RP Investment Advisors LP

CIK

1767393

Location

TORONTO, A6

Portfolio Value

Micro $290,723

Diversification

Highly concentrated

Filing Date

Global Rank

#6,982 / 7,022 ▲ 11 · as of Sep 2023

Top Industry

Department Stores 100.0%

3Y Alpha vs SPY

+108.7%

Period ended 2 years ago

Filed Nov 14, 2023 · 2y

14 quarters · since Jun 2020

Clone Performance

Sep 2023–Apr 2024 · vs SPY

Hypothetical growth of buying every stock this filer reported holding, rebalancing on each filing and indexed to the same start. Option positions cannot be bought this way and are left out.

Not a measure of this manager's performance. Most of RP Investment Advisors LP's reported book is option positions, which a stock-only clone cannot replicate. The figures below are the return of the 50% that is ordinary stock — as little as 0% in one quarter — so a manager whose options thesis lost money can still show a large gain here.

Cloned portfolio

+64.5%

SPY

+14.5%

Annualised alpha

+108.7%

Max drawdown

−16.0%

Estimate. 13F holdings are quarter-lagged, so the clone rebalances about 45 days after each period end — when the filing becomes public — and it excludes option and short positions. Returns use comparable raw closes and exclude dividends. Returns are unavailable when a held security or benchmark crosses a captured split without a certified price basis; the requested window is not shortened to hide it. It tracks 50% of reported value on average across 2 quarters.RP Investment Advisors LP has stopped filing, so the simulation ends in Apr 2024 — where its last reported portfolio went stale — rather than trading that portfolio forward to today. Past performance does not predict future results.

Portfolio Concentration

2 tracked positions · as of Sep 30, 2023 · Δ vs Jun 30, 2023

Top Position

99.8%

−0.2 pts

Top 5

100.0%

0.0 pts

Top 10

100.0%

0.0 pts

HHI

9,968

Highly concentrated−32

Portfolio Trend

14 quarters · across all stocks

Sector Breakdown

As of Sep 30, 2023

Sector	% Portfolio	Value	Positions
Consumer Cyclical	99.8%	$290,250	1
Unclassified	0.2%	$473	1

Last Quarter's Activity

Export CSV

Sep 30, 2023 vs Jun 30, 2023

Added To

Positions the filer increased

No qualifying positions this quarter.

Trimmed

Positions the filer reduced

No qualifying positions this quarter.

New Positions

Positions the filer opened this quarter

2 positions

Ticker	Company	Shares	Value
M	Macy's, Inc.	25,000	$290,250
AAXJ	iShares MSCI All Country Asia ex Japan ETF	233,500	$473
No positions match the current search.

Sold Out

Positions the filer fully exited

4 positions

Ticker	Company	Shares	Value
BWX	State Street SPDR Bloomberg International Treasury Bond ETF	100,000	$4
—		75,000	$0
—		71,157	$0
KDK	Kodiak AI, Inc.	75,000	$0
No positions match the current search.

Portfolio Positions

Compact Export CSV View 13F filing

2 tracked positions · $290,723 total · filing declares 8 positions · $900 · as of Sep 30, 2023

All sectors Consumer Cyclical

Ticker	Company	Type	Shares	Δ Shares	Value (USD)	% Δ Value	% of Portfolio	History
M	Macy's, Inc. Consumer Cyclical	NEW	25,000	NEW	$290,250	NEW	99.84%
AAXJ	iShares MSCI All Country Asia ex Japan ETF CALL	NEW	233,500	NEW	$473	NEW	0.16%

Covers the securities this platform tracks: U.S.-listed common stock and the put/call positions reported on it. A 13F can also report security types outside that coverage — preferred shares, bonds, warrants, untracked share classes — so the filing's own declared total can exceed the figures above. The source filing is linked at the top of this table.