JNL/Mellon Capital S&P 1500 Value Index Fund

C000192044 Fund Overview

JNL/Mellon Capital S&P 1500 Value Index Fund is a US mutual fund managed by JNL Series Trust, categorised as Global (incl. US) Multi-Cap / All-Cap Value Equity. 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: Global (incl. US) Multi-Cap / All-Cap Value Equity
• Assets under management: $91.12M
• SEC CIK: 0000933691
• SEC series ID: S000058481
• Share class ID: C000192044

C000192044 Investment Objective and Strategy

JNL/Mellon Capital S&P 1500 Value Index Fund describes its objective and strategy as follows, from its latest prospectus filed with the SEC by JNL Series Trust.

Investment objective

The investment objective of the Fund is to match the performance of the S&P 1500 ® Value Index. The Fund is constructed to mirror the S&P 1500 ® Value Index to provide long-term capital growth.

Principal investment strategy

The Fund seeks to invest under normal circumstances at least 80% of its assets (net assets plus the amount of any borrowings made for investment purposes) in the stocks in the S&P 1500 Value Index (Index) in proportion to their market capitalization weighting in the Index. The Fund does not employ traditional methods of active investment management, which involves the buying and selling of securities based upon security analysis. The Fund attempts to replicate the Index by investing all or substantially all of its assets in the stocks that make up the Index. As of December 31, 2017 , the market capitalization range of the Index is $95.46 million to $489.05 billion . Indexing may offer a cost-effective investment approach to gaining diversified market exposure over the long-term. When attempting to replicate a capitalization-weighted index such as the Index, portfolio turnover is reduced to what the index adds and deletes, contract owner contributions and withdrawals, and reinvestment income.

The replicated portfolio does not require rebalancing as a result of market movement. It is rebalanced automatically with the change in share price. The Fund may invest in financial futures, a type of derivative, that may be used to obtain exposure, to provide liquidity for cash flows, to hedge dividend accruals or for other purposes that facilitate meeting the Funds objective. The Fund may also invest in a combination of exchange-traded funds (ETFs) and cash to maintain correlation to its index, to assist with index rebalances, and to meet redemption or purchase requests. The Fund may invest in securities issued by companies in the financial services sector.

C000192044 Costs and Fees

C000192044 costs about $67 per $10,000 invested per year in fund expenses.

• Net expense ratio: 0.67%
• Gross expense ratio: 0.67%
• Portfolio turnover: 100%
• Brokerage commissions: 1.63 bps of average net assets (SEC N-CEN)

C000192044 Cashflows

Over the 12 months to 2020-03, JNL/Mellon Capital S&P 1500 Value Index Fund had net inflows of $53.96M, from monthly SEC N-PORT filings.

C000192044 Debt Constituents

No individual debt constituents are reported in JNL/Mellon Capital S&P 1500 Value Index Fund's latest SEC N-PORT filing.

C000192044 Prospectus and SEC Filings

Official JNL/Mellon Capital S&P 1500 Value Index Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.

• Prospectus (485BPOS) — filed 2019-05-15
• Prospectus (485BPOS) — filed 2018-05-16
• Prospectus (485BPOS) — filed 2017-10-11
• Portfolio holdings (N-PORT) — filed 2020-05-28
• Portfolio holdings (N-PORT) — filed 2020-02-28
• Portfolio holdings (N-PORT) — filed 2019-11-27
• Annual census (N-CEN) — filed 2020-03-16
• Annual census (N-CEN) — filed 2019-03-15

Related Funds

Other Global (incl. US) Multi-Cap / All-Cap Value Equity funds tracked on ABC INVEST:

• Victory Market Neutral Income Fund (CBHAX)
• AMG Yacktman Focused Fund (YAFFX)
• Vanguard Advice Select Global Value Fund (VAGVX)
• John Hancock Disciplined Value Global Long/Short Fund (JAKWX)
• Tweedy, Browne Insider + Value ETF (COPY)

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.