Amplify BlackSwan Tech & Treasury ETF
  
Schedule of Investments
  
as of June 30, 2024 (Unaudited)
  
   
U.S. TREASURY SECURITIES - 83.6%
    
Par
    
Value
  
United States Treasury Note/Bond
  
1.75%, 11/15/2029
    
$
253,600
    
$
222,955
  
0.63%, 05/15/2030
      
275,600
      
223,058
  
0.88%, 11/15/2030
      
275,600
      
223,236
  
1.63%, 05/15/2031
      
264,600
      
222,378
  
1.38%, 11/15/2031
      
273,600
      
222,914
  
2.88%, 05/15/2032
      
245,600
      
221,683
  
4.13%, 11/15/2032
      
225,600
      
222,216
  
3.38%, 05/15/2033
      
238,600
      
221,614
  
4.50%, 11/15/2033
      
219,300
      
221,853
  
4.38%, 05/15/2034
      
221,100
      
221,670
  
TOTAL U.S. TREASURY SECURITIES (Cost $2,287,288)
      
2,223,577
  
                       
PURCHASED OPTIONS - 15.9%(a)(b)
  
Notional Amount
    
Contracts
          
Call Options - 15.9%
            
$
–
  
Invesco QQQ Trust Series 1
      
–
    
$
–
  
Expiration: 12/20/2024; Exercise Price: $369.78
    
1,054,042
      
22
      
266,057
  
Expiration: 06/20/2025; Exercise Price: $434.78
    
958,220
      
20
      
157,500
  
Total Call Options
                    
423,557
  
TOTAL PURCHASED OPTIONS (Cost $247,037)
      
423,557
  
                         
SHORT-TERM INVESTMENTS - 0.2%
    
Shares
          
Money Market Funds - 0.2%
                  
Dreyfus Treasury Securities Cash Management, 4.38%(c)
      
2,385
      
2,385
  
Invesco Government & Agency Portfolio - Institutional Class, 5.25%(c)
      
3,911
      
3,911
  
TOTAL SHORT-TERM INVESTMENTS (Cost $6,296)
      
6,296
  
                         
TOTAL INVESTMENTS - 99.7% (Cost $2,540,621)
    
$
2,653,430
  
Other Assets in Excess of Liabilities - 0.3%
      
6,696
  
TOTAL NET ASSETS - 100.0%
                  
$
2,660,126
  
           
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 June 30, 2024.


Summary of Fair Value Disclosure as of June 30, 2024 (Unaudited)
 
Amplify BlackSwan Tech & Treasury ETF has adopted authoritative fair value accounting standards which establish an authoritative definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion of changes in valuation techniques and related inputs during the period, and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below. The inputs or methodology used for valuing securities are not an indication of the risk associated with investing in those securities.
 
Level 1 - Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.
 
Level 2 - Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.
 
Level 3 - Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumptions about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.
 
The following is a summary of the fair valuation hierarchy of the Fund’s securities as of June 30, 2024:
 
   
Level 1
    
Level 2
    
Level 3
    
Total
  
Investments:
                        
  U.S. Treasury Securities
    
–
      
2,223,577
      
–
      
2,223,577
  
  Purchased Options
    
–
      
423,557
      
–
      
423,557
  
  Money Market Funds
    
6,296
      
–
      
–
      
6,296
  
Total Investments
    
6,296
      
2,647,134
      
–
      
2,653,430
  
   
Refer to the Schedule of Investments for additional information.