illions) $11,958.9 $11,226.6 % Hedged 46.6% 49.6% Active swap counterparties include: Citibank, N.A., Deutsche Bank AG, JP Morgan Chase, N.A., Nomura Global Financial Products Inc., UBS AG, and Wells Fargo Bank, N.A. Information as of 4/10/2012. ARMOUR RESII)I \ II \I R I I EFTA_R1_02060164 EFTA02698870 ARMOUR REPO Compos