13F-HR 1 jsamel13f300612.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: 30 June 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 13 July 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: 60 ---------------------------- Form 13F Information Table Value Total: $ 25,515 ---------------------------- (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 1206-3130-2012 FORM 13F INFORMATION TABLE NAME OF ISSUER TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------- --------- -------- -------- --- ---- ------- -------- ------ ------ ---- AIRCASTLE LTD Equity ~~368~~365 30,~~030~~279 Sole JSAMEL 365 0 0 ~~JSAMEL~~ALLIANCE 0DATA 0SYSTEMS ~~AMERCO~~CORP Equity ~~23586100~~18581108 2490 ~~226~~673 Sole ~~0 0~~ JSAMEL 2490 0 0 ~~AMERCO~~AMERICAN ~~CFD~~EQUITY ~~CFD~~INVT ~~23586100~~LIFE -9HL ~~2,902 Sole 0 0 JSAMEL - 9 0 0 AMEREN CORPORATION~~ Equity ~~23608102~~25676206 ~~576~~329 1729,~~679~~892 Sole ~~0 0~~ JSAMEL ~~576~~329 0 0 AMERICAN GREETINGS CORP-CL A Equity 26375105 ~~402~~325 2622,~~217~~290 Sole ~~0 0~~ JSAMEL ~~402~~325 0 0 ~~AMERICAN WATER WORKS CO INC Equity 30420103 455 13,375 Sole 0 0 JSAMEL 455 0 0~~ AMERICA'S CAR-MART INC Equity 03062T105 ~~418~~268 96,~~514~~900 Sole ~~0 0~~ JSAMEL ~~418~~268 0 0 ~~AOL~~APOLLO GROUP INC-CL A Equity ~~00184X105~~37604105 ~~357~~50 181,~~828~~385 Sole ~~0 0~~ JSAMEL ~~357~~50 0 0 APPLE INC Equity 37833100 ~~505~~399 ~~842~~684 Sole ~~0 0~~ JSAMEL ~~505~~399 0 0 ~~ASHLAND INC Equity 44209104 350 5,740 Sole 0 0 JSAMEL 350 0 0~~ ASSURANT INC Equity 04621X108 ~~477~~458 113,~~779~~156 Sole ~~0 0~~ JSAMEL ~~477~~458 0 0 ~~AVISTA~~BAIDU ~~CORP~~INC ~~CFD~~- ~~CFD~~SPON ~~05379B107~~ADR 8DReceip ~~13,985~~56752108 ~~Sole~~227 ~~0 0 JSAMEL 8 0 0 B&G FOODS INC Equity 05508R106 466 20~~1,~~697~~981 Sole ~~0 0~~ JSAMEL ~~466~~227 0 0 BOYD GAMING CORP Equity 103304101 ~~340~~249 4334,~~408~~706 Sole ~~0 0~~ JSAMEL ~~340~~249 0 0 ~~CACI INTERNATIONAL INC -CL A Equity 127190304 7,962 496 Sole 0 0 JSAMEL 0~~ CAMERON INTERNATIONAL CORP Equity 13342B105 ~~597~~209 114,~~300~~900 Sole ~~0 0~~ JSAMEL ~~597~~209 0 0 ~~CBIZ~~CF ~~INC~~INDUSTRIES ~~Equity~~HOLDINGS ~~124805102~~INC ~~390 61,675 Sole 0 0 JSAMEL 390 0 0 CELGENE CORP~~ Equity ~~151020104~~125269100 ~~549~~309 71,~~085~~598 Sole ~~0 0~~ JSAMEL ~~549~~309 0 0 CF INDUSTRIES HOLDINGS INC Equity 125269100 ~~401~~581 23,~~198~~000 Sole ~~0 0~~ JSAMEL ~~401~~581 0 0 ~~CNO~~COOPER ~~FINANCIAL~~INDUSTRIES ~~GROUP~~PLC ~~INC~~ Equity ~~1.26E+107~~2,541 ~~335 43~~37,~~089~~281 Sole ~~0 0~~ JSAMEL ~~335~~2,541 0 0 ~~CREDIT~~COPA ~~ACCEPTANCE~~HOLDINGS ~~CORP~~SA-CLASS A Equity ~~225310101~~318 ~~399~~ 3,~~953~~864 Sole ~~0 0~~ JSAMEL ~~399~~318 0 0 DILLARDS INC-CL A Equity 254067101 ~~335~~307 54,~~322~~824 Sole ~~0 0~~ JSAMEL ~~335~~307 0 0 DISCOVER FINANCIAL SERVICES Equity 254709108 ~~418~~416 212,~~552~~031 Sole ~~0 0~~ JSAMEL ~~418~~416 0 0 DOMTAR CORP Equity 257559203 ~~388~~340 4,~~064~~439 Sole ~~0 0~~ JSAMEL ~~388~~340 0 0 DXP ENTERPRISES INC Equity 233377407 ~~377~~275 86,~~670~~640 Sole ~~0 0~~ JSAMEL ~~377~~275 0 0 ~~EASTMAN~~ELSTER ~~CHEMICAL~~GROUP COSE-ADR ~~Equity~~DReceip ~~277432100~~290348101 ~~1,680~~851 3242,~~500~~000 Sole ~~0 0~~ JSAMEL ~~1,680~~851 0 0 ~~ENERGY~~EMC ~~XXI~~CORP/MASS ~~BERMUDA~~ Equity ~~345~~268648102 91,~~551~~291 50,400 Sole ~~0 0~~ JSAMEL ~~345~~129 0 0 EXELIS INC ~~CFD~~Equity ~~CFD~~ 30162A108 -6254 2025,~~336~~818 Sole ~~0 0~~ JSAMEL -254 6 0 0 FINANCIAL SELECT SECTOR SPDR ETF 81369Y605 ~~1,580~~585 ~~100~~40,000 Sole ~~0 0~~ JSAMEL ~~1,580~~585 0 0 FTI CONSULTING INC Equity 302941109 447 11,913 Sole 0 0 JSAMEL 447 0 0 GAMESTOP CORP-CLASS A Equity 36467W109 440 20,163 Sole 0 0 JSAMEL 440 0 0 GARMIN LTD CFD CFD -2 8,100 Sole 0 0 JSAMEL - 2 0 0 GENERAC HOLDINGS INC Equity 368736104 328 13,365 Sole 0 0 JSAMEL 328 0 0 GERBER SCIENTIFIC (Cntgy pymt) Equity 37373ESC5 0 38,600 Sole 0 0 JSAMEL - 0 0 GOODRICH CORP Equity 382388106 43,~~533~~722 3629,~~134~~334 Sole ~~0 0~~ JSAMEL 43,~~533~~722 0 0 ~~GOOGLE~~HALLIBURTON ~~INC-CL~~CO A Equity ~~38259P508~~406216101 ~~769~~207 17,~~200~~300 Sole ~~0 0~~ JSAMEL ~~769~~207 0 0 ~~HELIX~~HARTFORD ~~ENERGY~~FINANCIAL ~~SOLUTIONS~~SVCS ~~GROUP~~GRP Equity ~~42330P107~~416515104 ~~299~~241 1613,~~778~~690 Sole ~~0 0~~ JSAMEL ~~299~~241 0 0 ~~HI-TECH~~HILLSHIRE ~~PHARMACAL~~BRANDS CO ~~INC~~ Equity ~~42840B101~~432589109 ~~379~~231 108,~~545~~000 Sole ~~0 0~~ JSAMEL ~~379~~231 0 0 ~~JONES~~HOSPITALITY ~~GROUP~~PROPERTIES ~~INC/THE~~TRUST Equity ~~48020T101~~44106M102 ~~394~~310 3112,~~365~~546 Sole ~~0 0~~ JSAMEL ~~394~~310 0 0 ~~JOY~~HUNTSMAN ~~GLOBAL~~CORP ~~INC~~ Equity ~~481165108~~447011107 ~~783~~15 1012,~~650~~315 Sole ~~0 0~~ JSAMEL ~~783~~159 0 0 ~~LOOPNET~~KNOLOGY INC Equity ~~543524300~~499183804 ~~640~~1,042 3453,~~100~~000 Sole ~~0 0~~ JSAMEL ~~640~~1,042 0 0 LORILLARD INC Equity 544147101 ~~518~~496 43,~~002~~763 Sole ~~0 0~~ JSAMEL ~~518~~496 0 0 ~~LSB~~LYONDELLBASELL ~~INDUSTRIES INC Equity 502160104 52 1,328 Sole 0 0 JSAMEL 52 0 0 LSB INDUSTRIES INC CFD CFD 502160104 1 6,436 Sole 0 0 JSAMEL 1 0 0 YONDELLBASELL~~ INDU-CL A Equity ~~348~~282 7,~~968~~015 Sole ~~0 0~~ JSAMEL ~~348~~282 0 0 ~~MANHATTAN~~MACQUARIE ~~ASSOCIATES~~INFRASTRUCTURE ~~INC~~CO Equity ~~562750109~~55608B105 ~~515~~373 1011,~~837~~234 Sole ~~0 0~~ JSAMEL ~~515~~373 0 0 ~~MEDCO HEALTH SOLUTIONS INC Equity 58405U102 4,773 67,900 Sole 0 0 JSAMEL 4,773 0 0 MICRON TECHNOLOGY INC Equity 595112103 526 65,000 Sole 0 0 JSAMEL 526 0 0~~ MONSTER BEVERAGE CORP Equity 611740101 ~~408~~441 6,~~575~~207 Sole ~~0 0~~ JSAMEL ~~408~~441 0 0 ~~MOTOROLA MOBILITY HOLDINGS I Equity 620097105 8,601 19,201 Sole 0 0 JSAMEL 8,601 0 0 MYRIAD GENETICS INC Equity 62855J104 476 20,139 Sole 0 0 JSAMEL 476 0 0~~ NELNET INC-CL A Equity 64031N108 ~~419~~230 1610,~~170~~000 Sole ~~0 0~~ JSAMEL ~~419~~230 0 0 NETEASE.COM INC-ADR ~~Dep~~DReceip ~~Receipt~~ 64110W102 ~~450~~422 7,~~739~~172 Sole ~~0 0~~ JSAMEL ~~450~~422 0 0 NEUSTAR INC-CLASS A ~~CFD~~Equity ~~CFD~~ 64126X201 1115 103,~~117~~464 Sole ~~0 0~~ JSAMEL 1115 0 0 ~~NRG~~NOBLE ~~ENERGY~~CORP ~~INC~~ Equity ~~629377508~~211 ~~449 28~~6,~~627~~500 Sole ~~0 0~~ JSAMEL ~~449~~211 0 0 ~~OIL~~NRG ~~STATES~~ENERGY ~~INTERNATIONAL~~ INC Equity ~~678026105~~629377508 ~~340~~385 422,~~361~~181 Sole ~~0 0~~ JSAMEL ~~340~~385 0 0 ~~PARKER~~OASIS ~~DRILLING~~PETROLEUM ~~CO Equity 701081101 295 49,421 Sole 0 0 JSAMEL 295 0 0 PDL BIOPHARMA~~ INC Equity ~~69329Y104~~674215108 ~~511~~24 ~~80,346 Sole 0 0 JSAMEL 511 0 0 POLARIS INDUSTRIES INC CFD CFD 731068102 -~~1 4,~~323~~024 Sole ~~0 0~~ JSAMEL -24 1 0 0 ~~POTASH~~OGE ENERGY CORP ~~OF SASKATCHEWAN~~ Equity ~~73755L107~~670837103 ~~704~~28 ~~15,400~~553 Sole ~~0 0~~ JSAMEL ~~704~~28 0 0 ~~PREMIERE~~OIL ~~GLOBAL~~STATES ~~SERVICES~~INTERNATIONAL INC Equity ~~740585104~~678026105 ~~353~~289 394,~~101~~369 Sole ~~0 0~~ JSAMEL ~~353~~289 0 0 ~~PRESTIGE~~ON ~~BRANDS~~ASSIGNMENT ~~HOLDINGS~~ INC ~~CFD~~Equity ~~CFD~~682159108 ~~74112D101~~157 ~~63 6~~9,~~764~~858 Sole ~~0 0~~ JSAMEL 63157 0 0 ~~PROGRESS~~ORACLE ~~ENERGY~~CORP ~~INC~~Equity ~~CFD~~68389X105 ~~CFD 743263105 -13 51~~1,~~062~~340 ~~Sole 0 0 JSAMEL - 13 0 0 QUESTCOR PHARMACEUTICALS Equity 74835Y101 362 9~~45,~~635~~150 Sole ~~0 0~~ JSAMEL ~~362 0 0 REGENERON PHARMACEUTICALS Equity 75886F107 330 2~~1,~~829~~340 ~~Sole~~ 0 0 ~~JSAMEL~~PAR ~~330~~PHARMACEUTICAL 0COS ~~0 SAFEWAY~~ INC ~~CFD~~Equity ~~CFD~~69888P106 ~~786514208~~311 ~~0 7~~8,~~979~~625 Sole ~~0 0~~ JSAMEL 0311 0 0 ~~SCHULMAN~~PDL ~~(A.)~~BIOPHARMA INC Equity ~~808194104~~69329Y104 ~~436~~471 1671,~~143~~044 Sole ~~0 0~~ JSAMEL ~~436~~471 0 0 ~~SEAGATE~~PHILIP ~~TECHNOLOGY~~MORRIS ~~Equity~~INTERNATIONAL ~~325 12,061 Sole 0 0 JSAMEL 325 0 0 SLM CORP~~ Equity ~~78442P106~~718172109 24129 1,~~527~~481 Sole ~~0 0~~ JSAMEL 24129 0 0 ~~SLM~~PLX ~~CORP~~TECHNOLOGY ~~CFD~~INC ~~CFD~~Equity ~~78442P106~~693417107 ~~-15~~635 23100,~~029~~000 Sole ~~0 0~~ JSAMEL -635 15 0 0 ~~SMITHFIELD~~POLARIS ~~FOODS~~INDUSTRIES INC Equity ~~832248108~~731068102 ~~406~~42 ~~18,409~~596 Sole ~~0 0~~ JSAMEL ~~406~~42 0 0 ~~SOLUTIA~~QUESTCOR ~~INC~~PHARMACEUTICALS Equity ~~834376501~~74835Y101 ~~1,453~~238 524,~~000~~479 Sole ~~0 0~~ JSAMEL ~~1,453~~238 0 0 ~~SOLUTIA~~ROCKWOOD ~~INC~~HOLDINGS ~~CFD CFD 834376501 27 44,000 Sole 0 0 JSAMEL 27 0 0 SPDR BARCLAYS CAPITAL HIGH ETF 78464A417 996 25,300 Sole 0 0 JSAMEL 996 0 0 SUPERVALU~~ INC Equity ~~868536103~~774415103 ~~402~~68 701,~~317~~550 Sole ~~0 0~~ JSAMEL ~~402~~68 0 0 ~~SYMETRA~~SEAGATE ~~FINANCIAL~~TECHNOLOGY ~~CORP~~Equity ~~CFD~~233 ~~CFD 87151Q106 5 31~~9,~~894~~429 Sole ~~0 0~~ JSAMEL 5233 0 0 ~~TAL~~SOLUTIA ~~INTERNATIONAL GROUP~~ INC Equity ~~874083108~~834376501 ~~420~~434 ~~11,443 Sole 0 0 JSAMEL 420 0 0 TALEO CORP-CLASS A Equity 87424N104 696~~ 15,~~146~~500 Sole ~~0 0~~ JSAMEL ~~696~~434 0 0 TECH DATA CORP ~~CFD~~Equity ~~CFD~~ 878237106 041 ~~7,683~~863 Sole ~~0 0~~ JSAMEL 041 0 0 ~~TEMPUR-PEDIC~~TESORO ~~INTERNATIONAL~~CORP Equity ~~88023U101~~881609101 ~~388~~111 4,~~600~~466 Sole ~~0 0~~ JSAMEL ~~388~~111 0 0 ~~TEXAS CAPITAL BANCSHARES INC Equity 88224Q107 383 11,060 Sole 0 0 JSAMEL 383 0 0~~ TORCHMARK CORP Equity 891027104 2597 ~~506 Sole 0 0 JSAMEL 25 0 0 TPC GROUP INC Equity 89236Y104 245 5~~1,~~535~~932 Sole ~~0 0~~ JSAMEL ~~245~~97 0 0 UNITED RENTALS INC Equity 911363109 ~~1,158~~398 ~~26,989 Sole 0 0 JSAMEL 1,158 0 0 UNIVERSAL CORP/VA Equity 913456109 513~~ 11,~~001~~700 Sole ~~0 0~~ JSAMEL ~~513~~398 0 0 ~~WALTER ENERGY INC Equity 93317Q105 391 6,600 Sole 0 0 JSAMEL 391 0 0 WATERS CORP Equity 941848103 189 2,044 Sole 0 0 JSAMEL 189 0 0~~ WELLCARE HEALTH PLANS INC ~~CFD~~Equity ~~CFD~~ 94946T106 ~~108~~99 51,~~077~~869 Sole ~~0 0~~ JSAMEL ~~108~~99 0 0 WESTERN ~~UNION~~REFINING COINC Equity ~~959802109~~959319104 ~~755~~27 421,~~900~~245 Sole ~~0 0~~ JSAMEL ~~755~~27 0 0 YAHOO! INC Equity 984332106 ~~837~~411 5526,000 Sole ~~0 0~~ JSAMEL ~~837~~411 0 0

REPORT SUMMARY 60 DATA RECORDS $25,515

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