Clearwater Analytics Data Requirements Private Placements

Clearwater Data Requirements – Private Placements Please contact your Clearwater representative to answer any questions regarding these guidelines.

File Transmission Requirements Please download the Clearwater Data Transmission Requirements for details on transmission options

Data Requirements for Private Placements Clearwater’s third party security information and pricing providers often do not support private placement securities. For this reason, clients must supply security detail and pricing information either through their custodial feed, a feed with their asset manager, or a feed directly to Clearwater. Similarly, Clearwater does not calculate cash flows for prepaying private placements. If a client wishes, they can supply Clearwater with a cash flow file (by security). Otherwise, Clearwater will recognize principal repayment on a cash basis, and show a reduction in original and current units for each repayment. The following table contains the full range of data fields used by Clearwater. The fields listed are critical to reconciliation and must be supplied before the data can be processed. All fields are requested and required field are notated. Please provide as much data as available to ensure accurate reporting. The left two tables comprise of the data needed on a daily basis, while the right table is data only needed at the time of implementation (Initial Load). Transactions Account Number *†‡ As of Date *†‡ Identifier *†‡ Security Type *†‡ Cancel/Rebook Indicator Commission †‡ Counterparty ‡ Currency †‡

Holdings Account Number *†‡ As of Date *†‡ Identifier *†‡ Security Type *†‡ Security Type *†‡ 144A, REG S Accrual Day Count †‡ Accrued Balance (dollars) †‡

Initial Load Account Number *†‡ As of Date *†‡ Identifier *†‡ Security Type *†‡ Security Type *†‡ 144A, REG S Accrual Day Count †‡ Accrued Balance (dollars) as of Load Date ‡

CUSIP †‡ Description of Activity †‡ Entry/Trade Date †‡ Number of Units (Settled) †‡ Number of Units (Traded) †‡ Proceeds †‡ Reversed/Canceled Transaction ID Settle/Post Date †‡

Accrued Interest Start Date †‡ Amount Outstanding as of Date Convexity Coupon Frequency †‡ Coupon Pay Delay Coupon Rate †‡ Coupon Type Currency †‡

Accrued Interest Start Date †‡ Amount Outstanding as of Load Date Book Value as of Load Date †‡ Commission †‡ Counterparty ‡ Coupon Frequency †‡ Coupon Pay Delay Coupon Rate †‡

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Transactions Trade Price †‡ Transaction ID Transaction Type †‡

Holdings CUSIP †‡ DBRS Rating Description †‡ Duration Fitch Rating Issue Date †‡ Issuer †‡ Market Price †‡ Market Value †‡ Market Yield Maturity Date †‡ Moody’s Rating Next Coupon Reset Date Number of Units (Settled) †‡ Number of Units (Traded) †‡ S&P Rating

Initial Load Coupon Type Currency †‡ CUSIP †‡ DBRS Rating Description †‡ Fitch Rating Issue Date †‡ Issuer †‡ Market Price as of Load Date †‡ Market Value as of Load Date †‡ Maturity Date †‡ Moody’s Rating Next Coupon Reset Date Number of Units (Settled) †‡ Number of Units (Traded) †‡ Original Entry/Trade Date †‡ Original Proceeds on Trade †‡ Original Settle/Post Date †‡ Original Trade Price †‡ S&P Rating

* Required for all files and should match between all files † Required for reporting ‡ Required for NAIC statements

Definitions/ Explanations of Terms CUSIP: Nine character identifier utilized to uniquely identify each security. Coupon Type: Nature of coupon payment. Expected Values include: Variable, Floating, Fixed, etc. Coupon Frequency: Expected frequency of interest payments. Expected Values include: Quarterly, Semi-Annually, etc. Amount Outstanding as of date: The amount of the issue outstanding Transaction Types: Buy, Sell, Principal Paydown, Coupon, Other Income, etc. 144A, REG S: Indication if the security is subject to 144A, or REG S treatment

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