I only skimmed the text from one of the books I have on spain and got it a little wrong :

"The Society's founder and its first Superior General Ignatius Loyola came from a converso family and that he had wished he had been Jewish to have the honor of being from the same race as Jesus and the Virgin Mary."

Reads to me that he may not have been a converso himself but definitely from a family of them, and had sympathy with Jews.