KMLM — KraneShares Mount Lucas Managed Futures Index Strategy ETF
Data updated: 2026-08-28
KMLM — KraneShares Mount Lucas Managed Futures Index Strategy ETF. Commodity · $297.91M AUM. Holdings, fees, performance and SEC filings.
KMLM Fund Overview
KMLM — KraneShares Mount Lucas Managed Futures Index Strategy ETF is a US ETF managed by Krane Shares Trust, categorised as Commodity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US ETF
- Manager: Krane Shares Trust
- Category: Commodity
- Assets under management: $297.91M
- 1-year return: 9.2%
- Ticker: KMLM
- SEC CIK: 0001547576
- SEC series ID: S000070143
- Share class ID: C000223083
KMLM Holdings
Top 5 holdings of KraneShares Mount Lucas Managed Futures Index Strategy ETF by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| United States of America | 16.78% |
| United States of America | 16.75% |
| United States of America | 13.39% |
| Canada | 3.67% |
| United States of America | 3.34% |
KMLM Portfolio Allocation
Asset-class allocation of KraneShares Mount Lucas Managed Futures Index Strategy ETF by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Fixed Income | 50.3% |
KMLM Performance
Total returns for KMLM (as of 2026-09-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 5.6% |
| 1 year | 9.2% |
| 3 years (annualised) | -1.5% |
| 5 years (annualised) | 3.9% |
KMLM Risk Information
Risk metrics for KMLM, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 10.0%
KMLM Costs and Fees
KMLM costs about $90 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.90%
- Gross expense ratio: 0.90%
- Portfolio turnover: 0%
- Brokerage commissions: 3.24 bps of average net assets (SEC N-CEN)
KMLM Cashflows
Over the 12 months to 2026-06, KraneShares Mount Lucas Managed Futures Index Strategy ETF had net inflows of $102.44M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | $20.96M |
| 2026-05 | $33.90M |
| 2026-04 | −$20.03M |
| 2026-03 | $5.29M |
| 2026-02 | $11.98M |
| 2026-01 | $68.87M |
KMLM Debt Constituents
Largest debt holdings of KraneShares Mount Lucas Managed Futures Index Strategy ETF by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United States of America | 16.78% |
| United States of America | 16.75% |
| United States of America | 13.39% |
| United States of America | 3.34% |
KMLM Prospectus and SEC Filings
Official KraneShares Mount Lucas Managed Futures Index Strategy ETF filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2026-07-29
- Prospectus (485BPOS) — filed 2025-07-29
- Prospectus supplement (497) — filed 2026-07-31
- Portfolio holdings (N-PORT) — filed 2026-08-28
- Portfolio holdings (N-PORT) — filed 2026-05-29
- Portfolio holdings (N-PORT) — filed 2026-02-27
- Annual census (N-CEN) — filed 2026-06-15
- Annual census (N-CEN) — filed 2025-06-16
Related Funds
Other Commodity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.