SWAN — Amplify BlackSwan Growth & Treasury Core ETF
Data updated: 2026-05-27
SWAN — Amplify BlackSwan Growth & Treasury Core ETF data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Intermediate Treasury / Sovereign Bond · $355.17M AUM · 0.49% expense ratio · 11.2% 1-yr return. From SEC regulatory filings.
SWAN Fund Overview
SWAN — Amplify BlackSwan Growth & Treasury Core ETF is a US mutual fund managed by Amplify ETF Trust, categorised as Intermediate Treasury / Sovereign Bond. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Amplify ETF Trust
- Category: Intermediate Treasury / Sovereign Bond
- Assets under management: $355.17M
- 1-year return: 11.2%
- Ticker: SWAN
- SEC CIK: 0001633061
- SEC series ID: S000063059
- Share class ID: C000204543
SWAN Holdings
Top 10 holdings of Amplify BlackSwan Growth & Treasury Core ETF by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| US Treasury N/b | 9.00% |
| US Treasury N/b | 8.99% |
| US Treasury N/b | 8.97% |
| US Treasury N/b | 8.97% |
| US Treasury N/b | 8.92% |
| US Treasury N/b | 8.90% |
| US Treasury N/b | 8.88% |
| US Treasury N/b | 8.88% |
| US Treasury N/b | 8.87% |
| US Treasury N/b | 8.87% |
SWAN Portfolio Allocation
Asset-class allocation of Amplify BlackSwan Growth & Treasury Core ETF by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Fixed Income | 89.2% |
| Derivatives | 9.4% |
| Cash & Equivalents | 0.2% |
SWAN Performance
Total returns for SWAN (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | -3.7% |
| 1 year | 11.2% |
| 3 years (annualised) | 9.8% |
| 5 years (annualised) | 2.7% |
SWAN Risk Information
Risk metrics for SWAN, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 8.3%
SWAN Costs and Fees
SWAN costs about $49 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.49%
- Gross expense ratio: 0.49%
- Portfolio turnover: 43%
- Brokerage commissions: 0.28 bps of average net assets (SEC N-CEN)
SWAN Cashflows
Over the 12 months to 2026-03, Amplify BlackSwan Growth & Treasury Core ETF had net inflows of $93.11M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | $0 |
| 2026-02 | −$1.63M |
| 2026-01 | $976.70K |
| 2025-12 | −$979.18K |
| 2025-11 | −$942.55K |
| 2025-10 | $105.67M |
SWAN Debt Constituents
Largest debt holdings of Amplify BlackSwan Growth & Treasury Core ETF by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| US Treasury N/b | 9.00% |
| US Treasury N/b | 8.99% |
| US Treasury N/b | 8.97% |
| US Treasury N/b | 8.97% |
| US Treasury N/b | 8.92% |
| US Treasury N/b | 8.90% |
| US Treasury N/b | 8.88% |
| US Treasury N/b | 8.88% |
| US Treasury N/b | 8.87% |
| US Treasury N/b | 8.87% |
SWAN Prospectus and SEC Filings
Official Amplify BlackSwan Growth & Treasury Core ETF filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Intermediate Treasury / Sovereign Bond funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.