AMPLIFY ETF TRUST
Amplify High Income ETF YYY
Amplify Online Retail ETF IBUY
Amplify CWP Enhanced Dividend Income ETF DIVO
Amplify Transformational Data Sharing ETF BLOK
Amplify Lithium & Battery Technology ETF BATT
Amplify BlackSwan Growth & Treasury Core ETF SWAN
Amplify Emerging Markets FinTech ETF EMFQ
Amplify Seymour Cannabis ETF CNBS
Amplify BlackSwan ISWN ETF ISWN
Amplify Thematic All-Stars ETF MVPS
Amplify Digital & Online Trading ETF BIDS
Amplify BlackSwan Tech & Treasury ETF QSWN
Amplify Inflation Fighter ETF IWIN
Amplify Natural Resources Dividend Income ETF NDIV
Amplify International Enhanced Dividend Income ETF IDVO
SEMI-ANNUAL REPORT
April 30, 2023
Amplify ETF Trust
Table of Contents
2 | ||
30 | ||
33 | ||
36 | ||
51 | ||
66 | ||
94 | ||
109 | ||
110 | ||
112 | ||
114 | ||
115 |
Amplify ETF Trust (the “Trust”) files its complete schedule of fund holdings with the Securities and Exchange Commission (the “Commission”) for the first and third quarters of each fiscal year on Part F of Form N-PORT within sixty days after the end of the period. The Trust’s Part F of Form N-PORT is available on the Commission’s website at www.sec.gov, and may be reviewed and copied at the Commission’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.
A description of the policies and procedures that Amplify Investments LLC (the “Adviser”) uses to determine how to vote proxies relating to portfolio securities, as well as information relating to how a fund voted proxies relating to portfolio securities during the most recent 12-month period ended June 30, is available (i) without charge, upon request, by calling 1-855-267-3837 and (ii) on the Commission’s website at www.sec.gov.
1
Description |
Shares |
Value | |||
INVESTMENT COMPANIES — 99.3% |
|
||||
Equity — 8.6% |
|
||||
Kayne Anderson Energy Infrastructure Fund(a) |
1,160,735 |
$ |
9,750,174 | ||
Liberty All-Star Equity Fund |
1,818,036 |
|
10,980,937 | ||
MainStay CBRE Global Infrastructure Megatrends Fund |
615,970 |
|
8,900,766 | ||
|
29,631,877 | ||||
Fixed Income — 90.7% |
|
||||
Aberdeen Asia-Pacific Income Fund, Inc. |
3,685,556 |
|
10,024,712 | ||
AllianceBernstein Global High Income Fund, Inc. |
518,919 |
|
5,132,109 | ||
BlackRock Capital Allocation Term Trust |
343,554 |
|
5,194,536 | ||
BlackRock Credit Allocation Income Trust |
441,847 |
|
4,604,046 | ||
BlackRock MuniHoldings California Quality Fund, Inc. |
225,080 |
|
2,442,118 | ||
Blackstone Strategic Credit 2027 Term Fund |
948,574 |
|
10,178,199 | ||
ClearBridge MLP & Midstream Fund, Inc. |
300,569 |
|
9,921,783 | ||
Cohen & Steers Limited Duration Preferred and Income Fund, Inc. |
207,735 |
|
3,656,136 | ||
Cohen & Steers Quality Income Realty Fund, Inc. |
196,827 |
|
2,306,812 | ||
DoubleLine Income Solutions Fund(a) |
970,041 |
|
11,388,281 | ||
DoubleLine Yield Opportunities Fund |
762,858 |
|
10,580,840 | ||
Eaton Vance Limited Duration Income Fund |
305,270 |
|
2,854,275 | ||
First Trust High Yield Opportunities 2027 Term Fund |
507,726 |
|
7,169,091 | ||
First Trust Intermediate Duration Preferred & Income Fund |
478,178 |
|
7,497,831 | ||
Flaherty & Crumrine Preferred and Income Securities Fund, Inc. |
106,321 |
|
1,494,873 | ||
FS Credit Opportunities Corp. |
1,777,657 |
|
7,697,255 | ||
Guggenheim
Active Allocation |
296,869 |
|
4,197,728 | ||
Highland Income Fund |
784,035 |
|
6,766,222 | ||
Invesco Senior Income Trust |
2,850,396 |
|
10,660,481 |
Description |
Shares |
Value | |||
Nuveen AMT-Free Municipal Credit Income Fund |
455,159 |
$ |
5,370,876 | ||
Nuveen AMT-Free Quality Municipal Income Fund |
282,931 |
|
3,143,363 | ||
Nuveen California Quality Municipal Income Fund |
773,685 |
|
8,440,903 | ||
Nuveen Credit Strategies Income Fund |
2,002,173 |
|
10,171,039 | ||
Nuveen Floating Rate Income Fund |
1,221,753 |
|
9,920,634 | ||
Nuveen
Municipal Credit |
512,152 |
|
5,976,814 | ||
Nuveen New York AMT-Free Quality Municipal Income Fund |
544,946 |
|
5,656,540 | ||
Nuveen Preferred & Income Opportunities Fund |
1,201,726 |
|
7,703,064 | ||
Nuveen Preferred & Income Securities Fund(a) |
1,469,393 |
|
9,506,973 | ||
Nuveen
Quality Municipal |
303,687 |
|
3,483,290 | ||
Oxford Lane Capital Corp.(a) |
2,391,024 |
|
12,433,325 | ||
PGIM Global High Yield Fund, Inc.(a) |
912,650 |
|
10,093,909 | ||
PIMCO Access Income Fund |
728,291 |
|
10,472,825 | ||
PIMCO Corporate & Income Opportunity Fund |
800,018 |
|
10,456,235 | ||
PIMCO Corporate & Income Strategy Fund |
185,128 |
|
2,373,341 | ||
Pimco Dynamic Income Fund |
645,779 |
|
11,617,564 | ||
PIMCO Dynamic Income Opportunities Fund |
857,850 |
|
10,920,431 | ||
PIMCO High Income Fund |
1,806,334 |
|
8,598,150 | ||
PIMCO Income Strategy Fund II |
1,074,037 |
|
7,539,740 | ||
Thornburg Income Builder Opportunities Trust(a) |
703,058 |
|
11,038,011 | ||
Western Asset Diversified Income Fund(a) |
764,358 |
|
10,196,536 | ||
Western Asset Emerging Markets Debt Fund, Inc. |
1,113,808 |
|
9,656,715 | ||
Western Asset Inflation-Linked Opportunities & Income Fund |
674,954 |
|
6,223,076 | ||
|
314,760,682 | ||||
Total
Investment Companies |
|
344,392,559 | |||
|
|||||
MONEY MARKET FUNDS — 0.3% |
|
||||
Invesco
Government & Agency Portfolio - Institutional |
1,073,233 |
|
1,073,233 | ||
Total Money
Market Funds
|
|
1,073,233 |
The accompanying notes are an integral part of the financial statements.
2
Amplify ETF Trust
Amplify High Income ETF
Schedule of Investments
April 30, 2023 (Unaudited) (Continued)
Description |
Shares |
Value | |||
INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING — 3.7% |
|
||||
First American Government Obligations Fund - Class X — 4.66%(b) |
12,841,369 |
$ |
12,841,369 | ||
Total
Investments Purchased with Proceeds from Securities Lending |
|
12,841,369 | |||
|
|||||
Total
Investments —
103.3% |
$ |
358,307,161 |
Percentages are based on Net Assets of $346,970,856.
(a) All or a portion of this security is out on loan as of April 30, 2023. Total value of securities out on loan is $12,683,771 or 3.7% of net assets.
(b) Seven-day yield as of April 30, 2023.
The accompanying notes are an integral part of the financial statements.
3
Amplify ETF Trust
Amplify Online Retail ETF
Schedule of Investments
April 30, 2023 (Unaudited)
Description |
Shares |
Value | |||
COMMON STOCKS — 99.6% |
|
||||
Marketplace — 38.4% |
|
||||
Affirm Holdings, Inc.(a)(b) |
264,796 |
$ |
2,610,889 | ||
Alibaba Group Holding Ltd.(b) |
218,700 |
|
2,286,004 | ||
BigCommerce Holdings, Inc.(b) |
333,142 |
|
2,461,919 | ||
Copart, Inc.(b) |
77,858 |
|
6,154,675 | ||
Coupang, Inc.(b) |
101,761 |
|
1,705,514 | ||
Delivery Hero SE(b)(c) |
54,695 |
|
2,177,506 | ||
DoorDash, Inc. - Class A(b) |
92,715 |
|
5,673,231 | ||
Etsy, Inc.(b) |
44,130 |
|
4,458,454 | ||
Fiverr International Ltd.(b) |
61,992 |
|
2,263,948 | ||
Global-e Online Ltd.(b) |
77,696 |
|
2,166,164 | ||
JD.com, Inc. - Class A |
90,250 |
|
1,562,487 | ||
Jumia Technologies AG - ADR(a)(b) |
365,489 |
|
1,030,679 | ||
Just Eat Takeaway.com NV(b)(c) |
104,281 |
|
1,824,734 | ||
KE Holdings, Inc. - ADR(b) |
162,742 |
|
2,553,422 | ||
Liquidity Services, Inc.(b) |
257,836 |
|
3,369,917 | ||
Lyft, Inc. - Class A(b) |
321,730 |
|
3,297,733 | ||
Meituan - Class B(b)(c) |
97,500 |
|
1,651,985 | ||
MercadoLibre, Inc.(b) |
2,015 |
|
2,574,142 | ||
Ozon Holdings PLC - ADR(a)(b)(d) |
106,678 |
|
— | ||
PayPal Holdings, Inc.(b) |
57,665 |
|
4,382,540 | ||
PDD Holdings, Inc. - ADR(b) |
30,795 |
|
2,098,679 | ||
Sea Ltd. - ADR(b) |
38,272 |
|
2,915,178 | ||
Shopify, Inc. - Class A(b) |
51,997 |
|
2,519,255 | ||
Uber Technologies, Inc.(b) |
153,643 |
|
4,770,615 | ||
Upwork, Inc.(b) |
335,676 |
|
3,212,419 | ||
Vivid Seats, Inc. - Class A(a)(b) |
538,308 |
|
3,865,051 | ||
|
73,587,140 | ||||
Traditional Retail — 48.5% |
|
||||
1-800-Flowers.com, Inc. - Class A(b) |
541,610 |
|
4,988,228 | ||
Amazon.com, Inc.(b) |
49,432 |
|
5,212,604 | ||
ASKUL Corp. |
168,200 |
|
2,232,050 |
Description |
Shares |
Value | |||
ASOS PLC(b) |
259,429 |
$ |
2,402,253 | ||
Carvana Co.(a)(b) |
307,605 |
|
2,134,779 | ||
Chegg, Inc.(b) |
172,765 |
|
3,106,315 | ||
Chewy, Inc. - Class A(a)(b) |
124,519 |
|
3,861,334 | ||
eBay, Inc. |
113,710 |
|
5,279,555 | ||
Farfetch Ltd. - Class A(a)(b) |
221,229 |
|
891,553 | ||
Figs, Inc. - Class A(b) |
668,806 |
|
4,815,403 | ||
HelloFresh SE(b) |
86,605 |
|
2,312,279 | ||
IAC, Inc.(b) |
97,099 |
|
5,026,815 | ||
Lands’ End, Inc.(b) |
430,648 |
|
3,087,746 | ||
Netflix, Inc.(b) |
16,407 |
|
5,413,162 | ||
Ocado Group PLC(b) |
246,031 |
|
1,562,082 | ||
Oisix ra daichi, Inc.(a)(b) |
159,600 |
|
2,963,690 | ||
Overstock.com, Inc.(b) |
208,214 |
|
4,239,237 | ||
Peloton Interactive, Inc. - Class A(b) |
472,604 |
|
4,196,724 | ||
PetMed Express, Inc. |
206,268 |
|
3,170,339 | ||
Revolve Group, Inc.(b) |
191,837 |
|
3,961,434 | ||
Shutterstock, Inc. |
96,232 |
|
6,447,544 | ||
Spotify Technology SA(b) |
24,462 |
|
3,268,123 | ||
Vipshop Holdings Ltd. - ADR(b) |
231,750 |
|
3,638,475 | ||
Wayfair, Inc. - Class A(a)(b) |
117,838 |
|
4,104,298 | ||
Zalando SE(b)(c) |
72,736 |
|
2,979,105 | ||
ZOZO, Inc. |
81,800 |
|
1,714,711 | ||
|
93,009,838 | ||||
Travel — 12.7% |
|
||||
Airbnb, Inc. - Class A(b) |
47,970 |
|
5,740,570 | ||
Booking Holdings, Inc.(b) |
2,419 |
|
6,498,184 | ||
Expedia Group, Inc.(b) |
50,373 |
|
4,733,047 | ||
MakeMyTrip Ltd.(b) |
64,287 |
|
1,506,887 | ||
Trip.com Group Ltd.(b) |
69,100 |
|
2,419,048 | ||
TripAdvisor, Inc.(b) |
190,511 |
|
3,377,760 | ||
|
24,275,496 | ||||
Total Common
Stocks |
|
190,872,474 | |||
|
|||||
MONEY MARKET FUNDS — 0.4% |
|
||||
Invesco
Government & Agency Portfolio - Institutional |
764,416 |
|
764,416 | ||
Total Money
Market Funds
|
|
764,416 |
The accompanying notes are an integral part of the financial statements.
4
Amplify ETF Trust
Amplify Online Retail ETF
Schedule of Investments
April 30, 2023 (Unaudited) (Continued)
Description |
Shares |
Value | |||
INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING — 7.3% |
|
||||
First American Government Obligations Fund - Class X — 4.66%(e) |
13,898,713 |
$ |
13,898,713 | ||
Total
Investments Purchased with Proceeds from Securities Lending |
|
13,898,713 | |||
|
|||||
Total
Investments — 107.3% |
$ |
205,535,603 |
Percentages are based on Net Assets of $191,589,228.
ADR - American Depositary Receipt
(a) All or a portion of this security is out on loan as of April 30, 2023. Total value of the securities out on loan is $11,439,816 or 6.0% of net assets.
(b) Non-income producing security.
(c) 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 April 30, 2023, the value of these securities amounted to $8,633,330 or 4.5% of net assets.
(d) Illiquid security. At April 30, 2023, 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.
(e) Seven-day yield as of April 30, 2023.
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 accompanying notes are an integral part of the financial statements.
5
Amplify ETF Trust
Amplify CWP Enhanced Dividend Income ETF
Schedule of Investments
April 30, 2023 (Unaudited)
Description |
Shares |
Value | |||
COMMON STOCKS — 86.5% |
|
||||
Communication Services — 1.9% |
|
||||
Verizon Communications, Inc. |
1,445,828 |
$ |
56,141,501 | ||
Consumer Discretionary — 8.1% |
|
||||
McDonald’s Corp.(a) |
504,554 |
|
149,221,845 | ||
The Home Depot, Inc. |
292,703 |
|
87,968,960 | ||
|
237,190,805 | ||||
Consumer Staples — 8.6% |
|
||||
General Mills, Inc. |
1,054,835 |
|
93,490,026 | ||
The Procter & Gamble Co. |
997,283 |
|
155,955,116 | ||
|
249,445,142 | ||||
Energy — 10.9% |
|
||||
Chevron Corp. |
887,052 |
|
149,539,226 | ||
Marathon Petroleum Corp. |
686,240 |
|
83,721,280 | ||
Schlumberger NV |
1,696,586 |
|
83,726,519 | ||
|
316,987,025 | ||||
Financials — 15.1% |
|
||||
JPMorgan Chase & Co.(a) |
1,032,557 |
|
142,740,680 | ||
The Goldman Sachs Group, Inc.(a) |
414,874 |
|
142,484,326 | ||
Visa, Inc. - Class A |
662,796 |
|
154,252,513 | ||
|
439,477,519 | ||||
Health Care — 14.2% |
|
||||
Johnson & Johnson(a) |
898,040 |
|
147,009,148 | ||
Merck & Co., Inc. |
1,006,244 |
|
116,190,995 | ||
UnitedHealth Group, Inc. |
307,281 |
|
151,209,907 | ||
|
414,410,050 | ||||
Industrials — 9.6% |
|
||||
Deere & Co. |
214,023 |
|
80,904,975 | ||
Lockheed Martin Corp.(a) |
235,461 |
|
109,359,861 | ||
United Parcel Service, Inc. - Class B |
488,438 |
|
87,826,037 | ||
|
278,090,873 |
Description |
Shares |
Value | |||
Information Technology — 10.1% |
|
||||
Apple, Inc. |
693,638 |
$ |
117,696,496 | ||
Microsoft Corp.(a) |
571,398 |
|
175,567,749 | ||
|
293,264,245 | ||||
Materials — 5.2% |
|
||||
Dow, Inc.(a) |
966,732 |
|
52,590,221 | ||
Nucor Corp.(a) |
669,905 |
|
99,266,523 | ||
|
151,856,744 | ||||
Utilities — 2.8% |
|
||||
Duke Energy Corp. |
830,647 |
|
82,134,375 | ||
Total Common
Stocks |
|
2,518,998,279 | |||
|
|||||
MONEY MARKET FUNDS — 14.3% |
|
||||
Invesco
Government & Agency Portfolio - Institutional |
417,753,520 |
|
417,753,520 | ||
Total Money
Market Funds
|
|
417,753,520 | |||
|
|||||
Total
Investments — 100.8% |
$ |
2,936,751,799 |
Percentages are based on Net Assets of $2,914,064,661.
(a) All or portion of this security is held as collateral for the options written. At April 30, 2023, the value of these securities amounted to $459,843,440 or 15.8% of net assets.
(b) Seven-day yield as of April 30, 2023.
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. Bank Global Fund Services.
The accompanying notes are an integral part of the financial statements.
6
Amplify ETF Trust
Amplify CWP Enhanced Dividend Income ETF
Schedule of Options Written
April 30, 2023 (Unaudited)
Contracts |
Notional
|
Value | ||||||||
Call Options Written(a) — (0.1)% |
|
|
|
| ||||||
DOW, Inc., Expires 5/19/2023, Strike Price $57.50 |
1,501 |
$ |
(8,165,440 |
) |
$ |
(28,519 |
) | |||
Johnson & Johnson, Expires 5/19/2023, Strike Price $175.00 |
2,000 |
|
(32,740,000 |
) |
|
(8,000 |
) | |||
JPMorgan Chase & Co., Expires 5/12/2023, Strike Price $143.00 |
7,625 |
|
(105,408,000 |
) |
|
(247,812 |
) | |||
Lockheed Martin Corp., Expires 5/19/2023, Strike Price $530.00 |
600 |
|
(27,867,000 |
) |
|
(4,500 |
) | |||
McDonald’s Corp., Expires 5/5/2023, Strike Price $300.00 |
2,500 |
|
(73,937,500 |
) |
|
(90,000 |
) | |||
Microsoft Corp., Expires 5/19/2023, Strike Price $320.00 |
3,000 |
|
(92,178,000 |
) |
|
(436,500 |
) | |||
Nucor Corp., Expires 5/12/2023, Strike Price $152.50 |
5,750 |
|
(85,203,500 |
) |
|
(1,121,250 |
) | |||
The Goldman Sachs Group, Inc., Expires 5/19/2023, Strike Price $370.00 |
1,000 |
|
(34,344,000 |
) |
|
(28,500 |
) | |||
Total Call
Options Written |
|
|
$ |
(1,965,081 |
) |
(a) Exchange Traded.
The accompanying notes are an integral part of the financial statements.
7
Amplify ETF Trust
Amplify Transformational Data Sharing ETF
Schedule of Investments
April 30, 2023 (Unaudited)
Description |
Shares |
Value | |||
COMMON STOCKS — 92.8% |
|
||||
Banks — 7.0% |
|
||||
Customers Bancorp, Inc.(a) |
572,996 |
$ |
12,514,233 | ||
DBS Group Holdings Ltd. |
130,000 |
|
3,197,512 | ||
New York Community Bancorp, Inc. |
655,608 |
|
7,008,449 | ||
NU Holdings Ltd. - Class A(a) |
1,852,358 |
|
9,558,167 | ||
|
32,278,361 | ||||
Consumer Discretionary Distribution — 3.5% |
|
||||
Overstock.com, Inc.(a) |
795,585 |
|
16,198,111 | ||
Consumer Staples Distribution — 0.7% |
|
||||
Walmart, Inc. |
22,824 |
|
3,445,739 | ||
Financial Services — 26.9% |
|
||||
Block, Inc.(a) |
211,305 |
|
12,845,231 | ||
CME Group, Inc. |
74,187 |
|
13,781,719 | ||
Coinbase Global, Inc. - Class A(a)(b) |
297,027 |
|
15,977,082 | ||
Galaxy Digital Holdings Ltd.(a)(b) |
4,692,923 |
|
17,318,976 | ||
Mastercard, Inc. - Class A |
20,000 |
|
7,600,600 | ||
Mogo, Inc.(a)(b)(c) |
4,361,566 |
|
2,966,301 | ||
PayPal Holdings, Inc.(a) |
186,266 |
|
14,156,216 | ||
Robinhood Markets, Inc. - Class A(a) |
420,093 |
|
3,717,823 | ||
SBI Holdings, Inc. |
858,013 |
|
16,669,679 | ||
Visa, Inc. - Class A |
29,237 |
|
6,804,327 | ||
WisdomTree, Inc. |
1,976,689 |
|
12,334,540 | ||
|
124,172,494 | ||||
Media & Entertainment — 3.3% |
|
||||
ROBLOX Corp. - Class A(a) |
200,414 |
|
7,134,738 | ||
Z Holdings Corp. |
2,960,885 |
|
8,053,903 | ||
|
15,188,641 |
Description |
Shares |
Value | ||||
Semiconductors & Semiconductor Equipment — 3.4% |
|
|
||||
Advanced Micro Devices, Inc.(a) |
|
88,523 |
$ |
7,911,301 | ||
Taiwan Semiconductor Manufacturing Co. Ltd. - ADR |
|
89,765 |
|
7,567,190 | ||
|
|
15,478,491 | ||||
Software & Services — 44.2% |
|
|
||||
Accenture PLC - Class A |
|
62,275 |
|
17,455,060 | ||
BIGG Digital Assets, Inc.(a)(b) |
|
4,743,905 |
|
1,032,920 | ||
Bitfarms Ltd.(a)(b) |
|
4,208,310 |
|
4,881,640 | ||
Bitfarms Ltd.(a)(b) |
|
8,455,401 |
|
9,985,343 | ||
Cleanspark, Inc.(a) |
|
3,971,237 |
|
15,527,537 | ||
Digital Garage, Inc. |
|
467,962 |
|
16,417,911 | ||
GMO internet group, Inc. |
|
1,055,692 |
|
21,091,369 | ||
Hive Blockchain Technologies Ltd.(a) |
|
999,022 |