UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS
OF REGISTERED MANAGEMENT INVESTMENT COMPANY
Amplify
ETF Trust
(Exact name of registrant as specified in charter)
310 South
Hale Street
Wheaton, IL 60187
(Address of principal executive offices)
(Zip code)
Christian
Magoon
Amplify ETF
Trust
310 South
Hale Street
Wheaton, IL 60187
(Name and address of agent for service)
With copies to:
Morrison C. Warren, Esq.
Chapman and Cutler LLP
111 West Monroe Street
Chicago, IL 60603
(855) 267-3837
Registrant's telephone number, including
area code:
Date of fiscal year end: October
31
Date of reporting period: January
31, 2020
Item 1. Schedule of Investments.
Amplify High Income ETF
Schedule of Investments
January 31, 2020 (Unaudited)
|
Description
|
|
Shares
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
INVESTMENT COMPANIES - 99.7%
|
|
|
|
|
|
|
|
|
|
Equity - 13.9%
|
|
|
|
|
|
|
|
|
|
Aberdeen Total Dynamic Dividend Fund
|
|
|
1,169,523
|
|
|
$
|
10,245,021
|
|
|
Adams Natural Resources Fund, Inc.
|
|
|
239,235
|
|
|
|
3,564,602
|
|
|
Liberty All-Star Equity Fund (a)
|
|
|
1,554,144
|
|
|
|
10,350,599
|
|
|
The Gabelli Dividend & Income Trust
|
|
|
480,397
|
|
|
|
10,314,124
|
|
|
|
|
|
|
|
|
|
34,474,346
|
|
|
Fixed Income - 85.8%
|
|
|
|
|
|
|
|
|
|
AllianceBernstein Global High Income Fund, Inc.
|
|
|
404,546
|
|
|
|
4,996,143
|
|
|
BlackRock Corporate High Yield Fund, Inc. (a)
|
|
|
716,049
|
|
|
|
8,084,193
|
|
|
BlackRock Credit Allocation Income Trust
|
|
|
239,426
|
|
|
|
3,442,946
|
|
|
BlackRock Debt Strategies Fund, Inc.
|
|
|
485,468
|
|
|
|
5,514,917
|
|
|
BlackRock Floating Rate Income Strategies Fund, Inc.
|
|
|
566,170
|
|
|
|
7,626,310
|
|
|
BlackRock Limited Duration Income Trust
|
|
|
272,141
|
|
|
|
4,457,670
|
|
|
Blackstone / GSO Strategic Credit Fund
|
|
|
737,038
|
|
|
|
10,804,977
|
|
|
DoubleLine Income Solutions Fund
|
|
|
332,196
|
|
|
|
6,776,798
|
|
|
Eaton Vance Floating-Rate Income Trust
|
|
|
430,345
|
|
|
|
6,016,223
|
|
|
Eaton Vance Limited Duration Income Fund
|
|
|
795,418
|
|
|
|
10,555,197
|
|
|
Eaton Vance Senior Floating-Rate Trust
|
|
|
754,350
|
|
|
|
10,327,052
|
|
|
First Trust High Income Long/Short Fund
|
|
|
178,996
|
|
|
|
2,801,287
|
|
|
Invesco Dynamic Credit Opportunities Fund
|
|
|
941,735
|
|
|
|
10,745,196
|
|
|
Invesco Senior Income Trust
|
|
|
2,304,360
|
|
|
|
9,839,617
|
|
|
NexPoint Strategic Opportunities Fund
|
|
|
587,392
|
|
|
|
10,050,277
|
|
|
Nuveen Credit Strategies Income Fund
|
|
|
1,385,125
|
|
|
|
10,416,140
|
|
|
Nuveen Floating Rate Income Fund
|
|
|
1,054,934
|
|
|
|
10,760,327
|
|
|
PGIM Global High Yield Fund, Inc.
|
|
|
705,665
|
|
|
|
10,584,975
|
|
|
PGIM High Yield Bond Fund, Inc.
|
|
|
691,645
|
|
|
|
10,561,419
|
|
|
PIMCO Energy & Tactical Credit Opportunities Fund
|
|
|
549,807
|
|
|
|
8,741,931
|
|
|
Templeton Global Income Fund
|
|
|
1,743,545
|
|
|
|
10,565,883
|
|
|
Voya Prime Rate Trust
|
|
|
453,157
|
|
|
|
2,324,695
|
|
|
Wells Fargo Income Opportunities Fund
|
|
|
1,024,830
|
|
|
|
8,547,082
|
|
|
Western Asset Emerging Markets Debt Fund, Inc. (a)
|
|
|
738,080
|
|
|
|
10,702,160
|
|
|
Western Asset High Income Fund II, Inc.
|
|
|
1,054,575
|
|
|
|
7,202,747
|
|
|
Western Asset High Income Opportunity Fund, Inc.
|
|
|
2,088,769
|
|
|
|
10,610,947
|
|
|
|
|
|
|
|
|
|
213,057,109
|
|
|
Total Investment Companies (Cost $246,509,685)
|
|
|
|
|
|
|
247,531,455
|
|
|
|
|
|
|
|
|
|
|
|
|
MONEY MARKET FUNDS - 0.1%
|
|
|
|
|
|
|
|
|
|
STIT-Government & Agency Portfolio - Institutional Class - 1.48% (b)
|
|
|
348,967
|
|
|
|
348,967
|
|
|
Total Money Market Funds (Cost $348,967)
|
|
|
|
|
|
|
348,967
|
|
|
|
|
|
|
|
|
|
|
|
|
INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING - 2.1%
|
|
|
|
|
|
|
|
|
|
Mount Vernon Liquid Assets Portfolio, LLC - 1.77% (b)
|
|
|
5,258,940
|
|
|
|
5,258,940
|
|
|
Total Investments Purchased with Proceeds from Securities Lending
(Cost $5,258,940)
|
|
|
|
|
|
|
5,258,940
|
|
|
Total Investments - 101.9%
|
|
|
|
|
|
|
|
|
|
(Cost $252,117,592)
|
|
|
|
|
|
$
|
253,139,362
|
|
Percentages are based on Net Assets of $248,491,330.
|
|
(a)
|
All or a portion of this security is out on loan as of
January 31, 2020. Total value of securities out on loan is $5,005,166 or 2.0% of net assets.
|
|
|
(b)
|
Seven-day yield as of January 31, 2020.
|
Amplify Online Retail ETF
Schedule of Investments
January 31, 2020 (Unaudited)
|
Description
|
|
Shares
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
COMMON STOCKS - 99.7%
|
|
|
|
|
|
|
|
|
|
Marketplace - 32.9%
|
|
|
|
|
|
|
|
|
|
Alibaba Group Holding Ltd. - ADR (a)
|
|
|
16,239
|
|
|
$
|
3,354,815
|
|
|
Copart, Inc. (a)
|
|
|
74,387
|
|
|
|
7,547,305
|
|
|
Delivery Hero SE (a) (b)
|
|
|
63,027
|
|
|
|
4,866,459
|
|
|
Etsy, Inc. (a)
|
|
|
142,943
|
|
|
|
6,977,048
|
|
|
GrubHub, Inc. (a)
|
|
|
168,577
|
|
|
|
9,128,445
|
|
|
IAC/InterActiveCorp (a)
|
|
|
28,650
|
|
|
|
6,978,853
|
|
|
Just Eat PLC (a)
|
|
|
321,612
|
|
|
|
3,656,564
|
|
|
Lyft, Inc. - Class A (a) (c)
|
|
|
141,934
|
|
|
|
6,739,026
|
|
|
MercadoLibre, Inc. (a)
|
|
|
6,196
|
|
|
|
4,107,948
|
|
|
PayPal Holdings, Inc. (a)
|
|
|
60,501
|
|
|
|
6,890,459
|
|
|
Rakuten, Inc. (a)
|
|
|
312,100
|
|
|
|
2,465,577
|
|
|
Shopify, Inc. - Class A (a)
|
|
|
10,139
|
|
|
|
4,721,327
|
|
|
The RealReal, Inc. (a) (c)
|
|
|
339,771
|
|
|
|
4,916,486
|
|
|
Uber Technologies, Inc. (a)
|
|
|
226,119
|
|
|
|
8,205,859
|
|
|
|
|
|
|
|
|
|
80,556,171
|
|
|
Traditional Retail - 58.5%
|
|
|
|
|
|
|
|
|
|
1-800-Flowers.com, Inc. - Class A (a)
|
|
|
463,640
|
|
|
|
7,042,692
|
|
|
Amazon.com, Inc. (a)
|
|
|
3,392
|
|
|
|
6,813,578
|
|
|
Carvana Co. (a) (c)
|
|
|
77,037
|
|
|
|
6,105,182
|
|
|
Chegg, Inc. (a)
|
|
|
176,982
|
|
|
|
7,296,968
|
|
|
Chewy, Inc. - Class A (a)
|
|
|
257,707
|
|
|
|
6,831,813
|
|
|
Cimpress PLC (a)
|
|
|
22,242
|
|
|
|
2,660,810
|
|
|
eBay, Inc.
|
|
|
172,096
|
|
|
|
5,775,542
|
|
|
Farfetch Ltd. - Class A (a) (c)
|
|
|
336,115
|
|
|
|
4,100,603
|
|
|
iQIYI, Inc. - ADR (a)
|
|
|
171,354
|
|
|
|
3,810,913
|
|
|
JD.com, Inc. - ADR (a)
|
|
|
91,002
|
|
|
|
3,429,865
|
|
|
Jumia Technologies AG - ADR (a) (c)
|
|
|
481,852
|
|
|
|
2,891,112
|
|
|
Lands’ End, Inc. (a) (c)
|
|
|
550,584
|
|
|
|
6,414,304
|
|
|
Netflix, Inc. (a)
|
|
|
21,104
|
|
|
|
7,282,779
|
|
|
Ocado Group PLC (a)
|
|
|
174,471
|
|
|
|
2,818,805
|
|
|
Overstock.com, Inc. (a) (c)
|
|
|
608,943
|
|
|
|
4,944,617
|
|
|
Peloton Interactive, Inc. - Class A (a) (c)
|
|
|
264,624
|
|
|
|
8,563,233
|
|
|
PetMed Express, Inc. (c)
|
|
|
259,804
|
|
|
|
6,549,659
|
|
|
Pinduoduo, Inc. - Class A - ADR (a)
|
|
|
68,799
|
|
|
|
2,423,101
|
|
|
Qurate Retail, Inc. - Class A (a)
|
|
|
649,565
|
|
|
|
5,540,789
|
|
|
Revolve Group, Inc. (a) (c)
|
|
|
309,877
|
|
|
|
5,512,712
|
|
|
Shutterstock, Inc. (a)
|
|
|
144,017
|
|
|
|
6,240,257
|
|
|
Spotify Technology SA (a)
|
|
|
20,141
|
|
|
|
2,845,923
|
|
|
Stamps.com, Inc. (a)
|
|
|
72,768
|
|
|
|
5,420,488
|
|
|
Stitch Fix, Inc. - Class A (a) (c)
|
|
|
267,788
|
|
|
|
6,132,345
|
|
|
Vipshop Holdings Ltd. - ADR (a)
|
|
|
255,506
|
|
|
|
3,252,591
|
|
|
Wayfair, Inc. - Class A (a) (c)
|
|
|
72,736
|
|
|
|
6,815,363
|
|
|
Zalando SE (a) (b)
|
|
|
70,132
|
|
|
|
3,377,991
|
|
|
ZOZO, Inc.
|
|
|
127,300
|
|
|
|
2,141,737
|
|
|
|
|
|
|
|
|
|
143,035,772
|
|
|
Travel - 8.3%
|
|
|
|
|
|
|
|
|
|
Booking Holdings, Inc. (a)
|
|
|
3,027
|
|
|
|
5,541,075
|
|
|
Expedia Group, Inc.
|
|
|
45,134
|
|
|
|
4,894,782
|
|
|
MakeMyTrip Ltd. (a)
|
|
|
106,853
|
|
|
|
2,457,619
|
|
|
Trip.com Group Ltd. - ADR (a)
|
|
|
85,331
|
|
|
|
2,741,685
|
|
|
TripAdvisor, Inc.
|
|
|
167,953
|
|
|
|
4,588,476
|
|
|
|
|
|
|
|
|
|
20,223,637
|
|
|
Total Common Stocks (Cost $245,112,987)
|
|
|
|
|
|
|
243,815,580
|
|
|
|
|
|
|
|
|
|
|
|
|
MONEY MARKET FUNDS - 0.2%
|
|
|
|
|
|
|
|
|
|
STIT-Government & Agency Portfolio - Institutional Class - 1.48% (d)
|
|
|
516,211
|
|
|
|
516,211
|
|
|
Total Money Market Funds (Cost $516,211)
|
|
|
|
|
|
|
516,211
|
|
|
|
|
|
|
|
|
|
|
|
|
INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING - 20.5%
|
|
|
|
|
|
|
|
|
|
Mount Vernon Liquid Assets Portfolio, LLC - 1.77% (d)
|
|
|
50,219,581
|
|
|
|
50,219,581
|
|
|
Total Investments Purchased with Proceeds from Securities Lending
(Cost $50,219,581)
|
|
|
|
|
|
|
50,219,581
|
|
|
Total Investments - 120.4%
|
|
|
|
|
|
|
|
|
|
(Cost $295,848,779)
|
|
|
|
|
|
$
|
294,551,372
|
|
Percentages are based on Net Assets of $244,595,777.
|
|
ADR -
|
American Depositary Receipt
|
|
|
(a)
|
Non-income producing security.
|
|
|
(b)
|
Security exempt from registration under Rule 144(a) and
Regulation S of the Securities Act of 1933. Such securities are treated as liquid securities, according to the Fund’s liquidity
guidelines. At January 31, 2020 the value of these securities amounted to $8,244,450 or 3.4% of net assets.
|
|
|
(c)
|
All or a portion of this security is out on loan as of
January 31, 2020. Total value of securities out on $47,738,977 or 19.5% of net assets.
|
|
|
(d)
|
Seven-day yield as of January 31, 2020.
|
For Fund compliance purposes, the Fund’s industry
classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes
or ratings group indexes, and/or they may be defined by Fund management. This definition may not apply for purposes of this report,
which may combine sub-classifications for reporting ease. Industries are shown as a percentage of net assets.
Amplify CWP Enhanced Dividend Income
ETF
Schedule of Investments
January 31, 2020 (Unaudited)
|
Description
|
|
Shares
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
COMMON STOCKS - 91.7%
|
|
|
|
|
|
|
|
|
|
Communication Services - 8.2%
|
|
|
|
|
|
|
|
|
|
The Walt Disney Co.
|
|
|
10,735
|
|
|
$
|
1,484,758
|
|
|
Verizon Communications, Inc.
|
|
|
14,507
|
|
|
|
862,296
|
|
|
|
|
|
|
|
|
|
2,347,054
|
|
|
Consumer Discretionary - 11.9%
|
|
|
|
|
|
|
|
|
|
McDonald’s Corp.
|
|
|
4,645
|
|
|
|
993,891
|
|
|
NIKE, Inc. - Class B (a)
|
|
|
9,565
|
|
|
|
921,109
|
|
|
The Home Depot, Inc. (a)
|
|
|
6,460
|
|
|
|
1,473,526
|
|
|
|
|
|
|
|
|
|
3,388,526
|
|
|
Consumer Staples - 16.9%
|
|
|
|
|
|
|
|
|
|
Mondelez International, Inc.
|
|
|
16,076
|
|
|
|
922,441
|
|
|
PepsiCo, Inc.
|
|
|
6,660
|
|
|
|
945,853
|
|
|
The Procter & Gamble Co. (b)
|
|
|
6,940
|
|
|
|
864,863
|
|
|
Walgreens Boots Alliance, Inc. (a)
|
|
|
13,424
|
|
|
|
682,610
|
|
|
Walmart, Inc. (a) (b)
|
|
|
12,284
|
|
|
|
1,406,395
|
|
|
|
|
|
|
|
|
|
4,822,162
|
|
|
Energy - 6.9%
|
|
|
|
|
|
|
|
|
|
Chevron Corp. (a)
|
|
|
11,590
|
|
|
|
1,241,752
|
|
|
Schlumberger Ltd. (a)
|
|
|
21,570
|
|
|
|
722,811
|
|
|
|
|
|
|
|
|
|
1,964,563
|
|
|
Financials - 11.2%
|
|
|
|
|
|
|
|
|
|
American Express Co.
|
|
|
6,924
|
|
|
|
899,220
|
|
|
JPMorgan Chase & Co. (a)
|
|
|
9,880
|
|
|
|
1,307,717
|
|
|
The Goldman Sachs Group, Inc.
|
|
|
4,106
|
|
|
|
976,201
|
|
|
|
|
|
|
|
|
|
3,183,138
|
|
|
Health Care - 15.1%
|
|
|
|
|
|
|
|
|
|
Abbott Laboratories (a)
|
|
|
10,423
|
|
|
|
908,260
|
|
|
Johnson & Johnson
|
|
|
6,314
|
|
|
|
939,965
|
|
|
Merck & Co., Inc.
|
|
|
16,497
|
|
|
|
1,409,504
|
|
|
UnitedHealth Group, Inc.
|
|
|
3,810
|
|
|
|
1,038,035
|
|
|
|
|
|
|
|
|
|
4,295,764
|
|
|
Industrials - 7.5%
|
|
|
|
|
|
|
|
|
|
The Boeing Co.
|
|
|
3,940
|
|
|
|
1,253,984
|
|
|
United Technologies Corp.
|
|
|
5,930
|
|
|
|
890,686
|
|
|
|
|
|
|
|
|
|
2,144,670
|
|
|
Information Technology - 8.9%
|
|
|
|
|
|
|
|
|
|
Microsoft Corp.
|
|
|
5,572
|
|
|
|
948,522
|
|
|
Visa, Inc. - Class A (a) (b)
|
|
|
8,028
|
|
|
|
1,597,331
|
|
|
|
|
|
|
|
|
|
2,545,853
|
|
|
Materials - 1.9%
|
|
|
|
|
|
|
|
|
|
PPG Industries, Inc.
|
|
|
4,614
|
|
|
|
552,942
|
|
|
Utilities - 3.2%
|
|
|
|
|
|
|
|
|
|
Duke Energy Corp. (a)
|
|
|
9,500
|
|
|
|
927,485
|
|
|
Total Common Stocks (Cost $24,620,462)
|
|
|
|
|
|
|
26,172,157
|
|
|
|
|
|
|
|
|
|
|
|
|
MONEY MARKET FUNDS - 8.3%
|
|
|
|
|
|
|
|
|
|
STIT-Government & Agency Portfolio - Institutional Class - 1.48% (c)
|
|
|
2,358,606
|
|
|
|
2,358,606
|
|
|
Total Money Market Funds (Cost $2,358,606)
|
|
|
|
|
|
|
2,358,606
|
|
|
|
|
|
|
|
|
|
|
|
|
INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING - 2.7%
|
|
|
|
|
|
|
|
|
|
Mount Vernon Liquid Assets Portfolio, LLC - 1.77% (c)
|
|
|
776,363
|
|
|
|
776,363
|
|
|
Total Investments Purchased with Proceeds from Securities Lending
(Cost $776,363)
|
|
|
|
|
|
|
776,363
|
|
|
Total Investments - 102.7%
|
|
|
|
|
|
|
|
|
|
(Cost $27,755,431)
|
|
|
|
|
|
$
|
29,307,126
|
|
Percentages are based on Net Assets of $28,541,026.
|
|
(a)
|
All or a portion of this security is held as collateral
for the options written. At January 31, 2020, the value of these securities amounted to $11,188,996 or 39.2% of net assets.
|
|
|
(b)
|
All or a portion of this security is out on loan as of
January 31, 2020. Total value of securities out on $732,989 or 2.6% of net assets.
|
|
|
(c)
|
Seven-day yield as of January 31, 2020.
|
The Global Industry Classification Standard (GICS®) was
developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor Financial Services LLC (“S&P”).
GICS® is a service mark of MSCI, Inc. and S&P and has been licensed for use by the Fund’s Administrator, U.S. Bancorp
Fund Services, LLC.
Amplify CWP Enhanced Dividend Income
ETF
Schedule of Options Written
January 31, 2020 (Unaudited)
|
Description
|
|
Contracts
|
|
|
Notional Amount
|
|
|
Value
|
|
|
Call Options Written (a) - (0.4)%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Abbott Laboratories, Expires 2/21/2020, Strike Price $95.00
|
|
|
90
|
|
|
$
|
(784,260
|
)
|
|
$
|
(360
|
)
|
|
Chevron Corp., Expires 1/31/2020, Strike Price $125.00
|
|
|
91
|
|
|
|
(974,974
|
)
|
|
|
(137
|
)
|
|
Duke Energy Corp., Expires 2/21/2020, Strike Price $92.50
|
|
|
75
|
|
|
|
(732,225
|
)
|
|
|
(39,375
|
)
|
|
JPMorgan Chase & Co., Expires 2/21/2020, Strike Price $135.00
|
|
|
90
|
|
|
|
(1,191,240
|
)
|
|
|
(13,770
|
)
|
|
NIKE, Inc., Expires 2/14/2020, Strike Price $108.00
|
|
|
85
|
|
|
|
(818,550
|
)
|
|
|
(170
|
)
|
|
Schlumberger Ltd., Expires 2/07/2020, Strike Price $31.00
|
|
|
200
|
|
|
|
(670,200
|
)
|
|
|
(51,899
|
)
|
|
The Home Depot, Inc., Expires 2/21/2020, Strike Price $245.00
|
|
|
57
|
|
|
|
(1,300,170
|
)
|
|
|
(2,024
|
)
|
|
Visa, Inc., Expires 2/21/2020, Strike Price $205.00
|
|
|
50
|
|
|
|
(994,850
|
)
|
|
|
(9,475
|
)
|
|
Walgreens Boots Alliance, Inc., Expires 1/31/2020, Strike Price $53.00
|
|
|
80
|
|
|
|
(406,800
|
)
|
|
|
(120
|
)
|
|
Walmart, Inc., Expires 2/21/2020, Strike Price $120.00
|
|
|
97
|
|
|
|
(1,110,553
|
)
|
|
|
(9,167
|
)
|
|
Total Call Options Written (Premiums Received $135,273)
|
|
|
|
|
|
|
|
|
|
$
|
(126,497
|
)
|
Amplify Transformational Data Sharing
ETF
Schedule of Investments
January 31, 2020 (Unaudited)
|
Description
|
|
Shares
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
COMMON STOCKS - 99.0%
|
|
|
|
|
|
|
|
|
|
Banks - 10.5%
|
|
|
|
|
|
|
|
|
|
Banco Bilbao Vizcaya Argentaria SA - ADR
|
|
|
138,110
|
|
|
$
|
707,123
|
|
|
Banco Santander SA - ADR
|
|
|
357,319
|
|
|
|
1,400,691
|
|
|
Bank of China Ltd. - Class H
|
|
|
2,326,195
|
|
|
|
907,523
|
|
|
China Merchants Bank Co. Ltd. - Class A
|
|
|
181,586
|
|
|
|
964,528
|
|
|
ING Groep NV - ADR
|
|
|
119,513
|
|
|
|
1,299,106
|
|
|
JPMorgan Chase & Co.
|
|
|
10,582
|
|
|
|
1,400,634
|
|
|
Signature Bank (a)
|
|
|
6,747
|
|
|
|
957,332
|
|
|
Silvergate Capital Corp. - Class A (b)
|
|
|
161,577
|
|
|
|
2,549,685
|
|
|
|
|
|
|
|
|
|
10,186,622
|
|
|
Commercial & Professional Services - 1.1%
|
|
|
|
|
|
|
|
|
|
Recruit Holdings Co. Ltd.
|
|
|
26,204
|
|
|
|
1,040,856
|
|
|
Diversified Financials - 20.2%
|
|
|
|
|
|
|
|
|
|
American Express Co.
|
|
|
5,416
|
|
|
|
703,376
|
|
|
CME Group, Inc.
|
|
|
9,384
|
|
|
|
2,037,360
|
|
|
Galaxy Digital Holdings Ltd. (b) (c)
|
|
|
3,173,232
|
|
|
|
2,661,544
|
|
|
Hut 8 Mining Corp. (a) (b)
|
|
|
1,169,659
|
|
|
|
1,140,139
|
|
|
IG Group Holdings PLC
|
|
|
165,176
|
|
|
|
1,447,845
|
|
|
Intercontinental Exchange, Inc.
|
|
|
31,521
|
|
|
|
3,143,904
|
|
|
Nasdaq, Inc. (a)
|
|
|
9,543
|
|
|
|
1,111,378
|
|
|
Plus500 Ltd.
|
|
|
115,611
|
|
|
|
1,360,542
|
|
|
SBI Holdings, Inc.
|
|
|
154,224
|
|
|
|
3,669,323
|
|
|
The Goldman Sachs Group, Inc.
|
|
|
8,197
|
|
|
|
1,948,837
|
|
|
WisdomTree Investments, Inc.
|
|
|
89,127
|
|
|
|
375,225
|
|
|
|
|
|
|
|
|
|
19,599,473
|
|
|
Media & Entertainment - 17.0%
|
|
|
|
|
|
|
|
|
|
Alphabet, Inc. - Class A (b)
|
|
|
1,595
|
|
|
|
2,285,284
|
|
|
Baidu, Inc. - ADR (b)
|
|
|
9,183
|
|
|
|
1,134,652
|
|
|
Kakao Corp. (b)
|
|
|
15,483
|
|
|
|
2,065,526
|
|
|
LINE Corp. - ADR (a) (b)
|
|
|
67,148
|
|
|
|
3,312,411
|
|
|
NAVER Corp.
|
|
|
12,094
|
|
|
|
1,821,431
|
|
|
NetEase, Inc. - ADR
|
|
|
4,700
|
|
|
|
1,507,572
|
|
|
Tencent Holdings Ltd.
|
|
|
17,718
|
|
|
|
850,928
|
|
|
Z Holdings Corp.
|
|
|
883,459
|
|
|
|
3,571,178
|
|
|
|
|
|
|
|
|
|
16,548,982
|
|
|
Retailing - 7.7%
|
|
|
|
|
|
|
|
|
|
Alibaba Group Holding Ltd. - ADR (b)
|
|
|
5,610
|
|
|
|
1,158,970
|
|
|
JD.com, Inc. - ADR (b)
|
|
|
47,805
|
|
|
|
1,801,770
|
|
|
Overstock.com, Inc. (a) (b)
|
|
|
272,139
|
|
|
|
2,209,769
|
|
|
Rakuten, Inc. (b)
|
|
|
294,211
|
|
|
|
2,324,255
|
|
|
|
|
|
|
|
|
|
7,494,764
|
|
|
Semiconductors & Semiconductor Equipment - 5.3%
|
|
|
|
|
|
|
|
|
|
Advanced Micro Devices, Inc. (b)
|
|
|
36,990
|
|
|
|
1,738,530
|
|
|
NVIDIA Corp. (a)
|
|
|
6,998
|
|
|
|
1,654,537
|
|
|
Taiwan Semiconductor Manufacturing Co. Ltd. - ADR (a)
|
|
|
33,251
|
|
|
|
1,793,559
|
|
|
|
|
|
|
|
|
|
5,186,626
|
|
|
Software & Services - 33.0%
|
|
|
|
|
|
|
|
|
|
Accenture PLC - Class A
|
|
|
10,674
|
|
|
|
2,190,411
|
|
|
Akamai Technologies, Inc. (a) (b)
|
|
|
12,160
|
|
|
|
1,135,136
|
|
|
Digital Garage, Inc.
|
|
|
109,907
|
|
|
|
4,123,224
|
|
|
DocuSign, Inc. (a) (b)
|
|
|
19,957
|
|
|
|
1,566,824
|
|
|
GMO Internet, Inc.
|
|
|
234,844
|
|
|
|
4,599,132
|
|
|
International Business Machines Corp. (a)
|
|
|
21,060
|
|
|
|
3,026,954
|
|
|
Mastercard, Inc. - Class A
|
|
|
1,824
|
|
|
|
576,275
|
|
|
Microsoft Corp.
|
|
|
12,843
|
|
|
|
2,186,264
|
|
|
MoneyGram International, Inc. (a) (b)
|
|
|
181,917
|
|
|
|
374,749
|
|
|
OneConnect Financial Technology Co. Ltd. - ADR (b)
|
|
|
52,712
|
|
|
|
670,497
|
|
|
Opera Ltd. - ADR (a) (b)
|
|
|
197,344
|
|
|
|
1,495,867
|
|
|
Oracle Corp.
|
|
|
25,401
|
|
|
|
1,332,282
|
|
|
QIWI PLC - ADR
|
|
|
55,692
|
|
|
|
1,033,087
|
|
|
SAP SE - ADR (a)
|
|
|
11,018
|
|
|
|
1,440,824
|
|
|
Square, Inc. - Class A (a) (b)
|
|
|
45,288
|
|
|
|
3,382,561
|
|
|
Visa, Inc. - Class A (a)
|
|
|
4,203
|
|
|
|
836,271
|
|
|
Wirecard AG (a)
|
|
|
11,081
|
|
|
|
1,636,950
|
|
|
Xunlei Ltd. - ADR (a) (b)
|
|
|
99,582
|
|
|
|
421,232
|
|
|
|
|
|
|
|
|
|
32,028,540
|
|
|
Technology Hardware & Equipment - 3.2%
|
|
|
|
|
|
|
|
|
|
Canaan, Inc. - ADR (a) (b)
|
|
|
219,234
|
|
|
|
1,315,404
|
|
|
Samsung Electronics Co. Ltd.
|
|
|
37,963
|
|
|
|
1,796,462
|
|
|
|
|
|
|
|
|
|
3,111,866
|
|
|
Telecommunication Services - 1.0%
|
|
|
|
|
|
|
|
|
|
SoftBank Group Corp.
|
|
|
24,276
|
|
|
|
1,013,563
|
|
|
Total Common Stocks (Cost $90,717,833)
|
|
|
|
|
|
|
96,211,292
|
|
|
|
|
|
|
|
|
|
|
|
|
MONEY MARKET FUNDS - 1.1%
|
|
|
|
|
|
|
|
|
|
STIT-Government & Agency Portfolio - Institutional Class - 1.48% (d)
|
|
|
1,024,603
|
|
|
|
1,024,603
|
|
|
Total Money Market Funds (Cost $1,024,603)
|
|
|
|
|
|
|
1,024,603
|
|
|
|
|
|
|
|
|
|
|
|
|
INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING - 21.4%
|
|
|
|
|
|
|
|
|
|
Mount Vernon Liquid Assets Portfolio, LLC - 1.77% (d)
|
|
|
20,761,627
|
|
|
|
20,761,627
|
|
|
Total Investments Purchased with Proceeds from Securities Lending
(Cost $20,761,627)
|
|
|
|
|
|
|
20,761,627
|
|
|
Total Investments - 121.5%
|
|
|
|
|
|
|
|
|
|
(Cost $112,504,063)
|
|
|
|
|
|
$
|
117,997,522
|
|
Percentages are based on Net Assets of $97,145,336.
|
|
ADR -
|
American Depositary Receipt
|
|
|
(a)
|
All or a portion of this security is out on loan as of
January 31, 2020. Total value of securities out on $20,015,473 or 20.6% of net assets.
|
|
|
(b)
|
Non-income producing security.
|
|
|
(c)
|
Illiquid security. At January 31, 2020, the value of this
security amounted to $2,661,544 or 2.7% of net assets.
|
|
|
(d)
|
Seven-day yield as of January 31, 2020.
|
For Fund compliance purposes, the Fund’s industry classifications
refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group
indexes, and/or they may be defined by Fund management. This definition may not apply for purposes of this report, which may combine
sub-classifications for reporting ease. Industries are shown as a percentage of net assets.
The Global Industry Classification Standard (GICS®) was
developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor Financial Services LLC (“S&P”).
GICS® is a service mark of MSCI, Inc. and S&P and has been licensed for use by the Fund’s Administrator, U.S. Bancorp
Fund Services, LLC.
Amplify Advanced Battery Metals and Materials
ETF
Schedule of Investments
January 31, 2020 (Unaudited)
|
Description
|
|
Shares
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
COMMON STOCKS - 99.4%
|
|
|
|
|
|
|
|
|
|
Industrials - 2.7%
|
|
|
|
|
|
|
|
|
|
Clean TeQ Holdings Ltd. (a)
|
|
|
871,626
|
|
|
$
|
142,949
|
|
|
Materials - 96.7%
|
|
|
|
|
|
|
|
|
|
Albemarle Corp. (b)
|
|
|
1,847
|
|
|
|
148,277
|
|
|
Altura Mining Ltd. (a) (c) (d)
|
|
|
2,630,392
|
|
|
|
114,451
|
|
|
AMG Advanced Metallurgical Group NV
|
|
|
4,513
|
|
|
|
103,106
|
|
|
Aneka Tambang Tbk
|
|
|
1,222,555
|
|
|
|
64,463
|
|
|
Assore Ltd.
|
|
|
4,314
|
|
|
|
70,497
|
|
|
BHP Group Ltd. - ADR (b)
|
|
|
2,413
|
|
|
|
123,328
|
|
|
Bushveld Minerals Ltd. (a)
|
|
|
175,705
|
|
|
|
47,332
|
|
|
China Molybdenum Co. Ltd. - Class H
|
|
|
528,240
|
|
|
|
197,241
|
|
|
CITIC Dameng Holdings Ltd.
|
|
|
2,103,333
|
|
|
|
86,662
|
|
|
Cowan Lithium Ltd. (a) (c) (d)
|
|
|
14,896
|
|
|
|
–
|
|
|
Eramet
|
|
|
2,137
|
|
|
|
90,370
|
|
|
First Quantum Minerals Ltd.
|
|
|
17,330
|
|
|
|
135,665
|
|
|
Galaxy Resources Ltd. (a) (b)
|
|
|
187,030
|
|
|
|
128,327
|
|
|
Ganfeng Lithium Co. Ltd. - Class A
|
|
|
25,330
|
|
|
|
158,523
|
|
|
Glencore PLC
|
|
|
65,243
|
|
|
|
191,691
|
|
|
Global Ferronickel Holdings, Inc. (a)
|
|
|
3,366,000
|
|
|
|
96,682
|
|
|
IGO Ltd.
|
|
|
36,900
|
|
|
|
150,675
|
|
|
Jinchuan Group International Resources Co. Ltd.
|
|
|
1,791,940
|
|
|
|
149,970
|
|
|
Johnson Matthey PLC
|
|
|
1,385
|
|
|
|
47,643
|
|
|
Jupiter Mines Ltd.
|
|
|
439,876
|
|
|
|
85,391
|
|
|
Katanga Mining Ltd. (a) (b)
|
|
|
2,117,042
|
|
|
|
167,968
|
|
|
Largo Resources Ltd. (a)
|
|
|
89,853
|
|
|
|
71,969
|
|
|
Lithium Americas Corp. (a) (b)
|
|
|
46,850
|
|
|
|
175,944
|
|
|
Livent Corp. (a) (b)
|
|
|
24,135
|
|
|
|
227,110
|
|
|
Lundin Mining Corp.
|
|
|
27,390
|
|
|
|
143,635
|
|
|
MMC Norilsk Nickel PJSC - ADR
|
|
|
4,874
|
|
|
|
157,528
|
|
|
Nanjing Hanrui Cobalt Co. Ltd.
|
|
|
19,010
|
|
|
|
224,252
|
|
|
Nemaska Lithium, Inc. (a) (c)
|
|
|
661,401
|
|
|
|
24,989
|
|
|
Orocobre Ltd. (a)
|
|
|
76,144
|
|
|
|
159,538
|
|
|
Panoramic Resources Ltd. (a)
|
|
|
490,441
|
|
|
|
78,792
|
|
|
Pilbara Minerals Ltd. (a)
|
|
|
760,393
|
|
|
|
150,157
|
|
|
Sociedad Quimica y Minera de Chile SA - ADR
|
|
|
4,705
|
|
|
|
132,210
|
|
|
South32 Ltd.
|
|
|
56,770
|
|
|
|
100,325
|
|
|
Sumitomo Metal Mining Co. Ltd.
|
|
|
6,492
|
|
|
|
189,568
|
|
|
Syrah Resources Ltd. (a)
|
|
|
141,743
|
|
|
|
47,916
|
|
|
Tianqi Lithium Corp.
|
|
|
41,490
|
|
|
|
184,520
|
|
|
Umicore SA
|
|
|
2,995
|
|
|
|
138,079
|
|
|
Vale Indonesia Tbk PT (a)
|
|
|
628,418
|
|
|
|
145,427
|
|
|
Western Areas Ltd.
|
|
|
76,415
|
|
|
|
131,461
|
|
|
Zhejiang Huayou Cobalt Co. Ltd.
|
|
|
37,538
|
|
|
|
255,670
|
|
|
|
|
|
|
|
|
|
5,097,352
|
|
|
Total Common Stocks (Cost $7,595,181)
|
|
|
|
|
|
|
5,240,301
|
|
|
|
|
|
|
|
|
|
|
|
|
MONEY MARKET FUNDS - 0.5%
|
|
|
|
|
|
|
|
|
|
STIT-Government & Agency Portfolio - Institutional Class - 1.48% (e)
|
|
|
27,400
|
|
|
|
27,400
|
|
|
Total Money Market Funds (Cost $27,400)
|
|
|
|
|
|
|
27,400
|
|
|
|
|
|
|
|
|
|
|
|
|
INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING - 21.7%
|
|
|
|
|
|
|
|
|
|
Mount Vernon Liquid Assets Portfolio, LLC - 1.77% (e)
|
|
|
1,145,069
|
|
|
|
1,145,069
|
|
|
Total Investments Purchased with Proceeds from Securities Lending
(Cost $1,145,069)
|
|
|
|
|
|
|
1,145,069
|
|
|
Total Investments - 121.6%
|
|
|
|
|
|
|
|
|
|
(Cost $8,767,650)
|
|
|
|
|
|
$
|
6,412,770
|
|
Percentages are based on Net Assets of $5,274,549.
|
|
ADR -
|
American Depositary Receipt
|
|
|
(a)
|
Non-income producing security.
|
|
|
(b)
|
All or a portion of this security is out on loan as of
January 31, 2020. Total value of securities out on $762,295 or 14.5% of net assets.
|
|
|
(c)
|
Illiquid security. At January 31, 2020, the value of these
securities amounted to $139,440 or 2.6% of net assets.
|
|
|
(d)
|
The Fund has fair valued these securities. Values are determined
using significant unobservable inputs.
|
|
|
(e)
|
Seven-day yield as of January 31, 2020.
|
For Fund compliance purposes, the Fund’s industry classifications
refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group
indexes, and/or they may be defined by Fund management. This definition may not apply for purposes of this report, which may combine
sub-classifications for reporting ease. Industries are shown as a percentage of net assets.
The Global Industry Classification Standard (GICS®) was
developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor Financial Services LLC (“S&P”).
GICS® is a service mark of MSCI, Inc. and S&P and has been licensed for use by the Fund’s Administrator, U.S. Bancorp
Fund Services, LLC.
Amplify EASI Tactical Growth ETF
Schedule of Investments
January 31, 2020 (Unaudited)
|
Description
|
|
Shares
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
COMMON STOCKS - 99.8%
|
|
|
|
|
|
|
|
|
|
Communication Services - 4.7%
|
|
|
|
|
|
|
|
|
|
58.com, Inc. - ADR (a)
|
|
|
8,336
|
|
|
$
|
463,648
|
|
|
NetEase, Inc. - ADR
|
|
|
1,664
|
|
|
|
533,745
|
|
|
|
|
|
|
|
|
|
997,393
|
|
|
Consumer Discretionary - 12.5%
|
|
|
|
|
|
|
|
|
|
Alibaba Group Holding Ltd. - ADR (a)
|
|
|
2,528
|
|
|
|
522,260
|
|
|
Boot Barn Holdings, Inc. (a)
|
|
|
12,320
|
|
|
|
517,070
|
|
|
Lululemon Athletica, Inc. (a) (b)
|
|
|
2,416
|
|
|
|
578,366
|
|
|
New Oriental Education & Technology Group, Inc. - ADR (a)
|
|
|
4,304
|
|
|
|
523,151
|
|
|
Skechers U.S.A., Inc. - Class A (a)
|
|
|
13,296
|
|
|
|
497,138
|
|
|
|
|
|
|
|
|
|
2,637,985
|
|
|
Energy - 2.3%
|
|
|
|
|
|
|
|
|
|
Dorian LPG Ltd. (a)
|
|
|
36,816
|
|
|
|
483,026
|
|
|
Financials - 18.6%
|
|
|
|
|
|
|
|
|
|
Apollo Global Management, Inc.
|
|
|
11,344
|
|
|
|
536,798
|
|
|
Arch Capital Group Ltd. (a)
|
|
|
12,960
|
|
|
|
572,314
|
|
|
Ares Management Corp. - Class A
|
|
|
15,600
|
|
|
|
562,536
|
|
|
Credit Suisse Group AG - ADR
|
|
|
41,136
|
|
|
|
518,725
|
|
|
Moody’s Corp.
|
|
|
2,288
|
|
|
|
587,535
|
|
|
The Carlyle Group, Inc.
|
|
|
17,904
|
|
|
|
581,522
|
|
|
Veritex Holdings, Inc.
|
|
|
19,888
|
|
|
|
563,228
|
|
|
|
|
|
|
|
|
|
3,922,658
|
|
|
Health Care - 13.1%
|
|
|
|
|
|
|
|
|
|
Cigna Corp.
|
|
|
2,688
|
|
|
|
517,118
|
|
|
Fulgent Genetics, Inc. (a)
|
|
|
40,752
|
|
|
|
545,262
|
|
|
Inovalon Holdings, Inc. - Class A (a)
|
|
|
29,616
|
|
|
|
600,020
|
|
|
Intuitive Surgical, Inc. (a) (b)
|
|
|
944
|
|
|
|
528,432
|
|
|
ResMed, Inc.
|
|
|
3,600
|
|
|
|
572,292
|
|
|
|
|
|
|
|
|
|
2,763,124
|
|
|
Industrials - 13.2%
|
|
|
|
|
|
|
|
|
|
Altra Industrial Motion Corp.
|
|
|
15,712
|
|
|
|
522,581
|
|
|
BWX Technologies, Inc.
|
|
|
8,704
|
|
|
|
553,487
|
|
|
Copart, Inc. (a)
|
|
|
5,920
|
|
|
|
600,643
|
|
|
IHS Markit Ltd. (a)
|
|
|
7,200
|
|
|
|
567,792
|
|
|
ZTO Express Cayman, Inc. - ADR
|
|
|
24,576
|
|
|
|
533,791
|
|
|
|
|
|
|
|
|
|
2,778,294
|
|
|
Information Technology - 29.7%
|
|
|
|
|
|
|
|
|
|
ACI Worldwide, Inc. (a)
|
|
|
14,704
|
|
|
|
506,553
|
|
|
CDW Corp. (b)
|
|
|
3,968
|
|
|
|
517,626
|
|
|
Ceridian HCM Holding, Inc. (a)
|
|
|
7,904
|
|
|
|
579,284
|
|
|
Global Payments, Inc.
|
|
|
2,960
|
|
|
|
578,532
|
|
|
Microsoft Corp.
|
|
|
3,504
|
|
|
|
596,486
|
|
|
Paycom Software, Inc. (a)
|
|
|
1,984
|
|
|
|
631,229
|
|
|
Paylocity Holding Corp. (a)
|
|
|
4,256
|
|
|
|
603,884
|
|
|
Perficient, Inc. (a) (b)
|
|
|
11,856
|
|
|
|
589,243
|
|
|
SolarEdge Technologies, Inc. (a)
|
|
|
5,408
|
|
|
|
529,227
|
|
|
SYNNEX Corp.
|
|
|
3,888
|
|
|
|
535,611
|
|
|
Tyler Technologies, Inc. (a)
|
|
|
1,824
|
|
|
|
590,392
|
|
|
|
|
|
|
|
|
|
6,258,067
|
|
|
Materials - 2.7%
|
|
|
|
|
|
|
|
|
|
Pan American Silver Corp.
|
|
|
25,040
|
|
|
|
575,419
|
|
|
Real Estate - 3.0%
|
|
|
|
|
|
|
|
|
|
Safehold, Inc. (b) (c)
|
|
|
13,920
|
|
|
|
625,843
|
|
|
Total Common Stocks (Cost $20,410,572)
|
|
|
|
|
|
|
21,041,809
|
|
|
|
|
|
|
|
|
|
|
|
|
MONEY MARKET FUNDS - 0.3%
|
|
|
|
|
|
|
|
|
|
STIT-Government & Agency Portfolio - Institutional Class - 1.48% (c)
|
|
|
54,591
|
|
|
|
54,591
|
|
|
Total Money Market Funds (Cost $54,591)
|
|
|
|
|
|
|
54,591
|
|
|
|
|
|
|
|
|
|
|
|
|
INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING - 7.2%
|
|
|
|
|
|
|
|
|
|
Mount Vernon Liquid Assets Portfolio, LLC - 1.77% (c)
|
|
|
1,520,155
|
|
|
|
1,520,155
|
|
|
Total Investments Purchased with Proceeds from Securities Lending
(Cost $1,520,155)
|
|
|
|
|
|
|
1,520,155
|
|
|
Total Investments - 107.3%
|
|
|
|
|
|
|
|
|
|
(Cost $21,985,318)
|
|
|
|
|
|
$
|
22,616,555
|
|
Percentages are based on Net Assets of $21,083,477.
|
|
ADR -
|
American Depositary Receipt
|
|
|
(a)
|
Non-income producing security.
|
|
|
(b)
|
All or a portion of this security is out on loan as of
January 31, 2020. Total value of securities out on $1,461,369 or 6.9% of net assets.
|
|
|
(c)
|
Seven-day yield as of January 31, 2020.
|
The Global Industry Classification Standard (GICS®) was
developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor Financial Services LLC (“S&P”).
GICS® is a service mark of MSCI, Inc. and S&P and has been licensed for use by the Fund’s Administrator, U.S. Bancorp
Fund Services, LLC.
Amplify BlackSwan Growth &
Treasury Core ETF
Schedule of Investments
January 31, 2020 (Unaudited)
|
Description
|
|
Par Value
|
|
|
Value
|
|
|
U.S. GOVERNMENT NOTES/BONDS - 86.2%
|
|
|
|
|
|
|
|
|
|
1.500%, 10/31/2021
|
|
$
|
7,026,000
|
|
|
$
|
7,042,467
|
|
|
1.625%, 11/15/2022 (a)
|
|
|
25,024,000
|
|
|
|
25,239,538
|
|
|
1.500%, 10/31/2024 (a)
|
|
|
25,220,000
|
|
|
|
25,420,972
|
|
|
1.625%, 10/31/2026
|
|
|
25,236,000
|
|
|
|
25,560,815
|
|
|
1.625%, 08/15/2029 (a)
|
|
|
25,385,000
|
|
|
|
25,635,875
|
|
|
2.250%, 08/15/2049 (a)
|
|
|
28,934,000
|
|
|
|
30,467,163
|
|
|
Total U.S. Government Notes/Bonds (Cost $135,832,217)
|
|
|
|
|
|
|
139,366,830
|
|
|
|
|
|
|
|
Notional
|
|
|
|
|
|
|
|
Contracts
|
|
|
Value
|
|
|
|
|
|
PURCHASED CALL OPTIONS (b) - 13.3%
|
|
|
|
|
|
|
|
|
|
|
SPDR S&P 500 ETF Trust, Expires 06/19/2020, Strike Price $245.00
|
|
|
1,614
|
|
|
$
|
51,927,222
|
|
|
|
12,704,601
|
|
|
SPDR S&P 500 ETF Trust, Expires 12/18/2020, Strike Price $283.00
|
|
|
1,850
|
|
|
|
59,520,050
|
|
|
|
8,800,450
|
|
|
Total Purchased Call Options (Cost $16,643,939)
|
|
|
|
|
|
|
|
|
|
|
21,505,051
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares
|
|
|
|
|
|
|
|
|
MONEY MARKET FUNDS - 0.2%
|
|
|
|
|
|
|
|
|
|
|
STIT-Government & Agency Portfolio - Institutional Class - 1.48% (c)
|
|
|
249,231
|
|
|
|
|
|
|
|
249,231
|
|
|
Total Money Market Funds (Cost $249,231)
|
|
|
|
|
|
|
|
|
|
|
249,231
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING - 28.0%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Mount Vernon Liquid Assets Portfolio, LLC - 1.77% (c)
|
|
|
45,289,019
|
|
|
|
|
|
|
|
45,289,019
|
|
|
Total Investments Purchased
with Proceeds from Securities Lending (Cost $45,289,019)
|
|
|
|
|
|
|
|
|
|
|
45,289,019
|
|
|
Total Investments - 127.7%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(Cost $198,014,406)
|
|
|
|
|
|
|
|
|
|
$
|
206,410,131
|
|
Percentages are based on Net Assets of $161,683,676.
|
|
(a)
|
All or a portion of this security is out on loan as of
January 31, 2020. Total value of securities out on $44,472,410 or 27.5% of net assets.
|
|
|
(c)
|
Seven-day yield as of January 31, 2020.
|
Amplify International Online Retail ETF
Schedule of Investments
January 31, 2020 (Unaudited)
|
Description
|
|
Shares
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
COMMON STOCKS - 99.6%
|
|
|
|
|
|
|
|
|
|
Marketplace - 31.7%
|
|
|
|
|
|
|
|
|
|
58.com, Inc. - ADR (a)
|
|
|
669
|
|
|
$
|
37,210
|
|
|
Alibaba Group Holding Ltd. - ADR (a)
|
|
|
204
|
|
|
|
42,144
|
|
|
B2W Cia Digital (a)
|
|
|
2,700
|
|
|
|
45,050
|
|
|
Delivery Hero SE (a) (b)
|
|
|
549
|
|
|
|
42,357
|
|
|
Demae-Can Co. Ltd.
|
|
|
4,200
|
|
|
|
39,836
|
|
|
Just Eat PLC (a)
|
|
|
3,912
|
|
|
|
44,400
|
|
|
Kogan.com Ltd.
|
|
|
8,109
|
|
|
|
28,011
|
|
|
MercadoLibre, Inc. (a)
|
|
|
75
|
|
|
|
49,725
|
|
|
Mercari, Inc. (a)
|
|
|
2,100
|
|
|
|
37,259
|
|
|
Rakuten, Inc. (a)
|
|
|
5,100
|
|
|
|
40,279
|
|
|
Shopify, Inc. - Class A (a)
|
|
|
108
|
|
|
|
50,291
|
|
|
Syuppin Co. Ltd.
|
|
|
3,900
|
|
|
|
38,250
|
|
|
Takeaway.com NV (a) (b)
|
|
|
468
|
|
|
|
44,136
|
|
|
Tencent Holdings Ltd.
|
|
|
900
|
|
|
|
43,233
|
|
|
Uxin Ltd. - ADR (a) (c)
|
|
|
19,149
|
|
|
|
47,107
|
|
|
Yixin Group Ltd. (a) (b)
|
|
|
87,000
|
|
|
|
18,375
|
|
|
|
|
|
|
|
|
|
647,663
|
|
|
Traditional Retail - 52.0%
|
|
|
|
|
|
|
|
|
|
ASKUL Corp.
|
|
|
1,500
|
|
|
|
49,684
|
|
|
ASOS PLC (a)
|
|
|
969
|
|
|
|
39,253
|
|
|
boohoo Group PLC (a)
|
|
|
10,962
|
|
|
|
43,683
|
|
|
Bygghemma Group First AB (a)
|
|
|
6,933
|
|
|
|
49,847
|
|
|
China Literature Ltd. (a) (b)
|
|
|
10,200
|
|
|
|
42,758
|
|
|
Cimpress PLC (a)
|
|
|
342
|
|
|
|
40,913
|
|
|
Dustin Group AB (b)
|
|
|
2,418
|
|
|
|
18,689
|
|
|
Farfetch Ltd. - Class A (a)
|
|
|
4,182
|
|
|
|
51,020
|
|
|
HelloFresh SE (a)
|
|
|
2,067
|
|
|
|
49,249
|
|
|
iQIYI, Inc. - ADR (a) (c)
|
|
|
2,052
|
|
|
|
45,637
|
|
|
Istyle, Inc. (a)
|
|
|
7,200
|
|
|
|
31,488
|
|
|
JD.com, Inc. - ADR (a)
|
|
|
1,230
|
|
|
|
46,359
|
|
|
Jumia Technologies AG - ADR (a)
|
|
|
6,429
|
|
|
|
38,574
|
|
|
Kitanotatsujin Corp.
|
|
|
6,300
|
|
|
|
36,154
|
|
|
MonotaRO Co. Ltd.
|
|
|
1,500
|
|
|
|
36,979
|
|
|
Ocado Group PLC (a)
|
|
|
2,553
|
|
|
|
41,175
|
|
|
Oisix ra daichi, Inc. (a)
|
|
|
3,900
|
|
|
|
37,674
|
|
|
PChome Online, Inc. (a)
|
|
|
15,000
|
|
|
|
44,192
|
|
|
Pinduoduo, Inc. - ADR (a)
|
|
|
1,146
|
|
|
|
40,362
|
|
|
Shop Apotheke Europe NV (a) (b)
|
|
|
396
|
|
|
|
20,034
|
|
|
So-Young International, Inc. - ADR (a)
|
|
|
3,540
|
|
|
|
43,011
|
|
|
Vipshop Holdings Ltd. - ADR (a)
|
|
|
3,057
|
|
|
|
38,916
|
|
|
YES24 Co. Ltd.
|
|
|
3,006
|
|
|
|
16,747
|
|
|
Yunji, Inc. - ADR (a)
|
|
|
4,239
|
|
|
|
21,788
|
|
|
Zalando SE (a) (b)
|
|
|
855
|
|
|
|
41,151
|
|
|
Zero to Seven, Inc. (a)
|
|
|
2,148
|
|
|
|
19,644
|
|
|
zooplus AG (a)
|
|
|
450
|
|
|
|
40,494
|
|
|
ZOZO, Inc.
|
|
|
2,100
|
|
|
|
35,321
|
|
|
|
|
|
|
|
|
|
1,060,796
|
|
|
Travel - 15.9%
|
|
|
|
|
|
|
|
|
|
Airtrip Corp.
|
|
|
2,400
|
|
|
|
36,182
|
|
|
Despegar.com Corp. (a)
|
|
|
3,213
|
|
|
|
47,585
|
|
|
Hostelworld Group PLC (b)
|
|
|
11,733
|
|
|
|
23,385
|
|
|
MakeMyTrip Ltd. (a)
|
|
|
1,887
|
|
|
|
43,401
|
|
|
On the Beach Group PLC (b)
|
|
|
3,006
|
|
|
|
15,446
|
|
|
Open Door, Inc. (a)
|
|
|
3,000
|
|
|
|
37,228
|
|
|
Trip.com Group Ltd. - ADR (a) (c)
|
|
|
1,290
|
|
|
|
41,448
|
|
|
Trivago NV - ADR (a)
|
|
|
7,413
|
|
|
|
19,496
|
|
|
Webjet Ltd.
|
|
|
4,725
|
|
|
|
37,167
|
|
|
Yatra Online, Inc. (a)
|
|
|
6,162
|
|
|
|
22,122
|
|
|
|
|
|
|
|
|
|
323,460
|
|
|
Total Common Stocks (Cost $1,866,878)
|
|
|
|
|
|
|
2,031,919
|
|
|
|
|
|
|
|
|
|
|
|
|
MONEY MARKET FUNDS - 0.3%
|
|
|
|
|
|
|
|
|
|
STIT-Government & Agency Portfolio - Institutional Class - 1.48% (d)
|
|
|
6,301
|
|
|
|
6,301
|
|
|
Total Money Market Funds (Cost $6,301)
|
|
|
|
|
|
|
6,301
|
|
|
|
|
|
|
|
|
|
|
|
|
INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING - 5.7%
|
|
|
|
|
|
|
|
|
|
Mount Vernon Liquid Assets Portfolio, LLC - 1.77% (d)
|
|
|
115,323
|
|
|
|
115,323
|
|
|
Total Investments Purchased with Proceeds from Securities Lending
(Cost $115,323)
|
|
|
|
|
|
|
115,323
|
|
|
Total Investments - 105.6%
|
|
|
|
|
|
|
|
|
|
(Cost $1,988,502)
|
|
|
|
|
|
$
|
2,153,543
|
|
Percentages are based on Net Assets of $2,039,877.
|
|
ADR -
|
American Depositary Receipt
|
|
|
(a)
|
Non-income producing security.
|
|
|
(b)
|
Security exempt from registration under Rule 144(a) and
Regulation S of the Securities Act of 1933. Such securities are treated as liquid securities, according to the Fund’s liquidity
guidelines. At January 31, 2020 the value of these securities amounted to $266,331 or 13.1% of net assets.
|
|
|
(c)
|
All or a portion of this security is out on loan as of
January 31, 2020. Total value of securities out on $111,336 or 5.5% of net assets.
|
|
|
(d)
|
Seven-day yield as of January 31, 2020.
|
For Fund compliance purposes, the Fund’s industry classifications
refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group
indexes, and/or they may be defined by Fund management. This definition may not apply for purposes of this report, which may combine
sub-classifications for reporting ease. Industries are shown as a percentage of net assets.
Amplify CrowdBureau Peer-to-Peer Lending
& Crowdfunding ETF
Schedule of Investments
January 31, 2020 (Unaudited)
|
Description
|
|
Shares
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
COMMON STOCKS - 99.4%
|
|
|
|
|
|
|
|
|
|
Communication Services - 2.5%
|
|
|
|
|
|
|
|
|
|
9F, Inc. - ADR (a) (b)
|
|
|
1,242
|
|
|
$
|
11,799
|
|
|
Facebook, Inc. - Class A (a)
|
|
|
42
|
|
|
|
8,480
|
|
|
|
|
|
|
|
|
|
20,279
|
|
|
Consumer Discretionary - 1.0%
|
|
|
|
|
|
|
|
|
|
Amazon.com, Inc. (a)
|
|
|
4
|
|
|
|
8,035
|
|
|
Financials - 73.2%
|
|
|
|
|
|
|
|
|
|
360 Finance, Inc. - ADR (a)
|
|
|
864
|
|
|
|
7,888
|
|
|
China Rapid Finance Ltd. - ADR (a)
|
|
|
2,224
|
|
|
|
3,892
|
|
|
CNFinance Holdings Ltd. - ADR (a)
|
|
|
840
|
|
|
|
3,578
|
|
|
Elevate Credit, Inc. (a)
|
|
|
18
|
|
|
|
105
|
|
|
Enova International, Inc. (a)
|
|
|
16
|
|
|
|
401
|
|
|
FinVolution Group - ADR
|
|
|
18,432
|
|
|
|
37,233
|
|
|
Golden Bull Ltd. (a) (c)
|
|
|
1,760
|
|
|
|
–
|
|
|
Green Dot Corp. (a)
|
|
|
24
|
|
|
|
722
|
|
|
Hexindai, Inc. - ADR (a)
|
|
|
5,882
|
|
|
|
3,235
|
|
|
Jianpu Technology, Inc. - ADR (a)
|
|
|
20,356
|
|
|
|
22,392
|
|
|
LendingClub Corp. (a)
|
|
|
3,232
|
|
|
|
37,879
|
|
|
LendingTree, Inc. (a) (b)
|
|
|
612
|
|
|
|
190,454
|
|
|
LexinFintech Holdings Ltd. - ADR (a)
|
|
|
11,978
|
|
|
|
159,307
|
|
|
On Deck Capital, Inc. (a)
|
|
|
8,246
|
|
|
|
33,644
|
|
|
OneMain Holdings, Inc.
|
|
|
60
|
|
|
|
2,542
|
|
|
Qudian, Inc. - ADR (a) (b)
|
|
|
17,196
|
|
|
|
49,524
|
|
|
Senmiao Technology Ltd. (a)
|
|
|
3,582
|
|
|
|
2,078
|
|
|
The Goldman Sachs Group, Inc.
|
|
|
38
|
|
|
|
9,034
|
|
|
Weidai Ltd. - ADR (a)
|
|
|
1,486
|
|
|
|
3,626
|
|
|
X Financial - ADR
|
|
|
2,352
|
|
|
|
2,964
|
|
|
Yiren Digital Ltd. - ADR (a) (b)
|
|
|
7,926
|
|
|
|
36,301
|
|
|
|
|
|
|
|
|
|
606,799
|
|
|
Industrials - 1.9%
|
|
|
|
|
|
|
|
|
|
Equifax, Inc.
|
|
|
54
|
|
|
|
8,095
|
|
|
TransUnion
|
|
|
82
|
|
|
|
7,519
|
|
|
|
|
|
|
|
|
|
15,614
|
|
|
Information Technology - 20.8%
|
|
|
|
|
|
|
|
|
|
CoreLogic, Inc.
|
|
|
36
|
|
|
|
1,674
|
|
|
Fair Isaac Corp. (a)
|
|
|
12
|
|
|
|
4,829
|
|
|
Fidelity National Information Services, Inc.
|
|
|
268
|
|
|
|
38,501
|
|
|
Fiserv, Inc. (a) (b)
|
|
|
298
|
|
|
|
35,346
|
|
|
Global Payments, Inc.
|
|
|
130
|
|
|
|
25,408
|
|
|
GreenSky, Inc. - Class A (a)
|
|
|
4,282
|
|
|
|
39,609
|
|
|
Pagseguro Digital Ltd. - Class A (a)
|
|
|
254
|
|
|
|
8,252
|
|
|
PayPal Holdings, Inc. (a)
|
|
|
78
|
|
|
|
8,883
|
|
|
Square, Inc. - Class A (a)
|
|
|
136
|
|
|
|
10,158
|
|
|
|
|
|
|
|
|
|
172,660
|
|
|
Total Common Stocks (Cost $1,136,310)
|
|
|
|
|
|
|
823,387
|
|
|
|
|
|
|
|
|
|
|
|
|
MONEY MARKET FUNDS - 0.1%
|
|
|
|
|
|
|
|
|
|
STIT-Government & Agency Portfolio - Institutional Class - 1.48% (d)
|
|
|
889
|
|
|
|
889
|
|
|
Total Money Market Funds (Cost $889)
|
|
|
|
|
|
|
889
|
|
|
|
|
|
|
|
|
|
|
|
|
INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING - 27.5%
|
|
|
|
|
|
|
|
|
|
Mount Vernon Liquid Assets Portfolio, LLC - 1.77% (d)
|
|
|
228,210
|
|
|
|
228,210
|
|
|
Total Investments Purchased with Proceeds from Securities Lending
(Cost $228,210)
|
|
|
|
|
|
|
228,210
|
|
|
Total Investments - 127.0%
|
|
|
|
|
|
|
|
|
|
(Cost $1,365,409)
|
|
|
|
|
|
$
|
1,052,486
|
|
Percentages are based on Net Assets of $828,759.
|
|
ADR -
|
American Depositary Receipt
|
|
|
(a)
|
Non-income producing security.
|
|
|
(b)
|
All or a portion of this security is out on loan as of
January 31, 2020. Total value of securities out on $216,622 or 26.1% of net assets.
|
|
|
(c)
|
Illiquid security. At January 31, 2020, the value of this
security amounted to $0 or 0.0% of net assets. The Fund has fair valued this security. Value determined using significant unobservable
inputs.
|
|
|
(d)
|
Seven-day yield as of January 31, 2020.
|
For Fund compliance purposes, the Fund’s industry classifications
refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group
indexes, and/or they may be defined by Fund management. This definition may not apply for purposes of this report, which may combine
sub-classifications for reporting ease. Industries are shown as a percentage of net assets.
The Global Industry Classification Standard (GICS®) was
developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor Financial Services LLC (“S&P”).
GICS® is a service mark of MSCI, Inc. and S&P and has been licensed for use by the Fund’s Administrator, U.S. Bancorp
Fund Services, LLC.
In accordance with the authoritative guidance on fair value
measurements and disclosure under U.S. GAAP, the Funds disclose fair value of their investments in a hierarchy that prioritizes
the inputs to valuation techniques used to measure fair value. The objective of a fair value measurement is to determine the price
that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at
the measurement date (an exit price). Accordingly, the fair value hierarchy gives the highest priority to quoted prices (unadjusted)
in active markets for identical assets or liabilities (Level 1) and the lowest priority to unobservable inputs (Level 3). The following
describes the levels of the fair value hierarchy:
Level 1 – Unadjusted quoted prices in active markets for
identical, unrestricted assets or liabilities that the Funds have the ability to access at the measurement date;
Level 2 – Quoted prices which are not active, or inputs
that are observable (either directly or indirectly) for substantially the full term of the asset or liability; and
Level 3 – Prices, inputs or exotic modeling techniques
which are both significant to the fair value measurement and unobservable (supported by little or no market activity).
The valuation techniques used by the Funds to measure fair value
for the year/period ended January 31, 2020 maximized the use of observable inputs and minimized the use of unobservable inputs.
Common stocks, preferred stock, and other equity securities
listed on any national or foreign exchange (excluding Nasdaq) and the London Stock Exchange Alternative Investment Market (“AIM”)
will be valued at the last price on the exchange on which they are principally traded or, for Nasdaq and AIM securities, the official
closing price. Securities traded on more than one securities exchange are valued at the last sale price or official closing price,
as applicable, at the close of the exchange representing the principal market for such securities. Foreign securities and other
assets denominated in foreign currencies are translated into U.S. dollars at the current exchange rate, which approximates fair
value. Redeemable securities issued by open-end investment companies shall be valued at the investment company’s applicable
NAV, with the exception of exchange-traded open-end and closed-end investment companies which are priced as equity securities.
Exchange-traded options will be valued at the current mean price where such contracts are principally traded. Securities traded
in the over-the-counter market are valued at the mean of the bid and the asked price, if available, and otherwise at their closing
bid price. Fixed income securities will be valued using the mean price. Fixed income securities having a remaining maturity of
60 days or less when purchased will be valued at the current market price. If there is no current market price available then the
securities will be valued at cost and adjusted for amortization of premiums and accretions of discounts.
Shares of Mount Vernon Liquid Assets Portfolio are not traded
on an exchange and are valued at the investment company’s net asset value per share as provided by the underlying fund’s
administrator. These shares are generally classified as level 2 investments.
If no quotation is available from either a pricing service,
or one or more brokers or if the pricing committee has reason to question the reliability or accuracy of a quotation supplied,
securities are valued at fair value as determined in good faith by the pricing committee, pursuant to procedures established under
the general supervision and responsibility of the Fund’s Board of Trustees (the “Board”).
The following is a summary of the fair valuations according
to the inputs used to value the Funds’ investments as of January 31, 2020:
|
Category
|
|
Amplify High Income ETF
|
|
|
Amplify Online Retail ETF
|
|
|
Amplify CWP Enhanced Dividend Income ETF
|
|
|
Amplify Transformational Data Sharing ETF
|
|
|
Amplify EASI Tactical Growth ETF
|
|
|
Amplify BlackSwan Growth & Treasury Core ETF
|
|
|
Amplify CrowdBureau Peer-to-Peer Lending & Crowdfunding ETF
|
|
|
Investments in Securities
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Assets
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Level 1
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Investment Companies
|
|
$
|
247,531,455
|
|
|
$
|
-
|
|
|
$
|
-
|
|
|
$
|
-
|
|
|
$
|
-
|
|
|
$
|
-
|
|
|
$
|
-
|
|
|
Common Stocks
|
|
|
-
|
|
|
|
243,815,580
|
|
|
|
26,172,157
|
|
|
|
96,211,292
|
|
|
|
21,041,809
|
|
|
|
-
|
|
|
|
823,387
|
|
|
Money Market Funds
|
|
|
348,967
|
|
|
|
516,211
|
|
|
|
2,358,606
|
|
|
|
1,024,603
|
|
|
|
54,591
|
|
|
|
249,231
|
|
|
|
889
|
|
|
Total Level 1
|
|
|
348,967
|
|
|
|
244,331,791
|
|
|
|
28,530,763
|
|
|
|
97,235,895
|
|
|
|
21,096,400
|
|
|
|
249,231
|
|
|
|
824,276
|
|
|
Level 2
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. Government Notes/Bonds
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
|
139,366,830
|
|
|
|
-
|
|
|
Purchased Options
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
|
21,505,051
|
|
|
|
-
|
|
|
Investments Purchased with Proceeds from Securities Lending
|
|
|
5,258,940
|
|
|
|
50,219,581
|
|
|
|
776,363
|
|
|
|
20,761,627
|
|
|
|
1,520,155
|
|
|
|
45,289,019
|
|
|
|
228,210
|
|
|
Total Level 2
|
|
|
5,258,940
|
|
|
|
50,219,581
|
|
|
|
776,363
|
|
|
|
20,761,627
|
|
|
|
1,520,155
|
|
|
|
206,160,900
|
|
|
|
228,210
|
|
|
Level 3
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
Total Level 3
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
Total
|
|
$
|
5,607,907
|
|
|
$
|
294,551,372
|
|
|
$
|
29,307,126
|
|
|
$
|
117,997,522
|
|
|
$
|
22,616,555
|
|
|
$
|
206,410,131
|
|
|
$
|
1,052,486
|
|
|
Other Financial Instruments(a)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Liabilities
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Level 1
|
|
$
|
-
|
|
|
$
|
-
|
|
|
$
|
-
|
|
|
$
|
-
|
|
|
$
|
-
|
|
|
$
|
-
|
|
|
$
|
-
|
|
|
Total Level 1
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
Level 2
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Options Written
|
|
|
-
|
|
|
|
-
|
|
|
|
126,497
|
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
Total Level 2
|
|
|
-
|
|
|
|
-
|
|
|
|
126,497
|
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
Level 3
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
Total Level 3
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
|
-
|
|
|
Total
|
|
$
|
-
|
|
|
$
|
-
|
|
|
$
|
126,497
|
|
|
$
|
-
|
|
|
$
|
-
|
|
|
$
|
-
|
|
|
$
|
-
|
|
|
|
(a)
|
Other Financial Instruments are derivative instruments
not reflected in the Schedule of Investments. Such as written options, which are reflected at value.
|
|
Category
|
|
Amplify Advanced Battery Metals and Materials ETF
|
|
|
Amplify International Online Retail ETF
|
|
|
Investments in Securities
|
|
|
|
|
|
|
|
|
|
Assets
|
|
|
|
|
|
|
|
|
|
Level 1
|
|
|
|
|
|
|
|
|
|
Common Stocks
|
|
|
|
|
|
|
|
|
|
Argentina
|
|
$
|
-
|
|
|
$
|
97,309
|
|
|
Australia
|
|
|
1,298,858
|
|
|
|
65,179
|
|
|
Belgium
|
|
|
138,080
|
|
|
|
-
|
|
|
Brazil
|
|
|
-
|
|
|
|
45,050
|
|
|
Britain
|
|
|
47,643
|
|
|
|
234,977
|
|
|
Canada
|
|
|
527,213
|
|
|
|
50,291
|
|
|
Chile
|
|
|
132,210
|
|
|
|
-
|
|
|
China
|
|
|
1,020,206
|
|
|
|
508,347
|
|
|
France
|
|
|
90,370
|
|
|
|
-
|
|
|
Germany
|
|
|
-
|
|
|
|
231,321
|
|
|
Hong Kong
|
|
|
236,632
|
|
|
|
-
|
|
|
India
|
|
|
-
|
|
|
|
65,523
|
|
|
Indonesia
|
|
|
209,889
|
|
|
|
-
|
|
|
Ireland
|
|
|
-
|
|
|
|
64,299
|
|
|
Japan
|
|
|
189,568
|
|
|
|
456,334
|
|
|
Netherlands
|
|
|
103,106
|
|
|
|
64,170
|
|
|
Philippines
|
|
|
96,682.00
|
|
|
|
-
|
|
|
Russia
|
|
|
157,528
|
|
|
|
-
|
|
|
South Africa
|
|
|
117,829
|
|
|
|
-
|
|
|
South Korea
|
|
|
-
|
|
|
|
36,391
|
|
|
Sweden
|
|
|
-
|
|
|
|
68,536
|
|
|
Switzerland
|
|
|
359,659
|
|
|
|
-
|
|
|
Taiwan
|
|
|
-
|
|
|
|
44,192
|
|
|
United States
|
|
|
375,388
|
|
|
|
-
|
|
|
Money Market Funds
|
|
|
27,400
|
|
|
|
6,301
|
|
|
Total Level 1
|
|
|
5,128,261
|
|
|
|
2,038,220
|
|
|
Level 2
|
|
|
-
|
|
|
|
-
|
|
|
Investments Purchased with Proceeds from Securities Lending
|
|
|
1,145,069
|
|
|
|
115,323
|
|
|
Total Level 2
|
|
|
1,145,069
|
|
|
|
115,323
|
|
|
Level 3
|
|
|
|
|
|
|
|
|
|
Australia
|
|
|
114,451
|
|
|
|
-
|
|
|
Canada
|
|
|
24,989
|
|
|
|
-
|
|
|
Total Level 3
|
|
|
139,440
|
|
|
|
-
|
|
|
Total
|
|
$
|
6,412,770
|
|
|
$
|
2,153,543
|
|
See the Schedules of Investments for further disaggregation
of investment categories.
For the period ended January 31, 2020, there were no transfers
into or out of Level 3 for the Funds. Below is a reconciliation of securities in Level 3 for Amplify Advanced Battery Metals and
Materials ETF.
|
Amplify Advanced Battery Metals and Materials ETF
|
|
Balance
as of
10/31/2019
|
|
|
Net Realized Gain (Loss)
|
|
|
Change in Net Unrealized Appreciation (Depreciation)
|
|
|
Purchases/Acquisition
|
|
|
Sales
|
|
|
Transfers In/Out of Level 3
|
|
|
Balance
as of 01/31/2020
|
|
|
Net Change in Unrealized Appreciation (Depreciation) on securities held at 01/31/2020
|
|
|
Common Stocks
|
|
$
|
-
|
|
|
$
|
-
|
|
|
$
|
(406,261
|
)
|
|
$
|
10,475
|
|
|
$
|
-
|
|
|
$
|
139,440
|
|
|
$
|
139,440
|
|
|
$
|
(406,261
|
)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amplify CrowdBureau Peer-to-Peer Lending & Crowdfunding ETF
|
|
Balance
as of
10/31/2019
|
|
|
Net Realized Gain (Loss)
|
|
|
Change in Net Unrealized Appreciation (Depreciation)
|
|
|
Purchases/Acquisition
|
|
|
Sales
|
|
|
Transfers In/Out of Level 3
|
|
|
Balance
as of 01/31/2020
|
|
|
Net Change in Unrealized Appreciation (Depreciation) on securities held at 01/31/2020
|
|
|
Common Stocks
|
|
$
|
-
|
|
|
$
|
-
|
|
|
$
|
(2,183
|
)
|
|
$
|
-
|
|
|
$
|
-
|
|
|
$
|
-
|
|
|
$
|
-
|
|
|
$
|
(773
|
)
|
The following is a summary of quantitative information about
Level 3 Fair Value Measurements:
|
Amplify Advanced Battery Metals and Materials ETF
|
|
Fair Value
as of
01/31/2020
|
|
|
Valuation Techniques
|
|
Unobservable Input
|
|
Range/Weighted Average Unobservable Input
|
|
Common Stocks
|
|
$
|
-
|
|
|
Proration of Share Price
|
|
Corporate Action Details
|
|
0.00 AUD
|
|
Common Stocks
|
|
$
|
114,451
|
|
|
IDC Mean Price
|
|
Exchange Notification and Corpoate Media Releases
|
|
.065 AUD
|
|
Common Stocks
|
|
$
|
24,989
|
|
|
IDC Mean Price
|
|
Corporate Action Details
|
|
.050 CAD
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amplify CrowdBureau Peer-to-Peer Lending & Crowdfunding ETF
|
|
|
Fair Value
as of
01/31/2020
|
|
|
Valuation Techniques
|
|
Unobservable Input
|
|
Range/Weighted Average Unobservable Input
|
|
Common Stocks
|
|
$
|
-
|
|
|
Security Delisted
|
|
Exchange Notification and Corpoate Media Releases
|
|
0.00 AUD
|
Secured
Borrowings (unaudited)
The Funds adopted guidance requiring entities to present
gross obligations for secured borrowings by the type of collateral pledged and remaining time to maturity.
As of January 31, 2020, the Funds had loaned securities and
received cash collateral for the loans. The cash collateral is invested by the Securities Lending Agent in accordance with approved
investment guidelines. Those guidelines require the cash collateral to be invested in readily marketable, high quality, short-term
obligations; however, such investments are subject to risk of payment delays or default on the part of the issuer or counterparty
or otherwise may not generate sufficient interest to support the costs associated with securities lending. The Funds could also
experience delays in recovering its securities and possible loss of income or value if the borrower fails to return the borrowed
securities, although the Funds are indemnified from this risk by contract with the Securities Lending Agent. The cash collateral
received was invested in the Mount Vernon Liquid Assets Portfolio, LLC as shown on the schedule of investments, a short-term investment
portfolio with an overnight and continuous maturity. The investment objective is to seek to maximize current income to the extent
consistent with the preservation of capital and liquidity and maintain a stable NAV of $1.00 per unit.
Derivative Instruments
and Hedging Activities
January 31, 2020 (Unaudited)
The Amplify CWP Enhanced Dividend Income ETF (“DIVO”)
will employ an option strategy in which it will write U.S. exchange-traded covered call options on Equity Securities in the portfolio
in order to seek additional income (in the form of premiums on the options) and selective repurchase of such options. A call option
written (sold) by DIVO will give the holder (buyer) the right to buy a certain equity security at a predetermined strike price
from DIVO. A premium is the income received by an investor who sells or writes an option contract to another party. DIVO seeks
to lower risk and enhance total return by tactically selling short-term call options on some, or all, of the equity securities
in the portfolio. Specifically, DIVO seeks to provide gross income of approximately 2-3% from dividend income and 2-4% from option
premium, plus the potential for capital appreciation. Unlike a systematic covered call program, DIVO is not obligated to continuously
cover each individual equity position. When one of the underlying stocks demonstrates strength or an increase in implied volatility,
DIVO identifies that opportunity and sells call options tactically, rather than keeping all positions covered and limiting potential
upside.
When DIVO writes an option, an amount equal to the premium received by DIVO is recorded as a liability and is subsequently adjusted
to the current fair value of the option written. Premiums received from writing options that expire unexercised are treated by
DIVO on the expiration date as realized gains from options written. The difference between the premium and the amount paid on effecting
a closing purchase transaction, including brokerage commissions, is also treated as a realized gain, or, if the premium is less
than the amount paid for the closing purchase transaction, as a realized loss. If a call option is exercised, the premium is added
to the proceeds from the sale of the underlying security in determining whether DIVO has realized a gain or loss. DIVO, as a writer
of an option, bears the market risk of an unfavorable change in the price of the security underlying the written option. During
the period, DIVO used written covered call options in a manner consistent with the strategy described above.
The Amplify BlackSwan Growth & Treasure Core ETF’s (“SWAN”)
investments in options contracts will primarily be long-term equity anticipation securities known as LEAP Options. LEAP Options
are long-term exchange-traded call options that allow holders the opportunity to participate in the underlying securities’
appreciation in excess of a specified strike price without receiving payments equivalent to any cash dividends declared on the
underlying securities. A holder of a LEAP Option will be entitled to receive a specified number of shares of the underlying stock
upon payment of the exercise price, and therefore the LEAP Option will be exercisable at any time the price of the underlying stock
is above the strike price. However, if at expiration the price of the underlying stock is at or below the strike price, the LEAP
Option will expire and be worthless.
Statement of Assets and Liabilities -- Values of Derivative
Instruments as of January 31, 2020:
|
DIVO
|
|
SWAN
|
|
|
|
Liability Derivatives
|
|
|
|
|
Asset Derivatives
|
|
|
Derivatives
|
|
Location
|
|
|
Value
|
|
|
Derivatives
|
|
Location
|
|
|
Value
|
|
|
Equity Contracts - Options
|
|
Options Written, at Value
|
|
$
|
126,497
|
|
|
Equity Contracts - Options
|
|
Investments, at Value
|
|
$
|
21,505,051
|
|
The average monthly value of options written in DIVO during
the period ended January 31, 2020 was $(71,143).
The average monthly value of options purchased in SWAN during
the period ended January 31, 2020 was $20,577,575.
Item 2. Controls and Procedures.
|
|
(a)
|
The Registrant’s President and Treasurer have concluded that the Registrant's disclosure controls and procedures (as
defined in Rule 30a-3(c) under the Investment Company Act of 1940 (the “1940 Act”)) (17 CFR 270.30a-3(c))
are effective as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph,
based on the evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b))
and Rule 13a-15(b) or Rule 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(d)).
|
|
|
(b)
|
There were no changes in the Registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the
1940 Act) (17 CFR 270.30a-3(d)) that occurred during the Registrant's last fiscal quarter that have materially affected,
or are reasonably likely to materially affect, the Registrant's internal control over financial reporting.
|
Item 3. Exhibits.
Separate certifications for each principal executive officer
and principal financial officer of the Registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)). Filed
herewith.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act
of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned,
thereunto duly authorized.
|
(Registrant)
|
Amplify ETF Trust
|
|
|
By (Signature and Title)
|
/s/ Christian Magoon
|
|
|
|
Christian Magoon,
|
|
|
|
President and Principal Executive Officer
|
|
Pursuant to the requirements of the Securities Exchange Act
of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant
and in the capacities and on the dates indicated.
|
By (Signature and Title)*
|
/s/ Christian Magoon
|
|
|
|
Christian Magoon,
|
|
|
|
President and Principal Executive Officer
|
|
|
By (Signature and Title)*
|
/s/ Bradley H. Bailey
|
|
|
|
Bradley H. Bailey,
|
|
|
|
Principal Financial Officer
|
|
* Print the name and title of each signing officer under
his or her signature.
Amplify High Income ETF (AMEX:YYY)
Historical Stock Chart
From Oct 2024 to Nov 2024
Amplify High Income ETF (AMEX:YYY)
Historical Stock Chart
From Nov 2023 to Nov 2024
