JNL/DoubleLine Core Fixed Income Fund

JNL Series Trust

Actively managed U.S. bond fund
$2.38B NAV
1,592 positions · as of 2026-06-30 · filed 2026-08-26

Fund classification

Classified from what the fund holds · as of 2026 Q2

JNL/DoubleLine Core Fixed Income Fund is an actively managed U.S. bond fund.

Asset class
Bonds
Region
United States
Management
Actively managed
Fund type
Open-end fund
Credit quality
Mixed credit
Rate sensitivity
Intermediate duration

Fund profile

As filed in the prospectus · 2026 Q2

The investment objective of the Fund is to seek to maximize current income and total return.

Strategy · summarised

The fund invests at least 80% of assets in fixed-income securities of varying maturities, including government and corporate bonds, mortgage-backed securities, asset-backed securities, bank loans, and emerging market debt, with up to 33⅓% in high-yield securities. The portfolio manager targets a weighted average effective duration between two and eight years, using derivatives including swaps, futures, and options to manage interest rate sensitivity. The fund may allocate up to 30% to foreign-currency-denominated securities and up to 30% to emerging market instruments, and may invest up to 10% in preferred stock and convertible securities.

Expenses
0.48% 0.78%across 2 share classes
Share classExpense ratioAs of
C0000046430.78%2025 Q2
C0000679760.48%2025 Q2

Portfolio turnover 41.00% · as of 2026 Q2

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

99.39%
of net assets
Bonds49.18%
Securitized46.63%
Loans2.53%
Cash & short-term1.10%
Stocks0.00%
Derivatives-0.04%

The outer band is exposure held short — written against the portfolio rather than part of it, which is why it sits outside the ring and why the two are never netted into one figure.

Derivatives are shown at market value, not notional exposure.

Sector allocation

The same holdings as Allocation above, grouped by market sector instead of asset type · as of 2026 Q2

100%
of net assets
Securitized46.8%
Government23.7%
Other16.2%
Utilities3.2%
12 smaller10.1%

Government, Securitized and Cash are non-corporate buckets; International is foreign holdings we don’t sector-classify, and Other is the residual (held funds, unresolved names).

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 226 new211 exited

Largest new: Federal Home Loan Mortgage Corporation, Treasury, United States Department of ×3, Velocity Commercial Capital Loan Trust 2026-2, Iskandar Enterprise LLC, Verus Securitization Trust 2026-R3, Oryx Funding LLC

Largest exited: Federal Home Loan Mortgage Corporation, Progress Residential 2021-SFR3 Trust, HOMES Trust, Labcorp Holdings Inc., Wells Fargo & Company, Marvell Technology, Inc., Fermaca Enterprises S. de R.L. de C.V., Paychex, Inc.

Return profile

Total return as filed — price change plus distributions reinvested · trailing figures to Apr 2026

1-year
+3.88%
3-year
+11.76%
5-year
+1.55%
Volatility
3.42%
Worst 3-yr fall
-6.04%
Cumulative return· Jul 2023 – Apr 2026

May 2026 and Jun 2026 have been filed since the trailing figures were struck, so they are not in the table above or the curve — every figure here shares one cut-off, which is what makes them comparable with other funds.

This fund changed legal form during the period shown. The history above is continuous — it spans both eras, and the change is not a gap in reporting.

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-06-30

Avg coupon
4.13%
Avg maturity
12.78 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

17%
floating
Fixed rate82.9%
Floating rate17.1%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

<1y10y+
<1y1.9%
1-3y9.6%
3-5y22.2%
5-10y20.6%
10y+45.7%
Flagged holdings
Defaulted: 0.07% · $1.70M · 9 positions
In arrears: none reported
Paid in kind: 0.05% · $1.28M · 8 positions

These three overlap — one holding can be in arrears and paying in kind at once — so they are shown separately and never summed.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q2

Most of this fund’s sensitivity is to interest rates, with credit spreads carrying nearly as much.

Interest-rate duration
5.72 yr
approx. move per 100bp
Credit-spread duration
3.84 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -9.5%
of value
Interest rates60%
Credit spreads40%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Credit risk by quality

Share of the fund's spread duration carried by each credit tier.

+3.84
yrs total
Investment grade+3.04 yr
High yield+0.80 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.

Interest rate5.72 yr total
3 mo30 yr
3 mo1.07 yr19%
1 yr0.29 yr5%
5 yr0.99 yr17%
10 yr1.63 yr29%
30 yr1.74 yr30%
Credit spread3.84 yr total
3 mo30 yr
3 mo0.00 yr0%
1 yr0.17 yr4%
5 yr0.79 yr21%
10 yr1.27 yr33%
30 yr1.60 yr42%

The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.

Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo+1.07+0.00+0.00$185$905
1 yr+0.29+0.11+0.06$25.8k$14.9k
5 yr+0.99+0.53+0.26$126.6k$62.8k
10 yr+1.63+0.96+0.31$227.8k$75.0k
30 yr+1.74+1.45+0.15$344.7k$36.5k

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
Treasury, United States Department of0.88% · due 2030-11-154.27%$101.71M
Treasury, United States Department of1.13% · due 2040-08-153.48%$83.02M
Treasury, United States Department of0.63% · due 2030-08-152.69%$64.11M
Treasury, United States Department of0.63% · due 2030-05-152.67%$63.65M
Treasury, United States Department of1.88% · due 2041-02-151.93%$46.08M
Federal Home Loan Mortgage Corporation6.00% · due 2054-12-010.98%$23.28M
Federal National Mortgage Association, Inc.5.50% · due 2054-10-010.96%$22.87M
Federal Home Loan Mortgage Corporation3.00% · due 2052-05-010.82%$19.62M
JNL Government Money Market Fund0.81%$19.21M
Federal National Mortgage Association, Inc.2.50% · due 2051-08-010.77%$18.27M
Showing 10 of 1,592Sign in to see more

Top 10 positions are 19.37% of net assets, top 25 27.50%, across 1.1K issuers.

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