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
2023-03-31
2022-06-30
N
132542499.92
1701595.41
130840904.51
0.00000000
23110608.57000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
31849646.58000000
N
N/A
N/A
WHEAT FUTURE(CBT) DEC22 PHYSICAL COMMODITY FUTURE.
N/A
162.00000000
NC
USD
7294050.00000000
5.574747459379
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Wheat
Wheat Future (CBT) Dec 2022
2022-12-17
7726128.32000000
USD
-432078.32000000
N
N
N
N/A
N/A
BP CURRENCY FUT SEP22 CURRENCY FUTURE.
N/A
-273.00000000
NC
USD
-20814543.75000000
-15.9082848196
N/A
DFE
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Currency Futures
GBP/USD Future (Consolidated) (IMM) Sep 2022
2022-09-22
-21327822.42000000
USD
513278.67000000
N
N
N
Japan
N/A
JPN 10Y BOND(OSE) SEP22 FINANCIAL COMMODITY FUTURE.
N/A
-29.00000000
NC
-31763635.03000000
-24.2765327471
N/A
DIR
JP
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Japan Govt. Bond Futures
Japan Govt 10 Year Bond Future (TSE) Sep 2022
2022-09-15
-32119288.93000000
JPY
355653.90000000
N
N
N
N/A
N/A
JPN YEN CURR FUT SEP22 CURRENCY FUTURE.
N/A
-221.00000000
NC
USD
-20485318.75000000
-15.6566624380
N/A
DFE
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Currency Futures
JPY/USD Future (Consolidated) (IMM) Sep 2022
2022-09-22
-20690715.08000000
USD
205396.33000000
N
N
N
N/A
N/A
GOLD 100 OZ FUTR AUG22 PHYSICAL COMMODITY FUTURE.
N/A
-2.00000000
NC
USD
-361460.00000000
-0.27625917243
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Gold
GOLD 100 OZ FUTR Aug 2022
2022-09-01
-363439.46000000
USD
1979.46000000
N
N
N
Schwab Short Term Us Treasury Etf
N/A
SCHWAB SHORT-TERM US TREAS MUTUAL FUND
808524862
1500000.00000000
NS
USD
73785000.00000000
56.39291494989
Long
EC
RF
US
N
1
N
N
N
N/A
N/A
WTI CRUDE FUTURE SEP22 PHYSICAL COMMODITY FUTURE.
N/A
83.00000000
NC
USD
8557300.00000000
6.540232989100
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Crude Oil
WTI Crude Oil Future (NYM Consolidated) Sep 2022
2022-08-25
9024902.36000000
USD
-467602.36000000
N
N
N
N/A
N/A
SOYBEAN FUTURE NOV22 PHYSICAL COMMODITY FUTURE.
N/A
121.00000000
NC
USD
8820900.00000000
6.741699037494
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Soybeans
Soybean Future Nov 2022
2022-11-17
8620696.70000000
USD
200203.30000000
N
N
N
N/A
N/A
SUGAR #11 (WORLD) OCT22 PHYSICAL COMMODITY FUTURE.
N/A
-20.00000000
NC
USD
-414400.00000000
-0.31672052524
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Sugar
Sugar #11 World Future Oct 2022
2022-10-03
-414018.60000000
USD
-381.40000000
N
N
N
N/A
N/A
NY HARB ULSD FUT SEP22 PHYSICAL COMMODITY FUTURE.
N/A
57.00000000
NC
USD
9013170.60000000
6.888648954051
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Heating Oil
Heating Oil Future Sep 2022
2022-09-03
9378052.44000000
USD
-364881.84000000
N
N
N
N/A
N/A
COPPER FUTURE SEP22 PHYSICAL COMMODITY FUTURE.
N/A
-44.00000000
NC
USD
-4081000.00000000
-3.11905517260
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Copper
COPPER FUTURE (Consolidated) Sep 2022
2022-10-01
-4117615.67000000
USD
36615.67000000
N
N
N
N/A
N/A
NATURAL GAS FUTR SEP22 PHYSICAL COMMODITY FUTURE.
N/A
112.00000000
NC
USD
6039040.00000000
4.615559654388
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Natural Gas
Natural Gas Future Sep 2022
2022-09-01
9442992.28000000
USD
-3403952.28000000
N
N
N
N/A
N/A
AUDUSD CRNCY FUT SEP22 CURRENCY FUTURE.
N/A
-300.00000000
NC
USD
-20733000.00000000
-15.8459619930
N/A
DFE
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Currency Futures
AUD/USD Future (Consolidated) (IMM) Sep 2022
2022-09-22
-21501069.00000000
USD
768069.00000000
N
N
N
N/A
N/A
EURO FX CURR FUT SEP22 CURRENCY FUTURE.
N/A
-160.00000000
NC
USD
-21076000.00000000
-16.1081124277
N/A
DFE
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Currency Futures
EUR/USD Future (Consolidated) (IMM) Sep 2022
2022-09-22
-21495661.80000000
USD
419661.80000000
N
N
N
N/A
N/A
C$ CURRENCY FUT SEP22 CURRENCY FUTURE.
N/A
-143.00000000
NC
USD
-11111100.00000000
-8.49206908314
N/A
DFE
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Currency Futures
CAD/USD Future (Globex) (IMM) Sep 2022
2022-09-23
-11242968.14000000
USD
131868.14000000
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BUND FUTURE SEP22 FINANCIAL COMMODITY FUTURE.
N/A
-208.00000000
NC
-32430248.10000000
-24.7860164384
N/A
DIR
DE
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Germany Govt. Bond Futures
Euro-Bund Future Sep 2022
2022-09-11
-33109264.19000000
EUR
679016.09000000
N
N
N
N/A
N/A
CORN FUTURE DEC22 PHYSICAL COMMODITY FUTURE.
N/A
274.00000000
NC
USD
8490575.00000000
6.489235940241
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Corn
Corn Future Dec 2022
2022-12-17
9240514.42000000
USD
-749939.42000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
N/A
LONG GILT FUTURE SEP22 FINANCIAL COMMODITY FUTURE.
N/A
-231.00000000
NC
-32050761.37000000
-24.4959796709
N/A
DIR
GB
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
U.K. Gilt Futures
U.K. Long Gilt Future Sep 2022
2022-10-01
-33593578.02000000
GBP
1542816.65000000
N
N
N
United States of America
N/A
US 10YR NOTE (CBT)SEP22 FINANCIAL COMMODITY FUTURE.
N/A
-283.00000000
NC
USD
-33544343.75000000
-25.6375052401
N/A
DIR
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
U.S. Treasury Futures
US 10 Year Treasury Note Future (consolidated) Sep 2022
2022-09-24
-33620729.69000000
USD
76385.94000000
N
N
N
N/A
N/A
CHF CURRENCY FUT SEP22 CURRENCY FUTURE.
N/A
-164.00000000
NC
USD
-21614175.00000000
-16.5194325741
N/A
DFE
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Currency Futures
CHF/USD Future (Consolidated) (IMM) Sep 2022
2022-09-22
-21062735.97000000
USD
-551439.03000000
N
N
N
N/A
N/A
LIVE CATTLE FUTR AUG22 PHYSICAL COMMODITY FUTURE.
N/A
-41.00000000
NC
USD
-2174230.00000000
-1.66173568437
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Live Cattle
Live Cattle Future(Consolidated) Aug 2022
2022-09-03
-2213318.55000000
USD
39088.55000000
N
N
N
Canada
N/A
CAN 10YR BOND FUT SEP22 FINANCIAL COMMODITY FUTURE.
N/A
-337.00000000
NC
-32461645.46000000
-24.8100130319
N/A
DIR
CA
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Canada Govt. Bond Futures
Canadian Govt 10 Year Bond Future Sep 2022
2022-09-23
-33428658.49000000
CAD
967013.03000000
N
N
N
N/A
N/A
GASOLINE RBOB FUT SEP22 PHYSICAL COMMODITY FUTURE.
N/A
60.00000000
NC
USD
8572788.00000000
6.552070265873
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Unleaded Gas
RBOB Unleaded Gasoline Future (Consolidated) Sep 2022
2022-09-03
9178561.20000000
USD
-605773.20000000
N
N
N
2022-06-30
Krane Funds Advisors, LLC
Jonathan Krane
Jonathan Krane
CEO
XXXX