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
2021-03-31
2020-12-31
N
974038158.51
5515576.01
968522582.50
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
83863456.54000000
N
USD CMS 2-10 03/16/2022 46 CAP E
N/A
USD CMS 2-10 03/16/2022 46 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
180000.00000000
NC
USD
7902277.78000000
0.815910534538
N/A
DE
US
N
2
GOLDMAN, SACHS & CO.
N/A
Call
Purchased
N/A
N/A
N/A
180000.00000000
0.46000000
USD
2022-03-16
XXXX
2997277.78000000
N
N
N
USD CMS 2-10 06/15/2022 75 CAP E
N/A
USD CMS 2-10 06/15/2022 75 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
440000.00000000
NC
USD
11231047.96000000
1.159606204639
N/A
DE
US
N
2
NOMURA SECURITIES INTERNATIONAL, INC.
N/A
Call
Purchased
N/A
N/A
N/A
440000.00000000
0.75000000
USD
2022-06-15
XXXX
2772047.96000000
N
N
N
USD CMS 2-10 09/15/2021 51 CAP E
N/A
USD CMS 2-10 09/15/2021 51 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
195000.00000000
NC
USD
7025411.92000000
0.725374095239
N/A
DE
US
N
2
GOLDMAN, SACHS & CO.
N/A
Call
Purchased
N/A
N/A
N/A
195000.00000000
0.51000000
USD
2021-09-15
XXXX
2675411.92000000
N
N
N
USD CMS 2-10 10/12/2022 80 CAP E
N/A
USD CMS 2-10 10/12/2022 80 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
115000.00000000
NC
USD
2666656.58000000
0.275332411260
N/A
DE
US
N
2
GOLDMAN, SACHS & CO.
N/A
Call
Purchased
N/A
N/A
N/A
115000.00000000
0.80000000
USD
2022-10-12
XXXX
130906.58000000
N
N
N
Schwab Us Tips Etf
N/A
SCHWAB U.S. TIPS ETF MUTUAL FUND
808524870
13466385.00000000
NS
USD
835993180.80000000
86.31633334166
Long
EC
RF
US
N
1
N
N
N
USD CMS 2-10 12/14/2021 53 CAP E
N/A
USD CMS 2-10 12/14/2021 53 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
250000.00000000
NC
USD
9137246.98000000
0.943421159722
N/A
DE
US
N
2
GOLDMAN, SACHS & CO.
N/A
Call
Purchased
N/A
N/A
N/A
250000.00000000
0.53000000
USD
2021-12-14
XXXX
3217246.98000000
N
N
N
USD CMS 2-10 11/01/2021 43 CAP E
N/A
USD CMS 2-10 11/01/2021 43 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
120000.00000000
NC
USD
5234588.63000000
0.540471510379
N/A
DE
US
N
2
NOMURA SECURITIES INTERNATIONAL, INC.
N/A
Call
Purchased
N/A
N/A
N/A
120000.00000000
0.43000000
USD
2021-11-01
XXXX
1981088.63000000
N
N
N
USD CMS 2-10 01/25/2023 83 CAP E
N/A
USD CMS 2-10 01/25/2023 83 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
250000.00000000
NC
USD
5405442.41000000
0.558112170812
N/A
DE
US
N
2
NOMURA SECURITIES INTERNATIONAL, INC.
N/A
Call
Purchased
N/A
N/A
N/A
250000.00000000
0.83000000
USD
2023-01-25
XXXX
-244557.59000000
N
N
N
2020-12-31
Krane Funds Advisors, LLC
Jonathan Krane
Jonathan Krane
CEO
XXXX