Western Asset Mortgage Total Return Fund
Western Asset Mortgage Total Return Fund: Structured-Finance Exposure#
Quick Answer: Structured-Finance Holdings
As of the reporting period ending December 31, 2025, Western Asset Mortgage Total Return Fund reported 578 structured-finance (asset-backed) positions totaling $855.4M, 97.9% of its $874.1M SEC Form N-PORT portfolio.
Source: SEC Form N-PORT (CIK 764624)Reporting period ending December 31, 2025License: CC BY 4.0. Cite as DealCharts, dealcharts.org.Facts JSON
What structured-finance securities does Western Asset Mortgage Total Return Fund hold?
Western Asset Mortgage Total Return Fund reported 578 structured-finance (asset-backed) positions totaling $855.4M, 97.9% of its $874.1M portfolio, as of the reporting period ending December 31, 2025 (SEC Form N-PORT). Breakdown by type: mortgage-backed securities (ABS-MBS): 507 positions ($787.0M, 90.0%); collateralized bond/debt obligations (ABS-CBDO): 13 positions ($11.1M, 1.3%); other asset-backed securities (ABS-O): 58 positions ($57.3M, 6.6%).
What is Western Asset Mortgage Total Return Fund's asset-backed / mortgage-backed securities (ABS/MBS) exposure?
Western Asset Mortgage Total Return Fund's structured-finance (ABS/MBS) exposure is $855.4M across 578 positions, or 97.9% of the $874.1M portfolio, as of the reporting period ending December 31, 2025.
As of when is Western Asset Mortgage Total Return Fund's structured-finance holdings data reported?
This reflects Western Asset Mortgage Total Return Fund's most recent SEC Form N-PORT filing, filed February 23, 2026, covering the reporting period ending December 31, 2025. Figures are point-in-time holdings as reported to the SEC.
Where can I get Western Asset Mortgage Total Return Fund's structured-finance holdings data?
Western Asset Mortgage Total Return Fund's holdings are sourced from its SEC Form N-PORT filing (SEC CIK 764624) and republished by DealCharts as structured, machine-readable data through the Facts JSON endpoint linked on this page. The data is free to reuse under a Creative Commons Attribution 4.0 (CC BY 4.0) license. Cite as DealCharts (dealcharts.org).
Does DealCharts track Western Asset Mortgage Total Return Fund's latest news, products, partnerships, or leadership changes?
No. DealCharts covers Western Asset Mortgage Total Return Fund's structured-finance holdings and exposure derived from SEC Form N-PORT filings, not corporate news, product launches, partnerships, acquisitions, earnings, or executive changes. For those, consult the fund sponsor's own disclosures or SEC EDGAR full-text filings.
Fund Overview
Fund Metrics
Portfolio summary and asset distribution sourced from SEC NPORT-P filings.Portfolio Summary
- Total Value
- $874,120,940
- Total Positions
- 596
- Asset Categories
- 7
- Average Position Size
- $1,466,646
Asset Distribution
- ABS Other
- 6.6%
- Derivative-Rate
- 0.0%
- Debt
- 1.2%
- ABS/MBS
- 90.0%
- ABS Collateralized Bond/Debt Obligations
- 1.3%
- Short-Term Investments
- 0.5%
- Equity Preferred
- 0.5%
- Filing Date
- February 23, 2026
- Report Date
- December 31, 2025
Holdings
All portfolio holdings for this fund, sourced from the most recent NPORT-P filing on SEC EDGAR.Context & Commentary#
Expert analysis, research, and commentary from verified entities and contributors.Portfolio Context
This profile reflects Western Asset Mortgage Total Return Fund's most recent SEC Form N-PORT filing, dated February 23, 2026, covering the reporting period ending December 31, 2025.
Western Asset Mortgage Total Return Fund reported 596 portfolio positions with a total reported market value of $874.1M as of the reporting period ending December 31, 2025, an average of $1.5M per position.
By reported market value, the portfolio was predominantly securitized-credit-oriented (97.9% of holdings).
The largest reported asset categories were mortgage-backed securities (ABS-MBS) (90.0%), other asset-backed securities (ABS-O) (6.6%), and collateralized bond/debt obligations (ABS-CBDO) (1.3%).
The single largest asset category, mortgage-backed securities (ABS-MBS), accounted for 90.0% of reported market value across 507 positions.
Auto-generated from this fund's SEC Form N-PORT filing data. Figures are point-in-time as reported.
Entity Statements
Recent SEC Filing Activity
DealCharts currently indexes the latest NPORT-P holdings filing for this fund and links to official SEC EDGAR results for related shareholder and prospectus filings.- Form
- NPORT-P
- Filing date
- February 23, 2026
- Report period
- December 31, 2025
- SEC CIK
- 764624
External Analysis
Datasets & API#
Access the raw data behind this fund page through multiple channels: REST API or direct downloads.{
"fund_name": "Western Asset Mortgage Total Return Fund",
"fund_lei": "549300GQXDFRVF4XT215",
"total_holdings": 596,
"total_value": 874120940.19,
"asset_types": [
"ABS Other",
"Derivative-Rate",
"Debt",
"ABS/MBS",
"ABS Collateralized Bond/Debt Obligations",
"Short-Term Investments",
"Equity Preferred"
],
"filing_date": "2026-02-23"
}