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KPC L/S Healthcare — Strategy Spotlight
Pending CCO Approval
FOR FINANCIAL PROFESSIONAL USE ONLY

Strategy Spotlight

KPC L/S Healthcare

A long/short equity strategy focused on healthcare — with an emphasis in biotech — accessed through KPC’s evergreen private markets platform.

Strategy TypeLong/Short Equity · Healthcare & Biotech
VehicleKPC L/S Healthcare (Evergreen)
Performance As OfApril 2026

KPC L/S Healthcare provides exposure to a strategy managed by an underlying sub-fund manager (the “Underlying Manager”). Investors in KPC L/S Healthcare do not invest directly in the Underlying Manager’s fund. Strategy, process, portfolio, and team information herein is sourced from the Underlying Manager and has not been independently verified by KPC. This material does not constitute investment advice, a recommendation, or an offer to buy or sell any security. See Important Disclosures and Endnotes.

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Section 1 · Overview

Strategy at a Glance

KPC L/S Healthcare provides eligible investors access to a long/short equity strategy focused on the healthcare sector, with particular depth in biotechnology. The strategy combines deep, fundamentally driven research with tactical trading to seek alpha on both the long and short sides of the book.

Designed as a low-net-exposure, low-correlation complement to traditional equity and fixed income allocations, the strategy has historically generated positive gross dollar returns in both its long and short portfolios across multiple market cycles.

Source: Underlying Sub-Fund Manager3
Strategy CategoryL/S Equity · Healthcare & Biotech
Underlying Strategy Track Record13+ Years (since June 2012)
Net Exposure ProfileLow Net (Variable)
Typical Position Size4% – 6% (10% max at cost)
Positive Months (ITD)Approx. 71%
KPC Vehicle StructureEvergreen, Monthly Subscriptions
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Section 1 · Overview

Market Background: Healthcare & Biotech

U.S. biotech and pharmaceuticals are among the most innovation-driven sectors of the public markets — and among the most volatile, with single-stock outcomes frequently driven by binary clinical and regulatory events. The background below is general market context — not specific to the Underlying Manager or KPC L/S Healthcare.

A Wide and Deepening Opportunity Set

The number of publicly listed U.S. biotech and pharmaceutical companies has expanded materially over the past decade, alongside a substantial increase in aggregate sector market capitalization.5 The result is a broader, more diverse opportunity set across small-, mid-, and large-cap issuers spanning oncology, rare disease, neuroscience, immunology, cardiometabolic, and platform technologies.

Within that universe, single-stock returns are often driven by company-specific catalysts — clinical trial readouts, FDA actions, label expansions, M&A — rather than by broad market direction. Dispersion across names creates a structural opportunity for fundamentally driven long/short strategies.

Why a Specialist Long/Short Approach

  • Healthcare is a research-intensive sector where scientific, clinical, and regulatory judgment can create informational edge
  • Binary catalysts produce frequent re-pricings — both up and down — that can be expressed long or short
  • High intra-sector dispersion supports pair trades and idiosyncratic short ideas rather than reliance on index direction
  • A controlled, low-net book aims to participate in stock-specific alpha while limiting beta to broad equity markets

The strategy is built to harvest stock-specific outcomes within a high-dispersion, catalyst-rich sector — not to take a directional view on healthcare or on the broader equity market.5

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Section 2 · Philosophy

Investment Philosophy

“Alpha is sourced from research depth and the discipline to express it on both sides of the book.”

Rather than betting on sector direction, the Underlying Manager seeks to generate returns through fundamentally researched long and short positions, sized within a controlled net-exposure framework that aims to keep beta to broad equity markets low.

Source: Underlying Sub-Fund Manager3
01

Fundamentally Driven

Every position is grounded in primary research — scientific literature, clinical data, conference signals, management dialogue, and channel checks — rather than top-down sector calls.

02

Symmetric Alpha

Shorts are treated as a primary alpha source, not a hedge. Approximately 62% of historical gross returns have come from longs and 38% from shorts — with both sides positive in the majority of years.

03

Low Net, Low Correlation

Net exposure is actively managed to be low, supporting historically low correlation to industry benchmarks and helping cushion the book against broad sector drawdowns.

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Section 2 · Philosophy

Investment Approach

Pre-Catalyst Investments

  • Positions established into upcoming clinical, regulatory, or commercial catalysts
  • Sized in a risk-limited fashion, with optionality used where volatility is mispriced
  • Designed to capture asymmetric outcomes while bounding loss on adverse events

Post-Catalyst Investments

  • Core strategy and key differentiator — engages after binary events are resolved
  • Avoids inherent uncertainty of pure binary risk while retaining alpha capture
  • Often built around mispriced reactions to data, label changes, or M&A signals

Long-Term Positions

  • Undiscovered, undervalued, or under-followed long candidates with durable franchises
  • Over-hyped names with weak fundamentals expressed as long-duration shorts
  • Sizing reflects conviction, liquidity, and contribution to overall portfolio risk
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Section 3 · Opportunity

The Investment Opportunity

01

Universe

Publicly traded U.S. healthcare and biotech issuers across the small-, mid-, and large-cap spectrum, with selective exposure to medtech, services, and specialty pharma.

02

Why Now

Innovation cycles in oncology, rare disease, obesity, immunology, and gene-based therapies are producing a high frequency of catalyst events, creating dispersion that fundamentally driven specialists are well positioned to exploit on both the long and short sides.

03

Edge

A senior team with combined experience as physicians, scientists, and biotech analysts — supported by an extensive network of clinical and industry contacts, plus more than thirty medical and scientific conferences attended each year — aims to convert primary research into differentiated long and short positions.

The strategy seeks to capture stock-specific alpha generated by science, clinical execution, and capital discipline — not by taking on undifferentiated sector beta.

Source: Underlying Sub-Fund Manager3
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Section 4 · Process

Investment Process

1

Idea Generation

Sourced from a deep network of biopharma, clinical, and industry contacts, attendance at 30+ medical and scientific conferences annually, and dialogue with thought leaders and management teams.

2

Fundamental Research

Bottom-up scientific, clinical, and financial analysis of each issuer, including primary literature review, channel checks, and proprietary scenario modeling.

3

Catalyst & Scenario Mapping

Identification of near-term and long-term catalysts; pre- and post-event scenarios are modeled, including technical setup for short-term events and fundamental price targets for longer-term theses.

4

Portfolio Construction

Position sizing, net exposure, and hedging decisions made within defined risk parameters; larger individual positions typically sized 4% – 6%, with a 10% maximum at cost (excluding ETF hedges).

5

Risk Monitoring & Review

Ongoing position and portfolio-level risk review by the Portfolio Manager and Head Trader; positions are reassessed against thesis, catalysts, and changing risk/reward profiles.

Disciplined Implementation

Every position passes through the same research-led process, and exposure is managed at the portfolio level — designed so that risk is identified, sized, and monitored continuously rather than only at trade initiation.

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Section 4 · Process

How a Healthcare L/S Trade Works

The two illustrative examples below are simplified, hypothetical representations of common trade types used in this strategy. They are intended to help advisors understand the mechanics — not to represent actual portfolio returns.

Pre-Catalyst Long (Illustrative)

The Underlying Manager establishes a long position into an upcoming clinical or regulatory event where fundamental research supports a more favorable expected outcome than is reflected in implied volatility or option pricing.

TermIllustrative Value
Pre-event share price$20.00
Position structureCommon equity + selective call optionality
Risk controlPosition size limited; downside bounded by sizing discipline
Why it matters

Sizing and structure — not a directional sector call — are the primary drivers of risk-adjusted contribution on a pre-catalyst position.

Fundamental Short (Illustrative)

A long-duration short is established in a company perceived to be over-hyped, where fundamental research suggests a weaker commercial, clinical, or financial profile than consensus reflects.

TermIllustrative Value
Entry share price$30.00
Thesis horizon6 – 18 months
Risk controlPosition sized smaller than typical long; covered on thesis change or risk-budget breach
Why it matters

Shorts are treated as a primary alpha source, with sizing reflecting borrow availability, catalyst proximity, and contribution to overall portfolio risk.

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Section 5 · Portfolio

Current Portfolio Exposures

Indicative snapshot of the underlying strategy’s portfolio composition. Composition is dynamic by design — the book is research- and catalyst-driven, not benchmark-driven — and will change as theses develop and catalysts resolve.4

Geographic Exposure

United States
92%
Europe
5.5%
Rest of World
2.5%

Sub-Sector Exposure

Biotechnology
62%
Pharmaceuticals
21%
Medical Devices / Tools
10%
Healthcare Services / Other
7%

Sub-sector weights reflect indicative gross exposure across long and short books and will vary with catalyst calendar and conviction.

Gross Return Attribution (Long vs. Short, ITD through 12/31/25)

Long Portfolio
~62%
Short Portfolio
~38%
Positive-Return Months (ITD)
~71%
Down Calendar Years
None

Both long and short portfolios have generated positive gross absolute dollar returns in eleven of the last fourteen calendar years.6

Portfolio Structure

  • Controlled, low net exposure managed at the portfolio level
  • Larger individual positions typically 4% – 6%, 10% maximum at cost (excluding ETF hedges)
  • Equity-centric, with options used selectively when volatility is mispriced or risk/reward is more attractive
  • ETF hedges may be used to manage residual sector exposure
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Section 5 · Portfolio

Portfolio Construction & Risk Mitigation

How the Portfolio Is Built

  • Each position selected on standalone merits and contribution to overall portfolio risk, not to fit a top-down sector view
  • Diversified across multiple sub-sectors and catalyst types at any given time
  • Position sizing reflects conviction, liquidity, borrow availability (for shorts), and proximity to catalysts
  • Net exposure controlled within defined ranges; gross exposure managed in line with prevailing opportunity set

Risk Mitigation in Practice

  • Both long and short books are research-driven; shorts are primary alpha, not a passive hedge
  • Optionality used selectively to define and bound risk around binary events
  • ETF hedges may be deployed to reduce residual sector beta
  • Continuous monitoring of position-level and portfolio-level risk by the Portfolio Manager and Head Trader

What this means for advisors: the strategy is designed to behave differently from long-only healthcare exposures and broad equity beta. Detailed historical return, volatility, and risk-adjusted metrics for KPC L/S Healthcare are provided in Section 6 of this presentation and in the companion Performance and Fund Terms summaries.

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Section 6 · Performance

Performance Snapshot

Net performance for KPC L/S Healthcare, as of the period shown below. These figures reflect KPC platform-level fees and expenses and update automatically as the underlying dataset is refreshed.1

1.64Sharpe Ratio
0.18Correlation vs. S&P 500
0.05Correlation vs. Bonds
12.0%Annual Volatility
Series1 Month3 Month6 Month1 Year3 YearITD
KPC L/S Healthcare+1.5%+4.8%+5.8%+41.2%+19.8%+21.4%

KPC L/S Healthcare has produced positive returns over the trailing 1-year, 3-year, and inception-to-date periods, with approximately 71% positive months and no down calendar years since inception — consistent with the low-net, alpha-on-both-sides philosophy described in Section 2.

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Section 6 · Performance

60/40 Portfolio Impact Analysis

Illustrative effect of adding a 20% allocation to KPC L/S Healthcare to a traditional 60% equity / 40% bond portfolio (reducing equity to 48% and bonds to 32%), since inception (Jun 2012 – May 2026).

MetricTraditional 60/4048/32/20 with KPC L/S HealthcareChange
Annualized Return8.2%11.0%+2.8pp
Annual Volatility9.5%9.4%−1.1%
Downside Volatility5.5%4.8%−12.7%
Sharpe Ratio0.721.05+45.8%
Correlation vs. S&P 5000.980.93−5.1%
Correlation vs. Agg0.480.41−14.6%

Adding KPC L/S Healthcare to a traditional 60/40 portfolio has historically improved annualized return and risk-adjusted metrics while reducing correlation to both equities and bonds.

Synced — As of May 2026
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Section 7 · Team

Management Team & Governance

The Underlying Manager is led by a Portfolio Manager with combined training in molecular biology, medicine, and business, supported by senior analysts with clinical, scientific, and sell-side healthcare backgrounds, and an experienced trading and operations team. Consistent with KPC’s anonymization policy for sub-fund managers, individuals are described by role and tenure rather than by name.7

Founder; 13+ years leading the strategy

Chief Executive Officer & Portfolio Manager

Founded the strategy in 2012; previously Senior Analyst at a market-neutral L/S healthcare hedge fund and sell-side biotech/pharma analyst. Combined training in molecular biology, medicine, and business administration.

10+ years with the firm

Partner & Head Trader

Leads execution and trading; prior Head Trader experience at multiple long/short hedge funds, including more than a decade at a market-neutral healthcare-focused fund.

5+ years with the firm

Partner & Director of Research

Oversees research process and analyst team; prior sell-side biotech analyst experience and earlier industry roles in pharmaceutical research and development.

Combined 20+ years sector experience

Senior Analysts & Analyst Bench

Analyst team blends clinical (MD), scientific (PhD), and sell-side / buy-side analytical backgrounds across biotech, pharma, and medtech.

Firm Infrastructure

  • Dedicated President & Chief Operating Officer overseeing firm-wide operations and investor relations
  • Chief Financial Officer leading fund accounting, treasury, and financial controls
  • Dedicated Chief Compliance Officer supported by an outsourced compliance consultant

Service Providers

  • Fund Auditor: Richey May & Co · Fund Administrator: Formidium
  • Fund Legal Counsel: Stinson LLP
  • Available Custodians: Schwab, Fidelity, Goldman Sachs, Pershing, SEI, Inspira, CNB Trust, Entrust
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Section 8 · Portfolio Fit

Considering an L/S Healthcare Allocation

Specialist healthcare long/short strategies are generally considered alongside, rather than in place of, traditional equity and fixed income allocations. Advisors evaluating a potential allocation to KPC L/S Healthcare often consider the following questions.

What role might this strategy play?

Strategies of this type are often used by advisors seeking equity-like returns with materially lower correlation to broad equity benchmarks, sourced from stock-specific alpha on both the long and short sides. The 60/40 portfolio impact analysis (Section 6) illustrates this diversification effect historically.

What should clients understand about liquidity?

KPC L/S Healthcare is an evergreen vehicle with defined subscription and redemption terms, including a redemption notice period and fund-level gate, as set out in the KPC L/S Healthcare Fund Terms Summary.2 This strategy is generally appropriate for capital that can accommodate reduced liquidity relative to standard public-market funds.

Where can advisors find further performance detail?

Full net historical performance, monthly returns, and additional risk statistics for KPC L/S Healthcare are provided in the companion Performance summary, updated monthly and reflective of KPC platform-level fees and expenses.1

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Section 9 · Disclosures

Important Disclosures

This presentation has been prepared by Kelly Park Investment LLC (“KPI”), an SEC-registered investment adviser doing business as KPC Private Funds (“KPC”), for the exclusive use of financial professionals. It is provided for informational and educational purposes only and does not constitute an offer to sell, or a solicitation of an offer to buy, any security or interest in any fund, including KPC L/S Healthcare (the “Fund”). Any offer of interests in the Fund may be made only pursuant to the Fund’s confidential offering documents, including the private placement memorandum, subscription documents, and limited partnership agreement, which contain important information regarding investment objectives, risks, fees, expenses, and tax considerations and which qualify in their entirety the information set forth herein.

The Fund invests, directly or indirectly, in a strategy managed by an underlying sub-fund manager (the “Underlying Manager”) that is not named in this presentation. Investors in the Fund acquire an interest in the Fund itself and do not invest directly in, and are not investors of, the Underlying Manager’s fund. References to strategy, process, portfolio, philosophy, team, and firm characteristics in this presentation describe the Underlying Manager and its fund and are based on information provided by, or derived from materials prepared by, the Underlying Manager. Except where specifically identified as KPC Fund performance or Fund terms, information regarding the investment strategy, portfolio construction, investment process, market commentary, and personnel has been obtained from the Underlying Manager and has not been independently verified by KPC. Such information is subject to change without notice.

Registration as an investment adviser with the SEC does not imply any particular level of skill or training and does not constitute an endorsement by the SEC. This presentation should be read in conjunction with the Fund’s offering documents, the KPC L/S Healthcare Terms Summary, and the KPC L/S Healthcare Performance summary. Eligibility designations (e.g., Accredited Investor, Qualified Client, Qualified Purchaser) reflect applicable regulatory definitions and are determined based on an investor’s individual circumstances.

Investments in the Fund involve substantial risk, including the possible loss of all invested capital. Interests in the Fund are illiquid and subject to subscription, redemption, gate, lock-up, and other transfer restrictions described in the offering documents. Any illustrative or hypothetical examples included in this presentation, including any 60/40 portfolio impact analysis, are for discussion purposes only, do not reflect actual transactions or returns of the Fund or the Underlying Manager unless otherwise stated, and are not indicative of future results.

Past performance is not indicative of future results. Net performance information for the Fund reflects the deduction of all Fund-level and KPC platform-level fees and expenses, including management fees and incentive allocations, and is current as of the date noted on the relevant slide. Index and benchmark comparisons are for illustrative purposes only; an investor cannot invest directly in an index. Forward-looking statements, including words such as “may,” “will,” “seeks,” “target,” or “expect,” involve risks and uncertainties, and actual results may differ materially.

Portfolio composition, sector, geographic, and other exposures presented herein reflect a point in time as indicated and are subject to change without notice; they do not represent a current or future allocation and should not be relied upon as such. This presentation is confidential and intended solely for the recipient. It may not be reproduced, distributed, or shared, in whole or in part, without the prior written consent of KPC Private Funds. Nothing herein constitutes legal, tax, accounting, or investment advice; prospective investors should consult their own advisors.

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Section 10 · Endnotes

Endnotes & Sources

1. KPC L/S Healthcare Performance summary, as of April 30, 2026. Net performance figures reflect deduction of all Fund-level and KPC platform-level fees, expenses, and incentive allocations. 2026 figures are unaudited.

2. KPC L/S Healthcare Fund Terms Summary, generated June 21, 2026. Terms summarized are subject to the governing offering documents of the Fund and may change without notice. Service providers identified do not endorse or guarantee performance.

3. Information regarding the underlying strategy's investment philosophy, process, portfolio construction, and team is based on materials provided by the Underlying Manager, including investor presentations, due diligence questionnaires, and monthly factsheets, as compiled in KPC's internal Fund Evaluation materials. This information has not been independently verified by KPC and is subject to change without notice.

4. Underlying strategy portfolio composition (geographic and sub-sector exposure, position count, and concentration) reflects an indicative point in time per the Underlying Manager's most recent investor materials, as compiled in KPC's internal Fund Evaluation materials. Composition is dynamic and subject to change without notice.

5. U.S. biotech and pharmaceutical company count and aggregate market capitalization growth references draw on third-party market data (Bloomberg) and general market commentary; not specific to the Underlying Manager or the Fund.

6. Long vs. short gross return attribution and positive-month statistics reflect the Underlying Manager's inception-to-date track record through December 31, 2025, as reported in due diligence materials provided to KPC. Past performance is not indicative of future results.

7. Underlying Manager team composition, tenure, and governance structure as described in due diligence materials provided to KPC, as compiled in KPC's internal Fund Evaluation materials. Individual names have been omitted from this presentation consistent with KPC's anonymization policy for sub-fund managers.

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Smart Investments, Made Simple

KPC L/S Healthcare · Strategy Spotlight
KPC Private Funds
For Financial Professional Use Only — Not for Distribution to the Public