American Beacon Small Cap Index Fund

Fund information as of Wednesday, June 30, 2010


Fund Overview
Total Fund Assets:   $107.2 Million

Fund Class: Institutional
Inception Date: 7/31/2000
Fund NAV: $9.87
CUSIP: 02368A539
Trading Symbol: ASCIX
 
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-Advisors
The Fund seeks its investment objective by investing all of its investable assets in the Master Small Cap 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 Russell 2000® Index (the "Russell 2000") as closely as possible before the deduction of Fund expenses.
 
Investment Style

The Fund invests primarily in common stocks of companies that comprise the Russell 2000. 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 Russell 2000. The Fund invests in a statistically selected sample of stocks included in the Russell 2000 and in derivative instruments linked to the Russell 2000.

The Fund intends to purchase investments so that the market capitalizations, industry weightings, and other fundamental characteristics of the stocks chosen are similar to the Russell 2000 as a whole.
 
Total Returns
  QTR YTD 1 YR 3 YR* 5 YR* 10 YR* Since
Inception*
Institutional -9.78 -1.89 21.62 -8.55 0.35 N/A 3.28
 
Benchmarks
  QTR YTD 1 YR 3 YR* 5 YR* 10 YR* Since
Inception*
Lipper Small-Cap Core Funds Index ** -9.04 -2.09 21.67 -7.59 1.15 4.15 4.52
Russell 2000 Index *** -9.92 -1.95 21.48 -8.61 0.37 3.00 3.37
                           

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, please visit www.americanbeaconfunds.com or call 1-800-967-9009. Please note that the recent growth rate in the stock market has helped to produce short-term returns that are not typical and may not continue in the future.
 
Lipper Rankings
Category: Small-Cap Core Funds
  1 YR 3 YR 5 YR 10 YR
Institutional 342 328 286 N/A

# of Funds in the Category 760 666 551 N/A
 
Lipper Quartile
  1 YR 3 YR 5 YR 10 YR
Institutional 2nd 2nd 3rd N/A
 
Lipper is an independent rating service that ranks mutual funds in various categories by making comparative calculations using total returns.
 
Sector Weightings 
Financials 20.6%
Information Technology 17.2%
Industrials 14.7%
Health Care 13.2%
Consumer Discretionary 13.1%
Energy 5.2%
Materials 4.6%
Cash 4.2%
Consumer Staples 3.1%
Utilities 3.1%
Telecommunications 1.0%
 
  
Asset Allocation
Equities 100.0%
 
Portfolio Statistics
Price-to-Earnings Ratio (P/E) 20.8
Price-to-Book Ratio (P/B) 2.7
Weighted Average Market Cap ($ mil) $846.0
   
3 Year Risk Summary:
    R2 100 .00
    Alpha N/A
    Beta 1 .00
    Sharpe Ratio N/A
    Standard Deviation 26.26
 
Top Ten Holdings 
PDF View Holdings
Salix Pharmaceuticals LTD. 0.2%
Jack Henry & Associates Inc. 0.2%
MFA Financial Inc. 0.2%
Tibco Software  Inc. 0.2%
Rock-Tenn Co. (CL A) 0.2%
Nordson Corp. 0.2%
Highwoods Properties, Inc. 0.2%
Psychiatric Solutions Inc. 0.2%
EV3 Inc.. 0.2%
Deckers Outdoor Corp. 0.2%

Total Fund Holdings:   1875

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:

*Annualized There is no guarantee that the investment objectives will be met. Indices are unmanaged and one cannot invest directly in an index. Investing in the securities of small capitalization companies involves greater risk and the possibility of greater price volatility than investing in larger capitalization and more established companies. ** The Lipper Small-Cap Core Funds Index tracks the results of the 30 largest mutual funds in the Lipper Small-Cap Core Funds category. Lipper is an independent mutual fund research and ranking service. *** The Russell 2000 Index is an unmanaged index comprised of approximately 2,000 smaller-capitalization stocks from various industrial sectors.

The P/E Ratio of a stock is calculated by dividing the current price by forecasted twelve-month 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 Small Cap Index Fund are service marks of American Beacon Advisors, Inc. Russell 2000 is a registered trademark of Frank Russell Company.