Mandarin Alphabetical Word (MAW) is one indispensable component of Modern Chinese that demonstrates unique code-mixing idiosyncrasies influenced by language exchanges. Yet, this interesting phenomenon has not been properly addressed and is mostly excluded from the Chinese language system. This paper addresses the core problem of MAW identification and proposes to construct a large collection of MAWs from Sina Weibo (SMAW) using an automatic web-based technique which includes rule-based identification, informatics-based extraction, as well as Baidu search engine validation. A collection of 16,207 qualified SMAWs are obtained using this technique along with an annotated corpus of more than 200,000 sentences for linguistic research and applicable inquiries.