d 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 Composition REPO Counter-Party") Principal Borrowed (millions) Percentage of REPO Positions with ARMOUR Weighted Average Maturity in Days Longest Maturity in Days 1 M