13F-HR 1 jsamel13f300912.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 September 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 November2012 --------------------- --------------------- ------------------- [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: 61 ---------------------------- Form 13F Information Table Value Total: $ 32,751 ---------------------------- (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 06-30-2012 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 365 30,279 Sole JSAMEL 365 0 0~~ ALLIANCE DATA SYSTEMS CORP Equity 18581108 9045 ~~673~~319 Sole JSAMEL 90319 0 0 AMERICAN ~~EQUITY~~GREETINGS ~~INVT~~CORP-CL ~~LIFE~~A HL Equity ~~25676206~~26375105 ~~329~~347 2920,~~892~~662 Sole JSAMEL ~~329~~20,662 0 0 ~~AMERICAN~~AMERIGROUP ~~GREETINGS~~ CORP~~-CL~~ A Equity ~~26375105~~03073T102 ~~325~~837 229,~~290~~150 Sole JSAMEL ~~325~~9,150 0 0 ~~AMERICA'S~~AMERIGROUP ~~CAR-MART~~CORP ~~INC~~ Equity ~~03062T105~~03073T102 ~~268~~150 61,~~900~~640 Sole JSAMEL ~~268~~1,640 0 0 ~~APOLLO~~ARIBA ~~GROUP~~ INC~~-CL~~ A Equity ~~37604105~~04033V203 50 1,~~385~~674 37,367 Sole JSAMEL 5037,367 0 0 ~~APPLE~~ARIBA INC Equity ~~37833100~~04033V203 ~~399~~300 ~~684~~6,689 Sole JSAMEL ~~399~~6,689 0 0 ASSURANT INC Equity 04621X108 ~~458~~424 1311,~~156~~375 Sole JSAMEL ~~458~~1 1,375 0 0 ~~BAIDU~~AVNET INC -Equity ~~SPON~~53807103 ~~ADR~~44 ~~DReceip 56752108 227~~ 1,~~981~~500 Sole JSAMEL ~~227~~1,500 0 0 ~~BOYD~~BELO ~~GAMING~~CORPORATION-A ~~CORP~~DepRec ~~Equity~~80555105 ~~103304101~~237 ~~249 34~~30,~~706~~219 Sole JSAMEL ~~249~~30,219 0 0 ~~CAMERON~~CEDAR ~~INTERNATIONAL~~FAIR ~~CORP~~LP Equity ~~13342B105~~150185106 ~~209~~17 ~~4,900~~500 Sole JSAMEL ~~209~~500 0 0 CF INDUSTRIES HOLDINGS INC Equity 125269100 ~~309~~297 1,~~598~~335 Sole JSAMEL ~~309~~1,335 0 0 CFCLIFFS ~~INDUSTRIES~~NATURAL ~~HOLDINGS~~RESOURCES INC Equity ~~125269100~~18683K101 ~~581~~124 3,~~000~~161 Sole JSAMEL ~~581~~3,161 0 0 COOPER INDUSTRIES PLC Equity 2,~~541~~438 3732,~~281~~481 Sole JSAMEL 232,~~541~~481 0 0 ~~COPA~~COOPER ~~HOLDINGS~~INDUSTRIES ~~SA-CLASS~~PLC A Equity ~~318~~458 36,~~864~~100 Sole JSAMEL ~~318~~6,100 0 0 ~~DILLARDS~~COVENTRY HEALTH CARE INC~~-CL~~ AEquity 222862104 275 6,600 Sole JSAMEL 6,600 0 0 DOLLAR THRIFTY AUTOMOTIVE GP Equity ~~254067101~~256743105 ~~307~~869 410,~~824~~000 Sole JSAMEL ~~307~~10,000 0 0 ~~DISCOVER~~DOLLAR ~~FINANCIAL~~THRIFTY ~~SERVICES~~AUTOMOTIVE GP Equity ~~254709108~~256743105 ~~416~~213 122,~~031~~450 Sole JSAMEL ~~416~~2,450 0 0 DOMTAR CORP Equity 257559203 ~~340~~348 4,439 Sole JSAMEL ~~340~~4,439 0 0 ~~DXP~~DUN ~~ENTERPRISES~~& ~~INC~~BRADSTREET CORP Equity ~~233377407~~2.65E+104 ~~275~~48 ~~6,640~~600 Sole JSAMEL ~~275~~600 0 0 ~~ELSTER~~DXP ~~GROUP~~ENTERPRISES ~~SE-ADR~~INC ~~DReceip~~DepRec ~~290348101~~233377407 ~~851~~277 425,~~000~~789 Sole JSAMEL ~~851~~5,789 0 0 EMC CORP/MASS Equity 268648102 ~~1,291~~829 5030,400 Sole JSAMEL ~~129~~30,400 0 0 ~~EXELIS~~EPL OIL & GAS INC Equity ~~30162A108~~29270U303 ~~254~~263 2512,~~818~~959 Sole JSAMEL ~~254~~12,959 0 0 FINANCIAL SELECT SECTOR SPDR ETF 81369Y605 ~~585~~1,871 40120,000 Sole JSAMEL ~~585~~120,000 0 0 ~~GOODRICH~~HALLIBURTON ~~CORP~~CO Equity ~~382388106~~406216101 ~~3,722~~928 2927,~~334~~550 Sole JSAMEL 327,~~722~~550 0 0 ~~HALLIBURTON~~HARTFORD COFINANCIAL SVCS GRP Equity ~~406216101~~416515104 ~~207~~284 714,~~300~~608 Sole JSAMEL ~~207~~14,608 0 0 ~~HARTFORD~~HCA ~~FINANCIAL~~HOLDINGS ~~SVCS~~INC ~~GRP~~ Equity ~~416515104~~40412C101 ~~241~~233 137,~~690~~017 Sole JSAMEL ~~241~~7,017 0 0 HILLSHIRE BRANDS CO Equity 432589109 ~~231~~496 818,~~000~~539 Sole JSAMEL ~~231~~18,539 0 0 ~~HOSPITALITY~~HILLSHIRE ~~PROPERTIES~~BRANDS ~~TRUST~~CO Equity ~~44106M102~~432589109 ~~310~~119 124,~~546~~460 Sole JSAMEL ~~310~~4,460 0 0 ~~HUNTSMAN~~HOLLYFRONTIER CORP Equity ~~447011107~~436106108 1552 121,~~315~~260 Sole JSAMEL ~~159~~1,260 0 0 ~~KNOLOGY~~HOSPITALITY ~~INC~~PROPERTIES TRUST Equity ~~499183804~~44106M102 ~~1,042~~339 5314,~~000~~265 Sole JSAMEL 114,~~042~~265 0 0 ~~LORILLARD~~JARDEN ~~INC~~CORP Equity ~~544147101~~471109108 ~~496~~50 ~~3,763~~940 Sole JSAMEL ~~496~~940 0 0 ~~LYONDELLBASELL~~KKR ~~INDU-CL~~FINANCIAL AHOLDINGS LLC Equity ~~282~~48248A306 7356 35,~~015~~423 Sole JSAMEL ~~282~~35,423 0 0 ~~MACQUARIE~~LAS ~~INFRASTRUCTURE~~VEGAS COSANDS CORP Equity ~~55608B105~~517834107 ~~373~~927 1120,~~234~~000 Sole JSAMEL ~~373~~20,000 0 0 ~~MONSTER~~LEAR ~~BEVERAGE~~ CORP Equity ~~611740101~~521865204 ~~441~~46 61,~~207~~230 Sole JSAMEL ~~441~~1,230 0 0 ~~NELNET~~LEXMARK INTERNATIONAL INC-CL A Equity ~~64031N108~~529771107 ~~230~~49 102,~~000~~200 Sole JSAMEL ~~230~~2,200 0 0 ~~NETEASE.COM~~LYONDELLBASELL ~~INC~~INDU-~~ADR~~CL ~~DReceip~~A ~~64110W102~~DepRec ~~422~~309 75,~~172~~991 Sole JSAMEL ~~422~~5,991 0 0 ~~NEUSTAR~~MACQUARIE ~~INC-CLASS~~INFRASTRUCTURE ACO Equity ~~64126X201~~55608B105 ~~115~~324 37,~~464~~807 Sole JSAMEL ~~115~~7,807 0 0 ~~NOBLE~~NEUSTAR ~~CORP~~INC-CLASS A Equity ~~211~~64126X201 654 1,~~500~~350 Sole JSAMEL ~~211~~1,350 0 0 ~~NRG~~NEXEN ~~ENERGY~~ INC Equity ~~629377508~~65334H102 ~~385~~3,776 22149,~~181~~000 Sole JSAMEL ~~385~~149,000 0 0 ~~OASIS~~NEXEN ~~PETROLEUM~~ INC Equity ~~674215108~~65334H102 24661 126,~~024~~100 Sole JSAMEL 2426,100 0 0 ~~OGE~~NOBLE ~~ENERGY~~ CORP Equity ~~670837103~~558 2815,600 ~~553~~ Sole JSAMEL 2815,600 0 0 OIL STATES INTERNATIONAL INC Equity 678026105 ~~289~~251 43,~~369~~159 Sole JSAMEL ~~289~~3,159 0 0 ON ASSIGNMENT INC Equity ~~682159108~~6.82E+08 ~~157~~216 910,~~858~~830 Sole JSAMEL ~~157~~10,830 0 0 ~~ORACLE~~PDL ~~CORP~~BIOPHARMA INC Equity ~~68389X105~~69329Y104 ~~1,340~~505 4565,~~150~~595 Sole JSAMEL 165,~~340~~595 0 0 ~~PAR~~PLX ~~PHARMACEUTICAL~~TECHNOLOGY ~~COS~~ INC Equity ~~69888P106~~693417107 ~~311~~2,912 8506,~~625~~490 Sole JSAMEL ~~311~~506,490 0 0 ~~PDL~~PLX ~~BIOPHARMA~~TECHNOLOGY INC Equity ~~69329Y104~~693417107 ~~471~~624 71108,~~044~~500 Sole JSAMEL ~~471~~108,500 0 0 ~~PHILIP~~POLARIS ~~MORRIS~~INDUSTRIES ~~INTERNATIONAL~~INC Equity ~~718172109~~731068102 ~~129~~19 ~~1,481~~231 Sole JSAMEL ~~129~~231 0 0 ~~PLX~~PRUDENTIAL ~~TECHNOLOGY~~FINANCIAL INC Equity ~~693417107~~744320102 ~~635~~47 ~~100,000~~860 Sole JSAMEL ~~635~~860 0 0 ~~POLARIS~~QUALCOMM ~~INDUSTRIES~~ INC Equity ~~731068102~~747525103 42625 ~~596~~10,000 Sole JSAMEL 4210,000 0 0 QUESTCOR PHARMACEUTICALS Equity 74835Y101 ~~238~~74 43,~~479~~986 Sole JSAMEL ~~238~~3,986 0 0 ~~ROCKWOOD~~RR ~~HOLDINGS~~DONNELLEY ~~INC~~& SONS CO Equity ~~774415103~~257867101 6845 14,~~550~~250 Sole JSAMEL 684,250 0 0 ~~SEAGATE~~SABRA ~~TECHNOLOGY~~HEALTH CARE REIT INC Equity ~~233~~78573L106 9436 21,~~429~~774 Sole JSAMEL ~~233~~21,774 0 0 ~~SOLUTIA~~SUBSEA ~~INC~~7 SA 1.000% 10/05/17 SR:SUBC CVT Equity ~~834376501~~EJ3827213 ~~434~~1,600 151,~~500~~600,000 Sole ~~JSAMEL~~JSAMEL1,600,000 ~~434~~ 0 0 ~~TECH~~SUBSEA ~~DATA~~7 ~~CORP~~SA 1.000% 10/05/17 SR:SUBC CVT Equity ~~878237106~~EJ3827213 41400 ~~863~~400,000 Sole JSAMEL 41400,000 0 0 TESORO CORP Equity 881609101 ~~111~~80 41,~~466~~910 Sole JSAMEL ~~111~~1,910 0 0 TORCHMARK CORP Equity 891027104 9799 1,932 Sole JSAMEL 971,932 0 0 ~~UNITED~~TYCO ~~RENTALS~~INTERNATIONAL ~~INC~~LTD Equity ~~911363109~~1,845 ~~398 11~~32,~~700~~800 Sole JSAMEL ~~398~~32,800 0 0 ~~WELLCARE~~TYCO ~~HEALTH~~INTERNATIONAL ~~PLANS~~LTD ~~INC~~ Equity ~~94946T106~~506 999,000 Sole JSAMEL 9,000 0 0 VALIDUS HOLDINGS LTD Equity 50 1,~~869~~465 Sole JSAMEL 991,465 0 0 ~~WESTERN~~WELLPOINT ~~REFINING~~ INC Equity ~~959319104~~94973V107 27305 15,~~245~~250 Sole JSAMEL 275,250 0 0 ~~YAHOO!~~WESTERN REFINING INC Equity ~~984332106~~959319104 ~~411~~168 266,~~000~~406 Sole JSAMEL ~~411~~6,406 0 0

REPORT SUMMARY 61 DATA RECORDS $32,751

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