1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-29
1 class of this one portfolio · 1 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000223083 | KMLM | LINKEDSEC_TICKER | KMLMKraneShares Mount Lucas Managed Futures Ind… | ETF |
N-PORT Item C.4.a
as filed
N-PORT Item C.4.b
26 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| N/A AUDUSD CRNCY FUT JUN26 CURRENCY FUTURE. | — | — — | DFE OTHER | 599 NC |
| 15.127% |
| US |
| United States of America TREASURY BILL 0.000000% 05/05/2026 | — | 912797TL1 US912797TL15 | DBT UST | 40,000,000 PA | $39.86M | 14.627% | US |
| United States of America TREASURY BILL 0.000000% 05/12/2026 | — | 912797TR8 US912797TR84 | DBT UST | 40,000,000 PA | $39.83M | 14.617% | US |
| United States of America TREASURY BILL 0.000000% 04/14/2026 | — | 912797TH0 US912797TH03 | DBT UST | 35,000,000 PA | $34.95M | 12.826% | US |
| United States of America TREASURY BILL 0.000000% 04/30/2026 | — | 912797SN8 US912797SN89 | DBT UST | 35,000,000 PA | $34.90M | 12.805% | US |
| N/A NY HARB ULSD FUT JUN26 PHYSICAL COMMODITY FU… | — | — — | DCO OTHER | 171 NC | $26.87M | 9.859% | US |
| N/A WTI CRUDE FUTURE JUN26 PHYSICAL COMMODITY FU… | — | — — | DCO OTHER | 268 NC | $24.97M | 9.161% | US |
| N/A GASOLINE RBOB FUT JUN26 PHYSICAL COMMODITY FU… | — | — — | DCO OTHER | 186 NC | $23.87M | 8.759% | US |
| N/A LIVE CATTLE FUTR JUN26 PHYSICAL COMMODITY FU… | — | — — | DCO OTHER | 195 NC | $18.98M | 6.963% | US |
| N/A WHEAT FUTURE(CBT) MAY26 PHYSICAL COMMODITY FU… | — | — — | DCO OTHER | 604 NC | $18.61M | 6.829% | US |
| N/A SOYBEAN FUTURE MAY26 PHYSICAL COMMODITY FU… | — | — — | DCO OTHER | 305 NC | $17.86M | 6.553% | US |
| N/A COPPER FUTURE JUL26 PHYSICAL COMMODITY FU… | — | — — | DCO OTHER | 117 NC | $16.57M | 6.081% | US |
| N/A GOLD 100 OZ FUTR JUN26 PHYSICAL COMMODITY FU… | — | — — | DCO OTHER | 34 NC | $15.91M | 5.837% | US |
| N/A C$ CURRENCY FUT JUN26 CURRENCY FUTURE. | — | — — | DFE OTHER | 193 NC | $13.90M | 5.099% | US |
| N/A CHF CURRENCY FUT JUN26 CURRENCY FUTURE. | — | — — | DFE OTHER | 62 NC | $9.76M | 3.583% | US |
| US 10YR ULTRA FUT JUN26 US 10YR ULTRA FUT JUN26 FINANCIAL COMMODITY F… | — | — — | DIR OTHER | 27 NC | $3.06M | 1.125% | US |
| N/A CORN FUTURE MAY26 PHYSICAL COMMODITY FU… | — | — — | DCO OTHER | 114 NC | $2.61M | 0.957% | US |
| N/A BP CURRENCY FUT JUN26 CURRENCY FUTURE. | — | — — | DFE OTHER | -72 NC | -$5.95M | -2.184% | US |
| N/A SUGAR #11 (WORLD) MAY26 PHYSICAL COMMODITY FU… | — | — — | DCO OTHER | -930 NC | -$16.17M | -5.932% | US |
| N/A NATURAL GAS FUTR JUN26 PHYSICAL COMMODITY FU… | — | — — | DCO OTHER | -583 NC | -$17.52M | -6.431% | US |
| United Kingdom of Great Britain and Northern … LONG GILT FUTURE JUN26 FINANCIAL COMMODITY F… | — | — — | DIR OTHER | -227 NC | -$26.38M GBP | -9.679% | GB |
| N/A EURO FX CURR FUT JUN26 CURRENCY FUTURE. | — | — — | DFE OTHER | -232 NC | -$33.60M | -12.328% | US |
| Canada CAN 10YR BOND FUT JUN26 FINANCIAL COMMODITY F… | — | — — | DIR OTHER | -459 NC | -$39.60M CAD | -14.530% | CA |
| N/A JPN YEN CURR FUT JUN26 CURRENCY FUTURE. | — | — — | DFE OTHER | -527 NC | -$41.73M | -15.311% | US |
| EURO-BUND FUTURE JUN26 EURO-BUND FUTURE JUN26 FINANCIAL COMMODITY F… | — | — — | DIR OTHER | -313 NC | -$45.36M EUR | -16.646% | DE |
| Japan JPN 10Y BOND(OSE) JUN26 FINANCIAL COMMODITY F… | — | — — | DIR OTHER | -79 NC | -$64.87M JPY | -23.802% | JP |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 0.0% of reported value reaches a classification.
Percentages are of the reported value of positions above ($92.57M), not of the fund’s net assets ($272.52M). The two differ by cash, derivatives filed with no market value, and rounding.