SWAN Amplify BlackSwan Gr & Trsry Cor ETF
S-Network BlackSwan Core TR USD

NAV as of 20-May-2022

27.7979

4 Week: 27.65 - 29.32

52 Week: 27.65 - 36.49

Latest Closing Price

27.74

Premium / Discount

-0.35

Expense Ratio

0.49%

Investment Objective

The investment seeks results that generally correspond (before fees and expenses) to the price and yield of the S-Network BlackSwan Core Total Return Index (the "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 SPDR S&P 500 ETF Trust ("SPY"). The index is a rules-based, quantitative index that seeks to provide capital protection against the unpredictable, rare and highly disruptive events that have come to be referred to as "Black Swans."

Main Fund Characteristics

Fund Manager:
Amplify ETFs
Asset Under Management:
472,514,459
Launch Date:
04/11/2018
Asset Class:
Alternative
Replication Method:
Physical-Full
Number of Holdings:
9
Trading Currency:
USD
Style:
Region/Sector/Strategy:
N.A / N.A / N.A
Exchange:
NYSE

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD-19.690.88-22.36
1 Day0.330.000.00
1 Week-0.891.18-0.75
1 Month-7.415.15-1.44
3 Months-12.197.52-1.62
6 Months-23.5610.27-2.29
1 Year-16.4111.60-1.41
2 Years-7.1615.22-0.47
3 Years5.2425.530.21
5 Years0.000.000.00
10 Years0.000.000.00

Price History

-

Annual Performance Return

2012201320142015201620172018201920202021
Price (%) 0.00000.00000.00000.00000.00000.00000.000022.250216.621510.3430
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.00000.00000.00000.00000.00006.00007.000052.0000

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: 472,514,459

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1United States Treasury Bonds 2%20.2700121,865,500095,778,666
2United States Treasury Notes 0.625%19.286795,767,500091,132,502

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant5.15
Large3.50
Medium1.66
Small0.02
Micro0.00

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

20.9200

Price/Book*

4.0106

Price/Sales*

2.7465

Price/Cash Flow*

14.4620

Dividend Yield*

1.4788

Growth Measures

Long-Term Earnings

14.2818

Historical Earnings

5.0576

Sales Growth

2.8471

Cash-Flow Growth

6.2853

Book-Value Growth

4.8014

*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*88.82

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 Years19.97
3 to 5 Years18.80
5 to 7 Years18.42
7 to 10 Years17.84
10 to 15 Years0.00
15 to 20 Years0.00
20 to 30 Years20.27
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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