NPORT-P
false
0001547576
XXXXXXXX
S000065362
C000211437
Krane Shares Trust
811-22698
0001547576
2549008E1DI99JHCCA80
280 Park Ave
32nd Floor
NEW YORK
10017
2129330393
KraneShares Quadratic Interest Rate Volatility and Inflation Hedge ETF
S000065362
549300KNDIWWMQ7QHZ30
2020-03-31
2019-12-31
N
82203361.44
65216.88
82138144.56
0
0
0
0
0
0
0
0
0
0
0
0
0
7428201.49
N
USD CMS 2-10 06/03/2020 50 CAP E
N/A
USD CMS 2-10 06/03/2020 50 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
60000.00000000
NC
USD
92674.25000000
0.112827299053
N/A
DE
US
N
2
GOLDMAN, SACHS & CO.
N/A
Call
Purchased
N/A
N/A
N/A
60000.00000000
0.5
USD
2020-06-03
XXXX
-743325.75
N
N
N
USD CMS 2-10 08/11/2020 14 CAP E
N/A
USD CMS 2-10 08/11/2020 14 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
25000.00000000
NC
USD
476352.93000000
0.579941186341
N/A
DE
US
N
2
GOLDMAN, SACHS & CO.
N/A
Call
Purchased
N/A
N/A
N/A
25000.00000000
0.14
USD
2020-08-11
XXXX
35727.93
N
N
N
USD CMS 2-10 07/06/2020 32 CAP E
N/A
USD CMS 2-10 07/06/2020 32 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
35000.00000000
NC
USD
250967.89000000
0.305543656171
N/A
DE
US
N
2
NOMURA SECURITIES INTERNATIONAL, INC.
N/A
Call
Purchased
N/A
N/A
N/A
35000.00000000
0.32
USD
2020-07-06
XXXX
-244282.11
N
N
N
USD CMS 2-10 07/27/2020 27 CAP E
N/A
USD CMS 2-10 07/27/2020 27 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
25000.00000000
NC
USD
257005.89000000
0.312894686599
N/A
DE
US
N
2
GOLDMAN, SACHS & CO.
N/A
Call
Purchased
N/A
N/A
N/A
25000.00000000
0.27
USD
2020-07-27
XXXX
-112994.11
N
N
N
Schwab Us Tips Etf
N/A
SCHWAB U.S. TIPS ETF MUTUAL FUND
808524870
1264983.00000000
NS
USD
71635987.29000000
87.21403152425
Long
EC
RF
US
N
1
N
N
N
USD CMS 2-10 12/21/2020 21 CAP E
N/A
USD CMS 2-10 12/21/2020 21 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
65000.00000000
NC
USD
1165661.77000000
1.419147919939
N/A
DE
US
N
2
GOLDMAN, SACHS & CO.
N/A
Call
Purchased
N/A
N/A
N/A
65000.00000000
0.21
USD
2020-12-21
XXXX
183161.77
N
N
N
USD CMS 2-10 05/13/2021 30 CAP E
N/A
USD CMS 2-10 05/13/2021 30 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
40000.00000000
NC
USD
646533.21000000
0.787129065872
N/A
DE
US
N
2
GOLDMAN, SACHS & CO.
N/A
Call
Purchased
N/A
N/A
N/A
40000.00000000
0.3
USD
2021-05-13
XXXX
66533.21
N
N
N
USD CMS 2-10 07/17/2020 37 CAP E
N/A
USD CMS 2-10 07/17/2020 37 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
45000.00000000
NC
USD
249618.69000000
0.303901057586
N/A
DE
US
N
2
GOLDMAN, SACHS & CO.
N/A
Call
Purchased
N/A
N/A
N/A
45000.00000000
0.37
USD
2020-07-17
XXXX
-460381.31
N
N
N
2019-12-31
Krane Funds Advisors, LLC
Jonathan Krane
Jonathan Krane
CEO
XXXX