AQR Arbitrage’s BLACKROCK MUNIYIELD CALIFORNIA QUALITY FUND, INC MCA Stock Holding History

AQR Arbitrage’s Portfolio MCA Stock Details MCA Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2020 Q3	–	Sell	-14,049	Closed	-$195K	–	634
2020 Q2	$195K	Sell	14,049 -16,838	-55%	-$226K	0.01%	452
2020 Q1	$418K	Buy	+30,887	New	+$437K	0.01%	358
2019 Q2	–	Sell	-29,942	Closed	-$403K	–	556
2019 Q1	$403K	Sell	29,942 -56,152	-65%	-$741K	0.01%	378
2018 Q4	$1.09M	Buy	86,094 +62,538	+265%	+$787K	0.01%	263
2018 Q3	$302K	Buy	23,556 +3,422	+17%	+$45.4K	﹤0.01%	373
2018 Q2	$269K	Buy	20,134 +678	+3%	+$9.04K	﹤0.01%	355
2018 Q1	$259K	Buy	19,456 +9,441	+94%	+$131K	﹤0.01%	321
2017 Q4	$147K	Buy	+10,015	New	+$150K	﹤0.01%	343

Other funds holding MCA

Guggenheim Capital Chicago, Illinois $12.9B AUM 27.3% 1-Year Est. Return

HCM

Hollencrest Capital Management Newport Beach, California $2.7B AUM 23.62% 1-Year Est. Return

KIM

Karpus Investment Management Pittsford, New York $3.21B AUM 6.83% 1-Year Est. Return

Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return

Bank of America Charlotte, North Carolina $1.37T AUM 24.88% 1-Year Est. Return

UBS Group Zurich, Switzerland $666B AUM 30.12% 1-Year Est. Return

Wells Fargo San Francisco, California $530B AUM 22.01% 1-Year Est. Return

FFA

First Foundation Advisors Irvine, California $2.48B AUM 18.56% 1-Year Est. Return

Royal Bank of Canada Toronto, Ontario, Canada $570B AUM 27.57% 1-Year Est. Return

Fiera Capital (Canada) Montreal, Quebec, Canada $29.2B AUM 20.16% 1-Year Est. Return

AQR Arbitrage's MCA Position: Q3 2020 in Review

AQR Arbitrage sold out of BLACKROCK MUNIYIELD CALIFORNIA QUALITY FUND, INC (MCA) in Q3 2020, closing a stake of 14,049 shares — an estimated $195K sold.

AQR Arbitrage first reported a position in MCA in Q4 2017 and held it in 8 quarters. The position peaked at $1.09M in Q4 2018. 48 funds tracked by Wall St. Rank hold MCA as of Q3 2020.

AQR Arbitrage reported no remaining BLACKROCK MUNIYIELD CALIFORNIA QUALITY FUND, INC position as of Q3 2020 after selling out during the quarter.
AQR Arbitrage sold 14,049 BLACKROCK MUNIYIELD CALIFORNIA QUALITY FUND, INC shares in Q3 2020, an estimated $195K.
AQR Arbitrage first reported a position in BLACKROCK MUNIYIELD CALIFORNIA QUALITY FUND, INC in Q4 2017 and held it in 8 quarters.
AQR Arbitrage's BLACKROCK MUNIYIELD CALIFORNIA QUALITY FUND, INC position peaked at $1.09M in Q4 2018.
48 funds tracked by Wall St. Rank held BLACKROCK MUNIYIELD CALIFORNIA QUALITY FUND, INC as of Q3 2020.

Based on AQR Arbitrage's 13F filing for Q3 2020, filed 16 Nov 2020.