13F-HR 1 jsamel13f310312.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 31 March 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: J.Safra Asset Management (Europe) Ltd -------------------------------------------------------------- Address: 47 Berkeley Square -------------------------------------------------------------- London W1J 5AU -------------------------------------------------------------- United Kindom -------------------------------------------------------------- Form 13F File Number: 028-14611 -------------------------------------------- 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: Mr. Paul Ellis ---------------------------------------------------------- Title: Compliance Officer ---------------------------------------------------------- Phone: 44 207 514 1016 ---------------------------------------------------------- Signature, Place, and Date of Signing: /s/ Paul Ellis London, UK 03 May 2012 --------------------- --------------------- ------------------- [Signature] [City, State] [Date] Report Type (Check only one.): [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)). List of Other Managers Reporting for this Manager: Form 13F File Number Name ------------------------------- Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: none ---------------------------- Form 13F Information Table Entry Total: 90 ---------------------------- Form 13F Information Table Value Total: $ 52,681 ---------------------------- (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. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] NONE.

FORM 13F 12-31-2012 FORM 13F INFORMATION TABLE ~~Voting Authority~~ NAME OF ISSUER TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY OF CLASS CUSIP ~~VALUE~~ (x$1000) ~~SHARES/~~PRN ~~AMOUNT~~AMT ~~INVSTMNT~~PRN ~~DSCRTN~~CALL ~~MANAGER~~DSCRETN MANAGERS SOLE ~~Shared~~SHARED ~~None~~NONE 99------------------------------ ~~CENTS~~---------- ~~ONLY~~--------- ~~STORES~~-------- ~~Equity~~-------- ~~65440K106~~--- ~~788~~---- ~~35,899~~------- ~~Sole~~-------- ~~JSAMEL~~------ ~~788~~------ ---- AIRCASTLE LTD Equity 368 30,030 Sole 0 0 ~~ADVANCED~~JSAMEL ~~ANALOGIC~~0 ~~TECHNOLOGI~~0 AMERCO Equity ~~00752J108~~23586100 ~~1,397~~24 ~~241,737~~226 Sole 0 0 JSAMEL ~~1,397~~24 0 0 ~~AETNA~~AMERCO ~~INC~~CFD ~~Equity~~CFD ~~00817Y108~~23586100 ~~452~~-9 102,~~720~~902 Sole 0 0 JSAMEL ~~452~~- 9 0 0 ~~AIRCASTLE~~AMEREN ~~LTD~~CORPORATION Equity ~~G0129K104~~23608102 ~~398~~576 3117,~~298~~679 Sole 0 0 JSAMEL ~~398~~576 0 0 ~~ALEXION~~AMERICAN ~~PHARMACEUTICALS~~GREETINGS ~~INC~~CORP-CL A Equity ~~15351109~~26375105 ~~520~~402 726,~~275~~217 Sole 0 0 JSAMEL ~~520~~402 0 0 ~~ALLIANCE~~AMERICAN ~~DATA~~WATER ~~SYSTEMS~~WORKS ~~CORP~~CO INC Equity ~~18581108~~30420103 ~~466~~455 413,~~492~~375 Sole 0 0 JSAMEL ~~466~~455 0 0 ~~ALTRIA~~AMERICA'S ~~GROUP~~CAR-MART INC Equity ~~02209S103~~03062T105 ~~551~~418 189,~~577~~514 Sole 0 0 JSAMEL ~~551~~418 0 0 ~~AMEREN~~AOL ~~CORPORATION~~INC Equity ~~23608102~~00184X105 ~~535~~357 1618,~~149~~828 Sole 0 0 JSAMEL ~~535~~357 0 0 ~~AMERICA'S~~APPLE ~~CAR-MART~~ INC Equity ~~03062T105~~37833100 ~~411~~505 ~~10,490~~842 Sole 0 0 JSAMEL ~~411~~505 0 0 ~~APPLE~~ASHLAND INC Equity ~~37833100~~44209104 ~~491~~350 15,~~213~~740 Sole 0 0 JSAMEL ~~491~~350 0 0 ASSURANT INC Equity 04621X108 ~~526~~477 121,~~804~~779 Sole 0 0 JSAMEL ~~526~~477 0 0 ~~AUTOZONE~~AVISTA ~~INC~~CORP ~~Equity~~CFD ~~53332102~~CFD ~~536~~05379B107 18 13,~~648~~985 Sole 0 0 JSAMEL ~~536~~8 0 0 B&G FOODS INC Equity 05508R106 ~~443~~466 1820,~~422~~697 Sole 0 0 JSAMEL ~~443~~466 0 0 ~~BRIDGEPOINT~~BOYD ~~EDUCATION~~GAMING ~~INC~~CORP Equity ~~10807M105~~103304101 ~~392~~340 1743,~~045~~408 Sole 0 0 JSAMEL ~~392~~340 0 0 ~~C&J~~CACI ~~ENERGY~~INTERNATIONAL ~~SERVICES~~ INC ~~Equity~~-CL ~~12467B304~~A ~~308~~Equity 14127190304 7,~~700~~962 496 Sole ~~JSAMEL~~0 ~~308~~ 0 JSAMEL 0 ~~CACI~~CAMERON INTERNATIONAL ~~INC~~CORP ~~-CL A~~ Equity ~~127190304~~13342B105 ~~490~~597 811,~~768~~300 Sole 0 0 JSAMEL ~~490~~597 0 0 CBIZ INC Equity 124805102 ~~503~~390 8261,~~335~~675 Sole 0 0 JSAMEL ~~503~~390 0 0 CELGENE CORP Equity 151020104 ~~554~~549 87,~~195~~085 Sole 0 0 JSAMEL ~~554~~549 0 0 CF INDUSTRIES HOLDINGS INC Equity 125269100 ~~424~~401 2,~~924~~198 Sole 0 0 JSAMEL ~~424~~401 0 0 ~~CHEVRON~~CNO ~~CORP~~FINANCIAL GROUP INC Equity ~~166764100~~1.26E+107 ~~541~~335 543,089 Sole 0 0 JSAMEL ~~541~~335 0 0 ~~CHINA~~CREDIT ~~MOBILE~~ACCEPTANCE ~~LTD-SPON~~CORP ~~ADR~~Equity ~~Depository~~225310101 ~~Receipt~~399 ~~16941M109 511 10~~3,~~538~~953 Sole 0 0 JSAMEL ~~511~~399 0 0 ~~CHINA~~DILLARDS ~~PETROLEUM & CHEM~~INC-~~ADR~~CL ~~Depository~~A ~~Receipt~~Equity ~~16941R108~~254067101 ~~448~~335 45,~~265~~322 Sole 0 0 JSAMEL ~~448~~335 0 0 ~~CIGNA~~DISCOVER ~~CORP~~FINANCIAL SERVICES Equity ~~125509109~~254709108 ~~443~~418 102,~~541~~552 Sole 0 0 JSAMEL ~~443~~418 0 0 ~~CINCINNATI~~DOMTAR ~~BELL~~CORP ~~INC~~ Equity ~~171871106~~257559203 ~~439~~388 ~~144~~4,~~751~~064 Sole 0 0 JSAMEL ~~439~~388 0 0 ~~CLEARWATER~~DXP ~~PAPER~~ENTERPRISES ~~CORP~~INC Equity ~~18538R103~~233377407 ~~426~~377 118,~~971~~670 Sole 0 0 JSAMEL ~~426~~377 0 0 ~~CONOCOPHILLIPS~~EASTMAN CHEMICAL CO Equity ~~20825C104~~277432100 ~~511~~1,680 732,~~008~~500 Sole 0 0 JSAMEL ~~511~~1,680 0 0 ~~CONSTELLATION~~ ENERGY ~~GROUP~~XXI ~~CFD~~BERMUDA ~~Contract~~Equity ~~for~~345 ~~Difference 210371100 42 55~~9,~~500~~551 Sole 0 0 JSAMEL 42345 0 0 ~~COSAN~~EXELIS ~~LTD-CLASS~~INC ACFD ~~SHARES~~CFD ~~Equity~~30162A108 ~~G25343107~~-6 ~~429 39~~20,~~182~~336 Sole 0 0 JSAMEL ~~429~~- 6 0 0 ~~CYS~~FINANCIAL ~~INVESTMENTS~~SELECT ~~INC~~SECTOR ~~Equity~~SPDR ~~12673A108~~ETF ~~552~~81369Y605 411,~~973~~580 100,000 Sole 0 0 JSAMEL ~~552~~1,580 0 0 ~~DELUXE~~FTI ~~CORP~~CONSULTING INC Equity ~~248019101~~302941109 ~~409~~447 1711,~~976~~913 Sole 0 0 JSAMEL ~~409~~447 0 0 ~~DIRECTV~~GAMESTOP CORP-CLASS A Equity ~~25490A101~~36467W109 ~~496~~440 1120,~~601~~163 Sole 0 0 JSAMEL ~~496~~440 0 0 ~~DISCOVER~~GARMIN ~~FINANCIAL~~LTD ~~SERVICES~~CFD ~~Equity~~CFD ~~254709108~~-2 ~~438 18~~8,~~267~~100 Sole 0 0 JSAMEL ~~438~~- 2 0 0 ~~DOMTAR~~GENERAC ~~CORP~~HOLDINGS INC Equity ~~257559203~~368736104 ~~341~~328 413,~~264~~365 Sole 0 0 JSAMEL ~~341~~328 0 0 ~~ENDURANCE~~GERBER ~~SPECIALTY~~SCIENTIFIC ~~HOLDINGS~~(Cntgy pymt) Equity ~~G30397106~~37373ESC5 ~~510~~0 1338,~~342~~600 Sole 0 0 JSAMEL ~~510~~- 0 0 ~~ENTERGY~~GOODRICH CORP Equity ~~29364G103~~382388106 ~~569~~4,533 736,~~792~~134 Sole 0 0 JSAMEL ~~569~~4,533 0 0 ~~EZCORP~~GOOGLE INC-CL A Equity ~~302301106~~38259P508 ~~410~~769 151,~~549~~200 Sole 0 0 JSAMEL ~~410~~769 0 0 ~~FTI~~HELIX ~~CONSULTING~~ENERGY ~~INC~~SOLUTIONS GROUP Equity ~~302941109~~42330P107 ~~484~~299 1116,~~403~~778 Sole 0 0 JSAMEL ~~484~~299 0 0 ~~GAMESTOP CORP~~HI-~~CLASS~~TECH APHARMACAL CO INC Equity ~~36467W109~~42840B101 ~~455~~379 1810,~~863~~545 Sole 0 0 JSAMEL ~~455~~379 0 0 ~~GENON~~JONES ~~ENERGY~~GROUP INC/THE Equity ~~3.72E+111~~48020T101 ~~381~~394 ~~145~~31,~~897~~365 Sole 0 0 JSAMEL ~~381~~394 0 0 ~~GOLD~~JOY ~~FIELDS~~GLOBAL ~~LTD-SPONS~~INC ~~ADR~~Equity ~~Depository~~481165108 ~~Receipt~~783 ~~38059T106 426 27~~10,~~919~~650 Sole 0 0 JSAMEL ~~426~~783 0 0 ~~GOODRICH~~LOOPNET ~~CORP~~INC Equity ~~382388106~~543524300 ~~3,616~~640 2934,~~234~~100 Sole 0 0 JSAMEL ~~3,616~~640 0 0 ~~H&R~~LORILLARD ~~BLOCK~~ INC Equity ~~93671105~~544147101 ~~481~~518 294,~~442~~002 Sole 0 0 JSAMEL ~~481~~518 0 0 ~~HEALTHSPRING~~LSB INDUSTRIES INC Equity ~~42224N101~~502160104 ~~2,222~~52 401,~~733~~328 Sole 0 0 JSAMEL ~~2,222~~52 0 0 ~~HI-TECH~~LSB ~~PHARMACAL~~INDUSTRIES CO INC ~~Equity~~CFD ~~42840B101~~CFD ~~401~~502160104 101 6,~~319~~436 Sole 0 0 JSAMEL ~~401~~1 0 0 ~~INNOSPEC~~YONDELLBASELL ~~INC~~INDU-CL A Equity ~~45768S105~~348 ~~249 8~~7,~~855~~968 Sole 0 0 JSAMEL ~~249~~348 0 0 ~~ITT~~MANHATTAN ~~EDUCATIONAL~~ASSOCIATES ~~SERVICES~~ INC Equity ~~45068B109~~562750109 ~~406~~515 710,~~138~~837 Sole 0 0 JSAMEL ~~406~~515 0 0 ~~LOOPNET~~MEDCO HEALTH SOLUTIONS INC Equity ~~543524300~~58405U102 24,~~005~~773 ~~109~~67,~~700~~900 Sole 0 0 JSAMEL 24,~~005~~773 0 0 ~~LORILLARD~~MICRON TECHNOLOGY INC Equity ~~544147101~~595112103 ~~522~~526 465,~~581~~000 Sole 0 0 JSAMEL ~~522~~526 0 0 ~~MANHATTAN~~MONSTER ~~ASSOCIATES~~BEVERAGE ~~INC~~CORP Equity ~~562750109~~611740101 ~~319~~408 76,~~885~~575 Sole 0 0 JSAMEL ~~319~~408 0 0 ~~MEDCO~~MOTOROLA ~~HEALTH~~MOBILITY ~~SOLUTIONS~~HOLDINGS ~~INC~~I Equity ~~58405U102~~620097105 28,~~376~~601 4219,~~500~~201 Sole 0 0 JSAMEL 28,~~376~~601 0 0 ~~MEDICINES~~MYRIAD ~~COMPANY~~GENETICS INC Equity ~~584688105~~62855J104 ~~372~~476 1920,~~942~~139 Sole 0 0 JSAMEL ~~372~~476 0 0 ~~MOTOROLA~~NELNET ~~MOBILITY~~INC-CL ~~HOLDINGS~~A I Equity ~~620097105~~64031N108 ~~3,403~~419 8716,~~703~~170 Sole 0 0 JSAMEL ~~3,403~~419 0 0 ~~NASDAQ~~NETEASE.COM ~~OMX~~INC-ADR ~~GROUP/THE~~Dep ~~Equity~~Receipt ~~631103108~~64110W102 ~~438~~450 177,~~854~~739 Sole 0 0 JSAMEL ~~438~~450 0 0 ~~NETEASE.COM~~NEUSTAR INC-~~ADR~~CLASS ~~Depository~~A ~~Receipt~~CFD ~~64110W102~~CFD ~~400~~64126X201 81 10,~~918~~117 Sole 0 0 JSAMEL ~~400~~1 0 0 ~~NETLOGIC~~NRG ~~MICROSYSTEMS~~ENERGY INC Equity ~~64118B100~~629377508 ~~2,599~~449 5228,~~425~~627 Sole 0 0 JSAMEL ~~2,599~~449 0 0 ~~NEWPARK~~OIL ~~RESOURCES~~STATES INTERNATIONAL INC Equity ~~651718504~~678026105 ~~331~~340 344,~~831~~361 Sole 0 0 JSAMEL ~~331~~340 0 0 ~~PACIFIC~~PARKER DRILLING SACO Equity ~~61169563~~701081101 ~~598~~295 6449,~~350~~421 Sole 0 0 JSAMEL ~~598~~295 0 0 PDL BIOPHARMA INC Equity 69329Y104 ~~352~~511 5680,~~845~~346 Sole 0 0 JSAMEL ~~352~~511 0 0 ~~PHARMASSET~~POLARIS INDUSTRIES INC ~~Equity~~CFD ~~71715N106~~CFD ~~3,795~~731068102 29-1 4,~~600~~323 Sole 0 0 JSAMEL ~~3,795~~- 1 0 0 ~~PHILIP~~POTASH ~~MORRIS~~CORP ~~INTERNATIONAL~~OF SASKATCHEWAN Equity ~~7.18E+08~~73755L107 ~~565~~704 715,~~200~~400 Sole 0 0 JSAMEL ~~565~~704 0 0 PREMIERE GLOBAL SERVICES INC Equity 740585104 ~~375~~353 4439,~~277~~101 Sole 0 0 JSAMEL ~~375~~353 0 0 ~~PROGRESS~~PRESTIGE ~~ENERGY~~BRANDS HOLDINGS INC CFD ~~Contract~~CFD ~~for~~74112D101 ~~Difference~~63 6,764 Sole 0 0 JSAMEL 63 0 0 PROGRESS ENERGY INC CFD CFD 743263105 60-13 3451,~~585~~062 Sole 0 0 JSAMEL 60- 13 0 0 ~~PUBLIC~~QUESTCOR ~~SERVICE~~PHARMACEUTICALS ~~ENTERPRISE~~Equity GP74835Y101 362 9,635 Sole 0 0 JSAMEL 362 0 0 REGENERON PHARMACEUTICALS Equity ~~744573106~~75886F107 ~~576~~330 172,~~444~~829 Sole 0 0 JSAMEL ~~576~~330 0 0 ~~RIGHTNOW~~SAFEWAY ~~TECHNOLOGIES~~INC CFD CFD 786514208 0 7,979 Sole 0 0 JSAMEL 0 0 0 SCHULMAN (A.) INC Equity ~~76657R106~~808194104 1436 16,~~854~~143 43Sole 0 0 JSAMEL 436 0 0 SEAGATE TECHNOLOGY Equity 325 12,~~400~~061 Sole 0 0 JSAMEL 325 0 0 SLM CORP Equity 78442P106 24 1,~~854~~527 Sole 0 0 JSAMEL 24 0 0 SLM CORP CFD CFD 78442P106 -15 23,029 Sole 0 0 JSAMEL - 15 0 0 SMITHFIELD FOODS INC Equity 832248108 ~~305~~406 1218,~~560~~409 Sole 0 0 JSAMEL ~~305~~406 0 0 ~~SOUTHERN~~SOLUTIA ~~UNION~~INC COEquity 834376501 1,453 52,000 Sole 0 0 JSAMEL 1,453 0 0 SOLUTIA INC CFD ~~Contract~~CFD ~~for~~834376501 ~~Difference~~27 ~~844030106~~44,000 21Sole 800 0 JSAMEL 27 0 0 SPDR BARCLAYS CAPITAL HIGH ETF 78464A417 996 25,~~200~~300 Sole 0 0 JSAMEL 21996 0 0 ~~SUCCESSFACTORS~~SUPERVALU INC Equity ~~864596101~~868536103 ~~1,595~~402 4070,~~000~~317 Sole 0 0 JSAMEL 1402 0 0 SYMETRA FINANCIAL CORP CFD CFD 87151Q106 5 31,~~595~~894 Sole 0 0 JSAMEL 5 0 0 TAL INTERNATIONAL GROUP INC Equity 874083108 ~~417~~420 1411,~~499~~443 Sole 0 0 JSAMEL ~~417~~420 0 0 ~~TESORO~~TALEO CORP-CLASS A Equity ~~881609101~~87424N104 ~~360~~696 15,~~424~~146 Sole 0 0 JSAMEL ~~360~~696 0 0 ~~UNIVERSAL~~TECH DATA CORP~~/VA~~ CFD CFD 878237106 0 7,683 Sole 0 0 JSAMEL 0 0 0 TEMPUR-PEDIC INTERNATIONAL Equity ~~913456109~~88023U101 ~~506~~388 114,~~001~~600 Sole 0 0 JSAMEL ~~506~~388 0 0 ~~VERISK~~TEXAS ~~ANALYTICS~~CAPITAL BANCSHARES INC~~-CLASS~~ A Equity ~~92345Y106~~88224Q107 ~~550~~383 1311,~~715~~060 Sole 0 0 JSAMEL ~~550~~383 0 0 ~~VISA~~TORCHMARK CORP Equity 891027104 25 506 Sole 0 0 JSAMEL 25 0 0 TPC GROUP INC~~-CLASS~~ AEquity ~~SHARES~~89236Y104 245 5,535 Sole 0 0 JSAMEL 245 0 0 UNITED RENTALS INC Equity ~~92826C839~~911363109 21,~~031~~158 2026,~~000~~989 Sole 0 0 JSAMEL 21,~~031~~158 0 0 ~~WARNER~~UNIVERSAL ~~CHILCOTT~~CORP/VA ~~PLC-CLASS~~Equity A913456109 513 11,001 Sole 0 0 JSAMEL 513 0 0 WALTER ENERGY INC Equity ~~00B446CM7~~93317Q105 ~~400~~391 266,~~409~~600 Sole 0 0 JSAMEL ~~400~~391 0 0 ~~WINDSTREAM~~WATERS CORP Equity ~~97381W104~~941848103 ~~559~~189 472,~~604~~044 Sole 0 0 JSAMEL ~~559~~189 0 0 ~~WORLD~~WELLCARE ~~ACCEPTANCE~~HEALTH ~~CORP~~PLANS INC CFD CFD 94946T106 108 5,077 Sole 0 0 JSAMEL 108 0 0 WESTERN UNION CO Equity ~~981419104~~959802109 ~~462~~755 642,~~292~~900 Sole 0 0 JSAMEL ~~462~~755 0 0 YAHOO! INC Equity 984332106 ~~1,258~~837 7855,000 Sole ~~JSAMEL 1,258~~ 0 0 ~~Report~~JSAMEL ~~Summary~~837 770 ~~56,225~~0

REPORT SUMMARY 90 DATA RECORDS $52,681

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