Pacer Swan SOS Conservative July ETF
|
||||||||||||
Schedule of Investments
|
||||||||||||
as of January 31, 2024 (Unaudited)
|
||||||||||||
OPTIONS PURCHASED - 100.8%(a)(b)
|
Notional
|
Contracts
|
Value
|
|||||||||
Call Options - 100.1%
|
$
|
–
|
||||||||||
SPDR S&P 500 ETF, Expiration: 06/28/2024; Exercise Price: $4.88
|
$
|
13,762,080
|
285
|
$
|
13,555,762
|
|||||||
Put Options - 0.7%
|
$
|
–
|
||||||||||
SPDR S&P 500 ETF, Expiration: 06/28/2024; Exercise Price: $421.12
|
13,762,080
|
285
|
94,355
|
|||||||||
TOTAL OPTIONS PURCHASED (Cost $13,047,030)
|
13,650,117
|
|||||||||||
TOTAL INVESTMENTS - 100.8% (Cost $13,047,030)
|
13,650,117
|
|||||||||||
Liabilities in Excess of Other Assets - (0.8)%
|
(112,622
|
)
|
||||||||||
TOTAL NET ASSETS - 100.0%
|
$
|
13,537,495
|
Percentages are stated as a percent of net assets.
|
(a)
|
Exchange-traded.
|
(b)
|
100 shares per contract.
|
Pacer Swan SOS Conservative July ETF
|
||||||||||||
Schedule of Options Written
|
||||||||||||
as of January 31, 2024 (Unaudited)
|
||||||||||||
OPTIONS WRITTEN - (1.7)% (a)(b)
|
Notional
|
Contracts
|
Value
|
|||||||||
Call Options - (1.6)%
|
||||||||||||
SPDR S&P 500 ETF, Expiration: 06/28/2024; Exercise Price: $508.58
|
$
|
13,762,080
|
285
|
$
|
(218,757
|
)
|
||||||
Put Options - (0.1)%
|
||||||||||||
SPDR S&P 500 ETF, Expiration: 06/28/2024; Exercise Price: $310.30
|
13,762,080
|
285
|
(17,596
|
)
|
||||||||
TOTAL OPTIONS WRITTEN (Premiums received $411,695)
|
$
|
(236,353
|
)
|
(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
|
$ -
|
$ 13,650,117
|
$ -
|
$ -
|
$ 13,650,117
|
Total Investments in Securities
|
$ -
|
$ 13,650,117
|
$ -
|
$ -
|
$ 13,650,117
|
|
|||||
Liabilities
|
|||||
Options Written
|
$ -
|
$ (236,353)
|
$ -
|
$ -
|
$ (236,353)
|
Total Investments in Securities
|
$ -
|
$ (236,353)
|
$ -
|
$ -
|
$ (236,353)
|