NPORT-P
false
0001547576
XXXXXXXX
S000070143
C000223083
Krane Shares Trust
811-22698
0001547576
2549008E1DI99JHCCA80
280 Park Ave
32nd Floor
NEW YORK
10017
2129330393
KFA Mount Lucas Index Strategy ETF
S000070143
549300PX8VC0XNHU3M82
2022-03-31
2022-03-31
N
45944460.74
251513.38
45692947.36
0.00000000
8868247.83000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
4294921.95000000
N
N/A
N/A
NY HARB ULSD FUT JUN22 PHYSICAL COMMODITY FUTURE.
N/A
25.00000000
NC
USD
3360945.00000000
7.355500562308
N/A
DCO
US
N
1
DEFAULT
N/A
Long
Heating Oil
Heating Oil Future Jun 2022
2022-06-03
2844392.80000000
USD
516552.20000000
N
N
N
N/A
N/A
JPN YEN CURR FUT JUN22 CURRENCY FUTURE.
N/A
-63.00000000
NC
USD
-6487031.25000000
-14.1970076889
N/A
DFE
US
N
1
CREDIT SUISSE FIRST BOSTON LLC.
N/A
Short
Currency Futures
JPY/USD Future (Consolidated) (IMM) Jun 2022
2022-06-16
-6812200.05000000
USD
325168.80000000
N
N
N
N/A
N/A
COPPER FUTURE JUL22 PHYSICAL COMMODITY FUTURE.
N/A
26.00000000
NC
USD
3091075.00000000
6.764884251493
N/A
DCO
US
N
1
DEFAULT
N/A
Long
Copper
COPPER FUTURE (Consolidated) Jul 2022
2022-07-30
2927789.72000000
USD
163285.28000000
N
N
N
N/A
N/A
SOYBEAN FUTURE MAY22 PHYSICAL COMMODITY FUTURE.
N/A
35.00000000
NC
USD
2831937.50000000
6.197756248219
N/A
DCO
US
N
1
DEFAULT
N/A
Long
Soybeans
Soybean Future May 2022
2022-05-16
2905533.95000000
USD
-73596.45000000
N
N
N
N/A
N/A
WTI CRUDE FUTURE JUN22 PHYSICAL COMMODITY FUTURE.
N/A
32.00000000
NC
USD
3152640.00000000
6.899620580746
N/A
DCO
US
N
1
DEFAULT
N/A
Long
Crude Oil
WTI Crude Oil Future (NYM Consolidated) Jun 2022
2022-05-23
2766453.44000000
USD
386186.56000000
N
N
N
Schwab Short Term Us Treasury Etf
N/A
SCHWAB SHORT-TERM US TREAS MUTUAL FUND
808524862
547000.00000000
NS
USD
27098380.00000000
59.30538861172
Long
EC
RF
US
N
1
N
N
N
Japan
N/A
JPN 10Y BOND(OSE) JUN22 FINANCIAL COMMODITY FUTURE.
N/A
-8.00000000
NC
-9837358.30000000
-21.5292706388
N/A
DIR
JP
N
1
CREDIT SUISSE FIRST BOSTON LLC.
N/A
Short
Japan Govt. Bond Futures
Japan Govt 10 Year Bond Future (TSE) Jun 2022
2022-06-16
-10262419.51000000
JPY
425061.21000000
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BUND FUTURE JUN22 FINANCIAL COMMODITY FUTURE.
N/A
-58.00000000
NC
-10180076.33000000
-22.2793164332
N/A
DIR
DE
N
1
CREDIT SUISSE FIRST BOSTON LLC.
N/A
Short
Germany Govt. Bond Futures
Euro-Bund Future Jun 2022
2022-06-11
-10648465.68000000
EUR
468389.35000000
N
N
N
N/A
N/A
WHEAT FUTURE(CBT) MAY22 PHYSICAL COMMODITY FUTURE.
N/A
61.00000000
NC
USD
3068300.00000000
6.715040673182
N/A
DCO
US
N
1
DEFAULT
N/A
Long
Wheat
Wheat Future (CBT) May 2022
2022-05-16
2688599.17000000
USD
379700.83000000
N
N
N
N/A
N/A
SUGAR #11 (WORLD) MAY22 PHYSICAL COMMODITY FUTURE.
N/A
145.00000000
NC
USD
3165176.00000000
6.927055886902
N/A
DCO
US
N
1
CREDIT SUISSE FIRST BOSTON LLC.
N/A
Long
Sugar
Sugar #11 World Future May 2022
2022-05-02
3118590.40000000
USD
46585.60000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
N/A
LONG GILT FUTURE JUN22 FINANCIAL COMMODITY FUTURE.
N/A
-65.00000000
NC
-10351466.01000000
-22.6544064414
N/A
DIR
GB
N
1
DEFAULT
N/A
Short
U.K. Gilt Futures
U.K. Long Gilt Future Jun 2022
2022-07-01
-10795608.35000000
GBP
444142.34000000
N
N
N
N/A
N/A
LIVE CATTLE FUTR JUN22 PHYSICAL COMMODITY FUTURE.
N/A
27.00000000
NC
USD
1480950.00000000
3.241090990108
N/A
DCO
US
N
1
CREDIT SUISSE FIRST BOSTON LLC.
N/A
Long
Live Cattle
Live Cattle Future(Consolidated) Jun 2022
2022-07-03
1517663.15000000
USD
-36713.15000000
N
N
N
N/A
N/A
GOLD 100 OZ FUTR JUN22 PHYSICAL COMMODITY FUTURE.
N/A
15.00000000
NC
USD
2931000.00000000
6.414556664308
N/A
DCO
US
N
1
CREDIT SUISSE FIRST BOSTON LLC.
N/A
Long
Gold
GOLD 100 OZ FUTR Jun 2022
2022-07-01
2813308.61000000
USD
117691.39000000
N
N
N
N/A
N/A
CHF CURRENCY FUT JUN22 CURRENCY FUTURE.
N/A
-50.00000000
NC
USD
-6794375.00000000
-14.8696361091
N/A
DFE
US
N
1
CREDIT SUISSE FIRST BOSTON LLC.
N/A
Short
Currency Futures
CHF/USD Future (Consolidated) (IMM) Jun 2022
2022-06-16
-6772291.51000000
USD
-22083.49000000
N
N
N
N/A
N/A
C$ CURRENCY FUT JUN22 CURRENCY FUTURE.
N/A
-62.00000000
NC
USD
-4965580.00000000
-10.8672788403
N/A
DFE
US
N
1
CREDIT SUISSE FIRST BOSTON LLC.
N/A
Short
Currency Futures
CAD/USD Future (Globex) (IMM) Jun 2022
2022-06-17
-4860171.96000000
USD
-105408.04000000
N
N
N
United States of America
N/A
US 10YR NOTE (CBT)JUN22 FINANCIAL COMMODITY FUTURE.
N/A
-84.00000000
NC
USD
-10321500.00000000
-22.5888251827
N/A
DIR
US
N
1
DEFAULT
N/A
Short
U.S. Treasury Futures
US 10 Year Treasury Note Future (consolidated) Jun 2022
2022-06-24
-10608397.82000000
USD
286897.82000000
N
N
N
N/A
N/A
NATURAL GAS FUTR JUN22 PHYSICAL COMMODITY FUTURE.
N/A
64.00000000
NC
USD
3648640.00000000
7.985127269759
N/A
DCO
US
N
1
DEFAULT
N/A
Long
Natural Gas
Natural Gas Future Jun 2022
2022-05-29
2864202.56000000
USD
784437.44000000
N
N
N
N/A
N/A
BP CURRENCY FUT JUN22 CURRENCY FUTURE.
N/A
-82.00000000
NC
USD
-6729637.50000000
-14.7279566953
N/A
DFE
US
N
1
CREDIT SUISSE FIRST BOSTON LLC.
N/A
Short
Currency Futures
GBP/USD Future (Consolidated) (IMM) Jun 2022
2022-06-16
-6751289.07000000
USD
21651.57000000
N
N
N
N/A
N/A
GASOLINE RBOB FUT JUN22 PHYSICAL COMMODITY FUTURE.
N/A
24.00000000
NC
USD
3122582.40000000
6.833838875391
N/A
DCO
US
N
1
DEFAULT
N/A
Long
Unleaded Gas
RBOB Unleaded Gasoline Future (Consolidated) Jun 2022
2022-06-03
2833658.88000000
USD
288923.52000000
N
N
N
N/A
N/A
CORN FUTURE MAY22 PHYSICAL COMMODITY FUTURE.
N/A
83.00000000
NC
USD
3107312.50000000
6.800420370168
N/A
DCO
US
N
1
DEFAULT
N/A
Long
Corn
Corn Future May 2022
2022-05-16
2815775.51000000
USD
291536.99000000
N
N
N
Canada
N/A
CAN 10YR BOND FUT JUN22 FINANCIAL COMMODITY FUTURE.
N/A
-100.00000000
NC
-10443546.79000000
-22.8559272128
N/A
DIR
CA
N
1
DEFAULT
N/A
Short
Canada Govt. Bond Futures
Canadian Govt 10 Year Bond Future Jun 2022
2022-06-24
-10681653.46000000
CAD
238106.67000000
N
N
N
N/A
N/A
AUDUSD CRNCY FUT JUN22 CURRENCY FUTURE.
N/A
-31.00000000
NC
USD
-2323915.00000000
-5.08593805886
N/A
DFE
US
N
1
CREDIT SUISSE FIRST BOSTON LLC.
N/A
Short
Currency Futures
AUD/USD Future (Consolidated) (IMM) Jun 2022
2022-06-16
-2271949.98000000
USD
-51965.02000000
N
N
N
N/A
N/A
EURO FX CURR FUT JUN22 CURRENCY FUTURE.
N/A
-49.00000000
NC
USD
-6798137.50000000
-14.8778704215
N/A
DFE
US
N
1
CREDIT SUISSE FIRST BOSTON LLC.
N/A
Short
Currency Futures
EUR/USD Future (Consolidated) (IMM) Jun 2022
2022-06-16
-6808215.19000000
USD
10077.69000000
N
N
N
2022-03-31
Krane Funds Advisors, LLC
Jonathan Krane
Jonathan Krane
CEO