0001145549-24-047166.txt : 20240802 0001145549-24-047166.hdr.sgml : 20240802 20240802151031 ACCESSION NUMBER: 0001145549-24-047166 CONFORMED SUBMISSION TYPE: NPORT-P/A PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240131 FILED AS OF DATE: 20240802 DATE AS OF CHANGE: 20240802 PERIOD START: 20241031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Pacer Funds Trust CENTRAL INDEX KEY: 0001616668 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0430 FILING VALUES: FORM TYPE: NPORT-P/A SEC ACT: 1940 Act SEC FILE NUMBER: 811-23024 FILM NUMBER: 241170455 BUSINESS ADDRESS: STREET 1: 500 CHESTERFIELD PARKWAY CITY: MALVERN STATE: PA ZIP: 19355 BUSINESS PHONE: 610-644-8100 MAIL ADDRESS: STREET 1: 500 CHESTERFIELD PARKWAY CITY: MALVERN STATE: PA ZIP: 19355 0001616668 S000070378 Pacer Swan SOS Fund of Funds ETF C000223810 Pacer Swan SOS Fund of Funds ETF PSFF NPORT-P/A 1 primary_doc.xml NPORT-P/A false 0001145549-24-019916 0001616668 XXXXXXXX S000070378 C000223810 Pacer Funds Trust 811-23024 0001616668 549300L3D3N0PW0L9M73 500 Chesterfield Parkway Malvern 19355 610-664-8100 Pacer Swan SOS Fund of Funds ETF S000070378 549300QDH5D469DP0J45 2024-10-31 2024-01-31 N 264379638.380000000000 38066.550000000000 264341571.830000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 5614.330000000000 N N/A N/A Pacer Swan SOS Flex April ETF 549300GG752BLYT7Q636 Pacer Swan SOS Flex April ETF 69374H477 622394.000000000000 NS USD 16337842.500000000000 6.1805800680 Long EC RF US N 1 N N N Pacer Swan SOS Conservative Oc N/A Pacer Swan SOS Conservative October ETF 69374H527 286314.000000000000 NS USD 6966019.620000000000 2.6352342432 Long EC RF US N 1 N N N Pacer Swan SOS Conservative Ju N/A Pacer Swan SOS Conservative July ETF 69374H535 484758.000000000000 NS USD 11382117.840000000000 4.3058372398 Long EC RF US N 1 N N N Pacer Swan SOS Conservative Ap 549300OJYDN3HLFSVU35 Pacer Swan SOS Conservative April ETF 69374H543 430541.000000000000 NS USD 10066048.580000000000 3.8079703129 Long EC RF US N 1 N N N Pacer Swan SOS Conservative Ja 549300ZY519PMQ5IQ329 Pacer Swan SOS Conservative January ETF 69374H584 425012.000000000000 NS USD 10472295.680000000000 3.9616529506 Long EC RF US N 1 N N N Pacer Swan SOS Moderate Octobe N/A Pacer Swan SOS Moderate October ETF 69374H485 1414143.000000000000 NS USD 35876807.910000000000 13.5721398877 Long EC RF US N 1 N N N Pacer Swan SOS Moderate July E N/A Pacer Swan SOS Moderate July ETF 69374H493 1828876.000000000000 NS USD 45996231.400000000000 17.4003018449 Long EC RF US N 1 N N N U.S. Bank Money Market Deposit Account N/A U.S. Bank Money Market Deposit Account 8AMMF0A84 1511720.360000000000 NS USD 1511720.360000000000 0.5718814296 Long STIV RF US N 1 N N N Pacer Swan SOS Flex October ET N/A Pacer Swan SOS Flex October ETF 69374H451 505710.000000000000 NS USD 13199031.000000000000 4.9931726246 Long EC RF US N 1 N N N Pacer Swan SOS Flex July ETF N/A Pacer Swan SOS Flex July ETF 69374H469 748691.000000000000 NS USD 19009264.490000000000 7.1911747965 Long EC RF US N 1 N N N Pacer Swan SOS Moderate April 54930061QGBBDJHJ0X35 Pacer Swan SOS Moderate April ETF 69374H519 1342055.000000000000 NS USD 33578216.100000000000 12.7025862287 Long EC RF US N 1 N N N Pacer Swan SOS Moderate Januar 549300X6QFBSFDXQD161 Pacer Swan SOS Moderate January ETF 69374H550 1626612.000000000000 NS USD 42405774.840000000000 16.0420377871 Long EC RF US N 1 N N N Pacer Swan SOS Flex January ET 549300ARLLCB0183OD33 Pacer Swan SOS Flex January ETF 69374H576 601453.000000000000 NS USD 17562427.600000000000 6.6438386813 Long EC RF US N 1 N N N 2024-03-27 Pacer Funds Trust /s/ Bruce Kavanaugh Pacer Funds Trust Vice President XXXX NPORT-EX 2 psff.htm PART F

Pacer Swan SOS Fund of Funds ETF
  
Schedule of Investments
  
as of January 31, 2024 (Unaudited)
  
   
AFFILIATED EXCHANGE TRADED FUNDS - 99.4%(a)(b)
  
Shares
    
Value
  
Pacer Swan SOS Conservative (April) ETF
    
430,541
    
$
10,066,049
  
Pacer Swan SOS Conservative (January) ETF
    
452,432
      
11,147,924
  
Pacer Swan SOS Conservative (July) ETF
    
484,758
      
11,382,118
  
Pacer Swan SOS Conservative (October) ETF
    
286,314
      
6,966,020
  
Pacer Swan SOS Flex (April) ETF
    
622,394
      
16,337,843
  
Pacer Swan SOS Flex (January) ETF
    
640,022
      
18,688,642
  
Pacer Swan SOS Flex (July) ETF
    
748,691
      
19,009,264
  
Pacer Swan SOS Flex (October) ETF
    
505,710
      
13,199,031
  
Pacer Swan SOS Moderate (April) ETF
    
1,342,055
      
33,578,216
  
Pacer Swan SOS Moderate (January) ETF
    
1,730,290
      
45,108,660
  
Pacer Swan SOS Moderate (July) ETF
    
1,828,876
      
45,996,232
  
Pacer Swan SOS Moderate (October) ETF
    
1,414,143
      
35,876,808
  
TOTAL AFFILIATED EXCHANGE TRADED FUNDS (Cost $243,700,842)
      
267,356,807
  
                 
TOTAL INVESTMENTS - 99.4% (Cost $243,700,842)
      
267,356,807
  
Other Assets in Excess of Liabilities - 0.6%
      
1,542,468
  
TOTAL NET ASSETS - 100.0%
          
$
268,899,275
  

Percentages are stated as a percent of net assets.
  

(a)
Non-income producing security.
(b)
Affiliated company as defined by the Investment Company Act of 1940.

 
Share Activity
Period Ended January 31, 2024
Security Name
Balance as of 
November 1, 2023
Purchases
Sales
 Balance
January 31, 2024
Value
Dividend Income
Gain/(Loss) 
Realized on Sale
of Shares
Net Change in
Unrealized
Appreciation
(Depreciation) on
Investments in Affiliates
Pacer Swan SOS Conservative (April) ETF
                                         327,442
                                         110,824
                                           (7,725)
                                         430,541
                                  $ 10,066,049
                                                  $ -
                                         $14,733
                                       $690,005
Pacer Swan SOS Conservative (January) ETF
                                         308,978
                                         150,660
                                           (7,206)
                                         452,432
                                    11,147,924
                                                  -
                                           15,804
                                         607,928
Pacer Swan SOS Conservative (July) ETF
                                         313,311
                                         179,401
                                           (7,954)
                                         484,758
                                    11,382,118
                                                  -
                                           23,255
                                         744,703
Pacer Swan SOS Conservative (October) ETF
                                         214,178
                                           77,272
                                           (5,136)
                                         286,314
                                      6,966,020
                                                  -
                                           17,877
                                         442,827
Pacer Swan SOS Flex (April) ETF
                                         472,770
                                         160,791
                                         (11,167)
                                         622,394
                                    16,337,843
                                                  -
                                           40,560
                                      1,255,460
Pacer Swan SOS Flex (January) ETF
                                         437,034
                                         213,183
                                         (10,195)
                                         640,022
                                    18,688,642
                                                  -
                                           44,941
                                      1,470,900
Pacer Swan SOS Flex (July) ETF
                                         483,971
                                         277,006
                                         (12,286)
                                         748,691
                                    19,009,264
                                                  -
                                           47,575
                                      1,259,323
Pacer Swan SOS Flex (October) ETF
                                         380,730
                                         134,055
                                           (9,075)
                                         505,710
                                    13,199,031
                                                  -
                                           43,454
                                         887,251
Pacer Swan SOS Moderate (April) ETF
                                      1,013,302
                                         352,838
                                         (24,085)
                                      1,342,055
                                    33,578,216
                                                  -
                                           72,824
                                      2,138,650
Pacer Swan SOS Moderate (January) ETF
                                      1,183,273
                                         574,613
                                         (27,596)
                                      1,730,290
                                    45,108,660
                                                  -
                                           89,050
                                      2,625,990
Pacer Swan SOS Moderate (July) ETF
                                      1,185,133
                                         673,793
                                         (30,050)
                                      1,828,876
                                    45,996,232
                                                  -
                                         114,146
                                      2,762,258
Pacer Swan SOS Moderate (October) ETF
                                      1,070,760
                                         368,767
                                         (25,384)
                                      1,414,143
                                    35,876,808
                                                  -
                                         106,531
                                      2,120,305


 Summary of Fair Value Disclosure at January 31, 2024 (Unaudited)

The following is a summary of significant accounting policies consistently followed by the Funds in the preparation of the financial statements. The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (“GAAP”). The Funds are investment companies that follow the accounting and reporting guidelines of Accounting Standards Codification Topic 946 applicable to investment companies.

Securities, including master limited partnerships (“MLPs”), listed on a securities exchange, market or automated quotation system for which quotations are readily available, are valued at the last quoted sale price on the primary exchange or market (foreign or domestic) on which they are traded, except for securities listed on Nasdaq Global Market (“Nasdaq”). If, on a particular day, there is no such reported sale, then the most recent quoted bid price will be used. For securities traded on Nasdaq, the Nasdaq Official Closing Price (“NOCP”) will be used. If a Fund holds foreign shares of a security for which there is no reported volume, and there is an actively trading local version of the security, the last quoted sale price of the local security shall be used. Prices denominated in foreign currencies are converted to U.S. dollar equivalents at the current exchange rate.

Investments in other open-end investment companies, including money market funds, are valued at the investment company’s net asset value per share, with the exception of exchange-traded open-end investment companies, which are priced as equity securities described above.

Fixed-income securities are normally valued on the basis of quotes obtained from independent pricing services in accordance with procedures adopted by the Board of Trustees. The independent pricing services may employ methodologies that utilize market transactions (if the security is actively traded), broker-dealer supplied valuations, or matrix pricing. Short-term securities that have maturities of less than 60 days, at the time of purchase, are valued at amortized cost, which, when combined with accrued interest, approximates market value.

Options on securities that are listed on an exchange shall be valued at the sale price on such exchange (or any other exchange on which such options are listed) having the trade closest to the close of the New York Stock Exchange (“NYSE”) on the day of valuation or, if there was no sale on any of the applicable options exchanges on such day, at the mean between the highest bid and lowest ask price on any of such exchanges on such day closest to the close of the NYSE on such day. On the last trading day prior to expiration, expiring options may be priced at intrinsic value.

Foreign currency forward contracts are valued at the current day’s interpolated foreign exchange rate, as calculated using the current day’s spot ate, and the twenty, sixty, ninety, and one-hundred eighty day forward rates provided by an independent source.

Futures contracts are valued at the settlement price on the exchange on which they are principally traded.

Units of Mount Vernon Liquid Assets Portfolio are not traded on an exchange and are valued at the investment company’s NAV per share as provided by its administrator.

The Trust’s Valuation Procedures provide for the designation of the Adviser as “Valuation Designee”. If no quotation is available from either a pricing service, or one or more brokers or there is reason to question the reliability or accuracy of a quotation supplied, securities are valued at fair value as determined in good faith, by the Valuation Designee pursuant to procedures established by the Funds’ Board of Trustees (the “Board”).As described above, the Funds utilize various methods to measure the fair value of their investments on a recurring basis. GAAP establishes a hierarchy that prioritizes inputs to valuations methods. The three levels of inputs are:

Level 1 – Unadjusted quoted prices in active markets for identical assets or liabilities that the Funds have the ability to access.

Level 2 – Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, repayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 – Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available; representing the Funds’ own assumptions about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.

The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, for example, the type of security, whether the security is new and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3.

The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the level in the fair value hierarchy within which the fair value measurement falls in its entirety, is determined based on the lowest level input that is significant to the fair value measurement in its entirety.

The following is a summary of the inputs used to value the Funds’ investments as of January 31, 2024:

Description
Level 1
Level 2
Level 3
Investments
Measured at Net
Asset Value
Total
Affiliated Exchange Traded Funds
 $ 267,356,807
 $                  -
 $                -
 $                               -
 $ 267,356,807
Total Investments in Securities
 $ 267,356,807
 $                  -
 $                -
 $                               -
 $ 267,356,807