| Amplify High Income ETF | |
| Schedule of Investments | |
| as of June 30, 2024 (Unaudited) | |
| | |
| INVESTMENT COMPANIES - 99.8% | | Shares | | | Value | |
| Equity - 13.9% | | | | |
| abrdn Total Dynamic Dividend Fund | | | 1,539,208 | | | $ | 12,944,739 | |
Kayne Anderson Energy Infrastructure Fund(a) | | | 1,419,541 | | | | 14,663,859 | |
Liberty All-Star Equity Fund(a) | | | 1,878,458 | | | | 12,773,514 | |
| MainStay CBRE Global Infrastructure Megatrends Term Fund | | | 948,512 | | | | 12,150,439 | |
| Virtus Dividend Interest & Premium Strategy Fund | | | 1,010,171 | | | | 12,404,900 | |
| | | | | | | | 64,937,451 | |
| | | | | | | | | |
| Fixed Income - 85.9% | | | | | |
| Aberdeen Asia-Pacific Income Fund, Inc. | | | 1,624,130 | | | | 4,352,668 | |
| AllianceBernstein Global High Income Fund, Inc. | | | 325,272 | | | | 3,408,851 | |
| BlackRock Corporate High Yield Fund, Inc. | | | 1,107,967 | | | | 10,736,200 | |
| BlackRock Credit Allocation Income Trust | | | 1,267,975 | | | | 13,580,012 | |
| BlackRock Municipal Income Fund, Inc. | | | 441,873 | | | | 5,452,713 | |
| BlackRock MuniHoldings California Quality Fund, Inc. | | | 1,012,442 | | | | 11,238,106 | |
| BlackRock MuniHoldings Fund, Inc. | | | 397,152 | | | | 4,801,568 | |
| BlackRock MuniHoldings New Jersey Quality Fund, Inc. | | | 234,277 | | | | 2,668,415 | |
| BlackRock MuniYield Fund, Inc. | | | 214,759 | | | | 2,330,135 | |
| BlackRock MuniYield Quality Fund III, Inc. | | | 317,549 | | | | 3,550,198 | |
Blackstone Strategic Credit 2027 Term Fund(a) | | | 1,132,945 | | | | 13,470,716 | |
| Brookfield Real Assets Income Fund, Inc. | | | 988,970 | | | | 12,619,257 | |
| ClearBridge MLP & Midstream Fund, Inc. | | | 273,893 | | | | 12,985,267 | |
| DoubleLine Income Solutions Fund | | | 841,781 | | | | 10,539,098 | |
Eagle Point Credit Co., Inc.(a) | | | 1,569,891 | | | | 15,777,405 | |
| Eaton Vance Ltd. Duration Income Fund | | | 1,269,575 | | | | 12,365,660 | |
First Trust Intermediate Duration Preferred & Income Fund(a) | | | 790,426 | | | | 14,520,126 | |
| Flaherty & Crumrine Preferred and Income Securities Fund, Inc. | | | 763,703 | | | | 11,295,167 | |
| FS Credit Opportunities Corp. | | | 2,063,147 | | | | 13,142,246 | |
| Highland Opportunities and Income Fund | | | 1,151,978 | | | | 7,199,863 | |
| Invesco Senior Income Trust | | | 2,731,697 | | | | 11,773,614 | |
| Nuveen AMT-Free Municipal Credit Income Fund | | | 569,087 | | | | 7,090,824 | |
| Nuveen AMT-Free Quality Municipal Income Fund | | | 718,775 | | | | 8,237,162 | |
| Nuveen California Quality Municipal Income Fund | | | 757,743 | | | | 8,736,777 | |
| Nuveen Credit Strategies Income Fund | | | 2,479,980 | | | | 13,763,889 | |
| Nuveen Floating Rate Income Fund/Closed-end Fund | | | 1,589,454 | | | | 13,748,777 | |
| Nuveen Municipal Credit Income Fund | | | 637,514 | | | | 7,873,298 | |
| Nuveen New York AMT-Free Quality Municipal Income Fund | | | 371,161 | | | | 4,116,175 | |
| Nuveen Preferred & Income Opportunities Fund | | | 1,897,025 | | | | 14,170,777 | |
| Nuveen Quality Municipal Income Fund | | | 521,125 | | | | 6,118,008 | |
Oxford Lane Capital Corp.(a) | | | 3,075,176 | | | | 16,667,454 | |
| PIMCO Access Income Fund | | | 999,801 | | | | 15,806,854 | |
| PIMCO Corporate & Income Opportunity Fund | | | 744,648 | | | | 10,655,913 | |
| PIMCO Corporate & Income Strategy Fund | | | 190,533 | | | | 2,516,941 | |
PIMCO Dynamic Income Fund(a) | | | 859,745 | | | | 16,171,803 | |
PIMCO Dynamic Income Opportunities Fund(a) | | | 1,194,365 | | | | 15,873,111 | |
| PIMCO High Income Fund | | | 1,394,267 | | | | 6,720,367 | |
| PIMCO Income Strategy Fund II | | | 1,044,673 | | | | 7,490,305 | |
| Western Asset Diversified Income Fund | | | 946,668 | | | | 13,641,486 | |
| Western Asset Inflation-Linked Opportunities & Income Fund | | | 1,426,473 | | | | 12,139,285 | |
| | | | | | | | 399,346,491 | |
TOTAL INVESTMENT COMPANIES (Cost $476,772,261) | | | | 464,283,942 | |
| | | | | | | | | |
| SHORT-TERM INVESTMENTS - 0.5% | | | | | | | | |
| Investments Purchased with Proceeds from Securities Lending - 0.5% | | | | | | | | |
First American Government Obligations Fund - Class X, 4.65%(b) | | | 2,194,396 | | | | 2,194,396 | |
TOTAL SHORT-TERM INVESTMENTS (Cost $2,194,396) | | | | 2,194,396 | |
| | | | | | | | | |
TOTAL INVESTMENTS - 100.3% (Cost $478,966,657) | | | $ | 466,478,338 | |
| Liabilities in Excess of Other Assets - (0.3)% | | | | (1,433,793 | ) |
| TOTAL NET ASSETS - 100.0% | | | | | | $ | 465,044,545 | |
| | | | | | | | | |
| Percentages are stated as a percent of net assets. | | | | | |
Amplify High Income 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:
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 June 30, 2024, the Fund 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 Fund 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 Fund is indemnified from this risk by contract with the Securities Lending Agent.
