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HOUSE_OVERSIGHT_026669

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effects, which seem to impact other multi-manager funds in a greater way? Platform Beta Equity market performance is a large predictor of returns for many long/short equity hedge funds, due to the large equity beta exposure with which many funds run.* At Boothbay, we generally run with limited net equity market exposure (on average 6-8% historically) and have maintained low correlation to market indices. While the sources of our returns will generally be idiosyncratic, there is no question that the tremendous amount of capital that has flown into the low-net multi-manager, i.e. “platform”, category, has created an even greater risk of exposure to “Platform Beta” for some of our managers, even while avoiding broader equity market beta. Platform Beta is a term we have heard used to describe the overlap of long and short positions, across some of the largest market-neutral, multi-manager hedge fund managers. While these overlapping names may be viewed as “smart money” positioning in some sense, there is also meaningful risk associated with being in crowded longs and shorts due to the viciousness of the cascading effects when these portfolios are being liquidated, or re-sized quickly, as we observed in Q1 2016. For a variety of reasons, we believe that Platform Beta has a true positive expectancy over time and with much less risk than other traditional factor risks, especially ones taken on by long-only or long-biased investors. While we consider it to be an obvious goal to avoid material exposure to all known market risk factors, we also attempt to reduce our more difficult to measure Platform Beta exposure when possible. Despite the positive return expectation of Platform Beta, we do not think a large or concentrated exposure to this factor is beneficial. Perhaps even more importantly, we do not believe that all alpha is created equally, and we are trying to provide the most uncorrelated alpha as possible to our investors. So how do we minimize overexposure to Platfor

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