Western Asset Mortgage Total Return Fund
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Western Asset Mortgage Total Return Fund: Structured-Finance Exposure#
Structured-Finance Holdings
As of June 30, 2026, Western Asset Mortgage Total Return Fund reported 396 structured-finance (asset-backed) positions totaling $505.3M, 97.1% of its $520.4M SEC Form N-PORT portfolio.
Source: SEC Form N-PORT (CIK 764624)Holdings as of June 30, 2026License: 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 396 structured-finance (asset-backed) positions totaling $505.3M, 97.1% of its $520.4M portfolio, as of June 30, 2026 (SEC Form N-PORT). Breakdown by type: mortgage-backed securities (ABS-MBS): 96 positions ($258.2M, 49.6%); collateralized bond/debt obligations (ABS-CBDO): 10 positions ($9.4M, 1.8%); other asset-backed securities (ABS-O): 290 positions ($237.7M, 45.7%).
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 $505.3M across 396 positions, or 97.1% of the $520.4M portfolio, as of June 30, 2026.
What date do Western Asset Mortgage Total Return Fund's structured-finance holdings describe?
This represents Western Asset Mortgage Total Return Fund's SEC Form N-PORT filing, filed August 26, 2026, with holdings as of June 30, 2026. 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 come from its SEC Form N-PORT filing (SEC CIK 764624) and republished by DealCharts as structured, machine-readable data in the Facts JSON 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, see the fund sponsor's 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
- $520,398,709
- Total Positions
- 418
- Asset Categories
- 8
- Average Position Size
- $1,244,973
Asset Distribution
- ABS Other
- 45.7%
- Loan
- 0.1%
- Derivative-Rate
- 0.1%
- ABS/MBS
- 49.6%
- ABS Collateralized Bond/Debt Obligations
- 1.8%
- Debt
- 1.6%
- Equity Preferred
- 0.9%
- Short-Term Investments
- 0.3%
- Filing Date
- August 26, 2026
- Holdings as of
- June 30, 2026
Holdings
Portfolio holdings from the NPORT-P filing identified on this page, with its holdings date and source accession.Context & Commentary#
Expert analysis, research, and commentary from verified entities and contributors.Portfolio Context
This profile uses Western Asset Mortgage Total Return Fund's SEC Form N-PORT filing dated August 26, 2026, reporting holdings as of June 30, 2026.
Western Asset Mortgage Total Return Fund reported 418 portfolio positions with a total reported market value of $520.4M as of June 30, 2026, an average of $1.2M per position.
By reported market value, the portfolio was predominantly securitized-credit-oriented (97.1% of holdings).
The largest reported asset categories were mortgage-backed securities (ABS-MBS) (49.6%), other asset-backed securities (ABS-O) (45.7%), and collateralized bond/debt obligations (ABS-CBDO) (1.8%).
The largest asset category, mortgage-backed securities (ABS-MBS), accounted for 49.6% of reported market value across 96 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
These dates identify the NPORT-P filing used on this page. The SEC EDGAR links lead to related shareholder and prospectus filings.- Form
- NPORT-P
- Filing date
- August 26, 2026
- Fiscal period end
- December 31, 2026
- SEC CIK
- 764624
External Analysis
Datasets & API#
Get the raw data behind this page through the REST API or direct downloads.{
"fund_name": "Western Asset Mortgage Total Return Fund",
"fund_lei": "549300GQXDFRVF4XT215",
"total_holdings": 418,
"total_value": 520398708.69,
"asset_types": [
"ABS Other",
"Loan",
"Derivative-Rate",
"ABS/MBS",
"ABS Collateralized Bond/Debt Obligations",
"Debt",
"Equity Preferred",
"Short-Term Investments"
],
"filing_date": "2026-08-26"
}