ARLINGTON ASSET INVT CORP

CUSIP: 041356205 Class: CL A NEW

Municipal Employees' Retirement System of Michigan's Holding History (CIK: 0001588873)

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

Q2 2015
Shares 15,100 Value ($000) $295 Avg Close — Range —
Q1 2015
Shares 15,100 Value ($000) $377 Avg Close — Range —
Q4 2014
Shares 15,100 Value ($000) $415 Avg Close — Range —
Q3 2014
Shares 13,900 Value ($000) $365 Avg Close — Range —
Q2 2014
Shares 13,900 Value ($000) $392 Avg Close — Range —
Q1 2014
Shares 13,900 Value ($000) $368 Avg Close — Range —