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 22 March 2019
Asset Under Management 70.39 Million (USD)
1 Month Total Return 2.26 %
Year To Date Return 7.17 %
1 Year Total Return
3 Year Annualized Total Return
NAV 26.07
Share Outstanding 2,700,000
Top 10 Holdings (25 March 2019)
Constituent Name Constituent Ticker Constituent Type Weighting
UNITED STATES TREAS BDS 3% 08/15/2048 BOND 0.2092
UNITED STATES TREAS NTS 2.875% 08/15/2028 BOND 0.1635
UNITED STATES TREAS NTS 3% 09/30/2025 BOND 0.1602
UNITED STATES TREAS NTS 2.875% 09/30/2023 BOND 0.1592
UNITED STATES TREAS NTS 2.875% 10/15/2021 BOND 0.1578
SPDR S&P CLL OPT 12/19 255 SPY OPTN 0.0527
UNITED STATES TREAS NTS 2.75% 09/30/2020 BOND 0.0459
SPDR S&P CLL OPT 6/19 250 SPY OPTN 0.0433
Cash & Other CASH 0.0081