# 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. KraneShares Mount Lucas Managed Futures Index Strategy ETF, derivative-based ETF, KraneShares. Canonical page: https://tickerinside.com/etf/kmlm/ Holdings and contracts from KMLM's SEC Form N-PORT for the period ended 2026-06-30, filed 2026-08-28 (https://www.sec.gov/Archives/edgar/data/1547576/000204825126007267/). Licence: CC BY 4.0, attribution to TickerInside. Measurements, not investment advice. Notional exposure, not shares held. ## 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 | 4 of 22 derivative positions give no notional in dollars in the filing; their legs carry no notional_pct. ## What does KMLM hold outright? | Kind of holding | Of net assets | | --- | --- | | 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.. Every contract: https://tickerinside.com/api/v1/etf/kmlm.json Method: https://tickerinside.com/how-the-numbers-are-produced/#derivative-ETFs ## 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 TickerInside (https://tickerinside.com/etf/kmlm/)