Amplify BlackSwan Growth & Treasury Core ETF (SWAN) is an exchange-traded fund in the Equity Hedged category. It has $158.45M in assets, an expense ratio of 0.49% and a 3.20% dividend yield. 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."