# EDGAR Filing Document

**Accession Number:** 0002022290
**File Stem:** 0000910472-26-003562
**Filing Date:** 2026-3
**Character Count:** 32025
**Document Hash:** 8122cfb3078c6be960d4e465b1fe55ba
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-003562.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0000910472-26-003562

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260302

**DATE AS OF CHANGE**: 20260302

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Diamond Hill Securitized Credit Fund
- **CENTRAL INDEX KEY:** 0002022290

**ORGANIZATION NAME:**
- **EIN:** 992838444
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23964
- **FILM NUMBER:** 26703662

**BUSINESS ADDRESS:**
- **STREET 1:** 325 JOHN H MCCONNELL BLVD.
- **STREET 2:** SUITE 200
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215
- **BUSINESS PHONE:** 614-255-3333

**MAIL ADDRESS:**
- **STREET 1:** 325 JOHN H MCCONNELL BLVD.
- **STREET 2:** SUITE 200
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Diamond Hill Securitized Credit Fund

- **b. Investment Company Act file number:** 811-23964

- **c. CIK number of Registrant:** 0002022290

- **d. LEI of Registrant:** 254900ODOUF69BJYHK36

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 325 John H. McConnell Blvd.

  - **City:** Columbus

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 43215

  - **Telephone number:** 888-226-5595

**Item A.2. Information about the Series.**

- **a. Name of Series:** DIAMOND HILL SECURITIZED CREDIT FUND

- **c. LEI of Series:** 254900ODOUF69BJYHK36

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $132965554.78

**Total Liabilities:** $155494.95

**Net Assets:** $132810059.83

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 97.51329909 | **1-Year:** 513.47855396 | **5-Year:** 923.52819512 | **10-Year:** 3557.99478020 | **30-Year:** 2099.99741190

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 210.08981700 | **5-Year:** 39.68774628 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.82%               | 0.98%                | 0.81%                |
| Class ID N/A | -0.95%               | 0.95%                | 0.87%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2686399.36             | $841343.61                                 |
| Month 2  | $350945.98               | $175023.73                                 |
| Month 3  | $371325.45               | $-55140.09                                 |

### Schedule of Portfolio Investments

| Name                                                  | Title                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACHD TRUST 2025-DS1                                   | ACHD Trust Series 2025-DS1, Class B                                        | CUSIP: 00092TAB1<br>LEI: 529900TKZUWQLIQN6T48 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000813.00   | 0.75%             | 2034-01-09      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| ACCELERATED 2021-1H LLC                               | Accelerated Assets, LLC Series 2021-1H, Class D                            | CUSIP: 00439KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    486718 | PA      | $450474.49    | 0.34%             | 2040-10-20      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                | Ally Bank Auto Credit-Linked Notes Series 2024-B, Class G                  | CUSIP: 02007G4H3<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |   1045815 | PA      | $1074169.93   | 0.81%             | 2032-09-15      | Fixed         | 11.39%                | Yes           |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                | Ally Bank Auto Credit-Linked Notes Series 2025-A, Class G                  | CUSIP: 02007G5K5<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |   1660643 | PA      | $1672563.50   | 1.26%             | 2033-06-15      | Fixed         | 10.22%                | Yes           |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                | Ally Bank Auto Credit-Linked Notes Series 2025-B, Class G                  | CUSIP: 02007G6U2<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |    720677 | PA      | $723062.69    | 0.54%             | 2033-09-15      | Fixed         | 10.78%                | Yes           |                  2 | On Loan: No      |
| AMDR ABS TRUST 2025-1                                 | AMDR ABS Trust Series 2025-1A, Class B                                     | CUSIP: 02342WAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2375000 | PA      | $2375211.38   | 1.79%             | 2033-12-19      | Fixed         | 9.69%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2016-Ashf  | Banc of America Merrill Lynch Commercial Mortgage Series 2020-BOC, Class A | CUSIP: 05551JAA8<br>LEI: 549300MWBLMUUG6B8094 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2209438.00   | 1.66%             | 2032-01-15      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2016-Ashf  | Banc of America Merrill Lynch Commerical Mortgage Series 2020-BOC, Class D | CUSIP: 05551JAJ9<br>LEI: 549300MWBLMUUG6B8094 | Long             | ABS-O            | CORP              | US        |    775000 | PA      | $435858.30    | 0.33%             | 2032-01-15      | Variable      | 3.29%                 | Yes           |                  2 | On Loan: No      |
| Bxmt Ltd                                              | BXMT Ltd. Series 2021-FL4, Class D                                         | CUSIP: 05609GAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1850000 | PA      | $1777783.40   | 1.34%             | 2038-05-15      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| BOSTON LENDING TRUST                                  | Boston Lending Trust Series 2021-1, Class A                                | CUSIP: 100842AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1337235 | PA      | $1193707.21   | 0.90%             | 2061-07-25      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                   | Brean Asset Backed Securities Trust Series 2023-RM7, Class M2              | CUSIP: 10638BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1964020 | PA      | $1794315.27   | 1.35%             | 2078-03-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                   | Brean Asset Backed Securities Trust Series 2023-RM7, Class M3              | CUSIP: 10638BAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1162317 | PA      | $1032665.68   | 0.78%             | 2078-03-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                   | Brean Asset Backed Securities Series 2023-RM7, Class M4                    | CUSIP: 10638BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5593170 | PA      | $4766775.58   | 3.59%             | 2078-03-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                   | Brean Asset Backed Securities Series 2025-RM10, Class M4                   | CUSIP: 10638FAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1882937 | PA      | $1538367.71   | 1.16%             | 2065-01-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                   | Brean Asset Backed Securities Trust Series 2025-RM12, Class M4             | CUSIP: 10638KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2392903 | PA      | $1824428.44   | 1.37%             | 2065-07-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST 2025-RM13         | Brean Asset Backed Securities Trust Series 2025-RM13, Class M4             | CUSIP: 10638PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1762832 | PA      | $1277696.55   | 0.96%             | 2065-10-25      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| COLEM 2022-HLNE MORTGAGE TRUST                        | Colem 2021-HLNE Mortgage Trust Series 22-HLNE Class B                      | CUSIP: 12659JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1842843.20   | 1.39%             | 2042-04-12      | Variable      | 2.46%                 | Yes           |                  2 | On Loan: No      |
| COLEM 2022-HLNE MORTGAGE TRUST                        | COLEM Mortgage Trust Series 2022-HLNE, Class D                             | CUSIP: 12659JAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1541558.88   | 1.16%             | 2042-04-12      | Variable      | 2.46%                 | Yes           |                  2 | On Loan: No      |
| CPC ASSET SECURITIZATION IV LLC                       | CPC Asset Securitization, LLC Series 2025-1A, Class D                      | CUSIP: 12675BAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2578776.82   | 1.94%             | 2031-07-15      | Fixed         | 11.24%                | Yes           |                  2 | On Loan: No      |
| CHERRY SECURITIZATION TRUST 2024-1                    | Cherry Securitization Trust Series 2024-1A, Class D                        | CUSIP: 164737AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3061543.80   | 2.31%             | 2032-04-15      | Fixed         | 12.28%                | Yes           |                  2 | On Loan: No      |
| CHERRY SECURITIZATION TRUST 2025-1                    | Cherry Securitization Trust Series 2025-1A, Class D                        | CUSIP: 16473RAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4010000 | PA      | $4130847.77   | 3.11%             | 2032-11-15      | Fixed         | 12.69%                | Yes           |                  2 | On Loan: No      |
| DROP MTGE TST                                         | Drop Mortgage Trust Series 2021-FILE, Class A                              | CUSIP: 26210YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1065000 | PA      | $1038856.91   | 0.78%             | 2043-10-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| DROP MTGE TST                                         | Drop Mortgage Trust Series 2021-FILE, Class B                              | CUSIP: 26210YAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    838000 | PA      | $775529.20    | 0.58%             | 2043-10-15      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                      | Federal Home Loan Mortgage Corporation Series 3866, Class DS               | CUSIP: 3137AAEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    318205 | PA      | $255220.59    | 0.19%             | 2041-05-15      | Floating      | 0.90%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA HECM BUYOUT 2025-HB1               | Finance of America Class M5 Series 25-HB1                                  | CUSIP: 31735EAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3100000 | PA      | $2886974.82   | 2.17%             | 2028-11-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Finance Of America Hecm Buyout 2024-HB1               | Finance of America HECM Buyout Series 2024-HB1, Class M5                   | CUSIP: 31737DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2753034.60   | 2.07%             | 2034-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mtg Tr 2017-1                                | Flagstar Mortgage Trust Series 2019-2, Class B5                            | CUSIP: 33852BAS4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    926390 | PA      | $651630.40    | 0.49%             | 2049-12-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                      | Federal Home Loan Mortgage Corporation Series 2021-MN2, Class B1           | CUSIP: 35563JAC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2500000 | PA      | $2500020.50   | 1.88%             | 2041-07-25      | Floating      | 9.37%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                      | MultiFamily Structured Credit Series 2024-MN9, Class B1                    | CUSIP: 355917AC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2125000 | PA      | $2196080.61   | 1.65%             | 2044-10-25      | Floating      | 9.87%                 | Yes           |                  2 | On Loan: No      |
| FREED ABS TRUST 2022-4FP                              | Freedom Financial Series 2022-4FP, Class CERT                              | CUSIP: 35634JAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25976 | PA      | $4961416.00   | 3.74%             | 2029-12-18      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GENESIS SLS FIN MSTR TR 2019-A                        | Genesis Sales Finance Master Trust Series 2024-B, Class F                  | CUSIP: 37186XBC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2028427.00   | 1.53%             | 2032-12-20      | Fixed         | 13.37%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association Series 2021-158, Class MT         | CUSIP: 38382XW35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1605260 | PA      | $639301.06    | 0.48%             | 2051-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust Series 2018-1, Class B5                           | CUSIP: 46648RBC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    928000 | PA      | $617420.95    | 0.46%             | 2048-06-25      | Variable      | 3.58%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust Series 2018-3, Class B5                           | CUSIP: 46649TBC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    993601 | PA      | $688066.87    | 0.52%             | 2048-09-25      | Variable      | 3.70%                 | Yes           |                  2 | On Loan: No      |
| KAPITUS ASSET SECURITIZATION IV LLC                   | Kapitus Asset Securitization, LLC Series 2024-1A, Class D                  | CUSIP: 48555MAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2095452.24   | 1.58%             | 2031-09-10      | Fixed         | 9.90%                 | Yes           |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST                         | Life Financial Services Trust Series 2021-BMR, Class F                     | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2275000 | PA      | $2216930.85   | 1.67%             | 2038-03-15      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST                         | Life Financial Services Trust Series 2021-BMR, Class G                     | CUSIP: 53218CAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1225000 | PA      | $1189907.06   | 0.90%             | 2038-03-15      | Floating      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST                         | Life Financial Services Trust Series 2022-BMR2, Class C                    | CUSIP: 53218DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2027886.53   | 1.53%             | 2039-05-15      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| MARLETTE FDG TST 2018-3                               | Marlette Funding Trust Series 2024-1A, Class R                             | CUSIP: 57108V102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000 | PA      | $778000.00    | 0.59%             | 2034-07-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                           | Merchants Fleet Funding, LLC Series 2025-1A, Class E                       | CUSIP: 588926AQ8<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002495.10   | 0.75%             | 2039-01-20      | Fixed         | 8.48%                 | Yes           |                  2 | On Loan: No      |
| MULLIGAN ASSET SECURITIZATION II LLC                  | Mulligan Asset Securitization Loans Series 24-1 Class C                    | CUSIP: 62534LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2544968.75   | 1.92%             | 2031-10-15      | Fixed         | 12.06%                | Yes           |                  2 | On Loan: No      |
| MULLIGAN ASSET SECURITIZATION II LLC                  | Mulligan Asset Securitization Loans Series 2024-1, Class CC                | CUSIP: 62534LAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017987.50   | 0.77%             | 2031-10-15      | Fixed         | 12.06%                | Yes           |                  2 | On Loan: No      |
| ONITY LOAN INVESTMENT TRUST 2025-HB1                  | Onity Loan Investment Trust Series 2025-HB1, Class M4                      | CUSIP: 68278EAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1731729.80   | 1.30%             | 2038-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ONITY LOAN INVESTMENT TRUST 2025-HB2                  | Ocwen Loan Investment Trust Series 2025-HB2, Class M5                      | CUSIP: 68278FAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5600000 | PA      | $4316855.20   | 3.25%             | 2038-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-A                         | Oportun Funding, LLC Series 2025-A, Class E                                | CUSIP: 68377TAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1498994.10   | 1.13%             | 2033-02-08      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust 2025-B                         | Oportun Funding, LLC Series 2025-B, Class E                                | CUSIP: 68378QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1007880.90   | 0.76%             | 2033-05-09      | Fixed         | 9.40%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-A                         | Oportun Funding, LLC Series 2025-C, Class E                                | CUSIP: 68378RAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1792006.20   | 1.35%             | 2033-07-08      | Fixed         | 9.20%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-A                         | Oportun Funding, LLC Series 2025-D, Class E                                | CUSIP: 68379HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1993297.40   | 1.50%             | 2033-02-08      | Fixed         | 10.82%                | Yes           |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Trust 2025-1            | Pagaya Point of Sale Holdings Series 25-1 Class F                          | CUSIP: 694951AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1907563.80   | 1.44%             | 2034-01-20      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                        | Pagaya AI Debt Selection Trust Series 2025-3, Class E                      | CUSIP: 69547GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2499495 | PA      | $2566909.20   | 1.93%             | 2032-12-15      | Fixed         | 12.63%                | Yes           |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Trust 2025-2            | Pagaya Point of Sale Holdings Grantor Trust Series 2025-2, Class F         | CUSIP: 69549HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2806708.80   | 2.11%             | 2033-07-20      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Perimeter Master Note Business Trust                  | Perimeter Master Note Business Trust Series 2025-1A, Class D               | CUSIP: 71384PBF7<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6042978.00   | 4.55%             | 2030-12-16      | Fixed         | 12.80%                | Yes           |                  2 | On Loan: No      |
| POINT SECURITIZATION TRUST 2025-2                     | Point Securitization Trust Series 2025-2, Class B1                         | CUSIP: 73071PAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1040256.96   | 0.78%             | 2055-09-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                            | Progress Residential Trust Series 221-SFR6, Class D                        | CUSIP: 74333HAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2556000 | PA      | $2524466.12   | 1.90%             | 2038-07-17      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TST 2020-SFR3                    | Progress Residential Trust Series 2021-SFR3, Class A                       | CUSIP: 74333VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149545 | PA      | $148599.26    | 0.11%             | 2026-05-17      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| Rmf Buyout Issuance Tr 2018                           | RMF Buyout Issuance Trust Series 2021-HB1, Class M4                        | CUSIP: 74969TAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1580000 | PA      | $1503925.53   | 1.13%             | 2031-11-25      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| RMF PRPTR ISSN TR 2022-3                              | RMF Proprietary Issuance Trust Series 2022-3, Class M3                     | CUSIP: 74970FAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3409221.00   | 2.57%             | 2062-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR TRUST 2025-4             | Research-Driven Pagaya Motor Asset Trust Series 2025-4A, Class E           | CUSIP: 76089NAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1756820.45   | 1.32%             | 2034-04-25      | Fixed         | 10.74%                | Yes           |                  2 | On Loan: No      |
| ROC MORTGAGE TRUST 2025-RTL1                          | ROC Securities Trust Series 2025-RTL1, Class M2                            | CUSIP: 77119RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2394281.28   | 1.80%             | 2040-02-25      | Variable      | 8.54%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1 | Santander Bank Auto Credit-Linked Notes Series 2025-A, Class G             | CUSIP: 80290CCW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1502736.45   | 1.13%             | 2034-01-16      | Fixed         | 11.05%                | Yes           |                  2 | On Loan: No      |
| SPLITERO TRUST 2025-1                                 | Splitero Trust Class B1 Series 25-1                                        | CUSIP: 848948AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1543717.70   | 1.16%             | 2055-12-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Institutional Investment Trust           | State Street Institutional US Government Money Market Fund, Premier Class  | CUSIP: 857492706<br>LEI: 549300P1E098W6ES7M39 | Long             | STIV             | RF                | US        |   7040287 | NS      | $7040286.83   | 5.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Bank (North Carolina)                          | Truist Bank Auto Credit-Linked Notes Series 2025-1, Class D                | CUSIP: 897926CE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | ABS-O            | CORP              | US        |   2032650 | PA      | $2046154.03   | 1.54%             | 2033-09-26      | Fixed         | 9.69%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bank National Association                        | US Bank Credit-Linked Notes Series 2025-SUP2, Class R                      | CUSIP: 90355PAG1<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |   3514253 | PA      | $3514215.91   | 2.65%             | 2032-09-25      | Floating      | 10.37%                | Yes           |                  2 | On Loan: No      |
| UNLOCK HEA TRUST 2025-2                               | Unlock HEA Trust Series 2025-2, Class C                                    | CUSIP: 914917AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1162768.65   | 0.88%             | 2041-11-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5        | Wells Fargo Commerical Mortgage Trust Series 2025-1918, Class D            | CUSIP: 95004QAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3021888.00   | 2.28%             | 2040-09-15      | Variable      | 8.62%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

**Name of Applicant:** Diamond Hill Securitized Credit Fund

**Signature:** Julie Roach

**Name of Signer:** Julie Roach

**Title:** Treasurer