KFA Mount Lucas Managed Futures Index Strategy ETF

Fund Profile

Fund profile

Tickers

KMLM

Fund manager

Krane Shares Trust

Total assets

$374.62 mm

Liabilities

$2.57 mm

Net assets

$372.05 mm

Number of holdings

27.00

KMLM stock data

1M 3M 6M 1Y

27 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
JPN 10Y BOND(OSE) DEC24 FINANCIAL COMMODITY FUTURE.	96.62 mm	96.00 contracts	25.97	Interest rate derivative	N/A	Japan
EURO-BUND FUTURE DEC24 FINANCIAL COMMODITY FUTURE.	96.42 mm	642.00 contracts	25.92	Interest rate derivative	N/A	Germany
LONG GILT FUTURE DEC24 FINANCIAL COMMODITY FUTURE.	96.20 mm	731.00 contracts	25.86	Interest rate derivative	N/A	UK
CAN 10YR BOND FUT DEC24 FINANCIAL COMMODITY FUTURE.	95.94 mm	1.04 k contracts	25.79	Interest rate derivative	N/A	Canada
US 10YR ULTRA FUT DEC24 FINANCIAL COMMODITY FUTURE.	95.35 mm	806.00 contracts	25.63	Interest rate derivative	N/A	USA
AUDUSD CRNCY FUT DEC24 CURRENCY FUTURE.	61.63 mm	890.00 contracts	16.56	DFE	N/A	USA
BP CURRENCY FUT DEC24 CURRENCY FUTURE.	61.44 mm	735.00 contracts	16.51	DFE	N/A	USA
JPN YEN CURR FUT DEC24 CURRENCY FUTURE.	61.08 mm	695.00 contracts	16.42	DFE	N/A	USA
EURO FX CURR FUT DEC24 CURRENCY FUTURE.	60.72 mm	435.00 contracts	16.32	DFE	N/A	USA
CHF CURRENCY FUT DEC24 CURRENCY FUTURE.	60.30 mm	405.00 contracts	16.21	DFE	N/A	USA
TREASURY BILL 0.000000% 10/03/2024	54.99 mm	55.00 mm principal	14.78	Debt	Long	USA
TREASURY BILL 0.000000% 10/15/2024	54.90 mm	55.00 mm principal	14.76	Debt	Long	USA
TREASURY BILL 0.000000% 10/29/2024	54.80 mm	55.00 mm principal	14.73	Debt	Long	USA
TREASURY BILL 0.000000% 11/05/2024	54.75 mm	55.00 mm principal	14.72	Debt	Long	USA
TREASURY BILL 0.000000% 11/29/2024	54.58 mm	55.00 mm principal	14.67	Debt	Long	USA
GOLD 100 OZ FUTR DEC24 PHYSICAL COMMODITY FUTURE.	26.59 mm	100.00 contracts	7.15	Commodity derivative	N/A	USA
COPPER FUTURE DEC24 PHYSICAL COMMODITY FUTURE.	16.96 mm	149.00 contracts	4.56	Commodity derivative	N/A	USA
C$ CURRENCY FUT DEC24 CURRENCY FUTURE.	2.89 mm	39.00 contracts	0.78	DFE	N/A	USA
LIVE CATTLE FUTR DEC24 PHYSICAL COMMODITY FUTURE.	-11.31 mm	-153.00 contracts	-3.04	Commodity derivative	N/A	USA
SUGAR #11 (WORLD) MAR25 PHYSICAL COMMODITY FUTURE.	-12.33 mm	-490.00 contracts	-3.31	Commodity derivative	N/A	USA
NY HARB ULSD FUT DEC24 PHYSICAL COMMODITY FUTURE.	-23.80 mm	-262.00 contracts	-6.40	Commodity derivative	N/A	USA
WTI CRUDE FUTURE DEC24 PHYSICAL COMMODITY FUTURE.	-23.86 mm	-352.00 contracts	-6.41	Commodity derivative	N/A	USA
GASOLINE RBOB FUT DEC24 PHYSICAL COMMODITY FUTURE.	-23.86 mm	-298.00 contracts	-6.41	Commodity derivative	N/A	USA
SOYBEAN FUTURE NOV24 PHYSICAL COMMODITY FUTURE.	-26.74 mm	-506.00 contracts	-7.19	Commodity derivative	N/A	USA
CORN FUTURE DEC24 PHYSICAL COMMODITY FUTURE.	-26.80 mm	-1.26 k contracts	-7.20	Commodity derivative	N/A	USA
WHEAT FUTURE(CBT) DEC24 PHYSICAL COMMODITY FUTURE.	-26.81 mm	-918.00 contracts	-7.20	Commodity derivative	N/A	USA
NATURAL GAS FUTR DEC24 PHYSICAL COMMODITY FUTURE.	-27.86 mm	-833.00 contracts	-7.49	Commodity derivative	N/A	USA