A heart valve assembly has a frame having an anchoring section defined by a plurality of rows of cells, with each cell defined by a plurality of struts that encircle each cell, and a pair of legs extending from the anchoring section. The assembly also includes a leaflet assembly that has a plurality of leaflets that are stitched to the legs. The heart valve assembly is delivered to the location of a native mitral annulus, and the anchoring section is deployed inside the left atrium such that the anchoring section is completely retained in the left atrium, and the legs and leaflets extend through the native mitral annulus.