Dark
Light
System
Security
ANWORTH MTG ASSET CORP
ANWORTH MTG ASSET CORP. Institutional holdings reported to the SEC.

Institutional Holders (2015Q3)
Portfolio Summary: 129 Institutional holders with a total value of $295,373,288.
#
Manager Name
Shares
Value ($)
%
Options
Notes
1 VANGUARD GROUP INC 7,485,420 36,977,000 12.52%
2 JPMORGAN CHASE & CO 6,296,114 31,102,000 10.53%
3 BlackRock Fund Advisors 4,673,833 23,089,000 7.82%
4 BlackRock Institutional Trust Company, N.A. 2,919,929 14,424,000 4.88%
5 Boston Partners 2,266,601 11,197,000 3.79%
6 AMERICAN FINANCIAL GROUP INC 2,157,452 10,657,000 3.61%
7 Invesco Ltd. 1,844,055 9,109,000 3.08%
8 Artisan Partners Limited Partnership 1,762,137 8,705,000 2.95%
9 FMR LLC 1,566,818 7,740,000 2.62%
10 GOLDMAN SACHS GROUP INC 1,457,957 7,202,000 2.44%
11 UBS Group AG 1,455,690 7,191,000 2.43%
12 MANGROVE PARTNERS IM, LLC 1,319,175 6,517,000 2.21%
13 FEINBERG STEPHEN 1,318,364 6,513,000 2.21%
14 NORGES BANK 1,115,840 5,512,000 1.87%
15 NORTHERN TRUST CORP 1,089,695 5,383,000 1.82%
16 RENAISSANCE TECHNOLOGIES LLC 1,066,420 5,268,000 1.78%
17 LSV ASSET MANAGEMENT 1,004,813 4,963,000 1.68%
18 MILLENNIUM MANAGEMENT LLC 991,034 4,896,000 1.66%
19 GEODE CAPITAL MANAGEMENT, LLC 958,146 4,733,000 1.60%
20 CITIGROUP INC 888,250 4,388,000 1.49%
21 PEAK6 Group LLC 805,200 3,978,000 1.35% Put
22 CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM 757,400 3,742,000 1.27%
23 Arbiter Partners Capital Management LLC 754,538 3,727,000 1.26%
24 DEUTSCHE BANK AG\ 700,899 3,459,000 1.17%
25 SEIZERT CAPITAL PARTNERS, LLC 698,907 3,453,000 1.17%
26 CHARLES SCHWAB INVESTMENT MANAGEMENT INC 582,869 2,880,000 0.98%
27 CITADEL ADVISORS LLC 572,055 2,826,000 0.96%
28 KBC Group NV 518,023 2,559,000 0.87%
29 PARAMETRIC PORTFOLIO ASSOCIATES LLC 497,166 2,456,000 0.83%
30 PEAK6 Group LLC 458,908 2,267,000 0.77%
31 Bank of New York Mellon Corp 436,359 2,156,000 0.73%
32 DOHENY ASSET MANAGEMENT /CA 435,750 2,153,000 0.73%
33 THRIVENT FINANCIAL FOR LUTHERANS 421,450 2,082,000 0.70%
34 TIAA CREF INVESTMENT MANAGEMENT LLC 417,789 2,064,000 0.70%
35 BlackRock Investment Management, LLC 406,773 2,009,000 0.68%
36 ROYAL BANK OF CANADA 376,375 1,859,000 0.63%
37 Nationwide Fund Advisors 353,038 1,744,000 0.59%
38 VAN ECK ASSOCIATES CORP 343,606 1,697,000 0.57%
39 Century Capital Management, LLC 340,987 1,684,000 0.57%
40 AFAM CAPITAL, INC. 321,563 1,589,000 0.54%
41 Allianz Asset Management GmbH 292,982 1,447,000 0.49%
42 SUSQUEHANNA INTERNATIONAL GROUP, LLP 281,248 1,390,000 0.47%
43 AMERICAN INTERNATIONAL GROUP, INC. 269,205 1,330,000 0.45%
44 RELATIVE VALUE PARTNERS GROUP, LLC 249,653 1,233,000 0.42%
45 TWO SIGMA ADVISERS, LP 228,387 1,128,000 0.38%
46 Hillsdale Investment Management Inc. 192,600 951,000 0.32%
47 CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM 190,822 943,000 0.32%
48 Nine Chapters Capital Management LLC 175,100 865,000 0.29%
49 ALLIANCEBERNSTEIN L.P. 170,803 844,000 0.29%
50 ANALYTIC INVESTORS, LLC 169,178 836,000 0.28%
Page 1 of 3

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.