State Street Institutional Liquid Reserves Fund Premier Class

NPORT-P false 0001032423 XXXXXXXX S000003154 C000008531 C000008532 C000008530 C000108463 Diamond Hill Funds 811-08061 0001032423 549300PZZTQU6QTHS663 325 John H. McConnell Blvd. Suite 200 Columbus 43215 888-226-5595 DIAMOND HILL SMALL CAP FUND S000003154 549300YCZH5J257SPC72 2019-12-31 2019-09-30 N 819779144.49 50919159.16 768859985.33 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00 UST State Street Inst 549300P1E098W6ES7M39 State Street Institutional Liquid Reserves Fund Premier Class 85749P101 33020639.84000000 NS USD 33023941.90000000 4.295182807026 Long STIV RF US N 1 N N N Trinity Industries, Inc. R1JB4KXN77XFCXOQKV49 Trinity Industries, Inc. 896522109 540277.00000000 NS USD 10632651.36000000 1.382911266403 Long EC CORP US N 1 N N Wesco International, Inc. 529900TXOGREY3WNJ434 WESCO International, Inc. 95082P105 141419.00000000 NS USD 6755585.63000000 0.878649657791 Long EC CORP US N 1 N N N Sterling Bancorp Del 549300LQK6SKH5ZXO648 Sterling Bancorp 85917A100 1348120.00000000 NS USD 27043287.20000000 3.517322752645 Long EC CORP US N 1 N N N Cimarex Energy Corporation 11KYOFXPU1C4CQL1CL44 Cimarex Energy Company 171798101 258209.00000000 NS USD 12378539.46000000 1.609986173839 Long EC CORP US N 1 N N N Flowers Foods, Inc. 7YNCQQNDK8FBM9BBTK25 Flowers Foods, Inc. 343498101 509035.00000000 NS USD 11773979.55000000 1.531355484047 Long EC CORP US N 1 N N N Green Brick Partners INC 549300R7SCIV7FQI6T56 Green Brick Partners, Inc. 392709101 814944.00000000 NS USD 8719900.80000000 1.134133778110 Long EC CORP US N 1 N N N HUB Group Inc N/A Hub Group, Inc. 443320106 618135.00000000 NS USD 28743277.50000000 3.738428068624 Long EC CORP US N 1 N N N The Toro Company YJKE4YIT6BWQHVEW0D14 Toro Company (The) 891092108 144085.00000000 NS USD 10561430.50000000 1.373648089576 Long EC CORP US N 1 N N N Wolverine World Wide, Inc. 549300OVC7PK14LQ8D87 Wolverine World Wide, Inc. 978097103 78675.00000000 NS USD 2223355.50000000 0.289175603155 Long EC CORP US N 1 N N Hyster-Yale Materials Handling, Inc. N/A Hyster-Yale Materials Handling, Inc. 449172105 143962.00000000 NS USD 7879040.26000000 1.024769192093 Long EC CORP US N 1 N N N Acorda Therapeutic 5493007NPB5YRM8QGL53 Acorda Therapeutics, Inc. 00484M106 218951.00000000 NS USD 628389.37000000 0.081730013525 Long EC CORP US N 1 N N Jones Lang LaSalle Incorporated 6SYKCME112RT8TQUO411 Jones Lang LaSalle, Inc. 48020Q107 49144.00000000 NS USD 6833964.64000000 0.888843842883 Long EC CORP US N 1 N N N MR COOPER GROUP INC 549300KD8C6DPXYC2M26 MR Cooper Group, Inc. 62482R107 1406661.00000000 NS USD 14938739.82000000 1.942972726508 Long EC CORP US N 1 N N Sanmina Corp X5K24XLM8QYRXF00EB42 Sanmina Corporation 801056102 504535.00000000 NS USD 16200618.85000000 2.107096111009 Long EC CORP US N 1 N N N Enstar Group Ltd 213800AMAL5QFXVUCN04 Enstar Group Ltd. G3075P101 126832.00000000 NS USD 24087933.44000000 3.132941484743 Long EC CORP BM N 1 N N N First of Long Island Corporation N/A First of Long Island Corporation (The) 320734106 348684.00000000 NS USD 7932561.00000000 1.031730243653 Long EC CORP US N 1 N N N Proassurance Corp 54930015E5J57R675E89 ProAssurance Corporation 74267C106 368123.00000000 NS USD 14824313.21000000 1.928090093495 Long EC CORP US N 1 N N N Bankunited Inc 96OVUWEW5D4YX6PFXD91 BankUnited, Inc. 06652K103 357076.00000000 NS USD 12004895.12000000 1.561388984867 Long EC CORP US N 1 N N N Post Holdings Inc. JM1I5YUAURL6DC8N1468 Post Holdings, Inc. 737446104 178654.00000000 NS USD 18908739.36000000 2.459321556692 Long EC CORP US N 1 N N N Kirby Corp I7NO6FZO5GUCG585T325 Kirby Corporation 497266106 251318.00000000 NS USD 20648286.88000000 2.685571791219 Long EC CORP US N 1 N N N Vail Resorts, Inc. 529900PSZHRNU9HKH870 Vail Resorts, Inc. 91879Q109 164313.00000000 NS USD 37391066.28000000 4.863182763237 Long EC CORP US N 1 N N N Allegiant Travel 549300JM9OZXOHWL2K18 Allegiant Travel Company 01748X102 132030.00000000 NS USD 19759609.80000000 2.569988057255 Long EC CORP US N 1 N N Renaissancere Holdings Ltd. EK6GB9U3U58PDI411C94 Renaissance Holdings Ltd. G7496G103 57327.00000000 NS USD 11089908.15000000 1.442383315765 Long EC CORP BM N 1 N N N American Campus Communities, Inc. 529900MR3ZXRO3W6UX26 American Campus Communities, Inc. REIT 024835100 147523.00000000 NS USD 7092905.84000000 0.922522432605 Long EC CORP US N 1 N N N BANK OZK 549300VYK2WBD7SST478 Bank OZK 06417N103 961466.00000000 NS USD 26219177.82000000 3.410136867604 Long EC CORP US N 1 N N Assured Guaranty 549300BBOQUJEPH87M14 Assured Guaranty Ltd. G0585R106 96224.00000000 NS USD 4278119.04000000 0.556423682026 Long EC CORP US N 1 N N N Arcosa Inc 549300WFHLTCZV7D6V29 Arcosa, Inc. 039653100 121014.00000000 NS USD 4139888.94000000 0.538445103008 Long EC CORP US N 1 N N N Reinsurance Group of America, Incorporated LORM1GNEU1DKEW527V90 Reinsurance Group of America, Inc. 759351604 26221.00000000 NS USD 4192213.48000000 0.545250573574 Long EC CORP US N 1 N N N Winthrop Realty Trust N/A Winthrop Realty Trust REIT 976391300 1975475.00000000 NS USD 651906.75000000 0.084788747293 Long EC CORP US Y 3 N N N South Jersey Industries Inc 549300DJYWYT5VXLFA46 South Jersey Industries, Inc. 838518108 338907.00000000 NS USD 11153429.37000000 1.450645056682 Long EC CORP US N 1 N N Kelly Services Inc N/A Kelly Services, Inc. 488152208 202086.00000000 NS USD 4894522.92000000 0.636594830448 Long EC CORP US N 1 N N N WNS Holdings Ltd 529900RM7QHUD3W9DM42 WNS Holdings Ltd. 92932M101 167113.00000000 NS USD 9817888.75000000 1.276941047437 Long EC CORP US N 1 N N N Broadridge Financial Solutions Inc. N/A Broadridge Financial Solutions, Inc. 11133T103 141188.00000000 NS USD 17568022.84000000 2.284944355955 Long EC CORP US N 1 N N N Aircastle Limited 549300PNK8AKY3OIKP58 Aircastle Ltd. G0129K104 512078.00000000 NS USD 11485909.54000000 1.493888322861 Long EC CORP US N 1 N N N Integer Holdings Corporation 549300SUD2ED5XG6X569 Integer Holdings Corporation 45826H109 49097.00000000 NS USD 3709769.32000000 0.482502587048 Long EC CORP US N 1 N N N Ashland Global Holdings Inc 529900E4L9R04SB8HB11 Ashland Global Holdings, Inc. 044186104 154320.00000000 NS USD 11890356.00000000 1.546491718501 Long EC CORP US N 1 N N N CubeSmart L.P. 549300MPHKO3I3FJRA97 CubeSmart REIT 229663109 571039.00000000 NS USD 19929261.10000000 2.592053362153 Long EC CORP US N 1 N N N Aarons Inc 529900IVEJ72I7MQ3Z14 Aaron's, Inc. 002535300 173252.00000000 NS USD 11133173.52000000 1.448010526288 Long EC CORP US N 1 N N N BOK Financial Corp GRI2NT5QHYW751NMR949 BOK Financial Corporation 05561Q201 118770.00000000 NS USD 9400645.50000000 1.222673266832 Long EC CORP US N 1 N N N Alaska Air Group, Inc. 529900G48RT4KWLC6C27 Alaska Air Group, Inc. 011659109 225462.00000000 NS USD 14634738.42000000 1.903433485840 Long EC CORP US N 1 N N N Stericycle, Inc. B8PTJH2P0AXSWSMP2136 Stericycle, Inc. 858912108 159724.00000000 NS USD 8134743.32000000 1.058026620608 Long EC CORP US N 1 N N UGI Corp DX6GCWD4Q1JO9CRE5I40 UGI Corporation 902681105 156507.00000000 NS USD 7867606.89000000 1.023282137205 Long EC CORP US N 1 N N N Century Communities Inc 5299002QMB2O7ZL1CA26 Century Communities, Inc. 156504300 157828.00000000 NS USD 4834271.64000000 0.628758386733 Long EC CORP US N 1 N N N Tanger Factory Outlet Centers, Inc. UKEW8YSXE4Y581KYOL30 Tanger Factory Outlet Centers, Inc. REIT 875465106 335066.00000000 NS USD 5186821.68000000 0.674611994246 Long EC CORP US N 1 N N Grace(Wr)& Co 5493003X5Z6TVAXIPW56 W.R. Grace & Company 38388F108 73481.00000000 NS USD 4905591.56000000 0.638034447571 Long EC CORP US N 1 N N N WPX Energy Inc ZXZE9GCS2BB547GJW219 WPX Energy, Inc. 98212B103 856726.00000000 NS USD 9072728.34000000 1.180023478020 Long EC CORP US N 1 N N N Natus Medical Inc 549300ZW3JLSJGT2D838 Natus Medical, Inc. 639050103 354888.00000000 NS USD 11299633.92000000 1.469660814140 Long EC CORP US N 1 N N N B&G Foods, Inc. 549300TRW1LZMDJZAQ78 B&G Foods, Inc. 05508R106 231653.00000000 NS USD 4380558.23000000 0.569747198915 Long EC CORP US N 1 N N SPX Flow Incorporation 5493003YXEKRBINIEM78 SPX FLOW, Inc. 78469X107 359926.00000000 NS USD 14202679.96000000 1.847238799129 Long EC CORP US N 1 N N N Carter Holdings, Inc. 5299003WAQK4R3L3ZU36 Carter's, Inc. 146229109 93925.00000000 NS USD 8566899.25000000 1.114233984530 Long EC CORP US N 1 N N CADENCE BANCORPORATION 5493005W0IKYDE6MWK10 Cadence Bancorp 12739A100 1359928.00000000 NS USD 23853137.12000000 3.102403243129 Long EC CORP US N 1 N N N CAL Maine Foods In 549300NHE5WMIEIEMF53 Cal-Maine Foods, Inc. 128030202 516600.00000000 NS USD 20640753.00000000 2.684591914500 Long EC CORP US N 1 N N Popular, Inc. 5493008CARDZMVQ3LO89 Popular, Inc. 733174700 106227.00000000 NS USD 5744756.16000000 0.747178455064 Long EC CORP US N 1 N N N N/A N/A State Street Navigator Securities Lending Portfolio I N/A 48927911.75 NS USD 48927911.75000000 6.363695950310 Long STIV RF US N 1 N N Colfax Corp 635400OP2DYYYMOIYL17 Colfax Corporation 194014106 432122.00000000 NS USD 12557465.32000000 1.633257752984 Long EC CORP US N 1 N N Brown & Brown Inc 549300PC8KTJ71XKFY89 Brown & Brown, Inc. 115236101 262936.00000000 NS USD 9481472.16000000 1.233185799873 Long EC CORP US N 1 N N N Trimas Corporation 75G1WUQ8QK4P5MZOYD78 TriMas Corporation 896215209 242370.00000000 NS USD 7428640.50000000 0.966188986517 Long EC CORP US N 1 N N N Red Rock Resorts Inc N/A Red Rock Resorts, Inc. Class A 75700L108 1296561.00000000 NS USD 26326671.11000000 3.424117734349 Long EC CORP US N 1 N N iStar Inc QFFLKWYYS3UPWD86E794 iStar, Inc. REIT 45031U101 566732.00000000 NS USD 7395852.60000000 0.961924503955 Long EC CORP US N 1 N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 Live Nation Entertainment, Inc. 538034109 590668.00000000 NS USD 39184915.12000000 5.096495573661 Long EC CORP US N 1 N N 2019-11-29 Diamond Hill Funds Julie Roach Julie Roach Treasurer XXXX