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

3 slides from GCP Asset Backed Income Fund's fact sheet, Mar 31, 2024

Slide 1: Share price and NAV performance
140p 12p 130p 11p 120p 10p /NAV 110p 100p 9p 90p 8p Share 80p 7p 70p 6p 60p 50p 5p Mar 14 Mar 15 Mar 16 Mar 17 Mar 18 Mar 19 Mar 20 Mar 21 Mar 22 Mar 23 Mar 24
Slide 2: Investment Portfolio and Analysis
QUARTERLY FACTSHEET 31 MARCH 2024 INVESTMENT PORTFOLIO Number of Principal value of Annualised Average life Partially inflation holdings holdings yield protected 51 £1.0bn 78% 10yrs 46% INVESTMENT PORTFOLIO - ANALYSIS Portfolio by sector and income Gas peaking 1% Electric vehicles 1% Hydra, 256 Lg S
Slide 3: Company Update and ESG Indicators
QUARTERLY FACTSHEET 31 MARCH 2024 ESG indicators COMPANY UPDATE fe} Portfolio update 65 % At 31 March 2024, the Company was exposed to a diversified, partially inflation protected, portfolio of 51 Portfolio by value contributing investments, with an unaudited valuation of £1.0 billion. The portfolio