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

Institutional Holders (2016Q2)
Portfolio Summary: 144 Institutional holders with a total value of $271,469,572.
#
Manager Name
Shares
Value ($)
%
Options
Notes
1 VANGUARD GROUP INC 7,405,571 34,806,000 12.82%
2 BlackRock Fund Advisors 4,737,915 22,268,000 8.20%
3 CITIGROUP INC 3,566,607 16,763,000 6.17%
4 BlackRock Institutional Trust Company, N.A. 2,947,332 13,852,000 5.10%
5 STATE STREET CORP 2,494,950 11,726,000 4.32%
6 RENAISSANCE TECHNOLOGIES LLC 2,437,770 11,458,000 4.22%
7 Boston Partners 1,991,554 9,360,000 3.45%
8 UBS Group AG 1,672,403 7,860,000 2.90%
9 FMR LLC 1,451,910 6,824,000 2.51%
10 AMERICAN FINANCIAL GROUP INC 1,417,950 6,665,000 2.46%
11 NORGES BANK 1,341,740 6,306,000 2.32%
12 Invesco Ltd. 1,124,522 5,284,000 1.95%
13 Brandywine Global Investment Management, LLC 1,118,038 5,255,000 1.94%
14 GEODE CAPITAL MANAGEMENT, LLC 1,095,280 5,147,000 1.90%
15 NORTHERN TRUST CORP 1,090,604 5,126,000 1.89%
16 LSV ASSET MANAGEMENT 1,078,921 5,070,000 1.87%
17 MANGROVE PARTNERS IM, LLC 1,007,005 4,733,000 1.74%
18 GOLDMAN SACHS GROUP INC 875,922 4,117,000 1.52%
19 WOLVERINE ASSET MANAGEMENT LLC 835,599 3,927,000 1.45%
20 PARAMETRIC PORTFOLIO ASSOCIATES LLC 754,034 3,544,000 1.31%
21 Clear Harbor Asset Management, LLC 734,920 3,454,000 1.27%
22 CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM 714,000 3,356,000 1.24%
23 DEUTSCHE BANK AG\ 707,108 3,321,000 1.22%
24 ROYAL BANK OF CANADA 705,780 3,317,000 1.22%
25 THRIVENT FINANCIAL FOR LUTHERANS 690,160 3,244,000 1.19%
26 CHARLES SCHWAB INVESTMENT MANAGEMENT INC 675,268 3,174,000 1.17%
27 MILLENNIUM MANAGEMENT LLC 669,989 3,149,000 1.16%
28 MORGAN STANLEY 650,726 3,058,000 1.13%
29 TWO SIGMA ADVISERS, LP 592,587 2,785,000 1.03%
30 TWO SIGMA INVESTMENTS, LP 579,783 2,725,000 1.00%
31 BlackRock Investment Management, LLC 426,916 2,007,000 0.74%
32 Bank of New York Mellon Corp 405,429 1,906,000 0.70%
33 Interval Partners, LP 400,000 1,880,000 0.69%
34 DOHENY ASSET MANAGEMENT /CA 379,600 1,784,000 0.66%
35 RELATIVE VALUE PARTNERS GROUP, LLC 370,864 1,743,000 0.64%
36 AFAM CAPITAL, INC. 352,909 1,659,000 0.61%
37 Century Capital Management, LLC 340,987 1,603,000 0.59%
38 Algebris Investments (UK) LLP 340,987 1,603,000 0.59%
39 SPRINGHOUSE CAPITAL MANAGEMENT, LP 340,910 1,602,000 0.59%
40 Allianz Asset Management GmbH 336,797 1,583,000 0.58%
41 SYSTEMATIC FINANCIAL MANAGEMENT LP 333,930 1,569,000 0.58%
42 VAN ECK ASSOCIATES CORP 332,582 1,563,000 0.58%
43 CREDIT SUISSE AG/ 328,633 1,544,000 0.57%
44 SECOR Capital Advisors, LP 306,524 1,440,000 0.53%
45 TIAA CREF INVESTMENT MANAGEMENT LLC 292,827 1,376,000 0.51%
46 CSS LLC/IL 288,453 1,356,000 0.50%
47 ALLIANCEBERNSTEIN L.P. 229,033 1,076,000 0.40%
48 CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM 200,778 944,000 0.35%
49 ANALYTIC INVESTORS, LLC 184,412 867,000 0.32%
50 ClariVest Asset Management LLC 182,613 859,000 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.