Pacer Swan SOS Moderate July ETF
|
||||||||||||
Schedule of Investments
|
||||||||||||
as of January 31, 2024 (Unaudited)
|
||||||||||||
OPTIONS PURCHASED - 101.2%(a)(b)
|
Notional
|
Contracts
|
Value
|
|||||||||
Call Options - 100.1%
|
$
|
–
|
||||||||||
SPDR S&P 500 ETF, Expiration: 06/28/2024; Exercise Price: $4.92
|
$
|
60,939,456
|
1,262
|
$
|
60,020,935
|
|||||||
Put Options - 1.1%
|
$
|
–
|
||||||||||
SPDR S&P 500 ETF, Expiration: 06/28/2024; Exercise Price: $443.32
|
60,939,456
|
1,262
|
646,295
|
|||||||||
TOTAL OPTIONS PURCHASED (Cost $57,984,237)
|
60,667,230
|
|||||||||||
TOTAL INVESTMENTS - 101.2% (Cost
$57,984,237)
|
60,667,230
|
|||||||||||
Liabilities in Excess of Other Assets - (1.2)%
|
(732,997
|
)
|
||||||||||
TOTAL NET ASSETS - 100.0%
|
$
|
59,934,233
|
Percentages are stated as a percent of net assets.
|
(a)
|
Exchange-traded.
|
(b)
|
100 shares per contract.
|
Pacer Swan SOS Moderate July ETF
|
||||||||||||
Schedule of Options Written
|
||||||||||||
as of January 31, 2024 (Unaudited)
|
||||||||||||
OPTIONS WRITTEN - (2.0)% (a)(b)
|
Notional
|
Contracts
|
Value
|
|||||||||
Call Options - (1.7)%
|
||||||||||||
SPDR S&P 500 ETF, Expiration: 06/28/2024; Exercise Price: $507.64
|
$
|
60,939,456
|
1,262
|
$
|
(1,011,468
|
)
|
||||||
Put Options - (0.3)%
|
||||||||||||
SPDR S&P 500 ETF, Expiration: 06/28/2024; Exercise Price: $376.79
|
60,939,456
|
1,262
|
(203,182
|
)
|
||||||||
TOTAL OPTIONS WRITTEN (Premiums
received $2,061,627)
|
$
|
(1,214,650
|
)
|
(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
|
$ -
|
$ 60,667,230
|
$ -
|
$ -
|
$ 60,667,230
|
|
Total Investments in Securities
|
$ -
|
$ 60,667,230
|
$ -
|
$ -
|
$ 60,667,230
|
|
|
|
|
|
|
|
|
Liabilities
|
|
|
|
|
|
|
Options Written
|
$ -
|
$ (1,214,650)
|
$ -
|
$ -
|
$ (1,214,650)
|
|
Total Investments in Securities
|
$ -
|
$ (1,214,650)
|
$ -
|
$ -
|
$ (1,214,650)
|