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Credit Exposures by Country (contribution to credit spread duration in years)1 as of Jun 30, 2022

Tanzania 0.20
Vietnam 0.19
Egypt 0.18
Oman 0.17
Dominican Republic 0.15
Suriname 0.14
Ivory Coast 0.11
Bahrain 0.11
Greece 0.10
Croatia 0.10
Brazil 0.09
Honduras 0.09
Barbados 0.09
Benin 0.09
Romania 0.08
Indonesia 0.08
Jordan 0.06
Gabon 0.05
Iraq 0.05
Armenia 0.04
Azerbaijan 0.03
Uzbekistan 0.03
Sri Lanka 0.02
India 0.02
Bermuda 0.02
Iceland 0.02
Mozambique 0.02
Georgia 0.02
Morocco 0.02
Macedonia 0.01
Nigeria 0.01
Kenya 0.01
Paraguay 0.01
Moldova 0.01
Ecuador 0.01
El Salvador 0.01
Ethiopia 0.01
United Arab Emirates -0.02
Mexico -0.03
Czech Republic -0.04
Hungary -0.04
Finland -0.04
Austria -0.04
Turkey -0.07
Poland -0.09
Sweden -0.09
Euro -0.12
Philippines -0.17
Germany -0.20
France -0.20
United Kingdom -0.20
South Africa -0.29
United States -0.29
Qatar -0.32
Malaysia -0.52
Saudi Arabia -0.73