Pacer Swan SOS Flex April ETF
|
||||||||||||
Schedule of Investments
|
||||||||||||
as of January 31, 2024 (Unaudited)
|
||||||||||||
OPTIONS PURCHASED - 101.7%(a)(b)
|
Notional
|
Contracts
|
Value
|
|||||||||
Call Options - 101.5%
|
$
|
–
|
||||||||||
SPDR S&P 500 ETF, Expiration: 03/28/2024; Exercise Price: $4.59
|
$
|
22,985,088
|
476
|
$
|
22,729,918
|
|||||||
Put Options - 0.2%
|
$
|
–
|
||||||||||
SPDR S&P 500 ETF
|
–
|
$
|
–
|
|||||||||
Expiration: 03/28/2024; Exercise Price: $409.39
|
22,985,088
|
476
|
33,320
|
|||||||||
Expiration: 03/28/2024; Exercise Price: $245.63
|
22,985,088
|
476
|
2,437
|
|||||||||
Total Put Options
|
35,757
|
|||||||||||
TOTAL OPTIONS PURCHASED (Cost $20,550,742)
|
22,765,675
|
|||||||||||
TOTAL INVESTMENTS - 101.7% (Cost
$20,550,742)
|
22,765,675
|
|||||||||||
Liabilities in Excess of Other Assets - (1.7)%
|
(379,654
|
)
|
||||||||||
TOTAL NET ASSETS - 100.0%
|
$
|
22,386,021
|
Percentages are stated as a percent of net assets.
|
(a)
|
Exchange-traded.
|
(b)
|
100 shares per contract.
|
Pacer Swan SOS Flex April ETF
|
||||||||||||
Schedule of Options Written
|
||||||||||||
as of January 31, 2024 (Unaudited)
|
||||||||||||
OPTIONS WRITTEN - (2.6)% (a)(b)
|
Notional
|
Contracts
|
Value
|
|||||||||
Call Options - (2.5)%
|
||||||||||||
SPDR S&P 500 ETF, Expiration: 03/28/2024; Exercise Price: $482.26
|
$
|
22,985,088
|
476
|
$
|
(554,083
|
)
|
||||||
Put Options - (0.1)%
|
||||||||||||
SPDR S&P 500 ETF, Expiration: 03/28/2024; Exercise Price: $327.51
|
45,970,176
|
952
|
(15,898
|
)
|
||||||||
TOTAL OPTIONS WRITTEN (Premiums
received $922,795)
|
$
|
(569,981
|
)
|
(a)
|
Exchange-traded.
|
(b)
|
100 shares per contract.
|
Description^
|
Level 1
|
Level 2
|
Level 3
|
Investments
Measured at Net
Asset Value
|
Total
|
|
Assets
|
|
|
|
|
|
|
Purchased Options
|
$ -
|
$ 22,765,676
|
$ -
|
$ -
|
$ 22,765,676
|
|
Total Investments in Securities
|
$ -
|
$ 22,765,676
|
$ -
|
$ -
|
$ 22,765,676
|
|
|
|
|
|
|
|
|
Liabilities
|
|
|
|
|
|
|
Options Written
|
$ -
|
$ (569,981)
|
$ -
|
$ -
|
$ (569,981)
|
|
Total Investments in Securities
|
$ -
|
$ (569,981)
|
$ -
|
$ -
|
$ (569,981)
|