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
2025-03-31
2025-03-31
N
478171583.96
388262.60
477783321.36
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
31459831.46000000
N
MORGAN STANLEY & CO, INC
N/A
USD CMS 2-10 01/28/2026 3 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
250000.00000000
NC
USD
9309305.30000000
1.948436641425
N/A
DIR
US
N
2
MORGAN STANLEY & CO, INC
N/A
Call
Purchased
N/A
N/A
N/A
250000.00000000
0.03000000
USD
2026-01-28
XXXX
-1628194.70000000
N
N
N
MORGAN STANLEY & CO, INC
N/A
USD CMS 2-10 12/09/2026 28 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
200000.00000000
NC
USD
6535475.78000000
1.367874408298
N/A
DIR
US
N
2
MORGAN STANLEY & CO, INC
N/A
Call
Purchased
N/A
N/A
N/A
200000.00000000
0.28000000
USD
2026-12-09
XXXX
-2964524.22000000
N
N
N
GOLDMAN, SACHS & CO.
N/A
USD CMS 2-10 04/14/2027 20 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
300000.00000000
NC
USD
11572453.49000000
2.422113324730
N/A
DIR
US
N
2
GOLDMAN, SACHS & CO.
N/A
Call
Purchased
N/A
N/A
N/A
300000.00000000
0.20000000
USD
2027-04-14
XXXX
-2677546.51000000
N
N
N
NOMURA
N/A
USD CMS 2-10 04/08/2026 5 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
500000.00000000
NC
USD
19482905.46000000
4.077770108119
N/A
DIR
US
N
2
NOMURA
N/A
Call
Purchased
N/A
N/A
N/A
500000.00000000
0.05000000
USD
2026-04-08
XXXX
-4267094.54000000
N
N
N
GOLDMAN, SACHS & CO.
N/A
USD CMS 2-10 09/17/2025 8 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
175000.00000000
NC
USD
4299674.63000000
0.899921457651
N/A
DIR
US
N
2
GOLDMAN, SACHS & CO.
N/A
Call
Purchased
N/A
N/A
N/A
175000.00000000
0.08000000
USD
2025-09-17
XXXX
-5019075.37000000
N
N
N
Schwab Us Tips Etf
N/A
SCHWAB U.S. TIPS ETF MUTUAL FUND
808524870
14175424.00000000
NS
USD
381177151.36000000
79.78033855911
Long
EC
RF
US
N
1
N
N
N
MORGAN STANLEY & CO, INC
N/A
USD CMS 2-10 07/15/2026 10 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
300000.00000000
NC
USD
11780593.26000000
2.465676957175
N/A
DIR
US
N
2
MORGAN STANLEY & CO, INC
N/A
Call
Purchased
N/A
N/A
N/A
300000.00000000
0.10000000
USD
2026-07-15
XXXX
-2056906.74000000
N
N
N
NOMURA
N/A
USD CMS 2-10 06/25/2025 13 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
200000.00000000
NC
USD
2465970.36000000
0.516127342616
N/A
DIR
US
N
2
NOMURA
N/A
Call
Purchased
N/A
N/A
N/A
200000.00000000
0.13000000
USD
2025-06-25
XXXX
-5134029.64000000
N
N
N
2025-03-31
Krane Funds Advisors, LLC
Jonathan Krane
Jonathan Krane
CEO