# EDGAR Filing Document

**Accession Number:** 0001547576
**File Stem:** 0002048251-26-004684
**Filing Date:** 2026-5
**Character Count:** 13414
**Document Hash:** d0bea0f089279ac128077b4e21dfad9f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-004684.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0002048251-26-004684

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Krane Shares Trust
- **CENTRAL INDEX KEY:** 0001547576

**ORGANIZATION NAME:**
- **EIN:** 456861457
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22698
- **FILM NUMBER:** 261045079

**BUSINESS ADDRESS:**
- **STREET 1:** 280 PARK AVENUE
- **STREET 2:** 32ND FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 212-933-0393

**MAIL ADDRESS:**
- **STREET 1:** 280 PARK AVENUE
- **STREET 2:** 32ND FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

## Series and Classes Contracts Data

### KraneShares Mount Lucas Managed Futures Index Strategy ETF (Series ID: S000070143)

| Class ID   | Class Name                                                 | Ticker Symbol   |
|:---|:---|:---|
| C000223083 | KraneShares Mount Lucas Managed Futures Index Strategy ETF | KMLM            |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Krane Shares Trust

- **b. Investment Company Act file number:** 811-22698

- **c. CIK number of Registrant:** 0001547576

- **d. LEI of Registrant:** 2549008E1DI99JHCCA80

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 280 Park Ave

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 2129330393

**Item A.2. Information about the Series.**

- **a. Name of Series:** KraneShares Mount Lucas Managed Futures Index Strategy ETF

- **b. EDGAR series identifier (if any):** S000070143

- **c. LEI of Series:** 549300PX8VC0XNHU3M82

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $272707206.69

**Total Liabilities:** $182452.99

**Net Assets:** $272524753.70

**Amount of Assets Invested in Other Investment Companies:** $54998165.54

**Cash Not Reported:** $51867589.00

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000223083 | 4.04%                | 4.12%                | -0.23%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6693.96                | $-24373.55                                 |
| Month 2  | $-4.39                   | $8500.77                                   |
| Month 3  | $0.00                    | $-2984.43                                  |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                 | Title                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                  | GOLD 100 OZ FUTR  JUN26 PHYSICAL COMMODITY FUTURE.  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        34 | NC      | $15907240.00  | 5.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan                                                | JPN 10Y BOND(OSE) JUN26 FINANCIAL COMMODITY FUTURE. | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |       -79 | NC      | $-64865568.19 | -23.80%           |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | TREASURY BILL 0.000000% 05/05/2026                  | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $39863263.20  | 14.63%            | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | WTI CRUDE FUTURE  JUN26 PHYSICAL COMMODITY FUTURE.  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       268 | NC      | $24966880.00  | 9.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | AUDUSD CRNCY FUT  JUN26 CURRENCY FUTURE.            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       599 | NC      | $41226175.00  | 15.13%            |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | LONG GILT FUTURE  JUN26 FINANCIAL COMMODITY FUTURE. | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      -227 | NC      | $-26376972.16 | -9.68%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | NY HARB ULSD FUT  JUN26 PHYSICAL COMMODITY FUTURE.  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       171 | NC      | $26867143.80  | 9.86%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | TREASURY BILL 0.000000% 04/30/2026                  | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $34897738.75  | 12.81%            | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | LIVE CATTLE FUTR  JUN26 PHYSICAL COMMODITY FUTURE.  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       195 | NC      | $18975450.00  | 6.96%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | SUGAR #11 (WORLD) MAY26 PHYSICAL COMMODITY FUTURE.  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -930 | NC      | $-16165632.00 | -5.93%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | C$ CURRENCY FUT   JUN26 CURRENCY FUTURE.            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       193 | NC      | $13896000.00  | 5.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | WHEAT FUTURE(CBT) MAY26 PHYSICAL COMMODITY FUTURE.  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       604 | NC      | $18610750.00  | 6.83%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BUND FUTURE  JUN26                              | EURO-BUND FUTURE  JUN26 FINANCIAL COMMODITY FUTURE. | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      -313 | NC      | $-45363944.26 | -16.65%           |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | CORN FUTURE       MAY26 PHYSICAL COMMODITY FUTURE.  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       114 | NC      | $2609175.00   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada                                               | CAN 10YR BOND FUT JUN26 FINANCIAL COMMODITY FUTURE. | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |      -459 | NC      | $-39597864.99 | -14.53%           |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | BP CURRENCY FUT   JUN26 CURRENCY FUTURE.            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -72 | NC      | $-5951700.00  | -2.18%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | TREASURY BILL 0.000000% 04/14/2026                  | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $34954146.15  | 12.83%            | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | SOYBEAN FUTURE    MAY26 PHYSICAL COMMODITY FUTURE.  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       305 | NC      | $17857750.00  | 6.55%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | JPN YEN CURR FUT  JUN26 CURRENCY FUTURE.            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -527 | NC      | $-41725225.00 | -15.31%           |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR ULTRA FUT JUN26                              | US 10YR ULTRA FUT JUN26 FINANCIAL COMMODITY FUTURE. | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        27 | NC      | $3064921.88   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | EURO FX CURR FUT  JUN26 CURRENCY FUTURE.            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -232 | NC      | $-33597950.00 | -12.33%           |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | CHF CURRENCY FUT  JUN26 CURRENCY FUTURE.            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        62 | NC      | $9763450.00   | 3.58%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | NATURAL GAS FUTR  JUN26 PHYSICAL COMMODITY FUTURE.  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -583 | NC      | $-17524980.00 | -6.43%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | TREASURY BILL 0.000000% 05/12/2026                  | CUSIP: 912797TR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $39834696.40  | 14.62%            | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | GASOLINE RBOB FUT JUN26 PHYSICAL COMMODITY FUTURE.  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       186 | NC      | $23870347.20  | 8.76%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | COPPER FUTURE     JUL26 PHYSICAL COMMODITY FUTURE.  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       117 | NC      | $16571587.50  | 6.08%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** Krane Funds Advisors, LLC

**Signature:** Jonathan Krane

**Name of Signer:** Jonathan Krane

**Title:** CEO