Ajax error on exposed filter when CDN module is enabled

This error only happens when the CDN module is enabled, it works fine otherwise. When I use an exposed filter an ajax error popup appears (it seems to be requesting the homepage):

An AJAX HTTP error occurred.
HTTP Result Code: 200
Debugging information follows.
Path: /
StatusText: OK
ResponseText: 

The strange thing is, if I try a second time then it works as expected. I have tried enabling/disabling ajax with no difference. If you need any further info from me please let me know.