Why do mexicans call all whites "anglos"?

When I was walking by an immigration rally in Los Angeles a couple years ago, they told me and my greek friend to, "go home anglos". I was curious at this, and looked up the word on the internet, and apparently, mexicans call all whites, from the lightest swede to the darkest jew, "anglos" Neither of us are british, and my greek friend certainly doesn't look british. so what gives. Do all mexicans want all whites to go to england or something?