AQR Arbitrage’s Saba Capital Income & Opportunities Fund II SABA Stock Holding History

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2021 Q1	–	Sell	-12,950	Closed	-$142K	–	1298
2020 Q4	$142K	Sell	12,950 -63,139	-83%	-$673K	0.01%	1008
2020 Q3	$814K	Sell	76,089 -11,255	-13%	-$122K	0.03%	342
2020 Q2	$938K	Buy	87,344 +47,205	+118%	+$504K	0.04%	292
2020 Q1	$429K	Buy	+40,139	New	+$472K	0.01%	355
2019 Q1	–	Sell	-40,875	Closed	-$493K	–	572
2018 Q4	$493K	Buy	+40,875	New	+$500K	0.01%	363
2018 Q3	–	Sell	-7,483	Closed	-$92K	–	495
2018 Q2	$92K	Buy	+7,483	New	+$94.5K	﹤0.01%	425
2017 Q1	–	Sell	-26,952	Closed	-$349K	–	363
2016 Q4	$349K	Buy	26,952 +16,738	+164%	+$211K	﹤0.01%	308
2016 Q3	$127K	Sell	10,214 -29,385	-74%	-$375K	﹤0.01%	337
2016 Q2	$504K	Sell	39,599 -90,950	-70%	-$1.17M	0.01%	318
2016 Q1	$1.7M	Sell	130,549 -40,206	-24%	-$498K	0.02%	219
2015 Q4	$2.17M	Buy	170,755 +18,568	+12%	+$238K	0.02%	227
2015 Q3	$1.85M	Buy	152,187 +26,701	+21%	+$349K	0.02%	241
2015 Q2	$1.76M	Sell	125,486 -1,750	-1%	-$25.3K	0.02%	225
2015 Q1	$1.83M	Buy	+127,236	New	+$1.84M	0.02%	246