# EDGAR Filing Document

**Accession Number:** 0001539996
**File Stem:** 0001162044-23-000130
**Filing Date:** 2023-1
**Character Count:** 21471
**Document Hash:** eff9c8d3131cd2beae5d4a123021794d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001162044-23-000130.hdr.sgml**: 20230131

**ACCESSION NUMBER**: 0001162044-23-000130

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230131

**DATE AS OF CHANGE**: 20230131

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DSS AMERICAFIRST QUANTITATIVE FUNDS
- **CENTRAL INDEX KEY:** 0001539996
- **IRS NUMBER:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22669
- **FILM NUMBER:** 23572151

**BUSINESS ADDRESS:**
- **STREET 1:** 9700 VILLAGE CENTER DRIVE
- **STREET 2:** SUITE 50-N
- **CITY:** GRANITE BAY
- **STATE:** CA
- **ZIP:** 95746
- **BUSINESS PHONE:** 916-757-6862

**MAIL ADDRESS:**
- **STREET 1:** 9700 VILLAGE CENTER DRIVE
- **STREET 2:** SUITE 50-N
- **CITY:** GRANITE BAY
- **STATE:** CA
- **ZIP:** 95746

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAFIRST QUANTITATIVE FUNDS
- **DATE OF NAME CHANGE:** 20120119

## Series and Classes Contracts Data

### DSS AmericaFirst Large Cap Share Buyback Fund (Series ID: S000056070)

| Class ID   | Class Name                                            | Ticker Symbol   |
|:---|:---|:---|
| C000176638 | DSS AmericaFirst Large Cap Share Buyback Fund Class A | SBQAX           |
| C000176639 | DSS AmericaFirst Large Cap Share Buyback Fund Class I | SBQIX           |
| C000176640 | DSS AmericaFirst Large Cap Share Buyback Fund Class U | SBQUX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** DSS AMERICAFIRST QUANTITATIVE FUNDS

- **b. Investment Company Act file number:** 811-22669

- **c. CIK number of Registrant:** 0001539996

- **d. LEI of Registrant:** 549300KFIJ1ZWDPJB360

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 9700 Village Center Drive

  - **City:** Granite Bay

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 95746

  - **Telephone number:** 916-787-9940

**Item A.2. Information about the Series.**

- **a. Name of Series:** AmericaFirst Large Cap Share Buyback Fund

- **b. EDGAR series identifier (if any):** S000056070

- **c. LEI of Series:** 549300NEEZJ503EZUM16

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $3952773.10

**Total Liabilities:** $16703.70

**Net Assets:** $3936069.40

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000176638 | 10.32%               | 7.02%                | -5.22%               |
| Class ID C000176640 | 10.26%               | 6.95%                | -5.38%               |
| Class ID C000176639 | 10.40%               | 6.97%                | -5.31%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-55520.27               | $435314.61                                 |
| Month 2  | $-4179.81                | $276711.03                                 |
| Month 3  | $-21197.76               | $-201585.76                                |

### Schedule of Portfolio Investments

| Name                                         | Title                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Aflac, Inc.                                  | Aflac, Inc.                                  | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      1174 | NS      | $84457.56     | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                         | American Express Co                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       536 | NS      | $79194.00     | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                   | Ameriprise Financial, Inc.                   | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       254 | NS      | $79087.98     | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                  | Amgen, Inc.                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       295 | NS      | $77478.80     | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                      | Applied Materials, Inc.                      | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       771 | NS      | $75079.98     | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                      | Arch Capital Group Ltd.                      | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      1410 | NS      | $88519.80     | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                               | AutoZone, Inc.                               | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        33 | NS      | $81383.94     | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                      | Bath & Body Works, Inc.                      | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      1988 | NS      | $83774.32     | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                     | Bristol-Myers Squibb Co.                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      1052 | NS      | $75691.40     | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                 | CF Industries Holdings, Inc.                 | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       781 | NS      | $66541.20     | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                        | Cardinal Health, Inc.                        | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      1054 | NS      | $81020.98     | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc.                             | Caterpillar Inc.                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       357 | NS      | $85522.92     | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd.                                   | Chubb Ltd.                                   | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       385 | NS      | $84931.00     | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                               | ConocoPhillips                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       684 | NS      | $80712.00     | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                           | Devon Energy Corp.                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      1233 | NS      | $75841.83     | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc. | Expeditors International of Washington, Inc. | CUSIP: 496902404<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       728 | NS      | $75653.76     | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet, Inc.                               | Fortinet, Inc.                               | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      1589 | NS      | $77686.21     | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                    | Fox Corp. Class B                            | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      2768 | NS      | $78749.60     | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                | Gartner, Inc.                                | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       241 | NS      | $81009.74     | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc.                              | Globe Life Inc.                              | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       704 | NS      | $84867.20     | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp.                                    | KLA Corp.                                    | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       215 | NS      | $81061.45     | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                | Koninklijke Ahold Delhaize NV ADR            | CUSIP: 500467501<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |         1 | NS      | $28.70        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                                 | Lenar Corp. Class B                          | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      1163 | NS      | $86969.14     | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                        | Lockheed Martin Corp.                        | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       174 | NS      | $84649.26     | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                            | Lowe's Cos., Inc.                            | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       397 | NS      | $79098.28     | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp.                           | Marathon Oil Corp.                           | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      2758 | NS      | $74659.06     | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                     | Marathon Petroleum Corp.                     | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       694 | NS      | $80774.66     | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp.                                  | Masco Corp.                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      1664 | NS      | $77658.88     | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                               | McKesson Corp.                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       221 | NS      | $82901.52     | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                                | MetLife, Inc.                                | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      1101 | NS      | $79679.37     | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna, Inc.                                | Moderna, Inc.                                | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       480 | NS      | $86217.60     | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                             | NRG Energy, Inc.                             | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      1990 | NS      | $63321.80     | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                    | NVR, Inc.                                    | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        18 | NS      | $83026.44     | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp.                       | Norfolk Southern Corp.                       | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       329 | NS      | $81072.18     | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                  | Nucor Corp.                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       563 | NS      | $74209.03     | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                    | O'Reilly Automotive, Inc.                    | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        98 | NS      | $82714.94     | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line, Inc.              | Old Dominion Freight Line, Inc.              | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       279 | NS      | $79174.62     | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc.           | PNC Financial Services Group, Inc.           | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       502 | NS      | $79285.88     | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.              | Principal Financial Group, Inc.              | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       942 | NS      | $79052.64     | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                               | Teradyne, Inc.                               | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       904 | NS      | $78964.40     | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron, Inc.                                | Textron, Inc.                                | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      1184 | NS      | $83827.20     | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Financial Services Group, Inc.  | The Hartford Financial Services Group, Inc.  | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      1106 | NS      | $83867.98     | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                               | The Kroger Co.                               | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      1717 | NS      | $76543.86     | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                            | Ulta Beauty, Inc.                            | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       182 | NS      | $85370.74     | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp.                          | Union Pacific Corp.                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       389 | NS      | $80550.23     | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                         | United Rentals, Inc.                         | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       239 | NS      | $84945.38     | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                          | Valero Energy Corp.                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       632 | NS      | $80175.52     | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisign, Inc.                               | VeriSign, Inc.                               | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       423 | NS      | $86901.12     | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                            | Wells Fargo & Co.                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      1762 | NS      | $72752.98     | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                            | Yum! Brands, Inc.                            | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       657 | NS      | $84148.56     | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorporation N.A.                    | Zions Bancorporation N.A.                    | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      1630 | NS      | $80130.80     | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

**Name of Applicant:** AmericaFirst Quantitative Funds

**Signature:** /s/ Rick Gonsalves

**Name of Signer:** Rick Gonsalves

**Title:** Trustee and President