NPORT-P/A
false
0001752724-23-049468
0001547576
XXXXXXXX
S000070143
C000223083
Krane Shares Trust
811-22698
0001547576
2549008E1DI99JHCCA80
280 Park Ave
32nd Floor
NEW YORK
10017
2129330393
KFA Mount Lucas Managed Futures Index Strategy ETF
S000070143
549300PX8VC0XNHU3M82
2023-03-31
2022-12-31
N
262659045.59
1233172.07
261425873.52
0.00000000
56788216.44000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
50906718.46000000
JPY
CHF
AUD
USD
EUR
CAD
GBP
N
N/A
N/A
Canada
N/A
CAN 10YR BOND FUT MAR23 FINANCIAL COMMODITY FUTURE.
N/A
-701.00000000
NC
-63447230.43000000
-24.2696828648
N/A
DIR
CA
N
1
CAN 10YR BOND FUT MAR23
N/A
Short
Canada Govt. Bond Futures
Canadian Govt 10 Year Bond Future Mar 2023
2023-03-25
-66245005.23000000
CAD
2797774.80000000
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 04/27/2023
912796YV5
35000000.00000000
PA
USD
34506819.20000000
13.19946596539
Long
DBT
UST
US
N
2
2023-04-27
None
0.00000000
N
N
N
N
N
N
N/A
N/A
CHF CURRENCY FUT MAR23 CURRENCY FUTURE.
N/A
223.00000000
NC
USD
30389325.00000000
11.62445193003
N/A
DFE
US
N
1
CHF CURRENCY FUT MAR23
N/A
Long
Currency Futures
CHF/USD Future (Consolidated) (IMM) Mar 2023
2023-03-16
30274129.71000000
USD
115195.29000000
N
N
N
N/A
N/A
WHEAT FUTURE(CBT) MAR23 PHYSICAL COMMODITY FUTURE.
N/A
-442.00000000
NC
USD
-17503200.00000000
-6.69528220918
N/A
DCO
US
N
1
WHEAT FUTURE(CBT) MAR23
N/A
Short
Wheat
Wheat Future (CBT) Mar 2023
2023-03-17
-17612166.26000000
USD
108966.26000000
N
N
N
N/A
N/A
GASOLINE RBOB FUT MAR23 PHYSICAL COMMODITY FUTURE.
N/A
-175.00000000
NC
USD
-18215505.00000000
-6.96775141447
N/A
DCO
US
N
1
GASOLINE RBOB FUT MAR23
N/A
Short
Unleaded Gas
RBOB Unleaded Gasoline Future (Consolidated) Mar 2023
2023-03-03
-16131172.40000000
USD
-2084332.60000000
N
N
N
N/A
N/A
WTI CRUDE FUTURE MAR23 PHYSICAL COMMODITY FUTURE.
N/A
-218.00000000
NC
USD
-17538100.00000000
-6.70863207373
N/A
DCO
US
N
1
WTI CRUDE FUTURE MAR23
N/A
Short
Crude Oil
WTI Crude Oil Future (NYM Consolidated) Mar 2023
2023-02-24
-16823203.44000000
USD
-714896.56000000
N
N
N
N/A
N/A
LIVE CATTLE FUTR FEB23 PHYSICAL COMMODITY FUTURE.
N/A
282.00000000
NC
USD
17811120.00000000
6.813067031269
N/A
DCO
US
N
1
LIVE CATTLE FUTR FEB23
N/A
Long
Live Cattle
Live Cattle Future(Consolidated) Feb 2023
2023-03-03
17536862.90000000
USD
274257.10000000
N
N
N
N/A
N/A
NATURAL GAS FUTR MAR23 PHYSICAL COMMODITY FUTURE.
N/A
-230.00000000
NC
USD
-9439200.00000000
-3.61066021235
N/A
DCO
US
N
1
NATURAL GAS FUTR MAR23
N/A
Short
Natural Gas
Natural Gas Future Mar 2023
2023-02-27
-11551108.40000000
USD
2111908.40000000
N
N
N
N/A
N/A
SUGAR #11 (WORLD) MAR23 PHYSICAL COMMODITY FUTURE.
N/A
799.00000000
NC
USD
17933395.20000000
6.859839448381
N/A
DCO
US
N
1
SUGAR #11 (WORLD) MAR23
N/A
Long
Sugar
Sugar #11 World Future Mar 2023
2023-03-03
16467361.28000000
USD
1466033.92000000
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BUND FUTURE MAR23 FINANCIAL COMMODITY FUTURE.
N/A
-451.00000000
NC
-64174771.73000000
-24.5479802231
N/A
DIR
DE
N
1
EURO-BUND FUTURE MAR23
N/A
Short
Germany Govt. Bond Futures
Euro-Bund Future Mar 2023
2023-03-11
-66673818.82000000
EUR
2499047.09000000
N
N
N
N/A
N/A
GOLD 100 OZ FUTR FEB23 PHYSICAL COMMODITY FUTURE.
N/A
-100.00000000
NC
USD
-18262000.00000000
-6.98553657069
N/A
DCO
US
N
1
GOLD 100 OZ FUTR FEB23
N/A
Short
Gold
GOLD 100 OZ FUTR Feb 2023
2023-02-27
-17698843.00000000
USD
-563157.00000000
N
N
N
N/A
N/A
COPPER FUTURE MAR23 PHYSICAL COMMODITY FUTURE.
N/A
-188.00000000
NC
USD
-17909350.00000000
-6.85064173597
N/A
DCO
US
N
1
COPPER FUTURE MAR23
N/A
Short
Copper
COPPER FUTURE (Consolidated) Mar 2023
2023-04-01
-17079166.64000000
USD
-830183.36000000
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 10/05/2023
912796YJ2
40000000.00000000
PA
USD
38648527.60000000
14.78374235863
Long
DBT
UST
US
N
2
2023-10-05
None
0.00000000
N
N
N
N
N
N
Japan
N/A
JPN 10Y BOND(OSE) MAR23 FINANCIAL COMMODITY FUTURE.
N/A
9.00000000
NC
9975160.01000000
3.815674353761
N/A
DIR
JP
N
1
JPN 10Y BOND(OSE) MAR23
N/A
Long
Japan Govt. Bond Futures
Japan Govt 10 Year Bond Future (TSE) Mar 2023
2023-03-16
9710326.27000000
JPY
264833.74000000
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 09/07/2023
912796YH6
20000000.00000000
PA
USD
19399309.80000000
7.420577595781
Long
DBT
UST
US
N
2
2023-09-07
None
0.00000000
N
N
N
N
N
N
N/A
N/A
CORN FUTURE MAR23 PHYSICAL COMMODITY FUTURE.
N/A
527.00000000
NC
USD
17878475.00000000
6.838831504805
N/A
DCO
US
N
1
CORN FUTURE MAR23
N/A
Long
Corn
Corn Future Mar 2023
2023-03-17
17664503.69000000
USD
213971.31000000
N
N
N
N/A
N/A
JPN YEN CURR FUT MAR23 CURRENCY FUTURE.
N/A
-456.00000000
NC
USD
-43929900.00000000
-16.8039602999
N/A
DFE
US
N
1
JPN YEN CURR FUT MAR23
N/A
Short
Currency Futures
JPY/USD Future (Consolidated) (IMM) Mar 2023
2023-03-16
-42632894.13000000
USD
-1297005.87000000
N
N
N
N/A
N/A
AUDUSD CRNCY FUT MAR23 CURRENCY FUTURE.
N/A
-614.00000000
NC
USD
-41926990.00000000
-16.0378119562
N/A
DFE
US
N
1
AUDUSD CRNCY FUT MAR23
N/A
Short
Currency Futures
AUD/USD Future (Consolidated) (IMM) Mar 2023
2023-03-16
-42200653.72000000
USD
273663.72000000
N
N
N
N/A
N/A
NY HARB ULSD FUT MAR23 PHYSICAL COMMODITY FUTURE.
N/A
56.00000000
NC
USD
7477478.40000000
2.860267156926
N/A
DCO
US
N
1
NY HARB ULSD FUT MAR23
N/A
Long
Heating Oil
Heating Oil Future Mar 2023
2023-03-03
7143036.32000000
USD
334442.08000000
N
N
N
N/A
N/A
C$ CURRENCY FUT MAR23 CURRENCY FUTURE.
N/A
-562.00000000
NC
USD
-41543040.00000000
-15.8909443203
N/A
DFE
US
N
1
C$ CURRENCY FUT MAR23
N/A
Short
Currency Futures
CAD/USD Future (Globex) (IMM) Mar 2023
2023-03-17
-41194215.76000000
USD
-348824.24000000
N
N
N
United States of America
N/A
US 10YR NOTE (CBT)MAR23 FINANCIAL COMMODITY FUTURE.
N/A
-579.00000000
NC
USD
-65019890.63000000
-24.8712530839
N/A
DIR
US
N
1
US 10YR NOTE (CBT)MAR23
N/A
Short
U.S. Treasury Futures
US 10 Year Treasury Note Future (consolidated) Mar 2023
2023-03-25
-65614806.08000000
USD
594915.45000000
N
N
N
N/A
N/A
BP CURRENCY FUT MAR23 CURRENCY FUTURE.
N/A
-554.00000000
NC
USD
-41840850.00000000
-16.0048618893
N/A
DFE
US
N
1
BP CURRENCY FUT MAR23
N/A
Short
Currency Futures
GBP/USD Future (Consolidated) (IMM) Mar 2023
2023-03-16
-43051720.69000000
USD
1210870.69000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
N/A
LONG GILT FUTURE MAR23 FINANCIAL COMMODITY FUTURE.
N/A
-519.00000000
NC
-62682068.77000000
-23.9769950563
N/A
DIR
GB
N
1
LONG GILT FUTURE MAR23
N/A
Short
U.K. Gilt Futures
U.K. Long Gilt Future Mar 2023
2023-04-01
-66160554.47000000
GBP
3478485.70000000
N
N
N
N/A
N/A
EURO FX CURR FUT MAR23 CURRENCY FUTURE.
N/A
-319.00000000
NC
USD
-42881575.00000000
-16.4029575277
N/A
DFE
US
N
1
EURO FX CURR FUT MAR23
N/A
Short
Currency Futures
EUR/USD Future (Consolidated) (IMM) Mar 2023
2023-03-16
-42817942.87000000
USD
-63632.13000000
N
N
N
N/A
N/A
SOYBEAN FUTURE MAR23 PHYSICAL COMMODITY FUTURE.
N/A
238.00000000
NC
USD
18135600.00000000
6.937186344951
N/A
DCO
US
N
1
SOYBEAN FUTURE MAR23
N/A
Long
Soybeans
Soybean Future Mar 2023
2023-03-17
16670000.86000000
USD
1465599.14000000
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 08/10/2023
912796XY0
40000000.00000000
PA
USD
38921100.40000000
14.88800625429
Long
DBT
UST
US
N
2
2023-08-10
None
0.00000000
N
N
N
N
N
N
2022-12-31
Krane Funds Advisors, LLC
Jonathan Krane
Jonathan Krane
CEO
XXXX