Pacer Swan SOS Flex October ETF
|
||||||||||||
Schedule of Investments
|
||||||||||||
as of January 31, 2024 (Unaudited)
|
||||||||||||
OPTIONS PURCHASED - 103.6%(a)(b)
|
Notional
|
Contracts
|
Value
|
|||||||||
Call Options - 102.0%
|
$
|
–
|
||||||||||
SPDR S&P 500 ETF, Expiration: 09/30/2024; Exercise Price: $4.79
|
$
|
16,321,344
|
338
|
$
|
16,036,437
|
|||||||
Put Options - 1.6%
|
$
|
–
|
||||||||||
SPDR S&P 500 ETF
|
–
|
$
|
–
|
|||||||||
Expiration: 09/30/2024; Exercise Price: $427.48
|
16,321,344
|
338
|
221,765
|
|||||||||
Expiration: 09/30/2024; Exercise Price: $256.49
|
16,321,344
|
338
|
23,806
|
|||||||||
Total Put Options
|
245,571
|
|||||||||||
TOTAL OPTIONS PURCHASED (Cost $15,084,422)
|
16,282,008
|
|||||||||||
TOTAL INVESTMENTS - 103.6% (Cost
$15,084,422)
|
16,282,008
|
|||||||||||
Liabilities in Excess of Other Assets - (3.6)%
|
(568,792
|
)
|
||||||||||
TOTAL NET ASSETS - 100.0%
|
$
|
15,713,216
|
Percentages are stated as a percent of net assets.
|
(a)
|
Exchange-traded.
|
(b)
|
100 shares per contract.
|
Pacer Swan SOS Flex October ETF
|
||||||||||||
Schedule of Options Written
|
||||||||||||
as of January 31, 2024 (Unaudited)
|
||||||||||||
OPTIONS WRITTEN - (4.5)% (a)(b)
|
Notional
|
Contracts
|
Value
|
|||||||||
Call Options - (3.7)%
|
||||||||||||
SPDR S&P 500 ETF, Expiration: 09/30/2024; Exercise Price: $502.93
|
$
|
16,321,344
|
338
|
$
|
(582,168
|
)
|
||||||
Put Options - (0.8)%
|
||||||||||||
SPDR S&P 500 ETF, Expiration: 09/30/2024; Exercise Price: $341.98
|
32,642,688
|
676
|
(132,354
|
)
|
||||||||
TOTAL OPTIONS WRITTEN (Premiums
received $631,919)
|
$
|
(714,522
|
)
|
(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
|
$ -
|
$ 16,282,008
|
$ -
|
$ -
|
$ 16,282,008
|
|
Total Investments in Securities
|
$ -
|
$ 16,282,008
|
$ -
|
$ -
|
$ 16,282,008
|
|
|
|
|
|
|
|
|
Liabilities
|
|
|
|
|
|
|
Options Written
|
$ -
|
$ (714,522)
|
$ -
|
$ -
|
$ (714,522)
|
|
Total Investments in Securities
|
$ -
|
$ (714,522)
|
$ -
|
$ -
|
$ (714,522)
|