KraneShares Mount Lucas Managed Futures Index Strategy ETF (KMLM)

KMLM Holdings List

As of Feb 4, 2026

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No.	Symbol	Name	% Weight	Shares
1	n/a	Long Gilt Future Mar 26	20.83%	359
2	n/a	Ultra 10 Year US Treasury Note Future Mar 26	16.93%	317
3	n/a	Kfa Mt Lucas Cfc 142000	13.93%	166,020
4	n/a	Australian Dollar Future Mar 26	13.39%	408
5	n/a	British Pound Future Mar 26	13.29%	332
6	n/a	Swiss Franc Future Mar 26	13.26%	175
7	n/a	Euro FX Future Mar 26	13.25%	191
8	B.0 03.31.26	United States Treasury Bills 0%	12.59%	27,000,000
9	B.0 02.19.26	United States Treasury Bills 0%	11.71%	25,000,000
10	B.0 02.26.26	United States Treasury Bills 0%	11.70%	25,000,000
11	B.0 03.03.26	United States Treasury Bills 0%	10.76%	23,000,000
12	B.0 03.19.26	United States Treasury Bills 0%	10.74%	23,000,000
13	n/a	Sg Usd Seg Im Cash Ft	5.03%	10,732,397
14	n/a	Cash	4.37%	9,320,426
15	n/a	SG USD SEG EXCESS/DEFICIT	3.73%	7,953,030
16	n/a	Japanese Yen Future	0.85%	284,944,797
17	n/a	Canadian Dollar Future Mar 26	0.62%	18
18	n/a	Future on Euro	0.22%	403,948
19	n/a	Future on US Dollar Index	-0.74%	2,165,695
20	n/a	Future on British Pound	-0.79%	1,236,923
21	n/a	Japanese Yen Future Mar 26	-13.16%	351
22	RXH6	Euro Bund Future Mar 26	-20.83%	294
23	n/a	10 Year Japanese Government Bond Future Mar 26	-20.84%	53
24	n/a	10 Year Government of Canada Bond Future Mar 26	-20.84%	502