JNL/S&P 4 Fund
Data updated: 2026-08-26
C000192208 — JNL/S&P 4 Fund. United States Multi-Cap / All-Cap Blend / Core Equity · $5.38B AUM. Holdings, fees, performance and SEC filings.
C000192208 Fund Overview
JNL/S&P 4 Fund is a US mutual fund managed by JNL Series Trust, categorised as United States Multi-Cap / All-Cap Blend / Core 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: United States Multi-Cap / All-Cap Blend / Core Equity
- Assets under management: $5.38B
- 1-year return: 28.2%
- SEC CIK: 0000933691
- SEC series ID: S000019485
- Share class ID: C000192208
C000192208 Investment Objective and Strategy
JNL/S&P 4 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 capital appreciation.
Principal investment strategy
The Fund seeks to achieve its objective by investing in stocks of approximately 150 distinct companies included in the S&P 500 Index (Index). The Fund implements its objective by using three equally weighted factors: quality, value, and momentum. Quality Strategy The quality strategy emphasizes competitive advantage. The competitive advantage sub-portfolio invests in the stock of companies included in the Index that are believed to have superior profitability, as measured by return on invested capital, and trade at relatively attractive valuations. The holdings in this sub-portfolio are selected from all 11 sectors of the economy identified in the Index. Goldman Sachs Asset Management, L.P., the Funds sub-adviser (the Sub-Adviser), excludes stocks it views as lower quality using the S&P Quality Rankings and excludes stocks with lower S&P Global Ratings Issuer Credit Ratings.
Value Strategies The value strategies emphasize dividend income & growth and intrinsic value. The dividend income & growth sub-portfolio invests in the stock of companies included in the Index that have attractive dividend yields and strong capital structures as determined by the Sub-Adviser . The holdings in this sub-portfolio are selected from all 11 sectors of the economy identified in the Index. The Sub-Adviser excludes stocks it views as lower quality using the S&P Quality Rankings and excludes stocks with lower S&P Global Ratings Issuer Credit Ratings . The intrinsic value sub-portfolio invests in the stock of companies included in the Index that generate strong free cash flows and sell at relatively attractive valuations. With respect to the Financials sector, the model will reference return on equity in lieu of free cash flows.
The holdings in this sub-portfolio are selected from all 11 sectors of the economy identified in the Index. The Sub-Adviser excludes stocks it views as lower quality using the S&P Quality Rankings and excludes stocks with lower S&P Global Ratings Issuer Credit Ratings . Momentum Strategy The momentum sub-portfolio invests in the stock of companies included in the Index that exhibit high momentum based on the trailing twelve months, excluding the recent one-month. The holdings in this sub-portfolio are selected from all 11 sectors of the economy identified in the Index. The Sub-Adviser excludes stocks it views as lower quality using the S&P Quality Rankings and excludes stocks with lower S&P Global Ratings Issuer Credit Ratings . Triblend Rebalance A portion of each of sub-portfolio rebalances on or about the first business day of March, September or December of each year.
Additionally, on or about the first business day of December of each year, the Fund rebalances the size of the three factors to ensure equal weighting. The Fund may change the frequency and timing of its scheduled rebalances at its sole discretion. The Fund may apply situational risk exposure constraints beyond the S&P Quality Rankings and S&P Global Ratings Issuer Credit Ratings in response to extraordinary market events. The Sub-Adviser generally uses a buy and hold strategy, executing trades only on or around each stock selection date, when cash flow activity occurs in the Fund and for dividend reinvestment purposes. The Sub-Adviser incorporates S&P Quality Rankings and S&P Global Ratings Issuer Credit Ratings in the selection process. S&P Quality Rankings Growth and stability of earnings and dividends are deemed key elements in establishing earnings and dividend rankings for common stocks.
This process also takes into consideration certain adjustments and modifications deemed desirable in establishing such rankings. The final score for each stock is measured against a scoring matrix determined by an internal analysis of the scores of a large and representative sample of stocks. The range of scores in the array of this sample has been aligned with the following ladder of rankings: A+ Highest B- Lower A High C Lowest A- Above Average D In Reorganization B+ Average NR Not Ranked B Below Average S&P Global Ratings Issuer Credit Ratings S&P Global Ratings Issuer Credit Ratings (also known as credit ratings) express opinions about the ability and willingness of an issuer to meet its financial obligations in full and on time. Credit ratings can also be used to determine the credit quality of an individual debt issue, such a corporate or municipal bond, and the relative likelihood that the issue may default.
Credit ratings are not an absolute measure of default probability, since there are future events that cannot be foreseen. Credit ratings are not intended as guarantees of credit quality or as exact measures of the probability that a particular issuer or debt issue will default. S&P Global Ratings Issuer Credit Ratings opinions are based on analysis by experienced professionals who evaluate and interpret information received from issuers and other available sources to form a considered opinion. S&P Global Ratings analysts obtain information from public reports, as well as from interviews and discussions with the issuers management. They use that information and apply their analytical judgment to assess the entitys financial condition, operation performance, policies and risk management strategies.
The Fund may invest in a combination of exchange-traded funds (ETFs) to assist with fund rebalances and to meet redemption or purchase requests. The Fund may invest in financial futures, a type of derivative, to obtain market exposure consistent with the Funds investment objective and strategies, to provide liquidity for cash flows, to hedge dividend accruals or for other purposes that facilitate meeting the Funds objective.
C000192208 Holdings
Top 10 holdings of JNL/S&P 4 Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Lam Research Corporation | 4.22% |
| Jabil Inc. | 3.49% |
| Applied Materials, Inc. | 3.48% |
| Corning Incorporated | 3.22% |
| NetApp, Inc. | 2.75% |
| Qualcomm Incorporated | 2.26% |
| Amphenol Corporation | 2.12% |
| Seagate Technology Holdings Public Limited Company | 1.86% |
| Visa Inc. | 1.46% |
| Tapestry, Inc. | 1.44% |
C000192208 Portfolio Allocation
Asset-class allocation of JNL/S&P 4 Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 99.3% |
| Cash & Equivalents | 1.0% |
C000192208 Performance
Total returns for C000192208 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 17.8% |
| 1 year | 28.2% |
| 3 years (annualised) | 21.1% |
| 5 years (annualised) | 13.6% |
C000192208 Risk Information
Risk metrics for C000192208, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 11.9%
C000192208 Costs and Fees
C000192208 costs about $40 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.40%
- Gross expense ratio: 0.40%
- Portfolio turnover: 47%
- Brokerage commissions: 0.35 bps of average net assets (SEC N-CEN)
C000192208 Cashflows
Over the 12 months to 2026-06, JNL/S&P 4 Fund had net outflows of $841.97M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | −$60.39M |
| 2026-05 | −$70.38M |
| 2026-04 | −$56.79M |
| 2026-03 | −$79.99M |
| 2026-02 | −$66.60M |
| 2026-01 | −$68.66M |
C000192208 Debt Constituents
No individual debt constituents are reported in JNL/S&P 4 Fund's latest SEC N-PORT filing.
C000192208 Prospectus and SEC Filings
Official JNL/S&P 4 Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2026-04-23
- Prospectus (485BPOS) — filed 2025-04-24
- Prospectus (485BPOS) — filed 2024-04-26
- Portfolio holdings (N-PORT) — filed 2026-08-26
- Portfolio holdings (N-PORT) — filed 2026-05-28
- Portfolio holdings (N-PORT) — filed 2026-02-25
- Annual census (N-CEN) — filed 2026-03-12
- Annual census (N-CEN) — filed 2025-03-14
Related Funds
Other United States Multi-Cap / All-Cap Blend / Core Equity 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.