American Beacon Small Cap Index Fund

Fund information as of December 31, 2009
Fund Overview
Total Fund Assets: $39.8 Million
  Institutional Class        
           
Inception Date 7/31/00        
Fund NAV $10.06        
CUSIP 02368A539        
Trading Symbol ASCIX        
 
Fund Class
 
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 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 Ratio
 
  Institutional Class    
       
Gross Expense Ratio 0.20%    
       
 
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.
 
Small Cap Index Fund Total Returns
 
QTR		  
YTD		  
1 YR		  
3 YR*		  
5 YR*		  
10 YR*		   Since
Inception*
                           
Institutional Class 3.95   27.21   27.21   -5.98   0.47   N/A   3.67
                           
Lipper Small-Cap Core Funds Index** 4.49   34.50   34.50   -4.06   1.55   5.24   5.00
Russell 2000® Index *** 3.87   27.16   27.16   -6.07   0.51   3.51   3.77
 

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. 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
# of funds in category 756   631   522   N/A
               
Institutional Class 473   338   275   N/A
 
Lipper Quartile
 
Institutional Class 3rd   3rd   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   20.2%
Information Technology   18.4%
Industrials   15.9%
Health Care   14.3%
Consumer Discretionary   13.7%
Energy   5.2%
Materials   4.7%
Consumer Staples   3.4%
Utilities   3.2%
Telecommunication Services   1.0%
 
Asset Allocation
   
Equity 100%
 
Portfolio Statistics
     
Price/Earnings Ratio   27.3
Price/Book Ratio   2.5
Wtd. Avg. Mkt. Cap ($ mil)   $1008.5
   
3-Year Risk Summary  
R2   1.00
Alpha   N/A
Beta   1.00
Sharpe Ratio   N/A
Standard Deviation   0.25
 
Top Ten Holdings
PDF View All Holdings
 
Human Genome Sciences, Inc. 0.6%
3Com Corp. 0.3%
Tupperware Brands Corp. 0.3%
E*TRADE Financial Corp. 0.3%
Assured Guaranty Ltd. 0.3%
Solera Holdings, Inc. 0.3%
Highwoods Properties, Inc. 0.3%
Skyworks Solutions, Inc. 0.3%
Domtar Corp. 0.3%
J. Crew Group, Inc. 0.2%
 
Total Fund Holdings: 2006

You should consider the investment objectives, risks, fees and expenses of any mutual fund carefully before investing. This and other information is available in the Fund's prospectus. Please read the prospectus carefully before investing.

IMPORTANT INFORMATION:
* Annualized.
** Lipper Small-Cap Core Funds. 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.

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 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.