ARLINGTON ASSET INVT CORP

CUSIP: 041356205 Class: CL A NEW

Mount Lucas Management LP's Holding History (CIK: 0001185072)

Note: Option positions (PUT/CALL) are excluded.

Q3 2015
Shares 39,630 Value ($000) $557 Avg Close — Range —
Q1 2015
Shares 35,176 Value ($000) $846 Avg Close — Range —
Q4 2014
Shares 31,895 Value ($000) $849 Avg Close — Range —