Brown Advisory Mortgage Securities Fund (BAFZX) is an MF managed by Independent / Boutique. Its largest position is UMBS, TBA (null), representing 8.75% of fund assets.
Brown Advisory Mortgage Securities Fund Portfolio Holdings
Source: SEC Form N-PORT institutional portfolio disclosures
- Ticker:
- BAFZX
- Type:
- MF
- Manager:
- Independent / Boutique
- Total Assets:
- —
- Report Date:
- Mar 31, 2026
- Filing Date:
- May 27, 2026
| Holding | Weight | Market Value | Shares |
|---|---|---|---|
|
-
UMBS, TBA
|
8.75% | $24,146,922.51 | 29,970,000 |
|
-
FIRST AMERICAN FUNDS INC.
|
4.25% | $11,735,650.14 | 11,735,650 |
|
-
UMBS, TBA
|
3.74% | $10,319,644.94 | 11,747,000 |
|
-
FANNIE MAE POOL MBS 30YR TBA
|
2.98% | $8,214,313.68 | 8,959,000 |
|
-
UMBS, TBA
|
2.83% | $7,818,444.32 | 8,100,000 |
|
-
FANNIE MAE POOL MBS 30YR TBA
|
1.79% | $4,950,545.96 | 5,019,000 |
|
-
UMBS, TBA
|
1.62% | $4,478,131.80 | 4,745,000 |
|
-
FREDDIE MAC
|
1.44% | $3,982,198.78 | 3,856,131 |
|
-
VERIZON MASTER TRUST
|
1.09% | $2,997,268.96 | 2,935,000 |
|
-
FANNIE MAE
|
1.04% | $2,865,733.16 | 2,803,912 |
|
-
FEDERAL NATIONAL MORTGAGE ASSOCIATION FANNIE MAE
|
1.02% | $2,821,973.97 | 3,270,478 |
|
-
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
|
1.02% | $2,809,555.97 | 2,821,965 |
|
-
FANNIE MAE
|
1.02% | $2,802,476.31 | 3,421,059 |
|
-
FANNIE MAE
|
1.01% | $2,780,984.90 | 2,780,000 |
|
-
FREDDIE MAC
|
1.00% | $2,756,466.16 | 3,269,265 |
|
-
FREDDIE MAC
|
0.99% | $2,731,376.38 | 2,815,224 |
|
-
FREDDIE MAC
|
0.98% | $2,697,158.38 | 3,016,268 |
|
-
FANNIE MAE
|
0.97% | $2,669,817.52 | 2,676,231 |
|
-
FANNIE MAE
|
0.96% | $2,655,713.75 | 2,638,489 |
|
-
FANNIE MAE
|
0.95% | $2,611,248.07 | 3,224,523 |
|
-
FANNIE MAE
|
0.95% | $2,607,785.04 | 2,922,527 |
|
-
FANNIE MAE
|
0.95% | $2,606,727.07 | 3,071,291 |
|
-
FANNIE MAE
|
0.94% | $2,595,085.44 | 3,202,466 |
|
-
FANNIE MAE
|
0.94% | $2,583,558.65 | 2,582,973 |
|
-
FANNIE MAE
|
0.93% | $2,576,513.46 | 2,534,401 |
|
-
FREDDIE MAC
|
0.93% | $2,570,364.32 | 3,031,685 |
|
-
FANNIE MAE
|
0.92% | $2,525,798.32 | 2,558,545 |
|
-
FNMA
|
0.92% | $2,525,592.77 | 2,487,034 |
|
-
FREDDIE MAC
|
0.91% | $2,517,792.46 | 2,450,201 |
|
-
FEDERAL NATIONAL MORTGAGE ASSOCIATION
|
0.90% | $2,484,890.92 | 2,516,061 |
|
-
FREDDIE MAC
|
0.90% | $2,481,169.03 | 2,791,515 |
|
-
FREDDIE MAC
|
0.89% | $2,461,852.84 | 2,433,625 |
|
-
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
|
0.89% | $2,448,084.85 | 2,841,420 |
|
-
FNMA
|
0.89% | $2,444,330.21 | 2,462,903 |
|
-
FREDDIE MAC
|
0.88% | $2,433,345.88 | 2,396,028 |
|
-
FANNIE MAE
|
0.88% | $2,415,026.08 | 2,800,490 |
|
-
FREDDIE MAC
|
0.86% | $2,372,287.63 | 2,375,001 |
|
-
FANNIE MAE
|
0.83% | $2,283,425.12 | 2,250,016 |
|
-
FIRST INDUSTRIAL REALTY TRUST INC
|
0.79% | $2,177,770.33 | 2,539,342 |
|
-
FANNIE MAE
|
0.78% | $2,153,264.27 | 2,521,701 |
|
-
FANNIE MAE
|
0.77% | $2,121,184.52 | 2,473,178 |
|
-
FEDERAL NATIONAL MORTGAGE ASSOCIATION FANNIE MAE
|
0.77% | $2,113,180.68 | 2,070,911 |
|
-
FANNIE MAE
|
0.77% | $2,110,904.33 | 2,017,806 |
|
-
FHLMC POOL
|
0.76% | $2,090,356.96 | 2,468,329 |
|
-
FANNIE MAE
|
0.74% | $2,043,546.45 | 2,211,053 |
|
-
AUTONATION FINANCE TRUST
|
0.74% | $2,035,854.70 | 2,046,000 |
|
-
FANNIE MAE
|
0.74% | $2,033,177.09 | 2,266,165 |
|
-
DRVPNK 2026-1A 4.18% 06/11/31
|
0.72% | $1,998,196.23 | 2,005,000 |
|
-
FREDDIE MAC
|
0.72% | $1,985,173.82 | 2,427,701 |
|
-
UMBS P#SD3386 5.5% 07/01/53
|
0.72% | $1,973,037.89 | 1,954,839 |
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