MKP CAPITAL MANAGEMENT, L.L.C. Information

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

Report Date: 03/31/2014

Position Statistics

Total Positions 4
New Positions 2
Increased Positions 2
Decreased Positions 2
Positions with Activity 4
Sold Out Positions 2
Total Mkt Value (in $ millions) 24

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
Healthcare
Services 41.39%
Technology
Transportation
Utilities

4 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
BARCLAYS BK PLC IPATH S&P500 VIX 14,355 14,355 New 507,261
AMERICAN RLTY CAP PPTYS INC COM 10,136 10,136 New 800,000
ARMOUR RESIDENTIAL REIT INC COM -935 Sold Out 0
TIME WARNER CABLE INC COM -29,142 Sold Out 0