0001741773-22-003117.txt : 20220829
0001741773-22-003117.hdr.sgml : 20220829
20220829113832
ACCESSION NUMBER: 0001741773-22-003117
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220829
DATE AS OF CHANGE: 20220829
PERIOD START: 20221231
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: 221208912
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 PortfolioS000052999549300FKVERGMWCKQT192022-12-312022-06-30N525540810665953524874857000000000000056058NN/AN/ARoyal Bank of CanadaN/A285650PAUSD2856500.054LongSTIVCORPUSN22022-07-01Fixed1.56NNNNNN/AN/AGoldman Sachs & Co.N/A74100000PAUSD7410000014.118LongRACORPUSN2RepurchaseY1.452022-07-0177247524.7395068USD75582000.01482USDAMBSNNNN/AN/AING Financial Markets LLCN/A72900000PAUSD7290000013.889LongRACORPUSN2RepurchaseY1.472022-07-0181509064.8581448USD74361039.3974196USDUSTNNNN/AN/ARoyal Bank of Canada, NY BranchN/A74100000PAUSD7410000014.118LongRACORPUSN2RepurchaseY1.432022-07-0166480195.483USD61025362.42855USDUST14436318.7385888USD14559639.85892USDAMBSNNNFranklin FTSE United Kingdom E549300EBZY7Y36672039Franklin FTSE United Kingdom35473P678711523NSUSD158598483.022LongECRFUSN1NNNiShares Core U.S. Aggregate Bo549300F7VSXTKBGHJE47iShares Core U.S. Aggregate Bond4642872261831432NSUSD18622000635.479LongECRFUSN1NNNJPMorgan BetaBuilders Develope549300NC6A68VFVMNP62JP Morgan Etf Trust BETABUILDERS DEVELOPED ASIA EX JAPAN ETF NEW46641Q23395625NSUSD45603560.869LongECRFUSN1NNJanus Henderson Short Duration549300N11CDGSC01GZ40Janus Henderson Short Duration Income47103U8862009438NSUSD9771897018.618LongECRFUSN1NNNJanus Henderson Cash Collateral FundN/AJanus Henderson Cash Collateral FundN/A1142600NSUSD11426000.218LongECPFUSN2NN2022-08-14CLAYTON STREET TRUSTJESPER NERGAARDJESPER NERGAARDVP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICER