APOLLO COML REAL EST FIN INC - NOTE 5.500% 3/1

Q1 2015 13F Holders as of 3/31/2015

Type / Class: Debt / NOTE 5.500% 3/1
Number of holders: 27
Total Principal: 174M
Shares change: -7.21M
Total reported value, excl. options: $176M
Value change: -$7.14M
Number of buys: 11
Number of sells: -12
Price: $1.01

Investor	Weight %	Change %	Value $	* Price $	Principal	Share Change	Activity	Report Period
Linden Advisors LP	6.73%	+0.39%	$40.3M	1.01	39.8M	+2.32M	+6.19%	3/31/2015
Pine River Capital Management L.P.	0.35%		$21.4M	1.01	21.3M			3/31/2015
Citadel Advisors LLC	0.03%		$17.7M	1.01	17.5M			3/31/2015
OAKTREE CAPITAL MANAGEMENT LP	0.16%	-0.02%	$15.2M	1.01	15M	-1.5M	-9.09%	3/31/2015
GEODE CAPITAL MANAGEMENT, LLC	0.01%		$11.1M	1.01	11M			3/31/2015
LAZARD ASSET MANAGEMENT LLC	0.02%	-0.01%	$9.58M	1.01	9.5M	-4.45M	-31.9%	3/31/2015
ROYAL BANK OF CANADA	0.01%	+0%	$7.55M	0.98	7.7M	+204K	+2.72%	3/31/2015
STEELHEAD PARTNERS LLC	0.61%		$7.56M	1.01	7.5M			3/31/2015
FMR LLC	0%		$7.06M	1.01	7M			3/31/2015
SSI INVESTMENT MANAGEMENT INC	0.61%	+0.61%	$6.43M	1.01	6.38M	+6.38M	NEW	3/31/2015
SILVERBACK ASSET MANAGEMENT LLC	1.31%		$5.06M	1.01	5M			3/31/2015
PIONEER INVESTMENT MANAGEMENT INC	0.02%		$5.04M	1.01	5M			3/31/2015
Empyrean Capital Partners, LP	0.28%	-0.06%	$5.04M	1.01	5M	-1M	-16.7%	3/31/2015
CITIGROUP INC	0.01%	+0%	$4.19M	1.01	4.16M	+465K	+12.6%	3/31/2015
CSS LLC/IL	0.25%	+0.05%	$3.84M	1.01	3.8M	+800K	+26.7%	3/31/2015
CREDIT AGRICOLE S A	0.01%	0%	$2.28M	1.01	2.26M	-648K	-22.3%	3/31/2015
DEUTSCHE BANK AG\	0%	+0%	$2.07M	1.01	2.06M	+600K	+41.2%	3/31/2015
Sage Capital Management, LLC	1.54%	-0.41%	$1.51M	1.01	1.5M	-400K	-21.1%	3/31/2015
CREDIT SUISSE AG/	0%	0%	$1.06M	1.01	1.06M	-175K	-14.2%	3/31/2015
Investors Capital Advisory Services	0.14%	+0.01%	$732K	1.01	726K	+70K	+10.7%	3/31/2015
BARCLAYS PLC	0%	0%	$367K	1.00	367K	-441K	-54.6%	3/31/2015
Ameriprise Financial Inc	0%		$328K	1.01	325K			3/31/2015
DAVIDSON D A & CO	0.01%	+0%	$163K	1.01	162K	+5K	+3.18%	3/31/2015
WELLS FARGO & COMPANY/MN		+0%	$114K	1.00	114K	+50K	+78.1%	3/31/2015
Wellesley Investment Advisors	4.25%	+0.27%	$72.4K	1.01	71.4K	+4.55K	+6.81%	3/31/2015
Creative Planning	0%	+0%	$32K	1.00	32K	+32K	NEW	3/31/2015
HighTower Advisors, LLC	0%		$11K	1.00	11K			3/31/2015
BlueCrest Capital Management Ltd		-0.12%	$0		0	-2.38M	-100%	3/31/2015
CANYON CAPITAL ADVISORS LLC		-0.21%	$0		0	-5.14M	-100%	3/31/2015
MORGAN STANLEY		0%	$0		0	-15K	-100%	3/31/2015
GRACE BROTHERS MANAGEMENT LLC		-0.95%	$0		0	-1M	-100%	3/31/2015
ANGELO GORDON & CO., L.P.		-0.06%	$0		0	-1M	-100%	3/31/2015
JPMORGAN CHASE & CO			$192M	100.88^*	1.91M			3/31/2015

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* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.