KraneShares Mount Lucas Managed Futures Index Strategy ETF (KMLM)

Assets	$276.72M
Expense Ratio	0.90%
PE Ratio	n/a
Shares Out	10.05M
Dividend (ttm)	$1.30
Dividend Yield	4.57%
Ex-Dividend Date	Dec 22, 2025
Payout Frequency	n/a
Payout Ratio	n/a

Volume	227,919
Open	28.55
Previous Close	28.49
Day's Range	28.39 - 28.73
52-Week Low	25.28
52-Week High	28.73
Beta	-0.34
Holdings	23
Inception Date	Dec 2, 2020

About KMLM

Fund Home Page

The KraneShares Mount Lucas Managed Futures Index Strategy ETF (KMLM) is an exchange-traded fund that is based on the KFA MLM index. The fund aims to track an index of long and short managed futures, based on a trend following methodology. The fund allocates to commodity, currency and global fixed income futures based on relative historical volatility. KMLM was launched on Dec 2, 2020 and is issued by KraneShares.

• Asset Class: Alternatives
• Category: Systematic Trend
• Stock Exchange: NYSEARCA
• Ticker Symbol: KMLM
• ETF Provider: KraneShares
• Index Tracked: KFA MLM Index

Top 10 Holdings

398.98% of assets

Name	Symbol	Weight
Kfa Mt Lucas Cfc 142000	n/a	65.80%
Cash	n/a	62.33%
Australian Dollar Future June 26	n/a	49.32%
United States Treasury Bills 0%	B.0 05.05.26	47.69%
United States Treasury Bills 0%	B.0 05.12.26	47.66%
United States Treasury Bills 0%	B.0 04.14.26	41.82%
United States Treasury Bills 0%	B.0 04.30.26	41.75%
C$ Currency Fut Jun26	n/a	16.62%
Sg Usd Seg Im Cash Ft	n/a	14.33%
Sugar No 16 Future June 26	n/a	11.68%

Dividend History

Ex-Dividend	Amount	Pay Date
Dec 22, 2025	$1.30346	Dec 23, 2025
Dec 17, 2024	$0.23011	Dec 18, 2024
Dec 28, 2022	$4.0377	Dec 30, 2022
Dec 29, 2021	$1.83812	Dec 31, 2021

Performance

KMLM had a total return of 11.55% in the past year, including dividends. Since the fund's inception, the average annual return has been 7.37%.