Diamond Hill Funds · net assets $3.25B · 1086 holdings as of June 30, 2026. Monthly N-PORT disclosure: the full book, not just equities.
ABS-O: 52.8% · DBT: 36.5% · ABS-MBS: 8.3% · STIV: 1.5% · ABS-CBDO: 0.9%
| Month 1 | Month 2 | Month 3 | |
|---|---|---|---|
| Sales | $64.7M | $71.9M | $101M |
| Reinvestment | $10.8M | $10.6M | $11.2M |
| Redemptions | $117M | $53M | $49.3M |
| Net realized gain (non-derivative) | $832K | $2.1M | $138K |
| Net unrealized appreciation (non-derivative) | $-7.52M | $-5.79M | $-2.23M |
The three months of the reporting period, as filed; month 3 ends June 30, 2026.
| Tenor | Investment grade | Non-investment grade |
|---|---|---|
| 3 months | $1.46K | $78.2 |
| 1 year | $58.6K | $504 |
| 5 years | $398K | $22.2 |
| 10 years | $461K | $0 |
| 30 years | $125K | $0 |
| Holding | Value | % of net assets |
|---|---|---|
| United States Of America - Bureau Of The Public Debt DBT | $118M | 3.62% |
| United States Of America - Bureau Of The Public Debt DBT | $78.2M | 2.40% |
| United States Of America - Bureau Of The Public Debt DBT | $70.1M | 2.16% |
| United States Of America - Bureau Of The Public Debt DBT | $47M | 1.45% |
| United States Of America - Bureau Of The Public Debt DBT | $39.1M | 1.20% |
| United States Of America - Bureau Of The Public Debt DBT | $37.6M | 1.16% |
| State Street Institutional Investment Trust STIV | $36.8M | 1.13% |
| United States Of America - Bureau Of The Public Debt DBT | $36.2M | 1.11% |
| United States Of America - Bureau Of The Public Debt DBT | $35.9M | 1.10% |
| United States Of America - Bureau Of The Public Debt DBT | $35.6M | 1.09% |
| United States Of America - Bureau Of The Public Debt DBT | $28.1M | 0.87% |
| United States Of America - Bureau Of The Public Debt DBT | $23.3M | 0.72% |
| Federal National Mortgage Association ABS-MBS | $20.6M | 0.64% |
| Federal Home Loan Mortgage Corp ABS-O | $19.5M | 0.60% |
| Government National Mortgage Association ABS-O | $19.3M | 0.59% |
| Government National Mortgage Association ABS-MBS | $19M | 0.58% |
| Federal National Mortgage Association ABS-MBS | $18.8M | 0.58% |
| United States Of America - Bureau Of The Public Debt DBT | $17.4M | 0.54% |
| Farm 2021-1 Mortgage Trust ABS-O | $16.8M | 0.52% |
| Government National Mortgage Association ABS-O | $15.3M | 0.47% |
| Farm Mortgage Trust 2024-2 ABS-O | $14.3M | 0.44% |
| Federal National Mortgage Association ABS-O | $14M | 0.43% |
| United States Of America - Bureau Of The Public Debt DBT | $13.9M | 0.43% |
| Cherry Securitization Trust 2025-1 ABS-O | $13.1M | 0.40% |
| Undisclosed STIV | $12.4M | 0.38% |
| United States Of America - Bureau Of The Public Debt DBT | $12.3M | 0.38% |
| Federal Home Loan Mortgage Corp ABS-O | $11.8M | 0.36% |
| Federal National Mortgage Association ABS-MBS | $11.7M | 0.36% |
| Federal Home Loan Mortgage Corp ABS-O | $11.7M | 0.36% |
| Federal Home Loan Mortgage Corp ABS-O | $11.6M | 0.36% |
| Government National Mortgage Association ABS-O | $11.4M | 0.35% |
| Federal Home Loan Mortgage Corp ABS-MBS | $11.1M | 0.34% |
| Fhf Issuer Trust 2024-2 ABS-O | $11M | 0.34% |
| Wells Fargo & Company DBT | $10.8M | 0.33% |
| Federal National Mortgage Association ABS-MBS | $10.7M | 0.33% |
| Comm 2020-cx Mortgage Trust ABS-O | $10.7M | 0.33% |
| Federal National Mortgage Association ABS-MBS | $10.7M | 0.33% |
| United States Of America - Bureau Of The Public Debt DBT | $10.5M | 0.32% |
| Upgrade Master Pass - Thru Trust Series 2025-st5 ABS-O | $10.4M | 0.32% |
| Government National Mortgage Association ABS-O | $9.99M | 0.31% |
| Government National Mortgage Association ABS-O | $9.79M | 0.30% |
| Oportun Issuance Trust 2025-a ABS-O | $9.77M | 0.30% |
| Life 2022-bmr2 Mortgage Trust ABS-O | $9.76M | 0.30% |
| Government National Mortgage Association ABS-O | $9.76M | 0.30% |
| United States Of America - Bureau Of The Public Debt DBT | $9.73M | 0.30% |
| Freddie Mac Mscr Trust Mn2 ABS-O | $9.68M | 0.30% |
| United States Of America - Bureau Of The Public Debt DBT | $9.52M | 0.29% |
| Government National Mortgage Association ABS-O | $9.46M | 0.29% |
| Htap 2024-2 ABS-O | $9.37M | 0.29% |
| Research-driven Pagaya Motor Asset Trust 2025-1 ABS-O | $9.22M | 0.28% |
| Morgan Stanley DBT | $9.19M | 0.28% |
| Government National Mortgage Association ABS-O | $9.08M | 0.28% |
| Lhome Mtg Tr 2025-rtl1 ABS-O | $8.95M | 0.28% |
| Federal Home Loan Mortgage Corp ABS-O | $8.92M | 0.27% |
| Goldman Sachs Group Inc (the) DBT | $8.87M | 0.27% |
| Farm 2025-2 Mortgage Trust ABS-O | $8.86M | 0.27% |
| Builder Circle Mortgage Trust 2026-rtl1 ABS-O | $8.79M | 0.27% |
| Federal Home Loan Mortgage Corp ABS-O | $8.7M | 0.27% |
| Federal National Mortgage Association ABS-O | $8.61M | 0.26% |
| Government National Mortgage Association ABS-O | $8.45M | 0.26% |
Showing top 60 of 1086 holdings.
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