# EDGAR Filing Document

**Accession Number:** 0001539996
**File Stem:** 0001162044-23-000142
**Filing Date:** 2023-2
**Character Count:** 13817
**Document Hash:** b9b792f779071c51cbd1b15aef5081cd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001162044-23-000142.hdr.sgml**: 20230201

**ACCESSION NUMBER**: 0001162044-23-000142

**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:** 23576605

**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 Defensive Growth Fund (Series ID: S000036986)

| Class ID   | Class Name                                     | Ticker Symbol   |
|:---|:---|:---|
| C000113162 | DSS AmericaFirst Defensive Growth Fund Class A | DGQAX           |
| C000113163 | DSS AmericaFirst Defensive Growth Fund Class U | DGQUX           |
| C000113164 | DSS AmericaFirst Defensive Growth Fund Class I | DGQIX           |

## 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 Defensive Growth Fund

- **b. EDGAR series identifier (if any):** S000036986

- **c. LEI of Series:** 549300S3G3X5IG45FY40

**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:** $1675896.41

**Total Liabilities:** $64386.17

**Net Assets:** $1611510.24

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000113162 | 6.19%                | 2.19%                | -2.85%               |
| Class ID C000113163 | 6.33%                | 2.07%                | -2.92%               |
| Class ID C000113164 | 6.32%                | 2.13%                | -2.75%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-84206.77               | $203749.35                                 |
| Month 2  | $83778.25                | $-46539.11                                 |
| Month 3  | $4297.02                 | $-49910.11                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AbbVie, Inc.                   | AbbVie, Inc.                                                                | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       371 | NS      | $59957.31     | 3.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories            | Abbott Laboratories                                                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       556 | NS      | $61043.24     | 3.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                     | Amgen Inc.                                                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       211 | NS      | $55417.04     | 3.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co.     | Archer-Daniels-Midland Co.                                                  | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       646 | NS      | $59981.10     | 3.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                   | Biogen, Inc.                                                                | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       199 | NS      | $55107.08     | 3.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.       | Bristol-Myers Squibb Co.                                                    | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       742 | NS      | $53386.90     | 3.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.               | CVS Health Corp.                                                            | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       589 | NS      | $54888.91     | 3.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                  | Centene Corp.                                                               | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       696 | NS      | $57078.96     | 3.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.          | Colgate-Palmolive Co.                                                       | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       769 | NS      | $60589.51     | 3.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom, Inc.                   | Dexcom, Inc.                                                                | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       505 | NS      | $57186.20     | 3.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.          | Dominion Energy, Inc.                                                       | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       993 | NS      | $60890.76     | 3.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp.     | Edwards Lifesciences Corp.                                                  | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       775 | NS      | $57822.75     | 3.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Anthem, Inc.                   | Anthem, Inc.                                                                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       113 | NS      | $57965.61     | 3.49%             |  |  |  | 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        |     36282 | NS      | $36282.49     | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                    | Humana Inc.                                                                 | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       110 | NS      | $56340.90     | 3.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina, Inc.                 | Illumina, Inc.                                                              | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       274 | NS      | $55402.80     | 3.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc.          | Keurig Dr Pepper Inc.                                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      1547 | NS      | $55166.02     | 3.32%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kraft Heinz Co.            | The Kraft Heinz Co.                                                         | CUSIP: 500754106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1503 | NS      | $61187.13     | 3.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.              | Merck & Co., Inc.                                                           | CUSIP: 58933Y105<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | EC               | CORP              | US        |       545 | NS      | $60467.75     | 3.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna, Inc.                  | Moderna, Inc.                                                               | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       332 | NS      | $59633.84     | 3.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                    | Pfizer,Inc.                                                                 | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      1180 | NS      | $60463.20     | 3.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Proshares Trust                | ProShares Short S&P 500 ETF                                                 | CUSIP: 74347B425<br>LEI: 5493005D9DS7C1P5AM59 | Long             | EC               | RF                | US        |     10967 | NS      | $175801.01    | 10.59%            |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Co.       | The Procter & Gamble Co.                                                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       402 | NS      | $60927.12     | 3.67%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hershey Co.                | The Hershey Co.                                                             | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       256 | NS      | $59281.92     | 3.57%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc.        | UnitedHealth Group Inc.                                                     | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       111 | NS      | $58849.98     | 3.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc.             | Veeva Systems Inc. Class A                                                  | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       314 | NS      | $50673.32     | 3.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc.    | Vertex Pharmaceuticals Inc.                                                 | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       188 | NS      | $54290.64     | 3.27%             |  |  |  | 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