How do you all control your breathing during deadlift sets?

During a set of 5, I find that I am more effective if I hold my breath throughout the duration of the entire set. I can lift more, keep my focus better, and when I take individual breaths for each rep I tend to get light headed towards the end of the set which can break my concentration and make me tired. Most people teach to take a deep breath before each rep. Is there anything incorrect or dangerous about doing it my way?