ARMOUR RESIDENTIAL REIT INC COM 042315101 6433 1485801 SH DFND 1485801 0 0 AMERICAN CAP MTG INVT CORP COM 02504A104 8163 407778 SH DFND 407778 0 0 APPLE INC COM 037833100 30759 331000 SH DFND 331000 0 0 CITIGROUP INC COM NEW 172967424 65252 13854 SH Call DFND 13854 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 6575 378794 SH DFND 378794 0 0 ORACLE CORP COM 68389X105 19859 490000 SH DFND 490000 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 248493 4596621 SH DFND 4596621 0 0