GCP Asset Backed Income Fund — Fact Sheet (March 2024)

3 slides from GCP Asset Backed Income Fund's fact sheet, March 2024

Slide 1: Share price, net asset value and annual dividend
120p 6.9 110p 6.7 100p 6.5 90p 6.3 80p 6.1 70p 5.9 60p 5.7 50p 5.5 Mar 16 Mar 17 Mar 18 Mar 19 Mar 20 Mar 21 Mar 22 Mar 23 Mar 24 Share price Net asset value Annual Dividend
Slide 2: Investment Portfolio Analysis and 10 Largest Investments
GCP ASSET BACKED INVESTMENT PORTFOLIO Number of Principal value of Annualised holdings holdings interest rate 39s - £341.5m = 9.5% QUARTERLY FACTSHEET 31 MARCH 2024 Average maturity Partially inflation protected Syrs 55% INVESTMENT PORTFOLIO - ANALYSIS Multi-use community facility, 1% Social housing
Slide 3: ESG indicators and company update
GCP QUARTERLY FACTSHEET ASSET 31 MARCH 2024 BACKED ESG indicators As per 31 December 2023 annual report 46% COMPANY UPDATE Portfolio by value with an EPC rating of B or above* Portfolio update At 31 March 2024, the Company has exposure to a diversified portfolio of 39 loans with an 2 5% unaudited va