Amplify BlackSwan Growth & Treasury Core ETF

Fund Details

Data as of: N/A
TickerSWAN
Inception11/6/2018
Primary ExchangeNYSE Arca
CUSIP032108888
Net AssetsN/A
Shares OutstandingN/A
# of Holdings (view all holdings)N/A
Expense Ratio:0.49%

Index Details

 
Index Name S-Network BlackSwan Core Index
Index Ticker SWANXT
Rebalance Frequency Semi-Annual
Index Website S-Network BlackSwan Core Total Return Index
Index Methodology

Fund Documents

Insights

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Related ETF: ISWN - BlackSwan ISWN ETF (International)

Why Invest in SWAN?

  • Participation in S&P 500 returns while seeking to protect against significant losses.
  • Potential core equity solution that seeks to mitigate the effects of volatility.
  • Low-cost, index-based portfolio.

Objective and Strategy

The BlackSwan ETF seeks investment results that correspond to the S-Network BlackSwan Core 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 the ETF will be invested in U.S. Treasury securities, while approximately 10% will be invested in SPY Options in the form of in-the-money calls.

Yield

Data as of: N/A
Distribution Frequency Quarterly 30-Day SEC Yield** N/A
Distribution Rate* N/A

* Distribution Rate is the normalized current distribution (annualized) over NAV per share. Distribution stated includes estimated net investment income and no return of capital. See Form 19a-1.

** 30-Day SEC Yield is a standard yield calculation developed by the Securities and Exchange Commission that allows for fairer comparisons among bond funds. It is based on the most recent month end. This figure reflects the income earned from dividends – excluding option income – during the period after deducting the Fund’s expenses for the period.

NAV and Market Price

Data as of: N/A
Previous Day's NAV Previous Day's Market Price
Net Asset Value N/A Closing Price N/A
Daily Change N/A Daily Change N/A
% Daily Change N/A % Daily Change N/A
30-Day Median Bid/Ask Spread N/A Premium/Discount % N/A
Premium Discount History

Daily Price/NAV Performance

Data as of: N/A
 

Fund Holdings

Data as of: N/A
Top Treasuries
Top Option Holdings

Fund holdings are subject to change at any time and should not be considered recommendations to buy or sell any security.

Performance

  CUMULATIVE (%) ANNUALIZED (%)
  1 Mo. 3 Mo. 6 Mo. YTD Since Inception
(11/06/18)		 1 Yr. 3 Yr. 5 Yr. Since Inception
(11/06/18)
Month end as of TBD
Fund NAV N/A N/A N/A N/A N/A N/A N/A N/A N/A
Closing Price N/A N/A N/A N/A N/A N/A N/A N/A N/A
S-Network BlackSwan Core Index N/A N/A N/A N/A N/A N/A N/A N/A N/A
S&P 500 TR Index N/A N/A N/A N/A N/A N/A N/A N/A N/A
Quarter end as of TBD
Fund NAV N/A N/A N/A N/A N/A N/A N/A N/A N/A
Closing Price N/A N/A N/A N/A N/A N/A N/A N/A N/A
S-Network BlackSwan Core Index N/A N/A N/A N/A N/A N/A N/A N/A N/A
S&P 500 TR Index N/A N/A N/A N/A N/A N/A N/A N/A N/A

The performance data quoted represents past performance. Past performance does not guarantee future results. The investment return and principal value of an investment will fluctuate so that an investor's shares, when sold or redeemed, may be worth more or less than their original cost and current performance may be lower or higher than the performance quoted. Short-term performance, in particular, is not a good indication of the fund’s future performance, and an investment should not be made based solely on returns. Brokerage commissions will reduce returns. A fund’s NAV is the sum of all its assets less any liabilities, divided by the number of shares outstanding. The closing price or market price is the most recent price at which the fund was traded.

The Amplify BlackSwan Growth & Treasury ETF (SWAN) investment objective and strategy differs substantially from the market indices, which are included for comparison purposes only.

The Standard & Poor's (S&P) 500 Total Return Index is an unmanaged, market-capitalization-weighted index of the 500 largest U.S. publicly traded companies by market value, and assumes distributions are reinvested back into the index. It does not include fees or expenses. It is not possible to invest directly in an index. The S&P 500 is a registered trademark of Standard & Poor’s Financial Services LLC, a subsidiary of The McGraw-Hill Companies, Inc.

The S-Network BlackSwan Core Index differs substantially from the S&P 500 Index, which is used for comparison purposes as a widely recognized measure of U.S. stock market performance. While the returns of SWAN have exhibited positive (but varying) correlation to the index over time, SWAN may invest in different stocks and in different proportions than in the S&P 500 index.

Premium/Discount

Data as of: N/A
 

The table and line graph are provided to show the frequency at which the closing price of the Fund was at a premium (above) or discount (below) to the Fund's daily net asset value ("NAV"). The table and line graph represent past performance and cannot be used to predict future results. Shareholders may pay more than NAV when buying Fund shares and receive less than an NAV when those shares are sold because shares are bought and sold at current market prices.

This is your Counts mockup

Calendar Year Calendar Year through
Days traded at premium N/A N/A
Days traded at net asset value N/A N/A
Days traded at discount N/A N/A

SWAN Distributions

EX-DATERECORD DATEPAYABLE DATEAMOUNT

2018

2019

2020

2021

2022

2023

2024

2025

3/28/25 3/28/25 3/31/25 $0.22311
6/27/25 6/27/25 6/30/25 $0.23715
9/29/25 9/29/25 9/30/25
12/30/25 12/30/25 12/31/25

There is no guarantee that distributions will be made.

The Fund is not a money market fund.

The Fund’s return may not match or achieve a high degree of correlation with the return of the underlying Index. To the extent the Fund utilizes a sampling approach, it may experience tracking error to a greater extent than if the Fund had sought to replicate the Index. The use of derivative instruments, such as options contracts, can lead to losses because of adverse movements in the price or value of the underlying asset, index or rate, which may be magnified by certain features of the derivatives. Investing in options, including LEAP and/or FLEX Options, and other instruments with option-type elements may increase the volatility and/or transaction expenses of the Fund. An option may expire without value, resulting in a loss of the Fund’s initial investment and may be less liquid and more volatile than an investment in the underlying securities. Investments in debt securities typically decrease in value when interest rates rise. This risk is usually greater for longer-term debt securities. The Fund is non-diversified, meaning it may concentrate its assets in fewer individual holdings than a diversified fund.

Investing involves risk, including the possible loss of principal. Shares of any ETF are bought and sold at market price (not NAV), may trade at a discount or premium to NAV and are not individually redeemed from the Fund.

The S-Network BlackSwan Core Index (Ticker: SWANXT) holds U.S. Treasury securities and SPY LEAP and/or FLEX Options. On each rebalancing date, the Index targets 90% of its index market capitalization in U.S. Treasury securities and 10% targets of its index market capitalization in SPY LEAP and/or FLEX Options. The weighting of U.S. Treasury securities is determined by the option reconstitution schedule. The S-Network BlackSwan Core Index is a trademark of the Index Provider and has been licensed for use for certain purposes by the Adviser. The Index Provider is not affiliated with the Trust, the Adviser, either Sub-Adviser or the Distributor. The Fund is entitled to use the Index pursuant to a sub-licensing agreement with the Adviser. It is not possible to directly invest in an index.

An “in-the-money” call option contract is an option contract with a strike price that is below the current price of the underlying reference asset.

The Standard & Poor’s 500 Index – S&P 500 is a market-capitalization-weighted index of the 500 largest U.S. publicly traded companies by market value.

Amplify Investments LLC is the Investment Adviser to the Fund, and Cerity Partners LLC and Toroso Investments, LLC serve as the Investment Sub-Advisers.

Amplify ETFs are distributed by Foreside Fund Services, LLC.

3333 Warrenville Road
Suite 350
Lisle, IL 60532
P: 855-267-3837
E: info@amplifyetfs.com

Media Inquiries:
Gregory FCA
amplifyetfs@gregoryfca.com

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Carefully consider the Fund’s investment objectives, risks, charges, and expenses before investing. This and other information can be found in the Fund’s statutory and summary prospectuses, which may be obtained at AmplifyETFs.com. Read the prospectus carefully before investing.

Investing involves risk, including the possible loss of principal. Shares of any ETF are bought and sold at market price (not NAV), may trade at a discount or premium to NAV and are not individually redeemed from the Fund. Brokerage commissions will reduce returns.
Amplify ETFs are distributed by Foreside Fund Services, LLC.

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