You'll need to check with them directly. I presume it would be AAA if it's 2 grades lower though.
Durham is a decent maths department. As noted above Warwick is stronger, as is Bristol. Durham is probably on par with Bath, maybe ahead of Nottingham or similar. They're all good options though, but it is worth noting Warwick is in a league of it's own among those (followed by Bristol somewhat distantly, then everything else much more closely following Bristol, I think).