The Loyal White Knights of Pelham, North Carolina, says the parade will take place on Dec. 3.
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The group has not announced a time or location, but it did post this message on its website: "TRUMP = TRUMP'S RACE UNITED MY PEOPLE."
The Anti-Defamation League says the group has between 150 and 200 members and is perhaps the most active KKK group in the U.S.
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Several Klan groups endorsed Trump. The president-elect was criticized for not denouncing the groups soon enough.