Pacer Swan SOS Conservative April ETF
|
||||||||||||
Schedule of Investments
|
||||||||||||
as of January 31, 2024 (Unaudited)
|
||||||||||||
OPTIONS PURCHASED - 103.8%(a)(b)
|
Notional
|
Contracts
|
Value
|
|||||||||
Call Options - 103.7%
|
$
|
–
|
||||||||||
SPDR S&P 500 ETF, Expiration: 03/28/2024; Exercise Price: $4.50
|
$
|
13,520,640
|
280
|
$
|
13,373,041
|
|||||||
Put Options - 0.1%
|
$
|
–
|
||||||||||
SPDR S&P 500 ETF, Expiration: 03/28/2024; Exercise Price: $388.92
|
13,520,640
|
280
|
12,692
|
|||||||||
TOTAL OPTIONS PURCHASED (Cost $11,882,569)
|
13,385,733
|
|||||||||||
TOTAL INVESTMENTS - 103.8% (Cost $11,882,569)
|
13,385,733
|
|||||||||||
Liabilities in Excess of Other Assets - (3.8)%
|
(492,310
|
)
|
||||||||||
TOTAL NET ASSETS - 100.0%
|
$
|
12,893,423
|
Percentages are stated as a percent of net assets.
|
(a)
|
Exchange-traded.
|
(b)
|
100 shares per contract.
|
Pacer Swan SOS Conservative April ETF
|
||||||||||||
Schedule of Options Written
|
||||||||||||
as of January 31, 2024 (Unaudited)
|
||||||||||||
OPTIONS WRITTEN - (4.7)% (a)(b)
|
Notional
|
Contracts
|
Value
|
|||||||||
Call Options - (4.7)%
|
||||||||||||
SPDR S&P 500 ETF, Expiration: 03/28/2024; Exercise Price: $468.46
|
$
|
13,520,640
|
280
|
$
|
(611,892
|
)
|
||||||
Put Options - 0.0% (c)
|
||||||||||||
SPDR S&P 500 ETF, Expiration: 03/28/2024; Exercise Price: $286.57
|
13,520,640
|
280
|
(2,573
|
)
|
||||||||
TOTAL OPTIONS WRITTEN (Premiums received $403,052)
|
$
|
(614,465
|
)
|
(a)
|
Exchange-traded.
|
(b)
|
100 shares per contract.
|
(c)
|
Represents less than 0.05% of net assets.
|
Description^
|
Level 1
|
Level 2
|
Level 3
|
Investments
Measured at Net
Asset Value
|
Total
|
Assets
|
|
|
|
|
|
Purchased Options
|
$ -
|
$ 13,385,733
|
$ -
|
$ -
|
$ 13,385,733
|
Total Investments in Securities
|
$ -
|
$ 13,385,733
|
$ -
|
$ -
|
$ 13,385,733
|
Liabilities
|
|||||
Options Written
|
$ -
|
$ (614,466)
|
$ -
|
$ -
|
$ (614,466)
|
Total Investments in Securities
|
$ -
|
$ (614,466)
|
$ -
|
$ -
|
$ (614,466)
|