Under normal circumstances you just say
git checkout ANL
That won't work if multiple remotes have branches with that name, but if you just have one remote this is the simplest way. Other solutions (as suggested by EncryptedWatermelon) are unnecessarily complex and won't result in remote tracking being as you'd expect. (Which is why you should always be suspicious of anyone who pressures you to accept their answer, but I digress...)
Update: Since EncryptedWatermelon has chosen to continue spreading misinformation instead of actually testing these commands and educating themselves, here's actual commands and output to demonstrate how this works.
First the output of fetch shows that the name we are using matches a remote branch:
$ git fetch
remote: Enumerating objects: 3, done.
remote: Counting objects: 100% (3/3), done.
remote: Compressing objects: 100% (2/2), done.
remote: Total 2 (delta 0), reused 0 (delta 0)
Unpacking objects: 100% (2/2), 207 bytes | 2.00 KiB/s, done.
From C:/Users/Mark/toy
* [new branch] x -> origin/x
And now here's how to create the local branch and check it out:
$ git checkout x
Switched to a new branch 'x'
Branch 'x' set up to track remote branch 'x' from 'origin'
And afterward, here's the log, so you can see that indeed we are properly positioned at the remote branch:
$ git log --oneline
38018c6 (HEAD -> x, origin/x) 2
f9ff458 (origin/master, origin/HEAD, master) 1