Itau Unibanco Holding S.A. Quant / Systematic

CIK: 0001132597 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 14, 2020

Total Value ($000): $1,804,603 (100.0% shares, 0.0% debt)

Holdings (125)

SPY SPDR S&P 500 ETF TR 14.8%
Value ($000) $267,651 Shares 867,982 Est. Cost $268.44 Unrealized
LQD ISHARES TR 12.3%
Value ($000) $221,813 Shares 1,649,165 Est. Cost $133.96 Unrealized
VOO VANGUARD INDEX FDS 5.6%
Value ($000) $101,897 Shares 362,204 Est. Cost $262.37 Unrealized
AMERICA MOVIL SAB DE CV 5.1%
Value ($000) $91,923 Shares 7,243,743 Est. Cost $14.58 Unrealized
GLD SPDR GOLD TRUST 5.0%
Value ($000) $89,564 Shares 535,124 Est. Cost $166.40 Unrealized
BBD BANCO BRADESCO S A 4.9%
Value ($000) $88,483 Shares 23,192,470 Est. Cost $6.53 Unrealized
VALE VALE S A 4.7%
Value ($000) $84,393 Shares 7,672,884 Est. Cost $12.91 Unrealized
COSAN LTD 3.3%
Value ($000) $59,816 Shares 3,968,928 Est. Cost $15.02 Unrealized
EWJ ISHARES INC 3.3%
Value ($000) $59,760 Shares 1,088,128 Est. Cost $56.16 Unrealized
GLOB GLOBANT S A 3.0%
Value ($000) $54,056 Shares 360,737 Est. Cost $123.52 Unrealized 0.0%
PBR/A PETROLEO BRASILEIRO SA PETRO 2.9%
Value ($000) $51,916 Shares 6,364,165 Est. Cost $7.32 Unrealized
ITUB ITAU UNIBANCO HLDG SA 2.3%
Value ($000) $42,266 Shares 9,011,909 Est. Cost $8.91 Unrealized
XLF SELECT SECTOR SPDR TR 2.2%
Value ($000) $40,081 Shares 1,732,106 Est. Cost $21.99 Unrealized
EEM ISHARES TR 1.9%
Value ($000) $35,004 Shares 875,317 Est. Cost $39.99 Unrealized
XP XP INC 1.4%
Value ($000) $25,344 Shares 602,232 Est. Cost $30.68 Unrealized 0.0%
TIM PARTICIPACOES S A 1.2%
Value ($000) $21,967 Shares 1,697,639 Est. Cost $16.37 Unrealized
FMX FOMENTO ECONOMICO MEXICANO S 1.2%
Value ($000) $20,780 Shares 335,110 Est. Cost $92.60 Unrealized
PBR PETROLEO BRASILEIRO SA PETRO 1.1%
Value ($000) $20,627 Shares 2,487,163 Est. Cost $8.29 Unrealized
SBS COMPANHIA DE SANEAMENTO BASI 1.0%
Value ($000) $17,474 Shares 1,662,622 Est. Cost $10.66 Unrealized
TELEFONICA BRASIL SA 0.9%
Value ($000) $16,741 Shares 1,889,409 Est. Cost $8.93 Unrealized
META FACEBOOK INC 0.9%
Value ($000) $15,949 Shares 70,233 Est. Cost $201.23 Unrealized +3.0%
VT VANGUARD INTL EQUITY INDEX F 0.8%
Value ($000) $14,653 Shares 195,900 Est. Cost $72.10 Unrealized
COMPANHIA BRASILEIRA DE DIST 0.8%
Value ($000) $14,326 Shares 1,096,093 Est. Cost $12.72 Unrealized
SCCO SOUTHERN COPPER CORP 0.7%
Value ($000) $12,989 Shares 326,612 Est. Cost $26.93 Unrealized -4.7%
BSAC BANCO SANTANDER CHILE NEW 0.7%
Value ($000) $12,256 Shares 747,278 Est. Cost $21.22 Unrealized
ABEV AMBEV SA 0.7%
Value ($000) $12,006 Shares 4,134,733 Est. Cost $4.62 Unrealized
BAP CREDICORP LTD 0.6%
Value ($000) $11,001 Shares 82,298 Est. Cost $185.47 Unrealized -29.9%
TMO THERMO FISHER SCIENTIFIC INC 0.6%
Value ($000) $10,870 Shares 30,000 Est. Cost $321.39 Unrealized +2.8%
UNH UNITEDHEALTH GROUP INC 0.6%
Value ($000) $10,618 Shares 36,000 Est. Cost $260.26 Unrealized +0.3%
MSFT MICROSOFT CORP 0.6%
Value ($000) $10,406 Shares 51,133 Est. Cost $154.03 Unrealized +12.4%
VANECK VECTORS ETF TR 0.6%
Value ($000) $10,357 Shares 499,119 Est. Cost $17.50 Unrealized
KO COCA COLA CO 0.6%
Value ($000) $10,276 Shares 230,000 Est. Cost $38.72 Unrealized 0.0%
GOOGL ALPHABET INC 0.5%
Value ($000) $9,419 Shares 6,641 Est. Cost $60.14 Unrealized +11.3%
FLOT ISHARES TR 0.5%
Value ($000) $9,016 Shares 178,212 Est. Cost $48.74 Unrealized
BABA ALIBABA GROUP HLDG LTD 0.5%
Value ($000) $8,759 Shares 40,601 Est. Cost $186.14 Unrealized
MELI MERCADOLIBRE INC 0.5%
Value ($000) $8,661 Shares 8,786 Est. Cost $749.93 Unrealized 0.0%
FXI ISHARES TR 0.5%
Value ($000) $8,452 Shares 212,906 Est. Cost $37.54 Unrealized
CX CEMEX SAB DE CV 0.5%
Value ($000) $8,252 Shares 2,865,219 Est. Cost $5.40 Unrealized
AMZN AMAZON COM INC 0.4%
Value ($000) $7,359 Shares 2,667 Est. Cost $95.57 Unrealized +26.4%
PAM PAMPA ENERGIA S A 0.4%
Value ($000) $7,247 Shares 690,810 Est. Cost $10.49 Unrealized
TLH ISHARES TR 0.4%
Value ($000) $6,725 Shares 40,183 Est. Cost $143.15 Unrealized
EWZ ISHARES INC 0.3%
Value ($000) $6,159 Shares 214,154 Est. Cost $42.68 Unrealized
DIS DISNEY WALT CO 0.3%
Value ($000) $5,978 Shares 53,608 Est. Cost $107.91 Unrealized -0.1%
AAPL APPLE INC 0.3%
Value ($000) $5,881 Shares 16,117 Est. Cost $72.12 Unrealized +4.1%
SQM SOCIEDAD QUIMICA MINERA DE C 0.3%
Value ($000) $5,678 Shares 217,800 Est. Cost $26.07 Unrealized
NKE NIKE INC 0.3%
Value ($000) $5,556 Shares 56,664 Est. Cost $81.22 Unrealized +5.2%
GOVT ISHARES TR 0.3%
Value ($000) $5,412 Shares 193,339 Est. Cost $26.03 Unrealized
EC ECOPETROL S A 0.3%
Value ($000) $5,342 Shares 480,000 Est. Cost $11.13 Unrealized
SPDR S&P 500 ETF TR 0.3%
Value ($000) $4,962 Shares 1,500 Est. Cost Unrealized
ASR GRUPO AEROPORTUARIO DEL SURE 0.3%
Value ($000) $4,639 Shares 41,310 Est. Cost $112.30 Unrealized
ARCO ARCOS DORADOS HOLDINGS INC 0.2%
Value ($000) $4,256 Shares 1,015,820 Est. Cost $6.51 Unrealized -46.8%
GGAL GRUPO FINANCIERO GALICIA S A 0.2%
Value ($000) $4,026 Shares 415,000 Est. Cost $9.70 Unrealized
ROST ROSS STORES INC 0.2%
Value ($000) $4,006 Shares 47,000 Est. Cost $85.67 Unrealized 0.0%
CENTRAIS ELETRICAS BRASILEIR 0.2%
Value ($000) $3,720 Shares 634,788 Est. Cost $5.86 Unrealized
TV GRUPO TELEVISA SA 0.2%
Value ($000) $3,614 Shares 689,767 Est. Cost $5.24 Unrealized
BLMN BLOOMIN BRANDS INC 0.2%
Value ($000) $3,518 Shares 330,000 Est. Cost $8.73 Unrealized 0.0%
LVS LAS VEGAS SANDS CORP 0.2%
Value ($000) $3,416 Shares 75,000 Est. Cost $44.86 Unrealized 0.0%
IVE ISHARES TR 0.2%
Value ($000) $3,192 Shares 29,500 Est. Cost $115.83 Unrealized
BKNG BOOKING HLDGS INC 0.2%
Value ($000) $3,185 Shares 2,000 Est. Cost $1497.60 Unrealized 0.0%
LPLA LPL FINL HLDGS INC 0.2%
Value ($000) $3,167 Shares 40,400 Est. Cost $66.82 Unrealized 0.0%
ISHARES INC 0.2%
Value ($000) $3,149 Shares 3,400 Est. Cost Unrealized
MCHI ISHARES TR 0.2%
Value ($000) $3,142 Shares 48,000 Est. Cost $58.49 Unrealized
BANCOLOMBIA S A 0.2%
Value ($000) $3,118 Shares 118,500 Est. Cost $47.16 Unrealized
DRI DARDEN RESTAURANTS INC 0.2%
Value ($000) $3,031 Shares 40,000 Est. Cost $61.41 Unrealized -1.6%
ADBE ADOBE SYS INC 0.2%
Value ($000) $2,968 Shares 6,819 Est. Cost $303.56 Unrealized +22.1%
ACWI ISHARES TR 0.2%
Value ($000) $2,779 Shares 37,700 Est. Cost $70.86 Unrealized
EWC ISHARES INC 0.2%
Value ($000) $2,707 Shares 104,600 Est. Cost $28.58 Unrealized
BANCO SANTANDER S A 0.1%
Value ($000) $2,388 Shares 661,580 Est. Cost $6.78 Unrealized
V VISA INC 0.1%
Value ($000) $2,342 Shares 12,126 Est. Cost $159.99 Unrealized +9.7%
DBX ETF TR 0.1%
Value ($000) $2,317 Shares 78,000 Est. Cost $29.71 Unrealized
TWITTER INC 0.1%
Value ($000) $2,301 Shares 77,191 Est. Cost $32.39 Unrealized
IEMG ISHARES INC 0.1%
Value ($000) $2,275 Shares 47,800 Est. Cost $56.41 Unrealized
FEZ SPDR INDEX SHS FDS 0.1%
Value ($000) $2,262 Shares 63,670 Est. Cost $30.91 Unrealized
IHS MARKIT LTD 0.1%
Value ($000) $2,114 Shares 28,000 Est. Cost $75.04 Unrealized
PRI PRIMERICA INC 0.1%
Value ($000) $2,099 Shares 18,000 Est. Cost $106.35 Unrealized 0.0%
NSC NORFOLK SOUTHERN CORP 0.1%
Value ($000) $2,072 Shares 11,800 Est. Cost $150.98 Unrealized 0.0%
EEMA ISHARES INC 0.1%
Value ($000) $2,070 Shares 31,000 Est. Cost $61.41 Unrealized
AIZ ASSURANT INC 0.1%
Value ($000) $2,055 Shares 19,900 Est. Cost $94.19 Unrealized -0.6%
GMF SPDR INDEX SHS FDS 0.1%
Value ($000) $2,036 Shares 20,500 Est. Cost $93.46 Unrealized
BURL BURLINGTON STORES INC 0.1%
Value ($000) $1,957 Shares 9,938 Est. Cost $181.54 Unrealized +3.8%
GM GENERAL MTRS CO 0.1%
Value ($000) $1,953 Shares 77,203 Est. Cost $23.47 Unrealized 0.0%
TJX TJX COS INC NEW 0.1%
Value ($000) $1,953 Shares 38,623 Est. Cost $46.63 Unrealized 0.0%
XLB SELECT SECTOR SPDR TR 0.1%
Value ($000) $1,944 Shares 34,500 Est. Cost $56.35 Unrealized
URI UNITED RENTALS INC 0.1%
Value ($000) $1,938 Shares 13,000 Est. Cost $122.87 Unrealized 0.0%
EWT ISHARES INC 0.1%
Value ($000) $1,915 Shares 47,616 Est. Cost $33.12 Unrealized
CMCSA COMCAST CORP NEW 0.1%
Value ($000) $1,855 Shares 47,580 Est. Cost $35.05 Unrealized -6.5%
SPDR S&P 500 ETF TR 0.1%
Value ($000) $1,806 Shares 2,430 Est. Cost Unrealized
MET METLIFE INC 0.1%
Value ($000) $1,753 Shares 48,000 Est. Cost $28.97 Unrealized 0.0%
BCH BANCO DE CHILE 0.1%
Value ($000) $1,701 Shares 96,338 Est. Cost $17.67 Unrealized
GOOG ALPHABET INC 0.1%
Value ($000) $1,696 Shares 1,200 Est. Cost $66.80 Unrealized +0.3%
EMB ISHARES TR 0.1%
Value ($000) $1,638 Shares 15,000 Est. Cost $112.69 Unrealized
AMP AMERIPRISE FINL INC 0.1%
Value ($000) $1,545 Shares 10,300 Est. Cost $116.82 Unrealized 0.0%
VALE S A 0.1%
Value ($000) $1,467 Shares 5,000 Est. Cost Unrealized
EWY ISHARES INC 0.1%
Value ($000) $1,400 Shares 24,500 Est. Cost $57.14 Unrealized
FIS FIDELITY NATL INFORMATION SV 0.1%
Value ($000) $1,164 Shares 8,679 Est. Cost $118.92 Unrealized -1.8%
CRM SALESFORCE COM INC 0.1%
Value ($000) $1,069 Shares 5,704 Est. Cost $166.70 Unrealized -0.1%
HUBG HUB GROUP INC 0.1%
Value ($000) $1,053 Shares 22,000 Est. Cost $23.09 Unrealized 0.0%
VGK VANGUARD INTL EQUITY INDEX F 0.1%
Value ($000) $1,027 Shares 20,404 Est. Cost $54.73 Unrealized
PPC PILGRIMS PRIDE CORP NEW 0.1%
Value ($000) $1,013 Shares 60,000 Est. Cost $19.49 Unrealized 0.0%
CPA COPA HOLDINGS SA 0.1%
Value ($000) $961 Shares 19,000 Est. Cost $39.23 Unrealized 0.0%
GPN GLOBAL PMTS INC 0.1%
Value ($000) $915 Shares 5,393 Est. Cost $159.47 Unrealized -0.4%
MATCH GROUP INC 0.1%
Value ($000) $906 Shares 8,462 Est. Cost $107.07 Unrealized
NVDA NVIDIA CORP 0.0%
Value ($000) $761 Shares 1,999 Est. Cost $4.86 Unrealized +65.8%
BIDU BAIDU INC 0.0%
Value ($000) $723 Shares 6,016 Est. Cost $151.11 Unrealized
EPI WISDOMTREE TR 0.0%
Value ($000) $701 Shares 35,000 Est. Cost $23.86 Unrealized
EZU ISHARES INC 0.0%
Value ($000) $684 Shares 18,755 Est. Cost $43.22 Unrealized
HLT HILTON WORLDWIDE HLDGS INC 0.0%
Value ($000) $585 Shares 7,968 Est. Cost $73.30 Unrealized 0.0%
LOMA LOMA NEGRA CORP 0.0%
Value ($000) $426 Shares 99,917 Est. Cost $13.84 Unrealized
EWA ISHARES INC 0.0%
Value ($000) $385 Shares 20,000 Est. Cost $19.25 Unrealized
EPP ISHARES INC 0.0%
Value ($000) $314 Shares 7,900 Est. Cost $46.42 Unrealized
SHV ISHARES TR 0.0%
Value ($000) $314 Shares 2,836 Est. Cost $110.40 Unrealized
GGB GERDAU S A 0.0%
Value ($000) $290 Shares 76,547 Est. Cost $3.83 Unrealized
CVS CVS HEALTH CORP 0.0%
Value ($000) $260 Shares 4,002 Est. Cost $50.60 Unrealized +4.0%
PETROLEO BRASILEIRO SA PETRO 0.0%
Value ($000) $104 Shares 4,600 Est. Cost Unrealized
EUFN ISHARES TR 0.0%
Value ($000) $63 Shares 4,400 Est. Cost $23.10 Unrealized
DBX ETF TR 0.0%
Value ($000) $57 Shares 700 Est. Cost Unrealized
EWG ISHARES INC 0.0%
Value ($000) $50 Shares 1,852 Est. Cost $29.65 Unrealized
XLE SELECT SECTOR SPDR TR 0.0%
Value ($000) $49 Shares 1,300 Est. Cost $36.27 Unrealized
ISHARES TR 0.0%
Value ($000) $44 Shares 3,000 Est. Cost Unrealized
DBX ETF TR 0.0%
Value ($000) $41 Shares 700 Est. Cost Unrealized
ISHARES TR 0.0%
Value ($000) $35 Shares 3,000 Est. Cost Unrealized
OGE OGE ENERGY CORP 0.0%
Value ($000) $3 Shares 100 Est. Cost $43.15 Unrealized -28.4%
ISHARES TR 0.0%
Value ($000) $0 Shares 300 Est. Cost Unrealized
COMPANHIA BRASILEIRA DE DIST 0.0%
Value ($000) $0 Shares 100 Est. Cost Unrealized
NOW SERVICENOW INC 0.0%
Value ($000) $0 Shares 1 Est. Cost $70.61 Unrealized 0.0%