0001741773-23-000797.txt : 20230301 0001741773-23-000797.hdr.sgml : 20230301 20230301115946 ACCESSION NUMBER: 0001741773-23-000797 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20221231 FILED AS OF DATE: 20230301 DATE AS OF CHANGE: 20230301 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: 23691592 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 S000052998 Protective Life Dynamic Allocation Series - Conservative Portfolio C000166588 Protective Life Dynamic Allocation Series - Conservative Portfolio n/a NPORT-P 1 primary_doc.xml NPORT-Pfalse0001660765XXXXXXXXS000052998C000166588CLAYTON STREET TRUST811-231210001660765549300A5MQR2XX0LRL20151 DETROIT STREETDENVER802063033333863Protective Life Dynamic Allocation Series - Conservative PortfolioS000052998549300TBI7CU4EGONR152022-12-312022-12-31N433737139800143275712000000000000099752NFund? Securities PortfolioINTRNL-1407098647N/AN/ARoyal Bank of CanadaN/A761242PAUSD7612421.759LongSTIVCORPUSN22023-01-03Fixed4.31NNNNNN/AN/AING Financial Markets LLCN/A700000PAUSD7000001.618LongRACORPUSN2RepurchaseY4.262023-01-03821877.915121951USD714338.060408701USDUSTNNNFranklin FTSE United Kingdom E549300EBZY7Y36672039Franklin FTSE United Kingdom35473P678102072NSUSD23354075.397LongECRFUSN1NNFranklin FTSE Japan ETF549300V7MZYC1Z30JS82Franklin FTSE Japan35473P74447319NSUSD11375492.629LongECRFUSN1NNInvesco Nasdaq 100 ETF549300TKJ3EA6QHM7D23Invesco NASDAQ 10046138G64913961NSUSD15291483.534LongECRFUSN1NNiShares Core U.S. Aggregate Bo549300F7VSXTKBGHJE47iShares Core U.S. Aggregate Bond464287226223401NSUSD2166766350.069LongECRFUSN1NNNJPMorgan BetaBuilders Develope549300NC6A68VFVMNP62JP Morgan Etf Trust BETABUILDERS DEVELOPED ASIA EX JAPAN ETF NEW46641Q23323128NSUSD11318842.616LongECRFUSN1NNJanus Henderson Cash Collateral FundN/AJanus Henderson Cash Collateral FundN/A3044970NSUSD30449707.036LongECPFUSN2NNVanguard FTSE Europe ETF549300UR5XWDVDO7NP96Vanguard FTSE Europe92204287443805NSUSD24285495.612LongECRFUSN1NNVanguard S&P 500 ETF549300D8V8ZP5GRJOC71Vanguard S&P 50092290836317937NSUSD630198614.562LongECRFUSN1NNNVanguard Small-Cap ETF549300G6KNDK44WUN559Vanguard Small-Cap92290875112792NSUSD23478445.425LongECRFUSN1NN2023-02-14CLAYTON STREET TRUSTJESPER NERGAARDJESPER NERGAARDVP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICER