Strategic Shareholder Climate and Risk Financial Financial Barclays PLC 460 report information sustainability report Governance review review statements Annual Report 2022 Notes to the financial statements (continued) Assets and liabilities held at fair value Analysis of movements in Level 3 assets and liabilities Total gains and (losses) in the period recognised in the Total gains income statement Transfers As at 1 or (losses) As at 31 January Trading Other recognised December b 2022 Purchases Sales Issues Settlements income income in OCI In Out 2022 £m £m £m £m £m £m £m £m £m £m £m Corporate debt 389 394 (182) — (18) (39) — — 87 (34) 597 Non asset backed loans 758 7,009 (2,635) — (19) (264) — — 10 (22) 4,837 Other 1,134 665 (412) — (298) (43) — — 275 (275) 1,046 Trading portfolio assets 2,281 8,068 (3,229) — (335) (346) — — 372 (331) 6,480 Non asset backed loans 5,647 2,739 (1,019) — (1,487) (733) — — 49 (84) 5,112 Private equity investments 1,095 192 (64) — (24) 95 (66) — 56 — 1,284 Other 2,970 6,482 (6,540) — (189) 4 3 — 17 (18) 2,729 Financial assets at fair value through the income statement 9,712 9,413 (7,623) — (1,700) (634) (63) — 122 (102) 9,125 Private equity investments — — — — — — — 1 6 — 7 Other 38 — — — (32) — — (2) — — 4 Assets at fair value through other comprehensive income 38 — — — (32) — — (1) 6 — 11 Investment properties 7 — (1) — — — (1) — — — 5 Trading portfolio liabilities (27) (23) 8 — — 9 — — (27) 4 (56) Financial liabilities designated at fair value (410) (286) — (98) 82 70 — — (448) 40 (1,050) Interest rate derivatives (260) (216) — — 54 (467) — — 431 (38) (496) Foreign exchange derivatives 2 — — — (6) 27 — — — 16 39 Credit derivatives (386) (4) (2) — 57 23 — — 11 (12) (313) Equity derivatives (1,405) (213) — — 333 306 — — (11) 571 (419) Net derivative financial a instruments (2,049) (433) (2) — 438 (111) — — 431 537 (1,189) Total 9,552 16,739 (10,847) (98) (1,547) (1,012) (64) (1) 456 148 13,326