Total Holdings
26
Positions in the fund
KraneShares Mount Lucas Managed Futures Index Strategy ETF
KMLMNYSEARCAKraneSharesAlternative
$30.98Today:- (-)1Y +13.49%
As of Oct 16, 2026 close
- Assets (AUM)
- $546.83M
- Expense ratio
- 0.90%
- Dividend yield
- 4.23%
- Holdings
- 26
- 52-week range
- $25.77$31.74
- Volume (live)
- -
- Avg. volume (3M)
- 389.64K
KMLM ETF Holdings: KraneShares Mount Lucas Managed Futures Index Strategy ETF
Every listed position with its portfolio weight, plus sector breakdown and geographic exposure for this Alternative ETF. Analyze fund diversification and concentration.
Top 10 Holdings
102.8%
Share of fund assets
Assets (AUM)
$546.83M
Total fund assets
Expense Ratio
0.90%
Annual management fee
Portfolio Allocations
Distribution breakdown by sector, asset type, and geographic region. Understand the fund's diversification strategy across markets and asset classes.
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Top 25 of 26 KMLM Holdings by Portfolio Weight
Ticker, name, asset type and portfolio weight for each position. Fund disclosures available to us list the largest 25 positions.
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| # | Symbol | Name | Type | Weight |
|---|---|---|---|---|
| 1 | B.0 07.02.26 | United States of America - TREASURY BILL 0.000000% 07/02/2026 | Stock | 16.78% |
| 2 | B.0 07.21.26 | United States of America - TREASURY BILL 0.000000% 07/21/2026 | Stock | 16.75% |
| 3 | ADU26 | AUDUSD CRNCY FUT SEP26 CURRENCY FUTURE. | Stock | 16.15% |
| 4 | B.0 07.30.26 | United States of America - TREASURY BILL 0.000000% 07/30/2026 | Stock | 13.39% |
| 5 | LCQ26 | LIVE CATTLE FUTR AUG26 PHYSICAL COMMODITY FUTURE. | Stock | 7.13% |
| 6 | HGU26 | COPPER FUTURE SEP26 PHYSICAL COMMODITY FUTURE. | Stock | 6.82% |
| 7 | RBU26 | GASOLINE RBOB FUT SEP26 PHYSICAL COMMODITY FUTURE. | Stock | 6.70% |
| 8 | WZ26 | WHEAT FUTURE(CBT) DEC26 PHYSICAL COMMODITY FUTURE. | Stock | 6.65% |
| 9 | HOU26 | NY HARB ULSD FUT SEP26 PHYSICAL COMMODITY FUTURE. | Stock | 6.55% |
| 10 | CLU26 | WTI CRUDE FUTURE SEP26 PHYSICAL COMMODITY FUTURE. | Stock | 5.84% |
| 11 | CGBU6 | Canada - CAN 10YR BOND FUT SEP26 FINANCIAL COMMODITY FUTURE. | Stock | 3.67% |
| 12 | B.0 08.18.26 | United States of America - TREASURY BILL 0.000000% 08/18/2026 | Stock | 3.34% |
| 13 | GCQ26 | GOLD 100 OZ FUTR AUG26 PHYSICAL COMMODITY FUTURE. | Stock | 0.27% |
| 14 | SX26 | SOYBEAN FUTURE NOV26 PHYSICAL COMMODITY FUTURE. | Stock | -1.59% |
| 15 | CZ26 | CORN FUTURE DEC26 PHYSICAL COMMODITY FUTURE. | Stock | -6.45% |
| 16 | NGU26 | NATURAL GAS FUTR SEP26 PHYSICAL COMMODITY FUTURE. | Stock | -6.84% |
| 17 | SBV6 | SUGAR #11 (WORLD) OCT26 PHYSICAL COMMODITY FUTURE. | Stock | -7.15% |
| 18 | BPU26 | BP CURRENCY FUT SEP26 CURRENCY FUTURE. | Stock | -11.76% |
| 19 | SFU26 | CHF CURRENCY FUT SEP26 CURRENCY FUTURE. | Stock | -16.12% |
| 20 | CDU26 | C$ CURRENCY FUT SEP26 CURRENCY FUTURE. | Stock | -16.24% |
| 21 | UROU26 | EURO FX CURR FUT SEP26 CURRENCY FUTURE. | Stock | -16.34% |
| 22 | JYU26 | JPN YEN CURR FUT SEP26 CURRENCY FUTURE. | Stock | -16.36% |
| 23 | FGBLU6 | SOCIETE GENERALE - EURO-BUND FUTURE SEP26 FINANCIAL COMMODITY FUTURE. | Stock | -18.51% |
| 24 | FLGU6 | United Kingdom of Great Britain and Northern Ireland - LONG GILT FUTURE SEP26 FINANCIAL COMMODITY FUTURE. | Stock | -21.05% |
| 25 | JGBU6 | Japan - JPN 10Y BOND(OSE) SEP26 FINANCIAL COMMODITY FUTURE. | Stock | -25.85% |
Source: Fund holdings disclosures. Data sources and methodology
Frequently Asked Questions About KraneShares Mount Lucas Managed Futures Index Strategy ETF Holdings
What are the top holdings in KMLM?
KraneShares Mount Lucas Managed Futures Index Strategy ETF (KMLM) holds 26 securities. The largest are United States of America - TREASURY BILL 0.000000% 07/02/2026 (16.78%), United States of America - TREASURY BILL 0.000000% 07/21/2026 (16.75%), AUDUSD CRNCY FUT SEP26 CURRENCY FUTURE. (16.15%). The holdings table lists each position by portfolio weight with its ticker, name and asset type.
How concentrated is KMLM's portfolio?
The 10 largest positions make up 102.8% of KMLM's assets. A concentrated portfolio has fewer large positions with higher individual weights, while a diversified portfolio distributes holdings more evenly.
What is KMLM's sector allocation?
The Sector Allocation chart shows how KMLM distributes investments across different industries like Technology, Healthcare, Financials, and more. This sector exposure helps understand the fund's industry diversification strategy.
What countries does KMLM invest in?
KMLM's geographic exposure is shown in the Countries tab under Portfolio Allocations. This reveals the fund's international diversification and exposure to different regions and global markets.
How diversified is KMLM ETF?
KMLM's diversification can be assessed by reviewing its 26 holdings, sector allocation, and geographic exposure. A well-diversified ETF spreads investments across multiple securities, sectors, and regions to reduce concentration risk.