Two Sigma Securities’s KFA Mount Lucas Managed Futures Index Strategy ETF KMLM Stock Holding History

Two Sigma Securities’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
2025 Q3	–	Sell	-7,803	Closed	-$206K	–	1737
2025 Q2	$206K	Sell	7,803 -512	-6%	-$13.5K	0.03%	916
2025 Q1	$227K	Buy	+8,315	New	+$228K	0.03%	782
2024 Q1	–	Sell	-17,052	Closed	-$491K	–	3307
2023 Q4	$491K	Buy	+17,052	New	+$527K	﹤0.01%	1570
2022 Q4	–	Sell	-5,514	Closed	-$212K	–	2940
2022 Q3	$212K	Buy	+5,514	New	+$197K	0.01%	1907

Other funds holding KMLM

TBC

Ted Buchan & Co San Diego, California $275M AUM 18.72% 1-Year Est. Return

Ancora Advisors Cleveland, Ohio $4.7B AUM 19.05% 1-Year Est. Return

Raymond James Financial St Petersburg, Florida $324B AUM 22.36% 1-Year Est. Return

AIG

Abbington Investment Group Westport, Connecticut $172M AUM

LFA

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

IIM

Illumine Investment Management Poulsbo, Washington $130M AUM 30.01% 1-Year Est. Return

WAP

Wealthcare Advisory Partners West Chester, Pennsylvania $5.27B AUM 22.23% 1-Year Est. Return

CAPTRUST Financial Advisors Raleigh, North Carolina $57.3B AUM 18.32% 1-Year Est. Return

Osaic Holdings Scottsdale, Arizona $68.3B AUM 20.5% 1-Year Est. Return

CSS LLC Chicago, Illinois $2.09B AUM 59.56% 1-Year Est. Return

Two Sigma Securities's KMLM Position: Q3 2025 in Review

Two Sigma Securities sold out of KFA Mount Lucas Managed Futures Index Strategy ETF (KMLM) in Q3 2025, closing a stake of 7,803 shares — an estimated $206K sold.

Two Sigma Securities first reported a position in KMLM in Q3 2022 and held it in 4 quarters. The position peaked at $491K in Q4 2023. 51 funds tracked by Wall St. Rank hold KMLM as of Q3 2025.

Two Sigma Securities reported no remaining KFA Mount Lucas Managed Futures Index Strategy ETF position as of Q3 2025 after selling out during the quarter.
Two Sigma Securities sold 7,803 KFA Mount Lucas Managed Futures Index Strategy ETF shares in Q3 2025, an estimated $206K.
Two Sigma Securities first reported a position in KFA Mount Lucas Managed Futures Index Strategy ETF in Q3 2022 and held it in 4 quarters.
Two Sigma Securities's KFA Mount Lucas Managed Futures Index Strategy ETF position peaked at $491K in Q4 2023.
51 funds tracked by Wall St. Rank held KFA Mount Lucas Managed Futures Index Strategy ETF as of Q3 2025.

Based on Two Sigma Securities's 13F filing for Q3 2025, filed 14 Nov 2025.