AmericaFirst Quantitative Trust - AmericaFirst Defensive Growth & Income Portfolio, Series 2

AmericaFirst Quantitative Trust - AmericaFirst Defensive Growth & Income Portfolio, Series 2 as of June 30, 2017

Portfolio Holdings for AmericaFirst Quantitative Trust - AmericaFirst Defensive Growth & Income Portfolio, Series 2

AmericaFirst Quantitative Trust - AmericaFirst Defensive Growth & Income Portfolio, Series 2 holds 144 positions in its portfolio as reported in the June 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Proshares Tr short s&p 500 ne (SH) 3.6 $2.8M 85k 33.50
Kimberly-Clark Corporation (KMB) 2.5 $1.9M 15k 129.14
Express Scripts Holding 1.9 $1.5M 24k 64.89
Diageo (DEO) 1.8 $1.4M 12k 119.83
Williams Companies (WMB) 1.8 $1.4M 47k 30.29
Bayer (BAYRY) 1.8 $1.4M 11k 129.89
J Global (ZD) 1.8 $1.4M 17k 85.11
MDU Resources (MDU) 1.7 $1.3M 51k 26.19
TransDigm Group Incorporated (TDG) 1.7 $1.3M 5.0k 268.87
Otter Tail Corporation (OTTR) 1.7 $1.3M 33k 39.59
Aetna 1.6 $1.3M 8.6k 151.80
Ormat Technologies (ORA) 1.6 $1.3M 22k 58.68
At&t (T) 1.6 $1.3M 34k 37.73
Energen Corporation 1.6 $1.3M 25k 50.28
CIGNA Corporation 1.6 $1.3M 7.5k 167.43
UnitedHealth (UNH) 1.6 $1.2M 6.7k 185.36
Middleby Corporation (MIDD) 1.6 $1.2M 10k 121.51
B&G Foods (BGS) 1.6 $1.2M 35k 35.59
Abbvie (ABBV) 1.5 $1.2M 17k 72.51
Spark New Zealand Ltd Sponsored Adr international (SPKKY) 1.5 $1.2M 88k 13.85
Norfolk Southern (NSC) 1.5 $1.2M 9.8k 121.71
General Dynamics Corporation (GD) 1.5 $1.2M 5.9k 198.16
Church & Dwight (CHD) 1.4 $1.1M 22k 51.89
Archer Daniels Midland Company (ADM) 1.4 $1.1M 28k 41.37
Clorox Company (CLX) 1.4 $1.1M 8.1k 133.25
Bunge 1.3 $1.0M 14k 74.57
Dr Pepper Snapple 1.3 $1.0M 11k 91.14
United States Treasury Note/bond us government 1.3 $1.0M 725k 1.39
Us Treasury Bond 5.500 08/15/2028 1.3 $1.0M 770k 1.31
United States Treasury Note/bond 2.25% 2/15/2027 1.3 $1.0M 1.0M 1.00
U.s. Treasury Note 2.000% bond 1.2 $990k 1.0M 0.99
Federal Farm Credit Bank 3.17% 04/24/2029 1.2 $990k 1.0M 0.99
Kellogg Company (K) 1.2 $983k 14k 69.47
United Sates Treasury Bond 4.75% 2/15/2041 1.2 $986k 730k 1.35
Annaly Capital Management 1.2 $956k 79k 12.05
Energizer Holdings (ENR) 1.2 $944k 20k 48.04
Agnc Invt Corp Com reit (AGNC) 1.2 $920k 43k 21.28
Digital Realty Trust (DLR) 1.1 $913k 8.1k 112.95
Federated Inv Prime Oblig-is (POIXX) 1.1 $905k 1.4M 0.67
Portland General Electric Company (POR) 1.1 $884k 19k 45.67
AmeriGas Partners 1.0 $824k 18k 45.13
Magellan Midstream Partners 1.0 $796k 11k 71.24
Pseg Power Llc 8.625% 4/15/2031 0.8 $645k 500k 1.29
Wells Fargo Bk Natl As 5.95% 8/26/2036 0.8 $630k 500k 1.26
Marine Products (MPX) 0.8 $603k 39k 15.61
Toyota Motor Corporation (TM) 0.7 $569k 5.4k 105.01
Alliance One International Inc global 0.7 $566k 650k 0.87
General Elec Cap Corp Mtn 6.75% Due 03/15/32 b 0.7 $548k 400k 1.37
United States Treas Bds tb 0.7 $548k 400k 1.37
Coach 0.7 $526k 11k 47.38
Procter & Gamble Company (PG) 0.7 $522k 6.0k 87.09
Target Corp 7.000 07/15/2031 0.7 $520k 400k 1.30
H&R Block (HRB) 0.7 $514k 17k 30.92
Lockheed Martin Corporation (LMT) 0.7 $515k 1.9k 277.63
Citizens Communications Co high yield 0.7 $512k 640k 0.80
Qwest Communication 6.875% 9/15/2033 0.6 $505k 500k 1.01
Total System Services 0.6 $501k 8.6k 58.22
Sturm, Ruger & Company (RGR) 0.6 $488k 7.9k 62.15
SYSCO Corporation (SYY) 0.6 $480k 9.5k 50.30
Liberty Property Trust 0.6 $486k 12k 40.68
Fnf (FNF) 0.6 $485k 11k 44.87
Lam Research Corporation (LRCX) 0.6 $472k 3.3k 141.49
Johnson & Johnson (JNJ) 0.6 $466k 3.5k 132.31
L3 Technologies 0.6 $465k 2.8k 167.09
Omega Healthcare Investors (OHI) 0.6 $461k 14k 33.02
Starwood Property Trust (STWD) 0.6 $456k 20k 22.37
Darden Restaurants (DRI) 0.6 $455k 5.0k 90.44
Sempra Energy (SRE) 0.6 $447k 4.0k 112.79
Consolidated Edison (ED) 0.6 $438k 5.4k 80.80
Pepsi (PEP) 0.6 $435k 3.8k 115.60
Scientific Games Interna 0.6 $440k 400k 1.10
Intel Corporation (INTC) 0.5 $431k 13k 33.76
Cincinnati Financial Corporation (CINF) 0.5 $422k 5.8k 72.45
Edison International (EIX) 0.5 $413k 5.3k 78.10
Nrg Energy Inc global 0.5 $412k 400k 1.03
Deutsch Bank Ag yankee 7.5% 12/29/2049 0.5 $408k 400k 1.02
Prospect Capital Corporation (PSEC) 0.5 $378k 47k 8.12
Rent-a-center Inc/tx global 0.5 $376k 400k 0.94
Enbridge Energy Partners 0.5 $355k 22k 16.02
Windstream Services Llc global 0.4 $343k 340k 1.01
Boeing Company (BA) 0.4 $327k 1.7k 197.58
Tupperware Brands Corporation 0.4 $327k 4.7k 70.17
Navient Corp domestic mtn 0.4 $328k 315k 1.04
Tenet Healthcare 0.4 $318k 300k 1.06
Leucadia Natl Corp fixed income 0.4 $321k 300k 1.07
Amc Entertainment Inc global 0.4 $312k 300k 1.04
Select Medical Corp global 0.4 $309k 300k 1.03
Teva Pharmaceutical Industries (TEVA) 0.4 $303k 9.1k 33.26
Altria (MO) 0.4 $305k 4.1k 74.44
GlaxoSmithKline 0.4 $299k 6.9k 43.12
Qvc Inc global 0.4 $303k 300k 1.01
Denbury 6.375% 8/15/2021 0.4 $300k 500k 0.60
Tyson Foods (TSN) 0.4 $297k 4.7k 62.66
Frontier Communications 0.3 $279k 300k 0.93
New Residential Investment (RITM) 0.3 $268k 17k 15.55
Caterpillar (CAT) 0.2 $194k 1.8k 107.30
Invesco (IVZ) 0.2 $193k 5.5k 35.24
Cummins (CMI) 0.2 $180k 1.1k 162.31
Coca-Cola Company (KO) 0.2 $177k 4.0k 44.79
Stanley Black & Decker (SWK) 0.2 $178k 1.3k 141.05
Eastman Chemical Company (EMN) 0.2 $174k 2.1k 83.82
Zions Bancorporation (ZION) 0.2 $175k 4.0k 43.82
PNM Resources (TXNM) 0.2 $173k 4.5k 38.16
Eaton (ETN) 0.2 $176k 2.3k 77.81
Trinseo S A 0.2 $172k 2.5k 68.80
Leucadia National 0.2 $169k 6.5k 26.19
Parker-Hannifin Corporation (PH) 0.2 $167k 1.0k 159.66
Renaissance Re Holdings Ltd Cmn (RNR) 0.2 $161k 1.2k 138.79
General Mills (GIS) 0.2 $158k 2.8k 55.58
Industries N shs - a - (LYB) 0.2 $155k 1.8k 84.28
Wpp Plc- (WPP) 0.2 $162k 1.5k 105.68
West 0.2 $160k 6.9k 23.29
Caesars Acquisition Co cl a 0.2 $160k 8.4k 19.07
Msg Network Inc cl a 0.2 $161k 7.2k 22.41
United Rentals (URI) 0.2 $151k 1.3k 112.60
Deere & Company (DE) 0.2 $147k 1.2k 123.43
East West Ban (EWBC) 0.2 $149k 2.6k 58.43
Schweitzer-Mauduit International (MATV) 0.2 $151k 4.1k 37.28
Terra Nitrogen Company 0.2 $147k 1.7k 86.12
Amc Networks Inc Cl A (AMCX) 0.2 $153k 2.9k 53.52
Fresh Del Monte Produce (FDP) 0.2 $144k 2.8k 50.85
Archrock Partners 0.2 $146k 9.8k 14.94
Mettler-Toledo International (MTD) 0.1 $87k 147.00 591.84
Yum! Brands (YUM) 0.1 $85k 1.2k 73.78
NVR (NVR) 0.1 $87k 36.00 2416.67
Pvh Corporation (PVH) 0.1 $86k 751.00 114.51
Monster Beverage Corp (MNST) 0.1 $84k 1.7k 49.85
McDonald's Corporation (MCD) 0.1 $83k 540.00 153.70
Everest Re Group (EG) 0.1 $77k 302.00 254.97
Cadence Design Systems (CDNS) 0.1 $78k 2.3k 33.53
Msci (MSCI) 0.1 $78k 754.00 103.45
Visa (V) 0.1 $78k 829.00 94.09
AMR Corporation 0.1 $81k 81k 1.00
CHECK POINT SOFTWARE Technolog Com Stk (CHKP) 0.1 $79k 728.00 108.52
Garmin (GRMN) 0.1 $76k 1.5k 51.28
Hldgs (UAL) 0.1 $80k 1.1k 74.84
Motorola Solutions (MSI) 0.1 $77k 882.00 87.30
Hca Holdings (HCA) 0.1 $78k 895.00 87.15
Illinois Tool Works 0.1 $79k 550.00 143.64
Harley-Davidson (HOG) 0.1 $72k 1.3k 53.69
Symantec Corporation 0.1 $68k 2.4k 28.45
Target Corporation 0.1 $71k 1.4k 52.24
AutoZone (AZO) 0.1 $63k 110.00 572.73
O'reilly Automotive (ORLY) 0.1 $67k 307.00 218.24