May i add that all changes you have done in applocker will be saved under the registry key:
HKEY_CURRENT_USERSoftwareMicrosoftWindowsCurrentVersionGroup Policy Objects{009EA05A-7976-4BCE-B4ED-1CF105DB5402}MachineSoftwarePoliciesMicrosoftWindowsSrpV2
There are 3 more keys under this, they correspond to the exe, msi and script rules.
EDIT: fyi found this with the nice tool, RegFromApp, traces the changes made by a specific process.
When this doesn't work by some reason i use ProcessMonitor AKA ProcMon