Using MKL switch brings "relocation R_X86_64_32" error

I have working test project (based on Kevin's sample code from another thread). I just changed in the VS 2013 Intel Performance Libraries -> Use MKL -> Parallel (was None) and got this error.

1> k1om-mpss-linux-ld.exe: C:/Users/ADMINI~1/AppData/Local/Temp/ipo_29323.o: relocation R_X86_64_32 against `.data' can not be used when making a shared object; recompile with -fPIC

1> C:/Users/ADMINI~1/AppData/Local/Temp/ipo_29323.o: could not read symbols: Bad value

1>C:\Program Files (x86)\MSBuild\Microsoft.Cpp\v4.0\V120\Platforms\x64\PlatformToolsets\Intel C++ Compiler XE 15.0\Toolset.targets(1045,5): error MSB6006: "xilink.exe" exited with code 1.

This is command line of the project (-fPIC is there):

/Qoffload-option,mic,compiler,"-fPIC" /GS /Qopenmp /W3 /Gy /Zc:wchar_t /Zi /O3 /Fd"x64\Release\vc120.pdb" /D "WIN32" /D "NDEBUG" /D "_WINDOWS" /D "_USRDLL" /D "WIN32PROJECT1_EXPORTS" /D "_WINDLL" /D "_UNICODE" /D "UNICODE" /Qipo /Zc:forScope /GR- /Oi /MD /Fa"x64\Release\" /EHsc /nologo /Fo"x64\Release\" /Qprof-dir "x64\Release\" /Fp"x64\Release\MyDLL.pch"

If I switch Use MKL to No - everything builds fine.