NPORT-P
false
0001547576
XXXXXXXX
S000065362
C000211437
Krane Shares Trust
811-22698
0001547576
2549008E1DI99JHCCA80
280 Park Ave
32nd Floor
NEW YORK
10017
2129330393
Quadratic Interest Rate Volatility and Inflation Hedge ETF
S000065362
549300KNDIWWMQ7QHZ30
2022-03-31
2022-03-31
N
1739149324.03
2245754.75
1736903569.28
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
101054345.54000000
N
USD CMS 2-10 10/03/2023 45 CAP E
N/A
USD CMS 2-10 10/03/2023 45 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
500000.00000000
NC
USD
6577589.34000000
0.378696287827
N/A
DE
US
N
2
NOMURA
N/A
Call
Purchased
N/A
N/A
N/A
500000.00000000
0.45000000
USD
2023-10-03
XXXX
-8922410.66000000
N
N
N
USD CMS 2-10 06/15/2022 75 CAP E
N/A
USD CMS 2-10 06/15/2022 75 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
440000.00000000
NC
USD
75735.00000000
0.004360345694
N/A
DE
US
N
2
NOMURA SECURITIES INTERNATIONAL, INC.
N/A
Call
Purchased
N/A
N/A
N/A
440000.00000000
0.75000000
USD
2022-06-15
XXXX
-8383265.00000000
N
N
N
USD CMS 2-10 11/28/23 000 CAP E
N/A
USD CMS 2-10 11/28/23 000 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
500000.00000000
NC
USD
14595026.31000000
0.840289960141
N/A
DE
US
N
2
NOMURA
N/A
Call
Purchased
N/A
N/A
N/A
500000.00000000
0.00001000
USD
2023-11-28
XXXX
-6279973.69000000
N
N
N
USD CMS 2-10 07/29/2022 125 CAP E
N/A
USD CMS 2-10 07/29/2022 125 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
1000000.00000000
NC
USD
58499.08000000
0.003368009660
N/A
DE
US
N
2
GOLDMAN, SACHS & CO.
N/A
Call
Purchased
N/A
N/A
N/A
1000000.00000000
1.25000000
USD
2022-07-29
XXXX
-24754000.92000000
N
N
N
USD CMS 2-10 03/01/2023 63 CAP E
N/A
USD CMS 2-10 03/01/2023 63 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
600000.00000000
NC
USD
2737880.67000000
0.157629975458
N/A
DE
US
N
2
MORGAN STANLEY & CO, INC
N/A
Call
Purchased
N/A
N/A
N/A
600000.00000000
0.63000000
USD
2023-03-01
XXXX
-13882119.33000000
N
N
N
USD CMS 2-10 11/13/2024 30 CAP E
N/A
USD CMS 2-10 11/13/2024 30 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
825000.00000000
NC
USD
26110064.54000000
1.503253548544
N/A
DE
US
N
2
MORGAN STANLEY & CO, INC
N/A
Call
Purchased
N/A
N/A
N/A
825000.00000000
0.30000000
USD
2024-11-13
XXXX
-1114935.46000000
N
N
N
USD CMS 2-10 12/13/2023 40 CAP E
N/A
USD CMS 2-10 12/13/2023 40 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
775000.00000000
NC
USD
13024111.33000000
0.749846540726
N/A
DE
US
N
2
MORGAN STANLEY & CO, INC
N/A
Call
Purchased
N/A
N/A
N/A
775000.00000000
0.40000000
USD
2023-12-13
XXXX
-8869638.67000000
N
N
N
USD CMS 2-10 07/12/2023 95 CAP E
N/A
USD CMS 2-10 07/12/2023 95 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
1500000.00000000
NC
USD
6292151.56000000
0.362262572965
N/A
DE
US
N
2
GOLDMAN, SACHS & CO.
N/A
Call
Purchased
N/A
N/A
N/A
1500000.00000000
0.95000000
USD
2023-07-12
XXXX
-27301598.44000000
N
N
N
USD CMS 2-10 10/12/2022 80 CAP E
N/A
USD CMS 2-10 10/12/2022 80 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
850000.00000000
NC
USD
1094983.39000000
0.063042267248
N/A
DE
US
N
2
GOLDMAN, SACHS & CO.
N/A
Call
Purchased
N/A
N/A
N/A
850000.00000000
0.80000000
USD
2022-10-12
XXXX
-20234266.61000000
N
N
N
USD CMS 2-10 04/11/2023 110 CAP E
N/A
USD CMS 2-10 04/11/2023 110 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
800000.00000000
NC
USD
1592192.02000000
0.091668417761
N/A
DE
US
N
2
GOLDMAN, SACHS & CO.
N/A
Call
Purchased
N/A
N/A
N/A
800000.00000000
1.10000000
USD
2023-04-11
XXXX
-11907807.98000000
N
N
N
Schwab Us Tips Etf
N/A
SCHWAB U.S. TIPS ETF MUTUAL FUND
808524870
24639494.00000000
NS
USD
1495863680.74000000
86.12243691571
Long
EC
RF
US
N
1
N
N
N
USD CMS 2-10 05/23/2023 13 CAP E
N/A
USD CMS 2-10 05/23/2023 13 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
1050000.00000000
NC
USD
16544010.92000000
0.952500254625
N/A
DE
US
N
2
GOLDMAN, SACHS & CO.
N/A
Call
Purchased
N/A
N/A
N/A
1050000.00000000
0.13000000
USD
2023-05-23
XXXX
-17580989.08000000
N
N
N
USD CMS 2-10 04/19/2023 -25 CAP E
N/A
USD CMS 2-10 04/19/2023 -25 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
650000.00000000
NC
USD
17466241.39000000
1.005596493606
N/A
DE
US
N
2
NOMURA
N/A
Call
Purchased
N/A
N/A
N/A
650000.00000000
0.25000000
USD
2023-04-19
XXXX
-4503758.61000000
N
N
N
USD CMS 2-10 12/01/2022 115 CAP E
N/A
USD CMS 2-10 12/01/2022 115 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
1200000.00000000
NC
USD
1047068.89000000
0.060283651235
N/A
DE
US
N
2
GOLDMAN, SACHS & CO.
N/A
Call
Purchased
N/A
N/A
N/A
1200000.00000000
1.15000000
USD
2022-12-01
XXXX
-27377931.11000000
N
N
N
USD CMS 2-10 07/12/2023 162.5 CAP E
N/A
USD CMS 2-10 07/12/2023 162.5 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
20000.00000000
NC
USD
23425.04000000
0.001348666697
N/A
DE
US
N
2
MORGAN STANLEY & CO, INC
N/A
Call
Purchased
N/A
N/A
N/A
20000.00000000
1.62500000
USD
2023-07-12
XXXX
-79074.96000000
N
N
N
USD CMS 2-10 06/19/2024 48 CAP E
N/A
USD CMS 2-10 06/19/2024 48 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
1550000.00000000
NC
USD
32095436.11000000
1.847853656222
N/A
DE
US
N
2
GOLDMAN, SACHS & CO.
N/A
Call
Purchased
N/A
N/A
N/A
1550000.00000000
0.48000000
USD
2024-06-19
XXXX
-9729563.89000000
N
N
N
USD CMS 2-10 01/25/2023 83 CAP E
N/A
USD CMS 2-10 01/25/2023 83 CAP E CONSTANT MATURITY SWAP SPREAD OPTION
N/A
900000.00000000
NC
USD
2345161.01000000
0.135019643662
N/A
DE
US
N
2
NOMURA
N/A
Call
Purchased
N/A
N/A
N/A
900000.00000000
0.83000000
USD
2023-01-25
XXXX
-25904838.99000000
N
N
N
2022-03-31
Krane Funds Advisors, LLC
Jonathan Krane
Jonathan Krane
CEO