Brown Advisory Mortgage Securities Fund

Fund Profile

Fund profile

Tickers

BAFZX, BIAZX

Fund manager

Brown Advisory Funds

Total assets

$344.62 mm

Liabilities

$46.49 mm

Net assets

$298.14 mm

Number of holdings

328.00

Top 200 of 328 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
First American Government Obligations Fund	38.41 mm	38.41 mm shares	12.88	Short-term investment vehicle	Long	USA
Fannie Mae or Freddie Mac	17.12 mm	20.70 mm principal	5.74	ABS-mortgage backed security	Long	USA
Ginnie Mae	10.59 mm	12.02 mm principal	3.55	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	4.23 mm	4.52 mm principal	1.42	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	4.22 mm	4.09 mm principal	1.41	ABS-mortgage backed security	Long	USA
Ginnie Mae	3.65 mm	4.30 mm principal	1.22	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	3.53 mm	3.67 mm principal	1.18	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	3.48 mm	3.61 mm principal	1.17	ABS-mortgage backed security	Long	USA
American Express Credit Account Master Trust	3.48 mm	3.50 mm principal	1.17	ABS-other	Long	USA
Ginnie Mae II Pool	3.43 mm	3.42 mm principal	1.15	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	3.34 mm	3.56 mm principal	1.12	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	3.27 mm	3.71 mm principal	1.10	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	3.25 mm	3.61 mm principal	1.09	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	3.21 mm	3.57 mm principal	1.08	ABS-mortgage backed security	Long	USA
Ginnie Mae	3.15 mm	3.19 mm principal	1.06	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	3.15 mm	3.49 mm principal	1.06	ABS-mortgage backed security	Long	USA
Ginnie Mae	3.10 mm	3.30 mm principal	1.04	Debt	Long	USA
Fannie Mae Pool	3.10 mm	3.00 mm principal	1.04	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	3.09 mm	3.14 mm principal	1.04	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	3.07 mm	3.00 mm principal	1.03	ABS-collateralized bond/debt obligation	Long	USA
Fannie Mae Pool	3.04 mm	3.34 mm principal	1.02	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	3.01 mm	2.97 mm principal	1.01	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	3.00 mm	3.62 mm principal	1.01	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	2.99 mm	3.61 mm principal	1.00	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	2.96 mm	3.40 mm principal	0.99	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	2.96 mm	3.39 mm principal	0.99	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	2.95 mm	3.24 mm principal	0.99	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	2.94 mm	3.47 mm principal	0.99	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	2.94 mm	3.50 mm principal	0.98	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	2.92 mm	3.13 mm principal	0.98	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	2.92 mm	2.87 mm principal	0.98	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	2.90 mm	2.89 mm principal	0.97	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	2.89 mm	3.14 mm principal	0.97	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	2.88 mm	3.26 mm principal	0.97	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	2.88 mm	3.39 mm principal	0.97	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	2.86 mm	3.04 mm principal	0.96	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	2.85 mm	3.36 mm principal	0.96	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	2.83 mm	3.34 mm principal	0.95	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	2.82 mm	3.21 mm principal	0.95	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	2.81 mm	2.76 mm principal	0.94	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	2.80 mm	3.06 mm principal	0.94	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	2.78 mm	2.98 mm principal	0.93	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	2.75 mm	3.01 mm principal	0.92	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	2.75 mm	3.11 mm principal	0.92	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	2.66 mm	2.65 mm principal	0.89	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	2.66 mm	2.83 mm principal	0.89	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	2.63 mm	2.59 mm principal	0.88	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	2.61 mm	2.65 mm principal	0.87	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	2.61 mm	2.71 mm principal	0.87	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	2.57 mm	3.06 mm principal	0.86	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	2.55 mm	2.95 mm principal	0.86	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	2.52 mm	2.89 mm principal	0.85	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	2.47 mm	2.83 mm principal	0.83	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	2.46 mm	2.82 mm principal	0.83	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	2.44 mm	3.14 mm principal	0.82	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	2.44 mm	2.53 mm principal	0.82	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	2.41 mm	2.63 mm principal	0.81	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	2.39 mm	2.55 mm principal	0.80	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	2.33 mm	2.28 mm principal	0.78	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	2.29 mm	2.17 mm principal	0.77	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	2.27 mm	2.50 mm principal	0.76	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	2.27 mm	2.72 mm principal	0.76	ABS-mortgage backed security	Long	USA
CNH Equipment Trust 2023-B	2.21 mm	2.20 mm principal	0.74	ABS-other	Long	USA
Fannie Mae Pool	2.18 mm	2.32 mm principal	0.73	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	2.17 mm	2.32 mm principal	0.73	ABS-mortgage backed security	Long	USA
Toyota Auto Receivables 2024-A Owner Trust	2.02 mm	2.00 mm principal	0.68	ABS-other	Long	USA
Ginnie Mae II Pool	2.01 mm	2.03 mm principal	0.67	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	1.96 mm	2.13 mm principal	0.66	ABS-mortgage backed security	Long	USA
Angel Oak Mortgage Trust 2022-1	1.93 mm	2.06 mm principal	0.65	ABS-mortgage backed security	Long	USA
Fannie Mae Grantor Trust 2017-T1	1.92 mm	1.99 mm principal	0.64	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	1.87 mm	2.41 mm principal	0.63	ABS-mortgage backed security	Long	USA
Ford Credit Auto Owner Trust 2024-B	1.85 mm	1.80 mm principal	0.62	ABS-other	Long	USA
Government National Mortgage Association	1.77 mm	2.52 mm principal	0.59	ABS-mortgage backed security	Long	USA
Ginnie Mae	1.71 mm	1.71 mm principal	0.57	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	1.63 mm	1.74 mm principal	0.55	ABS-mortgage backed security	Long	USA
Carmax Auto Owner Trust 2023-3	1.58 mm	1.58 mm principal	0.53	ABS-other	Long	USA
John Deere Owner Trust 2023-C	1.57 mm	1.57 mm principal	0.53	ABS-other	Long	USA
Ginnie Mae II Pool	1.51 mm	1.52 mm principal	0.51	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	1.51 mm	1.51 mm principal	0.51	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	1.49 mm	1.89 mm principal	0.50	ABS-mortgage backed security	Long	USA
Verizon Master Trust	1.49 mm	1.50 mm principal	0.50	ABS-other	Long	USA
CarMax Auto Owner Trust 2021-2	1.47 mm	1.51 mm principal	0.49	ABS-other	Long	USA
Freddie Mac Pool	1.46 mm	1.62 mm principal	0.49	ABS-mortgage backed security	Long	USA
BX Trust 2024-VLT4	1.43 mm	1.43 mm principal	0.48	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	1.42 mm	1.35 mm principal	0.48	ABS-mortgage backed security	Long	USA
John Deere Owner Trust 2023-B	1.39 mm	1.38 mm principal	0.46	ABS-other	Long	USA
Fannie Mae Pool	1.38 mm	1.60 mm principal	0.46	ABS-mortgage backed security	Long	USA
AmeriCredit Automobile Receivables Trust 2021-1	1.37 mm	1.40 mm principal	0.46	ABS-other	Long	USA
Ginnie Mae II Pool	1.37 mm	1.61 mm principal	0.46	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	1.34 mm	1.28 mm principal	0.45	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	1.34 mm	1.84 mm principal	0.45	ABS-mortgage backed security	Long	USA
Ford Credit Auto Owner Trust 2023-C	1.32 mm	1.31 mm principal	0.44	ABS-other	Long	USA
Fannie Mae Pool	1.28 mm	1.26 mm principal	0.43	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	1.28 mm	1.37 mm principal	0.43	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	1.23 mm	1.36 mm principal	0.41	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	1.22 mm	1.79 mm principal	0.41	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	1.18 mm	1.19 mm principal	0.40	ABS-mortgage backed security	Long	USA
Ginnie Mae	1.10 mm	1.21 mm principal	0.37	Debt	Long	USA
Fannie Mae Pool	1.05 mm	1.26 mm principal	0.35	ABS-mortgage backed security	Long	USA
FHF Issuer Trust 2024-2	1.04 mm	1.02 mm principal	0.35	ABS-other	Long	USA
Fannie Mae Pool	988.83 k	1.00 mm principal	0.33	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	967.01 k	1.09 mm principal	0.32	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	941.93 k	984.63 k principal	0.32	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	903.29 k	1.09 mm principal	0.30	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	899.43 k	1.04 mm principal	0.30	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	870.11 k	845.35 k principal	0.29	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	867.99 k	865.51 k principal	0.29	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	836.12 k	994.08 k principal	0.28	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	821.02 k	844.68 k principal	0.28	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	799.16 k	818.14 k principal	0.27	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	775.14 k	734.73 k principal	0.26	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	766.39 k	918.84 k principal	0.26	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	766.29 k	876.08 k principal	0.26	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	734.61 k	756.47 k principal	0.25	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	727.15 k	693.06 k principal	0.24	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	697.44 k	1.05 mm principal	0.23	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	689.23 k	831.61 k principal	0.23	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	658.95 k	685.71 k principal	0.22	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	642.63 k	766.08 k principal	0.22	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	611.05 k	556.20 k principal	0.20	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	599.85 k	599.12 k principal	0.20	ABS-mortgage backed security	Long	USA
FREMF 2019-KF73 Mortgage Trust	591.76 k	627.53 k principal	0.20	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	570.74 k	608.29 k principal	0.19	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	557.28 k	682.00 k principal	0.19	ABS-mortgage backed security	Long	USA
Toyota Auto Receivables 2023-B Owner Trust	552.23 k	551.84 k principal	0.19	ABS-other	Long	USA
Freddie Mac REMICS	551.48 k	762.13 k principal	0.18	ABS-mortgage backed security	Long	USA
Ginnie Mae I Pool	550.70 k	549.78 k principal	0.18	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	546.51 k	544.77 k principal	0.18	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	530.68 k	512.81 k principal	0.18	ABS-mortgage backed security	Long	USA
Carmax Select Receivables Trust 2024-A	529.25 k	525.00 k principal	0.18	ABS-other	Long	USA
Freddie Mac Gold Pool	514.62 k	528.61 k principal	0.17	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	514.46 k	489.15 k principal	0.17	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	501.33 k	541.36 k principal	0.17	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	495.05 k	490.65 k principal	0.17	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	489.91 k	487.34 k principal	0.16	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	488.73 k	527.75 k principal	0.16	ABS-mortgage backed security	Long	USA
FREMF 2020-KF74 Mortgage Trust	475.08 k	490.86 k principal	0.16	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	426.64 k	437.18 k principal	0.14	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	424.56 k	505.14 k principal	0.14	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	421.59 k	410.48 k principal	0.14	ABS-mortgage backed security	Long	USA
Colorado Health Facilities Authority	420.29 k	435.00 k principal	0.14	Debt	Long	USA
Government National Mortgage Association	396.84 k	411.58 k principal	0.13	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	388.77 k	378.51 k principal	0.13	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	381.22 k	579.42 k principal	0.13	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	379.18 k	367.64 k principal	0.13	ABS-mortgage backed security	Long	USA
Dext ABS 2021-1 LLC	375.96 k	380.00 k principal	0.13	ABS-other	Long	USA
Ginnie Mae II Pool	361.74 k	343.94 k principal	0.12	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	359.52 k	411.83 k principal	0.12	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	333.58 k	350.30 k principal	0.11	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	323.62 k	308.02 k principal	0.11	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	309.39 k	306.85 k principal	0.10	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	308.31 k	295.74 k principal	0.10	ABS-mortgage backed security	Long	USA
Freddie Mac Gold Pool	305.59 k	318.73 k principal	0.10	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	297.16 k	283.13 k principal	0.10	ABS-mortgage backed security	Long	USA
American Homes 4 Rent 2015-SFR1 Trust	296.13 k	298.66 k principal	0.10	ABS-other	Long	USA
Government National Mortgage Association	284.25 k	285.54 k principal	0.10	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	282.01 k	268.22 k principal	0.09	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	281.80 k	5.03 mm principal	0.09	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	275.11 k	266.74 k principal	0.09	ABS-mortgage backed security	Long	USA
Freddie Mac Gold Pool	272.36 k	265.26 k principal	0.09	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	259.50 k	262.52 k principal	0.09	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	258.21 k	552.00 k principal	0.09	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	256.55 k	1.74 mm principal	0.09	ABS-mortgage backed security	Long	USA
American Homes 4 Rent 2015-SFR2 Trust	248.96 k	250.00 k principal	0.08	ABS-other	Long	USA
Fannie Mae Pool	245.72 k	246.61 k principal	0.08	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	244.37 k	1.75 mm principal	0.08	ABS-mortgage backed security	Long	USA
Freddie Mac Gold Pool	239.47 k	232.41 k principal	0.08	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	235.67 k	247.63 k principal	0.08	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	229.95 k	219.82 k principal	0.08	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	223.14 k	214.46 k principal	0.07	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	222.47 k	220.86 k principal	0.07	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	220.39 k	222.62 k principal	0.07	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	213.36 k	210.94 k principal	0.07	ABS-mortgage backed security	Long	USA
Freddie Mac Gold Pool	206.64 k	209.03 k principal	0.07	ABS-mortgage backed security	Long	USA
American Homes 4 Rent 2015-SFR2 Trust	205.21 k	206.70 k principal	0.07	ABS-other	Long	USA
Ginnie Mae II Pool	204.82 k	194.75 k principal	0.07	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	198.11 k	196.72 k principal	0.07	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	196.87 k	198.04 k principal	0.07	ABS-mortgage backed security	Long	USA
JPMorgan Chase Bank NA - CACLN	193.99 k	196.69 k principal	0.07	ABS-collateralized bond/debt obligation	Long	USA
Freddie Mac Gold Pool	192.91 k	187.03 k principal	0.06	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	187.07 k	176.19 k principal	0.06	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	186.66 k	179.34 k principal	0.06	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	183.44 k	178.34 k principal	0.06	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	180.93 k	179.16 k principal	0.06	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	173.98 k	177.63 k principal	0.06	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	173.13 k	162.80 k principal	0.06	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	169.79 k	169.89 k principal	0.06	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	165.21 k	155.81 k principal	0.06	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	164.02 k	162.69 k principal	0.06	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	161.29 k	166.64 k principal	0.05	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	159.80 k	161.55 k principal	0.05	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	159.14 k	152.87 k principal	0.05	ABS-mortgage backed security	Long	USA
Freddie Mac Gold Pool	157.22 k	161.47 k principal	0.05	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	156.72 k	152.79 k principal	0.05	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	155.66 k	149.38 k principal	0.05	ABS-mortgage backed security	Long	USA
FHF Trust 2021-2	153.36 k	155.27 k principal	0.05	ABS-other	Long	USA
Fannie Mae Pool	149.45 k	149.20 k principal	0.05	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	147.04 k	150.00 k principal	0.05	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	142.74 k	138.93 k principal	0.05	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	141.72 k	141.74 k principal	0.05	ABS-mortgage backed security	Long	USA