Quantitative Investment Management, LLC Buys Consumer Staples Select Sector SPDR, Microsoft Corp, iShares MSCI Emerging Markets ETF, Sells Micron Technology Inc, Advanced Micro Devices Inc, iShares MSCI Brazil ETF

• New Purchases: XLP, MSFT, EEM, FB, HD, XBI, XLV, MCD, GLD, TWTR, XLK, SPLV, XLY, IEMG, LOW, GOOG, GOOGL, TSLA, VWO, MDLZ, EFA, NTES, CSCO, T, CCI, MCHI, SLV, SWK, BAX, IGV, ITW, KSU, PPL, AMGN, RH, VMW, EWA, TGT, CMI, PLUG, BBY, DTE, CMG, EWY, SHW, MA, IBM, FAST, LYV, SRE, TSM, PLD, ACN, ILMN, TSCO, AVGO, FDN, QCOM, INDA, AON, GLW, TXN, CAG, UNP, KDP, MLCO, EWU, GILD, SBUX, EWG, EL, KNX, TJX, AAXJ, KMX, EXPD, WHR, EWJ, AMT, BSX, MMC, SPGI, ADM, MCO, ZNGA, ABT, MO, CTXS, NVDA, ODFL, IEFA, VEU, TER, YUM, EBAY, DOV, NI, ORLY, VGT, BLK, NVR, ROST, HZNP, EIDO, MAS, PHM, BUD, EWW, VGK, JBHT, NDAQ, EPP, DRE, TAL, WDAY, BIIB, DHI, ELS, FCN, PEAK, IIVI, KMB, VTR, WAT, FBHS, AMRN, ADSK, COO, SAP, SONY, WRB, COG, CTSH, DB, ERIC, LII, SYK, 9MW, LOPE, NCLH, AIZ, BWA, CMC, IBN, JACK, LRCX, LEG, RPM, NLOK, TOL, TRP, WW, SBSW, ACWX, EPI, APH, BCE, EFX, GRMN, MPW, MDT, NKTR, LIN, WY, IPGP, PRLB, ENPH, ARE, CIEN, INGR, FR, HAE, HAS, PPG, SAFM, XLNX, MSCI, ABB, RAMP, BMY, CSL, ETR, HUN, JNPR, PCAR, THO, URBN, WSO, WERN, ZBRA, IRBT, EDU, OC, EPAM, BKR, EZA, ALB, CCMP, DLR, NEE, FNF, HCSG, HRC, IDA, INO, INTU, LSCC, MPWR, FIZZ, PTC, STAA, VSAT, WCN, BR, MELI, STAG, REGI, EZU, ITB, AOS, ADC, BKH, CHRW, CPT, CAR, ETN, EW, FLO, THG, IP, SJM, KLAC, LGND, MKL, VXRT, NOK, OSTK, POWI, RS, TDS, VFC, TAK, IRDM, LYB, BWXT, GMED, TMHC, DDD, ALGN, AEL, AZPN, BIG, BRO, BLDR, CE, CCOI, D, DVAX, EGP, EXR, FDS, GGG, HUBG, KBH, LBTYA, MANH, PG, RGEN, SEE, XPO, SWBI, TFX, TEVA, UHS, WGO, AAWW, G, TREE, OMER, CLVS, CBD, CRK, GFI, TV, RRC, ZIOP,
• Added Positions: IYR, VNQ, IBB, RCL, JNJ, NOC, FLT, YY, SWKS, UAL, MMM, GIS, PANW, HSY, BKNG, WYNN, O, ALNY, TSN, WMB, MSI, ADI, AZO, GT, RIO, MIDD, ILF, BTI, CNP, FOLD, ICF, WM, SKX, WELL, EVRG, CAH, BLL, BDX, VIAV, DAL, CACI, VER, TCOM, SUI, OGE, PEG, JKS, AXON, SSYS, POR, INFN, SEIC,
• Reduced Positions: EWZ, VALE, ATVI, BIDU, STX, ANTM, XLU, XOP, WDC, ORCL, DLTR, NSC, AEP, EWH, LHX, CVS, MCK, LNG, CI, ECL, AGNC, ULTA, PBR, SRPT, DUK, FXI, SSNC, AMBA, ASML, AAP, PCG, NTAP, MPC, EHC, TGTX, LNT, BHP, BAP, PFPT, CCL, CPA, MOH, NXST, GPK, MAR, NTRS, RHI, ALL, BXP, DECK, FICO, PNW, BB, TDY, JAZZ, EGHT, BBD, DISH, DEI, ABMD, MNST, UNH, OHI, BBL, TWO, FN, NLY, ITUB, CRUS, EEFT, JBL, MAC, OLED, WPC, AMX, ARWR, BLDP, CRI, STT, SYNA, TROW, EIX, IONS, UTHR, VOD, XRX, GWRE, AEE, LIVN, EPC, RE, EXC, PFE, SO, TRN, AG, SBRA, ABC, CGNX, ABEV, NATI, PETS, TTMI, KBR, PODD, FTI, CFX, CSOD, HTA, NSP, AMKR, TFC, FLR, GD, ICUI, JBLU, NRG, SKYW, STLD, VLO, BGCP, TECK, H, POST, EWP, MTOR, BRFS, ROK, CBOE,
• Sold Out: MU, AMD, BA, XLE, AMAT, BABA, RTX, CMCSA, TMUS, AAL, FE, AXP, BRK.B, NFLX, AFL, TTWO, FISV, PM, ESS, OMC, CSX, AMED, EXPE, MS, AVB, IRM, ABBV, RSX, CERN, SLB, ACAD, HPQ, OIH, BAC, DISCA, WFC, CVX, WBA, JPM, MET, HTHT, YELP, URI, X, CF, ED, KMI, M, CDE, PTCT, JWN, ES, PRU, FTNT, SAVE, LUMN, COP, KSS, SPG, PBR.A, GWPH, ITA, XME, BMRN, DVN, ENB, STM, WEC, TAP, TD, SPR, BAM, VIAC, CNQ, TRIP, VDE, BCRX, FLIR, RY, LDOS, EWC, PSA, RSG, SBGI, NRZ, STZ, ING, MRCY, MCHP, VRSN, WAB, DISCK, GPN, HP, LNC, CIM, MOS, MTDR, AIG, XEC, CSGP, DVA, EQR, HELE, KRC, RAD, SGMO, TYL, KTOS, HPP, CNC, CS, NUE, OXY, UDR, BERY, CCJ, GGB, MFC, VRSK, QLYS, IYE, AYI, AMP, CHE, EA, FMX, MAN, HIMX, GLUU, ARCC, EGO, FMC, FRT, TGNA, HST, MAA, OKE, PFG, TXT, UNM, ACM, ATI, CME, NNN, GOL, HEI, REG, SLG, AMN, CHKP, CYH, HAIN, HALO, KIM, MKSI, MED, MDP, SRCL, TM, UCTT, CSIQ, COR, AMCX, SRC, CONE, ANF, ALK, ADS, AVT, BHC, CLH, CCEP, CW, DIOD, EPR, GTN, MRO, PDCE, RL, RDS.A, TS, GL, VSH, CSII, CVLT, AWI, IRWD, ENV, VIPS, APA, CIB, BDC, CBRE, CBRL, CL, DBI, DRH, ERJ, FCFS, IT, GNTX, HA, HXL, HIW, MYGN, NICE, NYT, OSK, PTEN, PXD, RJF, SANM, SIRI, UIS, RDS.B, SLCA, PBYI, ICPT, AEIS, ALKS, UHAL, AXL, CWST, CENX, SITC, BEN, GCO, HR, SVC, INSM, NEOG, PBCT, SIMO, SON, STE, SHO, TGI, WRI, L, CZZ, V, DAN, PBA, RPAI, NSTG, MBT, RMBS, DHC, TEN, AROC, AGI, EC, BSBR, STNG, BKD,

For the details of Quantitative Investment Management, LLC's stock buys and sells, go to https://www.gurufocus.com/guru/quantitative+investment+management%2C+llc/current-portfolio/portfolio

1. Consumer Staples Select Sector SPDR (XLP) - 1,054,317 shares, 6.10% of the total portfolio. New Position
2. Microsoft Corp (MSFT) - 151,934 shares, 3.03% of the total portfolio. New Position
3. Utilities Select Sector SPDR ETF (XLU) - 419,211 shares, 2.27% of the total portfolio. Shares reduced by 27.96%
4. iShares MSCI Emerging Markets ETF (EEM) - 466,016 shares, 2.10% of the total portfolio. New Position
5. Facebook Inc (FB) - 80,819 shares, 2.01% of the total portfolio. New Position

Quantitative Investment Management, LLC initiated holding in Consumer Staples Select Sector SPDR. The purchase prices were between $62.96 and $69.27, with an estimated average price of $65.45. The stock is now traded at around $70.930000. The impact to a portfolio due to this purchase was 6.1%. The holding were 1,054,317 shares as of 2021-03-31.

Quantitative Investment Management, LLC initiated holding in Microsoft Corp. The purchase prices were between $212.25 and $244.99, with an estimated average price of $232.23. The stock is now traded at around $243.680000. The impact to a portfolio due to this purchase was 3.03%. The holding were 151,934 shares as of 2021-03-31.

Quantitative Investment Management, LLC initiated holding in iShares MSCI Emerging Markets ETF. The purchase prices were between $51.68 and $57.96, with an estimated average price of $54.75. The stock is now traded at around $52.727000. The impact to a portfolio due to this purchase was 2.1%. The holding were 466,016 shares as of 2021-03-31.

Quantitative Investment Management, LLC initiated holding in Facebook Inc. The purchase prices were between $245.64 and $294.53, with an estimated average price of $269.28. The stock is now traded at around $312.210000. The impact to a portfolio due to this purchase was 2.01%. The holding were 80,819 shares as of 2021-03-31.

Quantitative Investment Management, LLC initiated holding in The Home Depot Inc. The purchase prices were between $250.93 and $305.25, with an estimated average price of $275.66. The stock is now traded at around $318.525000. The impact to a portfolio due to this purchase was 1.86%. The holding were 71,935 shares as of 2021-03-31.

Quantitative Investment Management, LLC initiated holding in SPDR Biotech ETF. The purchase prices were between $129.36 and $173.94, with an estimated average price of $149.69. The stock is now traded at around $125.950000. The impact to a portfolio due to this purchase was 1.86%. The holding were 162,385 shares as of 2021-03-31.

Quantitative Investment Management, LLC added to a holding in iShares U.S. Real Estate ETF by 185.82%. The purchase prices were between $81.87 and $92.74, with an estimated average price of $87.36. The stock is now traded at around $97.260000. The impact to a portfolio due to this purchase was 1.25%. The holding were 248,314 shares as of 2021-03-31.

Quantitative Investment Management, LLC added to a holding in Vanguard Real Estate Index Fund ETF by 103.11%. The purchase prices were between $81.49 and $92.84, with an estimated average price of $87.42. The stock is now traded at around $97.040000. The impact to a portfolio due to this purchase was 0.48%. The holding were 122,657 shares as of 2021-03-31.

Quantitative Investment Management, LLC added to a holding in iShares Nasdaq Biotechnology Index Fund by 105.80%. The purchase prices were between $146.68 and $172.45, with an estimated average price of $158.7. The stock is now traded at around $149.600000. The impact to a portfolio due to this purchase was 0.47%. The holding were 71,758 shares as of 2021-03-31.

Quantitative Investment Management, LLC added to a holding in Royal Caribbean Group by 151.31%. The purchase prices were between $65 and $96.66, with an estimated average price of $79.11. The stock is now traded at around $83.600000. The impact to a portfolio due to this purchase was 0.45%. The holding were 104,056 shares as of 2021-03-31.

Quantitative Investment Management, LLC added to a holding in Johnson & Johnson by 70.52%. The purchase prices were between $153.07 and $170.48, with an estimated average price of $161.89. The stock is now traded at around $170.855000. The impact to a portfolio due to this purchase was 0.44%. The holding were 75,948 shares as of 2021-03-31.

Quantitative Investment Management, LLC added to a holding in Northrop Grumman Corp by 970.83%. The purchase prices were between $286.61 and $323.64, with an estimated average price of $301.43. The stock is now traded at around $372.830000. The impact to a portfolio due to this purchase was 0.31%. The holding were 12,518 shares as of 2021-03-31.

Quantitative Investment Management, LLC sold out a holding in Micron Technology Inc. The sale prices were between $74.05 and $94.76, with an estimated average price of $84.89.

Quantitative Investment Management, LLC sold out a holding in Advanced Micro Devices Inc. The sale prices were between $73.96 and $97.25, with an estimated average price of $86.23.

Quantitative Investment Management, LLC sold out a holding in Boeing Co. The sale prices were between $194.03 and $269.19, with an estimated average price of $222.08.

Quantitative Investment Management, LLC sold out a holding in The Energy Select Sector SPDR Fund. The sale prices were between $37.56 and $53.01, with an estimated average price of $45.72.

Quantitative Investment Management, LLC sold out a holding in Applied Materials Inc. The sale prices were between $86.87 and $133.6, with an estimated average price of $110.39.

Quantitative Investment Management, LLC sold out a holding in Alibaba Group Holding Ltd. The sale prices were between $222.72 and $270.83, with an estimated average price of $245.98.