NPORT-P
false
0001547576
XXXXXXXX
S000065362
C000211437
Krane Shares Trust
811-22698
0001547576
2549008E1DI99JHCCA80
280 Park Ave
32nd Floor
NEW YORK
10017
2129330393
Quadratic Interest Rate Volatility and Inflation Hedge ETF
S000065362
549300KNDIWWMQ7QHZ30
2023-03-31
2022-06-30
N
1666483412.70
1335531.82
1665147880.88
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
100967605.40000000
N
USD CMS 2-10 10/03/2023 45 CAP E
N/A
USD CMS 2-10 10/03/2023 45 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
500000.00000000
NC
USD
12975734.08000000
0.779254156882
N/A
DE
US
N
2
NOMURA
N/A
Call
Purchased
N/A
N/A
N/A
500000.00000000
0.45000000
USD
2023-10-03
XXXX
-2524265.92000000
N
N
N
USD CMS 2-10 11/28/23 000 CAP E
N/A
USD CMS 2-10 11/28/23 000 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
500000.00000000
NC
USD
25368701.80000000
1.523510439600
N/A
DE
US
N
2
NOMURA
N/A
Call
Purchased
N/A
N/A
N/A
500000.00000000
0.00001000
USD
2023-11-28
XXXX
4493701.80000000
N
N
N
USD CMS 2-10 07/29/2022 125 CAP E
N/A
USD CMS 2-10 07/29/2022 125 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
1000000.00000000
NC
USD
0.15000000
0.000000009008
N/A
DE
US
N
2
GOLDMAN, SACHS & CO.
N/A
Call
Purchased
N/A
N/A
N/A
1000000.00000000
1.25000000
USD
2022-07-29
XXXX
-24812499.85000000
N
N
N
USD CMS 2-10 03/01/2023 63 CAP E
N/A
USD CMS 2-10 03/01/2023 63 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
600000.00000000
NC
USD
5455482.41000000
0.327627502196
N/A
DE
US
N
2
MORGAN STANLEY & CO, INC
N/A
Call
Purchased
N/A
N/A
N/A
600000.00000000
0.63000000
USD
2023-03-01
XXXX
-11164517.59000000
N
N
N
USD CMS 2-10 11/13/2024 30 CAP E
N/A
USD CMS 2-10 11/13/2024 30 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
825000.00000000
NC
USD
35121815.10000000
2.109230988027
N/A
DE
US
N
2
MORGAN STANLEY & CO, INC
N/A
Call
Purchased
N/A
N/A
N/A
825000.00000000
0.30000000
USD
2024-11-13
XXXX
7896815.10000000
N
N
N
USD CMS 2-10 12/13/2023 40 CAP E
N/A
USD CMS 2-10 12/13/2023 40 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
775000.00000000
NC
USD
24374842.27000000
1.463824477686
N/A
DE
US
N
2
MORGAN STANLEY & CO, INC
N/A
Call
Purchased
N/A
N/A
N/A
775000.00000000
0.40000000
USD
2023-12-13
XXXX
2481092.27000000
N
N
N
USD CMS 2-10 07/12/2023 95 CAP E
N/A
USD CMS 2-10 07/12/2023 95 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
1500000.00000000
NC
USD
13297169.76000000
0.798557888622
N/A
DE
US
N
2
GOLDMAN, SACHS & CO.
N/A
Call
Purchased
N/A
N/A
N/A
1500000.00000000
0.95000000
USD
2023-07-12
XXXX
-20296580.24000000
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
850000.00000000
NC
USD
647538.49000000
0.038887746694
N/A
DE
US
N
2
GOLDMAN, SACHS & CO.
N/A
Call
Purchased
N/A
N/A
N/A
850000.00000000
0.80000000
USD
2022-10-12
XXXX
-20681711.51000000
N
N
N
USD CMS 2-10 04/11/2023 110 CAP E
N/A
USD CMS 2-10 04/11/2023 110 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
800000.00000000
NC
USD
3391571.70000000
0.203679909691
N/A
DE
US
N
2
GOLDMAN, SACHS & CO.
N/A
Call
Purchased
N/A
N/A
N/A
800000.00000000
1.10000000
USD
2023-04-11
XXXX
-10108428.30000000
N
N
N
Schwab Us Tips Etf
N/A
SCHWAB U.S. TIPS ETF MUTUAL FUND
808524870
23761159.00000000
NS
USD
1325872672.20000000
79.62492025028
Long
EC
RF
US
N
1
N
N
N
USD CMS 2-10 05/23/2023 13 CAP E
N/A
USD CMS 2-10 05/23/2023 13 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
1050000.00000000
NC
USD
32235335.64000000
1.935884254494
N/A
DE
US
N
2
GOLDMAN, SACHS & CO.
N/A
Call
Purchased
N/A
N/A
N/A
1050000.00000000
0.13000000
USD
2023-05-23
XXXX
-1889664.36000000
N
N
N
USD CMS 2-10 04/19/2023 -25 CAP E
N/A
USD CMS 2-10 04/19/2023 -25 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
650000.00000000
NC
USD
30771986.55000000
1.848003225619
N/A
DE
US
N
2
NOMURA
N/A
Call
Purchased
N/A
N/A
N/A
650000.00000000
0.25000000
USD
2023-04-19
XXXX
8801986.55000000
N
N
N
USD CMS 2-10 12/01/2022 115 CAP E
N/A
USD CMS 2-10 12/01/2022 115 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
1200000.00000000
NC
USD
964437.58000000
0.057919034764
N/A
DE
US
N
2
GOLDMAN, SACHS & CO.
N/A
Call
Purchased
N/A
N/A
N/A
1200000.00000000
1.15000000
USD
2022-12-01
XXXX
-27460562.42000000
N
N
N
USD CMS 2-10 07/12/2023 162.5 CAP E
N/A
USD CMS 2-10 07/12/2023 162.5 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
20000.00000000
NC
USD
45156.05000000
0.002711834217
N/A
DE
US
N
2
MORGAN STANLEY & CO, INC
N/A
Call
Purchased
N/A
N/A
N/A
20000.00000000
1.62500000
USD
2023-07-12
XXXX
-57343.95000000
N
N
N
USD CMS 2-10 06/19/2024 48 CAP E
N/A
USD CMS 2-10 06/19/2024 48 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
1550000.00000000
NC
USD
51211028.65000000
3.075464301881
N/A
DE
US
N
2
GOLDMAN, SACHS & CO.
N/A
Call
Purchased
N/A
N/A
N/A
1550000.00000000
0.48000000
USD
2024-06-19
XXXX
9386028.65000000
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
900000.00000000
NC
USD
3763632.21000000
0.226023901733
N/A
DE
US
N
2
NOMURA
N/A
Call
Purchased
N/A
N/A
N/A
900000.00000000
0.83000000
USD
2023-01-25
XXXX
-24486367.79000000
N
N
N
2022-06-30
Krane Funds Advisors, LLC
Jonathan Krane
Jonathan Krane
CEO
XXXX