REDWOOD TRUST INC

CUSIP: 758075AD7 Class: NOTE 5.625% 7/1

AQR Arbitrage LLC's Holding History (CIK: 0001167456)

Note: Option positions (PUT/CALL) are excluded.

Q1 2020
Shares 15,700,000 Value ($000) $8,699 Avg Close — Range —
Q4 2019
Shares 17,600,000 Value ($000) $17,973 Avg Close — Range —
Q3 2019
Shares 18,675,000 Value ($000) $19,007 Avg Close — Range —
Q2 2019
Shares 18,675,000 Value ($000) $18,617 Avg Close — Range —
Q1 2019
Shares 18,875,000 Value ($000) $18,469 Avg Close — Range —
Q4 2018
Shares 18,875,000 Value ($000) $17,764 Avg Close — Range —
Q3 2018
Shares 18,875,000 Value ($000) $18,674 Avg Close — Range —
Q2 2018
Shares 10,000,000 Value ($000) $9,919 Avg Close — Range —