KMLM holdings
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Positions
26 stored of 26 reported, largest first by weight
| # | Holding | ISIN | CUSIP | Weight | Value (USD) | Type | Issuer type | Country | Currency |
|---|---|---|---|---|---|---|---|---|---|
| 1 | SOCIETE GENERALE US 10YR ULTRA FUT SEP26 FINANCIAL COMMODITY FUTURE. | Not reported | Not reported | -26.352% | -$78.5M | Interest rate derivatives | Other | United States | USD |
| 2 | Japan JPN 10Y BOND(OSE) SEP26 FINANCIAL COMMODITY FUTURE. | Not reported | Not reported | -25.851% | -$77.0M | Interest rate derivatives | Other | Japan | JPY |
| 3 | United Kingdom of Great Britain and Northern Ireland LONG GILT FUTURE SEP26 FINANCIAL COMMODITY FUTURE. | Not reported | Not reported | -21.052% | -$62.7M | Interest rate derivatives | Other | United Kingdom | GBP |
| 4 | SOCIETE GENERALE EURO-BUND FUTURE SEP26 FINANCIAL COMMODITY FUTURE. | Not reported | Not reported | -18.510% | -$55.1M | Interest rate derivatives | Other | Germany | EUR |
| 5 | United States of America TREASURY BILL 0.000000% 07/02/2026 | US912797TF47 | 912797TF4 | 16.782% | $50.0M | Debt | US Treasury | United States | USD |
| 6 | United States of America TREASURY BILL 0.000000% 07/21/2026 | US912797UQ82 | 912797UQ8 | 16.750% | $49.9M | Debt | US Treasury | United States | USD |
| 7 | JPN YEN CURR FUT SEP26 CURRENCY FUTURE. | Not reported | Not reported | -16.355% | -$48.7M | Foreign exchange derivatives | Other | United States | USD |
| 8 | EURO FX CURR FUT SEP26 CURRENCY FUTURE. | Not reported | Not reported | -16.344% | -$48.7M | Foreign exchange derivatives | Other | United States | USD |
| 9 | C$ CURRENCY FUT SEP26 CURRENCY FUTURE. | Not reported | Not reported | -16.243% | -$48.4M | Foreign exchange derivatives | Other | United States | USD |
| 10 | AUDUSD CRNCY FUT SEP26 CURRENCY FUTURE. | Not reported | Not reported | 16.146% | $48.1M | Foreign exchange derivatives | Other | United States | USD |
| 11 | CHF CURRENCY FUT SEP26 CURRENCY FUTURE. | Not reported | Not reported | -16.123% | -$48.0M | Foreign exchange derivatives | Other | United States | USD |
| 12 | United States of America TREASURY BILL 0.000000% 07/30/2026 | US912797TQ02 | 912797TQ0 | 13.388% | $39.9M | Debt | US Treasury | United States | USD |
| 13 | BP CURRENCY FUT SEP26 CURRENCY FUTURE. | Not reported | Not reported | -11.763% | -$35.0M | Foreign exchange derivatives | Other | United States | USD |
| 14 | SUGAR #11 (WORLD) OCT26 PHYSICAL COMMODITY FUTURE. | Not reported | Not reported | -7.154% | -$21.3M | Commodity derivatives | Other | United States | USD |
| 15 | LIVE CATTLE FUTR AUG26 PHYSICAL COMMODITY FUTURE. | Not reported | Not reported | 7.129% | $21.2M | Commodity derivatives | Other | United States | USD |
| 16 | NATURAL GAS FUTR SEP26 PHYSICAL COMMODITY FUTURE. | Not reported | Not reported | -6.840% | -$20.4M | Commodity derivatives | Other | United States | USD |
| 17 | COPPER FUTURE SEP26 PHYSICAL COMMODITY FUTURE. | Not reported | Not reported | 6.823% | $20.3M | Commodity derivatives | Other | United States | USD |
| 18 | GASOLINE RBOB FUT SEP26 PHYSICAL COMMODITY FUTURE. | Not reported | Not reported | 6.700% | $20.0M | Commodity derivatives | Other | United States | USD |
| 19 | WHEAT FUTURE(CBT) DEC26 PHYSICAL COMMODITY FUTURE. | Not reported | Not reported | 6.646% | $19.8M | Commodity derivatives | Other | United States | USD |
| 20 | NY HARB ULSD FUT SEP26 PHYSICAL COMMODITY FUTURE. | Not reported | Not reported | 6.549% | $19.5M | Commodity derivatives | Other | United States | USD |
| 21 | CORN FUTURE DEC26 PHYSICAL COMMODITY FUTURE. | Not reported | Not reported | -6.447% | -$19.2M | Commodity derivatives | Other | United States | USD |
| 22 | WTI CRUDE FUTURE SEP26 PHYSICAL COMMODITY FUTURE. | Not reported | Not reported | 5.836% | $17.4M | Commodity derivatives | Other | United States | USD |
| 23 | Canada CAN 10YR BOND FUT SEP26 FINANCIAL COMMODITY FUTURE. | Not reported | Not reported | 3.669% | $10.9M | Interest rate derivatives | Other | Canada | CAD |
| 24 | United States of America TREASURY BILL 0.000000% 08/18/2026 | US912797UU94 | 912797UU9 | 3.340% | $10.0M | Debt | US Treasury | United States | USD |
| 25 | SOYBEAN FUTURE NOV26 PHYSICAL COMMODITY FUTURE. | Not reported | Not reported | -1.593% | -$4.7M | Commodity derivatives | Other | United States | USD |
| 26 | GOLD 100 OZ FUTR AUG26 PHYSICAL COMMODITY FUTURE. | Not reported | Not reported | 0.271% | $808K | Commodity derivatives | Other | United States | USD |