In the main, Chris is right. For example, working offshore, and as a normal procedure, we test-tensioned a particular oil rig's anchor chains to a pull of 400 kips, (i.e. 400,000lbs). To our later surprise, an ROV visual inspection of the anchor chains showed more than one was lying in an 'S' curve near the anchor. Even that pull hadn't been sufficient to straighten the chain fully and have the anchors dig in - the mere weight of the chains was successfully holding the rig in position.
But rope lacks the weight. Archaeologists in the Middle East found evidence of wooden anchors being used !! It seems weight had been added by tying stones to these anchors. Along with the anchors they were puzzled to find objects, made from clay, that looked like the pins used in ten-pin bowling. It turns out that these were used as weights, and were attached along the anchor rope to help provide a more horizontal pull on the anchor, hopefully making it dig in to the seabed.