Amplify BlackSwan Growth & Treasury Core ETFAmplify BlackSwan Growth & Treasury Core ETFAmplify BlackSwan Growth & Treasury Core ETF

Amplify BlackSwan Growth & Treasury Core ETF

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Key stats


Assets under management (AUM)
‪270.72 M‬USD
Fund flows (1Y)
‪40.70 M‬USD
Dividend yield (indicated)
2.43%
Discount/Premium to NAV
1.1%

About Amplify BlackSwan Growth & Treasury Core ETF


Issuer
Amplify Holding Co. LLC
Brand
Amplify
Expense ratio
0.49%
Inception date
Nov 6, 2018
Index tracked
S-Network BlackSwan Core Index
Management style
Passive
SWAN aims to provide muted equity exposure while mitigating downside risk. The fund gets its equity exposure via long-dated options (LEAPS) on SPY, the mega-ETF tracking the S&P 500. The options specifically target 70% participation in either direction (up or down) over the market cycle. They roll in June and December. The Treasury portion provides additional downside protection, assuming that safe-haven Treasurys will rise if equity markets tank. The Treasurys a mix of maturities aiming to reflect 10-years on aggregate provide their own risk and return (duration and yield). SWANs asset ratio is fixed at 90% Treasurys and 10% options at each semi-annual index reset. However, the indexs equity notional exposure aligns with the total index market cap, so each dollar invested aims for dollars worth of notional equity exposure (at 70% participation) plus 90 cents of 10-year Treasurys.

Classification


Asset Class
Asset allocation
Category
Asset allocation
Focus
Target outcome
Niche
Capital appreciation
Strategy
Fixed asset allocation
Weighting scheme
Fixed
Selection criteria
Fixed

Returns


1 month3 monthsYear to date1 year3 years5 years
Price performance
NAV total return

What's in the fund


As of November 7, 2024
Exposure type
Bonds, Cash & Other
Government
Rights & Warrants
Bonds, Cash & Other100.00%
Government78.45%
Rights & Warrants20.47%
Cash1.01%
Mutual fund0.07%
Top 10 holdings

Dividends


Dividend payout history

Assets under management (AUM)



Fund Flows