AUM $306.8MER 0.90%NAV $28.28Holdings —Inception Dec 2020
Price Chart
Key Statistics
Previous Close
$28.26Day Range
$28.07$28.29
52-Week Range
$25.36$30.17
Avg Volume
319.1KDividend Yield
4.76%Expense Ratio
0.90%AUM
$306.8MShares Outstanding
6.9METF Grades
?ETF Grades compare this fund against others in the same category using percentile rankings across six factors. Grades range from A+ (top 5%) to F (bottom 20%). Updated daily.Country Allocation
| Country | Weight % |
|---|---|
| Other | 100.00% |
Fund Information
- Issuer
- KraneShares
- Inception Date
- Dec 1, 2020
- Exchange
- NYSE_ARCA
- Description
- KMLM focuses on total return using long and short positions, as determined by daily trading signals, in commodity, currency, and global fixed income futures. For tax purposes, KMLM does not hold futures but gets exposure through a wholly-owned Cayman Island subsidiary. On an annual basis, an index committee selects 22 different futures contracts from the three broad categories. Weighting to the three categories is based on historical volatility. The contracts within each category are equally weighted. The portfolio is rebalanced monthly and contracts are rolled on a market-by-market basis as contracts near their expiration. The fund may also invest in instruments not included in the index such as equities or derivatives including swaps, forwards, structured notes, and options. Before April 1, 2022, the fund was actively managed. It traded as KFA Mount Lucas Index Strategy ETF until November 10, 2022. On August 1, 2024, KFA was replaced with KraneShares in the fund name.
The KraneShares Mount Lucas Managed Futures Index Strategy ETF (KMLM) is an exchange-traded fund issued by KraneShares that launched on Dec 1, 2020. It currently manages $306.8M in assets under management. The fund charges an expense ratio of 0.90%.
Top 10 holdings represent 100.0% of the fund
| Rank | Symbol | Name | Weight % | Shares | Market Value |
|---|---|---|---|---|---|
| 1 | — | Cash | 24.78% | 76,276,523 | $76.3M |
| 2 | — | B 07/02/26 | 16.21% | 50,000,000 | $49.9M |
| 3 | — | B 07/21/26 | 16.18% | 50,000,000 | $49.8M |
| 4 | — | B 06/16/26 | 14.61% | 45,000,000 | $45.0M |
| 5 | — | B 06/30/26 | 14.59% | 45,000,000 | $44.9M |
| 6 | — | B 07/30/26 | 12.93% | 40,000,000 | $39.8M |
| 7 | — | JAPANESE YEN | 0.45% | 223,535,774 | $1.4M |
| 8 | — | CANADIAN DOLLAR | 0.10% | -440,797 | $-315791 |
| 9 | — | EURO | 0.07% | -197,000 | $-228114 |
| 10 | — | BRITISH STERLING POUND | 0.07% | 160,571 | $215K |
| 11 | NGU26 | NATURAL GAS FUTR SEP26 | 0.00% | -638 | $0 |
| 12 | ADU6 | AUDUSD CRNCY FUT SEP26 | 0.00% | 696 | $0 |
| 13 | RXU6 | EURO-BUND FUTURE SEP26 | 0.00% | -530 | $0 |
| 14 | SFU6 | CHF CURRENCY FUT SEP26 | 0.00% | -308 | $0 |
| 15 | JYU6 | JPN YEN CURR FUT SEP26 | 0.00% | -630 | $0 |
Detailed Returns
| Period | Return | ETF |
|---|---|---|
| 1D | -0.51% | |
| 1W | -1.37% | |
| 1M | -5.80% | |
| 3M | +0.64% | |
| 6M | +4.15% | |
| YTD | +7.70% | |
| 1Y | +8.07% | |
| 3Y | -8.08% | |
| 5Y | -4.55% |
Moving Averages
20-Day MA
$28.82
Below 20-Day MA50-Day MA
$28.87
Below 50-Day MA200-Day MA
$27.35
Above 200-Day MAPrice with Moving Averages
Support & Resistance
52-Week High
$30.17
Current Price
$28.11
52-Week Low
$25.36
$25.36$30.17
Current Yield
4.76%
Annual Dividend
$7.4094
Frequency
1x/year
Last Ex-Date
Dec 22, 2025
Dividend History
| Ex-Date | Amount | Pay Date |
|---|---|---|
| Dec 22, 2025 | $1.3035 | Dec 23, 2025 |
| Dec 17, 2024 | $0.2301 | Dec 18, 2024 |
| Dec 28, 2022 | $4.0377 | Dec 30, 2022 |
| Dec 29, 2021 | $1.8381 | Dec 31, 2021 |
Dividend Payments Over Time
Category Comparison
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