Counterparty Ratings

Counterparty Name Moody’s Moody’s Outlook S&P S&P Outlook Fitch Fitch Outlook Last Updated
AIG Financial Products Corp Baa1 Stable BBB+ Negative NR 01-Feb-18
Allied Irish Banks PLC Baa1 Stable BBB- Positive BBB- Positive 01-Feb-18
Banco Bilbao Vizcaya Argentaria Baa1 Stable BBB+ Positive A- Stable 01-Feb-18
Banco Popular Espanol SA Baa3 Positive BBB+ Positive A- Stable 01-Feb-18
Banco Santander SA A3 Stable A- Stable A- Stable 01-Feb-18
Bank of America Corp A3 Stable A- Stable A Stable 01-Feb-18
Bank of America NA Aa3 Positive A+ Stable A+ Stable 01-Feb-18
Bank of Montreal A1 Negative A+ Stable AA- Stable 01-Feb-18
Bank of New York Mellon Aa2 Stable AA- Stable AA Stable 01-Feb-18
Bank of Nova Scotia A1 Negative A+ Stable AA- Stable 01-Feb-18
Bank of Tokyo-Mitsubishi UFJ Ltd A1 Stable A Stable A Stable 01-Feb-18
Barclays Bank PLC A1 Negative A Stable A Positive 01-Feb-18
Bayerische Landesbank A1 Stable NR A- Stable 01-Feb-18
BNP Paribas Aa3 Stable A Stable A+ Stable 01-Feb-18
Citibank NA A1 Positive A+ Positive A+ Stable 01-Feb-18
Citigroup Global Markets Holdings Inc Baa1 Stable BBB+ Stable A Stable 01-Feb-18
Commerzbank Baa1 Positive A- Negative BBB+ Positive 01-Feb-18
Commonwealth Bank of Australia Aa3 Stable AA- Negative AA- Stable 01-Feb-18
Credit Agricole A1 Stable A Positive A+ Stable 01-Feb-18
Credit Suisse AG A1 Stable A Stable A Stable 01-Feb-18
Depfa Bank PLC Baa2 Stable A- Stable WD 01-Feb-18
Deutsche Bank AG Baa2 Negative A- Negative BBB+ Stable 01-Feb-18
Dexia Credit Local Baa3 Stable BBB Stable BBB+ Stable 01-Feb-18
General Electric Capital Corp A2 Stable A Stable  A+ Negative 01-Feb-18
Goldman Sachs Bank USA A1 Stable A+ Stable A+ Stable 01-Feb-18
Goldman Sachs Group Inc A3 Stable BBB+ Stable A Stable 01-Feb-18
Goldman Sachs Mitsui Marine Derivative Products LP Aa2 AA- Stable 01-Feb-18
HSBC Bank PLC Aa3 Negative AA- Stable AA- Stable 01-Feb-18
HSBC Bank USA NA Aa3 Negative AA- Stable AA- Stable 01-Feb-18
JPMorgan Chase Bank NA Aa3 Stable A+ Stable AA- Stable 01-Feb-18
KeyBank NA A3 A- Stable A- Stable 01-Feb-18
Lloyds TSB Bank PLC Aa3 Positive A Stable A+ Stable 01-Feb-18
Merrill Lynch Capital Services Baa1 Stable BBB+ Stable A Stable 02-Mar-16
Merrill Lynch Derivative Products AG Aa3 AA Stable NR 01-Feb-18
Mitsubishi UFJ Trust and Banking Corp A1 Stable A- Stable A Stable 01-Feb-18
Mizuho Corporate Bank Ltd A1 Stable A Stable A- Stable 01-Feb-18
Morgan Stanley A3 Stable BBB+ Stable A Stable 01-Feb-18
Morgan Stanley Derivative Products A1 A+-t Stable 02-Mar-16
Natixis Financial Products Inc A2 Stable A Stable A Stable 01-Feb-18
PNC Bank NA A2 Stable A Stable A+ Stable 01-Feb-18
Royal Bank of Canada A1 Negative AA- Stable AA Negative 01-Feb-18
Royal Bank of Scotland Group PLC Baa3 Stable BBB- Stable BBB+ Stable 01-Feb-18
SMBC Capital Markets Inc A1 Stable A Stable A Stable 01-Feb-18
SMBC Derivative Products Ltd Aa1 AA- Stable 01-Feb-18
Societe Generale A2 Stable A Stable A+ Stable 01-Feb-18
SunTrust Bank Baa1 Stable A- Stable A- Stable 01-Feb-18
Swiss RE Financial Products Corp Aa3 Stable AA- Stable 01-Feb-18
TD Bank NA A2 Stable AA- Stable AA- Stable 01-Feb-18
Toronto-Dominion Bank Aa2 Negative AA- Stable AA- Stable 01-Feb-18
Trinity Funding Co LLC NR 01-Feb-18
UBS AG A1 Stable A+ Stable AA- Stable 01-Feb-18
Union Bank NA A2 Stable A Stable A Stable 01-Feb-18
US Bank NA A1 Stable AA- Stable AA Stable 01-Feb-18
Wachovia Bank NA Aa3 Stable NR AA 01-Feb-18
Wells Fargo Bank NA Aa2 Negative A+ Stable AA- Stable 07-Feb-18