SWAN

Fund Description
SWAN seeks investment results that correspond to the S-Network BlackSwan Core Total Return Index (the Index). The Index s investment strategy seeks uncapped exposure to the S&P 500, while buffering against the possibility of significant losses. Approximately 90% of SWAN will be invested in U.S. Treasury securities, while approximately 10% will be invested in SPY LEAP Options in the form of in-the-money calls.
Fund Profile
Fund Name Amplify Blackswan Growth & Treasury Core ETF
Fund Exchange Ticker SWAN
Fund Sponsor Amplify Investments
Fund ISIN US0321088884
Net Expense Ratio 0.49 %
Fund Inception Date 6 November 2018
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 BlackSwan Core Total Return 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 872.97 Million (USD)
1 Month Total Return -1.29 %
Year To Date Return 7.15 %
1 Year Total Return 14.30 %
3 Year Annualized Total Return
NAV 35.1438
Share Outstanding 24,840,000
Top 10 Holdings (24 September 2021)
Constituent Name Constituent Ticker Constituent Type Weighting
UNITED STATES TREAS BDS 1.875% 02/15/2051 BOND 0.1776000000
UNITED STATES TREAS NTS 1.125% 02/15/2031 BOND 0.1556000000
UNITED STATES TREAS NTS 1.25% 04/30/2028 BOND 0.1532000000
UNITED STATES TREAS NTS 0.375% 04/15/2024 BOND 0.1527000000
UNITED STATES TREAS NTS 0.75% 04/30/2026 BOND 0.1523000000
SPDR S&P CLL OPT 12/21 324 OPTN 0.0966000000
SPDR S&P CLL OPT 6/22 375 OPTN 0.0613000000
UNITED STATES TREAS NTS 0.125% 04/30/2023 BOND 0.0473000000
Cash & Other CASH 0.0035000000