American Beacon Small Cap Index Fund

Fund information as of September 30, 2008
Fund Overview
Total Fund Assets: $42.4 Million
  Institutional Class        
           
Inception Date 7/31/00        
Class Assets $42.4 Million        
Fund NAV $12.12        
CUSIP 02368A539        
Trading Symbol ASCIX        
Investment Minimum $2 Million        
 
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 $2 million 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 as of 9/30/2008
                         
 
QTR		  
YTD		  
1 YR		  
3 YR*		  
5 YR*		   Since
Inception*		  
                         
Institutional Class -1.06   -10.29   -14.56   1.70   7.97   5.01  
                         
Lipper Index** -7.01   -13.55   -17.21   0.62   7.93   5.76  
Russell 2000® Index *** -1.11   -10.38   -14.48   1.84   8.15   5.16  
 

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 as of 9/30/2008
 
Category: Small-Cap Core Funds
  1 YR   3 YR   5 YR    
# of funds in category 796   633   493    
               
Institutional Class 188   159   198    
 
Lipper Quartile
 
Institutional Class 1st   2nd   2nd    
 
Lipper is an independent rating service that ranks mutual funds in various categories by making comparative calculations using total returns.
 
Sector Weightings
 
     
Financials   21.4%
Information Technology   16.8%
Industrials   16.1%
Health Care   14.5%
Consumer Discretionary   12.6%
Energy   6.3%
Materials   4.0%
Utilities   3.6%
Consumer Staples   3.6%
Telecommunication Services   1.1%
Transportation   0.0%
 
Asset Allocation
   
Equity 100
Cash & Futures 0.0
 
Portfolio Statistics
     

Equity		    
Price/Earnings Ratio   19.3
Price/Book Ratio   2.5
Wtd. Avg. Mkt. Cap ($ bil)   1.0
   
3-Year Risk Summary  
R2   1.00
Alpha   N/A
Beta   1.00
Sharpe Ratio   N/A
Standard Deviation   0.14
 
Top Ten Holdings
PDF View All Holdings
 
Ralcorp Holdings, Inc. 0.4%
Alexion Pharmaceuticals, Inc. 0.3%
Myriad Genetics, Inc. 0.3%
OSI Pharmaceuticals, Inc. 0.3%
Foundry Networks, Inc. 0.3%
Senior Housing Properties Trust 0.3%
Energy Conversion Devices, Inc. 0.3%
Realty Income Corp. 0.3%
ITC Holdings Corp. 0.3%
EXCO Resources, Inc. 0.2%
 
Total Fund Holdings:
1,964

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.

* 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. The Russell 2000® Index is a registered trademark of Frank Russell Company.

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.

Distributed by Foreside Fund Services, LLC.