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Credit Exposures by Country (contribution to credit spread duration in years)1 as of May 31, 2022

Egypt 0.25
Oman 0.19
Tanzania 0.19
Dominican Republic 0.18
Vietnam 0.18
Suriname 0.14
Ivory Coast 0.13
Bahrain 0.12
Romania 0.12
Brazil 0.11
Benin 0.11
Croatia 0.11
Greece 0.10
Honduras 0.10
Barbados 0.09
Jordan 0.06
Gabon 0.06
Armenia 0.05
Iraq 0.05
Azerbaijan 0.03
Uzbekistan 0.03
India 0.02
Iceland 0.02
Sri Lanka 0.02
Bermuda 0.02
Mozambique 0.02
Georgia 0.02
Ecuador 0.01
Nigeria 0.01
Paraguay 0.01
Argentina 0.01
Indonesia 0.01
Kenya 0.01
Moldova 0.01
Morocco 0.01
Ethiopia 0.01
China 0.01
El Salvador 0.01
Mexico -0.01
United Arab Emirates -0.02
Czech Republic -0.04
Hungary -0.04
Finland -0.04
Austria -0.04
Turkey -0.07
Poland -0.09
Sweden -0.10
Euro -0.14
Philippines -0.18
Germany -0.20
France -0.20
United Kingdom -0.21
Qatar -0.33
Saudi Arabia -0.41
South Africa -0.52
Malaysia -0.54
United States -0.73