IVOL ETF Report: Ratings, Analysis, Quotes, Holdings

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*Unless otherwise stated, data provided by FactSet.

IVOL Fund Description

The Quadratic Interest Rate Volatility and Inflation Hedge ETF is an actively-managed portfolio of TIPS and options on the yield curve.

IVOL Factset Analytics Insight

IVOL is a fund focused on protecting against rising long-term interest rates using bonds and derivatives. The portfolio consists of Treasury Inflation-Protected Securities (TIPS) to protect against an increase in interest rates, along with holding options on the steepening of the yield curve. The fund is actively-managed, and charges a fee worth consideration for this unique exposure.

IVOL Charts And Performance

Price Chart ($)

Total Return Chart (%)

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PERFORMANCE [as of 12/12/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS

IVOL 0.58% -0.10% -- -- -- -- --

IVOL (NAV) 0.18% 0.15% -- -- -- -- --

No Underlying Index -- -- -- -- -- -- --

Bloomberg Barclays US Treasury Inflation Protected Notes (TIPS) 0.58% 0.69% 8.09% 8.82% 3.33% 2.42% 3.32%

All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

IVOL Summary Data

KraneShares

Quadratic

05/13/19

Open-Ended Fund

0.99%

$81.41M

$592.51K

0.15%

Fund Home Page

IVOL Portfolio Data

N/A

IVOL Index Data

No Underlying Index

Proprietary

Bloomberg Barclays US Treasury Inflation Protected Notes (TIPS)

IVOL Portfolio Management

0.99%

Max. Downside Tracking Difference (12 Mo) --

IVOL Tax Exposures

20.00% / 39.60%

Qualified dividends

IVOL Fund Structure

Open-Ended Fund

Yes

-- / --

N/A

Low

Daily

Cboe Book Viewer

Top Of Book

Last 10 Trades

Bats BZX Real-time Quote -

IVOL Factset Analytics Block Liquidity

As of 12/13/19

This measurement shows how easy it is to trade a $1 million USD block of IVOL. IVOL is rated a 2 out of 5.

IVOL Tradability

23,362

$592.51K

11,564

$295.96K

0.15%

$0.04

0.37%

1.50% / -1.18%

None

25,000

0.46

0.04%

2.26%

$25.18

IVOL Top 10 Holdings

Schwab US TIPS ETF 87.52%

U.S. Dollar 9.19%

TREASURY ISSUES (SHORT-TERM) 2.60%

TREASURY ISSUES (LONG-TERM) 0.68%

Total Top 10 Weighting 99.99%

IVOL Performance Statistics

0.41

1.10

IVOL Holdings Statistics

Effective Duration --

Credit Spread Duration --

Concentration --

Number of Holdings 4

Option Adjusted Spread --

IVOL Avg Life Maturity Distribution

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IVOL OAS Breakdown

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> 1000 bps --

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