# EDGAR Filing Document

**Accession Number:** 0001633061
**File Stem:** 0001145549-23-019034
**Filing Date:** 2023-3
**Character Count:** 19409
**Document Hash:** 1fe9ca6c392305ec5aedc063ae187295
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-019034.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001145549-23-019034

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Amplify ETF Trust
- **CENTRAL INDEX KEY:** 0001633061
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23108
- **FILM NUMBER:** 23769073

**BUSINESS ADDRESS:**
- **STREET 1:** 310 S. HALE ST.
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187
- **BUSINESS PHONE:** (630)869-0202

**MAIL ADDRESS:**
- **STREET 1:** 310 S. HALE ST.
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187

## Series and Classes Contracts Data

### Amplify BlackSwan ISWN ETF (Series ID: S000069679)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000222247 | Amplify BlackSwan ISWN ETF | ISWN            |

## Nport-Ex

---

| | | | |
|:---|:---|:---|:---|
| **Amplify BlackSwan ISWN ETF** | **Amplify BlackSwan ISWN ETF** | **Amplify BlackSwan ISWN ETF** | **Amplify BlackSwan ISWN ETF** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **January 31, 2023 (Unaudited)** | **January 31, 2023 (Unaudited)** | **January 31, 2023 (Unaudited)** | **January 31, 2023 (Unaudited)** |
| **Description** | | **Par Value** | **Value** |
| **U.S. GOVERNMENT NOTES/BONDS - 87.4%** | | | |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 10/31/2024 |  | $977000 | $977000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 10/15/2025 |  | 5829000 | 5867708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 10/31/2027 |  | 5774000 | 5884518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/31/2029 |  | 5745000 | 5877965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 08/15/2032 |  | 6240000 | 5855363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 08/15/2052 |  | 9216000 | 8093520 |
| **Total U.S. Government Notes/Bonds** (Cost $32,471,417) |  |  | 32556074 |
|  |  | **Notional** |  |
| **PURCHASED CALL OPTIONS (a) - 11.4%** | **Contracts** | **Amount** |  |
| &nbsp;&nbsp;&nbsp; iShares MSCI EAFE ETF, Expires 6/16/2023, Strike Price $62.00 | 1827 | $13072185 | 2005133 |
| &nbsp;&nbsp;&nbsp; iShares MSCI EAFE ETF, Expires 12/15/2023, Strike Price $60.00 | 1564 | 11190420 | 2213060 |
| **Total Purchased Call Options** (Cost $3,564,116) |  |  | 4218193 |
| **MONEY MARKET FUNDS - 0.2%** | **Shares** |  |  |
| &nbsp;&nbsp;&nbsp; Dreyfus Government Cash Management - 3.43% (b) | 15932 |  | 15932 |
| &nbsp;&nbsp;&nbsp; Invesco Government & Agency Portfolio - Institutional Class - 4.30% (b) | 62956 |  | 62956 |
| **Total Money Market Funds** (Cost $78,888) |  |  | 78888 |
| **Total Investments - 99.0%** |  |  |  |
| &nbsp;&nbsp;&nbsp; (Cost $36,114,421) |  |  | $36853155 |

---

---

| |
|:---|
| *Percentages are based on Net Assets of $37,241,389*. |
| (a) Exchange Traded. |
| (b) Seven-day yield as of January 31, 2023. |

---

------

---

| | |
|:---|:---|
| **Security Valuation** |  |
| 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: | 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 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 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). | 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, 2023 maximized the use of observable inputs and minimized the use of unobservable inputs. | The valuation techniques used by the Funds to measure fair value for the year/period ended January 31, 2023 maximized the use of observable inputs and minimized the use of unobservable inputs. |
| For the period ended January 31, 2023, there have been no significant changes to the Fund's fair valuation methodologies. | For the period ended January 31, 2023, there have been no significant changes to the Fund's fair valuation methodologies. |
| 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. Deposit accounts are valued at acquisition cost, which approximates fair value. 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. Swaps will be valued by using the market close price of the underlying holdings. If there is no market price available, then the securities will be valued at the last trade price. | 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. Deposit accounts are valued at acquisition cost, which approximates fair value. 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. Swaps will be valued by using the market close price of the underlying holdings. If there is no market price available, then the securities will be valued at the last trade price. |
| The Trust's valuation procedures provide for the designation of the Adviser as "Valuation Designee". 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 Valuation Designee, pursuant to procedures established by the Fund's Board of Trustees (the "Board"). | The Trust's valuation procedures provide for the designation of the Adviser as "Valuation Designee". 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 Valuation Designee, pursuant to procedures established by 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 Fund's investments as of January 31, 2023: | The following is a summary of the fair valuations according to the inputs used to value the Fund's investments as of January 31, 2023: |
| **Category** |  |
| **Investments in Securities** |  |
| **Assets** |  |
| Level 1 |  |
| &nbsp;&nbsp;&nbsp; U.S. Government Notes/Bonds | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32556074 |
| &nbsp;&nbsp;&nbsp; Purchased Options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4218193 |
| &nbsp;&nbsp;&nbsp; Money Market Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78888 |
| Total Level 1 | &nbsp;&nbsp;&nbsp;&nbsp; 36853155 |
| Level 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - |
| Total Level 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - |
| Level 3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - |
| Total Level 3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - |
| Total | $36853155 |
| See the Schedule of Investments for further disaggregation of investment categories. | See the Schedule of Investments for further disaggregation of investment categories. |
| For the period ended January 31, 2023, there were no transfers into or out of Level 3 for the Fund. | For the period ended January 31, 2023, there were no transfers into or out of Level 3 for the Fund. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Amplify ETF Trust

- **b. Investment Company Act file number:** 811-23108

- **c. CIK number of Registrant:** 0001633061

- **d. LEI of Registrant:** 5493006EMX6222CPWJ71

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 310 South Hale Street

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

  - **Telephone number:** 855-267-3837

**Item A.2. Information about the Series.**

- **a. Name of Series:** Amplify BlackSwan ISWN ETF

- **b. EDGAR series identifier (if any):** S000069679

- **c. LEI of Series:** 5493005R6FPYIRDOZ223

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $37265752.13

**Total Liabilities:** $24382.49

**Net Assets:** $37241369.64

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.000000000000 | **1-Year:** 1130.220000000000 | **5-Year:** 5653.040000000000 | **10-Year:** 5856.030000000000 | **30-Year:** 14409.420000000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000222247 | 6.81%                | -1.70%               | 6.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $979015.93                                 |
| Month 2  | $-1773193.12             | $1440674.37                                |
| Month 3  | $0.00                    | $811716.15                                 |

**Designated Index Information**

- **Index Name:** MSCI EAFE Net Total Return USD Index

- **Index Identifier:** NDDUEAFE

### Schedule of Portfolio Investments

| Name                           | Title                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Dreyfus Treasury Securities Ca | Dreyfus Treasury Securities Cash Management | CUSIP: 261941702<br>LEI: 549300U78VESCW509025 | Long             | STIV             | RF                | US        |     15888 | NS      | $15887.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Government & Agency Po | Invesco Government & Agency Portfolio       | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |     62956 | NS      | $62956.25     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond            | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9216000 | PA      | $8093519.95   | 21.73%            | 2052-08-15      | Fixed         | 3.00%                 | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond            | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6240000 | PA      | $5855362.53   | 15.72%            | 2032-08-15      | Fixed         | 2.75%                 | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond            | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5829000 | PA      | $5867708.17   | 15.76%            | 2025-10-15      | Fixed         | 4.25%                 | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond            | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    977000 | PA      | $977000.00    | 2.62%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond            | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5745000 | PA      | $5877965.32   | 15.78%            | 2029-10-31      | Fixed         | 4.00%                 | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond            | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5774000 | PA      | $5884517.94   | 15.80%            | 2027-10-31      | Fixed         | 4.12%                 | No            |                  1 | On Loan: No      |
| N/A                            | iShares MSCI EAFE ETF                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1827 | NC      | $2005132.50   | 5.38%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | iShares MSCI EAFE ETF                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1564 | NC      | $2213060.00   | 5.94%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** Amplify ETF Trust

**Signature:** /s/ Bradley H. Bailey

**Name of Signer:** Amplify ETF Trust

**Title:** Principal Financial Officer