0001741773-20-002645.txt : 20200828 0001741773-20-002645.hdr.sgml : 20200828 20200828132825 ACCESSION NUMBER: 0001741773-20-002645 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200630 FILED AS OF DATE: 20200828 PERIOD START: 20201231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Clayton Street Trust CENTRAL INDEX KEY: 0001660765 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23121 FILM NUMBER: 201146822 BUSINESS ADDRESS: STREET 1: 151 DETROIT STREET CITY: DENVER STATE: CO ZIP: 80206 BUSINESS PHONE: 303-333-3863 MAIL ADDRESS: STREET 1: 151 DETROIT STREET CITY: DENVER STATE: CO ZIP: 80206 0001660765 S000052999 Protective Life Dynamic Allocation Series - Moderate Portfolio C000166589 Protective Life Dynamic Allocation Series - Moderate Portfolio NPORT-P 1 primary_doc.xml NPORT-Pfalse0001660765XXXXXXXXS000052999C000166589CLAYTON STREET TRUST811-231210001660765549300A5MQR2XX0LRL20151 DETROIT STREETDENVER802063033333863Protective Life Dynamic Allocation Series - Moderate PortfolioS000052999549300FKVERGMWCKQT192020-12-312020-06-30N193148360633464192514896000000000000045825NN/AN/ARoyal Bank of CanadaN/A2259702PAUSD22597021.174LongSTIVCORPUSN22020-07-01Fixed0.09NNNNNN/AN/ACredit Agricole, New YorkN/A14300000PAUSD143000007.428LongRACORPUSN2RepurchaseY0.062020-07-0113908220.9020902USD14586010.2318152USDUSTNNNFranklin FTSE Japan ETF549300V7MZYC1Z30JS82Franklin FTSE Japan35473P744242383NSUSD58996023.064LongECRFUSN1NNInvesco QQQ Trust Series 1549300VY6FEJBCIMET58Invesco QQQ Trust Series 146090E10390215NSUSD2233723411.603LongECRFUSN1NNiShares Core U.S. Aggregate Bo549300F7VSXTKBGHJE47iShares Core U.S. Aggregate Bond464287226563535NSUSD6661547234.603LongECRFUSN1NNNJPMorgan BetaBuilders Develope549300NC6A68VFVMNP62JPMorgan BetaBuilders Developed Asia ex-Japan46641Q688277056NSUSD62060553.224LongECRFUSN1NNJanus Henderson Short Duration549300N11CDGSC01GZ40Janus Henderson Short Duration Income47103U886517326NSUSD2600080513.506LongECRFUSN1NNNJanus Henderson Cash Collateral FundN/AJanus Henderson Cash Collateral FundN/A9038807NSUSD90388074.695LongECPFUSN2NNVanguard S&P 500 ETF549300D8V8ZP5GRJOC71Vanguard S&P 500922908363172952NSUSD4901978525.463LongECRFUSN1NNN2020-08-14CLAYTON STREET TRUSTJESPER NERGAARDJESPER NERGAARDVP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICER