Jane Street’s KFA Mount Lucas Managed Futures Index Strategy ETF KMLM Stock Holding History

Jane Street’s Portfolio KMLM Stock Details KMLM Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2026 Q1	–	Sell	-126,051	Closed	-$3.27M	–	12321
2025 Q4	$3.27M	Buy	+126,051	New	+$3.36M	﹤0.01%	3910
2025 Q3	–	Sell	-28,051	Closed	-$740K	–	11323
2025 Q2	$740K	Sell	28,051 -26,005	-48%	-$685K	﹤0.01%	6193
2025 Q1	$1.47M	Sell	54,056 -6,567	-11%	-$180K	﹤0.01%	4875
2024 Q4	$1.7M	Buy	+60,623	New	+$1.7M	﹤0.01%	4406
2024 Q3	–	Sell	-78,970	Closed	-$2.3M	–	10032
2024 Q2	$2.3M	Buy	78,970 +32,603	+70%	+$971K	﹤0.01%	4243
2024 Q1	$1.39M	Sell	46,367 -179,037	-79%	-$5.21M	﹤0.01%	4799
2023 Q4	$6.5M	Buy	225,404 +177,780	+373%	+$5.49M	﹤0.01%	2497
2023 Q3	$1.55M	Sell	47,624 -87,041	-65%	-$2.73M	﹤0.01%	4467
2023 Q2	$4.1M	Sell	134,665 -191,206	-59%	-$5.84M	﹤0.01%	3013
2023 Q1	$9.61M	Buy	325,871 +233,202	+252%	+$6.94M	﹤0.01%	1688
2022 Q4	$2.83M	Sell	92,669 -62,609	-40%	-$2.25M	﹤0.01%	3309
2022 Q3	$5.96M	Buy	+155,278	New	+$5.55M	﹤0.01%	2344
2022 Q2	–	Sell	-7,616	Closed	-$240K	–	10308
2022 Q1	$240K	Buy	+7,616	New	+$222K	﹤0.01%	8756
2021 Q4	–	Sell	-24,155	Closed	-$700K	–	10488
2021 Q3	$700K	Buy	+24,155	New	+$687K	﹤0.01%	6642

Other funds holding KMLM

PFM

Potomac Fund Management Miami, Florida $3.97B AUM 18.34% 1-Year Est. Return

TBC

Ted Buchan & Co San Diego, California $306M AUM 21.07% 1-Year Est. Return

Raymond James Financial St Petersburg, Florida $369B AUM 28.27% 1-Year Est. Return

AIG

Abbington Investment Group Westport, Connecticut $157M AUM 35.92% 1-Year Est. Return

Envestnet Asset Management Chicago, Illinois $424B AUM 22.96% 1-Year Est. Return

MNA

Manning & Napier Advisors Fairport, New York $7.8B AUM 25.03% 1-Year Est. Return

LFA

Longview Financial Advisors Huntsville, Alabama $171M AUM 20.72% 1-Year Est. Return

SFSG

Sound Financial Strategies Group Madison, Mississippi $157M AUM 15.51% 1-Year Est. Return

IIM

Illumine Investment Management Poulsbo, Washington $154M AUM 52.22% 1-Year Est. Return

GeoWealth Management Chicago, Illinois $3.18B AUM 21.22% 1-Year Est. Return

Jane Street's KMLM Position: Q1 2026 in Review

Jane Street sold out of KFA Mount Lucas Managed Futures Index Strategy ETF (KMLM) in Q1 2026, closing a stake of 126,051 shares — an estimated $3.27M sold.

Jane Street first reported a position in KMLM in Q3 2021 and held it in 14 quarters. The position peaked at $9.61M in Q1 2023. 50 funds tracked by Wall St. Rank hold KMLM as of Q1 2026.

Jane Street reported no remaining KFA Mount Lucas Managed Futures Index Strategy ETF position as of Q1 2026 after selling out during the quarter.
Jane Street sold 126,051 KFA Mount Lucas Managed Futures Index Strategy ETF shares in Q1 2026, an estimated $3.27M.
Jane Street first reported a position in KFA Mount Lucas Managed Futures Index Strategy ETF in Q3 2021 and held it in 14 quarters.
Jane Street's KFA Mount Lucas Managed Futures Index Strategy ETF position peaked at $9.61M in Q1 2023.
50 funds tracked by Wall St. Rank held KFA Mount Lucas Managed Futures Index Strategy ETF as of Q1 2026.

Based on Jane Street's 13F filing for Q1 2026, filed 12 May 2026.