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ANWORTH MTG ASSET CORP
ANWORTH MTG ASSET CORP. Institutional holdings reported to the SEC.

Institutional Holders (2014Q4)
Portfolio Summary: 123 Institutional holders with a total value of $357,169,073.
#
Manager Name
Shares
Value ($)
%
Options
Notes
1 VANGUARD GROUP INC 7,412,086 38,913,000 10.89%
2 JPMORGAN CHASE & CO 7,214,350 37,876,000 10.60%
3 BlackRock Fund Advisors 5,188,312 27,239,000 7.63%
4 Artisan Partners Limited Partnership 4,462,087 23,426,000 6.56%
5 DELPHI FINANCIAL GROUP, INC. 4,043,400 21,228,000 5.94%
6 BlackRock Institutional Trust Company, N.A. 3,180,567 16,698,000 4.68%
7 STATE STREET CORP 3,097,659 16,263,000 4.55%
8 Invesco Ltd. 3,007,655 15,790,000 4.42%
9 AMERICAN FINANCIAL GROUP INC 2,157,452 11,327,000 3.17%
10 FMR LLC 1,907,610 10,015,000 2.80%
11 Boston Partners 1,679,912 8,820,000 2.47%
12 NORGES BANK 1,657,304 8,701,000 2.44%
13 UBS Group AG 1,570,216 8,244,000 2.31%
14 NORTHERN TRUST CORP 1,190,919 6,253,000 1.75%
15 GOLDMAN SACHS GROUP INC 1,010,486 5,305,000 1.49%
16 MORGAN STANLEY 1,009,234 5,298,000 1.48%
17 RENAISSANCE TECHNOLOGIES LLC 922,036 4,841,000 1.36%
18 LSV ASSET MANAGEMENT 907,313 4,763,000 1.33%
19 GEODE CAPITAL MANAGEMENT, LLC 887,060 4,656,000 1.30%
20 SEIZERT CAPITAL PARTNERS, LLC 875,515 4,597,000 1.29%
21 MILLENNIUM MANAGEMENT LLC 786,459 4,129,000 1.16%
22 DEUTSCHE BANK AG\ 678,831 3,562,000 1.00%
23 KBC Group NV 669,596 3,515,000 0.98%
24 CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM 663,300 3,469,000 0.97%
25 CITADEL ADVISORS LLC 619,647 3,253,000 0.91%
26 Bank of New York Mellon Corp 584,454 3,068,000 0.86%
27 CHARLES SCHWAB INVESTMENT MANAGEMENT INC 553,329 2,905,000 0.81%
28 TIAA CREF INVESTMENT MANAGEMENT LLC 542,298 2,847,000 0.80%
29 Pine River Capital Management L.P. 540,906 2,840,000 0.80%
30 Nationwide Fund Advisors 464,758 2,440,000 0.68%
31 Sterling Capital Management LLC 439,201 2,306,000 0.65%
32 BESSEMER GROUP INC 395,535 2,077,000 0.58%
33 BlackRock Investment Management, LLC 360,724 1,894,000 0.53%
34 VAN ECK ASSOCIATES CORP 306,617 1,610,000 0.45%
35 PARAMETRIC PORTFOLIO ASSOCIATES LLC 300,412 1,577,000 0.44%
36 TWO SIGMA INVESTMENTS, LP 297,123 1,560,000 0.44%
37 AFAM CAPITAL, INC. 280,345 1,472,000 0.41%
38 ROYAL BANK OF CANADA 273,244 1,435,000 0.40%
39 BANK OF AMERICA CORP /DE/ 272,780 1,432,000 0.40%
40 CITIGROUP INC 264,086 1,387,000 0.39%
41 ALLIANCEBERNSTEIN L.P. 257,933 1,354,000 0.38%
42 DOHENY ASSET MANAGEMENT /CA 256,875 1,349,000 0.38%
43 CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM 211,073 1,108,000 0.31%
44 Hillsdale Investment Management Inc. 201,500 1,058,000 0.30%
45 RHUMBLINE ADVISERS 190,420 1,000,000 0.28%
46 PRUDENTIAL FINANCIAL INC 188,160 988,000 0.28%
47 TEACHERS ADVISORS, LLC 180,653 948,000 0.27%
48 CREDIT SUISSE AG/ 164,322 863,000 0.24%
49 HBK INVESTMENTS L P 157,600 827,000 0.23%
50 NWAM LLC 151,550 796,000 0.22%
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From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.