e Period 4/1/10 to 4/30/10 Note: P indicates position adjusted for Pending Trade Activity. Equity Detail Estimated Quantity US Large Cap P P APOLLO INVESTMENT CORP 03761U-10-6 AINV KANSAS CITY SOUTHERN INDUSTRIES INC MACERICH CO 485170-30-2 KSU 22,000.000 554382-10-1 MAC P SYNOVUS FINANCIAL CORP Total US

y. Equity Detail Market Quemoy Pries Value Tax Cost Estimated Annual Income Unrealized Accrued Gain/Loss Dividends Yield US Large Cap P APOLLO INVESTMENT CORP 03781U-10-6 AINV 12.11 N/A 9.25% P KANSAS CITY SOUTHERN INDUSTRIES INC 40.55 485170-30-2 KSU MACERICH CO 554382-10-1 MAC N/A 22,000.000 4

ate Type Description Per Unit Realized Quantity Amount Proceeds Tax Cost Gain/Loss Pending Sales, Maturities, Redemptions 4/28 5/3 Sale APOLLO INVESTMENT CORP (19,000.000) 12.32 233,126.99 (235.600.00) (2,473.01) S 4/29 5/4 Sale KANSAS CITY SOUTHERN INDUSTRIES INC (2000.000) 40.056 80,010.64 (78,

y. Equity Detail Market Chantey Prke Value Tax Cost Estimated Annual Income Unrealized Accrued Gain/Loss Dividends Yield US Large Cap P APOLLO INVESTMENT CORP 03761U-10-6 AINV P KANSAS CITY SOUTHERN INDUSTRIES INC 485170-30-2 KSU MACERICH CO 554382-10-1 MAC 12.11 N/A 9.25% 40.55 N/A 22,000.000 44.

ate Type Description Per Unit Realized Quantity Amount Proceeds Tax Cost Gain/Loss Pending Sales, Maturities, Redemptions 4/28 5/3 Sale APOLLO INVESTMENT CORP (19,000.000) 12.32 233,126.99 (235.600.00) (2,473.01) S 4/29 5/4 Sale KANSAS CITY SOUTHERN INDUSTRIES INC (2000.000) 40.056 80,010.64 (78,

9,823.52 Trade Date Settlement Date Type Descnption Quantity Per Unit Amount Market Cost Settled Securities Purchased 427 5/3 Purchase APOLLO INVESTMENT CORP 12.40 J.P. MORGAN SECURITIES INC. TRADE DATE 04/27/10 19,000.000 12.40 (235.800.00) • 4/28 5/4 Purchase KANSAS CITY SOUTHERN INDUSTRIES INC

r Unit Rested Date Date Type Description Quantity Amount Proceeds Tax Cost GaIntoas Settled SalesiMaturities/Redemptions 4:28 5:3 Sale APOLLO INVESTMENT CORP (19,000.000) 12.27 233,126.99 (235,600.00) (2,473.01) S. a 12.32005 23488095 BROKERAGE 950.00 TAX 8/OR SEC 3.98 J.P. MORGAN SECURITIES INC.

e Date Type Descnption Quantity Per Unt Amount Proceeds Tax Cost Realized Gain/Loss Settled Sales/Maturities/Redemptions 4/28 5/3 Sale APOLLO INVESTMENT CORP 12.32005 234.0130.95 BROKERAGE 950.00 TAX 8/OR SEC 3.96 J.P. MORGAN SECURITIES INC. TRADE DATE 04/28/10 (19,000.000) 12.27 233,126.99 (235,

Date Date Type Descnption (Wen* Per Unt Amount Proceeds Tax Cost Realized Gain/Loss Settled Sales/Maturities/Redemptions 4/28 5/3 Sale APOLLO INVESTMENT CORP 12.32005 234.080.95 BROKERAGE 950.00 TAX 8/OR SEC 3.96 J.P. MORGAN SECURITIES INC. TRADE DATE 04/28/10 (19,000.000) 12.27 233,126.99 (235,6

r Unit Rested Date Date Type Description Quantity Amount Proceeds Tax Cost GaIntoas Settled SalesiMaturities/Redemptions 4:28 5:3 Sale APOLLO INVESTMENT CORP (19,000.000) 12.27 233,126.99 (235,600.00) (2,473.01) S. a 12.32005 23488095 BROKERAGE 950.00 TAX 8/OR SEC 3.98 J.P. MORGAN SECURITIES INC.

9,823.52 Trade Date Settlement Date Type Descnption Quantity Per Unit Amount Market Cost Settled Securities Purchased 427 5/3 Purchase APOLLO INVESTMENT CORP 12.40 J.P. MORGAN SECURITIES INC. TRADE DATE 04/27/10 19,000.000 12.40 (235.800.00) • 4/28 5/4 Purchase KANSAS CITY SOUTHERN INDUSTRIES INC

r Unit Rested Date Date Type Description Quantity Amount Proceeds Tax Cost GaIntoas Settled SalesiMaturities/Redemptions 4:28 5:3 Sale APOLLO INVESTMENT CORP (19,000.000) 12.27 233,126.99 (235,600.00) (2,473.01) S. a 12.32005 23488095 BROKERAGE 950.00 TAX 8/OR SEC 3.98 J.P. MORGAN SECURITIES INC.

9,823.52 Trade Date Settlement Date Type Descnption Quantity Per Unit Amount Market Cost Settled Securities Purchased 427 5/3 Purchase APOLLO INVESTMENT CORP 12.40 J.P. MORGAN SECURITIES INC. TRADE DATE 04/27/10 19,000.000 12.40 (235.800.00) • 4/28 5/4 Purchase KANSAS CITY SOUTHERN INDUSTRIES INC

9,823.52 Trade Date Settlement Date Type Descnption Quantity Per Unit Amount Market Cost Settled Securities Purchased 427 5/3 Purchase APOLLO INVESTMENT CORP 12.40 J.P. MORGAN SECURITIES INC. TRADE DATE 04/27/10 19,000.000 12.40 (235.800.00) • 4/28 5/4 Purchase KANSAS CITY SOUTHERN INDUSTRIES INC

9,823.52 Trade Date Settlement Date Type Descnption Quantity Per Unit Amount Market Cost Settled Securities Purchased 427 5/3 Purchase APOLLO INVESTMENT CORP 12.40 J.P. MORGAN SECURITIES INC. TRADE DATE 04/27/10 19,000.000 12.40 (235.800.00) • 4/28 5/4 Purchase KANSAS CITY SOUTHERN INDUSTRIES INC

9,823.52 Trade Date Settlement Date Type Descnption Quantity Per Unit Amount Market Cost Settled Securities Purchased 427 5/3 Purchase APOLLO INVESTMENT CORP 12.40 J.P. MORGAN SECURITIES INC. TRADE DATE 04/27/10 19,000.000 12.40 (235.800.00) • 4/28 5/4 Purchase KANSAS CITY SOUTHERN INDUSTRIES INC

r Unit Rested Date Date Type Description Quantity Amount Proceeds Tax Cost GaIntoas Settled SalesiMaturities/Redemptions 4:28 5:3 Sale APOLLO INVESTMENT CORP (19,000.000) 12.27 233,126.99 (235,600.00) (2,473.01) S. a 12.32005 23488095 BROKERAGE 950.00 TAX 8/OR SEC 3.98 J.P. MORGAN SECURITIES INC.

9,823.52 Trade Date Settlement Date Type Descnption Quantity Per Unit Amount Market Cost Settled Securities Purchased 427 5/3 Purchase APOLLO INVESTMENT CORP 12.40 J.P. MORGAN SECURITIES INC. TRADE DATE 04/27/10 19,000.000 12.40 (235.800.00) • 4/28 5/4 Purchase KANSAS CITY SOUTHERN INDUSTRIES INC

Quantity Per Unit Amount Proceeds Tax Cost Rested GaIntoss Settled Sales/Maturities/Redemptions 4:28 5:3 4/29 5/5 5/5 4 30 5.5 Sale APOLLO INVESTMENT CORP a 12.32005 23488995 BROKERAGE 950.00 TAX 8/OR SEC 3.98 J.P. MORGAN SECURITIES INC. TRADE DATE 04/28/10 (19,000.000) 12.27 233,126.99 (235,6

ttlement Date Date Type Description Per Unit Quantity Amount Market Cost Settled Securities Purchased 427 53 428 54 Purchase Purchase APOLLO INVESTMENT CORP 19,000.000 12.40 (235,800.00) • 12.40 J.P. MORGAN SECURITIES INC. TRADE DATE 04/27/10 KANSAS CITY SOUTHERN INDUSTRES NC 2,000.000 39.00 (78,0