Amplify BlackSwan ISWN ETF
|
||||||||||||
Schedule of Investments
|
||||||||||||
January 31, 2024 (Unaudited)
|
||||||||||||
U.S. TREASURY OBLIGATIONS - 87.8%
|
Par
|
Value
|
||||||||||
United States Treasury Note/Bond
|
||||||||||||
2.38%, 05/15/2029
|
$
|
3,800,000
|
$
|
3,526,875
|
||||||||
1.75%, 11/15/2029
|
3,957,000
|
3,535,178
|
||||||||||
0.63%, 05/15/2030
|
4,336,000
|
3,547,475
|
||||||||||
0.88%, 11/15/2030
|
4,314,000
|
3,544,979
|
||||||||||
1.63%, 05/15/2031
|
4,133,000
|
3,541,384
|
||||||||||
1.38%, 11/15/2031
|
4,270,000
|
3,542,265
|
||||||||||
2.88%, 05/15/2032
|
3,820,000
|
3,529,993
|
||||||||||
4.13%, 11/15/2032
|
3,480,000
|
3,522,616
|
||||||||||
3.38%, 05/15/2033
|
3,695,000
|
3,528,148
|
||||||||||
4.50%, 11/15/2033
|
3,372,000
|
3,517,154
|
||||||||||
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $35,535,170)
|
35,336,067
|
|||||||||||
OPTIONS PURCHASED - 11.5%(a)(b)
|
Notional Amount
|
Contracts
|
||||||||||
Call Options - 11.5%
|
$
|
–
|
||||||||||
iShares MSCI EAFE ETF
|
–
|
$
|
–
|
|||||||||
Expiration: 12/20/2024; Exercise Price: $69.00
|
$
|
19,667,622
|
2,622
|
2,563,005
|
||||||||
Expiration: 12/20/2024; Exercise Price: $68.00
|
14,634,451
|
1,951
|
2,048,550
|
|||||||||
Total Call Options
|
4,611,555
|
|||||||||||
TOTAL OPTIONS PURCHASED (Cost $4,108,966)
|
4,611,555
|
|||||||||||
SHORT-TERM INVESTMENTS - 0.2%
|
Shares
|
|||||||||||
Money Market Funds - 0.2%
|
||||||||||||
Dreyfus Government Cash Management, 4.42%(c)
|
82,644
|
82,644
|
||||||||||
TOTAL SHORT-TERM INVESTMENTS
(Cost $82,644)
|
82,644
|
|||||||||||
TOTAL INVESTMENTS - 99.5% (Cost
$39,726,780)
|
40,030,266
|
|||||||||||
Other Assets in Excess of Liabilities - 0.5%
|
183,206
|
|||||||||||
TOTAL NET ASSETS - 100.0%
|
$
|
40,213,472
|
||||||||||
Percentages are stated as a percent of net assets.
|
(a)
|
Exchange-traded.
|
(b)
|
100 shares per contract.
|
(c)
|
The rate shown represents the 7-day effective yield as of January 31, 2024.
|
Amplify BlackSwan ISWN ETF
|
||||||||||||||||
Level 1
|
Level 2
|
Level 3
|
Total
|
|||||||||||||
Assets:
|
||||||||||||||||
U.S. Treasury Obligations
|
$
|
–
|
$
|
35,336,067
|
$
|
–
|
$
|
35,336,067
|
||||||||
Options
|
–
|
4,611,555
|
–
|
4,611,555
|
||||||||||||
Money Market Funds
|
82,644
|
–
|
–
|
82,644
|
||||||||||||
Total Assets
|
$
|
82,644
|
$
|
39,947,622
|
$
|
–
|
$
|
40,030,266
|
||||||||