Diamond Hill Funds · net assets $5.57B · 624 holdings as of June 30, 2026. Monthly N-PORT disclosure: the full book, not just equities.
ABS-O: 71.3% · DBT: 10.7% · ABS-MBS: 9.1% · STIV: 6.1% · ABS-CBDO: 2.8%
| Month 1 | Month 2 | Month 3 | |
|---|---|---|---|
| Sales | $234M | $273M | $328M |
| Reinvestment | $21M | $20.8M | $26M |
| Redemptions | $187M | $137M | $133M |
| Net realized gain (non-derivative) | $2.3M | $7.53M | $482K |
| Net unrealized appreciation (non-derivative) | $-3.21M | $-8.47M | $-5.89M |
The three months of the reporting period, as filed; month 3 ends June 30, 2026.
| Tenor | Investment grade | Non-investment grade |
|---|---|---|
| 3 months | $12.3K | $424 |
| 1 year | $157K | $6.42K |
| 5 years | $266K | $1.46K |
| 10 years | $48.5K | $0 |
| 30 years | $10.4K | $0 |
| Holding | Value | % of net assets |
|---|---|---|
| State Street Institutional Investment Trust STIV | $340M | 6.10% |
| Undisclosed ABS-O | $71.7M | 1.29% |
| United States Of America - Bureau Of The Public Debt DBT | $49.5M | 0.89% |
| Freddie Mac Mscr Trust Mn2 ABS-O | $49.2M | 0.88% |
| United States Of America - Bureau Of The Public Debt DBT | $49M | 0.88% |
| Undisclosed ABS-O | $48.8M | 0.88% |
| Life 2022-bmr2 Mortgage Trust ABS-O | $47.6M | 0.85% |
| Htap 2024-2 ABS-O | $38.1M | 0.68% |
| Federal National Mortgage Association ABS-MBS | $38M | 0.68% |
| Undisclosed ABS-O | $38M | 0.68% |
| United States Of America - Bureau Of The Public Debt DBT | $37.5M | 0.67% |
| Gs Mortgage-backed Securities Trust 2025-nqm4 ABS-O | $37.5M | 0.67% |
| Research-driven Pagaya Motor Asset Trust 2025-1 ABS-O | $37.1M | 0.67% |
| Fhf Issuer Trust 2024-2 ABS-O | $34.8M | 0.63% |
| Lhome Mortgage Trust 2025-rtl1 ABS-O | $34.1M | 0.61% |
| Federal National Mortgage Association ABS-MBS | $32.8M | 0.59% |
| Fs Trust 2026-hula ABS-O | $32.1M | 0.58% |
| Government National Mortgage Association ABS-MBS | $31.2M | 0.56% |
| Rft 2025-rr1 Trust ABS-O | $30.6M | 0.55% |
| Lhome Mtg Tr 2024-rtl3 ABS-O | $30M | 0.54% |
| Federal National Mortgage Association ABS-MBS | $29.4M | 0.53% |
| Onity Loan Investment Trust 2026-hb3 ABS-O | $29.4M | 0.53% |
| Tvc Mortgage Trust 2024-rrtl1 ABS-O | $29M | 0.52% |
| Life 2021-bmr Mortgage Trust ABS-O | $27.3M | 0.49% |
| Cherry Securitization Trust 2025-1 ABS-O | $26.5M | 0.48% |
| Fidelis Mtg Tr 2025-rtl1 ABS-O | $26M | 0.47% |
| Vista Point Securitization Trust 2020-2 ABS-O | $25.9M | 0.46% |
| Colt 2025-6 Mortgage Loan Trust ABS-O | $25.2M | 0.45% |
| Bx Commercial Mortgage Trust 2024-airc ABS-O | $25.2M | 0.45% |
| United States Of America - Bureau Of The Public Debt DBT | $25M | 0.45% |
| Roc Mortgage Trust 2025-rtl1 ABS-O | $25M | 0.45% |
| United States Of America - Bureau Of The Public Debt DBT | $25M | 0.45% |
| Pagaya Ai Debt Grantor Trust 2026-4 ABS-O | $25M | 0.45% |
| Oportun Issuance Trust 2025-a ABS-O | $24.7M | 0.44% |
| Pagaya Ai Debt Grantor Trust 2025-5 ABS-O | $24.5M | 0.44% |
| Pagaya Ai Debt Trust 2025 8 ABS-O | $24.1M | 0.43% |
| Builder Circle Mortgage Trust 2026-rtl1 ABS-O | $23.9M | 0.43% |
| Pagaya Ai Debt Grantor Trust 2026-1 ABS-O | $23.8M | 0.43% |
| Genesis Sls Fin Mstr Tr 2019-a ABS-O | $23.2M | 0.42% |
| Rft Trust 2024-2 ABS-O | $23.1M | 0.41% |
| Huntington National Bank ABS-O | $23M | 0.41% |
| Achd Trust 2026-ds1 ABS-CBDO | $22.6M | 0.41% |
| Government National Mortgage Association ABS-MBS | $22.1M | 0.40% |
| Redwood Funding Trust 2026-2 ABS-O | $21.9M | 0.39% |
| Multifamily Connecticut Avenue Securities Trust 2020-01 ABS-O | $21.8M | 0.39% |
| Powerpay Issuance Trust 2025-1 ABS-O | $21.8M | 0.39% |
| Bx Trust 2018-bilt ABS-O | $21.6M | 0.39% |
| Bayview Student Loan Credit Linked Notes 2026-crd1 ABS-O | $21.5M | 0.39% |
| Farm 2025-2 Mortgage Trust ABS-O | $21.5M | 0.39% |
| Bayview Student Loan Credit Linked Notes 2026-crd1 ABS-O | $21.4M | 0.38% |
| Bank Of America Corp DBT | $21.3M | 0.38% |
| Research-driven Pagaya Motor Asset Trust 2025-1 ABS-O | $20.7M | 0.37% |
| Bay Trust 2026-mdws ABS-O | $20.7M | 0.37% |
| Government National Mortgage Association ABS-MBS | $20.3M | 0.36% |
| Wells Fargo & Company DBT | $20.2M | 0.36% |
| United States Of America - Bureau Of The Public Debt DBT | $20.1M | 0.36% |
| Dailypay Securitization Trust 2025-1 ABS-O | $20.1M | 0.36% |
| Continental Fin Crc Mt Tr 20-a ABS-O | $20M | 0.36% |
| United States Of America - Bureau Of The Public Debt DBT | $19.9M | 0.36% |
| Federal Home Loan Mortgage Corp ABS-O | $19.9M | 0.36% |
Showing top 60 of 624 holdings.
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