American Beacon International Equity Index Fund

Fund information as of Wednesday, June 30, 2010


Fund Overview
Total Fund Assets:   $231.3 Million

Fund Classes: Institutional
Inception Date: 7/31/2000
Fund NAV: 8.06
CUSIP: 02368A521
Trading Symbol: AIIIX
 
Fund Classes
 

Institutional Class shares are for those who make the decisions about where your company's pension funds or corporate cash will be invested or for others with at least $250,000 to invest.
 
Investment Sub-Advisor
The Fund seeks its investment objective by investing all of its investable assets in the Master International Index Series, a portfolio of the Quantitative Master Series Trust, which is managed by BlackRock Advisors, LLC. BlackRock Advisors, LLC on behalf of the Series, has a sub-advisory agreement with BlackRock Investment Management, LLC.
 
Expense Ratios
 Gross Net
Institutional 0.23% 0.23%

 
Investment Objective

A Fund seeking to match the performance of the Morgan Stanley Capital International EAFE Index (the "EAFE Index") as closely as possible before the deduction of Fund expenses.
 
Investment Style

The Fund invests primarily in common stocks of companies that comprise the EAFE Index. The Fund is not managed according to traditional methods of “active” investment management, which involve the buying and selling of securities based upon economic, financial and market analyses, and investment judgment. Instead, the Fund utilizes a “passive” or “indexing” investment approach that attempts to replicate, before expenses, the performance of the EAFE Index. The Fund invests in a statistically selected sample of equity securities included in the EAFE Index and in derivative instruments linked to the EAFE Index.

The Fund intends to purchase investments so that the market capitalizations, industry weightings and other fundamental characteristics of the stocks, and derivative instruments chosen are similar to the EAFE Index as a whole.
 
Total Returns
  QTR YTD 1 YR 3 YR* 5 YR* 10 YR* Since
Inception*
Institutional -14.80 -14.07 4.44 -13.68 0.67 N/A 0.42
 
 Benchmarks
  QTR YTD 1 YR 3 YR* 5 YR* 10 YR* Since
Inception*
Lipper Intl Large-Cap Core Funds Index ** -13..80 -13.01 5.71 -13.50 0.68 -0.71 -0.56
MSCI EAFE Index *** -13.97 -13.23 5.92 -13.38 0.88 0.16 0.60
                           

Performance shown is historical and may not be indicative of future returns. Investment returns and principal value will vary, and shares may be worth more or less at redemption than at original purchase. Performance shown is as of date indicated, and current performance may be lower or higher than the performance data quoted.To obtain performance as of the most recent month end, click here.

 
Lipper Rankings
Category: International Large-Cap Core Funds
  1 YR 3 YR 5 YR 10 YR
Institutional 243 150 116 N/A

# of Funds in the Category 392 315 255 N/A
 
Lipper Quartile
  1 YR 3 YR 5 YR 10 YR
Institutional 3rd 2nd 2nd N/A
 
Lipper is an independent rating service that ranks mutual funds in various categories by making comparative calculations using total returns.
 
Top Ten Country Weightings 
Netherlands 23.3%
France 9.9%
Australia 8.2%
Germany 7.9%
Sweden 3.5%
Switzerland 2.9%
Japan 2.9%
Norway 2.7%
Hong Kong 2.5%
Spain 1.7%
   
 
Sector Weightings 
Financials 24.0%
Industrials 12.1%
Consumer Staples 10.4%
Consumer Discretionary 10.1%
Materials 9.9%
Health Care 8.9%
Energy 7.0%
Telecommunications 5.6%
Utilities 5.4%
Information Technology 5.1%
Other 1.6%
 
 
Asset Allocation
Equities 100.0%
 
Portfolio Statistics
Price-to-Earnings Ratio (P/E) 20.2
Price-to-Book Ratio (P/B) 2.4
Weighted Average Market Cap ($ bil) 36.6
Median Market Cap ($ bil) 3.9
   
3 Year Risk Summary:
R2 98.23
Alpha N/A
Beta 1.02
Sharpe Ratio N/A
Standard Deviation 25.16
 
Top Ten Equity Holdings (%)
PDF View Holdings
Nestle S.A. 1.9%
HSBC Holdings plc 1.8%
Vodafone Group plc 1.2%
BHP Billiton Ltd. 1.2%
Novartis AG 1.1%
Roche Holding Ltd. 1.1%
Toyota Motor Corp. 1.1%
Total S.A. 1.1%
Royal Dutch Shell plc 1.0%
BP plc 1.0%

Total Fund Holdings:   978

Securities of the Fund may only be sold by offering the Fund’s Prospectus. You should consider the investment objectives, risks, charges, and expenses of the Fund carefully before investing. The Prospectus contains this and additional information regarding the Fund. To obtain a Prospectus, please contact your Financial Advisor, call 1-800-967-9009 or visit www.americanbeaconfunds.com. The Prospectus should be read carefully before investing.

IMPORTANT INFORMATION:
There is no guarantee that the investment objectives will be met. Indices are unmanaged and one cannot invest directly in an index. Investing in foreign equities entails additional risk not associated with domestic equities, such as currency fluctuations, economic and political instability, and differences in accounting standards.

* Annualized. ** The Lipper International Large-Cap Core Funds Index tracks the results of the 30 largest mutual funds in the Lipper International Large-Cap Core Funds category. Lipper is an independent mutual fund research and ranking service. *** The MSCI EAFE Index is a market capitalization weighted index of international stock performance composed of equities from developed markets excluding the U.S. and Canada. Returns are for the MSCI EAFE Index through 9/30/01, the MSCI Provisional EAFE Index from 10/1/01 through 5/31/02, and the MSCI EAFE Index thereafter. The P/E Ratio of a stock is calculated by dividing the current price by forecasted twelvemonth earnings per share. The P/B Ratio of a stock is calculated by dividing the current price by book value per share. R-squared (R2) is the percentage of the Fund’s three-year return that is explained by movements in its benchmark index. Alpha is a measure of the Fund’s expected performance versus the benchmark, adjusted for relative risk. Beta is a measure of the Fund’s volatility versus the benchmark. Sharpe Ratio is a measure of the Fund’s return per unit of total risk. Standard Deviation is a measure of the historical volatility of the Fund’s returns.

Distributed by Foreside Fund Services, LLC. American Beacon Funds and American Beacon International Equity Index Fund are service marks of American Beacon Advisors, Inc.