Chief Compliance Officer

0001144204-15-044288.txt : 20150727 0001144204-15-044288.hdr.sgml : 20150727 20150727134609 ACCESSION NUMBER: 0001144204-15-044288 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150630 FILED AS OF DATE: 20150727 DATE AS OF CHANGE: 20150727 EFFECTIVENESS DATE: 20150727 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AMERICAFIRST CAPITAL MANAGEMENT, LLC CENTRAL INDEX KEY: 0001476380 IRS NUMBER: 208496514 STATE OF INCORPORATION: CA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-16294 FILM NUMBER: 151006692 BUSINESS ADDRESS: STREET 1: 8150 SIERRA COLLEGE BOULEVARD, SUITE 290 CITY: ROSEVILLE STATE: CA ZIP: 95661-9417 BUSINESS PHONE: 916-787-9940 MAIL ADDRESS: STREET 1: 8150 SIERRA COLLEGE BOULEVARD, SUITE 290 CITY: ROSEVILLE STATE: CA ZIP: 95661-9417 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001476380 XXXXXXXX 06-30-2015 06-30-2015 false AMERICAFIRST CAPITAL MANAGEMENT, LLC

8150 Sierra College Boulevard, Suite 290 Roseville CA 95661-9417

13F HOLDINGS REPORT 028-16294 N Robert G. Roach, Jr. Chief Compliance Officer 916-757-6862 /s/ Robert G. Roach, Jr. Roseville CA 07-23-2015 0 193 185507640 INFORMATION TABLE 2 infotable.xml AES Corp./VA Common Stock 00130H105 1583271 119402 SH SOLE 119402 0 0 AMR Corporation Common Stock 001765106 111682 80929 SH SOLE 80929 0 0 AT&T Inc 3.4% Due 5/15/2025 MN15 GLOBAL 00206RCN0 477840 500000 PRN SOLE 500000 0 0 Abercrombie & Fitch Co. Common Stock 002896207 814089 37847 SH SOLE 37847 0 0 Aegerion Pharmaceuticals Inc Common Stock 00767E102 726589 38302 SH SOLE 38302 0 0 Aetna Inc Common Stock 00817Y108 2281534 17900 SH SOLE 17900 0 0 Allstate Corp. Common Stock 020002101 759498 11708 SH SOLE 11708 0 0 Andersons Inc Common Stock 034164103 1337076 34284 SH SOLE 34284 0 0 Anthem Inc Common Stock 036752103 2058644 12542 SH SOLE 12542 0 0 Archer-Daniels-Midland Co Common Stock 039483102 1698405 35222 SH SOLE 35222 0 0 Autoliv, Inc. Common Stock 052800109 825306 7069 SH SOLE 7069 0 0 Avista Corp Common Stock 05379B107 439705 14346 SH SOLE 14346 0 0 BCE Inc Common Stock 05534B760 610513 14365 SH SOLE 14365 0 0 Ball Corp. Common Stock 058498106 163029 2324 SH SOLE 2324 0 0 CR Bard Inc. Common Stock 067383109 1648109 9655 SH SOLE 9655 0 0 Best Buy Co. Inc. Common Stock 086516101 718887 22045 SH SOLE 22045 0 0 BHP Billiton Ltd. ADR 088606108 729971 17931 SH SOLE 17931 0 0 Biomed Realty LP 4 1/4% Due 7/15/2022 JJ15 US DOMESTIC 09064AAG6 507178 500000 PRN SOLE 500000 0 0 Blucora Inc Common Stock 095229100 902510 55883 SH SOLE 55883 0 0 Booz Allen Hamilton Hldg Corp Common Stock 099502106 530444 21016 SH SOLE 21016 0 0 British Telecom PLC Global 9 5/8% Due 12/15/2030 JD15 GLOBAL 111021AE1 981855 660000 PRN SOLE 660000 0 0 Cigna Corp. Common Stock 125509109 2500794 15437 SH SOLE 15437 0 0 Cleco Corp. Common Stock 12561W105 991217 18407 SH SOLE 18407 0 0 Cnooc Ltd-ADR ADR 126132109 827110 5828 SH SOLE 5828 0 0 Calavo Growers Inc Common Stock 128246105 2086444 40178 SH SOLE 40178 0 0 Cardinal Health, Inc. 3.2% Due 3/15/2023 MS15 GLOBAL 14149YAY4 495389 500000 PRN SOLE 500000 0 0 Catamaran Corp. Common Stock 148887102 857930 14046 SH SOLE 14046 0 0 Century Aluminum Co Common Stock 156431108 121322 11632 SH SOLE 11632 0 0 Children's Place Inc Common Stock 168905107 855628 13081 SH SOLE 13081 0 0 China Petroleum & Chem ADR 16941R108 891470 10401 SH SOLE 10401 0 0 China Unicom - ADR ADR 16945R104 839573 53476 SH SOLE 53476 0 0 Cisco Systems, Inc. 5 1/2% Due 2/22/2016 FA22 GLOBAL 17275RAC6 1309214 1270000 PRN SOLE 1270000 0 0 Cisco Systems, Inc. 5 1/2% Due 1/15/2040 JJ15 US DOMESTIC 17275RAF9 970858 850000 PRN SOLE 850000 0 0 Citigroup, Inc. 4.3% Due 11/20/2026 MN20 GLOBAL 172967JC6 489998 500000 PRN SOLE 500000 0 0 Clear Channel Worldwide 7 5/8% Due 3/15/2020 MS15 GLOBAL 18451QAH1 669600 640000 PRN SOLE 640000 0 0 Coach Inc 4 1/4% Due 4/1/2025 AO1 GLOBAL 189754AA2 481153 500000 PRN SOLE 500000 0 0 Compass Bank 3 7/8% Due 4/10/2025 AO10 US DOMESTIC 20453KAA3 471667 500000 PRN SOLE 500000 0 0 Computer Sciences Corp. Common Stock 205363104 876163 13348 SH SOLE 13348 0 0 Conagra Foods, Inc. 3.2% Due 1/25/2023 JJ25 GLOBAL 205887BR2 468026 500000 PRN SOLE 500000 0 0 ConocoPhillips 6 1/2% Due 2/1/2039 FA1 GLOBAL 20825CAQ7 2238302 1800000 PRN SOLE 1800000 0 0 Corrections Corp. Of America REIT 22025Y407 499773 15108 SH SOLE 15108 0 0 COTY INC- CL A Common Stock 222070203 1321512 41336 SH SOLE 41336 0 0 Delta Air Lines Inc. Common Stock 247361702 773577 18831 SH SOLE 18831 0 0 Dominion Resources, Inc./VA 3 5/8% Due 12/1/2024 JD1 GLOBAL 25746UCB3 496778 500000 PRN SOLE 500000 0 0 RR Donnelley & Sons Co. Common Stock 257867101 552653 31707 SH SOLE 31707 0 0 Dow Chemical Co. 8.55% Due 5/15/2019 MN15 GLOBAL 260543BX0 2367312 1940000 PRN SOLE 1940000 0 0 Dr Pepper Snapple Group Inc. Common Stock 26138E109 775364 10636 SH SOLE 10636 0 0 Dreyfus Cash Mgmt - Instl Open-End Fund 26188J206 1749355 1749355 SH SOLE 1749355 0 0 NORBORD INC Common Stock 2641441 650893 31000 SH SOLE 31000 0 0 Duke Energy Corp. 3 3/4% Due 4/15/2024 AO15 GLOBAL 26441CAN5 510382 500000 PRN SOLE 500000 0 0 Dun & Bradstreet Corp Common Stock 26483E100 793244 6502 SH SOLE 6502 0 0 EXCO Resources, Inc 7 1/2% Due 9/15/2018 MS15 US DOMESTIC 269279AD7 640000 1000000 PRN SOLE 1000000 0 0 Edwards Lifesciences Corp Common Stock 28176E108 1795330 12605 SH SOLE 12605 0 0 Enbridge Energy Partners LP MLP 29250R106 563144 16896 SH SOLE 16896 0 0 Entergy Corp. Common Stock 29364G103 2214123 31406 SH SOLE 31406 0 0 Express Scripts Holding Co Common Stock 30219G108 1696264 19072 SH SOLE 19072 0 0 First Data Corporation 12 5/8% Due 1/15/2021 JJ15 GLOBAL 319963BB9 1053325 910000 PRN SOLE 910000 0 0 Ford Motor Co. 9.215% 9/15/21 9.215% Due 9/15/2021 MS15 US DOMESTIC 345370BU3 1149695 870000 PRN SOLE 870000 0 0 Freeport-McMoRan Inc. 3 7/8% Due 3/15/2023 MS15 GLOBAL 35671DAZ8 454952 500000 PRN SOLE 500000 0 0 G & K Services Inc. Common Stock 361268105 579808 8386 SH SOLE 8386 0 0 Gap, Inc. Common Stock 364760108 739658 19378 SH SOLE 19378 0 0 General Motors Co. Common Stock 37045V100 538846 16167 SH SOLE 16167 0 0 General Motors Co. 4 7/8% Due 10/2/2023 AO2 GLOBAL 37045VAE0 529637 500000 PRN SOLE 500000 0 0 Gilead Sciences, Inc. Common Stock 375558103 1197026 10224 SH SOLE 10224 0 0 Veolia Environement Common Stock 4031879 1716329 84267 SH SOLE 84267 0 0 HCA Inc. 4 3/4% Due 5/1/2023 MN1 GLOBAL 404121AF2 507500 500000 PRN SOLE 500000 0 0 HCA Holdings, Inc. Common Stock 40412C101 2002190 22070 SH SOLE 22070 0 0 HFF Inc Cl A Common Stock 40418F108 675191 16180 SH SOLE 16180 0 0 HSBC Finance Corp 6.676% Due 1/15/2021 JJ15 GLOBAL 40429CGD8 2322317 2005000 PRN SOLE 2005000 0 0 EDP - Energias de Portugal SA Common Stock 4103596 1431377 377492 SH SOLE 377492 0 0 Harrahs Operating Co Inc *Default* 10% Due 12/15/2018 JD15 GLOBAL 413627BM1 550000 2000000 PRN SOLE 2000000 0 0 Health Net Inc Common Stock 42222G108 1935077 30179 SH SOLE 30179 0 0 Hospitality Properties Trust 5% Due 8/15/2022 FA15 US DOMESTIC 44106MAQ5 521198 500000 PRN SOLE 500000 0 0 IDT Corporation Class B Shares Common Stock 448947507 619403 34259 SH SOLE 34259 0 0 ICF International, Inc Common Stock 44925C103 711249 20403 SH SOLE 20403 0 0 Infinity Pharmaceuticals Inc Common Stock 45665G303 1133905 103553 SH SOLE 103553 0 0 Ingles Markets Inc Common Stock 457030104 3125734 65433 SH SOLE 65433 0 0 Insperity Inc Common Stock 45778Q107 592323 11637 SH SOLE 11637 0 0 Intelsat Jackson Holdings 7 1/4% Due 10/15/2020 AO15 GLOBAL 45824TAC9 843625 850000 PRN SOLE 850000 0 0 Intercontinental Exchange Inc. Common Stock 45866F104 803878 3595 SH SOLE 3595 0 0 iShares IBoxx$ Invest Grade Corp. Bond ETP 464287242 792451 6848 SH SOLE 6848 0 0 iShares Barclays 20+ Year Treasury ETP 464287432 753271 6413 SH SOLE 6413 0 0 iShares DJ US Real Estate ETP 464287739 419743 5887 SH SOLE 5887 0 0 iShares DJ US Consumer Non Cyclical ETP 464287812 442299 4218 SH SOLE 4218 0 0 Italy Government 6 7/8% Due 9/27/2023 MS27 GLOBAL 465410AH1 624987 500000 PRN SOLE 500000 0 0 Keurig Green Mountain Inc Common Stock 49271M100 568135 7414 SH SOLE 7414 0 0 Kinder Morgan Ener Part 9% Due 2/1/2019 FA1 US DOMESTIC 494550AZ9 685297 570000 PRN SOLE 570000 0 0 LTC Properties, Inc REIT 502175102 424986 10216 SH SOLE 10216 0 0 Laboratory Corp of America Hld Common Stock 50540R409 1722900 14213 SH SOLE 14213 0 0 Lifepoint Hospitals Inc Common Stock 53219L109 1984547 22824 SH SOLE 22824 0 0 Lockheed Martin Corp. 7.65% Due 5/1/2016 MN1 US DOMESTIC 539830AE9 1161650 1100000 PRN SOLE 1100000 0 0 MDU Resources Group Inc. Common Stock 552690109 1343352 68784 SH SOLE 68784 0 0 Macquarie Infrastructure Co. LLC Common Stock 55608B105 610057 7383 SH SOLE 7383 0 0 MarketAxess Holdings Inc Common Stock 57060D108 927143 9994 SH SOLE 9994 0 0 DRILLISCH AG Common Stock 5734672 738804 16588 SH SOLE 16588 0 0 MedAssets Inc. Common Stock 584045108 1838591 83345 SH SOLE 83345 0 0 Medtronic PLC 3 5/8% Due 3/15/2024 MS15 GLOBAL 585055BC9 513130 500000 PRN SOLE 500000 0 0 Merger Fund Open-End Fund 589509207 747275 47567 SH SOLE 47567 0 0 Meritor Inc Common Stock 59001K100 868452 66193 SH SOLE 66193 0 0 Chocoladefabriken Lindt-PC Common Stock 5962279 892279 166 SH SOLE 166 0 0 Molina Healthcare Inc Common Stock 60855R100 2158843 30709 SH SOLE 30709 0 0 Mondelez International 4% Due 2/1/2024 FA1 GLOBAL 609207AB1 518777 500000 PRN SOLE 500000 0 0 Monster Beverage Corp Common Stock 61174X109 2186134 16312 SH SOLE 16312 0 0 Motorola Solutions, Inc. 4% Due 9/1/2024 MS1 GLOBAL 620076BF5 485906 500000 PRN SOLE 500000 0 0 Dainippon Sumitomo Pharma Co Common Stock 6250865 1645707 149236 SH SOLE 149236 0 0 Myriad Genetics, Inc. Common Stock 62855J104 801722 23587 SH SOLE 23587 0 0 NRG Energy Inc. 144A 8 1/4% Due 9/1/2020 MS1 GLOBAL 629377BJ0 378000 360000 PRN SOLE 360000 0 0 NRG Yield Inc CL-A Common Stock 62942X306 434544 19761 SH SOLE 19761 0 0 NRG Yield Inc CL-C Common Stock 62942X405 432568 19761 SH SOLE 19761 0 0 Nabors Industries, Inc. 5.1% Due 9/15/2023 MS15 GLOBAL 629568BB1 497435 500000 PRN SOLE 500000 0 0 National Fuel Gas Co. Common Stock 636180101 1378026 23400 SH SOLE 23400 0 0 NETGEAR Inc Common Stock 64111Q104 801114 26686 SH SOLE 26686 0 0 Nevada Power Co 5.95% Due 3/15/2016 MS15 GLOBAL 641423BM9 51835 50000 PRN SOLE 50000 0 0 Kirin Holdings Company, Ltd Common Stock 6493745 1648347 119598 SH SOLE 119598 0 0 Luk Fook Holdings Intl Ltd Common Stock 6536156 690372 234231 SH SOLE 234231 0 0 Northrop Grumman Corp. 5.05% Due 8/1/2019 FA1 US DOMESTIC 666807BA9 553999 500000 PRN SOLE 500000 0 0 Nova Scotia Province 9 1/2% Due 2/1/2019 FA1 YANKEE 669827DF1 630028 500000 PRN SOLE 500000 0 0 ONEOK Partners L.P. 4.9% Due 3/15/2025 MS15 GLOBAL 68268NAP8 495541 500000 PRN SOLE 500000 0 0 Outerwall Inc Common Stock 690070107 959290 12604 SH SOLE 12604 0 0 VTech Holdings Common Stock 6928560 607172 45745 SH SOLE 45745 0 0 PDL BioPharma Inc Common Stock 69329Y104 611634 95122 SH SOLE 95122 0 0 Pacific Gas & Electric 6.05% Due 3/1/2034 MS1 US DOMESTIC 694308GE1 1796609 1490000 PRN SOLE 1490000 0 0 PAREXEL International Corp Common Stock 699462107 1831356 28477 SH SOLE 28477 0 0 Petrochina ADR 71646E100 824205 7438 SH SOLE 7438 0 0 Pfizer Inc. Global 7.2% Due 3/15/2039 MS15 GLOBAL 717081CY7 981231 710000 PRN SOLE 710000 0 0 Pilgrim's Pride Corp Common Stock 72147K108 2140643 93193 SH SOLE 93193 0 0 Pinnacle Foods Inc Common Stock 72348P104 929790 20417 SH SOLE 20417 0 0 Pitney Bowes, Inc. 4 5/8% Due 3/15/2024 MS15 GLOBAL 724479AJ9 505166 500000 PRN SOLE 500000 0 0 PowerShares DB US Dollar Index Bullish Fund ETP 73936D107 1595337 63737 SH SOLE 63737 0 0 Prestige Brands Holdings Inc Common Stock 74112D101 898397 19429 SH SOLE 19429 0 0 Primerica Inc Common Stock 74164M108 753565 16493 SH SOLE 16493 0 0 Public Service Enterprise Inc. Common Stock 744573106 2456768 62545 SH SOLE 62545 0 0 Quad Graphics, Inc. Common Stock 747301109 489830 26463 SH SOLE 26463 0 0 Quintiles Transnational Common Stock 74876Y101 1088206 14987 SH SOLE 14987 0 0 Regal Entertainment Group-A Common Stock 758766109 557105 26643 SH SOLE 26643 0 0 Reynolds Group 9% Due 4/15/2019 AO15 GLOBAL 761735AL3 1080300 1040000 PRN SOLE 1040000 0 0 Rite Aid Corporation Common Stock 767754104 1967335 235609 SH SOLE 235609 0 0 SPDR Barclays High Yield Bond ETF ETP 78464A417 532256 13850 SH SOLE 13850 0 0 Sabine Pass Liquefaction 5 5/8% Due 2/1/2021 FA1 GLOBAL 785592AE6 932750 910000 PRN SOLE 910000 0 0 Sanderson Farms Inc Common Stock 800013104 2410607 32073 SH SOLE 32073 0 0 SciClone Pharmaceuticals, Inc Common Stock 80862K104 1111369 113174 SH SOLE 113174 0 0 Scotts Miracle-Gro Co. Common Stock 810186106 535969 9052 SH SOLE 9052 0 0 SPDR Materials Select Sector ETP 81369Y100 426558 8815 SH SOLE 8815 0 0 SPDR Health Care Sector ETP 81369Y209 461069 6198 SH SOLE 6198 0 0 SPDR Consumer Discretionary Select ETP 81369Y407 451997 5910 SH SOLE 5910 0 0 SPDR Energy Select Sector ETP 81369Y506 403985 5375 SH SOLE 5375 0 0 SPDR Financial Select Sector ETP 81369Y605 451664 18526 SH SOLE 18526 0 0 SPDR Industrials Select Sector ETP 81369Y704 426858 7896 SH SOLE 7896 0 0 SPDR Technology Select Sector ETP 81369Y803 432133 10438 SH SOLE 10438 0 0 SPDR Utilities Select Sector ETP 81369Y886 446110 10760 SH SOLE 10760 0 0 Snyder's - Lance Inc Common Stock 833551104 1947204 60341 SH SOLE 60341 0 0 Sotheby's Common Stock 835898107 650687 14383 SH SOLE 14383 0 0 Southern Co. Common Stock 842587107 575622 13738 SH SOLE 13738 0 0 South32 Limited ADR 84473L105 48117 7171 SH SOLE 7171 0 0 Sprint Corp Global 7 7/8% Due 9/15/2023 MS15 GLOBAL 85207UAF2 1046246 1070000 PRN SOLE 1070000 0 0 Staples, Inc. SPLS 4.375 01/12/23 4 3/8% Due 1/12/2023 JJ12 GLOBAL 855030AM4 502759 500000 PRN SOLE 500000 0 0 Steel Dynamics Inc. Common Stock 858119100 169842 8199 SH SOLE 8199 0 0 Sykes Enterprises Inc Common Stock 871237103 849647 35037 SH SOLE 35037 0 0 TECO Energy Inc. Common Stock 872375100 553835 31361 SH SOLE 31361 0 0 Teck Cominco Ltd - Cl B 3 3/4% Due 2/1/2023 FA1 GLOBAL 878742AY1 430785 500000 PRN SOLE 500000 0 0 Tenet Healthcare Corp. 8% Due 8/1/2020 FA1 GLOBAL 88033GBM1 668000 640000 PRN SOLE 640000 0 0 Tenet Healthcare Corp. 8 1/8% Due 4/1/2022 AO1 GLOBAL 88033GCE8 372640 340000 PRN SOLE 340000 0 0 Transdigm Group Inc Common Stock 893641100 624807 2781 SH SOLE 2781 0 0 Travelers Cos, Inc Common Stock 89417E109 747375 7732 SH SOLE 7732 0 0 US Treasury Notes 7 5/8% Due 11/15/2022 MN15 US GOVERNMENT 912810EN4 1385625 1000000 PRN SOLE 1000000 0 0 US Treasury Notes 6 1/4% Due 8/15/2023 FA15 US GOVERNMENT 912810EQ7 1305312 1000000 PRN SOLE 1000000 0 0 US Treasury Notes 6 7/8% Due 8/15/2025 FA15 US GOVERNMENT 912810EV6 1415391 1000000 PRN SOLE 1000000 0 0 United States Steel Corp Common Stock 912909108 142154 6894 SH SOLE 6894 0 0 United Therapeutics Corp. Common Stock 91307C102 3014032 17327 SH SOLE 17327 0 0 VWR Funding, Inc 7 1/4% Due 9/15/2017 MS15 GLOBAL 918436AF3 1860069 1795000 PRN SOLE 1795000 0 0 Vodafone Group PLC (New) Global 5 5/8% Due 2/27/2017 FA27 GLOBAL 92857WAP5 786578 740000 PRN SOLE 740000 0 0 Wal-Mart Stores, Inc. Common Stock 931142103 865275 12199 SH SOLE 12199 0 0 Wal-Mart Stores, Inc. 5% Due 10/25/2040 AO25 US DOMESTIC 931142CY7 2049658 1870000 PRN SOLE 1870000 0 0 West Corporation Common Stock 952355204 747052 24819 SH SOLE 24819 0 0 Westlake Chemical Corp Common Stock 960413102 153985 2245 SH SOLE 2245 0 0 China Power International Common Stock B02ZKQ8 949975 1246155 SH SOLE 1246155 0 0 Mercialys REIT B0LMF87 571349 25634 SH SOLE 25634 0 0 ELECTRICITE DE FRANCE Common Stock B0NJJ17 1240639 55704 SH SOLE 55704 0 0 Banco Hipotecario SA 9 3/4% Due 4/27/2016 AO27 EURO-DOLLAR B13BWD3 20150 20000 PRN SOLE 20000 0 0 Pacific Textiles Holdings Ltd Common Stock B1WMLF2 752258 471079 SH SOLE 471079 0 0 Platinum Asset Management Ltd Common Stock B1XK7G8 629698 109515 SH SOLE 109515 0 0 EDP Renovaveis SA Common Stock B39GNW2 33589 4750 SH SOLE 4750 0 0 China Longyuan Power Group Crp Common Stock B4Q2TX3 1546200 1390611 SH SOLE 1390611 0 0 OTSUKA HOLDINGS CO LTD Common Stock B5LTM93 1626304 50966 SH SOLE 50966 0 0 Fortune Reit REIT B5T50H7 619301 614749 SH SOLE 614749 0 0 Icon PLC - Sponsored ADR Common Stock B94G471 958083 14236 SH SOLE 14236 0 0 Coca-Cola HBC AG Common Stock B9895B7 1836486 85420 SH SOLE 85420 0 0 Amdocs Limited ORD Common Stock G02602103 839758 15383 SH SOLE 15383 0 0 Bunge Limited Common Stock G16962105 1070458 12192 SH SOLE 12192 0 0 Delphi Automotive PLC Common Stock G27823106 883830 10387 SH SOLE 10387 0 0 Fresh Del Monte Produce Inc Common Stock G36738105 997583 25804 SH SOLE 25804 0 0 Ingersoll-Rand PLC Common Stock G47791101 829333 12301 SH SOLE 12301 0 0 ACE Ltd. Common Stock H0023R105 762498 7499 SH SOLE 7499 0 0