ACM Advisors Ltd.

Summary

NAV

$113.4660

Total Net Assets

$147 MM

Annualized Distributions

Class F/I

5.42%*

Class B/C/D/E

4.95%**

Weighted Average Term to Maturity

5.4 Years

Portfolio Effective Duration

3.4 Years

Weighted Loan-to-Value

60.9%

Weighted Debt Service Coverage Ratio

1.5X

As of January 31, 2012.

* If distributions received in cash, the annual return is 5.29%. **If distributions received in cash, the annual return is 4.84%.