Itau Unibanco Holding S.A. Quant / Systematic

CIK: 0001132597 · Show all filings

Period: Q2 2016 (Next →)

Filing Date: Aug 15, 2016

Total Value ($000): $603,683 (100.0% shares, 0.0% debt)

Holdings (48)

SPY SPDR S&P 500 ETF TR 18.2%
Value ($000) $109,741 Shares 523,887 Est. Cost $209.47 Unrealized —
IEF ISHARES TR 11.9%
Value ($000) $71,801 Shares 635,673 Est. Cost $112.95 Unrealized —
VGK VANGUARD INTL EQUITY INDEX F 6.6%
Value ($000) $40,080 Shares 858,983 Est. Cost $46.66 Unrealized —
BBD BANCO BRADESCO S A 6.5%
Value ($000) $39,516 Shares 5,059,653 Est. Cost $7.81 Unrealized —
ITUB ITAU UNIBANCO HLDG SA 5.8%
Value ($000) $34,716 Shares 3,677,491 Est. Cost $9.44 Unrealized —
PBR/A PETROLEO BRASILEIRO SA PETRO 5.1%
Value ($000) $31,082 Shares 5,349,808 Est. Cost $5.81 Unrealized —
EFA ISHARES TR 4.5%
Value ($000) $27,463 Shares 492,000 Est. Cost $55.82 Unrealized —
FMX FOMENTO ECONOMICO MEXICANO S 3.7%
Value ($000) $22,075 Shares 238,671 Est. Cost $92.49 Unrealized —
TLT ISHARES TR 3.5%
Value ($000) $20,951 Shares 150,838 Est. Cost $138.90 Unrealized —
IGOV ISHARES TR 3.1%
Value ($000) $18,791 Shares 188,726 Est. Cost $99.57 Unrealized —
— ISHARES 2.9%
Value ($000) $17,649 Shares 1,534,695 Est. Cost $11.50 Unrealized —
— BRF SA 2.6%
Value ($000) $15,580 Shares 1,118,453 Est. Cost $13.93 Unrealized —
ACWI ISHARES TR MSCI ACWI ETF 2.2%
Value ($000) $13,367 Shares 237,725 Est. Cost $56.23 Unrealized —
CX CEMEX SAB DE CV 2.1%
Value ($000) $12,958 Shares 2,100,133 Est. Cost $6.17 Unrealized —
ABEV AMBEV S A 2.0%
Value ($000) $12,103 Shares 2,047,946 Est. Cost $5.91 Unrealized —
TV GRUPO TELEVISA SA 1.9%
Value ($000) $11,341 Shares 435,516 Est. Cost $26.04 Unrealized —
IWM ISHARES TR 1.6%
Value ($000) $9,893 Shares 86,041 Est. Cost $114.98 Unrealized —
PBR PETROLEO BRASILEIRO SA PETRO 1.4%
Value ($000) $8,708 Shares 1,216,178 Est. Cost $7.16 Unrealized —
— EMPRESA NACIONAL DE ELCTRCID 1.4%
Value ($000) $8,678 Shares 312,948 Est. Cost $27.73 Unrealized —
— TELEFONICA BRASIL SA 1.4%
Value ($000) $8,348 Shares 613,796 Est. Cost $13.60 Unrealized —
— ENERSIS AMERICAS SA 1.4%
Value ($000) $8,196 Shares 1,096,792 Est. Cost $7.47 Unrealized —
— GRUPO FINANCIERO SANTANDER M 1.1%
Value ($000) $6,708 Shares 737,996 Est. Cost $9.09 Unrealized —
— AMERICA MOVIL SAB DE CV 1.0%
Value ($000) $6,027 Shares 491,580 Est. Cost $12.26 Unrealized —
— COMPANHIA PARANAENSE ENERG C 0.9%
Value ($000) $5,382 Shares 599,287 Est. Cost $8.98 Unrealized —
— VALE S A 0.9%
Value ($000) $5,317 Shares 1,325,934 Est. Cost $4.01 Unrealized —
— SYNGENTA AG 0.9%
Value ($000) $5,310 Shares 13,874 Est. Cost $382.73 Unrealized —
— BANCOLOMBIA S A 0.7%
Value ($000) $3,924 Shares 112,381 Est. Cost $34.92 Unrealized —
VALE VALE S A 0.6%
Value ($000) $3,607 Shares 712,847 Est. Cost $5.06 Unrealized —
EMBJ EMBRAER S A 0.5%
Value ($000) $3,151 Shares 145,071 Est. Cost $21.72 Unrealized —
— SPDR S&P 500 ETF TR 0.5%
Value ($000) $3,022 Shares 1,000 Est. Cost — Unrealized —
CIG COMPANHIA ENERGETICA DE MINA 0.5%
Value ($000) $2,785 Shares 1,260,245 Est. Cost $2.21 Unrealized —
SQM SOCIEDAD QUIMICA MINERA DE C 0.4%
Value ($000) $2,357 Shares 95,365 Est. Cost $24.72 Unrealized —
HEDJ WISDOMTREE TR 0.4%
Value ($000) $2,329 Shares 46,095 Est. Cost $50.53 Unrealized —
ENIC ENERSIS CHILE SA 0.3%
Value ($000) $1,974 Shares 338,597 Est. Cost $5.83 Unrealized —
— COMPANHIA BRASILEIRA DE DIST 0.3%
Value ($000) $1,757 Shares 120,771 Est. Cost $14.55 Unrealized —
EPI WISDOMTREE TR 0.3%
Value ($000) $1,625 Shares 80,500 Est. Cost $20.19 Unrealized —
GGB GERDAU S A 0.2%
Value ($000) $1,210 Shares 665,078 Est. Cost $1.82 Unrealized —
— CENCOSUD S A 0.2%
Value ($000) $1,140 Shares 127,362 Est. Cost $8.95 Unrealized —
LQD ISHARES TR 0.2%
Value ($000) $1,042 Shares 8,486 Est. Cost $122.79 Unrealized —
— SPDR S&P 500 ETF TR 0.1%
Value ($000) $726 Shares 5,000 Est. Cost — Unrealized —
HEZU ISHARES TR CUR HD EURZN ETF 0.1%
Value ($000) $626 Shares 26,000 Est. Cost $24.08 Unrealized —
EEMV ISHARES MIN VOL EMRG MKT 0.1%
Value ($000) $335 Shares 6,500 Est. Cost — Unrealized —
FEZ SPDR INDEX SHS FDS EURO STOXX 50 0.0%
Value ($000) $122 Shares 3,900 Est. Cost $31.28 Unrealized —
— CEMENTOS PACASMAYO S A A 0.0%
Value ($000) $48 Shares 5,428 Est. Cost $8.84 Unrealized —
UGP ULTRAPAR PARTICIPACOES S A 0.0%
Value ($000) $48 Shares 2,160 Est. Cost $22.22 Unrealized —
BVN COMPANIA DE MINAS BUENAVENTU 0.0%
Value ($000) $39 Shares 3,261 Est. Cost $11.96 Unrealized —
— LATAM AIRLS GROUP S A 0.0%
Value ($000) $34 Shares 5,190 Est. Cost $6.55 Unrealized —
— ISHARES TR 0.0%
Value ($000) $1 Shares 2,500 Est. Cost — Unrealized —