GCP Asset Backed Income Fund — Fact Sheet (June 2025)

3 slides from GCP Asset Backed Income Fund's fact sheet, Jun 30, 2025

Slide 1: Semi-Annual Factsheet: Overview and Performance
SEMI-ANNUAL FACTSHEET GCP 30 JUNE 2025 ASSET BACKED fe) fo} 3 3 B 5 2 2 = ® = OVERVIEW 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 BSY6HT7 Following the May 202
Slide 2: Investment Portfolio and Largest Investments
GCP SEMI-ANNUAL FACTSHEET ASSET 30 JUNE 2025 BACKED The Company INVESTMENT PORTFOLIO GCP Asset Backed Income Fund Ltd Number of Principal value of Annualised Average maturity Partially inflation holdings holdings interest rate protected IFC 5 St. Helier 24 £198.1m 84% 8yrs 76% Jersey JE11ST Director
Slide 3: Company Update: Portfolio and Managed Realisation
GCP SEMI-ANNUAL FACTSHEET ASSET 30 JUNE 2025 BACKED COMPANY UPDATE Portfolio update At 30 June 2025, the Company had exposure to a diversified portfolio of 24 loans with an unaudited valuation of £153.6 million, of which 76% had partial inflation and/or interest rate protection. Given the commercial