AQR Arbitrage’s SPDR S&P 500 ETF Trust SPY Stock Holding History

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Shares Change %	Capital Flow	Portfolio Weight	Portfolio Position
2021 Q1	–	Sell	-58,007	Closed	-$21.7M	–	1318
2020 Q4	$21.7M	Buy	+58,007	New	+$21.7M	0.76%	35