SWAN Amplify BlackSwan Growth & Treasury Core ETF
Quote as of Aug 26, 2026 18:08 UTC · Market data delayed approximately 15–20 minutes unless otherwise indicated.
| Previous Close | 33.49 | Day Range | 33.36 – 33.44 |
| 52-Week Range | 30.45 – 34.21 | Volume | 11.27K |
| Avg Volume | 77.70K | AUM | $158.8M (Aug 26, 2026) |
| Expense Ratio | 0.49% | Yield (TTM) | 3.17% |
| NAV | 33.29 | Premium/Discount | +0.44% indicative |
| Inception | Nov 05, 2018 | Holdings | 12 |
| Issuer | Amplify | Exchange | AMEX |
| Category | Treasury Bonds | Index Tracked | S&P 500 |
| CUSIP | 032108888 | ISIN | US0321088884 |
| Management | Not stated in source data | ||
About this ETF
The Amplify BlackSwan Growth & Treasury Core ETF (SWAN) is structured to replicate the investment outcomes of the S-Network BlackSwan Core Index. This underlying index pursues a dual objective: capturing the full upside potential of the S&P 500, concurrently mitigating the risk of significant market declines. To achieve this, the ETF primarily allocates approximately 90% of its assets to U.S. Treasury securities, with the remaining 10% invested in in-the-money call options on the SPY ETF.
Description from the fund data provider · profile as of Aug 26, 2026.
Price Chart
Daily closing prices (price return, not total return). Comparison lines are normalized to percent change from the range start. Source: Financial Modeling Prep.
Performance
| 1M | 3M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | Incep.* | |
|---|---|---|---|---|---|---|---|---|---|
| Price return | +2.76% | -0.59% | +2.04% | +3.14% | +7.07% | +10.28% | -1.18% | — | +3.79% |
| Total return | +2.76% | +0.45% | +3.94% | +5.05% | +10.64% | +13.62% | +2.29% | — | +6.89% |
* Annualized. Total return uses the dividend-adjusted price series (distributions reinvested); price return uses unadjusted closes. Performance through Aug 25, 2026. Past performance does not guarantee future results.
Fees
| Net expense ratio | 0.49% | Annual cost of a $10,000 investment | $49.00 |
Illustrative calculation only: expense ratio × $10,000. It excludes trading costs, bid/ask spreads, taxes and changes in investment value. Gross vs. net expense details and any fee waivers are in the prospectus.
Holdings
Holdings as of Aug 22, 2026 — portfolio reporting date from the data provider; holdings are not live positions. 14 rows in database.
| # | Holding | Ticker | Weight | Shares | Market Value |
|---|---|---|---|---|---|
| 1 | United States Treasury Note/Bond 1.375%… | 91282CDJ7 | 8.68% | 16.08M | $13.8M |
| 2 | United States Treasury Note/Bond 2.875%… | 91282CEP2 | 8.64% | 14.94M | $13.7M |
| 3 | United States Treasury Note/Bond 3.375%… | 91282CHC8 | 8.61% | 14.68M | $13.7M |
| 4 | United States Treasury Note/Bond 4.125%… | 91282CFV8 | 8.61% | 13.97M | $13.7M |
| 5 | United States Treasury Note/Bond 4% 11/15/2035 | 91282CPJ4 | 8.61% | 14.43M | $13.7M |
| 6 | United States Treasury Note/Bond 4.375%… | 91282CQQ7 | 8.60% | 14.04M | $13.7M |
| 7 | United States Treasury Note/Bond 4.5% 11/15/2033 | 91282CJJ1 | 8.59% | 13.72M | $13.6M |
| 8 | United States Treasury Note/Bond 4.375%… | 91282CKQ3 | 8.58% | 13.86M | $13.6M |
| 9 | United States Treasury Note/Bond 4.25%… | 91282CLW9 | 8.57% | 14.01M | $13.6M |
| 10 | United States Treasury Note/Bond 4.25%… | 91282CNC1 | 8.57% | 14.05M | $13.6M |
| 11 | SPY 12/18/2026 645.01 C | — | 7.20% | 876 | $11.4M |
| 12 | SPY 06/17/2027 720.01 C | — | 5.49% | 958 | $8.7M |
| 13 | Cash & Other | — | 0.90% | 1.43M | $1.4M |
| 14 | Invesco Government & Agency Portfolio 12/31/2031 | AGPXX | 0.36% | 567.95K | $567.9K |
Click a ticker to see every ETF that owns it.
Sector Exposure
Geographic Exposure
Country weights as reported by the data provider. Developed/emerging/frontier labels follow the classification on the Methodology page. Currency hedged: No hedging indicated in the fund name.
Distributions
| Yield (TTM) | 3.17% | Paid (last 12 months) | $1.0630 |
| Frequency | Quarterly | SEC yield | Not provided by our data source — see the issuer page |
| Last ex-date | Jun 29, 2026 | Last payment | $0.3544 (Jun 30, 2026) |
| Growth 1Y | +29.33% | Growth 3Y / 5Y (ann.) | +12.12% / +18.14% |
| Ex-date | Record | Pay date | Amount |
|---|---|---|---|
| Jun 29, 2026 | Jun 29, 2026 | Jun 30, 2026 | $0.3544 |
| Mar 30, 2026 | Mar 30, 2026 | Mar 31, 2026 | $0.2403 |
| Dec 30, 2025 | Dec 30, 2025 | Dec 31, 2025 | $0.2352 |
| Sep 29, 2025 | Sep 29, 2025 | Sep 30, 2025 | $0.2331 |
| Jun 27, 2025 | Jun 27, 2025 | Jun 30, 2025 | $0.2372 |
| Mar 28, 2025 | Mar 28, 2025 | Mar 31, 2025 | $0.2231 |
| Dec 30, 2024 | Dec 30, 2024 | Dec 31, 2024 | $0.2153 |
| Sep 27, 2024 | Sep 27, 2024 | Sep 30, 2024 | $0.1464 |
| Jun 27, 2024 | Jun 27, 2024 | Jun 28, 2024 | $0.1935 |
| Mar 26, 2024 | Mar 27, 2024 | Mar 28, 2024 | $0.1913 |
| Dec 27, 2023 | Dec 28, 2023 | Dec 29, 2023 | $0.2084 |
| Sep 27, 2023 | Sep 28, 2023 | Sep 29, 2023 | $0.1894 |
Trailing distribution yield = last 12 months of cash ÷ current price. It is NOT the SEC 30-day yield and distributions are not guaranteed to continue. The difference explained →
Risk Statistics
| Volatility 1Y / 3Y | 10.26% / 11.02% | Sharpe 1Y / 3Y | 0.735 / 0.97 |
| Max drawdown 1Y / 3Y | -7.04% / -10.20% | Sortino 1Y | 1.07 |
| Beta vs S&P 500 (3Y) | 0.573 | Correlation vs S&P 500 (1Y) | 0.904 |
| Downside deviation 1Y | 7.06% | Risk-free rate used | 3.72% (3M T-bill, FRED) |
Computed by ETF Explorer from daily dividend-adjusted closes; volatility and drawdown are annualized/period figures; S&P 500 exposure proxied by SPY. As of Aug 26, 2026. Formulas →
Liquidity
| Volume today | 11.27K | Average volume | 77.70K |
| AUM | $158.8M | Premium/Discount | +0.44% |
| Bid/Ask spread | Not provided by our data source. Check your broker's quote screen; spreads are widest at the open and close. | ||
Premium/discount compares the delayed market price with the last reported NAV — an indicative figure, not the official closing premium/discount. How ETF liquidity works →
Fund Flows (estimated)
| Period | Est. net flow | % of starting AUM | AUM start → end |
|---|---|---|---|
| 1 Day | -$101.9K | -0.06% | $158.9M → $158.8M |
| 1 Week | -$1.1M | -0.67% | $160.4M → $158.8M |
ETF Explorer estimate: change in reported AUM minus the market-move effect, from our own daily snapshots. Not official issuer creation/redemption data.
Official Fund Resources
External links open the issuer's site or SEC EDGAR in a new tab. The prospectus and official documents are always the authoritative source — review them before investing.
Latest News for SWAN
No articles mention this fund directly in the last 7 days — showing general ETF coverage.
Guided help: AUM is fund size. The expense ratio is the yearly cost baked into returns. NAV is the value of what the fund owns per share; the market price can sit slightly above (premium) or below (discount) it. Total return assumes distributions were reinvested. Every dataset shows its own as-of date because holdings, assets and quotes update on different schedules.