DHEAX
DIAMOND HILL SHORT DURATION SECURITIZED BOND
Diamond Hill Funds

Portfolio concentration

As of March 31, 2026 · N-PORT
Holdings
600
Top-10 weight
11.24%
Effective holdings ?
212
Crowding ?
71.5

Holdings

As of March 31, 2026 · N-PORT
#SecurityTickerSharesValue% of fund
1 State Street Navigator Securities Lending Portfolio II GVMXX 211,459,778 $211.46M 4.11%
2 US TREASURY N/B 50,000,000 $48.95M 0.95%
3 GS Mortgage-Backed Securities Trust, Series 2025-NQM4, Class A1 41,446,723 $41.29M 0.80%
4 Research-Driven Pagaya Motor Asset Trust, Series 2025-1A, Class A 40,268,020 $40.35M 0.78%
5 Multifamily Structured Credit Risk Series 2021-MN2, Class M2 40,192,620 $40.19M 0.78%
6 Pagaya AI Debt Grantor Trust 2026-1 40,000,000 $39.90M 0.78%
7 LIFE MORTGAGE TRUST US LIFE 40,895,000 $39.46M 0.77%
8 HTAP Trust Series 2024-2, Class A HTAP 39,651,716 $39.34M 0.76%
9 Federal National Mortgage Association Pool MA6009 38,356,905 $38.75M 0.75%
10 US TREASURY N/B 40,000,000 $37.57M 0.73%
11 Government National Mortgage Association Pool DJ1189 32,894,557 $34.32M 0.67%
12 LHOME Mortgage Trust, Series 2025-RTL1, Class A1 34,000,000 $34.11M 0.66%
13 Federal National Mortgage Association Pool BM7901 33,160,894 $33.60M 0.65%
14 MF1 LLC, Series 2026-FL21, Class A MF1 32,500,000 $32.56M 0.63%
15 UMBS 31,152,225 $32.29M 0.63%
16 FS 2026-HULA A 144A FRN 03-15-41 32,000,000 $31.99M 0.62%
17 RFT 2025-RR1 Trust 31,342,638 $31.36M 0.61%
18 LHOME Mortgage Trust Series 2024-RTL3, Class A2 LHOME 30,000,000 $30.13M 0.59%
19 TVC Mortgage Trust Series 2024-RRTL1, Class A1 TVC 29,000,000 $29.06M 0.57%
20 VISTA POINT SECURITIZATION TRUST 2026-CES1 VSTA 2026-CES1 A1 27,561,178 $27.30M 0.53%
21 COLT Mortgage Loan Trust, Series 2025-6, Class A1 COLT 26,995,579 $27.11M 0.53%
22 LHOME Mortgage Trust, Series 2024-RTL2, Class A1 LHOME 26,500,000 $26.52M 0.52%
23 Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class D 26,214,900 $26.22M 0.51%
24 Life Mortgage Trust, Series 2021-BMR, Class E LIFE 28,910,000 $26.16M 0.51%
25 Fidelis Mortgage Trust Series 25-RTL1 Class A1 26,000,000 $26.14M 0.51%
26 Government National Mortgage Association Pool DH9776 24,723,932 $25.79M 0.50%
27 The Huntington National Bank Series 2025-2, Class B1 HACLN 25,731,145 $25.77M 0.50%
28 CMO BX 25,800,000 $25.72M 0.50%
29 BX Trust Series 2024-AIRC, Class D 12433CAG 25,150,284 $25.15M 0.49%
30 ROC Securities Trust Series 2025-RTL1, Class A1 25,000,000 $25.06M 0.49%
31 US TREASURY N/B 25,000,000 $25.00M 0.49%
32 Oportun Funding, LLC Series 2025-D, Class D 24,555,000 $24.78M 0.48%
33 Pagaya AI Debt Selection Trust Series 25-5 Class B 24,499,053 $24.54M 0.48%
34 Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class C 24,469,000 $24.47M 0.48%
35 PowerPay Issuance Trust, Series 2025-1A, Class A PWRP 24,393,394 $24.33M 0.47%
36 Pagaya AI Debt Selection Trust Series 2025-8, Class B 24,300,000 $24.22M 0.47%
37 ONITY LOAN INVESTMENT TRUST 2026 HB1 25,000,000 $24.21M 0.47%
38 Genesis Sales Finance Master Trust Series 2024-B, Class C 23,333,000 $23.31M 0.45%
39 Government National Mortgage Association Pool DJ1033 22,330,534 $23.30M 0.45%
40 RFT TRUST, Series 2024-2, Class A1 23,339,433 $23.24M 0.45%
41 CAFL 2026-R1 Issuer LLC 23,175,000 $23.15M 0.45%
42 Farmer Mac Agricultural Real Estate Series 2025-2, Class A1 22,756,004 $23.00M 0.45%
43 Saluda Grade Alternative Mortgage Trust, Series 2025-NPL1, Class A1 79582BAA 22,834,780 $22.96M 0.45%
44 MULTIFAMILY CONNECTICUT AVENUE SECUR SER 2020-01 CL M10 V/R REGD 144A P/P 7.93628000 22,607,375 $22.94M 0.45%
45 Government National Mortgage Association Pool G2 DJ1126 21,316,889 $22.24M 0.43%
46 Research-Driven Pagaya Motor Asset Trust Series 2025-1A, Class C 21,975,000 $22.12M 0.43%
47 Progress Residential Trust, Series 2024-SFR5, Class E1 22,681,000 $20.93M 0.41%
48 Multifamily Connecticut Avenue Series 2024-01, Class M7 20,410,151 $20.64M 0.40%
49 Homeward Opportunities Fund Trust, Series 2024-RRTL2, Class A1 HOF 20,477,881 $20.49M 0.40%
50 WELLS FARGO CO 20,500,000 $20.32M 0.40%
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