ISWN Amplify BlackSwan ISWN ETF
S-Network BlackSwan Intl TR USD

NAV as of 20-May-2022

20.8355

4 Week: 20.39 - 21.19

52 Week: 20.39 - 26.22

Latest Closing Price

20.83

Premium / Discount

-0.28

Expense Ratio

0.49%

Investment Objective

The investment seeks investment results that generally correspond (before fees and expenses) to the price and yield of the S-Network International BlackSwan Index. The fund will invest at least 80% of its net assets in the securities that comprise the index, which will primarily include U.S. Treasury securities and long-dated call options ("LEAP Options") on the iShares MSCI EAFE ETF ("EFA"). The index seeks to provide returns by allocating approximately 10% of its index market capitalization to a portfolio of LEAP Options on EFA and approximately 90% of its index market capitalization in a portfolio of U.S. Treasury securities. The fund is non-diversified.

Main Fund Characteristics

Fund Manager:
Amplify ETFs
Asset Under Management:
43,712,727
Launch Date:
24/01/2021
Asset Class:
Alternative
Replication Method:
Physical-Full
Number of Holdings:
9
Trading Currency:
USD
Style:
Large Blend
Region/Sector/Strategy:
N.A / N.A / N.A
Exchange:
NYSE

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD-16.500.66-25.02
1 Day0.580.000.00
1 Week1.050.851.23
1 Month-2.732.85-0.96
3 Months-11.585.51-2.10
6 Months-18.136.86-2.64
1 Year-17.078.77-1.95
2 Years0.000.000.00
3 Years0.000.000.00
5 Years0.000.000.00
10 Years0.000.000.00

Price History

-

Annual Performance Return

2012201320142015201620172018201920202021
Price (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
N.A

Portfolio Data

Total Number of Holdings: 9

Number of Bond Holdings: 6

Number of Equity Holdings: 1

Total Market Value: 43,712,727

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1United States Treasury Bonds 2%21.257311,823,00009,292,139
2United States Treasury Notes 0.625%19.60999,008,00008,572,027

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant1.86
Large1.53
Medium0.42
Small0.00
Micro0.00

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

12.9407

Price/Book*

1.5376

Price/Sales*

1.2644

Price/Cash Flow*

7.1663

Dividend Yield*

3.0692

Growth Measures

Long-Term Earnings

10.4577

Historical Earnings

16.0645

Sales Growth

2.3051

Cash-Flow Growth

13.0424

Book-Value Growth

5.2847

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

6

Bond Statitics

DetailValue
Average Effective Duration0
Average Effective Maturity (Years)*0
Average Credit Quality0
Average Weighted Coupon*1.28
Average Weighted Price*88.74

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
N.A

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
1 to 3 Years20.29
3 to 5 Years19.07
5 to 7 Years18.65
7 to 10 Years18.22
10 to 15 Years0.00
15 to 20 Years0.00
20 to 30 Years21.26
Over 30 Years0.00
1 to 7 Days0.00
8 to 30 Days0.00
31 to 90 Days0.00
91 to 182 Days0.00
183 to 364 Days0.00

Data Source: Morningstar

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