KMLM holdings and exposure
KMLM's SEC Form N-PORT for the period ended 2026-06-30, filed 2026-08-28, reports futures on US 10Yr Ultra Fut Financial Commodity Future. with a notional of 26.2% of net assets, short. Its contracts reference 16 underlyings in all. It holds 50.3% of its net assets in Treasury bills, money market funds and repurchase agreements.
What exposure does KMLM carry, from its SEC Form N-PORT for the period ended 2026-06-30?
| Underlying | Through | Long | Short | Options, notional |
|---|---|---|---|---|
| US 10Yr Ultra Fut Financial Commodity Future. | futures | none | 26.18% | none |
| WTI Crude Future Physical Commodity Future. | futures | 7.60% | none | none |
| Gasoline Rbob Fut Physical Commodity Future. | futures | 7.53% | none | none |
| Ny Harb Ulsd Fut Physical Commodity Future. | futures | 7.39% | none | none |
| Live Cattle Futr Physical Commodity Future. | futures | 7.26% | none | none |
| Copper Future Physical Commodity Future. | futures | 7.16% | none | none |
| Sugar #11 World Physical Commodity Future. | futures | none | 7.01% | none |
| Wheat Future CBT Physical Commodity Future. | futures | 6.84% | none | none |
| Natural Gas Futr Physical Commodity Future. | futures | none | 6.75% | none |
| Corn Future Physical Commodity Future. | futures | none | 6.52% | none |
| Soybean Future Physical Commodity Future. | futures | none | 1.60% | none |
| Gold.com (GOLD) | futures | 0.30% | none | none |
| Can 10Yr Bond Fut Financial Commodity Future. | futures | none | none | none |
| Euro-Bund Future Financial Commodity Future. | futures | none | none | none |
| JPN 10Y Bond Ose Financial Commodity Future. | futures | none | none | none |
| Long Gilt Future Financial Commodity Future. | futures | none | none | none |
In percent of KMLM's net assets, from its SEC Form N-PORT for the period ended 2026-06-30, filed 2026-08-28; a newer filing replaces it when the nightly read of EDGAR finds one. Notional exposure, not shares held: how it is read. Every contract is in the fund's JSON file.
4 of 22 derivative positions give no notional in dollars in the filing; their legs carry no notional_pct.
https://tickerinside.com/api/v1/fund/kmlm.jsonhttps://tickerinside.com/api/v1/fund/kmlm.csv=IMPORTDATA("https://tickerinside.com/api/v1/fund/kmlm.csv")If your sheet uses a decimal comma: =IMPORTDATA("https://tickerinside.com/api/v1/fund/kmlm.csv"; ","; "en_US")curl -s https://tickerinside.com/api/v1/fund/kmlm.jsonKMLM's contracts
| Contract | Underlying | Side | Notional | Fair value | Positions | Expiry |
|---|---|---|---|---|---|---|
| futures | US 10Yr Ultra Fut Financial Commodity Future. | short | 26.18% | -26.35% | 1 | 2026-09-24 |
| futures | JPN Yen Curr Fut Currency Future. | short | 16.60% | -16.36% | 1 | 2026-09-17 |
| futures | Euro FX Curr Fut Currency Future. | short | 16.54% | -16.34% | 1 | 2026-09-17 |
| futures | C$ Currency Fut Currency Future. | short | 16.51% | -16.24% | 1 | 2026-09-18 |
| futures | Audusd Crncy Fut Currency Future. | long | 16.35% | 16.15% | 1 | 2026-09-17 |
| futures | CHF Currency Fut Currency Future. | short | 16.34% | -16.12% | 1 | 2026-09-17 |
| futures | BP Currency Fut Currency Future. | short | 11.84% | -11.76% | 1 | 2026-09-17 |
| futures | WTI Crude Future Physical Commodity Future. | long | 7.60% | 5.84% | 1 | 2026-08-23 |
| futures | Gasoline Rbob Fut Physical Commodity Future. | long | 7.53% | 6.70% | 1 | 2026-09-03 |
| futures | Ny Harb Ulsd Fut Physical Commodity Future. | long | 7.39% | 6.55% | 1 | 2026-09-03 |
| futures | Live Cattle Futr Physical Commodity Future. | long | 7.26% | 7.13% | 1 | 2026-09-03 |
| futures | Copper Future Physical Commodity Future. | long | 7.16% | 6.82% | 1 | 2026-10-01 |
| futures | Sugar #11 World Physical Commodity Future. | short | 7.01% | -7.15% | 1 | 2026-10-03 |
| futures | Wheat Future CBT Physical Commodity Future. | long | 6.84% | 6.65% | 1 | 2026-12-17 |
| futures | Natural Gas Futr Physical Commodity Future. | short | 6.75% | -6.84% | 1 | 2026-08-30 |
| futures | Corn Future Physical Commodity Future. | short | 6.52% | -6.45% | 1 | 2026-12-17 |
| futures | Soybean Future Physical Commodity Future. | short | 1.60% | -1.59% | 1 | 2026-11-16 |
| futures | Gold.com (GOLD) | long | 0.30% | 0.27% | 1 | 2026-08-30 |
| futures | Can 10Yr Bond Fut Financial Commodity Future. | long | not sized | 3.67% | 1 | 2026-09-21 |
| futures | Euro-Bund Future Financial Commodity Future. | short | not sized | -18.51% | 1 | 2026-09-11 |
| futures | Long Gilt Future Financial Commodity Future. | short | not sized | -21.05% | 1 | 2026-10-01 |
| futures | JPN 10Y Bond Ose Financial Commodity Future. | short | not sized | -25.85% | 1 | 2026-09-17 |
Notional and fair value in percent of net assets, as the filing states them.
What does KMLM hold outright?
| Kind of holding | Of net assets | Weight bar |
|---|---|---|
| US Treasury bills | 50.26% |
Which other ETFs here carry exposure to US 10Yr Ultra Fut Financial Commodity Future.?
No other derivative-based fund here references US 10Yr Ultra Fut Financial Commodity Future..
Where to go next
- LOFF, Direxion Daily SpaceX Bull 2X ETF
- MAGS, Roundhill Magnificent Seven ETF
- MATE, Man Active Trend Enhanced ETF
- MSTX, Defiance Daily Target 2X Long MSTR ETF
- The US ETFs with a page here
Holdings from KMLM's SEC Form N-PORT for the period ended 2026-06-30, filed 2026-08-28. How these figures are read. Measurements, not investment advice.
Cite this page
TickerInside, KraneShares Mount Lucas Managed Futures Index Strategy ETF (KMLM), holdings and contracts from SEC Form N-PORT for the period ended 2026-06-30, filed 2026-08-28, https://tickerinside.com/etf/kmlm/, CC BY 4.0
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