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

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

Slide 1: Quarterly Factsheet: Company Overview and Performance
QUARTERLY FACTSHEET GCP 31 DECEMBER 2023 ASSET BACKED Company Overview OVERVIEW Jere oerin GCP Asset Backed is a Jersey-incorporated, closed ended investment company. Its shares are _ Listing Date 23 October 2015 traded on the main market of the London Stock Exchange. SEDOL BYXX8B0/BYZX8G3 The Compa
Slide 2: Investment Portfolio
QUARTERLY FACTSHEET 31 DECEMBER 2023 GCP ASSET BACKED INVESTMENT PORTFOLIO Number of holdings 42 Annualised interest rate Principal value of holdings £374.6m 8.7% Average maturity Partially inflation protected Syrs 52% INVESTMENT PORTFOLIO - ANALYSIS Multi-use community facility, 1% Contract Income,
Slide 3: Company Update
GCP QUARTERLY FACTSHEET ASSET 31 DECEMBER 2023 BACKED COMPANY UPDATE Portfolio update At 31 December 2023, the Company was invested in a diversified portfolio of 42 loans with an unaudited valuation of £366.8 million, of which 52% had partial inflation and/or interest rate protection. During the qua