GCP Asset Backed Income Fund — Fact Sheet (September 2023)

3 slides from GCP Asset Backed Income Fund's fact sheet, Sep 30, 2023

Slide 1: GCP Asset Backed Overview and Performance
GCP ASSET BACKED OVERVIEW QUARTERLY FACTSHEET 30 SEPTEMBER 2023 GCP Asset Backed is a Jersey-incorporated, closed ended investment company, its shares are traded on the main market of the London Stock Exchange. The Company's objective is to provide shareholders with regular, growing distributions an
Slide 2: Investment Portfolio
GCP ASSET BACKED QUARTERLY FACTSHEET 30 SEPTEMBER 2023 INVESTMENT PORTFOLIO Number of holdings 55 £423.4m 8.8% Principal value of holdings Annualised interest rate The Company GCP Asset Backed Income Fund Ltd Partially inflation protected IFCS 56% Average life 5yr S St. Helier Jersey JE11ST Director
Slide 3: Company Update
QUARTERLY FACTSHEET 30 SEPTEMBER 2023 GCP ASSET BACKED COMPANY UPDATE Portfolio update At 30 September 2023, the Company was invested in a diversified portfolio of 55 loans with an unaudited valuation of £415.4 million, of which 56% had partial inflation and/or interest rate protection. During the q