JNL/DoubleLine Shiller Enhanced CAPE Fund
Data updated: 2026-05-28
C000159263 — JNL/DoubleLine Shiller Enhanced CAPE Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Intermediate Securitized (MBS/ABS/CMBS) Bond · $1.26B AUM · 0.98% expense ratio · 2.1% 1-yr return. From SEC regulatory filings.
C000159263 Fund Overview
JNL/DoubleLine Shiller Enhanced CAPE Fund is a US mutual fund managed by JNL Series Trust, categorised as Intermediate Securitized (MBS/ABS/CMBS) Bond. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: JNL Series Trust
- Category: Intermediate Securitized (MBS/ABS/CMBS) Bond
- Assets under management: $1.26B
- 1-year return: 2.1%
- SEC CIK: 0000933691
- SEC series ID: S000050455
- Share class ID: C000159263
C000159263 Holdings
Top 10 holdings of JNL/DoubleLine Shiller Enhanced CAPE Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Treasury, United States Department of | 14.97% |
| Treasury, United States Department of | 6.06% |
| Treasury, United States Department of | 2.91% |
| Treasury, United States Department of | 2.03% |
| PRPM 2025-NQM2 Trust | 1.12% |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR2 Trust | 0.88% |
| JNL Government Money Market Fund | 0.86% |
| Octagon Investment Partners 20-R Ltd. | 0.79% |
| OHA Credit Funding 16-R Ltd | 0.79% |
| Sound Point CLO XXIII | 0.79% |
C000159263 Portfolio Allocation
Asset-class allocation of JNL/DoubleLine Shiller Enhanced CAPE Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Securitized | 54.2% |
| Fixed Income | 48.0% |
| Loans | 2.1% |
| Cash & Equivalents | 0.9% |
C000159263 Performance
Total returns for C000159263 (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | -4.9% |
| 1 year | 2.1% |
| 3 years (annualised) | 11.3% |
| 5 years (annualised) | 5.9% |
C000159263 Risk Information
Risk metrics for C000159263, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 11.7%
C000159263 Costs and Fees
C000159263 costs about $98 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.98%
- Gross expense ratio: 0.98%
- Portfolio turnover: 47%
- Brokerage commissions: 0.00 bps of average net assets (SEC N-CEN)
C000159263 Cashflows
Over the 12 months to 2026-03, JNL/DoubleLine Shiller Enhanced CAPE Fund had net outflows of $319.33M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | −$27.58M |
| 2026-02 | −$31.47M |
| 2026-01 | −$32.88M |
| 2025-12 | −$24.21M |
| 2025-11 | −$39.10M |
| 2025-10 | −$30.71M |
C000159263 Debt Constituents
Largest debt holdings of JNL/DoubleLine Shiller Enhanced CAPE Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| Treasury, United States Department of | 14.97% |
| Treasury, United States Department of | 6.06% |
| Treasury, United States Department of | 2.91% |
| Treasury, United States Department of | 2.03% |
| Treasury, United States Department of | 0.52% |
| Treasury, United States Department of | 0.36% |
| American Tower Corporation | 0.29% |
| Treasury, United States Department of | 0.27% |
| Citigroup Inc. | 0.22% |
| Canadian Pacific Kansas City Limited | 0.21% |
C000159263 Prospectus and SEC Filings
Official JNL/DoubleLine Shiller Enhanced CAPE Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Intermediate Securitized (MBS/ABS/CMBS) Bond funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.