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Securitized Total Return Strategy

We believe successful, long-term fixed income investing starts with small, individual security decisions.

Fact Sheet
Commentary
All strategy documents

Team

Group Item Count: 2
set at runtime

Henry Song, CFA

Portfolio Manager

Group Item Count: 2
set at runtime

Douglas Gimple

Senior Portfolio Specialist

Philosophy and process highlights

We believe careful selection of undervalued securities and spread sectors offering incremental yield and total return relative to the index is the best way to generate successful long-term investment outcomes.

We focus on securitized products as we believe this differentiated approach provides more opportunities to achieve higher credit quality while maintaining a yield advantage as compared to those invested in government or corporate credit-focused strategies.

We constantly look for value-add opportunities, which can lead to allocations outside of the benchmark with a focus on the securitized market.

Related insights

Securitized Total Return Composite

Returns

Period and Annualized Total Returns (%) As of 31 Jan 2026
Since Inception
(30 Jun 2025)
YTDJan
Gross of Fees 0.32 0.42 0.42
Net of Fees 0.20 0.36 0.36
Bloomberg US Securitized MBS ABS CMBS Index 0.62 0.40 0.40
Swipe or scroll right for more data
Period and Annualized Total Returns (%) As of 31 Dec 2025
Since Inception
(30 Jun 2025)
Gross of Fees -0.10
Net of Fees -0.16
Bloomberg US Securitized MBS ABS CMBS Index 0.21
Swipe or scroll right for more data

Past performance is not a guarantee of future results. Composite results reflect the reinvestment of dividends, capital gains and other earnings when appropriate. Net returns are calculated by reducing the gross returns by the highest stated fee in the composite fee schedule. Only transaction costs are deducted from gross of fees returns. To view a GIPS Report for all composites, click here.

Statistics

Portfolio Characteristics1 As of 31 Dec 2025

Securitized Total Return Composite Bloomberg US Securitized MBS ABS CMBS Index
Inception 30 Jun 2025
Status Open
Number of Holdings 107 3,905
Yield To Maturity 5.82% 4.74%
Yield to Worst 5.53% 4.74%
Effective Duration 5.38 5.08
Weighted Average Life (years) 5.93 6.59
Convexity 0.32 -0.65
Option-Adjusted Spread 179 32

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Portfolio

Portfolio Guidelines

The portfolio generally invests at least 80% of its assets in a diversified portfolio of fixed income securities and may invest a significant portion or all of its assets in asset-backed, mortgage-related and mortgage-backed securities. The portfolio may invest up to 15% of its assets in below-investment grade securities at the time of purchase. The portfolio will typically maintain an average portfolio duration within 2 of the Bloomberg US Securitized: MBS, ABS and CMBS Index.

Sector Allocation2 (%) As of 31 Dec 2025

Bloomberg US Securitized MBS ABS CMBS Index

Duration Breakdown (%)As of 31 Dec 2025

Securitized Total Return Composite Bloomberg US Securitized MBS ABS CMBS Index
Less than one Y 20.3 0.5
1-3 Y 14.9 22.0
3-5 Y 13.1 22.4
5-7 Y 26.2 27.3
7-10 Y 12.5 27.7
10-20 Y 9.8 0.1
20+ Y 3.2 0.0

Credit Quality Rating3 (%) As of 31 Dec 2025

AAA 5.3
AA 64.1
A 8.4
BBB 16.8
BB 2.7
B 0.2
CCC & Below 0.0
Not Rated 2.5

Key Rate Duration (%) As of 31 Dec 2025

Securitized Total Return Composite Bloomberg US Securitized MBS ABS CMBS Index
1Y 0.09 0.16
2Y 0.19 0.20
3Y 0.33 0.37
5Y 1.02 1.00
10Y 2.24 1.90
20Y 1.41 1.30
30Y 0.10 0.14

Index data source: Bloomberg Index Services Limited. See diamond-hill.com/disclosures for a full copy of the disclaimer.

Risk disclosure: In general, when interest rates rise, fixed income values fall. Lower quality/high yield securities involve greater default risk or price changes than bonds with higher credit ratings. Mortgage- and asset-backed securities are influenced by factors affecting the housing market and the assets underlying such securities. The securities may decline in value, face valuation difficulties and become more volatile and/or illiquid. They are also subject to prepayment risk, which occurs when mortgage holders refinance or repay loans sooner than expected, creating an early return of principal to loan holders. 

Data, where applicable, is shown gross of fees and should be viewed in conjunction with the net of fee returns included in this document.

Cash & Other may include cash and money market funds. RMBS: Residential Mortgage-Backed Securities, CMBS: Commercial Mortgage-Backed Securities.

Security quality ratings are derived from underlying portfolio securities by using the middle rating of Standard & Poor’s, Moody’s, and Fitch. If only two of Standard & Poor’s, Moody’s, and Fitch rates a security the higher of the two is selected. If only one of Standard & Poor’s, Moody’s, and Fitch rates a security the available rating is used. For securities that are not rated by Standard & Poor’s, Moody’s, or Fitch a rating from a secondary Nationally Recognized Statistical Rating Organization (“NRSRO”) may be used. Ratings by any agency represent an opinion only, not a recommendation to buy or sell. Securities that are not rated by any agencies are reflected as Not Rated “NR.”

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