ARLINGTON ASSET INVT CORP

CUSIP: 041356205 Class: CL A NEW

Grantham, Mayo, Van Otterloo & Co. LLC's Holding History (CIK: 0001352662)

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

Q2 2016
Shares 23,100 Value ($000) $301 Avg Close — Range —