Barclays Q1 2021 Fixed Income Investor Presentation

STRATEGY, TARGETS & GUIDANCE CAPITAL PERFORMANCE ASSET QUALITY & LEVERAGE MREL, FUNDING & LIQUIDITY CREDIT RATINGS ESG DIVISIONS & LEGAL ENTITIES Wholesale exposures are diversified and well covered, especially in selected vulnerable sectors Wholesale exposure as at FY20 (1.5% coverage ratio) £18.7bn £144.3bn Selected sectors ₤46.5bn Group on balance £64.1bn Wholesale Other corporates 1.7% (1.9%) sheet exposure £144.3bn exposure £351.0bn (41% of total £15.7bn ESHLA¹ exposure) £21.9bn Financial Institutions² 0.6% (0.6%) 0.4% (0.3%) £160.2bn £23.8bn Debt Securities 0.0% (0.1%) Wholesale lending Home loans Other retail lending APPENDIX FY20 Coverage ratio(Q320) 4.5% (4.2%) • • • Well diversified portfolio across sector and geography 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 vulnerable sectors c.25% synthetic protection provided by risk mitigation trades, increasing to >30% for some selected vulnerable sectors, resulting in a reduction in impairment of >£350m in FY20 Active identification and management of high risk sectors has been in place following the Brexit referendum with actions 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 Retail - top names are typically consumer staples, Investment Grade or secured against premises/subject to asset-backed loans Air 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 Oil & gas - exposure across a range of oil and gas sub- sectors globally, with majority to Investment Grade counterparties (including oil majors) Selected vulnerable sector exposure as at FY20 (4.5% coverage ratio) £0.9bn £0.7bn £125.6bn £1.5bn Air travel Shipping Transportation 6.2% (3.8%) 4.6% (1.7%) 5.6% (5.3%) £3.1bn Oil and gas 6.5% (7.8%) Selected £46.5bn Group on balance sheet exposure £351.0bn sectors £18.7bn £5.3bn (13% of total Retail 4.4% (3.7%) £18.7bn wholesale exposure, 5% of total exposure) £7.1bn Hospitality 3.2% (2.8%) £160.2bn Other wholesale lending Selected sectors Home loans Other retail lending Education, Social Housing and Local Authority | 2 Excludes debt securities (£1.5bn) that are part of the debt securities line | 32 Barclays Q1 2021 Fixed Income Investor Presentation

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