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

Institutional Holders (2016Q3)
Portfolio Summary: 142 Institutional holders with a total value of $275,459,142.
#
Manager Name
Shares
Value ($)
%
Options
Notes
1 VANGUARD GROUP INC 7,670,861 37,741,000 13.70%
2 BlackRock Fund Advisors 4,974,906 24,477,000 8.89%
3 BlackRock Institutional Trust Company, N.A. 2,949,393 14,511,000 5.27%
4 RENAISSANCE TECHNOLOGIES LLC 2,821,320 13,881,000 5.04%
5 STATE STREET CORP 2,346,796 11,543,000 4.19%
6 Boston Partners 2,115,361 10,408,000 3.78%
7 UBS Group AG 1,824,024 8,974,000 3.26%
8 CITIGROUP INC 1,639,431 8,066,000 2.93%
9 FMR LLC 1,432,610 7,048,000 2.56%
10 AMERICAN FINANCIAL GROUP INC 1,417,950 6,977,000 2.53%
11 Invesco Ltd. 1,216,626 5,986,000 2.17%
12 NORGES BANK 1,265,174 5,945,000 2.16%
13 MORGAN STANLEY 1,183,661 5,823,000 2.11%
14 NORTHERN TRUST CORP 1,118,700 5,503,000 2.00%
15 GEODE CAPITAL MANAGEMENT, LLC 1,114,289 5,482,000 1.99%
16 Brandywine Global Investment Management, LLC 1,081,229 5,320,000 1.93%
17 MANGROVE PARTNERS IM, LLC 1,007,005 4,954,000 1.80%
18 Talkot Capital, LLC 1,000,000 4,920,000 1.79%
19 WELLINGTON MANAGEMENT GROUP LLP 921,200 4,533,000 1.65%
20 GOLDMAN SACHS GROUP INC 879,391 4,326,000 1.57%
21 Alyeska Investment Group, L.P. 797,433 3,923,000 1.42%
22 Clear Harbor Asset Management, LLC 720,440 3,545,000 1.29%
23 ROYAL BANK OF CANADA 717,411 3,529,000 1.28%
24 CHARLES SCHWAB INVESTMENT MANAGEMENT INC 712,567 3,506,000 1.27%
25 CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM 695,300 3,421,000 1.24%
26 PARAMETRIC PORTFOLIO ASSOCIATES LLC 633,157 3,115,000 1.13%
27 DEUTSCHE BANK AG\ 608,185 2,991,000 1.09%
28 MILLENNIUM MANAGEMENT LLC 468,214 2,304,000 0.84%
29 Interval Partners, LP 429,435 2,113,000 0.77%
30 BlackRock Investment Management, LLC 425,339 2,093,000 0.76%
31 CSS LLC/IL 423,363 2,083,000 0.76%
32 THRIVENT FINANCIAL FOR LUTHERANS 403,360 1,985,000 0.72%
33 RELATIVE VALUE PARTNERS GROUP, LLC 402,722 1,981,000 0.72%
34 Bank of New York Mellon Corp 369,259 1,817,000 0.66%
35 Allianz Asset Management GmbH 364,335 1,794,000 0.65%
36 DOHENY ASSET MANAGEMENT /CA 349,600 1,720,000 0.62%
37 AFAM CAPITAL, INC. 344,076 1,693,000 0.61%
38 Century Capital Management, LLC 340,987 1,678,000 0.61%
39 VAN ECK ASSOCIATES CORP 335,858 1,652,000 0.60%
40 JPMORGAN CHASE & CO 326,419 1,606,000 0.58%
41 CREDIT SUISSE AG/ 301,009 1,481,000 0.54%
42 SYSTEMATIC FINANCIAL MANAGEMENT LP 300,515 1,479,000 0.54%
43 SHELL ASSET MANAGEMENT CO 294,825 1,451,000 0.53%
44 TIAA CREF INVESTMENT MANAGEMENT LLC 291,237 1,433,000 0.52%
45 KENNEDY CAPITAL MANAGEMENT LLC 268,931 1,323,000 0.48%
46 TWO SIGMA INVESTMENTS, LP 213,181 1,049,000 0.38%
47 CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM 202,178 995,000 0.36%
48 SECOR Capital Advisors, LP 198,468 976,000 0.35%
49 ANALYTIC INVESTORS, LLC 184,412 907,000 0.33%
50 TEACHERS ADVISORS, LLC 161,464 794,000 0.29%
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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.