Barclays H1 2022 Results

Wholesale exposures are diversified and appropriately covered, including in selected sectors 171.7 52.6 Total gross loans and advances¹ £401.3bn ■ Wholesale excl. Debt Wholesale and selected sector exposure Wholesale lending excl. Debt Securities (£bn) Selected sectors (£bn/coverage ratio %) Hospitality & Leisure 38.9 (1.6%) Securities 130.9 130.9 ■ Debt Securities 38.9 Selected Sectors 5.9 (1.8%) 1.2 (2.3%) Passenger Travel 7.4 (1.4%) Wholesale ■ Other ■ Home Loans 43.1 Corporates ■ESHLA² 5.3 (2.2%) Discretionary Retail & Consumer Manufacturers ■Real Estate 46.1 ■ Other Retail 10.3 38.6 Financial Institutions 17.1 (1.4%) Autos 1.3 (1.2%) 0.7 (1.2%) Steel & Aluminium Manufacturers • • Well diversified portfolio across sectors and geographies Majority of exposure (>65%) is to clients internally rated as Investment Grade or have a Strong Default Grade classification. Non-Investment Grade exposure is typically senior and lightly drawn c.30% of the book is secured, increasing to >60% for the selected sectors c.25% synthetic protection against c£51bn of on balance sheet exposure in the CIB Lending portfolio c.30% synthetic protection on an exposure at default (EAD) basis for the CIB Lending portfolio, with higher average levels of protection for selected sectors, lower quality credits and unsecured exposures Active identification and management of high risk sectors enable actions to be taken to enhance lending criteria and reduce risk profile Covenants in place based on leverage, LTVs, and debt service ratios for clients in high risk sectors 1 Loans and advances at amortised cost | 2 Education, Social Housing and Local Authority | Selected sectors have evolved as macroeconomic uncertainty has shifted from COVID-19 towards areas particularly exposed to weaker consumer sentiment/cost inflation, ongoing higher input costs and supply chain disruptions Discretionary Retail & Wholesale - top names are typically consumer staples and includes all discretionary names Passenger Travel - tenor of lending typically with an average life of 2-4 years, senior secured for high yield counterparties and focused on top tier airlines in the UK and US. Also includes aircraft leasing and related industries Consumer Manufacturers - includes any consumer product including non- discretionary e.g. food Real Estate - includes construction. Lack of visibility in long term demand for commercial real estate post COVID-19 due to changes in working patterns. In addition to underlying tenants' exposure to macro challenges 39 | Barclays H1 2022 Results | 28 July 2022 BARCLAYS

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