LT
ST
Total 157.000 8,671.69 8,138.88 (350.64)
(182.17)
LT
ST
358.00 4.39
Next Dividend Payable 12/2017; Asset Class: Equities
R P M INC (RPM) 11/9/15
12/2/15
4/19/17
64.000
21.000
44.000
45.561
47.278
50.825
51.340
51.340
51.340
2,915.89
992.83
2,236.29
3,285.76
1,078.14
2,258.96
369.87
85.31
22.67
LT
LT
ST
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 65 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 129.000 6,145.01 6,622.86 455.18
22.67
LT
ST
155.00 2.34
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
66.060
66.060
66.060
6,928.98
632.20
2,893.38
10,503.54
924.84
4,161.78
3,574.56
292.64
1,268.40
LT
LT
LT
9/16/16 23.000 50.060 66.060 1,151.37 1,519.38 368.01 LT
10/5/16 25.000 50.082 66.060 1,252.06 1,651.50 399.44 ST
Total 284.000 12,857.99 18,761.04 5,503.61
399.44
LT
ST
392.00 2.08
Next Dividend Payable 10/16/17; Asset Class: Equities
S&P GLOBAL INC COM (SPGI) 11/9/15 25.000 96.094 156.310 2,402.34 3,907.75 1,505.41 LT 41.00 1.04
Next Dividend Payable 12/2017; Asset Class: Equities
SCHLUMBERGER LTD (SLB) 11/9/15
12/22/15
5/10/16
51.000
31.000
30.000
78.020
69.491
73.758
69.760
69.760
69.760
3,979.02
2,154.21
2,212.73
3,557.76
2,162.56
2,092.80
(421.26)
8.35
(119.93)
LT
LT
LT
8/30/16 20.000 81.296 69.760 1,625.91 1,395.20 (230.71)LT
11/7/16 45.000 79.150 69.760 3,561.75 3,139.20 (422.55)ST
Total 177.000 13,533.62 12,347.52 (763.55)
(422.55)
LT
ST
354.00 2.86
Next Dividend Payable 10/13/17; Asset Class: Equities
SIMON PPTY GROUP INC (SPG) 11/9/15
2/16/16
5/13/16
55.000
6.000
11.000
190.056
185.823
196.291
161.010
161.010
161.010
10,453.07
1,114.94
2,159.20
8,855.55
966.06
1,771.11
(1,597.52)
(148.88)
(388.09)
LT
LT
LT
7/27/17 8.000 165.286 161.010 1,322.29 1,288.08 (34.21)ST
Total 80.000 15,049.50 12,880.80 (2,134.49)
(34.21)
LT
ST
556.00 4.31
Next Dividend Payable 11/2017; Asset Class: Alt
SNAP-ON INC (SNA) 11/9/15 16.000 169.053 149.010 2,704.84 2,384.16 (320.68)LT 45.00 1.88
Next Dividend Payable 12/2017; Asset Class: Equities
STANLEY BLACK & DECKER INC (SWK) 2/16/16
2/23/16
11/1/16
31.000
18.000
10.000
92.966
93.440
113.557
150.970
150.970
150.970
2,881.95
1,681.92
1,135.57
4,680.07
2,717.46
1,509.70
1,798.12
1,035.54
374.13
LT
LT
ST
5/1/17 11.000 136.363 150.970 1,499.99 1,660.67 160.68 ST
Total 70.000 7,199.43 10,567.90 2,833.66
534.81
LT
ST
176.00 1.66
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
9
1
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 66 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 12/2017; Asset Class: Equities
T ROWE PRICE GROUP INC (TROW) 11/17/15 162.000 75.381 90.650 12,211.77 14,685.30 2,473.53 LT 369.00 2.51
Next Dividend Payable 12/2017; 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
89.640
89.640
89.640
12,033.14
790.05
1,500.72
18,914.04
1,344.60
2,330.64
6,880.90
554.55
829.92
LT
LT
LT
Total 252.000 14,323.91 22,589.28 8,265.37 LT 625.00 2.76
Next Dividend Payable 11/2017; Asset Class: Equities
TIFFANY & COMPANY NEW (TIF) 11/9/15 19.000 79.957 91.780 1,519.19 1,743.82 224.63 LT 38.00 2.17
Next Dividend Payable 10/10/17; Asset Class: Equities
TIME WARNER INC NEW (TWX) 11/9/15 65.000 68.505 102.450 4,452.83 6,659.25 2,206.42 LT 105.00 1.57
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
122.520
122.520
122.520
18,468.02
1,378.56
1,715.07
20,093.28
1,470.24
1,960.32
1,625.26
91.68
245.25
LT
LT
LT
7/5/17 13.000 126.324 122.520 1,642.21 1,592.76 (49.45)ST
Total 205.000 23,203.86 25,116.60 1,962.19
(49.45)
LT
ST
590.00 2.34
Next Dividend Payable 12/2017; 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
53.590
53.590
53.590
10,433.20
687.26
2,153.12
12,968.78
911.03
2,250.78
2,535.58
223.77
97.66
LT
LT
ST
Total 301.000 13,273.58 16,130.59 2,759.35
97.66
LT
ST
361.00 2.23
Next Dividend Payable 10/16/17; Asset Class: Equities
UNION PACIFIC CORP (UNP) 11/9/15
11/18/16
12/1/16
81.000
11.000
19.000
86.780
99.917
103.535
115.970
115.970
115.970
7,029.18
1,099.09
1,967.16
9,393.57
1,275.67
2,203.43
2,364.39
176.58
236.27
LT
ST
ST
3/1/17 15.000 110.375 115.970 1,655.63 1,739.55 83.92 ST
5/1/17 11.000 112.186 115.970 1,234.05 1,275.67 41.62 ST
Total 137.000 12,985.11 15,887.89 2,364.39
538.39
LT
ST
332.00 2.08
Next Dividend Payable 12/2017; Asset Class: Equities
V F CORPORATION (VFC) 2/16/16
5/2/16
29.000
27.000
60.010
63.687
63.570
63.570
1,740.29
1,719.55
1,843.53
1,716.39
103.24
(3.16)
LT
LT
Total 56.000 3,459.84 3,559.92 100.08 LT 94.00 2.64
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 67 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 12/2017; 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
76.930
76.930
76.930
1,035.12
2,345.82
1,304.30
1,461.67
3,307.99
1,615.53
426.55
962.17
311.23
LT
LT
ST
2/2/17 20.000 65.630 76.930 1,312.60 1,538.60 226.00 ST
Total 103.000 5,997.84 7,923.79 1,388.72
537.23
LT
ST
288.00 3.63
Next Dividend Payable 12/2017; Asset Class: Equities
VALIDUS HOLDINGS LTD COM (VR) 11/9/15 53.000 45.163 49.210 2,393.62 2,608.13 214.51 LT 81.00 3.10
Next Dividend Payable 12/2017; 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
49.490
49.490
49.490
2,910.67
11,132.66
1,503.52
2,969.40
11,927.09
1,484.70
58.73
794.43
(18.82)
LT
LT
LT
5/2/16 29.000 51.210 49.490 1,485.09 1,435.21 (49.88)LT
2/2/17 30.000 47.987 49.490 1,439.60 1,484.70 45.10 ST
Total 390.000 18,471.54 19,301.10 784.46
45.10
LT
ST
920.00 4.76
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
77.220
77.220
77.220
4,681.53
1,254.39
1,382.50
4,633.20
1,235.52
1,312.74
(48.33)
(18.87)
(69.76)
ST
ST
ST
9/6/17 19.000 81.867 77.220 1,555.48 1,467.18 (88.30)ST
Total 112.000 8,873.90 8,648.64 (225.26)ST 179.00 2.06
Next Dividend Payable 12/2017; Asset Class: Equities
WELLS FARGO & CO NEW (WFC) 11/9/15
2/16/16
4/22/16
584.000
70.000
32.000
55.310
48.336
50.555
55.150
55.150
55.150
32,301.10
3,383.49
1,617.77
32,207.60
3,860.50
1,764.80
(93.50)
477.01
147.03
LT
LT
LT
Total 686.000 37,302.36 37,832.90 530.54 LT 1,070.00 2.82
Next Dividend Payable 12/2017; Asset Class: Equities
WYNDHAM WORLDWIDE CORP (WYN) 11/9/15
12/2/15
29.000
14.000
80.528
76.296
105.410
105.410
2,335.30
1,068.14
3,056.89
1,475.74
721.59
407.60
LT
LT
Total 43.000 3,403.44 4,532.63 1,129.19 LT 100.00 2.20
Next Dividend Payable 12/2017; Asset Class: Equities
XCEL ENERGY INC (XEL) 11/9/15
2/16/16
234.000
29.000
34.903
38.607
47.320
47.320
8,167.21
1,119.60
11,072.88
1,372.28
2,905.67
252.68
LT
LT
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
9
2
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 68 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 263.000 9,286.81 12,445.16 3,158.35 LT 379.00 3.04
Next Dividend Payable 10/20/17; Asset Class: Equities
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 97.76%$1,102,756.84 $1,323,268.18 $211,681.67
$8,829.67
LT
ST
$33,509.00 2.53%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL VALUE 100.00%$1,102,756.84 $1,353,645.66 $211,681.67
$8,829.67
LT
ST
$33,524.00
—
2.48%
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.
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 $30,377.48 ——————
Stocks —$1,290,180.30 —$33,087.88 ———
TOTAL ALLOCATION OF ASSETS $30,377.48 $1,290,180.30 —$33,087.88 ———
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
9/6 9/1 Cash in Lieu DOWDUPONT INC CASH IN LIEU OF FRACTIONS $54.01
9/6 9/8 Sold TIFFANY & COMPANY NEW ACTED AS AGENT 28.000 $93.4528 2,616.61
9/6 9/8 Sold L BRANDS INC COM ACTED AS AGENT 54.000 37.4253 2,020.92
9/6 9/8 Bought WALGREENS BOOTS ALLIANCE INC ACTED AS AGENT 19.000 81.8675 (1,555.48)
9/7 9/11 Sold WESTROCK CO COM ACTED AS AGENT 29.000 55.9908 1,623.69
9/7 9/11 Bought AIR PROD & CHEM INC ACTED AS AGENT 9.000 144.1868 (1,297.68)
9/7 9/11 Bought DOWDUPONT INC ACTED AS AGENT 20.000 64.5989 (1,291.98)
9/7 9/11 Bought COMCAST CORP (NEW) CLASS A ACTED AS AGENT 31.000 40.7996 (1,264.79)
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 69 of 130
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS (CONTINUED)
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
9/7 9/11 Bought MOLSON COORS BREWING CO CL B ACTED AS AGENT 14.000 88.5085 (1,239.12)
9/8 9/12 Sold L BRANDS INC COM ACTED AS AGENT 18.000 36.8997 664.17
9/11 9/13 Sold CINEMARK HOLDINGS INC.ACTED AS AGENT 60.000 33.9266 2,035.55
9/11 9/13 Sold WESTROCK CO COM ACTED AS AGENT 19.000 57.1234 1,085.31
9/11 9/13 Bought CHUBB LTD ACTED AS AGENT 18.000 145.6510 (2,621.72)
9/27 9/29 Bought PPG INDUSTRIES INC ACTED AS AGENT 26.000 108.3912 (2,818.17)
9/29 10/3 Sold PRAXAIR INC ACTED AS AGENT 25.000 140.7629 3,518.98
9/29 10/3 Bought AIR PROD & CHEM INC ACTED AS AGENT 24.000 151.3353 (3,632.05)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $(2,101.75)
TOTAL PURCHASES $(15,720.99)
TOTAL SALES AND REDEMPTIONS $13,619.24
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)
9/29 10/3 Sold PRAXAIR INC UNSETTLED SALE 25.000 $140.7629 $3,518.98
9/29 10/3 Bought AIR PROD & CHEM INC UNSETTLED PURCHASE 24.000 151.3353 (3,632.05)
NET UNSETTLED PURCHASES/SALES $(113.07)
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)
9/1 Qualified Dividend WELLS FARGO & CO NEW $267.54
9/1 Qualified Dividend PFIZER INC 221.76
9/1 Qualified Dividend CONOCOPHILLIPS 149.73
9/1 Qualified Dividend BB & T CORP 129.36
9/1 Qualified Dividend L BRANDS INC COM 84.60
9/1 Qualified Dividend KLA TENCOR CORP 74.34
9/7 Qualified Dividend VALERO ENERGY CP DELA NEW 94.50
9/7 Qualified Dividend DISCOVER FINCL SVCS 50.05
9/8 Qualified Dividend HONEYWELL INTERNATIONAL INC 98.42
9/8 Qualified Dividend ELI LILLY & CO 62.40
9/8 Qualified Dividend WYNDHAM WORLDWIDE CORP 24.94
9/8 Qualified Dividend SNAP-ON INC 11.36
9/11 Qualified Dividend CHEVRON CORP 362.88
9/11 Qualified Dividend EXXON MOBIL CORP 214.06
9/11 Qualified Dividend NORFOLK SOUTHERN CORP 48.80
9/12 Qualified Dividend JOHNSON & JOHNSON 225.12
9/12 Qualified Dividend 3M COMPANY 68.15
9/12 Qualified Dividend PPG INDUSTRIES INC 53.55
9/12 Qualified Dividend WALGREENS BOOTS ALLIANCE INC 37.20
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
9
3
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 70 of 130
TAXABLE INCOME AND DISTRIBUTIONS (CONTINUED)
Activity Date Activity Type Description Comments Credits/(Debits)
9/12 Qualified Dividend S&P GLOBAL INC COM 10.25
9/13 Qualified Dividend METLIFE INCORPORATED 178.80
9/13 Qualified Dividend CINEMARK HOLDINGS INC.39.73
9/14 Qualified Dividend MICROSOFT CORP 145.86
9/14 Qualified Dividend HOME DEPOT INC 137.06
9/14 Qualified Dividend PRUDENTIAL FINANCIAL INC 95.25
9/15 Qualified Dividend NEXTERA ENERGY INC 74.67
9/15 Qualified Dividend DOVER CORP 70.50
9/15 Qualified Dividend KRAFT HEINZ CO 68.75
9/15 Qualified Dividend ARTHUR J GALLAGHER 55.77
9/15 Qualified Dividend CULLEN FROST BANKERS INC 42.75
9/15 Qualified Dividend MOLSON COORS BREWING CO CL B 42.23
9/15 Qualified Dividend PRAXAIR INC 19.69
9/18 Qualified Dividend MC DONALDS CORP 35.72
9/18 Qualified Dividend V F CORPORATION 23.52
9/19 Qualified Dividend ANALOG DEVICES INC 89.10
9/19 Qualified Dividend STANLEY BLACK & DECKER INC 44.10
9/20 Qualified Dividend QUALCOMM INC 89.49
9/22 Qualified Dividend BLACKROCK INC 165.00
9/25 Qualified Dividend CME GROUP INC 138.60
9/28 Qualified Dividend T ROWE PRICE GROUP INC 92.34
9/28 Qualified Dividend GILEAD SCIENCE 37.44
9/29 Qualified Dividend BANK OF AMERICA CORP 194.64
9/29 Qualified Dividend TRAVELERS COMPANIES INC COM 147.60
9/29 Qualified Dividend PEPSICO INC NC 85.33
9/29 Qualified Dividend UNION PACIFIC CORP 82.89
9/29 Qualified Dividend M&T BANK CORP 50.25
9/29 Qualified Dividend DU PONT EI DE NEMOURS & CO 48.26
9/29 Qualified Dividend BECTON DICKINSON & CO 48.18
9/29 Qualified Dividend FIDELITY NATL INFORMATION SE 43.21
9/29 Qualified Dividend VALIDUS HOLDINGS LTD COM 20.14
9/29 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 09/01-09/30)
1.23
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $4,697.11
TOTAL QUALIFIED DIVIDENDS $4,695.88
TOTAL INTEREST $1.23
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
9/1 Automatic Investment BANK DEPOSIT PROGRAM $927.33
9/5 Automatic Investment BANK DEPOSIT PROGRAM 2,174.31
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 71 of 130
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY (CONTINUED)
Activity
Date Activity Type Description Credits/(Debits)
9/7 Automatic Investment BANK DEPOSIT PROGRAM 2,733.96
9/8 Automatic Investment BANK DEPOSIT PROGRAM 197.12
9/11 Automatic Investment BANK DEPOSIT PROGRAM 237.91
9/12 Automatic Investment BANK DEPOSIT PROGRAM 394.27
9/13 Automatic Investment BANK DEPOSIT PROGRAM 882.70
9/14 Automatic Investment BANK DEPOSIT PROGRAM 877.31
9/15 Automatic Investment BANK DEPOSIT PROGRAM 374.36
9/18 Automatic Investment BANK DEPOSIT PROGRAM 59.24
9/19 Automatic Investment BANK DEPOSIT PROGRAM 133.20
9/20 Automatic Investment BANK DEPOSIT PROGRAM 89.49
9/22 Automatic Investment BANK DEPOSIT PROGRAM 165.00
9/25 Automatic Investment BANK DEPOSIT PROGRAM 138.60
9/28 Automatic Investment BANK DEPOSIT PROGRAM 129.78
9/29 Automatic Investment BANK DEPOSIT PROGRAM 1.23
9/29 Automatic Redemption BANK DEPOSIT PROGRAM (2,097.67)
NET ACTIVITY FOR PERIOD $7,418.14
TRANSFERS, CORPORATE ACTIONS AND ADDITIONAL ACTIVITY
CORPORATE ACTIONS
Activity
Date Activity Type Description Comments Quantity
9/1 Exchange Delivered Out DU PONT EI DE NEMOURS & CO EXCHANGE (127.000)
9/1 Exchange Received In DOWDUPONT INC EXCHANGE 162.000
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
CINEMARK HOLDINGS INC.11/09/15 09/11/17 45.000 $1,526.66 $1,662.92 $(136.26)
DOWDUPONT INC 11/09/15 09/01/17 0.814 54.01 42.26 11.75
L BRANDS INC COM 11/09/15 09/06/17 2.000 74.85 187.36 (112.51)
02/16/16 09/06/17 11.000 411.67 910.45 (498.78)
04/28/16 09/06/17 41.000 1,534.40 3,245.26 (1,710.86)
PRAXAIR INC 05/02/16 09/29/17 3.000 422.28 354.37 67.91
07/01/16 09/29/17 22.000 3,096.70 2,490.98 605.72
TIFFANY & COMPANY NEW 11/09/15 09/06/17 28.000 2,616.61 2,238.80 377.81
WESTROCK CO COM 11/09/15 09/07/17 29.000 1,623.69 1,347.45 276.24
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
9
4
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110174-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 72 of 130
LONG-TERM GAIN/(LOSS) (CONTINUED)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
11/09/15 09/11/17 19.000 1,085.31 882.82 202.49
Long-Term This Period $12,446.18 $13,362.67 $(916.49)
Long-Term Year to Date $95,075.42 $92,316.77 $2,758.65
SHORT-TERM GAIN/(LOSS)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
CINEMARK HOLDINGS INC.03/13/17 09/11/17 15.000 508.89 659.30 (150.41)
L BRANDS INC COM 11/01/16 09/08/17 18.000 664.17 1,185.56 (521.39)
Short-Term This Period $1,173.06 $1,844.86 $(671.80)
Short-Term Year to Date $12,058.70 $11,263.89 $794.81
Net Realized Gain/(Loss) This Period $13,619.24 $15,207.53 $(1,588.29)
Net Realized Gain/(Loss) Year to Date $107,134.12 $103,580.66 $3,553.46
Treasury regulations require that we report on Form 1099-B a) adjusted cost basis on the sale of covered securities acquired on or after 1/1/11 (or the applicable date for the type of security), b) the gain or loss as
either long-term or short-term, and c) basis adjustments on covered securities due to wash sales, certain corporate actions and transfers by gift or inheritance. This section may not reflect all the basis adjustments
required when filing your tax return. Refer to the Expanded Disclosures.
MESSAGES
Consolidated Statement of Financial Condition (in millions of dollars):
At June 30, 2017 Morgan Stanley Smith Barney LLC had net capital of $2,288 which exceeded the Securities and Exchange Commission's minimum requirement by $2,131. A copy of the Morgan Stanley Smith
Barney LLC Consolidated Statement of Financial Condition at June 30, 2017 can be viewed online at:
http://www.morganstanley.com/about-us-ir/shareholder/morganstanley_smithbarney_llc.pdf or may be mailed to you at no cost by calling 1 (866) 825-1675, after September 15, 2017.
Senior Investor Helpline
For any inquiries or comments or potential concerns, senior investors or someone acting on their behalf may contact our Firm by calling (800) 280-4534.
Sign up for eDelivery of your Account Documents Today
Receiving documents through eDelivery is secure, convenient, green and may even help you save on annual account fees. Accounts enrolled in eDelivery of all eligible account documents for every account within an
Account Link Group may qualify for a reduced annual fee. Contact your Financial Advisor or Private Wealth Advisor for additional details regarding annual account fees.
Simply visit www.morganstanley.com/edelivery to set your eDelivery preferences today. Please note, if you have not already done so, you will first need to register for Morgan Stanley Online prior to making your
eDelivery selections.
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
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
TOTAL BEGINNING VALUE $549,891.55 $536,807.59
Credits ——
Debits —(2,652.81)
Security Transfers ——
Net Credits/Debits/Transfers —$(2,652.81)
Change in Value 29,088.38 44,825.15
TOTAL ENDING VALUE $578,979.93 $578,979.93
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period September 1-30, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
SEP OCT NOV DEC JAN FEB MAR APR MAY JUN JUL AUG SEP
440
470
500
530
560
590
($
)
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 73 of 130
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Fixed Income & Preferreds
AlternativesMarket Value Percentage
Cash $16,007.20 2.76
Equities 521,692.52 90.11
Fixed Income & Preferreds 3,900.82 0.67
Alternatives 37,379.39 6.46
TOTAL VALUE $578,979.93 100.00%
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
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
9
5
Account Summary
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 74 of 130
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 8/31/17)
This Period
(as of 9/30/17)
Cash, BDP, MMFs $14,614.69 $16,007.20
Stocks 531,454.58 559,071.91
ETFs & CEFs 3,822.28 3,900.82
Total Assets $549,891.55 $578,979.93
Total Liabilities (outstanding balance)——
TOTAL VALUE $549,891.55 $578,979.93
CASH FLOW
This Period
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
OPENING CASH, BDP, MMFs $14,614.69 $28,872.41
Purchases (31,279.26)(124,678.85)
Sales and Redemptions 31,920.94 107,901.28
Income and Distributions 750.83 6,565.17
Total Investment Related Activity $1,392.51 $(10,212.40)
Other Debits —(2,652.81)
Total Cash Related Activity —$(2,652.81)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $16,007.20 $16,007.20
INCOME AND DISTRIBUTION SUMMARY
This Period
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
Qualified Dividends $627.68 $4,067.02
Other Dividends 122.64 2,495.63
Interest 0.51 2.52
Total Taxable Income And Distributions $750.83 $6,565.17
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $750.83 $6,565.17
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
(9/1/17-9/30/17)
Realized This Year
(1/1/17-9/30/17)
Unrealized
Inception to Date
(as of 9/30/17)
Short-Term Gain $1,068.43 $4,056.09 $13,330.29
Short-Term (Loss)(2.79)(2.79)(6,476.94)
Total Short-Term $1,065.64 $4,053.30 $6,853.35
Long-Term Gain 4,821.41 17,896.63 112,006.04
Long-Term (Loss)(10,000.40)(13,396.39)(14,347.02)
Total Long-Term $(5,178.99)$4,500.24 $97,659.02
TOTAL GAIN/(LOSS)$(4,113.35)$8,553.54 $104,512.37
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 September 1-30, 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 75 of 130
† Inform us if your investment objectives, as defined in the Expanded Disclosures, change.
HOLDINGS
This section reflects positions purchased/sold on a trade date basis. "Market Value" and "Unrealized Gain/(Loss)" may not reflect the value that could be obtained in the market. Fixed Income securities are sorted
by maturity or pre-refunding date, and alphabetically within date. Estimated Annual Income a) is calculated on a pre-tax basis, b) does not include any reduction for applicable non-US withholding taxes, c) may
include return of principal or capital gains which could overstate such estimates, and d) for securities that have a defined maturity date within the next 12 months, is reflected only through maturity date. Actual
income or yield may be lower or higher than the estimates. Current yield reflects the income generated by an investment, and does not reflect changes in its price. Structured Investments, identified on the
Position Description Details line as "Asset Class: Struct Inv," may appear in various statement product categories. When displayed, the accrued interest, annual income and current yield for those with a
contingent income feature (e.g., Range Accrual Notes or Contingent Income Notes) are estimates and assume specified accrual conditions are met during the relevant period and payment in full of all contingent
interest. For Floating Rate Securities, the accrued interest, annual income and current yield are estimates based on the current floating coupon rate and may not reflect historic rates within the accrual period.
CASH, BANK DEPOSIT PROGRAM AND MONEY MARKET FUNDS
Cash, Bank Deposit Program, and Money Market Funds are generally displayed on a settlement date basis. You have the right to instruct us to liquidate your bank deposit balance(s) or shares of any money market
fund balance(s) at any time and have the proceeds of such liquidation remitted to you. Estimated Annual Income, Accrued Interest, and APY% will only be displayed for fully settled positions.
Description Market Value
7-Day
Current Yield %Est Ann Income APY %
MORGAN STANLEY PRIVATE BANK NA #$16,007.20 —$8.00 0.050
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 2.76%$16,007.20 $8.00
# 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
$41.710
41.710
$1,000.13
444.84
$1,459.85
583.94
$459.72
139.10
LT
LT
Total 49.000 1,444.97 2,043.79 598.82 LT 33.00 1.61
Next Dividend Payable 11/2017; Asset Class: Equities
ACCO BRANDS CORP (ACCO) 4/4/17 201.000 13.506 11.900 2,714.79 2,391.90 (322.89)ST ——
Asset Class: Equities
AECOM (ACM) 11/10/15
2/22/16
38.000
45.000
30.858
26.720
36.810
36.810
1,172.59
1,202.40
1,398.78
1,656.45
226.19
454.05
LT
LT
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
9
6
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 76 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 83.000 2,374.99 3,055.23 680.24 LT ——
Asset Class: Equities
AEGION CORP COM (AEGN) 11/10/15
9/13/17
59.000
6.000
21.384
22.017
23.280
23.280
1,261.65
132.10
1,373.52
139.68
111.87
7.58
LT
ST
Total 65.000 1,393.75 1,513.20 111.87
7.58
LT
ST
——
Asset Class: Equities
AES CORP (AES) 11/10/15
2/22/16
199.000
25.000
9.664
9.446
11.020
11.020
1,923.16
236.15
2,192.98
275.50
269.82
39.35
LT
LT
R
R
Total 224.000 2,159.31 2,468.48 309.17 LT 108.00 4.37
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
21.680
21.680
21.680
1,289.06
194.89
231.12
1,604.32
238.48
260.16
315.26
43.59
29.04
LT
LT
ST
R
R
Total 97.000 1,715.07 2,102.96 358.85
29.04
LT
ST
210.00 9.98
Next Dividend Payable 10/10/17; 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
42.620
42.620
42.620
468.35
1,714.12
2,498.32
596.68
2,088.38
3,750.56
128.33
374.26
1,252.24
LT
LT
LT
6/24/16 68.000 26.235 42.620 1,783.99 2,898.16 1,114.17 LT
7/21/16 8.000 29.741 42.620 237.93 340.96 103.03 LT
1/11/17 9.000 35.980 42.620 323.82 383.58 59.76 ST
Total 236.000 7,026.53 10,058.32 2,972.03
59.76
LT
ST
71.00 0.70
Next Dividend Payable 10/06/17; Asset Class: Equities
ALASKA AIR GROUP INCORPORATED (ALK) 9/12/17
9/13/17
21.000
1.000
76.057
76.000
76.270
76.270
1,597.20
76.00
1,601.67
76.27
4.47
0.27
ST
ST
Total 22.000 1,673.20 1,677.94 4.74 ST 26.00 1.54
Next Dividend Payable 12/2017; Asset Class: Equities
ALLY FINANCIAL INC (ALLY) 12/4/15
2/22/16
9/13/17
140.000
14.000
2.000
19.907
17.487
22.680
24.260
24.260
24.260
2,787.04
244.82
45.36
3,396.40
339.64
48.52
609.36
94.82
3.16
LT
LT
ST
Total 156.000 3,077.22 3,784.56 704.18
3.16
LT
ST
75.00 1.98
Next Dividend Payable 11/2017; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 77 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
AMC NETWORKS INC CL A (AMCX) 5/19/17 51.000 53.209 58.470 2,713.64 2,981.97 268.33 ST ——
Asset Class: Equities
AMDOCS LIMITED ORD (DOX) 11/10/15
2/22/16
61.000
7.000
60.001
58.927
64.320
64.320
3,660.09
412.49
3,923.52
450.24
263.43
37.75
LT
LT
Total 68.000 4,072.58 4,373.76 301.18 LT 60.00 1.37
Next Dividend Payable 10/20/17; Asset Class: Equities
ANWORTH MORTGAGE ASSET CORP (ANH) 11/10/15
9/13/17
161.000
42.000
4.700
6.037
6.010
6.010
756.70
253.55
967.61
252.42
210.91
(1.13)
LT
ST
Total 203.000 1,010.25 1,220.03 210.91
(1.13)
LT
ST
122.00 9.99
Next Dividend Payable 10/27/17; Asset Class: Alt
ARES COMMERCIAL REAL EST CORP (ACRE) 11/10/15
2/22/16
222.000
28.000
12.639
9.709
13.310
13.310
2,805.81
271.84
2,954.82
372.68
149.01
100.84
LT
LT
Total 250.000 3,077.65 3,327.50 249.85 LT 270.00 8.11
Next Dividend Payable 10/16/17; Asset Class: Alt
ARROW ELECTRONICS (ARW) 11/10/15
2/22/16
7/21/16
98.000
12.000
6.000
58.614
57.182
65.955
80.410
80.410
80.410
5,744.13
686.18
395.73
7,880.18
964.92
482.46
2,136.05
278.74
86.73
LT
LT
LT
Total 116.000 6,826.04 9,327.56 2,501.52 LT ——
Asset Class: Equities
ASSURANT INC (AIZ) 11/10/15
2/22/16
14.000
2.000
84.225
70.635
95.520
95.520
1,179.15
141.27
1,337.28
191.04
158.13
49.77
LT
LT
Total 16.000 1,320.42 1,528.32 207.90 LT 34.00 2.22
Next Dividend Payable 12/2017; Asset Class: Equities
ASSURED GUARANTY LTD (AGO) 11/10/15
2/22/16
1/11/17
86.000
11.000
12.000
28.557
24.197
39.330
37.750
37.750
37.750
2,455.90
266.17
471.96
3,246.50
415.25
453.00
790.60
149.08
(18.96)
LT
LT
ST
Total 109.000 3,194.03 4,114.75 939.68
(18.96)
LT
ST
62.00 1.50
Next Dividend Payable 11/2017; Asset Class: Equities
ATHENE HOLDING LTD CLASS A (ATH) 3/29/17 32.000 49.679 53.840 1,589.72 1,722.88 133.16 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
39.300
39.300
39.300
5,118.49
541.42
515.24
4,401.60
510.90
432.30
(716.89)
(30.52)
(82.94)
LT
LT
ST
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
9
7
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 78 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 136.000 6,175.15 5,344.80 (747.41)
(82.94)
LT
ST
98.00 1.83
Next Dividend Payable 12/2017; Asset Class: Equities
AXIS CAPITAL HOLDINGS LTD (AXS) 11/10/15
2/22/16
9/13/17
16.000
10.000
1.000
55.520
53.607
59.410
57.310
57.310
57.310
888.32
536.07
59.41
916.96
573.10
57.31
28.64
37.03
(2.10)
LT
LT
ST
Total 27.000 1,483.80 1,547.37 65.67
(2.10)
LT
ST
41.00 2.64
Next Dividend Payable 10/2017; Asset Class: Equities
BANKUNITED INC (BKU) 3/28/17 104.000 36.271 35.570 3,772.17 3,699.28 (72.89)ST 87.00 2.35
Next Dividend Payable 10/2017; Asset Class: Equities
BELDEN INC (BDC) 11/10/15
9/13/17
18.000
1.000
63.248
79.270
80.530
80.530
1,138.46
79.27
1,449.54
80.53
311.08
1.26
LT
ST
Total 19.000 1,217.73 1,530.07 311.08
1.26
LT
ST
4.00 0.26
Next Dividend Payable 10/04/17; Asset Class: Equities
BERRY GLOBAL GROUP INC (BERY) 2/22/16
9/13/17
99.000
4.000
30.150
56.470
56.650
56.650
2,984.85
225.88
5,608.35
226.60
2,623.50
0.72
LT
ST
Total 103.000 3,210.73 5,834.95 2,623.50
0.72
LT
ST
——
Asset Class: Equities
BLACKSTONE MTG TRUST INC CL A (BXMT) 9/21/16
3/13/17
48.000
5.000
29.515
30.106
31.020
31.020
1,416.70
150.53
1,488.96
155.10
72.26
4.57
LT
ST
Total 53.000 1,567.23 1,644.06 72.26
4.57
LT
ST
131.00 7.96
Next Dividend Payable 10/13/17; Asset Class: Alt
BMC STK HLDGS INC (BMCH) 11/10/15
2/22/16
5/20/16
133.000
16.000
33.000
17.137
14.714
18.057
21.350
21.350
21.350
2,279.27
235.43
595.87
2,839.55
341.60
704.55
560.28
106.17
108.68
LT
LT
LT
9/13/17 18.000 21.079 21.350 379.43 384.30 4.87 ST
Total 200.000 3,490.00 4,270.00 775.13
4.87
LT
ST
——
Asset Class: Equities
BOOZ ALLEN HAMILTON HLDG CL-A (BAH) 11/10/15
2/22/16
39.000
7.000
29.155
27.187
37.390
37.390
1,137.05
190.31
1,458.21
261.73
321.16
71.42
LT
LT
Total 46.000 1,327.36 1,719.94 392.58 LT 31.00 1.80
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 79 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 11/2017; Asset Class: Equities
BRISTOW GROUP INC (BRS) 6/7/17 118.000 6.880 9.350 811.88 1,103.30 291.42 ST 33.00 2.99
Asset Class: Equities
BROCADE COMMUN SYSTEMS INC (BRCD) 11/10/15
2/22/16
9/13/17
251.000
27.000
2.000
10.728
9.810
12.265
11.950
11.950
11.950
2,692.83
264.87
24.53
2,999.45
322.65
23.90
306.62
57.78
(0.63)
LT
LT
ST
Total 280.000 2,982.23 3,346.00 364.40
(0.63)
LT
ST
62.00 1.85
Next Dividend Payable 10/03/17; Asset Class: Equities
BROOKS-AUTOMATION INC (BRKS) 11/10/15
2/22/16
111.000
16.000
11.258
9.310
30.360
30.360
1,249.66
148.96
3,369.96
485.76
2,120.30
336.80
LT
LT
Total 127.000 1,398.62 3,855.72 2,457.10 LT 51.00 1.32
Next Dividend Payable 12/2017; Asset Class: Equities
BRUNSWICK CORP (BC) 10/28/16 33.000 43.116 55.970 1,422.82 1,847.01 424.19 ST 22.00 1.19
Next Dividend Payable 12/2017; Asset Class: Equities
CABOT CORP (CBT) 11/10/15 29.000 41.164 55.800 1,193.75 1,618.20 424.45 LT 37.00 2.28
Next Dividend Payable 12/2017; Asset Class: Equities
CAMBREX CORP (CBM) 9/12/17 54.000 50.642 55.000 2,734.68 2,970.00 235.32 ST ——
Asset Class: Equities
CARLISLE CO INC (CSL) 4/4/17 31.000 104.444 100.290 3,237.77 3,108.99 (128.78)ST 46.00 1.47
Next Dividend Payable 12/2017; Asset Class: Equities
CARS COM INC (CARS) 11/10/15
2/22/16
6/7/17
22.697
2.303
31.000
29.504
26.939
28.741
26.610
26.610
26.610
669.66
62.04
890.96
603.97
61.28
824.91
(65.69)
(0.76)
(66.05)
LT
LT
ST
9/13/17 1.000 27.110 26.610 27.11 26.61 (0.50)ST
Total 57.000 1,649.77 1,516.77 (66.45)
(66.55)
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
66.000
66.000
66.000
3,875.69
466.80
477.37
6,006.00
792.00
594.00
2,130.31
325.20
116.63
LT
LT
ST
Total 112.000 4,819.86 7,392.00 2,455.51
116.63
LT
ST
72.00 0.97
Next Dividend Payable 12/2017; Asset Class: Equities
CHATHAM LODGING TRUST COM (CLDT) 11/10/15
2/22/16
120.000
14.000
22.452
20.817
21.320
21.320
2,694.19
291.44
2,558.40
298.48
(135.79)
7.04
LT
LT
R
R
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
9
8
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 80 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 134.000 2,985.63 2,856.88 (128.75)LT 177.00 6.19
Next Dividend Payable 10/2017; Asset Class: Alt
CHEMED CORPORATION (CHE) 11/10/15
2/22/16
1/11/17
20.000
4.000
3.000
153.059
128.620
163.137
202.050
202.050
202.050
3,061.17
514.48
489.41
4,041.00
808.20
606.15
979.83
293.72
116.74
LT
LT
ST
Total 27.000 4,065.06 5,455.35 1,273.55
116.74
LT
ST
30.00 0.54
Next Dividend Payable 12/2017; Asset Class: Equities
COHERENT INC (COHR) 11/10/15
2/22/16
1/11/17
31.000
3.000
4.000
63.180
83.540
142.928
235.170
235.170
235.170
1,958.58
250.62
571.71
7,290.27
705.51
940.68
5,331.69
454.89
368.97
LT
LT
ST
Total 38.000 2,780.91 8,936.46 5,786.58
368.97
LT
ST
——
Asset Class: Equities
COLONY NORTHSTAR INC (CLNS) 11/10/15
2/22/16
4/29/16
207.000
25.000
31.000
14.616
11.136
11.890
12.560
12.560
12.560
3,025.58
278.41
368.58
2,599.92
314.00
389.36
(425.66)
35.59
20.78
LT
LT
LT
9/13/17 2.000 12.980 12.560 25.96 25.12 (0.84)ST
Total 265.000 3,698.53 3,328.40 (369.29)
(0.84)
LT
ST
286.00 8.59
Next Dividend Payable 10/16/17; Asset Class: Alt
COLUMBIA BANKING SYSTEMS INC (COLB) 11/10/15
2/22/16
30.000
4.000
35.366
28.650
42.110
42.110
1,060.97
114.60
1,263.30
168.44
202.33
53.84
LT
LT
Total 34.000 1,175.57 1,431.74 256.17 LT 30.00 2.09
Next Dividend Payable 11/2017; Asset Class: Equities
COMMSCOPE HOLDING COMPANY INC (COMM) 9/16/16
11/11/16
9/13/17
79.000
32.000
19.000
30.384
33.030
33.715
33.210
33.210
33.210
2,400.34
1,056.97
640.59
2,623.59
1,062.72
630.99
223.25
5.75
(9.60)
LT
ST
ST
Total 130.000 4,097.90 4,317.30 223.25
(3.85)
LT
ST
——
Asset Class: Equities
CONVERGYS CORPORATION (CVG) 11/10/15
2/22/16
55.000
7.000
25.777
24.877
25.890
25.890
1,417.71
174.14
1,423.95
181.23
6.24
7.09
LT
LT
Total 62.000 1,591.85 1,605.18 13.33 LT 25.00 1.55
Next Dividend Payable 10/06/17; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 81 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
59.720
59.720
59.720
727.07
457.75
106.06
836.08
597.20
119.44
109.01
139.45
13.38
LT
LT
LT
Total 26.000 1,290.88 1,552.72 261.84 LT ——
Asset Class: Equities
CURTISS WRIGHT CORP (CW) 11/10/15
2/22/16
8.000
20.000
68.210
66.786
104.540
104.540
545.68
1,335.72
836.32
2,090.80
290.64
755.08
LT
LT
Total 28.000 1,881.40 2,927.12 1,045.72 LT 17.00 0.58
Next Dividend Payable 10/2017; Asset Class: Equities
CYS INVESTMENTS INC (CYS) 11/10/15
2/22/16
9/13/17
523.000
64.000
10.000
7.222
7.411
8.739
8.640
8.640
8.640
3,777.34
474.29
87.39
4,518.72
552.96
86.40
741.38
78.67
(0.99)
LT
LT
ST
R
R
Total 597.000 4,339.02 5,158.08 820.05
(0.99)
LT
ST
597.00 11.57
Next Dividend Payable 10/11/17; 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
97.960
97.960
97.960
551.05
794.73
1,032.97
685.72
979.60
1,273.48
134.67
184.87
240.51
LT
LT
LT
12/2/15 23.000 76.425 97.960 1,757.78 2,253.08 495.30 LT
2/22/16 7.000 73.410 97.960 513.87 685.72 171.85 LT
1/11/17 4.000 103.078 97.960 412.31 391.84 (20.47)ST
Total 64.000 5,062.71 6,269.44 1,227.20
(20.47)
LT
ST
——
Asset Class: Equities
DICKS SPORTING GOODS INC (DKS) 3/7/17
5/16/17
35.000
32.000
47.810
41.064
27.010
27.010
1,673.35
1,314.06
945.35
864.32
(728.00)
(449.74)
ST
ST
Total 67.000 2,987.41 1,809.67 (1,177.74)ST 46.00 2.54
Next Dividend Payable 12/2017; Asset Class: Equities
DRILL-QUIP INC (DRQ) 12/15/15
2/22/16
19.000
3.000
59.995
52.247
44.150
44.150
1,139.90
156.74
838.85
132.45
(301.05)
(24.29)
LT
LT
Total 22.000 1,296.64 971.30 (325.34)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
43.610
43.610
1,431.19
2,583.36
2,180.50
3,139.92
749.31
556.56
ST
ST
Total 122.000 4,014.55 5,320.42 1,305.87 ST ——
Asset Class: Equities
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
4
9
9
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 82 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
EAST WEST BANCORP (EWBC) 2/22/16
9/21/16
61.000
44.000
29.860
35.957
59.780
59.780
1,821.46
1,582.11
3,646.58
2,630.32
1,825.12
1,048.21
LT
LT
Total 105.000 3,403.57 6,276.90 2,873.33 LT 84.00 1.33
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
69.170
69.170
69.170
1,990.70
286.93
1,208.69
2,144.27
415.02
1,106.72
153.57
128.09
(101.97)
LT
LT
ST
Total 53.000 3,486.32 3,666.01 281.66
(101.97)
LT
ST
37.00 1.00
Next Dividend Payable 12/2017; Asset Class: Equities
ENGILITY HLDGS INC NEW COM (EGL) 9/19/17 72.000 31.811 34.680 2,290.40 2,496.96 206.56 ST ——
Asset Class: Equities
ENVISION HEALTHCARE CORP (EVHC) 11/10/15
2/22/16
34.000
4.000
84.892
70.585
44.950
44.950
2,886.34
282.34
1,528.30
179.80
(1,358.04)
(102.54)
LT
LT
Total 38.000 3,168.68 1,708.10 (1,460.58)LT ——
Asset Class: Equities
ESSENT GROUP LTD COM (ESNT) 11/10/15
2/22/16
4/29/16
99.000
9.000
16.000
24.534
19.406
20.019
40.500
40.500
40.500
2,428.83
174.65
320.31
4,009.50
364.50
648.00
1,580.67
189.85
327.69
LT
LT
LT
Total 124.000 2,923.79 5,022.00 2,098.21 LT ——
Asset Class: Equities
EXTRACTION OIL & GAS LLC (XOG) 1/11/17 29.000 18.990 15.390 550.71 446.31 (104.40)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
48.300
48.300
1,454.07
613.29
1,787.10
772.80
333.03
159.51
LT
LT
Total 53.000 2,067.36 2,559.90 492.54 LT ——
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
22.300
22.300
22.300
1,348.95
875.00
210.00
2,073.90
1,115.00
267.60
724.95
240.00
57.60
LT
ST
ST
9/13/17 2.000 20.485 22.300 40.97 44.60 3.63 ST
Total 157.000 2,474.92 3,501.10 724.95
301.23
LT
ST
——
Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 83 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
FERROGLOBE PLC SHS (GSM) 11/10/15
2/22/16
9/13/17
67.000
10.000
7.000
11.070
7.558
13.206
13.160
13.160
13.160
741.69
75.58
92.44
881.72
131.60
92.12
140.03
56.02
(0.32)
LT
LT
ST
Total 84.000 909.71 1,105.44 196.05
(0.32)
LT
ST
——
Asset Class: Equities
FIDELITY NATIONAL FINANCIAL IN (FNF) 11/10/15
9/13/17
44.000
1.000
34.750
47.630
47.460
47.460
1,529.00
47.63
2,088.24
47.46
559.24
(0.17)
LT
ST
Total 45.000 1,576.63 2,135.70 559.24
(0.17)
LT
ST
45.00 2.10
Next Dividend Payable 12/2017; Asset Class: Equities
FIDELITY NATIONAL FINL INC (FNFV) 11/10/15
2/22/16
33.000
3.000
11.150
9.910
17.150
17.150
367.95
29.73
565.95
51.45
198.00
21.72
LT
LT
Total 36.000 397.68 617.40 219.72 LT ——
Asset Class: Equities
FINISH LINE INC CL A (FINL) 11/10/15
2/22/16
126.000
14.000
18.426
18.677
12.030
12.030
2,321.69
261.48
1,515.78
168.42
(805.91)
(93.06)
LT
LT
Total 140.000 2,583.17 1,684.20 (898.97)LT 62.00 3.68
Next Dividend Payable 12/2017; Asset Class: Equities
FIRST AMERICAN FINL CORP (FAF) 11/10/15
2/22/16
2.000
54.000
38.095
37.350
49.970
49.970
76.19
2,016.90
99.94
2,698.38
23.75
681.48
LT
LT
Total 56.000 2,093.09 2,798.32 705.23 LT 85.00 3.03
Next Dividend Payable 12/2017; 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
373.890
373.890
373.890
1,575.96
239.71
358.00
2,243.34
373.89
373.89
667.38
134.18
15.89
LT
LT
ST
Total 8.000 2,173.67 2,991.12 801.56
15.89
LT
ST
10.00 0.33
Next Dividend Payable 10/02/17; Asset Class: Equities
FIRST MERCHANTS CORP (FRME) 9/18/17 70.000 39.799 42.930 2,785.94 3,005.10 219.16 ST 50.00 1.66
Next Dividend Payable 12/2017; Asset Class: Equities
FIRST MIDW BNCP DELA (FMBI) 3/28/17 70.000 23.156 23.420 1,620.95 1,639.40 18.45 ST 28.00 1.70
Next Dividend Payable 10/10/17; 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
63.150
63.150
63.150
2,460.43
327.93
1,314.00
3,978.45
505.20
1,894.50
1,518.02
177.27
580.50
LT
LT
ST
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
5
0
0
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 84 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
3/30/17 12.000 47.874 63.150 574.49 757.80 183.31 ST
9/13/17 2.000 58.280 63.150 116.56 126.30 9.74 ST
Total 115.000 4,793.41 7,262.25 1,695.29
773.55
LT
ST
87.00 1.19
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
16.570
16.570
16.570
3,256.31
363.80
481.01
4,672.74
563.38
546.81
1,416.43
199.58
65.80
LT
LT
ST
Total 349.000 4,101.12 5,782.93 1,616.01
65.80
LT
ST
——
Asset Class: Equities
FOOT LOCKER INC (FL) 6/29/17 34.000 48.571 35.220 1,651.43 1,197.48 (453.95)ST 42.00 3.50
Next Dividend Payable 10/2017; Asset Class: Equities
FORUM ENERGY TECHNOLOGIES (FET) 9/13/17
9/13/17
117.000
1.000
14.090
14.100
15.900
15.900
1,648.52
14.10
1,860.30
15.90
211.78
1.80
ST
ST
Total 118.000 1,662.62 1,876.20 213.58 ST ——
Asset Class: Equities
FTD COS INC COM (FTD) 11/10/15
2/22/16
3/13/17
60.000
8.000
7.000
25.097
24.156
23.299
13.040
13.040
13.040
1,505.82
193.25
163.09
782.40
104.32
91.28
(723.42)
(88.93)
(71.81)
LT
LT
ST
Total 75.000 1,862.16 978.00 (812.35)
(71.81)
LT
ST
——
Asset Class: Equities
FTI CONSULTING INC (FCN) 11/10/15
2/22/16
32.000
4.000
36.200
34.573
35.480
35.480
1,158.40
138.29
1,135.36
141.92
(23.04)
3.63
LT
LT
Total 36.000 1,296.69 1,277.28 (19.41)LT ——
Asset Class: Equities
GARDNER DENVER HOLDINGS, INC (GDI) 5/23/17
9/13/17
117.000
2.000
23.443
24.700
27.520
27.520
2,742.80
49.40
3,219.84
55.04
477.04
5.64
ST
ST
Total 119.000 2,792.20 3,274.88 482.68 ST ——
Asset Class: Equities
GRANITE CONSTR INC (GVA) 11/10/15
2/22/16
35.000
8.000
38.008
39.125
57.950
57.950
1,330.29
313.00
2,028.25
463.60
697.96
150.60
LT
LT
Total 43.000 1,643.29 2,491.85 848.56 LT 22.00 0.88
Next Dividend Payable 10/13/17; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 85 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
GRAPHIC PACKAGING HOLDING CO (GPK) 11/10/15
2/22/16
9/15/17
236.000
126.000
151.000
13.672
11.535
13.000
13.950
13.950
13.950
3,226.67
1,453.41
1,963.00
3,292.20
1,757.70
2,106.45
65.53
304.29
143.45
LT
LT
ST
Total 513.000 6,643.08 7,156.35 369.82
143.45
LT
ST
154.00 2.15
Next Dividend Payable 10/05/17; Asset Class: Equities
GROUP I AUTOMOTIVE INC (GPI) 11/10/15
2/22/16
20.000
3.000
85.275
53.010
72.460
72.460
1,705.51
159.03
1,449.20
217.38
(256.31)
58.35
LT
LT
Total 23.000 1,864.54 1,666.58 (197.96)LT 22.00 1.32
Next Dividend Payable 12/2017; Asset Class: Equities
GULFPORT ENERGY CORP NEW (GPOR) 9/30/16 87.000 27.976 14.340 2,433.89 1,247.58 (1,186.31)ST ——
Asset Class: Equities
HANMI FINANCIAL CORP NEW (HAFC) 8/29/16
9/21/16
56.000
17.000
26.159
26.286
30.950
30.950
1,464.88
446.86
1,733.20
526.15
268.32
79.29
LT
LT
Total 73.000 1,911.74 2,259.35 347.61 LT 61.00 2.69
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
96.930
96.930
96.930
1,543.18
251.99
3,448.49
1,744.74
290.79
3,683.34
201.56
38.80
234.85
LT
LT
ST
9/13/17 1.000 96.500 96.930 96.50 96.93 0.43 ST
Total 60.000 5,340.16 5,815.80 240.36
235.28
LT
ST
120.00 2.06
Next Dividend Payable 12/2017; Asset Class: Equities
HEIDRICK & STRUGGLES INTL INC (HSII) 11/10/15
2/22/16
61.000
10.000
28.869
22.853
21.150
21.150
1,761.03
228.53
1,290.15
211.50
(470.88)
(17.03)
LT
LT
Total 71.000 1,989.56 1,501.65 (487.91)LT 37.00 2.46
Next Dividend Payable 11/2017; Asset Class: Equities
HILLENBRAND INC (HI) 11/10/15 45.000 30.455 38.850 1,370.46 1,748.25 377.79 LT 37.00 2.11
Next Dividend Payable 12/2017; 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
226.440
226.440
226.440
765.86
538.50
506.16
1,358.64
905.76
679.32
592.78
367.26
173.16
LT
LT
LT
Total 13.000 1,810.52 2,943.72 1,133.20 LT 31.00 1.05
Next Dividend Payable 12/2017; Asset Class: Equities
IAC INTERACTIVECORP COM (IAC) 11/10/15
2/22/16
17.000
27.000
65.260
45.430
117.580
117.580
1,109.42
1,226.61
1,998.86
3,174.66
889.44
1,948.05
LT
LT
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
5
0
1
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 86 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 44.000 2,336.03 5,173.52 2,837.49 LT ——
Asset Class: Equities
ICON PLC (ICLR) 11/10/15
2/22/16
6/24/16
2.000
9.000
39.000
69.835
69.313
67.398
113.880
113.880
113.880
139.67
623.82
2,628.54
227.76
1,024.92
4,441.32
88.09
401.10
1,812.78
LT
LT
LT
Total 50.000 3,392.03 5,694.00 2,301.97 LT ——
Asset Class: Equities
INFINITY PPTY & CASUALTY (IPCC) 11/10/15
2/22/16
14.000
2.000
81.726
80.670
94.200
94.200
1,144.17
161.34
1,318.80
188.40
174.63
27.06
LT
LT
Total 16.000 1,305.51 1,507.20 201.69 LT 37.00 2.45
Next Dividend Payable 12/2017; Asset Class: Equities
INSIGHT ENTERPRISES INC (NSIT) 11/10/15 37.000 26.693 45.920 987.65 1,699.04 711.39 LT ——
Asset Class: Equities
INTEGRA LIFESCIENCES CRP NEW (IART) 11/10/15
2/22/16
22.000
14.000
31.902
29.199
50.480
50.480
701.84
408.79
1,110.56
706.72
408.72
297.93
LT
LT
Total 36.000 1,110.63 1,817.28 706.65 LT ——
Asset Class: Equities
JACOBS ENGINEERING GROUP INC (JEC) 5/5/16 29.000 45.879 58.270 1,330.48 1,689.83 359.35 LT 17.00 1.00
Next Dividend Payable 12/2017; Asset Class: Equities
JAGGED PEAK ENERGY INC COM (JAG) 1/30/17
9/13/17
267.000
4.000
14.441
12.468
13.660
13.660
3,855.80
49.87
3,647.22
54.64
(208.58)
4.77
ST
ST
Total 271.000 3,905.67 3,701.86 (203.81)ST ——
Asset Class: Equities
JONES LANG LASALLE INC (JLL) 10/28/16
11/28/16
14.000
12.000
97.779
100.016
123.500
123.500
1,368.90
1,200.19
1,729.00
1,482.00
360.10
281.81
ST
ST
Total 26.000 2,569.09 3,211.00 641.91 ST 18.00 0.56
Next Dividend Payable 12/2017; Asset Class: Equities
KAR AUCTION SVCS INC (KAR) 11/5/15
11/5/15
11/6/15
18.000
33.000
42.000
37.414
37.757
37.690
47.740
47.740
47.740
673.46
1,246.00
1,583.00
859.32
1,575.42
2,005.08
185.86
329.42
422.08
LT
LT
LT
2/22/16 11.000 34.827 47.740 383.10 525.14 142.04 LT
9/13/17 1.000 46.090 47.740 46.09 47.74 1.65 ST
Total 105.000 3,931.65 5,012.70 1,079.40
1.65
LT
ST
134.00 2.67
Next Dividend Payable 10/03/17; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 87 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
KOSMOS ENERGY LTD (KOS) 1/27/17
9/13/17
378.000
8.000
6.360
7.386
7.960
7.960
2,404.08
59.09
3,008.88
63.68
604.80
4.59
ST
ST
Total 386.000 2,463.17 3,072.56 609.39 ST ——
Asset Class: Equities
LA Z BOY INCORPORATED (LZB) 5/17/17
9/12/17
9/13/17
99.000
55.000
1.000
27.082
25.075
25.030
26.900
26.900
26.900
2,681.07
1,379.11
25.03
2,663.10
1,479.50
26.90
(17.97)
100.39
1.87
ST
ST
ST
Total 155.000 4,085.21 4,169.50 84.29 ST 68.00 1.63
Next Dividend Payable 12/2017; 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
115.850
115.850
115.850
4,122.05
725.77
539.34
8,109.50
1,390.20
695.10
3,987.45
664.43
155.76
LT
LT
LT
Total 88.000 5,387.16 10,194.80 4,807.64 LT 176.00 1.72
Next Dividend Payable 12/2017; Asset Class: Equities
LEUCADIA NAT CP (LUK) 12/15/15
12/18/15
2/22/16
67.000
97.000
19.000
16.888
16.476
15.047
25.250
25.250
25.250
1,131.49
1,598.17
285.90
1,691.75
2,449.25
479.75
560.26
851.08
193.85
LT
LT
LT
1/11/17 21.000 23.660 25.250 496.86 530.25 33.39 ST
Total 204.000 3,512.42 5,151.00 1,605.19
33.39
LT
ST
82.00 1.59
Next Dividend Payable 12/2017; Asset Class: Equities
LIFEPOINT HEALTH INC (LPNT) 11/10/15
2/22/16
27.000
3.000
71.569
64.257
57.900
57.900
1,932.35
192.77
1,563.30
173.70
(369.05)
(19.07)
LT
LT
Total 30.000 2,125.12 1,737.00 (388.12)LT ——
Asset Class: Equities
LIONS GATE ENTMNT CORP CL B (LGF'B) 12/12/16 51.000 26.100 31.790 1,331.10 1,621.29 290.19 ST ——
Asset Class: Equities
LITHIA MOTORS INC A (LAD) 9/2/16
9/15/16
41.000
11.000
84.514
91.404
120.310
120.310
3,465.07
1,005.44
4,932.71
1,323.41
1,467.64
317.97
LT
LT
Total 52.000 4,470.51 6,256.12 1,785.61 LT 56.00 0.89
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
43.550
43.550
1,143.13
185.27
1,872.65
391.95
729.52
206.68
LT
LT
Total 52.000 1,328.40 2,264.60 936.20 LT ——
Asset Class: Equities
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
5
0
2
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 88 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
7.950
7.950
7.950
6,231.88
640.54
395.45
3,259.50
373.65
174.90
(2,972.38)
(266.89)
(220.55)
LT
LT
ST
3/14/17 70.000 14.860 7.950 1,040.19 556.50 (483.69)ST
Total 549.000 8,308.06 4,364.55 (3,239.27)
(704.24)
LT
ST
329.00 7.53
Next Dividend Payable 10/16/17; Asset Class: Equities
MANPOWERGROUP INC COM (MAN) 11/10/15
2/22/16
14.000
3.000
91.140
78.037
117.820
117.820
1,275.96
234.11
1,649.48
353.46
373.52
119.35
LT
LT
Total 17.000 1,510.07 2,002.94 492.87 LT 32.00 1.59
Next Dividend Payable 12/2017; Asset Class: Equities
MARVELL TECH GROUP LTD (MRVL) 4/5/17 251.000 15.129 17.900 3,797.38 4,492.90 695.52 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
64.500
64.500
1,382.06
191.88
1,290.00
258.00
(92.06)
66.12
LT
LT
Total 24.000 1,573.94 1,548.00 (25.94)LT 4.00 0.25
Next Dividend Payable 11/2017; Asset Class: Equities
MFA FINANCIAL INC (MFA) 11/10/15
2/22/16
9/13/17
473.000
61.000
8.000
6.827
6.690
8.725
8.760
8.760
8.760
3,229.31
408.09
69.80
4,143.48
534.36
70.08
914.17
126.27
0.28
LT
LT
ST
Total 542.000 3,707.20 4,747.92 1,040.44
0.28
LT
ST
434.00 9.14
Next Dividend Payable 10/31/17; Asset Class: Alt
MINERALS TECHNOLOGY INC (MTX) 11/10/15
2/22/16
9/13/17
39.000
31.000
2.000
60.921
49.748
66.525
70.650
70.650
70.650
2,375.90
1,542.20
133.05
2,755.35
2,190.15
141.30
379.45
647.95
8.25
LT
LT
ST
Total 72.000 4,051.15 5,086.80 1,027.40
8.25
LT
ST
14.00 0.27
Next Dividend Payable 12/2017; Asset Class: Equities
MTGE INVT CORP (MTGE) 11/10/15
2/22/16
58.000
9.000
14.886
13.438
19.400
19.400
863.36
120.94
1,125.20
174.60
261.84
53.66
LT
LT
Total 67.000 984.30 1,299.80 315.50 LT 121.00 9.30
Next Dividend Payable 10/27/17; Asset Class: Alt
NATIONAL GEN HLDGS CORP (NGHC) 3/17/17 116.000 23.494 19.110 2,725.25 2,216.76 (508.49)ST 19.00 0.85
Next Dividend Payable 10/16/17; Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 89 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
15.020
15.020
15.020
2,029.89
917.86
2,018.00
2,403.20
1,156.54
2,928.90
373.31
238.68
910.90
LT
LT
LT
4/6/17 66.000 14.580 15.020 962.27 991.32 29.05 ST
Total 498.000 5,928.02 7,479.96 1,522.89
29.05
LT
ST
319.00 4.26
Next Dividend Payable 12/2017; Asset Class: Equities
NAVIGANT CONSULTING INC (NCI) 11/10/15
2/22/16
114.000
24.000
17.378
14.865
16.920
16.920
1,981.13
356.75
1,928.88
406.08
(52.25)
49.33
LT
LT
Total 138.000 2,337.88 2,334.96 (2.92)LT ——
Asset Class: Equities
NELNET INC CL A (NNI) 6/24/16 69.000 32.477 50.500 2,240.90 3,484.50 1,243.60 LT 39.00 1.11
Next Dividend Payable 12/2017; Asset Class: Equities
NETAPP INC COM (NTAP) 9/7/17
9/13/17
112.000
1.000
38.501
40.390
43.760
43.760
4,312.11
40.39
4,901.12
43.76
589.01
3.37
ST
ST
Total 113.000 4,352.50 4,944.88 592.38 ST 90.00 1.82
Next Dividend Payable 10/2017; Asset Class: Equities
OFFICE DEPOT (ODP) 5/11/16 362.000 3.708 4.540 1,342.44 1,643.48 301.04 LT 36.00 2.19
Next Dividend Payable 12/2017; Asset Class: Equities
OLIN CORPORATION (OLN) 1/8/16
2/22/16
76.000
9.000
17.008
15.450
34.250
34.250
1,292.62
139.05
2,603.00
308.25
1,310.38
169.20
LT
LT
Total 85.000 1,431.67 2,911.25 1,479.58 LT 68.00 2.33
Next Dividend Payable 12/2017; Asset Class: Equities
ON ASSIGNMENT INC (ASGN) 11/2/16
5/26/17
9/12/17
40.000
32.000
40.000
34.531
52.475
49.254
53.680
53.680
53.680
1,381.24
1,679.20
1,970.14
2,147.20
1,717.76
2,147.20
765.96
38.56
177.06
ST
ST
ST
Total 112.000 5,030.58 6,012.16 981.58 ST ——
Asset Class: Equities
ON SEMICONDUCTOR CORP (ON) 11/10/15
2/22/16
6/24/16
275.000
30.000
155.000
11.259
7.960
9.016
18.470
18.470
18.470
3,096.31
238.80
1,397.42
5,079.25
554.10
2,862.85
1,982.94
315.30
1,465.43
LT
LT
LT
1/11/17 34.000 13.475 18.470 458.15 627.98 169.83 ST
Total 494.000 5,190.68 9,124.18 3,763.67
169.83
LT
ST
——
Asset Class: Equities
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
5
0
3
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 90 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
29.200
29.200
29.200
1,026.20
118.60
181.82
817.60
87.60
146.00
(208.60)
(31.00)
(35.82)
LT
LT
LT
Total 36.000 1,326.62 1,051.20 (275.42)LT 37.00 3.51
Next Dividend Payable 12/2017; Asset Class: Equities
OWENS ILLINOIS COM NEW (OI) 9/27/17 118.000 24.419 25.160 2,881.44 2,968.88 87.44 ST ——
Asset Class: Equities
PAREXEL INTL CORP (PRXL) 4/1/16 45.000 63.999 88.080 2,879.97 3,963.60 1,083.63 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
26.340
26.340
26.340
2,959.79
1,404.37
527.62
4,188.06
1,949.16
816.54
1,228.27
544.79
288.92
LT
LT
LT
7/21/16 16.000 28.034 26.340 448.55 421.44 (27.11)LT
9/13/17 11.000 25.560 26.340 281.16 289.74 8.58 ST
Total 291.000 5,621.49 7,664.94 2,034.87
8.58
LT
ST
——
Asset Class: Equities
PHARMERICA CORP COM (PMC) 8/22/16
5/17/17
9/13/17
66.000
40.000
1.000
22.371
25.313
29.080
29.300
29.300
29.300
1,476.50
1,012.53
29.08
1,933.80
1,172.00
29.30
457.30
159.47
0.22
LT
ST
ST
Total 107.000 2,518.11 3,135.10 457.30
159.69
LT
ST
——
Asset Class: Equities
POLYONE CORP (POL) 3/7/17 50.000 32.840 40.030 1,641.98 2,001.50 359.52 ST 27.00 1.34
Next Dividend Payable 10/05/17; Asset Class: Equities
PORTLAND GENERAL ELEC CO (POR) 3/15/17 36.000 44.611 45.640 1,605.99 1,643.04 37.05 ST 49.00 2.98
Next Dividend Payable 10/16/17; Asset Class: Equities
PRA GROUP INC (PRAA) 5/10/16 53.000 24.958 28.650 1,322.76 1,518.45 195.69 LT ——
Asset Class: Equities
QEP RESOURCES INC (QEP) 11/10/15
2/22/16
9/21/16
93.000
6.000
152.000
15.870
11.207
17.569
8.570
8.570
8.570
1,475.91
67.24
2,670.49
797.01
51.42
1,302.64
(678.90)
(15.82)
(1,367.85)
LT
LT
LT
9/13/17 2.000 8.055 8.570 16.11 17.14 1.03 ST
Total 253.000 4,229.75 2,168.21 (2,062.57)
1.03
LT
ST
——
Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 91 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
RADIAN GROUP INC (RDN) 11/10/15
2/22/16
9/13/17
230.000
25.000
4.000
14.417
10.987
17.098
18.690
18.690
18.690
3,316.00
274.67
68.39
4,298.70
467.25
74.76
982.70
192.58
6.37
LT
LT
ST
Total 259.000 3,659.06 4,840.71 1,175.28
6.37
LT
ST
——
Next Dividend Payable 12/2017; Asset Class: Equities
RAYMOND JAMES FINCL INC (RJF) 5/18/15
5/18/15
2/22/16
14.000
3.000
6.000
57.963
58.692
44.145
84.330
84.330
84.330
811.48
176.08
264.87
1,180.62
252.99
505.98
369.14
76.91
241.11
LT
LT
LT
Total 23.000 1,252.43 1,939.59 687.16 LT 20.00 1.03
Next Dividend Payable 10/16/17; Asset Class: Equities
REALOGY HOLDINGS CORP (RLGY) 11/10/15
9/13/17
38.000
3.000
42.320
34.417
32.950
32.950
1,608.16
103.25
1,252.10
98.85
(356.06)
(4.40)
LT
ST
Total 41.000 1,711.41 1,350.95 (356.06)
(4.40)
LT
ST
15.00 1.11
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
139.530
139.530
3,202.15
453.23
4,883.55
697.65
1,681.40
244.42
LT
LT
Total 40.000 3,655.38 5,581.20 1,925.82 LT 80.00 1.43
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
28.940
28.940
28.940
1,624.86
27.50
2,221.25
2,951.88
86.82
2,604.60
1,327.02
59.32
383.35
LT
LT
LT
9/13/17 4.000 27.870 28.940 111.48 115.76 4.28 ST
Total 199.000 3,985.09 5,759.06 1,769.69
4.28
LT
ST
——
Asset Class: Equities
RPX CORPORATION COM (RPXC) 11/10/15
2/22/16
9/13/17
206.000
24.000
1.000
14.051
9.797
12.920
13.280
13.280
13.280
2,894.42
235.13
12.92
2,735.68
318.72
13.28
(158.74)
83.59
0.36
LT
LT
ST
Total 231.000 3,142.47 3,067.68 (75.15)
0.36
LT
ST
——
Asset Class: Equities
RSP PERMIAN INC (RSPP) 11/10/15
2/22/16
5/17/17
52.000
4.000
37.000
28.170
21.260
40.880
34.590
34.590
34.590
1,464.84
85.04
1,512.55
1,798.68
138.36
1,279.83
333.84
53.32
(232.72)
LT
LT
ST
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
5
0
4
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 92 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
9/13/17 3.000 31.167 34.590 93.50 103.77 10.27 ST
Total 96.000 3,155.93 3,320.64 387.16
(222.45)
LT
ST
——
Asset Class: Equities
SCHOLASTIC CP (SCHL) 5/20/16 35.000 37.305 37.200 1,305.67 1,302.00 (3.67)LT 21.00 1.61
Next Dividend Payable 12/2017; Asset Class: Equities
SCHWEITZER MAUDUIT INT INC (SWM) 11/10/15
12/14/15
2/22/16
47.000
20.000
27.000
39.744
40.264
33.260
41.460
41.460
41.460
1,867.99
805.28
898.02
1,948.62
829.20
1,119.42
80.63
23.92
221.40
LT
LT
LT
9/11/17 49.000 38.855 41.460 1,903.91 2,031.54 127.63 ST
Total 143.000 5,475.20 5,928.78 325.95
127.63
LT
ST
240.00 4.04
Next Dividend Payable 12/2017; Asset Class: Equities
SCRIPPS NETWORKS INTERAC CL A (SNI) 6/24/16 20.000 60.301 85.890 1,206.02 1,717.80 511.78 LT 24.00 1.39
Next Dividend Payable 12/2017; Asset Class: Equities
SELECT MEDICAL HLDGS CP (SEM) 11/10/15
2/22/16
79.000
11.000
12.154
8.575
19.200
19.200
960.14
94.33
1,516.80
211.20
556.66
116.87
LT
LT
Total 90.000 1,054.47 1,728.00 673.53 LT ——
Asset Class: Equities
SERVICE CORP INTL (SCI) 11/10/15
2/22/16
3/13/17
33.000
6.000
9.000
26.470
23.507
30.800
34.500
34.500
34.500
873.52
141.04
277.20
1,138.50
207.00
310.50
264.98
65.96
33.30
LT
LT
ST
Total 48.000 1,291.76 1,656.00 330.94
33.30
LT
ST
29.00 1.75
Next Dividend Payable 12/2017; 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
25.090
25.090
25.090
292.32
1,757.15
2,594.27
326.17
2,308.28
2,383.55
33.85
551.13
(210.72)
LT
ST
ST
Total 200.000 4,643.74 5,018.00 33.85
340.41
LT
ST
——
Asset Class: Equities
SLM CORPORATION (SLM) 11/10/15
2/22/16
3/13/17
237.000
21.000
46.000
6.880
6.030
11.895
11.470
11.470
11.470
1,630.56
126.63
547.17
2,718.39
240.87
527.62
1,087.83
114.24
(19.55)
LT
LT
ST
Total 304.000 2,304.36 3,486.88 1,202.07
(19.55)
LT
ST
——
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 93 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Asset Class: Equities
STARWOOD PROPERTY TRUST INC (STWD) 5/13/16
12/6/16
108.000
80.000
20.352
22.140
21.720
21.720
2,198.06
1,771.20
2,345.76
1,737.60
147.70
(33.60)
LT
ST
Total 188.000 3,969.26 4,083.36 147.70
(33.60)
LT
ST
361.00 8.84
Next Dividend Payable 10/13/17; Asset Class: Alt
STEEL DYNAMICS INC (STLD) 12/4/15
2/22/16
7/21/16
58.000
107.000
20.000
17.152
18.343
25.931
34.470
34.470
34.470
994.82
1,962.66
518.62
1,999.26
3,688.29
689.40
1,004.44
1,725.63
170.78
LT
LT
LT
Total 185.000 3,476.10 6,376.95 2,900.85 LT 115.00 1.80
Next Dividend Payable 10/12/17; Asset Class: Equities
STEVEN MADDEN LTD (SHOO) 11/10/15
12/1/15
2/22/16
61.000
28.000
12.000
33.730
31.893
34.674
43.300
43.300
43.300
2,057.53
893.01
416.09
2,641.30
1,212.40
519.60
583.77
319.39
103.51
LT
LT
LT
6/5/17 38.000 39.237 43.300 1,491.01 1,645.40 154.39 ST
9/13/17 2.000 41.835 43.300 83.67 86.60 2.93 ST
Total 141.000 4,941.31 6,105.30 1,006.67
157.32
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
53.460
53.460
53.460
3,126.67
469.92
660.71
4,864.86
748.44
908.82
1,738.19
278.52
248.11
LT
LT
LT
Total 122.000 4,257.30 6,522.12 2,264.82 LT 49.00 0.75
Next Dividend Payable 12/2017; Asset Class: Equities
SUNCOKE ENERGY INC COM (SXC) 3/23/17
5/17/17
9/13/17
185.000
147.000
7.000
9.018
8.276
8.797
9.140
9.140
9.140
1,668.26
1,216.57
61.58
1,690.90
1,343.58
63.98
22.64
127.01
2.40
ST
ST
ST
Total 339.000 2,946.41 3,098.46 152.05 ST ——
Asset Class: Equities
SVB FNCL GRP (SIVB) 2/22/16
9/21/16
19.000
13.000
87.486
107.563
187.090
187.090
1,662.23
1,398.32
3,554.71
2,432.17
1,892.48
1,033.85
LT
LT
Total 32.000 3,060.55 5,986.88 2,926.33 LT ——
Asset Class: Equities
SYKES ENTERPRISES INC (SYKE) 11/10/15
2/22/16
60.000
8.000
31.328
29.861
29.160
29.160
1,879.70
238.89
1,749.60
233.28
(130.10)
(5.61)
LT
LT
Total 68.000 2,118.59 1,982.88 (135.71)LT ——
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
5
0
5
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 94 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Asset Class: Equities
SYNNEX CORP (SNX) 11/10/15
2/22/16
32.000
5.000
94.740
93.850
126.510
126.510
3,031.68
469.25
4,048.32
632.55
1,016.64
163.30
LT
LT
Total 37.000 3,500.93 4,680.87 1,179.94 LT 44.00 0.93
Next Dividend Payable 10/2017; Asset Class: Equities
TEGNA INC COM (TGNA) 11/10/15
2/22/16
9/13/17
69.000
7.000
4.000
17.560
15.804
12.420
13.330
13.330
13.330
1,211.63
110.63
49.68
919.77
93.31
53.32
(291.86)
(17.32)
3.64
LT
LT
ST
Total 80.000 1,371.94 1,066.40 (309.18)
3.64
LT
ST
22.00 2.06
Next Dividend Payable 10/02/17; Asset Class: Equities
TELETECH HOLDINGS INC (TTEC) 11/10/15
2/22/16
152.000
12.000
28.833
27.209
41.750
41.750
4,382.68
326.51
6,346.00
501.00
1,963.32
174.49
LT
LT
Total 164.000 4,709.19 6,847.00 2,137.81 LT 77.00 1.12
Next Dividend Payable 10/2017; Asset Class: Equities
TEMPUR-PEDIC INT'L INC (TPX) 10/17/16 28.000 51.869 64.520 1,452.34 1,806.56 354.22 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
37.290
37.290
37.290
2,190.90
263.76
469.80
4,064.61
522.06
671.22
1,873.71
258.30
201.42
LT
LT
ST
Total 141.000 2,924.46 5,257.89 2,132.01
201.42
LT
ST
39.00 0.74
Next Dividend Payable 12/2017; Asset Class: Equities
TETRA TECH INC (TTEK) 11/10/15
2/22/16
9/13/17
77.000
7.000
11.000
26.620
27.523
43.138
46.550
46.550
46.550
2,049.74
192.66
474.52
3,584.35
325.85
512.05
1,534.61
133.19
37.53
LT
LT
ST
Total 95.000 2,716.92 4,422.25 1,667.80
37.53
LT
ST
38.00 0.85
Next Dividend Payable 12/2017; Asset Class: Equities
TORCHMARK CORP (TMK) 11/10/15
2/22/16
17.000
5.000
59.604
52.398
80.090
80.090
1,013.26
261.99
1,361.53
400.45
348.27
138.46
LT
LT
Total 22.000 1,275.25 1,761.98 486.73 LT 13.00 0.73
Next Dividend Payable 11/2017; Asset Class: Equities
TUTOR PERINI CORP COM (TPC) 11/10/15
2/22/16
9/14/17
49.000
2.000
54.000
15.976
13.075
26.295
28.400
28.400
28.400
782.84
26.15
1,419.93
1,391.60
56.80
1,533.60
608.76
30.65
113.67
LT
LT
ST
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 95 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 105.000 2,228.92 2,982.00 639.41
113.67
LT
ST
——
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
10.080
10.080
10.080
3,782.55
465.13
2,012.40
4,566.24
614.88
2,358.72
783.69
149.75
346.32
LT
LT
ST
9/13/17 7.000 10.006 10.080 70.04 70.56 0.52 ST
Total 755.000 6,330.12 7,610.40 933.44
346.84
LT
ST
785.00 10.31
Next Dividend Payable 10/27/17; Asset Class: Alt
UNIVERSAL CP VA (UVV) 11/10/15
2/22/16
6/24/16
18.000
6.000
35.000
55.266
55.003
55.052
57.300
57.300
57.300
994.78
330.02
1,926.81
1,031.40
343.80
2,005.50
36.62
13.78
78.69
LT
LT
LT
Total 59.000 3,251.61 3,380.70 129.09 LT 127.00 3.75
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
49.210
49.210
49.210
1,265.60
767.28
342.23
1,377.88
836.57
344.47
112.28
69.29
2.24
LT
LT
LT
Total 52.000 2,375.11 2,558.92 183.81 LT 79.00 3.08
Next Dividend Payable 12/2017; Asset Class: Equities
VALVOLINE INC COM (VVV) 1/5/17
5/17/17
163.000
19.000
21.419
23.059
23.450
23.450
3,491.30
438.12
3,822.35
445.55
331.05
7.43
ST
ST
Total 182.000 3,929.42 4,267.90 338.48 ST 36.00 0.84
Next Dividend Payable 12/2017; Asset Class: Equities
WALKER & DUNLOP INC (WD) 11/10/15
2/22/16
4/29/16
96.000
15.000
31.000
28.519
22.995
21.869
52.330
52.330
52.330
2,737.82
344.92
677.94
5,023.68
784.95
1,622.23
2,285.86
440.03
944.29
LT
LT
LT
Total 142.000 3,760.68 7,430.86 3,670.18 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
58.250
58.250
58.250
537.44
1,245.03
2,500.59
640.75
1,514.50
3,320.25
103.31
269.47
819.66
LT
LT
LT
Total 94.000 4,283.06 5,475.50 1,192.44 LT ——
Asset Class: Equities
WILDHORSE RESOURCE DEV CORP (WRD) 12/15/16 195.000 14.809 13.320 2,887.70 2,597.40 (290.30)ST ——
Asset Class: Equities
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
5
0
6
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 96 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
WORLD FUEL SERVICES CORP (INT) 11/10/15
2/22/16
3/13/17
125.000
14.000
39.000
45.402
46.089
36.645
33.910
33.910
33.910
5,675.29
645.25
1,429.16
4,238.75
474.74
1,322.49
(1,436.54)
(170.51)
(106.67)
LT
LT
ST
3/14/17 74.000 36.766 33.910 2,720.67 2,509.34 (211.33)ST
5/26/17 48.000 36.054 33.910 1,730.61 1,627.68 (102.93)ST
Total 300.000 12,200.98 10,173.00 (1,607.05)
(420.93)
LT
ST
72.00 0.70
Next Dividend Payable 10/2017; Asset Class: Equities
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 96.56%$454,744.33 $559,071.91 $97,494.54
$6,833.04
LT
ST
$8,560.00 1.53%
EXCHANGE-TRADED & CLOSED-END FUNDS
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
ARES CAPITAL CORP (ARCC) 11/10/15
2/22/16
9/21/16
79.000
10.000
94.000
$15.610
12.807
15.677
$16.390
16.390
16.390
$1,233.21
128.07
1,473.61
$1,294.81
163.90
1,540.66
$61.60
35.83
67.05
LT
LT
LT
8/11/17 55.000 16.021 16.390 881.14 901.45 20.31 ST
Total 238.000 3,716.03 3,900.82 164.48
20.31
LT
ST
362.00 9.28
Next Dividend Payable 12/2017; Asset Class: FI & Pref
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
EXCHANGE-TRADED & CLOSED-END FUNDS 0.67%$3,716.03 $3,900.82 $164.48
$20.31
LT
ST
$362.00 9.28%
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 97 of 130
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL VALUE 100.00%$458,460.36 $578,979.93 $97,659.02
$6,853.35
LT
ST
$8,930.00
—
1.54%
Unrealized Gain/(Loss) totals only reflect positions that have both cost basis and market value information available. Cash, MMF, Deposits and positions stating 'Please Provide' or 'Pending Corporate Actions' are not
included.
R - The cost basis for this tax lot was adjusted due to a reclassification of income.
ALLOCATION OF ASSETS
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $16,007.20 ——————
Stocks —$521,692.52 —$37,379.39 ———
ETFs & CEFs ——$3,900.82 ————
TOTAL ALLOCATION OF ASSETS $16,007.20 $521,692.52 $3,900.82 $37,379.39 ———
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
9/7 9/11 Bought NETAPP INC COM ACTED AS AGENT 112.000 $38.5010 $(4,312.11)
9/8 9/12 Sold PULTE GROUP INC ACTED AS AGENT 72.000 25.6892 1,849.57
9/8 9/12 Sold NU SKIN ENTERPRISE INC A ACTED AS AGENT 29.000 62.2900 1,806.36
9/8 9/12 Sold TAILORED BRANDS INC COM ACTED AS AGENT 131.000 12.9039 1,690.37
9/8 9/12 Sold SELECT MEDICAL HLDGS CP ACTED AS AGENT 42.000 18.0242 757.00
9/8 9/12 Sold JELD WEN HLD INC ACTED AS AGENT 18.000 32.6912 588.42
9/8 9/12 Sold CLUBCORP HLDGS INC ACTED AS AGENT 12.000 17.0250 204.29
9/11 9/13 Bought SCHWEITZER MAUDUIT INT INC ACTED AS AGENT 49.000 38.8554 (1,903.91)
9/12 9/14 Bought CAMBREX CORP ACTED AS AGENT 54.000 50.6423 (2,734.68)
9/12 9/14 Bought ON ASSIGNMENT INC ACTED AS AGENT 40.000 49.2534 (1,970.14)
9/12 9/14 Bought ALASKA AIR GROUP INCORPORATED ACTED AS AGENT 21.000 76.0573 (1,597.20)
9/12 9/14 Bought LA Z BOY INCORPORATED ACTED AS AGENT 55.000 25.0747 (1,379.11)
9/13 9/15 Sold CLUBCORP HLDGS INC ACTED AS AGENT 156.000 17.0750 2,663.63
9/13 9/15 Sold ON SEMICONDUCTOR CORP ACTED AS AGENT 94.000 16.8750 1,586.21
9/13 9/15 Sold PAREXEL INTL CORP ACTED AS AGENT 18.000 87.9243 1,582.60
9/13 9/15 Sold SCRIPPS NETWORKS INTERAC CL A ACTED AS AGENT 18.000 85.2400 1,534.28
9/13 9/15 Sold WALKER & DUNLOP INC ACTED AS AGENT 31.000 46.5770 1,443.85
9/13 9/15 Sold ANDEAVOR ACTED AS AGENT 12.000 103.6972 1,244.34
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
5
0
7
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 98 of 130
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS (CONTINUED)
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
9/13 9/15 Sold SERVICE CORP INTL ACTED AS AGENT 21.000 35.4129 743.65
9/13 9/15 Bought FORUM ENERGY TECHNOLOGIES ACTED AS AGENT 117.000 14.0899 (1,648.52)
9/13 9/15 Bought COMMSCOPE HOLDING COMPANY INC ACTED AS AGENT 19.000 33.7150 (640.59)
9/13 9/15 Bought TETRA TECH INC ACTED AS AGENT 11.000 43.1382 (474.52)
9/13 9/15 Bought BMC STK HLDGS INC ACTED AS AGENT 18.000 21.0796 (379.43)
9/13 9/15 Bought PARSLEY ENERGY INC CL A ACTED AS AGENT 11.000 25.5599 (281.16)
9/13 9/15 Bought ANWORTH MORTGAGE ASSET CORP ACTED AS AGENT 42.000 6.0369 (253.55)
9/13 9/15 Bought BERRY GLOBAL GROUP INC ACTED AS AGENT 4.000 56.4690 (225.88)
9/13 9/15 Bought MINERALS TECHNOLOGY INC ACTED AS AGENT 2.000 66.5250 (133.05)
9/13 9/15 Bought AEGION CORP COM ACTED AS AGENT 6.000 22.0170 (132.10)
9/13 9/15 Bought FIRSTCASH INC ACTED AS AGENT 2.000 58.2800 (116.56)
9/13 9/15 Bought RICE ENERGY INC ACTED AS AGENT 4.000 27.8699 (111.48)
9/13 9/15 Bought REALOGY HOLDINGS CORP ACTED AS AGENT 3.000 34.4150 (103.25)
9/13 9/15 Bought HANOVER INSURANCE GROUP INC ACTED AS AGENT 1.000 96.5000 (96.50)
9/13 9/15 Bought RSP PERMIAN INC ACTED AS AGENT 3.000 31.1664 (93.50)
9/13 9/15 Bought FERROGLOBE PLC SHS ACTED AS AGENT 7.000 13.2050 (92.44)
9/13 9/15 Bought CYS INVESTMENTS INC ACTED AS AGENT 10.000 8.7390 (87.39)
9/13 9/15 Bought STEVEN MADDEN LTD ACTED AS AGENT 2.000 41.8350 (83.67)
9/13 9/15 Bought BELDEN INC ACTED AS AGENT 1.000 79.2726 (79.27)
9/13 9/15 Bought ALASKA AIR GROUP INCORPORATED ACTED AS AGENT 1.000 76.0000 (76.00)
9/13 9/15 Bought TWO HARBORS INVT CORP COM ACTED AS AGENT 7.000 10.0050 (70.04)
9/13 9/15 Bought MFA FINANCIAL INC ACTED AS AGENT 8.000 8.7250 (69.80)
9/13 9/15 Bought RADIAN GROUP INC ACTED AS AGENT 4.000 17.0970 (68.39)
9/13 9/15 Bought SUNCOKE ENERGY INC COM ACTED AS AGENT 7.000 8.7970 (61.58)
9/13 9/15 Bought AXIS CAPITAL HOLDINGS LTD ACTED AS AGENT 1.000 59.4100 (59.41)
9/13 9/15 Bought KOSMOS ENERGY LTD ACTED AS AGENT 8.000 7.3868 (59.09)
9/13 9/15 Bought JAGGED PEAK ENERGY INC COM ACTED AS AGENT 4.000 12.4668 (49.87)
9/13 9/15 Bought TEGNA INC COM ACTED AS AGENT 4.000 12.4190 (49.68)
9/13 9/15 Bought GARDNER DENVER HOLDINGS, INC ACTED AS AGENT 2.000 24.7000 (49.40)
9/13 9/15 Bought FIDELITY NATIONAL FINANCIAL IN ACTED AS AGENT 1.000 47.6335 (47.63)
9/13 9/15 Bought KAR AUCTION SVCS INC ACTED AS AGENT 1.000 46.0900 (46.09)
9/13 9/15 Bought ALLY FINANCIAL INC ACTED AS AGENT 2.000 22.6800 (45.36)
9/13 9/15 Bought FERRO CORP ACTED AS AGENT 2.000 20.4835 (40.97)
9/13 9/15 Bought NETAPP INC COM ACTED AS AGENT 1.000 40.3850 (40.39)
9/13 9/15 Bought PHARMERICA CORP COM ACTED AS AGENT 1.000 29.0800 (29.08)
9/13 9/15 Bought CARS COM INC ACTED AS AGENT 1.000 27.1099 (27.11)
9/13 9/15 Bought COLONY NORTHSTAR INC ACTED AS AGENT 2.000 12.9775 (25.96)
9/13 9/15 Bought LA Z BOY INCORPORATED ACTED AS AGENT 1.000 25.0250 (25.03)
9/13 9/15 Bought BROCADE COMMUN SYSTEMS INC ACTED AS AGENT 2.000 12.2670 (24.53)
9/13 9/15 Bought QEP RESOURCES INC ACTED AS AGENT 2.000 8.0568 (16.11)
9/13 9/15 Bought FORUM ENERGY TECHNOLOGIES ACTED AS AGENT 1.000 14.1000 (14.10)
9/13 9/15 Bought RPX CORPORATION COM ACTED AS AGENT 1.000 12.9150 (12.92)
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 99 of 130
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS (CONTINUED)
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
9/14 9/18 Bought TUTOR PERINI CORP COM ACTED AS AGENT 54.000 26.2950 (1,419.93)
9/15 9/19 Bought GRAPHIC PACKAGING HOLDING CO ACTED AS AGENT 151.000 13.0000 (1,963.00)
9/18 9/20 Bought FIRST MERCHANTS CORP ACTED AS AGENT 70.000 39.7991 (2,785.94)
9/19 9/19 Redemption CLUBCORP HLDGS INC EXCHANGE FOR CASH
CUSIP: 18948M108
163.000 17.1200 2,790.56
9/19 9/21 Sold TAILORED BRANDS INC COM ACTED AS AGENT 123.000 14.0182 1,724.20
9/19 9/21 Sold ICON PLC ACTED AS AGENT 7.000 113.0131 791.07
9/19 9/21 Sold CHEMED CORPORATION ACTED AS AGENT 2.000 188.1233 376.24
9/19 9/21 Bought ENGILITY HLDGS INC NEW COM ACTED AS AGENT 72.000 31.8111 (2,290.40)
9/22 9/26 Sold ANDEAVOR ACTED AS AGENT 49.000 104.0852 5,100.05
9/22 9/26 Sold BRISTOW GROUP INC ACTED AS AGENT 121.000 9.3814 1,135.12
9/25 9/27 Sold INVESTORS BANCORP INC NEW ACTED AS AGENT 174.000 13.2712 2,309.13
9/27 9/29 Bought OWENS ILLINOIS COM NEW ACTED AS AGENT 118.000 24.4190 (2,881.44)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $641.68
TOTAL PURCHASES $(31,279.26)
TOTAL SALES AND REDEMPTIONS $31,920.94
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)
9/1 Qualified Dividend LCI INDS $44.00
9/1 Qualified Dividend CARLISLE CO INC 11.47
9/1 Qualified Dividend TETRA TECH INC 8.40
9/1 Qualified Dividend CHEMED CORPORATION 8.12
9/1 Qualified Dividend JACOBS ENGINEERING GROUP INC 4.35
9/1 Qualified Dividend RADIAN GROUP INC 0.64
9/7 Qualified Dividend MINERALS TECHNOLOGY INC 3.50
9/8 Dividend AGNC INVT CORP COM 17.46
9/8 Qualified Dividend CABOT CORP 9.14
9/8 Qualified Dividend HUNTINGTON INGALLS INDUSTRIES 7.80
9/11 Qualified Dividend CDW CORPORATION 17.92
9/11 Qualified Dividend OLIN CORPORATION 17.00
9/11 Qualified Dividend FINISH LINE INC CL A 15.40
9/11 Qualified Dividend SCRIPPS NETWORKS INTERAC CL A 11.40
9/13 Qualified Dividend NU SKIN ENTERPRISE INC A 10.44
9/15 Qualified Dividend NAVIENT CORP COM 79.68
9/15 Qualified Dividend ANDEAVOR 35.99
9/15 Qualified Dividend AVNET INC 24.48
9/15 Qualified Dividend FIRST AMERICAN FINL CORP 21.28
9/15 Qualified Dividend STIFEL FINANCIAL CORPORATION 12.20
9/15 Qualified Dividend LA Z BOY INCORPORATED 10.89
9/15 Qualified Dividend NELNET INC CL A 9.66
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
5
0
8
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 100 of 130
TAXABLE INCOME AND DISTRIBUTIONS (CONTINUED)
Activity Date Activity Type Description Comments Credits/(Debits)
9/15 Qualified Dividend OFFICE DEPOT 9.05
9/15 Qualified Dividend VALVOLINE INC COM 8.92
9/15 Qualified Dividend GROUP I AUTOMOTIVE INC 5.52
9/15 Qualified Dividend BRUNSWICK CORP 5.45
9/15 Qualified Dividend SCHOLASTIC CP 5.25
9/19 Qualified Dividend ASSURANT INC 8.48
9/22 Qualified Dividend SCHWEITZER MAUDUIT INT INC 39.48
9/22 Qualified Dividend TAILORED BRANDS INC COM 22.14
9/22 Qualified Dividend INFINITY PPTY & CASUALTY 9.28
9/29 Dividend ARES CAPITAL CORP 90.44
9/29 Qualified Dividend HANOVER INSURANCE GROUP INC 30.00
9/29 Qualified Dividend LEUCADIA NAT CP 20.40
9/29 Qualified Dividend VALIDUS HOLDINGS LTD COM 19.76
9/29 Dividend CHATHAM LODGING TRUST COM 14.74
9/29 Qualified Dividend BROOKS-AUTOMATION INC 12.70
9/29 Qualified Dividend DICKS SPORTING GOODS INC 11.39
9/29 Qualified Dividend FIDELITY NATIONAL FINANCIAL IN 11.25
9/29 Qualified Dividend TERADYNE INC 9.87
9/29 Qualified Dividend ENERSYS 9.28
9/29 Qualified Dividend OWENS & MINOR INC NEW 9.27
9/29 Qualified Dividend HILLENBRAND INC 9.23
9/29 Qualified Dividend SERVICE CORP INTL 7.20
9/29 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 09/01-09/30)
0.51
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $750.83
TOTAL QUALIFIED DIVIDENDS $627.68
TOTAL OTHER DIVIDENDS $122.64
TOTAL INTEREST $0.51
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
9/1 Automatic Investment BANK DEPOSIT PROGRAM $76.98
9/7 Automatic Investment BANK DEPOSIT PROGRAM 3.50
9/8 Automatic Investment BANK DEPOSIT PROGRAM 34.40
9/11 Automatic Redemption BANK DEPOSIT PROGRAM (4,250.39)
9/13 Automatic Investment BANK DEPOSIT PROGRAM 5,002.54
9/14 Automatic Redemption BANK DEPOSIT PROGRAM (7,681.13)
9/15 Automatic Investment BANK DEPOSIT PROGRAM 228.37
9/18 Automatic Investment BANK DEPOSIT PROGRAM 3,337.23
9/19 Automatic Redemption BANK DEPOSIT PROGRAM (1,954.52)
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 101 of 130
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY (CONTINUED)
Activity
Date Activity Type Description Credits/(Debits)
9/20 Automatic Investment BANK DEPOSIT PROGRAM 4.62
9/22 Automatic Investment BANK DEPOSIT PROGRAM 672.01
9/27 Automatic Investment BANK DEPOSIT PROGRAM 6,235.17
9/28 Automatic Investment BANK DEPOSIT PROGRAM 2,309.13
9/29 Automatic Investment BANK DEPOSIT PROGRAM 0.51
9/29 Automatic Redemption BANK DEPOSIT PROGRAM (2,625.91)
NET ACTIVITY FOR PERIOD $1,392.51
REALIZED GAIN/(LOSS) DETAIL
LONG-TERM GAIN/(LOSS)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
ANDEAVOR 11/10/15 09/13/17 6.505 $674.54 $690.87 $(16.33)
02/22/16 09/13/17 3.021 313.26 188.49 124.77
BRISTOW GROUP INC 11/10/15 09/22/17 22.000 206.39 676.18 (469.79)H
11/10/15 09/22/17 4.000 37.52 121.40 (83.88)
12/01/15 09/22/17 92.000 863.07 2,848.94 (1,985.87)
Basis Adjustment Due To Wash Sale: $366.75
CHEMED CORPORATION 11/10/15 09/19/17 2.000 376.24 306.12 70.12
CLUBCORP HLDGS INC 12/07/15 09/08/17 12.000 204.29 209.71 (5.42)
12/07/15 09/13/17 103.000 1,758.68 1,800.01 (41.33)
02/22/16 09/13/17 14.000 239.04 151.16 87.88
09/02/16 09/13/17 39.000 665.91 586.72 79.19
09/02/16 09/19/17 163.000 2,790.56 2,452.17 338.39
ICON PLC 11/10/15 09/19/17 7.000 791.07 488.84 302.23
INVESTORS BANCORP INC NEW 11/10/15 09/25/17 157.000 2,083.53 2,001.75 81.78
02/22/16 09/25/17 17.000 225.60 197.88 27.72
NU SKIN ENTERPRISE INC A 11/10/15 09/08/17 13.000 809.75 468.00 341.75
02/22/16 09/08/17 8.000 498.31 228.46 269.85
07/21/16 09/08/17 8.000 498.30 409.12 89.18
ON SEMICONDUCTOR CORP 11/10/15 09/13/17 94.000 1,586.21 1,058.37 527.84
PAREXEL INTL CORP 11/10/15 09/13/17 7.000 615.46 472.03 143.43
02/22/16 09/13/17 3.000 263.77 174.87 88.90
04/01/16 09/13/17 8.000 703.37 511.99 191.38
PULTE GROUP INC 02/22/16 09/08/17 72.000 1,849.57 1,235.52 614.05
SCRIPPS NETWORKS INTERAC CL A 06/24/16 09/13/17 18.000 1,534.28 1,085.41 448.87
SELECT MEDICAL HLDGS CP 11/10/15 09/08/17 42.000 757.00 510.45 246.55
SERVICE CORP INTL 11/10/15 09/13/17 21.000 743.65 555.88 187.77
TAILORED BRANDS INC COM 05/01/15 09/08/17 6.000 77.42 344.86 (267.44)
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
5
0
9
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 102 of 130
LONG-TERM GAIN/(LOSS) (CONTINUED)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
05/05/15 09/08/17 18.000 232.26 1,051.55 (819.29)
05/05/15 09/08/17 18.000 232.26 1,039.55 (807.29)
05/08/15 09/08/17 19.000 245.17 1,110.96 (865.79)
05/08/15 09/08/17 14.000 180.65 819.98 (639.33)
05/15/15 09/08/17 14.000 180.65 807.31 (626.66)
06/25/15 09/08/17 38.000 490.34 2,489.62 (1,999.28)
08/19/15 09/08/17 4.000 51.62 229.62 (178.00)
08/19/15 09/19/17 4.000 56.07 229.62 (173.55)
08/20/15 09/19/17 9.000 126.16 513.64 (387.48)
11/10/15 09/19/17 73.000 1,023.31 1,591.58 (568.27)
02/22/16 09/19/17 20.000 280.36 287.80 (7.44)
04/29/16 09/19/17 17.000 238.30 296.26 (57.96)
WALKER & DUNLOP INC 11/10/15 09/13/17 31.000 1,443.85 884.09 559.76
Long-Term This Period $25,947.79 $31,126.78 $(5,178.99)
Long-Term Year to Date $87,448.89 $82,948.65 $4,500.24
SHORT-TERM GAIN/(LOSS)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
ANDEAVOR 03/13/17 09/13/17 2.474 256.54 204.33 52.21
03/13/17 09/22/17 4.000 416.33 330.37 85.96
03/15/17 09/22/17 32.000 3,330.64 2,703.95 626.69
05/17/17 09/22/17 13.000 1,353.08 1,057.01 296.07
BRISTOW GROUP INC 06/07/17 09/22/17 3.000 28.14 20.64 7.50
JELD WEN HLD INC 03/30/17 09/08/17 18.000 588.42 591.21 (2.79)
Short-Term This Period $5,973.15 $4,907.51 $1,065.64
Short-Term Year to Date $20,452.39 $16,399.09 $4,053.30
Net Realized Gain/(Loss) This Period $31,920.94 $36,034.29 $(4,113.35)
Net Realized Gain/(Loss) Year to Date $107,901.28 $99,347.74 $8,553.54
Disallowed Loss Based On Wash Sale Year to Date: $366.75
Treasury regulations require that we report on Form 1099-B a) adjusted cost basis on the sale of covered securities acquired on or after 1/1/11 (or the applicable date for the type of security), b) the gain or loss as
either long-term or short-term, and c) basis adjustments on covered securities due to wash sales, certain corporate actions and transfers by gift or inheritance. This section may not reflect all the basis adjustments
required when filing your tax return. Refer to the Expanded Disclosures.
H, W, > - The wash sale rule applies to this tax lot. For lots noted with an “H,” the cost basis and acquisition date (trade date) have been adjusted to account for disallowed loss of a related wash sale
transaction. For lots noted with a “W,” the disallowed loss on covered securities will be reported on Form 1099-B for the current tax year. The aggregate basis adjustment and the disallowed loss amount are
identified in italics under the Security Description. Net Realized Gain/(Loss) for “This Period” and “Year to Date” includes disallowed loss. For lots noted with a “>,” both “H” and “W” apply.
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110258-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 103 of 130
MESSAGES
Consolidated Statement of Financial Condition (in millions of dollars):
At June 30, 2017 Morgan Stanley Smith Barney LLC had net capital of $2,288 which exceeded the Securities and Exchange Commission's minimum requirement by $2,131. A copy of the Morgan Stanley Smith
Barney LLC Consolidated Statement of Financial Condition at June 30, 2017 can be viewed online at:
http://www.morganstanley.com/about-us-ir/shareholder/morganstanley_smithbarney_llc.pdf or may be mailed to you at no cost by calling 1 (866) 825-1675, after September 15, 2017.
Senior Investor Helpline
For any inquiries or comments or potential concerns, senior investors or someone acting on their behalf may contact our Firm by calling (800) 280-4534.
Sign up for eDelivery of your Account Documents Today
Receiving documents through eDelivery is secure, convenient, green and may even help you save on annual account fees. Accounts enrolled in eDelivery of all eligible account documents for every account within an
Account Link Group may qualify for a reduced annual fee. Contact your Financial Advisor or Private Wealth Advisor for additional details regarding annual account fees.
Simply visit www.morganstanley.com/edelivery to set your eDelivery preferences today. Please note, if you have not already done so, you will first need to register for Morgan Stanley Online prior to making your
eDelivery selections.
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
2
1
9
M
S
A
D
S
2
4
1
0
1
4
5
1
0
This page intentionally left blank
Page 104 of 130
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
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
TOTAL BEGINNING VALUE $546,424.02 $480,857.03
Credits ——
Debits —(2,521.68)
Security Transfers ——
Net Credits/Debits/Transfers —$(2,521.68)
Change in Value 15,464.53 83,553.20
TOTAL ENDING VALUE $561,888.55 $561,888.55
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period September 1-30, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
SEP OCT NOV DEC JAN FEB MAR APR MAY JUN JUL AUG SEP
430
460
490
520
550
580
($
)
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 105 of 130
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Market Value Percentage
Cash $8,565.89 1.52
Equities 553,322.66 98.48
TOTAL VALUE $561,888.55 100.00%
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
2
1
9
M
S
A
D
S
2
4
1
0
1
4
5
1
1
Account Summary
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 106 of 130
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 8/31/17)
This Period
(as of 9/30/17)
Cash, BDP, MMFs $8,214.70 $8,565.89
Stocks 538,209.32 553,322.66
Total Assets $546,424.02 $561,888.55
Total Liabilities (outstanding balance)——
TOTAL VALUE $546,424.02 $561,888.55
CASH FLOW
This Period
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
OPENING CASH, BDP, MMFs $8,214.70 $8,018.47
Purchases —(74,715.26)
Sales and Redemptions —75,878.53
Income and Distributions 351.19 1,905.83
Total Investment Related Activity $351.19 $3,069.10
Other Debits —(2,521.68)
Total Cash Related Activity —$(2,521.68)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $8,565.89 $8,565.89
INCOME AND DISTRIBUTION SUMMARY
This Period
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
Qualified Dividends $350.84 $1,904.20
Interest 0.35 1.63
Total Taxable Income And Distributions $351.19 $1,905.83
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $351.19 $1,905.83
Taxable and tax exempt income classifications are based on the characteristics of the underlying
securities and not the taxable status of the account.
GAIN/(LOSS) SUMMARY
Realized This Period
(9/1/17-9/30/17)
Realized This Year
(1/1/17-9/30/17)
Unrealized
Inception to Date
(as of 9/30/17)
Short-Term Gain —$4,820.60 $10,320.69
Short-Term (Loss)—(50.44)(8,846.34)
Total Short-Term —$4,770.16 $1,474.35
Long-Term Gain —10,286.54 118,361.17
Long-Term (Loss)—(9,278.65)(18,941.26)
Total Long-Term —$1,007.89 $99,419.91
TOTAL GAIN/(LOSS)—$5,778.05 $100,894.26
The Gain/(Loss) Summary, which may change due to basis adjustments, is provided for informational
purposes and should not be used for tax preparation. Refer to Gain/(Loss) in the Expanded Disclosures.
ADDITIONAL ACCOUNT INFORMATION
Category
This Period
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
Foreign Tax Paid $8.62 $25.60
Account Detail
CLIENT STATEMENT For the Period September 1-30, 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 107 of 130
† Inform us if your investment objectives, as defined in the Expanded Disclosures, change.
HOLDINGS
This section reflects positions purchased/sold on a trade date basis. "Market Value" and "Unrealized Gain/(Loss)" may not reflect the value that could be obtained in the market. Fixed Income securities are sorted
by maturity or pre-refunding date, and alphabetically within date. Estimated Annual Income a) is calculated on a pre-tax basis, b) does not include any reduction for applicable non-US withholding taxes, c) may
include return of principal or capital gains which could overstate such estimates, and d) for securities that have a defined maturity date within the next 12 months, is reflected only through maturity date. Actual
income or yield may be lower or higher than the estimates. Current yield reflects the income generated by an investment, and does not reflect changes in its price. Structured Investments, identified on the
Position Description Details line as "Asset Class: Struct Inv," may appear in various statement product categories. When displayed, the accrued interest, annual income and current yield for those with a
contingent income feature (e.g., Range Accrual Notes or Contingent Income Notes) are estimates and assume specified accrual conditions are met during the relevant period and payment in full of all contingent
interest. For Floating Rate Securities, the accrued interest, annual income and current yield are estimates based on the current floating coupon rate and may not reflect historic rates within the accrual period.
CASH, BANK DEPOSIT PROGRAM AND MONEY MARKET FUNDS
Cash, Bank Deposit Program, and Money Market Funds are generally displayed on a settlement date basis. You have the right to instruct us to liquidate your bank deposit balance(s) or shares of any money market
fund balance(s) at any time and have the proceeds of such liquidation remitted to you. Estimated Annual Income, Accrued Interest, and APY% will only be displayed for fully settled positions.
Description Market Value
7-Day
Current Yield %Est Ann Income APY %
MORGAN STANLEY PRIVATE BANK NA #$8,565.89 —$4.00 0.050
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs 1.52%$8,565.89 $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
$56.040
56.040
56.040
$2,374.49
466.98
1,838.87
$3,698.64
728.52
2,858.04
$1,324.15
261.54
1,019.17
ST
ST
ST
5/26/17 1.000 43.630 56.040 43.63 56.04 12.41 ST
Total 131.000 4,723.97 7,341.24 2,617.27 ST ——
Asset Class: Equities
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
5
1
2
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 108 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
171.280
171.280
171.280
8,438.37
371.11
3,588.19
6,851.20
342.56
2,911.76
(1,587.17)
(28.55)
(676.43)
LT
LT
ST
Total 59.000 12,397.67 10,105.52 (1,615.72)
(676.43)
LT
ST
31.00 0.30
Next Dividend Payable 11/2017; Asset Class: Equities
ALARM COM HLDGS INC COM (ALRM) 6/13/17 159.000 36.265 45.180 5,766.20 7,183.62 1,417.42 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
122.730
122.730
122.730
5,994.95
679.21
808.02
7,977.45
981.84
1,104.57
1,982.50
302.63
296.55
LT
LT
LT
4/26/16 10.000 91.014 122.730 910.14 1,227.30 317.16 LT
4/27/16 10.000 90.984 122.730 909.84 1,227.30 317.46 LT
4/28/16 22.000 90.875 122.730 1,999.25 2,700.06 700.81 LT
Total 124.000 11,301.41 15,218.52 3,917.11 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
124.360
124.360
124.360
4,746.06
6,252.65
1,275.46
4,228.24
6,591.08
1,243.60
(517.82)
338.43
(31.86)
LT
LT
LT
6/24/16 17.000 131.236 124.360 2,231.01 2,114.12 (116.89)LT
Total 114.000 14,505.18 14,177.04 (328.14)LT ——
Asset Class: Equities
BEACON ROOFING SUPPLY INC (BECN) 1/12/15 151.000 27.079 51.250 4,088.97 7,738.75 3,649.78 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
120.890
120.890
120.890
181.78
7,835.98
523.33
241.78
10,275.65
725.34
60.00
2,439.67
202.01
LT
LT
LT
Total 93.000 8,541.09 11,242.77 2,701.68 LT 119.00 1.05
Next Dividend Payable 12/2017; Asset Class: Equities
CHANNELADVISOR CORP COM (ECOM) 10/17/14
1/12/15
2/16/16
70.000
155.000
26.000
14.385
21.118
11.467
11.500
11.500
11.500
1,006.92
3,273.31
298.14
805.00
1,782.50
299.00
(201.92)
(1,490.81)
0.86
LT
LT
LT
Total 251.000 4,578.37 2,886.50 (1,691.87)LT ——
Asset Class: Equities
CHEMED CORPORATION (CHE) 1/12/15
2/16/16
55.000
6.000
103.282
134.255
202.050
202.050
5,680.50
805.53
11,112.75
1,212.30
5,432.25
406.77
LT
LT
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 109 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 61.000 6,486.03 12,325.05 5,839.02 LT 68.00 0.55
Next Dividend Payable 12/2017; Asset Class: Equities
COGNEX CORP (CGNX) 11/10/15
2/16/16
78.000
15.000
35.920
34.453
110.280
110.280
2,801.72
516.79
8,601.84
1,654.20
5,800.12
1,137.41
LT
LT
Total 93.000 3,318.51 10,256.04 6,937.53 LT 32.00 0.31
Next Dividend Payable 12/2017; Asset Class: Equities
COSTAR GROUP INC (CSGP) 10/17/14
1/12/15
2/16/16
9.000
70.000
6.000
143.180
178.150
161.607
268.250
268.250
268.250
1,288.62
12,470.47
969.64
2,414.25
18,777.50
1,609.50
1,125.63
6,307.03
639.86
LT
LT
LT
Total 85.000 14,728.73 22,801.25 8,072.52 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
20.710
20.710
20.710
653.14
755.79
1,100.29
476.33
559.17
786.98
(176.81)
(196.62)
(313.31)
ST
ST
ST
10/24/16 115.000 28.853 20.710 3,318.14 2,381.65 (936.49)ST
10/25/16 50.000 28.878 20.710 1,443.89 1,035.50 (408.39)ST
Total 253.000 7,271.25 5,239.63 (2,031.62)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
71.620
71.620
71.620
864.10
2,095.02
2,074.39
1,289.16
3,222.90
3,151.28
425.06
1,127.88
1,076.89
LT
LT
LT
2/16/16 9.000 42.950 71.620 386.55 644.58 258.03 LT
Total 116.000 5,420.06 8,307.92 2,887.86 LT ——
Asset Class: Equities
ELLIE MAE INC (ELLI) 12/1/16 85.000 79.999 82.130 6,799.94 6,981.05 181.11 ST ——
Asset Class: Equities
EVOLENT HEALTH INC CL A (EVH) 6/13/17
6/14/17
175.000
23.000
25.317
26.433
17.800
17.800
4,430.42
607.96
3,115.00
409.40
(1,315.42)
(198.56)
ST
ST
Total 198.000 5,038.38 3,524.40 (1,513.98)ST ——
Asset Class: Equities
EXLSERVICE HLDGS INC (EXLS) 12/12/16 155.000 49.917 58.320 7,737.15 9,039.60 1,302.45 ST ——
Asset Class: Equities
FASTENAL CO (FAST) 11/10/15
2/16/16
320.000
32.000
40.747
43.587
45.580
45.580
13,038.94
1,394.79
14,585.60
1,458.56
1,546.66
63.77
LT
LT
Total 352.000 14,433.73 16,044.16 1,610.43 LT 451.00 2.81
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
5
1
3
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 110 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
34.750
34.750
34.750
797.77
755.25
1,755.05
695.00
660.25
1,563.75
(102.77)
(95.00)
(191.30)
LT
LT
LT
2/19/15 77.000 39.132 34.750 3,013.19 2,675.75 (337.44)LT
2/16/16 13.000 26.236 34.750 341.07 451.75 110.68 LT
Total 174.000 6,662.33 6,046.50 (615.83)LT 49.00 0.81
Next Dividend Payable 10/04/17; Asset Class: Equities
FIVE BELOW (FIVE) 1/12/15
2/16/16
185.000
82.000
34.907
35.504
54.880
54.880
6,457.85
2,911.33
10,152.80
4,500.16
3,694.95
1,588.83
LT
LT
Total 267.000 9,369.18 14,652.96 5,283.78 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
19.800
19.800
19.800
5,030.74
1,049.08
5,321.88
5,662.80
1,465.20
6,078.60
632.06
416.12
756.72
LT
LT
ST
Total 667.000 11,401.70 13,206.60 1,048.18
756.72
LT
ST
267.00 2.02
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
40.070
40.070
2,957.09
4,923.37
2,885.04
4,608.05
(72.05)
(315.32)
ST
ST
Total 187.000 7,880.46 7,493.09 (387.37)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
90.820
90.820
90.820
3,785.28
1,620.09
816.00
7,810.52
3,360.34
1,725.58
4,025.24
1,740.25
909.58
LT
LT
LT
7/28/15 15.000 42.932 90.820 643.98 1,362.30 718.32 LT
8/3/15 15.000 43.031 90.820 645.47 1,362.30 716.83 LT
8/4/15 55.000 42.905 90.820 2,359.78 4,995.10 2,635.32 LT
2/16/16 24.000 34.275 90.820 822.60 2,179.68 1,357.08 LT
Total 251.000 10,693.20 22,795.82 12,102.62 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
23.370
23.370
23.370
385.91
498.14
607.41
327.18
420.66
514.14
(58.73)
(77.48)
(93.27)
ST
ST
ST
10/28/16 58.000 26.649 23.370 1,545.65 1,355.46 (190.19)ST
11/2/16 80.000 26.308 23.370 2,104.60 1,869.60 (235.00)ST
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 111 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
11/3/16 76.000 24.029 23.370 1,826.22 1,776.12 (50.10)ST
Total 268.000 6,967.93 6,263.16 (704.77)ST ——
Asset Class: Equities
HEICO CORP NEW (HEI) 5/15/15
5/19/15
6/3/15
32.000
49.000
48.000
45.473
46.082
47.399
89.810
89.810
89.810
1,455.12
2,258.01
2,275.17
2,873.92
4,400.69
4,310.88
1,418.80
2,142.68
2,035.71
LT
LT
LT
2/16/16 13.000 44.965 89.810 584.55 1,167.53 582.98 LT
6/22/16 6.000 54.030 89.810 324.18 538.86 214.68 LT
6/24/16 11.000 52.311 89.810 575.42 987.91 412.49 LT
6/29/16 9.000 57.687 89.810 519.18 808.29 289.11 LT
7/12/16 39.000 47.668 89.810 1,859.04 3,502.59 1,643.55 LT
5/26/17 2.000 74.515 89.810 149.03 179.62 30.59 ST
Total 209.000 9,999.70 18,770.29 8,740.00
30.59
LT
ST
33.00 0.17
Next Dividend Payable 01/2018; Asset Class: Equities
HENRY SCHEIN INC (HSIC) 12/11/15
12/14/15
2/16/16
32.000
46.000
6.000
76.535
76.635
80.838
81.990
81.990
81.990
2,449.12
3,525.20
485.03
2,623.68
3,771.54
491.94
174.56
246.34
6.91
LT
LT
LT
Total 84.000 6,459.35 6,887.16 427.81 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
53.970
53.970
53.970
4,293.04
792.12
3,880.88
7,609.77
1,295.28
6,314.49
3,316.73
503.16
2,433.61
LT
LT
LT
6/23/15 47.000 33.452 53.970 1,572.24 2,536.59 964.35 LT
2/16/16 30.000 34.847 53.970 1,045.41 1,619.10 573.69 LT
Total 359.000 11,583.69 19,375.23 7,791.54 LT 271.00 1.39
Next Dividend Payable 12/2017; Asset Class: Equities
IHS MARKIT LTD (INFO) 7/13/16 286.000 32.880 44.080 9,403.68 12,606.88 3,203.20 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
11.250
11.250
11.250
1,298.05
2,633.78
728.00
1,743.75
4,218.75
1,012.50
445.70
1,584.97
284.50
LT
LT
LT
2/16/16 56.000 6.581 11.250 368.54 630.00 261.46 LT
Total 676.000 5,028.37 7,605.00 2,576.63 LT ——
Asset Class: Equities
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
5
1
4
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 112 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
17.050
17.050
17.050
130.53
262.93
390.75
119.35
238.70
341.00
(11.18)
(24.23)
(49.75)
LT
LT
LT
2/22/16 117.000 19.547 17.050 2,287.03 1,994.85 (292.18)LT
2/25/16 45.000 17.654 17.050 794.42 767.25 (27.17)LT
2/26/16 61.000 16.423 17.050 1,001.83 1,040.05 38.22 LT
3/2/16 18.000 17.375 17.050 312.75 306.90 (5.85)LT
3/4/16 41.000 17.944 17.050 735.70 699.05 (36.65)LT
3/7/16 22.000 17.976 17.050 395.47 375.10 (20.37)LT
Total 345.000 6,311.41 5,882.25 (429.16)LT ——
Asset Class: Equities
INTL FLAVORS & FRAGRANCES (IFF) 11/10/15
2/16/16
55.000
3.000
114.785
106.800
142.910
142.910
6,313.18
320.40
7,860.05
428.73
1,546.87
108.33
LT
LT
Total 58.000 6,633.58 8,288.78 1,655.20 LT 160.00 1.93
Next Dividend Payable 10/06/17; Asset Class: Equities
LKQ CORPORATION (LKQ) 11/10/15
2/16/16
299.000
46.000
30.035
25.600
35.990
35.990
8,980.38
1,177.60
10,761.01
1,655.54
1,780.63
477.94
LT
LT
Total 345.000 10,157.98 12,416.55 2,258.57 LT ——
Asset Class: Equities
MAXIMUS INC (MMS) 1/12/15
2/16/16
125.000
14.000
53.796
47.779
64.500
64.500
6,724.44
668.90
8,062.50
903.00
1,338.06
234.10
LT
LT
Total 139.000 7,393.34 8,965.50 1,572.16 LT 25.00 0.27
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
43.120
43.120
43.120
263.96
8,847.54
973.38
215.60
5,821.20
646.80
(48.36)
(3,026.34)
(326.58)
LT
LT
LT
Total 155.000 10,084.88 6,683.60 (3,401.28)LT ——
Asset Class: Equities
MIDDLEBY CORP DEL (MIDD) 11/10/15
2/16/16
75.000
6.000
118.080
84.142
128.170
128.170
8,856.00
504.85
9,612.75
769.02
756.75
264.17
LT
LT
Total 81.000 9,360.85 10,381.77 1,020.92 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
42.170
42.170
42.170
4,772.47
948.76
2,240.61
6,662.86
1,433.78
3,457.94
1,890.39
485.02
1,217.33
LT
LT
LT
6/27/16 13.000 26.030 42.170 338.39 548.21 209.82 LT
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 113 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
6/29/16 38.000 26.365 42.170 1,001.88 1,602.46 600.58 LT
7/13/16 27.000 28.782 42.170 777.11 1,138.59 361.48 LT
Total 352.000 10,079.22 14,843.84 4,764.62 LT 296.00 1.99
Next Dividend Payable 12/2017; Asset Class: Equities
NEOGEN CP (NEOG) 1/12/15
2/16/16
65.000
14.000
48.280
48.364
77.460
77.460
3,138.20
677.09
5,034.90
1,084.44
1,896.70
407.35
LT
LT
Total 79.000 3,815.29 6,119.34 2,304.05 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
28.650
28.650
28.650
10,190.72
454.47
727.18
5,185.65
315.15
515.70
(5,005.07)
(139.32)
(211.48)
LT
LT
LT
12/2/15 14.000 39.699 28.650 555.78 401.10 (154.68)LT
12/3/15 7.000 39.320 28.650 275.24 200.55 (74.69)LT
12/7/15 4.000 38.740 28.650 154.96 114.60 (40.36)LT
12/8/15 5.000 38.584 28.650 192.92 143.25 (49.67)LT
12/9/15 16.000 38.640 28.650 618.24 458.40 (159.84)LT
2/16/16 18.000 27.189 28.650 489.40 515.70 26.30 LT
12/12/16 62.000 38.067 28.650 2,360.17 1,776.30 (583.87)ST
Total 336.000 16,019.08 9,626.40 (5,808.81)
(583.87)
LT
ST
——
Asset Class: Equities
PROS HLDG INC (PRO) 8/4/15
8/5/15
8/5/15
16.000
13.000
9.000
21.317
21.585
21.606
24.130
24.130
24.130
341.07
280.61
194.45
386.08
313.69
217.17
45.01
33.08
22.72
LT
LT
LT
8/6/15 34.000 21.580 24.130 733.72 820.42 86.70 LT
8/6/15 23.000 21.630 24.130 497.49 554.99 57.50 LT
8/11/15 35.000 21.055 24.130 736.94 844.55 107.61 LT
8/13/15 17.000 20.457 24.130 347.77 410.21 62.44 LT
8/20/15 27.000 20.601 24.130 556.23 651.51 95.28 LT
8/24/15 21.000 20.572 24.130 432.01 506.73 74.72 LT
8/27/15 16.000 21.069 24.130 337.11 386.08 48.97 LT
2/16/16 21.000 10.597 24.130 222.54 506.73 284.19 LT
10/21/16 24.000 21.884 24.130 525.21 579.12 53.91 ST
10/24/16 45.000 22.306 24.130 1,003.75 1,085.85 82.10 ST
10/25/16 22.000 22.142 24.130 487.12 530.86 43.74 ST
10/26/16 29.000 22.200 24.130 643.80 699.77 55.97 ST
8/17/17 92.000 26.042 24.130 2,395.83 2,219.96 (175.87)ST
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
5
1
5
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 114 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 444.000 9,735.65 10,713.72 918.22
59.85
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
80.300
80.300
80.300
6,523.65
2,561.07
656.89
8,431.50
2,730.20
722.70
1,907.85
169.13
65.81
LT
LT
LT
8/4/15 12.000 73.076 80.300 876.91 963.60 86.69 LT
2/16/16 14.000 60.511 80.300 847.15 1,124.20 277.05 LT
Total 174.000 11,465.67 13,972.20 2,506.53 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
31.620
31.620
31.620
7,785.09
785.29
156.22
9,454.38
1,075.08
158.10
1,669.29
289.79
1.88
LT
LT
ST
Total 338.000 8,726.60 10,687.56 1,959.08
1.88
LT
ST
230.00 2.15
Next Dividend Payable 12/2017; Asset Class: Equities
ROLLINS INC (ROL) 1/12/15
2/16/16
275.000
26.000
21.661
26.904
46.140
46.140
5,956.84
699.50
12,688.50
1,199.64
6,731.66
500.14
LT
LT
Total 301.000 6,656.34 13,888.14 7,231.80 LT 138.00 0.99
Next Dividend Payable 12/2017; Asset Class: Equities
SNAP-ON INC (SNA) 2/1/17 39.000 180.120 149.010 7,024.68 5,811.39 (1,213.29)ST 111.00 1.91
Next Dividend Payable 12/2017; Asset Class: Equities
TYLER TECHNOLOGIES INC (TYL) 7/13/17
7/14/17
18.000
29.000
173.797
175.574
174.320
174.320
3,128.35
5,091.64
3,137.76
5,055.28
9.41
(36.36)
ST
ST
Total 47.000 8,219.99 8,193.04 (26.95)ST ——
Asset Class: Equities
ULTIMATE SOFTWARE GP INC (ULTI) 1/12/15
2/16/16
95.000
9.000
144.503
160.030
189.600
189.600
13,727.80
1,440.27
18,012.00
1,706.40
4,284.20
266.13
LT
LT
Total 104.000 15,168.07 19,718.40 4,550.33 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
41.590
41.590
41.590
6,222.24
597.28
471.83
3,368.79
707.03
499.08
(2,853.45)
109.75
27.25
LT
LT
LT
9/20/16 16.000 38.844 41.590 621.50 665.44 43.94 LT
10/4/16 9.000 40.076 41.590 360.68 374.31 13.63 ST
10/7/16 11.000 40.341 41.590 443.75 457.49 13.74 ST
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 115 of 130
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 41.590 368.84 374.31 5.47 ST
10/12/16 48.000 42.658 41.590 2,047.58 1,996.32 (51.26)ST
Total 203.000 11,133.70 8,442.77 (2,672.51)
(18.42)
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
56.410
56.410
56.410
1,474.84
1,172.71
1,796.26
3,158.96
2,482.04
3,723.06
1,684.12
1,309.33
1,926.80
LT
LT
LT
12/16/15 59.000 28.085 56.410 1,657.01 3,328.19 1,671.18 LT
2/16/16 26.000 21.617 56.410 562.04 1,466.66 904.62 LT
5/26/17 1.000 66.870 56.410 66.87 56.41 (10.46)ST
Total 252.000 6,729.73 14,215.32 7,496.05
(10.46)
LT
ST
——
Asset Class: Equities
VERINT SYSTEMS INC (VRNT) 1/12/15
7/23/15
7/24/15
30.000
11.000
20.000
55.792
59.972
59.421
41.850
41.850
41.850
1,673.77
659.69
1,188.42
1,255.50
460.35
837.00
(418.27)
(199.34)
(351.42)
LT
LT
LT
7/27/15 14.000 58.101 41.850 813.42 585.90 (227.52)LT
7/30/15 6.000 57.997 41.850 347.98 251.10 (96.88)LT
7/31/15 17.000 57.850 41.850 983.45 711.45 (272.00)LT
8/5/15 7.000 58.576 41.850 410.03 292.95 (117.08)LT
2/16/16 11.000 30.966 41.850 340.63 460.35 119.72 LT
6/24/16 90.000 33.800 41.850 3,042.00 3,766.50 724.50 LT
5/26/17 5.000 41.486 41.850 207.43 209.25 1.82 ST
Total 211.000 9,666.82 8,830.35 (838.29)
1.82
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
83.190
83.190
83.190
9,215.70
886.17
4,075.54
10,814.70
1,081.47
4,076.31
1,599.00
195.30
0.77
LT
LT
ST
Total 192.000 14,177.41 15,972.48 1,794.30
0.77
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
148.000
148.000
148.000
3,638.43
953.60
2,220.28
5,032.00
1,332.00
3,256.00
1,393.57
378.40
1,035.72
ST
ST
ST
Total 65.000 6,812.31 9,620.00 2,807.69 ST ——
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
5
1
6
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 116 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Asset Class: Equities
WAGEWORKS INC COM (WAGE) 4/27/17 103.000 74.853 60.700 7,709.83 6,252.10 (1,457.73)ST ——
Asset Class: Equities
WATSCO INC (WSO) 7/13/17
7/14/17
26.000
27.000
150.662
150.813
161.070
161.070
3,917.22
4,071.96
4,187.82
4,348.89
270.60
276.93
ST
ST
Total 53.000 7,989.18 8,536.71 547.53 ST 265.00 3.10
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
96.260
96.260
8,285.93
484.63
8,663.40
481.30
377.47
(3.33)
ST
ST
Total 95.000 8,770.56 9,144.70 374.14 ST 53.00 0.57
Next Dividend Payable 11/2017; Asset Class: Equities
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 98.48%$452,428.40 $553,322.66 $99,419.91
$1,474.35
LT
ST
$2,599.00 0.47%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL VALUE 100.00%$452,428.40 $561,888.55 $99,419.91
$1,474.35
LT
ST
$2,603.00
—
0.46%
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 $8,565.89 ——————
Stocks —$553,322.66 —————
TOTAL ALLOCATION OF ASSETS $8,565.89 $553,322.66 —————
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 117 of 130
ACTIVITY
INVESTMENT RELATED ACTIVITY
TAXABLE INCOME AND DISTRIBUTIONS
Activity Date Activity Type Description Comments Credits/(Debits)
9/1 Qualified Dividend BIO-TECHNE CORP $29.76
9/1 Qualified Dividend CHEMED CORPORATION 17.08
9/1 Qualified Dividend COGNEX CORP 7.91
9/5 Qualified Dividend NATL INSTRUMS CP 117.18
9/8 Qualified Dividend SNAP-ON INC 27.69
9/11 Qualified Dividend ROLLINS INC 34.62
9/15 Qualified Dividend RITCHIE BROTHERS AUCTIONEERS 48.84
9/15 Dividend RITCHIE BROTHERS AUCTIONEERS
ADJ GROSS DIV AMOUNT 8.62
FOREIGN TAX PAID IS 8.62
0.00
9/22 Qualified Dividend HLTH CARE SVC GRP 67.76
9/29 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 09/01-09/30)
0.35
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $351.19
TOTAL QUALIFIED DIVIDENDS $350.84
TOTAL INTEREST $0.35
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
9/1 Automatic Investment BANK DEPOSIT PROGRAM $54.75
9/5 Automatic Investment BANK DEPOSIT PROGRAM 117.18
9/8 Automatic Investment BANK DEPOSIT PROGRAM 27.69
9/11 Automatic Investment BANK DEPOSIT PROGRAM 34.62
9/15 Automatic Investment BANK DEPOSIT PROGRAM 48.84
9/22 Automatic Investment BANK DEPOSIT PROGRAM 67.76
9/29 Automatic Investment BANK DEPOSIT PROGRAM 0.35
NET ACTIVITY FOR PERIOD $351.19
TRANSFERS, CORPORATE ACTIONS AND ADDITIONAL ACTIVITY
CORPORATE ACTIONS
Activity
Date Activity Type Description Comments Quantity
9/19 Stock Dividend HENRY SCHEIN INC 42.000
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
5
1
7
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110265-095
CITY OF ATLANTIC BEACH POLICE
C/O RUSSELL CAFFEY
Page 118 of 130
MESSAGES
Consolidated Statement of Financial Condition (in millions of dollars):
At June 30, 2017 Morgan Stanley Smith Barney LLC had net capital of $2,288 which exceeded the Securities and Exchange Commission's minimum requirement by $2,131. A copy of the Morgan Stanley Smith
Barney LLC Consolidated Statement of Financial Condition at June 30, 2017 can be viewed online at:
http://www.morganstanley.com/about-us-ir/shareholder/morganstanley_smithbarney_llc.pdf or may be mailed to you at no cost by calling 1 (866) 825-1675, after September 15, 2017.
Senior Investor Helpline
For any inquiries or comments or potential concerns, senior investors or someone acting on their behalf may contact our Firm by calling (800) 280-4534.
Sign up for eDelivery of your Account Documents Today
Receiving documents through eDelivery is secure, convenient, green and may even help you save on annual account fees. Accounts enrolled in eDelivery of all eligible account documents for every account within an
Account Link Group may qualify for a reduced annual fee. Contact your Financial Advisor or Private Wealth Advisor for additional details regarding annual account fees.
Simply visit www.morganstanley.com/edelivery to set your eDelivery preferences today. Please note, if you have not already done so, you will first need to register for Morgan Stanley Online prior to making your
eDelivery selections.
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
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
TOTAL BEGINNING VALUE $505,160.59 $463,790.60
Credits ——
Debits —(93,989.78)
Security Transfers ——
Net Credits/Debits/Transfers —$(93,989.78)
Change in Value (5,430.25)129,929.52
TOTAL ENDING VALUE $499,730.34 $499,730.34
Net Credits / Debits include investment advisory fees as applicable. See Activity section for details.
MARKET VALUE OVER TIME
The below chart displays the most recent thirteen months of Market Value.
CLIENT STATEMENT For the Period September 1-30, 2017
Account Summary
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
This asset allocation represents holdings on a trade date basis, and projected settled Cash/ BDP and
MMF balances. These classifications do not constitute a recommendation and may differ from the
classification of instruments for regulatory or tax purposes.
SEP OCT NOV DEC JAN FEB MAR APR MAY JUN JUL AUG SEP
410
440
470
500
530
560
($
)
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 119 of 130
ASSET ALLOCATION (includes accrued interest)
Cash
Equities
Market Value Percentage
Cash $16,200.71 3.24
Equities 483,529.63 96.76
TOTAL VALUE $499,730.34 100.00%
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
2
1
9
M
S
A
D
S
2
4
1
0
1
4
5
1
8
Account Summary
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 120 of 130
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 8/31/17)
This Period
(as of 9/30/17)
Cash, BDP, MMFs $5,701.08 $9,054.81
Stocks 499,459.51 483,529.63
Net Unsettled Purchases/Sales —7,145.90
Total Assets $505,160.59 $499,730.34
Total Liabilities (outstanding balance)——
TOTAL VALUE $505,160.59 $499,730.34
CASH FLOW
This Period
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
OPENING CASH, BDP, MMFs $5,701.08 $2,650.53
Purchases —(105,883.35)
Sales and Redemptions 10,271.17 207,902.94
2016 Net Unsettled Purch/Sales N/A 3,249.42
Net Unsettled Purch/Sales (7,145.90)(7,145.90)
Income and Distributions 228.46 2,270.95
Total Investment Related Activity $3,353.73 $100,394.06
Electronic Transfers-Debits —(92,000.00)
Other Debits —(1,989.78)
Total Cash Related Activity —$(93,989.78)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $9,054.81 $9,054.81
INCOME AND DISTRIBUTION SUMMARY
This Period
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
Qualified Dividends $228.22 $2,269.92
Interest 0.24 1.03
Total Taxable Income And Distributions $228.46 $2,270.95
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $228.46 $2,270.95
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
(9/1/17-9/30/17)
Realized This Year
(1/1/17-9/30/17)
Unrealized
Inception to Date
(as of 9/30/17)
Short-Term Gain —$6,647.83 $18,959.00
Short-Term (Loss)(1,087.03)(3,268.52)(6,057.00)
Total Short-Term $(1,087.03)$3,379.31 $12,902.00
Long-Term Gain 809.00 32,623.67 101,700.77
Long-Term (Loss)(3,509.70)(8,059.04)(15,397.91)
Total Long-Term $(2,700.70)$24,564.63 $86,302.86
TOTAL GAIN/(LOSS)$(3,787.73)$27,943.94 $99,204.86
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 September 1-30, 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 121 of 130
† Inform us if your investment objectives, as defined in the Expanded Disclosures, change.
HOLDINGS
This section reflects positions purchased/sold on a trade date basis. "Market Value" and "Unrealized Gain/(Loss)" may not reflect the value that could be obtained in the market. Fixed Income securities are sorted
by maturity or pre-refunding date, and alphabetically within date. Estimated Annual Income a) is calculated on a pre-tax basis, b) does not include any reduction for applicable non-US withholding taxes, c) may
include return of principal or capital gains which could overstate such estimates, and d) for securities that have a defined maturity date within the next 12 months, is reflected only through maturity date. Actual
income or yield may be lower or higher than the estimates. Current yield reflects the income generated by an investment, and does not reflect changes in its price. Structured Investments, identified on the
Position Description Details line as "Asset Class: Struct Inv," may appear in various statement product categories. When displayed, the accrued interest, annual income and current yield for those with a
contingent income feature (e.g., Range Accrual Notes or Contingent Income Notes) are estimates and assume specified accrual conditions are met during the relevant period and payment in full of all contingent
interest. For Floating Rate Securities, the accrued interest, annual income and current yield are estimates based on the current floating coupon rate and may not reflect historic rates within the accrual period.
CASH, BANK DEPOSIT PROGRAM AND MONEY MARKET FUNDS
Cash, Bank Deposit Program, and Money Market Funds are generally displayed on a settlement date basis. You have the right to instruct us to liquidate your bank deposit balance(s) or shares of any money market
fund balance(s) at any time and have the proceeds of such liquidation remitted to you. Estimated Annual Income, Accrued Interest, and APY% will only be displayed for fully settled positions.
Description Market Value
7-Day
Current Yield %Est Ann Income APY %
CASH $3,125.27
MORGAN STANLEY PRIVATE BANK NA #5,929.54 —3.00 0.050
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs $9,054.81 $3.00
NET UNSETTLED PURCHASES/SALES $7,145.90
CASH, BDP, AND MMFs (PROJECTED SETTLED BALANCE)3.24%$16,200.71
# 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.
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
5
1
9
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 122 of 130
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
$64.510
64.510
$8,970.49
2,001.02
$14,901.81
2,967.46
$5,931.32
966.44
LT
LT
Total 277.000 10,971.51 17,869.27 6,897.76 LT 83.00 0.46
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
171.280
171.280
171.280
4,403.40
1,599.17
1,913.98
3,596.88
1,198.96
1,712.80
(806.52)
(400.21)
(201.18)
LT
LT
LT
H
1/30/17 11.000 200.785 171.280 2,208.63 1,884.08 (324.55)ST
3/21/17 6.000 206.038 171.280 1,236.23 1,027.68 (208.55)ST
Total 55.000 11,361.41 9,420.40 (1,407.91)
(533.10)
LT
ST
29.00 0.30
Next Dividend Payable 11/2017; Basis Adjustment Due to Wash Sale: $262.25; Asset Class: Equities
ADOBE SYSTEMS (ADBE) 9/8/15 100.000 78.832 149.180 7,883.17 14,918.00 7,034.83 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
140.290
140.290
140.290
609.41
2,651.30
8,960.11
561.16
2,805.80
7,295.08
(48.25)
154.50
(1,665.03)
LT
LT
LT
H
9/24/15 25.000 155.894 140.290 3,897.35 3,507.25 (390.10)LT
9/30/15 3.000 153.343 140.290 460.03 420.87 (39.16)LT
2/17/16 13.000 145.471 140.290 1,891.12 1,823.77 (67.35)LT
4/3/17 1.000 119.580 140.290 119.58 140.29 20.71 ST
5/24/17 7.000 100.569 140.290 703.98 982.03 278.05 ST
Total 125.000 19,292.88 17,536.25 (2,055.39)
298.76
LT
ST
——
Basis Adjustment Due to Wash Sale: $639.93; Asset Class: Equities
ALIBABA GROUP HLDG LTD (BABA) 2/19/16 117.000 67.274 172.710 7,871.12 20,207.07 12,335.95 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
961.350
961.350
961.350
2,983.79
3,169.38
5,332.98
5,768.10
5,768.10
8,652.15
2,784.31
2,598.72
3,319.17
LT
LT
LT
Total 21.000 11,486.15 20,188.35 8,702.20 LT ——
Asset Class: Equities
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 123 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
63.740
63.740
63.740
8,115.66
3,125.52
3,260.70
7,903.76
2,995.78
3,505.70
(211.90)
(129.74)
245.00
LT
LT
LT
8/9/16 43.000 61.938 63.740 2,663.34 2,740.82 77.48 LT
9/7/16 36.000 56.806 63.740 2,045.03 2,294.64 249.61 LT
4/3/17 3.000 54.173 63.740 162.52 191.22 28.70 ST
Total 308.000 19,372.77 19,631.92 230.45
28.70
LT
ST
480.00 2.44
Next Dividend Payable 11/2017; Asset Class: Equities
CELGENE CORP (CELG) 7/1/15
8/24/15
9/30/15
4.000
79.000
1.000
117.677
116.533
107.650
145.820
145.820
145.820
470.71
9,206.11
107.65
583.28
11,519.78
145.82
112.57
2,313.67
38.17
LT
LT
LT
2/17/16 30.000 105.400 145.820 3,162.00 4,374.60 1,212.60 LT
11/11/16 16.000 119.493 145.820 1,911.88 2,333.12 421.24 ST
4/3/17 3.000 124.573 145.820 373.72 437.46 63.74 ST
Total 133.000 15,232.07 19,394.06 3,677.01
484.98
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
43.740
43.740
43.740
4,662.20
2,446.43
2,373.16
7,873.20
4,067.82
2,536.92
3,211.00
1,621.39
163.76
LT
LT
ST
Total 331.000 9,481.79 14,477.94 4,832.39
163.76
LT
ST
106.00 0.73
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
110.280
110.280
3,983.06
2,735.72
5,183.16
3,418.68
1,200.10
682.96
ST
ST
Total 78.000 6,718.78 8,601.84 1,883.06 ST 27.00 0.31
Next Dividend Payable 12/2017; Asset Class: Equities
COSTCO WHOLESALE CORP NEW (COST) 11/11/16
3/6/17
3/17/17
46.000
10.000
8.000
148.564
166.708
167.945
164.290
164.290
164.290
6,833.96
1,667.08
1,343.56
7,557.34
1,642.90
1,314.32
723.38
(24.18)
(29.24)
ST
ST
ST
Total 64.000 9,844.60 10,514.56 669.96 ST 128.00 1.21
Next Dividend Payable 12/2017; 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
198.550
198.550
198.550
7,739.05
1,479.49
186.15
8,339.10
1,588.40
198.55
600.05
108.91
12.40
ST
ST
ST
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
5
2
0
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 124 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 51.000 9,404.69 10,126.05 721.36 ST 94.00 0.92
Next Dividend Payable 12/2017; 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
109.310
109.310
109.310
7,163.51
1,818.14
825.08
7,323.77
2,076.89
983.79
160.26
258.75
158.71
LT
ST
ST
3/2/17 30.000 93.403 109.310 2,802.09 3,279.30 477.21 ST
Total 125.000 12,608.82 13,663.75 160.26
894.67
LT
ST
——
Asset Class: Equities
FACEBOOK INC CL-A (FB) 8/31/15 127.000 90.658 170.870 11,513.54 21,700.49 10,186.95 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
199.200
199.200
199.200
5,215.32
4,018.31
3,535.10
5,378.40
4,382.40
4,581.60
163.08
364.09
1,046.50
LT
LT
LT
11/11/16 8.000 139.419 199.200 1,115.35 1,593.60 478.25 ST
Total 80.000 13,884.08 15,936.00 1,573.67
478.25
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
58.040
58.040
58.040
1,456.56
4,798.23
4,412.39
696.48
1,625.12
1,799.24
(760.08)
(3,173.11)
(2,613.15)
LT
LT
LT
11/11/16 15.000 110.273 58.040 1,654.09 870.60 (783.49)ST
3/24/17 9.000 116.969 58.040 1,052.72 522.36 (530.36)ST
Total 95.000 13,373.99 5,513.80 (6,546.34)
(1,313.85)
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
68.700
68.700
68.700
3,064.53
2,664.12
2,406.60
4,465.50
3,778.50
3,435.00
1,400.97
1,114.38
1,028.40
LT
LT
LT
3/20/17 44.000 61.314 68.700 2,697.80 3,022.80 325.00 ST
Total 214.000 10,833.05 14,701.80 3,543.75
325.00
LT
ST
171.00 1.16
Next Dividend Payable 12/2017; Asset Class: Equities
MERCADOLIBRE INC (MELI) 9/3/15
2/17/16
7.000
29.000
112.215
97.848
258.930
258.930
785.51
2,837.60
1,812.51
7,508.97
1,027.00
4,671.37
LT
LT
Total 36.000 3,623.11 9,321.48 5,698.37 LT 22.00 0.23
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 125 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Next Dividend Payable 10/16/17; 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
55.250
55.250
55.250
3,183.03
3,142.26
5,666.67
3,978.00
4,143.75
7,127.25
794.97
1,001.49
1,460.58
LT
LT
LT
Total 276.000 11,991.96 15,249.00 3,257.04 LT ——
Asset Class: Equities
NEW ORIENTAL ED & TECH GRP ADR (EDU) 6/5/17
6/6/17
6/7/17
75.000
13.000
37.000
74.408
75.965
78.362
88.260
88.260
88.260
5,580.62
987.55
2,899.40
6,619.50
1,147.38
3,265.62
1,038.88
159.83
366.22
ST
ST
ST
Total 125.000 9,467.57 11,032.50 1,564.93 ST ——
Next Dividend Payable 10/06/17; 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
51.850
51.850
51.850
3,094.74
5,507.07
6,819.26
2,799.90
4,770.20
6,273.85
(294.84)
(736.87)
(545.41)
LT
LT
LT
9/28/16 35.000 53.542 51.850 1,873.96 1,814.75 (59.21)LT
4/3/17 1.000 55.440 51.850 55.44 51.85 (3.59)ST
Total 303.000 17,350.47 15,710.55 (1,636.33)
(3.59)
LT
ST
218.00 1.38
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
178.770
178.770
178.770
330.68
4,132.96
2,668.31
536.31
6,793.26
4,826.79
205.63
2,660.30
2,158.48
ST
ST
ST
3/17/17 24.000 104.826 178.770 2,515.82 4,290.48 1,774.66 ST
4/12/17 16.000 98.366 178.770 1,573.86 2,860.32 1,286.46 ST
Total 108.000 11,221.63 19,307.16 8,085.53 ST 60.00 0.31
Next Dividend Payable 12/2017; Asset Class: Equities
PIONEER NATURAL RESOURCES CO (PXD) 4/10/17
4/16/17
5/18/17
47.000
8.000
5.000
192.255
193.483
173.205
147.540
147.540
147.540
9,035.99
1,547.86
866.02
6,934.38
1,180.32
737.70
(2,101.61)
(367.54)
(128.32)
ST
ST
ST
H
Total 60.000 11,449.87 8,852.40 (2,597.47)ST 5.00 0.05
Next Dividend Payable 10/12/17; 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
1,830.820
1,830.820
11,070.75
1,230.86
18,308.20
1,830.82
7,237.45
599.96
LT
LT
Total 11.000 12,301.61 20,139.02 7,837.41 LT ——
Asset Class: Equities
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
5
2
1
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 126 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
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
93.420
93.420
93.420
5,493.82
3,513.96
2,277.46
8,127.54
4,484.16
2,989.44
2,633.72
970.20
711.98
LT
LT
ST
Total 167.000 11,285.24 15,601.14 3,603.92
711.98
LT
ST
——
Asset Class: Equities
SERVICENOW INC (NOW) 2/19/16
6/8/16
34.000
96.000
54.741
77.332
117.530
117.530
1,861.20
7,423.83
3,996.02
11,282.88
2,134.82
3,859.05
LT
LT
Total 130.000 9,285.03 15,278.90 5,993.87 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
153.140
153.140
153.140
5,829.27
1,927.46
3,069.55
4,594.20
1,531.40
2,297.10
(1,235.07)
(396.06)
(772.45)
LT
LT
LT
H
4/3/17 1.000 173.820 153.140 173.82 153.14 (20.68)ST
5/5/17 4.000 181.021 153.140 724.09 612.56 (111.53)ST
Total 60.000 11,724.19 9,188.40 (2,403.58)
(132.21)
LT
ST
55.00 0.59
Next Dividend Payable 10/20/17; 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
66.430
66.430
66.430
2,371.12
6,056.62
2,487.11
2,524.34
6,775.86
4,849.39
153.22
719.24
2,362.28
LT
LT
LT
Total 213.000 10,914.85 14,149.59 3,234.74 LT ——
Asset Class: Equities
STARBUCKS CORP WASHINGTON (SBUX) 7/6/16
7/6/16
7/28/16
103.000
80.000
2.000
56.696
59.209
57.240
53.710
53.710
53.710
5,839.67
4,736.75
114.48
5,532.13
4,296.80
107.42
(307.54)
(439.95)
(7.06)
LT
LT
LT
H
H
9/6/16 42.000 56.035 53.710 2,353.49 2,255.82 (97.67)LT
10/11/16 52.000 52.862 53.710 2,748.80 2,792.92 44.12 ST
Total 279.000 15,793.19 14,985.09 (852.22)
44.12
LT
ST
279.00 1.86
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 63.290 9,575.93 10,632.72 1,056.79 ST 181.00 1.70
Next Dividend Payable 12/2017; Asset Class: Equities
ULTA BEAUTY INC (ULTA) 11/23/16
1/31/17
4/4/17
10.000
13.000
9.000
262.419
268.025
283.196
226.060
226.060
226.060
2,624.19
3,484.33
2,548.76
2,260.60
2,938.78
2,034.54
(363.59)
(545.55)
(514.22)
ST
ST
ST
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 127 of 130
Security Description Trade Date Quantity Unit Cost Share Price Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
Total 32.000 8,657.28 7,233.92 (1,423.36)ST ——
Asset Class: Equities
UNITEDHEALTH GP INC (UNH) 3/20/17
3/22/17
22.000
31.000
169.058
167.210
195.850
195.850
3,719.27
5,183.51
4,308.70
6,071.35
589.43
887.84
ST
ST
Total 53.000 8,902.78 10,380.05 1,477.27 ST 159.00 1.53
Next Dividend Payable 12/2017; Asset Class: Equities
VERTEX PHARMACEUTICALS (VRTX) 9/24/15
9/29/15
2/17/16
15.000
3.000
34.000
109.640
100.483
86.611
152.040
152.040
152.040
1,644.60
301.45
2,944.78
2,280.60
456.12
5,169.36
636.00
154.67
2,224.58
LT
LT
LT
2/19/16 18.000 87.377 152.040 1,572.79 2,736.72 1,163.93 LT
5/4/16 44.000 81.020 152.040 3,564.89 6,689.76 3,124.87 LT
Total 114.000 10,028.51 17,332.56 7,304.05 LT ——
Asset Class: Equities
VISA INC CL A (V) 6/26/15
4/3/17
139.000
1.000
68.549
88.780
105.240
105.240
9,528.35
88.78
14,628.36
105.24
5,100.01
16.46
LT
ST
Total 140.000 9,617.13 14,733.60 5,100.01
16.46
LT
ST
92.00 0.62
Next Dividend Payable 12/2017; Asset Class: Equities
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)Est Ann Income
Current
Yield %
STOCKS 96.76%$384,324.77 $483,529.63 $86,302.86
$12,902.00
LT
ST
$2,189.00 0.45%
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL VALUE 100.00%$384,324.77 $499,730.34 $86,302.86
$12,902.00
LT
ST
$2,192.00
—
0.44%
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
2
1
9
M
S
A
D
S
2
4
1
0
1
4
5
2
2
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 128 of 130
ALLOCATION OF ASSETS
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $16,200.71 ——————
Stocks —$483,529.63 —————
TOTAL ALLOCATION OF ASSETS $16,200.71 $483,529.63 —————
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
9/27 9/29 Sold VERTEX PHARMACEUTICALS ACTED AS AGENT 21.000 $148.8260 $3,125.27
9/29 10/3 Sold DEXCOM INC ACTED AS AGENT 152.000 47.0136 7,145.90
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $10,271.17
TOTAL SALES AND REDEMPTIONS $10,271.17
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)
9/29 10/3 Sold DEXCOM INC UNSETTLED SALE 152.000 $47.0136 $7,145.90
NET UNSETTLED PURCHASES/SALES $7,145.90
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)
9/1 Qualified Dividend COSTCO WHOLESALE CORP NEW $32.00
9/1 Qualified Dividend COGNEX CORP 6.63
9/5 Qualified Dividend VISA INC CL A 23.10
9/6 Qualified Dividend TRACTOR SUPPLY CO 45.36
9/18 Qualified Dividend NVIDIA CORPORATION 15.12
9/19 Qualified Dividend UNITEDHEALTH GP INC 39.75
9/29 Qualified Dividend INTERCONTINENTALEXCHANGE GROUP 42.80
9/29 Qualified Dividend DOMINOS PIZZA INC 23.46
9/29 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 09/01-09/30)
0.24
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $228.46
TOTAL QUALIFIED DIVIDENDS $228.22
TOTAL INTEREST $0.24
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 129 of 130
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
9/1 Automatic Investment BANK DEPOSIT PROGRAM $38.63
9/5 Automatic Investment BANK DEPOSIT PROGRAM 23.10
9/6 Automatic Investment BANK DEPOSIT PROGRAM 45.36
9/18 Automatic Investment BANK DEPOSIT PROGRAM 15.12
9/19 Automatic Investment BANK DEPOSIT PROGRAM 39.75
9/29 Automatic Investment BANK DEPOSIT PROGRAM 66.26
9/29 Automatic Investment BANK DEPOSIT PROGRAM 0.24
NET ACTIVITY FOR PERIOD $228.46
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
DEXCOM INC 09/17/15 09/29/17 1.000 $47.01 $109.12 $(62.11)H
10/16/15 09/29/17 52.000 2,444.65 4,342.47 (1,897.82)
10/16/15 09/29/17 28.000 1,316.35 2,531.34 (1,214.99)H
02/17/16 09/29/17 23.000 1,081.29 1,416.07 (334.78)
Basis Adjustment Due To Wash Sale: $397.30
VERTEX PHARMACEUTICALS 08/26/15 09/27/17 1.000 148.82 123.46 25.36
09/24/15 09/27/17 20.000 2,976.45 2,192.81 783.64
Long-Term This Period $8,014.57 $10,715.27 $(2,700.70)
Long-Term Year to Date $146,192.02 $121,627.39 $24,564.63
SHORT-TERM GAIN/(LOSS)
Security Description
Date
Acquired
Date
Sold Quantity
Sales
Proceeds
Orig / Adj
Total Cost
Realized
Gain/(Loss)Comments
DEXCOM INC 11/11/16 09/29/17 32.000 1,504.40 2,106.02 (601.62)
05/05/17 09/29/17 16.000 752.20 1,237.61 (485.41)
Short-Term This Period $2,256.60 $3,343.63 $(1,087.03)
Short-Term Year to Date $61,710.92 $58,331.61 $3,379.31
Net Realized Gain/(Loss) This Period $10,271.17 $14,058.90 $(3,787.73)
Net Realized Gain/(Loss) Year to Date $207,902.94 $179,959.00 $27,943.94
00
0
2
1
9
M
S
A
D
S
2
4
1
0
1
4
5
2
3
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Select UMA Active Assets Account
660-110290-095
CITY OF ATLANTIC BEACH POLICE
OFFICERS RETIREMENT SYSTEM
Page 130 of 130
Disallowed Loss Based On Wash Sale Year to Date: $1,578.95
Treasury regulations require that we report on Form 1099-B a) adjusted cost basis on the sale of covered securities acquired on or after 1/1/11 (or the applicable date for the type of security), b) the gain or loss as
either long-term or short-term, and c) basis adjustments on covered securities due to wash sales, certain corporate actions and transfers by gift or inheritance. This section may not reflect all the basis adjustments
required when filing your tax return. Refer to the Expanded Disclosures.
H, W, > - The wash sale rule applies to this tax lot. For lots noted with an “H,” the cost basis and acquisition date (trade date) have been adjusted to account for disallowed loss of a related wash sale
transaction. For lots noted with a “W,” the disallowed loss on covered securities will be reported on Form 1099-B for the current tax year. The aggregate basis adjustment and the disallowed loss amount are
identified in italics under the Security Description. Net Realized Gain/(Loss) for “This Period” and “Year to Date” includes disallowed loss. For lots noted with a “>,” both “H” and “W” apply.
MESSAGES
Consolidated Statement of Financial Condition (in millions of dollars):
At June 30, 2017 Morgan Stanley Smith Barney LLC had net capital of $2,288 which exceeded the Securities and Exchange Commission's minimum requirement by $2,131. A copy of the Morgan Stanley Smith
Barney LLC Consolidated Statement of Financial Condition at June 30, 2017 can be viewed online at:
http://www.morganstanley.com/about-us-ir/shareholder/morganstanley_smithbarney_llc.pdf or may be mailed to you at no cost by calling 1 (866) 825-1675, after September 15, 2017.
Senior Investor Helpline
For any inquiries or comments or potential concerns, senior investors or someone acting on their behalf may contact our Firm by calling (800) 280-4534.
Sign up for eDelivery of your Account Documents Today
Receiving documents through eDelivery is secure, convenient, green and may even help you save on annual account fees. Accounts enrolled in eDelivery of all eligible account documents for every account within an
Account Link Group may qualify for a reduced annual fee. Contact your Financial Advisor or Private Wealth Advisor for additional details regarding annual account fees.
Simply visit www.morganstanley.com/edelivery to set your eDelivery preferences today. Please note, if you have not already done so, you will first need to register for Morgan Stanley Online prior to making your
eDelivery selections.
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.