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
2027-03-31
2026-06-30
N
276024821.81
235051.99
275789769.82
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
39739394.64000000
N
Schwab Us Tips Etf
N/A
SCHWAB U.S. TIPS ETF MUTUAL FUND
808524870
8053035.00000000
NS
USD
213405427.50000000
77.37974749363
Long
EC
RF
US
N
1
N
N
N
USD CMS 2-10 01/13/2027 1 CAP E
N/A
USD CMS 2-10 01/13/2027 1 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
75000.00000000
NC
USD
1336583.49000000
0.484638531324
N/A
DIR
US
N
2
USD CMS 2-10 01/13/2027 1 CAP E
N/A
Call
Purchased
N/A
N/A
N/A
75000.00000000
0.01000000
USD
2027-01-13
XXXX
24083.49000000
N
N
N
USD CMS 2-10 02/08/2027 13 CAP E
N/A
USD CMS 2-10 02/08/2027 13 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
100000.00000000
NC
USD
1350615.31000000
0.489726399525
N/A
DIR
US
N
2
USD CMS 2-10 02/08/2027 13 CAP E
N/A
Call
Purchased
N/A
N/A
N/A
100000.00000000
0.13000000
USD
2027-02-08
XXXX
-549384.69000000
N
N
N
USD CMS 2-10 04/14/2027 20 CAP E
N/A
USD CMS 2-10 04/14/2027 20 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
215000.00000000
NC
USD
3079511.39000000
1.116615526388
N/A
DIR
US
N
2
USD CMS 2-10 04/14/2027 20 CAP E
N/A
Call
Purchased
N/A
N/A
N/A
215000.00000000
0.20000000
USD
2027-04-14
XXXX
-7132988.61000000
N
N
N
USD CMS 2-10 05/17/2028 55 CAP E
N/A
USD CMS 2-10 05/17/2028 55 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
275000.00000000
NC
USD
4426535.12000000
1.605039636854
N/A
DIR
US
N
2
USD CMS 2-10 05/17/2028 55 CAP E
N/A
Call
Purchased
N/A
N/A
N/A
275000.00000000
0.55000000
USD
2028-05-17
XXXX
-4398464.88000000
N
N
N
USD CMS 2-10 06/15/2027 70 CAP E
N/A
USD CMS 2-10 06/15/2027 70 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
280000.00000000
NC
USD
1219269.28000000
0.442100981771
N/A
DIR
US
N
2
USD CMS 2-10 06/15/2027 70 CAP E
N/A
Call
Purchased
N/A
N/A
N/A
280000.00000000
0.70000000
USD
2027-06-15
XXXX
-3488230.72000000
N
N
N
USD CMS 2-10 08/13/2026 48 CAP E
N/A
USD CMS 2-10 08/13/2026 48 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
125000.00000000
NC
USD
11363.01000000
0.004120170957
N/A
DIR
US
N
2
USD CMS 2-10 08/13/2026 48 CAP E
N/A
Call
Purchased
N/A
N/A
N/A
125000.00000000
0.48000000
USD
2026-08-13
XXXX
-1613636.99000000
N
N
N
USD CMS 2-10 09/15/2027 50 CAP E
N/A
USD CMS 2-10 09/15/2027 50 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
250000.00000000
NC
USD
2752878.27000000
0.998179980278
N/A
DIR
US
N
2
USD CMS 2-10 09/15/2027 50 CAP E
N/A
Call
Purchased
N/A
N/A
N/A
250000.00000000
0.50000000
USD
2027-09-15
XXXX
-5622121.73000000
N
N
N
USD CMS 2-10 09/15/2028 85 CAP E
N/A
USD CMS 2-10 09/15/2028 85 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
300000.00000000
NC
USD
3005193.50000000
1.089668228796
N/A
DIR
US
N
2
USD CMS 2-10 09/15/2028 85 CAP E
N/A
Call
Purchased
N/A
N/A
N/A
300000.00000000
0.85000000
USD
2028-09-15
XXXX
-3343556.50000000
N
N
N
USD CMS 2-10 10/18/2029 38 CAP E
N/A
USD CMS 2-10 10/18/2029 38 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
175000.00000000
NC
USD
5289393.44000000
1.917907775713
N/A
DIR
US
N
2
USD CMS 2-10 10/18/2029 38 CAP E
N/A
Call
Purchased
N/A
N/A
N/A
175000.00000000
0.38000000
USD
2029-10-18
XXXX
-1579356.56000000
N
N
N
USD CMS 2-10 11/13/2026 43 CAP E
N/A
USD CMS 2-10 11/13/2026 43 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
150000.00000000
NC
USD
290003.12000000
0.105153690142
N/A
DIR
US
N
2
USD CMS 2-10 11/13/2026 43 CAP E
N/A
Call
Purchased
N/A
N/A
N/A
150000.00000000
0.43000000
USD
2026-11-13
XXXX
-2428746.88000000
N
N
N
2026-06-30
Krane Funds Advisors, LLC
Jonathan Krane
Jonathan Krane
CEO
XXXX