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

Institutional Holders (2016Q4)
Portfolio Summary: 142 Institutional holders with a total value of $292,854,332.
#
Manager Name
Shares
Value ($)
%
Options
Notes
1 VANGUARD GROUP INC 7,989,657 41,307,000 14.10%
2 BlackRock Fund Advisors 5,339,458 27,605,000 9.43%
3 RENAISSANCE TECHNOLOGIES LLC 3,309,030 17,108,000 5.84%
4 BlackRock Institutional Trust Company, N.A. 2,944,017 15,221,000 5.20%
5 STATE STREET CORP 2,408,913 12,452,000 4.25%
6 Boston Partners 2,115,309 10,936,000 3.73%
7 UBS Group AG 1,754,032 9,069,000 3.10%
8 CITIGROUP INC 1,623,717 8,394,000 2.87%
9 AMERICAN FINANCIAL GROUP INC 1,417,950 7,330,000 2.50%
10 FMR LLC 1,357,610 7,019,000 2.40%
11 WELLINGTON MANAGEMENT GROUP LLP 1,323,553 6,843,000 2.34%
12 NORGES BANK 1,265,174 6,541,000 2.23%
13 MORGAN STANLEY 1,223,905 6,328,000 2.16%
14 NORTHERN TRUST CORP 1,207,388 6,243,000 2.13%
15 Invesco Ltd. 1,173,179 6,065,000 2.07%
16 GEODE CAPITAL MANAGEMENT, LLC 1,165,018 6,023,000 2.06%
17 Brandywine Global Investment Management, LLC 1,118,526 5,783,000 1.97%
18 MANGROVE PARTNERS IM, LLC 1,007,305 5,208,000 1.78%
19 GOLDMAN SACHS GROUP INC 883,030 4,565,000 1.56%
20 CHARLES SCHWAB INVESTMENT MANAGEMENT INC 738,833 3,820,000 1.30%
21 ROYAL BANK OF CANADA 720,504 3,726,000 1.27%
22 TEGEAN CAPITAL MANAGEMENT, LLC 676,718 3,499,000 1.19%
23 CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM 634,300 3,279,000 1.12%
24 TWO SIGMA INVESTMENTS, LP 607,584 3,141,000 1.07%
25 DEUTSCHE BANK AG\ 587,170 3,034,000 1.04%
26 MILLENNIUM MANAGEMENT LLC 532,007 2,750,000 0.94%
27 PARAMETRIC PORTFOLIO ASSOCIATES LLC 530,130 2,741,000 0.94%
28 KENNEDY CAPITAL MANAGEMENT LLC 498,863 2,579,000 0.88%
29 Bank of New York Mellon Corp 460,753 2,382,000 0.81%
30 RELATIVE VALUE PARTNERS GROUP, LLC 458,682 2,371,000 0.81%
31 TWO SIGMA ADVISERS, LP 453,706 2,346,000 0.80%
32 BlackRock Investment Management, LLC 418,506 2,164,000 0.74%
33 JPMORGAN CHASE & CO 414,546 2,143,000 0.73%
34 CSS LLC/IL 359,884 1,861,000 0.64%
35 Allianz Asset Management GmbH 351,763 1,818,000 0.62%
36 DOHENY ASSET MANAGEMENT /CA 349,600 1,807,000 0.62%
37 SYSTEMATIC FINANCIAL MANAGEMENT LP 345,835 1,788,000 0.61%
38 AFAM CAPITAL, INC. 345,043 1,784,000 0.61%
39 VAN ECK ASSOCIATES CORP 343,125 1,774,000 0.61%
40 Century Capital Management, LLC 308,383 1,594,000 0.54%
41 WELLS FARGO & COMPANY/MN 297,734 1,539,000 0.53%
42 SHELL ASSET MANAGEMENT CO 292,259 1,511,000 0.52%
43 TIAA CREF INVESTMENT MANAGEMENT LLC 276,178 1,428,000 0.49%
44 CREDIT SUISSE AG/ 264,389 1,367,000 0.47%
45 ClariVest Asset Management LLC 255,513 1,321,000 0.45%
46 CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM 197,478 1,021,000 0.35%
47 SUSQUEHANNA INTERNATIONAL GROUP, LLP 186,424 964,000 0.33%
48 KBC Group NV 181,088 936,000 0.32%
49 Interval Partners, LP 172,190 890,000 0.30%
50 HBK INVESTMENTS L P 170,500 881,000 0.30%
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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.