Connor, Clark & Lunn Investment Management (CC&L)’s Arlington Asset Investment Corp. AAIC Stock Holding History

Quarter	Market Value	Status	Shares	Shares Change %	Trade Value	Portfolio Weight	Portfolio Position
2016 Q4	–	Sell	-126,575	Closed	-$1.87M	–	1013
2016 Q3	$1.87M	Buy	126,575 +22,300	+21%	+$330K	0.01%	370
2016 Q2	$1.36M	Buy	104,275 +24,000	+30%	+$312K	0.01%	423
2016 Q1	$1.01M	Sell	80,275 -10,800	-12%	-$135K	0.01%	453
2015 Q4	$1.21M	Buy	+91,075	New	+$1.21M	0.01%	417