ISWN

Fund Description
ISWN seeks investment results that correspond to the S-Network International BlackSwan Index (the Index). The Index s investment strategy seeks exposure to the MSCI EAFE (with no artificial cap), while also protecting against significant losses. Approximately 90% of ISWN is invested in U.S. Treasury securities, and approximately 10% is invested in EFA LEAP options in the form of in-the-money calls.
Fund Profile
Fund Name Amplify BlackSwan ISWN ETF
Fund Exchange Ticker ISWN
Fund Sponsor Amplify Investments
Fund ISIN US0321088215
Net Expense Ratio 0.49 %
Fund Inception Date 26 January 2021
Fund Legal Structure ETF (Open end fund)
Exchange NYSE Arca
Listing Country Code US
Fund Investment Objective
ETF Type Specific Multi-Asset / Other
Asset Class Target Date / Multi-Asset
Index Linked Passive
Index Name S-Network International BlackSwan Index
Index Provider S-Network Global Indexes LLC
Currency Hedged No
Inverse / Leveraged Not Applicable
Developed / Emerging Developed Market Funds
Key Statistics
Return As of Date 24 September 2021
Asset Under Management 40.98 Million (USD)
1 Month Total Return -0.57 %
Year To Date Return 2.67 %
1 Year Total Return
3 Year Annualized Total Return
NAV 25.6134
Share Outstanding 1,600,000
Top 10 Holdings (24 September 2021)
Constituent Name Constituent Ticker Constituent Type Weighting
UNITED STATES TREAS BDS 1.875% 02/15/2051 BOND 0.1864000000
UNITED STATES TREAS NTS 1.125% 02/15/2031 BOND 0.1620000000
UNITED STATES TREAS NTS 1.25% 04/30/2028 BOND 0.1593000000
UNITED STATES TREAS NTS 0.375% 04/15/2024 BOND 0.1582000000
UNITED STATES TREAS NTS 0.75% 04/30/2026 BOND 0.1581000000
ISHARES CLL OPT 12/21 63 OPTN 0.0773000000
ISHARES CLL OPT 6/22 72 OPTN 0.0493000000
UNITED STATES TREAS NTS 0.125% 04/30/2023 BOND 0.0487000000
Cash & Other CASH 0.0008000000