KraneShares Mount Lucas Managed Futures Index Strategy ETF (KMLM)

KMLM Holdings List

As of Feb 24, 2026

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No.	Symbol	Name	% Weight	Shares
1	n/a	Long Gilt Future Mar 26	12.83%	310
2	n/a	Kfa Mt Lucas Cfc 142000	11.60%	186,020
3	n/a	Ultra 10 Year US Treasury Note Future Mar 26	11.42%	298
4	n/a	Australian Dollar Future Mar 26	10.13%	435
5	n/a	Swiss Franc Future Mar 26	9.99%	187
6	n/a	Canadian Dollar Future Mar 26	9.93%	412
7	n/a	Euro FX Future Mar 26	9.92%	204
8	n/a	British Pound Future Mar 26	9.85%	354
9	B.0 03.31.26	United States Treasury Bills 0%	8.88%	27,000,000
10	B.0 04.14.26	United States Treasury Bills 0%	8.86%	27,000,000
11	B.0 02.26.26	United States Treasury Bills 0%	8.25%	25,000,000
12	B.0 03.03.26	United States Treasury Bills 0%	7.58%	23,000,000
13	B.0 03.19.26	United States Treasury Bills 0%	7.57%	23,000,000
14	n/a	Cash	5.27%	15,971,580
15	n/a	Sg Usd Seg Im Cash Ft	3.54%	10,731,823
16	n/a	SG USD SEG EXCESS/DEFICIT	2.62%	7,953,030
17	n/a	Japanese Yen Future	0.47%	221,397,145
18	n/a	Future on Euro	-0.02%	54,500
19	n/a	Future on British Pound	-0.23%	520,203
20	n/a	Future on US Dollar Index	-0.78%	3,233,510
21	n/a	10 Year Government of Canada Bond Future Mar 26	-5.28%	178
22	RXH6	Euro Bund Future Mar 26	-6.75%	134
23	n/a	Japanese Yen Future Mar 26	-9.92%	374
24	n/a	10 Year Japanese Government Bond Future Mar 26	-15.73%	56