# EDGAR Filing Document

**Accession Number:** 0001660765
**File Stem:** 0001741773-23-000798
**Filing Date:** 2023-3
**Character Count:** 7836
**Document Hash:** 034fec530c259e176820b5faad63540b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001741773-23-000798.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001741773-23-000798

**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:** 23691601

**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

## Series and Classes Contracts Data

### Protective Life Dynamic Allocation Series - Moderate Portfolio (Series ID: S000052999)

| Class ID   | Class Name                                                     | Ticker Symbol   |
|:---|:---|:---|
| C000166589 | Protective Life Dynamic Allocation Series - Moderate Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** CLAYTON STREET TRUST

- **b. Investment Company Act file number:** 811-23121

- **c. CIK number of Registrant:** 0001660765

- **d. LEI of Registrant:** 549300A5MQR2XX0LRL20

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 151 DETROIT STREET

  - **City:** DENVER

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80206

  - **Telephone number:** 3033333863

**Item A.2. Information about the Series.**

- **a. Name of Series:** Protective Life Dynamic Allocation Series - Moderate Portfolio

- **b. EDGAR series identifier (if any):** S000052999

- **c. LEI of Series:** 549300FKVERGMWCKQT19

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $591391672.00

**Total Liabilities:** $1217684.00

**Net Assets:** $590173988.00

**Cash Not Reported:** $27435.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000166589 | -3.43%               | 4.35%                | -0.18%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5583810.00             | $-18296892.00                              |
| Month 2  | $-341765.00              | $24327554.00                               |
| Month 3  | $-640251.00              | $-1146844.00                               |

**Designated Index Information**

- **Index Name:** Fund? Securities Portfolio

- **Index Identifier:** INTRNL-1407098648

### Schedule of Portfolio Investments

| Name                                 | Title                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                  | Royal Bank of Canada                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |   6004781 | PA      | $6004781.00   | 1.02%             | 2023-01-03      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| N/A                                  | ING Financial Markets LLC                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |  15000000 | PA      | $15000000.00  | 2.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Franklin FTSE United Kingdom E       | Franklin FTSE United Kingdom                                     | CUSIP: 35473P678<br>LEI: 549300EBZY7Y36672039 | Long             | EC               | RF                | US        |   1810033 | NS      | $41413555.00  | 7.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin FTSE Japan ETF              | Franklin FTSE Japan                                              | CUSIP: 35473P744<br>LEI: 549300V7MZYC1Z30JS82 | Long             | EC               | RF                | US        |    839098 | NS      | $20171916.00  | 3.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Invesco Nasdaq 100 ETF               | Invesco NASDAQ 100                                               | CUSIP: 46138G649<br>LEI: 549300TKJ3EA6QHM7D23 | Long             | EC               | RF                | US        |    247697 | NS      | $27130253.00  | 4.60%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core U.S. Aggregate Bo       | iShares Core U.S. Aggregate Bond                                 | CUSIP: 464287226<br>LEI: 549300F7VSXTKBGHJE47 | Long             | EC               | RF                | US        |   2133149 | NS      | $206894122.00 | 35.06%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan BetaBuilders Develope       | JP Morgan Etf Trust BETABUILDERS DEVELOPED ASIA EX JAPAN ETF NEW | CUSIP: 46641Q233<br>LEI: 549300NC6A68VFVMNP62 | Long             | EC               | RF                | US        |    410131 | NS      | $20071811.00  | 3.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Cash Collateral Fund | Janus Henderson Cash Collateral Fund                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |  24973644 | NS      | $24973644.00  | 4.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard FTSE Europe ETF             | Vanguard FTSE Europe                                             | CUSIP: 922042874<br>LEI: 549300UR5XWDVDO7NP96 | Long             | EC               | RF                | US        |    776794 | NS      | $43065459.00  | 7.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Vanguard S&P 500 ETF                 | Vanguard S&P 500                                                 | CUSIP: 922908363<br>LEI: 549300D8V8ZP5GRJOC71 | Long             | EC               | RF                | US        |    318245 | NS      | $111812198.00 | 18.95%            |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Small-Cap ETF               | Vanguard Small-Cap                                               | CUSIP: 922908751<br>LEI: 549300G6KNDK44WUN559 | Long             | EC               | RF                | US        |    226956 | NS      | $41655504.00  | 7.06%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

**Date Signed:** 2023-02-14

**Name of Applicant:** CLAYTON STREET TRUST

**Signature:** JESPER NERGAARD

**Name of Signer:** JESPER NERGAARD

**Title:** VP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICER