12 - September 2017TOTAL VALUE OF YOUR ACCOUNTS (as of 9/30/17)$16,221,042.33
Includes Accrued Interest
CLIENT STATEMENT For the Period September 1-30, 2017
660 - 110000 - 095 -1 - 0
STATEMENT PACKAGE FOR:
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Morgan Stanley Smith Barney LLC. Member SIPC.
Access Your Account s Online: www.morganstanley.com/online
Your Financial Advisor Team
BAGWELL/BRIDGES/TAYLOR
407-849-4700
Your Branch
201 E. PINE ST 11TH FL
ORLANDO, FL 32801
Telephone:407-849-4700 ; Alt. Phone:800-869-0007 ; Fax:407-849-4797
Client Service Center (24 Hours a Day; 7 Days a Week): 800-869-3326
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Standard Disclosures
CLIENT STATEMENT For the Period September 1-30, 2017 Page 2 of 26
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
Consulting and Evaluation Services Active Assets Account
660-110000-095
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 $16,254,301.67 $16,100,433.59
Credits —1,860.65
Debits —(25,228.51)
Security Transfers ——
Net Credits/Debits/Transfers —$(23,367.86)
Change in Value (33,259.34)143,976.60
TOTAL ENDING VALUE $16,221,042.33 $16,221,042.33
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
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This chart does not reflect corrections to Market Value made subsequent to the dates depicted. It may
exclude transactions in Annuities or positions where we are not the custodian, which could delay the
reporting of Market Value.
2016 2017
Page 3 of 26
ASSET ALLOCATION (includes accrued interest)
Cash
Fixed Income & Preferreds
Market Value Percentage
Cash $82,734.00 0.51
Fixed Income & Preferreds 16,138,308.33 99.49
TOTAL VALUE $16,221,042.33 100.00%
FDIC rules apply and Bank Deposits are eligible for FDIC insurance but are not covered by SIPC. Cash
and securities (including MMFs) are eligible for SIPC coverage. See Expanded Disclosures.
Values may include assets externally held, which are provided to you as a courtesy, and may not be
covered by SIPC. For additional information, refer to the corresponding section of this statement.
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Account Summary
CLIENT STATEMENT For the Period September 1-30, 2017
Consulting and Evaluation Services Active Assets Account
660-110000-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 4 of 26
BALANCE SHEET (^ includes accrued interest)
Last Period
(as of 8/31/17)
This Period
(as of 9/30/17)
Cash, BDP, MMFs $48,564.66 $142,465.99
Corporate Fixed Income^4,937,518.57 4,928,187.72
Government Securities^11,268,218.44 11,210,120.61
Net Unsettled Purchases/Sales —(59,731.99)
Total Assets $16,254,301.67 $16,221,042.33
Total Liabilities (outstanding balance)——
TOTAL VALUE $16,254,301.67 $16,221,042.33
CASH FLOW
This Period
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
OPENING CASH, BDP, MMFs $48,564.66 $4,239,844.93
Purchases (866,708.99)(25,286,324.91)
Dividend Reinvestments —(22,669.13)
Sales and Redemptions 880,731.19 20,957,192.31
Net Unsettled Purch/Sales 59,731.99 59,731.99
Return of Principal 5,468.89 25,750.26
Income and Distributions 14,678.25 192,308.40
Total Investment Related Activity $93,901.33 $(4,074,011.08)
Electronic Transfers-Credits —21.64
Electronic Transfers-Debits —(5,397.39)
Other Credits —1,839.01
Other Debits —(19,831.12)
Total Cash Related Activity —$(23,367.86)
Total Card/Check Activity ——
CLOSING CASH, BDP, MMFs $142,465.99 $142,465.99
Account Summary
CLIENT STATEMENT For the Period September 1-30, 2017
Consulting and Evaluation Services Active Assets Account
660-110000-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 5 of 26
INCOME AND DISTRIBUTION SUMMARY
This Period
(9/1/17-9/30/17)
This Year
(1/1/17-9/30/17)
Other Dividends —$22,463.64
Interest 14,458.96 151,443.45
Other Income and Distributions 219.29 219.29
Total Taxable Income And Distributions $14,678.25 $174,126.38
Total Tax-Exempt Income ——
TOTAL INCOME AND DISTRIBUTIONS $14,678.25 $174,126.38
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 $642.70 $14,181.74 $14,827.99
Short-Term (Loss)(655.70)(9,786.63)(43,153.32)
Total Short-Term $(13.00)$4,395.11 $(28,325.33)
Long-Term Gain —10,958.01 —
Long-Term (Loss)—(90,901.54)—
Total Long-Term —$(79,943.53)—
TOTAL GAIN/(LOSS)$(13.00)$(75,548.42)$(28,325.33)
Disallowed Loss —$112.09
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 $1,202.59 $63,600.06 Accrued Interest Received 1,250.04 19,002.92
U.S. Treasury Coupon Interest —68,530.15
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Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Consulting and Evaluation Services Active Assets Account
660-110000-095
Investment Objectives (in order of priority) †: Income,Capital Appreciation,Aggressive Income,Speculation Investment Advisory Account
Manager:GALLIARD CAPITAL MANAGEMENT, INC.
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 6 of 26
† 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 $183.76
MORGAN STANLEY PRIVATE BANK NA #142,280.09 —28.00 0.020
MORGAN STANLEY BANK N.A. #2.14 ——0.020
BANK DEPOSITS $142,282.23 $28.00
Percentage
of Holdings Market Value Est Ann Income
CASH, BDP, AND MMFs $142,465.99 $28.00
NET UNSETTLED PURCHASES/SALES $(59,731.99)
CASH, BDP, AND MMFs (PROJECTED SETTLED BALANCE)0.51%$82,734.00
# 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.
The “Projected Settled Balance” includes accrued interest on deposits and reflects the impact of unsettled purchases/sales.
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Consulting and Evaluation Services Active Assets Account
660-110000-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 7 of 26
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 %
ECOLAB INC
Coupon Rate 1.450%; Matures 12/08/2017; CUSIP 278865AP5
3/2/17 50,000.000 $99.929
$99.929
$99.979 $49,964.50
$49,964.50 $49,989.50 $25.00 ST
$363.00
$225.55
0.72
Int. Semi-Annually Jun/Dec 08; Yield to Maturity 1.555%; Moody BAA1 S&P A-; Issued 12/13/12; Asset Class: FI & Pref
MORGAN STANLEY SER-F
Coupon Rate 1.875%; Matures 01/05/2018; CUSIP 61761JVM8
3/21/17 30,000.000 100.187
100.063
100.098 30,056.10
30,018.79 30,029.40 10.61 ST
281.00
132.81
0.93
Int. Semi-Annually Jan/Jul 05; Yield to Maturity 1.496%; Moody A3 S&P BBB+; Issued 12/05/14; Asset Class: FI & Pref
REALTY INCOME CORPORATION
Coupon Rate 2.000%; Matures 01/31/2018; CUSIP 756109AM6
3/3/17 55,000.000 100.347
100.129
100.086 55,190.85
55,070.72 55,047.30 (23.42)ST
550.00
183.33
0.99
Int. Semi-Annually Jan/Jul 31; Callable $100.00 on 12/31/17; Yield to Call 1.650%; Moody BAA1 S&P BBB+; Issued 10/10/12; Asset Class: FI & Pref
AIRGAS INC
Coupon Rate 1.650%; Matures 02/15/2018; CUSIP 009363AN2
3/9/17 50,000.000 100.124
100.050
100.050 50,062.00
50,025.17 50,025.00 (0.17)ST
413.00
103.12
0.82
Int. Semi-Annually Feb/Aug 15; Callable $100.00 on 01/15/18; Yield to Call 1.473%; Moody A3 S&P A-; Issued 02/14/13; Asset Class: FI & Pref
VENTAS REALTY LP/CAP CRP
Coupon Rate 2.000%; Matures 02/15/2018; CUSIP 92276MBA2
5/16/17 35,000.000 100.168
100.085
100.091 35,058.80
35,029.66 35,031.85 2.19 ST
350.00
87.50
0.99
Int. Semi-Annually Feb/Aug 15; Callable $100.00 on 01/15/18; Yield to Call 1.679%; Moody BAA1 S&P BBB+; Issued 12/13/12; Asset Class: FI & Pref
PECO ENERGY CO
Coupon Rate 5.350%; Matures 03/01/2018; CUSIP 693304AL1
3/6/17 32,000.000 103.717
101.590
101.564 33,189.44
32,508.64 32,500.48 (8.16)ST
856.00
137.91
2.63
Int. Semi-Annually Mar/Sep 01; Yield to Maturity 1.590%; Moody AA3 S&P A-; Issued 03/03/08; Asset Class: FI & Pref
MIDAMERICAN ENERGY CO
Coupon Rate 5.300%; Matures 03/15/2018; CUSIP 595620AH8
3/8/17 35,000.000 103.716
101.690
101.652 36,300.60
35,591.53 35,578.20 (13.33)ST
928.00
77.29
2.60
Int. Semi-Annually Mar/Sep 15; Yield to Maturity 1.665%; Moody AA2 S&P A+; Issued 03/25/08; Asset Class: FI & Pref
OVERSEAS PRIVATE INVESTMENT CORPORATION
Zero Coupon; Matures 03/17/2018; CUSIP 690353T31
3/13/17 200,000.000 100.000
100.000
100.803 200,000.00
200,000.00 201,606.00 1,606.00 ST
—
—
—
Issued 03/17/17; Asset Class: FI & Pref
DUKE ENERGY CAROLINAS
Coupon Rate 5.100%; Matures 04/15/2018; CUSIP 26442CAD6
3/28/17 50,000.000 103.514
101.830
101.715 51,757.00
50,914.80 50,857.50 (57.30)ST
2,550.00
1,168.74
5.01
Int. Semi-Annually Apr/Oct 15; Yield to Maturity 1.901%; Moody AA2 S&P A; Issued 04/14/08; Asset Class: FI & Pref
SOUTHERN CALIF GAS CO
Coupon Rate 5.450%; Matures 04/15/2018; CUSIP 842434CD2
2/7/17 30,000.000 104.372
102.001
101.898 31,311.60
30,600.15 30,569.40 (30.75)ST
1,635.00
749.37
5.34
Int. Semi-Annually Apr/Oct 15; Yield to Maturity 1.909%; Moody AA2 S&P A+; Issued 10/17/03; Asset Class: FI & Pref
BANK OF AMERICA NA
Coupon Rate 5.650%; Matures 05/01/2018; CUSIP 06051GDX4
2/24/17 30,000.000 104.534
102.276
102.283 31,360.20
30,682.86 30,684.90 2.04 ST
1,695.00
701.54
5.52
Int. Semi-Annually May/Nov 01; Yield to Maturity 1.716%; Moody BAA1 (+) S&P BBB+; Issued 05/02/08; Asset Class: FI & Pref
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Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Consulting and Evaluation Services Active Assets Account
660-110000-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 8 of 26
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 %
CONNECTICUT LIGHT & PWR
Coupon Rate 5.650%; Matures 05/01/2018; CUSIP 207597ED3
3/2/17 50,000.000 104.599
102.341
102.354 52,299.50
51,170.71 51,177.00 6.29 ST
2,825.00
1,169.23
5.52
Int. Semi-Annually May/Nov 01; Yield to Maturity 1.596%; Moody A2 S&P A+; Issued 05/27/08; Asset Class: FI & Pref
PUB SVC ELEC & GAS
Coupon Rate 5.300%; Matures 05/01/2018; CUSIP 74456QAS5
3/21/17 50,000.000 103.966
102.105
102.121 51,983.00
51,052.60 51,060.50 7.90 ST
2,650.00
1,096.80
5.18
Int. Semi-Annually May/Nov 01; Yield to Maturity 1.646%; Moody AA3 S&P A; Issued 04/17/08; Asset Class: FI & Pref
ENTERPRISE PRODUCTS OPER
Coupon Rate 1.650%; Matures 05/07/2018; CUSIP 29379VBG7
3/9/17 35,000.000 99.806
99.806
99.964 34,932.10
34,932.10 34,987.40 55.30 ST
578.00
229.39
1.65
Int. Semi-Annually May/Nov 07; Yield to Maturity 1.709%; Moody BAA1 S&P BBB+; Issued 05/07/15; Asset Class: FI & Pref
PARKER-HANNIFIN CORP
Coupon Rate 5.500%; Matures 05/15/2018; CUSIP 70109HAH8
3/3/17 30,000.000 104.643
102.444
102.373 31,392.90
30,733.16 30,711.90 (21.26)ST
1,650.00
618.75
5.37
Int. Semi-Annually May/Nov 15; Yield to Maturity 1.664%; Moody BAA1 S&P A; Issued 05/16/08; Asset Class: FI & Pref
TRAVELERS COS INC
Coupon Rate 5.800%; Matures 05/15/2018; CUSIP 89417EAE9
2/6/17 30,000.000 105.317
102.622
102.625 31,595.10
30,786.71 30,787.50 0.79 ST
1,740.00
652.50
5.65
Int. Semi-Annually May/Nov 15; Yield to Maturity 1.560%; Moody A2 S&P A; Issued 05/13/08; Asset Class: FI & Pref
AVISTA CORPORATION
Coupon Rate 5.950%; Matures 06/01/2018; CUSIP 05379BAN7
4/12/17 50,000.000 104.604
102.750
102.787 52,302.00
51,374.91 51,393.50 18.59 ST
2,975.00
983.40
5.78
Int. Semi-Annually Jun/Dec 01; Yield to Maturity 1.740%; Moody A2 S&P A-; Issued 04/03/08; Asset Class: FI & Pref
NORTHROP GRUMMAN CORP
Coupon Rate 1.750%; Matures 06/01/2018; CUSIP 666807BF8
3/1/17 35,000.000 100.209
100.113
100.121 35,073.15
35,039.58 35,042.35 2.77 ST
613.00
202.46
1.74
Int. Semi-Annually Jun/Dec 01; Yield to Maturity 1.566%; Moody BAA2 S&P BBB+ (-); Issued 05/31/13; Asset Class: FI & Pref
UNITED DOMINION REALTY TRUST, INC.
Coupon Rate 4.250%; Matures 06/01/2018; CUSIP 91019PCS9
2/24/17
5/24/17
25,000.000
25,000.000
103.185
101.705
102.407
101.604
101.566
101.566
25,796.25
25,426.25
25,601.75
25,400.96
25,391.50
25,391.50
(34.75)
(9.46)
ST
ST
Total 50,000.000 51,398.00
50,827.21 50,783.00 (44.21)ST
2,125.00
702.43
4.18
Int. Semi-Annually Jun/Dec 01; Yield to Maturity 1.882%; Moody BAA1 S&P BBB+; Issued 05/23/11; Asset Class: FI & Pref
CARDINAL HEALTH INC
Coupon Rate 1.950%; Matures 06/15/2018; CUSIP 14149YBC1
2/13/17 30,000.000 100.324
100.173
100.147 30,097.20
30,051.76 30,044.10 (7.66)ST
585.00
170.62
1.94
Int. Semi-Annually Jun/Dec 15; Yield to Maturity 1.739%; Moody BAA2 S&P BBB+; Issued 06/23/15; Asset Class: FI & Pref
WEC ENERGY GROUP INC
Coupon Rate 1.650%; Matures 06/15/2018; CUSIP 976657AJ5
3/8/17 50,000.000 99.817
99.817
99.989 49,908.50
49,908.50 49,994.50 86.00 ST
825.00
240.62
1.65
Int. Semi-Annually Jun/Dec 15; Yield to Maturity 1.665%; Moody A3 S&P BBB+; Issued 06/10/15; Asset Class: FI & Pref
PACIFICORP
Coupon Rate 5.650%; Matures 07/15/2018; CUSIP 695114CH9
3/1/17 30,000.000 105.348
103.118
103.273 31,604.40
30,935.29 30,981.90 46.61 ST
1,695.00
353.12
5.47
Int. Semi-Annually Jan/Jul 15; Yield to Maturity 1.473%; Moody A1 S&P A+; Issued 07/17/08; Asset Class: FI & Pref
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Consulting and Evaluation Services Active Assets Account
660-110000-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 9 of 26
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 %
GOLDMAN SACHS GROUP INC
Coupon Rate 2.900%; Matures 07/19/2018; CUSIP 38147MAA3
3/21/17 30,000.000 101.366
100.831
100.913 30,409.80
30,249.38 30,273.90 24.52 ST
870.00
171.58
2.87
Int. Semi-Annually Jan/Jul 19; Yield to Maturity 1.748%; Moody A3 S&P BBB+; Issued 07/19/13; Asset Class: FI & Pref
NORTHERN STATES POWER COMPANY
Coupon Rate 5.250%; Matures 10/01/2018; CUSIP 665789AV5
3/6/17 30,000.000 105.174
103.331
103.504 31,552.20
30,999.33 31,051.20 51.87 ST
1,575.00
783.12
5.07
Int. Semi-Annually Apr/Oct 01; Yield to Maturity 1.711%; Moody AA3 S&P A; Issued 10/02/03; Asset Class: FI & Pref
MARSH & MCLENNAN COS INC
Coupon Rate 2.550%; Matures 10/15/2018; CUSIP 571748AT9
2/1/17 30,000.000 101.097
100.678
100.686 30,329.10
30,203.25 30,205.80 2.55 ST
765.00
350.62
2.53
Int. Semi-Annually Apr/Oct 15; Callable $100.00 on 09/15/18; Yield to Call 1.824%; Moody BAA1 S&P A-; Issued 09/27/13; Asset Class: FI & Pref
BOSTON PROPERTIES LP
Coupon Rate 3.700%; Matures 11/15/2018; CUSIP 10112RAT1
2/7/17 25,000.000 102.908
101.861
101.691 25,727.00
25,465.15 25,422.75 (42.40)ST
925.00
346.87
3.63
Int. Semi-Annually May/Nov 15; Callable $100.00 on 08/15/18; Yield to Call 1.743%; Moody BAA2 S&P A-; Issued 11/10/11; Asset Class: FI & Pref
MAXIM INTEGRATED PRODUCT
Coupon Rate 2.500%; Matures 11/15/2018; CUSIP 57772KAC5
9/18/17 40,000.000 100.658
100.639
100.609 40,263.20
40,255.66 40,243.60 (12.06)ST
1,000.00
375.00
2.48
Int. Semi-Annually May/Nov 15; Yield to Maturity 1.949%; Moody BAA1 S&P BBB+; Issued 11/21/13; Asset Class: FI & Pref
CITIGROUP INC
Coupon Rate 2.050%; Matures 12/07/2018; CUSIP 172967KE0
5/2/17 30,000.000 100.199
100.149
100.144 30,059.70
30,044.61 30,043.20 (1.41)ST
615.00
193.04
2.04
Int. Semi-Annually Jun/Dec 07; Yield to Maturity 1.926%; Moody BAA1 S&P BBB+; Issued 12/07/15; Asset Class: FI & Pref
KEYCORP
Coupon Rate 2.300%; Matures 12/13/2018; CUSIP 49326EEE9
2/27/17 30,000.000 100.658
100.446
100.535 30,197.40
30,133.67 30,160.50 26.83 ST
690.00
205.08
2.28
Int. Semi-Annually Jun/Dec 13; Callable $100.00 on 11/13/18; Yield to Call 1.814%; Moody BAA1 S&P BBB+; Issued 11/13/13; Asset Class: FI & Pref
MARATHON PETROLEUM CORP
Coupon Rate 2.700%; Matures 12/14/2018; CUSIP 56585AAK8
5/25/17 20,000.000 101.087
100.846
100.688 20,217.40
20,169.18 20,137.60 (31.58)ST
540.00
157.50
2.68
Int. Semi-Annually Jun/Dec 15; Yield to Maturity 2.118%; Moody BAA2 S&P BBB; Issued 12/14/15; Asset Class: FI & Pref
THERMO FISHER SCIENTIFIC INC
Coupon Rate 2.150%; Matures 12/14/2018; CUSIP 883556BL5
4/18/17 35,000.000 100.612
100.448
100.444 35,214.20
35,156.91 35,155.40 (1.51)ST
753.00
219.47
2.14
Int. Semi-Annually Jun/Dec 15; Yield to Maturity 1.775%; Moody BAA2 S&P BBB; Issued 12/09/15; Asset Class: FI & Pref
BANK OF AMERICA CORP
Coupon Rate 2.600%; Matures 01/15/2019; CUSIP 06051GEX3
2/24/17 35,000.000 101.371
100.948
100.808 35,479.85
35,331.90 35,282.80 (49.10)ST
910.00
189.58
2.57
Int. Semi-Annually Jan/Jul 15; Yield to Maturity 1.962%; Moody BAA1 (+) S&P BBB+; Issued 10/22/13; Asset Class: FI & Pref
GOLDMAN SACHS GROUP INC
Coupon Rate 2.625%; Matures 01/31/2019; CUSIP 38145XAA1
2/1/17 30,000.000 101.102
100.744
100.863 30,330.60
30,223.16 30,258.90 35.74 ST
788.00
131.25
2.60
Int. Semi-Annually Jan/Jul 31; Yield to Maturity 1.966%; Moody A3 S&P BBB+; Issued 01/31/14; Asset Class: FI & Pref
ANHEUSER-BUSCH INBEV FIN
Coupon Rate 1.900%; Matures 02/01/2019; CUSIP 035242AG1
5/19/17 35,000.000 100.274
100.217
100.258 35,095.90
35,076.02 35,090.30 14.28 ST
665.00
108.98
1.89
Int. Semi-Annually Feb/Aug 01; Yield to Maturity 1.703%; Moody A3 S&P A-; Issued 01/25/16; Asset Class: FI & Pref
00
4
8
9
2
M
S
A
D
D
2
4
1
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Consulting and Evaluation Services Active Assets Account
660-110000-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 10 of 26
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 %
MORGAN STANLEY
Coupon Rate 2.450%; Matures 02/01/2019; CUSIP 61746BDX1
2/3/17 30,000.000 100.834
100.565
100.698 30,250.20
30,169.45 30,209.40 39.95 ST
735.00
120.45
2.43
Int. Semi-Annually Feb/Aug 01; Yield to Maturity 1.917%; Moody A3 S&P BBB+; Issued 01/27/16; Asset Class: FI & Pref
UNION ELECTRIC CO
Coupon Rate 6.700%; Matures 02/01/2019; CUSIP 906548CG5
2/24/17 35,000.000 109.170
106.373
106.557 38,209.50
37,230.70 37,294.95 64.25 ST
2,345.00
384.31
6.28
Int. Semi-Annually Feb/Aug 01; Yield to Maturity 1.713%; Moody A2 S&P A; Issued 06/19/08; Asset Class: FI & Pref
OVERSEAS PRIVATE INV COR
Zero Coupon; Matures 02/11/2019; CUSIP 690353V20
6/19/17 40,000.000 100.000
100.000
100.331 40,000.00
40,000.00 40,132.40 132.40 ST
—
—
—
Issued 06/26/17; Asset Class: FI & Pref
PRINCETON UNIVERSITY
Coupon Rate 4.950%; Matures 03/01/2019; CUSIP 89837LAA3
3/24/17 50,000.000 106.229
104.608
104.414 53,114.50
52,304.08 52,207.00 (97.08)ST
2,475.00
199.37
4.74
Int. Semi-Annually Mar/Sep 01; Yield to Maturity 1.786%; Moody AAA S&P AAA; Issued 01/21/09; Asset Class: FI & Pref
ROCK-TENN COMPANY
Coupon Rate 4.450%; Matures 03/01/2019; CUSIP 772739AJ7
2/9/17 31,000.000 104.440
103.093
103.234 32,376.40
31,958.70 32,002.54 43.84 ST
1,380.00
111.12
4.31
Int. Semi-Annually Mar/Sep 01; Yield to Maturity 2.124%; Moody BAA2 S&P BBB; Issued 03/01/13; Asset Class: FI & Pref
MIDAMERICAN ENERGY CO
Coupon Rate 2.400%; Matures 03/15/2019; CUSIP 595620AJ4
2/1/17 25,000.000 101.072
100.744
101.008 25,268.00
25,186.09 25,252.00 65.91 ST
600.00
25.00
2.37
Int. Semi-Annually Mar/Sep 15; Callable $100.00 on 02/15/19; Yield to Call 1.655%; Moody AA2 S&P A+; Issued 09/19/13; Asset Class: FI & Pref
EATON CORP
Coupon Rate 6.950%; Matures 03/20/2019; CUSIP 278058DH2
3/3/17 40,000.000 109.728
107.069
106.870 43,891.20
42,827.65 42,748.00 (79.65)ST
2,780.00
77.22
6.50
Int. Semi-Annually Mar/Sep 20; Yield to Maturity 2.182%; Moody BAA1 S&P A-; Issued 03/16/09; Asset Class: FI & Pref
CATERPILLAR FINL SERVICE
Coupon Rate 1.900%; Matures 03/22/2019; CUSIP 14912L6W6
3/20/17 30,000.000 99.940
99.940
100.244 29,982.00
29,982.00 30,073.20 91.20 ST
570.00
12.66
1.89
Int. Semi-Annually Mar/Sep 22; Yield to Maturity 1.732%; Moody A3 S&P A; Issued 03/23/17; Asset Class: FI & Pref
NORTHWESTERN CORP
Coupon Rate 6.340%; Matures 04/01/2019; CUSIP 668074AT4
4/24/17 30,000.000 108.302
106.485
106.257 32,490.60
31,945.58 31,877.10 (68.48)ST
1,902.00
945.71
5.96
Int. Semi-Annually Apr/Oct 01; Yield to Maturity 2.089%; Moody A2 S&P A-; Issued 03/26/09; Asset Class: FI & Pref
PORTLAND GENERAL ELECTRIC
Coupon Rate 6.100%; Matures 04/15/2019; CUSIP 736508BQ4
3/1/17 45,000.000 108.304
106.094
106.239 48,736.80
47,742.48 47,807.55 65.07 ST
2,745.00
1,258.12
5.74
Int. Semi-Annually Apr/Oct 15; Yield to Maturity 1.971%; Moody A1 S&P A-; Issued 04/16/09; Asset Class: FI & Pref
SUNTRUST BANKS INC
Coupon Rate 2.500%; Matures 05/01/2019; CUSIP 867914BG7
2/24/17 40,000.000 101.163
100.854
100.853 40,465.20
40,341.72 40,341.20 (0.52)ST
1,000.00
413.88
2.47
Int. Semi-Annually May/Nov 01; Callable $100.00 on 04/01/19; Yield to Call 1.921%; Moody BAA1 S&P BBB+; Issued 05/01/14; Asset Class: FI & Pref
PEPSICO INC
Coupon Rate 1.550%; Matures 05/02/2019; CUSIP 713448DR6
4/27/17 30,000.000 99.925
99.925
99.915 29,977.50
29,977.50 29,974.50 (3.00)ST
465.00
191.16
1.55
Int. Semi-Annually May/Nov 02; Yield to Maturity 1.604%; First Coupon 11/02/17; Moody A1 S&P A+; Issued 05/02/17; Asset Class: FI & Pref
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Consulting and Evaluation Services Active Assets Account
660-110000-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 11 of 26
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 CREDIT
Coupon Rate 1.875%; Matures 05/03/2019; CUSIP 0258M0EK1
4/27/17 20,000.000 99.959
99.959
100.116 19,991.80
19,991.80 20,023.20 31.40 ST
375.00
153.12
1.87
Int. Semi-Annually May/Nov 03; Callable $100.00 on 04/03/19; Yield to Call 1.797%; First Coupon 11/03/17; Moody A2 S&P A-; Issued 05/03/17; Asset Class: FI & Pref
BANK OF NEW YORK MELLON
Coupon Rate 5.450%; Matures 05/15/2019; CUSIP 06406HBM0
5/16/17 35,000.000 107.017
105.741
105.659 37,455.95
37,009.35 36,980.65 (28.70)ST
1,908.00
715.31
5.15
Int. Semi-Annually May/Nov 15; Yield to Maturity 1.896%; Moody A1 S&P A; Issued 05/12/09; Asset Class: FI & Pref
PUBLIC SERVICE COLORADO
Coupon Rate 5.125%; Matures 06/01/2019; CUSIP 744448CC3
2/1/17 41,000.000 107.210
105.210
105.590 43,956.10
43,136.26 43,291.90 155.64 ST
2,101.00
694.57
4.85
Int. Semi-Annually Jun/Dec 01; Yield to Maturity 1.713%; Moody A1 S&P A; Issued 06/04/09; Asset Class: FI & Pref
CITIGROUP INC
Coupon Rate 2.050%; Matures 06/07/2019; CUSIP 172967KS9
5/2/17 30,000.000 100.060
100.049
100.077 30,018.00
30,014.56 30,023.10 8.54 ST
615.00
193.04
2.04
Int. Semi-Annually Jun/Dec 07; Yield to Maturity 2.003%; Moody BAA1 S&P BBB+; Issued 06/09/16; Asset Class: FI & Pref
NORFOLK SOUTHERN CORP
Coupon Rate 5.900%; Matures 06/15/2019; CUSIP 655844BC1
2/1/17 41,000.000 108.734
106.355
106.469 44,580.94
43,605.72 43,652.29 46.57 ST
2,419.00
705.54
5.54
Int. Semi-Annually Jun/Dec 15; Yield to Maturity 2.026%; Moody BAA1 S&P BBB+; Issued 06/01/09; Asset Class: FI & Pref
MAGELLAN MIDSTREAM PARTNERS LP
Coupon Rate 6.550%; Matures 07/15/2019; CUSIP 559080AE6
4/18/17 35,000.000 109.630
107.745
107.469 38,370.50
37,710.58 37,614.15 (96.43)ST
2,293.00
477.60
6.09
Int. Semi-Annually Jan/Jul 15; Yield to Maturity 2.270%; Moody BAA1 S&P BBB+; Issued 06/26/09; Asset Class: FI & Pref
ROCKWELL COLLINS INC
Coupon Rate 1.950%; Matures 07/15/2019; CUSIP 774341AG6
3/28/17 10,000.000 99.904
99.904
100.000 9,990.40
9,990.40 10,000.00 9.60 ST
195.00
40.62
1.95
Int. Semi-Annually Jan/Jul 15; Yield to Maturity 1.949%; Moody BAA2 S&P BBB (+); Issued 04/10/17; Asset Class: FI & Pref
TOYOTA MOTOR CREDIT CORP
Coupon Rate 2.125%; Matures 07/18/2019; CUSIP 89236TBP9
5/4/17 50,000.000 100.681
100.560
100.699 50,340.50
50,280.05 50,349.50 69.45 ST
1,063.00
212.50
2.11
Int. Semi-Annually Jan/Jul 18; Yield to Maturity 1.728%; Moody AA3 S&P AA-; Issued 07/18/14; Asset Class: FI & Pref
AMERICAN EXPRESS CREDIT
Coupon Rate 2.250%; Matures 08/15/2019; CUSIP 0258M0DP1
2/27/17 35,000.000 100.928
100.712
100.831 35,324.80
35,249.18 35,290.85 41.67 ST
788.00
98.43
2.23
Int. Semi-Annually Feb/Aug 15; Yield to Maturity 1.797%; Moody A2 S&P A-; Issued 08/15/14; Asset Class: FI & Pref
PUBLIC SERVICE ELECTRIC
Coupon Rate 2.000%; Matures 08/15/2019; CUSIP 74456QBJ4
3/20/17 35,000.000 99.971
99.971
100.188 34,989.85
34,989.85 35,065.80 75.95 ST
700.00
87.50
1.99
Int. Semi-Annually Feb/Aug 15; Callable $100.00 on 07/15/19; Yield to Call 1.892%; Moody AA3 S&P A; Issued 08/12/14; Asset Class: FI & Pref
GILEAD SCIENCE INC
Coupon Rate 1.850%; Matures 09/20/2019; CUSIP 375558BR3
9/14/17 5,000.000 99.965
99.965
100.079 4,998.25
4,998.25 5,003.95 5.70 ST
93.00
2.31
1.85
Int. Semi-Annually Mar/Sep 20; Yield to Maturity 1.809%; First Coupon 03/20/18; Moody A3 S&P A; Issued 09/21/17; Asset Class: FI & Pref
BOSTON PROPERTIES INC
Coupon Rate 5.875%; Matures 10/15/2019; CUSIP 10112RAQ7
2/3/17 30,000.000 108.859
106.775
106.892 32,657.70
32,032.38 32,067.60 35.22 ST
1,763.00
807.81
5.49
Int. Semi-Annually Apr/Oct 15; Callable $100.00 on 07/15/19; Yield to Call 1.940%; Moody BAA2 S&P A-; Issued 10/09/09; Asset Class: FI & Pref
00
4
8
9
2
M
S
A
D
D
2
4
1
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Consulting and Evaluation Services Active Assets Account
660-110000-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 12 of 26
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 %
ALEXANDRIA REAL ESTATE EQUITIES
Coupon Rate 2.750%; Matures 01/15/2020; CUSIP 015271AF6
6/20/17 30,000.000 100.835
100.748
100.992 30,250.50
30,224.50 30,297.60 73.10 ST
825.00
171.87
2.72
Int. Semi-Annually Jan/Jul 15; Callable $100.00 on 12/15/19; Yield to Call 2.286%; Moody BAA2 S&P BBB; Issued 07/18/14; Asset Class: FI & Pref
JPMORGAN CHASE & CO
Coupon Rate 2.250%; Matures 01/23/2020; CUSIP 46625HKA7
3/14/17 25,000.000 99.798
99.798
100.538 24,949.50
24,949.50 25,134.50 185.00 ST
563.00
104.68
2.23
Int. Semi-Annually Jan/Jul 23; Callable $100.00 on 12/23/19; Yield to Call 2.002%; Moody A3 S&P A-; Issued 01/23/15; Asset Class: FI & Pref
MORGAN STANLEY
Coupon Rate 2.650%; Matures 01/27/2020; CUSIP 61747YDW2
2/6/17 34,000.000 101.003
100.791
101.146 34,341.02
34,268.80 34,389.64 120.84 ST
901.00
157.67
2.61
Int. Semi-Annually Jan/Jul 27; Yield to Maturity 2.141%; Moody A3 S&P BBB+; Issued 01/27/15; Asset Class: FI & Pref
SUNTRUST BANKS INC
Coupon Rate 2.250%; Matures 01/31/2020; CUSIP 86787EAR8
4/12/17 20,000.000 100.546
100.459
100.471 20,109.20
20,091.81 20,094.20 2.39 ST
450.00
75.00
2.23
Int. Semi-Annually Jan/Jul 31; Callable $100.00 on 12/31/19; Yield to Call 2.034%; Moody BAA1 S&P A-; Issued 02/01/17; Asset Class: FI & Pref
APPLE INC
Coupon Rate 1.900%; Matures 02/07/2020; CUSIP 037833CK4
2/2/17 60,000.000 99.951
99.951
100.345 59,970.60
59,970.60 60,207.00 236.40 ST
1,140.00
167.83
1.89
Int. Semi-Annually Feb/Aug 07; Yield to Maturity 1.749%; Moody AA1 S&P AA+; Issued 02/09/17; Asset Class: FI & Pref
PNC FUNDING CORP
Coupon Rate 5.125%; Matures 02/08/2020; CUSIP 693476BJ1
2/24/17 30,000.000 108.679
106.994
107.010 32,603.70
32,098.16 32,103.00 4.84 ST
1,538.00
222.08
4.79
Int. Semi-Annually Feb/Aug 08; Yield to Maturity 2.060%; Moody A3 S&P A-; Issued 02/08/10; Asset Class: FI & Pref
AMERICAN HONDA FINANCE
Coupon Rate 2.000%; Matures 02/14/2020; CUSIP 02665WBM2
2/13/17 55,000.000 99.858
99.858
100.221 54,921.90
54,921.90 55,121.55 199.65 ST
1,100.00
140.55
1.99
Int. Semi-Annually Feb/Aug 14; Yield to Maturity 1.904%; Moody A1 (-) S&P A+; Issued 02/16/17; Asset Class: FI & Pref
NOVARTIS CAPITAL CORP
Coupon Rate 1.800%; Matures 02/14/2020; CUSIP 66989HAL2
2/14/17 25,000.000 99.609
99.609
100.033 24,902.25
24,902.25 25,008.25 106.00 ST
450.00
57.50
1.79
Int. Semi-Annually Feb/Aug 14; Yield to Maturity 1.785%; Moody AA3 S&P AA-; Issued 02/17/17; Asset Class: FI & Pref
CITIGROUP INC
Coupon Rate 2.400%; Matures 02/18/2020; CUSIP 172967JJ1
5/16/17 30,000.000 100.545
100.474
100.745 30,163.50
30,142.18 30,223.50 81.32 ST
720.00
84.00
2.38
Int. Semi-Annually Feb/Aug 18; Yield to Maturity 2.078%; Moody BAA1 S&P BBB+; Issued 02/18/15; Asset Class: FI & Pref
PACCAR FINANCIAL CORP
Coupon Rate 1.950%; Matures 02/27/2020; CUSIP 69371RN69
2/22/17 50,000.000 99.820
99.820
100.056 49,910.00
49,910.00 50,028.00 118.00 ST
975.00
89.37
1.94
Int. Semi-Annually Feb/Aug 27; Yield to Maturity 1.926%; Moody A1 S&P A+; Issued 02/27/17; Asset Class: FI & Pref
ROCKWELL AUTOMATION INC
Coupon Rate 2.050%; Matures 03/01/2020; CUSIP 773903AF6
2/3/17
3/3/17
33,000.000
22,000.000
99.813
99.813
99.492
99.492
99.597
99.597
32,938.29
32,938.29
21,888.24
21,888.24
32,867.01
21,911.34
(71.28)
23.10
ST
ST
Total 55,000.000 54,826.53
54,826.53 54,778.35 (48.18)ST
1,128.00
90.82
2.05
Int. Semi-Annually Mar/Sep 01; Callable $100.00 on 02/01/20; Yield to Maturity 2.222%; Moody A3 S&P A; Issued 02/17/15; Asset Class: FI & Pref
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Consulting and Evaluation Services Active Assets Account
660-110000-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 13 of 26
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 CREDIT
Coupon Rate 2.200%; Matures 03/03/2020; CUSIP 0258M0EE5
2/28/17 20,000.000 99.896
99.896
100.523 19,979.20
19,979.20 20,104.60 125.40 ST
440.00
33.00
2.18
Int. Semi-Annually Mar/Sep 03; Callable $100.00 on 02/01/20; Yield to Call 1.969%; Moody A2 S&P A-; Issued 03/03/17; Asset Class: FI & Pref
THE WALT DISNEY COMPANY
Coupon Rate 1.950%; Matures 03/04/2020; CUSIP 25468PDP8
3/1/17 40,000.000 99.974
99.974
100.333 39,989.60
39,989.60 40,133.20 143.60 ST
780.00
56.33
1.94
Int. Semi-Annually Mar/Sep 04; Yield to Maturity 1.809%; Moody A2 S&P A+; Issued 03/06/17; Asset Class: FI & Pref
GOLDMAN SACHS GROUP INC
Coupon Rate 5.375%; Matures 03/15/2020; CUSIP 38141EA58
2/1/17 30,000.000 108.466
106.741
107.427 32,539.80
32,022.20 32,228.10 205.90 ST
1,613.00
67.18
5.00
Int. Semi-Annually Mar/Sep 15; Yield to Maturity 2.252%; Moody A3 S&P BBB+; Issued 03/08/10; Asset Class: FI & Pref
JP MORGAN CHASE
Coupon Rate 4.950%; Matures 03/25/2020; CUSIP 46625HHQ6
2/23/17 30,000.000 108.274
106.723
106.919 32,482.20
32,016.93 32,075.70 58.77 ST
1,485.00
20.62
4.62
Int. Semi-Annually Mar/Sep 25; Yield to Maturity 2.080%; Moody A3 S&P A-; Issued 03/25/10; Asset Class: FI & Pref
AMPHENOL CORP
Coupon Rate 2.200%; Matures 04/01/2020; CUSIP 032095AF8
3/29/17 40,000.000 99.922
99.922
100.139 39,968.80
39,968.80 40,055.60 86.80 ST
880.00
427.77
2.19
Int. Semi-Annually Apr/Oct 01; Yield to Maturity 2.143%; First Coupon 10/01/17; Moody BAA1 S&P BBB+; Issued 04/05/17; Asset Class: FI & Pref
CONSUMERS ENERGY CO
Coupon Rate 5.650%; Matures 04/15/2020; CUSIP 210518CL8
2/1/17 53,000.000 109.873
107.913
108.833 58,232.69
57,193.63 57,681.49 487.86 ST
2,995.00
1,372.47
5.19
Int. Semi-Annually Apr/Oct 15; Yield to Maturity 2.064%; Moody AA3 S&P A; Issued 03/24/05; Asset Class: FI & Pref
BANK OF AMERICA CORP
Coupon Rate 2.250%; Matures 04/21/2020; CUSIP 06051GFN4
5/2/17 30,000.000 99.991
99.991
100.223 29,997.30
29,997.30 30,066.90 69.60 ST
675.00
298.12
2.24
Int. Semi-Annually Apr/Oct 21; Yield to Maturity 2.160%; Moody BAA1 (+) S&P BBB+; Issued 04/21/15; Asset Class: FI & Pref
GENERAL ELEC CAP CORP
Coupon Rate 5.550%; Matures 05/04/2020; CUSIP 36962G2T0
8/15/17 30,000.000 109.572
109.159
109.272 32,871.60
32,747.76 32,781.60 33.84 ST
1,665.00
675.25
5.07
Int. Semi-Annually May/Nov 04; Yield to Maturity 1.871%; Moody A1 S&P AA-; Issued 05/04/07; Asset Class: FI & Pref
UNITED TECHNOLOGIES CORP
Coupon Rate 1.900%; Matures 05/04/2020; CUSIP 913017CM9
5/1/17 10,000.000 99.951
99.951
99.677 9,995.10
9,995.10 9,967.70 (27.40)ST
190.00
77.05
1.90
Int. Semi-Annually May/Nov 04; Yield to Maturity 2.028%; First Coupon 11/04/17; Moody A3 (-) S&P A- (-); Issued 05/04/17; Asset Class: FI & Pref
CONOCOPHILLIPS COMPANY
Coupon Rate 2.200%; Matures 05/15/2020; CUSIP 20826FAJ5
5/19/17 40,000.000 100.571
100.505
100.580 40,228.40
40,201.98 40,232.00 30.02 ST
880.00
330.00
2.18
Int. Semi-Annually May/Nov 15; Callable $100.00 on 04/15/20; Yield to Call 1.965%; Moody BAA1 S&P A-; Issued 05/18/15; Asset Class: FI & Pref
SHERWIN-WILLIAMS CO
Coupon Rate 2.250%; Matures 05/15/2020; CUSIP 824348AT3
5/2/17 30,000.000 99.997
99.997
100.396 29,999.10
29,999.10 30,118.80 119.70 ST
675.00
251.24
2.24
Int. Semi-Annually May/Nov 15; Yield to Maturity 2.094%; First Coupon 11/15/17; Moody BAA3 S&P BBB; Issued 05/16/17; Asset Class: FI & Pref
MCDONALD'S CORP
Coupon Rate 2.200%; Matures 05/26/2020; CUSIP 58013MET7
3/6/17 50,000.000 100.053
100.044
100.605 50,026.50
50,022.00 50,302.50 280.50 ST
1,100.00
378.88
2.18
Int. Semi-Annually May/Nov 26; Callable $100.00 on 04/26/20; Yield to Call 1.957%; Moody BAA1 S&P BBB+; Issued 05/26/15; Asset Class: FI & Pref
00
4
8
9
2
M
S
A
D
D
2
4
1
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Consulting and Evaluation Services Active Assets Account
660-110000-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 14 of 26
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 %
DUKE ENERGY CAROLINAS LLC
Coupon Rate 4.300%; Matures 06/15/2020; CUSIP 26442CAJ3
4/18/17 30,000.000 107.299
106.293
105.997 32,189.70
31,887.92 31,799.10 (88.82)ST
1,290.00
376.25
4.05
Int. Semi-Annually Jun/Dec 15; Yield to Maturity 2.013%; Moody AA2 S&P A; Issued 06/07/10; Asset Class: FI & Pref
MORGAN STANLEY
Coupon Rate 2.800%; Matures 06/16/2020; CUSIP 61761JB32
3/21/17 30,000.000 101.323
101.116
101.668 30,396.90
30,334.89 30,500.40 165.51 ST
840.00
242.66
2.75
Int. Semi-Annually Jun/Dec 16; Yield to Maturity 2.163%; Moody A3 S&P BBB+; Issued 06/16/15; Asset Class: FI & Pref
JOHN DEERE CAPITAL CORP
Coupon Rate 1.950%; Matures 06/22/2020; CUSIP 24422ETS8
6/19/17 10,000.000 99.939
99.939
100.101 9,993.90
9,993.90 10,010.10 16.20 ST
195.00
53.08
1.94
Int. Semi-Annually Jun/Dec 22; Yield to Maturity 1.911%; First Coupon 12/22/17; Moody A2 S&P A; Issued 06/22/17; Asset Class: FI & Pref
BB&T CORPORATION
Coupon Rate 2.625%; Matures 06/29/2020; CUSIP 05531FAU7
6/14/17 30,000.000 101.952
101.774
101.630 30,585.60
30,532.12 30,489.00 (43.12)ST
788.00
199.06
2.58
Int. Semi-Annually Jun/Dec 29; Callable $100.00 on 05/29/20; Yield to Call 1.993%; Moody A2 S&P A-; Issued 06/29/15; Asset Class: FI & Pref
AT&T INC
Coupon Rate 2.450%; Matures 06/30/2020; CUSIP 00206RCL4
6/9/17 30,000.000 100.345
100.312
100.713 30,103.50
30,093.68 30,213.90 120.22 ST
735.00
183.75
2.43
Int. Semi-Annually Jun/Dec 30; Callable $100.00 on 05/30/20; Yield to Call 2.173%; Moody BAA1 (-) S&P BBB+ (-); Issued 05/04/15; Asset Class: FI & Pref
BANK OF AMERICA CORP
Coupon Rate 5.625%; Matures 07/01/2020; CUSIP 06051GEC9
3/7/17 30,000.000 109.939
108.314
108.914 32,981.70
32,494.18 32,674.20 180.02 ST
1,688.00
417.18
5.16
Int. Semi-Annually Jan/Jul 01; Yield to Maturity 2.265%; Moody BAA1 (+) S&P BBB+; Issued 06/22/10; Asset Class: FI & Pref
JOHN DEER CAPITAL CORP
Coupon Rate 2.375%; Matures 07/14/2020; CUSIP 24422ESY6
9/5/17 40,000.000 101.636
101.599
100.884 40,654.40
40,639.43 40,353.60 (285.83)ST
950.00
200.55
2.35
Int. Semi-Annually Jan/Jul 14; Yield to Maturity 2.047%; Moody A2 S&P A; Issued 07/14/15; Asset Class: FI & Pref
ERP OPERATING-LP
Coupon Rate 4.750%; Matures 07/15/2020; CUSIP 26884AAY9
2/1/17
3/28/17
30,000.000
20,000.000
107.259
105.928
106.929
105.910
106.592
106.592
32,177.70
31,778.30
21,385.80
21,181.92
31,977.60
21,318.40
199.30
136.48
ST
ST
Total 50,000.000 53,563.50
52,960.22 53,296.00 335.78 ST
2,375.00
692.70
4.45
Int. Semi-Annually Jun/Dec 15; Callable $100.00 on 04/15/20; Yield to Call 2.074%; Moody A3 S&P A-; Issued 07/15/10; Asset Class: FI & Pref
AMERICAN HONDA FINANCE
Coupon Rate 1.950%; Matures 07/20/2020; CUSIP 02665WBT7
7/17/17 10,000.000 99.899
99.899
99.830 9,989.90
9,989.90 9,983.00 (6.90)ST
195.00
37.91
1.95
Int. Semi-Annually Jan/Jul 20; Yield to Maturity 2.012%; First Coupon 01/20/18; Moody A1 (-) S&P A+; Issued 07/20/17; Asset Class: FI & Pref
COMMONWEALTH EDISON COMPANY
Coupon Rate 4.000%; Matures 08/01/2020; CUSIP 202795HV5
2/16/17 50,000.000 105.233
104.338
104.893 52,616.50
52,168.88 52,446.50 277.62 ST
2,000.00
327.77
3.81
Int. Semi-Annually Feb/Aug 01; Callable $100.00 on 05/01/20; Yield to Call 2.047%; Moody A1 S&P A-; Issued 08/02/10; Asset Class: FI & Pref
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Consulting and Evaluation Services Active Assets Account
660-110000-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 15 of 26
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 %
PNC FUNDING CORP.
Coupon Rate 4.375%; Matures 08/11/2020; CUSIP 693476BL6
3/28/17
5/15/17
30,000.000
20,000.000
106.442
105.514
106.912
106.143
106.369
106.369
31,932.60
31,654.09
21,382.40
21,228.63
31,910.70
21,273.80
256.61
45.17
ST
ST
Total 50,000.000 53,315.00
52,882.72 53,184.50 301.78 ST
2,188.00
297.74
4.11
Int. Semi-Annually Feb/Aug 11; Yield to Maturity 2.072%; Moody A3 S&P A-; Issued 08/11/10; Asset Class: FI & Pref
BANK OF NY MELLON CORP
Coupon Rate 2.600%; Matures 08/17/2020; CUSIP 06406HDD8
5/30/17 30,000.000 101.733
101.559
101.483 30,519.90
30,467.73 30,444.90 (22.83)ST
780.00
93.16
2.56
Int. Semi-Annually Feb/Aug 17; Callable $100.00 on 07/17/20; Yield to Call 2.051%; Moody A1 S&P A; Issued 08/17/15; Asset Class: FI & Pref
GILEAD SCIENCES INC
Coupon Rate 2.550%; Matures 09/01/2020; CUSIP 375558BB8
2/28/17 40,000.000 100.885
100.743
101.778 40,354.00
40,297.35 40,711.20 413.85 ST
1,020.00
82.16
2.50
Int. Semi-Annually Mar/Sep 01; Yield to Maturity 1.921%; Moody A3 S&P A; Issued 09/14/15; Asset Class: FI & Pref
CATERPILLAR FINL SERVICE
Coupon Rate 1.850%; Matures 09/04/2020; CUSIP 14913Q2A6
9/5/17 10,000.000 99.916
99.916
99.539 9,991.60
9,991.60 9,953.90 (37.70)ST
185.00
11.81
1.85
Int. Semi-Annually Mar/Sep 04; Yield to Maturity 2.013%; First Coupon 03/04/18; Moody A3 S&P A; Issued 09/07/17; Asset Class: FI & Pref
DUKE ENERGY PROGRESS LLC
Coupon Rate 1.497%; Matures 09/08/2020; CUSIP 26442UAD6
9/5/17 10,000.000 100.000
100.000
100.058 10,000.00
10,000.00 10,005.80 5.80 ST
150.00
9.14
1.49
Interest Paid Quarterly Dec 08; Yield to Maturity 1.477%; First Coupon 12/08/17; Floater; Moody AA3 S&P A; Issued 09/08/17; Asset Class: FI & Pref
VERIZON COMMUNICATIONS
Coupon Rate 4.500%; Matures 09/15/2020; CUSIP 92343VBQ6
5/5/17 20,000.000 106.799
106.029
107.283 21,359.80
21,205.88 21,456.60 250.72 ST
900.00
37.50
4.19
Int. Semi-Annually Mar/Sep 15; Yield to Maturity 1.954%; Moody BAA1 S&P BBB+; Issued 09/18/13; Asset Class: FI & Pref
AVALONBAY COMMUNITIES IN
Coupon Rate 3.625%; Matures 10/01/2020; CUSIP 05348EAS8
2/8/17
5/1/17
30,000.000
20,000.000
104.286
103.565
103.947
103.491
104.033
104.033
31,285.80
31,069.41
20,789.40
20,698.10
31,209.90
20,806.60
140.49
108.50
ST
ST
Total 50,000.000 52,075.20
51,767.51 52,016.50 248.99 ST
1,813.00
901.21
3.48
Int. Semi-Annually Apr/Oct 01; Callable $100.00 on 07/01/20; Yield to Call 2.108%; Moody A3 S&P A-; Issued 09/20/13; Asset Class: FI & Pref
KENTUCKY UTILITIES COMPANY
Coupon Rate 3.250%; Matures 11/01/2020; CUSIP 491674BE6
2/17/17 55,000.000 103.537
102.975
103.238 56,945.35
56,636.43 56,780.90 144.47 ST
1,788.00
739.82
3.14
Int. Semi-Annually May/Nov 01; Callable $100.00 on 08/01/20; Yield to Call 2.068%; Moody A1 S&P A; Issued 05/01/11; Asset Class: FI & Pref
OVERSEAS PRIVATE INV COR
Zero Coupon; Matures 11/13/2020; CUSIP 690353U70
4/19/17 175,000.000 100.000
100.000
100.540 175,000.00
175,000.00 175,945.00 945.00 ST
—
—
—
Issued 04/26/17; Asset Class: FI & Pref
EMERSON ELECTRIC CO.
Coupon Rate 4.250%; Matures 11/15/2020; CUSIP 291011BC7
2/28/17 50,000.000 107.159
106.077
106.822 53,579.50
53,038.66 53,411.00 372.34 ST
2,125.00
796.87
3.97
00
4
8
9
2
M
S
A
D
D
2
4
1
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Consulting and Evaluation Services Active Assets Account
660-110000-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 16 of 26
Security Description Trade Date Face Value
Orig Unit Cost
Adj Unit Cost Unit Price
Orig Total Cost
Adj Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
Int. Semi-Annually May/Nov 15; Yield to Maturity 1.987%; Moody A2 S&P A; Issued 11/16/09; Asset Class: FI & Pref
LOCKHEED MARTIN CORP
Coupon Rate 2.500%; Matures 11/23/2020; CUSIP 539830BF5
2/3/17 15,000.000 100.930
100.776
101.545 15,139.50
15,116.47 15,231.75 115.28 ST
375.00
132.29
2.46
Int. Semi-Annually May/Nov 23; Callable $100.00 on 10/23/20; Yield to Call 1.978%; Moody BAA1 S&P BBB+; Issued 11/23/15; Asset Class: FI & Pref
MARATHON PETROLEUM CORP
Coupon Rate 3.400%; Matures 12/15/2020; CUSIP 56585AAL6
4/17/17 35,000.000 103.157
102.785
103.202 36,104.95
35,974.59 36,120.70 146.11 ST
1,190.00
347.08
3.29
Int. Semi-Annually Jun/Dec 15; Callable $100.00 on 11/15/20; Yield to Call 2.331%; Moody BAA2 S&P BBB; Issued 12/14/15; Asset Class: FI & Pref
UNION PACIFIC CORP
Coupon Rate 4.000%; Matures 02/01/2021; CUSIP 907818DG0
2/1/17 30,000.000 106.011
105.064
105.762 31,803.30
31,519.32 31,728.60 209.28 ST
1,200.00
196.66
3.78
Int. Semi-Annually Feb/Aug 01; Callable $100.00 on 11/01/20; Yield to Call 2.063%; Moody A3 S&P A; Issued 08/02/10; Asset Class: FI & Pref
ENTERGY ARKANSAS, INC.
Coupon Rate 3.750%; Matures 02/15/2021; CUSIP 29364DAQ3
2/1/17
3/1/17
12,000.000
20,000.000
104.961
103.929
104.776
104.113
104.498
104.498
12,595.32
12,471.44
20,955.20
20,822.66
12,539.76
20,899.60
68.32
76.94
ST
ST
Total 32,000.000 33,550.52
33,294.10 33,439.36 145.26 ST
1,200.00
150.00
3.58
Int. Semi-Annually Feb/Aug 15; Callable $100.00 on 11/15/20; Yield to Call 2.251%; Moody A2 S&P A; Issued 11/12/10; Asset Class: FI & Pref
STATE STREET CORP
Coupon Rate 4.375%; Matures 03/07/2021; CUSIP 857477AG8
6/7/17 30,000.000 107.910
107.290
107.075 32,373.00
32,187.13 32,122.50 (64.63)ST
1,313.00
83.85
4.08
Int. Semi-Annually Mar/Sep 07; Yield to Maturity 2.225%; Moody A1 S&P A; Issued 03/07/11; Asset Class: FI & Pref
JPMORGAN CHASE & CO
Coupon Rate 1.867%; Matures 03/09/2021; CUSIP 46647PAC0
3/2/17 40,000.000 100.000
100.000
100.068 40,000.00
40,000.00 40,027.20 27.20 ST
747.00
43.56
1.86
Interest Paid Quarterly Jun 09; Yield to Maturity 1.846%; Floater; Moody A3 S&P A-; Issued 03/09/17; Asset Class: FI & Pref
CITIGROUP INC
Coupon Rate 2.700%; Matures 03/30/2021; CUSIP 172967KK6
5/16/17 30,000.000 100.657
100.597
101.115 30,197.10
30,179.17 30,334.50 155.33 ST
810.00
—
2.67
Int. Semi-Annually Mar/Sep 30; Yield to Maturity 2.366%; Moody BAA1 S&P BBB+; Issued 03/30/16; Asset Class: FI & Pref
KIMCO REALTY CORP
Coupon Rate 3.200%; Matures 05/01/2021; CUSIP 49446RAL3
2/17/17 30,000.000 102.012
101.734
102.000 30,603.60
30,520.31 30,600.00 79.69 ST
960.00
397.33
3.13
Int. Semi-Annually May/Nov 01; Callable $100.00 on 03/01/21; Yield to Call 2.585%; Moody BAA1 S&P BBB+; Issued 04/24/14; Asset Class: FI & Pref
CENTERPOINT ENERGY HOUSTON ELE MTG BD
Coupon Rate 1.850%; Matures 06/01/2021; CUSIP 15189XAP3
5/3/17 50,000.000 98.516
98.516
98.602 49,258.00
49,258.00 49,301.00 43.00 ST
925.00
305.76
1.87
Int. Semi-Annually Jun/Dec 01; Callable $100.00 on 05/01/21; Yield to Maturity 2.249%; Moody A1 S&P A; Issued 05/18/16; Asset Class: FI & Pref
EQUIFAX INC
Coupon Rate 2.300%; Matures 06/01/2021; CUSIP 294429AK1
2/28/17 35,000.000 98.712
98.712
97.698 34,549.20
34,549.20 34,194.30 (354.90)ST
805.00
266.09
2.35
Int. Semi-Annually Jun/Dec 01; Callable $100.00 on 05/01/21; Yield to Maturity 2.966%; Moody BAA1 S&P BBB+; Issued 05/12/16; Asset Class: FI & Pref
JPMORGAN CHASE & CO
Coupon Rate 2.400%; Matures 06/07/2021; CUSIP 46625HRT9
2/23/17 30,000.000 99.563
99.563
100.341 29,868.90
29,868.90 30,102.30 233.40 ST
720.00
226.00
2.39
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Consulting and Evaluation Services Active Assets Account
660-110000-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 17 of 26
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 07; Callable $100.00 on 05/07/21; Yield to Call 2.301%; Moody A3 S&P A-; Issued 06/07/16; Asset Class: FI & Pref
FISERV, INC.
Coupon Rate 4.750%; Matures 06/15/2021; CUSIP 337738AL2
2/2/17 30,000.000 108.051
106.907
107.829 32,415.30
32,072.24 32,348.70 276.46 ST
1,425.00
415.62
4.40
Int. Semi-Annually Jun/Dec 15; Yield to Maturity 2.524%; Moody BAA2 S&P BBB; Issued 06/14/11; Asset Class: FI & Pref
MCCORMICK & CO
Coupon Rate 3.900%; Matures 07/15/2021; CUSIP 579780AH0
3/3/17 35,000.000 105.351
104.690
104.908 36,872.85
36,641.34 36,717.80 76.46 ST
1,365.00
284.37
3.71
Int. Semi-Annually Jan/Jul 15; Callable $100.00 on 04/15/21; Yield to Call 2.445%; Moody BAA2 S&P BBB; Issued 07/08/11; Asset Class: FI & Pref
SIMON PROPERTY GROUP LP
Coupon Rate 2.500%; Matures 07/15/2021; CUSIP 828807CX3
2/2/17 30,000.000 100.068
100.059
100.541 30,020.40
30,017.55 30,162.30 144.75 ST
750.00
156.24
2.48
Int. Semi-Annually Jan/Jul 15; Callable $100.00 on 04/15/21; Yield to Call 2.340%; Moody A2 S&P A; Issued 01/13/16; Asset Class: FI & Pref
GOLDMAN SACHS GROUP INC
Coupon Rate 5.250%; Matures 07/27/2021; CUSIP 38141GGQ1
2/1/17 30,000.000 109.622
108.293
109.882 32,886.60
32,488.04 32,964.60 476.56 ST
1,575.00
275.62
4.77
Int. Semi-Annually Jan/Jul 27; Yield to Maturity 2.523%; Moody A3 S&P BBB+; Issued 07/27/11; Asset Class: FI & Pref
BAPTIST HEALTH SOUTH FL
Coupon Rate 4.590%; Matures 08/15/2021; CUSIP 066836AA5
8/10/17 37,000.000 108.313
108.058
107.409 40,075.81
39,981.60 39,741.33 (240.27)ST
1,698.00
212.28
4.27
Int. Semi-Annually Feb/Aug 15; Yield to Maturity 2.568%; Moody AA3 S&P AA-; Issued 05/25/11; Asset Class: FI & Pref
BURLINGTN NORTH SANTA FE
Coupon Rate 3.450%; Matures 09/15/2021; CUSIP 12189LAF8
2/15/17 60,000.000 103.853
103.362
104.349 62,311.80
62,017.45 62,609.40 591.95 ST
2,070.00
86.25
3.30
Int. Semi-Annually Mar/Sep 15; Callable $100.00 on 06/15/21; Yield to Call 2.221%; Moody A3 S&P A; Issued 08/22/11; Asset Class: FI & Pref
LOCKHEED MARTIN CORP
Coupon Rate 3.350%; Matures 09/15/2021; CUSIP 539830AY5
2/2/17 35,000.000 103.339
102.891
103.963 36,168.65
36,011.77 36,387.05 375.28 ST
1,173.00
48.85
3.22
Int. Semi-Annually Mar/Sep 15; Yield to Maturity 2.297%; Moody BAA1 S&P BBB+; Issued 09/09/11; Asset Class: FI & Pref
NORFOLK SOUTHERN CORP
Coupon Rate 3.250%; Matures 12/01/2021; CUSIP 655844BG2
3/14/17 20,000.000 101.767
101.576
103.304 20,353.40
20,315.16 20,660.80 345.64 ST
650.00
214.86
3.14
Int. Semi-Annually Jun/Dec 01; Callable $100.00 on 09/01/21; Yield to Call 2.362%; Moody BAA1 S&P BBB+; Issued 11/17/11; Asset Class: FI & Pref
PREMIER AIRCRAFT LEASING EXIM
Coupon Rate 3.547%; Matures 04/10/2022; CUSIP 74046BAB2
3/28/17 150,000.000 103.428
103.428
102.888 68,592.52
61,309.70 60,989.59 (320.11)ST
2,103.00
467.23
3.44
Interest Paid Quarterly Jul 10; Yield to Maturity 2.862%; Factor .39518440; Issued 04/29/10; Current Face 59,277.660; Asset Class: FI & Pref
SAYARRA LTD
Coupon Rate 2.575%; Matures 04/14/2022; CUSIP 805649AB6
6/7/17 125,000.000 101.430
101.430
101.179 58,540.74
55,784.63 55,646.58 (138.05)ST
1,416.00
239.96
2.54
Interest Paid Quarterly Oct 29; Yield to Maturity 2.300%; Factor .43998528; Issued 10/22/10; Current Face 54,998.160; Asset Class: FI & Pref
PROCTER & GAMBLE CO/THE
Coupon Rate 2.150%; Matures 08/11/2022; CUSIP 742718EU9
8/9/17 25,000.000 99.854
99.854
99.785 24,963.50
24,963.50 24,946.25 (17.25)ST
538.00
73.15
2.15
Int. Semi-Annually Feb/Aug 11; Yield to Maturity 2.197%; First Coupon 02/11/18; Moody AA3 S&P AA-; Issued 08/11/17; Asset Class: FI & Pref
AT&T INC
Coupon Rate 2.850%; Matures 02/14/2023; CUSIP 00206REK4
7/27/17 30,000.000 99.984
99.984
99.372 29,995.20
29,995.20 29,811.60 (183.60)ST
855.00
125.87
2.86
Int. Semi-Annually Feb/Aug 14; Callable $100.00 on 01/14/23; Yield to Maturity 2.977%; First Coupon 02/14/18; Moody BAA1 (-) S&P BBB+ (-); Issued 08/07/17; Asset Class: FI & Pref
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CLIENT STATEMENT For the Period September 1-30, 2017
Consulting and Evaluation Services Active Assets Account
660-110000-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 18 of 26
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 %
SAFINA LTD
Coupon Rate 2.000%; Matures 12/30/2023; CUSIP 78657AAB5
1/31/17
7/24/17
200,000.000
90,000.000
99.000
99.000
99.591
99.591
99.230
99.230
126,014.55
113,359.56
53,233.61
51,316.33
113,622.91
51,130.31
263.35
(186.02)
ST
ST
Total 290,000.000 179,248.16
164,675.89 164,753.23 77.33 ST
3,321.00
—
2.01
Interest Paid Quarterly Sep 30; Yield to Maturity 2.132%; Factor .57252302; Issued 06/25/12; Current Face 166,031.676; Asset Class: FI & Pref
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 5,071,000.000 $4,934,517.92
$4,880,765.99 $4,891,243.28 $10,477.28 ST
$143,645.00
$36,944.44
2.94%
TOTAL CORPORATE FIXED INCOME
(includes accrued interest)
30.38%$4,928,187.72
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 1.000%; Matures 02/15/2018; CUSIP 912828H94
1/31/17 1,045,000.000 $100.129
$99.883
$99.933 $1,046,350.58
$1,043,781.12 $1,044,299.85 $518.73 ST
$5,225.00
$1,306.25
0.50
Int. Semi-Annually Feb/Aug 15; Yield to Maturity 1.179%; Moody AAA; Issued 02/15/15; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE
Coupon Rate 1.125%; Matures 01/31/2019; CUSIP 912828V56
1/31/17 6,400,000.000 99.856
99.856
99.617 6,390,771.20
6,390,770.78 6,375,488.00 (15,282.78)ST
72,000.00
11,934.78
1.12
Int. Semi-Annually Jan/Jul 31; Yield to Maturity 1.415%; Moody AAA; Issued 01/31/17; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE
Coupon Rate 1.500%; Matures 05/15/2020; CUSIP 912828X96
5/24/17 975,000.000 100.036
100.031
99.801 975,346.13
975,306.06 973,059.75 (2,246.31)ST
14,625.00
5,484.37
1.50
Int. Semi-Annually May/Nov 15; Yield to Maturity 1.578%; Issued 05/15/17; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE
Coupon Rate 1.500%; Matures 06/15/2020; CUSIP 912828XU9
6/27/17 150,000.000 99.950
99.950
99.781 149,924.40
149,924.40 149,671.50 (252.90)ST
2,250.00
657.78
1.50
Int. Semi-Annually Jun/Dec 15; Yield to Maturity 1.583%; Issued 06/15/17; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE
Coupon Rate 1.500%; Matures 07/15/2020; CUSIP 9128282J8
8/1/17 125,000.000 100.012
100.011
99.727 125,015.13
125,014.31 124,658.75 (355.56)ST
1,875.00
392.32
1.50
Int. Semi-Annually Jan/Jul 15; Yield to Maturity 1.600%; Moody AAA; Issued 07/15/17; Asset Class: FI & Pref
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Consulting and Evaluation Services Active Assets Account
660-110000-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 19 of 26
Security Description Trade Date Face Value
Orig Unit Cost
Adj Unit Cost Unit Price
Orig Total Cost
Adj Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
UNITED STATES TREASURY NOTE
Coupon Rate 1.375%; Matures 09/15/2020; CUSIP 9128282V1
9/27/17 150,000.000 99.364
99.364
99.309 149,045.40
149,045.40 148,963.50 (81.90)ST
2,063.00
85.46
1.38
Int. Semi-Annually Mar/Sep 15; Yield to Maturity 1.615%; Moody AAA; Issued 09/15/17; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE-INFLATION INDEXED
Coupon Rate 0.125%; Matures 04/15/2021; CUSIP 912828Q60
1/31/17 159,000.000 101.306
101.306
100.313 164,269.44
164,269.44 164,740.35 470.91 ST
205.00
94.22
0.12
Int. Semi-Annually Apr/Oct 15; Factor 1.03287000; Moody AAA; Issued 04/15/16; Current Face 164,226.330; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE-INFLATION INDEXED
Coupon Rate 0.125%; Matures 04/15/2022; CUSIP 912828X39
4/13/17
4/13/17
4/13/17
18,000.000
6,000.000
6,000.000
101.223
101.647
101.223
101.647
101.671
102.056
99.993
99.993
99.993
18,220.09
18,296.48
6,073.36
6,098.82
6,100.23
6,123.37
18,117.35
6,039.11
6,039.11
(179.13)
(59.71)
(84.26)
ST
ST
ST
H
H
H
4/17/17 12,000.000 100.903
202.710
99.993 12,108.36
24,325.19 12,078.23 (12,246.96)ST
4/17/17 24,000.000 100.883
101.337
99.993 24,211.92
24,320.81 24,156.46 (164.35)ST
4/17/17 48,000.000 100.930
101.505
99.993 48,512.24
48,722.39 48,312.93 (409.46)ST
4/17/17 24,000.000 100.905
101.482
99.993 24,250.14
24,355.73 24,156.46 (199.27)ST
4/17/17 18,000.000 100.903
101.480
99.993 18,187.24
18,266.46 18,117.35 (149.11)ST
Total 156,000.000 157,663.58
170,509.25 157,017.04 (13,492.25)ST
196.00
90.09
0.12
Int. Semi-Annually Apr/Oct 15; Factor 1.00659000; Moody AAA; Issued 04/15/17; Current Face 157,028.040; Basis Adjustment Due to Wash Sale: $86.42; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE
Coupon Rate 1.750%; Matures 05/31/2022; CUSIP 912828XR6
5/31/17
6/2/17
6/6/17
75,000.000
150,000.000
150,000.000
99.996
99.996
100.145
100.136
100.176
100.165
99.348
99.348
99.348
74,997.30
74,997.30
150,217.35
150,203.83
150,264.15
150,247.98
74,511.00
149,022.00
149,022.00
(486.30)
(1,181.83)
(1,225.98)
ST
ST
ST
Total 375,000.000 375,478.80
375,449.11 372,555.00 (2,894.11)ST
6,563.00
2,187.50
1.76
Int. Semi-Annually May/Nov 30; Yield to Maturity 1.896%; Moody AAA; Issued 05/31/17; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE
Coupon Rate 1.750%; Matures 06/30/2022; CUSIP 912828XW5
7/5/17
7/25/17
150,000.000
150,000.000
99.223
99.223
99.450
99.450
99.270
99.270
148,834.50
148,834.50
149,174.40
149,174.40
148,905.00
148,905.00
70.50
(269.40)
ST
ST
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Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Consulting and Evaluation Services Active Assets Account
660-110000-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 20 of 26
Security Description Trade Date Face Value
Orig Unit Cost
Adj Unit Cost Unit Price
Orig Total Cost
Adj Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
Total 300,000.000 298,008.90
298,008.90 297,810.00 (198.90)ST
5,250.00
1,312.50
1.76
Int. Semi-Annually Jun/Dec 31; Yield to Maturity 1.911%; Moody AAA; Issued 06/30/17; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE
Coupon Rate 1.875%; Matures 07/31/2022; CUSIP 9128282P4
8/28/17 150,000.000 100.590
100.580
99.781 150,885.30
150,869.78 149,671.50 (1,198.28)ST
2,813.00
466.20
1.87
Int. Semi-Annually Jan/Jul 31; Yield to Maturity 1.922%; Moody AAA; Issued 07/31/17; Asset Class: FI & Pref
UNITED STATES TREASURY NOTE
Coupon Rate 1.875%; Matures 09/30/2022; CUSIP 9128282W9
9/29/17 125,000.000 99.821
99.821
99.382 124,775.75
124,775.75 124,227.50 (548.25)ST
2,344.00
—
1.88
Int. Semi-Annually Mar/Sep 31; Yield to Maturity 2.005%; Issued 09/30/17; Asset Class: FI & Pref
TREASURY SECURITIES 10,110,000.000 $10,107,534.61
$10,117,724.30 $10,082,162.74 $(35,561.60)ST
$115,409.00
$24,011.47
1.14%
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 %
FEDERAL NATIONAL MTG ASSN POOL AN5056
Coupon Rate 2.590%; Matures 04/01/2021; CUSIP 3138LHTN4
3/27/17 95,000.000 $101.438
$101.438
$101.528 $96,365.63
$95,862.52 $95,948.04 $85.52 ST
$2,448.00
$197.17
2.55
Interest Paid Monthly Apr 01; Yield to Maturity 2.135%; Factor .99477916; Issued 04/01/17; Current Face 94,504.020; Asset Class: FI & Pref
FEDERAL NATIONAL MTG ASSN POOL AN5051
Coupon Rate 2.550%; Matures 11/01/2021; CUSIP 3138LHTH7
3/27/17 80,000.000 101.125
101.125
101.463 80,900.00
80,459.93 80,728.86 268.93 ST
2,029.00
163.43
2.51
Interest Paid Monthly Apr 01; Yield to Maturity 2.174%; Factor .99456037; Issued 04/01/17; Current Face 79,564.830; Asset Class: FI & Pref
FNMA 7 YR BALLOON AN5495
Coupon Rate 2.300%; Matures 01/01/2022; CUSIP 3138LJC99
4/13/17 220,000.000 100.609
100.609
100.485 221,340.63
220,319.09 220,046.71 (272.38)ST
5,037.00
405.73
2.28
Interest Paid Monthly May 01; Yield to Maturity 2.180%; Factor .99538474; Issued 05/01/17; Current Face 218,984.643; Asset Class: FI & Pref
FNMA 7 YR BALLOON AN5496
Coupon Rate 2.300%; Matures 01/01/2022; CUSIP 3138LJDA5
4/13/17 100,000.000 100.609
100.609
100.485 100,609.38
100,145.04 100,021.23 (123.81)ST
2,289.00
184.42
2.28
Interest Paid Monthly May 01; Yield to Maturity 2.180%; Factor .99538474; Issued 05/01/17; Current Face 99,538.474; Asset Class: FI & Pref
FNMA 7 YR BALLOON AL8938
Coupon Rate 2.760%; Matures 04/01/2022; CUSIP 3138ET4Y9
8/11/17 67,514.000 102.852
102.852
102.283 68,263.87
63,235.25 62,885.65 (349.60)ST
1,697.00
136.69
2.69
Interest Paid Monthly Aug 01; Yield to Maturity 2.224%; Factor .91065595; Issued 08/01/16; Current Face 61,482.026; Asset Class: FI & Pref
FNA 2017-M5 FA
Coupon Rate 1.775%; Matures 04/25/2024; CUSIP 3136AWWC7
5/9/17 60,000.000 99.901
99.901
100.117 59,940.60
59,769.81 59,899.04 129.23 ST
1,062.00
85.57
1.77
Interest Paid Monthly Sep 25; Yield to Maturity 1.756%; Floater; Factor .99715070; Issued 05/01/17; Current Face 59,829.042; Asset Class: FI & Pref
FEDL NATL MTG ASSOC 10 YR POOL MA3107
Coupon Rate 2.500%; Matures 08/01/2027; CUSIP 31418CNZ3
9/6/17 160,000.000 101.891
101.891
101.159 158,508.01
158,508.01 157,369.88 (1,138.13)ST
3,889.00
313.29
2.47
Interest Paid Monthly Jul 01; Yield to Maturity 2.367%; Factor .97229292; Issued 07/01/17; Current Face 155,566.867; Asset Class: FI & Pref
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Consulting and Evaluation Services Active Assets Account
660-110000-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 21 of 26
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 %
FEDL NATL MTG ASSOC 10 YR POOL MA3131
Coupon Rate 3.000%; Matures 08/01/2027; CUSIP 31418CPR9
9/6/17 320,000.000 103.563
103.563
102.980 327,269.79
327,269.79 325,429.02 (1,840.77)ST
9,480.00
131.67
2.91
Interest Paid Monthly Aug 01; Yield to Maturity 2.654%; Factor .98753709; Issued 08/01/17; Current Face 316,011.869; Asset Class: FI & Pref
FEDERAL AGENCIES 1,102,514.000 $1,113,197.91
$1,105,569.44 $1,102,328.43 $(3,241.01)ST
$27,931.00
$1,617.97
2.53%
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 11,212,514.000 $11,220,732.52
$11,223,293.74 $11,184,491.17 $(38,802.61)ST
$143,340.00
$25,629.44
1.28%
TOTAL GOVERNMENT SECURITIES
(includes accrued interest)
69.11%$11,210,120.61
Percentage
of Holdings Total Cost Market Value
Unrealized
Gain/(Loss)
Est Ann Income
Accrued Interest
Current
Yield %
TOTAL VALUE $16,104,059.73 $16,158,468.45 $(28,325.33)ST $287,013.00
$62,573.88
1.77%
TOTAL VALUE (includes accrued interest)100.00%$16,221,042.33
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 (^includes accrued interest)
Cash Equities
Fixed Income &
Preferred Securities Alternatives
Annuities &
Insurance
Structured
Investments Other
Cash, BDP, MMFs $82,734.00 ——————
Corporate Fixed Income^——$4,928,187.72 ————
Government Securities^——11,210,120.61 ————
TOTAL ALLOCATION OF ASSETS^$82,734.00 —$16,138,308.33 ————
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CLIENT STATEMENT For the Period September 1-30, 2017
Consulting and Evaluation Services Active Assets Account
660-110000-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 22 of 26
ACTIVITY
INVESTMENT RELATED ACTIVITY
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
9/5 9/7 Bought JOHN DEER CAPITAL 2375 20JL14 ACTED AS AGENT
ACCRUED INTEREST 139.86
40,000.000 $101.6360 $(40,794.26)
9/5 9/7 Bought CATERPILLAR FINL 1850 20SP04 ACTED AS AGENT 10,000.000 99.9160 (9,991.60)
9/6 9/8 Bought DUKE ENERGY PROGR 1497 20SP08 ACTED AS AGENT a/o 09/05/17 10,000.000 100.0000 (10,000.00)
9/8 9/7 Sold US TSY NOTE 1125 19JA31 ACTED AS AGENT
ACCRUED INTEREST 377.55
a/o 09/06/17
325,000.000 99.8122 324,767.20
9/8 9/7 Sold US TSY NOTE 1000 18FB15 ACTED AS AGENT
ACCRUED INTEREST 62.50
a/o 09/06/17
100,000.000 99.9489 100,011.40
9/8 9/7 Sold US TSY NOTE 1750 22MY31 ACTED AS AGENT
ACCRUED INTEREST 355.02
a/o 09/06/17
75,000.000 100.3629 75,627.20
9/8 9/8 Sold ENTERGY ARKANSAS 3750 *21FB15 ACTED AS AGENT
ACCRUED INTEREST 43.12
a/o 09/06/17
18,000.000 106.2330 19,165.06
9/8 9/18 Bought FNMA 10YR MA3131 3000 27AU01 ACTED AS AGENT
ACCRUED INTEREST 447.68
a/o 09/06/17
320,000.000 103.5625 (327,717.47)
9/8 9/18 Bought FNMA 10YR MA3107 2500 27AU01 ACTED AS AGENT
ACCRUED INTEREST 183.66
a/o 09/06/17
160,000.000 101.8906 (158,691.67)
9/15 9/21 Bought GILEAD SCIENCE IN 1850 19SP20 ACTED AS AGENT a/o 09/14/17 5,000.000 99.9650 (4,998.25)
9/18 9/19 Sold US TSY NOTE 1000 18FB15 ACTED AS AGENT
ACCRUED INTEREST 71.33
75,000.000 99.9489 75,033.01
9/18 9/19 Bought MAXIM INTEGRATED 2500 18NV15 ACTED AS AGENT
ACCRUED INTEREST 344.44
40,000.000 100.6580 (40,607.64)
9/19 9/21 Sold SIMON PPTY GRP LP 2200 *19FB01 ACTED AS AGENT
ACCRUED INTEREST 76.39
25,000.000 100.6610 25,241.64
9/27 9/28 Sold US TSY NOTE 1000 18FB15 ACTED AS AGENT
ACCRUED INTEREST 179.35
150,000.000 99.9606 150,120.25
9/27 9/28 Bought US TSY NOTE 1375 20SP15 ACTED AS AGENT
ACCRUED INTEREST 74.07
150,000.000 99.3636 (149,119.47)
9/29 9/29 Redemption NTHN STATES PWR 5250 18MH01 REDEMPTION OF CALLED BOND
CUSIP: 665772CD9
45,000.000 101.5751 45,708.79
9/29 10/2 Sold US TSY NOTE 1000 18FB15 ACTED AS AGENT
ACCRUED INTEREST 84.78
65,000.000 99.9567 65,056.64
9/29 10/2 Bought US TSY NOTE 1875 22SP30 ACTED AS AGENT
ACCRUED INTEREST 12.88
125,000.000 99.8206 (124,788.63)
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Consulting and Evaluation Services Active Assets Account
660-110000-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 23 of 26
PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS (CONTINUED)
Activity
Date
Settlement
Date Activity Type Description Comments Quantity Price Credits/(Debits)
TOTAL PURCHASES, DIVIDEND REINVESTMENTS, SALES AND REDEMPTIONS $14,022.20
TOTAL PURCHASES $(866,708.99)
TOTAL SALES AND REDEMPTIONS $880,731.19
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 10/2 Sold US TSY NOTE 1000 18FB15 UNSETTLED SALE 65,000.000 $99.9567 $65,056.64
9/29 10/2 Bought US TSY NOTE 1875 22SP30 UNSETTLED PURCHASE 125,000.000 99.8206 (124,788.63)
NET UNSETTLED PURCHASES/SALES $(59,731.99)
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.
RETURN OF PRINCIPAL
Activity Date Activity Type Description Comments Credits/(Debits)
9/25 Return of Principal FNMA 7BL AL8938 2760 22AP01 CUSIP: 3138ET4Y9 $4,889.20
9/25 Return of Principal FNMA 7BL AN5495 2300 22JA01 CUSIP: 3138LJC99 248.10
9/25 Return of Principal FNMA 7BL AN5496 2300 22JA01 CUSIP: 3138LJDA5 112.77
9/25 Return of Principal FNMA POOL AN5056 2590 21AP01 CUSIP: 3138LHTN4 94.45
9/25 Return of Principal FNMA POOL AN5051 2550 21NV01 CUSIP: 3138LHTH7 83.21
9/25 Return of Principal FNA 2017-M5 FA 1775 24APRG CUSIP: 3136AWWC7 41.16
TOTAL RETURN OF PRINCIPAL $5,468.89
TAXABLE INCOME AND DISTRIBUTIONS
Activity Date Activity Type Description Comments Credits/(Debits)
9/1 Interest Income PRINCETON UNIV 4950 19MH01 CUSIP: 89837LAA3 $1,237.50
9/1 Interest Income NTHN STATES PWR 5250 18MH01 CUSIP: 665772CD9 1,181.25
9/1 Interest Income PECO ENERGY CO 5350 18MH01 CUSIP: 693304AL1 856.00
9/1 Interest Income ROCK-TENN COMPANY 4450 19MH01 CUSIP: 772739AJ7 689.75
9/1 Interest Income ROCKWELL AUTOMATI 2050 *20MH01 CUSIP: 773903AF6 563.75
9/1 Interest Income GILEAD SCIENCES I 2550 20SP01 CUSIP: 375558BB8 510.00
9/5 Interest Income THE WALT DISNEY C 1950 20MH04 CUSIP: 25468PDP8 385.67
9/5 Interest Income AMERICAN EXPRESS 2200 *20MH03 CUSIP: 0258M0EE5 220.00
9/7 Interest Income STATE STREET CORP 4375 21MH07 CUSIP: 857477AG8 656.25
9/8 Interest Income MORGAN STANLEY PRIVATE BANK NA 0.17
9/11 Interest Income JPMORGAN CHASE 17710 21MH09 CUSIP: 46647PAC0 184.97
9/15 Interest Income BURLINGTN NORTH 3450 *21SP15 CUSIP: 12189LAF8 1,035.00
9/15 Interest Income MIDAMERICAN ENER 5300 18MH15 CUSIP: 595620AH8 927.50
9/15 Interest Income GOLDMAN SACHS 5375 20MH15 CUSIP: 38141EA58 806.25
9/15 Interest Income LOCKHEED MARTIN 3350 21SP15 CUSIP: 539830AY5 586.25
9/15 Interest Income VERIZON CMMNCTNS 4500 20SP15 CUSIP: 92343VBQ6 450.00
9/15 Interest Income MIDAMERICAN 2400 *19MH15 CUSIP: 595620AJ4 300.00
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Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Consulting and Evaluation Services Active Assets Account
660-110000-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 24 of 26
TAXABLE INCOME AND DISTRIBUTIONS (CONTINUED)
Activity Date Activity Type Description Comments Credits/(Debits)
9/18 Interest Income OVERSEAS PRIVATE 00000 18MH17 CUSIP: 690353T31 1,500.00
9/19 Interest Income-Adj OVERSEAS PRIVATE 00000 18MH17
REVERSE INTEREST PAYMENT
CUSIP: 690353T31 (1,500.00)
9/20 Interest Income EATON CORP 6950 19MH20 CUSIP: 278058DH2 1,390.00
9/22 Interest Income CATERPILLAR 1900 19MH22 CUSIP: 14912L6W6 283.42
9/25 Interest Income JP MORGAN CHASE 4950 20MH25 CUSIP: 46625HHQ6 742.50
9/25 Interest Income FNMA 7BL AN5495 2300 22JA01 CUSIP: 3138LJC99 434.20
9/25 Interest Income FNMA POOL AN5056 2590 21AP01 CUSIP: 3138LHTN4 210.98
9/25 Interest Income FNMA 7BL AN5496 2300 22JA01 CUSIP: 3138LJDA5 197.36
9/25 Interest Income FNMA POOL AN5051 2550 21NV01 CUSIP: 3138LHTH7 174.89
9/25 Interest Income FNMA 7BL AL8938 2760 22AP01 CUSIP: 3138ET4Y9 157.79
9/25 Interest Income FNA 2017-M5 FA 1775 24APRG CUSIP: 3136AWWC7 88.59
9/27 Miscellaneous Income FNMA 7BL AL8938 2760 22AP01 MISCELLANEOUS PAYMENT 219.29
9/29 Interest Income-Adj NTHN STATES PWR 5250 18MH01
ACCRUED BOND INTEREST
CUSIP: 665772CD9 183.75
9/29 Interest Income MORGAN STANLEY PRIVATE BANK NA
(Period 09/01-09/30)
3.03
9/29 Interest Income MORGAN STANLEY BANK N.A.
(Period 09/11-09/30)
2.14
TOTAL TAXABLE INCOME AND DISTRIBUTIONS $14,678.25
TOTAL INTEREST $14,458.96
TOTAL OTHER INCOME AND DISTRIBUTIONS $219.29
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY
Activity
Date Activity Type Description Credits/(Debits)
9/1 Automatic Investment BANK DEPOSIT PROGRAM $5,038.25
9/5 Automatic Investment BANK DEPOSIT PROGRAM 605.67
9/7 Automatic Redemption BANK DEPOSIT PROGRAM (50,129.61)
9/8 Automatic Redemption BANK DEPOSIT PROGRAM (4,078.97)
9/11 Automatic Investment BANK DEPOSIT PROGRAM 513,834.97
9/15 Automatic Investment BANK DEPOSIT PROGRAM 4,105.00
9/18 Automatic Redemption BANK DEPOSIT PROGRAM (484,909.14)
9/20 Automatic Investment BANK DEPOSIT PROGRAM 34,315.37
9/22 Automatic Investment BANK DEPOSIT PROGRAM 20,526.81
9/25 Automatic Investment BANK DEPOSIT PROGRAM 6,299.98
9/26 Automatic Investment BANK DEPOSIT PROGRAM 1,175.22
9/28 Automatic Investment BANK DEPOSIT PROGRAM 219.29
9/29 Automatic Investment BANK DEPOSIT PROGRAM 46,709.56
9/29 Automatic Investment BANK DEPOSIT PROGRAM 3.03
Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Consulting and Evaluation Services Active Assets Account
660-110000-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 25 of 26
MONEY MARKET FUND (MMF) AND BANK DEPOSIT PROGRAM ACTIVITY (CONTINUED)
Activity
Date Activity Type Description Credits/(Debits)
9/29 Automatic Investment BANK DEPOSIT PROGRAM 2.14
NET ACTIVITY FOR PERIOD $93,717.57
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
ENTERGY ARKANSAS 3 3/4 2-15-21 02/01/17 09/06/17 18,000.000 $19,121.94 $18,767.63 $354.31
FNA 2017-M5 FA 1.775 4-25-24 05/09/17 09/25/17 41.160 41.16 41.12 0.04
FNMA 7BL AL8938 2.760 4-01-22 08/11/17 09/25/17 4,889.200 4,889.20 5,028.62 (139.42)
FNMA 7BL AN5495 2.300 1-01-22 04/13/17 09/25/17 248.100 248.10 249.61 (1.51)
FNMA 7BL AN5496 2.300 1-01-22 04/13/17 09/25/17 112.770 112.77 113.46 (0.69)
FNMA POOL AN5051 2.550 11-01-21 03/27/17 09/25/17 83.210 83.21 84.15 (0.94)
FNMA POOL AN5056 2.590 4-01-21 03/27/17 09/25/17 94.450 94.45 95.81 (1.36)
NTHN STATES PWR 5 1/4 3-01-18 03/03/17 09/29/17 45,000.000 45,708.79 45,708.79 0.00
SIMON PPTY GRP LP 2.200 2-01-19 02/03/17 09/19/17 25,000.000 25,165.25 25,151.78 13.47
US TSY NOTE 1 1/8 1-31-19 01/31/17 09/06/17 325,000.000 324,389.65 324,531.09 (141.44)
US TSY NOTE 1 3/4 5-31-22 05/31/17 09/06/17 75,000.000 75,272.18 74,997.30 274.88
US TSY NOTE 1.000 2-15-18 01/31/17 09/06/17 100,000.000 99,948.90 100,054.58 (105.68)
01/31/17 09/18/17 75,000.000 74,961.68 75,037.88 (76.20)
01/31/17 09/27/17 150,000.000 149,940.90 150,071.19 (130.29)
01/31/17 09/29/17 65,000.000 64,971.86 65,030.03 (58.17)
US TSY NOTE TIIN 1/8 4-15-22 04/13/17 04/17/17 18,000.000 18,162.90 18,199.35 (36.45)W
04/13/17 04/17/17 6,000.000 6,054.30 6,066.45 (12.15)>
04/13/17 04/17/17 6,000.000 6,054.30 6,066.45 (12.15)W
Disallowed Loss Based On Wash Sale: $86.42; Basis Adjustment Due To Wash Sale: $25.67
Short-Term This Period $884,950.04 $884,963.04 $(13.00)
Short-Term Year to Date $9,408,387.83 $9,403,992.72 $4,395.11
Net Realized Gain/(Loss) This Period $884,950.04 $884,963.04 $(13.00)
Net Realized Gain/(Loss) Year to Date $21,012,374.05 $21,087,903.71 $(75,548.42)
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Account Detail
CLIENT STATEMENT For the Period September 1-30, 2017
Consulting and Evaluation Services Active Assets Account
660-110000-095
CITY OF ATLANTIC BEACH
C/O RUSSELL CAFFEY
Page 26 of 26
Disallowed Loss Based On Wash Sale Year to Date: $112.09
Treasury regulations require that we report on Form 1099-B a) adjusted cost basis on the sale of covered securities acquired on or after 1/1/11 (or the applicable date for the type of security), b) the gain or loss as
either long-term or short-term, and c) basis adjustments on covered securities due to wash sales, certain corporate actions and transfers by gift or inheritance. This section may not reflect all the basis adjustments
required when filing your tax return. Refer to the Expanded Disclosures.
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.
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