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Credit Exposures by Country (contribution to credit spread duration in years)1 as of Dec 31, 2019

Egypt 0.35
Indonesia 0.20
El Salvador 0.16
Barbados 0.08
India 0.06
Serbia 0.05
Benin 0.05
Nigeria 0.04
Jordan 0.03
Iceland 0.03
Tanzania 0.01
Moldova 0.01
Fiji 0.01
Bulgaria 0.01
Kenya 0.01
Greece 0.01
Georgia 0.00
Macedonia 0.00
Jamaica 0.00
Ethiopia 0.00
Montenegro 0.00
Mongolia 0.00
Croatia 0.00
Oman -0.03
Ukraine -0.08
Brazil -0.09
Mexico -0.09
Colombia -0.10
Qatar -0.14
Russia -0.14
South Africa -0.20
Malaysia -0.26