KMLM

Fund Description
KMLM is benchmarked to the KFA MLM Index, which consists of a portfolio of twenty-two liquid futures contracts traded on U.S. and foreign exchanges. The Index includes futures contracts on 11 commodities, 6 currencies, and 5 global bond markets. These three baskets are weighted by their relative historical volatility, and within each basket, the constituent markets are equal dollar weighted. The Fund and the Subsidiarywill be actively managed.
Fund Profile
Fund Name KFA Mount Lucas Index Strategy ETF
Fund Exchange Ticker KMLM
Fund Sponsor Krane Shares
Fund ISIN US5007676522
Net Expense Ratio 0.90 %
Fund Inception Date 2 December 2020
Fund Legal Structure ETF (Open end fund)
Exchange NYSE Arca
Listing Country Code US
Fund Investment Objective
ETF Type Specific Multi-Asset / Other
Asset Class Other Asset Types
Index Linked Active
Index Name Not Applicable
Index Provider Not Applicable
Currency Hedged No
Inverse / Leveraged Not Applicable
Developed / Emerging Funds Combining Developed & Emerging Exposure
Key Statistics
Return As of Date 26 November 2021
Asset Under Management 31.95 Million (USD)
1 Month Total Return -1.97 %
Year To Date Return 10.27 %
1 Year Total Return
3 Year Annualized Total Return
NAV 29.05
Share Outstanding 1,100,000
Top 10 Holdings (26 November 2021)
Constituent Name Constituent Ticker Constituent Type Weighting
SCHWAB SHORT-TERM US TREAS 09SK ETF 0.7134000000
Cash CASH 0.2881000000
CANADIAN DOLLAR CASH 0.0027000000
BRITISH STERLING POUND CASH 0.0007000000
AUDUSD CRNCY FUT DEC21 ADZ1 FUTR 0.0000000000
GASOLINE RBOB FUT MAR22 XBH2 FUTR 0.0000000000
BP CURRENCY FUT DEC21 BPZ1 FUTR 0.0000000000
C$ CURRENCY FUT DEC21 CDZ1 FUTR 0.0000000000
CAN 10YR BOND FUT MAR22 CNH2 FUTR 0.0000000000
CHF CURRENCY FUT DEC21 SFZ1 FUTR 0.0000000000