It depends. Technically speaking, the United States also taxes the income. However, you can claim a credit for the taxes you are paying to Brazil by filing Form 1116, Foreign Tax Credit. Here is an FAQ with more information: https://ttlc.intuit.com/replies/3302405
You also need to know how to enter your pension income. The following TurboTax FAQ will guide you with this as well: https://ttlc.intuit.com/replies/3290703