# EDGAR Filing Document

**Accession Number:** 0001539996
**File Stem:** 0001162044-23-000143
**Filing Date:** 2023-2
**Character Count:** 22567
**Document Hash:** 34d1b643c489a41fbed9d545d178b782
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001162044-23-000143.hdr.sgml**: 20230201

**ACCESSION NUMBER**: 0001162044-23-000143

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230201

**DATE AS OF CHANGE**: 20230201

**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:** 23576642

**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 Income Fund (Series ID: S000036987)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000113165 | DSS AmericaFirst Income Fund Class A | AFPAX           |
| C000113166 | DSS AmericaFirst Income Fund Class U | AFPUX           |
| C000113167 | DSS AmericaFirst Income Fund Class I | AFPIX           |

## 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 Income Fund

- **b. EDGAR series identifier (if any):** S000036987

- **c. LEI of Series:** 549300T45YWXYYZPCH94

**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:** $20323794.93

**Total Liabilities:** $44844.21

**Net Assets:** $20278950.72

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000113165 | 6.39%                | 4.80%                | -4.53%               |
| Class ID C000113166 | 6.36%                | 4.80%                | -4.69%               |
| Class ID C000113167 | 6.28%                | 4.97%                | -4.44%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-564755.64              | $1662768.50                                |
| Month 2  | $58877.87                | $845249.70                                 |
| Month 3  | $431912.49               | $-1457112.80                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PPL Corporation                      | PPL Corporation                                                             | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     13428 | NS      | $392366.16    | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                           | AT&T, Inc.                                                                  | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     20612 | NS      | $379466.92    | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                         | AbbVie, Inc.                                                                | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      2459 | NS      | $397398.99    | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                   | Altria Group, Inc.                                                          | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      8448 | NS      | $386158.08    | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.      | Annaly Capital Management, Inc.                                             | CUSIP: 035710409<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     18147 | NS      | $382538.76    | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.          | AvalonBay Communities, Inc.                                                 | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      2263 | NS      | $365519.76    | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties, Inc.              | Boston Properties, Inc.                                                     | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      5483 | NS      | $370541.14    | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                | Camden Property Trust                                                       | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      3294 | NS      | $368532.72    | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                        | Chevron Corp.                                                               | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2176 | NS      | $390570.24    | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                  | Cisco Systems, Inc.                                                         | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |      7960 | NS      | $379214.40    | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica, Inc.                       | Comerica, Inc.                                                              | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      5592 | NS      | $373825.20    | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                 | Corning Incorporated                                                        | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     11564 | NS      | $369354.16    | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                   | Coterra Energy Inc                                                          | CUSIP: 127097103<br>LEI: FCNMH607VWU7LHXMK351 | Long             | EC               | CORP              | US        |     14155 | NS      | $347788.35    | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                       | DTE Energy Co.                                                              | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      3376 | NS      | $396781.28    | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                   | Devon Energy Corp.                                                          | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      5726 | NS      | $352206.26    | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                | Dominion Energy, Inc.                                                       | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      6604 | NS      | $404957.28    | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow, Inc.                            | Dow, Inc.                                                                   | CUSIP: 260543103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     16249 | NS      | $818787.11    | 4.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co.                 | Eastman Chemical Co.                                                        | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      4592 | NS      | $373972.48    | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                   | Equity Residential                                                          | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      6128 | NS      | $361552.00    | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc.             | Extra Space Storage Inc.                                                    | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2479 | NS      | $364859.22    | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                    | Exxon Mobil Corp.                                                           | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      3538 | NS      | $390241.40    | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Money Market Obligations Trust       | Federated Hermes Institutional Prime Obligations Fund - Institutional Class | CUSIP: 60934N203<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    459580 | NS      | $459580.29    | 2.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                    | FirstEnergy Corp.                                                           | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      9493 | NS      | $398136.42    | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co.                       | Ford Motor Co.                                                              | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     28029 | NS      | $325977.27    | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources, Inc.             | Franklin Resources, Inc.                                                    | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     14800 | NS      | $390424.00    | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                          | Garmin Ltd.                                                                 | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      8732 | NS      | $805876.28    | 3.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                | Gilead Sciences, Inc.                                                       | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      4497 | NS      | $386067.45    | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc.                              | HP Inc.                                                                     | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     13285 | NS      | $356967.95    | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc           | Huntington Bancshares, Inc.                                                 | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     25877 | NS      | $364865.70    | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                          | Intel Corp.                                                                 | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     13326 | NS      | $352206.18    | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co.                          | Kellogg Co.                                                                 | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      5377 | NS      | $383057.48    | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                  | Kinder Morgan, Inc.                                                         | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     20660 | NS      | $373532.80    | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV         | LyondellBasell Industires NV Class A                                        | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      4679 | NS      | $388497.37    | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp, Inc.                         | NetApp, Inc.                                                                | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      5993 | NS      | $359939.58    | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                  | Omnicom Group, Inc.                                                         | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      4969 | NS      | $405321.33    | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc.   | PNC Financial Services Group, Inc.                                          | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      2400 | NS      | $379056.00    | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                     | Paramount Global Class A                                                    | CUSIP: 92556H107<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     17579 | NS      | $344724.19    | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                         | Pfizer, Inc.                                                                | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      7834 | NS      | $401414.16    | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                          | Phillips 66                                                                 | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      3704 | NS      | $385512.32    | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company    | Pioneer Natural Resources Company                                           | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      1641 | NS      | $374787.99    | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.         | Stanley Black & Decker, Inc.                                                | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      4798 | NS      | $360425.76    | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                   | State Street Corp.                                                          | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      5129 | NS      | $397856.53    | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Group Inc.             | T. Rowe Price Group Inc.                                                    | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      3175 | NS      | $346265.50    | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank Of New York Mellon Corp.    | The Bank of New York Mellon Corp.                                           | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      8797 | NS      | $400439.44    | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| The Interpublic Group of Cos. , Inc. | The Interpublic Group of Cos., Inc.                                         | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     11505 | NS      | $383231.55    | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Co.                     | The Southern Co.                                                            | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      5846 | NS      | $417462.86    | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR, Inc.                            | UDR, Inc.                                                                   | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      9611 | NS      | $372234.03    | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corp.                           | V.F. Corp.                                                                  | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     11904 | NS      | $328669.44    | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc.                 | VICI Properties Inc.                                                        | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     11666 | NS      | $377978.40    | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                         | Watsco, Inc.                                                                | CUSIP: 942622101<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      1427 | NS      | $360331.77    | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| The Williams Companies, Inc.         | The Williams Companies, Inc.                                                | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     11272 | NS      | $370848.80    | 1.83%             |  |  |  | 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