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KPC Real Estate Income — Strategy Spotlight
Pending CCO Approval
FOR FINANCIAL PROFESSIONAL USE ONLY

Strategy Spotlight

KPC Real Estate Income

Senior secured commercial real estate bridge financing, accessed through KPC’s evergreen private markets platform.

Strategy TypeCRE Bridge / Private Mortgage REIT
VehicleKPC Real Estate Income (Evergreen)
Performance As OfApril 2026

KPC Real Estate Income provides exposure to a strategy managed by an underlying sub-fund manager (the “Underlying Manager”). Investors in KPC Real Estate Income 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 Real Estate Income provides eligible investors access to a private mortgage REIT strategy that originates senior secured, floating-rate first-mortgage bridge loans on U.S. multifamily and seniors-housing properties — generating income from privately negotiated loan terms rather than public market direction.

The strategy is designed to deliver consistent monthly income with low correlation to traditional equity and fixed income markets, supported by the Underlying Manager’s HUD/FHA affiliation and proprietary sourcing.

Source: Underlying Sub-Fund Manager1
Strategy CategorySenior Secured CRE Bridge Loans
Underlying Strategy Track Record7+ Years (since June 2018)
Strategy AUM$964M
Loans Originated Since Inception$8.6B+
Weighted Avg. LTV66%
KPC Vehicle StructureEvergreen, Monthly Subscriptions
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Section 1 · Overview

Market Background: CRE Bridge Lending

U.S. commercial real estate debt is one of the largest fixed income markets globally, historically dominated by banks, insurance companies, and agency lenders. The background below is general market context — not specific to the Underlying Manager or KPC Real Estate Income.

What Is a CRE Bridge Loan?

A commercial real estate bridge loan is a short-duration (typically 12–24 month + extensions) senior secured first mortgage used by property owners to acquire, reposition, lease-up, or prepare a property for permanent financing. Bridge loans are virtually always floating rate — usually SOFR + a spread — with built-in rate floors.

Bridge loans frequently target an FHA/HUD permanent mortgage as the eventual exit. A lender with HUD origination expertise can underwrite the takeout before the bridge loan is made — a meaningful structural edge.

Why the Opportunity Persists

  • U.S. CRE debt is a $4.7T market with roughly $1T in annual bridge loan volume; supply has tightened as regional banks have retrenched post-2023
  • Multifamily demand remains structurally supported by household formation, immigration, and for-sale-housing affordability constraints
  • Senior housing demand is driven by an aging population: the 80+ cohort is projected to grow from 13M to over 20M by 2040
  • Floating-rate structures with SOFR floors create natural interest-rate protection in either direction

Bank retrenchment has reduced traditional CRE bridge lending capacity precisely when borrower demand remains strong — creating an opportunity for well-capitalized private lenders to fill the gap at historically wide spreads.

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Section 2 · Philosophy

Investment Philosophy

“Lend where the exit is underwritten before the loan is made.”

The Underlying Manager’s core philosophy is that every bridge loan should have a clearly defined, underwritten permanent takeout before origination. Because the team originates primarily for FHA/HUD exits — and operates one of the country’s largest HUD platforms — they apply agency-quality underwriting standards to every bridge loan, regardless of whether it ultimately exits through HUD or another route.

Source: Underlying Sub-Fund Manager1
01

Capital Preservation First

Senior secured, first-lien position on every loan. Structural protections include personal guarantees, fully funded interest reserves, and conservative LTV constraints (weighted average 66%).

02

Originate, Don’t Aggregate

The Underlying Manager is a direct originator, not a buyer of secondary-market paper. This means control over underwriting standards, pricing, and terms — and 100% of origination, extension, and prepayment fees flow to investors.

03

Alignment Through Ownership

Principals and senior executives own approximately 6% of the underlying strategy, creating direct alignment with investor outcomes and reinforcing capital-preservation discipline.

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Section 2 · Philosophy

Investment Approach

Loan Characteristics

  • Senior secured first mortgage bridge loans on stabilized & transitional properties
  • Multifamily (73%) and seniors housing / skilled nursing (27%) focus
  • Average loan size ~$33.8M; 12–24 month initial term with extension options

Underwriting Discipline

  • Sponsor net worth ≥ 100% of loan amount; liquidity ≥ 10% of loan amount
  • Third-party reports required: appraisal, environmental, engineering, PCNA, ALTA survey
  • HUD / permanent takeout sized and underwritten before closing — not assumed

Structure & Alignment

  • 99% floating rate, indexed to SOFR with built-in floors
  • Average 66% LTV; significant borrower equity cushion below the loan
  • 100% of origination, extension, and prepayment fees retained by fund investors
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Section 3 · Opportunity

The Investment Opportunity

01

Borrowers

Experienced multifamily and seniors-housing sponsors who need flexible, time-sensitive bridge capital that traditional banks and agency lenders cannot provide within their required timelines or structures.

02

The Opportunity

Post-2023 regulatory pressure on regional banks has reduced CRE bridge lending capacity, while structural demand for multifamily and senior housing remains intact — creating a persistent supply / demand imbalance that private lenders are filling at historically wide spreads.

03

Favorable, Negotiated Terms

Because each loan is privately originated rather than competed for in a syndicated process, the Underlying Manager can negotiate spreads, covenants, and fee structures that aim to improve the risk/return profile relative to comparable public credit exposure.

The strategy seeks to earn a structural premium for providing scarce, time-sensitive senior secured capital — not for taking on undifferentiated rate or duration risk.

Source: Underlying Sub-Fund Manager1
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Section 4 · Process

Investment Process

1

Deal Flow Generation

Primary sourcing via affiliated nationwide origination platform; longstanding broker network; ~60% of recent volume non-brokered, ~50% from repeat sponsors.

2

Greenlight Meeting

Twice-weekly all-hands review (separate Multifamily / Healthcare tracks); asset summary reviewed; engagement letter terms finalized by Portfolio Manager.

3

Underwriting & Due Diligence

Borrower financials, credit, litigation, OFAC, and track record review; site visits; third-party reports; 30+ page Credit Committee narrative.

4

Investment Committee

Seven-member committee meets at least weekly; quorum of 50% required; full IC approval needed before closing team engages.

5

Closing, Funding & Servicing

Legal due diligence and documentation finalized; multi-lender warehouse facility used for funding; dedicated loan-servicing and watchlist process throughout life of loan.

Asset Management & Exit

Weekly portfolio and watchlist meetings with senior management; monthly compliance monitoring; HUD takeout timeline tracked from origination through repayment. Origination, extension, and prepayment fees are 100% retained by fund investors.

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Section 4 · Process

How a Bridge Loan Works

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

Multifamily Bridge Loan (Illustrative)

A developer needs a bridge loan to acquire and renovate a 200-unit apartment community. The HUD permanent takeout is sized and underwritten upfront, and the bridge loan is structured to bridge to that exit.

TermIllustrative Value
Loan amount$30,000,000
CouponSOFR + 4.00%, with SOFR floor
Term18 months + extension options
Origination fee1.5% (100% to fund investors)
Why it matters

Bridge spreads — not directional rate calls — drive returns. The underwritten HUD exit is the primary risk mitigant.

Seniors Housing Bridge Loan (Illustrative)

A repeat sponsor recapitalizes an existing assisted-living community ahead of stabilization. A fully funded interest reserve covers debt service across the term; LTV remains below 70%.

TermIllustrative Value
Loan amount$22,000,000
CouponSOFR + 4.50%, with SOFR floor
LTV at close~68%
Personal guaranteeRequired
Why it matters

Senior secured first-lien position plus interest reserves and personal guarantees create multiple layers of structural protection above any general market exposure.

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Section 5 · Portfolio

Current Portfolio Exposures

Snapshot of the underlying strategy’s portfolio composition as of March 31, 2026. Composition is dynamic and will change as loans are originated, extended, and repaid.4

Property Type (Equity %)

Multifamily
73%
Skilled Nursing
24%
ALF / ILF / Memory Care
2%
Other
1%

Strategy Type (Equity %)

Lease-Up
34%
Stabilized
32%
Value-Add (Multifamily)
13%
Value-Add (Senior Housing)
12%
Construction
8%
REO
1%

Loans originated nationally across 30+ states; no single state exceeds 20% of portfolio. Geographic focus on Sun Belt and growth metros.

Portfolio Statistics (as of March 31, 2026)

Total Assets
$4.5B
Number of Loans
143
Avg. Loan Size
$33.8M
Floating Rate
99%
Weighted Avg. LTV
66%
Wtd. Avg. Spread (Loans)
SOFR + 4.19%

Average remaining term ~22 months; insider ownership of underlying strategy ~6%.5

Portfolio Structure

  • Approximately 95%+ of loans are senior secured first mortgages
  • Gross / net leverage of ~3.7x / ~2.7x via multi-year Master Repurchase Agreements
  • All positions marked monthly; annual independent audit
  • SOFR floors mean further rate declines have limited downside; rate increases benefit returns10
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Section 5 · Portfolio

Portfolio Construction & Risk Mitigation

How the Portfolio Is Built

  • Diversified across multifamily (~73%) and seniors housing (~27%) — two sectors with distinct demand drivers but shared structural tailwinds
  • Geographically diversified across 30+ states; no single state exceeds 20% of portfolio
  • Average loan size of ~$33.8M across 143 loans; no single loan dominates the portfolio
  • Net leverage of ~2.7x maintained via multi-year warehouse facilities with regional and international banks

Risk Mitigation in Practice

  • Senior secured first-lien position on every loan; average 66% LTV provides significant borrower-equity cushion
  • Chief Credit Officer (30+ years CRE lending) sets underwriting guidelines and oversees asset management and watchlist
  • Weekly watchlist meetings identify at-risk loans early; monthly fair-value marks; annual independent audit by Grant Thornton
  • Third-party fund administration (Alter Domus), independent cash custody (JP Morgan), and independent compliance oversight (Kroll)

What this means for advisors: the strategy is designed to behave differently from traditional long-only equity and fixed income exposures. Detailed historical return, volatility, and risk-adjusted metrics for KPC Real Estate Income are provided in Section 6 of this presentation and in the KPC Real Estate Income Performance summary and Fund Terms Summary.

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Section 6 · Performance

Performance Snapshot

Net performance for KPC Real Estate Income, as of the period shown below. These figures are drawn from the same dataset used to produce the monthly Performance summary and update automatically as that dataset is refreshed.2

2.10Sharpe Ratio
0.02Correlation vs. S&P 500
0.04Correlation vs. Bonds
1.8%Annual Volatility
Series1 Month3 Month6 Month1 Year3 YearITD
KPC Real Estate Income+0.8%+2.4%+5.0%+10.5%+10.8%+11.3%
S&P 500+1.1%+4.2%+6.0%+31.1%+21.7%+15.9%
Bloomberg Agg+1.1%+1.1%+1.1%+1.5%+0.7%+0.4%

KPC Real Estate Income has delivered positive returns in every full calendar year since the strategy’s 2018 inception, with near-zero correlation to public equities and fixed income — consistent with the income and diversification objective 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 Real Estate Income to a traditional 60% equity / 40% bond portfolio (reducing equity to 48% and bonds to 32%), since-inception illustrative period (2018–2026).

MetricTraditional 60/4048/32/20 with KPC Real Estate IncomeChange
Annualized Return8.2%9.4%+1.2pp
Annual Volatility10.1%8.5%−15.8%
Downside Volatility5.9%4.7%−20.3%
Sharpe Ratio0.721.02+41.7%
Correlation vs. S&P 5000.980.93−5.1%
Correlation vs. Agg0.480.40−16.7%

Adding KPC Real Estate Income to a traditional 60/40 portfolio has historically enhanced portfolio yield while reducing overall volatility, given the strategy’s low correlation to public markets.

Synced — As of April 30, 2026
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Section 7 · Team

Management Team & Governance

The Underlying Manager is led by a senior team with deep backgrounds in CRE finance, FHA/HUD origination, and institutional asset management. Consistent with KPC’s anonymization policy for sub-fund managers, individuals are described by role rather than by name.7

Co-founded strategy 2014 / 2018

Managing Principal (Co-Founder)

Overall strategy oversight, origination, and HUD platform leadership; prior major-bank FHA origination leadership.

Co-founded strategy 2014 / 2018

Managing Principal (Co-Founder)

Day-to-day operations, sponsor relationships, and FHA/HUD origination; $10B+ in FHA/HUD originations over career.

Joined 2023

President & Chief Operating Officer

Operations, portfolio oversight, and investor reporting; prior CFO at NYSE-listed CRE debt REIT; alternatives experience at Apollo and Blackstone.

30+ years CRE experience

Chief Credit Officer

Underwriting standards, risk management, and watchlist oversight; 20+ years at a leading global asset manager as Head of CRE Debt Underwriting.

Firm Infrastructure

  • Dedicated origination teams across multifamily, senior housing, and healthcare finance
  • Centralized loan-servicing platform and weekly portfolio / watchlist meetings with senior management
  • Chief Financial Officer & CCO leads accounting, compliance, and reporting; Chief Legal Officer leads fund documentation and regulatory matters

Governance & Oversight

  • Seven-member Investment Committee; meets at least weekly; quorum of 50% required
  • Auditor: Grant Thornton LLP; Fund Administrator: Alter Domus; Cash Custodian: JP Morgan
  • Independent compliance oversight by Kroll LLC; outside legal counsel from Mayer Brown / Simpson Thacher
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Section 8 · Portfolio Fit

Considering a Real Estate Income Allocation

Senior secured commercial real estate bridge lending is generally considered alongside, rather than in place of, traditional equity and fixed income allocations. Advisors evaluating a potential allocation to KPC Real Estate Income often consider the following questions.

What role might this strategy play?

Strategies of this type are often used by advisors seeking floating-rate income with low correlation to public equities and bonds, with return drivers rooted in privately negotiated loan terms and senior secured collateral rather than security selection or market timing. The 60/40 portfolio impact analysis (Section 6) illustrates this diversification effect historically.

What should clients understand about liquidity?

KPC Real Estate Income is an evergreen open-ended private REIT with $100,000 minimum, monthly subscriptions, quarterly redemptions on 95-day notice, a 12-month soft lock-up (2% early redemption fee), and a 5% fund-level gate, as set out in the KPC Fund Terms Summary.9 This strategy is generally appropriate for capital that can accommodate reduced liquidity relative to public market instruments.

Where can advisors find further performance detail?

Full net historical performance, monthly returns, and additional risk statistics for KPC Real Estate Income are provided in the companion Performance summary, updated monthly and reflecting both KPC platform-level fees (0.50% annual) and the underlying sub-fund manager’s fees and incentive allocation.2

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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 Real Estate Income (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 Real Estate Income Terms Summary, and the KPC Real Estate Income 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 Real Estate Income provides exposure to a strategy managed by an underlying sub-fund manager (the "Underlying Manager"). Investors in KPC Real Estate Income 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.

2. Performance figures reflect net cash returns of the underlying strategy net of all underlying management fees, incentive fees, and fund-level expenses. KPC-level net returns additionally reflect the KPC platform fee (0.50% annual) and KPC performance fee (7.5% over hurdle) and will reduce investor returns further.

3. Past performance is not indicative of future results. There can be no assurance that the strategy will achieve similar results going forward. All investments involve risk, including the possible loss of principal.

4. Portfolio statistics as of March 31, 2026. Source: Underlying Sub-Fund Manager. Loan count, asset values, LTV, and allocation data are subject to change.

5. Weighted average LTV: multifamily LTV represents current and future funding divided by appraised collateral value; seniors housing LTV represents current funding divided by appraised collateral value. 100% LTV assumed for 5-rated loans.

6. Performance comparison data sourced from third-party indices: Cliffwater Direct Lending Index (CDLI); Bloomberg US Corporate High Yield 2% Issuer Capped Index; Bloomberg US Corporate Index; Morningstar LSTA US Leveraged Loan Index. Calendar-year total returns.

7. Team descriptions reflect roles and approximate tenure as of the date of this presentation. Individual names are omitted in accordance with KPC compliance guidelines. All team information is sourced from the Underlying Sub-Fund Manager.

8. Portfolio impact / 60-40 analysis is hypothetical and for illustrative purposes only. It does not represent actual investor results. Hypothetical performance has inherent limitations and does not reflect the impact of material market and economic conditions.

9. Fund terms are summary only and are governed by the KPC Real Estate Income offering documents, which are subject to change. Investors should review the offering documents in their entirety before investing. Liquidity terms reflect the KPC vehicle; the underlying sub-fund may impose additional liquidity limitations.

10. Interest rate sensitivity: the underlying loan portfolio is approximately 99% floating rate, indexed to SOFR. SOFR floors on assets mean further declines in SOFR below floor levels may benefit returns. Based on the current book as of March 31, 2026.

11. Firmwide origination figures include originations by an affiliated FHA commercial lending platform. Strategy AUM reflects a combination of partnership investments and SMAs / Co-Investments as of the date of this presentation.

12. This material is for financial professional use only. It does not constitute investment advice, a recommendation, or an offer to buy or sell any security. Investment in KPC Real Estate Income involves significant risks, including illiquidity, concentration, credit risk, leverage risk, and real estate market risk. Prospective investors should consult their own financial, tax, and legal advisors.

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Smart Investments, Made Simple

KPC Real Estate Income · Strategy Spotlight
KPC Private Funds
For Financial Professional Use Only — Not for Distribution to the Public