KFA Mount Lucas Managed Futures Index Strategy ETF (KMLM)

Assets	$278.55M
Expense Ratio	0.90%
PE Ratio	11.48
Shares Out	9.00M
Dividend (ttm)	n/a
Dividend Yield	n/a
Ex-Dividend Date	n/a
Payout Ratio	n/a
1-Year Return	+1.35%

Volume	12,681
Open	30.69
Previous Close	30.68
Day's Range	30.69 - 30.91
52-Week Low	28.05
52-Week High	32.99
Beta	-0.13
Holdings	24
Inception Date	Dec 2, 2020

About KMLM

Fund Home Page

The KFA 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

1.00% of assets

Name	Symbol	Weight
Long Gilt Future Jun24	n/a	198.05%
Kfa Mt Lucas Cfc 142000	n/a	169.90%
United States Treasury Bills 0%	B 0 04.30.24	147.79%
United States Treasury Bills 0%	B 0 05.02.24	147.74%
United States Treasury Bills 0%	B 0 05.16.24	147.44%
United States Treasury Bills 0%	B 0 05.30.24	147.14%
United States Treasury Bills 0%	B 0 06.04.24	147.03%
Jpn 10Y Bond(Ose) Jun24	n/a	131.34%
Cash	n/a	118.23%
Sg Usd Seg Im Cash Ft	n/a	72.32%

Dividends

Ex-Dividend	Amount	Pay Date
Dec 28, 2022	$2.481	Dec 30, 2022
Dec 29, 2021	$1.83812	Dec 31, 2021