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 17 July 2019
Asset Under Management 92.37 Million (USD)
1 Month Total Return 2.30 %
Year To Date Return 14.50 %
1 Year Total Return
3 Year Annualized Total Return
NAV 27.573
Share Outstanding 3,350,000
Top 10 Holdings (17 July 2019)
Constituent Name Constituent Ticker Constituent Type Weighting
UNITED STATES TREAS BDS 3% 02/15/2049 BOND 0.1902000000
UNITED STATES TREAS NTS 2.375% 04/30/2026 BOND 0.1570000000
UNITED STATES TREAS NTS 2.125% 05/15/2022 BOND 0.1567000000
UNITED STATES TREAS NTS 2.625% 02/15/2029 BOND 0.1564000000
UNITED STATES TREAS NTS 2.375% 02/29/2024 BOND 0.1562000000
SPDR S&P CLL OPT 12/19 255 OPTN 0.0683000000
SPDR S&P CLL OPT 6/20 245 OPTN 0.0637000000
UNITED STATES TREAS NTS 2.5% 02/28/2021 BOND 0.0447000000
Cash & Other CASH 0.0069000000