MKP CAPITAL MANAGEMENT, L.L.C. Information

600 LEXINGTON AVENUE, NEW YORK, New York, 10022, (212) 303-7100

Report Date: 06/30/2014

Position Statistics

Total Positions 8
New Positions 6
Increased Positions 6
Decreased Positions 2
Positions with Activity 8
Sold Out Positions 2
Total Mkt Value (in $ millions) 316

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials
Capital Goods
Conglomerates
Consumer Cyclical
Consumer/Non-Cyclical
Energy
Financial 79.8%
Healthcare
Services 3.7%
Technology 16.5%
Transportation
Utilities

8 Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
SELECT SECTOR SPDR TR SBI INT-INDS 244,310 244,310 New 4,596,621
APPLE INC COM 33,348 33,348 New 331,000
ORACLE CORP COM 18,757 18,757 New 490,000
AMERICAN CAP MTG INVT CORP COM 7,674 7,674 New 407,778
INVESCO MORTGAGE CAPITAL INC COM 5,955 5,955 New 378,794
ARMOUR RESIDENTIAL REIT INC COM 5,720 5,720 New 1,485,801
AMERICAN RLTY CAP PPTYS INC COM -9,648 Sold Out 0
BARCLAYS BK PLC IPATH S&P500 VIX -15,816 Sold Out 0