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

Institutional Holders (2016Q1)
Portfolio Summary: 141 Institutional holders with a total value of $266,456,000.
#
Manager Name
Shares
Value ($)
%
Options
Notes
1 VANGUARD GROUP INC 7,690,868 35,839,000 13.45%
2 BlackRock Fund Advisors 4,010,590 18,689,000 7.01%
3 CITIGROUP INC 3,501,196 16,316,000 6.12%
4 BlackRock Institutional Trust Company, N.A. 2,950,700 13,750,000 5.16%
5 STATE STREET CORP 2,600,082 12,119,000 4.55%
6 Boston Partners 1,964,651 9,156,000 3.44%
7 THRIVENT FINANCIAL FOR LUTHERANS 1,598,160 7,448,000 2.80%
8 RENAISSANCE TECHNOLOGIES LLC 1,595,420 7,435,000 2.79%
9 FMR LLC 1,451,910 6,766,000 2.54%
10 UBS Group AG 1,424,857 6,640,000 2.49%
11 AMERICAN FINANCIAL GROUP INC 1,417,950 6,607,000 2.48%
12 Brandywine Global Investment Management, LLC 1,395,903 6,505,000 2.44%
13 NORGES BANK 1,355,840 6,318,000 2.37%
14 Artisan Partners Limited Partnership 1,189,220 5,542,000 2.08%
15 Invesco Ltd. 1,145,896 5,339,000 2.00%
16 NORTHERN TRUST CORP 1,132,332 5,277,000 1.98%
17 GEODE CAPITAL MANAGEMENT, LLC 1,124,024 5,237,000 1.97%
18 LSV ASSET MANAGEMENT 1,031,821 4,808,000 1.80%
19 MANGROVE PARTNERS IM, LLC 1,007,005 4,693,000 1.76%
20 MILLENNIUM MANAGEMENT LLC 950,340 4,429,000 1.66%
21 GOLDMAN SACHS GROUP INC 945,483 4,406,000 1.65%
22 MORGAN STANLEY 755,336 3,520,000 1.32%
23 PARAMETRIC PORTFOLIO ASSOCIATES LLC 731,493 3,409,000 1.28%
24 ROYAL BANK OF CANADA 701,365 3,268,000 1.23%
25 CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM 664,600 3,097,000 1.16%
26 CHARLES SCHWAB INVESTMENT MANAGEMENT INC 663,737 3,094,000 1.16%
27 DEUTSCHE BANK AG\ 559,387 2,605,000 0.98%
28 Clear Harbor Asset Management, LLC 554,690 2,585,000 0.97%
29 TWO SIGMA ADVISERS, LP 510,687 2,380,000 0.89%
30 TWO SIGMA INVESTMENTS, LP 493,454 2,299,000 0.86%
31 Bank of New York Mellon Corp 433,500 2,020,000 0.76%
32 BlackRock Investment Management, LLC 419,088 1,953,000 0.73%
33 DOHENY ASSET MANAGEMENT /CA 389,600 1,816,000 0.68%
34 Allianz Asset Management GmbH 382,856 1,784,000 0.67%
35 SPRINGHOUSE CAPITAL MANAGEMENT, LP 356,664 1,662,000 0.62%
36 Century Capital Management, LLC 340,987 1,589,000 0.60%
37 AFAM CAPITAL, INC. 339,755 1,583,000 0.59%
38 D. E. Shaw & Co., Inc. 328,592 1,531,000 0.57%
39 Arbiter Partners Capital Management LLC 319,638 1,490,000 0.56%
40 SEIZERT CAPITAL PARTNERS, LLC 314,863 1,468,000 0.55%
41 VAN ECK ASSOCIATES CORP 314,273 1,465,000 0.55%
42 TIAA CREF INVESTMENT MANAGEMENT LLC 308,071 1,436,000 0.54%
43 A.R.T. Advisors, LLC 300,810 1,401,000 0.53%
44 RELATIVE VALUE PARTNERS GROUP, LLC 286,488 1,246,000 0.47%
45 CITADEL ADVISORS LLC 263,240 1,227,000 0.46%
46 MENTA CAPITAL LLC 226,869 1,057,000 0.40%
47 CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM 209,568 977,000 0.37%
48 ClariVest Asset Management LLC 185,013 863,000 0.32%
49 ANALYTIC INVESTORS, LLC 184,412 859,000 0.32%
50 KBC Group NV 180,480 841,000 0.32%
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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.