Counterparty Rating Dimension This rating categorises the credit ratings of the counterparty in relation to the investments of the reporting entity as determined by various rating agencies. Rating Grade1: Standard & Poor's AAA, Moody's Aaa, AM Best A++, Fitch AAA Rating Grade2: Standard & Poor's AA+, AA, AA-; Moody's Aa1, Aa2, Aa3; AM Best A+; Fitch AA+, AA, AA- Rating Grade3: Standard & Poor's A+, A, A-; Moody's A1, A2, A3; AM Best A, A-; Fitch A+, A, A- Rating Grade4: Standard & Poor's BBB+, BBB, BBB-; Moody's Baa1, Baa2, Baa3; AM Best B++, B+; Fitch BBB+, BBB, BBB- Rating Grade5: Standard & Poor's BB+, or below; Moody's Ba1, or below; AM Best B, or below; Fitch BB+, or below Counterparty Rating Super This rating categorises the credit ratings of the counterparty in relation to the investments of the reporting party as determined by various rating agencies. Rating Grade1: Standard & Poor's AAA, Moody's Aaa, AM Best A++, Fitch AAA Rating Grade2: Standard & Poor's AA+, AA, AA-; Moody's Aa1, Aa2, Aa3; AM Best A+; Fitch AA+, AA, AA- Rating Grade3: Standard & Poor's A+, A, A-; Moody's A1, A2, A3; AM Best A, A-; Fitch A+, A, A- Rating Grade4: Standard & Poor's BBB+, BBB, BBB-; Moody's Baa1, Baa2, Baa3; AM Best B++; Fitch BBB+, BBB, BBB- Rating Grade5: Standard & Poor's BB+, or below; Moody's Ba1, or below; AM Best B+, or below; Fitch BB+, or below Counterparty Rating After Eligible Credit Support Dimension This dimension categorises the counterparty grade after eligible credit support provided according to the long-term and short-term credit rating grades of the provider as determined by various rating agencies. Long-term ratings. Rating Grade1: Standard & Poor's AAA; Moody's Aaa; AM Best Debt aaa; AM Best FSR A++; Fitch AAA; Rating Grade2: Standard & Poor's AA+, AA, AA-; Moody's Aa1, Aa2, Aa3; AM Best Debt Debt aa+, aa, aa-; AM Best FSR A+; Fitch AA+, AA, AA-; Rating Grade3: Standard & Poor's A+, A, A-; Moody's A1, A2, A3; AM Best Debt a+, a, a-; AM Best FSR A, A-; Fitch A+, A, A-; Rating Grade4: Standard & Poor's BBB+, BBB, BBB-; Moody's Baa1, Baa2, Baa3; AM Best Debt bbb+, bbb, bbb-; AM Best FSR B++, B+; Fitch BBB+, BBB, BBB-; Rating Grade5: Standard & Poor's BB+, BB, BB- ; Moody's Ba1, Ba2, Ba3; AM Best Debt bb+, bb, bb-; AM Best FSR B, B-; Fitch BB+, BB, BB-; Rating Grade6: Standard & Poor's B+, B, B- ; Moody's B1, B2, B3; AM Best Debt b+, b, b-; AM Best FSR C++, C+, C, C-; Fitch B+, B, B-; Rating Grade7: Standard & Poor's Below B-; Moody's Below B3; AM Best Debt Below b-; AM Best FSR Below C-; Fitch CCC or Below; Short-term ratings Rating Grade1: Standard & Poor's A+, AM Best AMB-1+; Fitch F1+; Rating Grade2: Standard & Poor's A1; Moody's P1; AM Best AMB-1; Fitch F1; Rating Grade3: Standard & Poor's A2; Moody's P2; AM Best AMB-2; Fitch F2; Rating Grade4: Standard & Poor's A3; Moody's P3; AM Best AMB-3; Fitch F3; Rating Grade6: Standard & Poor's B; Moody's NP Vulnerable; AM Best AMB-4; Fitch B; Rating Grade7: Standard & Poor's C; Moody's NP Currently Vulnerable; Fitch C; Counterparty Rating Grades Dimension This dimension categorises investments of the reporting entity according to the long-term and short-term credit rating grades of the counterparty as determined by various rating agencies. Long-term ratings. Rating Grade1: Standard & Poor's AAA; Moody's Aaa; AM Best Debt aaa; AM Best FSR A++; Fitch AAA; Rating Grade2: Standard & Poor's AA+, AA, AA-; Moody's Aa1, Aa2, Aa3; AM Best Debt aa+, aa, aa-; AM Best FSR A+; Fitch AA+, AA, AA-; Rating Grade3: Standard & Poor's A+, A, A-; Moody's A1, A2, A3; AM Best Debt a+, a, a-; AM Best FSR A, A-; Fitch A+, A, A-; Rating Grade4: Standard & Poor's BBB+, BBB, BBB-; Moody's Baa1, Baa2, Baa3; AM Best Debt bbb+, bbb, bbb-; AM Best FSR B++, B+; Fitch BBB+, BBB, BBB-; Rating Grade5: Standard & Poor's BB+, BB, BB- ; Moody's Ba1, Ba2, Ba3; AM Best Debt bb+, bb, bb-; AM Best FSR B, B-; Fitch BB+, BB, BB-; Rating Grade6: Standard & Poor's B+, B, B- ; Moody's B1, B2, B3; AM Best Debt b+, b, b-; AM Best FSR C++, C+, C, C-; Fitch B+, B, B-; Rating Grade7: Standard & Poor's Below B-; Moody's Below B3; AM Best Debt Below b-; AM Best FSR Below C-; Fitch CCC or Below; Short-term ratings. Rating Grade1: Standard & Poor's A+, AM Best AMB-1+; Fitch F1+; Rating Grade2: Standard & Poor's A1; Moody's P1; AM Best AMB-1; Fitch F1; Rating Grade3: Standard & Poor's A2; Moody's P2; AM Best AMB-2; Fitch F2; Rating Grade4: Standard & Poor's A3; Moody's P3; AM Best AMB-3; Fitch F3; Rating Grade6: Standard & Poor's B; Moody's NP Vulnerable; AM Best AMB-4; Fitch B; Rating Grade7: Standard & Poor's C; Moody's NP Currently Vulnerable; Fitch C; Counterparty Rating Super Reform Dimension This rating categorises the credit ratings of the counterparty in relation to the investments of the reporting entity as determined by various rating agencies. Rating Grade1: Standard & Poor's AAA; Moody's Aaa; AM Best Debt aaa; Fitch AAA; Rating Grade2: Standard & Poor's AA+, AA, AA-; Moody's Aa1, Aa2, Aa3; AM Best Debt aa+, aa, aa-; Fitch AA+, AA, AA-; Rating Grade3: Standard & Poor's A+, A, A-; Moody's A1, A2, A3; AM Best Debt a+, a, a-; Fitch A+, A, A-; Rating Grade4: Standard & Poor's BBB+, BBB, BBB-; Moody's Baa1, Baa2, Baa3; AM Best Debt bbb+, bbb, bbb-; Fitch BBB+, BBB, BBB-; Rating Grade5: Standard & Poor's BB+, BB, BB- ; Moody's Ba1, Ba2, Ba3; AM Best Debt bb+, bb, bb-; Fitch BB+, BB, BB-; Rating Grade6: Standard & Poor's B+, B, B- ; Moody's B1, B2, B3; AM Best Debt b+, b, b-; Fitch B+, B, B-; Rating Grade7: Standard & Poor's CCC or below; Moody's Caa or below; AM Best Debt b or below; Fitch CCC or Below; unrated. Investment The counterparty in relation to the reported information has a credit rating of at least "investment grade" by an external credit assessment institution. Rating Grade 5 The counterparty in relation to the reported information has a rating grade of 5. Rating Grade 4 The counterparty in relation to the reported information has a rating grade of 4. Rating Grade 2 The counterparty in relation to the reported information has a rating grade of 2. Rating Grade 1 The counterparty in relation to the reported information has a rating grade of 1. Rating Grade 1 or 2 The counterparty in relation to the reported information has a rating grade of 1 or 2. Rating Grade 3 The counterparty in relation to the reported information has a rating grade of 3. Rating Grade 4 or Unrated The counterparty in relation to the reported information has a rating grade of 4 or is unrated. Unrated The counterparty in relation to the reported information is unrated. Rating Grade 4 or 5 The counterparty in relation to the reported information has a rating grade of 4 or 5. Other Detailed in GPS 114 Rating Grade 6 The counterparty in relation to the reported information has a rating grade of 6. Rating Grade 7 The counterparty in relation to the reported information has a rating grade of 7. Grade Five Six Or Seven The counterparty in relation to the reported information has a rating grade of 5, 6 or 7.