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

Tanzania 0.12
India 0.10
Egypt 0.10
Croatia 0.10
Vietnam 0.09
United Arab Emirates 0.09
Oman 0.08
Suriname 0.08
Indonesia 0.07
Dominican Republic 0.07
Romania 0.06
Ivory Coast 0.06
Brazil 0.06
Barbados 0.06
Bahrain 0.05
Honduras 0.05
Greece 0.05
Benin 0.04
Jordan 0.03
Gabon 0.03
Iraq 0.02
Uzbekistan 0.02
Armenia 0.02
Azerbaijan 0.01
Sri Lanka 0.01
Iceland 0.01
Nigeria 0.01
Georgia 0.01
Morocco 0.01
Bermuda 0.01
Mozambique 0.01
Paraguay 0.01
Kenya 0.01
Macedonia 0.01
Moldova 0.01
Mexico -0.02
Czech Republic -0.02
Hungary -0.02
Finland -0.02
Austria -0.02
Turkey -0.03
Poland -0.04
Sweden -0.05
Euro -0.07
Philippines -0.08
Germany -0.10
France -0.10
United Kingdom -0.10
United States -0.12
South Africa -0.14
Qatar -0.14
Malaysia -0.25
Saudi Arabia -0.36