AQR Arbitrage’s System1 SST Stock Holding History

AQR Arbitrage’s Portfolio SST Stock Details SST Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2022 Q1	–	Sell	-7,932	Closed	-$790K	–	1387
2021 Q4	$790K	Hold	7,932	–	–	0.02%	740
2021 Q3	$786K	Buy	7,932 +4,166	+111%	+$412K	0.02%	516
2021 Q2	$373K	Buy	3,766 +766	+26%	+$76.1K	0.01%	684
2021 Q1	$299K	Sell	3,000 -2,000	-40%	-$213K	0.01%	712
2020 Q4	$539K	Sell	5,000 -5,000	-50%	-$508K	0.02%	622
2020 Q3	$1.02M	Buy	+10,000	New	+$1.02M	0.04%	309

Other funds holding SST

Cannae Holdings Las Vegas, Nevada $134M AUM 85.46% 1-Year Est. Return

Millennium Management New York $240B AUM 35.51% 1-Year Est. Return

BlackRock New York $5.72T AUM 30.48% 1-Year Est. Return

Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return

Geode Capital Management Boston, Massachusetts $1.61T AUM 30.72% 1-Year Est. Return

D.E. Shaw & Co New York $166B AUM 43.98% 1-Year Est. Return

State Street Boston, Massachusetts $2.9T AUM 29.55% 1-Year Est. Return

Charles Schwab San Francisco, California $654B AUM 26.35% 1-Year Est. Return

Simplex Trading Chicago, Illinois $149B AUM 62.07% 1-Year Est. Return

First Trust Advisors Wheaton, Illinois $140B AUM 27.84% 1-Year Est. Return

AQR Arbitrage's SST Position: Q1 2022 in Review

AQR Arbitrage sold out of System1 (SST) in Q1 2022, closing a stake of 7,932 shares — an estimated $790K sold.

AQR Arbitrage first reported a position in SST in Q3 2020 and held it in 6 quarters. The position peaked at $1.02M in Q3 2020. 32 funds tracked by Wall St. Rank hold SST as of Q1 2022.

AQR Arbitrage reported no remaining System1 position as of Q1 2022 after selling out during the quarter.
AQR Arbitrage sold 7,932 System1 shares in Q1 2022, an estimated $790K.
AQR Arbitrage first reported a position in System1 in Q3 2020 and held it in 6 quarters.
AQR Arbitrage's System1 position peaked at $1.02M in Q3 2020.
32 funds tracked by Wall St. Rank held System1 as of Q1 2022.

Based on AQR Arbitrage's 13F filing for Q1 2022, filed 16 May 2022.