13F-HR 1 ss156975_13fhr.txt FORM 13F HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2012 Check here if Amendment [ ]; Amendment Number: --------- This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Itau USA Asset Management Inc. Address: 767 Fifth Avenue 50th Floor New York, NY 10153 Form 13F File Number: 28-14678 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Jake Shaeffer Title: Treasurer Phone: (212) 710-6715 Signature, Place, and Date of Signing: /s/ Jake Shaeffer New York, NY November 7, 2012 --------------------------- ------------------------ ---------------------- [Signature] [City, State] [Date] Report Type (Check one only): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 60 Form 13F Information Table Value Total: $423,560 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ----------------------------- -------------- --------- -------- ------------------ ---------- -------- ----------------------------- TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ----------------------------- -------------- --------- -------- --------- --- ---- ---------- -------- --------- --------- --------- AEROPOSTALE COM 007865108 193 14,300 SH DEFINED 14,300 ------------------------------------------------------------------------------------------------------------------------------------ SPDR SERIES TRUST S&P REGL BKG 78464A698 209 7,300 SH DEFINED 7,300 ------------------------------------------------------------------------------------------------------------------------------------ TIMKEN CO COM 887389104 212 5,715 SH DEFINED 5,715 ------------------------------------------------------------------------------------------------------------------------------------ AMPHENOL CORP NEW CL A 032095101 233 3,950 SH DEFINED 3,950 ------------------------------------------------------------------------------------------------------------------------------------ BROADRIDGE FINL SOLUTIONS IN COM 11133T103 237 10,150 SH DEFINED 10,150 ------------------------------------------------------------------------------------------------------------------------------------ TIFFANY & CO NEW COM 886547108 243 3,925 SH DEFINED 3,925 ------------------------------------------------------------------------------------------------------------------------------------ BIG LOTS INC COM 089302103 250 8,450 SH DEFINED 8,450 ------------------------------------------------------------------------------------------------------------------------------------ AZZ INC COM 002474104 266 7,010 SH DEFINED 7,010 ------------------------------------------------------------------------------------------------------------------------------------ MSC INDL DIRECT INC CL A 553530106 273 4,050 SH DEFINED 4,050 ------------------------------------------------------------------------------------------------------------------------------------ BMC SOFTWARE INC COM 055921100 288 6,935 SH DEFINED 6,935 ------------------------------------------------------------------------------------------------------------------------------------ EXPEDITORS INTL WASH INC COM 302130109 306 8,425 SH DEFINED 8,425 ------------------------------------------------------------------------------------------------------------------------------------ ADVANCE AUTO PARTS INC COM 00751Y106 361 5,275 SH DEFINED 5,275 ------------------------------------------------------------------------------------------------------------------------------------ GLOBAL PMTS INC COM 37940X102 384 9,175 SH DEFINED 9,175 ------------------------------------------------------------------------------------------------------------------------------------ GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 388 21,600 SH DEFINED 21,600 ------------------------------------------------------------------------------------------------------------------------------------ CAREFUSION CORP COM 14170T101 390 13,725 SH DEFINED 13,725 ------------------------------------------------------------------------------------------------------------------------------------ WESTERN UN CO COM 959802109 398 21,850 SH DEFINED 21,850 ------------------------------------------------------------------------------------------------------------------------------------ DAVITA INC COM 23918K108 407 3,925 SH DEFINED 3,925 ------------------------------------------------------------------------------------------------------------------------------------ COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 551 4,270 SH DEFINED 4,270 ------------------------------------------------------------------------------------------------------------------------------------ COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 716 127,096 SH DEFINED 127,096 ------------------------------------------------------------------------------------------------------------------------------------ BANCO DE CHILE SPONSORED ADR 059520106 859 10,305 SH DEFINED 10,305 ------------------------------------------------------------------------------------------------------------------------------------ SPN ADR COMPANHIA BRASILEIRA DE DIST PFD CL A 20440T201 1,523 33,767 SH DEFINED 33,767 ------------------------------------------------------------------------------------------------------------------------------------ SOUTHERN COPPER CORP COM 84265V105 1,708 49,703 SH DEFINED 49,703 ------------------------------------------------------------------------------------------------------------------------------------ GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 1,865 21,053 SH DEFINED 21,053 ------------------------------------------------------------------------------------------------------------------------------------ SPON ADR GRUPO TELEVISA SA REP ORD 40049J206 2,304 98,000 SH DEFINED 98,000 ------------------------------------------------------------------------------------------------------------------------------------ RIO TINTO PLC SPONSORED ADR 767204100 2,432 52,000 SH DEFINED 52,000 ------------------------------------------------------------------------------------------------------------------------------------ COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 2,528 64,897 SH DEFINED 64,897 ------------------------------------------------------------------------------------------------------------------------------------ SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 2,551 41,390 SH DEFINED 41,390 ------------------------------------------------------------------------------------------------------------------------------------ ISHARES TR S&P LTN AM 40 464287390 2,587 60,760 SH DEFINED 60,760 ------------------------------------------------------------------------------------------------------------------------------------ CPFL ENERGIA S A SPONSORED ADR 126153105 2,618 119,500 SH DEFINED 119,500 ------------------------------------------------------------------------------------------------------------------------------------ TIM PARTICIPACOES S A SPONSORED ADR 88706P205 2,670 138,900 SH DEFINED 138,900 ------------------------------------------------------------------------------------------------------------------------------------ ENERSIS S A SPONSORED ADR 29274F104 3,780 230,652 SH DEFINED 230,652 ------------------------------------------------------------------------------------------------------------------------------------ COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 3,936 324,736 SH DEFINED 324,736 ------------------------------------------------------------------------------------------------------------------------------------ CEMEX SAB DE CV SPON ADR NEW 151290889 4,507 540,998 SH DEFINED 540,998 ------------------------------------------------------------------------------------------------------------------------------------ ISHARES INC MSCI CDA INDEX 464286509 5,187 182,068 SH DEFINED 182,068 ------------------------------------------------------------------------------------------------------------------------------------ ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 5,302 237,637 SH DEFINED 237,637 ------------------------------------------------------------------------------------------------------------------------------------ SP ADR EMBRAER S A REP 4 COM 29082A107 5,546 208,349 SH DEFINED 208,349 ------------------------------------------------------------------------------------------------------------------------------------ ISHARES INC MSCI JAPAN 464286848 5,645 615,541 SH DEFINED 615,541 ------------------------------------------------------------------------------------------------------------------------------------
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ----------------------------- -------------- --------- -------- ------------------ ---------- -------- ----------------------------- TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ----------------------------- -------------- --------- -------- --------- --- ---- ---------- -------- --------- --------- --------- TELEFONICA BRASIL SA SPONSORED ADR 87936R106 5,908 271,741 SH DEFINED 271,741 ------------------------------------------------------------------------------------------------------------------------------------ VALE S A ADR REPSTG PFD 91912E204 6,216 358,054 SH DEFINED 358,054 ------------------------------------------------------------------------------------------------------------------------------------ BRF-BRASIL FOODS S A SPONSORED ADR 10552T107 6,502 375,826 SH DEFINED 375,826 ------------------------------------------------------------------------------------------------------------------------------------ ISHARES TR HIGH YLD CORP 464288513 6,511 70,537 SH DEFINED 70,537 ------------------------------------------------------------------------------------------------------------------------------------ PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 7,038 318,900 SH DEFINED 318,900 ------------------------------------------------------------------------------------------------------------------------------------ ISHARES S&P GSCI COMMODITY I UNIT BEN INT 46428R107 7,236 214,082 SH DEFINED 214,082 ------------------------------------------------------------------------------------------------------------------------------------ GRAN TIERRA ENERGY INC COM 38500T101 7,892 1,526,554 SH DEFINED 1,526,554 ------------------------------------------------------------------------------------------------------------------------------------ FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 8,489 92,295 SH DEFINED 92,295 ------------------------------------------------------------------------------------------------------------------------------------ SPDR GOLD TRUST GOLD SHS 78463V107 8,757 50,943 SH DEFINED 50,943 ------------------------------------------------------------------------------------------------------------------------------------ ISHARES TR RUSSELL 2000 464287655 9,025 108,166 SH DEFINED 108,166 ------------------------------------------------------------------------------------------------------------------------------------ ISHARES INC MSCI PAC J IDX 464286665 10,168 228,033 SH DEFINED 228,033 ------------------------------------------------------------------------------------------------------------------------------------ GERDAU S A SPONSORED ADR 373737105 10,566 1,110,992 SH DEFINED 1,110,992 ------------------------------------------------------------------------------------------------------------------------------------ ISHARES TR MSCI EMERG MKT 464287234 10,989 265,905 SH DEFINED 265,905 ------------------------------------------------------------------------------------------------------------------------------------ ISHARES INC MSCI BRAZIL 464286400 11,217 207,500 SH DEFINED 207,500 ------------------------------------------------------------------------------------------------------------------------------------ COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 16,144 421,955 SH DEFINED 421,955 ------------------------------------------------------------------------------------------------------------------------------------ ISHARES TR JPMORGAN USD 464288281 17,927 147,838 SH DEFINED 147,838 ------------------------------------------------------------------------------------------------------------------------------------ AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 21,015 826,384 SH DEFINED 826,384 ------------------------------------------------------------------------------------------------------------------------------------ SPON ADR ITAU UNIBANCO HLDG SA REP PFD 465562106 25,648 1,678,511 SH DEFINED 1,678,511 ------------------------------------------------------------------------------------------------------------------------------------ PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 25,674 1,119,407 SH DEFINED 1,119,407 ------------------------------------------------------------------------------------------------------------------------------------ VALE S A ADR 91912E105 26,507 1,480,814 SH DEFINED 1,480,814 ------------------------------------------------------------------------------------------------------------------------------------ BANCO BRADESCO S A SP ADR PFD NEW 059460303 26,698 1,661,334 SH DEFINED 1,661,334 ------------------------------------------------------------------------------------------------------------------------------------ MSCI VANGUARD INTL EQUITY INDEX F EUROPE ETF 922042874 29,798 658,366 SH DEFINED 658,366 ------------------------------------------------------------------------------------------------------------------------------------ SPDR S&P 500 ETF TR TR UNIT 78462F103 53,786 373,591 SH DEFINED 373,591 ------------------------------------------------------------------------------------------------------------------------------------